Calculus and Linear Algebra: Mathematics-I (21MAB101T) Department of Mathematics SRM Institute of Science and Technology

CALCULUS AND LINEAR ALGEBRA
MATHEMATICS-I
(21MAB101T)
DEPARTMENT OF MATHEMATICS
SRM Institute of Science and Technology
Dr. B. Bira (SRMIST) Calculus and Linear Algebra 1 / 58

Ordinary Differential Equations(ODEs) Unit-III
Order: The order of a differential equation is the order of the highest
derivative of the dependent variable present in the equation.
Degree: The degree of a differential equation is the degree of the highest

derivative of the dependent variable present in the equation.
d2y
1
dx 2
+ 3 dy
dx + y = e
−2x , (Here order=2, Degree=1)
2
d2y dy
2
dx 2
+3 dx + 2y = sin 3x, (Here order=2, Degree=1)
2
d2y
3
dx 2
+ 2 dy
dx + y = 5x, (Here order=2, Degree=2)
Solution: The functional relation between the dependent variable and the
independent variable satisfying differential equation is called the solution
for that differential equation.
Linear D.E. with constant coefficients Unit-III
The ODE of the form
d ny d n−1 y d n−2 y
a0 + a 1 + a 2 + · · · · · · +an y = f (x), (1)
dx n dx n−1 dx n−2
where a0 , a1 , a2 , · · · · an are constants is called linear differential equation
with constant coefficients.
Let us take
d d2 2 d3 3 dn
= D, = D , = D , · · · · · · = D n,
dx dx 2 dx 3 dx n
then the equation (1) can be written as
(a0 D n + a1 D n−1 + a2 D n−2 + · · · · · · +an )y = f (x),

⇒ F (D)y = f (x). (2)

The complete solution of (2) can be obtain in two steps:

1 Finding the Complementary Function (C.F) from F (D)y = 0
2 Finding the Particular Integral (P.I) from F (D)y = f (x)
Then the complete solution can be written as C .S = C .F + P.I .
How to find C.F
Step-1: Write the auxiliary equation putting D = m in F (D) = 0 i.e
a0 mn + a1 mn−1 + a2 mn−2 + · · · · · · +an = 0. (3)
Step-2: Solve the auxiliary equation (6) and obtain n roots, let them be
m1 , m2 , · · · ·mn , which may gives the following cases:

Case-I: Let all the roots m1 , m2 , · · · ·mn are real and distinct i.e
m1 6= m2 6= m3 · · · · =
6 mn , then write the C.F as
C .F = c1 e m1 x + c2 e m2 x + c3 e m3 x + · · · · +cn e mn x .
Case-II: Let all the roots are real where some roots are equal and some are
distinct say m1 = m2 = m3 and m4 6= m5 · · · · =6 mn , then write the C.F as
C .F = (c1 + c2 x + c3 x 2 )e m1 x + c4 e m4 x + · · · · +cn e mn x .
Case-III: Let the roots are complex say m = α ± i β, then write the C.F as
C .F = e αx (c1 cos βx + c2 sin βx).

d2y
Example: Solve dx 2
− 7 dy
dx + 12y = 0.
d2
Solution: Taking d
dx = D, dx 2
= D 2 in the given equation, we get
(D 2 − 7D + 12)y = 0 ⇒ F (D)y = 0.
Now write the auxiliary equation by putting D = m in
F (D) = 0 ⇒ m2 − 7m + 12 = 0 ⇒ (m − 3)(m − 4) = 0 ⇒ m = 3, 4.
Let m1 = 3 and m2 = 4, which are real and distinct i.e m1 6= m2 .

∴ The C.F is given by
C .F = c1 e m1 x + c2 e m2 x = c1 e 3x + c2 e 4x .
Here there is no need to find P.I as f (x) = 0.

Example: Solve (D 3 + 3D 2 + 2D + 2)y = 0.
Solution: Now write the auxiliary equation by putting D = m in
F (D) = 0 ⇒ m3 + 3m2 + 2m + 2 = 0.
Solving the above auxiliary equation as:

√
2 −1 ± i 3
(m + 2)(m + m + 2) = 0 ⇒ m = −2, .
2
√ √
−1 3 −1 3
Let m1 = −2 and m = 2 ± i 2 = α + i β with α = 2 , β= 2 .
C .F = c1 e m1 x + e αx (c2 cos βx + c3 sin βx).
1
√ √
C .F = c1 e −2x + e − 2 x c2 cos 23 x +3 sin 23 x .
Here there is no need to find P.I as f (x) = 0.
How to find P.I

Let F (D)y = f (x) be a given differential equation, in this case if f (x) = 0
i.e F (D)y = 0, then only C.F is the complete solution if f (x) 6= 0 then we
need to find P.I. For that we discuss the following types of cases:
Type 1: If f (x) = e ax , then
1 1 e ax
P.I = f (x) = e ax = provided F (a) 6= 0.
F (D) F (D) F (a)
Note: If F (a) = 0, then differentiate the denominator by D and multiply
ax
the numerator by x i.e. F ′ x(D) e ax = Fxe′ (a) provided F ′ (a) 6= 0.
Similarly, if F ′ (a) = 0 continue the process
x2 ax x 2 e ax
e = provided F ′′ (a) 6= 0.
F ′′ (D) F ′′ (a)
d2y
Example: Solve dx 2
+ 3 dy
dx + 2y = e
−2x .
Solution: We can write it as

