Notes Unit-5 MAT211BT

Department of Mathematics
FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

DIFFERENTIAL EQUATIONS (MAT211BT)
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UNIT-V
LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF

HIGHER ORDER
Differential equations arise in an attempt to describe physical

phenomena in mathematical terms. A single differential equation can
serve as a mathematical model for many different processes. In the
study of mechanics – spring/mass systems, the free, underdamped and
critically damped motion can be expressed as linear differential
equation. Similar to this, LRC series circuits can be described by a
linear second- order differential equation.
Differential Equation:
An equation containing the derivatives of one or more dependent
variables, with respect to one or more independent variables, is said to
be differential equation.
The ‘order’ of a differential equation is the order of the highest
derivative in the equation and the power of highest order derivative
after clearing fractional powers from derivatives in the equation gives
the ‘degree’ of differential equation.
Classification of differential equation:

Differential equations are classified as:
i) Ordinary differential equation (ODE)
ii) Partial differential equations (PDE)
If the differential equation contains ordinary derivatives of one or more

dependent variables with respect to single independent variable,
equation is known as ODE.
First Semester LDE of Higher Order

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Examples:
i) 𝑥̈ = −𝑛2 𝑥
[1+(𝑦′)2 ]3/2
ii) =𝑎
𝑦"
If the differential equation contains partial derivatives of one or more
dependent variables of two or more independent variables, equation is
known as PDE.
Examples:
i) 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
ii) 𝑐 2 𝑢𝑥𝑥 = 𝑢𝑡
Linear Differential Equation:

A differential equation is said to be linear if dependent variable, all its
derivatives are of first degree and they are not multiplied together.
A non-linear differential equation is one that is not linear.
Linear ODE of higher order:

A linear ODE of nth order is of the form:
(𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦 = 𝑔(𝑥) … (1),
𝑑
where 𝑎0 , 𝑎1 , ⋯ 𝑎𝑛 are either constants or function of ‘x’ alone, 𝐷 = 𝑑𝑥
differential operator and 𝑔(𝑥) is a known function of ‘x’.
Let 𝐹(𝐷) = (𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 ) be a
differential operator, then above equation can be written as:
𝐹(𝐷)𝑦 = 𝑔(𝑥) … (2)
If 𝑔(𝑥) = 0, equation is said to be ‘homogeneous’ otherwise it is
known as ‘non-homogenous’. If 𝑦1 , 𝑦2 , ⋯ , 𝑦𝑛 are linearly independent


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solutions of the nth order homogeneous differential equation then 𝑦 =

𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛 , where 𝑐1 , 𝑐2 , ⋯ , 𝑐𝑛 are arbitrary constants is
also a solution of homogeneous equation.
If 𝑦𝑝 be a particular function which satisfies non-homogeneous linear
differential equation then the general solution of the equation (2) is
given by:
𝑦 = 𝑦𝑐 + 𝑦𝑝
Where 𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛 is called as complementary
function and 𝑦𝑝 is called particular integral.
Homogeneous Linear ODE with constant coefficients:

Consider a nth order homogeneous ODE,
(𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦 = 0
Let 𝑦 = 𝑒 𝑚𝑥 be a trial solution, obtaining the derivatives and using
above equation we obtain:
𝑒 𝑚𝑥 (𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 + 𝑎2 𝑚𝑛−2 + ⋯ + 𝑎𝑛−1 𝑚 + 𝑎𝑛 ) = 0
Since 𝑒 𝑚𝑥 ≠ 0, above equation vanishes if ‘m’ is root of algebraic
equation. This algebraic equation is known as ‘auxiliary’ or
‘characteristic’ equation. The general solution of homogeneous
equation depends on nature of roots of this equation.
Consider the second order ODE of the form:
(𝑎0 𝐷 2 + 𝑎1 𝐷 + 𝑎𝑛 )𝑦 = 0
The auxiliary equation is given by 𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎𝑛 = 0.
Case (i) Let the roots of auxiliary equation be real and distinct say
𝑚 = 𝑚1 , 𝑚2 . The general solution of above equation is given by
𝑦 = 𝑐1 𝑒 𝑚1𝑥 + 𝑐2 𝑒 𝑚2 𝑥

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Case (ii) Let the roots of auxiliary equation be real and repeated say
𝑚 = 𝑚1 , 𝑚1 . The general solution of above equation is given by
𝑦 = 𝑐1 𝑒 𝑚1𝑥 + 𝑐2 𝑥𝑒 𝑚1 𝑥
Case (iii) Let the roots of auxiliary equation be complex say

