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com 1

UNIT-I

ORDINARY DIFFERENTIAL EQUATIONS

Higher order differential equations with constant coefficients – Method of variation of

parameters – Cauchy’s and Legendre’s linear equations – Simultaneous first order
linear equations with constant coefficients.

The study of a differential equation in applied mathematics consists of three phases.

(i) Formation of differential equation from the given physical situation, called
modeling.
(ii) Solutions of this differential equation, evaluating the arbitrary constants
from the given conditions, and
(iii) Physical interpretation of the solution.

CONSTANT COEFFICIENTS.

. cco m
m
HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS WITH

o
u ll .
General form of a linear differential equation of the nth order with constant

a
coefficients is

a u
dny
dx n
+

jji
K

inn
1
pp
d n −1 y
dx n −1
+ K 2
d n−2 y
dx n − 2
+ .............. + K n y = X ………….. (1)

w. rre
e
Where K 1 , K 2,........................ K n are constants.

.
w w
w wThe symbol D stands for the operation of differential
dy d 2y d3y
, similarly D y = 2 , D y = 3 , etc...

w
2 3
(i.e.,) Dy =
dx dx dx
The equation (1) above can be written in the symbolic form

(D n + K 1 D n −1 + .......... + K n ) y = X i.e., f(D)y = X

Where f (D) = D n + K 1 D n −1 + ........... + K n

Note
1
1. X = ∫ Xdx
D
1
2. X = e ax ∫ Xe − ax dx
D−a
1
3. X = e −ax ∫ Xe ax dx
D+a

(i) The general form of the differential equation of second order is

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d2y dy
2
+ P + Qy = R …………………(1)
dx dx

Where P and Q are constants and R is a function of x or constant.

(ii)Differential operators:

The symbol D stands for the operation of differential

dy d2y
(i.e.,) Dy = , D2 y = 2
dx dx
1
Stands for the operation of integration
D

1
Stands for the operation of integration twice.
D2

c o
o m
m
(1) can be written in the operator form
D 2 y + PDy + Qy = R (Or) ( D 2 + PD + Q) y = R

. c
(iv)

uull .
Complete solution = Complementary function + Particular Integral

aa
jjiinnpp
e
e
PROBLEMS

. rr
1. Solve (D 2 −5 D + 6) y = 0

w
w .
w
Solution: Given (D 2 −5 D + 6) y = 0

w
w wThe auxiliary equation is m 2 −5m + 6 = 0`
i.e., m = 2,3
∴ C.F = Ae 2 x + Be 3 x
The general solution is given by
y = Ae 2 x + Be 3 x

d2y dy
2. Solve 2
− 6 + 3y = 0
dx dx
Solution: Given (D − 6 D + 3 y ) = 0
2

The auxiliary equation is m 2 − 6m + 13 = 0

6 ± 36 − 52
i.e., m =
2
= 3 ± 2i
Hence the solution is y = e 3 x ( A cos 2 x + B sin 2 x)

3. Solve (D 2 +1) = 0 given y(0) =0, y’’(0) = 1

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Solution: Given (D 2 +1) = 0

A.E is m 2 + 1 = 0
M = ±i
Y = A cosx + B sinx
Y(x) = A cosx + B sinx
Y(0) = A =0
Y’(0) =B =1
∴ A = 0, B = 1
i.e., y = (0) cosx + sinx
y = sinx

3. Solve ( D 2 − 4 D + 13) y = e 2 x
Solution: Given ( D 2 − 4 D + 13) y = e 2 x
The auxiliary equation is m 2 − 4m + 13 = 0
4 ± 16 − 52 4 ± − 36
m= = = 2 ± 3i
2 2
∴ C.F = e 2 x ( A cos 3x + B sin 3x )
P.I. = 2

. cco
o
1

m
m
D − 4 D + 13
e2x

l .
1

l
= e2x

u
4 − 8 + 13

aa
1
= e2x

pp 9 u
r e
e jji nn
∴ y = C.F +P.I.

i y = e 2 x ( A cos 3x + B sin 3 x ) + e 2 x
1

w
w.. r 9

w
w w
w5. Find the Particular integral of y’’- 3y’ + 2y = e x −e 2 x

Solution: Given y’’- 3y’ + 2y = e x −e 2 x

( D 2 − 3D + 2) y = e x − e 2 x
1
P.I 1 = 2 ex
D − 3D + 2
1
= ex
1− 3 + 4
1
= ex
0
1
=x ex
2D − 3
1 x
=x e
2−3
= − xe x
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P.I 2 =
1
(
− e2x )
D − 3D + 2
2

1
=- e2x
4−6+2
1
=-x e2x
2D − 3
1 2x
=-x e
4−3
= - xe 2 x

∴ P.I. = P.I 1 + P.I 2

= − xe x + (- xe 2 x )

= -x( e x + e 2 x )

d2y dy
6. Solve − 4 + 5 y = −2 cosh x

m
m
2
dx dx

ll..cco
o
d2y
dx
dy
Solution: Given 2 − 4 + 5 y = −2 cosh x
dx

u
The A.E is m −4m + 5 = 0

u
2

i
m=

nnppaa
− 4 ± 16 − 20
2
= −2 ± i

..rre
e jj
P.I =i
C.F = e −2 x ( A cos x + B sin x )
1
D 2 + 4D + 5
( − 2 cosh x ) = −2
1 e x + e−x 

