Department of Mathematics

UNIT – 3
LINEAR DIFFERENTIAL EQUATIONS OF SECOND
AND HIGHER ORDER WITH CONSTANT COEFFICIENTS

A linear differential equation with constant coefficient is that in which the dependent
variable and its differential coefficients occur only in the first degree and are not multiplied
together, and the coefficients are all constants.
dny d n1 y d n 2 y
Thus the equation a0 n  a1 n1  a2 n2  ........ an y  X .............. (1)
dx dx dx
Where a0 , a1 , a2 ,......an are all constants and is any function of is a linear differential
equation of n th order.
Students are already familiar with the method of solving the linear differential equation of
first order. Now in this section we shall learn the method of solving linear differential
equations with constant coefficients of degree
d dy
Operators: The part of the symbol may be regarded as an operator, such that when it
dx dx
operates on the result is the derivative of
d2 d3 dn
Similarly, , ,, n may be regarded as operators.
dx 2 dx3 dx
d d2 d3 dn
In symbolic form we denote  D, 2  D 2 , 3  D 3 ,……, n  D n
dx dx dx dx
Thus equation (1) becomes
a 0 D n y  a1 D n 1 y  a 2 D n  2 y  ........  a n y  X

Or
a D
0
n
 a1 D n1
 a2 D n3  ........ an y  X .............. (2)
We denote a0 Dn  a1 D n1  a2 D n3  ....... an = f D  is regarded as a single operator,
operating on
Thus equation (2) can be written as f D  y  X .

Method of solving the differential equation (1) when the right hand side function is
zero(Homogeneous differential equations), i.e. f ( D)  0 .

Auxiliary equation: Consider the differential equation

a 0 D n y  a1 D n 1 y  a 2 D n  2 y  ........  a n y  0---------(1)

Then the auxiliary equation is

a0 mn  a1mn1  a2 mn2  ...... an   0 -----------(2)

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First Semester Applied Mathematics – I (12MA11)
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Case1: When all the roots of the A.E.(2) are real and distinct.

Let m1 , m2 , m3 ,......mn be the real and different roots of (2). Then

y  e , y  e , y  e ..........y  e are independent solution of (1)
m1x m2 x m3 x mn x

Hence by the above theorem

y  c1e m1x  c2 e m2 x  c3e m3x  ......... cn e mn x is the complete solution of (1)

Case2: When two roots of the A.E (2) are equal and all others are different.

Let m1  m2  m (say) , m3 .....mn be the real roots of (2) then the solution (1)
becomes y  c1  c2 xe m1x  c3e m3x  ........ cn e mn x

Corollary: In case of three roots of A.E. are equal i.e. m1  m2  m3  m then the complete
solution of (1) is y  c1  c2 x  c3 x 2 e mx  c4 e m4 x  ....... cn e mn x

Case3: When two roots of the A.E (2) are imaginary and the rest are all real and
distinct.
Let m1    i and m2    i , m3 , m4 ,......mn be roots of the equation (2).
Then the complete solution of (2) is
y  ex A. cosx  B.sin x  c3e m3x  ....... cn e mn x

Corollary: In case of the A.E. have two equal pairs of imaginary roots i.e.   i ,   i
then the complete solution is
y  ex  A1  A2 xcosx  B1  B2 xsin x  c5 e m5 x  ....... cn e mn x

Working rule to solve the equation:

dny d n1 y d n 2 y
a0 n  an1 n1  an2 n2  ............  an y  0
dx dx dx

Step1: Write the equation in symbolic form

a D
o
n

 a1 D n1  a2 D n2  ....... an y  0
Step 2: Write the auxiliary equation a0 D n  a1 D n1  a2 D n2  ..... an  0 or

a0 mn  a1mn1  a2 mn2  ......... an  0

Step 3: Solve it for or if D or were an algebraic quantity.
Step 4: From the roots of A.E. write down the corresponding part of complete solution as
follows.

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Roots of A.E. Corresponding part of complete solution.

one real root m1 c1e m1x
Two real and different roots c1e m1x  c2 e m2 x
m1 , m2
Two real and equal roots c1  c2 xe mx
m1  m2  m (say)
Three real and equal roots c1  c2 x  c3 x 2 emx
m1  m2  m3  m (say)
One pair of complex roots   i ex c1 cosx  c2 sin x
Two pair of complex roots are ex c1  c2 xcosx  c3  c4 xsin x
equal say   i ,   i

Worked examples:
d2y dy
1) Solve 2
 3.  4 y  0
dx dx
Solution: Given
d2y
dx 2
dy

 3  4 y  0  D2  3D  4 y  0
dx

Auxiliary equation is m  3m  4  0  m  4m  1  0
2

 m  4, m  1 i.e. the roots are real and distinct.

The complete solution is y  c1e 4 x  c2 e  x .

d4y d2y
2) Solve  5  4y  0
dx 4 dx 2

Solution: The given equation in symbolic form is D4  5D2  4 y  0 
The auxiliary equation is m 4  5m 2  4  0
  
m4  5m2  4  m2  1 m2  4  m 1m  1m  2m  2
The roots
The complete solution is y  c1e x  c2 e  x  c3e 2 x  c4 e 2 x

d 3 y d 2 y dy
3) Solve   y0
dx3 dx 2 dx

Solution: The given equation in symbolic form is D3  D2  D  2 y  0 
A.E. is m 3  m 2  m  2  0
Clearly is a root of m3  m2  m  2  0 (m  2) is a factor
m3  m2  m  2  (m  2)(m2  m  1)
1  1  4 1 3
Now m 2  m  1  0  m   m   i
2 2 2
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 Department of Mathematics

1 3
The roots are m  2,  i
2 2
 x 3 
1
3
 y  c1e 2 x  e 2 c2 cos x  c3 sin x
 2 2 

4) Solve D3  2D2  4D  8 y  0 
Solution: The auxiliary equation is m3  2m 2  4m  8  0
Clearly is a root of m3  2m2  4m  8  0 (m  2) is a factor
m3  2m2  4m  8  (m  2)(m2  4) m  2  0 and m 2  4  0
Now m2  4  0  m  2i  m  0  i.2    0,   2
 y  c1e 2 x  e0 x c2 cos2x  c3 sin 2x  y  c1e 2 x  c2 cos2x  c3 sin 2x is the solution.

