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Module - IV

The document provides an overview of differential equations, including definitions of ordinary and partial differential equations, their order and degree, and methods for forming them. It also discusses solutions, including general and particular solutions, linear independence of solutions, and linear differential equations with constant coefficients. Examples illustrate the concepts and methods for solving differential equations in various contexts.

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0% found this document useful (0 votes)
4 views83 pages

Module - IV

The document provides an overview of differential equations, including definitions of ordinary and partial differential equations, their order and degree, and methods for forming them. It also discusses solutions, including general and particular solutions, linear independence of solutions, and linear differential equations with constant coefficients. Examples illustrate the concepts and methods for solving differential equations in various contexts.

Uploaded by

devkrishnaus55
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

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5 Differential Equations

P
5.1 Introduction

AP
A differential equation is an equation involving one dependent variable and its
derivatives with respect to one or more independent variables.
Ordinary Differential Equation
An ordinary differential equation is an equation in which there is only one
independent variable and so the derivatives involved in it are ordinary
R
derivatives.
Partial differential equation
CO
A partial differential equation is an equation in which there are two or more
independent variables and partial differential coefficients with respect to any one
of them.
Examples
U

∂2 u ∂2 u
(i) 2 = a2 2 .
∂x ∂t
2 ∂2 u 2
2∂ u 2∂ u
(ii) x + 2xy + y = 0.
∂x2 ∂y2
ST

∂x∂y
∂u ∂u
(iii) x + y = 5u.
∂x ∂y
Order of a differential equation
The order of a differential equation is the order of the highest derivative that
occurs in it.
Degree of a differential equation
The degree of a differential equation is the degree of the highest derivative

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310 Engineering Mathematics - I

occurring in it after the equation has been reduced to a form free from radicals
and fractions as far as the derivatives are concerned.
Examples
d2 x
(i) For the differential equation + a2 x = 0, the order is 2 and the degree is 1
dt2
 !2  23 2
 dy  = c d y , the order is 2 and degree is 2,

(ii) For the differential equation 1 +
dx dx2
 !2 3 2y 2
!
 dy  2 d
since it can be reduced to the form 1 +  = c .

.
dx  dx2

P
Formation of a differential equation
An ordinary differential equation can be formed by eliminating certain arbitrary

AP
constants from a relation involving variables and constants. In the study of
applied mathematics, every geometrical and physical problems when translated
into a mathematical model will always give rise to a differential equation.
✎ ☞
Worked Examples
✍ ✌
R
Example 5.1. Form the differential equation of the family of straight lines passing
through the origin.
CO

Solution. The equation of the family of straight lines passing through the origin
is given by
y = mx. (1)

Differentiating w.r.t. x, we get


U

dy
= m.
dx
ST

Substituting the value of m in (1) we obtain


!
dy
y= x
dx

which is the required differential equation.

Example 5.2. Obtain the differential equation of the family of circles


x2 + y2 + 2ax + r2 = 0 by eliminating the arbitrary constant a.

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Differential Equations 311

Solution. The given equation is

x2 + y2 + 2ax + r2 = 0. (1)

Differentiating w.r.t. x, we get


dy
2x + 2y + 2a = 0
dx
dy
x+y = −a
dx !
dy
a=− x+y .

P
dx
Substituting the value of a in (1) we obtain

AP
!
2 2 dy
x + y − 2x x + y + r2 = 0
dx
dy
x2 + y2 − 2x2 − 2xy + r2 = 0
dx
dy
2xy = y2 − x2 + r2 ,
dx
R
which is the required differential equation.

Example 5.3. Find the differential equation of the family of circles with centre
CO
(a, b) and radius r.
Solution. The equation of the circle is

(x − a)2 + (y − b)2 = r2 . (1)


dy
Differentiating w.r.t. x, we get 2(x − a) + 2(y − b) =0
U

dx
dy
x − a + (y − b) = 0. (2)
dx
ST

Again differentiating we get


d2 y dy dy
1 + (y − b) + =0
dx2 dx dx  !2 
d2 y  dy 
(y − b) 2 = − 1 + 
dx dx 
 dy 2
1 + dx
y−b=− 2
.
d y
dx2

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312 Engineering Mathematics - I

Substituting this in (2) we get


 dy 2
1 + dx dy
x−a− 2
=0
d y dx
dx2
 dy 2
dy 1 + dx
x−a= .
dx d2 y
dx2

Substituting the values of x − a and y − b in (1) we obtain

.
  2   dy 2 2

P

!2 1 + dy 2 1 +
dy dx dx
2
+ 2 = r2
dx  2
d y
  2
d y

AP
dx2 dx2
  dy 2 2
1+ dx

 dy
!2 

2 1 +  = r2

d2 y dx 
dx2
  dy 2 3
1+
R dx
 2 = r2
d2 y
dx2
CO
 !2  32 2

1 + dy  = r d y ,

dx dx2

which is the required differential equation.

Example 5.4. Form the differential equation of the simple harmonic motion
U

x = a cos nt.
Solution. x = a cos nt.
ST

Differentiate w.r.t. t we get


dx
= −an sin nt.
dt
Again differentiating w.r.t. t we obtain
d2 x
= an2 (− cos nt) = −n2 a cos nt = −n2 x
dt2
d2 x
+ n2 x = 0,
dt2
which is the required differential equation.

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Differential Equations 313

Solution of a differential equation


A solution of a differential equation is a relation between the variables that
satisfies the given differential equation. A solution of a differential equation is
also called as the integral of the equation.
Examples
d2 x
1. x = a cos nt is a solution of the differential equation + n2 x = 0.
dt2
d2 y dy
2. For the differential equation + 3 + 2y = 0, y = e−x and y = e−2x are

.
dx 2 dx

P
solutions.
General Solution

AP
A general or complete solution of a differential equation is the one in which the
number of arbitrary constants is equal to the order of the differential equation.
Example. Consider

y = A cos αx + B sin αx (1)


R
where A and B are the arbitrary constants.
CO
Differentiating w.r.t. x we get

dy
= −Aα sin αx + Bα cos αx.
dx
d2 y
= −Aα2 cos αx − Bα2 sin αx.
dx2
U

= −α2 (A cos αx + B sin αx) = −α2 y.


d2 y
+ α2 y = 0. (2)
dx2
ST

Hence, (1) is a general solution of (2) as the number of arbitrary constants A, B is


the same as the order of (2).
Particular Solution
A particular solution is a solution that can be obtained by giving particular
values to the arbitrary constants in the general solution.
Example. y = 2 cos αx + sin αx is a particular solution of (2), since it can be derived

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314 Engineering Mathematics - I

dy
from the general solution by giving initial values of 0, 2 and α to x, y and
dx
respectively.
Linear independent solutions
Two solutions y1 and y2 of the differential equation

d2 y dy
+ a1 (x) + a2 (x)y = 0 (1)
dx2 dx

P
are said to be linearly independent, if there exist constants c1 and c2 such that
c1 y1 + c2 y2 = 0 implies c1 = 0 and c2 = 0.

AP
If c1 and c2 are not both zero, then the two solutions y1 and y2 are said to be linearly
dependent.
If y1 and y2 are any two solutions of (1) then the linear combination c1 y1 + c2 y2
where c1 and c2 are constants is also a solution of (1).
Example. y1 = e−x and y2 = e−2x are two independent solutions of the differential
R
equation
d2 y
CO
dy
2
+ 3 + 2y = 0.
dx dx

Then, the general solution is y = c1 e−x + c2 e−2x .


Linear Differential Equation
U

A linear differential equation is an equation in which the dependent variable and


its derivatives occur only in the first degree and there is no product of dependent
ST

variable and derivative or product of derivatives.


Note. A differential equation which is not linear is called a non linear
differential equation.
Examples
d2 y
1. x 2 + y = x2 is linear.
dx
dy
2. y + x2 = 0 is nonlinear.
dx

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Differential Equations 315

5.2 Linear differential equation with constant coefficients

The general form of the nth order linear ordinary differential equation with
constant coefficients is
dn y dn−1 y dy
a0 n
+ a1 n−1
+ · · · + an−1 + an y = Q(x) (1)
dx dx dx
where a0 , a1 , a2 , . . . , an are constants with a0 , 0. If Q(x) = 0 then
dn y dn−1 y dy
(2)

.
(1) ⇒ a0 + a1 + · · · + an−1 + an y = 0

P
dx n dx n−1 dx
which is the homogeneous equation corresponding to (1).

AP
The general solution of (2) is called the complementary function of (1) and it is
denoted by yc . The general solution of (2) contains n arbitrary constants. A solution
which contains no arbitrary constants is a particular solution.
If y p is a particular solution of (1), then the general solution of (1) is y = yc + y p .
This is also called as the complete solution of the ordinary differential equation.
R
Computation of Complementary function
d d2 dn
Let = D, 2 = D2 , . . . , n = Dn .
CO
dx dx dx
Then (1) becomes

(a0 Dn + a1 Dn−1 + · · · + an−1 D + an )y = Q(x) (3)

The auxiliary equation is


U

a0 mn + a1 mn−1 + a2 mn−2 + · · · + an−1 m + an = 0.

Let m1 , m2 , . . . , mn be its roots.


ST

Case (i) If m1 , m2 , . . . , mn are real and different then

yc = CF = c1 em1 x + c2 em2 x + · · · + cn emn x .

Case (ii) If some of the roots (say r) are equal, where r < n
i.e m1 = m2 = · · · = mr = m, then

C.F = yc = (c1 + c2 x + c3 x2 + · · · + cr xr−1 )emx + cr+1 emr+1 x + · · · + cn emn x .

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316 Engineering Mathematics - I

In particular, if two roots are equal say m1 = m2 = m then,

yc = (c1 + c2 x)emx + c3 em3 x + · · · + cn emn x .

Case (iii) If two roots are complex, say m1 = α + iβ and m2 = α − iβ and the other
roots are real and different, then

yc = eαx (c1 cos βx + c2 sin βx) + c3 em3 x + · · · + cn emn x .

P
Case (iv) If m1 = m2 = α + iβ, m3 = m4 = α − iβ and the other roots are real and
different, then

AP
yc = [(c1 + c2 x) cos βx + (c3 + c4 x) sin βx]eαx + c5 em5 x + · · · + cn emn x .

Computation of particular integral (y p )


Let f (D) = a0 Dn + a1 Dn−1 + · · · + an−1 D + an .
R
Then (3) can be written as f (D)y = Q(x).

1
Now y p = P.I. = Q(x)
CO
f (D)

5.2.1 Type I

Let Q(x) = eαx .


U

Case (i) If α is not equal to any of the mi (i = 1, 2, . . . , n), then f (α) , 0. In this case
eαx
y p = PI = (Replace D by α).
f (α)
Case (ii) If α is equal to some of the m′i s( say m1 = m2 = · · · = mr ) then
ST

f (D) = (D − α)r g(D) where g(α) , 0.

1 αx eαx xr
∴ y p = PI = e = .
(D − α)r g(D) g(α)r!

In particular, if r = 1, then

1 eαx
yp = eαx = x.
(D − α)g(D) g(α)

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Differential Equations 317

1 αx eαx x2
When r = 2, y p = e = .
(D − α)2 g(D) g(α) 2!
1 αx eαx x3
When r = 3, y p = e = etc.
(D − α)3 g(D) g(α) 3!

✎ ☞
Worked Examples
✍ ✌
Example 5.5. Solve (D2 − 4)y = 1. [Dec 2013]
Solution. The auxiliary equation is

P
m2 − 4 = 0 ⇒ m2 = 4 ⇒ m = ±2.

AP
∴ yc = c1 e2x + c2 e−2x .
1 1 0x e0x 1
yp = = e = =− .
D2 − 4 D2 − 4 0−4 4
1
Solution is y = yc + y p = c1 e2x + c2 e−2x − .
4
Example 5.6. Solve (4D2 − 4D + 1)y = 4. [Jun 1996]
R
1 1
Solution. A.E is 4m2 − 4m + 1 = 0 ⇒ (2m − 1)2 = 0 ⇒ m = , .
2 2
CO
1
yc = e 2 x (c1 + c2 x).
1 1 4
yp = (4) = e0x = = 4.
4D2 − 4D + 1 4D2 − 4D + 1 1
x
Solution is y = yc + y p = (c1 + c2 x)e 2 + 4.
U

Example 5.7. Find the particular integral of (D2 − 2D + 1)y = cos hx.
[Jun 2013, Jun 2005]
Solution.
ST

e x + e−x
!
1 1
PI = cos hx =
D2 − 2D + 1 (D − 1)2 2
" #
1 1 1
= 2
ex + e−x
2 (D − 1) (D − 1)2
1 x x2 e−x
" #
= e +
2 2 (−1 − 1)2
" 2 x
e−x x2 e x e−x
#
1 x e
= + = + .
2 2 4 4 8

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318 Engineering Mathematics - I

Example 5.8. Find the particular integral of (D2 − 4)y = cosh 2x. [May 2011]
Solution. 1
PI = cosh 2x
D2 −4 " 2x
e + e−2x
#
1
=
(D + 2)(D − 2) 2
" #
1 1 1
= e2x + e−2x
2 (D + 2)(D − 2) (D + 2)(D − 2)
1 x 2x
 x −2x 
= e + e
2 4 −4

P
x 2x
= [e − e−2x ]
8
x

AP
= sinh 2x.
4

Example 5.9. Find the particular integral of (D3 − 1)y = e2x . [May 2005]
1 e2x e2x
Solution. PI = 3 e2x = 3 = .
D −1 2 −1 7

Example 5.10. Find the particular integral of (D − 1)2 = sinh x.


R [Nov 2003]
Solution. " x
e − e−x
#
1 1
PI = sinh x =
CO
(D − 1)2 (D − 1)2 2
" #
1 1 1
= 2
ex − e−x
2 (D − 1) (D − 1)2
1 x2 x 1 −x
" #
= e − e
2 2 4
U

x 2 e−x
= ex − .
4 8
ST

d2 y dy
Example 5.11. Solve 2
+ 4 + 5y = −2 cosh x.
dx dx
Solution. The A.E is

m2 + 4m + 5 = 0 ⇒ (m + 2)2 + 5 − 4 = 0

⇒ (m + 2)2 = −1 ⇒ m + 2 = ±i ⇒ m = −2 ± i.

yc = e−2x (c1 cos x + c2 sin x).

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Differential Equations 319

2
yp = [−(e x + e−x )]
2(D2
+ 4D + 5)
−1 1
= 2 ex − 2 e−x
D + 4D + 5 D + 4D + 5
−e x e−x
= −
1+4+5 1−4+5
−e x e−x
= − .
10 2

The general solution is y = yc + y p

P
e x e−x
y = e−2x (c1 cos x + c2 sin x) − − .
10 2

AP
Example 5.12. Find the particular integral of (D + 2)(D − 1)2 y = e−2x + 2 sinh x.
[May 2006]
Solution.
1
PI = [e−2x + 2 sinh x]
(D + 2)(D − 1)2
=
R 1
[e−2x + e x − e−x ]
(D + 2)(D − 1) 2

1 1 1
= e−2x + ex − e−x
CO
(D + 2)(D − 1) 2 (D + 2)(D − 1) 2 (D + 2)(D − 1)2
x −2x x2 x e−x
= e + e −
9 6 1(4)
2
x −2x x x e−x
= e + e − .
9 6 4
U

Example 5.13. Solve (D2 + 1)2 y = 0. [May 2008]


Solution. A.E is (m2 + 1)2 = 0.
ST

m2 = −1, m2 = −1 =⇒ m = ±i, m = ±i.


