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3.

Method of variation of parameter

• When the function f(x) is not mathematical function of the type exponential,
trigonometric hyperbolic, algebraic or the combinations of these, then it is not
possible to use short method formula to find the particular integral. In such
cases we have to use method of variation of parameter.
• In this method consider u, v, w … are the functions in variable x as a parameter
and from the complementary function of given LDE, write particular integral
by replacing arbitrary constants as parameter u, v, w … and then try to find
these parameter functions with the help of formulae.

• Note: - If given LDE is of order n then there are n parameter in particular


integral.

Prof. Sunil Thakare, SOE MIT SOE Pune 1


The method of variation of parameter for second
order linear differential equation
• We know that if LDE is second order then there are two arbitrary constants and
its complementary function is written as 𝑦𝐶𝐹 = 𝑐1 𝑦1 + 𝑐2 𝑦2 .
• Steps to find PI by variation of parameter method
• Step 1: Write complementary function 𝑦𝐶𝐹 = 𝑐1 𝑦1 + 𝑐2 𝑦2 .
• Step 2: The particular solution is 𝑦𝑃𝐼 = 𝑢𝑦1 + 𝑣𝑦2 where u, v are parameter.
• Step 3: To find function u and v use formulae
𝑦2 𝑓 𝑥
• 𝑢=− 𝑑𝑥
𝑊
𝑦1 𝑓 𝑥
• 𝑣= 𝑑𝑥
𝑊
𝑦1 𝑦2 ′
• Where 𝑤 = 𝑦 ′ ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1 .
𝑦2
1

Prof. Sunil Thakare, SOE MIT SOE Pune 2


Problem
Ex.1 Solve by method of variation of parameter
𝐷2 + 1 𝑦 = cosec 𝑥 .

Solution: The auxiliary equation is 𝐷2 + 1 = 0 and roots are


𝐷 = ±𝑖 which are complex, hence the complementary function is
𝑦𝐶𝐹 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥
By method of variation of parameter, the particular integral is written
as 𝑦𝑃𝐼 = 𝑢𝑦1 + 𝑣𝑦2 , that means
𝑦𝑃𝐼 = 𝑢 cos 𝑥 + 𝑣 sin 𝑥

Where 𝑦1 = cos 𝑥 , 𝑦2 = sin 𝑥 , 𝑓 𝑥 = cosec 𝑥

Prof. Sunil Thakare, SOE MIT SOE Pune 3


To find parameter u and v use formulae
𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥
𝑊
𝑦1 𝑓 𝑥 𝑦1 𝑦2 ′
𝑣= 𝑑𝑥 where 𝑤 = 𝑦 ′ ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1 .
𝑦2
𝑊 1
𝑦1 𝑦2 cos 𝑥 sin 𝑥
𝑤 = 𝑦′ 𝑦2′ = = 1.
1 − sin 𝑥 cos 𝑥
𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥 = − sin 𝑥 cos𝑒𝑐 𝑥 𝑑𝑥 = −𝑥 .
𝑊

𝑦1 𝑓 𝑥
𝑣= 𝑑𝑥 = cos 𝑥 cos𝑒𝑐 𝑥 𝑑𝑥 = cot 𝑥 𝑑𝑥 = log sin 𝑥 .
𝑊

𝑦𝑃𝐼 = −𝑥 cos 𝑥 + sin 𝑥 log sin 𝑥 .


The general solution is y = CF + PI
𝑦 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 − 𝑥 cos 𝑥 + sin 𝑥 log sin 𝑥

Prof. Sunil Thakare, SOE MIT SOE Pune 4


Problem
Ex.2 Solve by method of variation of parameter
𝐷2 + 4 𝑦 = sec 2𝑥 .