𝑚 = 𝛼 + 𝑖𝛽, 𝑚 = 𝛼 − 𝑖𝛽 .The general solution of above equation is
given by 𝑦 = 𝑒 𝛼𝑥 (𝑐1 𝑐𝑜𝑠𝛽𝑥 + 𝑐2 𝑠𝑖𝑛𝛽𝑥)
Case (iv) If the ODE is fourth order and the roots of auxiliary equation
are complex repeated
say 𝑚 = 𝛼 ± 𝑖𝛽, 𝑚 = 𝛼 ± 𝑖𝛽 .The general solution of equation is
given by
𝑦 = 𝑒 𝛼𝑥 [(𝑐1 + 𝑐2 𝑥)𝑐𝑜𝑠𝛽𝑥 + (𝑐3 + 𝑐4 𝑥)𝑠𝑖𝑛𝛽𝑥]
The above procedure can be extended to higher order linear

homogenous ODE in a similar manner.
Examples:
𝑑2 𝑦 𝑑𝑦
1. Solve: 2 𝑑𝑥 2 − 5 𝑑𝑥 − 3𝑦 = 0
Solution: The auxiliary equation is given by 2𝑚2 − 5𝑚 − 3 = 0
1
The roots are 𝑚 = − 2 , 𝑚 = 3 . The roots are real and distinct the
general solution of given ODE is
1
𝑦 = 𝑐1 𝑒 −(2)𝑥 + 𝑐2 𝑒 3𝑥
𝑑2 𝑦 𝑑𝑦
2. Solve: − 10 𝑑𝑥 + 25𝑦 = 0
𝑑𝑥 2
Solution: The auxiliary equation is given by (𝑚 − 5)2 = 0

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The roots are 𝑚 = 5, 5 as the roots are real and repeated the general
solution of given ODE is 𝑦 = 𝑐1 𝑒 5𝑥 + 𝑐2 𝑥𝑒 5𝑥
𝑑2 𝑦 𝑑𝑦
3. Solve: 𝑑𝑥 2 + 4 𝑑𝑥 + 7𝑦 = 0
Solution: The auxiliary equation is given by 𝑚2 + 4𝑚 + 7 = 0
The roots are 𝑚 = −2 ± √3𝑖 which are complex, hence the general
solution is given by
y=e-2x [c1 cos(√3x) +c2 sin(√3x) ]
4. Solve: (𝐷3 + 1)𝑦 = 0
Solution: The auxiliary equation is given by 𝑚3 + 1 = 0
1 √3
The roots are 𝑚 = −1, ±𝑖 , hence the general solution is given by
2 2
1 √3 √3
y=c1 e-x +e(2)x [c1 cos ( x) +c2 sin ( x)]
2 2
5. Solve: (𝐷4 2
+ 8𝐷 + 16)𝑦 = 0
Solution: The auxiliary equation is given by 𝑚4 + 8𝑚2 + 16 = 0,
(𝑚2 + 4)2 = 0
The roots are complex repeated 𝑚 = ±2𝑖, ±2𝑖, hence the general
solution is given by
𝑦 = [(𝑐1 + 𝑐2 𝑥)cos (2𝑥) + (𝑐3 + 𝑐4 𝑥)sin (2𝑥) ]
𝑑2 𝑥 𝑑𝑥
6. Solve the initial value problem +5 + 6𝑥 = 0 , given
𝑑𝑡 2 𝑑𝑡
𝑑𝑥
that 𝑥(0) = 0, 𝑑𝑡 (0) = 15.
Solution: The auxiliary equation is given by 𝑚2 + 5𝑚 + 6 = 0
The roots are 𝑚 = −3, −2, hence the general solution is given by
𝑥 = 𝑐1 𝑒 −3𝑡 + 𝑐2 𝑒 −2𝑡
Using the given initial conditions, we find that 𝑐1 + 𝑐2 = 0 and 2𝑐1 +
3𝑐2 = −15

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Solving these we get 𝑐1 = 15 and 𝑐2 = −15.

The particular solution of the given differential equation is
𝑥 = 15(𝑒 −3𝑡 − 𝑒 −2𝑡 )

Exercise:
Solve ( D3 − 8) y = 0 , where D 
d
1 .
dx
(
Answer: y = c1e2 x + e− x c2 cos 3x + c3 sin 3x . )
d 2 y dy dy(0)
2 Solve 2 + 5 + 6 y = 0; y(0) = 0, = 15.
dt dt dt
Answer: y = 15 ( e−2t − e−3t ) .
Solve ( D4 − 4D3 + 8D2 − 8D + 4 ) y = 0 , where D 

d
3 .
dx
Answer: y = e x ( c1 + c2 x ) cos x + ( c3 + c4 x ) sin x  .
Solve ( D3 − D2 − D + 1) y = 0 , where D 
d
4 .
dx
Answer: y = ( c1 + c2 x ) e + c3e .
x −x
d3y d2y dy
5 Solve 3
− 2 2 + 4 − 8y = 0 .
dx dx dx
Answer: y = c1e + c2 cos 2 x + c3 sin 2 x .

2x
6 Find the solution of the boundary value problem y + y = 0
( )
given that y (0) = 1, y  2 = 2 .
Answer: y = cos x + 2sin x .