The complex roots are repeated.
∴ yc = CF = (c1 + c2 x) cos x + (c3 + c4 x) sin x.
y p = PI = 0.
Solution is y = yc + y p

y = (c1 + c2 x) cos x + (c3 + c4 x) sin x.

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320 Engineering Mathematics - I

Example 5.14. Solve (D2 + 1)y = 0 given that y(0) = 0, y′ (0) = 1. [May 1996]
Solution. A.E is m2 + 1 = 0 =⇒ m2 = −1 =⇒ m = ±i.

CF = yc = e0x [c1 cos x + c2 sin x] = c1 cos x + c2 sin x.

y p = PI = 0.

Solution is y = yc + y p

.
y = c1 cos x + c2 sin x.

P
Given: y(0) = 0.

AP
=⇒ c1 = 0
y′ = −c1 sin x + c2 cos x.
Given: y′ (0) = 1 =⇒ c2 = 1.
Hence, solution is, y = sin x.
R
Example 5.15. Find the particular integral of (D2 − 4D + 4)y = 2 x . [Dec 2012]
1 1
Solution. P.I = 2 2x = e x log 2
D − 4D + 4 (D − 2)2
CO
2x
= .
(log 2 − 2)2

Example 5.16. Find the particular integral of (D2 − 4)y = 3 x . [May 2007]
1 x 1 x log 3 1 x log 3 3x
Solution. PI = 2 3 = 2 e = e = .
D −4 D −4 (log 3)2 − 4 (log 3)2 − 4
U

d2 y dy
Example 5.17. Solve + 6 + 5y = e2x .
dx2 dx
Solution. (D2 + 6D + 5)y = e2x .
ST

A.E is, m2 + 6m + 5 = 0 ⇒ (m + 1)(m + 5) = 0 ⇒ m = −1, −5.

yc = c1 e−x + c2 e−5x .
1 2x 1 2x e2x e2x
yp = e = e = = .
D2 + 6D + 5 (D + 1)(D + 5) 3(7) 21
e2x
Solution is, y = yc + y p = c1 e−x + c2 e−5x + .
21

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Differential Equations 321

d3 y d2 y dy
Example 5.18. Solve + 2 + = e2x .
dx3 dx2 dx
Solution. The A.E is

m3 + 2m2 + m = 0 ⇒ m(m2 + 2m + 1) = 0

⇒ m(m + 1)2 = 0 ⇒ m = 0, m = −1, −1.

yc = c1 e0x + (c2 + c3 x)e−x

yc = c1 + e−x (c2 + c3 x).

P
1
yp = e2x
D3 + 2D2 + D

AP
1
= e2x
D(D + 1)2
e2x e2x
= = .
2(3)2 18
The general solution is y = yc + y p
R e2x
y = c1 + e−x (c2 + c3 x) + .
18
Example 5.19. Solve (D2 − 2D + 1)y = (e x + 1)2 . [ Dec 2010]
CO

Solution. AE is m2 − 2m + 1 = 0 =⇒ (m − 1)2 = 0 =⇒ m = 1, 1.

yc = e x (c1 + c2 x)
1
yp = (e x + 1)2
D2− 2D + 1
U

1
= 2
(e2x + 1 + 2e x )
(D − 1)
1 1 1
ST

= 2
e2x + 2
e0x + 2 ex
(D − 1) (D − 1) (D − 1)2
e2x x2
= + 1 + 2 ex
1 2
= e2x + 1 + x2 e x .

Solution is y = yc + y p

y = e x (c1 + c2 x) + e2x + 1 + x2 e x .

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322 Engineering Mathematics - I

5.2.2 Type II

Q(x) = sin ax or cos ax where a is a constant.

1 1
y p = P.I. = sin ax or cos ax.
f (D) f (D)

Working rule. Replace D2 by −a2 and evaluate till D is eliminated.


If f (D) = D2 + a2 , then f (D) = 0 when D2 is replaced by −a2 . In this case

P
Z
1 x −x
P.I. = 2 2
sin ax = sin axdx = cos ax.
D +a 2 2a

AP
and
Z
1 x x
2 2
cos ax = cos axdx = sin ax.
D +a 2 2a
Another method

1 1 iax
sin ax = Imaginary Part of
R
P.I. =
f (D) f (D)
e

and
CO
1 1 iax
P.I. = cos ax = Real Part of e
f (D) f (D)
which can be evaluated using Type I.
Note
Suppose f (D) = 0 when D2 is replaced by −a2 , then f (D) is of the form f (D2 ).
U

1 cos ax x cos ax
Then, P.I. = 2
cos ax = 2
. If f (−a2 ) = 0 then P.I. = ′ if f ′ (−a2 ) , 0.
f (D ) f (−a ) f (−a2 )
x2 cos ax
If f ′ (−a2 ) = 0, then P.I. = ′′ if f ′′ (−a2 ) , 0, and so on. In a similar way the
ST

f (−a2 )
particular integral for sin ax can be evaluated replacing cos ax.
✎ ☞
Worked Examples
✍ ✌

Example 5.20. Find the particular integral of (D2 + 4)y = sin 2x.
[Dec 2009, Dec 2011]
Solution.

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Differential Equations 323

Z
1 x
PI = 2
sin 2x = sin 2xdx [∵ f (−a2 ) = 0]
D +4 2
!
x − cos 2x
=
2 2
x
= − cos 2x.
4

Example 5.21. Find the particular integral of (D2 + 1)y = sin x sin 2x. [May 1997]
Solution. 1
PI = (sin x sin 2x)
D2
+1"

P
#
−1 cos 3x − cos x
= 2
D +1 2
" #
−1 1 1

AP
= cos 3x − 2 cos x
2 D2 + 1 D +1
" Z #
−1 cos 3x x
= − cos xdx
2 −32 + 1 2
" #
1 cos 3x x
=− − sin x
2 −8 2
R
cos 3x x sin x
= + .
16 4

integral of (D2 + 1)y = sin x.


CO
Example 5.22. Find the particular
Z [Jun 2010]
1 x −x
Solution. P.I = 2 sin x = sin xdx = cos x.
D +1 2 2
Example 5.23. Find the particular integral of (D2 + 4D + 2)y = sin 3x. [May 1998]
Solution. 1 1 1
PI = sin 3x = sin 3x = sin 3x
U

D2 + 4D + 2 −9 + 4D + 2 4D − 7
(4D + 7) 4 cos 3x(3) + 7 sin 3x
= sin 3x =
(4D + 7)(4D − 7) 16D2 − 49
12 cos 3x + 7 sin 3x
ST

=
16(−9) − 49
12 cos 3x + 7 sin 3x
=
−144 − 49
1
=− [12 cos 3x + 7 sin 3x].
193

Example 5.24. Find the particular 2


Z integral of (D + 4)y = cos 2x. [May 2001]
1 x x sin 2x x sin 2x
Solution. PI = 2 cos 2x = cos 2xdx = = .
D +4 2 2 2 4

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324 Engineering Mathematics - I

Example 5.25. Find the particular integral of (D2 + 1)2 y = sin 2x.
1 sin 2x sin 2x
Solution. PI = 2 2
sin 2x = 2
= .
(D + 1) (−4 + 1) 9

Example 5.26. Find the particular integral of (D2 + 1)y = sin2 x.


Solution. 1 1 1 − cos 2x
!
2
PI = 2 sin x = 2
D +1 D +1 2
" #
1 1 1
= − cos 2x
2 D2 + 1 D2 + 1

P
" #
1 1 0x cos 2x
= e −
2 D2 + 1 −4 + 1

AP
" #
1 cos 2x
= 1+
2 3
1 cos 2x
= + .
2 6

Example 5.27. Find the particular integral of (D"2 + 1)y = sin(2x


# + 5).
Solution. PI = 2
1
R
sin(2x + 5) =
sin(2x + 5)
=−
sin(2x + 5)
.
D +1 −4 + 1 3
CO
Example 5.28. Find the particular integral of (D2 + 4D + 8)y = cos(2x + 3).
Solution. 1 1
PI = cos(2x + 3) = cos(2x + 3)
D2 + 4D + 8 −4 + 4D + 8
1 1 1
= cos(2x + 3) = cos(2x + 3)
4D" + 4 4 D + 1#
U

1 (D − 1)
= cos(2x + 3)
4 (D − 1)(D + 1)
" #
1 −2 sin(2x + 3) − cos(2x + 3)
=
ST

4 D2 − 1
" #
1 2 sin(2x + 3) + cos(2x + 3)
=−
4 −4 − 1
1
= [2 sin(2x + 3) + cos(2x + 3)] .
20

Example 5.29. Solve (D2 − 4D + 3)y = sin 3x cos 2x. [May 2007]
Solution. The A.E is, m2 − 4m + 3 = 0 ⇒ (m − 1)(m − 3) = 0 ⇒ m = 1, 3.

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Differential Equations 325

yc = c1 e x + c2 e3x .
1
yp = sin 3x cos 2x
D2− 4D + 3
1 1
= 2
(sin 5x + sin x)
2 D − 4D + 3
1 1 1 1
= 2
sin 5x + 2
sin x
2 D − 4D + 3 2 D − 4D + 3
= PI1 + PI2 .
1 1 1 1

.
P.I1 = sin 5x = sin 5x

P
2
2 D − 4D + 3 2 (−25 − 4D + 3)
1 1 −1 1
= sin 5x = sin 5x
2 (−22 − 4D) 4 (11 + 2D)

AP
1 (2D − 11)
=− sin 5x
4 (2D + 11)(2D − 11)
1 2 × 5 cos 5x − 11 sin 5x
=−
4 4D2 − 121
1 10 cos 5x − 11 sin 5x
=−
4 4(−25) − 121
R
1 10 cos 5x − 11 sin 5x
=−
4 −221
10 cos 5x − 11 sin 5x
CO
= .
884 " #
1 1 1 1
P.I2 = sin x = sin x
2 D2 − 4D + 3 2 (−1) − 4D + 3
1 1 1 1
= sin x = sin x
2 2 − 4D 4 1 − 2D
1 (1 + 2D)
U

= sin x
4 (1 − 4D2 )
1 sin x + 2 cos x
=
4 5
ST

sin x + 2 cos x
= .
20
The general solution is y = yc + y p
10 cos 5x − 11 sin 5x sin x + 2 cos x
y = c1 e x + c2 e3x + + .
884 20
Example 5.30. Solve (D2 + 1)y = sin2 x. [May 2006]
1 − cos 2x
Solution. (D2 + 1)y = .
2

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326 Engineering Mathematics - I

The A.E is m2 + 1 = 0 ⇒ m2 = −1 ⇒ m = ±i

yc = e0x (c1 cos x + c2 sin x) = c1 cos x + c2 sin x


1 1 1
yp = (1 − cos 2x) = − cos 2x
2(D2 + 1) + 1) 2(D2+ 1) 2(D2
1 cos 2x 1 1
= e0x − = + cos 2x.
2(D2 + 1) 2(−4 + 1) 2 6

The general solution is y = yc + y p

P
1 1
y = c1 cos x + c2 sin x + + cos 2x.

AP
2 6

Example 5.31. Solve the equation (D2 + 16)y = cos3 x. [Dec. 2010]
Solution. [Link]

m2 + 16 = 0 ⇒ m2 = −16 ⇒ m = ±4i
R
yc = e0x (c1 cos 4x + c2 sin 4x)

yc = c1 cos 4x + c2 sin 4x.


CO

1
yp = cos3 x
D2
+ 16 "
U

#
= 2
1 1
(cos 3x + 3 cos x) cos 3θ = 4 cos3 θ − 3 cos θ
D + 16 4
" # 4 cos3 θ = cos 3θ + 3 cos θ
ST

1 1 1
= cos 3x + 3 2 cos x 1
4 D2 + 16 D + 16 cos3 θ = (cos 3θ + 3 cos θ)
"
1 cos 3x 3 cos x
# "
1 cos 3x 3 cos x
# 4
= + = +
4 −9 + 16 −1 + 16 4 7 15

cos 3x 3 cos x
yp = + .
28 20
cos 3x 3 cos x
Solution is y = yc + y p = c1 cos 4x + c2 sin 4x + +
28 20

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Differential Equations 327

Example 5.32. Solve (D2 − 3D + 2)y = 2 cos(2x + 3) + 2e x . [Dec 2011, May 2005]
Solution. The A.E is
m2 − 3m + 2 = 0 ⇒ (m − 1)(m − 2) = 0 ⇒ m = 1, 2.
yc = c1 e x + c2 e2x .
1 1
yp = 2 cos(2x + 3) + 2 2e x
D2 − 3D + 2 D − 3D + 2
= PI1 + PI2 .
1 1

.
PI1 = 2 cos(2x + 3) = 2 cos(2x + 3)

P
D2 − 3D + 2 −4 − 3D + 2
1 1
=2 cos(2x + 3) = −2 cos(2x + 3)
−2 − 3D 2 + 3D

AP
(2 − 3D)
= −2 cos(2x + 3)
4 − 9D2
2 cos(2x + 3) + 6 sin(2x + 3)
= −2
4 + 36
1
= − 2[cos(2x + 3) + 3 sin(2x + 3)]
20
R
1
= − [cos(2x + 3) + 3 sin(2x + 3)].
10
1 ex
PI2 = 2 e x = 2x = −2xe x .
CO
(D − 1)(D − 2) −1
The general solution is y = yc + y p
1
y = c1 e x + c2 e2x − [cos(2x + 3) + 3 sin(2x + 3)] − 2xe x .
10
Example 5.33. Solve (D2 + 16)y = e−3x + cos 4x.
U

Solution. The A.E is


m2 + 16 = 0 ⇒ m2 = −16 ⇒ m = ±4i.
ST

yc = e0x (c1 cos 4x + c2 sin 4x) = c1 cos 4x + c2 sin 4x.


e−3x
Z
1 1 x
yp = 2 e−3x + 2 cos 4x = + cos 4xdx
D + 16 D + 16 9 + 16 2
e−3x x sin 4x e −3x x sin 4x
= + = + .
25 2 4 25 8
The general solution is y = yc + y p .
e−3x x sin 4x
y = c1 cos 4x + c2 sin 4x + + .
25 8

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328 Engineering Mathematics - I

5.2.3 Type III

Q(x) = xm where m is a positive integer.


xm xm 1
PI = = = [1 ± g(D)]−1 xm .
f (D) k[1 ± g(D)] k
Expand [1 ± g(D)]−1 using binomial series expansion upto Dm and operate on xm
term by term, we obtain the required particular integral.
Z
1 1
Note. It is important to note that f (x) = f (x)dx. 2 f (x) means integrate
D D
f (x) w.r.t x twice and so on.

P
The following results will be useful for our discussion.