Solve the following differential equations:

d3y dy
1) 3
 7  6y  0
dx dx
2)
2
d y
2
dy
 3.  2 y  0 5) D 8 y  0
3

dx dx d y 4

d 2 y dy 6) 4
 m4 y  0
3) 2. 2   2y  0 dx
dx dx 
7) D4  4D3  8D2  8D  4 y  0 
4) (D3  6D2  11D  6) y  0

Solutions of Non-homogeneous Differential equations:

The complimentary function and particular integral:

So far in the previous unit we discussed finding the general solution of the linear
differential equation when the RHS function is zero. Now we shall see a relation
between the solution of the linear equation when f (x) not equal to zero and the solution of
the linear equation when f (x) is zero.

Note:

1. The part of the solution Y of the differential equation f ( D) y  X is called

complimentary function (C.F) which is obtained from the equation f ( D)  0 .
2. The remaining part of the solution u of the differential equation f ( D) y  X is called
Particular integral (P.I).
3. The complete solution of the differential equation f ( D) y  X is
y  CF+PI.

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics

Solution by inverse differential operator method:

1
Definition: X is a function of free from arbitrary constants, which when
f ( D)
operated upon by gives
1
i.e. f ( D). XX
f ( D)
1
Thus is called the inverse operator of f (D) .
f ( D)
1
Prove that X is the particular integral of the differential equation f ( D) y  X .
f ( D)
Proof: The given equation is f ( D) y  X .............. (1)
1
Putting y  X
f ( D)
1
L.H.S. of (1) = f ( D). . X  X = R.H.S. of (1)
f ( D)
 It contains no arbitrary constants.
 It is a particular integral.

Standard cases of particular integrals:

Case 1:

A. Particular integral when R.H.S is e ax i.e. f ( x)  e ax provided f (a)  0

1
To evaluate e ax replace by provided
f ( D)
1 1 ax
P.I  e ax  e
f ( D) f (a)

B. Particular integral when R.H.S is e ax i.e. f ( x)  e ax provided f (a)  0

If f (a)  0 Then D  a  is a factor of f (D)
Let f (D)  D  ar  (D) where  (a)  0
1 ax e ax x r
 e  . Where is a root of the auxiliary equation repeated
f ( D)  (a) r!
times.
1 ax e ax x
In particular, if is a root of only one times then e 
f ( D)  (a) 1!
Where  (a ) is given by f ( D)  D  a  a 
1 e ax x 2
If is a root of repeated twice, then .e ax
 .
f ( D)  (a) 2!
Where  (a ) is given by f (D)  D  a2  (a) and so on.

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Note:

1) If the RHS function is or Then we have to proceeds by using

e x  ex e x  ex
sinh x  and coshx 
2 2
1 1 1
2) If the RHS function is constant, say then k k.e 0 x  k.
f ( D) f ( D) f (0)
Will be equal to constant term that appears in
3) P.I can be easily found by using following results.
e ax
If the root appears once, i.e. is a factor then P.I  x. 1
f (a)
Case 2:

A: Particular integral when RHS is provided

P. I.=
1
 
f D 2
sin ax 
1

f  a2
sin ax provided f  a 2  0
  
1 1
is P.I  cosax 
Similarly P.I. when RHS is
 
f D 2
f  a2  
cosax


where f  a 2  0 . 
B: Particular integral when RHS is or if
1
cosax  i.sin ax  1 2 eiax
We have
 
f D 2
f D  
Replace by  
we get f D 2   f ia2  f  a 2   0


1
cosax  i.sin ax  x d 1
 
f D 2
1!
f D2
e iax [From the case 1.part B]
  
dD
1
cosax  i.sin ax  x. 1 1 2 cosax  i.sin ax
f D 
2
f D 
Comparing real and imaginary parts on both sides we get
1 1 1 1
cosax  x. 1 2 cosax and sin ax  x. 1 2 sin ax
f D 
2
f D  f D 2
f D 

Case 3: Particular integral when RHS is where is positive integer.

1
P.I  Xm
f ( D)
Take out the lowest degree term from f (D) to make the first term unity [so that the
Binomial Theorem for a negative index is applicable]
The remaining factor will be the form of 1   ( D) or 1   ( D)
Take the above factors to numerator. Then it takes the form 1   D1 or 1   D1

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics

Expand the above using the formulae

1 x1  1 x  x2  x3  x 4 
1 x1  1 x  x 2  x3  x4  
1  x2  1  2x  3x2  4x3  5x4  
1 x2  1 2x  3x2  4x3  5x4 
Case 4: Particular integral when RHS is where is function of

P.I 
1

f ( D)

e ax .V  e ax .
1
f D  a 
.V Where V is sin ax or cosax or x m

i.e. in this case take e outside the operator and in denominator replace D by D  a and
ax

proceed further using the above cases.