D 2 + 4D + 5  2 


w
w w
w = 2
−1
D + 4D + 5
ex + 2
−1
D + 4D + 5
e −x

w
w =

=
−e x
−
e x

1+ 4 + 5 1− 4 + 5
− e x e−x
10
−
2
∴ y = C.F + P.I
e x e−x
= e −2 x ( A cos x + B sin x ) - −
10 2

sin ax(or )
1 1
Problems based on P.I = cos ax
f ( D) f ( D)
⇒ Replace D 2 by − a 2

d2y dy
7. Solve 2
+ 3 + 2 y = sin 3x
dx dx
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d2y dy
Solution: Given 2
+ 3 + 2 y = sin 3x
dx dx
The A.E is m +3m + 2 = 0
2

(m+1)(m+2) = 0
M = -1, m = -2
C.F = Ae − x + Be −2 x
1
P.I = 2 sin 3 x
D + 3D + 2
1
= sin 3 x (Replace D 2 by − a 2 )
− 3 + 3D + 2
2

1 1 (3D + 7)
= sin 3x = sin 3x
3D − 7 3D − 7 (3D + 7)
3D + 7
= sin 3x
(3D) 2 − (7) 2
3D + 7
= sin 3x
9 D 2 − 49
3D + 7

m
m
= sin 3x
9(−3 2 ) − 49

=
3D + 7
− 130

ll..cco
o
sin 3x

= −

ppaau
1

u
130
(3D(sin 3x) + 7 sin 3x )

nn (9 cos 3x + 7 sin 3x )
1

. rre
e jjii
= −
130

w w
w .
∴ y = C.F + P.I
Y = Ae − x + Be −2 x −
1
(9 cos 3x + 7 sin 3x )

w
w w 130

8. Find the P.I of (D 2 +1) = sin x

Solution: Given (D 2 +1) = sin x
1
P.I. = 2 sin x
D +1
1
= sin x
−1+1
1
=x sin x
2D
x 1
= sin x
2D
x
= ∫ sin xdx
2
x cos x
P.I =-
2
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9. Find the particular integral of (D 2 +1) y = sin 2 x sin x

Solution: Given (D 2 +1) y = sin 2 x sin x
=- (cos 3x − cos x )
1
2
1 1
= - cos 3x + cos x
2 2
1  1 
P.I 1 = 2  − cos 3x 
D +1  2 
1 1
=− cos 3 x
2 − 9 +1
1
= cos 3x
16

1 1 
P.I 2 =  cos x 
D +1 2
2

1 1
=
2 −1+1
1 1
cos x

. cco
o m
m
l .
= x cos x
2 2D
x

a
= ∫ cos xdx

auu l
p
4

e j
x

j
4
iin
= sin x

n p
w
w..rr
∴P.I =
e 1
16
x
cos 3x + sin x
4
Problems based on R.H.S = e ax + cos ax(or )e ax + cos ax

w
w w
w10. Solve (D 2 −4 D + 4) y = e 2 x + cos 2 x
Solution: Given (D 2 −4 D + 4) y = e 2 x + cos 2 x
The Auxiliary equation is m 2 −4m + 4 = 0
(m – 2 ) 2 = 0
m = 2 ,2
2x
C.F = (Ax +B)e
1
P.I 1 = 2 e2x
D − 4D + 4
1
= e2x
4−8+ 4
1
= e2x
0
1
=x e2x
2D − 4
1 2x
=x e
0
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1
= x 2 e2x
2

1
cos 2 x
P.I 2 = D − 4 D + 4
2

1
= cos 2 x
− 2 − 4D + 4
2

1
= cos 2 x
− 4D
−1  1 
=  cos 2 x 
4 D 
− 1 sin 2 x sin 2 x
= =−
4 2 8

∴ y = C.F + P.I
sin 2 x

m
y = (Ax +B)e 2 x −

l ..cco
o m8

l
Problems based on R.H.S = x

aauu
Note: The following are important

pp
• (1 + x) −1 = 1 − x + x 2 − x 3 + .......
•
•

r e
e jjiinn
(1 − x) −1 = 1 + x + x 2 + x 3 + .................
(1 + x) −2 = 1 − 2 x + 3x 2 − 4 x 3 + ..............

w
w..•
r (1 − x) −2 = 1 + 2 x + 3x 2 + 4 x 3 + ..............

w
w w
w11. Find the Particular Integral of (D 2 +1) y = x
Solution: Given (D 2 +1) y = x
A.E is (m 2 −1) = 0
m = ±1
−x
C.F = Ae + Be x
1
P.I = 2 x
D −1
−1
= x
1− D2
[
= − 1− D2 ]
−1
x
[
= − 1 + D + (D 2 ) + ......... x
2
]
= − [x + 0 + 0 + 0...........]
=-x

(
12. Solve: D 4 − 2 D 3 + D 2 y = x 3 )
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(
Solution: Given D 4 − 2 D 3 + D 2 y = x 3)
The A.E is m −2m + m 2 = 0
4 3

m 2 (m 2 − 2m + 1) = 0
m 2 (m − 1) 2 = 0
m = 0,0 , m = 1,1
C.F = (A + Bx)e 0 x +(C + Dx)e x