AP
(i) (1 + x)−1 = 1 − x + x2 − x3 + x4 − · · ·
(ii) (1 + x)−2 = 1 − 2x + 3x2 − 4x3 + · · ·
(iii) (1 − x)−1 = 1 + x + x2 + x3 + x4 + · · ·
(iv) (1 − x)−2 = 1 + 2x + 3x2 + 4x3 + · · · .
R
Example 5.34. Find the particular integral of (D2 + D)y = x2 + 2x + 4. [Jun 2000]
Solution. 1 1
PI = (x2 + 2x + 4) = (x2 + 2x + 4)
D2
+D D(D + 1)
CO

1 1
= (1 + D)−1 (x2 + 2x + 4) = (1 − D + D2 − · · · )(x2 + 2x + 4)
D D
1 2 1
= (x + 2x + 4 − 2x − 2 + 2) = (x2 + 4)
D
Z D
2 1
= (x + 4)dx [∵ stands for integration]
U

D
x3
= + 4x.
3
ST

Example 5.35. Find the particular integral of (D2 + 5D + 1)y = x2 . [May 2002]
1
Solution. PI = 2 x2 = (1 + (D2 + 5D))−1 x2
D + 5D + 1

= (1 − (D2 + 5D) + (D2 + 5D)2 + · · · )x2 = (1 − D2 − 5D + 25D2 + · · · )x2

= (1 − 5D + 24D2 )x2 = x2 − 5(2x) + 24(2)

= x2 − 10x + 48.

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Differential Equations 329

Example 5.36. Solve (D3 − 3D2 − 6D + 8)y = x. [Dec 2006]


Solution. A.E is m3 − 3m2 − 6m + 8 = 0
(m − 1)(m + 2)(m − 4) = 0 ⇒ m = 1, −2, 4.
yc = c1 e x + c2 e−2x + c3 e4x .
1
yp = x
D3 − 3D2 − 6D + 8
1
= h 3 2
ix
8 1 + D −3D8 −6D

P
#−1
D3 − 3D2 − 6D
"
1
= 1+ x
8 8

AP
D3 − 3D2 − 6D
! !
1
= 1− + ··· x
8 8
" # " #
1 6 1 6
= 1 + D + ··· x = x+
8 8 8 8
" #
1 3
= x+ .
8 4
R
The general solution is y = yc "+ y p #
1 3
y = c1 e x + c2 e−2x + c3 e4x + x+ .
CO
8 4
Example 5.37. Solve (D3 − D2 − D + 1)y = 1 + x2 . [Apr 2007]
Solution. The A.E is m3 − m2 −m+1=0⇒ m2 (m − 1) − (m − 1) = 0
⇒ (m − 1)(m2 − 1) = 0 ⇒ m = 1, 1, −1.
yc = c1 e−x + e x (c2 + c3 x).
U

1
yp = (1 + x2 )
D3
− −D+1 D2
ST

1 1
= 3 2
e0x + 3 2
x2
D −D −D+1 D −D −D+1
x2
=1+ = 1 + [1 − (D + D2 − D3 )]−1 x2
1 − (D + D2 − D3 )
= 1 + [1 + (D + D2 − D3 ) + (D + D2 − D3 )2 + · · · ]x2

= 1 + [1 + D + D2 + D2 + · · · ]x2

= 1 + [x2 + 2x + 4] = x2 + 2x + 5.

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330 Engineering Mathematics - I

The general solution is y = yc + y p


y = c1 e−x + e x (c2 + c3 x) + x2 + 2x + 5.

Example 5.38. Solve (D2 + D)y = x2 + 2x + 4. [Dec 2008]


Solution. The A.E is
m2 + m = 0 ⇒ m(m + 1) = 0 ⇒ m = 0, −1.
yc = c1 + c2 e−x .

P
1 1
yp = (x2 + 2x + 4) = (x2 + 2x + 4)
D2 + D D(1 + D)

AP
1
= (1 + D)−1 (x2 + 2x + 4)
D
1
= [1 − D + D2 − · · · ](x2 + 2x + 4)
D
1
= [x2 + 2x + 4 − (2x + 2) + 2]
D
1
R
= [x2 + 4]
D
Z
= (x2 + 4)dx
CO

x3
= + 4x.
3

The Solution is y = yc + y p
U

x3
y = c1 + c2 e−x + + 4x.
3
ST

5.2.4 Type IV

Q(x) = eax g(x) where g(x) may be xm or sin ax or cos ax. In this case
1 ax ax g(x)
P.I = e g(x) = e . This will fall into any of the previous three types
f (D) f (D + a)
which can be evaluated by the known methods.

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Differential Equations 331

5.2.5 Type V

Q(x) = xm cos ax or xm sin ax. In this case

1 m 1 m
P.I = x cos ax or x sin ax.
f (D) f (D)
1 iax m 1 m iax
= R.P e x or I.P x e .
f (D) f (D)
1 1
= R.P eiax xm or I.P eiax xm
f (D + ia) f (D + ia)

P
which can be evaluated by earlier methods.
✎ ☞
Worked Examples

AP
✍ ✌

Example 5.39. Find the particular integral of (D2 + 4D + 4)y = xe−2x . [May 2005]
Solution. 1 1
PI = xe−2x = xe−2x
D2+ 4D + 4 (D + 2)2
1 1
= e−2x x = e−2x 2 x
R
(D − 2 + 2) 2 D
Z
1 1 1
= e−2x x = e−2x xdx
DD D
CO
2 e−2x
! Z
−2x 1 x
=e = x2 dx
D 2 2
e−2x x3 x3 e−2x
= = .
2 3 6

Example 5.40. Find the particular integral of (D2 + 1)y = xe x . [Jun 2003]
U

Solution. P.I = 1 1 1
2
xe x = e x 2
x = ex 2 x
D +1 (D + 1) + 1 D + 2D + 1 + 1
ST

1 1
= ex 2 x = ex h 2
ix
D + 2D + 2 2 1 + D +2D
2
#−1
ex D2 + 2D
"
= 1+ x
2 2
ex D2 + 2D ex
" #
= 1− + · · · x = [1 − D · · · ]x
2 2 2
ex
= [x − 1].
2

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332 Engineering Mathematics - I

Example 5.41. Find the particular integral of y′′ + 2y′ + 5y = e−x cos 2x.[May 2005]
Solution. P.I = 1 1
2
e−x cos 2x = e−x 2
cos 2x
D + 2D + 5 (D − 1) + 2(D − 1) + 5
1 1
= e−x 2 cos 2x = e−x 2 cos 2x
DZ− 2D + 1 + 2D − 2 + 5 D +4
x x sin 2x
= e−x cos 2xdx = e−x
2 2 2
e−x x sin 2x
= .
4

.
Example 5.42. Find the particular integral of (D2 − 2D + 2)y = e x cos x. [Dec 2010]

P
Solution. P.I = 1
e x cos x.
D2 − 2D + 2

AP
1
= ex · 2
cos x.
(D + 1) − 2(D + 1) + 2
1
= ex · 2 ✟+ 1 −✟ ✟− 2
cos x.
D +✟ 2D 2D ✁+2 ✁
1 cos x
= ex · 2 cos x. = e x · x
D
Z +1 2D
xe x xe x sin x
=
R cos xdx = .
2 2
Example 5.43. Find the particular integral of (D2 − 2D + 4)y = e x cos x. [Dec 2001]
CO

Solution. 1 1
PI = e x cos x = e x cos x
D2− 2D + 4 2
(D + 1) − 2(D + 1) + 4
1 1
= ex 2 cos x = e x 2 cos x
D + 2D + 1 − 2D − 2 + 4 D +3
cos x e x cos x
= ex = .
U

−1 + 3 2
Example 5.44. Find the particular integral of (D − 1)2 y = e x sin x.
[May 2003, Jun 2012]
ST

Solution. 1 1
PI = 2
e x sin x = e x sin x
(D − 1) (D + 1 − 1)2
1 1 1
= e x 2 sin x = e x sin x
DZ DD
1 1
= ex sin xdx = e x (− cos x)
D D
Z
= −e x cos xdx = −e x sin x.

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Differential Equations 333

Example 5.45. Solve (D2 + 5D + 4)y = e−x sin 2x. [Dec 2012, May 2011]
Solution. A.E is m2 + 5m + 4 = 0
(m + 1)(m + 4) = 0 ⇒ m = −1, −4.

yc = c1 e−x + c2 e−4x .
1
yp = e−x sin 2x.
D2+ 5D + 4
−x 1
=e · 2
sin 2x.

.
(D − 1) + 5(D − 1) + 4

P
1
= e−x 2 sin 2x.
D − 2D + 1 + 5D − 5 + 4

AP
1
= e−x · 2 sin 2x.
D + 3D
1
= e−x · sin 2x.
−4 + 3D
3D + 4
= e−x · sin 2x.
(3D + 4)(3D − 4)
3D + 4
= e−x ·
R sin 2x.
9D2 − 16
3 × 2 cos 2x + 4 sin 2x
= e−x
9 × (−4) − 16
CO
6 cos 2x + 4 sin 2x
= e−x
−52
e−x
=− (6 cos 2x + 4 sin 2x).
−52

Solution is y = yc + y p
U

e−x
y = c1 e−x + c2 e−4x − (6 cos 2x + 4 sin 2x)
52
ST

Example 5.46. Solve (D2 − 2D + 2)y = e2x x2 + 5 + e−2x . [Jun 2009]


Solution. A.E. is

m2 − 2m + 2 = 0 ⇒ (m − 1)2 + 2 − 1 = 0

(m − 1)2 + 1 = 0 ⇒ (m − 1)2 = −1

(m − 1) = ±i ⇒ m = 1 ± i.

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334 Engineering Mathematics - I

yc = e x (c1 cos x + c2 sin x).


1
yp = (e2x x2 + 5 + e−2x )
D2
− 2D + 2
1 5 1
= 2 e2x x2 + 2 + 2 e−2x
D − 2D + 2 D − 2D + 2 D − 2D + 2
= PI1 + PI2 + PI3 .
1 1
PI1 = e2x x2 = e2x x2
D2
− 2D + 2 2
(D + 2) − 2(D + 2) + 2
1 1

.
= e2x 2 x2 = e2x 2 x2

P
D + 4 + 4D − 2D − 4 + 2 D + 2D + 2
1 e2x  D2 + 2D −1 2
= e2x 2
x 2
= 1 + x

AP
2(1 + D +2D ) 2 2
2
2x 2
!2
e D + 2D D2 + 2D
= [1 − + + . . . ]x2
2 2 2
e2x 2 1
= [x − .2 − 2x + 2]
2 2
e2x 2 e2x 2
=
R[x − 1 − 2x + 2] = (x − 2x + 1).
2 2
5 5
PI2 = 2 e0x = .
D − 2D + 2 2
CO
1 e−2x e−2x
PI3 = 2 e−2x = = .
D − 2D + 2 4+4+2 10
The solution is y = yc + y p
e2x 2 5 e−2x
y = e x (c1 cos x + c2 sin x) + (x − 2x + 1) + + .
2 2 10
U

d2 y
Example 5.47. Solve − 4y = x sinh x. [Apr 2006]
dx2
Solution. (D2 − 4)y = x sinh x
ST

A.E. is
m2 − 4 = 0 ⇒ m2 = 4 ⇒ m = ±2.
yc = c1 e2x + c2 e−2x
1 1
y p = PI = x sinh x = x(e x − e−x )
D2 − 4 2(D2 − 4)
1 1 1 1
= xe x − xe−x
2 D2 − 4 2 D2 − 4

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Differential Equations 335

ex 1 e−x 1
= x − x
2 (D + 1)2 − 4 2 (D − 1)2 − 4
ex 1 e−x 1
= 2
x − 2
x
2 D + 2D + 1 − 4 2 D − 2D + 1 − 4
ex 1 e−x 1
= x − x
2 D2 + 2D − 3 2 D2 − 2D − 3
ex 1 e−x 1
= 2
x− x
2 (−3)(1 − D +2D ) 2 (−3)(1 − D2 −2D )
3 3
ex  D2 + 2D −1 e−x  D2 − 2D −1
= 1− x+ 1− x

.
−6 3 6 3

P
−e x h D2 + 2D i e−x h D2 − 2D i
= 1+ + ··· x + 1+ + ··· x
6 3 6 3

AP
−e x h 2 i e−x h 2i
P.I. = x+ + x− .
6 3 6 3
The solution is y = yc + y p
ex h 2 i e−x h 2i
y = c1 e2x + c2 e−2x − x+ + x−
6 3 6 3
R
d2 y dy e−x
Example 5.48. Solve + 2 + y = . [Jun 2013, May 1989 ]
dx2 dx x2
Solution. A.E is m2 + 2m + 1 = 0 ⇒ (m + 1)2 = 0 ⇒ m = −1, −1.
CO

yc = e−x (c1 + c2 x).


1 e−x 1 1
yp = 2 2
= e−x
(D + 1) x (D − 1 + 1) x2
2
! Z
1 1 1
= e−x 2 2 = e−x x−2 dx
U

D x D
h −1 i Z
−x 1 x −x 1
=e = −e dx
D −1 x
ST

y p = −e−x log x.

The general solution is y = yc + y p

y = e−x (c1 + c2 x) − e−x log x.

Example 5.49. Solve (D4 − 1)y = e x cos x. [Apr 2009]


Solution. A.E is m4 − 1 = 0 ⇒ (m2 − 1)(m2 + 1) = 0

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336 Engineering Mathematics - I

⇒ (m − 1)(m + 1)(m2 + 1) = 0 ⇒ m = 1, −1, m2 = −1 ⇒ m = ±i.

yc = C1 e x + C2 e−x + C3 cos x + C4 sin x.


1 1 1
yp = e x cos x = e x cos x = e x 2 cos x
D4−1 4
(D + 1) − 1 (D + 2D + 1)2 − 1
1
= ex 4 cos x
D + 4D + 1 + 4D3 + 2D2 + 4D − 1
2
1
= ex 4 cos x
D + 4D + 6D2 + 4D
3

.
1 cos x

P
= ex cos x = e x
1 − 4D − 6 + 4D −5
e x cos x
yp = − .

AP
5

The general solution is y = yc + y p .

e x cos x
y = C1 e x + C2 e−x + C3 cos x + C4 sin x − .
5

Example 5.50. Solve (D + 2)2 y = e−2x sin x.


R [Jun 2009]
Solution. (D + 2)2 y = e−2x sin x
(D2 + 4D + 4)y = e−2x sin x.
CO

A.E. is (m + 2)2 = 0 ⇒ m = −2, −2.

yc = e−2x (c1 + c2 x).


1
yp = e−2x sin x
U

(D + 2)2
1
= e−2x sin x
(D − 2 + 2)2
ST

1
= e−2x 2 sin x
D
sin x
= e−2x
−1
= −e−2x sin x.

The general solution is y = yc + y p


y = e−2x (c1 + c2 x) − e−2x sin x.

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Differential Equations 337

Example 5.51. Solve (D2 + 4D + 3)y = e−x sin x + xe3x . [Jun 2010, Jan 2002]
Solution. A.E is m2 + 4m + 3 = 0 ⇒ (m + 1)(m + 3) = 0 ⇒ m = −1, −3.

yc = c1 e−x + c2 e−3x .
1
yp = (e−x sin x + xe3x )
D2
+ 4D + 3
1 1
= e−x sin x + xe3x
(D + 1)(D + 3) (D + 1)(D + 3)
e−x e3x

.
= sin x + x

P
(D − 1 + 1)(D − 1 + 3) (D + 3 + 1)(D + 3 + 3)
e−x e3x
= sin x + x

AP
D(D + 2) (D + 4)(D + 6)
= PI1 + PI2 .
1 1
PI1 = e−x sin x = e−x sin x
D2
+ 2D 2D − 1
(2D + 1) 2 cos x + sin x
= e−x 2
sin x = e−x
4D − 1 −5
R
−e−x
= (2 cos x + sin x).
5
1
PI2 = e3x x
CO
(D + 4)(D + 6)
1
= 2 x
D + 10D + 24
e3x 1
=  x
24 1 + D2 +10D
24
U

e3x  2
D + 10D −1
= 1+ x
24 24
e3x h D2 + 10D  D2 + 10D 2 i
= 1− + − ··· x
ST

24 24 24
e3x h 10 i
= x−
24 24
e3x h 5i
= x− .
24 12

The general solution is y = yc + y p


e−x e3x h 5i
y = c1 e−x + c2 e−3x − (2 cos x + sin x) + x− .
5 24 12

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338 Engineering Mathematics - I

Example 5.52. Solve (D2 − 4D + 3)y = e x cos 2x. [Jun 2012]


Solution. A.E. is

m2 − 4m + 3 = 0

(m − 1)(m − 3) = 0

m = 1, 3.

yc = c1 e x + c2 e3x .

