3 Second Order Linear Odes: 3.1 Solution of Homogeneous Linear Odes With Constant Coe Cients

⃝Francis
c Oketch
Lecture 6
3 Second order linear ODEs

Consider a linear ODE of order 2, with variable coefficients:
d2 y dy
a2 (x) 2
+ a1 (x) + a0 (x)y = R(x), (14)
dx dx
where a0 (x), a1 (x), a2 (x) are coefficients and a2 (x) ̸= 0. If R(x) = 0, then equation (14) is said to be
homogeneous. Otherwise, it is non-homogeneous. If the coefficients are constants, then equation
(14) is called linear ODE with constant coefficients, and is written as
d2 y dy
a2 2
+ a1 + a0 y = R(x), (15)
dx dx
where a0 , a1 , a2 are constants and a2 ̸= 0.
Definition 3.1 (Differential operator notation). Let y be an n-times differentiable function of the
independent variable x. The operation of differentiation with respect to x is denoted by the differential
operator D, i.e.,
d d2 d3
D= ⇒ D2 = 2 , D3 = 3 , etc
dx dx dx
dy d2 y 2
2 y, d y + 3 dy + 2y = (D 2 + 3D + 2)y,
Hence, the derivative is denoted by Dy. Likewise, = D
dx dx2 dx2 dx
etc. Thus, in terms of the D operator, equation (15) becomes:
[ ]
a2 D2 + a1 D + a0 y = R(x) (16)
Definition 3.2 (Exponential shift rule). Let y be a differentiable function of x. Then,
D(eαx y) = e.αx (D + α)y
That is, to shift eαx to the left-hand side of D, shift it but in place of D substitute (D + α).
Proof.
( )
αx d αx dy d
D(e y) = (e y) = eαx + αeαx y = eαx + α y = eαx (D + α)y
dx dx dx
Similarly,
. − α)eαx y
eαx Dy = (D
That is, to shift eαx to the right-hand side of D, shift it but in place of D substitute (D − α).
3.1 Solution of homogeneous linear ODEs with constant coefficients

Consider a homogeneous linear ODE of order 2, with constant coefficients:
d2 y dy
a2 2
+ a1 + a0 y = 0, (17)
dx dx
d
where a2 ̸= 0. Let D = , then in terms of the D-operator equation (17) becomes:
dx
[ ]
a2 D2 + a1 D + a0 y = 0
For a non-trivial solution of y, we require that [a2 D2 + a1 D + a0 ] = 0 − − − (∗). Equation (∗) is called
the characteristic equation (or auxiliary/subsidiary equation) of the differential equation (17).
The non-trivial solution of y dependents on the roots of the characteristic equation (∗). The roots can
be classified into one of the three cases:
32
3.1 Solution of homogeneous linear ODEs with constant coefficients ⃝Francis
c Oketch
(i) Real and distinct roots
(ii) Real and equal roots
(iii) Complex conjugate roots

We shall consider the three cases above.
Case 1: When the roots of the auxiliary equation are real and distinct
Let the roots be α and β. Then the general solution is given by
y = Aeαx. + Beβx ,
where A and B are arbitrary constants.
Proof. If the roots are α and β, then the auxiliary equation is (D − α)(D − β) = 0. Thus, the
differential equation is of the form
(D − α)(D − β)y = 0
We need to make y the subject. Thus, pre-multiplying by e−αx yields
e−αx (D − α)(D − β)y = 0
Shifting e−αx to the right of the operator (D − α) yields
(D − −α − α)[e−αx (D − β)y] = 0 ⇒ D[e−αx (D − β)y] = 0
Operating with the integral operator D−1 on both sides yields
D−1 D[e−αx (D − β)y] = D−1 (0) ⇒ e−αx (D − β)y = A1
Multiply though by eαx and simplify to get
(D − β)y = A1 eαx
Similarly, pre-multiplying by e−βx yields
e−βx (D − β)y = A1 e(α−β)x
Shifting e−βx to the right of the operator (D − β) yields
(D − −β − β)[e−βx y] = A1 e(α−β)x ⇒ D[e−βx y] = A1 e(α−β)x
Operating with D−1 on both sides yields
D−1 D[e−βx y] = D−1 (A1 e(α−β)x ) ⇒ e−βx y = A1 (α − β)−1 e(α−β)x + B
Multiplying through by eβx and letting A1 (α − β)−1 = A, we obtain
y = Aeαx + Beβx
Example(s):
Solve the following differential equations
d2 y dy
(a) 2
−5 + 6y = 0.
dx dx
Solution
In terms of the D operator the given differential equation becomes (D2 − 5D + 6)y = 0. Thus,
the auxiliary equation is D2 − 5D + 6 = 0. Hence, the roots are α = 2 and β = 3. The general
solution is y = Ae2x + Be3x , where A and B are arbitrary constants.
33
c Oketch
d2 y dy
(b) 2 2
− − 10y = 0.
dx dx
Solution
In terms of the D operator the given differential equation becomes (2D2 − D − 10)y = 0. The
auxiliary equation is 2D2 − D − 10 = 0. Hence, the roots are α = −2 and β = 52 . The general
5
solution is y = Ae−2x + Be 2 x , where A and B are arbitrary constants.
d2 y dy
(c) − = 0. [ans: y = Aex + B]
dx2 dx
Generalization:
Consider a homogeneous linear ODE of order n, with constant coefficients:

[ ]
an Dn + an−1 Dn−1 + an−2 Dn−2 + · · · + a2 D2 + a1 D + a0 y = 0, (18)
where an ̸= 0. Let the roots of the auxiliary equation be α1 , α2 , · · · , αn , where α1 ̸= α2 ̸= · · · ̸= αn .

The general solution is given by
y = A1 eα1 x + A2 eα.2 x + · · · + An eαn x ,
where A1 , A2 , · · · , An are arbitrary constants.
Example(s):
Solve the following differential equation
d3 y d2 y dy
(a) 3
− 2 2
− + 2y = 0.
dx dx dx
Solution
In terms of the D operator the given differential equation becomes (D3 − 2D2 − D + 2)y = 0.
The auxiliary equation is D3 − 2D2 − D + 2 = 0 ⇒ (D − 2)(D + 1)(D − 1) = 0. The roots
are α1 = 2, α2 = −1 and α3 = 1. Thus, the general solution is y = A1 e2x + A2 e−x + A3 ex , where
A1 , A2 and A3 are arbitrary constants.
Case 2: When the roots of the auxiliary equation are real and equal
Let the roots be D1 = D2 = α. The general solution is given by
y = (Ax .+ B)eαx ,
Proof. If the roots are D1 = D2 = α, then the auxiliary equation is (D−α)2 = 0. Thus, the differential
equation is of the form
(D − α)2 y = 0
Pre-multiplying by e−αx yields
e−αx (D − α)2 y = 0 ⇒ (D − −α − α)2 [e−αx y] = 0 ⇒ D2 [e−αx y] = 0
⇒ D−2 D2 [e−αx y] = D−2 (0) = D−1 (D−1 (0))

⇒ e−αx y = D−1 (A) = Ax + B
Multiplying through by eαx yields
y = (Ax + B)eαx
34
c Oketch
Example(s):
d2 y dy
(a) Find the general solution of 2
−4 + 4y = 0.
dx dx
Solution
In terms of the D operator the equation becomes (D2 − 4D + 4)y = 0. The auxiliary equation
is D2 − 4D + 4 = 0. Hence, the roots are α1 = α2 = 2. The general solution is y = (Ax + B)e2x ,
d2 y dy
(b) Solve the initial value problem 2
+6 + 9y = 0; y(0) = −4, y ′ (0) = 14.
dx dx
Solution
In terms of the D operator the equation becomes (D2 + 6D + 9)y = 0. The auxiliary equation
is (D2 + 6D + 9) = 0. Hence, the roots are α1 = α2 = −3. The general solution is
y = (Ax + B)e−3x , (∗)
where A and B are arbitrary constants. Differentiating the general solution (∗) with respect to
x yields
y ′ = [(1 − 3x)A − 3B] e−3x (∗∗)
Applying the initial condition y(0) = −4 to (∗), we get B = −4. Applying the initial condition
y ′ (0) = 14 to (∗∗), we get A − 3B = 14 ⇒ A = 2. Substituting the values of A and B into
(∗), we obtain the particular solution as y = (2x − 4)e−3x .
Exercise:
d2 y dy
(a) Find the general solution of 2
−2 + y = 0. [ans: y = (Ax + B)ex ]
dx dx
Generalization:
Consider equation (18). Let the roots of the auxiliary equation be α1 , α2 , · · · , αn , where α1 = α2 =
· · · = αn = α. The general solution is given by
. · · · + An−1 x + An )eαx ,
y = (A1 xn−1 + A2 xn−2 +
where A1 , A2 , · · · , An are arbitrary constants.
Example(s):
Solve the following differential equation
d3 y d2 y dy
(a) 3
−3 2 +3 − y = 0.
dx dx dx
Solution
In terms of the D operator the given differential equation becomes (D3 − 3D2 + 3D − 1)y = 0.
The auxiliary equation is D3 − 3D2 + 3D − 1 = 0 ⇒ (D − 1)(D − 1)(D − 1) = 0. Hence the
roots are D1 = D2 = D3 = 1. The general solution is y = (A1 x2 + A2 x + A3 )ex , where A1 , A2
and A3 are arbitrary constants.
35
c Oketch
Case 3: When the roots of the auxiliary equation are complex conjugate
Let the roots be D1,2 = (α ± iβ). The general solution is given by
. + B sin βx) ,
y = eαx (A cos βx
Proof. Let the roots be D1 = (α + iβ) and D2 = (α − iβ). Then from case 1, the general solution is
given by
y = c1 e(α+iβ)x + c2 e(α−iβ)x
= eαx [c1 eiβx + c2 e−iβx ]
= eαx [c1 (cos βx + i sin βx) + c2 (cos βx − i sin βx)]
= eαx [(c1 + c2 ) cos βx + i(c1 − c2 ) sin βx]
= eαx [A cos βx + B sin βx],
where A = (c1 + c2 ) and B = i(c1 − c2 ) are arbitrary constants.
Example(s):
d2 y dy
(a) Find the general solution of the differential equation +6 + 13y = 0.
dx2 dx
Solution
In terms of the D operator the given differential equation becomes (D2 + 6D + 13)y = 0. The
auxiliary equation is D2 + 6D + 13 = 0. Hence, the roots are D = −3 ± i2 (complex conjugate).
From which we obtain α = −3, β = 2. Thus, the general solution is y = e−3x (A cos 2x+B sin 2x),
d2 y
(b) Solve the initial value problem + 9y = 0; y(π) = −2, y ′ (π) = 3.
dx2
Solution
In terms of the D operator the given differential equation becomes (D2 + 9)y = 0. The auxiliary
equation is D2 + 9 = 0. Hence, the roots are D = ±i3 (complex conjugate). From which we
obtain α = 0, β = 3. Thus, the general solution is
y = A cos 3x + B sin 3x, (∗)
where A and B are arbitrary constants. Differentiating the general solution (∗) with respect to
x yields
y ′ = −3A sin 3x + 3B cos 3x (∗∗)
Applying the initial condition y(π) = −2 to (∗), we get A = 2. Applying the initial condition
y ′ (π) = 3 to (∗∗), we get B = −1. Substituting the values of A and B into (∗), we obtain the
particular solution as y = 2 cos 3x − sin 3x.
Exercise:
(a) Find the general solution of the following differential equations
d2 y dy
i) 2
−2 + 5y = 0. [ans: y = ex (A cos 2x + B sin 2x)]
dx dx
d3 y d2 y dy
ii) − 3 + 16 − 48y = 0. [ans: y = A cos 4x + B sin 4x + Ce3x ]
dx3 dx2 dx
d2 y dy
(b) Solve the initial value problem 2
−6 + 25y = 0; y(0) = −3, y ′ (0) = −1. [ans:
dx dx
y= e3x (2 sin 4x − 3 cos 4x)]
36
3.2 Solution of non-homogeneous linear ODEs with constant coefficients ⃝Francis
c Oketch
Lecture 7
3.2 Solution of non-homogeneous linear ODEs with constant coefficients

Consider equation (16) above, where R(x) ̸= 0. The solution comprises of two parts i.e.,
i) Complementary solution, yc (x) - it is obtained by solving the homogeneous part of equation (16)
i.e., [ ]
a2 D2 + a1 D + a0 yc (x) = 0
ii) Particular integral, yp (x) - it is obtained by using the following methods
(a) Inverse differential operators method

(b) Method of undetermined coefficients (UC)
(c) Method of variation of parameters
The general (complete) solution of equation (16) is given by the sum of the complementary solution
and the particular integral i.e.,
y = yc (x) + yp (x)
3.2.1 Inverse differential operators method

The particular integral of equation (16) is obtained by making y the subject i.e.,
1 1
yp (x) = R(x) = R(x),
[a2 D2 + a1 D + a0 ] F (D)
where F (D) = a2 D2 + a1 D + a0 . We will consider 8 specific forms of the function R(x).
→ Note: In finding the particular integral, we don’t write constants of integration since these can be
absorbed with the arbitrary constants of the complementary solution.
Case 1: When R(x) = eαx

In this case, we replace D with α.
Justification: this substitution is valid since
D(eαx ) = αeαx ⇒ D=α

2 αx
D (e ) = α e 2 αx
⇒ D=α
.. ..
. .
Dn (eαx ) = αn eαx ⇒ D=α
Example(s):
d2 y dy
(a) Find the particular integral of 2
−3 + 2y = e−3x .
dx dx
Solution
In terms of the D operator the given differential equation becomes (D2 − 3D + 2)y = e−3x . The
particular integral is obtained by making y the subject i.e.,
1
yp (x) = e−3x . Replace D with α = −3
D2 − 3D + 2
1 1
= e−3x = e−3x
(−3)2 − 3(−3) + 2 20
37
c Oketch
d3 y d2 y dy
(b) Find the complete solution of 3
− 6 2
+ 12 − 8y = ex + e3x .
dx dx dx
Solution
In terms of the D operator the given differential equation becomes (D3 − 6D2 + 12D − 8)y =
ex + e3x .
i) The complementary solution

The auxiliary equation is D3 − 6D2 + 12D − 8 = 0. Hence, the roots are
D1 = D2 = D3 = 2. Thus, the complementary solution is yc (x) = (Ax2 + Bx + C)e2x ,
where A, B and C are arbitrary constants.
ii) The particular integral
1
yp (x) = (ex + e3x )
−
D3 + 12D − 8
6D2
1 1
= ex + 3 e3x
D3 − 6D2 + 12D − 8 D − 6D2 + 12D − 8
1 1
= ex + e3x
(1) − 6(1) + 12(1) − 8
3 2 (3) − 6(3) + 12(3) − 8
3 2
= −ex + e3x
Therefore, the complete solution is y = yc (x) + yp (x). i.e.,
y = (Ax2 + Bx + C)e2x − ex + e3x
Exercise:
d2 y dy d3 y
(a) Find the complete solution of 5 2 + 2 + e2x = 3 + 24y. [ans:
dx dx dx
−2x 3x 4x 1 2x
y = Ae + Be + Ce + e ]
8
Case 2: When R(x) = cos αx or R(x) = sin αx

In this case, we replace D2 with −(α2 ).
Justification: this substitution is valid since
D(cos αx) = −α sin αx

D2 (cos αx) = −α2 cos αx ⇒ D2 = −α2
Similarly,
D(sin αx) = α cos αx

D2 (sin αx) = −α2 sin αx ⇒ D2 = −α2
Example(s):
d2 y
(a) Find the particular integral of + 4y = cos 3x
dx2
Solution
38
c Oketch
In terms of the D operator the given differential equation becomes (D2 + 4)y = cos 3x. Thus,
the particular integral is given by
1
yp (x) = cos 3x. Replacing D2 with −(3)2 yields.
D2 +4
1 1
= cos 3x = − cos 3x
−(3)2 + 4 5
d2 y dy
(b) Find the general solution of 2
+2 + y = sin 2x.
dx dx
Solution
In terms of the D operator the given differential equation becomes (D2 + 2D + 1)y = sin 2x.

