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Introduction:
An equation involving one or more derivatives of an unknown function is called a differential
equation. Differential equations arise in many physical phenomena and mathematical analysis of
any engineering problems.
A mathematician is interested in exploring whether a given differential equation possesses a
solution; if so, he is keen on obtaining the solution and deduce a few properties of that solution. A
physicist or an engineer on the other hand is usually interested in the specific expression of the
solution. The usual compromise is to find the solution.
Fundamental Definitions:
An ordinary differential equation is an equation which involves ordinary derivatives of an
unknown function y of a single variable x.
Ordinary differential equations (ODEs) arise in many different contexts throughout mathematics
and science (social and natural) one way or another, because when describing changes
mathematically, the most accurate way uses differentials and derivatives (related, though not quite
the same). Since various differentials, derivatives, and functions become inevitably related to each
other via equations, a differential equation is the result, describing dynamical phenomena,
evolution, and variation. Often, quantities are defined as the rate of change of other quantities (time
derivatives), or gradients of quantities, which is how they enter differential equations.
Specific mathematical fields include geometry and analytical mechanics. Scientific fields include
much of physics and astronomy (celestial mechanics), geology (weather modeling), chemistry
(reaction rates), biology (infectious diseases, genetic variation), ecology and population modelling
(population competition), economics (stock trends, interest rates and the market equilibrium price
changes).
Eminent mathematicians who have studied differential equations and contributed to the field,
include Newton, Leibniz, the Bernoulli family, Riccati, Clairaut, d'Alembert and Euler.
Examples:
) = 3 3 + ) 3( )5 + ( )2 = sec
A differential equation is said to be linear if it is a linear function of the dependent variable and
its derivatives, i.e., it is of degree one in the dependent variable y and its derivatives, and the
dependent variable and the derivatives are not multiplied.
General linear differential equation of order n is of the form
1
0 () + 1 () 1 + . . +1 () + () = ()
where b0, b1,.. bn, and R are functions of x alone.
A solution of a differential equation is a relation between the variables which satisfies the given
differential equation.
The general solution of a differential equation is a linear combination of all linearly independent
solutions of the given equation. An nth order differential equation has n linearly independent
solutions and hence its general solution has precisely n arbitrary constants.
A particular solution is a solution obtained from the general solution by giving specific values to
the arbitrary constants.
Examples:
dy
1) Consider the differential equation - 2y = 0.
dx
For this equation, general solution is y = Ae2x , where A is an arbitrary constant.
Also, y = e2x, y = - e2x, y = 3e2x are some particular solutions.
d2y dy
2) Consider the differential equation 2
3 2y 0 .
dx dx
For this equation, general solution is y = Ae2x + Bex , where A and B are arbitrary constants.
Also, y = e2x, y = -ex, y = 2e2x + 3ex, y = -e2x + 5ex are some particular solutions.
Note: A differential equation together with an initial condition is called an Initial Value problem.
The initial condition is used to determine the value of the arbitrary constants in the general solution.
Methods for elimination of arbitrary constants vary. Since each differentiation yields a new
relation, the number of derivatives that needs to be used is same as that of the number of arbitrary
constants to be eliminated. Thus in eliminating arbitrary constants from a relation we obtain a
differential equation that is
(i) Of order equal to the number of arbitrary constants in the equation.
(ii) Consistent with relation.
(iii) Free from arbitrary constants.
Example (1): Eliminate the arbitrary constants c1 and c2 from the relation
Therefore, using the original equation, we find that y 2 x 2 2 xyy, which may be written in
the form ( x2 y 2 )dx 2 xydy 0.
Note: In above case we can also isolate the arbitrary constant and then differentiate.
x2 y 2
The equation ( x a) y a may be put in the form
2 2 2
2a.
x
Then differentiation of both sides leads to
x(2 xdx 2 ydy) ( x 2 y 2 )dx
0, i.e., ( x y )dx 2 xydy 0, as desired.
2 2
2
x
x3 ( y)2 x2 yy 4 0.
Example (4): Eliminate B and from the relation x B sin(t ), in which is a parameter
(not to be eliminated).
Solution: Since there are two arbitrary constants, we need to differentiate twice.
dx
B cos(t ),
dt
d 2x
2
2 B sin(t ).
dt
d 2x
From the above we get , 2
2 x 0.
dt
Exercises:
In each of the following, eliminate the arbitrary constants.
1. x c1 cos t c2 sin t; a parameter.
2. x 2 4ay.
3. y x2 c1e x c2e3 x .
4. y Ae3 x Bxe3 x .