.
1

P
yp = e x cos 2x.
D2 − 4D + 3
1
= ex · cos 2x

AP
2
(D + 1) − 4(D + 1) + 3
1
= ex · 2 cos 2x
D + 2D + 1 − 4D − 4 + 3
1
= ex 2 cos 2x.
D − 2D
1
= ex cos 2x
−4 − 2D
R x
e 1
=− cos 2x
2 D+2
ex D−2
CO
=− cos 2x
2 (D − 2)(D + 2)
e x −2 sin 2x − 2 cos 2x
!
=−
2 −4 − 4
e x
= − 2(sin 2x + cos 2x)
16
U

ex
= − (sin 2x + cos 2x).
8
Solution is y = yc + y p
ST

ex
= c1 e x + c2 e3x − (sin 2x + cos 2x).
8
Example 5.53. Solve (D2 − 3D + 2)y = x cos x. [Jan 2007]
Solution. The A.E. is m2 − 3m + 2 = 0 ⇒ (m − 2)(m − 1) = 0 ⇒ m = 1, 2.
yc = C1 e x + C2 e2x .
1 1
yp = x cos x = 2 x( R.P. eix )
D2 − 3D + 2 D − 3D + 2

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Differential Equations 339

1
= R.P. eix x
i)2
(D + − 3(D + i) + 2
1
= R.P. eix 2 x
D − 1 + 2Di − 3D − 3i + 2
1
= R.P. eix 2 x
D − 3D + 2Di + 1 − 3i
1
= R.P. eix h ix
D2
(1 − 3i) 1 + 1−3i + D(2i−3)
1−3i
eix h D(2i − 3) D2 i−1
= R.P. 1+ + x

.
1 − 3i 1 − 3i 1 − 3i

P
eix h D(2i − 3) i
= R.P. 1− x
1 − 3i 1 − 3i

AP
eix h 2i − 3 i
= R.P. x−
1 − 3i 1 − 3i
eix h i
= R.P. x(1 − 3i) − (2i − 3)
(1 − 3i)2
eix h i
= R.P. x − 3ix − 2i + 3
1 + 9 − 6i
R eix h i
= R.P. x + 3 − i(2 + 3x)
10 − 6i
(10 + 6i)eix h i
= R.P.
CO
x + 3 − i(2 + 3x)
136
(10 + 6i)(cos x + i sin x)(x + 3 − i(2 + 3x))
= R.P.
136
(10 cos x − 6 sin x + i(10 sin x + 6 cos x))(x + 3 − i(2 + 3x))
= R.P.
136
(10 cos x − 6 sin x)(x + 3) + (10 sin x + 6 cos x)(2 + 3x))
U

= .
136

The solution is y = yc + y p .
ST

(10 cos x − 6 sin x)(x + 3) + (10 sin x + 6 cos x)(2 + 3x))


y = C1 e x + C2 e2x + .
136

Example 5.54. Solve (D2 + 1)2 y = x2 cos x. [May 2002]


Solution. A.E. is (m2 + 1)2 = 0 ⇒ m2 = −1, −1 ⇒ m = ±i, ±i.

yc = (C1 + C2 x) cos x + (C3 + C4 x) sin x.

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340 Engineering Mathematics - I

1 1
yp = x2 cos x = 2 x2 (R.P. eix )
(D2+ 1) 2 (D + 1)2
1
= R.P. eix x2
((D + i)2 + 1)2
1
= R.P. eix 2 x2
(D − 1 + 2Di + 1)2
1
= R.P. eix 2 x2
(D + 2Di)2
1
= R.P. eix  x
2
D 2


.
2
(2Di) 1 + 2i

P
D −2
 
1 + 2i
= R.P. eix x2

AP
−4D2
−eix h D D2 i
= R.P. 2
1 − 2 + 3 + · · · x2
4D 2i −4
−e ix h 3D2 i
= R.P. 1 + iD − + · · · x2
4D2 4
eix h 2 3 i
= −R.P. x + i2x − 2
R 4D2 4
eix h 2 3i
= −R.P. x + 2ix −
4D2 2
CO
ix
e 1
Z 
3
= −R.P. x2 + 2ix − dx
4 D 2
eix 1  x3 3 
= −R.P. + ix2 − x
4 D 3 2
eix
Z  3
x 3 
= −R.P. + ix2 − x dx
4 3 2
U

ix
e x h 4 x 3 2
3x i
= −R.P. +i −
4 12 3 4
 cos x + i sin x h x4 x3 3x2 i
ST

= −R.P. +i −
4 12 3 4
1 hh x4 3x2 i x3 i
yp = − − cos x − sin x .
4 12 4 3

The solution is y = yc + y p

1 hh x4 3x2 i x3 i
y = (C1 + C2 x) cos x + (C3 + C4 x) sin x − − cos x − sin x .
4 12 4 3

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Differential Equations 341

d2 y dy
Example 5.55. Solve 2
− 2 + y = xe x sin x. [Dec 2013, May 2010]
dx dx
2 2
Solution. A.E. is m − 2m + 1 = 0 ⇒ (m − 1) = 0 ⇒ m = 1, 1.

yc = e x (C1 + C2 x).
1
yp = xe x sin x
(D − 1)2
1
= ex x sin x
(D + 1 − 1)2

.
1

P
= e x 2 x sin x
DZ
x1
=e x sin xdx

AP
D
Z
1
= ex xd(− cos x)
D
Z
1h i
= ex − x cos x − − cos xdx
D
1h i
= ex − x cos x + sin x
R
D
h Z Z i
x
=e − x cos xdx + sin xdx
CO
h Z i
x
=e − xd(sin x) − cos x
h ( Z ) i
x
= e − x sin x − sin xdx − cos x
h i
= e x − x sin x − cos x − cos x
U

h i
= −e x x sin x + 2 cos x .

The solution is y = yc + y p
ST

h i
y = e x (C1 + C2 x) − e x x sin x + 2 cos x .

Example 5.56. Solve (D2 − 4D + 4)y = x2 e2x cos 2x. [Jan 2007]
Solution. A.E. is (m − 2)2 = 0 ⇒ m = 2, 2.

yc = e2x (C1 + C2 x).

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342 Engineering Mathematics - I

1 1
yp = 2
x2 e2x cos 2x = e2x x2 cos 2x
(D − 2) (D + 2 − 2)2
Z
1 1
= e2x 2 x2 cos 2x = e2x x2 cos 2xdx
DZ D
1  sin 2x 
= e2x x2 d
D 2
2 Z
2x 1 x sin 2x sin 2x
h i
=e − 2xdx
D 2 2
1 h x2 sin 2x Z i
= e2x − x sin 2xdx
D 2

P
2 Z
2x 1 x sin 2x
h  − cos 2x i
=e − xd
D 2 2

AP
1 h x2 sin 2x  −x cos 2x Z − cos 2x i
= e2x − − dx
D 2 2 2
1 h x2 sin 2x x cos 2x 1 sin 2x i
= e2x + −
D 2 2 2 2
1 h x2 sin 2x x cos 2x sin 2x i
= e2x + −
D 2 2 4
e2x h
Z
R2
Z
1
Z i
= x sin 2xdx + x cos 2xdx − sin 2xdx
2 2
e2x h
Z  − cos 2x  Z  sin 2x  1  − cos 2x i
CO
= x2 d + xd −
2 2 2 2 2
e2x h Z Z
cos 2x i
= − x2 cos 2x + cos 2x(2x)dx + x sin 2x − sin 2xdx +
4 2
e2x h
Z  sin 2x  cos 2x cos 2x i
= − x2 cos 2x + 2 xd + x sin 2x + +
4 2 2 2
U

e2x h Z i
= − x2 cos 2x + x sin 2x − sin 2xdx + x sin 2x + cos 2x
4
e2x h cos 2x i
− x2 cos 2x + x sin 2x +
ST

= + x sin 2x + cos 2x
4 2
e2x h 3 i
= − x2 cos 2x + 2x sin 2x + cos 2x
4 2
e2x h i
yp = 4x sin 2x + (3 − 2x2 ) cos 2x .
8
The solution is y = yc + y p
e2x h i
y = e2x (C1 + C2 x) + 4x sin 2x + (3 − 2x2 ) cos 2x .
8

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Differential Equations 343

Example 5.57. Solve (D2 − 2D)y = x2 e x cos x. [Jan 2002]


Solution. A.E. is m2 − 2m = 0 ⇒ m(m − 2) = 0 ⇒ m = 0, 2.

yc = C1 + C2 e2x .
1 1
yp = x2 e x cos x = e x x2 cos x
D2 − 2D (D + 1)2 − 2(D + 1)
1 1
= ex 2 x2 cos x = e x 2 x2 cos x
D + 2D + 1 − 2D − 2 D −1
= ex (R.P. eix )x2

P
D2 − 1
1
= R.P. e x eix x2
(D + i)2 − 1

AP
1
= R.P. e x eix 2 x2
D − 1 + 2Di − 1
1
= R.P. e x eix 2 x2
D − 2 + 2Di
1
= R.P. e x eix  2
 x2
(−2) 1 − D +2Di2
R x ix 2
e e  D + 2Di −1 2
= -R.P. 1− x
2 2
e x eix  D2 + 2Di  D2 + 2Di 2
CO

= -R.P. 1+ + + · · · x2
2 2 2
e x eix  2 1 
= -R.P. x + (2 + 4ix) + (−2)
2 2
e x eix  2 
= -R.P. x + 1 + 2ix − 2
2
U

e x eix  2 
= -R.P. x − 1 + 2ix
2
ex  
= -R.P. (cos x + i sin x) x2 − 1 + 2ix
ST

2
−e x
= [cos x(x2 − 1) − 2x sin x]
2
ex
= [(1 − x2 ) cos x + 2x sin x].
2
The solution is y = yc + y p
ex
y = C1 + C2 e2x + [(1 − x2 ) cos x + 2x sin x].
2

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344 Engineering Mathematics - I

Example 5.58. Solve (D2 − 4D + 4)y = 8(e2x + sin 2x + x2 ).


Solution. A.E is m2 − 4m + 4 = 0 ⇒ (m − 2)2 = 0 ⇒ m = 2, 2.

yc = e2x (c1 + c2 x).


1
P.I = (8e2x + 8 sin 2x + 8x2 )
(D − 2)2
1 1 1
= 2
8e2x + 2
8 sin 2x + 8x2
(D − 2) (D − 2) (D − 2)2
= PI1 + PI2 + PI3 .

P
1 2x x2 2x
PI1 = 8e = 8 e = 4x2 e2x .
(D − 2)2 2

AP
1 1
PI2 = 2 8 sin 2x = 8 sin 2x
D − 4D + 4 −4 − 4D + 4
1
= − 8 sin 2x
4DZ
2 cos 2x
= −2 sin 2xdx = = cos 2x.
2
PI3 =
1
R 8x2 =
8 1
x2 = 2 1 −
D −2 2
x
(D − 2)2 4 1 − D 2 2
2
D D2
+ . . . x2
CO

=2 1+2 +3
2 4
2 3 
= 2 x + 2x + 2
4
= 2x2 + 4x + 3.
U

The general solution is y = yc + y p

y = e2x (c1 + c2 x) + 4x2 e2x + cos 2x + 2x2 + 4x + 3.


ST

Example 5.59. Solve (D2 + 4)2 y = cos 2x.


Solution. The A.E is (m2 + 4)2 = 0 ⇒ m = ±2i, ±2i.

yc = (c1 + c2 x) cos 2x + (c3 + c4 x) sin 2x.


1
yp = cos 2x
(D2
+ 4)2
1
=x 2
cos 2x[ See note on Page 134]
2(D + 4)2D

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Differential Equations 345

x 1
= cos 2x
4 D(D2 + 4)
x 1
= 3
cos 2x
4 D + 4D
x x
= cos 2x
4 (3D2 + 4)
x2 cos 2x
!
=
4 −12 + 4
−x2
= cos 2x.
32

P
The general solution is y = yc + y p
x2
y = (c1 + c2 x) cos 2x + (c3 + c4 x) sin 2x − cos 2x.

AP
32

An important result to remember


1
Let us evaluate f (x).
D−a
1
Let f (x) = y.
D−a
R
Operating on both sides by D − a we obtain
⇒ (D − a)y = f (x) ⇒ Dy − ay = f (x).
This is a linear equation of the first order, where P = −a, Q = f (x).
CO
R R
pdx −adx
I.F. = e =e = e−ax .
The solution is
Z
y × I.F = Q × [Link]
U

Z
ye−ax = f (x)e−ax dx
Z
ax
e−ax f (x)dx.
ST

y=e

d2 y
Example 5.60. Solve + a2 y = tan ax.
dx2
Solution. A.E is m2 + a2 = 0 ⇒ m = ±ai.

yc = c1 cos ax + c2 sin ax.


1 1
yp = tan ax = tan ax
D2 +a2 (D + ai)(D − ai)

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346 Engineering Mathematics - I

1 h 1 1 i
= − tan ax
2ai D − ai D + ai
1 h 1 1 i
= tan ax − tan ax .
2ai D − ai D + ai
1
PI1 = tan ax
D −Zai Z
aix −iax
h 1 ax
i
=e tan axe dx ∵ f (x) = e f (x)e−ax dx
D−a
Z
= eaix tan ax(cos ax − i sin ax)dx

.
sin2 ax

P
Z
iax
=e (sin ax − i )dx
cos ax
1 − cos2 ax 
 − cos ax Z

AP
= eiax −i dx
a cos ax
 − cos ax i sin ax 
= eiax − log(sec ax + tan ax) + i
a a a
−eiax  
= cos ax − i sin ax + i log(sec ax + tan ax)
a
−1  iax −iax 
+ ieiax log(sec ax + tan ax)
=
a
Re e
−1  
= 1 + ieiax log(sec ax + tan ax) .
a
CO

changing i into −i we get


1 −1  
tan ax = 1 − ie−iax log(sec ax + tan ax)
D + ai a
−1 1 1 1
yp = (1 + ieiax log(sec ax + tan ax)) + (1 − ie−iax log(sec ax + tan ax))
U

2ai a 2ai a
−1 1
= 2 (−i + eiax log(sec ax + tan ax)) + 2 (−i − e−iax log(sec ax + tan ax))
2a 2a
1 h i
ST

iax
= 2 (i − e log(sec ax + tan ax) − i − e−iax log(sec ax + tan ax))
2a
1
= − 2 [(cos ax + i sin ax) log(sec ax + tan ax)
2a
+ (cos ax − i sin ax) log(sec ax + tan ax)]
−1
= log(sec ax + tan ax)2 cos ax
2a2
−1
y p = 2 cos ax log(sec ax + tan ax).
a

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Differential Equations 347

Solution is y = yc + y p .