Worked examples:

d2y dy
1) Solve 2
 3.  2 y  e 5 x
dx dx

Solution: The given equation in symbolic form is D2  3D  2 y  e5x 
Auxiliary equation is m2  3m  2  0  m 1m  2  0  m  1, m  2
C.F  c1e x  c2 e2 x
1 1
P.I  X 2 .e 5 x , Replace by 5
f D D  3D  2
1 1 1
 P.I  2 e5 x  .e5 x  e5 x
5  3.5  2 25  15  2 12
The complete solution is
1
y  c1e x  c2 e 2 x  e5 x
12
3 2
d y d y dy
2) Solve 3
 3 2  4  2y  ex
dx dx dx

Solution: The given equation in symbolic form is D3  3D2  4D  2 y  e x 
The auxiliary equation is m  3m  4m  2  0
3 2

Clearly m  1 is a root.  m  1 is a factor.

 
Hence m3  3m2  4m  2  m 1 m2  2m  2  0  m 1  0, m2  2m  2  0
m 1  0  m  1
  2   22  4.1.2
m 2  2m  2  0  m 
2.1
2 48 2  2.i
m m  m  1  i    i    1,   1
2 2
C.F  c1e x  e x c2 cos x  c3 sin x
1 1
P.I  X 3 ex
f D D  3D  4D  2
2

Here and at

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First Semester Applied Mathematics – I (12MA11)
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it is a case of failure.
1 1
 P.I  x. 1 e x  x. 2 ex , Replace by 1
f D 3D  6D  4
1 1
 P.I  x. e x  x. e x  x.e x
3.1  6.1  4 2
36 4
The complete solution is y  C.F  P.I
y  c1e x  e x c2 cos x  c3 sin x  xe x  y  e x c1  c2 cos x  c3 sin x  x

d 3 y d 2 x dy
3) Solve    y  ex
dx3 dx 2 dx
Solution: The given differential equation in symbolic form is
D3  D 2  D  1 y  e x 
Auxiliary equation is m3  m2  m  1  0  m2 m 1 1m 1  0
 
 m2 1 m 1  0  m  1m 1m 1  0  m  1,1,1
C.F  c1e x
 c2  c3 xe x
1 1
P.I  X  P.I  3 ex
f D D  D  D 1
2

Here a  1 and f D   0 at a  1
 it is case of failure.
1 1
Hence P.I  x. 1 e x  x. 2 ex
f D 3D  2D  1
[Again it is a case of failure]
 1  1
P.I  x x. 11 e x   P.I  x 2 . ex , Replace D by 1 we get
 f ( D)  6D  2
1 x 2e x
P.I  x 2 ex 
6.1  2 4
The complete solution is
x 2e x
y  c1e x
 c2  c3 xe  x

 
4) Solve D3  1 y  3  e  x  5e 2 x
Solution: Auxiliary equation is m 3  1  0

 m  1 m2  m  1  0 
 m  1  0, m2  m  1  0
1 3
m  1  0  m  1 and m 2  m  1  0  m   i.
2 2
1
 
 c2 cos 3 x  c3 sin 3 x 
x
x
 C.F  c1e e 2

 2 2 

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P.I 
1
f D
X 3
1
D 1

3  e  x  5e 2 x  3
D 1
1
3.e 0. x  3
1
D 1
ex  3
1
D 1
5.e 2 x

1 1 1 1 5
P.I  3.e 0. x  x. 1 ex  3 5.e 2 x  3  x. 2 e  x  e 2 x
0 1 f D 2 1 3D 9
1 x 5 2x xe  x 5 2 x
P.I  3  x. e  e  3  e
3. 1
2
9 3 9
The complete solution is y  C.F  P.I
1
  x
 c2 cos 3 x  c3 sin 3 x   3  x.e  5 e 2 x
x
x
 y  c1e e 2

 2 2  3 9

d 2 y dy
5) Solve   y  sin 2 x
dx 2 dx

Solution: The given equation in symbolic form is D2  D  1 y  sin 2x 
The auxiliary equation is m 2  m  1  0
1  12  4.1.1 1 i 3 1 3
m m  m   i
2.1 2 2 2
1
 x
 C.F  e c1 cos x  c2 sin x
2

1 1
P.I  X  P.I  2 sin 2x [Here a  2 ,  Replace D 2 by -22 ]
f D D  D 1
1 1
P.I  sin 2x  sin 2x
 4  D 1 D3
D3 D3
P.I  sin 2 x  2 sin 2 x
D  3D  3 D 9
Again in denominator replace D 2 by -4
D3
sin 2x  P.I   D  3sin 2x   2 cos2x  3sin 2x
1 1
P.I 
49 13 13
The complete solution is
 x 3  1
1
x  2 cos2 x  3 sin 2 x
3
y  e 2  c1 cos x  c2 sin
 2 2  13
d 3 y d 2 y dy
6) Solve    y  cos2 x
dx3 dx 2 dx

Solution: The equation can be symbolic form D3  D2  D 1 y  cos2x 
The auxiliary equation is m3  m2  m 1  0  m2 m  1 1m  1  0
 
 m2 1 m  1  0  m 1m  1m  1  0
 m  1,1,1
C.F  c1e x  c2  c3 xe  x
1
P.I  cos2x , Replace D 2 by –(22)
D  D2  D 1
3