5. y c1eax cos bx c2eax sin bx; a and b are parameters.
Families of curves:
A relation involving a parameter, and one or both the coordinates of a point in a plane, represents
a family of curves. Each value of the parameter gives rise to a member of the family.
For instance, the equation ( x c)2 ( y c)2 2c 2 represents the family of circles, each having
its centre on the line y = x and each passing through the origin.
If the constant c is treated as an arbitrary constant and eliminated, then the resulting differential
equation is called the differential equation of the family represented by the equation. In this case,
the elimination of c is easily performed by isolating c, and then differentiating.
x y
Note that for a two parameter family of curves, the differential equation will be of order 2.
Example (1): Find the differential equation of the family of parabolas, having their vertices at
the origin and their foci on the x-axis.
Solution: The equation of this family of parabolas with vertex at origin and foci on x-=axis is
given by
y 2 4ax.
Then from
y2
4a,
x
we get
2xy -y =0
on differentiation.
Example (2): Find the differential equation of the family of circles having their centres on y-
axis.
Solution: Since a member of the family of circles of this example may have its centre anywhere
on y-axis and radius of any magnitude, we are dealing with the two-parameter family
x2 ( y b)2 r 2 .
We shall eliminate both b and r and arrive, of course, at a second-order differential equation for
the family.
x yy
At once x ( y b) y 0, from which b.
y
Then
y[1 yy ( y)2 ] y( x yy)
0,
( y)2
Exercises:
In each exercise, obtain the differential equation of the family of plane curves described and
sketch several representative members of the family.
1. Straight lines with slope and x-intercept equal.
2. Straight lines passing through the origin
3. Circles with fixed radius r and touching x-axis.
4. Parabolas with axis parallel to the y-axis.
DIFFERENTIAL EQUATIONS OF ORDER ONE AND DEGREE ONE
In our study we initially consider only first order and first degree differential equations. Such
equations can be written in the form
= (, ) (, ) + (, ) = 0.
Before discussing some of the analytic techniques for finding solutions we shall state an important
theorem concerning to the uniqueness and existence of solution. Consider
= (, ) (1)
The solution is
sec2 sec2
+ =
tan tan
3 = ( 2 + 4 2 )
Integrating we get,
3 2 4
= + 3 + .
3 2 3
Example (4): ( + ) + ( 2 2 + 2 + 2 + 1) = 0
Solution: We have
+ = ( + 1)
2 2 + 2 + 2 + 1 = 2 ( 2 + 1) + 1( 2 + 1) = ( 2 + 1)( 2 + 1)
Hence the given equation is
( + 1) + ( 2 + 1)( 2 + 1) = 0
2 +1
2 +1 + +1
=
1 ( 2 1)+1
log( 2 + 1) + =
2 +1
1 2
log( 2 + 1) + ( 1 + +1) =
2
1 2
log( 2 + 1) + + 2 log( + 1) = .
2 2
Note: Some differential equations which are not variable separable, can be reduced to variable
separable by suitable substitutions.
Example (5): = sin( + )
Solution: = + . Then
= 1 + .
Hence
= 1 + sin
=
1+sin
1sin
=
cos2
Integrating,
tan sec = +
tan( + ) sec( + ) = +
Example (6): ( ) = 1
Example (1): (2 + )2 =
Solution:
Given equation can be put in the form
(2+)2
= .
Put = then = +
(2+)2
+ =
Simplifying we get
4
=
1+
4 log = log( + 1) +
+
4 log = log ( )+
Hence
3(3+ 2 )
+ = 2
2
=
2 +9
Integrating we get,
log( 2 + 9) = +
2 + 3 2 = 3 .
Remark:
It is quite immaterial whether one uses = or = . However, it is sometimes easier to solve
by substituting for the variable whose differential has the simpler coefficient.
Example (3): = +
Solution: = = +
( + ) = ( + )
( + ) = +
=
Integrating,
2 = log + i.e., 2 = log +
Exercises: Solve the following differential equations
1. 2 = 3 2 + 2
2. ( 2 2) = ( 2 2)
3. = 2 + 2
4. 2 + 2 =
5. = + sin
6. = ( + 2 )
7. (1 + ) + (1 ) = 0
8. ( tan ( ) sec 2 ) + sec 2 = 0
26+7
Example (1): Solve =
3+4
+2
Example (2): Solve = 4
Solution: Consider + 2 = 0 4 = 0.
The lines are intersecting. Point of intersection is (-1, 3).