−1
y = c1 cos ax + c2 sin ax + cos ax log(sec ax + tan ax).
a2

5.3 Linear differential equations with variable coefficients

5.3.1 Cauchy’s homogeneous linear differential equation

.
The general form of the nth order linear D.E with variable coefficients is

P
dn y dn−1 y dy
a0 xn n
+ a1 xn−1 n−1 + · · · + an−1 x + an y = Q(x)

AP
dx dx dx

where a0 , a1 , . . . , an are constants with a0 , 0.


This can be reduced to a linear D.E with constant coefficients as follows.
Let x = ez , ⇒ z = log x.
dy dy dz dy 1
= =
R dx dz dx dz x
dy dy
x =
dx dz
CO

d2 y d  dy  d  1 dy 
= =
dx2 dx dx dx x dz
−1 dy 1 d  dy 
= 2 +
x dz x dx dz
−1 dy 1 d  dy  dz
U

=− 2 +
x dz x dz dz dx
−1 dy 1 d2 y 1
=− 2 +
x dz x dz2 x
ST

−1 dy 1 d2 y
=− 2 + 2 2
x dz x dz
d 2y d 2y dy
x2 2 = 2 − .
dx dz dz

d 2 d2
Let θ = ,θ = 2.
dz dz
dy dy
Now, θy = =x = xDy
dz dx

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348 Engineering Mathematics - I

Then xD = θ.
d2 y
x2 = θ2 y − θy = θ(θ − 1)y
dx2
x2 D2 y = θ(θ − 1)y.

Similarly x3 D3 = θ(θ − 1)(θ − 2)y etc.

On substitution in (1), it will be reduced to a D.E with constant coefficients, which


can be evaluated as usual.

.
✎ ☞

P
Worked Examples
✍ ✌
d2 y dy

AP
Example 5.61. Reduce x2 − 3x + 3y = x into a differential equation with
dx2 dx
constant coefficients. [May 2007]
Solution. The given equation is

(x2 D2 − 3xD + 3)y = x. (1)


R
Let x = ez or z = log x.
d
Then, xD = θ and x2 D2 = θ(θ − 1) where θ = .
dz
CO
Now (1) gives (θ(θ − 1) − 3θ + 3)y = ez .

i.e, (θ2 − θ − 3θ + 3)y = ez

(θ2 − 4θ + 3)y = ez
U

d2 y dy
2
− 4 + 3y = ez ,
dz dz
which is a linear second order differential equation with constant
ST

coefficients.
d2 y dy
Example 5.62. Solve x + = 0. [Jun 2006]
dx2 dx
d2 y dy
Solution. The given equation is x 2 + = 0.
dx dx
Multiplying by x, we get
d2 y dy
x2 2
+x = 0.
dx dx

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Differential Equations 349

Let x = ez or z = log x.
d d2 d
Now x = θ, then x2 2 = θ(θ − 1) where θ = .
dx dx dz
The given equation becomes

(θ(θ − 1) + θ) y = 0

(θ2 − θ + θ)y = 0

θ2 y = 0.

.
The A.E is m2 = 0 =⇒ m = 0, 0

P
∴ yc = e0z (c1 + c2 z) = c1 + c2 z

AP
yc = c1 + c2 log x.

y p = 0.

The general solution is y = yc + y p


y = c1 + c2 log x.
R
d2 y dy
Example 5.63. Solve x2 2
+ 4x + 2y = 0. [Jun 2013, May 2008]
dx dx
Solution. Let x = ez or z = log x.
CO

d d2 d
Let x = θ. Then, x2 2 = θ(θ − 1) where θ = .
dx dx dz
The given equation is reduced to
(θ(θ − 1) + 4θ + 2)y = 0
(θ2 − θ + 4θ + 2)y = 0
U

(θ2 + 3θ + 2)y = 0.
A.E is m2 + 3m + 2 = 0
ST

(m + 1)(m + 2) = 0, m = −1, m = −2.

yc = c1 e−z + c2 e−2z

= c1 e− log x + c2 e−2 log x


−1 ) −2 c1 c2
= c1 elog(x + c2 elog x = c1 x−1 + c2 x−2 = + 2.
x x
y p = 0.

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350 Engineering Mathematics - I

The general solution is y = yc + y p


c1 c2
y= + 2.
x x
2
d y dy
Example 5.64. Solve x2 2 − x + y = 0. [Jun 2009, May 2003]
dx dx
Solution. Let x = ez or z = log x.
dy d
Define x = θy where θ = .
dx dz
d2 y
Then, x2 2 = θ(θ − 1)y.
dx

P
∴ The given equation becomes
θ(θ − 1)y − θy + y = 0

AP
(θ2 − θ − θ + 1)y = 0
(θ2 − 2θ + 1)y = 0
A.E is m2 − 2m + 1 = 0 ⇒ (m − 1)(m − 1) = 0 ⇒ m = 1, 1.

yc = (c1 + c2 z)ez .
R
= (c1 + c2 log x)x.

y p = 0.
CO

The solution y = yc + y p
i.e., y = (c1 + c2 log x)x.

Example 5.65. Transform the equation x2 y′′ + xy′ = x into a linear differential
equation with constant coefficients. [May 2011, Dec 2011, Jun 2010]
U

Solution. Let x = ez or z = log x.


d d2 d
Let x = θ. Then, x2 2 = θ(θ − 1) where θ = .
dx dx dz
ST

The given equation is reduced to

(θ(θ − 1) + θ)y = ez

(θ2 − θ + θ)y = ez

θ2 y = ez
d2 y
= ez ,
dz2

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Differential Equations 351

which is the required linear equation.

Example 5.66. Reduce the equation (x2 D2 + xD + 1)y = log x into an ordinary
differential equation with constant coefficients. [Dec 2010]
Solution. Let x = ez or z = log x.
d d2
Let x = θ. Then, x2 2 = θ(θ − 1) where θ = d
dz .
dx dx
The given equation is reduced to

.
(θ(θ − 1) + θ + 1)y = z

P
(θ2 − θ + θ + 1)y = z

AP
(θ2 + 1)y = z
d2 y
+ y = z,
dz2
which is the required linear equation.
2
Example 5.67. Convert (x2 D2 + xD + 7)y = into an equation with constant
R x
coefficients. [Dec 2009]
Solution. Let x = ez or z = log x.
CO
d d
Define D = ,θ = .
dx dz
d 2
2d
Then x = θ. x = θ(θ − 1).
dx dx2
The given equation is reduced to
U

2
(θ(θ − 1) + θ + 7)y = = 2e−z
ez
(θ2 − θ + θ + 7)y = 2e−z
ST

(θ2 + 7)y = 2e−z


d2 y
+ 7y = 2e−z ,
dz2
which is the required differential equation with constant coefficients.
2
Example 5.68. Convert (3x2 D2 + 5xD + 7)y = x log x into an equation with constant
coefficients [Dec 2013]

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352 Engineering Mathematics - I

Solution. Let x = ez or z = log x.


d d
Let D = ,θ= .
dx dz
d d2
Then, x = θ, x2 2 = θ(θ − 1).
dx dx
The given equation is reduced to
2
(3 · θ(θ − 1) + 5θ + 7)y = ·z
ez
(3θ2 − 3θ + 5θ + 7)y = 2e−z z

P
(3θ2 + 2θ + 7)y = 2e−z z
d2 y dy
3 + 2 + 7y = 2e−z z,

AP
dz 2 dz
which is the required equation.

Example 5.69. Solve (x2 D2 + xD + 1)y = 0. [Jun 2005, May 2002]


Solution. Let x = ez or z = log x.
d d
Define D = ,θ = .
R
dx dz
d d2
Then, x = θ. x2 2 = θ(θ − 1)
dx dx
CO
The given equation is reduced to

(θ(θ − 1) + θ + 1)y = 0

(θ2 − θ + θ + 1)y = 0

(θ2 + 1)y = 0.
U

A.E is m2 + 1 = 0.

m2 = −1
ST

m = ±i.

yc = e0z (c1 cos z + c2 sin z) = c1 cos(log x) + c2 sin(log x)

y p = 0.

The general solution is y = yc + y p

y = c1 cos(log x) + c2 sin(log x).

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Differential Equations 353

Example 5.70. Solve x2 y′′ − xy′ + y = x.


Solution. (x2 D2 − xD + 1)y = x.
Let x = ez or z = log x.
d d
Define D = ,θ = .
dx dz
Then, xD = θ, x2 D2 = θ(θ − 1).
Now, the given equation is reduced to

(θ(θ − 1) − θ + 1)y = ez

P
(θ2 − θ − θ + 1)y = ez

(θ2 − 2θ + 1)y = ez .

AP
A.E is m2 − 2m + 1 = 0 ⇒ (m − 1)2 = 0 ⇒ m = 1, 1.

yc = ez (c1 + c2 z) = x(c1 + c2 log x).


1 1 z2 z
yp =
R ez
= ez
= e
θ2 − 2θ + 1 (θ − 1)2 2
x(log x)2
=
CO
2
The general solution isy = yc + y p
x
i.e., y = x(c1 + c2 log x) + (log x)2 .
2

d2 y dy
Example 5.71. Solve x2 [Dec 2006, May 2003]
U

2
+ 4x + 2y = x log x.
dx dx
Solution. Let x = ez , or z = log x.
d d
Define D = ,θ = .
ST

dx dz
Then, xD = θ, x2 D2 = θ(θ − 1).
Now, the given equation is reduced to

(θ(θ − 1) + 4θ + 2)y = ez z

(θ2 − θ + 4θ + 2)y = ez z

(θ2 + 3θ + 2)y = ez z.

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354 Engineering Mathematics - I

A.E is, m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2.

c1 c2
yc = c1 e−z + c2 e−2z = + 2.
x x
1 1
yp = ez z = ez z
θ2
+ 3θ + 2 2
(θ + 1) + 3(θ + 1) + 2
1 1
= ez 2 z = ez 2 z
θ + 2θ + 1 + 3θ + 3 + 2 θ + 5θ + 6
1 ez  5θ + θ2 −1
= ez  2
 z = 1 + z
6 1 + 5θ+θ 6 6

.
6

P
ez 5θ + θ2  ez  5θ 
= 1− + ··· z = 1− z
6 6 6 6
z z

AP
e  5θ  e  5  x 5
= z− z = z − .1 = log x − .
6 6 6 6 6 6

Solution is y = yc + y p

c1 c2 x  5
i.e., y = + 2 + log x − .
x x 6 6
R  log x 2
Example 5.72. Solve (x2 D2 − xD + 1)y = . [Jun 2005]
x
z
Solution. Let x = e , or z = log x.
CO
d d
Define D = ,θ = .
dx dz
Then, xD = θ, x2 D2 = θ(θ − 1).
Now, the given equation is reduced to
U

(θ(θ − 1) − θ + 1)y = (ze−z )2

(θ2 − θ − θ + 1)y = z2 e−2z


ST

(θ2 − 2θ + 1)y = z2 e−2z

(θ − 1)2 y = z2 e−2z .

A.E is m2 − 2m + 1 = 0 ⇒ (m − 1)2 = 0 ⇒ m = 1, 1.

yc = ez (c1 + c2 z) = x(c1 + c2 log x).


1 1 1
yp = 2
z2 e−2z = e−2z 2
z2 = e−2z z2
(1 − θ) (1 − (θ − 2)) (1 − θ + 2)2

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Differential Equations 355

1 2 e−2z z2 e−2z  θ −2 2


= e−2z z = = 1 − z
(3 − θ)2 9 1− θ 2
  9 3
3
e−2z  2 θ2 e−2z  2 2 1
= 1 + θ + 3 + · · · z2 = z + 2z + 2
9 3 9 9 3 3
e−2z  4 2 
= z2 + z +
9 3 3
1  4 2
y p = 2 (log x)2 + log x + .
9x 3 3
The solution is y = yc + y p .

P
1  4 2
y = x(c1 + c2 log x) + 2 (log x)2 + log x + .
9x 3 3

AP
d2 y dy 1
Example 5.73. Solve x2 2
+ 4x + 2y = x2 + 2 . [Jun 2013, May 2008]
dx dx x
Solution. Let x = ez , or z = log x.
d d
Define D = ,θ = .
dx dz
Then, xD = θ, x2 D2 = θ(θ − 1).
R
Now, the given equation is reduced to

(θ(θ − 1) + 4θ + 2)y = e2z + e−2z


CO

(θ2 − θ + 4θ + 2)y = e2z + e−2z

(θ2 + 3θ + 2)y = e2z + e−2z .

A.E is m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2.


U

c1 c2
yc = c1 e−z + c2 e−2z = + 2.
x x
1
yp = (e2z + e−2z )
ST

θ2
+ 3θ + 2
1 1
= e2z + e−2z
(θ + 1)(θ + 2) (θ + 1)(θ + 2)
e2z ze−2z
= +
12 −1
x 2 log x
yp = − 2 .
12 x
c1 c2 x2 log x
Solution is y = yc + y p = + 2+ − 2 .
x x 12 x

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356 Engineering Mathematics - I

Example 5.74. Solve (x2 D2 − 3xD + 4)y = x2 given that y(1) = 1, y′ (1) = 0.
Solution. Let x = ez , or z = log x.
d d
Define D = dx , θ = dz .
Then, xD = θ, x2 D2 = θ(θ − 1).
Now, the given equation is reduced to

(θ(θ − 1) − 3θ + 4)y = e2z

(θ2 − θ − 3θ + 4)y = e2z

P
(θ2 − 4θ + 4)y = e2z

(θ − 2)2 y = e2z .

AP
A.E is m2 − 4m + 4 = 0 ⇒ (m − 2)2 = 0 ⇒ m = 2, 2.

yc = e2z (c1 + c2 z)

= x2 (c1 + c2 log x).


R
1 2z z2 2z (log x)2 2
yp = e = e = x .
(θ − 2)2 2 2
CO
Solution is y = yc + y p .

x2
y = x2 (c1 + c2 log x) + (log x)2 .
2
When x = 1, y = 1 which gives c1 = 1
U

1 x2 1
y′ = x2 c2 + (c1 + c2 log x)2x + (log x)2 x + 2 log x .
x 2 x
When x = 1, y′ = 0. which implies
ST

0 = c2 + 2

c2 = −2

Solution is
x2
y = x2 (1 − 2 log x) + (log x)2 .
2

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Differential Equations 357

Example 5.75. Solve the differential equation (x2 D2 − xD + 4)y = x2 sin(log x)


[Jun 2012]
Solution. Let x = ez or z = log x.
d d
Let D = ,θ= .
dx dz
d d2
Then, x = θ, x2 2 = θ(θ − 1).
dx dx
The given equation is reduced to

(θ(θ − 1) − θ + 4)y = e2z sin z

P
(θ2 − θ − θ + 4)y = e2z sin z

AP
(θ2 − 2θ + 4)y = e2z sin z.

The A.E. is

m2 − 2m + 4 = 0

(m − 1)2 + 4 − 1 = 0
R
(m − 1)2 + 3 = 0

(m − 1)2 = −3
CO


m − 1 = ± 3i

m = 1 ± 3i.