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7 Find the solution of the initial value problem:
d 2 y dy dy(0)
2
+ 5 + 6 y = 0; y(0) = 0, = 15.
dt dt dt
Answer: y = 15 ( e−2t − e−3t ) .
Non-homogeneous Linear ODE with constant coefficients:

The general solution of non-homogeneous linear ODE has two parts –
Complementary function and Particular integral
The complementary function is solution of homogeneous ODE
The rules for finding particular integral are given below:
The kinds of functions that make up the input function 𝑔(𝑥)are
generally constants, exponentials, sine, cosine and polynomials.
Consider F(D)y=g(x) ,
If 𝑦 = 𝑦𝑝 is a particular integral of this ODE, then
F(D)yp =g(x)
1
then yp = F(D) g(x),
1
where is called as ‘inverse differential operator’.
𝐹(𝐷)
Rules for finding particular integral:

i) Let 𝑔(𝑥) = 𝑘𝑒 𝑎𝑥
1 1
then 𝑦𝑝 = 𝑘 𝐹(𝐷) 𝑒 𝑎𝑥 = 𝑘 𝐹(𝑎) 𝑒 𝑎𝑥 , provided 𝐹(𝑎) ≠ 0
𝑥
If 𝐹(𝑎) = 0 then 𝑦𝑝 = 𝑘 [𝐹′ (𝐷)] 𝑒 𝑎𝑥 , provided 𝐹 ′ (𝑎) ≠ 0
𝐷=𝑎


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𝑥2
If 𝐹′(𝑎) = 0 then 𝑦𝑝 = 𝑘 [𝐹′′ (𝐷)] 𝑒 𝑎𝑥 , provided 𝐹 ′′ (𝑎) ≠ 0 and so
𝐷=𝑎
on
ii) Let 𝑔(𝑥) = sin(𝑎𝑥 + 𝑏) 𝑜𝑟 cos (𝑎𝑥 + 𝑏)
1 1
𝑦𝑝 = 𝐹(𝐷2) sin(𝑎𝑥 + 𝑏) 𝑜𝑟 𝐹(𝐷2) cos(𝑎𝑥 + 𝑏)
1 1
= 𝐹(−𝑎2) sin(𝑎𝑥 + 𝑏) 𝑜𝑟 𝐹(−𝑎2) cos (𝑎𝑥 + 𝑏),
provided 𝐹(−𝑎2 ) ≠ 0
𝑥 𝑥
If 𝐹(−𝑎2 ) = 0, 𝑦𝑝 = 𝐹′ (−𝑎2) sin(𝑎𝑥 + 𝑏) 𝑜𝑟 𝐹′ (−𝑎2) cos (𝑎𝑥 + 𝑏),
provided 𝐹 ′ (−𝑎2 ) ≠ 0
1 𝑥
Particular case: (𝐷2 +𝑎2 )
cos (𝑎𝑥 + 𝑏) = 2𝑎 sin (𝑎𝑥 + 𝑏)
1 𝑥
(𝐷 2 +𝑎2 )
sin(𝑎𝑥 + 𝑏) = − 2𝑎 cos (𝑎𝑥 + 𝑏)
1
iii) Let 𝑔(𝑥) = 𝑥 𝑚 then 𝑦𝑝 = 𝐹(𝐷) 𝑥 𝑚 = [𝐹(𝐷)]−1 𝑥 𝑚
Expanding the right hand side as a binomial series, the particular
integral can be obtained. The following series expansions are useful:
(1 + 𝐷)−1 = 1 − 𝐷 + 𝐷2 − 𝐷 3 + ⋯
(1 − 𝐷)−1 = 1 + 𝐷 + 𝐷2 + 𝐷 3 + ⋯
(1 + 𝐷)−2 = 1 − 2𝐷 + 3𝐷2 − 4𝐷3 + ⋯
(1 − 𝐷)−2 = 1 + 2𝐷 + 3𝐷2 + 4𝐷3 + ⋯
iv) Let 𝑔(𝑥) = 𝑒 𝑎𝑥 𝑉(𝑥) where 𝑉(𝑥) is function of ‘x’
1 1
𝑦𝑝 = 𝐹(𝐷) 𝑒 𝑎𝑥 𝑉(𝑥) = 𝑒 𝑎𝑥 𝐹(𝐷+𝑎) 𝑉(𝑥)
The right hand side can be evaluated by earlier methods.
Examples:
1. Solve: (𝐷 − 2)2 𝑦 = 8(𝑒 2𝑥 + 𝑠𝑖𝑛2𝑥 + 𝑥 2 )


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Solution: The auxiliary equation is (𝑚 − 2)2 = 0 , the roots are 𝑚 =

2, 2
∴ 𝑦𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥
1
The particular integral is obtained as follows: 𝑦𝑝 = 8 [(𝐷−2)2 𝑒 2𝑥 +
1 1
(𝐷−2)2
𝑠𝑖𝑛2𝑥 + (𝐷−2)2 𝑥 2 ]
1 1 𝑥 2 𝑒 2𝑥
Now (𝐷−2)2 𝑒 2𝑥 = 𝑥 2 [2(1−0)] 𝑒 2𝑥 =
𝐷=2 2
1 1 1
(𝐷−2)2
𝑠𝑖𝑛2𝑥 = (𝐷2−𝐷+4) 𝑠𝑖𝑛2𝑥 = −4−4𝐷+4 sin 2𝑥
1 1 1
=- sin2x=- ∫ sin(2x) dx= cos2x
4D 4 8
1 2
1 𝐷 -2 2 1 2D 3D2 2
1 2 3
x = (− ) x = (1+ + +…) x = (x +2x+ )
(D-2)2 4 2 4 2 4 4 2
∴ 𝑦𝑝 = 4𝑥 2 𝑒 2𝑥 + 𝑐𝑜𝑠2𝑥 + 2𝑥 2 + 4𝑥 + 3
Hence, the general solution of given equation is 𝑦 = 𝑦𝑐 + 𝑦𝑝
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 + 4𝑥 2 𝑒 2𝑥 + 𝑐𝑜𝑠2𝑥 + 2𝑥 2 + 4𝑥 + 3
2. Solve: 𝑦 ′′ − 4𝑦 = cosh(2𝑥 − 1) + 3𝑥
Solution: The auxiliary equation and its roots are: 𝑚2 − 4 = 0 𝑚 =
+2, −2
∴ 𝑦𝑐 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 2𝑥
The particular integral is obtained as follows:


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1 1
𝑦𝑝 = cosh(2𝑥 − 1) + 2 3𝑥
(𝐷2 − 4) (𝐷 − 4)
1 1 𝑒 2𝑥−1 +𝑒 −2𝑥+1 1
Now (𝐷2−4) cosh(2𝑥 − 1) = 2 [ ] = 8 (𝑥𝑒 2𝑥−1 − 𝑥𝑒 −2𝑥+1 )
𝐷 2 −4
1 1 1
(𝐷 2 −4)
3𝑥 = (𝐷2−4) 𝑒 𝑥𝑙𝑜𝑔(3) = [(𝑙𝑜𝑔3)2−4] 3𝑥
Hence, the solution of given equation is 𝑦 = 𝑦𝑐 + 𝑦𝑝
1 1
∴y=c1 e-2x +c2 e2x + (xe2x-1 -xe-2x+1 )+ 3x
8 [(log3)2 -4]
3. Solve: 𝑦 ′′ − 2𝑦 ′ + 𝑦 = x𝑒 𝑥 𝑠𝑖𝑛𝑥
Solution: The auxiliary equation and its roots are: 𝑚2 − 2𝑚 + 1 = 0
𝑚 = 1, 1
∴ 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥
The particular integral is obtained as follows:
1 1 1
𝑦𝑝 = [(𝐷−1)2] 𝑒 𝑥 𝑥𝑠𝑖𝑛𝑥 = 𝑒 𝑥 [𝐷+1−1]2 𝑥𝑠𝑖𝑛𝑥 = 𝑒 𝑥 𝐷2 𝑥𝑠𝑖𝑛𝑥
Integrating right hand side twice by using the rule of parts we obtain:
𝑦𝑝 = −𝑒 𝑥 (𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥)
∴ 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 − 𝑒 𝑥 (𝑥𝑠𝑖𝑛𝑥 + 2𝑐𝑜𝑠𝑥)
4. Solve: (𝐷3 + 3𝐷2 + 3𝐷 + 1)𝑦 = 𝑒 −𝑥

Solution: The auxiliary equation and its roots are:
𝑚3 + 3𝑚2 + 3𝑚 + 1 = 0


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𝑚 = −1, − 1, −1
∴ 𝑦𝑐 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑥𝑒 −𝑥 + 𝑐3 𝑥 2 𝑒 −𝑥
1 1 𝑥 3 𝑒 −𝑥
Now (𝐷+1)3 𝑒 −𝑥 = 𝑥 2 [6(𝐷+1)] 𝑒 −𝑥 =
𝐷=−1 6

-x -x
x 3 e-x
2 -x
∴y=c1 e +c2 xe +c3 x e +
6
5. Find the particular integral of (𝐷3 + 1)𝑦 = cos (2𝑥 − 1).

Solution: The particular integral is given by:
1 1
𝑦𝑝 = [𝐷3+1] cos(2𝑥 − 1) = cos(2𝑥 − 1)
𝐷(−4)+1
(1 + 4𝐷)
= cos (2𝑥 − 1)
1 − 16𝐷2
(1+4𝐷) 1
𝑦𝑝 = 1−16(−4) cos(2𝑥 − 1) = 65 [cos(2𝑥 − 1) − 8 sin(2𝑥 − 1)]
6. Find the particular integral of (𝐷3 + 4𝐷)𝑦 = 2 sin 𝑥 cos 𝑥.

1 1
𝑦𝑝 = [ 3 ] 2 sin 𝑥 cos 𝑥 = 2
sin (2𝑥)
𝐷 + 4𝐷 (𝐷 + 4)𝐷
1 1 𝑥
𝑦𝑝 = 𝑥 2 sin(2𝑥) = 𝑥 sin(2𝑥) = − sin (2𝑥)
3𝐷 + 4 3(−4) + 4 8
7. Find the particular integral of (𝐷2 + 9)𝑦 = 𝑥 cos 𝑥