Put x = X -1, y = Y + 3
+
= put =
=+
+1
Substituting, + = 1
1
2
=
1 + 2
1
Integrating both sides, 2 log(1 + 2 2 ) = log +
log( 2 + 2 2 ) = 2
Finally, 2 + 2 2 4 + 8 14 = .
4. Exact Equations
Consider the equation (, ) + (, ) = 0. Suppose that there exists a function (, )
such that = + , then the differential equation is said to be an exact differential
equation and its solution is given by (, ) = .
Theorem: If , , , are continuous functions of x and y, then a necessary and sufficient
condition that
+ = 0 ------(1)
is exact, is that = .
2 2
Since = we get = .
Conversely suppose that = .
Let (x,y) be a function for which M ( x, y ) .
x
2 M 2 2 M N
Then ; .
yx y xy yx y x
On integrating both sides of this equation w.r.t. x holding y fixed we get,
N B( y ), where B(y) is an arbitrary function of y.
y
Now define a function F as F ( x, y) ( x, y) B( y)dy.
F F
Then dF dx dy dx B( y ) dy Mdx Ndy.
x y x y
Hence the given equation is exact.
Note:
If the differential equation Mdx +Ndy = 0 is exact then the solution of the equation can be
obtained as follows. Let F be a function of x and y such that dF = Mdx+Ndy.
F F F
Then comparing with the equation dF dx dy we get =M(x,y).
x y x
Using these exact differentials it is possible to group the terms in given differential equation and
obtain the integrating factors.
Example (1): Solve + ( + 3 2 ) = 0.
Grouping the terms we get, ( + ) + 3 2 = 0
()
Dividing by ()3 , ()3
+ =0
1
Solution on integration is + log = .
2 2 2
Example (2): Solve = + cos2
= cos 2
( ) . 2 = cos2
sec 2 ( ) = 2
1
tan = + .
6. Linear Equations:
A differential equation is said to be linear if dependent variable and its differential coefficient
occur only in the first degree and not multiplied together.
Linear differential equation of first order can be put in the form
+ () = () (Legendres equation).
Dividing by x, we get
2
+ = 8
1 tan1
() = 1+ 2 , () = 1+ 2
1
1
. = = 1+2 = tan
Thus the solution is
1 tan1 1
tan = . tan +
1+ 2
1
tan = + where = tan1
= +
1
= (tan1 1) tan +
1
= tan1 1 + tan
Note: Some equations which are not linear, can be reduced to linear by suitable substitutions.
General equation reducible to Leibnitzs linear equation is of the form
() + ()() = ().
To solve it put () = .
Example (4): + 2 = 3 2 .
Solution: Dividing by 2
2 + = 3 ( use sin2y = 2 siny cosy)
Put tany = z. Then 2 =
5. 1 2 = (sin1 )
6. + (3 + 2) = 0
7. (2 + 2 + 4 ) (1 + 2 ) = 0
8. 3(1 2 ) 2 + (2 2 1) 3 = 3
9. = (1 + )
1+
2 + 2 +1
10. =
2
7. Bernoulli Equation
A differential equation of the form
+ () = ()
is called Bernoullis equation. This equation can be solved by reducing it to a linear equation.
To solve, divide both sides by , so that
+ () 1 = ().
Example (1): Solve + = 3 6 .
5
Solution: Dividing by 6 , 6 + = 2.
Put 5 = , so 5 6 =
1 5
i.e 5 + = 2 , i.e = 5 2 which is linear in .
5
I.F = = 5 log = 5
Solution is (. ) = 5 2 (. ) +
i.e 5 = 5 2 . 5 +
2 5
i.e 5 5 = 5 (2) + . . , ()5 = 2 2 +
Example (2): Solve + () log = (log )2
1 1 1
Dividing by , + log = (log )2
1
= log =
2
+ = , which is variable separable.
= 2
=
(1)
1 1
( 1 ) =
Integrating we get
1 =
5. (2 + ) = 0
1 1 3
6. 2 ( + ) + 2 3 = 0
7. (1 + 2 ) = 1
8. 2 3 = 4 cos , () =
Linear Differential Equations
The general linear differential equation of order n is of the form
1
0 () + 1 () 1 + . . +1 () + () = () .(1)
which is a linear differential equation with constant coefficients. We will study two methods
(i) Inverse differential operator method (ii) Method of variation of parameters,
to solve equations of type (2).
For a homogeneous equation,
1
0 () + 1 () 1 + . . +1 () + () = 0
the general solution is of the form y yc y p , where yc is the general solution of the
and y p is a particular solution of the given equation , which does not contain any arbitrary
constants.