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
1 1
 P.I  cos2 x  cos2 x
 4D  4  D  1  5D  1
P.I  
1 D  1 cos2x   1 D  1 cos2x ,
5 D  1D  1 5 D 2  1
Replace D2 by -(22) I denominator.
1 D 1
cos2 x  Dcos2 x  cos2x   2 sin 2 x  cos2 x
1 1
 P.I  
5  4  1 25 25
The complete solution is y  C.F  P.I

y  c1e x  c2  c3 xex   2sin 2x  cos2x

1
25
 c1e x  c2  c3 xex  2 sin 2x  cos2x
1
25

d2y
7) Solve  a 2 y  sin ax
dx 2
 
Solution: The given equation in symbolic form is D2  a 2 y  sin ax
The auxiliary equation is m 2  a 2  0
 m  i.a    i    0,   a
C.F  e0 x c1 cosax  c2 sin ax  c1 cosax  c2 sin ax
1
P.I  2 sin ax
D  a2
If we replace D 2 by  a 2 then it is a case of failure.
1 1 x 1
 P.I  x. sin ax  x. sin ax   sin ax [ is integral operator]
d
dD

D2  a2 2D 2 D

x  cosax  x
 P.I       cosax
2 a  2a
The complete solution is y  CF  PI
x
y  c1 cosax  c2 sin ax  cosax
2a

d2y
8) Solve 2
 4 y  sin 2 x
dx
Solution: The given equation in symbolic form is D2  4y  sin 2 x
The auxiliary equation is m2  4  0  m  i.2    i.    0,   2
C.F  e0 x c1 cos2x  c2 sin 2x  c1 cos2x  c2 sin 2x
1  1  cos2 x  1  1
P.I  2
1
sin 2 x  2    2 1  21 cos2x
D 4 D 4 2  2 D  4 D 4 
1 1
P.I .   1  x 1 cos2x  1  1  x  cos2xdx
2 0  4 2D  2 4 2 
1  1 x sin 2 x  1
    1  x sin 2 x
2  4 2 2  8

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
The complete solution is y  CF  PI

y  c1 cos2x  c2 sin 2x  1  x.sin 2x

1
8

9)  
Solve D2  1 y  sin x.sin 2x
Solution: The auxiliary equation is m 2  1  0  m  0  i
 CF  c1 cos x  c2 sin x

P.I 
1
sin x.sin 2x  1 . 21 2 sin x.sin 2x  1 . 21 cos x  cos3x
D 1 2
2 D 1 2 D 1
1 1
P.I   2 cos x  21 cos3x  1  x. 1 cos x  21 cos3x
2  D 1 D 1  2  2D D 1 
1 x 1  1  x sin x 1 
P.I .    cos xdx  cos3x    cos3x
2 2 8  2 2 8 
x.sin x cos3x
P.I  
4 16
The complete solution is y  CF  PI
x.sin x cos3x
y  c1 cos x  c2 sin x  
4 16

10)  
Solve D3  3D2  9D  27 y  cos3x
Solution: The auxiliary equation is m 3  3m 2  9m  27  0
Clearly m  3 is root.  m  3 is a factor.

Hence m3  3m2  9m  27  0  m  3 m2  9  0 
m  3  0  m  3, and m  9  0  m  9  m  i.3
2 2

C.F  c1e3x  e0 x c2 cos3x  c3 sin 3x  c1e3x  c2 cos3x  c3 sin 3x

1
P.I  3 cos3x
D  3D  9D  27
2

Here a  3, f ( D)  0 at a  3 Hence it is a case of failure.

1 1
 P.I  x. cos3x  x. 2 cos3x ,
d
dD

D 3  3D 2  9D  27  3D  6D  9

Replace D 2 by  32 
1 1 1
P.I  x. cos3x  x. cos3x  x. cos3x
3 9  6D  9  27  6D  9  6( D  3)
PI 
x D  3 cos3x   x D  3 cos3x
 6 D  3D  3 6 D2  9
Replace D 2 by -9 in denominator.
x D(cos3x)  3. cos3x x  3sin 3x  3. cos3x
  sin 3x  cos3x
x
 P.I    .
6  9  9 6  18 36
The complete solution is y  CF  PI

y  c1e3x  c2 cos3x  c3 sin 3x  sin 3x  cos3x

x
36
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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics

11)  
Solve D2  1 y  2  5x
Solution: The auxiliary equation is m 2  1  0  m 2  1  m  1
CF  c1e x  c2 e  x
P.I  2
1
D 1 1 D    
2  5x   1 2 2  5x   1  D 2 1 2  5x

P.I   1  D2  D4  ....2  5x  2  5x  D 2  5x  2  5x  0  2  5x
2

The complete solution is y  CF  PI

y  c1e x  c2 e  x  2  5x

12)  
Solve D3  3D  2 y  x 2
Solution: The auxiliary equation is m 3  3m  2  0
Clearly m  1 is a root of the equation. Therefore m  1 is a factor.

Hence m3  3m  2  0  m  1 m2  m  2  0 
 m  1  0 and m 2  m  2  0
Now m  1  0  m  1, and
m2  m  2  0  m  1m  2  0  m  1,2
 The roots are m  1,1,2
Hence C.F  c1  c2 xe  x  c3e 2 x
1   3D D 3   2
1
1 1
P.I  3 x2  x 
2
1     x
D  3D  2  3D D 3   2   2 2  
 21     
 2 2 
1   3D D3   3D D3  
2

P.I   1            .. x 2
2  2 2   2 2  

[The expansion to be carried up to the term containing D2 only]
1  3D 9D 2  2
 P.I   1  
4 
x
2 2
1 3
  9
   1 3 9  1 9
P.I    x 2  D x 2  D 2 x 2     x 2  .2 x  .2    x 2  3x  
2 2 4  2 2 4  2 2
The solution is y  CF  PI
1 9
 y  c1  c2 x e  x  c3 e 2 x   x 2  3x  
2 2

