Module - IV
Module - IV
STUCOR APP
5 Differential Equations
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5.1 Introduction
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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
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derivatives.
Partial differential equation
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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
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∂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
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∂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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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
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Formation of a differential equation
An ordinary differential equation can be formed by eliminating certain arbitrary
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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
✍ ✌
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Example 5.1. Form the differential equation of the family of straight lines passing
through the origin.
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Solution. The equation of the family of straight lines passing through the origin
is given by
y = mx. (1)
dy
= m.
dx
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x2 + y2 + 2ax + r2 = 0. (1)
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dx
Substituting the value of a in (1) we obtain
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!
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
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which is the required differential equation.
Example 5.3. Find the differential equation of the family of circles with centre
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(a, b) and radius r.
Solution. The equation of the circle is
dx
dy
x − a + (y − b) = 0. (2)
dx
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.
2 dy 2 2
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!2 1 + dy 2 1 +
dy dx dx
2
+ 2 = r2
dx 2
d y
2
d y
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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
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!2 32 2
1 + dy = r d y ,
dx dx2
Example 5.4. Form the differential equation of the simple harmonic motion
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x = a cos nt.
Solution. x = a cos nt.
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.
dx 2 dx
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solutions.
General Solution
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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
dy
= −Aα sin αx + Bα cos αx.
dx
d2 y
= −Aα2 cos αx − Bα2 sin αx.
dx2
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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
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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.
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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
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equation
d2 y
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dy
2
+ 3 + 2y = 0.
dx dx
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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
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dx n dx n−1 dx
which is the homogeneous equation corresponding to (1).
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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.
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Computation of Complementary function
d d2 dn
Let = D, 2 = D2 , . . . , n = Dn .
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dx dx dx
Then (1) becomes
Case (ii) If some of the roots (say r) are equal, where r < n
i.e m1 = m2 = · · · = mr = m, then
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Case (iii) If two roots are complex, say m1 = α + iβ and m2 = α − iβ and the other
roots are real and different, then
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Case (iv) If m1 = m2 = α + iβ, m3 = m4 = α − iβ and the other roots are real and
different, then
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yc = [(c1 + c2 x) cos βx + (c3 + c4 x) sin βx]eαx + c5 em5 x + · · · + cn emn x .
1
Now y p = P.I. = Q(x)
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f (D)
5.2.1 Type I
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
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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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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
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m2 − 4 = 0 ⇒ m2 = 4 ⇒ m = ±2.
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∴ 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 − .
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Example 5.6. Solve (4D2 − 4D + 1)y = 4. [Jun 1996]
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1 1
Solution. A.E is 4m2 − 4m + 1 = 0 ⇒ (2m − 1)2 = 0 ⇒ m = , .
2 2
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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.
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Example 5.7. Find the particular integral of (D2 − 2D + 1)y = cos hx.
[Jun 2013, Jun 2005]
Solution.
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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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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
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x 2x
= [e − e−2x ]
8
x
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= sinh 2x.
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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
x 2 e−x
= ex − .
4 8
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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.
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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
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e x e−x
y = e−2x (c1 cos x + c2 sin x) − − .
10 2
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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
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(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
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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.
y p = PI = 0.
Solution is y = yc + y p
.
y = c1 cos x + c2 sin x.
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Given: y(0) = 0.
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=⇒ c1 = 0
y′ = −c1 sin x + c2 cos x.
Given: y′ (0) = 1 =⇒ c2 = 1.
Hence, solution is, y = sin x.
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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
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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
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d2 y dy
Example 5.17. Solve + 6 + 5y = e2x .
dx2 dx
Solution. (D2 + 6D + 5)y = e2x .
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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 + .
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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
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1
yp = e2x
D3 + 2D2 + D
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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) + .
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Example 5.19. Solve (D2 − 2D + 1)y = (e x + 1)2 . [ Dec 2010]
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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
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1
= 2
(e2x + 1 + 2e x )
(D − 1)
1 1 1
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= 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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5.2.2 Type II
1 1
y p = P.I. = sin ax or cos ax.
f (D) f (D)
P
Z
1 x −x
P.I. = 2 2
sin ax = sin axdx = cos ax.
D +a 2 2a
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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
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P.I. =
f (D) f (D)
e
and
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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 ).
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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
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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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Z
1 x
PI = 2
sin 2x = sin 2xdx [∵ f (−a2 ) = 0]
D +4 2
!
x − cos 2x
=
2 2
x
= − cos 2x.
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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
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= 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
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cos 3x x sin x
= + .
16 4
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
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=
16(−9) − 49
12 cos 3x + 7 sin 3x
=
−144 − 49
1
=− [12 cos 3x + 7 sin 3x].
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STUCOR APP
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
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" #
1 1 0x cos 2x
= e −
2 D2 + 1 −4 + 1
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" #
1 cos 2x
= 1+
2 3
1 cos 2x
= + .
2 6
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)] .
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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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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)
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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
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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)
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= sin x
4 (1 − 4D2 )
1 sin x + 2 cos x
=
4 5
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sin x + 2 cos x
= .
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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
STUCOR APP
The A.E is m2 + 1 = 0 ⇒ m2 = −1 ⇒ m = ±i
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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
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yc = e0x (c1 cos 4x + c2 sin 4x)
1
yp = cos3 x
D2
+ 16 "
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#
= 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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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)
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D2 − 3D + 2 −4 − 3D + 2
1 1
=2 cos(2x + 3) = −2 cos(2x + 3)
−2 − 3D 2 + 3D
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(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 .