We call yc the complementary function (CF) and yp the particular integral(PI).
Linear Independence of Solutions:
Given the functions 1 , 2 , if constants 1 , 2 , , not all zero, exist such that
1 1 () + 2 2 () + + () = 0 for all in , then the functions 1 , 2, ,
are said to be linearly dependent on that interval. If no such relation exists, the functions are said
to be linearly independent.
The Wronskian of Solution:
To test whether functions are linearly independent on an interval , let us assume that
each of the functions 1 , 2 , is differentiable atleast ( 1) times .
Then from the equation
1 1 + 2 2 + = 0,
it follows by successive differentiation that
1 1 + 2 2 + = 0
1 1 + 2 2 + = 0
(1) (1) (1)
1 1 + 2 2 + =0
For any fixed value of in , the nature of solutions of these will be determined by the
1 ()
2 () . . . . ()
1 ()
2 () . . ()
determinant () = | |.
11 () 21 () 1 ()
If (0 ) 0 for some 0 on , then 1 = 2 = . = 0. Hence, functions are linearly
independent on . The function () is called Wronskian of the functions 1 , 2 , .
eax ebx
Then wronskian is given by W b a e( a b ) x 0 only if a=b.
ax bx
ae be
1 x
Then wronskian is given by W 1 0. Therefore y1 1and y2 x are linearly
0 1
independent.
The Differential operator:
d dk
Let D then D k k for k 1, 2,.... .
dx dx
Then the equation (1) can be expressed as
b0 D n y b1D n1 y ............ bn y R( x)
i.e., (b0 D n b1D n1 ............ bn ) y R( x)
i.e., f(D) y = R(x) where f(D) = b0 Dn b1Dn1 ............ bn . D is called the differential operator.
2. f(D)eax y = eaxf(D+a)y
0, j 0,1, 2,....k 1
3. ( D a)k eax x j ax
e k !, j k
0, j 0,1, 2,....k 1
Proof: We know that D k x j
k !, j k
From the property (2), the result follows.
The solution of linear homogeneous differential equation with constant coefficients
Consider the linear homogeneous differential equation with constant coefficients
1
0 + 1 1 + . . +1 + = () where 0 , 1 , are all constants.
This equation can be rewritten as f(D)y = R(x) where f(D) = b0 Dn b1Dn1 ............ bn .
Then y1 ea1x , y2 ea2 x ,..........., yn ean x are all solutions of the given differential equation.
Case 1: If the roots of the axillary equations are all real and distinct then
y1 ea1x , y2 ea2 x ,..........., yn ean x are linearly independent solutions of the given equation.
Case 2: Suppose that roots are real and not all roots are distinct. Let a1 a2 ...... ak a.
y ea1x ea2 x ........... ean x does not contain n arbitrary constants and hence cannot be the
general solution. Since first k roots of the auxiliary equations are equal the given differential
equation can rewritten as g ( D)( D a)k y 0. Then by property (3) we observe that
y j eax x j , j 0,1,......,.k 1 are all solutions of the given solution. Hence the general solution is
Case 3. If not all roots of the auxiliary equation are real. Since for equation with real coefficients
the roots exists in conjugate pairs, let 1 a ib and 2 a ib be two roots. Then
y1 e1x e( aib) x eax (cos bx i sin bx) and y2 e2 x e( aib) x eax (cos bx i sin bx) are the two
distinct solutions. Therefore the corresponding solution is y C1e1x C2e2 x , which can be
expressed as y1 eax ( A1 cos bx A2 sin bx) where A1 and A2 are arbitrary constants.
d
Example 1: Solve (2D2 + 5D 12)y = 0, where D = .
dx
Solution: Auxiliary equation is 2m2 + 5m 12 = 0.
i.e., (2m 3) (m + 4) = 0 and it has the roots m1 = 3/2 and m2 = -4 which are real and distinct.
Therefore the general solution is y = C1 e3x/2 + C2e-4x
d2y
Example 2: Solve +4y=0
dx 2
Solution: Auxiliary equation is m2 + 4 = 0 or m2= -4
Therefore m = 2i = 0 2i
Therefore y = e0x(C1 cos 2x + C2 sin 2x)
or y = C1 cos 2x + C2 sin 2x.
d 3x d2y dy
Example 3: Solve 3
+ 4 2
+4 = 0.
dx dx dx
Solution: Auxiliary equation is m3 + 4m2 + 4m = 0.
That is, m(m + 2)2 = 0
Therefore m1 = 0, m2 = -2, m3 = -2 are its roots.