(D 2 + 3D + 2)y = e −2x ⇒ F (D) = D 2 + 3D + 2 and f (x) = e −2x . Now
write the auxiliary equation by putting D = m in
F (D) = 0 ⇒ m2 +3m+2 = 0 ⇒ (m+1)(m+2) = 0 ⇒ m1 = −1, m2 = −2

C .F = c1 e −x + c2 e −2x .
1 −2x 1 −2x e −2x

P.I = e put D = −2 ⇒ e = i.e F (a) = 0.
D 2 + 3D + 2 4−6+2 0
Then differentiate the denominator by D and multiply the numerator by x
i.e.
x xe −2x
e −2x now put D = −2 ⇒ = −xe −2x .
2D + 3 −4 + 3
∴ The C.S is given by
C .S = C .F +P.I = c1 e −x +c2 e −2x −xe −2x .
d2y
Example: Solve dx 2
+ 6 dy 4x
dx + 9y = 3e .
Solution: We can write it as (D 2 + 6D + 9)y = 3e 4x ⇒ F (D)y = e 4x .
Now the auxiliary equation is given by
m2 + 6m + 9 = 0 ⇒ (m + 3)(m + 3) = 0 ⇒ m1 = −3, m2 = −3

C .F = (c1 + c2 x)e −3x .
1 4x 3 4x 3e 4x
P.I = (3e ) putting D = 4 ⇒ e = .
D 2 + 6D + 9 16 + 24 + 9 49
3e 4x
C .S = (c1 + c2 x)e −3x + 49 .
Example: Solve (D 2 + 9)y = e −2x .

Solution: We can write it as
F (D)y = e −2x ⇒ m2 + 9 = 0 ⇒ m = ±3i = α ± i β, ⇒ α = 0, β = 3
C .F = e αx (c1 cos βx + c2 sin βx) = (c1 cos 3x + c2 sin 3x) .

1 −2x 1 −2x e −2x
P.I = e putting D = −2 ⇒ e = .
D2 + 9 4+9 13
−2x
C .S = (c1 cos 3x + c2 sin 3x) + e 13 .
Note: If F (D)y = A = constant, then while finding P.I take f (x) = Ae 0.x
i.e put D = 0 in F (D).

Type 2: If f (x) = sin ax or cos ax, then
1 1
P.I = f (x) = sin ax or cos ax
F (D) F (D)
1
= sin ax or cos ax provided F (−a2 ) 6= 0.
F (−a2 )
i.e replace D 2 by −a2 provided F (−a2 ) 6= 0. If F (−a2 ) = 0 then
differentiate the denominator by D and multiply the numerator by x as:
x
P.I = sin ax or cos ax
F ′ (D)
1
= sin ax or cos ax provided F ′ (−a2 ) 6= 0.
F (−a2 )
If F ′ (−a2 ) = 0, then continue the above process and
x2 x 2 e ax
sin ax or cos ax = provided F ′′ (−a2 ) 6= 0.
F ′′ (D) F ′′ (−a2 )
Example: Solve (D 2 + 3D + 2)y = sin x.
Solution: The auxiliary equation is
m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m1 = −1, m2 = −2.

C .F = c1 e −x + c2 e −2x .
1 1
P.I = sin x putting D 2 = −12 ⇒ sin x
D 2 + 3D + 2 −1 + 3D + 2
1 (3D − 1) (3D − 1)
= sin x = sin x = sin x
3D + 1 (9D 2 − 1) −10
(3D sin x − sin x) (3 cos x − sin x)
= − =− .
10 10
C .S = c1 e −x + c2 e −2x − (3 cos 10
x−sin x)
.
Example: Solve (D 2 + 6D + 8)y = cos2 x.
m2 + 6m + 8 = 0 ⇒ (m + 2)(m + 4) = 0 ⇒ m1 = −2, m2 = −4.
C .F = c1 e −2x + c2 e −4x .

1 2 1 1 + cos 2x
P.I = cos x = 2
D 2 + 6D + 8 D + 6D + 8 2
1 1 1 1
= . e 0.x + . 2 cos 2x
2 D 2 + 6D + 8 2 D + 6D + 8
1 1 1 1 1 1
= + . cos 2x = + . cos 2x
16 2 −4 + 6D + 8 16 2 6D + 4
1 1 (6D − 4) 1 1 (6D cos 2x − 4 cos 2x)
= + . 2
cos 2x = + .
16 2 (36D − 16) 16 2 (36(−22 ) − 16)

1 1 (6D cos 2x − 4 cos 2x) 1 1

= + . = − .(−12 sin 2x − 4 cos 2x)
16 2 (−144 − 16) 16 320
1 1
= + .(3 sin 2x + cos 2x).
16 80
1 1
C .S = c1 e −x +c2 e −2x + 80 .(3 sin 2x +cos 2x)+ 16 .
Example: Solve (D 2 − 4D + 3)y = sin 3x cos 2x.

Solution: The A.E is
m2 − 4m + 3 = 0 ⇒ (m − 1)(m − 3) = 0 ⇒ m1 = 1, m2 = 3.