The auxiliary equation is D2 + 2D + 1 = 0. Hence, the roots are D1 = D2 = −1. Thus, the
complementary solution is yc (x) = (Ax + B)e−x , where A and B are arbitrary constants.
1 1
yp (x) = sin 2x = sin 2x
D2 + 2D + 1 −(2)2 + 2D + 1
1
= sin 2x (Introduce D2 in the denominator -multiply by conjugate)
2D − 3
2D + 3 2D + 3 2D + 3
= sin 2x = sin 2x = sin 2x
(2D − 3)(2D + 3) 4D2 − 9 −4(2)2 − 9
2D + 3 1{ }
= − sin 2x = − 2D[sin 2x] + 3 sin 2x
25 25
1
= − (4 cos 2x + 3 sin 2x)
25
Therefore, the complete solution is y = yc (x) + yp (x).
Exercise:
1. Find the general solution of the following differential equations.
d2 y dy 1
(a) 2
− = sin 2x. [ans: y = A + Bex + (2 cos 2x − 4 sin 2x)]
dx dx 20
Case 3: When R(x) is a polynomial

A polynomial R(x) of degree n is an expression of the form
R(x) = bn xn + bn−1 xn−1 + · · · + b3 x3 + b2 x2 + b1 x + b0 ,
where n is a non-negative integer. In this case, we drop the terms of D with higher powers than the
degree of the polynomial.
Justification: the dropping of terms is valid since
D2 x = 0
D3 x2 = 0
⇒ Dk xn = 0 if k > n
→ Note: the dropping of terms is valid only if there exists at least one term in the denominator
which doesn’t contain the D-operator (i.e., if a0 ̸= 0). If, however, a0 = 0, we need to factor out D in
the denominator and operate with the integral operator, D−1 , first.
39
c Oketch
If, after dropping the terms, we still have D-operator in the denominator, we apply Maclaurin’s
series to expand the resulting inverse differential operator.
Recall: Maclaurin’s series expansion

1 1
= 1 + x + x2 + x3 + · · · and = 1 − x + x2 − x3 + · · ·
1−x 1+x
Hence,
1
= 1 + 2D + 4D2 + 8D3 + · · ·
1 − 2D
1 D D2 D3
{ } =1− + − + ···
D 2 4 8
1+
2
e.t.c.
Example(s):
d2 y dy
(a) Find the particular integral of 2
+2 + y = x + 1.
dx dx
Solution
In terms of the D operator the given equation becomes (D2 + 2D + 1)y = x + 1. The particular
integral is given by
1
yp (x) = (x + 1). Here, D is not common in every term of (D2 + 2D + 1).
D2
+ 2D + 1
1
= (x + 1), (so we drop the term D2 since (x + 1) is of degree 1 and 2 > 1).
2D
[
+ 1 ] [ ]
= 1 − 2D + 4D2 + · · · (x + 1) = (x + 1) − 2D(x + 1) + 4D2 (x + 1) + 0
= [(x + 1) − 2(1) + 4(0)] = [x + 1 − 2] = x − 1
d2 y dy
(b) Find the general solution of 2
+2 = x − 2.
dx dx
Solution
In terms of the D operator the given equation becomes (D2 + 2D)y = x − 2.

The auxiliary equation is D2 + 2D = 0. Hence, the roots are D1 = 0, D2 = −2. Thus, the
complementary solution is yc (x) = A + Be−2x , where A and B are arbitrary constants.
1
yp (x) = (x − 2). We factor out D since it is common in every term of (D2 + 2D).
D2 + 2D
( 2 ) ( 2 )
1 1 −1 1 x 1 x
= (x − 2) = D (x − 2) = − 2x = { } − 2x
D(D + 2) D+2 D+2 2 D 2
2 +1
2
( 2 ) [ ]( 2 )
1 1 x 1 D D2 D3 x
= { } − 2x = 1− + − + ··· − 2x
2 D 2 2 2 4 8 2
1+
2
[( 2 ) ( 2 ) ( 2 ) ]
1 x 1 x 1 x
= − 2x − D − 2x + D2 − 2x + 0
2 2 2 2 4 2
[( 2 ) ] [ 2 ]
1 x 1 1 1 x 1 1 1( 2 )
= − 2x − (x − 2) + (1) = − 2x − x + 1 + = 2x − 10x + 5
2 2 2 4 2 2 2 4 8
40
c Oketch
Therefore, the complete solution is y = yc (x) + yp (x). That is,
1( 2 )
y = A + Be−2x + 2x − 10x + 5
8
Exercise:

d2 y dy 1( 2 )
(a) 2
−3 + 2y = x2 . [ans: y = Aex + Be2x + 2x + 6x + 7 ]
dx dx 4
d2 y dy 1 4 5
(b) −2 − 3y = 1 − x2 . [ans: y = Ae−x + Be3x + x2 − x + ]
dx2 dx 3 9 27
Case 4: When R(x) = eαx f (x) where f (x) = cos βx, f (x) = sin βx or f (x) is a polynomial
In this case, we use the exponential shift rule.
Example(s):
d2 y dy
(a) Find the particular integral of the differential equation +2 + y = ex (x + 1).
dx2 dx
Solution
In terms of the D operator the given equation becomes (D2 + 2D + 1)y = ex (x + 1). The
particular integral is
1
yp (x) = ex (x + 1). Shifting ex to the left yields.
D2 + 2D + 1
1 1
= ex 2
(x + 1) = ex 2 (x + 1), (Drop D2 since 2 > 1).
(D + 1) + 2(D + 1) + 1 D + 4D + 4
1 1 1 1 [ ]
= ex (x + 1) = ex (x + 1) = ex 1 − D + D2 + · · · (x + 1)
4D + 4 4 D+1 4
1 x[ ] 1 1
= e (x + 1) − D(x + 1) + D2 (x + 1) + 0 = ex [x + 1 − 1 + 0] = xex
4 4 4
d2 y dy
(b) Find the general solution of the differential equation 2
−2 − 3y = e−2x cos 3x.
dx dx
Solution
In terms of the D operator the given equation becomes (D2 − 2D − 3)y = e−2x cos 3x.

The auxiliary equation is D2 − 2D − 3 = 0. Hence, the roots are D1 = 3 and D2 = −1.
Thus, the complementary solution is yc (x) = Ae3x + Be−x , where A and B are arbitrary
constants.
41
c Oketch
1
yp (x) = e−2x cos 3x. Shifting e−2x to the left yields.
D2 − 2D − 3
1
= e−2x cos 3x
(D − 2) − 2(D − 2) − 3
2
1
= e−2x 2 cos 3x. Replace D2 with −(3)2
D − 6D + 5
1 1
= e−2x cos 3x = e−2x cos 3x
−(3)2 − 6D + 5 −(6D + 4)
(6D − 4) (6D − 4)
= −e−2x cos 3x = −e−2x cos 3x. Replace D2 with −(3)2
(6D + 4)(6D − 4) 36D2 − 16
(6D − 4) (6D − 4) 1 −2x
= −e−2x cos 3x = −e−2x cos 3x = e (6D − 4) cos 3x
36(−9) − 16 36(−9) − 16 340
1 −2x { } 1 −2x { }
= e 6D[cos 3x] − 4 cos 3x = e − 18 sin 3x − 4 cos 3x
340 340
1 −2x { }
= − e 9 sin 3x + 2 cos 3x
170
Therefore, the general solution is y = yc (x) + yp (x). That is,
1 −2x { }
y = Ae3x + Be−x − e 9 sin 3x + 2 cos 3x
170
Exercise:
d2 y dy
(a) Find the particular integral of the differential equation 2
+3 + 2y = e−2x (x + 1). [ans:
( ) dx dx
1 2
yp (x) = −e−2x x + 2x + 2 ]
2
(b) Find the general solution of the following differential equations
d2 y dy 1 −4x
i) +3 − 4y = xe−4x . [ans: y = Ae−4x + Bex − xe (5x + 2)]
dx2 dx 50
d3 y d2 y dy
ii) −3 2 +2 = 10 + 4xe2x . [ans: y = A + Bex + Ce2x + 5x + e2x (x2 − 3x)]
dx3 dx dx
( )
d2 y dy 1 3
iii) −3 + 2y = x2 ex . [ans: y = Aex
+ −
Be2x x + x2 + 2x ex ]
dx2 dx 3
d3 y d2 y 1 ( )
iv) + 3 2 − 4y = xe−2x . [ans: y = Aex + (Bx + C)e−2x − e−2x x3 + x2 ]
dx3 dx 18
d3 y d2 y dy
(c) Show that the solution of the equation 3
+3α 2
+3α2 +α3 y = 0 is y = (Ax2 +Bx+C)e−αx .
dx dx dx
d3 y d2 y dy
Hence, find the complete solution of − 6 2 + 12 − 8y = e2x (x + 1). [ans:
dx3 dx dx
1 ( )
y = (Ax2 + Bx + C)e−2x + e2x x4 + 4x3 ]
24
42
c Oketch
Lecture 8
Case 5: When R(x) = eαx and F (α) = 0

In this case, we use the exponential shift rule.
Example(s):
Find the complete solution of the following ODEs
d2 y dy
(a) 2
−2 + y = ex .
dx dx
Solution
In terms of the D operator the given equation becomes (D2 − 2D + 1)y = ex .
The auxiliary equation is D2 − 2D + 1 = 0 and so the roots are D1 = D2 = 1. Hence, the
complementary solution is yc (x) = (Ax + B)ex , where A and B are arbitrary constants.
1
yp (x) = ex . Shifting ex to the left yields.
− 2D + 1
D2
1 1 1
= ex = ex 2 (1) = ex D−2 1 = ex D−1 x = ex x2
(D + 1) − 2(D + 1) + 1
2 D 2
Therefore, the complete solution isy = yc (x) + yp (x). That is,
1
y = (Ax + B)ex + ex x2
2
d2 y dy
(b) 2
+3 − 4y = e−4x .
dx dx
Solution
In terms of the D operator the equation becomes (D2 + 3D − 4)y = e−4x .
The auxiliary equation is D2 + 3D − 4 = 0 ⇒ (D + 4)(D − 1) = 0. Hence, the roots
are D1 = 1, D2 = −4. Thus, the complementary solution is yc (x) = Aex + Be−4x , where A
and B are arbitrary constants.
1
yp (x) = e−4x . Shifting e−4x to the left yields.
+ 3D − 41
D2
1 1 1
= e−4x = e−4x 2 (1) = e−4x D−1 (1)
(D − 4) + 3(D − 4) − 4
2 D − 5D D−5
[ ]
1 1 1 1 −4x D 1
= e−4x x = − e−4x { } x = − e 1 + + · · · x = − e−4x (1 + 5x)
D−5 5 D 5 5 25
1−
5
1 −4x
y = Aex + Be−4x − e (1 + 5x)
25
Exercise:
d2 y dy
(a) Find the complete solution of the differential equation 2
−6 + 9y = 6e3x + 7e−2x − log 2.
dx dx
7 1
[ans: y = (Ax + B)e3x + 3x2 e3x + e−2x − log 2]
25 9
43
c Oketch
Case 6: When R(x) = cos αx or R(x) = sin αx and F (−α2 ) = 0

In this case, we replace cos αx or sin αx with eiαx then use the exponential shift rule. If
R(x) = sin αx, we extract the imaginary part. If R(x) = cos αx, we extract the real part.
Justification: extracting real or imaginary part is necessary since

∫ ∫ ∫ ∫
eix dx = (cos x + i sin x) dx = cos xdx + i sin xdx
= (sin x + c1 ) + i (− cos x + c2 )
∫ (∫ ) ∫ (∫ )
Therefore, cos xdx = sin x + c1 = Re ix
e dx and sin xdx = − cos x + c1 = Im ix
e dx ,
where c1 and c2 are constants of integration.
Example(s):
d2 y
(a) Find the particular integral of the equation + 4y = sin 2x.
dx2
Solution
In terms of the D operator the equation becomes (D2 + 4)y = sin 2x. The particular integral is
given by
1 1
yp (x) = sin 2x = 2 ei2x . Shifting ei2x to the left yields.
D2
+4 D +4
1 1 1 D − i4
= ei2x (1) = ei2x 2 (1) = ei2x x = ei2x 2 x
(D + i2)2 + 4 D + i4D D + i4 D + 16
1 i2x 1 1
= e [D − i4]x = ei2x (1 − i4x) = (cos 2x + i sin 2x)(1 − i4x)
16 16 16
1
= [(cos 2x + 4x sin 2x) + i(sin 2x − 4x cos 2x)]
16
1
Extracting the imaginary part yields yp (x) = (sin 2x − 4x cos 2x).
16
Exercise:
d2 y 1
(a) Find the general solution of + 9y = cos 3x. [ans: y = A cos 3x + B sin 3x + x sin 3x]
dx2 6
Case 7: When R(x) consists of products of sin αx or cos αx

In this case, we decompose R(x) using the following trigonometric identities.
sin(A + B) = sin A cos B + cos A sin B

sin(A − B) = sin A cos B − cos A sin B
Adding yields
1
sin A cos B = [sin(A. + B) + sin(A − B)]
2
The restriction is that A is associated with sine and B is associated with cosine. Also,
cos(A + B) = cos A cos B − sin A sin B

cos(A − B) = cos A cos B + sin A sin B
Adding yields
1
cos A cos B = [cos(A. − B) + cos(A + B)]
2
44
c Oketch
Subtracting yields
1
sin A sin B = [cos(A. − B) − cos(A + B)]
2
. − sin A since sine is an odd function and cos(−A) =
Further, sin(−A) = . + cos A since cosine is an
even function.
Example(s):
Find the particular integral of the following differential equations.
d2 y
(a) + 4y = sin 2x cos 3x.
dx2
Solution
1 1
sin 2x cos 3x = [sin(2x + 3x) + sin(2x − 3x)] = (sin 5x − sin x). In terms of the D operator
2 2
1
the given equation becomes (D + 4)y = (sin 5x − sin x). The particular integral is given by
2
2
( )
1 1 1 1 1
yp (x) = 2
(sin 5x − sin x) = 2
sin 5x − 2 sin x
2D +4 2 D +4 D +4
( ) ( )
1 1 1 1 1 1
= sin 5x − sin x = − sin 5x + sin x
2 −(5)2 + 4 −(1)2 + 4 2 21 3
d2 y dy
(b) +2 + y = cos2 x.
dx2 dx
Solution
1
cos2 x = cos x cos x = (1 + cos 2x). In terms of the D operator the given equation becomes
2
2 1
(D + 2D + 1)y = (1 + cos 2x). The particular integral is given by
2
( )
1 1 1 1 1
yp (x) = (1 + cos 2x) = (1) + 2 cos 2x
2 D2 + 2D + 1 2 D2 + 2D + 1 D + 2D + 1
( ) ( )
1 1 1 1
= 1+ cos 2x = 1 + cos 2x
2 −(2)2 + 2D + 1 2 2D − 3
( ) ( ) ( )
1 2D + 3 1 2D + 3 1 1
= 1+ cos 2x = 1+ cos 2x = 1 − (2D + 3) cos 2x
2 4D2 − 9 2 −4(2)2 − 9 2 25
( )
1 4 3
= 1+ sin 2x − cos 2x
2 25 25
Exercise:
1. Find the complete solution of the following differential equations.

d2 y dy 1 1
(a) +2 + y = sin x cos 2x. [ans: y = (Ax + B)e−x − (6 cos 3x + 8 sin 3x) + cos x]
dx2 dx 200 4
d2 y dy ( √ √ ) 1
(b) −2 + 4y = ex sin2 ( x2 ). [ans: y = ex A cos 3x + B sin 3x + ex (2 − 3 cos x)]
dx2 dx 12
d2 y dy
(c) +2 + y = sin x sin 2x.
dx2 dx
d2 y dy
(d) +2 + y = cos x cos 2x.
dx2 dx
45
c Oketch
Case 8: When R(x) is a product of sin αx or cos αx and a polynomial