1
P.I = x3
D − 2D + D
4 3 2

1
[
D 1 + (D 2 − 2 D )
= 2 x3
]
1
D
[
= 2 1 + (D 2 − 2 D ) x 3
−1
]
1
[ ( ) ( 2
) (
3
)
= 2 1 − D 2 − 2 D + D 2 − 2 D − D 2 − 2 D + ...............
D
]
1
[
= 2 1 + 2 D + 3D 2 + 4 D 3 + D 4 x 3 ]

m
D
1

o
o m[
= 2 x 3 + 6 x 2 + 18 x + 24
D

l ..cc
]

aauu
=  +
D 4
l
1  x 4 6 x 3 18 x 3
3
+
2

+ 24 x 


jjiinnpp=
x 5 6 x 4 18 x 3 24 x 2
+
20 12
+
6
+
2

r e
e
5 4
x x

w
w.. r =
20 2
+ + 3x 3 + 12 x 2

w
w w
w
∴ y = C.F + P.I

y = (A + Bx)e 0 x +(C + Dx)e x +

x5 x4
+
20 2
+ 3x 3 + 12 x 2

Problems based on R.H.S = e ax x

1 1
P.I = e ax x = e ax x
f ( D) f ( D + a)

13. Obtain the particular integral of ( D 2 − 2 D + 5) y = e x cos 2 x

Solution: Given ( D 2 − 2 D + 5) y = e x cos 2 x

1
P.I = e x cos 2 x
D − 2D + 5
2

 
 cos 2 x(Re placeDbyD = 1)
1
= ex 
 (D + 1) − 2(D + 1) + 5 
2
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 1 
= ex  2 cos 2 x
 D + 2 D + 1 − 2 D − 2 + 5 
 1 
= ex  2 cos 2 x
 D + 4 
1
= ex cos 2 x
−4+4
1
= ex x cos 2 x
2D
xe x
2 ∫
= cos 2 xdx

xe x sin 2 x
P.I =
4

14. Solve ( D + 2) 2 y = e −2 x sin x

Solution: Given ( D + 2) 2 y = e −2 x sin x
A.E is (m 2 +1) = 0
m = -2, -2

. cco
o m
m
C.F. = (Ax + B)e −2 x

l .
1

l
P.I = e − 2 x sin x
(D + 2 )

u
2

paa u
= e −2 x

p (
1
D −2+2 )2
sin x

r e
e jjiinn 1
= e − 2 x 2 sin x

r
D

w
w.. 1
= e −2 x sin x
−1

w
w w
w∴ y = C.F + P.I
−2 x
= -e sin x

y = (Ax + B)e −2 x - e −2 x sin x

Problems based on f(x) = x n sin ax(or ) x n cos ax

To find P.I when f(x) = x n sin ax(or ) x n cos ax
1
P.I = x n sin ax(or ) x n cos ax
f ( D)
1 1  d 1 
( xV ) = x V + V
f ( D) f ( D)  dD f ( D) 
1 1  f ' (D ) 1 
i.e., ( xV ) = x V − V
f ( D) f ( D)  f ( D) f ( D) 
1 1 f ' ( D)
xV = x V− V
f ( D) f ( D) [ f ( D)]2
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15. Solve ( D 2 + 4 D + 3) y = e − x sin x + xe 3 x

Solution: The auxiliary equation is m 2 +4m + 3 = 0
m= -1,-3
C.F =A e + Be −3 x
−x

P.I 1 =
1
(
e − x sin x )
( D + 4 D + 3)
2

1
=
[(D − 1) + 4(D − 1) + 3
2
]
sin x

1
= e −x 2
(
D + 2D )
sin x

= e −x
(1 + 2 D ) sin x
− 1 + 4D 2
e−x
= [2 cos x + sin x]
−5

m
1

m
P.I 2 = e 3 x
( x
)
o
D + 3) + 4( D + 3) + 3
2

u ll..cco
= e 3x 2
(
1
D + 10 D + 24
x
)

ppaa u =
 D 2 + 10 D 
e3x
1 +  x
−1

n
24
 24 

rre
e jjii n =
e  5D 
3x
1 − x

.
24  12 

w w
w . =
e3x 
24 
x − 
5
12 

w
w w General solution is y = C.F + P.I

y = A e − x + Be −3 x −
e−x
5
3x
[2 cos x + sin x] + e  x − 5 
24  12 

d2y dy
16 Solve 2
+ 2 + y = x cos x
dx dx
Solution: A.E : m 2 +2m + 1 = 0
m = -1,-1
C.F = ( A + Bx)e − x
1
P.I = ( x cos x)
( D + 1) 2
 2( D + 1) 
= x − 2 
1
(cos x )
 ( D + 1)  ( D + 1) 2
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 2 
= x −
1
(cos x )

(
(D + 1) D + 2 D + 1
2
)
 2 
= x −
1
(cos x )
 D + 1 (− 1 + 2 D + 1)

 2  sin x
= x −
 D + 1 2
x sin x
=
2
x sin x sin x
= −
2 D +1
x sin x (D − 1)sin x
= −
2 D2 −1
x sin x cos x − sin x
= +
2 2

x sin x cos x − sin x

The solution is y = ( A + Bx)e − x + +

m
2 2

( )

l ..c o
o m
17. Solve D 2 + 1 y = sin 2 x

c
aa u l
Solution: A.E : m 2 +1 = 0

u m = ±i

p
C.F =A cosx +B sinx

e jjiinn p
P.I = 2
1
D +1
sin 2 x

w
w..rre = 2
1  1 − cos 2 x 
D +1
1 1

2


1 

w
w w
w
=  2
2 D +1
1 1
e0x − 2

= 1 + cos 2 x 
2 3
1 1


D +1
cos 2 x 


= + cos 2 x
2 6
1 1
∴ y = A cosx +B sinx + + cos 2 x
2 6

d2y
18. Solve − y = x sin x + (1 + x )e x
dx 2
Solution: A.E : m 2 −1 = 0
m = ±1
C.F = A e − x + Be x
P.I 1 =
1
(xV ) =  x − f ' ( D)  1 (V )
f ( D)  f ( D)  f ( D)
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 2D 
= x − 2  2
1
(sin x )
 D − 1 (D − 1)
 2 D  sin x
= x − 2 
 D − 1 − 2
 x sin x 2 cos x 
= − +
2(D 2 − 1)
2 