Solution: The auxiliary equation is 𝐷2 + 4 = 0 and roots are


𝐷 = ±2𝑖 which are complex, hence the complementary function is
𝑦𝐶𝐹 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥
By method of variation of parameter, the particular integral is written
as 𝑦𝑃𝐼 = 𝑢𝑦1 + 𝑣𝑦2 , that means
𝑦𝑃𝐼 = 𝑢 cos 2𝑥 + 𝑣 sin 2𝑥

Where 𝑦1 = cos 2𝑥 , 𝑦2 = sin 2𝑥 , 𝑓 𝑥 = sec 2𝑥

Prof. Sunil Thakare, SOE MIT SOE Pune 5


To find parameter u and v use formulae
𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥
𝑊
𝑦1 𝑓 𝑥 𝑦1 𝑦2 ′
𝑣= 𝑑𝑥 where 𝑤 = 𝑦 ′ ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1 .
𝑦2
𝑊 1
𝑦1 𝑦2 cos 2𝑥 sin 2𝑥
𝑤 = 𝑦′ 𝑦2′ = = 2.
1 −2 sin 2𝑥 2 cos 2𝑥

𝑦2 𝑓 𝑥 1
𝑢=− 𝑑𝑥 = − sin 2𝑥 sec 2𝑥 𝑑𝑥 .
𝑊 2

1
𝑢=− tan 2𝑥 𝑑𝑥 .
2

1
𝑢= log cos 2𝑥 .
4

Prof. Sunil Thakare, SOE MIT SOE Pune 6


𝑦1 𝑓 𝑥 1
𝑣= 𝑑𝑥 = cos 2𝑥 𝑠𝑒𝑐 2𝑥 𝑑𝑥 .
𝑊 2

1 𝑥
𝑣= 1𝑑𝑥 = .
2 2

1 𝑥
𝑦𝑃𝐼 = log cos 2𝑥 cos 2𝑥 + sin 2𝑥 .
4 2

The general solution is y = CF + PI

1 𝑥
𝑦 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 + log cos 2𝑥 cos 2𝑥 + sin 2𝑥 .
4 2

Prof. Sunil Thakare, SOE MIT SOE Pune 7


Problem-practice
Ex.3 Solve by method of variation of parameter
𝐷2 + 4 𝑦 = 𝑡𝑎𝑛2𝑥
Solution: Compare with 𝜙 𝐷 𝑦 = 𝑓 𝑥
𝜙 𝐷 = 𝐷2 + 4 and 𝑓 𝑥 = tan 2𝑥
Auxiliary Equation 𝜙 𝐷 =0 ? 𝐷2 + 4 = 0

What are roots ?? 𝐷 = 2𝑖, −2𝑖


Complementary function ? 𝑦𝐶𝐹 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥

Particular integral by VPM? 𝑦𝑃𝐼 = 𝑢 cos 2𝑥 + 𝑣 sin 2𝑥


𝑦1 =? , 𝑦2 =? 𝑦1 = cos 2𝑥 , 𝑦2 = sin 2𝑥
𝑦1 𝑦2
𝑤 = 𝑦 ′ 𝑦 ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1′ 𝑤=2
1 2
Prof. Sunil Thakare, SOE MIT SOE Pune 8
Problem-practice
𝑢 =? formula 𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥
𝑊

𝑢 =? sin 2𝑥 1
𝑢= − log sec 2𝑥 + tan 2𝑥
4 4

𝑣 =? formula 𝑣=
𝑦1 𝑓 𝑥
𝑑𝑥
𝑊
𝑣 =? −cos 2𝑥
𝑣=
4
Particular integral ?? 𝑦𝑃𝐼 = 𝑢 cos 2𝑥 + 𝑣 sin 2𝑥
1
Put u and v and solve 𝑦𝑃𝐼 = − cos 2𝑥 log sec 2𝑥 + tan 2𝑥
4

General solution y = CF+PI


1
𝑦 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 − cos 2𝑥 log sec 2𝑥 + tan 2𝑥
4
Prof. Sunil Thakare, SOE MIT SOE Pune 9
Problem-practice
Ex.4 Solve by method of variation of parameter
𝑒 3𝑥
𝐷2
− 6𝐷 + 9 𝑦 =
𝑥2
Solution: Compare with 𝜙 𝐷 𝑦 = 𝑓 𝑥
𝑒 3𝑥
𝜙 𝐷 = 𝐷2
− 6𝐷 + 9 and 𝑓 𝑥 = 2
𝑥
Auxiliary Equation 𝜙 𝐷 = 0 ? 𝐷2 − 6𝐷 +9 =0
What are roots ?? 𝐷 = 3, 3
Complementary function ? 𝑦𝐶𝐹 = 𝑐1 𝑥 𝑒 3𝑥 + 𝑐2 𝑒 3𝑥
Particular integral by VPM? 𝑦𝑃𝐼 = 𝑢 𝑥 𝑒 3𝑥 + 𝑣 𝑒 3𝑥
𝑦1 =? , 𝑦2 =? 𝑦1 = 𝑥𝑒 3 , 𝑦2 = 𝑒 3𝑥
𝑦1 𝑦2 ′
𝑤 = 𝑦′ ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1
𝑦2 𝑤 = −𝑒 6𝑥
1
Prof. Sunil Thakare, SOE MIT SOE Pune 10
Problem-practice
𝑢 =? formula 𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥
𝑊

