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Linear Differential Equations Explained

The document provides an overview of linear differential equations with constant coefficients, detailing the general form, notation, and methods for finding complementary functions (C.F.) and particular integrals (P.I.). It includes various examples and techniques for solving these equations, such as the auxiliary equation and methods for determining roots. Additionally, it outlines different types of roots and their corresponding complementary functions.

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0% found this document useful (0 votes)
9 views58 pages

Linear Differential Equations Explained

The document provides an overview of linear differential equations with constant coefficients, detailing the general form, notation, and methods for finding complementary functions (C.F.) and particular integrals (P.I.). It includes various examples and techniques for solving these equations, such as the auxiliary equation and methods for determining roots. Additionally, it outlines different types of roots and their corresponding complementary functions.

Uploaded by

prasadyz56
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

[Link].

Avinash Khambayat

UNIT 1
Linear Differential Equation with Constant coefficient

A differential equation of the form

dny d n1 y
a0 n  a1 n1  .......  an y = X
dx dx

Where a0 , a1 ,.....an are constants and x is function of x only.

2 n
dy d y d y
Notation dx = Dy , 2
 D 2
y ,.... n
 Dn y
dx dx

  a0 D n  a1 D n 1  ...  an  y = x
…(1)

  D  y
= x

a0 D n  a1 D n 1  ...  an
Where   D 
=

Thus   D  y  x is called nth order linear differential equation.

  D  = 0 is called an Auxillary equation (A.E.)

To find the roots of   D   0


we use following basic formule
D 2  a 2 =  D  a  D  a 

D 2  a 2 =  D  ai  D  ai 

D 3  a 3 =  D  a   D 2  aD  a 2 

 D  a  = D3  3D 2 a  3Da 2  a3
3

 D  a
3

= D  3D a  3Da  a
3 2 2 3

D 4  a 4 =  D 2  a 2  D 2  a 2  =  D  a  D  a  D  ai  D  ai 

1
[Link]. Avinash Khambayat

D 3  a 3 =  D  a   D 2  aD  a 2 

 
D 4  a 4 = D 2  2aD  a 2 D 2  2aD  a 2 
aD 2  bD  c = 0  D  b  b  4ac
2

2a
To find the general solution of   D  y  x we have to find C.F. and P.I.

= C.F. + P.I.
G.S
Complimentary function ( C.F )is the solution of the D.E. ϕ(D)y=0. It contains as many
arbitrary constants (and terms) as the degree of the D.E. Each of these terms is a function,
which actually satisfies the D.E. ϕ(D)=0. Since the D.E. is a linear, any linear combination of
these functions will also be a solution to ϕ(D)=0

Perticular Integral (P. I.):- is the function obtained by operating ϕ(D)) on f(x). This involves
integration and can get laborious at times. As f(x)f(x) changes, particular integral changes; but
as long as ϕ(D) does not change, the complimentary function will remain same.

The following table show the roots types and its complementary function.

Let m1, m2, m3 are roots of   D   0

Roots type C . F.

m1 , m2  different  c1e m , x  ize m2 x

m1  m2  equal  em1x c1 x  c2 

  i  complex  ae x c1 cos  x  c2 sin  x

How to find C F:-

1) = 0
 D  3D  2  y
2

  D = 0 is an A. E.

= 0
 D 2  3D  2

  D  1 D  2
= 0

2
[Link]. Avinash Khambayat

= -1, -2
D
= c1e  x  c2 e 2 x
 C. F.

2) = 0
 D  2D  5 y
2

  D  = 0 is an A. E.

  2    2   4 1 5 
2
=
D
2

= 2  4  20
2

= 2  16
2

2  4i
=
2

= 1  2i    i 

= ex C1 cos 2x  C2 sin 2x


C.F .

