Linear Differential Equation

Chapter 13
Linear Differential Equations
7-Apr-20 IMU - Mumbai Campus (MERI) 1

Definitions
An ordinary differential equation F (t , y, y, y, y,, y ( n ) ) = 0
is linear if F is linear in the variables y , y , y , y ,  , y (n)
i.e. in the equation the dependent variable and its

derivatives occur only in the first degree and are not
multiplied together.
Thus the general linear ODE has the form i
( n −1) d y
y (n)
+ p1 ( x) y +  + pn ( x) y = X ( x) where y (i )
= i.
dx
Linear differential equation with constant coefficients
are of the form
y ( n ) + k1 y ( n −1) +  + k n y = X ( x) where k1 , k 2 ,.....k n are
constants.
Theorem: If y1 and y2 are two solutions of the equation
y ( n ) + k1 y ( n −1) +  + k n y = 0 ..... (1)
then c1y1+c2y2 is also a solution of (1).
Note: Since general solution of a differential equation
of nth order contains n arbitrary constants, it follows
from above theorem that if y1, y2 , y3, …. yn, are
independent solutions of (1), then
c1y1 + c2y2 + c3y3 + …… + cnyn (= u)
is its complete solution.
Note: If y = v be any particular solution of the equation
y ( n ) + k1 y ( n −1) +  + k n y = X ..... (2)
then y = u + v is complete solution of (2).
u → Complementary Function (CF),
v → Particular Integral (PI)
Symbolic Form of a linear differential Equation
n n −1 n−2
d y d y d y
n
+ k1 n −1 + k 2 n − 2 + ...... + k n y = X
dx dx dx
i i
d d y
Denote i = D so that i = D i y then equation
i
dx dx
reduce to
D n y + k1 D n −1 y + k 2 D n − 2 y + ...... + k n y = X
 ( D n + k1 D n −1 + k 2 D n − 2 + ...... + k n ) y = X
 f ( D) y = X
where
f ( D) = D n + k1 D n −1 + k 2 D n − 2 + ...... + k n
i.e. it is a polynomial in D.
• Thus the symbol D stands for the operation of
differentiation and can be treated much the same as
an algebraic quantity i.e. f(D) can be factorised by
ordinary rules of algebra and factors may be take in
any order. For instance
d2y dy
2
+ 5 + 6y = 0
dx dx
 ( D 2 + 5 D + 6) y = 0
 ( D + 2)( D + 3) y = 0
 ( D + 3)( D + 2) y = 0

Rules for Finding Complementary Function
(Solution of homogeneous equation)
Consider the homogeneous differential equation
dny d n −1 y d n−2 y
n
+ k1 n −1 + k 2 n − 2 + ...... + k n y = 0 .....(1)
dx dx dx
Its symbolic form is
( D n + k1 D n −1 + k 2 D n − 2 + ...... + k n ) y = 0.
To get nontrivial (nonzero) solution equate symbolic
coefficient equal to zero i.e.
D n + k1 D n −1 + k 2 D n − 2 + ...... + k n = 0
This is called auxiliary equation (A.E.).

Let m1 , m2 ....., mn be roots of auxiliary equation
D n + k1 D n −1 + k 2 D n − 2 + ...... + k n = 0.
Case 1: If all roots be real and distinct then
complementary function or complete solution of (1)
is y = c1e + c2 e + ..... + cn e .
m1 x m2 x mn x
Case 2: If two roots are equal i.e. m1 = m2 then solution

of (1) is
y = (c1 x + c2 )e m1 x
+ c3e m3 x
+ ..... + cn e mn x
.
If three roots are equal i.e. m1 = m2 = m3 then
solution of (1) will be
y = (c1 x + c2 x + c3 )e
2 m1 x
+ c4 e m4 x
+ ..... + cn e mn x
.
Case 3: If one pair of roots be complex number
i.e. m1 = α + iβ, m2 = α - iβ then complete
solution is
x
y = e (c1 cos x + c2 sin x) + c3e m3 x
+ .....
..... + cn e mn x
.
If two pair of complex roots be equal i.e. m1 =
m2 = α + iβ, m3 = m4 = α - iβ then complete
solution of (1) is
x
y = e [(c1 x + c2 ) cos x + (c3 x + c4 ) sin x]
+ c5e m5 x
+ ....... + cn e mn x
.
Problems 13.1
Solve the following differential equations:
d 2x dx dx
1. 2
− 4 + 13 x = 0, x(0) = 0, ( 0) = 2.
dt dt dt
d 3 y d 2 y dy
3. 3
+ 2 − − y = 0.
dx dx dx
d3y
4. 3
+ y = 0.
dx
4 2
d y d y
6. 4
+ 8 2 + 16 y = 0.
dx dx
7. (4 D 4 − 8 D 3 − 7 D 2 + 11D + 6) y = 0.
9. ( D 2 + D + 1) 2 ( D − 2) y = 0
Inverse Operator
Consider the non homogeneous equation f ( D) y = X ........ (1)
1 1
Let y = X then f ( D) y = f ( D) X = X.
f ( D) f ( D)
1
So X satisfies the equation (1) so its Particular Integral.
f ( D)
f ( D) and 1 / f ( D) are inverse operators.
1
1. X =  Xdx.
D
1
2. X = e ax  Xe − ax dx.
D−a
Rules for Finding the Particular Equation
Consider the non - homogeneous differential equation
dny d n −1 y d n−2 y
n
+ k1 n −1 + k 2 n − 2 + ...... + k n y = X .....(1)
dx dx dx
Its symbolic form is
( D n + k1 D n −1 + k 2 D n − 2 + ...... + k n ) y = X .
1
P.I. = n n −1 n−2
X
D + k1 D + k 2 D + ...... + k n
1 1
= or X
f ( D)  ( D )
2