C .F = c1 e x + c2 e 3x .
sin(A+B)+sin(A−B)
Note: We know sin A cos B = 2

1 1 sin 5x + sin x
P.I = sin 3x cos 2x = 2
D 2 − 4D + 3 D − 4D + 3 2
1 1
= . (sin 5x + sin x)
2 D 2 − 4D + 3
1 1 1
= sin 5x + 2 sin x
2 D 2 − 4D + 3 D − 4D + 3

1 1 1
= sin 5x + sin x
2 −52 − 4D + 3 −12 − 4D + 3

1 1 1
= − sin 5x + sin x
2 4D + 22 −4D + 2

1 1 1
4 11 + 2D −2D + 1


1 (11 − 2D) (1 + 2D)
4 (121 − 4D 2 ) (1 − 4D 2 )

1 (11 sin 5x − 2D sin 5x) (sin x + 2D sin x)
= − +
4 121 − 4(−52 ) 1 − 4(−12 )

1 (11 sin 5x − 10 cos 5x) (sin x + 2 cos x)
= − +
4 221 5

(11 sin 5x − 10 cos 5x) (sin x + 2 cos x)
= − + .
884 20
C .S = c1 e x + c2 e 3x − (11 sin 5x−10

884
cos 5x)
+ (sin x+2
20
cos x)
.
Remember:
sin A sin B = cos(A−B)−cos(A+B)
2 , cos A cos B = cos(A+B)+cos(A−B)2
Type 3: If f (x) = x n , where n is positive integer, then

1 1 1
P.I = f (x) = xn = x n = [1 ± φ(D)]−1 x n .
F (D) F (D) [1 ± φ(D)]
i.e express F (D) = 1 ± φ(D) and try to use one of the following formulae:
(i) (1 + x)−1 = 1 − x + x 2 − x 3 + x 4 − · · · · ·
(ii) (1 − x)−1 = 1 + x + x 2 + x 3 + x 4 − · · · · ·
(iii) (1 + x)−2 = 1 − 2x + 3x 2 − 4x 3 + · · · · ·
(iv) (1 − x)−2 = 1 + 2x + 3x 2 + 4x 3 + · · · · ·

Example: Solve (D 2 + 5D + 6)y = x 2 .
m2 + 5m + 6 = 0 ⇒ (m + 2)(m + 3) = 0 ⇒ m1 = −2, m2 = −3.

C .F = c1 e −2x + c2 e −3x .
1 1 1
P.I = f (x) = x2 = 2
x2
F (D) F (D) (D + 5D + 6)
−1
D 2 + 5D

1 2 1
= h ix = 1+ x2
6 1+ 6 D 2 +5D 6 6
" 2 2 2 #
1 D + 5D D + 5D
= 1− + + · · · x2
6 6 6

D2 2 25D 2 2 10D 3 2 D4 2

1 2 5D 2
= x − (x ) − (x ) + (x ) + (x ) + (x ) − · · ·
6 6 6 36 36 6

1 2 5 1 25 10 1
= x − (2x) − (2) + (2) + (0) + (0) − · · ·
6 6 6 36 36 6

1 2 5x 1 25 1 2 5x 19
= x − − + = x − + .
6 3 3 18 6 3 18
C .S = c1 e −2x + c2 e −3x + 16 x 2 − 5x 19

3 + 18 .
Example: Solve (D 3 − D 2 − 6D)y = x 2 + 1.

m3 − m2 − 6m = 0 ⇒ m(m + 2)(m − 3) = 0 ⇒ m1 = 0, m2 = −2, m3 = 3.
C .F = c1 + c2 e −2x + c3 e 3x .
1 1 1
P.I = f (x) = (x 2 + 1) = (x 2 + 1)
F (D) F (D) (D − D 2 − 6D)
3
−1
D2 − D

1 2 1
= h i (x + 1) = − 1− (x 2 + 1)
−6D 1 − 6 D 2 −D 6D 6
" 2 2 2 #
1 D −D D −D
= − 1− + + · · · (x 2 + 1)
6D 6 6
D2 D2

1 D
= − 1− + + − · · · (x 2 + 1)
6D 6 6 36
7D 2 2

1 2 D 2
= − (x + 1) − (x + 1) + (x + 1)
6D 6 6

1 2 x 7 1 2 x 25
= − (x + 1) − + =− x − +
6D 3 3 6D 3 18

h i
x3 x2
= − 16 3 − 6 + 25x
18 .
h i
1 x3 x2 25x
C .S = c1 + c2 e −2x + c3 e 3x − 6 3 − 6 + 18 .
Type 4: If f (x) = e ax φ(x) where φ(x) = x n or sin ax or cos ax, then

1 1 1
P.I = f (x) = e ax φ(x) = e ax φ(x),
F (D) F (D) (D + a)
1
i.e replace D by D + a solve (D+a) φ(x) using any one of previous methods.
Example: Solve (D 2 + D + 1)y = x 2 e −x .
√ √
2 −1 ± i 3 1 3
m +m+1=0⇒m = =− ±i = α + i β.
2 2 2
∴ The C.F is given by √ √

1
C .F = e − 2 x c1 cos 23 x + c2 sin 23 x .
Now
1 1
P.I = f (x) = 2
x 2 e −x
F (D) (D + D + 1)
1
= e −x x2
[(D − 1)2 + (D − 1) + 1]
1 1
= e −x 2 x 2 = e −x 2 x2
[D − 2D + 1 + D − 1 + 1] [D − D + 1]
−1 2
e −x 1 + (D 2 − D)

= x
1 − (D − D) + (D 2 − D)2 x 2
2
−x

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

=

1
√ √
C .S = e − 2 x c1 cos 23 x + c2 sin 23 x + (x 2 + 2x)e −x .
Example: Solve (D 2 + 4D + 4)y = e 3x sin x.