In this case, we replace sin αx or cos αx with eiαx then use the exponential shift rule. In case of cos αx
we extract the real part and in case of sin αx we extract the imaginary part.
Example(s):
d2 y
(a) Find the particular integral of the equation + y = (x + 1) sin x.
dx2
Solution
In terms of the D operator the given equation becomes (D2 + 1)y = (x + 1) sin x. The particular
integral is given by
1 1
yp (x) = (x + 1) sin x = 2 (x + 1)eix . Shifting eix to the left yields.
D2 +1 D +1 ( )
1 1 −1 x2
ix ix i2x D ix 1
= e (x + 1) = e (x + 1) = e (x + 1) = e +x
(D + i)2 + 1 D2 + i2D D + i2 D + i2 2
( ) [ ]( )
eix 1 x2 eix D D2 x2
= + x = 1 − + + · · · +x
i2 { D} 2 i2 i2 −4 2
1+
( i2 )
e ix x 2 x+1 1 eix ( 2 )
= +x+i − = 2x + 4x + i2x + i2 − 1
i2 2 2 4 i8
i ( )
= − (cos x + i sin x) 2x2 + 4x + i2x + i2 − 1
8
1 {[ ] [ ]}
= − −(2x + 2) cos x − (2x2 + 4x − 1) sin x + i (2x2 + 4x − 1) cos x − (2x + 2) sin x
8
1[ 2 ]
Extracting the imaginary part yields yp (x) = − (2x + 4x − 1) cos x − (2x + 2) sin x .
8
46
c Oketch
Lecture 9
3.2.2 Method of undetermined coefficients (UC)

This method is used to find the particular integral if the complementary solution is known. The
method is applicable when R(x) is eαx , sin αx, cos αx, a polynomial or finite sum (or product) of
such functions.
Suppose that R(x) is one of the functions given above. Then, in this method we let yp (x) be the
general form of the function R(x), which involves unknown constant(s) to be determined. The choice
of yp (x) is given in the table below.
Table 1: How to choose the undetermined coefficients

Term in R(x) Choice of yp (x)
e αx Aeαx
x n An xn + An−1 xn−1 + An−2 xn−2 + · · · + A2 x2 + A1 x + A0
cos βx or sin βx A cos βx + B sin βx
( )
eαx xn eαx Bn xn + Bn−1 xn−1 + · · · + B2 x2 + B1 x + B0
eαx cos βx or eαx sin βx eαx [A cos βx + B sin βx]
Rules:
1. If R(x) is one of the function in the first column of the above table, choose corresponding function
in the second column.
2. If yp (x) contains a term that is obtainable from yc (x), then refine yp (x) by multiplying the
affected term by x (or by x2 if this solution is a double root). For example, if yc (x) = a1 ex +a2 e2x
and R(x) = e2x , the appropriate choice of yp (x) is yp (x) = Axe2x , where A is the undetermined
coefficient.
3. If R(x) is sum of functions listed in several lines of the above table in the first column, then the
choice of yp (x) will be the sum of the function in the corresponding lines in the second column.
Once an appropriate choice for yp (x) is found, we then compute the respective derivatives of yp (x).
Substitute yp (x) and its derivatives into the given differential equation then equate the coefficients of
the corresponding functions. Solve the resulting system of algebraic equations to obtain the values of
the undetermined coefficients.
Example(s):
Use the method of undetermined coefficients to find the complete solution of the following differential
equations.
d2 y dy
(a) 2
−2 + 2y = x sin x.
dx dx
Solution
In terms of the D operator the given differential equation becomes (D2 − 2D + 2)y = x sin x.
We first need to find the complementary solution.

The auxiliary equation is D2 − 2D + 2 = 0. Hence, the roots are D = 1 ± i (complex
conjugate). The complementary solution is given by
yc (x) = ex (A1 cos x + B1 sin x) = A1 ex cos x + B1 ex sin x
47
c Oketch

By the method of undetermined coefficients, let yp (x) = (A2 x + B2 )(A3 sin x + B3 cos x).
Expanding yields
yp (x) = Ax sin x + Bx cos x + C cos x + D sin x (∗)
Clearly, none of the terms in yp (x) is contained in yc (x) so we cannot refine the yp (x).
Equation (∗) is a solution to the given differential equation and so it must satisfy it.
Computing the respective derivatives of equation (∗), we obtain
yp′ (x) = Ax cos x − Bx sin x + (A − C) sin x + (B + D) cos x (∗∗)
yp′′ (x) = −Ax sin x − Bx cos x + (2A − C) cos x − (2B + D) sin x (∗ ∗ ∗)
Substituting equations (∗), (∗∗) and (∗ ∗ ∗) into the given differential equation yields
yp′′ (x) − 2yp′ (x) + 2yp (x) = x sin x
That is,
−Ax sin x − Bx cos x + (2A − C) cos x − (2B + D) sin x − 2Ax cos x + 2Bx sin x
−2(A − C) sin x − 2(B + D) cos x + 2Ax sin x + 2Bx cos x + 2C cos x + 2D sin x
= x sin x
⇒ (−A + 2A + 2B)x sin x + (−2A − B + 2B)x cos x + (2A − C − 2B − 2D + 2C) cos x

+(−2B − D − 2A + 2C + 2D) sin x = x sin x
⇒ (A + 2B)x sin x + (−2A + B)x cos x + (2A − 2B + C − 2D) cos x

+(−2A − 2B + 2C + D) sin x = x sin x
Equating the coefficients we get: A + 2B = 1, −2A + B = 0, 2A − 2B + C − 2D = 0, and

−2A − 2B + 2C + D = 0. Solving yields
1 2 14 2
A = ,B = ,C = ,D =
5 5 25 25
Substituting the values of A, B, C and D into equation (∗) yields:

1 2 14 2
yp (x) = x sin x + x cos x + cos x + sin x
5 5 25 25
Therefore, the complete (general) solution is y = yc (x) + yp (x). That is,
1 2 14 2
y = ex (A1 cos x + B1 sin x) + x sin x + x cos x + cos x + sin x
5 5 25 25
d2 y dy
(b) −2 − 3y = xe−x .
dx2 dx
Solution
In terms of the D operator the given equation becomes (D2 − 2D − 3)y = xe−x . We first need
to find the complementary solution.

The auxiliary equation is D2 − 2D − 3 = 0. Hence, the roots are D1 = −1, D2 = 3. The
complementary solution is given by yc (x) = A1 e−x + A2 e3x .
48
c Oketch

By the method of undetermined coefficients, let yp (x) = (A1 + B1 x)(A2 e−x ). Expanding
yields yp (x) = Ae−x + Bxe−x . Since Ae−x is contained in yc (x), we refine yp (x) by
multiplying the term Ae−x (on the right-hand side) by x2 . Hence, the particular integral
becomes
yp (x) = Ax2 e−x + Bxe−x (∗)
This is a solution to the given differential equation and so it must satisfy the given
differential equation. Computing the respective derivatives, we obtain
yp′ (x) = −Ax2 e−x + (2A − B)xe−x + Be−x (∗∗)
yp′′ (x) = Ax2 e−x + (−4A + B)xe−x + (2A − 2B)e−x (∗ ∗ ∗)
Substituting equations (∗), (∗∗) and (∗ ∗ ∗) in the given differential equation yields
yp′′ (x) − 2yp′ (x) − 3yp (x) = xe−x
That is,
Ax2 e−x + (−4A + B)xe−x + (2A − 2B)e−x + 2Ax2 e−x + (−4A + 2B)xe−x
−2Be−x − 3Ax2 e−x − 3Bxe−x = xe−x
⇒ (A + 2A − 3A)x2 e−x + (−4A + B − 4A + 2B − 3B)xe−x + (2A − 2B − 2B)e−x = xe−x
⇒ (−8A)xe−x + (2A − 4B)e−x = xe−x
Equating the coefficients we get: −8A = 1 and 2A − 4B = 0. Solving yields

1 1
A = − ,B = −
8 16
Substituting the values of A and B into equation (∗) yields:

1 1
yp (x) = − x2 e−x − xe−x
8 16
1 1
y = A1 e−x + A2 e3x − x2 e−x − xe−x
8 16
Exercise:
d2 y dy
(a) −3 + 2y = 2x2 + ex + 2xex + 4e3x .
dx2 dx
Solution
In terms of the D operator the given equation becomes (D2 − 3D + 2)y = 2x2 + ex + 2xex + 4e3x .

The auxiliary equation is D2 − 3D + 2 = 0. Hence, the roots are D1 = 1, D2 = 2. The
complementary solution is given by yc (x) = A1 ex + A2 e2x .
49
c Oketch

By the method of undetermined coefficients, let yp (x) = Ax2 +Bx+C +Dxex +Eex +F e3x .
Since ex is contained in yc (x), we refine our yp (x) by multiplying the term Eex (on the right-
hand side) by x2 . Hence, the particular integral becomes
yp (x) = Ax2 + Bx + C + Dxex + Ex2 ex + F e3x (∗)
This is a solution to the given differential equation and so it must satisfy the given
differential equation. Computing the respective derivatives, we obtain
yp′ (x) = 2Ax + B + Dxex + Dex + Ex2 ex + 2Exex + 3F e3x (∗∗)
yp′′ (x) = 2A + Dxex + 2Dex + Ex2 ex + 4Exex + 2Eex + 9F e3x (∗ ∗ ∗)
Substituting equations (∗), (∗∗) and (∗ ∗ ∗) into the given differential equation yields
yp′′ (x) − 3yp′ (x) + 2yp (x) = 2x2 + ex + 2xex + 4e3x
That is,
2A + Dxex + 2Dex + Ex2 ex + 4Exex + 2Eex + 9F e3x − 6Ax − 3B − 3Dxex − 3Dex

−3Ex2 ex − 6Exex − 9F e3x + 2Ax2 + 2Bx + 2C + 2Dxex + 2Ex2 ex + 2F e3x
= 2x2 + ex + 2xex + 4e3x
⇒ (2A)x2 + (2B − 6A)x + (2A − 3B + 2C) + (2D + 2E − 3D)ex

+(D + 4E − 3D − 6E + 2D)xex + (E − 3E + 2E)x2 ex
+(9F − 9F + 2F )e3x = 2x2 + ex + 2xex + 4e3x
⇒ (2A)x2 + (2B − 6A)x + (2A − 3B + 2C) + (2E − D)ex + (−2E)xex + (2F )e3x
= 2x2 + ex + 2xex + 4e3x
Equating the coefficients we get:
2A = 2, 2B − 6A = 0, 2A − 3B + 2C = 0, 2E − D = 1, −2E = 2, 2F = 4
Solving yields
7
A = 1, B = 3, C = , D = −3, E = −1, F = 2
2
Substituting the values of A, B, C, D, E and F into equation (∗) yields:
7
yp (x) = x2 + 3x + − 3xex − x2 ex + 2e3x
2
7
y = A1 ex + A2 e2x + x2 + 3x + − 3xex − x2 ex + 2e3x
2
d2 y dy 1
(b) 2
−3 − 4y = 2 sin x. [ans: y = A1 e−x + A2 e4x + (3 cos x − 5 sin x)]
dx dx 17
d2 y dy
(c) 2
−2 + y = 6xex . [hint: let yp (x) = Ax3 ex + Bx2 ex , ans: y = ex (A1 + A2 x + x3 )]
dx dx
d2 y dy 1
(d) 2
+3 + 2y = cos x. [ans: y = (3 sin x + cos x) + Ae−x + Be−2x ]
dx dx 10
d2 y dy
(e) 2
+2 + y = x2 + 1. [ans: y = x2 − 4x + 7 + (Ax + B)e−x ]
dx dx
50
c Oketch
ex
(f) y ′′ − 3y ′ − 4y = −8ex cos 2x. [ans: y = Ae4x + Be−x + (10 cos 2x + 2 sin 2x)]
13
(g) y ′′ − 2y ′ + y = x2 ex . [ans: y =]
1
(h) y ′′ + y = sin x. [ans: y = A cos x + B sin x − x cos x]
2
(i) y ′′ − 6y ′ + 10y = x2 sin 2x + cos 2x. [hint:
yp = (A1 x2 + A2 x + A3 ) sin 2x + (B1 x2 + B2 x + B3 ) cos 2x]
( )
(j) y ′′ + 20y ′ = 8t3 + 7t + 6e2t . [hint: yp (t) = t At3 + Bt2 + Ct + D + Ee2t ]
(k) y ′′ + 4y ′ + 5y = 2e−2x ; y(0) = 1, y ′ (0) = −2. [ans: y = e−2x (2 − cos x)]

d3 y d2 y dy
(l) [Assignment] 3
− 3 2
+2 = 10 + 4xe2x . [hint: let yp (x) = Ax + Bx2 e2x + Cxe2x ,
dx dx dx
ans: y = A1 + A2 ex + A3 e2x + 5x + e2x (x2 − 3x)]
3.2.3 Method of variation of parameters

This method is applicable for all types of the function R(x). It is used to find the particular integral if
the complementary solution (yc ) is known. The particular integral (yp ) is then obtained by replacing
the arbitrary constants in yc by unknown functions of the independent variable. Thus, the task
is to determine the arbitrary functions. Consider a second-order non-homogeneous linear ordinary
differential equation of the form
d2 y dy
2
+ P (x) + Q(x)y = R(x) (19)
dx dx
Suppose the complementary solution is yc (x) = Ay1 (x) + By2 (x), where A and B are arbitrary
constants while y1 (x) and y2 (x) are basis solutions for the homogeneous part
d2 y dy
2
+ P (x) + Q(x)y = 0
dx dx
Then, by the method of variation of parameters, the particular integral is given by
∫ ∫
y2 (x)R(x). y1 (x)R(x)
yp (x) = −y1 (x) dx + y2 (x) dx ,
W (y1 , y2 ) W (y1 , y2 )

y y2

where W (y1 , y2 ) is the Wronskian of y1 (x) and y2 (x), defined by W (y1 , y2 ) = 1′ .
y1 y2′
d2 y
→ Note: The (leading) coefficient of in equation (19) must be unity. If it is not unity, then make
dx2
it unity by dividing the ODE by the leading coefficient.
Proof. If yc (x) = Ay1 (x) + By2 (x) is the complementary solution for the homogeneous part
d2 y dy
2
+ P (x) + Q(x)y = 0,
dx dx
then each of the functions y1 (x) and y2 (x) must satisfy the above homogeneous ODE, i.e.,
y1′′ (x) + P (x)y1′ (x) + Q(x)y1 (x) = 0 (a)
and
y2′′ (x) + P (x)y2′ (x) + Q(x)y2 (x) = 0 (b)
To find the particular integral by the method of variation of parameters, we let the arbitrary constants
A and B to be functions of the independent variable x i.e.,
yp (x) = A(x)y1 (x) + B(x)y2 (x) (∗)
51
c Oketch
We need to determine the arbitrary functions A(x) and B(x), as follows. Since equation (∗) is a
solution to the non-homogeneous ODE (19), it must satisfy it. Now, differentiating equation (∗) with
respect to x yields
yp′ (x) = −A(x)y1′ (x) + B(x)y2′ (x) + A′ (x)y1 (x) + B ′ (x)y2 (x)
To make calculations easier, we impose the condition that the sum containing the derivatives of the
arbitrary functions should be equal to zero, i.e.,
A′ (x)y1 (x) + B ′ (x)y2 (x) = 0 (i)
Hence, yp′ (x) reduces to the simpler form
yp′ (x) = A(x)y1′ (x) + B(x)y2′ (x) (∗∗)
Differentiating (∗∗) with respect to x yields
yp′′ (x) = A(x)y1′′ (x) + B(x)y2′′ (x) + A′ (x)y1′ (x) + B ′ (x)y2′ (x) (∗ ∗ ∗)
Substituting equations (∗) and (∗ ∗ ∗) into the non-homogeneous ODE (19) yields
yp′′ (x) + pyp′ (x) + qyp (x) = R(x)
That is,
{A(x)y1′′ (x) + B(x)y2′′ (x) + A′ (x)y1′ (x) + B ′ (x)y2′ (x)} + P (x){A(x)y1′ (x) + B(x)y2′ (x)}
+Q(x){A(x)y1 (x) + B(x)y2 (x)} = R(x)
Regrouping yields
A(x){y1′′ (x) + P (x)y1′ (x) + Q(x)y1 (x)} + B(x){y2′′ (x) + P (x)y2′ (x) + Q(x)y2 (x)}
+A′ (x)y1′ (x) + B ′ (x)y2′ (x) = R(x)
From equations (a) and (b), the first two brackets on the left-hand side vanish. Thus, we have
A′ (x)y1′ (x) + B ′ (x)y2′ (x) = R(x) (ii)
In matrix form, equations (i) and (ii) become

( )[ ] ( )
y1 (x) y2 (x) A′ (x) 0
=
y1′ (x) y2′ (x) B ′ (x) R(x)
Using Cramer’s rule, we obtain

0 y2 (x)

∫
R(x) y2′ (x) −y2 (x)R(x) y2 (x)R(x)
′
A (x) = = ⇒ A(x) = − dx
W (y1 , y2 ) W (y1 , y2 )
y1 (x) y2 (x)
′ ′
y1 (x) y2 (x)

y (x) y ′ (x)
1 1
∫
0 R(x) y (x)R(x) y1 (x)R(x)
′
B (x) = = 1 ⇒ B(x) = dx
W (y1 , y2 ) W (y1 , y2 )
y1 (x) y2 (x)
′ ′
y1 (x) y2 (x)
Substituting A(x) and B(x) into equation (∗) yields

∫ ∫
y2 (x)R(x) y1 (x)R(x)
yp (x) = −y1 (x) dx + y2 (x) dx
W (y1 , y2 ) W (y1 , y2 )
52
c Oketch
→ Note: we don’t write constant of integration in the expression of A(x) and B(x), since these can
be absorbed with the arbitrary constants of the complementary solution.
→ Note: the above procedure can be easily extended to higher order non-homogeneous linear ODEs.
Example(s):
Use the method of variation of parameters to find the complete (or general) solution of the following
differential equations.
d2 y
(a) + y = sec x.
dx2
Solution
In terms of the D operator, the given differential equation becomes (D2 + 1)y = sec x. We first
need to find the complementary solution.