x sin x cos x
=− −
2 2
P.I 2 = 2
1
(
1+ x2 ex )
D −1
1
(1 + x 2 )
= ex
[
(D + 1) − 1
2
]
1
= ex 2 (1 + x 2 )
( D + 2D )
e (2 x
x 3
− 3x 2 + 9 x )
=
12
∴y = A e − x

. cco
o m
m
+ Be x +
e x (2 x 3 − 3x 2 + 9 x )
12

19. Solve
d2y

aauull .
− y = xe x sin x

p
dx 2

e jj in p
Solution: A.E : m 2 −1 = 0

i n m = ±1

w
w..rre C.F = A e − x + Be x
P.I =
1
D −1
2
( xe x sin x
)

w
w w
w = ex

= ex 2
1
[
(D + 1)2 − 1
1
D + 2D (
(x sin x )

(x sin x )
)
]

 1 2D + 2 
= e x x 2 sin x −
 (D + 2 D )
sin x 
(2 D − 1) 2

sin αx = sin x, α = 1, putD = −α = −1
2 2


= e x x
1
sin x −
(2 D + 2) sin x 

 2D − 1 (2 D − 1)2 

= e x − x
(1 + 2 D ) sin x − (2 D + 2)sin x 
 (1 − 4 D ) (4 D 2 − 4 D + 1)
2

Put D 2 = −1
 (1 + 2 D )  (2 D + 2)(3 − 4 D )  
= e x − x sin x +   sin x 
 5  9 − 16 D 2
 
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− x 
[sin x + 2 cos x] +  − 8D − 2 D2 + 6  sin x
2
= ex
 5  9 − 16 D  
= ex
− x
(sin x + 2 cos x ) + (14 − 2 D ) sin x 
 5 25 
− x
P.I = e x  (sin x + 2 cos x ) + (14 sin x − 2 cos x )
 5 25 
Complete Solution is
y = A e − x + Be x +
− x
ex (sin x + 2 cos x ) + (14 sin x − 2 cos x )
 5 25 

METHOD OF VARIATION OF PARAMETERS

This method is very useful in finding the general solution of the second order
equation.

d2y

m
dy

m
+ a1 + a 2 y = X [Where X is a function of x] ……………….(1)

o
2

o
dx dx

u ll. cc
The complementary function of (1)

.
C.F = c 1 f 1 + c 2 f 2

u
a
Where c 1 , c 2 are constants and f 1 andf 2 are functions of x

j iinnp a
Then P.I = Pf 1 +Qf 2

p
..rre
e jP= −∫
f2 X
f 1 f − f1' f 2
2
1
dx

w
w
f1 X
Q= ∫ dx

w
f1 f 2 − f1' f 2
'

w
w w ∴ y = c1 f 1 + c 2 f 2 + P.I

( )
1. Solve D 2 + 4 y = sec 2 x
Solution: The A.E is m 2 +4 = 0
m = ± 2i
C.F = C 1 cos 2 x + C 2 sin 2 x
f 1 = cos 2 x f 2 = sin 2 x
f 1' = −2 sin 2 x f '2 = 2 cos 2 x
f 1 f 2' − f 1' f 2 = 2 cos 2 2 x + 2 sin 2 2 x
[
= 2 cos 2 2 x + sin 2 2 x]
= 2 [1]
=2
f2 X
P= −∫ dx
f 1 f 2 − f1' f 2
1
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sin 2 x sec 2 x
= −∫ dx
2
1 1
= − ∫ sin 2 x dx
2 cos 2 x
1 − 2 sin 2 x
= ∫ dx
4 cos 2 x
1
= log(cos 2 x)
4
f1 X
Q= ∫ dx
f1 f 2 − f1' f 2
'

cos 2 x sec 2 x
= ∫ 2
dx
1 1
= ∫ cos 2 x dx
2 cos 2 x
1
= ∫ dx
2
1

m
m
= x

o
2

u ll
1

.c o
P.I = Pf 1 +Qf 2

. c 1

u
= log(cos 2 x) (cos2x) + x sin2x

a
4 2

j iinnpp a
2. Solve by the method of variation of parameters
d2y
+ y = x sin x

r e
e j
Solution: The A.E is m 2 +1 = 0

.. r m = ±i
dx 2

w
w w
w C.F = C 1 cos x + C 2 sin x
Here f1 = cos x f 2 = sin x

w
w f1 = − sin x
'

'

f2 X
2
f 2 = cos x
'

f1 f 2 − f 1 f 2 = cos x + sin 2 x = 1
'

P= −∫ dx
f 1 f − f1' f 2
2
1

sin x( x sin x)
= −∫ dx
1
= − ∫ x sin 2 xdx

= −∫x
(1 − cos 2 x ) dx
2
1
(x − x cos 2 x )dx
2∫
= −
1 1
= − ∫ xdx + ∫ x cos 2 xdx
2 2
 www.rejinpaul.com 15