Here we find that two roots are equal. Hence the general solution is given by
y = C1 e0x + (C2 + C3x) e-2x
Or y = C1 + (C2 + C3x) e-2x
d 4x d2y
Example 4 : Solve + 8 + 16y = 0
dx 4 dx 2
Solution: Here the auxiliary equation is m4 + 8m2 + 16 = 0, which is simply (m2 + 4)2 = 0.
Therefore we have m2 + 4 = 0 repeated. It gives m2 = -4
Therefore m = 2i.
Thus the roots are m = 2 i, 2i (imaginary, repeated).
Hence the general solution is
y = e0x [(C1 + C2x) cos 2x + (C3 + C4x) sin 2x]
That is, y = (C1 + C2x) cos 2x + (C3 + C4x) sin 2x.
d4y d3y d2y dy
Example 5 : Solve 4
- 2 3
+ 2 2
-2 +y=0
dx dx dx dx
Solution: Hence the A.E. is m4 2m3 + 2m2 2m + 1 = 0.
The roots are m = 1, 1, 0, i 1
Therefore the general solution is
y = (C1 + C2x) ex + e0x (C3 cos x + C4 sin x)
That is, y = (C1 + C2x)ex + (C3 cos x + C4 sin x).
y p is a particular solution of the given equation , which does not contain any arbitrary constants.
The complimentary solution can be determined using the method described above. To determine
the particular solution y p , we use the following methods.
1 d
[(x)] = y , where D is the differential operator .
f ( D) dx
1
Thus f(D) is also a differential operator and can be treated as its inverse.
f ( D)
1
Example 1 : y ydx DR( x) y R( x) ydx.
D
Properties of the inverse differential operator:
1 eax
1. eax if f (a) 0.
f ( D) f (a)
Proof: We know that f(D)eax = eaxf(a).
If f(a) 0, then dividing by f(a) we get
1 eax
f ( D)e ax f ( D)
f (a) f (a )
1 eax
eax
f ( D) f (a)
1 1
2. eax y eax y
f ( D a) f ( D)
Proof: From the property f(D)eax y = eaxf(D+a)y the result follows.
1
3. y eax e ax y dx
Da
Proof: The result follows directly from the result (2) and example (1) .
e ax
Case(i): If (x) = eax , then yp = if f(a) 0.
f (a)
If f(a) = 0, then f(D) can expressed as f(D) = (D-a)k (D), where (a) 0, for k = 1,2,3,.
1 ax 1 1 1 ax 1 eax
Then e eax e
(D-a) (D) (D) (D-a) (a)
k
f(D) (D-a)k k
1 1 ax eax 1 eax x k
e 1
(a) (D-a)k (a) D
k
(a) k !
Case(ii): If (x)= cosax or sinax then, since cosax = Re( eiax ) and sinax = Im( eiax ) this case
reduces to the case(i) and hence can solved.
1
Case(iii) If (x)= xm, for some positive integer m, then can expanded as a series in positive
f(D)
1 m
powers of D and hence x can determined.
f(D)
Working Rule:
1. If (x) = eax, then
1 eax
e
ax
if f (a ) 0.
f ( D) f (a )
1 1 eax
If f (a ) 0, then e ax x e ax x ,if f (a ) 0,
f ( D) f ( D) f (a )
1
x2 eax ,if f (a ) 0.
f ( D)
2. If (x) = cos ax or sin ax and if the differential operator can be written as f(D2) then
1 1
[(x)] = (x), provided f(-a2) 0.
2
f (D ) f (a 2 )
1 1
If f(-a2) = 0 and f (-a 2 ) 0, then ( (x)) = x. ( (x)) and so on.
2
f(D ) f (-a 2 )
d2y dy
Example 1: Solve 2
-6 + 10 y = cos 2x + e-3x
dx dx
Solution: Auxiliary equation is m2 6m + 10 = 0.
6 36 40 6 4 6 2i
Therefore m = = = =3 i
2.1 2 2
Or m = i, where = 3 and = 1.
Therefore C.F. = e3x (C1 cos x + C2 sin x)
1 1
P.I. = (cos 2x) + 2 (e-3x)
D 6 D 10
2
D 6 D 10
1 1
= (cos 2x) + e-3x
2 6 D 10
2
(3) 6(3) 10
2
1 1
= (cos 2x) + .e-3x
6 6D 9 18 10
1 1 D 1 -3x
= (cos 2x) + e , multiplying numerator and denominator by 1 + D in the first
6 1 D 2
37
expression.