𝑢 =? 1
𝑢=−
𝑥

𝑣 =? formula 𝑣=
𝑦1 𝑓 𝑥
𝑑𝑥
𝑊
𝑣 =? 𝑣 = − log 𝑥

Particular integral ?? 𝑦𝑃𝐼 = 𝑢 𝑥 𝑒 3𝑥 + 𝑣 𝑒 3𝑥


1
Put u and v and solve 𝑦𝑃𝐼 = − 𝑥 𝑒 3𝑥 − 𝑒 3𝑥 log 𝑥
𝑥
General solution y = CF+PI
𝑦 = 𝑐1 𝑥 𝑒 3𝑥 + 𝑐2 𝑒 3𝑥 − 𝑒 3𝑥 1 + log 𝑥

Prof. Sunil Thakare, SOE MIT SOE Pune 11


Problem-practice
Ex.5 Solve by method of variation of parameter
𝐷2 − 2𝐷 + 1 𝑦 = 𝑒 𝑥 log 𝑥
Solution: Compare with 𝜙 𝐷 𝑦 = 𝑓 𝑥
𝜙 𝐷 = 𝐷2 − 2𝐷 + 1 and 𝑓 𝑥 = 𝑒 𝑥 log 𝑥
Auxiliary Equation 𝜙 𝐷 = 0 ? 𝐷2 − 2𝐷 + 1 = 0
What are roots ?? 𝐷 = 1, 1
Complementary function ? 𝑦𝐶𝐹 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥 𝑒 𝑥
Particular integral by VPM? 𝑦𝑃𝐼 = 𝑢 𝑒 𝑥 + 𝑣 𝑥 𝑒 𝑥
𝑦1 =? , 𝑦2 =? 𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑥 𝑒 𝑥
𝑦1 𝑦2 ′
𝑤 = 𝑦′ ′ = 𝑦1 𝑦′2 − 𝑦2 𝑦1
𝑦2 𝑤 = 𝑒 2𝑥
1
Prof. Sunil Thakare, SOE MIT SOE Pune 12
Problem-practice
𝑢 =? formula 𝑦2 𝑓 𝑥
𝑢=− 𝑑𝑥
𝑊

𝑢 =? 𝑥2 𝑥2
𝑢=− log 𝑥 −
2 4

𝑣 =? formula 𝑣=
𝑦1 𝑓 𝑥
𝑑𝑥
𝑊
𝑣 =? 𝑣 = 𝑥 log 𝑥 − 𝑥

Particular integral ?? 𝑦𝑃𝐼 = 𝑢𝑒 𝑥 + 𝑣 𝑥 𝑒 𝑥


1 2 𝑥
Put u and v and solve 𝑦𝑃𝐼 = 𝑥 𝑒 2 log 𝑥 − 3
4

General solution y = CF+PI


𝑥 𝑥
1 2 𝑥
𝑦 = 𝑐1 𝑒 + 𝑐2 𝑥 𝑒 + 𝑥 𝑒 2 log 𝑥 − 3
4
Prof. Sunil Thakare, SOE MIT SOE Pune 13
Exercise
 1) 𝐷 2 + 9 𝑦 = sec 3𝑥 .
1 𝑥
 Answer: 𝑦𝐶𝐹 = 𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥 , 𝑤 = 3, 𝑢 = log cos 3𝑥 , 𝑣 = .
9 3

 2) 𝐷 2 − 4𝐷 + 4 𝑦 = 𝑒 2𝑥 sec 2 𝑥 .
 Answer: 𝑦𝐶𝐹 = 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥 + 𝑒 2𝑥 log sec 𝑥 .
 3) 𝐷 2 + 1 𝑦 = tan 𝑥 .
 Answer: 𝑦𝐶𝐹 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 − cos 𝑥 log sec 𝑥 + tan 𝑥 .

