MTH166

MTH174

Lecture-7
UNIT 2

Linear Differential Equations

(LDE)
Unit 2: Differential Equations of Higher Order

(Book: Advanced Engineering Mathematics by R.K.Jain and S.R.K Iyengar,Chapter-5)

Topic:

Linear Differential Equations (LDE)

Learning Outcomes:

1. Identification of Linear Differential Equations (LDE).

2. Necessary and Sufficient condition for LDE to be Normal on an interval

Linear Differential Equations (LDE):
A linear differential equation of order 𝑛 is written as:
>? @ >?DE @ >@
𝑎= >A? + 𝑎C >A?DE + −−− +𝑎GHC >A + 𝑎G 𝑦 = 𝑟(𝑥) (1)
or
𝑎=𝑦 G + 𝑎C𝑦 GHC +−−−− +𝑎GHC𝑦 M + 𝑎G 𝑦 = 𝑟(𝑥) (1)
For example, a second order LDE is written as:
𝑎=𝑦 MM + 𝑎C𝑦 M + 𝑎N𝑦 = 𝑟(𝑥) (2)
* If 𝑟 𝑥 = 0, then LDE is called Homogeneous LDE.
* If 𝑟 𝑥 ≠ 0, then LDE is called Non-Homogeneous LDE.
* If 𝑎=, 𝑎C,−− −, 𝑎G are all constants, then LDE is called LDE with constant coefficients.
* If 𝑎=, 𝑎C,−− −, 𝑎G are not all constants, then it is called LDE with variable coefficients.
Classify the following LDE:
1. 𝑦 MM + 4𝑦 M + 3𝑦 = 𝑥 N𝑒 A
It is a 2nd order Non-homogeneous LDE with constant coefficients.
2. 𝑦 MM + 2𝑦 M + 𝑦 = sin 𝑥
It is a 2nd order Non-homogeneous LDE with constant coefficients.
3. 𝑥 N𝑦 MM + 𝑥𝑦 M + 𝑥 N − 4 𝑦 = 0
It is a 2nd order Homogeneous LDE with variable coefficients.
4. (1 − 𝑥 N)𝑦 MM − 2𝑥𝑦 M + 20𝑦 = 0
It is a 2nd order Homogeneous LDE with variable coefficients.
 Polling Question

The equation: 𝒚MM + 𝟒𝒚M + 𝒙𝒚 = 𝒙𝟐 𝒆𝒙 is:

(A) 1st order Homogeneous LDE with variable coefficients.

(B) 2nd order Homogeneous LDE with constant coefficients.

(C) 2nd order Non-homogeneous LDE with variable coefficients.

(D) 2nd order Non-homogeneous LDE with constant coefficients.

Necessary and Sufficient condition for LDE to be Normal on an interval:
A linear differential equation of order 𝑛:
𝑎=𝑦 G + 𝑎C𝑦 GHC +−−−− +𝑎GHC𝑦 M + 𝑎G 𝑦 = 𝑟(𝑥) (1)
is said to be normal on an interval 𝐼 if:
1. 𝑎=, 𝑎C,−− −, 𝑎G and 𝑟(𝑥) are all continuous on an interval 𝐼
2. 𝑎= ≠ 0
* In homogeneous LDE (𝑟(𝑥)=0), the problem arises only because of 𝑎= ≠ 0.
* In non-homogeneous LDE 𝑟(𝑥) ≠ 0 , the problem arises due to 𝑎= ≠ 0 and
also due to domain of 𝑟(𝑥).
* In almost all numerical 𝑎=, 𝑎C,−− −, 𝑎G are all continuous, so first condition
automatically holds. We are focused on second condition only.
Find the intervals on which the following differential equations are normal.
Problem 1. 𝟏 − 𝒙𝟐 𝒚MM − 𝟐𝒙𝒚M + 𝟑𝒚 = 𝟎
Solution: 1 − 𝑥 N 𝑦 MM − 2𝑥𝑦 M + 3𝑦 = 0 (1)
Comparing with: 𝑎= 𝑦 MM + 𝑎C 𝑦 M + 𝑎N 𝑦 = 0

𝑎= = 1 − 𝑥 N
1. 𝑎C = −2𝑥 _ Being polynomials, 𝑎= , 𝑎C , 𝑎N are all continuous on (−∞, ∞)
𝑎N = 3
2. 𝑎= ≠ 0 ⇒ 1 − 𝑥N ≠ 0 ⇒ 𝑥N ≠ 1 ⇒ 𝑥 ≠ ±1

Thus, LDE (1) is normal on subintervals: −∞, −1 , −1,1 , 1, ∞ .

Problem 2. 𝒙𝟐 𝒚MM + 𝒙𝒚M + 𝒏𝟐 − 𝒙𝟐 𝒚 = 𝟎; 𝒏 is real.
Solution: 𝑥 N𝑦 MM + 𝑥𝑦 M + 𝑛N − 𝑥 N 𝑦 = 0 (1)
Comparing with: 𝑎=𝑦 MM + 𝑎C𝑦 M + 𝑎N𝑦 = 0

𝑎= = 𝑥 N
1. 𝑎C = 𝑥 _ Being polynomials, 𝑎=, 𝑎C, 𝑎N are all continuous on (−∞, ∞)
𝑎N = 𝑛 N − 𝑥 N
2. 𝑎= ≠ 0 ⇒ 𝑥N ≠ 0 ⇒𝑥≠0

Thus, LDE (1) is normal on subintervals: −∞, 0 , 0, ∞ .