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1
𝑦𝑝 = 𝑅𝑒(𝑥𝑒 𝑖𝑥 )
𝐷2 +9
1
= 𝑅𝑒 2 (𝑥𝑒 𝑖𝑥 )
𝐷 +9
1
= 𝑅𝑒 𝑒 𝑖𝑥 (x)
(𝐷 + 𝑖)2 + 9
1
𝑦𝑝 = 𝑅𝑒 𝑒 𝑖𝑥 2 (x)
𝐷 + 2𝑖𝐷 + 8
1
= 𝑅𝑒 𝑒 𝑖𝑥 (x)
𝑖𝐷
8 (1 + 4 )
𝑒 𝑖𝑥 𝑖𝐷 −1
= 𝑅𝑒 (1 + ) (x)
8 4
𝑖𝑥
𝑒 𝑖𝐷
𝑦𝑝 = 𝑅𝑒 (1 − ) (x)
8 4
cos 𝑥 + 𝑖 𝑠𝑖𝑛 𝑥 𝑖
= 𝑅𝑒 (𝑥 − )
8 4
1
= (4𝑥 cos 𝑥 + sin 𝑥 )
32
8. Find the particular integral of (𝐷2 − 4𝐷 + 4)𝑦 = 𝑥 2 𝑒 3𝑥 + sin2 𝑥
1
𝑦𝑝 = (𝐷−2)2 [𝑥 2 𝑒 3𝑥 + sin2 𝑥 ]
1 2 3𝑥 ]
1
= [𝑥 𝑒 + [sin2 𝑥]
(𝐷 − 2)2 (𝐷 − 2)2
1
Now, (𝐷−2)2 [𝑥 2 𝑒 3𝑥 ]
1
= 𝑒 3𝑥 [𝑥 2 ]
(𝐷 + 3 − 2)2


_________________________________________________________
1
= 𝑒 3𝑥 [𝑥 2 ]
(𝐷 + 1)2
= 𝑒 3𝑥 (1 + 𝐷)−2 [𝑥 2 ]
= 𝑒 3𝑥 (1 − 2𝐷 + 3𝐷2 )[𝑥 2 ]
= 𝑒 3𝑥 (𝑥 2 − 4𝑥 + 6)
and
1
[sin2 𝑥]
(𝐷−2)2
1 1 − cos 2𝑥
= 2
[ ]
(𝐷 − 2) 2
1 1 1 1
= 2
[ 𝑒 0𝑥 ] − 2
[ cos 2𝑥]
(𝐷 − 2) 2 (𝐷 − 2) 2
1 1 1 1
= 2
[ 𝑒 0𝑥 ] − 2 [ cos 2𝑥]
(0 − 2) 2 𝐷 − 4𝐷 + 4 2
1 1 1
= − . 2 [cos 2𝑥]
8 2 2 − 4𝐷 + 4
1 1 1 1
= + [cos 2𝑥] = + sin 2𝑥
8 8𝐷 8 16
3𝑥 (𝑥 2 1 1
∴ 𝑦𝑝 = 𝑒 − 4𝑥 + 6) + 8 + 16 sin 2𝑥
Exercise:
𝑑2 𝑦 𝑑𝑦
1. Solve + 2 𝑑𝑡 + 𝑦 = 2𝑒 2𝑡 .
𝑑𝑡 2
2
Answer: 𝑦 = (𝑐1 + 𝑐2 𝑡)𝑒 −𝑡 + 9 𝑒 2𝑡
2. Solve 𝑦 ′′′ − 12𝑦 ′ + 16𝑦 = (𝑒 𝑥 + 𝑒 −2𝑥 )2 .

𝑥2 2
Answer: 𝑦 = (𝑐1 + 𝑐2 𝑥)𝑒 2𝑥 + 𝑐3 𝑒 −4𝑥 + 12 𝑒 2𝑥 + 27 𝑒 −𝑥 +
𝑥
𝑒 −4𝑥
36


_________________________________________________________
d 3 y d 2 y dy
3. Solve + − − y = cos 2 x .
dx3 dx 2 dx
1
Answer: y = ae x + (b + cx)e− x − (2sin 2 x + cos 2 x)
25
4. Solve ( D3 − D 2 − 6D ) x = 1 + t 2 .
1
Answer: x = a + be3t + ce−2t − (25t − 3t 2 + 6t 3 )
108
d 2 y dy
5. Solve 2
+ 3 + 2 y = e2 x sin x .
dx dx
1 2x
Answer: y = ae− x + be−2 x − e (7 cos x − 11sin x)
170
6. Solve (D4 + 4) y = sin 2 x .
1
Answer: y = a cos 2 x + b sin 2 x + (1 − x sin 2 x)
8
d2y dy
7. Solve 2
− 6 + 9 y = e3x ( x2 + 7 x + 5) .
dx dx
 1 4 2  3x
Answer: y =  a + bx + ( x + 14 x + 30 x )  e
3
 12 
2
d y
8. Solve − 4 y = x sinh x.
dx2
x 2
Answer: y = ae2 x + be−2 x − sinh x − cosh x
3 9
9. Solve (D2 − 4D + 4) y = 8x2e2 x sin 2x .
Answer: y = ( a + bx(3 − 2 x 2 )sin 2 x − 4 x cos 2 x ) e2 x


_________________________________________________________
10. Solve 𝑦 ′′ − 𝑦 = 𝑥 sin 𝑥 + (1 + 𝑥 2 )𝑒 𝑥 .

𝑥 1 𝑒 𝑥 3𝑥 𝑥2 𝑥3
Answer:𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥 − 2 sin 𝑥 − 2 cos 𝑥 + 12 ( 2 − + )
2 3
Method of Variation of Parameters:

The method of variation of parameter is more general method, in
which the function g(x) is not restricted to any particular form. The
working rule for finding solution of the given ODE is given below:
Consider the second order ODE of the form 𝑦 ′′ + 𝑃(𝑥)𝑦 ′ + 𝑄(𝑥)𝑦 =
𝑔(𝑥)
Let 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 be solution of the equation with 𝑔(𝑥) = 0, the
complete solution of given ODE is 𝑦 = 𝐴(𝑥)𝑦1 + 𝐵(𝑥)𝑦2, where
y2 g(x)
A(x)= - ∫ dx+k 1
W
y1 g(x)
B(x)= ∫ dx+k 2
W
𝑦1 𝑦2
With the ‘Wronskian’ given by 𝑊 = |𝑦 ′ 𝑦2′ | ≠ 0
1
Examples:
1. Solve: 𝑦 ′′ + 𝑎2 𝑦 = sec (𝑎𝑥)

Solution: The auxiliary equation and its roots are 𝑚2 + 𝑎2 = 0 ,
𝑚 = ±𝑎𝑖
∴ 𝑦𝑐 = 𝑐1 cos (𝑎𝑥) + 𝑐2 sin (𝑎𝑥)
Let 𝑦1 = cos(𝑎𝑥) , 𝑦2 = sin (𝑎𝑥)
y1 y2
W= | ' | =a[cos2 (ax)+sin2 (ax)]=a
y1 y2'

_________________________________________________________
y2 g(x) tan(ax) 1
A(x)=- ∫ dx+k 1 =- ∫ dx+k 1 =- 2 log[cos(ax)] +k 1
W a a
y1 g(x) 1 x
B(x)= ∫ dx+k 2 = ∫ dx+ k 2 = +k 2
W a a
The complete solution of given ODE is 𝑦 = 𝐴(𝑥)𝑦1 + 𝐵(𝑥)𝑦2 ,

1 x
∴y=k 1 cos(ax) +k 2 sin(ax) - 2 cos(ax) log[cos(ax)] + sin(ax)
a a
2. Solve: 𝑦 ′′ − 𝑦 = 𝑒 −2𝑥 cos (𝑒 −𝑥 )

Solution: The auxiliary equation and its roots are 𝑚2 − 1 = 0 , 𝑚=
±1
∴ 𝑦𝑐 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥
Let 𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑒 −𝑥
y1 y2
W= | ' | =-2
y1 y2'
y2 g(x)
A(x) =- ∫ dx+k 1
W
1
=- ∫ z 2 cos(z) dz+k 1 ,
2
𝑤ℎ𝑒𝑟𝑒 𝑧 = 𝑒 −𝑥 , and 𝑑𝑧 = −𝑒 −𝑥 𝑑𝑥
Integrating by rule of parts obtain:
1
A(x) = - e-2x sin(e-x ) -e-x cos(e-x ) + sin(e-x ) +k 1
2
y g(x)
B(x) = ∫ 1W dx+k 2


_________________________________________________________
1 1
= ∫ cos(z)dz+ k 2 = sin(e-x ) +k 2 , where z= e-x
2 2
The complete solution of given ODE is 𝑦 = 𝐴(𝑥)𝑦1 + 𝐵(𝑥)𝑦2
∴ y= k 1 e-x +k 2 ex - cos(e-x ) +ex sin(e-x )
Exercise:
1. Using the method of variation of parameters, solve

( D + 4) x = tan 2t .
2
1
Answer: x = a cos 2t + b sin 2t − cos 2t log(sec 2t + tan 2t )
4
d2y 2
2. Solve −y= by the method of variation of parameters.
dx 2
1 + ex
Answer: y = ae
x
+ be− x −1 + ex log(e− x + 1) − e− x log(ex + 1) .
3. Solve y − 2 y + y = ex log x by the method of variation of

parameters.
1 2 x
Answer: y = (a + bx)e x + x e (2log x − 3) .
4
Cauchy-Euler equation:
The linear ODE of the form
(𝑎0 𝑥 𝑛 𝐷𝑛 + 𝑎1 𝑥 𝑛−1 𝐷 𝑛−1 + 𝑎2 𝑥 𝑛−2 𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 𝑥𝐷 + 𝑎𝑛 )𝑦
= 𝑔(𝑥)
where 𝑎0 , 𝑎1 , ⋯ 𝑎𝑛 are constants, is known as ‘Cauchy-Euler’ or
equidimensional equation.