m2 + 4m + 4 = 0 ⇒ (m + 2)(m + 2) = 0 ⇒ m1 = −2, m2 = −2.
C .F = (c1 + c2 x)e −2x .
Now
1 1
P.I = f (x) = e 3x sin x
F (D) (D + 2)2
1 1
= e 3x 2
sin x = e 3x 2 sin x
(D + 5) (D + 10D + 25)

1 1
= e 3x sin x = e 3x sin x
(−12 + 10D + 25) (10D + 24)
e 3x (12 − 5D) e 3x (12 − 5D)
= sin x = sin x
2 (12 + 5D)(12 − 5D) 2 144 − 25D 2
e 3x (12 sin x − 5D sin x) e 3x (12 sin x − 5D cos x)
= = .
2 169 338
(12 sin x−5D cos x) 3x

C .S = (c1 + c2 x)e −2x + 338 e .
Example: Solve (D 2 + 9)y = (x 2 + 1)e 3x sin x.

Ans:
e 3x 2x 10
x2 −

C .S = (c1 cos 3x + c2 sin 3x) + 18 3 + 9 .

Type 5: If f (x) = x n sin ax or x n cos ax, then
1 1
P.I = f (x) = x n sin ax or x n cos ax. As we know
F (D) F (D)
1 1 1
= x n (cos ax + i sin ax) = x n e iax = e iax x n.
F (D) F (D) F (D + ai )
∴
1 1
x n sin ax = Imaginary part of e iax xn and
F (D) F (D + ai )
1 1
x n cos ax = Real part of e iax x n.
F (D) F (D + ai )
i.e replace D by D ± ai and find the P.I like Type-3.

Example: Solve (D 2 − 2D + 1)y = x sin x.
m2 − 2m + 1 = 0 ⇒ (m − 1)(m − 1) = 0 ⇒ m1 = 11, m2 = 1.

C .F = (c1 + c2 x)e x .

1 ix 1
P.I = x sin x = I.P of e x
D 2 − 2D + 1 [(D + i )2 − 2(D + i ) + 1]

ix 1
= I.P of e x
[D 2 − 2(1 − i )D − 2i ]
 
1
= I.P of e ix 2
 x
−2i 1 − (D −2(1−i 2i
)D)

" −1 #
e ix D 2 − 2(1 − i )D

= I.P of 1− x
−2i 2i
ie ix D 2 − 2(1 − i )D

= I.P of 1+ +··· x
2 2i
ix ix
ie ie
= I.P of [1 + (1 + i )D] x = I.P of [x + (1 + i )]
2 2

i
= I.P of (cos x + i sin x)(x + 1 + i )
2
i
= I.P of [((x + 1) cos x − sin x) + i ((x + 1) sin x + cos x)]
2
[(x + 1) cos x − sin x] [(x + 1) sin x + cos x]
= I.P of i −
2 2
[(x + 1) cos x − sin x]
= .
2
[(x+1) cos x−sin x]
C .S = (c1 + c2 x)e x + 2 .
Example: Solve (D 2 + 4)y = x cos x.

m2 + 4 = 0 ⇒ m = ±2i = α ± i β ⇒ α = 0, β = 2.

C .F = e 0.x (c1 cos 2x + c2 sin 2x).

1 ix 1
P.I = x cos x = R.P of e x
D2 + 4 [(D + i )2 + 4]
 

1 1
= R.P of e ix 2 x = R.P of e ix 2 +2iD)
 x
[D + 2iD + 3] 3 1+ (D
3

" −1 #
e ix (D 2 + 2iD)

= R.P of 1+ x
3 3
e ix D 2 + 2iD

= R.P of 1+ +··· x
3 3

1 2i
= R.P of (cos x + i sin x) x +
3 3

1 2 2
= R.P of x cos x − sin x + i cos x + x sin x
3 3 3
x cos x − 23 sin x

[3x cos x − 2 sin x]
= = .
3 9
[3x cos x−2 sin x]
C .S = (c1 cos 2x + c2 sin 2x) + 9 .

Linear D.E. with variable coefficients Unit-III
Cauchy’s homogeneous linear equation(Euler Type): The ODE of the
form
d ny n−1 d
n−1 y
n−2 d
n−2 y
xn + a 1 x + a 2 x + · · · · · · +an y = f (x), (4)
where a0 , a1 , a2 , · · · · an are constants and f (x) is function of x is called
Cauchy’s homogeneous linear equation/Euler type equation.
This equation can be transformed to a linear D.E with constant

coefficients as follows:
Let us take
dz 1
x = ez ⇒ z = log x ⇒ = Now
dx x
dy dy dz 1 dy dy dy dy
= = ⇒x = ⇒x = xDy = D ′ y .
dx dz dx x dz dx dz dx

Similarly we can obtain the followings
d 2y 3 d
3
x2 = x 2 2
D y = D ′
(D ′
− 1)y , x = x 3 D 3 y = D ′ (D ′ − 1)(D ′ − 2)y
dx 2 dx 3
d ny
· · · · · ·x n n = x n D n y = D ′ (D ′ − 1)(D ′ − 2) · · · (D ′ − (n − 1))y .
dx
then putting the above in equation (6) we can get
(D ′n + a1 D ′n−1 + a2 D ′n−2 + · · · · · · +an )y = φ(z),

⇒ F (D ′ )y = φ(z). (5)
From equation (5) one can observe that it is a linear D.E with constant
coefficients.
Note: Here the independent variable is z hence solve the equation (5) as
we solved before and in the final solution; replace z by log x.