Problem 3. 𝒙(𝟏 − 𝒙)𝒚MM − 𝟑𝒙𝒚M − 𝒚 = 𝟎
Solution: 𝑥(1 − 𝑥)𝑦 MM − 3𝑥𝑦 M − 𝑦 = 0 (1)
Comparing with: 𝑎=𝑦 MM + 𝑎C𝑦 M + 𝑎N𝑦 = 0

𝑎= = 𝑥 1 − 𝑥
1. 𝑎C = −3𝑥 e Being polynomials, 𝑎=, 𝑎C, 𝑎N are all continuous on (−∞, ∞)
𝑎N = −1
2. 𝑎= ≠ 0 ⇒𝑥 1−𝑥 ≠0 ⇒ 𝑥 ≠ 0, 𝑥 ≠ 1

Thus, LDE (1) is normal on subintervals: −∞, 0 , 0,1 , 1, ∞ .

Problem 4. 𝒚MM + 𝟗𝒚M + 𝒚 = 𝐥𝐨𝐠 𝒙𝟐 − 𝟗
Solution: 𝑦 MM + 9𝑦 M + 𝑦 = log 𝑥 N − 9 (1)
Comparing with: 𝑎= 𝑦 MM + 𝑎C 𝑦 M + 𝑎N 𝑦 = 𝑟(𝑥)

𝑎= = 1
1. 𝑎C = 9 e Being constants, 𝑎= , 𝑎C , 𝑎N are all continuous on (−∞, ∞)
𝑎N = 1
Also 𝑟(𝑥) = log 𝑥 N − 9 will be defined if 𝑥 N − 9 > 0 i.e. 𝑥 N > 9
⇒ 𝑥 >3 ⇒ −∞ < 𝑥 < −3 and 3 < 𝑥 < ∞
2. 𝑎= ≠ 0 ⇒ 1 ≠ 0 which is true.

Thus, LDE (1) is normal on subintervals: −∞, −3 , 3, ∞ .

Problem 5. 𝒙𝒚MM + 𝟔𝒙𝒚M + 𝟏𝟓𝒚 = 𝐥𝐨𝐠 𝒙𝟒 − 𝟐𝟓𝟔
Solution: 𝑥𝑦 MM + 6𝑥𝑦 M + 15𝑦 = log 𝑥 q − 256 (1)
Comparing with: 𝑎= 𝑦 MM + 𝑎C 𝑦 M + 𝑎N 𝑦 = 𝑟(𝑥)

𝑎= = 𝑥
1. 𝑎C = 6𝑥 _ 𝑎C , 𝑎N are all continuous on −∞, ∞ , but 𝑎= is continuous on (0, ∞)
𝑎N = 15
Also 𝑟(𝑥) = log 𝑥 q − 256 will be defined if 𝑥 q − 256 > 0 i.e. 𝑥 q > 256
⇒ 𝑥 >4 ⇒ −∞ < 𝑥 < −4 and 4 < 𝑥 < ∞
2. 𝑎= ≠ 0 ⇒ 𝑥≠0⇒𝑥>0 (Square root of a negative number is not defined)

Thus, LDE (1) is normal on subintervals: 4, ∞ .

 Polling Question

A linear differential equation: 𝒂𝟎 𝒚MMM + 𝒂𝟏 𝒚MM + 𝒂𝟐 𝒚M + 𝒂𝟑 𝒚 = 𝟎 is said to

be normal on an interval 𝑰 if:
(A) 𝑎= , 𝑎C , 𝑎N , 𝑎t and 𝑟(𝑥) are all continuous on an interval 𝐼 and 𝑎= ≠ 0
(B) 𝑎= , 𝑎C , 𝑎N , 𝑎t are all continuous on an interval 𝐼 and 𝑎= ≠ 0
(C) 𝑎= ≠ 0
Problem 6. 𝒚MM +𝟑𝒚M + 𝒙𝒚 = 𝒔𝒊𝒏 𝒙
Solution: 𝑦 MM + 3𝑦 M + 𝑥𝑦 = 𝑠𝑖𝑛 𝑥 (1)
Comparing with: 𝑎= 𝑦 MM + 𝑎C 𝑦 M + 𝑎N 𝑦 = 𝑟(𝑥)

𝑎= = 1
1. 𝑎C = 3 _ 𝑎= , 𝑎C are all continuous on (−∞, ∞), but 𝑎N is continuous on (0, ∞)
𝑎N = 𝑥
Also 𝑟 𝑥 = sin 𝑥 is continuous on (−∞, ∞).
2. 𝑎= ≠ 0 ⇒ 1 ≠ 0 which is true.

Thus, LDE (1) is normal on subintervals: 0, ∞ .