The auxiliary equation is D2 + 1 = 0. Hence, the roots are D = ±i (complex conjugate).
Thus, the complementary solution is given by
yc (x) = A cos x + B sin x,
where A and B are arbitrary constants. Thus, y1 (x) = cos x and y2 (x) = sin x.
To find the particular integral by the method of variation of parameters, we let the arbitrary
constants A and B to be functions of the independent variable x i.e.,
yp (x) = A(x) cos x + B(x) sin x (∗)
where ∫ ∫
y2 (x)R(x) y1 (x)R(x)
A(x) = − dx and B(x) = dx,
W (y1 , y2 ) W (y1 , y2 )
where R(x) = sec x. Now, the Wronskian of y1 (x) and y2 (x) is given by

y (x) y2 (x) cos x sin x

W (y1 , y2 ) = 1′ = = cos2 x + sin2 x = 1.
y1 (x) y2′ (x) − sin x cos x
Hence,
∫ ∫ ∫
y2 (x)R(x) sin x
A(x) = − dx = − sin x sec xdx = − dx = ln | cos x|
W (y1 , y2 ) cos x
and ∫ ∫ ∫
y1 (x)R(x)
B(x) = dx = cos x sec xdx = 1dx = x
W (y1 , y2 )
yp (x) = cos x ln | cos x| + x sin x
Therefore, the general solution is given by y = yc (x) + yp (x). That is,
y = A cos x + B sin x + cos x ln | cos x| + x sin x
d2 y dy
(b) 2
−2 + y = ex ln(x), (x > 0).
dx dx
Solution
In terms of the D operator the given differential equation becomes [D2 − 2D + 1]y = ex ln(x).
53
c Oketch

The auxiliary equation is D2 − 2D + 1 = 0. Hence, the roots are D1 = D2 = 1. Thus, the
complementary solution is given by
yc (x) = (Ax + B) ex ,
where A and B are arbitrary constants. Thus, y1 (x) = xex and y2 (x) = ex .
To find the particular integral by the method of variation of parameters, we let the arbitrary
constants A and B to be functions of the independent variable x i.e.,
where ∫ ∫
y2 (x)R(x) y1 (x)R(x)
W (y1 , y2 ) W (y1 , y2 )
where R(x) = ex ln(x). Now, the Wronskian of y1 (x) and y2 (x) is given by

y (x) y2 (x) xex ex

W (y1 , y2 ) = 1′ = = −e2x
y1 (x) y2′ (x) (x + 1)ex ex
Hence, ∫ ∫ ∫
y2 (x)R(x) ex · ex ln(x)
A(x) = − dx = − dx = − ln(x)dx
W (y1 , y2 ) e2x
1
Using integration by parts: put u = ln x, dv = dx ⇒ du = dx, v = x.
x
∫
⇒ A(x) = x ln x − dx = x[ln(x) − 1]
Similarly, ∫ ∫ ∫
y1 (x)R(x) xex · ex ln(x)
B(x) = dx = dx = x ln(x)dx
W (y1 , y2 ) e2x
1 x2
Using integration by parts: put u = ln x, dv = xdx ⇒ du = dx, v = .
x 2
∫
x2 x x2
⇒ B(x) = − ln x + dx = [1 − 2 ln(x)]
2 2 4
[ ]
x2 1
yp (x) = x (ln x − 1) +
2
(1 − 2 ln x) ex = x2 ex (2 ln x − 3)
4 4

1
y = (Ax + B) ex + x2 ex (2 ln x − 3)
4
Exercise:
d2 y
(a) + 4y = tan 2x.
dx2
Solution
In terms of the D operator the given equation becomes (D2 + 4)y = tan 2x. We first need
to find the complementary solution.
54
c Oketch

The auxiliary equation is D2 + 4 = 0. Hence, the roots are D = ±i2 (complex
conjugate). Thus, the complementary solution is
yc (x) = A cos 2x + B sin 2x,
where A and B are arbitrary constants. Thus, y1 (x) = cos 2x and y2 (x) = sin 2x.
To find the particular integral by the method of variation of parameters, we let the
arbitrary constants A and B to be functions of the independent variable x i.e.,
where ∫ ∫
y2 (x)R(x) y1 (x)R(x)
W (y1 , y2 ) W (y1 , y2 )
where R(x) = tan 2x. Now, the Wronskian of y1 (x) and y2 (x) is given by

y (x) y (x) cos 2x sin 2x
1 2
W (y1 , y2 ) = ′ = = 2[cos2 2x + sin2 2x] = 2
y1 (x) y2′ (x) −2 sin 2x 2 cos 2x
Hence,
∫ ∫ ∫
y2 (x)R(x) sin 2x tan 2x 1
A(x) = − dx = − dx = − sin 2x tan 2xdx
W (y1 , y2 ) 2 2
Using integration by parts: put
1
u = tan 2x, dv = sin 2xdx ⇒ du = 2 sec2 2xdx, v = − cos 2x
2
Thus,
[ ∫ ] [ ∫ ]
1 1 1 1 dx
A(x) = − − cos 2x tan 2x + cos 2x sec 2xdx = − − sin 2x +
2
2 2 2 2 cos 2x
By the t−substitution method, let
dt
t = tan x ⇒ dt = sec2 xdx = (1 + tan2 x)dx = (1 + t2 )dx ⇒ dx =
1 + t2
1 t
⇒ cos x = √ , sin x = √
1+t 2 1 + t2
Hence,
( )
1 − t2 dx dt 1 1 1
cos 2x = cos2 x − sin2 x = ⇒ = = + dt
1 + t2 cos 2x 1−t 2 2 1+t 1−t
[ ∫ ( ) ]
1 1 1 1 1 1 1
⇒ A(x) = − − sin 2x + + dt = sin 2x + ln (1 − t)
2 2 2 1+t 1−t 4 2
1 1
= sin 2x − [ln(1 + t) − ln(1 − t)]
4( 4 )
1 1 + t
= sin 2x − ln
4 1 − t
Back substitution yields
( )
1 1 + tan x
A(x) = sin 2x − ln = 1 (sin 2x − ln |sec 2x + tan 2x|)
4 1 − tan x 4
Similarly,
∫ ∫ ∫
y1 (x)R(x) cos 2x tan 2x 1
B(x) = dx = dx = sin 2xdx
W (y1 , y2 ) 2 2
55
c Oketch
1 x2
Using integration by parts: put u = ln x, dv = xdx ⇒ du = dx, v = .
x 2
∫
x2 x x2 1
⇒ B(x) = − ln x + dx = [1 − 2 ln(x)] = − cos 2x
2 2 4 4
1 1
yp (x) = (sin 2x − ln |sec 2x + tan 2x|) cos 2x − cos 2x sin 2x
4 4
1
= − cos 2x ln |sec 2x + tan 2x|
4
1
y = A cos 2x + B sin 2x − cos 2x ln |sec 2x + tan 2x|
4
d2 y dy 1
(b) 2
+3 + 2y = .
dx dx 1 + ex
Solution
1
In terms of the D operator the given equation becomes (D2 + 3D + 2)y = . We first
1 + ex
need to find the complementary solution.
The auxiliary equation is D2 + 3D + 2 = 0. Hence, the roots are D1 = −1, D2 = −2.
The complementary solution is given by
yc (x) = Ae−x + Be−2x ,
where A and B are arbitrary constants. Thus, y1 (x) = e−x and y2 (x) = e−2x .
To find the particular integral by the method of variation of parameters, we let the
arbitrary constants A and B to be functions of the independent variable x i.e.,
where ∫ ∫
y2 (x)R(x) y1 (x)R(x)
W (y1 , y2 ) W (y1 , y2 )
1
where R(x) = . Now, the Wronskian of y1 (x) and y2 (x) is given by
1 + ex

y (x) y (x) e−x e−2x
1
= −e−3x
2
W (y1 , y2 ) = ′ =
y1 (x) y2′ (x) −e−x −2e−2x
Hence,
∫ ∫ ( ) ∫
y2 (x)R(x) e−2x 1 ex
A(x) = − dx = − · dx = dx = ln |1 + ex |
W (y1 , y2 ) 1 + e −e−3x
x 1 + ex
Similarly,
∫ ∫ ( ) ∫
y1 (x)R(x) e−x 1 e2x
B(x) = dx = · dx = − dx
W (y1 , y2 ) 1 + ex −e−3x 1 + ex
∫ [ ]
ex
= − ex − dx = −ex + ln |1 + ex |
1 + ex
yp (x) = e−x ln |1 + ex | − e−2x (ex − ln |1 + ex |)
56
3.3 Euler-Cauchy equation ⃝Francis
c Oketch
y = Ae−x + Be−2x + e−x ln |1 + ex | − e−2x (ex − ln |1 + ex |)
d2 y
(c) + y = tan x. [ans: y = A cos x + B sin x − cos x ln |sec x + tan x|]
dx2
d2 y dy ex
(d) − 2 + y = . [ans: y = (Ax + B) ex − (1 + ln x) ex ]
dx2 dx x2
d2 y
(e) i) + y = x − cot x. [ans: y =]
dx2
d2 y
ii) + y = x sin x. [ans: y =]
dx2
d2 y dy
iii) 2
+3 + 2y = e−3x sin x. [ans: y =]
dx dx
d2 y dy
(f) 2
+4 + 5y = e−2x sec x. [ans: y = e−2x (A cos x + B sin x + cos x ln | cos x| + x sin x)]
dx dx
Lecture 10
3.3 Euler-Cauchy equation

A general Euler-Cauchy equation of order n is a linear differential equation with variable coefficients
that takes the form
dn y n−1 d
n−1 y
n−2 d
n−2 y 2
2d y dy
an xn n
+ an−1 x n−1
+ a n−2 x n−2
+ · · · + a 2 x 2
+ a1 x + a0 y = R(x), (20)
dx dx dx dx dx
where a0 , a1 , · · · , an are constants. The transformation x = et reduces equation (20) to a linear
differential equation with constant coefficients.
Theorem 3.1. Let y be n-times differentiable function of x and let x = et . Then,

dy dy
(i) x =
dx dt
( )
d2 y d d d2 y dy
(ii) x2 2 = −1 y = 2 −
dx dt dt dt dt
( )( )
d3 y d d d d3 y d2 y dy
(iii) x3 = −1 −2 y = 3 −3 2 +2
dx3 dt dt dt dt dt dt
etc.
Proof. (i) From the chain rule, we have
dy dy dt 1 dy dt 1
= = , (since x = et ⇒ t = ln x ⇒ = )
dx dt dx x dt dx x
dy dy
∴ x =
dx dt
(ii) Differentiating the result in proof (i) above with respect to x yields
( ) ( ) ( )
d dy d dy d dy dt
x = = (by chain rule)
dx dx dx dt dt dt dx
2
d y dy 1 d2 y 2 d2 y
2d y dy
⇒ x 2+ = ⇒ x = −x
dx dx x dt2 dx2 dt2 dx
d2 y d2 y dy
∴ x2 2 = −
dx dt2 dt
57
c Oketch
(iii) Differentiating the result in proof (ii) above with respect to x yields
( ) ( ) ( )
d d2 y d d2 y dy d d2 y dy dt
x2 2 = − = − (by chain rule)
dx dx dx dt2 dt dt dt2 dt dx
( )
3y d2 y d3 y d2 y d3 y d3 y d2 y 2
2d 1 2d y
⇒ x + 2x = − 2 ⇒ x3 = − − 2x
dx3 dx2 x dt3 dt dx3 dt3 dt2 dx2
( )
3y d3 y d2 y d2 y dy
3d
⇒ x = − − 2 −
dx3 dt3 dt2 dt2 dt
d3 y d3 y d2 y dy
∴ x3 = − 3 +2
dx3 dt 3 dt 2 dt
Alternatively, the theorem and proof are given in terms of the D-operators as:
d d
Theorem 3.2. Let y be n-times differentiable function of x and let x = et , Dx = and Dt = .
dx dt
Then,
(i) xDx = Dt
(ii) x2 Dx2 = Dt (Dt − 1)
(iii) x3 Dx3 = Dt (Dt − 1)(Dt − 2)
etc.
dy dy dt dt 1
Proof. (i) From the chain rule, we have = but x = et ⇒ t = ln x ⇒ = .
dx dt dx dx x
dy 1 dy dy dy
⇒ = ⇒ x = ⇒ xDx y = Dt y ⇒ xDx = Dt .
dx x dt dx dt
(ii) x2 Dx2 = x(xDx )Dx = xDt Dx = et Dt Dx = (Dt − 1)et Dx = (Dt − 1)xDx = (Dt − 1)Dt .
(iii) x3 Dx3 = x(x2 Dx2 )Dx = x(Dt − 1)Dt Dx = et (Dt − 1)Dt Dx = (Dt − 2)(Dt − 1)et Dx = (Dt −
2)(Dt − 1)xDx = (Dt − 2)(Dt − 1)Dt .
Example(s):
1. Solve the following differential equations

d2 y dy
(a) x2 − 5x + 8y = 2 ln x.
dx2 dx
Solution
We first need to transform the given differential equation to a linear equation with constant
dy dy d2 y d2 y dy
coefficients, as follows. Let x = et . Then, ln x = t, x = and x2 2 = 2 − .
dx dt dx dt dt
Substituting into the given differential equation yields
d2 y dy dy d2 y dy
2
− − 5 + 8y = 2t ⇒ 2
− 6 + 8y = 2t (∗)
dt dt dt dt dt
d
Let D = . Then in terms of the D operator, equation (∗) becomes
dt
[D2 − 6D + 8]y = 2t
58
c Oketch