1 1 D 1 -3x
That is, P.I. = (cos 2x) + e , by P.I. 2(a),
6 1 (2 )
2
37
1 1 -3x
{1 . cos 2x + D(cos 2x)} + e .
30 37
1 1 -3x d
That is, P.I = (cos 2x 2 sin 2x) + e , since D =
30 37 dx
General solution is y = C.F. + P.I.
1 1 -3x
Therefore y = e3x (C1 cos x + C2 sin x) + (cos 2x 2 sin 2x) + e
30 37
1 3 1 3 1
= cos x cos 3x . { cos3 A = cos A + cos 3A.}
D 18D 81 4
4 2
4 4 4
3 1 1 1
P.I = (cos x) + (cos 3x)
4 D 18D 81
4 2
4 D 18D 2 8
4
3 1 1 1
= (cos x) + (cos 3x), by P.I. rule 2.
4 (1 ) 18(1) 81
2 2 2
4 D 18D 2 81
4
1
= (x2 + x + 1)
2 1
91 D D 2
3 9
1
1 2 1
= . 1 D D 2 (x2 + x + 1) (Binomial expansion (1 a)-1 = 1 + a + a2 + )
9 3 9
1
2 1 2 2 1 2
2
2
= 1 D D D D ... (x + x + 1)
9
3 9 3 9
1 2 1 4
= {1 + D - D2 + D2 + higher powers} (x2 + x + 1)
9 3 9 9
1 2 1
= (1 + D + D2)(x2 + x+ 1), neglecting D3 and higher powers since we have only 2nd degree
9 3 3
polynomial x2 + x + 1.
1 2 d 2 1 d2 2
Therefore P.I. = {1(x2 + x + 1) + (x + x + 1) + (x + x + 1)}
9 3 dx 3 dx 2
1 2 1
= {(x2 + x + 1) + (2x + 1) + (2)}
9 3 3
1 2 7 7 1
= x + x+ = (3x2 + 7x + 7)
9 27 27 27
1
General solution y = C.F. + P. I. = (C1 + C2x) e3x + (3x2 + 7x + 7).
27
d3y d2y
Example 4 : Solve +3 = 1 + x + e-3x
dx 3 dx 2
Solution: Auxiliary equation is m3 + 3m2 = 0
Thus C.F. = (C1 + C2x) e0x + C3 e-3x = C1 + C2 x + C3 e-3x
1
P.I. = (1 + x + e-3x)
D 3D 2
3
1 1
= (1 + x) + e-3x
D D 3D
3 2
3 D 2 1
3
1
1 D 1
= 2
1 (1 + x) + x . e-3x,
3D 3 3D 6 D
2
1 D D2 1
= 1 ... (1 + x) + x. e-3x
3D 2 3 9 3D 6 D
2
1 1 1
= 2
1 x + x. e-3x
3D 3 3(3) 6(3)
2
1 2
= 2
x + x e 3x .
3D 3 9
x 3 x 2 x 3x
= + e .
18 9 9
1 2 1 3 x -3x
General Solution is y = C.F. + P.I. = C1 + C2x + C3 e-3x + x + x + e
9 18 9
d3y d2y dy
Example 5: Solve 3
+ 2 2
+ = e2x + x3
dx dx dx
Solution: Auxiliary equation is m3 + 2m2 + m = 0
m(m2 + 2m + 1) = 0 or m (m + 1)2 = 0
Therefore m = 0, -1, -1
Thus C.F. = C1 e0x + (C2 + C3 x) e-x = C1 + (C2 + C3 x) e-x
1 1
P.I. = (e2x) + 3 (x3)
D 2D D
3 2
D 2D 2 D
1 2x 1 2x e 2x
Now, (e ) = .e =
D 3 2D 2 D 2 3 2.2 2 2 18
Consider
1
(x3)
D 2D D
3 2
1
= x3.
D(1 D)2
=
1
D
1 2D 3D2 4D3 x 3 (Using (1 + a)-2 = 1 2 a + 3a2 - + ).
x4
= - 2x3 + 9x2 24x
4
1 2x x 4
Thus P.I. = e + - 2x3 + 9x2 24x.
18 4
Hence the general solution is y = C.F. + P.I.
1 2x x 4
That is, y = C1 + (C2+ C3x) e-x + e + - 2x3 + 9x2 24x.
18 4
Further rules
Rule of P.I 4: (i) If (x) = eax (x) where (x) is a function of x then
1 1
(x) = eax [(x)]
f ( D) f ( D a)
Rather than involved with the derivatives of A( x) and B( x) of higher order than the first, we
now choose some particular function for the expression Ay1 By2 .