2 𝑒 3𝑥
 4) 𝐷 − 𝐷 + 9 𝑦 = .
𝑥2

1
 Answer: 𝑦𝐶𝐹 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑥 𝑒 3𝑥 , 𝑤 = 𝑒 6𝑥 , 𝑢 = − , 𝑣 = − log 𝑥 .
𝑥

 5) 𝐷 2 + 1 𝑦 = cot 𝑥 .
 Answer: 𝑦𝐶𝐹 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 − sin 𝑥 log cosec 𝑥 − cot 𝑥 .
Prof. Sunil Thakare, SOE MIT SOE Pune 14
Cauchy’s and Legendre’s Homogeneous Linear Differential Equation

• Equations Reducible to Linear Differential Equations with Constant


Coefficients:

• Let us consider now two types of differential equations with variable


coefficients which can be reduced into the linear differential equations with
constant coefficients by using suitable substitution for variable.

• There are following two types of differential equations with variable


coefficients

• 1) Cauchy's or Euler's Homogeneous Linear Differential Equation

• 2) Legendre's Homogeneous Linear Differential Equation

Prof. Sunil Thakare, SOE MIT SOE Pune 15


1) Cauchy’s or Euler’s Homogeneous Linear Differential Equation

• Cauchy's or Euler's Homogeneous Linear Differential Equation:

• The differential equation of the form

𝑑 𝑦 𝑛 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
• 𝑎0 𝑥 𝑛 𝑛 + 𝑎1 𝑥 𝑛−1 + 𝑎2 𝑥 𝑛−2 +⋅⋅⋅⋅⋅⋅ 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑦 = 𝑓 𝑥
𝑑𝑥 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2 𝑑𝑥

• is called Cauchy's Homogeneous Linear Differential Equation. It is also


called Euler's Homogeneous Linear Differential Equation.

• Where 𝑎0 , 𝑎1 , … , 𝑎𝑛 are constants and 𝑓 𝑥 is a function of x

• This can be reduced it into linear differential equations with constant


coefficients, use following substitutions (change of variable )

𝑑
• Put 𝑧 = log 𝑥 𝑜𝑟 𝑥 = 𝑒 𝑧 . Let us denote 𝐷 =
𝑑𝑧

Prof. Sunil Thakare, SOE MIT SOE Pune 16


1) Cauchy’s or Euler’s Homogeneous Linear Differential Equation

𝑑𝑧 1
• By differentiating z with respect to x we get = .
𝑑𝑥 𝑥
𝑑𝑧
• Now we can write it as 𝑥 =1
𝑑𝑥
𝑑𝑧 𝑑𝑦
• By adjusting derivative term 𝑥 =1
𝑑𝑦 𝑑𝑥
𝑑𝑦 𝑑𝑦
• Thus 𝑥 = = 𝐷𝑦
𝑑𝑥 𝑑𝑧
𝑑𝑦
• So Put 𝑥 = 𝐷𝑦 ,
𝑑𝑥
𝑑 𝑦2
• Similarly, we can obtain 𝑥2 2 =𝐷 𝐷−1 𝑦 ,
𝑑𝑥
𝑑 𝑦 3
• 𝑥3 3 = 𝐷 𝐷 − 1 (𝐷 − 2)𝑦 and so on.
𝑑𝑥
• By substituting these terms in the Cauchy’s Differential equation it will be
reduced into LDE with constant coefficient and then solve it to get solution
by method of LDE.