How to find C.S

Step-1: Put
d2 d3
d
x dx = D ′ , x 2 dx ′ ′
2 = D (D − 1), x 3 dx ′ ′ ′
3 = D (D − 1)(D − 2) · ·· with
d
D ′ = dx in the given equation and reduce it in to constant coefficients and
write as F (D ′ )y = φ(z), where z independent variable.
Step-2: Write the auxiliary equation putting D ′ = m in F (D ′ ) = 0 i.e
mn + a1 mn−1 + a2 mn−2 + · · · · · · +an = 0. (6)
Step-3: Solve the auxiliary equation as before and depending upon the
nature of roots write the C.F as below:
Case-I: Let all the roots m1 , m2 , · · · ·mn are real and distinct i.e
m1 6= m2 6= m3 · · · · =
6 mn , then write the C.F as
C .F = c1 x m1 + c2 x m2 + c3 x m3 + · · · · +cn x mn .
Case-II: Let all the roots are real where some roots are equal and some are
distinct say m1 = m2 = m3 and m4 6= m5 · · · · =6 mn , then write the C.F as
C .F = (c1 + c2 log x + c3 (log x)2 )x m1 + c4 x m4 + · · · · +cn x mn .
Case-III: Let the roots are complex say m = α ± i β, then write the C.F as
C .F = e αx (c1 cos β log x + c2 sin β log x).
Step-4: Find the P.I as in case of constant coefficient in terms of z and

finally replace the z by log x.
Step-5: Then write the complete solution as C .S = C .F + P.I .

d2y 1 dy 12 log x
Example: Solve dx 2
+ x dx = x2
Solution: Given
d 2y 1 dy 12 log x d 2y dy
2
+ = 2
⇒ x2 2 + x = 12 log x
dx x dx x dx dx
Consider
d d2
x = e z ⇒ log x = z we get x = D ′ , x 2 2 = D ′ (D ′ − 1).
dx dx
Putting these in given equation we find
′ ′
D (D − 1) + D ′ y = 12z ⇒ (D ′2 − D ′ + D ′ )y = 12z ⇒ D ′2 y = 12z.
The A.E is given by
m2 = 0 ⇒ m = 0, 0 ⇒ C .F = (c1 + c2 log x)x 0 = c1 + c2 log x

To find P.I we have
F (D ′ )y = D ′2 y = 12z = φ(z).
So it can be obtain as:

z3

1 1 1
φ(z) = ′2 12z = 12 ′2 z = 12 = 2z 3 .
F (D )
′ D D 6
Replacing z by log x, we get the P.I = 2(log x)3 . Finally the C.S is
C .S = c1 + c2 log x + 2(log x)3 .

2
Example: Solve x 2 ddxy2 + x dy
dx + y = 4 sin(log x)
Solution: The given equation can be written as
d d2
(x 2 D 2 + xD + 1)y = 4 sin(log x) where = D and = D 2.
dx dx 2
Considering
d d2
x = e z ⇒ log x = z we get x = D ′ , x 2 2 = D ′ (D ′ − 1)
dx dx
and putting these in given equation we find
′ ′
D (D − 1) + D ′ + 1 y = 4 sin z
⇒ (D ′2 − D ′ + D ′ + 1)y = 4 sin z
⇒ (D ′2 + 1)y = 4 sin z.

The A.E is given by
m2 + 1 = 0 ⇒ m = ±i
⇒ C .F = (c1 cos z + c2 sin z) = c1 cos(log x) + c2 sin(log x).
For the P.I we have F (D ′ )y = (D ′2 + 1)y = 4 sin z = φ(z), so
1 1 1 1
φ(z) = 4 sin z = 4 ′2 sin z = 4 2 sin z
F (D ′ ) (D ′2 + 1) D +1 −1 + 1
z
⇒ 4 ′ sin z = −2z cos z.
2D
Taking z = log x we get P.I = −2 log x cos(log x). Finally the C.S is
C .S = c1 cos(log x) + c2 sin(log x) − 2 log x cos(log x).

Example: Solve (x 2 D 2 + 4xD + 2)y = x log x

Solution: The given equation
d d2
(x 2 D 2 + 4xD + 2)y = x log x where = D and = D 2.
dx dx 2
Considering x = e z ⇒ log x = z, we get
d d2
x = xD = D ′ , x 2 2 = x 2 D 2 = D ′ (D ′ − 1).
dx dx
Putting these in given equation we find
D (D − 1) + 4D ′ + 2 y = e z z ⇒ (D ′2 + 3D ′ + 2)y = e z z
′ ′
⇒ F (D ′ )y = (D ′2 + 3D ′ + 2)y and φ(z) = e z z.