Technically, we could let this function be sin x, e x , or any other suitable function. For simplicity
y1 y2
This solution exists providing the determinant W ( x) does not vanish. But this
y1 y2
determinant is precisely the Wronskian of the functions y1 and y2 , which are presumed to be
linearly independent. Therefore, the Wronskian does not vanish on that interval and we can find
A and B. By integration we get
y2 R( x) y R( x)
A( x) dx and B( x) 1 dx
W ( x) W ( x) .
This argument can easily be extended to equations of order higher than two, but no essentially new
ideas appear. Moreover, there is nothing in the method that prohibits the linear differential equation
involved from having variable coefficients.
Solution: Then,
yc c1 cos x c2 sin x.
Let us seek a particular solution by variation of parameters. Put y p A cos x B sin x.
y1 y2 cos x sin x
W ( x) 1.
Then
y1 y2 sin x cos x
1
Example 2: Solve the equation ( D 3D 2) y
2
.
1 e x
Solution: Here
yc c1e x c2e2 x ,
so we put
y p Ae x Be2 x .
y1 y2 ex e2 x
W ( x) e3 x .
y1 y2
x 2x
e 2e
Then
y2 R( x) e2 x e x
A( x) dx dx x
dx ln(1 e x ).
W ( x) -x
(1+e )e 3x
1 e
y1R( x) e2 x x e x
B( x) dx x
dx e x
dx e x ln(1 e x ).
W ( x) (1 e ) 1 e
1. ( D 1) y csc x cot x.
2
2. ( D 1) y sec x.
2 4
3. ( D 1) y tan x.
2 2
4. ( D 1) y sec x csc x.
2 2
2
5. ( D 2 D 1) y e (e 1) .
2 2x x
x
6. ( D 3D 2) y cos(e ).
2
2 x 1/ 2
7. ( D 1) y 2(1 e
2
) .
d 2 y d 1 dy 1 d 2 y dy 2
2 d y
. ; i.e., x D D 1 y .
dx 2 dx x dt x 2 dt 2 dt dx 2
d3y
Similarly, x3 D D 1 D 2 y and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant coefficients
which can be solved as before.
d2y dy
Example 1: Solve x2
2
4x 6 y x2
dx dx
2
d dy 2 d y
Solution: Put x e . Then t log x . Let D , then x
t
Dy , x D D 1 y .
dt dx dx 2
The given equation becomes
D D 1 4D 6 y e 2t
; i.e., D2 5D 6 y e2t
d2y dy
Example 2 : x 2 2
2 x 12 y x3 log x
dx dx
d dy d2y
Solution: Put x et . Then t log x . Let D , then x Dy , x 2 2 D D 1 y .
dt dx dx
The given equation becomes D2 D 12 y te3t
1 e 3t t 2 1 1
The particular integral is y p te 3t
t
D D 12
2
7 2 7 49
x3 log x 1 1
2
4
The complete solution is y yc y p c1 x c2 x
3
log x
7 2 7 49
d3y 2
2 d y dy
Example 3: Solve x3 3
3 x 2
x y x log x
dx dx dx
Solution: Put x et . Then t log x .
d dy d2y d3y
Let D , then x Dy , x 2 2 D D 1 y , x3 3 D D 1 D 2 y
dt dx dx dx
The given equation becomes D3 1 y et t
1 3i
The roots of the auxiliary equation are m 1, ;
2
t 3 3
The complementary function is yc c1et e 2 c2 cos t c3 sin t
2 2
et
The particular integral is y p
1
D3 1
e t
t
2
t
d
If D , then
dt
dy dy dt dy 1 dy
. . .a ; i.e., ax b aDy
dx dt dx dt ax b dx
d2y a2 2
2 d y
D D 1 y ; i.e., ax b a 2 D D 1 y .
ax b
2 2 2
dx dx
d3y
Similarly, ax b a3 D D 1 D 2 y and so on.
3
dx3
After making these substitutions in equation (1), we get a linear equation with constant coefficients
which can be solved as before.
d2y dy
2 x 3 2 x 3 12 y 6 x
2
Example 1: Solve 2
dx dx
Solution: Put 2 x 3 et . Then t log 2 x 3 .