Case1 :
When X ( x) = e ax , then
1 1 ax
e =
ax
e provided f (a )  0.
f ( D) f (a)
If f (a ) = 0, then
1 ax 1
e =x e ax provided f ' (a )  0.
f(D) f ' (a)
If f ' (a ) = 0, then
1 ax 1
e =x 2
e ax provided f " (a )  0
f(D) f " (a)
and so on.
Problem 13.2
Solve
2
d y dy −2 x
1. 2
− 6 + 9 y = 6e + 7e − log 2.
3x
dx dx
d2y dy
2. 2
+ 4 + 5 y = −2 cosh x. Also find y
dx dx
dy
when y = 0, = 1 at x = 0.
dx
9. ( D − 5 D + 7 D − 3) y = e cosh x.
3 2 2x

Case 2
When X ( x) = sin( ax + b) or cos(ax + b),
then
1
P.I. = sin( ax + b)[or cos(ax + b)]
 (D )
2
1
= sin( ax + b)[or cos(ax + b)]
 (−a )
2
provided  (−a )  0.
2

If  (−a ) = 0, then
2
1
 (D )2
1
=x sin( ax + b)[or cos(ax + b)]
 ' (−a )
2
provided  ' (−a )  0.

2

If  ' (−a ) = 0, then
2
1
 (D )2
1
=x 2
sin( ax + b)[or cos(ax + b)]
 " (−a )
2
provided  " (−a )  0

2
and so on.

Problem 13.2
Solve
2
d y dy
4. 2
+ 2 + 3 y = sin x.
dx dx
3 2
d y d y dy −x
7. 3
+2 2 + = e + sin 2 x.
dx dx dx
2
d y dy
8. 2
+ 2 + y = e − cos x.
2x 2
dx dx

Case 3
When X ( x) = x , m being a positive integer,
m
then
x =  f ( D ) x .
1 −1 m
P.I. = m
f ( D)
Expand  f ( D) in asending powers of D by
−1
m
binomial theorem as far as the term in D and
operate on x term by term. Since the (m + 1)th
m
m
and higher derivatives of x are zero, we need
m
not consider terms beyond D .
Case 4
When X = e V ( x)
ax
P.I. =
1
f ( D)

e V ( x) = e
ax

ax 1
f ( D + a)
V ( x)
1
and evaluate V ( x) as in Case 1, 2
f ( D + a)
and 3.

Problem 13.2
Solve
2
d y
10. 2
−y=e +x e .
x 2 x
dx
11. ( D − D) y = 2 x + 1 + 4 cos x + 2e .
3 x
13. ( D + 1) y = x + 2 sin x cos 3 x.

2 2 4
2
d y
21. 2 + 16 y = x sin 3 x.
dx
23. ( D − 1) y = x sin x + (1 + x )e .
2 2 x

Case 5
When X is any function of x.
1
P.I. = X.
f ( D)
1
Resolve into partial fractions and operate
f ( D)
each partial fraction on X remembering that
1
X = e  Xe dx.
ax − ax
D−a
Problem 13.2
Solve
2
d y dy
24. 2
+ 3 + 2y = e . ex
dx dx
25. ( D + a ) y = tan ax
2 2

Method of Variation of Parameters to get P.I.
This method is quite general and applied to equations
of the form
y”+ p y’ + q y = X
where, p, q and X are functions of x. It gives
y2 X y1 X
P.I. = − y1  dx + y2  dx
W W
where y1 and y2 are the solution of y”+ p y’ + q y = 0
and y y
W= 1 2
y '1 y '2
is called Wronskian of y1 and y2.
Problem 13.3
Solve
d2y
1. 2 + a y = cosec ax.
2
dx
2
d y dy
5. 2
− 2 + y = e x
/ x.
dx dx
2
d y 1
9. +y=
dx 2
1 + sin x

Method of Undetermined Coefficients to get P.I.
To find the P.I. of f(D)y = X, we assume a trial solution
Containing unknown constant which are determined
by substituting it in the given equation. The trial solutions
to be assumed in each case depends on the form of X.
S.No. Function X Choice of P.I.