The A.E is
m2 + 3m + 2 = 0 ⇒ m = −1, −2 ⇒ C .F = (c1 x −1 + c2 x −2 ).
P.I
1 1 1
φ(z) = ez z = ez 2
z
F (D ′ ) (D ′2
+ 3D + 2)
′ [(D + 1) + 3(D ′ + 1) + 2]
′
1 1
⇒ e z ′2 z = ez h iz
[D + 5D + 6]
′
6 1 + D +5D
′2 ′
6
−1
ez D ′2 5D ′ D ′2 + 5D ′ ez

+
= 1+ z= 1− + ··· z
6 6 6 6
ez ez

D ′2 5D ′ 5
= 1− − + ··· z = z− .
6 6 6 6 6
Taking z = log x we get P.I = x6 log x − 56 . Finally the C.S is

x 5

C .S = (c1 x −1 + c2 x −2 ) + 6 log x − 6 .
1
Example: Solve (x 2 D 2 + 4xD + 2)y = x + x
Solution: Taking
x = e z ⇒ log x = z we get xD = D ′ , x 2 D 2 = D ′ (D ′ − 1). Putting
these in given equation we find
1
D ′ (D ′ − 1) + 4D ′ + 2 y = e z + z

e
⇒ (D ′2 + 3D ′ + 2)y = e z + e −z ⇒ F (D ′ )y = φ(z).
From the previous problem we know C .F = (c1 x −1 + c2 x −2 ). Now P.I is
1 1
φ(z) = (e z + e −z )
F (D ′ ) (D ′2 + 3D ′ + 2)
1 1
= ez + e −z
(D + 3D + 2)
′2 ′ (D + 3D ′ + 2)
′2
ez z −z ez
= + e = + ze −z .
6 (2D ′ + 3) 6
x log x
Taking z = log x we get P.I = 6 + x . Finally the C.S is
x log x
C .S = (c1 x −1 + c2 x −2 ) + 6 + x .
Example: Solve (x 2 D 2 − 7xD + 12)y = x 2

Solution: This gives
D (D − 1) − 7D ′ + 12 y = e 2z ⇒ (D ′2 − 8D ′ + 12)y = e 2z .
′ ′
The A.E is
m2 − 8m + 12 = 0 ⇒ m = 2, 6 ⇒ C .F = (c1 x 2 + c2 x 6 ).
P.I is
1 1 z
φ(z) = e 2z = e 2z
F (D ′ ) (D ′2
− 8D + 12)
′ (2D − 8)
′
z 2z ze 2z
= e =− .
−4 4
2 log x
Taking z = log x we get P.I = − x 4 . Finally the C.S is
x 2 log x
C .S = (c1 x 2 + c2 x 6 ) − 4 .

Homogeneous equations of Legendre’s Type Unit-III
The ODE of the form
d ny n−1 d
n−1 y
n−2 d
n−2 y
(ax + b)n + p 1 (ax + b) + p 2 (ax + b)
+ · · · · · · + pn y = f (x), (7)
where p1 , p2 , · · · pn are constants and f (x) is function of x is called

Legendre’s linear differential equation.
This equation can be reduced to a linear D.E with constant coefficients as
follows. Let us take
dz a
(ax + b) = ez ⇒ z = log(ax + b) ⇒
= Now
dx (ax + b)
dy dy dz a dy dy dy
= = ⇒ (ax + b) =a
dx dz dx (ax + b) dz dx dz
dy d d
⇒ (ax + b) = (ax + b)Dy = aD ′ y where = D, = D ′.
dx dx dz
Equation (7) can be written as
(ax + b)n D n + (ax + b)n−1 D n−1 + a2 (ax + b)n−2 D n−1

+ · · · + an y = f (x), (8)
Now taking
(ax + b)D = aD ′ , (ax + b)2 D 2 = a2 D ′ (D ′ − 1),

(ax + b)3 D 2 = a3 D ′ (D ′ − 1)(D ′ − 2) · · · , (9)
and putting in (8) and simplifying , one can get an equation of the form
F (D ′ )y = φ(z).
Then solving the above equation as before; one can find the complete
solution of the Legendre’s linear differential equation.

2
Example: Solve (2x + 5)2 ddxy2 − 6(2x + 5) dy
dx + 8y = 0.
[(2x + 5)2 D 2 − 6(2x + 5)D + 8]y = 0. Now taking (2x + 5) = e z , we get
(2x + 5)D = 2D ′ , and (2x + 5)2 D 2 = 22 D ′ (D ′ − 1).
Using this in the given equation we get:
(4D ′ D ′ (D ′ − 1) − 6.2D ′ + 8)y = 0 ⇒ (4D ′2 − 16D ′ + 8)y = 0.
The A.E is
√
4m2 − 16m + 8 = 0 ⇒ m2 − 4m + 2 = 0 ⇒ m = 2 ± 2.
√ √
∴ C .F = C1 (2x + 5)2+ 2 + C2 (2x + 5)2− 2 .
There is no need to find the P.I as φ(z) = 0.

2
Example: Solve (1 + x)2 ddxy2 + (1 + x) dy
dx + y = 4 cos(log(1 + x)).
[(1 + x)2 D 2 + (1 + x)D + 1]y = 4 cos(log(1 + x)). Now taking
(1 + x) = e z , we get
(1 + x)D = D ′ , and (1 + x)2 D 2 = D ′ (D ′ − 1).
Using this in the given equation we get:
(D ′ D ′ (D ′ − 1) + D ′ + 1)y = 4 cos z ⇒ (D ′2 + 1)y = 4 cos z.
The A.E is
m2 + 1 = 0 ⇒ m = ±i = α ± β ⇒ α = 0, β = 1.
∴ C .F = C1 cos z + C2 sin z = C1 cos(log(1 + x)) + C2 sin(log(1 + x)).