The auxiliary equation is D2 − 6D + 8 = 0. Thus, the roots are D1 = 4, D2 = 2. Hence,
the complementary solution is
yc (t) = Ae4t + Be2t ,
1
yp (t) = (2t). Drop the term is D2 since 2 > 1.
D2 − 6D + 8 [ ]
1 1 1 1 3D 9D2
= (2t) = { } (t) = 1+ + + · · · (t)
−6D + 8 4 3D 4 4 16
1−
4
[ ]
1 3 t 3
= t+ = +
4 4 4 16
t 3
Therefore, the general solution is y = yc (x) + yp (x). That is, y = Ae4t + Be2t + + .
4 16
ln x 3
y = Ax4 + Bx2 + +
4 16
2
d y dy 2 B x ln x
(b) x 2 + 2 − y = ln x. [ans: y = Ax + 2 + [3 ln x − 2]]
dx dx x x 18
Solution
d2 y dy
The equation can be written as x2 2 + 2x − 2y = x ln x, which is of the Euler-Cauchy
dx dx
type. We first need to transform the above differential equation to a linear equation with
dy dy d2 y
constant coefficients, as follows. Let x = et . Then, ln x = t, x = and x2 2 =
dx dt dx
d2 y dy
− . Substituting into the above differential equation yields
dt2 dt
d2 y dy dy d2 y dy
2
− + 2 − 2y = et t ⇒ + − 2y = et t (∗)
dt dt dt dt2 dt
d
Let D = . Then in terms of the D operator, equation (∗) becomes
dt
[D2 + D − 2]y = et t
The auxiliary equation is D2 + D − 2 = 0. Thus, the roots are D1 = 1, D2 = −2.
Hence, the complementary solution is
yc (t) = Aet + Be−2t ,
1
yp (t) = (et t). Shifting et to the left yields.
D2+D−2
1 1
= et (t) = et 2 (t)
(D + 1) + (D + 1) − 2
2 D + 2D + 1 + D + 1 − 2
( ) ( )
1 1 1 1 t2 1 t2
= et 2 (t) = et D−1 (t) = et = et { }
D + 3D D+3 D+3 3 2 D 2
1+
3
[ ]( ) [ ]
1 t D D 2 D 3 t 2 1 t 2 t 1
= e 1− + − + ··· = et − +
3 3 9 27 2 3 2 3 9
tet 1
= [3t − 2] + et
18 27
59
⃝Francis
c Oketch

tet 1 tet
y = Aet + Be−2t + [3t − 2] + et = A1 et + Be−2t + [3t − 2]
18 27 18
B x ln x
y = A1 x + 2
+ [3 ln(x) − 2]
x 18
Exercise:
d2 y dy ln x A ln x
(a) x2 −x − 3y = , (x > 0). [ans: y = + Bx3 − (2 ln x + 1)]
dx2 dx x x 16x
d2 y dy 2y { }
(b) x 2 − + = (ln x)2 . [ans: y = x A cos(ln x) + B sin(ln x) + (ln x)2 − 2 ]
dx dx x
d2 y 3 dy 3
(c) 2
− + 2 y = 2x − 1, (x ̸= 0). [ans: y = Ax3 + Bx + x3 ln x + x2 ]
dx x dx x
ln x
(d) xy ′′ − 2y ′ = x2 ; (x ̸= 0). [ans: y = A + x3 (B + )]
3
4 Systems of linear ODEs

A system of two linear differential equations of first-order in two dependent variables x and y takes
the general form
dx dy
a0 (t) + a1 (t) + a2 (t)x + a3 (t)y = f1 (t)
dt dt
dx dy
b0 (t) + b1 (t) + b2 (t)x + b3 (t)y = f2 (t)
dt dt
A pair of functions x = f (t) and y = g(t) is said to be a solution of the above system if the two
functions satisfy each of the equations in the system simultaneously. If all the coefficients in the
system are constants, then the system is said to be a system of two equations with constant
coefficients.
To solve a system of linear ODEs, we write the system in terms of the D operator then solve it using
elimination method, as illustrated in the following examples.
Example(s):
1 1
(a) Solve the following system subject to the initial conditions x(0) = and y(0) = .
2 5
dy
+ x = e3t (i)
dt
dx
−y = 0 (ii)
dt
Solution
d
Let D = . In terms of the D operator the given system becomes
dt
x + Dy = e3t
Dx − y = 0
Eliminating x, we have
( )
Dx + D2 y = D e3t
−Dx + y = 0
( ) ( ) ( )
Adding yields D2 + 1 y = D e 3t ⇒ D2 + 1 y = 3e3t .
60
⃝Francis
c Oketch

The auxiliary equation is D2 + 1 = 0. Hence, the roots are D1,2 = ±i. The complementary
solution is
yc (t) = A cos t + B sin t,

1 ( ) 1 ( 3t ) 3
3t
yp (t) = 2
3e = 2
3e = e3t
D +1 3 +1 10
Therefore, y = yc (t) + yp (t). That is,
3 3t
y = A cos t + B sin t + e
10
dy
From equation (i), we have x = e3t − . Hence,
dt
( )
d 3 1
x = e3t − A cos t + B sin t + e3t = A sin t − B cos t + e3t
dt 10 10
1 1 1 2
Using the initial conditions, x(0) = and y(0) = , we obtain A = − and B = − .
2 5 10 5
Therefore,
1 ( ) 1 ( )
x= 4 cos t − sin t + e3t and y= −4 sin t − cos t + 3e3t
10 10
(b) Solve the following system of equations.

dx dy
2 − 2 − 3x = t (i)
dt dt
dx dy
2 + 2 + 3x + 8y = 2 (ii)
dt dt
Solution
d
Let D = . In terms of the D operator the given system becomes
dt
(2D − 3)x − 2Dy = t
(2D + 3)x + (2D + 8)y = 2
Eliminating x, we have
−(2D + 3)(2D − 3)x + 2D(2D + 3)y = −(2D + 3)t

(2D − 3)(2D + 3)x + (2D − 3)(2D + 8)y = (2D − 3)2
Adding yields:
2D(2D + 3)y + (2D − 3)(2D + 8)y = −(2D + 3)t + (2D − 3)2
⇒ (4D2 + 6D)y + (4D2 + 16D − 6D − 24)y = − (2 + 3t) + (0 − 6)

⇒ (8D2 + 16D − 24)y = −3t − 8

The auxiliary equation is 8D2 + 16D − 24 = 0. Hence, the roots are D1 = 1, D2 = −3. The
complementary solution is
yc (t) = Aet + Be−3t ,
61
⃝Francis
c Oketch

1 1 1
yp (t) = (−3t − 8) = (−3t − 8) = { } (−3t − 8)
8D2 + 16D − 24 16D − 24 2D
−24 1 −
3
{ } { }
1 2D 1 2 1
= − 1+ + ··· (−3t − 8) = (3t + 8) + D (3t + 8) = {3t + 10}
24 3 24 3 24
1 5
= t+
8 12
Therefore, y = yc (t) + yp (t). That is,
1 5
y = Aet + Be−3t + t +
8 12
dx
To find x, we need to eliminate between equations (i) and (ii). Thus, we have
dt
dx dy
−2 + 2 + 3x = −t
dt dt
dx dy
2 + 2 + 3x + 8y = 2
dt dt
dy
Adding yields 4 + 8y + 6x = 2 − t. Make x the subject
dt
{ }
1 dy
x = 2 − t − 4 − 8y
6 dt
{ ( ) ( )}
1 d 1 5 1 5
= 2−t−4 Aet + Be−3t + t + − 8 Aet + Be−3t + t +
6 dt 8 12 8 12
{ ( ) ( )}
1 1 1 5
= 2 − t − 4 Aet − 3Be−3t + − 8 Aet + Be−3t + t +
6 8 8 12
Therefore,
2 1 11
x = −2Aet + Be−3t − t −
3 3 36
Exercise:
1. Solve each of the following systems.
(a) [ans: x = Aet + Be−t and y = −Aet + Be−t + cos t]

dx
+ y = cos t
dt
dy
+ x = − sin t
dt
(b) [ans: y = A + Be2t + 2et and x = A − Be2t − et ]
dy dx
2−y+x+ = 0
dt dt
dy dx
3 +x−y+2 = et
dt dt
1 2 1
(c) [ans: y = Aet + Be−t − tet − 4t + 1 and x = − Be−t − et + t − 1]
2 5 2
dx dy
2 + − 3x − y = t
dt dt
dx dy
+ − 4x − y = et
dt dt
62
⃝Francis
c Oketch
(d) [ans: ]
dx dy
2 + − 2x − 2y = 5et
dt dt
dx dy
+ + 4x + 2y = 5e−t
dt dt
(e) [ans: ]
dx dy
+ − x = −2t
dt dt
dx dy
+ − 3x − y = t2
dt dt
(f) [ans: ]
dx dy
+ − 2x − 4y = et
dt dt
dx dy
+ − y = e4t
dt dt
1 4 2 1 10
(g) [ans: y = Aet + Be3t − t − , x = − Be3t + t − ]
3 9 5 3 9
dx dy
+ + 2x − y = t
dt dt
dx dy
2 + −x−y = 1
dt dt
1 −t 1 2 1
(h) [ans: y = Aet + Be−3t + e (t + 2) + , x = −2Aet + Be−3t − e−t (3t + 1)]
32 4 3 16
dx dy
2 − 2 − 3x = te−t
dt dt
dx dy
2 + 2 + 3x + 8y = 2
dt dt
2. Solve the following system subject to the initial conditions x(0) = −1 and y(0) = 3. [ans:
x = 4e3t − 5e2t and y = 8e3t − 5e2t ]
dx
= x+y
dt
dy
= −2x + 4y
dt
63
⃝Francis
c Oketch
Lecture 11
5 Power series solutions of linear ODEs

5.1 Basic concepts
A series in powers of (x − x0 ) is an expression of the form
a0 + a1 (x − x0 ) + a2 (x − x0 )2 + a3 (x − x0 )3 + · · ·
If a function f (x) can be written as a series in powers of (x − x0 ), we say that the function has been
expanded about x0 . A power series solution of a differential equation is an approximate solution of
the equation which is valid in the neighbourhood of a given value of x (i.e., the dependent variable).
Definition 5.1 (Analytic function). A function f (x) is said to be analytic (or defined) at a point
x = x0 if f (x) can be expanded in a power series about the point x0 , which has a positive radius of
convergence.
Thus, f (x) is analytic at x = x0 if f (x) has the representation
∞
∑
f (x) = an (x − x0 )n (21)
n=0
The coefficients, an ’s, are constants and the series (21) converges in the interval |x − x0 | < R, where
R > 0. The radius of convergence, R, can be found using either ratio test or root test.
p(x)
→ Note: a rational function f (x) = is analytic everywhere in the real number line except at
q(x)
those values of x at which q(x) = 0.
5.2 Ordinary and singular points

Consider a linear second-order homogeneous ODE of the form
d2 y dy
a2 (x) 2
+ a1 (x) + a0 (x)y = 0 (22)
dx dx
We can write equation (22) into the equivalent normalized form as
d2 y dy
+ P1 (x) + P2 (x)y = 0, (23)
dx2 dx
a1 (x) a0 (x)
where P1 (x) = and P2 (x) = are continuous functions in their simplest form and a2 (x) ̸= 0.
a2 (x) a2 (x)
Definition 5.2 (Ordinary point). A point x0 is called an ordinary point of equation (22) if both the
functions P1 (x) and P2 (x) are analytic at x = x0 , i.e., if both the functions are continuous at point
x0 .
Definition 5.3 (Singular point). A point x0 is called a singular point of equation (22) if at least one
of the functions P1 (x) and P2 (x) is not analytic at the point x = x0 .
→ Note: to find the singular point(s), equate the denominator of the functions P1 (x) and P2 (x) to
zero and solve for x.
Definition 5.4 (Regular singular point). If x0 is a singular point of the differential equation (22) and
both the products (x − x0 )P1 (x) and (x − x0 )2 P2 (x) are analytic at x = x0 , i.e., if both
lim (x − x0 )P1 (x) is finite (or exists)

x→x0
and
lim (x − x0 )2 P2 (x) is finite (or exists),
x→x0
then the point x0 is called a regular singular point.
64
5.2 Ordinary and singular points ⃝Francis
c Oketch
Definition 5.5 (Irregular singular point). If x0 is a singular point of the differential equation (22)
and at least one of the products (x − x0 )P1 (x) and (x − x0 )2 P2 (x) is not analytic at x = x0 , then the
point x0 is said to be an irregular singular point.
→ Note: the point x0 is an irregular singular point if at least one of the above limits does not exist.
Example(s):
d2 y dy 1
(a) Find all the singular points of the equation (x − 1) 2
+x + y = 0.
dx dx x
Solution
i) Equivalent normalized form of the given equation:
d2 y x dy 1 x 1
+ + y = 0. Here, P1 (x) = , P2 (x) =
dx2 x − 1 dx x(x − 1) x−1 x(x − 1)
ii) Singular points:

• For P1 (x), we have x − 1 = 0 ⇒ x = 1. Thus, P1 (x) is not analytic at the point
x = 1.
• For P2 (x), we have x(x − 1) = 0 ⇒ x = 0 or x = 1. Thus, P2 (x) is not analytic at
the points x = 0 and x = 1.
Therefore, the points x = 0 and x = 1 are the only singular points of the given differential
equation. All the other points in the real number line are ordinary points.
d2 y dy
(b) Find the singular point(s) of the differential equation 2x2 −x + (x − 5)y = 0 and hence
dx2 dx
classify the point(s) into regular or irregular.
Solution
i) Normal form:
d2 y 1 dy x − 5 1 x−5
2
− + y = 0. Here, P1 (x) = − , P2 (x) =
dx 2x dx 2x2 2x 2x2

• For P1 (x), we have 2x = 0 ⇒ x = 0. Thus, P1 (x) is not analytic at the point
x = 0.
• For P2 (x), we have 2x2 = 0 ⇒ x = 0. Thus, P2 (x) is not analytic at the point
x = 0.
Therefore, the point x = 0 is the only singular point of the given differential equation. All
the other points in the real number line are ordinary points.
iii) Classification:
• Let x0 = 0. Now,
( ) ( )
1 1 1
lim (x − x0 )P1 (x) = lim x − = lim − =− (i.e., finite)
x→x0 x→0 2x x→0 2 2
Also,
(x − 5) (x − 5) 5
lim (x − x0 )2 P2 (x) = lim x2 2
= lim = − (i.e., finite)
x→x0 x→0 2x x→0 2 2
Since both the limits exist, therefore, the point x = 0 is a regular singular point of the
given differential equation.
65
5.2 Ordinary and singular points ⃝Francis
c Oketch
(c) Find the singular points of the following differential equation and determine whether they are
regular or irregular points:
d2 y dy
x2 (1 − x) 2
+ (1 − x) +y =0
dx dx
Solution
i) Normal form:
d2 y 1 dy 1 1 1
+ + y = 0. Here, P1 (x) = , P2 (x) =
dx2 x2 dx x2 (1 − x) x2 x2 (1 − x)

