Differential Equations II

1. Linear differential equations of second order with constant coefficients:

A 2nd order linear differential equation with constant coefficients is an equation of the form
d2 y dy
+ a1 + a2 y = X (1)
dx 2
dx
where a1 , a2 are constants and X is a function of x only or a constant. If X ≡ 0 the above
equation is called a homogenous linear equation and if X 6≡ 0 the above equation is called a
non-homogenous linear equation.
2
d d
We use the notation D ≡ dx and D2 ≡ dx 2 . D is called the differential operator. In terms

of the operator D Equation 1 can be written as (D2 + a1 D + a2 )y = X or f (D)y = X where

f (D) ≡ D2 + a1 D + a2 .
Theorem: If y = Y is the general solution of the equation f (D)y = 0 and y = u is a
particular solution of the equation f (D)y = X, then y = Y + u is the general solution of
the equation f (D)y = X. In the general solution y = Y + u, the function Y is called the
complementary function (C.F.) and u is called the particular integral (P.I.).
Calculation of the complementary function:
The general solution of the homogeneous linear differential equation with constant
coefficients
(D2 + a1 D + a2 )y = 0 (2)
is determined by the roots of the polynomial equation

f (m) ≡ m2 + a1 m + a2 = 0. (3)

Equation 3 is called the auxiliary equation or the characteristic equation of the differential
equation 2. Suppose α1 , α2 are the roots of the characteristic equation. Then the following
cases are possible:
(a) α1 and α2 are real and distinct. In this case the general solution is
y = c1 eα1 x + c2 eα2 x , where c1 , c2 are arbitrary constants.
(b) α1 and α2 are real and equal. Suppose α1 = α2 = λ. In this case the general solution
is y = eλx (c1 + c2 x), where c1 , c2 are arbitrary constants.
(c) α1 and α2 are conjugate complex numbers. Let α1 = a + ib and α2 = a − ib. In this
case the general solution is y = eax (A cos bx + B sin bx), where A, B are arbitrary
constants.
Calculation of the particular integral by the inverse operator method:
1
Definition: The inverse of the operator f (D) is denoted by f (D) and is defined by
1
f (D) X = u if the following conditions hold:

(i) u is free from arbitrary constants.

(ii) f (D)u = X.
1 1
= eαx Xe−αx dx
R R
Theorem: (i) DX = Xdx (ii) If α is a constant, D−α X
1
Theorem: f (D) X is a particular integral of f (D)y = X.

1
Particular integral of f(D)y = X in some special cases
(a) X = eax where a is a constant.
1 ax eax
(i) If f (a) 6= 0 then P.I. = f (D) e = f (a) .

(ii) If f (a) = 0, then suppose f (D) = (D − a)r φ(D), where φ(a) 6= 0.

r ax
1
Then P.I. = = r!x φ(a)
f (D) e
e
ax

 1 1
x 0
 eax = x 0 if f 0 (a) 6= 0
f (D) f (a)
Alternative: P.I. = 1 1
x 2
 eax = x2 00 if f 0 (a) = 0 but f 00 (a) 6= 0
f 00 (D) f (a)
(b) X = sin(ax + b) or X = cos(ax + b).
(i) If f (D) = φ(D2 ) and φ(−a2 ) 6= 0.
1 sin(ax+b) 1 cos(ax+b)
Then f (D) sin(ax + b) = φ(−a2 ) and f (D) cos(ax + b) = φ(−a2 ) .

(ii) If f (D) = φ(D2 ) and φ(−a2 ) = 0.

To find the P.I. proceed as follows:
1 1
Put U = f (D) cos(ax + b) and V = f (D) sin(ax + b).
1 1
Then U + iV = f (D) ei(ax+b) . Evaluate f (D) ei(ax+b) using Rule 1. Its real part is equal
to U and imaginary part is equal to V.
Note: (i) (D2 1+a2 ) cos(ax + b) = x2 cos(ax + b)dx = 2a x
R
sin(ax + b)
1 x x
R
(ii) (D2 +a2 ) sin(ax + b) = 2 sin(ax + b)dx = − 2a cos(ax + b)
(c) X = xm or a polynomial in x of degree m.
To find the P.I. expand [f (D)]−1 in an infinite series in ascending powers of D and
retain terms upto Dm , then operate term by term on X.
Note: (i) (1 − D)−1 = 1 + D + D2 + D3 + · · ·
(ii)(1 − D)−2 = 1 + 2D + 3D2 + 4D3 + · · · + (r + 1)Dr + · · ·
(r+1)(r+2) r
(iii)(1 − D)−3 = 1 + 3D + 6D2 + 10D3 + · · · + 2 D + ···
If the binomial is (1+D) instead of (1-D) the terms are alternatively positive and
negative in the above formulas.
(d) X = eax V , where V is any function of x.
1 ax eax
P.I. = f (D) e V = f (D+a) V .
(e) X = xV , where V is any function of x.
1 1 0 1
P.I. = f (D) xV = [x − f (D) f (D)] f (D) V .
m m
(f) X = x sin(ax + b) or X = x cos(ax + b).
To find the P.I. proceed as follows:
1 m 1 m
Put U = f (D) x cos(ax + b) and V = f (D) x sin(ax + b).
1
Then U + iV = f (D) ei(ax+b) xm . Evaluate this using Rule (d). Its real part is equal to
U and imaginary part is equal to V.

2
2. Homogeneous Linear Differential Equations
A differential equation of the form
d2 y dy
a0 x2 + a1 x + a2 y = Q(x) (4)
dx2 dx
where a0 , a1 , a2 are constants and Q is a function of x only or a constant is callled a
homogeneous linear equation of second order.
Method of solution: (i) Put x = ez or z = ln x.
2
d dy d y z
(ii) Let 4 ≡ dz . Replace x dx by 4y and x2 dx 2 by 4(4 − 1)y. Replace Q(x) by Q(e ).

(iii) The resulting equation is a linear differential equation with constant coefficients.
Equation reducible to homogeneous linear form:
Consider an equation of the form
d2 y dy
a0 (ax + b)2 + a1 (ax + b) + a2 y = Q(x) (5)
dx 2
dx
, where a0 , a1 , a2 , a, b are constants and Q is a function of x only or a constant.
This equation can be reduced to homogeneous linear form using the substitution ax + b = t.
Method of solution: (i) Put ax + b = ez or z = ln(ax + b).
2
d dy d y
(ii) Let 4 ≡ dz . Replace (ax + b) dx by 4y and (ax + b)2 dx 2 by 4(4 − 1)y. Replace Q(x)
z
by Q( e a−b ).
(iii) The resulting equation is a linear differential equation with constant coefficients.
3. Exact Equations of second order.
Definition: A differential equation of the form
d2 y dy
P0 + P1 + P2 y = Q (6)
dx2 dx
where P0 , P1 , P2 , Q are functions of x is called exact if it can be obtained from a first order
differential equation simply by differentiating. Then this first order differential equation is
called the first integral of the differential equation.
Thus the differential equation (6) is exact if it can beR expressed in the form
d dy dy
dx [P 0 dx + Q1 y] = Q i.e. of the form P 0 dx + Q1 y = Qdx + C, where C is a constant.
Condition for exactness:
Theorem: The second order differential equation (6) is exact if P2 − P10 + P000 = 0. The first
dy
integral of the differential equation is P0 dx + (P1 − P00