1. kelx celx
2. k sin(ax+b) or k cos(ax+b) c1 sin(ax+b) + c2 cos(ax+b)
3. kelx sin(ax+b) or elx(c1 sin(ax+b) +
kelxcos(ax+b) c2 cos(ax+b))
4. kxm where m = 0, 1, 2, … c0 + c1x + c2 x2 + … + cmxm

1. When X is a sum of functions in the column 2 of the Table
in previous slide then P.I. is chosen as a sum of corresponding
functions in Column 3 of table.
2. The above method hold so long as no term in the trial solution
appear in C.F. If any term of the trial solution appears in the
C.F., then the choice from the above table is modified as
under:
If a term u of X is also a term of the C.F., then choice
from the table corresponding to u should be multiplied by
(i) x if u corresponds to a simple root of C.F.
(ii) x2 if u corresponds to a double root of C.F. and so on.
3. When X is tan x or sec x etc, this method fails since the
number of terms obtained by differentiating such function
is infinite.
Problem 13.3
Solve
10. ( D − 3D + 2) y = x + e .
2 2 x
2
d y dy
12. 2
− 5 + 6 y = e + sin x.
3x
dx dx
15. ( D − 2 D) y = e sin x.
2 x

Equations Reducible to Linear Equations with
Constant Coefficients
1. Cauchy’s linera Equation: An equation of the form
n n −1 n−2
d y n −1 d y n−2 d y
x n
n
+ k1 x n −1
+ k2 x n−2
+ ...... + k n y = X
dx dx dx
where X is a function of x, is called Cauchy’s linear equation.
Such equation can be reduced to linear differential equations
with constant coefficients by putting
d dy
x = e or t = log x. Then if D =
t
then x = Dy,
dt dx
2 3
2 d y 3 d y
x 2
= D( D − 1) y, x 3
= D( D − 1)( D − 2) y and so on.
dx dx
Problem 13.4
Solve
2
d y dy
2. x 2
2
− 2x − 4y = x .
4
dx dx
2
d y 2y 1
4. x 2 − = x+ .
dx x x
3 2
3 d y 2 d y dy
7. x 3
+ 3x 2
+x + y = x + log x.
dx dx dx
2
d y dy 1
10. x 2
+3x +y= .
dx 2
dx (1 − x) 2

Legendre’s Linear Equation: An equation of the form
n n −1
d y n −1 d y
(ax + b) n
n
+ k1 (ax + b) n −1
+ ...... + k n y = X
dx dx
where k’s are constants and X is a function of x, is called
Legendre’s linear Equation.
Such equation can be reduced to linear differential equations
with constant coefficients by substitution
ax + b = e t or t = log(ax + b).
2
d dy d y
Then if D = then x = a Dy, x 2
2
= a D( D − 1) y,
2
dt dx dx
3
d y
x 3
3
= a 3
D( D − 1)( D − 2) y and so on.
dx
Problem 13.4
Solve
3 2
d y d y dy
15. ( x − 1) 3
3
+ 2( x − 1) 2
2
− 4( x − 1)
dx dx dx
+ 4 y = 4 log( x − 1).
2
d y dy
16. (1 + x) 2
2
+ (1 + x) + y = sin[ 2 log(1 + x)].
dx dx

Linear Dependence of solutions
Theorem: If p(x) and q(x) are continuous on an open
interval I, then the solution y1 and y2 are the solution
of y”+ p y’ + q y = 0 are linearly dependent in I if the
Wronskian
y1 y2
W ( y1 , y2 ) = =0
y '1 y '2
for some x0 on I.
If there is an x = x1 in I at which W(y1,y2) ≠ 0, then y1 and
y2 are linearly independent on I.
Problems 13.5
2. Show that e x sin x and e x cos x are independent solution
of the equation y"−2 y '+2 y = 0.
Simultaneous Linear Equations with Constant
Coefficients
System of linear differential equations in which there are
two or more dependent variables and a single Independent
variable involved is known as simultaneous linear equations.
We study only system with constant coefficients.
Such system of equations is solved by eliminating all but

one of the dependent variables and then solving the
resulting equations as before. Each of the dependent
variables is obtained in a similar manner.

Problems 13.6
Solve the following simultaneous equations :
dx dy
2. + y = sin t , + x = cos t ;
dt dt
given that x = 2 and y = 0 when t = 0.
dx dy
3. + 2 x + 3 y = 0, 3 x + + 2 y = 2e . 2t
dt dt
7. ( D − 1) x + Dy = 2t + 1, (2 D + 1) x + 2 Dy = t.

Problems 13.6
Solve the following simultaneous equations :
dx dy
10. t + y = 0, t + x = 0;
dt dt
given that x(1) = 1 and y (−1) = 0.
2 2
d x d y
13. 2
− 3 x − 4 y = 0, 2
+ x + y = 0.
dt dt

Linear Differential Equation

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Chapter 13

Linear Differential Equations

7-Apr-20 IMU - Mumbai Campus (MERI) 1

i.e. in the equation the dependent variable and its

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Case 2: If two roots are equal i.e. m1 = m2 then solution

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provided  ' (−a )  0.

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provided  " (−a )  0

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13. ( D + 1) y = x + 2 sin x cos 3 x.

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S.No. Function X Choice of P.I.

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We study only system with constant coefficients.

Such system of equations is solved by eliminating all but

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