√ √
yc = ez (c1 cos3z + c2 sin 3z)
U

√ √
yc = x(c1 cos 3 log x + c2 sin 3 log x).
1
ST

yp = e2z sin z
θ2− 2θ + 4
2z 1
=e 2
sin z
(θ + 2) − 2(θ + 2) + 4
1
= e2z 2 sin z
θ + 4θ + 4 − 2θ − 4 + 4
1
= e2z 2 sin z
θ + 2θ + 4
1
= e2z sin z
−1 + 2θ + 4

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358 Engineering Mathematics - I

1
= e2z sin z
2θ + 3
2θ − 3
= e2z sin z
(2θ − 3)(2θ + 3)
2θ − 3
= e2z 2 sin z
4θ − 9
2 cos z − 3 sin z
= e2z
−4 − 9
−e 2z −x2 
= (2 cos z − 3 sin z) = 2 cos(log x) − 3 sin(log x) .
13 13

P
Solution is y = yc + y p
√ √ x2 
= x(c1 cos 3 log x + c2 sin 3 log x) − 2 cos(log x) − 3 sin(log x) .

AP
13

Example 5.76. Solve (x2 D2 − 3xD + 4)y = x2 cos log x [Dec 2010]
Solution. Let x = ez or z = log x.
d d
Let D = ,θ= .
dx dz
d
R d2
Then, x = θ, x2 2 = θ(θ − 1).
dx dx
The given equation is reduced to
CO

(θ(θ − 1) − 3θ + 4)y = e2z cos z

(θ2 − θ − 3θ + 4)y = e2z cos z

(θ2 − 4θ + 4)y = e2z cos z


U

(θ − 2)2 y = e2z cos z.

The A.E. is (m − 2)2 = 0


ST

m = 2, 2.

yc = e2z (c1 + c2 z)

= x2 (c1 + c2 log x).


1
yp = e2z cos z
(θ − 2)2
1
= e2z cos z
(θ + 2 − 2)2

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Differential Equations 359

1
= e2z cos z
θ2Z
1
= e2z cos zdz
θ
1
= e2z sin z
θZ
= e2z sin zdz

= −e2z cos z = −x2 cos(log x).

P
Solution is y = yc + y p

= x2 (c1 + c2 log x) − x2 cos(log x).

AP
Example 5.77. Solve (x2 D2 − 2xD − 4)y = x2 + 2 log x. [Jun 2010]
Solution. Let x = ez or z = log x.
d d
Define D = ,θ= .
dx dz
d 2
2 d
Then, x = θ, x = θ(θ − 1).
dx
R dx2
The given equation is now reduced to
CO
(θ(θ − 1) − 2θ − 4)y = e2z + 2z.

(θ2 − θ − 2θ − 4)y = e2z + 2z.

(θ2 − 3θ − 4)y = e2z + 2z.


U

The A.E. is

m2 − 3m − 4 = 0
ST

(m − 4)(m + 1) = 0.

m = −1, 4.

yc = c1 e−z + c2 e4z
c1
= + c2 x4 .
x
1
yp = 2 (e2z + 2z)
θ − 3θ − 4

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360 Engineering Mathematics - I

1 2
= e2z + 2 z
θ2 − 3θ − 4 θ − 3θ − 4
e2z 2
= +  z
4 − 6 − 4 −4 1 − θ2 −3θ
4
2z 2
!−1
e 1 θ − 3θ
= − 1− z
−6 2 4
−e2z 1 θ2 − 3θ
!
= − 1+ + ··· z
6 2 4
−e2z 1
" #
3

P
= − z−
6 2 4
2
" #
−x 1 3
= − log x − .

AP
6 2 4
Solution is y = yc + y p
x2 1
" #
c1 4 3
= + c2 x − − log x − .
x 6 2 4
d2 y dy
Example 5.78. Solve (x2 + 4x + 2y) = e x
R dx 2 dx
(or)
CO
d2 y dy log x
x2 2
+ 4x + 2y = ee .
dx dx
[Dec 2013]
Solution. Let x = ez , or z = log x.
d d
Define D = ,θ = .
dx dz
U

Then, xD = θ, x2 D2 = θ(θ − 1).


Now, the given equation is reduced to
ST

z
(θ(θ − 1) + 4θ + 2)y = ee
z
(θ2 − θ + 4θ + 2)y = ee
z
(θ2 + 3θ + 2)y = ee .
A.E is m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2.

yc = (c1 e−z + c2 e−2z )


c1 c2
= + 2.
x x

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Differential Equations 361

!
1 ez (θ + 2) − (θ + 1) ez 1 1 z
yp = e = e = − ee .
(θ + 1)(θ + 2) (θ + 1)(θ + 2) θ+1 θ+2
1 ez 1 ez
= e − e
θ+1 θ+2
y p = PI1 − PI2 .
1 ez 1 z
PI1 = e = ee
θ+1 θ − (−1)
Z Z
z ez z
=e−z
e e dz = e −z
ee d(ez )

.
ex

P
z
= e−z ee = .
x
1 ez 1 z
PI2 = e = ee

AP
θ+2 θ − (−2)
Z Z
2z ez z
=e−2z
e e dz = e −2z
ez ee ez dz.

Let ez = t.
ez dz = dt.
R Z Z h
i
t
PI2 = e −2z
te dt = e td(et ) −2z
CO
" Z #
=e−2z
te − e dt = e−2z [tet − et ]
t t

z z 1
= e−2z [ez ee − ee ] = [xe x − e x ]
x2
x − 1 x ex ex
= e = − 2.
x2 x x
U

ex ex ex ex
Now P.I = PI1 − PI2 = − + 2 = 2.
x x x x
Solution is y = yc + y p .
ST

c1 c2 e x
y= + 2 + 2.
x x x

5.3.2 Legendre’s linear differential equation

The general form of the Legendre’s linear differential equation is

dn y n−1 d
n−1 y dy
(ax + b)n + a1 (ax + b) + · · · + an−1 (ax + b) + an y = Q(x)
dxn dx n−1 dx

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362 Engineering Mathematics - I

where a, b, ai ’s are constants.


d
It can be reduced to the previous type by the substitution ez = ax + b and θ = .
dz

⇒ z = log(ax + b)

dy
(ax + b) = aθy ⇒ (ax + b)D = aθ.
dx
d2 y
Then, (ax + b)2 = a2 θ(θ − 1)y ⇒ (ax + b)2 D2 = a2 θ(θ − 1) etc.
dx2

P
✎ ☞
Worked Examples
✍ ✌

AP
Example 5.79. Transform the equation (2x + 3)2 y′′ − (2x + 3)y′ + 2y = 6x into a
differential equation with constant coefficients. [May 2005]
Solution. Let 2x + 3 = ez or z = log(2x + 3).
d
Define θ = .
dz
R
Then, (2x + 3)D = 2θ and (2x + 3)2 D2 = 4θ(θ − 1).
Now, the given differential equation is reduced to
CO
(ez − 3)
(4θ(θ − 1) − 2θ + 2)y = 6
2
(4θ2 − 4θ − 2θ + 2)y = 3(ez − 3)

(4θ2 − 6θ + 2)y = 3(ez − 3)


d2 y
U

dy
4 2
− 6 + 2y = 3(ez − 3),
dz dz

which is the required equation.


ST

d2 y dy
Example 5.80. Transform the equation (2x + 3)2 2
− 2(2x + 3) − 12y = 6x into a
dx dx
differential equation with constant coefficients. [May 2015, Jun 2012]
Solution. Let 2x + 3 = ez or z = log(2x + 3).
d
Define θ = .
dz
d d2
Then, (2x + 3) = 2θ and (2x + 3)2 2 = 4θ(θ − 1).
dx dx

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Differential Equations 363

Now, the given differential equation is reduced to


(ez − 3)
(4θ(θ − 1) − 2(2)θ − 12)y = 6
2
(4θ2 − 4θ − 4θ − 12)y = 3(ez − 3)

(4θ2 − 8θ − 12)y = 3(ez − 3)


d2 y dy
4 − 8 − 12y = 3(ez − 3),
dz2 dz

.
which is the required equation.

P
d2 y dy
Example 5.81. Solve (x + 2)2 2
− (x + 2) + y = 3x + 4. [Jun 2008]
dx dx

AP
Solution. Let x + 2 = ez ⇒ z = log(x + 2).
d
Define θ = .
dz
d
Now (x + 2) =θ
dx
d 2
and (x + 2)2 2 = θ(θ − 1).
dx
R
The given equation is now reduced to

(θ(θ − 1) − θ + 1)y = 3(ez − 2) + 4 = 3ez − 2


CO

(θ2 − θ − θ + 1)y = 3ez − 2

(θ2 − 2θ + 1)y = 3ez − 2

(θ − 1)2 y = 3ez − 2.
U

A.E is, (m − 1)2 = 0 ⇒ m = 1, 1.

yc = ez (c1 + c2 z) = (x + 2)(c1 + c2 log(x + 2)).


ST

1
yp = (3ez − 2)
(θ − 1)2
1 1
=3 2
ez − 2 e0z
(θ − 1) (θ − 1)2
z2
= 3 ez − 2
2
3
y p = (log(x + 2))2 (x + 2) − 2.
2

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364 Engineering Mathematics - I

The general solution is y = yc + y p .

3
y = (x + 2)(c1 + c2 log(x + 2)) + (log(x + 2))2 (x + 2) − 2.
2

Example 5.82. Solve (2x + 3)2 y′′ − (2x + 3)y′ − 12y = 6x. [Dec 2009]
d
Solution. Let 2x + 3 = ez and θ =
dz
Now (2x + 3)D = 2θ

.
and (2x + 3)2 D2 = 4θ(θ − 1).

P
The given equation is now reduced to

AP
1
(4θ(θ − 1) − 2θ − 12)y = 6 (ez − 3)
2
(4θ2 − 4θ − 2θ − 12)y = 3(ez − 3)

(4θ2 − 6θ − 12)y = 3(ez − 3)

2(2θ2 − 3θ − 6)y = 3(ez − 3)


R
3
(2θ2 − 3θ − 6)y = (ez − 3).
2
CO

A.E is, 2m2 − 3m − 6 = 0

3 3 9
2(m2 − m − 3) = 0 ⇒ (m − )2 − 3 − =0
2 4 16
U


3 2 57 3 57
m− = ⇒m− =±
4 16 4 4
ST

√ √ √
3 57 3 + 57 3 − 57
m= ± ⇒m= , .
4 4 4 4
 √   √ 
3+ 57 3− 57
4 z 4 z
yc = c1 e + c2 e

 √   √ 
3+ 57 3− 57
4 4
yc = c1 (2x + 3) + c2 (2x + 3) .

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Differential Equations 365

!
1 3 z 1 3 z 9
PI = 2 (e − 3) = 2 e −
2θ − 3θ − 6 2 2θ − 3θ − 6 2 2
9
3 1
= 2
ez − 2 2 e0z
2 2θ − 3θ − 6 2θ − 3θ − 6
9
3 ez 2
= −
2 2 − 3! − 6 0 − 0 − 6
3 ez 9 3 3
= + = − (2x + 3) + .
2 −7 2(6) 14 4
Solution is y = yc + y p .

P
 √   √ 
3+ 57
4
3− 57
4
3 3
y = c1 (2x + 3) + c2 (2x + 3) − (2x + 3) + .
14 4

AP
d2 y dy
Example 5.83. Solve (3x + 2)2 + 3(3x + 2) − 36y = 3x2 + 4x + 1. [Jun 2013]
dx2 dx
Solution. Let 3x + 2 = ez or z = log(3x + 2).
d d
Define D = ,θ= .
dx dz
d d2
Then, (3x + 2) = 3θ, (3x + 2)2 2 = 9θ(θ − 1)
R dx dx
The given equation is now reduced to
!2
CO
ez − 2 ez − 2
!
(9θ(θ − 1) + 3 · 3θ − 36)y = 3 +4 +1
3 3
3 4
(9θ2 − 9θ + 9θ − 36)y = (e2z + 4 − 4ez ) + (ez − 2) + 1
9 3
1
(9θ2 − 36)y = [e2z + 4 − 4ez + 4ez − 8] + 1
3
U

1
2
9(θ − 4)y = [e2z − 4] + 1
3
1 4 1
(θ2 − 4)y = e2z − +
ST

27 27 9
1 2z 1
= e − .
27 27
The A.E. is m2 − 4 = 0

m2 = 4

m = ±2.

yc = c1 e2z + c2 e−2z

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366 Engineering Mathematics - I

c2
= c1 (3x + 2)2 + .
(3x + 2)2
1
yp = (e2z − 1)
27(θ2 − 4)
" #
1 1 2z 1 0z
= · e − · e
27 θ2 − 4 θ2 − 4
" #
1 1 2z 1
= ·e −
27 (θ − 2)(θ + 2) −4
" 2z #
1 ze 1
= +

.
27 4 4

P
2
(3x + 2) log(3x + 2) 1
= +
108 108

AP
Solution is y = yc + y p
c2 1 h i
y = c1 (3x + 2)2 + + (3x + 2) 2
log(3x + 2) + 1
(3x + 2)2 108

d2 y dy
Example 5.84. Solve (1 + x)2 2
+ (1 + x) + y = 4 cos[log(1 + x)].
dx dx
R [Dec 2014, Dec 2011]
Solution. Let 1 + x = ez or z = log(1 + x).
d d
CO
Define D = , θ= .
dx dz
d d2
Then, (1 + x) = θ, (1 + x)2 2 = θ(θ − 1).
dx dx
The given equation is now reduced to
U

(θ(θ − 1) + θ + 1)y = 4 cos z.

(θ2 − θ + θ + 1)y = 4 cos z


ST

(θ2 + 1)y = 4 cos z.

The A.E. is m2 + 1 = 0

m2 = −1

m = ±i.

yc = e0z (c1 cos z + c2 sin z)

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Differential Equations 367

= c1 cos log(1 + x) + c2 sin log(1 + x).


4
yp = cos z
θ2
+1
z
= 4 cos z
2θZ
= 2z cos zdz

= 2z sin z

= 2 log(1 + x) sin log(1 + x).

P
Solution is y = yc + y p

AP
y = c1 cos log(1 + x) + c2 sin log(1 + x) + 2 log(1 + x) sin log(1 + x).

5.4 Method of variation of parameters

Consider the equation


R d2 y dy
2
+ P(x) + Q(x)y = R(x). (1)
dx dx
Let C.F = c1 y1 (x) + c2 y2 (x) where c1 and c2 are arbitrary constants, then y1 (x) and
CO

y2 (x) are two independent solutions of

d2 y dy
+ P(x) + Q(x)y = 0. (2)
dx2 dx

By the method of variation of parameters, y p is evaluated by y p = u(x)y1 + v(x)y2


U

where u(x) and v(x) are evaluated by the following way.


Define the Wronskian of y1 and y2 by
ST

y1 y2
W= , 0,
y′1 y′2
Z Z
y2 R(x) y1 R(x)
Then, u(x) = − dx and v(x) = dx.
W W
Then, the general solution is given by y = yc + y p .
✎ ☞
Worked Examples
✍ ✌

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368 Engineering Mathematics - I

Example 5.85. Find the Wronskian of y1 , y2 of y′′ − 2y′ + y = e x log x. [Dec 2012]
Solution. The A.E. is
m2 − 2m + 1 = 0
(m − 1)2 = 0
m = 1, 1.

yc = e x (c1 + c2 x).

∴ y1 = e x , y2 = xe x .

P
y′1 = e x y′2 = xe x + e x = e x (x + 1).

AP
y1 y2 ex xe x
W[y1 , y2 ] = =
y′1 y′2 e x e x (x + 1)

1 x
= ex × ex
1 x+1
R
= e2x (x + 1 − x) = e2x

d2 y
Example 5.86. Solve + a2 y = sec ax. [Jun 2012]
CO
dx2
Solution. A.E is m2 + a2 = 0 ⇒ m2 = −a2 ⇒ m = ±ai.