• For P1 (x), we have x2 = 0 ⇒ x = 0. Thus, P1 (x) is not analytic at the point
x = 0.
• For P2 (x), we have x2 (1 − x) = 0 ⇒ x = 0 or x = 1. Thus, P2 (x) is not analytic
at the points x = 0 and x = 1.
Therefore, the points x = 0 and x = 1 are the only singular points of the given differential
equation. All the other points in the real number line are ordinary points.
iii) Classification:
• Let x0 = 0. Now,
( ) ( )
1 1 D.S
lim (x − x0 )P1 (x) = lim x = lim = ∞ (infinite)
x→x0 x→0 x2 x→0 x
Since the limit does not exist, therefore, the point x = 0 is an irregular singular point
of the given differential equation.
• Let x0 = 1. Now,
( ) ( )
1 x−1 D.S
lim (x − x0 )P1 (x) = lim (x − 1) = lim = 0 (finite)
x→x0 x→1 x2 x→1 x2
Also,
[ ] [ ]
1 (x − 1) D.S
lim (x − x0 )2 P2 (x) = lim (x − 1)2 = lim = 0 (finite)
x→x0 x→1 x2 (1 − x) x→1 −x2
Since both the limits exist, therefore, the point x = 1 is a regular singular point of the
given differential equation.
Exercise:
(a) Identify all the regular singular points of the following differential equation
d2 y dy
(x3 − 3x2 + 2x) + x(x − 2) + 4x2 y = 0
dx2 dx
d2 y dy
(b) Determine the singular points of the Legendre equation (1 − x2 ) 2
− 2x + p(p + 1)y = 0 and
dx dx
determine whether they are regular or irregular. [ans: −1 and 1 are regular singular points]
(c) Determine the singular points of the following differential equation and classify them as regular
or irregular.
d2 y dy
i) 2x(x − 2)2 2
+ 3x + (x − 2)y = 0. [ans: 0 is regular, 2 is irregular]
dx dx
( ) 2 d2 y dy
ii) x − π2 2
+ (cos x) + (sin x)y = 0. [ans: π/2 is a regular singular point]
dx dx
d2 y 1 dy
iii) (ln x) 2 + + y = 0. [ans: 1 is a regular singular point]
dx 2 dx
66
5.3 Power series solution about an ordinary point ⃝Francis
c Oketch
5.3 Power series solution about an ordinary point

5.3.1 Taylor series expansion method
This method is applicable in finding the power series solution of an initial value problem (IVP) if the
initial conditions given are specified at an ordinary point.
Example(s):
(a) Use Taylor series expansion to find the third degree power series solution of the initial value
problem y ′′ − 2xy ′ + 3y = 0; y(0) = 2, y ′ (0) = −4.
Solution
Let y(x) be the solution of the given differential equation. The Taylor’s series expansion of y(x)
about the point x0 is given by
∞
∑ y (n) (x0 )
y(x) = (x − x0 )n
n=0
n!
Putting x0 = 0 and n = 3 yields
y ′′ (0) 2 y ′′′ (0) 3
y(x) = y(0) + y ′ (0)x + x + x + ··· (∗)
2! 3!
Now,
y(0) = 2
y ′ (0) = −4
y ′′ (x) = 2xy ′ (x) − 3y(x) ⇒ y ′′ (0) = 2(0)y ′ (0) − 3y(0) = −6
y ′′′ (x) = 2xy ′′ (x) + 2y ′ (x) − 3y ′ (x) = 2xy ′′ (x) − y ′ (x) ⇒ y ′′′ (0) = 2(0)y ′′ (0) − y ′ (0) = 4
Replacing these values in the series (∗) yields

2
y(x) = 2 − 4x − 3x2 + x3 + · · ·
3
This solution is valid in the interval |x − x0 | < R i.e., |x| < R, where R > 0 is the radius of
convergence of the series.
Exercise:
(a) Use Taylor’s theorem to find the third degree series solution of the following initial value
problems.
(i) y ′′ + (x2 + 2x + 1)y ′ + 3xy = 0; y(0) = 1, y ′ (0) = −2. [ans: y = 1 − 2x + x2 − 61 x3 + · · · ]

1 2
(ii) y ′ = y 2 − x; y(0) = 1. [ans: y = 1 + x + x2 + x3 + · · · ]
2 3
(iii) y ′′ + y ′ + x2 y = 0; y(0) = 1, y ′ (0) = 2. [ans: y = 1 + 2x − x2 + 31 x3 − 61 x4 + · · · ]
(iv) xy ′′ + (x − 1)y ′ + xy = 0; y(1) = 0, y ′ (1) = 5.
(v) (x − 1)y ′′ + 2y ′ − 4y = 0; y(0) = 2, y ′ (0) = 6.
d2 y dy 11x3 x4
(vi) (x2 − 1) 2 + 3x + xy = 0; y(0) = 4, y ′ (0) = 6. [ans: y = 4 + 6x + + + ···]
dx dx 3 2
d2 y dy
(vii) (2x2 − 3) 2 − 2x + y = 0; y(0) = 1, y ′ (0) = 7.
dx dx
d2 y dy
(ix) (x2 + 1) 2 + x + 2xy = 0; y(0) = 2, y ′ (0) = 4.
dx dx
√
(b) Consider the initial value problem y ′ = 1 − y 2 ; y(0) = 0. Look for a solution of the initial
value problem in the form of a power series about x = 0. Find the coefficients up to the term in
x3
x3 in this series. [ans: y = x − + · · · = sin x]
3!
67
c Oketch
5.3.2 General method of power series solution about an ordinary point

d2 y dy
Theorem 5.1. If x0 is an ordinary point of the equation a2 (x) 2 + a1 (x) + a0 (x)y = 0, then there
dx dx
exists at least two linearly independent power series solutions of the form
∞
∑
y(x) = a. n (x − x0 )n ,
n=0
valid in the interval |x − x0 | < R for some R > 0, where an ’s (for n = 0, 1, 2, · · · ) are constants to be
determined and a0 ̸= 0.
→ Note: this method is applicable when the initial conditions are not given.
Example(s):
Find the power series solution in powers of x for each of the following differential equations.
d2 y dy
(a) (1 − x2 ) 2
− 2x + 2y = 0.
dx dx
Solution
Here, x0 = 0 is an ordinary point of the given differential equation. Thus, the power series
solution of the given differential equation is given by
∞
∑
y(x) = an xn , (a0 ̸= 0)
n=0
Differentiating with respect to x yields

∞
∑ ∞
∑
dy d2 y
= nan xn−1 and = n(n − 1)an xn−2
dx n=1 dx2 n=2
Substituting into the given differential equation, we get

∞
∑ ∞
∑ ∞
∑
(1 − x )2
n(n − 1)an x n−2
− 2x nan x n−1
+2 an xn = 0
n=2 n=0 n=0
∞
∑ ∞
∑ ∞
∑ ∞
∑
⇒ n(n − 1)an xn−2 − n(n − 1)an xn − 2nan xn + 2an xn = 0
n=2 n=2 n=0 n=0
Grouping the terms with the same power of x together, we obtain

∞
∑ ∞
∑
n(n − 1)an xn−2 + [2 − n(n − 1) − 2n] an xn = 0 (∗)
n=2 n=0
To combine the two series, we need to rewrite at least one of them so that both series display
the same generic term. Thus, in the second sum, we shift the index of summation so that the
series has the general term xn−2 . Replacing n with n − 2 in the second summation of equation
(∗) and starting the sum at 2 rather than 0, we obtain
∞
∑ ∞
∑
n(n − 1)an xn−2 + [2 − (n − 2)(n − 3) − 2(n − 2)] an−2 xn−2 = 0
n=2 n=2
∞
∑
⇒ [n(n − 1)an − ((n − 2)(n − 3) + 2n − 6)) an−2 ] xn−2 = 0
n=2
∞
∑
⇒ [n(n − 1)an − n(n − 3)an−2 ] xn−2 = 0
n=2
68
c Oketch
For this equation to be satisfied for all x, the coefficient of each power of x must be zero. Hence,
equating the coefficient of xn−2 to zero yields
(n − 3) .
n(n − 1)an − n(n − 3)an−2 = 0 ⇒ an = an−2 , n≥2
(n − 1)
The above recurrence relation is used to calculate an for n ≥ 2 in terms of a0 and a1 , which
are left arbitrary. Thus, we have
Even subscripts Odd subscripts
−1
a2 = a0 a3 = 0
1
1 2
a4 = a2 a5 = a3
3 4
3 4
a6 = a4 a7 = a5
5 6
.. ..
. .
(2k − 3) (2k − 2)
a2k = a2k−2 a2k+1 = a2k−1 , k ≥ 1
(2k − 1) 2k
Multiplying the corresponding members of each column we get:
−1 1 3 −
(2k
3) −1
2 ·
a 4 ·
a 6 · · · a2k =
a a0 · 2·
a
a · · ·
a2k−2 ⇒ a2k = a0
3 5 (2k − 1)
4
1 (2k − 1)
Similarly,
2 4 (2k − 2)
3 ·
a 5 ·
a 7 · · · a2k+1 = 0 ·
a 3·
a 5···
a
a2k−1 ⇒ a2k+1 = 0
4 6 2k
Substituting these coefficients into the assumed solution, we have
∞
∑ ∞
∑ ∞
∑ ∞
∑ x2k
y(x) = n
an x ⇒ y = a2k x2k
+ a2k+1 x 2k+1
= −a0 ,
n=0 k=0 k=0 k=0
(2k − 1)
where a0 is an arbitrary constant.

d2 y dy
(b) 2
+x + (x2 + 2)y = 0.
dx dx
Solution
Here, x0 = 0 is an ordinary point of the given differential equation. Thus, the power series
∞
∑
y(x) = an xn , (a0 ̸= 0)
n=0

∞
∑ ∞
∑
dy d2 y
dx n=1 dx2 n=2

∞
∑ ∞
∑ ∞
∑ ∞
∑
n(n − 1)an xn−2 + nan xn + nan xn+2 + 2an xn = 0
n=2 n=1 n=0 n=0
Grouping the terms with the same power of x together, we obtain

∞
∑ ∞
∑ ∞
∑
n(n − 1)an xn−2 + (n + 2)an xn + an xn+2 = 0 (∗)
n=2 n=0 n=0
69
c Oketch
Next, we shift the index of summation so that the series has the general term xn−2 . Putting
n = n − 2 in the second summation and n = n − 4 in the third summation of equation (∗), we
obtain
∞
∑ ∞
∑ ∞
∑
n(n − 1)an xn−2 + nan−2 xn−2 + an−4 xn−2 = 0
n=2 n=2 n=4
∞
∑ ∞
∑ ∞
∑
⇒ 2a2 + 6a2 x + n(n − 1)an x n−2
+ 2a0 + 3a1 x + nan−2 xn−2
+ an−4 xn−2 = 0
n=4 n=4 n=4
∞
∑
⇒ (2a2 + 2a0 ) + (6a3 + 3a1 )x + [n(n − 1)an + nan−2 + an−4 ] xn−2 = 0
n=2
Again, for this equation to be satisfied for all x in some interval, the coefficients of like powers
of x must be equal. Hence, equating the constant terms (coefficient of x0 ) to zero yields
2a2 + 2a0 = 0 ⇒ a2 = −a0
Equating the coefficient of x to zero yields

1
6a3 + 3a1 = 0 ⇒ a3 = − a1
2
Equating the coefficient of xn−2 to zero yields
1 1
n(n − 1)an + nan−2 + an−4 = 0 ⇒ an = − an−2 −. an−4 , n ≥ 4
(n − 1) n(n − 1)
The above recurrence relation is used to calculate an for n ≥ 4 in terms of a0 and a1 , which
are left arbitrary. Solving for the first few coefficients an in terms of a0 and a1 , we have
1
a2 = −a0 a3 = − a1
2
1 1 1 1 1 3
a4 = − a2 − a0 = a0 a5 = − a3 − a1 = a1
3 12 4 4 20 40
.. ..
. .
Substituting these coefficients into the assumed solution, we have
∞
∑
y = an xn = a0 + a1 x + a2 x2 + a3 x3 + a4 x4 + a5 x5 + · · ·
n=0
1 1 3
= a0 + a1 x − a0 x2 − a1 x3 + a0 x4 + a1 x5 + · · ·
2 4 40
1 1 3
= a0 (1 − x2 + x4 + · · · ) + a1 (x − x3 + x5 + · · · ),
4 2 40
where a0 and a1 are arbitrary constants.
Exercise:
1. Find the power series solution in powers of x for each of the following differential equations.
d2 y
(a) + 4y = 0.
dx2
Solution
Here, x = 0 is an ordinary point of the given differential equation. The power series solution
of the given differential equation is given by
∞
∑
y(x) = an xn , (a0 ̸= 0)
n=0
70
c Oketch

∞
∑ ∞
∑
dy d2 y
dx n=1 dx2 n=2

∞
∑ ∞
∑
n(n − 1)an x n−2
+4 an xn = 0 · · · (∗)
n=2 n=0
We shift the index of summation so that the series has the general term xn−2 . Putting
n = n − 2 in the second summation of equation (∗) yields
∞
∑ ∞
∑ ∞
∑
n(n − 1)an xn−2 + 4 an−2 xn−2 = 0 ⇒ [n(n − 1)an + 4an−2 ] xn−2 = 0
n=2 n=2 n=2
Equating the coefficients to zero yields
−4 .
n(n − 1)an + 4an−2 = 0 ⇒ an = an−2 , n ≥ 2
n(n − 1)
The above recurrence relation is used to calculate an for n ≥ 2 in terms of a0 and a1 ,

which are left arbitrary. Thus, we have
−4 −4
a2 = a0 a3 = a1
2(1) 3(2)
−4 −4
a4 = a2 a5 = a3
4(3) 5(4)
.. ..
. .
−4 −4
a2k = a2k−2 a2k+1 = a2k−1 , k ≥ 1
2k(2k − 1) (2k + 1)(2k)
−4 −4 −4 (−4)k
2 ·
a 4 · · · a2k =
a a0 · 2···
a
a2k−2 ⇒ a2k = a0
2(1) 4(3) 2k(2k − 1) (2k)!
Similarly,
−4 −4 −4 (−4)k
3 ·
a 5 · · · a2k+1 =
a a1 · 3···
a
a2k−1 ⇒ a2k+1 = a1
3(2) 5(4) (2k + 1)(2k) (2k + 1)!
Therefore, the solution becomes
∞
∑ ∞
∑ ∞
∑
y = an x n = a2k x2k + a2k+1 x2k+1
n=0 k=0 k=0
∑∞ ∞
∑
(−4)k (−4)k
= a0 x2k + a1 x2k+1
k=0
(2k)! k=0
(2k + 1)!
∞
∑ ∞
∑
(−1)k · 22k (−1)k · 22k+1 · 2−1
= a0 x2k + a1 x2k+1
k=0
(2k)! k=0
(2k + 1)!
∑∞ ∑∞
·(−1)k (2x)2k
a1 (−1)k · (2x)2k+1
= a0 +
k=0
(2k)! 2 k=0
(2k + 1)!
a1
∴ y = a0 cos 2x + sin 2x
2
d2 y dy
(b) (1 − x2 ) − 6x − 4y = 0.
dx2 dx
Solution
71
c Oketch
Here, x0 = 0 is an ordinary point of the given differential equation. The power series
∞
∑
y(x) = an xn , (a0 ̸= 0)
n=0

∞
∑ ∞
∑
dy d2 y
dx n=1 dx2 n=2

∞
∑ ∞
∑ ∞
∑
(1 − x2 ) n(n − 1)an xn−2 − 6x nan xn−1 − 4 an x n = 0
n=2 n=1 n=0
∞
∑ ∞
∑ ∑∞ ∞
∑
⇒ n(n − 1)an xn−2 − n(n − 1)an xn − 6nan xn − 4an xn = 0
n=2 n=2 n=1 n=0
∞
∑ ∞
∑
⇒ n(n − 1)an xn−2 − [n(n − 1) + 6n + 4]an xn = 0
n=2 n=0
∞
∑ ∞
∑
⇒ n(n − 1)an xn−2 − (n + 1)(n + 4)an xn = 0 · · · (∗)
n=2 n=0
We shift the index of summation so that the series has the general term xn−2 . So we put
n = n − 2 in the second summation of equation (∗) and get
∞
∑ ∞
∑
n(n − 1)an xn−2 − (n − 1)(n + 2)an−2 xn−2 = 0
n=2 n=2
∞
∑
⇒ [n(n − 1)an − (n − 1)(n + 2)an−2 ] xn−2 = 0
n=2
(n + 2).
n(n − 1)an − (n − 1)(n + 2)an−2 = 0 ⇒ an = an−2 , n ≥ 2
n
The above recurrence relation is used to calculate an for n ≥ 2 in terms of a0 and a1 ,

which are left arbitrary. Thus, we have
4 5
a2 = a0 a3 = a1
2 3
6 7
a4 = a2 a5 = a3
4 5
8 9
a6 = a4 a7 = a5
6 7
.. ..
. .
(2k + 2) (2k + 3)
a2k = a2k−2 a2k+1 = a2k−1 , k ≥ 1
2k (2k + 1)
4 6 8 (2k + 2)
2 ·
a 4 ·
a 6 · · · a2k = a0 ·
a 2·
a 4···
a a ⇒ a2k = (k + 1)a0
2 4 6 2k−2