 
13) Solve D2  5D  4 y  x 2  7x  9
Solution: The auxiliary equation is m 2  5m  4  0
m  1m  4  0  m  1,4
C.F  c1e  x  c2 e4 x
P.I  2
1
D  5D  4
 x 2  7 x  9 
1
x 2  7 x  9
  5 D D 2 
41    
  4 4 

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
1
1   5 D D 2 
P.I  1  
4   4
 
4 
x 2
 7x  9 
1   5D D 2   5D D 2   5D D 2  
2 3

P.I  1  
4  4
         
    ..... x 2  7 x  9 

4   4 4   4 4  

P.I   x 2  7 x  9  Dx 2  7 x  9  D 2 x 2  7 x  9

1 5 21 
4 4 16 
1 2 21  1  2 5x 35 21
P.I   x  7 x  9  2 x  7  2   x  7 x  9    
5
4 4 16  4  2 4 8
1 9 x 23
P.I   x 2   
4 2 8
1 9 x 23
The complete solution y  c1e  x  c2 e 4 x   x 2   .
4 2 8

d2y dy
14) Solve 2
 3  2 y  e 2 x . sin x
dx dx

Solution: The given equation in symbolic form is D2  3D  2 y  e2 x .sin x 
The auxiliary equation is m 2  3m  2  0
 m  1m  2  0  m  1,2
C.F  c1e  x  c2 e 2 x
1
P.I  2 e 2 x sin x
D  3D  2
Take e 2 x outside the operator and replace D by D  2 in the denominator.
1 1
P.I  e 2 x . . sin x  e 2 x 2 sin x
D  2  3D  2  2
2
D  4D  4  3D  6  2

sin x , Replace D 2 by  12 

1
P.I  e 2 x 2
D  7D  12
1 1
P.I  e 2 x . sin x  e 2 x sin x
 1  7D  12 7D  11
7D  11
P.I  e 2 x . sin x
7D  117D  11
P.I  e 2 x .
7D  11 sin x , Replace D 2 by -1
49D 2  121
P.I  e 2 x .
7D  11 sin x  e 2 x 7Dsin x  11sin x  e 2 x 7 cos x  11sin x
 49  121  170  170
The complete solution is y  CF  PI
e2x
y  c1e  x  c2 e 2 x  7 cos x  11sin x
170

d3y
15) Solve  y  3  e  x  5e x x 2
dx3
 
Solution: The given equation in symbolic form is D3  1 y  3  e x  5e x x 2

13
First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
The auxiliary equation is m  1  0 3

 
m  1 m2  m  1  0  m  1  0 and m 2  m  1  0
1 3  1
x 3 3 
m  1, and m   i. , ∴ C.F  c1e  x  e c2 cos x  c3 sin
2
x
2 2  2 2 

P.I  3
1
D 1
 
3  e  x  5e x x 2  3 3  3 e  x  3
D 1
1 1
D 1
1
D 1

5e x x 2 
P.I . 
1
3  x d 1 e  x  5e x
1
0 1 
D3  1  
D 1 1
3

x2
dD
1 x 1
P.I .  3  x 2 e  5e x 3 x2
3D D  3D  3D  2
2

x
P.I  3    e  x dx  5e x
1
x 2 
3   3D 3D 2 D 3 
21     
  2 2 2 
1
  3D  3D 2  D 3 
x

P.I  3    e  x dx  
5e x
1    x 
2

3 2   2 
x  x 5e x   3D  3D 2  D3   3D  3D 2  D3  
2

P.I  3  e  1  
2  
     ...... x 2  
3

2   2  
x
x  Dx 2   D 2 x 2   D 2 x 2 
xe 5e  2 3
x
3 9 
P.I  3   
3 2  2 2 4 
xe x
5e  2
x
9 xe x
5e  2x 2  6x  3 
x
P.I .  3   x  3x  3    3    
3 2  2 3 2  2 
 3 

xe x 5e x 2 x 2  6 x  3 
, The complete solution is y  CF  PI
3 4
x 3  xe  x 5e x 2 x 2  6 x  3
1
x 3
y  c1e  e c2 cos
2
x  c3 sin x  3  
 2 2  3 4

 
16) Solve D2  6D  9 y  e3x x 2  7x  9  
Solution: The auxiliary equation is m 2  6m  9  0
 m  3  0  m  3,3
2

CF  c1  c2 xe3x
PI 
1
D  6D  9
2

e3x x 2  7 x  9 
 P.I .  e3 x
1
x2  7x  9
D  3  6D  3  9
3

1
 
P.I  e3x 2 x 2  7 x  9  e3x  x 2  7 x  9 dx
D
 
 x3   x4 x 2  e3x 4
x2 x3
P.I  e3x    7  9x dx  e3x   7  9   x  14x 3  42x 2 
3 2   12 6 2  12

14
First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
The complete solution is y  CF  PI

 y  c1  c2 xe 3x 
e3x 4
12

x  14x 3  42x 2 
Exercises:
Solve the following differential equations:

d2y dy d3y
1) 2
 5  6 y  e4x 24) 3
 8 y  x 4  2x  1
dx dx dx
2)
d y2
dy
4 2  4  3y  e2x
25)  
D3  2D2  D y  e2 x  x 2  x
dx dx d 2 y dy
2 26)   2 y  x  sin x
d y dy dx 2 dx
3)   y  e x
dx 2 dx d2y dy
4)  
D3  1 y  3  e  x  5e 2 x
27)
dx 2
 4  4 y  x 2  e x  cos2 x
dx
d3y
 