1  x 2  1   sin x   − cos 2 x 
= −   +  x  − (1) 
2 2  2  2   4 
x2 x 1
= − + sin 2 x + cos 2 x
4 4 8
f1 X
Q = ∫ f1 f 2' − f1' f 2
dx

(cos x) x(sin x)
= ∫ 1
dx

= ∫ x sin x cos xdx

sin 2 x
= ∫x dx
2
1
2∫
= x sin 2 xdx

1   − cos 2 x   − sin 2 x 
=  x  − (1) 
2  2   4 

m
x 1
4

l ..cco
o
8
m
= − cos 2 x + sin 2 x

aa u l
P.I = Pf 1 +Qf 2

u
− x2 x 1  − x
+ sin 2 x + cos 2 x  cos x + 
1 
cos 2 x + sin 2 x  sin x

p
= 

e jjiinn p  4 4 8   4 8

4. Solve (D 2 −4 D + 4) y = e 2 x by the method of variation of parameters.



w
w..rre
Solution: The A.E is m 2 − 4m + 4 = 0
(m − 2)2 = 0

w
w w
w m = 2,2
C.F = ( Ax + B )e 2 x
= Axe 2 x + Be 2 x
f1 = xe 2 x f 2 = e2x
f1' = xe 2 x 2 + e 2 x , f 2' = 2e 2 x
f1 f 2' − f 2 f1' = 2 x(e 2 x ) − e 2 x (2 xe 2 x + e 2 x )
2

= 2x (e 2 x ) − 2 x(e 2 x ) − (e 2 x )
2 2 2

= (e 2 x ) [2 x − 2 x − 1]
2

= − (e 2 x )
2

= − e4x
f X
P= − ∫ 2
dx
f f − f f2
1 2
1
1
'

2x 2x
e e
= −∫ dx
e −4 x
 www.rejinpaul.com 16

= ∫ dx = x
f1 X
Q= ∫f 1 f − f1 f 2
2
' '
dx

xe 2 x e 2 x
= ∫ − e 4 x dx
= ∫ − xdx
x2
=−
2
x 2 2x x 2 2x
P.I = x 2 e 2 x − e = e
2 2

y = C.F + P.I
x 2 2x
2x
= (Ax +B) e + e
2
5. Use the method of variation of parameters to solve (D 2 + 1)y = sec x
Solution: Given (D 2 + 1)y = sec x

o
o m
m
The A.E is m 2 + 1 = 0

. cc m = ±i

aauull .
C.F = c1 cos x + c 2 sin x
= c1 f1 + c 2 f 2

jjiinnpp
f1 = cos x, f 2 = sin x
f1' = − sin x, f 2' cos x

w..rre
e f1 f 2' − f 1' f 2 = cos 2 x + sin 2 x = 1

w w
w w P= − ∫
f2 X
f 1 f − f1' f 2
2
1
dx

w = −∫

= −∫
sin x sec x

sin x
cos x
1
dx
dx

= − ∫ tan xdx
= log (cos x)
f1 X
Q= ∫ dx
f1 f 2 − f1' f 2
'

cos x sec x
= ∫
1
dx

= ∫ dx
=x
P.I = Pf 1 + Qf 2
= log(cos x) cos x + x sin x
y = c1 cos x + c 2 sin x + log(cos x) cos x + x sin x
 www.rejinpaul.com 17

6. Solve (D 2 + a 2 )y = tan ax by the method of variation of parameters.

Solution: Given (D 2 + a 2 )y = tan ax
The A.E is m 2 + a 2 = 0
m = ± ai
C.F = c1 cos ax + c 2 sin ax
f1 = cos ax, f 2 = sin ax
f1' = − a sin x, f 2' = a cos ax
f1 f 2' − f 2 f1' = a cos ax cos ax − sin ax(− a sin ax)
= a cos 2 ax + a sin 2 ax
= a(cos 2 ax + sin 2 ax)
=a
P.I = Pf 1 + Qf 2

f2 X
P= − ∫ dx
f 1 f − f1' f 2
2
1

= −∫
sin ax tan ax
a

. cco
o m
m
dx

l .
1 sin 2 ax
=− ∫
a cos ax

aauu l
− 1 1 − cos 2 ax
dx

j
−1

jii
a ∫nnp
a ∫ cos ax

p
dx

(sec ax − cos ax )dx

e
=

w
w..rre
=
−1 1
a  a
log (sec ax + tan ax ) −
sin ax 
a 

w
w w
w −1
= 2 [log(sec ax + tan ax ) − sin ax ]
a
= 2 [sin ax − log(sec ax + tan ax )]
a
1

f1 X
Q= ∫f 1 f − f1 f 2
2
' '
dx

cos ax tan ax
= ∫ a
dx
1
a∫
= sin axdx
1
= − 2 cos ax
a
∴ P.I = Pf1 + Qf 2

= 2 cos ax[sin ax − log(sec ax + tan ax )] − 2 sin ax[cos ax ]