CF = yc = C1 cos ax + C2 sin ax.

y1 = cos ax, y2 = sin ax.


U

R(x) = sec ax.

y1 y2 cos ax sin ax
ST

W= =
y′1 y′2 −a sin ax a cos ax

= a cos2 ax + a sin2 ax = a.

Now, y p = u(x)y1 + v(x)y2 .


Z Z
y2 R(x) sin ax sec ax
u(x) = − dx = − dx
W a
Z
1 1 log(sec ax)
=− tan axdx = −
a a a

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Differential Equations 369

1
= − 2 log sec ax.
Za Z
y1 R(x) cos ax sec ax 1
v(x) = dx = dx = x.
W a a
−1 x
Hence, y p = u(x)y1 + v(x)y2 = 2 log sec ax cos ax + sin ax.
a a

The solution is y = yc + y p

cos ax x
y = C1 cos ax + C2 sin ax − 2
log sec ax + sin ax.
a a

P
d2 y
Example 5.87. Solve by the method of variation of parameters, + y = x sin x.
dx2

AP
[Jun 2010, May 2002]
Solution. A.E is m2 + 1 = 0 ⇒ m2 = −1 ⇒ m = ±i.

yc = c1 cos x + c2 sin x.

y1 = cos x, y2 = sin x.
R
Now, y p = u(x)y1 + v(x)y2 .

y1 y2 cos x sin x
CO
W= = = cos2 x + sin2 x = 1.
y′1 y′2 − sin x cos x

Z
y2 R(x)
u(x) = − dx
W
U

Z Z
sin x × x sin xdx
=− = − x sin2 xdx
1
Z Z Z
x(1 − cos 2x) 1
=− dx = − [ xdx − x cos 2xdx]
ST

2 2
1  x2
Z
sin 2x 
=− − xd
2 2 2
1  x2  x sin 2x
Z
sin 2x 
=− − − dx
2 2 2 2
1  x2 x sin 2x cos 2x 
=− − − .
Z2 2 2 Z 4
y1 R(x)
v(x) = dx = cos x × x sin xdx
W

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370 Engineering Mathematics - I

Z Z
sin 2x 1 cos 2x 
= x dx = xd −
2 2 2
Z
1  x cos 2x cos 2x  1  x cos 2x sin 2x 
=− − dx = − − .
2 2 2 2 2 4
Hence, y p = u(x)y1 + v(x)y2
1  x2 x sin 2x cos 2x  1  x cos 2x sin 2x 
= − cos x − − − sin x − .
2 2 2 4 2 2 4
Solution is y = yc + y p .

P
x2 x sin 2x cos 2x
! !
1 1 x cos 2x sin 2x
y = c1 cos x + c2 sin x − cos x − − − sin x − .
2 2 2 4 2 2 4

AP
Example 5.88. Solve by the method of variation of parameters
d2 y
+ y = cosecx cot x. [Dec 2007]
dx2
Solution. A.E is m2 + 1 = 0 ⇒ m2 = ± − 1 ⇒ m = ±i.

yc = c1 cos x + c2 sin x.
R
y1 = cos x, y2 = sin x.

y1 y2 cos x sin x
W= = = cos2 x + sin2 x = 1.
CO
y′1 y′2 − sin x cos x

y p = u(x)y1 + v(x)y2 , R(x) = cosecx cot x.

Z Z
y2 R(x)
u(x) = − dx = − sin xcosecx cot xdx = − log(sin x).
W
U

Z Z
y1 R(x)
v(x) = dx = cos xcosecx cot xdx
W
cos2 x
Z Z
ST

= 2
dx = cot2 xdx
Z sin x Z Z
2 2
= (cosec x − 1)dx = cosec xdx − dx = − cot x − x.

y p = u(x)y1 + v(x)y2 = −(log sin x) cos x + (− cot x − x) sin x.

Solution is, y = yc + y p .

y = c1 cos x + c2 sin x − (log sin x) cos x + (− cot x − x) sin x.

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Differential Equations 371

Example 5.89. Solve by the method of variation of parameters (D2 + a2 )y = tan ax.
[Dec 2014, Jun 2009]
Solution. A.E is m2 + a2 = 0 ⇒ m = ±ai.

yc = c1 cos ax + c2 sin ax.

y1 = cos ax, y2 = sin ax.

R(x) = tan ax.

P
y1 y2 cos ax sin ax
W= = = a.
y′1 y′2 −a sin ax a cos ax

AP
y p = u(x)y1 + v(x)y2 .
Z Z
y2 R(x) sin ax tan ax
u(x) = − dx = − dx
W a
sin2 ax 1 − cos2 ax
Z Z
1 1
=− dx = − dx
a cos ax a cos ax
R
1
Z
1
Z
=− sec axdx + cos axdx
a a
1 log(sec ax + tan ax) 1
=− + 2 sin ax.
CO
Za a Z a
y1 R(x) cos ax tan ax
v(x) = dx = dx
W a
Z
1 1
= sin axdx = − 2 cos ax.
a a
U

y p = u(x)y1 + v(x)y2
1 cos ax sin ax
=− 2
(log(sec ax + tan ax) − sin ax) cos ax − .
a a2
ST

Solution is y = yc + y p .

1 cos ax sin ax
y = c1 cos ax + c2 sin ax − 2
(log(sec ax + tan ax) − sin ax) cos ax − .
a a2

d2 y
Example 5.90. Solve by the method of variation of parameters 2 + 8y = tan 2x.
dx2
[Dec 2013]

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372 Engineering Mathematics - I

Solution. The given equation can be written as

d2 y
!
2 + 4y = tan 2x
dx2
d2 y tan 2x
+ 4y = .
dx2 2
The A.E. is m2 + 4 = 0

.
m2 = −4

P
m = ±2i.

AP
yc = c1 cos 2x + c2 sin 2x.

∴ y1 = cos 2x, y2 = sin 2x.


tan 2x
R(x) = .
2
y1 y2 cos 2x sin 2x
W=
R =
y′1 y′2 −2 sin 2x 2 cos 2x

= 2 cos2 2x + 2 sin2 2x
CO

= 2(cos2 2x + sin2 2x)

= 2.

y p = u(x)y1 + v(x)y2 .
U

Z
y2 R(x)
u(x) = − dx
W
Z
sin 2x · tan 2x
=− dx.
ST

2×2
Z
1 sin 2x
=− sin 2x · dx
4 cos 2x
sin2 2x
Z
1
=− dx
4 cos 2x
1 − cos2 2x
Z
1
=− dx
4 cos 2x
Z
1
=− (sec 2x − cos 2x)dx
4

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Differential Equations 373

" #
1 log(sec 2x + tan 2x) sin 2x
=− −
4 2 2
−1  
= log(sec 2x + tan 2x) − sin 2x
Z8 Z
y1 R(x) tan 2x
v(x) = dx = cos 2x · dx.
W 2×2
Z
1 sin 2x
= cos 2x · dx
4 cos 2x
Z
1
= sin 2xdx.
4

P
!
1 cos 2x cos 2x
= − =−
4 2 8

AP
∴ y p = u(x)y1 + v(x)y2
1 cos 2x sin 2x
= − [log(sec 2x + tan 2x) − sin 2x] cos 2x −
8 8
Solution is y = yc + y p
1 sin 4x
y = c1 cos 2x + c2 sin 2x − [log(sec 2x + tan 2x) − sin 2x] cos 2x − .
R 8 16

d2 y dy e−x
CO
Example 5.91. Solve the differential equation + 2 + y = by the method
dx2 dx x2
of variation of parameters. [Jun 2013]
Solution. The A.E. is

m2 + 2m + 1 = 0
U

(m + 1)2 = 0
ST

m = −1, −1.

yc = e−x (c1 + c2 x)

y1 = e−x , y2 = xe−x .
e−x
R(x) = .
x2
y1 y2 e−x xe−x
W= =
y′1 y′2 −e−x −xe−x + e−x

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374 Engineering Mathematics - I

e−x xe−x
=
−e−x e−x (1 − x)

1 x
= e−x × e−x
−1 1 − x

= e−2x (1 − x + x) = e−2x .

y p = u(x)y1 + v(x)y2 .
Z
y2 R(x)

P
u(x) = − dx
W
xe−x · e−x
Z
=− dx.

AP
2 −2x
Z x e
1
=− dx = − log x.
x
Z Z −x −x
y1 R(x) e e
v(x) = dx = dx
W x2 e−2x
x−1
Z Z
1 −2 1
= dx = x dx = =− .
R x 2 −1 x
Now y p = u(x)y1 + v(x)y2
1
CO
= − log x(e−x ) − xe−x
x
= −e−x (log x + 1)

Solution is y = yc + y p

y = e−x (c1 + c2 x) − e−x (log x + 1).


U

Example 5.92. Solve by the method of variation of parameters the differential


d2 y
ST

equation 2 + y = cosecx. [Dec 2012, May 2011]


dx
Solution. The auxiliary equation is

m2 + 1 = 0

m2 = −1

m = ±i.

yc = c1 cos x + c2 sin x.

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Differential Equations 375

y1 = cos x, y2 = sin x.

R(x) = cosecx.

y1 y2 cos x sin x
W= =
y′1 y′2 − sin x cos x

= cos2 x + sin2 x = 1.

y p = u(x)y1 + v(x)y2 .
Z

.
y2 R(x)

P
Now, u(x) = − dx
W
Z
= − sin x · cosecxdx.

AP
Z
= − dx = −x.
Z
y1 R(x)
v(x) = dx
W
Z
= cos x · cosecxdx
R Z
= cot xdx = log sin x.
CO
∴ y p = u(x)y1 + v(x)y2

= −x cos x + log(sin x) · sin x.

Solution is y = yc + y p

y = c1 cos x + c2 sin x − x cos x + sin x log sin x.


U

5.5 Simultaneous linear differential equations with constant


ST

coefficients

We have seen so far, the method of solving a single differential equation involving
one independent variable x and one dependent variable y. Quite often we come
across linear differential equations in which there will be two or more dependent
variables and a single independent variable. Such equations are known as

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376 Engineering Mathematics - I

simultaneous linear equations. In this section, we consider linear differential


equations with one independent variable t and two dependent variables x and y.
We need two differential equations to solve for x and y. Hence, we will be given a
system of two linear differential equations which need not be of the same order.
We shall consider here only first order linear differential equations with constant
coefficients and we consider three types of equations.

P
5.5.1 Type I

We consider simultaneous equations of the form

AP
dx dy
a1 + b1 y = f (t), a2 + b2 x = g(t).
dt dt

First we eliminate one of the dependent variables from the two equations which
results in a second order linear differential equation with constant coefficients in
R
the other dependent variable and the independent variable t.
✎ ☞
Worked Examples
✍ ✌
CO

dy dx
Example 5.93. Solve for x and y if = x, = y. [May 2004]
dt dt
Solution. The given equations are
dy
=x (1)
dt
dx
U

= y. (2)
dt
Differentiating (2) w. r. t. x we get
ST

d2 x dy
= = x[from (1)]
dt2 dt
d2 x
−x=0
dt2
d
(D2 − 1)x = 0where D = .
dt
A.E is m2 − 1 = 0

m2 = 1

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Differential Equations 377

m = ±1

∴ x = c1 et + c2 e−t .

dx
Now from (2) we have y = = c1 et − c2 e−t .
dt
dx dy
Example 5.94. Eliminate y from the system + 2y = − sin t and − 2x = cos t.
dt dt
Solution. Differentiating the first equation w.r.t. t we get

.
d2 x dy

P
2
+ 2 = − cos t.
dt dt
d2 x

AP
+ 2[2x + cos t] = − cos t.
dt2
d2 x
+ 4x + 2 cos t + cos t = 0
dt2
d2 x
+ 4x = −3 cos t,
dt2
R
which is the required equation.
dx
Example 5.95. Eliminate y from the simultaneous equations + y = sin t and
dt
CO
dy
+ x = cos t.
dt
Solution. Differentiating the first equation w.r.t. t we get

d2 x dy
+ = cos t.
dt2 dt
U

d2 x
+ cos t − x = cos t.
dt2
d2 x
− x = 0,
ST

dt2

which is the required equation.


dx dy
Example 5.96. Solve − y = t, + x = t2 . [May 2011, Jun 2006]
dt dt
Solution. The equations are
dx
− y = t. (1)
dt
and

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378 Engineering Mathematics - I

dy
+ x = t2 . (2)
dt
Differentiating (1) w. r. t. t we get
d2 x dy
− =1
dt2 dt
2
d x
− [−x + t2 ] = 1 [ from (2)]
dt2
d2 x
2
+ x = 1 + t2 .
dt
This is a second order differential equation.

.
Now, A.E is m2 + 1 = 0 ⇒ m = ±i

P
xc = CF = c1 cos t + c2 sin t.

AP
1
xp = 1 + t2 = (1 + D2 )−1 (1 + t2 )
1 + D2
= (1 − D2 + D4 − · · · )(1 + t2 ) = 1 + t2 − 2 = t2 − 1.

Solution is x = xc + x p = c1 cos t + c2 sin t + t2 − 1.


R
From (1) we get
dx
y= − t = −c1 sin t + c2 cos t + 2t − t
dt
CO
y = c2 cos t − c1 sin t + t.
The required solution is x = c1 cos t + c2 sin t + t2 − 1.

y = c2 cos t − c1 sin t + t.
dx dy
Example 5.97. Solve + y = sin t, + x = cos t given that x = 2, y = 0 when t = 0.
U

dt dt
[Dec 2009]
Solution. The given equations are
ST

dx
+ y = sin t. (1)
dt
dy
+ x = cos t. (2)
dt
Differentiating (1) w.r.t t we get
d2 x dy
+ = cos t
dt2 dt
d2 x
− x + cos t = cos t [from (2)]
dt2

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Differential Equations 379

d2 x
− x = 0.
dt2
This is a second order linear differential equation with constant coefficients.
A.E is m2 − 1 = 0 ⇒ m2 = 1 ⇒ m = ±1.
The solution is x = c1 et + c2 e−t .
dx
From (1) we obtain y = − + sin t
dt
i.e., y = c1 et − c2 e−t + sin t.

P
Given, x = 2 when t = 0

AP
=⇒ c1 + c2 = 2. (3)

y = 0 when t = 0.

=⇒ c1 − c2 = 0. (4)
R
(3) + (4) =⇒ 2c1 = 2 ⇒ c1 = 1 ⇒ c2 = 1.