Prof. Sunil Thakare, SOE MIT SOE Pune 17


Problem
2
𝑑 𝑦 𝑑𝑦
• Ex.1 Solve 𝑥2 2 − 3𝑥 + 5𝑦 = 𝑥 2 sin log 𝑥 .
𝑑𝑥 𝑑𝑥

• Solution : - This is Cauchy’s linear differential equations

𝑑
• To solve this put 𝑧 = log 𝑥 𝑜𝑟 𝑥 = 𝑒 𝑧 and denote 𝐷 = ,
𝑑𝑧

𝑑𝑦 𝑑 𝑦 2
• Put 𝑥 = 𝐷𝑦 and 𝑥2 2 =𝐷 𝐷−1 𝑦.
𝑑𝑥 𝑑𝑥

• So we can write given differential equations as

• 𝐷 𝐷 − 1 𝑦 − 3𝐷𝑦 + 5𝑦 = 𝑒 2𝑧 sin 𝑧

• Simplify LHS
Prof. Sunil Thakare, SOE MIT SOE Pune 18
• 𝐷2 − 4𝐷 + 5 𝑦 = 𝑒 2𝑧 sin 𝑧

• Auxiliary equation 𝐷2 − 4𝐷 + 5 = 0

• Roots : 𝐷 = 2 + 𝑖, 2 − 𝑖

• Complementary function :

• 𝑦𝐶𝐹 = 𝑒 2𝑧 𝑐1 cos 𝑧 + 𝑐2 sin 𝑧 .

• Particular integral : -

1
• 𝑦𝑃𝐼 = 𝑒 2𝑧 sin 𝑧
𝐷 2 −4𝐷+5

• Now use short cut method IV: write exponential term 𝑒 2𝑧 first
and replace 𝐷 by 𝐷 + 2
Prof. Sunil Thakare, SOE MIT SOE Pune 19
1
• 𝑦𝑃𝐼 = 𝑒 2𝑧 sin 𝑧
𝐷+2 2 −4 𝐷+2 +5

• Simplify RHS, so we will get

1
• 𝑦𝑃𝐼 = 𝑒 2𝑧 sin 𝑧
𝐷2 +1

• By short cut method II, put 𝐷2 = −1

• But if we put 𝐷2 = −1 then denominator is zero, so use


second step formula of short cut method II.
𝑧
• 𝑦𝑃𝐼 = 𝑒 2𝑧 sin 𝑧
2𝐷

1
• Now is integration, so
𝐷

Prof. Sunil Thakare, SOE MIT SOE Pune 20


2𝑧 𝑧 𝑧𝑒 2𝑧
• 𝑦𝑃𝐼 = −𝑒 cos 𝑧 =− cos 𝑧
2 2

• The general solution is 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼

𝑧𝑒 2𝑧
• 𝑦= 𝑒 2𝑧 𝑐1 cos 𝑧 + 𝑐2 sin 𝑧 − cos 𝑧
2

• put 𝑧 = log 𝑥 𝑜𝑟 𝑥 = 𝑒 𝑧 .

• Hence the general solution is

2 𝑥 2 log 𝑥
• 𝑦 = 𝑥 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 − cos log 𝑥 .
2

Prof. Sunil Thakare, SOE MIT SOE Pune 21


Problem - practice

𝑑 𝑦2 𝑑𝑦 sin log 𝑥
• Ex.2 Solve 𝑥2 2 + 3𝑥 +𝑦 = .
𝑑𝑥 𝑑𝑥 𝑥

• Solution : - This is Cauchy’s linear differential equations

• To solve this put z = ??

𝑑
• 𝑧 = log 𝑥 𝑜𝑟 𝑥 = 𝑒𝑧 and denote 𝐷 = ,
𝑑𝑧

𝑑𝑦
• Put 𝑥 =? ?
𝑑𝑥

𝑑𝑦
• 𝑥 = 𝐷𝑦
𝑑𝑥

Prof. Sunil Thakare, SOE MIT SOE Pune 22


𝑑 𝑦 2
• 𝑥 2 =? ? .
𝑑𝑥 2

𝑑 𝑦 2
• 𝑥 2 =𝐷 𝐷−1 𝑦.
𝑑𝑥 2

• So we can write given differential equations as ??

• 𝐷 𝐷 − 1 𝑦 + 3𝐷𝑦 + 𝑦 = 𝑒 −𝑧 sin 𝑧 , now simplify LHS

• 𝐷2 + 2𝐷 + 1 𝑦 = 𝑒 −𝑧 sin 𝑧

• Auxiliary equation ??

• 𝐷2 + 2𝐷 + 1 = 0

• Roots ??

• 𝐷 = −1, −1
Prof. Sunil Thakare, SOE MIT SOE Pune 23
• Complementary function ??