_________________________________________________________
This equation can be reduced to ODE with constant coefficients by

changing the independent variable as follows –
Take 𝑥 = 𝑒 𝑧 , then 𝑥𝐷𝑦 = 𝐷1 𝑦,
𝑥 2 𝐷2 𝑦 = 𝐷1 (𝐷1 − 1)𝑦 ,
𝑥 3 𝐷3 𝑦 = 𝐷1 (𝐷1 − 1)(𝐷1 − 2)𝑦
𝑑
where 𝐷1 = and so on.
𝑑𝑧
The resulting ODE can be solved using the earlier methods.
Examples:
𝑑2 𝑦 𝑑𝑦
1. Solve: 4𝑥 2 𝑑𝑥 2 + 8𝑥 𝑑𝑥 + 𝑦 = 0
Solution: The given ODE is second order Euler equation.
Put 𝑥 = 𝑒 𝑧 , then 𝑥𝐷𝑦 = 𝐷1 𝑦, 𝑥 2 𝐷2 𝑦 = 𝐷1 (𝐷1 − 1)𝑦
The given equation reduces to (𝐷1 2 + 4𝐷1 + 1)𝑦 = 0
The auxiliary equation and its roots are 𝑚2 + 4𝑚 + 1 = 0,
1 1
𝑚 = −2,−2
1 1
The general solution of given ODE is 𝑦 = 𝑐1 𝑒 −(2)𝑧 + 𝑐2 𝑧𝑒 −(2)𝑧 ,
where 𝑧 = log (𝑥)
𝑑2 𝑦 𝑑𝑦
2. Solve: 𝑥 2 𝑑𝑥 2 − 𝑥 𝑑𝑥 + 𝑦 = log (𝑥)
Solution: The given ODE is second order Euler equation.

Put 𝑥 = 𝑒 𝑧 , then 𝑥𝐷𝑦 = 𝐷1 𝑦, 𝑥 2 𝐷2 𝑦 = 𝐷1 (𝐷1 − 1)𝑦
The given equation reduces to (𝐷1 2 − 2𝐷1 + 1)𝑦 = 𝑧
The auxiliary equation and its roots are 𝑚2 − 2𝑚 + 1 = 0,
𝑚 = 1, 1
∴ 𝑦𝑐 = 𝑐1 𝑒 𝑧 + 𝑐2 𝑧𝑒 𝑧
1
Now yp = (𝐷 2
z = (1 − 𝐷1 )-2 z=(1+2𝐷1 +3𝐷1 2 +…)z = z+2
1 -1)


_________________________________________________________

𝑦 = 𝑐1 𝑒 𝑧 + 𝑐2 𝑧𝑒 𝑧 + 𝑧 + 2, where 𝑧 = log (𝑥)
Exercise:
𝑑2 𝑦 𝑑𝑦 𝑦
1. Solve 4𝑥 𝑑𝑡 2 + 4 𝑑𝑡 − 𝑥 = 4𝑥.
1 4 2
Answer: y = a x + b + x
x 15
d3y dy
2. Solve x
3
3
+ 2 x − 2 y = x2 log x + 3x
dx dx
1
Answer: y = ax + x ( b cos log x + c sin log x ) − x 2 + 3x log x
2
3. Solve ( x 2 D2 + xD + 9 ) y = 3x 2 + sin(3log x) , where D 
d
.
dx
3
Answer:𝑦 = 𝑎 cos (3 log 𝑥) + 𝑏 sin(3 log 𝑥) + 13 𝑥 2 −
1
log 𝑥 cos (3 log 𝑥).
6


_________________________________________________________
Applications of differential equations:

A flexible spring is suspended vertically from a rigid support and then
a mass is attached to its free end. Assuming that the mass vibrates, free
of other external forces the displacement describes SHM. Fig (1)
Fig (1)
1. The displacement ‘x’ of a particle executing simple harmonic
motion (SHM) is given
by 𝑥̈ = −𝑛2 𝑥. Where n2, is a force constant. Solve this equation under
𝑑𝑥
the initial conditions 𝑥 = 𝑎 and = 0, at 𝑡 = 0.
𝑑𝑡
𝑑
Solution: The given ODE is (𝐷1 2 + 𝑛2 )𝑥 = 0, where 𝐷1 = 𝑑𝑡
The auxiliary equation and its roots are 𝑚2 − 𝑛2 = 0
𝑚 = ±𝑛𝑖


_________________________________________________________
The general solution is given by 𝑥 = 𝑐1 cos (𝑛𝑡) + 𝑐2 sin (𝑛𝑡), using

𝑑𝑥
the given conditions 𝑥 = 𝑎 and = 0, at 𝑡 = 0 we find that 𝑐1 = 𝑎
𝑑𝑡
and 𝑐2 = 0
The displacement at any instant of time is given by 𝑥 = a cos (𝑛𝑡)
2. The charge 𝑞 = 𝑞(𝑡) on the capacitor in a LRC series circuit (Fig

𝑑2 𝑞 𝑑𝑞 1
(2)) is governed by the equation 𝐿 𝑑𝑡 2 + 𝑅 𝑑𝑡 + 𝐶 𝑞 = 𝐸(𝑡). Find the
charge on the capacitor 𝑞 = 𝑞(𝑡),
when L=0.25h, R=10Ω, C=0.001f, E(t) = 0, 𝑞(0) = 𝑞0 ,
𝑑𝑞
= 0, 𝑓𝑜𝑟 𝑡 = 0.
𝑑𝑡
Fig (2)
1 𝑑2 𝑞 𝑑𝑞
Solution: The given ODE is 4 𝑑𝑡 2 + 10 𝑑𝑡 + 1000𝑞 = 0
𝑑2 𝑞 𝑑𝑞
or 𝑑𝑡 2 + 40 𝑑𝑡 + 4000𝑞 = 0
The auxiliary equation and its roots are 𝑚2 + 40𝑚 + 4000 = 0,
𝑚 = −20 ± 60𝑖
The general solution is given by 𝑞 = 𝑞(𝑡)
= 𝑒 −20𝑡 [𝑐1 cos(60𝑡) + 𝑐2 sin(60𝑡)]