2
2 d y dy
5) 3
 y  ex 1 28) 2
 2  5 y  e 2 x sin x
dx dx dx
d4y d2y 3
d2y
 3 2  3  y  e x x  1
d y dy
6) 4
 18 2  81y  36e 3 x 29) 3
dx dx dx dx dx
7)  
D  3D  2 y  e x  e 2 x
2
30)
2
d y dy
 3  2 y  e3x x 2
4D  1y  e  12e
x 2
dx dx
 
D  D  D  1 y  e x 1  sin x
2 2 x
8) 31) 3 2

9)
d 3 y d 2 y dy
   y  sin 2 x 32)  
D2  10D  16 y  e 4 x sin 2x
dx3 dx 2 dx
10) D3  6D2  11D  6y  2 sin x
33)   
D2  1 y  e x 1  x 2 
11) D3  1y  cos2x
34)  
D2  2D  2 y  2e  x sin x

d2y dy 35)  
D2  2D  1 y  x 2e3x
12) 2
 4  y  a. cos2x
dx dx
2
d y x
13) 2
 4 y  2 sin
dx 2
 
14) D3  1 y  sin 3x  cos2
x
2
15) D  4D  4y  e  5 cos3x
2 4 x

d2y
16) 2
 4 y  e x  sin 2x
dx
17) D3  3D  2y  6e 3x  sin 2x
18) D4  D3 y  cos4x
19) D2  2D  10y  37 sin 3x  0
20) D2  4D  3y  sin 3x. cos2x
21) D2  D  6y  x
d2y
22) 2
 4y  x2
dx
d3y dy
23) 3
 13  12 y  x
dx dx
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Cauchy’s and Legendre’s Homogeneous linear differential equations:

A differential equation of the form

n n 1 n 2
n d y n 1 d
 ......... an y  f x .............. (1)
y n 2 d y
a0 x n
 a1 x n 1
 a2 x n2
dx dx dx
Where a0 , a1 , a2 ,..........an are all constants. And f (x) is a function of x is called a
homogeneous linear differential equation or cauchy’s homogeneous differential equation of
n th order.

We can reduce the differential equation (1) to linear differential equation with constant
dz 1
coefficient by using the substitution x  e z or z  log x  
dx x

dy dy dz dy 1 dy dy
Then  .  .   x. .............. (2)
dx dz dx dz x dz dx
d y d  1 dy  1 d  dy  dy  1  1 d 2 y dz 1 dy 1 d 2 y  1  1 dy
2
  . .        .    
dx 2 dx  x dz  x dx  dz  dz  x 2  x dz 2 dx x 2 dz x dz 2  x  x 2 dz
d 2 y 1  d 2 y dy  d 2 y dy 2
2 d y
    2   x .............. (3)
dx 2 x 2  dz 2 dz  dz dz dx 2
d d
Denote x.   D,
dx dz
dy
 From (1) x.  Dy
dx
2
From (2) x 2 2  D 2 y  Dy  DD  1y
d y
dx
3
Similarly x 3 d y
 DD  1D  2y
dx3
……………………………………………..............
dny
x n n  DD  1D  2..........D  n  1y
dx
Substituting these values in the equation (1) we get

{a0 DD 1D  2....D  n  1  a1 DD 1D  2...D  n  2  ... an1 D  an }y  f ( x)

This is a linear differential equation with constant coefficient. This can be solved by finding
CF and PI in terms of z.

Note: In equation (1) if x n is replaced by ax  bn , then such an equations is called
Legendre’s differential equation. We can reduce the Legendre’s differential equation to
linear differential equation with constant coefficient by using the substitution ax  b  e z or
dz a
z  log(ax  b)  
dx ax  b

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Worked examples:
2
2 d y dy
1) Solve x 2
 x  9y  0
dx dx
d2y dy
Solution: The given equation is x 2 2
 x  9 y  0 .............. (1)
dx dx
dy d2y d
Put x  e z  z  log x then x.  Dy , x 2 2  DD  1y where D
dx dx dz
From (1)
 
DD 1y  Dy  9 y  0  D2  9 y  0
The auxiliary equation is m 2  9  0  m  3
CF  c1e3z  c2 e 3z ,
P.I  0
The complete solution is y  CF  PI
y  c1e3z  c2e3z  c1 x3  c2 x 3 [Since e z  x ]

d3y 2
2 d y dy
2) Solve x 3 3
 6 x 2
 4x  4 y  0
dx dx dx
d3y d2y dy
Solution: The given equation is x 3 3  6 x 2 2  4 x  4 y  0 .............. (1)
dx dx dx
2
d3y
Put x  e z  z  log x then x.  Dy, x 2 2  DD  1y, x 3 3  DD  1D  2y
dy d y
dx dx dx
d
Where  D , From (1)
dz
DD  1D  2  6DD  1  4D  4y  0
 
D3  3D2  4 y  0
The auxiliary equation is m3  3m2  4  0  m  1m  22  0
 The roots of auxiliary equation are m  1,2,2
Hence complimentary function is C.F  c1e z  c2  c3 z e 2 z
P.I =0
The complete solution is y  CF  PI
y  c1e z  c2  c3 z e 2 z  y  c1 x  c2  c3 log xx 2

d2y dy
3) Solve x 2
2
 2x  4 y  x 4
dx dx
d2y dy
Solution: The given equation is x 2 2
 2 x  4 y  x 4 .............. (1)
dx dx
2
d
 Dy, x 2 2  DD  1y Where D 
dy d y
Put x  e z  z  log x then x
dx dx dz
From (1)
 
DD 1  2D  4y  e4z  D2  3D  4 y  e4z
The auxiliary equation is m 2  3m  4  0
 m  4m  1  0  m  4,1