• 𝑦𝐶𝐹 = 𝑐1 + 𝑐2 𝑧 𝑒 −𝑧 .

• Particular integral ??

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
𝐷 2 +2𝐷+1

• Now use short cut method IV: write exponential term 𝑒 −𝑧 first
and replace 𝐷 by 𝐷 − 1 ??

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧 , now simplify RHS ??
𝐷−1 2 +2 𝐷−1 +1

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
𝐷2

Prof. Sunil Thakare, SOE MIT SOE Pune 24


• Now use short cut method II: put 𝐷2 = −1 ??

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
−1

• 𝑦𝑃𝐼 = −𝑒 −𝑧 sin 𝑧

• The general solution is ??

• 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼 ??

• 𝑦 = 𝑐1 + 𝑐2 𝑧 𝑒 −𝑧 −𝑒 −𝑧 sin 𝑧

• Now put 𝑧 = log 𝑥 𝑜𝑟 𝑥 = 𝑒 𝑧 ,

• Hence the general solution is ??

• 𝑦 = 𝑐1 + 𝑐2 log 𝑥 𝑥 −1 − 𝑥 −1 sin log 𝑥 .


Prof. Sunil Thakare, SOE MIT SOE Pune 25
2) Legendre’s Homogeneous Linear Differential Equation

• Legendre's Homogeneous Linear Differential Equation:

• The differential equation of the form

𝑛 𝑛−1 𝑦
• 𝑎0 𝑎𝑥 + 𝑏 𝑛𝑑 𝑦 + 𝑎1 𝑎𝑥 + 𝑏 𝑛−1 𝑑 +. . . . . . 𝑎𝑥 + 𝑏
𝑑𝑦
+ 𝑎𝑛 𝑦 = 𝑓 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

• is called Legendre’s Homogeneous Linear Differential Equation.

• Where 𝑎0 , 𝑎1 , … , 𝑎𝑛 , 𝑎, 𝑏 are constants and 𝑓 𝑥 is a function of x.

• This equation can be reduced into linear differential equations with constant
coefficients, use following substitutions (change of variable )

𝑑
• Put 𝑧 = log 𝑎𝑥 + 𝑏 𝑜𝑟 𝑎𝑥 + 𝑏 = 𝑒 𝑧 . Let us denote 𝐷 =
𝑑𝑧

Prof. Sunil Thakare, SOE MIT SOE Pune 26


2) Legendre’s Homogeneous Linear Differential Equation

𝑑𝑧 𝑎
• By differentiating z with respect to x we get = .
𝑑𝑥 𝑎𝑥+𝑏
𝑑𝑧
• Now we can write it as 𝑎𝑥 + 𝑏 =𝑎
𝑑𝑥
𝑑𝑧 𝑑𝑦
• By adjusting derivative term 𝑎𝑥 + 𝑏 =𝑎
𝑑𝑦 𝑑𝑥
𝑑𝑦 𝑑𝑦
• Thus 𝑎𝑥 + 𝑏 =𝑎 =𝑎 𝐷𝑦
𝑑𝑥 𝑑𝑧
𝑑𝑦
• So Put 𝑎𝑥 + 𝑏 = 𝑎 𝐷𝑦,
𝑑𝑥
2
• Similarly, we can obtain 𝑎𝑥 + 𝑏 2𝑑 𝑦 = 𝑎2 𝐷 𝐷 − 1 𝑦 ,
𝑑𝑥 2
3
• 𝑎𝑥 + 𝑏 3𝑑 𝑦 = 𝑎3 𝐷 𝐷 − 1 (𝐷 − 2)𝑦 and so on.
𝑑𝑥 3
• By substituting these terms in the Legendre’s Differential equation it will be
reduced into LDE with constant coefficient and then solve it to get solution by
method of LDE.