1 1
a a
 www.rejinpaul.com 18

=−
1
[cos ax log(sec ax + tan ax )]
a2
y = C.F + P.I
= c1 cos ax + c 2 sin ax − 2 [cos ax log(sec ax + tan ax )]
1
a

d2y
7. Solve + y = tan x by the method of variation of parameters.
dx 2
Solution: The A.E is m 2 + 1 = 0
m = ±i
C.F = c1 cos x + c 2 sin x
Here f1 = cos x, f 2 = sin x
f1' = − sin x, f 2' = cos x
f1 f 2' − f 2 f1' = cos 2 x + sin 2 x = 1
f2 X
P= − ∫ dx
f 1 f 2 − f1' f 2
1

m
sin x tan x
= −∫

l ..cco
o m
sin 2 x
1
dx

l
= −∫ dx

uu
cos x

i nnppaa= −∫
1 − cos 2 x
cos x
dx

= − ∫ (sec x − cos x )dx

..rre
e jj i = − log(sec x + tan x) + sin x
f1 X

w
Q= ∫

w
dx
f1 f 2 − f1' f 2
'

w
w w
w =
cos x tan x
∫ 1
= ∫ sin dx
= − cos x
dx

∴ P.I = Pf1 + Qf 2
= − cos x log(sec x + tan x)
y = C.F + P.I
= c1 cos x + c 2 sin x − cos x log(sec x + tan x)

4 ' 4
8. Solve by method of variation of parameters y '' − y + 2 y = x2 +1
x x
4 ' 4
Solution: Given y '' − y + 2 y = x2 +1
x x
i.e., x y − 4 xy ' + 4 y = x 4 + x 2
2 ''

[ ]
i.e., x 2 D 2 − 4 xD + 4 y = x 4 + x 2 ………….(1)
Put x = e z
 www.rejinpaul.com 19

Logx = log e z
=z
So that XD = D '
x 2 D = D ' (D ' − 1)
[ ]
(1) ⇒ D ' (D ' − 1) − 4 D ' + 4 y = (e z ) + (e z )
4 2

[D '2
]
− 5D ' + 4 y = e 4 z + e
2z

A.E is m 2 − 5m + 4 = 0
(m − 4)(m − 1) = 0
m = 1,4
∴ C.F = c1e 4 z + c 2 e z
Here f1 = e 4 z , f 2 = e z
f1' = e 4 z , f 2' = e z
f1 f 2' − f 2 f1' = e 5 z − 4e 5 z = −3e 5 z
P.I = Pf1 + Qf 2
f2 X
P= − ∫ dx

m
f 1 f 2 − f1' f 2
1

l ..cco
o m = −∫
[
e z e4z + e2z
− 3e 5 z
dx
]

aauu l =∫
e5z + e3z
3e 5 z
dx

jjiinnpp 1
[
= ∫ 1 + e − 2 z dz
3
]

w..rre
e 1
= z +
3
e −2 z 
−2 


w w
w w =
1
3
1
z − e −2 z
6

w Q=

=
∫
f1 Z
f1 f 2' − f 1' f 2
e 4 z (e 4 z + e 3 z )
∫ − 3e 5 z dz
dz

1 e8z + e 6 z
=− ∫ dz
3 e5z
1
(
= − ∫ e 3 z + e z dz
3
)
1  e3z 
= −  + ez 
3 3 
1 1
= − e3z − e z
9 3
1 1   1 1 
∴ P.I =  z − e − 2 z e 4 z +  − e 3 z − e z e z
3 6   9 3 
 www.rejinpaul.com 20

1 1 1 1
= ze 4 z − e 2 z − e 4 z − e 2 z
3 6 9 3

y = C.F + P.I
1 1 1 1
= c1e 4 z + c 2 e z + ze 4 z − e 2 z − e 4 z − e 2 z
3 6 9 3

3
4 1
6
( )
= c1 (e z ) 4 + c 2 e z + z (e z ) − (e z ) − e z − (e z )
1 2 1
9
4 1
3
2

= c1 (e z ) + c 2 (e z ) +
4 4 2
4 x x x
log x − −
3 9 2

DIFFERENTIAL EQUATIONS FOR THE VARIABLE COEFFICIENTS

(CAUCHY’S HOMOGENEOUS LINEAR EQUATION)

Consider homogeneous linear differential equation as:

an
dny
dx n
+ a 1 x n −1 d

dx

.
n −1

c o
o m
m
y
x −1

c
+ ........ + a n y = X ....................(1)

ll .
(Here a’s are constants and X be a function of X) is called Cauchy’s

uu
homogeneous linear equation.

aa dny d n −1 y dy

p
a n x n n + a n −1 n −1 + .............. + a1 x + a 0 y = f ( x)

jjiinn p dx dx dx
is the homogeneous linear equation with variable coefficients. It is also known

e
e
as Euler’s equation.

..rr
Equation (1) can be transformed into a linear equation of constant Coefficients

w
by the transformation.

w x = e z , (or ) z = log x

w
w w
w
Then
Dy =


dy dy dz 1 dy
=
dx dz dx x dz
d d
=

 D = dx , θ = dz 
d d
x = xD = =θ
dx dz
Similarly
d 2 y d  dy  d  1 dy 
=  =  
dx 2 dx  dx  dx  x dz 
1 dy 1 d  dy  1 dy 1 d  dy  dz
=− 2 +  =− 2 +  
x dz x dx  dz  x dz x dz  dz  dx
d2y 1 dy 1 d 2 y
= − +
dx 2 x 2 dz x 2 dz 2
d 2 y d 2 y dy
∴ x2 2 = 2 −
dx dz dz
 www.rejinpaul.com 21

( )
∴ x 2 D 2 = θ 2 − θ = θ (θ − 1)
Similarly,
x 3 D 3 = θ (θ − 1)(θ − 2)

x 4 D 4 = θ (θ − 1)(θ − 2)(θ − 3)
and soon.