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z
CF  c1e  c2e 4z

1
P.I  2 e 4Z
D  3D  4
Replace D by 4 we get
1
P.I  e 4 z [Case of failure]
16  12  4
1 1
 P.I  z. e 4 z  z. e4z

dD
d

D 2  3D  4 
2D  3

Now replace D by 4 in the denominator we get

1 1
P.I  z. e 4 z  z. e 4 z
2.4  3 5
The complete solution is y  CF  PI
z log x 4
 y  c1e 4 z  c2 e z  e 4 z  y  c1 x 4  c2 x 1  .x
5 5

d2y dy
4) Solve 4 x 2 2
 4x  y  4x 2
dx dx
d2y dy
Solution: 2
 4 x  y  4 x 2 .............. (1)
The given equation is 4 x 2
dx dx
2
d
Put x  e z  z  log x, then x.  Dy, x 2 2  DD  1y where
dy d y
D
dx dx dz
From (1)
4DD 1  4D 1y  4e2z  4D2 1 y  4e2z  
1
The auxiliary equation is 4m2  1  0  m  
2
1 1
z  z
 CF  c1e 2  c2 e 2
1
P.I  4.e 2 z
4D  1
2

Replace D by 2 we get
1 4
P.I  4. e2z  e2z
4.4.  1 15
The complete solution is y  CF  PI
1 1
z  z 4 2z 1 4
 y  c1e 2  c2 e 2
 e  c1 x  c2  x2
15 x 15

d2y
 x.  9 y  3x 2  sin3 log x
dy
5) Solve x 2 2
dx dx
d 2 y dy
Solution: The given equation is x 2 2  .  9 y  3x 2  sin3 log x ..............(1)
dx dx
d2y
Put x  e z  z  log x, then x.  Dy, x 2 2  DD  1y
dy
dx dx

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d
where  D , From (1)
dz
 
DD 1  D  9y  3e2z  sin 3z  D2  9 y  3e2z  sin 3z
The auxiliary equation is m 2  9  0  m  i.3  0  i.3
CF  e0 z c1 cos3z  c2 sin 3z   c1 cos3z  c2 sin 3z
P.I  2
1
D 9
 
3.e 2 z  sin 3z  2
1
D 9
3e 2 z  2
1
D 9
sin 3z  2
1
2 9
3.e 2 z  z.
1
2D
sin 3z
3 z   cos3z  3 2 z z
P.I  e 2 z     e  cos3z
13 2  3  13 6
The complete solution is y  CF  PI
3 z
 y  c1 cos3z  c2 sin 3z  e2 z  cos6z
13 6
 c1 cos3log x  c2 sin3log x  x  cos3log x .
3 2 log x
13 6

 2x  20 y  x  1
dy dy 2
6) Solve x 2
dx dx
2
2 d y
 2 x  20 y  x  1 .............. (1)
dy 2
Solution: The given equation is x 2
dx dx
d2y d
Put x  e z  z  log x, then x.  Dy, x 2 2  DD  1y where
dy
D
dx dx dz
From (1)
DD  1  2D  20y  e z  12
D 2

 D  20 y  e 2 z  2.e z  1
The auxiliary equation is
m2  m  20  0  m  4m  5  0  m  4,5
CF  c1e 4 z  c2 e 5z
P.I .  2
1
D  D  20
 
e 2 z  2e z  1

1 1 1
 2 e2z  2 2e z  2 1
D  D  20 D  D  20 D  D  20

P.I 
1
e2z  2
1
2.e z 
1
1
2  2  20
2
1  1  20 0  0  20
1 1 1
PI   e 2 z  e z 
14 9 20
The complete solution is y  CF  PI
1 1 1
y  c1e 4 z  c2 e 5 z  e 2 z  e z 
14 9 20
1 1 1
y  c1 x 4  c2 x 5  x 2  x 
14 9 20

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics

d2y
7) Solve 5  2 x2  65  2 x  8 y  0
dy
2
dx dx
d2y
Solution: The given equation is 5  2 x2 2  65  2 x  8 y  0 .............. (1)
dy
dx dx
Put 5  2x  e z  z  log5  2x then
2
5  2x dy  2Dy, 5  2x2 d y
2
 2 2 DD  1y
dx dx
  
From (1) 22 DD 1  6.2D  8 y  0  4D2  4D 12D  8 y  0 Where  d
dz
D

[4D2 16D  8] y  0  [D2  4D  2] y  0

The auxiliary equation is
m 2  4m  2  0  m  2  2
CF  c e 2 2 z  c e 2 2 z and P.I=0
1 2
The complete solution is y  CF  PI
y  c1e 2 2 z  c2 e 2 2 z  y  c1 5  2x
2 2   c 5  2x2 2 
2

d2y
8) Solve 1  x2  1  x  y  4 coslog1  x
dy
2
dx dx
Solution: The given equation is
2
1  x2 d 2y  1  x dy  y  4 coslog1  x.............. (1)
dx dx
Put 1  x  e  z  log1  x
z

then 1  x
dy
dx

 Dy, 1  x 2d2y
dx 2
 DD  1y

From (1) DD 1  D  1y  4 cosz  D2  1y  4 cosz d

, Where dz  D
The auxiliary equation is
m 2  1  0  m 2  1  m  i
 CF  c1 cos z  c2 sin z
1
P.I  4. cos z ,
D 1
2

If we replace D 2 by -1 then it is a case of failure.