Prof. Sunil Thakare, SOE MIT SOE Pune 27


Problem
• Ex.1 Solve Legendre’s linear differential equations

2
2𝑑 𝑦 𝑑𝑦
• 1+𝑥 + 1+𝑥 + 𝑦 = 4 𝑐𝑜𝑠 1𝑜𝑔 1 + 𝑥 .
𝑑𝑥 2 𝑑𝑥

• Solution : -

• To solve this put 𝑧 = log 𝑥 + 1 𝑜𝑟 𝑥 + 1 = 𝑒 𝑧 and

𝑑
• Let us denote 𝐷 = ,
𝑑𝑧

𝑑𝑦 2
• Put 𝑥 + 1 = 𝐷𝑦 and 𝑥 + 1 2𝑑 𝑦 =𝐷 𝐷−1 𝑦.
𝑑𝑥 𝑑𝑥 2

• So we can write given differential equations as


Prof. Sunil Thakare, SOE MIT SOE Pune 28
• 𝐷 𝐷 − 1 𝑦 + 𝐷𝑦 + 𝑦 = 4 co𝑠 𝑧 Simplify LHS

• 𝐷2 + 1 𝑦 = 4 co𝑠 𝑧

• Auxiliary equation 𝐷2 + 1 = 0

• Roots : 𝐷 = 𝑖, −𝑖

• Complementary function : 𝑦𝐶𝐹 = 𝑒 0𝑧 𝑐1 cos 𝑧 + 𝑐2 sin 𝑧 .

• Particular integral : -

1
• 𝑦𝑃𝐼 = 4 co𝑠 𝑧
𝐷 2 +1

1
• 𝑦𝑃𝐼 = 4 co𝑠 𝑧 by short cut method II, put 𝐷2 = −1
𝐷 2 +1

• But if we put 𝐷2 = −1 then denominator is zero.


Prof. Sunil Thakare, SOE MIT SOE Pune 29
𝑧
• 𝑦𝑃𝐼 = 4 cos 𝑧
2𝐷

1
• Now is integration, so
𝐷

𝑧
• 𝑦𝑃𝐼 = 4 sin 𝑧 = 2 𝑧 sin 𝑧
2

• The general solution is 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼

• 𝑦 = 𝑐1 cos 𝑧 + 𝑐2 sin 𝑧 + 2 𝑧 sin 𝑧

• Put 𝑧 = log 𝑥 + 1 𝑜𝑟 𝑥 + 1 = 𝑒 𝑧 ,

• Hence the general solution is

• 𝑦 = 𝑐1 cos log 𝑥 + 1 + 𝑐2 sin log 𝑥 + 1 +

+2 log 𝑥 + 1 sin log 𝑥 + 1 .


Prof. Sunil Thakare, SOE MIT SOE Pune 30
Problem - practice
• Ex.2 Solve Legendre’s linear differential equations

2
2𝑑 𝑦 𝑑𝑦 sin log 2𝑥+1
• 2𝑥 + 1 + 6 2𝑥 + 1 + 4𝑦 = 4 .
𝑑𝑥 2 𝑑𝑥 2𝑥+1

• Solution : - To solve this put z = ??

• 𝑧 = log 2𝑥 + 1 𝑜𝑟 2𝑥 + 1 = 𝑒 𝑧 and

𝑑
• Let us denote 𝐷 = ,
𝑑𝑧

𝑑𝑦
• Put 2𝑥 + 1 =? ?
𝑑𝑥

𝑑𝑦
• 2𝑥 + 1 = 2𝐷𝑦
𝑑𝑥
Prof. Sunil Thakare, SOE MIT SOE Pune 31
2
• 2𝑥 + 1 2𝑑 𝑦 =? ? .
𝑑𝑥 2

2
• 2𝑥 + 1 2𝑑 𝑦 = 4𝐷 𝐷 − 1 𝑦 .
𝑑𝑥 2

• So we can write given differential equations as ??

• 4𝐷 𝐷 − 1 𝑦 + 12𝑦 + 4𝑦 = 4 𝑒 −𝑧 sin 𝑧

• Simplify LHS??

• 4 𝐷2 + 2𝐷 + 1 𝑦 = 4𝑒 −𝑧 sin 𝑧 -- cancel 4 form both sides ?

• 𝐷2 + 2𝐷 + 1 𝑦 = 𝑒 −𝑧 sin 𝑧

• Auxiliary equation ??

• 𝐷2 + 2𝐷 + 1 = 0 Roots ??
Prof. Sunil Thakare, SOE MIT SOE Pune 32
• 𝐷 = −1, −1

• Complementary function ??

