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NAME-ARUP ADITYA
STUDENT CODE – BWU/BTA/22/205
SUBJECT- DIFFERENTIAL EQUATION AND COMPLEX ANALYSIS
TOPIC- METHODS TO SOLVE LINEAR ORDINARY DIFFERENTIAL EQUATION WITH CONSTANT
COEFFICIENTS
DEPT-MATHEMATICS
Ordinary Differential Equations

 Ordinary Differential Equations (ODE) involve one or more ordinary

derivatives of unknown functions with respect to one independent variable
Order of a differential equation

 The order of an ordinary differential equations is the order of the highest order
derivative

Examples :
 dy First order ODE
 y  ex
dx
d2y dy

2
5  2 y  cos( x) Second order ODE
dx dx
3
 d2y  dy
 2
   2 y4  1
  dx  dx
Classification of ODE

ODE can be classified in different ways

 Order
 First order ODE
 Second order ODE
 eular equation
First Order Linear Differential Equations

 Def: A first order differential equation is said to be linear if it can be written

y  p( x) y  g ( x)
How to solve first-order linear ODE ?

 Put the differential equation in the form (1)

 Find the integrating factor,  (x)using (8)
 Multiply both sides of (1) by (x ) and write the left side of (1) as
 Integrate both sides
 Solve for the solution y (x)
Second Order Linear Differential
Equations
 Homogeneous Second Order Linear Differential Equations
o real roots, complex roots and repeated roots

 Non-homogeneous Second Order Linear Differential Equations

o Undetermined Coefficients Method
Second Order Linear Differential Equations
The general equation can be expressed in the form
ay ' 'by ' cy  g ( x )
where a, b and c are constant coefficients
Let the dependent variable y be replaced by the sum of
the two new variables: y = u + v
Therefore
au ' 'bu 'cu  av' 'bv'cv   g ( x)
If v is a particular solution of the original differential
equation
au ' 'bu 'cu   0
purpose
The general solution of the linear differential equation will be the
sum of a “complementary function” and a “particular solution”.
The Complementary Function (solution of the
homogeneous equation)
ay ' 'by 'cy  0

Let the solution assumed to be: y  e rx

dy d2y
 re rx 2
 r 2 rx
e
dx dx
e rx (ar 2  br  c)  0
characteristic equation
Real, distinct roots
Double roots
Complex roots
Non-homogeneous Differential Equations (Method of
Undetermined Coefficients)

ay ' 'by ' cy  g ( x)

When g(x) is constant, say k, a particular solution of equation is

y  k /c

When g(x) is a polynomial of the forma0  a1 x  a2 x  ...  an x

2 n

where all the coefficients are constants. The form of a particular

solution is
y   0  1 x   2 x  ...   n x
2 n
Non-homogeneous Differential Equations
(Method of Undetermined Coefficients)
• When g(x) is of the form Terx, where T and r are constants. The
form of a particular solution is
y  Ae rx

T
A
ar 2  br  c
• When g(x) is of the form Csinnx + Dcosnx, where C and D are
constants, the form of a particular solution is
y  E sin nx  F cos nx

(c  n 2 a )C  nbD
E
(c  n 2 a ) 2  n 2 b 2

(c  n 2 a )C  nbD
F
(c  n 2 a ) 2  n 2 b 2
 Example
Solve complementary function
3 y ' '6 y '  18
3 y ' '6 y '  0
y'  C
y  Cx
y' '  0 3r 2  6r  0
characteristic equation
3(0)  6(C)  18
r1  0, r2  2

C  3 yc  c1  c2 e 2 x

y  yc  y p
y p  3 x  3 x  c1  c2 e 2 x
Euler Equations
Def: Euler equations
ax y ' 'bxy 'cy  0
2

Assuming x>0 and all solutions are of the

form y(x) = xr
Plug into the differential equation to get

the characteristic equation

ar (r  1)  b(r )  c  0.
Solving Euler Equations: (Case I)
• The characteristic equation has two different real
solutions r1 and r2.
• In this case the functions y = xr1 and y = xr2 are both
solutions to the original equation. The general solution
is: y ( x)  c1 x r1  c2 x r2

Example:
2 x 2 y ' '3 xy '15 y  0, the characteri stic equation is :
5
2r(r-1 )  3r-15  0  r1  , r2  3.
2
5
 y(x)  c1 x  c2 x 3.
2
Solving Euler Equations: (Case II)
• The characteristic equation has two equal roots r1 = r2=r.

• In this case the functions y = xr and y = xr lnx are both

solutions to the original equation. The general solution
is:
y ( x)  x r (c1  c2 ln x)

Example:
x 2 y ' '7 xy '16 y  0, the characteri stic equation is :
r(r-1 )  7 r  16  0  r  4.
 y(x)  c1 x 4  c2 x 4 ln x.
Solving Euler Equations: (Case III)
• The characteristic equation has two complex roots r1,2 =
λ±µi.
x    i  e (    i ) ln x  x  cos(  ln x)  ix  sin(  ln x)
So, in the case of complex roots, the general solution w ill be :
y(x)  x λ(c1 cos (μ ln x)  c2 sin (μ ln x))
Example:
x 2 y ' '3 xy '4 y  0, the characteri stic equation is :
r(r-1 )  3r  4  0  r1, 2  1  3i.
 y(x)  c1 x 1 cos( 3 ln x)  c2 x 1 sin( 3 ln x).
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