2k
Similarly,
5 7 9 (2k + 3) 2k + 3
3 ·
a 5 ·
a 7 · · · a2k+1 = a1 ·
a 3·
a 5···
a
a2k−1 ⇒ a2k+1 = a1
3 5 7 +
(2k
1) 3
72
c Oketch

∞
∑ ∞
∑ ∞
∑
y = an x n = a2k x2k + a2k+1 x2k+1
n=0 k=0 k=0
∑∞ ∞
∑ 2k + 3
= (k + 1)a0 x2k + a1 x2k+1
k=0 k=0
3
∞
∑ ∞
a1 ∑
= a0 (k + 1)x2k + (2k + 3)x2k+1
k=0
3 k=0
2. Find the power series solution in powers of x for each of the following differential equations.
dy ∞ (2x)k
∑
(a) = 2y. [ans: y = a0 = a0 e2x ]
dx k=0 k!
d2 y dy ∞
∑ 1
(b) (1 + x2 ) + 2x − 2y = 0. [ans: y(x) = (−1)k−1 x2k ]
dx 2 dx k=0 2k − 1
( ) ( )
(c) y ′′ + xy ′ + y = 0. [ans: y = a0 1 − 12 x2 + 18 x4 + · · · + a1 x − 31 x3 + 1 5
15 x + ··· ]
d2 y dy
(d) (x − 1) 2
− (3x − 2) + 2xy = 0.
dx dx
d2 y dy
(e) 2
+x + (x2 − 4)y = 0.
dx dx
d2 y dy
(f) (x2 − 1) 2 + x2 + xy = 0.
dx dx
3. Given the Airy’s equation y ′′ − xy = 0, −∞ < x < ∞.
(a) Find a (series solution of the Airy’s

) equation
( in powers of x . ) [ans:
y = a0 1 + 6 x + 180 x + · · · + a1 x + 12 x + 504
1 3 1 6 1 4
x + ··· ]
1 7
(b) Find a series solution of the [Airy’s equation in powers of (x − 1). [hint: put
]
x = 1 + (x − 1), ans: y = a0 1 + 21 (x − 1)2 + 16 (x − 1)3 + 24
1
(x − 1)4 + 1
30 (x − 1)5+ ··· +
[ ]
a1 (x − 1) + 1
6 (x − 1)3 + 1
12 (x − 1)4 + 1
120 (x − 1)5 + ··· ]
4. (a) By making the change of variable x − 1 = t and assuming that y has a Taylor series in
powers of t, find two series solutions of the equation y ′′ + (x − 1)2 y ′ + (x2 − 1)y = 0 in
powers of (x − 1).
(b) Show that you obtain the same result by assuming that y has a Taylor series in powers of
(x − 1) and also expressing the coefficient (x2 − 1) in powers of (x − 1). [hint: put
x = 1 + (x − 1) ⇒ (x2 − 1) = 2(x − 1) + (x − 1)2 ]
5. The amount A in a fixed savings account at any time t is known to satisfy the differential
d2 A dA
equation 2
+t + (t2 − 4)A = 0. Express A as a series in powers of t. [ans:
(dt dt ) ( )
A(t) = c0 1 + 2t2 + 14 t4 − 15 t + · · · + c1 t + 12 t3 − 40
1 6
t − 1680
1 5 19 7
t + ··· ]
5.3.3 Legendre’s equation and polynomials

The differential equation
d2 y dy
(1 − x2 ) 2
− 2x + p(p + 1)y = 0 (24)
dx dx
where −1 < x < 1, for any non-negative integer p, is called Legendre’s differential equation of
order p. The equation arises in many problems in physics and engineering, especially in boundary
value problems in spheres. The equivalent normalized form of equation (24) is
d2 y 2x dy p(p + 1) 2x p(p + 1)
− + y=0 ⇒ P1 (x) = − , P2 (x) =
dx 2 1 − x2 dx 1 − x2 1−x 2 1 − x2
73
c Oketch
Clearly, the points x = −1 and x = 1 are the only singular points of equation (24). All other points
are ordinary. Thus, we study the general solution of equation (24) about the ordinary point x = 0.
Let the trial solution be of the form
∞
∑
y(x) = an x n , (a0 ̸= 0)
n=0

∞
∑ ∞
∑
y′ = nan xn−1 , y ′′ = n(n − 1)an xn−2
n=1 n=2
Substituting the values of y, y ′ , y ′′ into equation (24), we get

∞
∑ ∞
∑ ∞
∑
(1 − x2 ) n(n − 1)an xn−2 − 2x nan xn−1 + p(p + 1) an xn = 0
n=2 n=1 n=0
∞
∑ ∞
∑ ∑∞ ∞
∑
⇒ n(n − 1)an xn−2 − n(n − 1)an xn − 2nan xn − p(p + 1)an xn = 0
n=2 n=2 n=1 n=0
∞
∑ ∞
∑
⇒ n(n − 1)an xn−2 − [n(n − 1) + 2n − p(p + 1)]an xn = 0
n=2 n=0
∞
∑ ∞
∑
⇒ n(n − 1)an xn−2 − [n(n + 1) − p(p + 1)]an xn = 0
n=2 n=0
We shift the index of summation so that the series has the general term xn−2 . Putting n = n − 2 in
the second summation, we obtain
∞
∑ ∞
∑
n(n − 1)an xn−2 − [(n − 2)(n − 1) − p(p + 1)]an−2 xn−2 = 0
n=2 n=2
∞
∑
⇒ [n(n − 1)an − [(n − 2)(n − 1) − p(p + 1)]an−2 ] xn−2 = 0
n=2
∞
∑
⇒ [n(n − 1)an + (p − n + 2)(p + n − 1)an−2 ] xn−2 = 0
n=2
−(p − n + 2)(p .+ n − 1)
n(n − 1)an + (p − n + 2)(p + n − 1)an−2 = 0 ⇒ an = an−2 , n ≥ 2
n(n − 1)
The above recurrence relation is used to calculate an for n ≥ 2 in terms of a0 and a1 , which are
left arbitrary. Thus, we have
−p(p + 1) −(p − 1)(p + 2)
a2 = a0 a3 = a1
2(1) 3(2)
−(p − 2)(p + 3) −(p − 3)(p + 4)
a4 = a2 a5 = a3
4(3) 5(4)
−(p − 4)(p + 5) −(p − 5)(p + 6)
a6 = a4 a7 = a5
6(5) 7(6)
.. ..
. .
−(p − 2k + 2)(p + 2k − 1) −(p − 2k + 1)(p + 2k)
a2k = a2k−2 a2k+1 = a2k−1 , k ≥ 1
2k(2k − 1) (2k + 1)(2k)
−p(p + 1) −(p − 2)(p + 3) −(p − 4)(p + 5) −(p − 2k + 2)(p + 2k − 1)
2 ·
a 4 ·
a 6 · · · a2k
a = a0 · 2·
a
4 ···
a

a2k−2
2(1) 4(3) 6(5) 2k(2k − 1)
(−1)k p(p + 1)(p − 2)(p + 3)(p − 4)(p + 5) · · · (p − 2k + 2)(p + 2k − 1)
= a0
(2k)!
74
5.4 Power series solution about a regular singular point (Frobenius method) ⃝Francis
c Oketch
∏
k
(−1)k (p − 2j +.2)(p + 2j − 1)
⇒ j=1
a2k = a0 , k ≥ 1
(2k)!
Similarly,
−(p − 1)(p + 2) −(p − 3)(p + 4) −(p − 5)(p + 6) −(p − 2k + 1)(p + 2k)
3 ·
a 5 ·
a 7 · · · a2k+1
a = a1 · a
3 5 ···
a
a2k−1
3(2) 5(4) 7(6) (2k + 1)(2k)
(−1)k (p − 1)(p + 2)(p − 3)(p + 4)(p − 5)(p + 6) · · · (p − 2k + 1)(p + 2k)
= a1
(2k + 1)!
∏
k
(−1)k (p − 2j. + 1)(p + 2j)
⇒ j=1
a2k+1 = a1 , k ≥ 1
(2k + 1)!
∞
∑ ∞
∑ ∞
∑
y = an xn = a2k x2k + a2k+1 x2k+1
n=0 k=0 k=0
∏k
∞ (−1)k (p − 2j + 2)(p + 2j − 1)
∑ j=1
= a0 x2k
k=0
(2k)!
∏
k
∞ (−1)k (p − 2j + 1)(p + 2j)
∑ j=1
+a1 x2k+1
k=0
(2k + 1)!
[ ]
p(p + 1) 2 p(p + 1)(p − 2)(p + 3) 4
= a0 1 − x + x − ···
2! 4!
[ ]
(p − 1)(p + 2) 3 (p − 1)(p + 2)(p − 3)(p + 4) 5
+a1 x − x + x − ···
3! 5!
= a0 y0 (x) + a1 y1 (x)
which is the general solution of the Legendre’s equation. The functions y0 (x) and y1 (x) are called the
Legendre’s polynomials.
5.4 Power series solution about a regular singular point (Frobenius method)
If x0 is a regular singular point of equation (22), then the equation has at least one solution of the
form
∞
∑
y(x) = an. (x − x0 )n+r , (25)
n=0
where r and an ’s (for n = 0, 1, 2, · · · ) are constants to be determined and a0 ̸= 0. This solution is

valid in the interval |x − x0 | < R for some positive real number R.
Example(s):
1. Find the power series solution in powers of x for the following differential equations.
d2 y dy
(a) 2x2 2
−x + (x − 5)y = 0.
dx dx
Solution
75
c Oketch
Clearly, the point x = 0 is a regular singular point of the given differential equation. We
∞
∑
assume a power series solution of the form y(x) = an (x − x0 )n+r , a0 ̸= 0. Putting
n=0
x0 = 0 yields
∞
∑
y(x) = an xn+r
n=0

∞
∑ ∞
∑
dy d2 y
= (n + r)an xn+r−1 and = (n + r)(n + r − 1)an xn+r−2
dx n=0 dx2 n=0

∞
∑ ∞
∑ ∞
∑
2x2 (n + r)(n + r − 1)an xn+r−2 − x (n + r)an xn+r−1 + (x − 5) an xn+r = 0
n=0 n=0 n=0
∞
∑ ∞
∑ ∞
∑ ∞
∑
⇒ 2(n + r)(n + r − 1)an xn+r − (n + r)an xn+r + an xn+r+1 − 5an xn+r = 0
n=0 n=0 n=0 n=0
∞
∑ ∞
∑
⇒ [2(n + r)(n + r − 1) − (n + r) − 5] an xn+r + (n + r)an xn+r+1 = 0
n=0 n=0
∞
∑ ∞
∑
⇒ [(n + r)(2n + 2r − 3) − 5] an xn+r + an xn+r+1 = 0
n=0 n=0
We shift the index of summation so that the series has the general term xn+r . Putting
n = n − 1 in the second summation, we obtain
∞
∑ ∞
∑
[(n + r)(2n + 2r − 3) − 5] an xn+r + an−1 xn+r = 0
n=0 n=1
This can be written as

∞
∑ ∞
∑
[r(2r − 3) − 5] a0 xr + [(n + r)(2n + 2r − 3) − 5] an xn+r + an−1 xn+r = 0
n=1 n=1
∞
∑
⇒ [(r + 1)(2r − 5)] a0 xr + {[(n + r)(2n + 2r − 3) − 5] an + an−1 } xn+r = 0 (∗)
n=1
If equation (∗) is to be satisfied for all x, the coefficient of each power of x must be zero.
Thus, equating the coefficients of xr and xn+r to zero, we get
1. [(r + 1)(2r − 5)] a0 = 0 (This is called indicial equation). But a0 ̸= 0

5
⇒ (r + 1)(2r − 5) = 0 ⇒ r = −1 or r =
2
2. [(n + r)(2n + 2r − 3) − 5] an + an−1 = 0

−1 .
⇒ an = an−1 , n ≥ 1 (recurrence relation)
(n + r)(2n + 2r − 3) − 5
The above recurrence relation is used to calculate an for n ≥ 1 in terms of a0 which is

left arbitrary. We consider two cases of r.
Case 1: when r = −1
−1
The above recurrence relation becomes an = an−1 , n ≥ 1. Thus, we
(n − 1)(2n − 5) − 5
have.
76
c Oketch
( ) ( )
1 1 1 1 1 1 1 1 1
a1 = a0 , a2 = a1 = a0 = a0 , a3 = a2 = a0 = a0 , ···
5 6 6 5 30 3 3 30 90
Therefore, the solution corresponding to r = −1 is

∞
∑ ( )
y = x−1 an xn = x−1 a0 + a1 x + a2 x2 + a3 x3 + · · ·
n=0
( )
−1 1 1 1
= a0 x 1 + x + x2 + x3 + · · ·
5 30 90
Setting a0 = 1 yields the first solution as
( )
−1 1 1 1
y1 = x 1 + x + x2 + x3 + · · ·
5 30 90
5
Case 2: when r =
2
−1
The above recurrence relation becomes an = an−1 , n ≥ 1. Thus, we
(2n + 5)(n + 1) − 5
have.
( )
1 1 1 1 1 1 1
a1 = − a0 , a2 = − a1 = − − a0 = a0 , a3 = − a2 = − a0 , ···
9 22 22 9 198 39 7722
Therefore, the solution corresponding to r = 5/2 is

∞
∑ ( )
y = x5/2 an xn = x5/2 a0 + a1 x + a2 x2 + a3 x3 + · · ·
n=0
( )
1 1 2 1 3
= a0 x5/2 1 − x + x − x + ···
9 198 7722
Setting a0 = 1 yields the second solution as
( )
1 1 2 1 3
y2 = x5/2 1 − x + x − x + ···
9 198 7722
The general solution of the given differential equation is y = c1 y1 + c2 y2 , i.e.,
( ) ( )
1 1 1 1 1 2 1 3
y = c1 x−1 1 + x + x2 + x3 + · · · + c2 x5/2 1 − x + x − x + ··· ,
5 30 90 9 198 7722
where c1 and c2 are arbitrary constants.
→ Note: a more general equation with a regular singular point may not have two solutions
of the form (25). In particular, if the roots r1 and r2 of the indicial equation are equal or
differ by an integer, then the second solution normally has a more complicated structure.
In all cases, though, it is possible to find at least one solution (i.e., y1 (x)) of the form (25);
if r1 and r2 differ by an integer, this solution corresponds to the larger value of r. If there
is only one such solution, then the second solution involves a logarithmic term, given by
the following theorem.
Theorem 5.2. Let r1 and r2 be the real roots of the indicial equation with r1 ≥ r2 . Let
y1 (x) be the solution corresponding to r = r1 , which converges at least for |x| < R. If r1
and r2 are equal or differ by an integer, then the second solution is determined by:
Case 1: if the roots are equal (r1 = r2 ), then there exists a second solution of the form
∞
∑
y2 (x) = y1 (x) ln x + bn xn+r2 .
n=1
77
c Oketch
Case 2: if r1 − r2 = N , a positive integer, then there exists a second solution of the

form
∞
∑
y2 (x) = dy1 (x) ln x + bn xn+r2 ,
n=0
where d is a constant.
We then find the derivatives of y2 (x), substitute them into the given differential equation
and find a recurrence relation for bn . Obtain, for example, the first three terms, say
b1 , b2 , b3 . We then fix b0 = 1 and substitute them into the second solution y2 (x).
Alternatively, we can use the method of reduction of order to find y2 (x) once y1 (x) is
known, i.e., we let y2 (x) = y1 (x)v(x); where v(x) is an arbitrary function to be
determined. Therefore, the general solution is given by y = c1 y1 (x) + c2 y2 (x). This is
illustrated in the following example.
d2 y dy
(b) x2 + (x2 − 3x) + 3y = 0.
dx2 dx
Solution
Clearly, the point x = 0 is a regular singular point of the given differential equation. We
∞
∑
assume a power series solution of the form y(x) = an (x − x0 )n+r , a0 ̸= 0. Putting
n=0
x0 = 0, we obtain
∞
∑
y(x) = an xn+r
n=0