• 𝑦𝐶𝐹 = 𝑐1 + 𝑐2 𝑧 𝑒 −𝑧 .

• Particular integral ??

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
𝐷 2 +2𝐷+1

• Now use short cut method IV: write exponential term 𝑒 −𝑧 first
and replace 𝐷 by 𝐷 − 1 ??

−𝑧 1
• 𝑦𝑃𝐼 = 𝑒 sin 𝑧
𝐷−1 2 +2 𝐷−1 +1

Prof. Sunil Thakare, SOE MIT SOE Pune 33


• Simplify LHS

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
𝐷2

• Now use short cut method II: put 𝐷2 = −1 ??

1
• 𝑦𝑃𝐼 = 𝑒 −𝑧 sin 𝑧
−1

• 𝑦𝑃𝐼 = −𝑒 −𝑧 sin 𝑧

• The general solution is ??

• 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼 ??

• 𝑦 = 𝑐1 + 𝑐2 𝑧 𝑒 −𝑧 −𝑒 −𝑧 sin 𝑧 .

Prof. Sunil Thakare, SOE MIT SOE Pune 34


• Now put 𝑧 = log 2𝑥 + 1 𝑜𝑟 2𝑥 + 1 = 𝑒 𝑧 ,

• Hence the general solution is ??

• 𝑦 = 𝑐1 + 𝑐2 log 2𝑥 + 1 2𝑥 + 1 −1 −
−1
− 2𝑥 + 1 sin log 2𝑥 + 1 .

Prof. Sunil Thakare, SOE MIT SOE Pune 35


Exercise
𝑑 𝑦 2 𝑑𝑦
 1) Solve 𝑥2 2 − 4𝑥 + 6𝑦 = 𝑥 5 .
𝑑𝑥 𝑑𝑥
𝑥5
Answer: y = 𝑐1 𝑥2 + 𝑐2 𝑥3 + .
6
𝑑 𝑦 2 𝑑𝑦
 2) Solve 𝑥2 2 +𝑥 = sin 2 log 𝑥 .
𝑑𝑥 𝑑𝑥
1
Answer: 𝑦 = 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 − sin 2log 𝑥 .
3
𝑑 𝑦 2 𝑑𝑦
 3) 𝑥2 2 − 3𝑥 + 5𝑦 = 𝑥 2 .
𝑑𝑥 𝑑𝑥

Answer: 𝑦 = 𝑥 2 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 + 𝑥2.


𝑑 𝑦 3 2
𝑑 𝑦
 4) 𝑥 3 + 𝑥 2 − 2𝑦 = 𝑥 + 𝑥 −3 .
𝑑𝑥 3 𝑑𝑥 2
𝑥 𝑥 −3
Answer: 𝑦 = 𝑐1 cos log 𝑥 + 𝑐2 sin log 𝑥 + 𝑐3 𝑥2 − − .
2 50

Prof. Sunil Thakare, SOE MIT SOE Pune 36


Exercise
𝑑 𝑦 2 𝑑𝑦
 5) Solve (2𝑥 + 1)2 2 + 2 2𝑥 + 1 + 4𝑦 = 4 sin 2 log(2𝑥 + 1) .
𝑑𝑥 𝑑𝑥

Answer:
1
y = c1 cos 2 log 2𝑥 + 1 + c2 sin 2 log 2𝑥 + 1 − sin 2 log 2𝑥 + 1 .
3
2
 6) Solve 𝑥 + 1 2𝑑 𝑦 + 𝑥+1
𝑑𝑦
= cos 2 log 𝑥 + 1 .
𝑑𝑥 2 𝑑𝑥
1
Answer: 𝑦 = 𝑐1 cos log 𝑥 + 1 + 𝑐2 sin log 𝑥 + 1 − cos 2 log 𝑥 + 1 .
3
2
2𝑑 𝑦 𝑑𝑦
 7) 3𝑥 + 2 − 45 3𝑥 + 2 + 36𝑦 = 9 3𝑥 + 2 2 .
𝑑𝑥 2 𝑑𝑥
4 1
Answer: 𝑦 = 𝑐1 3𝑥 + 2 + 𝑐2 3𝑥 + 2 + 3𝑥 + 2 2 .
3

Prof. Sunil Thakare, SOE MIT SOE Pune 37

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