2
d dy 2 d y
Let D , then 2 x 3 2 Dy , 2 x 3 22 D D 1 y .
dt dx dx 2
et 3
The given equation becomes 4 D D 1 2 D 12 y 6 ;
2
3 57
The roots of the auxiliary equation are m ;
4
3 57 3 57
t t
The complementary function is yc c1e 4
c2e 4
3et 3
The particular integral is y p
1
4 D 2 6 D 12
3e 9
t
14 4
3 57 3 57
3 3
The complete solution is y yc y p c1 2 x 3 4 c2 2 x 3 4 2 x 3
14 4
d3y 2
2 d y dy
Example 2. Solve x 1 4 x 1 4 y 4log x 1
3
3
2 x 1 2
dx dx dx
Solution: Put x 1 et . Then t log x 1 .
2 3
d dy 2 d y 3 d y
Let D , then x 1 Dy , x 1 D D 1 3 D D 1 D 2 y
y , x 1
dt dx dx 2 dx
The given equation becomes D3 D2 4D 4 y 4t
1 1 D3 D 2 4 D
yp 4t 1 4t t 1
D3 D 2 4 D 4 4 4
Exercise
Solve the following differential equations.
d2y dy
1. 3x 2 5 3x 2 3 y x 2 x 1
2
2
dx dx
d2y
x 1 y 2sin log x 1
dy
2. x 1
2
2
dx dx
d2y dy
3. 2 x 1 2 x 1 2 y 8 x 2 2 x 3
2
2
dx dx
System of linear differential equations with constant coefficients
Quite often we come across a system of linear differential equations with constant coefficients in
which there are there are two or more dependent variables and a single independent variable exists.
Such a system of equation can be solved by eliminating all but one of the dependent variables, and
solving the resulting equation. Then using he given equations, the other dependent variables can
be expressed in terms of the dependent variable which is obtained earlier and can be determined.
Example 1:
Solve the simultaneous equations:
dx dy
5 x 2 y t; 2 x y 0 being given x y 0 when t 0.
dt dt
d
Solution: Taking D, the given equations become
dt
( D 5) x 2 y t (i)
2 x ( D 1) y 0 (ii)
Eliminate x as if D were an ordinary algebraic multiplier. Multiplying (i) by 2 and operating on
(ii) by (D+5) and then subtracting, we get
( D2 6D 9) y 2t.
3t
Its complementary function is yc (t ) (c1 c2t )e and a particular integral is
1 2t 4
y p (t ) ( 2t ) .
( D 3)2 9 27
Thus y(t ) yc y p .
4
when t=0, 0 y c1 .
27
Substituting the value of y in (ii), we obtain
4 1 t 1
x(t ) c2 c2t e3t .
27 2 9 27
2
when t = 0, 0 x c2 .
9
Hence the desired solutions are
1 1
x(t ) (1 6t )e 3t (1 3t );
27 27
2 2
y (t ) (2 3t )e 3t (2 3t ).
27 27
Example 2:
Solve the simultaneous equations
dx dy
2 y sin t 0; 2 x cos t 0 given that x = 0 and y = 1 when t = 0.
dt dt
d
Solution: Taking D, the given equations become
dt
Dx 2 y sin t (i)
2 x Dy 0cos t (ii)
Eliminating x by multiplying (i) by 2 and operating on (ii) by D and then adding, we get
( D2 4) y 3sin t.
Its complementary function is yc (t ) c1 cos2t c2 sin 2t and a particular integral is
1
y p (t ) 3 sin t sin t.
D2 4
Thus y(t ) yc y p .
When t=0, 1 y c1 1.
Substituting the value of y in (ii), we obtain
x(t ) sin 2t c2 cos2t cos t.
When t = 0, 0 x c2 1.
Hence the desired solutions are
x(t ) cos 2t sin 2t cos t ;
y (t ) cos 2t sin 2t sin t.
Example 3:
Solve the simultaneous equations
dx dy dx dy
2 y 2cos t 7sin t; 2 x 4cos t 3sin t.
dt dt dt dt
d
Solution: Taking D, the given equations become
dt
Dx ( D 2) y 2cos t 7sin t (i)
( D 2) x Dy 4cos t 3sin t (ii)
Eliminating y by operating on (i) by D and operating on (ii) by (D-2) and then adding, we get
( D2 2) x 9cos t.
x p (t ) 3cos t.
Thus x(t ) xc x p .
x(t ) ( 2 1)c1e 2t
( 2 1)c2e 2t
2sin t c3.
where c1 , c2 and c3 are arbitrary constants.
Exercise:
Solve the following simultaneous equations:
dx dy
i. y sin t 0; x cos t 0 given that x = 2 and y = 0 when t = 0.
dt dt
ii. ( D 1) x Dy 2t 1;(2D 1) x 2Dy t .
iii. ( D 1) x (2D 1) y e ;( D 1) x ( D 1) y 1 .
t
x = 0.