Here F (D ′ ) = (D ′2 + 1) and φ(z) = 4 cos z, hence P.I
1 1
φ(z) = 4 cos z
F (D ′ ) (D ′2 + 1)
1
= z 4 cos z
2D
Z
′
= 2z cos zdz
= 2z sin z
= 2 log(1 + x) sin(log(1 + x)).
∴ The complete solution is
C .S = C1 cos(log(1+x))+C2 sin(log(1+x))+2 log(1+x) sin(log(1+x)).

Method of variation of parameters Unit-III
This method is very useful for finding the particular integral of a second
order linear differential equations whose complementary function is known.
Let the equation be of the form
d 2y dy
+ a1 + a2 y = f (x), (10)
dx 2 dx
where a1 , a2 are constants, f (x) is a function of x. Let the
complementary function of (10) be
C .F = c1 f1 + c2 f2 , (11)
where c1 , c2 are constants, f1 , f2 functions of x.
P.I = Pf1 + Qf2 , where (12)

Z Z
f2 f1
P = − f (x)dx and Q = f (x)dx. (13)
f1 f2′ − f2 f1′ f1 f2′ − f2 f1′
Using (13) in (12) we get the P.I.
d2y
Example: Solve dx 2
+ y = sec x by the method of variation f parameters.
Solution: The given equation can be written as (D 2 + 1)y = sec x.
The A.E is
m2 + 1 = 0 ⇒ m = ±i = α + i β ⇒ α = 0, β = 1
⇒ C .F = c1 cos x + c2 sin x = c1 f1 + c2 f2
where
f1 = cos x and f2 = sin x ⇒ f1′ = − sin x, f2′ = cos x.

So f1 f2′ − f2 f1′ = cos2 x + sin2 x = 1, as we know P.I = P cos x + Q sin x
where P and Q are given by
sin x sin x
Z Z Z
f2
P = − ′ ′ f (x)dx = − sec xdx = − dx
f1 f2 − f2 f1 1 cos x
= log(cos x).
cos x cos x
Z Z Z Z
f1
Q= f (x)dx = sec xdx = dx = dx = x.
f1 f2′ − f2 f1′ 1 cos x
∴ The P.I = cos x log(cos x) + x sin x and
C .S = c1 cos x +c2 sin x +cos x log(cos x)+x sin x.
d2y
Example: Solve dx 2
+ 4y = 4 tan 2x.
Solution: The given equation can be written as (D 2 + 4)y = 4 tan 2x.
The A.E is
m2 + 4 = 0 ⇒ m = ±2i = α + i β ⇒ α = 0, β = 2
⇒ C .F = c1 cos 2x + c2 sin 2x = c1 f1 + c2 f2 .

Now
f1 = cos 2x and f2 = sin 2x ⇒ f1′ = −2 sin 2x, f2′ = 2 cos 2x.
So f1 f2′ − f2 f1′ = 2 cos2 2x + 2 sin2 2x = 2, as we know

P.I = P cos 2x + Q sin 2x where P and Q are given by
sin 2x sin2 2x
Z Z Z
f2
P = − f (x)dx = − 4 tan 2xdx = −2 dx
f1 f2′ − f2 f1′ 2 cos 2x
(1 − cos2 2x) cos2 2x
Z
1
Z
= −2 dx = −2 − dx
cos 2x cos 2x cos 2x
Z Z Z
= −2 (sec 2x − cos 2x)dx = −2 sec 2xdx + 2 cos 2xdx

1 sin 2x
= −2 log(sec 2x + tan 2x) + 2
2 2
= − log(sec 2x + tan 2x) + sin 2x.

cos 2x
Z Z Z
f1
Q = f (x)dx = 4 tan xdx = 2 sin 2xdx
f1 f2′ − f2 f1′ 2

cos 2x
= −2 = − cos 2x.
2
P.I = cos 2x[− log(sec 2x + tan 2x) + sin 2x] − sin 2x cos 2x
= − cos 2x log(sec 2x + tan 2x)
C .S = c1 cos 2x + c2 sin 2x − cos 2x log(sec 2x + tan 2x).
d2y
Example: Solve dx 2
+ y = cosec x.
Solution: The given equation can be written as (D 2 + 1)y = cosec x.
The A.E is
m2 + 4 = 0 ⇒ m = ±i = α + i β ⇒ α = 0, β = 1
Dr. B. Bira (SRMIST) ⇒ C .F = cCalculus
cosand
x+ sin x = c f + c f .
c Algebra
Linear 53 / 58
Now f1 = cos x and f2 = sin x ⇒ f1′ = − sin x, f2′ = cos x. So

f1 f2′ − f2 f1′ = cos2 x + sin2 x = 1, as we know P.I = P cos x + Q sin x
where P and Q are given by
sin x
Z Z Z
f2
P = − f (x)dx = − cosec xdx = − dx = −x
f1 f2′ − f2 f1′ 1
cos x cos x
Z Z Z
f2
Q = f (x)dx = cosec xdx = dx
f1 f2′ − f2 f1′ 1 sin x
= log(sin x).
P.I = −x cos x + sin x log(sin x)

∴ The complete solution is given by:
C .S = c1 cos x +c2 sin x −x cos x +sin x log(sin x).