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Example 5.33. Solve (D2 + 16)y = e−3x + cos 4x.
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STUCOR APP
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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 + · · · .
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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]
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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
= x2 − 10x + 48.
STUCOR APP
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
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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).
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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.
STUCOR APP
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.
STUCOR APP
5.2.5 Type V
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
STUCOR APP
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.
STUCOR APP
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
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.
STUCOR APP
.
= 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
STUCOR APP
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
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.
STUCOR APP
.
1 cos x
P
= ex cos x = e x
1 − 4D − 6 + 4D −5
e x cos x
yp = − .
AP
5
e x cos x
y = C1 e x + C2 e−x + C3 cos x + C4 sin x − .
5
(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.
STUCOR APP
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
STUCOR APP
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
STUCOR APP
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
STUCOR APP
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
STUCOR APP
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.
STUCOR APP
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
STUCOR APP
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
STUCOR APP
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
STUCOR APP
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
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.
STUCOR APP
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
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
STUCOR APP
Solution is y = yc + y p .
−1
y = c1 cos ax + c2 sin ax + cos ax log(sec ax + tan ax).
a2
.
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
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
STUCOR APP
Then xD = θ.
d2 y
x2 = θ2 y − θy = θ(θ − 1)y
dx2
x2 D2 y = θ(θ − 1)y.
.
✎ ☞
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
(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
STUCOR APP
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.
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
yc = c1 e−z + c2 e−2z
STUCOR APP
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
(θ(θ − 1) + θ)y = ez
(θ2 − θ + θ)y = ez
θ2 y = ez
d2 y
= ez ,
dz2
STUCOR APP
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
STUCOR APP
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.
(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.
y p = 0.
STUCOR APP
(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.
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.
STUCOR APP
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 − 1)2 y = z2 e−2z .
A.E is m2 − 2m + 1 = 0 ⇒ (m − 1)2 = 0 ⇒ m = 1, 1.
STUCOR APP
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
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
STUCOR APP
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
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
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
STUCOR APP
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
STUCOR APP
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
m = 2, 2.
yc = e2z (c1 + c2 z)
STUCOR APP
1
= e2z cos z
θ2Z
1
= e2z cos zdz
θ
1
= e2z sin z
θZ
= e2z sin zdz
P
Solution is y = yc + y p
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.
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
STUCOR APP
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
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.
STUCOR APP
!
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
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
STUCOR APP
⇒ 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)
dy
4 2
− 6 + 2y = 3(ez − 3),
dz dz
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
STUCOR APP
.
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 − 1)2 y = 3ez − 2.
U
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
STUCOR APP
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)
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) .
STUCOR APP
!
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
STUCOR APP
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
The A.E. is m2 + 1 = 0
m2 = −1
m = ±i.
STUCOR APP
= 2z sin z
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).
d2 y dy
+ P(x) + Q(x)y = 0. (2)
dx2 dx
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
✍ ✌
STUCOR APP
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.
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.
STUCOR APP
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
STUCOR APP
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
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.
Solution is, y = yc + y p .
STUCOR APP
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.
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]
STUCOR APP
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.
= 2 cos2 2x + 2 sin2 2x
CO
= 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
STUCOR APP
" #
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
STUCOR APP
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
m2 + 1 = 0
m2 = −1
m = ±i.
yc = c1 cos x + c2 sin x.
STUCOR APP
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
Solution is y = yc + y p
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
STUCOR APP
P
5.5.1 Type I
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
STUCOR APP
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
STUCOR APP
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.
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
STUCOR APP
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.
dx
+ y = et . (1)
dt
dy
x− = t. (2)
dt
ST
STUCOR APP
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
STUCOR APP
P
The auxiliary equation is
m2 + 4 = 0 ⇒ m2 = −4
AP
m = ±2i.
x p = 0.
dx
2y = sin 2t −
dt
= sin 2t − [−2c1 sin 2t + 2c2 cos 2t]
sin 2t
y= + c1 sin 2t − c2 cos 2t.
2
dx dy
ST
x = c1 cos t + c2 sin t + t2 − 1
y = c2 cos t − c1 sin t + t.
STUCOR APP
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
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
m2 + 4 = 0 ⇒ m2 = −4
m = ±2i.
STUCOR APP
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]
x = 2 cos 2t − cos t
y = 2 sin 2t − sin t.
ST
5.5.2 Type II
STUCOR APP
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)
(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)
STUCOR APP
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)
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
STUCOR APP
4 3 4
PI = e2t − t +
7 5 5
4 3 4
y = c1 e−5t + c2 et + e2t − t + .
7 5 5
.
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)
D2 + 4D + 4 − 9 x = −6e2t
D2 + 4D − 5 x = −6e2t .
ST
xc = c1 e−5t + c2 et .
e2t
x p = −6
D2 + 4D − 5
e2t −6 2t
= −6 = e .
7 7
STUCOR APP
x = xc + x p .
6
x = c1 e−5t + c2 et − e2t .
7
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
(2) × 3 ⇒
ST
STUCOR APP
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
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
STUCOR APP
.
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
STUCOR APP
(3)+(4)=⇒
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.
−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
STUCOR APP
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
STUCOR APP