∞
∑ ∞
∑
dy d2 y
dx n=0 dx2 n=0

∞
∑ ∞
∑ ∞
∑
x2 (n + r)(n + r − 1)an xn+r−2 + (x2 − 3x) (n + r)an xn+r−1 + 3 an xn+r = 0
n=0 n=0 n=0
Simplifying yields
∞
∑ ∞
∑ ∞
∑ ∞
∑
(n + r)(n + r − 1)an xn+r + (n + r)an xn+r+1 − 3(n + r)an xn+r + 3an xn+r = 0
n=0 n=0 n=0 n=0
∞
∑ ∞
∑
⇒ [(n + r)(n + r − 1) − 3(n + r) + 3] an xn+r + (n + r)an xn+r+1 = 0
n=0 n=0
Shifting the index in the second summation i.e., putting n = n − 1 we get

∞
∑ ∞
∑
[(n + r)(n + r − 1) − 3(n + r) + 3] an xn+r + (n + r − 1)an−1 xn+r = 0
n=0 n=1
This can be written as

∞
∑ ∞
∑
[r(r − 1) − 3r + 3] a0 xr + [(n + r)(n + r − 1) − 3(n + r) + 3] an xn+r + (n+r−1)an−1 xn+r = 0
n=1 n=1
∞
∑
⇒ [(r − 3)(r − 1)] a0 xr + {[(n + r)(n + r − 4) + 3] an + (n + r − 1)an−1 } xn+r = 0
n=1
78
c Oketch
Equating the coefficients of xr and xn+r to zero, we get
1. [(r − 3)(r − 1)] a0 = 0 (This is called indicial equation). But a0 ̸= 0

⇒ (r − 3)(r − 1) = 0 ⇒ r1 = 3 and r2 = 1
2. [(n + r)(n + r − 4) + 3] an + (n + r − 1)an−1 = 0

−(n + r −. 1)
⇒ an = an−1 , n ≥ 1 (recurrence relation)
(n + r)(n + r − 4) + 3
The above recurrence relation is used to calculate an for n ≥ 1 in terms of a0 which is

left arbitrary. We consider two cases of r.
Case 1: when r = r1 = 3
−(n + 2) −1
The above recurrence relation becomes an = an−1 = an−1 , n ≥ 1.
(n + 3)(n − 1) + 3 n
Thus, we have.
1 1 1 1 −1
a1 = − a0 a2 = − a1 a3 = − a2 a4 = − a3 ··· ak = ak−1
1 2 3 4 k
Multiplying yields
1 1 1 1 1
1 ·
a
2 ·
a 3 ·
a 4 · · · ak = − a0 · −
a 1·−
a 2·−
a 3··· −
a

ak−1
1 2 3 4 k
Thus, we obtain
(−1)k
ak =
a0
k!
Therefore, the solution corresponding to r = 3 is
∞
∑ ∞
∑ ( )
(−1)k 1 1
y(x) = ak x k+3
= a0 xk+3
= a0 x − x + x5 − x6 + · · ·
3 4
k=0 k=0
k! 2 6
Setting a0 = 1 yields the first solution as

1 1
y1 (x) = x3 − x4 + x5 − x6 + · · ·
2 6
Case 2: when r = r2 = 1
−n −1
The above recurrence relation becomes an = an−1 = an−1 , n ≥ 1.
(n + 1)(n − 3) + 3 n−2
Thus, we have.
1 1
a1 = − a0 = a0 a2 = − a1 = −∞
1− 0
Therefore, no power series corresponds to r = 1. The second solution, y2 (x), can be

obtained by invoking theorem (5.2). Hence, the general solution is
y = c1 y1 (x) + c2 y2 (x),
where c1 and c2 are arbitrary constants.
→ Task: the student should apply theorem (5.2) to obtain y2 (x).
Exercise:
79
c Oketch
1. Find a series solution near x = 0 of the following differential equations.

(a) 2x2 y ′′ − xy (
′ + (1 + x)y = 0.
) ( )
[ans:
∞ (−1)n 2n
∑ ∞ (−1)n 2n
∑
y(x) = c1 x 1 + xn + c2 x1/2 1 + xn , x > 0]
n=1 (2n + 1)! n=1 (2n)!
(b) 2x(1 + x)y ′′ + (3 + x)y ′ − xy = 0. [hint: r1 = 0, r2 = −1/2, ans: ]
2. Find the power series solution in powers of x for the following differential equations.
d2 y dy
(a) 4x2 2
− 4x2 + (1 − 2x)y = 0. [ans:
dx ( dx )
x2 x3 x4
y1 = a0 x 1/2 1+x+ + + + · · · = a0 x1/2 ex ]
2! 3! 4!
√ √
(b) 2xy ′′ + y ′ + y = 0. [hint: set a0 = 1, ans: y = c1 cos 2x + c2 sin 2x for x > 0]
x2
(c) xy ′′ + (1 − x)y ′ + 2y = 0, x > 0. [hint: set a0 = 1, ans: y1 = 1 − 2x + ]
2
(d) x(x − 1)y ′′ + 3xy ′ + y = 0. [ans: y1 = a0 x(1 + 2x + 3x2 + 4x3 + · · · )]
d2 y dy
(e) 2x2 2 − x + (1 − x)y = 0. [ans:
dx ( dx ) ( )
x x2 x3 √ x2 x3
y = c1 x 1 + + + + · · · + c2 x 1 + x + + + ··· ]
3 30 630 6 90
d2 y dy
(f) 2x2 +x + (x2 − 3)y = 0. [hint: a1 = 0, set a0 = 1, ans: y =
dx2( dx ) ( )
1 1 4 1 1 1 1 6
c1 x3/2 1 − x2 + x − x6 + · · · + c2 x−1 1 + x2 − x4 + x + ··· ]
18 936 95472 2 24 1008
(g) ′′ ′
x(x − 1)y + 6x y + 3y = 0.
2
(h) xy ′′ + 2xy ′ + 6ex y = 0.

d2 y dy
(i) 9x(1 − x) 2 − 12 + 4y = 0.
dx dx
d2 y dy
(j) 2x2 2 + (x + 2) + y = 0.
dx dx
d2 y dy
(k) x2 2 + (x2 − 3x) + 3y = 0.
dx dx
d2 y dy
(l) 9x(1 − x) 2 − 12 + 4y = 0.
dx dx
5.4.1 Bessel’s equation and functions

The differential equation
d2 y dy
2
x2
+x + (x2 − p2 )y = 0 (26)
dx dx
is called Bessel’s equation of order p, where p is a constant. The fundamental set of solutions of
equation (26) are known as Bessel functions. The equivalent normalized form of equation (26) is
( )
d2 y 1 dy p2 1 p2
+ + 1 − y=0 ⇒ P1 (x) = , P2 (x) = 1 − 2
dx2 x dx x2 x x
Clearly, the point x = 0 is a regular singular point of equation (26). To solve equation (26), we assume
that it has a power series solution of the form
∞
∑
y(x) = an xn+r , (a0 ̸= 0) (27)
n=0
where x0 is the regular singular point of equation (26) about which we are finding the solution,
a0 , a1 , · · · are constants. From (27) it implies that
∞
∑ ∞
∑
dy d2 y
dx n=0 dx2 n=0
80
c Oketch
Substituting into equation (26) yields

∞
∑ ∞
∑ ∞
∑
x2 (n + r)(n + r − 1)an xn+r−2 + x (n + r)an xn+r−1 + (x2 − p2 ) an xn+r = 0
n=0 n=0 n=0
∞
∑ ∞
∑ ∞
∑ ∞
∑
⇒ (n + r)(n + r − 1)an xn+r + (n + r)an xn+r + an xn+r+2 − p2 an xn+r = 0
n=0 n=0 n=0 n=0
∞
∑ ∑∞
⇒ [(n + r)(n + r − 1) + (n + r) − p2 ]an xn+r + an xn+r+2 = 0
n=0 n=0
∞
∑ ∑∞
⇒ [(n + r)2 − p2 ]an xn+r + an xn+r+2 = 0
n=0 n=0
Shifting the index in the second summation i.e. putting n = n − 2 we get
∞
∑ ∞
∑
[(n + r)2 − p2 ]an xn+r + an−2 xn+r = 0
n=0 n=2
∞
∑ ∞
∑
⇒ a0 (r2 − p2 )xr + a1 [(r + 1)2 − p2 ]xr+1 + [(n + r)2 − p2 ]an xn+r + an−2 xn+r = 0
n=2 n=2
Equating the coefficients of xr , xr+1 and xn+r to zero, we get

1. a0 (r2 − p2 ) = 0 (This is called indicial equation). But a0 ̸= 0
⇒ (r2 − p2 ) = 0 ⇒ r = ±p
2. a1 [(r + 1)2 − p2 ] = 0. But [(r + 1)2 − p2 ] ̸= 0 ⇒ a1 = 0
[ ] −1 .
3. (n + r)2 − p2 an + an−2 = 0 ⇒ an = an−2 , n ≥ 2 (recurrence relation)
(n + r)2 − p2
The above recurrence relation is used to calculate an for n ≥ 2 in terms of a0 and a1 which are left
arbitrary. We consider two cases of r.
Case 1: when r = p
−1
The above recurrence relation becomes an = an−2 , n ≥ 2. Thus, we have (note
(p + n)2 − p2
a1 = 0).

−1 −1 −1
a2 = a0 = a0 a3 = a1 = 0
(p + 2) − p
2 2 4(p + 1) (p + 3)2 − p2
−1 −1 −1
a4 = a2 = a2 a5 = a3 = 0
(p + 4) − p
2 2 8(p + 2) (p + 5)2 − p2
−1 −1 −1
a6 = a4 = a4 a7 = a5 = 0
(p + 6) − p
2 2 12(p + 3) (p + 7)2 − p2
.. ..
. .
−1 −1 −1
a2k = a2k−2 = a2k−2 a2k+1 = a2k−1 = 0, k ≥ 1
(p + 2k) − p
2 2 4k(p + k) (p + 2k + 1)2 − p2
For the even subscripts,
−a0 −a2 −a2k−2
a2 · a4 · · · a2k = · ···
4(p + 1) 8(p + 2) 4k(p + k)
(−1) k
= a0 · a2 · · · a2k−2
2 k!(p + 1)(p + 2) · · · (p + k)
2k
(−1)k 1
⇒ a2k = a0 . We choose a0 = p and get,
2 k!(p + 1)(p + 2) · · · (p + k)
2k 2 p!
(−1)k 1 (−1)k (−1)k
a2k = = =
22k k!(p + 1)(p + 2) · · · (p + k) 2p p! 2p+2k k!(p + k)! 2p+2k k!Γ(p + k + 1)
81
c Oketch
Similarly, for the odd subscripts,
a3 · a5 · · · a2k+1 = 0 ⇒ a2k+1 = 0
Therefore,
∞
∑ ∞
∑ ∞
∑
y(x) = an xn+r ⇒ y1 (x) = a2k xp+2k + a2k+1 xp+2k+1
n=0 k=0 k=0
∑∞
(−1)k · xp+2k
= +0
k=0
2p+2k k!Γ(p + k + 1)
= Jp (x) (28)
The function Jp (x) is called Bessel function of the first kind of order p.
Case 2: when r = −p
Similarly, the Bessel function corresponding to r = −p is [we replace p by −p in equation (28)]
∞
∑ (−1)k · x−p+2k
y2 (x) = = J−p (x)
k=0
2−p+2k k!Γ(−p + k + 1)
The function J−p (x) is called Bessel function of the second kind of order p.
Therefore, the general solution of equation (26) is y = c1 Jp (x)+c2 J−p (x), where c1 and c2 are arbitrary
constants.
82

3 Second Order Linear Odes: 3.1 Solution of Homogeneous Linear Odes With Constant Coe Cients

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3 Second Order Linear Odes: 3.1 Solution of Homogeneous Linear Odes With Constant Coe Cients

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⃝Francis

3 Second order linear ODEs

Deﬁnition 3.2 (Exponential shift rule). Let y be a diﬀerentiable function of x. Then,

D(eαx y) = e.αx (D + α)y

3.1 Solution of homogeneous linear ODEs with constant coeﬃcients

(i) Real and distinct roots

(ii) Real and equal roots

(iii) Complex conjugate roots

where A and B are arbitrary constants.

e−αx (D − α)(D − β)y = 0

Shifting e−αx to the right of the operator (D − α) yields

(D − −α − α)[e−αx (D − β)y] = 0 ⇒ D[e−αx (D − β)y] = 0

Operating with the integral operator D−1 on both sides yields

D−1 D[e−αx (D − β)y] = D−1 (0) ⇒ e−αx (D − β)y = A1

Multiply though by eαx and simplify to get

Similarly, pre-multiplying by e−βx yields

e−βx (D − β)y = A1 e(α−β)x

Shifting e−βx to the right of the operator (D − β) yields

(D − −β − β)[e−βx y] = A1 e(α−β)x ⇒ D[e−βx y] = A1 e(α−β)x

Operating with D−1 on both sides yields

D−1 D[e−βx y] = D−1 (A1 e(α−β)x ) ⇒ e−βx y = A1 (α − β)−1 e(α−β)x + B

Multiplying through by eβx and letting A1 (α − β)−1 = A, we obtain

Consider a homogeneous linear ODE of order n, with constant coeﬃcients:

where an ̸= 0. Let the roots of the auxiliary equation be α1 , α2 , · · · , αn , where α1 ̸= α2 ̸= · · · ̸= αn .

y = A1 eα1 x + A2 eα.2 x + · · · + An eαn x ,

where A1 , A2 , · · · , An are arbitrary constants.

where A and B are arbitrary constants.

e−αx (D − α)2 y = 0 ⇒ (D − −α − α)2 [e−αx y] = 0 ⇒ D2 [e−αx y] = 0

⇒ D−2 D2 [e−αx y] = D−2 (0) = D−1 (D−1 (0))

y = (Ax + B)e−3x , (∗)

where A1 , A2 , · · · , An are arbitrary constants.

where A and B are arbitrary constants.

3.2 Solution of non-homogeneous linear ODEs with constant coeﬃcients

ii) Particular integral, yp (x) - it is obtained by using the following methods

(a) Inverse diﬀerential operators method

3.2.1 Inverse diﬀerential operators method

where F (D) = a2 D2 + a1 D + a0 . We will consider 8 speciﬁc forms of the function R(x).

Case 1: When R(x) = eαx

Justiﬁcation: this substitution is valid since

D(eαx ) = αeαx ⇒ D=α

i) The complementary solution

ii) The particular integral

Therefore, the complete solution is y = yc (x) + yp (x). i.e.,

y = (Ax2 + Bx + C)e2x − ex + e3x

Case 2: When R(x) = cos αx or R(x) = sin αx

Justiﬁcation: this substitution is valid since

D(cos αx) = −α sin αx

D(sin αx) = α cos αx

i) The complementary solution

Case 3: When R(x) is a polynomial

R(x) = bn xn + bn−1 xn−1 + · · · + b3 x3 + b2 x2 + b1 x + b0 ,

Justiﬁcation: the dropping of terms is valid since

Recall: Maclaurin’s series expansion

i) The complementary solution

Therefore, the complete solution is y = yc (x) + yp (x). That is,

1. Find the general solution of the following diﬀerential equations.

i) The complementary solution

Therefore, the general solution is y = yc (x) + yp (x). That is,

Case 5: When R(x) = eαx and F (α) = 0

Case 6: When R(x) = cos αx or R(x) = sin αx and F (−α2 ) = 0

Justiﬁcation: extracting real or imaginary part is necessary since

Case 7: When R(x) consists of products of sin αx or cos αx