 P.I  z.
1
4 cos z   2z sin z ,
2D
The complete solution is y  CF  PI
y  c1 cos z  c2 sin z  2 z sin z
 y  c1 coslog1  x   c2 sinlog 1  x   2 log1  x sinlog 1  x 

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3
9) Solve 2 x  13  2 x  1  2 y  0
d y dy
3
dx dx
Solution: The given equation is
3
2x  1 3  2x  1 dy  2 y  0 .............. (1)
3 d y

dx dx
2
Put 2x 1  e z  z  log2x 1 then 2x  1  2.Dy, 2 x  1  2 2 DD  1y
dy 2 d y

dx dx 2
d3y d
And 2 x  13 3  23 DD  1D  2y where D
dx dz

From (1) 23 DD 1D  2  2D  2 y  0 

 8 D3  3D2  2D  2D  2 y  0  
 
8D3  24D2  18D  2 y  0  4D3 12D2  9D 1 y  0  
The auxiliary equation is 4m 2  12m 2  9m  1  0
Clearly m  1 is a root  m  1 is a factor.
Hence 4m3 12m2  9m 1  0  m 1 4m2  8m  1  0  
3
 m  1, m  1 
2
   
 1 3  z  1 3  z
 2   2 
 CF  c1e  c2 e z
 c3e  

P.I=0
The complete solution is y  CF  PI
   
 1 3  z  1 3  z    
 y  c1 2x  1  c2 2x  1  c3 2 x  1
 2   2   1 3   1 3 
y  c1e  c2 e
z 
 c3e 
2  2 

d2y
10) Solve 1  2 x2  61  2x  16 y  81  2x
dy 2
2
dx dx
d2y
Solution: Given equation is 1  2 x2 2  61  2x  16 y  81  2x2 ......... (1)
dy
dx dx
d2y
Put 1  2x  e z  z  log1  2x then 1  2 x  2Dy, 1  2 x2 2  2 2 DD  1y ,
dy
dx dx
From (1)
 
22 DD 1  6.2D 16 y  8.e2 z  4DD 1 12D 16y  8e2 z

4D 
16D  16 y  8e2 z  D2  4D  4 y  2e2 z
2
 
The auxiliary equation is m2  4m  4  0  m  22  0  m  2,2
CF  c1  c2 z e2 z
1 1 1
P.I  2 2e 2 z  z. 2.e 2 z  z 2 .2e 2 z  z 2 e 2 z
D  4D  4 2D  4 2
The complete solution is y  CF  PI
y  c1  c2 z e2 z  z 2 e2 z  e2 z c1  c2 z  z 2  

y  1  2x c1  c2 log(1  2x)  log(1  2x)
2 2


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Exercises:

Solve the following differential equations:

d2y dy
1) x 2 2  3x  4 y  2 x 2
dx dx
2
d y 1
2) x 2 2  2 y  x 2 
dx x
3 2
d y d y dy
3) x 3 3  x 2 2  2 x  2 y  x 3  3x
dx dx dx
3 2
d y d y dy
4) x 4 3  2 x 3 2  x 2  xy  1 [Hint: divide throughout by x ]
dx dx dx
d3y d 2x  1
5) x 3 3  2 x 2 2  2 y  10 x  
dx dx  x
2
d y dy
6) x 2 2  x  3 y  x 2 log x
dx dx
2
d y 1 dy 12 log x
7)  . 
dx 2 x dx x2
2
d y dy
8) x 2 2  x  2 y  x. log x
dx dx
3
d2y
9) x 3 3  3x 2 2  x  8 y  65 coslog x
d y dy
dx dx dx
 
10) x D  xD  4 y  coslog x  x sinlog x
2 2

d2y
11) x  a 2 2  4x  a   6 y  x
dy
dx dx
3
12) 2 x  13 3  2 x  1  2 y  0
d y dy
dx dx
2
13) 3x  22 2  33x  2  36 y  3x 2  4 x  1
d y dy
dx dx
2
14) x  12 2  x  1  2x  32x  4
d y dy
dx dx

Application

1. Simple Harmonic motion

When the acceleration of a particle is proportional to its displacement from a fixed point and
is always directed towards it , then the motion is said to be simple harmonic.
If the displacement of the particle at any time t, from fixed point is then

Its solution is
Its velocity at a point is
In the case of a stretched elastic horizontal string which has one end fixed and a particle of
mass m attached to the other , find the equation of motion of the particle given that l is the

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
natural length of the string and e is its elongation due to weight mg. Also find the
displacement s of particle when initially s=0, v = 0.
Solu:
Let be the elastic horizontal string with the end fixed and having a particle of mass
attached to the end .
At any time t, let the particle be at the point of length; so that the elongation is .
Since for the elongation , tension = .
Therefore the elongation , tension =
Tension being the only horizontal force, the equation of motion is
or .....................................(i) which is the required equation of
motion.
Now (i) can be written as , where
Solving this we get
......................(iii)
When =0 , =
i.e.,

when =0 , =0;
=0
Substituting the values of and in (iii), we have
which is the required result.
2.Oscillatory Electrical circuit (L C R circuit)
Consider the discharge of a condenser C through an inductance L and the resistance R are
respectively
and .

By Kirchhoff’s law , we have =0

And if e.m.f . = the above equation becomes

1. In an LCR circuit ,
the charge q on a plate of a condenser is given by .
The circuit is tuned to resonance so that .If initially the current i and the charge q be
zero, show that, for small values of , the current in the circuit at time t is given by .

Sol:

Given differential equation is

..........................(i)

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First Semester Applied Mathematics – I (12MA11)
 Department of Mathematics
Its auxiliary equation is

Solving this we get

As is small, therefore , to the first order in ,

C.F =
And P.I =

Thus the complete solution of (i) is

............(ii) (rejecting terms in etc.)

............(iii)
Initially , when
from (ii) and from (iii), .
Thus , substituting these values and in (iii), we get

= (since is small)

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First Semester Applied Mathematics – I (12MA11)