Simultaneous linear D.E. with constant coefficients Unit-III
The differential equations which contain one independent variable and two
or more dependent variables is called simultaneous equations.
dy
Example: Solve dx dt + 7x − y = 0; dt + 2x + 5y = 0.
Solution: The given system of equation can be written as:
(D + 7)x − y = 0, (14)
(D + 5)y + 2x = 0. (15)
Now, (14) +(D + 5)(15), we have
2x + (D + 5)y = 0,
(D + 5)(D + 7)x − (D + 5)y = 0
−−−−−−−−−−−−−−
(D + 5)(D + 7)x + 2x = 0, i .e
(D 2 + 12D + 37)x = 0. (16)

The A.E of (16) is
−12 ± 2i
m2 + 12m + 37 = 0 ⇒ m = = −6 ± i = α + i β.
2
∴ The C .F = e −6t (C1 cos t + C2 sin t) = C .S = x(t) as P.I = 0.
Now putting this value in the dx dx
dt + 7x − y = 0 ⇒ y = dt + 7x, which can
be given as:
y = e −6t (C3 cos t + C4 sin t) with C3 = C2 + C1 , C4 = C2 − C1 .

dy
Example: Solve dx
dt + 2y = sin 2t; dt − 2x = cos 2t.
Solution: The given system of equation can be written as:
Dx + 2y = sin 2t, (17)

Dy − 2x = cos 2t. (18)
Now, (17) × D − (18) × 2, we have
D 2 x + 2Dy = 2 cos 2t
−4x + 2Dy = 2 cos 2t
−−−−−−−−−−−
(D 2 + 4)x = 0. (19)

The A.E of (19) is
m2 + 4 = 0 ⇒ m = 0 ± 2i = α + i β ⇒ α = 0, β = 2.
∴ The C .F = (C1 cos 2t + C2 sin 2t) = C .S = x(t) as P.I = 0.

Now putting this value in the dx dx
dt + 2y = sin 2t ⇒ 2y = sin 2t − dt , which
can be given as:
sin 2t
y (t) = + (C3 sin 2t − C4 cos 2t) .
2
∴
x(t) = (C1 cos 2t + C2 sin 2t) ,

sin 2t
y (t) = + (C1 sin 2t − C2 cos 2t) .
2

Calculus and Linear Algebra: Mathematics-I (21MAB101T) Department of Mathematics SRM Institute of Science and Technology

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Calculus and Linear Algebra: Mathematics-I (21MAB101T) Department of Mathematics SRM Institute of Science and Technology

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CALCULUS AND LINEAR ALGEBRA

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 1 / 58

Degree: The degree of a differential equation is the degree of the highest

(a0 D n + a1 D n−1 + a2 D n−2 + · · · · · · +an )y = f (x),

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 3 / 58

The complete solution of (2) can be obtain in two steps:

How to find C.F

Step-1: Write the auxiliary equation putting D = m in F (D) = 0 i.e

a0 mn + a1 mn−1 + a2 mn−2 + · · · · · · +an = 0. (3)

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 4 / 58

C .F = e αx (c1 cos βx + c2 sin βx).

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 5 / 58

Now write the auxiliary equation by putting D = m in

Let m1 = 3 and m2 = 4, which are real and distinct i.e m1 6= m2 .

Here there is no need to find P.I as f (x) = 0.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 6 / 58

Solution: Now write the auxiliary equation by putting D = m in

Solving the above auxiliary equation as:

How to find P.I

Solution: We can write it as

F (D) = 0 ⇒ m2 +3m+2 = 0 ⇒ (m+1)(m+2) = 0 ⇒ m1 = −1, m2 = −2

∴ The C.F is given by

1 −2x 1 −2x e −2x

∴ The C.F is given by

Example: Solve (D 2 + 9)y = e −2x .

F (D)y = e −2x ⇒ m2 + 9 = 0 ⇒ m = ±3i = α ± i β, ⇒ α = 0, β = 3

∴ The C.F is given by

C .F = e αx (c1 cos βx + c2 sin βx) = (c1 cos 3x + c2 sin 3x) .

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 11 / 58

m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m1 = −1, m2 = −2.

∴ The C.F is given by

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 14 / 58

1 1 (6D cos 2x − 4 cos 2x) 1 1

Example: Solve (D 2 − 4D + 3)y = sin 3x cos 2x.

∴ The C.F is given by

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 16 / 58

∴ The C.S is given by

C .S = c1 e x + c2 e 3x − (11 sin 5x−10

Type 3: If f (x) = x n , where n is positive integer, then

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 18 / 58

m2 + 5m + 6 = 0 ⇒ (m + 2)(m + 3) = 0 ⇒ m1 = −2, m2 = −3.

∴ The C.F is given by

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 19 / 58

Example: Solve (D 3 − D 2 − 6D)y = x 2 + 1.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 21 / 58

Type 4: If f (x) = e ax φ(x) where φ(x) = x n or sin ax or cos ax, then

∴ The C.F is given by  √ √ 

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 23 / 58

Example: Solve (D 2 + 4D + 4)y = e 3x sin x.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 24 / 58

(12 sin x−5D cos x) 3x

Example: Solve (D 2 + 9)y = (x 2 + 1)e 3x sin x.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 25 / 58

Type 5: If f (x) = x n sin ax or x n cos ax, then

i.e replace D by D ± ai and find the P.I like Type-3.

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 26 / 58

∴ The C.F is given by

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 27 / 58

Example: Solve (D 2 + 4)y = x cos x.

∴ The C.F is given by

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 29 / 58

Dr. B. Bira (SRMIST) Calculus and Linear Algebra 30 / 58

∴ The C.F is given by √ √