_________________________________________________________
Using the given conditions, we get 𝑐1 = 𝑞0 and 𝑐2 = 𝑞0 /3

The charge on the capacitor is given by:
𝑞
𝑞 = 𝑞(𝑡) = 𝑒 −20𝑡 [𝑞0 cos(60𝑡) + 30 sin (60𝑡)]
3. Find the charge on the capacitor 𝑞 = 𝑞(𝑡), in a LRC series circuit
𝑑2 𝑞 𝑑𝑞 1
from 𝐿 𝑑𝑡 2 + 𝑅 𝑑𝑡 + 𝐶 𝑞 = 𝐸(𝑡),
𝑑𝑞
when L=(5/3)h, R=10Ω, C=(1/30)f, E(t) = 300V, 𝑞(0) = 0, =0
𝑑𝑡
5 𝑑2 𝑞 𝑑𝑞
Solution: The given ODE is + 10 𝑑𝑡 + 30𝑞 = 300 or
3 𝑑𝑡 2
𝑑2 𝑞 𝑑𝑞
5 𝑑𝑡 2 + 30 𝑑𝑡 + 90𝑞 = 900
The auxiliary equation and its roots are 5𝑚2 + 30𝑚 + 90 = 0,
𝑚 = −3 ± 3𝑖
1 900
qp= [ 2 ] 900e0t = =10
5D1 +30D1 +90 90
The general solution is given by:

𝑞 = 𝑞(𝑡) = 𝑒 −3𝑡 [𝑐1 cos(3𝑡) + 𝑐2 sin(3𝑡)] + 10
Using the given conditions, we get 𝑐1 = −10 and 𝑐2 = −10
The charge on the capacitor is given by:
𝑞 = 𝑞(𝑡) = 10 − 𝑒 −20𝑡 [cos(3𝑡) + sin (3𝑡)]
Video links:
https://www.youtube.com/watch?v=V9bl02Ffo_o

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Department of Mathematics

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

LINEAR ORDINARY DIFFERENTIAL EQUATIONS OF

Differential equations arise in an attempt to describe physical

Classification of differential equation:

If the differential equation contains ordinary derivatives of one or more

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Linear Differential Equation:

Linear ODE of higher order:

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

solutions of the nth order homogeneous differential equation then 𝑦 =

Homogeneous Linear ODE with constant coefficients:

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Case (iii) Let the roots of auxiliary equation be complex say

The above procedure can be extended to higher order linear

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Solving these we get 𝑐1 = 15 and 𝑐2 = −15.

𝑥 = 15(𝑒 −3𝑡 − 𝑒 −2𝑡 )

Solve ( D4 − 4D3 + 8D2 − 8D + 4 ) y = 0 , where D 

Answer: y = c1e + c2 cos 2 x + c3 sin 2 x .

6 Find the solution of the boundary value problem y + y = 0

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

7 Find the solution of the initial value problem:

Answer: y = 15 ( e−2t − e−3t ) .

Non-homogeneous Linear ODE with constant coefficients:

Rules for finding particular integral:

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Solution: The auxiliary equation is (𝑚 − 2)2 = 0 , the roots are 𝑚 =

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Hence, the solution of given equation is 𝑦 = 𝑦𝑐 + 𝑦𝑝

4. Solve: (𝐷3 + 3𝐷2 + 3𝐷 + 1)𝑦 = 𝑒 −𝑥

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

Hence, the solution of given equation is 𝑦 = 𝑦𝑐 + 𝑦𝑝

5. Find the particular integral of (𝐷3 + 1)𝑦 = cos (2𝑥 − 1).

6. Find the particular integral of (𝐷3 + 4𝐷)𝑦 = 2 sin 𝑥 cos 𝑥.

7. Find the particular integral of (𝐷2 + 9)𝑦 = 𝑥 cos 𝑥

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

2. Solve 𝑦 ′′′ − 12𝑦 ′ + 16𝑦 = (𝑒 𝑥 + 𝑒 −2𝑥 )2 .

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

10. Solve 𝑦 ′′ − 𝑦 = 𝑥 sin 𝑥 + (1 + 𝑥 2 )𝑒 𝑥 .

Method of Variation of Parameters:

1. Solve: 𝑦 ′′ + 𝑎2 𝑦 = sec (𝑎𝑥)

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

The complete solution of given ODE is 𝑦 = 𝐴(𝑥)𝑦1 + 𝐵(𝑥)𝑦2 ,

2. Solve: 𝑦 ′′ − 𝑦 = 𝑒 −2𝑥 cos (𝑒 −𝑥 )

First Semester LDE of Higher Order

FUNDAMENTALS OF LINEAR ALGEBRA, CALCULUS &

∴ y= k 1 e-x +k 2 ex - cos(e-x ) +ex sin(e-x )

1. Using the method of variation of parameters, solve