The solution is x = et + e−t


CO
y = et − e−t + sin t.
dx dy
Example 5.98. Solve + y = et , x − = t. [Dec 2012]
dt dt
Solution. The equations are
U

dx
+ y = et . (1)
dt
dy
x− = t. (2)
dt
ST

Differentiating(1) w.r.t. t we get


d2 x dy
+ = et
dt2 dt
d2 x
+ x − t = et [from (2)]
dt2
d2 x
+ x = t + et .
dt2

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380 Engineering Mathematics - I

The auxiliary equation is

m2 + 1 = 0 ⇒ m2 = −1

m = ±i.

xc = c1 cos t + c2 sin t
1
xp = (t + et )
D2 +1
1 1
= 2 t+ 2 et

.
D +1 D +1

P
1
= (1 + D ) t + et
2 −1
2
et

AP
= (1 − D2 + D4 · · · )t +
2
et
=t+ .
2
The solution for x is
x = xc + x p
R et
.
x = c1 cos t + c2 sin t + t +
2
Substituting in (1) we get
CO

dx
y = et −
"dt
et
#
t
= e − −c1 sin t + c2 cos t + 1 +
2
et
= et + c1 sin t − c2 cos t − 1 −
U

2
et
y = + c1 sin t − c2 cos t − 1.
2
ST

dx dy
Example 5.99. Solve the simultaneous equations + 2y = sin 2t, − 2x = cos 2t.
dt dt
[Jun 2012]
Solution. The given equations are
dx
+ 2y = sin 2t (1)
dt
dy
− 2x = cos 2t. (2)
dt

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Differential Equations 381

Differentiating (1) w.r.t.t we get


d2 x dy
2
+ 2 = 2 cos 2t.
dt dt
d2 x
+ 2[2x + cos 2t] = 2 cos 2t. [ f rom(2)]
dt2
d2 x
+ 4x + 2 cos 2t = 2 cos 2t.
dt2
d2 x
+ 4x = 0.
dt2

P
The auxiliary equation is

m2 + 4 = 0 ⇒ m2 = −4

AP
m = ±2i.

xc = c1 cos 2t + c2 sin 2t.

x p = 0.

The solution for x is


R
x = xc + x p = c1 cos 2t + c2 sin 2t.
Substituting in (1) we get
CO

dx
2y = sin 2t −
dt
= sin 2t − [−2c1 sin 2t + 2c2 cos 2t]

= sin 2t + 2c1 sin 2t − 2c2 cos 2t.


U

sin 2t
y= + c1 sin 2t − c2 cos 2t.
2
dx dy
ST

Example 5.100. Solve − y = t and + x = t2 given that x(0) = y(0) = 2.


dt dt
[Dec 2011]
Solution. Refer Example 2.104.
The solution is

x = c1 cos t + c2 sin t + t2 − 1

y = c2 cos t − c1 sin t + t.

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382 Engineering Mathematics - I

Given: when t = 0, x = 2
∴ c1 − 1 = 2 ⇒ c1 = 3.
Also, when t = 0, y = 2.
∴ c2 = 2.
The solutions are

x = 3 cos t + 2 sin t + t2 − 1

.
y = 2 cos t − 3 sin t + t.

P
dx dy
Example 5.101. Solve + 2y = − sin t, − 2x = cos t given, x = 1 and y = 0 at

AP
dt dt
t = 0.
[Dec 2010]
Solution. The given equations are

dx
+ 2y = − sin t (1)
dt
R
dy
− 2x = cos t. (2)
dt
CO

Differentiating (1) w.r.t.t we get

d2 x dy
+ 2 = − cos t
dt2 dt
d2 x
+ 2[2x + cos t] = − cos t [from (2)].
U

dt2
d2 x
+ 4x + 2 cos t = − cos t.
dt2
d2 x
ST

+ 4x = −3 cos t.
dt2

The auxiliary equation is

m2 + 4 = 0 ⇒ m2 = −4

m = ±2i.

xc = c1 cos 2t + c2 sin 2t.

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Differential Equations 383

1
xp = (−3 cos t)
D2 +4
cos t
= −3 ·
−1 + 4
cos t
= −3 = − cos t.
3
∴ The solution for x is
x = xc + x p
x = c1 cos 2t + c2 sin 2t − cos t.

P
Substituting in (1) we get
dx
2y = − sin t −

AP
dt
= − sin t − [−c1 2 sin 2t + 2c2 cos 2t + sin t]

= − sin t + 2c1 sin 2t − 2c2 cos 2t − sin t

= 2c1 sin 2t − 2c2 cos 2t − 2 sin t.

y = c1 sin 2t − c2 cos 2t − sin t.


R
Given: when t = 0, x = 1.
CO
∴ c1 − 1 = 1 ⇒ c1 = 2.
When t = 0, y = 0.
−c2 = 0 ⇒ c2 = 0.
∴ The solutions are
U

x = 2 cos 2t − cos t
y = 2 sin 2t − sin t.
ST

5.5.2 Type II

We consider a system of first order linear differential equations of the form


dx dx
+ b1 x + c1 y = f (t) and a2
a1 + b2 x + c2 y = g(t).
dt dt
d
Procedure. Replace by D and rewrite the given equations involving D.
dt
Eliminating either x or y from the two equations we obtain a second order

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384 Engineering Mathematics - I

differential equation in the other variable for which the solution can be obtained
by earlier methods. Substituting this value in any one of the given equations, we
obtain the solution for the other variable.
✎ ☞
Worked Examples
✍ ✌
dx dy
Example 5.102. Solve = 3x + 8y, = −x − 3y, x(0) = 6, y(0) = −2. [May 2007]
dt dt
d
Solution. Let = D. The given equations are reduced to
dt

P
dx
= 3x + 8y
dt
(D − 3)x − 8y = 0. (1)

AP
dy
= −x − 3y
dt
(D + 3)y + x = 0. (2)

Operating (1) by D + 3 we obtain


R
(D + 3)(D − 3)x − 8(D + 3)y = 0

(D2 − 9)x + 8x = 0
CO

(D2 − 9 + 8)x = 0

(D2 − 1)x = 0

m2 − 1 = 0.
U

m = ±1.

x =c1 et + c2 e−t .
ST

" #
dx 1 dx
From (1) we have 8y = − 3x =⇒ y = − 3x
dt 8 dt
1n o 1 −1
y= [c1 et − c2 e−t ] − 3[c1 et + c2 e−t ] = [−2c1 et − 4c2 e−t ] = [c1 et + 2c2 e−t ].
8 8 4
When t = 0, x = 6.

=⇒ c1 + c2 = 6. (3)

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Differential Equations 385

When t = 0, y = −2.
c1 + 2c2
⇒ = −2
−4
c1 + 2c2 = 8. (4)
(4) − (3) ⇒ c2 = 2 ⇒ c1 = 4.
Solution is x = 4et + 2e−t
1
y = − [4et + 4e−t ] = −[et + e−t ].
4
dx dy
− 3x + 2y = e2t .

.
Example 5.103. Solve + 2x − 3y = t, [Dec 2014, Jun 2006]

P
dt dt
d
Solution. Let = D. The given equations are reduced to
dt

AP
(D + 2)x − 3y = t. (1)

−3x + (D + 2)y = e2t . (2)

(1) × 3 =⇒ 3(D + 2)x − 9y = 3t (3)


R
Operating (2) by D + 2 we obtain

−3(D + 2)x + (D + 2)2 y = (D + 2)e2t = 2e2t + 2e2t = 4e2t . (4)


CO

(3) + (4) =⇒ ((D + 2)2 − 9)y = 4e2t + 3t.

(D2 + 4D + 4 − 9)y = 4e2t + 3t

(D2 + 4D − 5)y = 4e2t + 3t.


U

This is a second order linear differential equation.


A.E is, m2 + 4m − 5 = 0 ⇒ (m + 5)(m − 1) = 0 ⇒ m = −5, m = 1.
ST

C.F. = yc = c1 e−5t + c2 et .
1 1
yp = 4e2t +  3t
D2+ 4D − 5 2
−5 1 − D +4D
5
e2t 3  D2 + 4D −1
=4 − 1− t
7 5 5
4 3 D2 4 
= e2t − 1 + + D + ··· t
7 5 5 5

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386 Engineering Mathematics - I

4 3 4
PI = e2t − t +
7 5 5
4 3 4
y = c1 e−5t + c2 et + e2t − t + .
7 5 5

From (2) we have


dy
3x = + 2y − e2t
dt " #
4 3 4 3 4
= −5c1 e−5t + c2 et + 2e2t − + 2 c1 e−5t + c2 et + e2t − (t + ) − e2t
7 5 7 5 5
9 6 39

.
3x = −3c1 e−5t + 3c2 et + e2t − t − .

P
7 5 25
−5t t 3 2t 2 9
x = −c1 e + c2 e + e − t − .
7 5 5

AP
Example 5.104. Solve (D + 2)x + 3y = 0, 3x + (D + 2)y = 2e2t . [May 2003]
Solution. The given equations are

(D + 2)x + 3y = 0. (1)
R
3x + (D + 2)y = 2e2t . (2)

Operate (1) by (D + 2) we get


CO

(D + 2)2 x + 3(D + 2)y = 0. (3)

(2) × 3 ⇒ 9x + 3(D + 2)y = 6e2t . (4)

(3) − (4) ⇒ (D + 2)2 − 9 x = −6e2t



U

D2 + 4D + 4 − 9 x = −6e2t


D2 + 4D − 5 x = −6e2t .

ST

A.E is, m2 + 4m − 5 = 0 ⇒ (m + 5)(m − 1) = 0.

xc = c1 e−5t + c2 et .
e2t
x p = −6
D2 + 4D − 5
e2t −6 2t
= −6 = e .
7 7

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Differential Equations 387

The solution for x is

x = xc + x p .
6
x = c1 e−5t + c2 et − e2t .
7

From (1) we have

3y = −(D + 2)x = −Dx − 2x

P
12 2t 12
= 5c1 e−5t − c2 et + e − 2c1 e−5t − 2c2 et + e2t
7 7
24
3y = 3c1 e−5t − 3c2 et + e2t

AP
7
1 24  8
y = 3c1 e − 3c2 e + e2t = c1 e−5t − c2 et + e2t .
−5t t
3 7 7

dx dy
Example 5.105. Solve + 4x + 3y = t; + 2x + 5y = e2t . [Dec 2013]
dt dt
Solution. The given equations are
R
(D + 4)x + 3y = t. (1)
CO

2x + (D + 5)y = e2t . (2)

Operate (1) by D + 5, we get


U

(D + 4)(D + 5)x + 3(D + 5)y = (D + 5)t = 1 + 5t.

(2) × 3 ⇒
ST

6x + 3(D + 5)y = 3e2t .


Subtracting, we get

(D + 4)(D + 5)x − 6x = 1 + 5t − 3e2t

(D2 + 9D + 20 − 6)x = 1 + 5t − 3e2t

(D2 + 9D + 14)x = 1 + 5t − 3e2t .

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388 Engineering Mathematics - I

The auxiliary equation is

m2 + 9m + 14 = 0

(m + 2)(m + 7) = 0

m = −2, − 7.

xc = c1 e−2t + c2 e−7t .
1
xp = (1 + 5t − 3e2t )

.
D2 + 9D + 14

P
1 3
= 2
(1 + 5t) − 2 e2t
D + 9D + 14 D + 9D + 14

AP
1 3e2t
=  2
 (1 + 5t) −
14 1 + 9D+D 4 + 18 + 14
14
!−1
1 9D + D2 3e2t
= · 1+ (1 + 5t) −
14 14 36
2 e2t
!
1 9D + D
= 1− · · · (1 + 5t) −
R 14 14 12
2t
" #
1 9 e
= 1 + 5t − ·5 −
14 14 12
CO
2t
" #
1 45 e
= 1 + 5t − −
14 14 12
e2t
" #
1 14 + 70t − 45
= −
14 14 12
70t − 31 e 2t
U

= − .
196 12

The solution for x is


ST

x = xc + x p
70t − 31 e2t
x = c1 e−2t + c2 e−7t + − .
196 12
Substituting in (1) we get

3y = t − (D + 4)x.
70t − 31 e2t
!
−2t −7t
= t − (D + 4) c1 e + c2 e + −
196 12

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Differential Equations 389

e2t 70t − 31 e2t


!
−2t −7t 70
= t − −2c1 e − 7c2 e + − + 4c1 e−2t + 4c2 e−7t + −
196 6 49 3
70 e2t 70t − 31 e 2t
= t − 2c1 e−2t + 3c2 e−7t − + − + .
196 6 49 3
70t 31 70 e2t
=t− + − − 2c1 e−2t + 3c2 e−7t + .
49 49 196 2
21t 54 e2t
3y = − + − 2c1 e−2t + 3c2 e−7t + .
49 196 2
e2t
!
1 21t 54 −2t −7t
y= − + − 2c1 e + 3c2 e + .

.
3 49 196 2

P
5.5.3 Type III

AP
Here, we consider a system of linear first order differential equations of the form
dx dy
a1 + b1 + c1 x = f (t)
dt dt
dx dy
a2 + b2 + c2 y = g(t).
dt dt
R
d
As in Type II, replace by D and eliminate any one variable and solve for the
dt
other variable by obtaining a second order linear differential equation and finally
CO

on substitution of this value in any one of the equations, we obtain the solution for
the other variable.
dx dy dx dy
Example 5.106. Solve − + 2y = cos 2t, + − 2x = sin 2t. [Dec 2008]
dt dt dt dt
d
U

Solution. Let = D. The given equations can be written as


dt
Dx − (D − 2)y = cos 2t (1)
ST

(D − 2)x + Dy = sin 2t (2)

Operating (1) by D we get

D2 x − D(D − 2)y = −2 sin 2t (3)

Operating (2) by (D − 2) we obtain

(D − 2)2 x + D(D − 2)y = (D − 2) sin 2t = 2 cos 2t − 2 sin 2t (4)

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390 Engineering Mathematics - I

(3)+(4)=⇒

(D2 + (D − 2)2 )x = 2 cos 2t − 4 sin 2t

(D2 + D2 − 4D + 4)x = 2 cos 2t − 4 sin 2t

(2D2 − 4D + 4)x = 2 cos 2t − 4 sin 2t

(D2 − 2D + 2)x = cos 2t − 2 sin 2t.

A.E is, m2 − 2m + 2 = 0

P
(m − 1)2 + 2 − 1 = 0

(m − 1)2 = −1

AP
m − 1 = ±i ⇒ m = 1 ± i.

xc = et (c1 cos t + c2 sin t).


1
xp = (cos 2t − 2 sin 2t)
R D2 − 2D + 2
1 1
= 2 cos 2t − 2 2 sin 2t
D − 2D + 2 D − 2D + 2
CO
1 1
= cos 2t − 2 sin 2t
−4 − 2D + 2 −4 − 2D + 2
1 1
= cos 2t − 2 sin 2t
−2 − 2D −2 − 2D
−1 1 1
= cos 2t + sin 2t
2 D+1 D+1
U

−1 (D − 1) (D − 1)
= cos 2t + 2 sin 2t
2 D2 − 1 D! − 1
−1 −2 sin 2t − cos 2t 2 cos 2t − sin 2t
= +
ST

2 −5 −5
!
2 sin 2t + cos 2t 2 cos 2t − sin 2t
= +
−10 −5
−1 −1
= (2 sin 2t + cos 2t + 4 cos 2t − 2 sin 2t) = (5 cos 2t).
10 10
−1
xp = (cos 2t)
2
1
The solution is x = xc + x p = et (c1 cos t + c2 sin t) − (cos 2t).
2

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Differential Equations 391

dx
(1) + (2) ⇒ 2 + 2y − 2x = cos 2t + sin 2t
dt
dx
2y = 2x − 2 + cos 2t + sin 2t.
" dt #
t cos 2t
= 2 e (c1 cos t + c2 sin t) −
2
" !#
t t 1 − sin 2t
− 2 e (−c1 sin t + c2 cos t) + e (c1 cos t + c2 sin t) − + cos 2t + sin 2t
2 2
sin 2t
= 2et ((c1 sin t − c2 cos t) +

P
2
t sin 2t
y = e ((c1 sin t − c2 cos t) + .
4

AP
R
CO
U
ST

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