∴ xD = θ
x 2 D 2 = θ (θ − 1)
x 3 D 3 = θ (θ − 1)(θ − 2)

and so on.

d2y dy
1. Solve x 2 2
+ x + y = 4 sin(log x)
dx dx
Solution: Consider the transformation

. c o
o m
m
x = e z , (or ) z = log x

c
aauull .
∴ xD = θ
x 2 D 2 = θ (θ − 1)
(x 2 D 2 + xD + 1)y = 4 sin(log x)

jjiinnpp (θ 2 + 1)y = 4 sin(z )

R.H.S = 0 : (θ 2 + 1)y = 0

w..rre
e A.E : m 2 + 1 = 0, m = ±i

w
C.F = A cosz + B sinz

w
w
C.F = A cos (log x) +B sin (log x)

w 4(sin z )
1

w
P.I = 2
θ +1
 z cos z 
= 4 −  = −2 z cos z
 2 
P.I = − 2 log x cos(log x)
∴ Complete solution is:
y = A cos (log x) +B sin (log x) − 2 log x cos(log x)
y = ( A − 2 log x ) cos(log x) − 2 log x cos(log x)

d2y dy
2. Solve x 2 2
+ 4 x + 2 y = x log x
dx dx
Solution: Given (x 2 D 2 + 4 xD + 2)y = x log x ……………(1)
Consider: x = e z , (or ) z = log x
∴ xD = θ
x 2 D 2 = θ (θ − 1)
(1) : (θ (θ − 1) + 4θ + 2) y = e z z
 www.rejinpaul.com 22

(θ
+ 3θ + 2 y = ze z
2
)
A.E : m 2 + 3m + 2 = 0
M = - 2, -1
−2 −1
C.F = Ae −2 z + Be − z = Ae log x + Be log x
A B
C.F = 2 +
x x

)( )
1
ez z
P.I = 2
(
θ + 3θ + 2
1
=e z z
(θ + 1) + 3(θ + 1) + 2
2

1
= ez 2
(
θ + 5θ + 6
z
)
−1
ez   θ 2 + 5θ  
1 +  
=
6   6  z
  
ez  5  ez  5
= 1 − θ  z =  z − 

m
6  6  6  6

l .
=

.c
e

co
o m
log x

6 
 5
 log x − 
6

aauu l x
=  log x − 
6
5
6

jjiinnpp Complete solution is y = C.F +P.I

A B x 5
= 2 + +  log x − 

w..rre
e x x 6 6

w w
w w
3. Solve ( ( x 2 D 2 − 3xD + 4) y = x 2 , giventhat y(1) = 1 and y’(1) = 0

w ( )
Solution: Given x 2 D 2 − 3xD + 4 y = x 2 …………………(1)
Take x = e z , (or ) z = log x
∴ xD = θ
x 2 D 2 = θ (θ − 1)
( )
(1) : θ 2 − 4θ + 4 y = e 2 z
A.E : m 2 − 4m + 4 = 0, m = 2,2
C.F = ( A + Bz )e 2 z = ( A + B log x )x 2
P.I =
1
( )
e2z = e2z
1
(1)
(θ − 2) 2
(θ + 2 − 2)2
= e 2 z 2 (1)
1
θ
z2
P.I = e 2 z
2
 www.rejinpaul.com 23

x 2 (log x )
2
= …………………(2)
2
x 2 (log x )
2
Complete solution is : y = ( A + B log x )x 2 +
2
Apply conditions: y(1) =1,y’(1) = 0 in (2)
A = 1, B = -2
x 2 (log x )
2
Complete solution is y = (1 − 2 log x )x + 2

EQUATION REDUCIBLE TO THE HOMOGENEOUS LINEAR

FORM (LEGENDRE LINEAR EQUATION)

It is of the form:

n
d n −1 y
(a + bx )n d y
+ A1 (a + bx )
n −1
+ ........... + An y = f ( x) …………..(
dx n dx n −1
1)

m
A1 , A2,......................., An are some constants

Coefficients,

l .. co
o m
It can be reduced to linear differential equation with constant

c
aauud
l
by taking: a + bx = e z (or ) z = log(a + bx)
d
= D, = θ , gives

p
Consider

e jjiinn p dx dz
(a + bx ) = b ⇒ (a + bx )Dy = bθ ( y )
dy dy

e
dx dz

w
w..rr Similarly (a + bx ) D 2 y = b 2θ (θ − 1) y …………(2)
2

(a + bx )3 D 3 y = b 3θ (θ − 1)(θ − 2) and so on

w
w w
w
Substitute (2) in (1) gives: the linear differential equation of
constant Coefficients.

Solve (2 x + 3) y ' '−(2 x + 3) y '−12 y = 6 x

2

Solution: This is Legendre’s linear equation:

(2 x + 3)2 y' '−(2 x + 3) y '−12 y = 6 x ……………….(1)
Put z = log (2x + 3) , e z = 2 x + 3
(2 x + 3)D = 2θ
(
(2 x + 3)2 D 2 = 4 θ 2 − θ ,θ = d
dz
)
(
Put in (1) : 4θ − 6θ − 12 y = 3e z − 9
2
)
R.H.S =0
A.E : 4m 2 − 6m − 12 = 0
3 + 57 3 − 57
m1 = , m2 =
4 4
C.F = Ae m1z + Be m2 z
C.F = A(4 x + 3) m1 + B(2 x + 3) m2
 www.rejinpaul.com 24

3e z
= − (2 x + 3)
3
P.I 1 =
4θ − 6θ − 12
2
14
θz
9e
P.I 2 =
4θ − 6θ − 12
2

9 3
=− =−
12 4
Solution is
(3+ )
y = A(2 x + 3) + B(2 x + 3) (2 x + 3) − 3
 3− 57  3
4  −
57 / 4

14 4

SIMULTANEOUS FIRST ORDER LINEAR EQUATIONS WITH

CONSTANT COEFFICIENTS

dx dy
1. Solve the simultaneous equations, + 2 x + 3 y = 2e 2t , + 3x + 2 y = 0
dt dt
dx dy
Solution: Given + 2 x + 3 y = 2e 2t , + 3x + 2 y = 0
dt dt

m
d

c o m
Using the operator D =

o
(D + 2)x + 3 y = 2e ………………(1)

l .. c
2t
dt

aauu l
3 x + (D + 2 ) y = 0 ……………….(2)
Solving (1) and (2) eliminate (x) :
3 × (1) − (2) × ( D + 2) ⇒ (D 2 + 4 D − 5)y = −6e 2t ..............(3)

jjiinnpp
A.E : m 2 + 4m − 5 = 0

e
e
m = 1,-5

w
w..rr C.F = Ae t + Be −5t

P.I = 2
− 6e 2t 6
= − e 2t

w
w w
w
D + 4D − 5
y = Ae t + Be −5t − e 2t
6
7
put in (1) : x = − [(D + 2) y ]
1
3
7

8
x = − Ae t + Be −5t + e 2t
7
∴ solution is :

8
x = − Ae t + Be −5t + e 2t
7
6
y = Ae t + Be −5t − e 2t
7
dx dy
2. Solve + y = sin t , + x = cos t , giventhat t=0, x = 1, y =0
dt dt
Solution: Dx + y = sin t ……………..(1)
x + Dy = cost ……………… (2)
Eliminate x : (1) – (2)D ⇒ y − D 2 y = sin t + sin t
 www.rejinpaul.com 25

(D )
− 1 y = −2 sin t...............(3)
2

m − 1 = 0, m = ±1
2

C.F = Ae t + Be − t
sin t sin t
P.I = − 2 2 = (−2) = sin t
D −1 −1−1
y = Ae t + Be − t + sint
(2) : x = cost –D(y)
x = cost -
d
dt
(
Ae t + Be −t + sin t )
x = cos t − Ae t + Be −t − cos t
x = − Ae t + Be − t
Now using the conditions given, we can find A and B
t = 0, x = 1 ⇒ 1 = − A + B
t = 0, y = 0 ⇒ 0 = A + B
1 1
B= ,A= −
2 2
Solution is
1
2

.
1
2

cco
o m
m
x = e t + e −t = cosh t

a
2
uull .
1
y = − e t + e −t + sin t = sin t − sinh t

a 2

j
3. Solve

jii
dx

nnpp dy
+ 2 y = − sin t , − 2 x = cos t

w..rre
e
dt dt
Solution: Dx + 2y = -sin t ……………..(1)
- 2x +Dy = cos t ……………...(2)

w w
w w (1) × 2 + (2) × D ⇒ 4 y + D 2 y = −2 sin t + D(cos t )
⇒ (D 2 + 4) = −3 sin t

w m 2 + 4 = 0, m = ±i 2
C.F = A cos 2t + B sin 2t
P.I = − 2
3 sin t
=
D + 4 −1+ 4
− 3 sin t
= − sin t
y = A cos 2t + B sin 2t - sin t
(2) : x = [Dy − cos t ]
1
2
1d 
x =  ( A cos 2t + B sin 2t − sin t ) − cos t 
2  dt 
x = A cos2t +Bsin2t – cost
Solution is :

x = A cos2t +Bsin2t – cost

y = A cos 2t + B sin 2t - sin t
 www.rejinpaul.com 26

dx dy dx dy
4. Solve − + 2 y = cos 2t , + − 2 x = sin 2t
dt dt dt dt
Solution: Dx + (-D +2)y = cos 2t …………..(1)
(D – 2)x +Dy = sin 2t ……………(2)
Eliminating y from (1) and (2)
(D 2 − 2D + 2)x = −2 sin 2t + cos 2t
R.H.S = 0 ⇒ m 2 − 2m + 2 = 0
m = 1± i
C.F = e ( A cos t + B sin t )
t

P.I 1 = 2
(− 2 sin 2t ) = sin 2t
D − 2D + 2 1 + D
=
(1 − D ) sin 2t = sin 2t − D(sin 2t )
1− D2 1+ 4
sin 2t − 2 cos 2t
=
5
P.I 2 = 2
1
(cos 2t )
D − 2D + 2
(cos 2t + 2 sin 2t )
= −
10

. cco
o m
m
uull .
x = e t ( A cos t + B sin t ) +

aa
sin 2t − 2 cos 2t (cos 2t + 2 sin 2t )
5
−
10

jjii npp
dx
(1) +(2) ⇒ 2 + 2 y − 2 x = cos 2t + sin 2t

n dt

e
dx

w
w..rre 2y = cos2t +sin 2t + 2x - 2

1
dt
dx 
y = cos 2t + sin 2t + 2 x − 2  …………(3)

w
2 dt 

w
w w Substitute x in (3)

Solution is :
y = e t ( A cos t − B sin t ) −
sin 2t
2

sin 2t − 2 cos 2t (cos 2t + 2 sin 2t )

x = e t ( A cos t + B sin t ) + −
5 10
y = e t ( A cos t − B sin t ) −
sin 2t
2