3)  D  6 D  11D  6  y
3 2 = 0

  D  = 0 is an A. E.
= 0
D3  6 D 2  11D  6

 D  1  D 2  5D  6  = 0

 D  1 D  2 D  3 = 0

= -1, -2, -3
D

1 1 6 11 6
1 5 6
1 5 6 0

3
[Link]. Avinash Khambayat

CF
= C1e  x  C2 e 2 x  C3e 3 x

4 )Solve for C.F.

D 4
 D3  9 D 2  11D  4  y  0

  D  = 0 is an A. E.
= 0
D 4  D3  9 D 2  11D  4

 D  1)  D  4    0
3

= 4, -1, -1, -1
D

= c1e 4 x  e  x c2 x 2  c3 x  c4 
C. F.

5) =
0
 D  10D  9  y
4 2

A. E. is   D 
= 0

= 0
D 4  10 D 2  9
= 0
D4  D2  9D2  9

D 2  D 2  1  9  D 2  1 = 0

D 2
 1 D 2  9  = 0

= 0 or D 2  9  0
D2  1

D2
= 1 or D2  9

D
=  1 or D  3i

D
=  i orD  3i

C.F.
= eox c1 cos x  c2 sin x  eox c3 cos3x  c4 sin 3x

Exercise I

I] Solve the following equations to find C.F.

4
[Link]. Avinash Khambayat

1. 1.  D 2  5D  6  y  0
2. 1.  D 2  5D  6  y  0

Answer

1) c1e2 x  c2e3 x

2) c1 cos x  c2 sin x

Methods to find particular integral we can find particular integral of equation (1) by using.

i) Shortcut method
ii) Method of variation of parameter
iii) General method.
i) Shortcut method
In this method we hare remove operator D in the equation (1). To find particular
integral P. I. we focus on x function and it’s type whether it is algebraic exponential,
trigonometric etc. following table is useful to find particular integral.
  D y = X
1
Inverse operator gives P. I.
  D

1. 1 ax 1 ax
e = e ,   a   0 replace D  a
  D  a

5
[Link]. Avinash Khambayat

If   a  1 ax 1 ax
= 0, e  x e ,  a   0
  D  'a

2. 1
e ax
 D  a x k ax
k

= e
k!

3. 1 1
k = k , k being const , D  0
  D  o

4. 1
ax
  D ax
=
  log a 

sin  ax  h  ,   a 2   0, D 2  a 2
5. 1 1
sin  ax  b  =
 D 
2
  a 
2

If    a  = 0 then
6. 2

1 1
sin  ax  b  = x  sin  ax  b  D 2  a 2
 D 
2
  a 2 

7. 1 1
cos  ax  b  == cos  ax  b  ,   a   0 D 2  a 2
2

 D 
2
  a 
2

If    a  =0 then
2

1 1
cos  ax  b  = x  cos  ax  b  , D 2  a 2 D 2  a 2
 D 
2
  a 
2

8.
sinh x  a 2   0 D 2  a 2
1 1
sinh ax
 D 
2
 a 
2
=

  a2 
If =0

sin h a x,   a 2   0, D 2  a 2
1 1
sin h a x x 
 D 
2
 a 
2
=

6
[Link]. Avinash Khambayat

9. 1
cos h a x
  D2 
cosh ax,   a 2   0, D 2  a 2
1
=
 a 
2

  a2 
If =0 then

cosh ax  a 2   0,
1 1
cos h ax = x D2  a2
 a 
2
 a 
2

10.
1 1
x m =   D   x m
  D

11. 1 ax 1
e V = eax  v D Da
  D   D  a

12. 1
x m sin x
  D I .[Link]
1 m iax
x e iax 1
xm D  D  ia
= = I .P. of e
  D   D  ia 

13. 1 m
x cos ax
  D iax 1
xm D  D  ia
= R. P. of e
  D  ia 

14. 1
xv
  D    D  1
= x   v
   D    D

I] Examples on e ax
d2y dy
[Link] 2
 6  9 y  e4 x
dx dx

7
[Link]. Avinash Khambayat

Ans-

Given eqn is in the form   D  y


= f (x)

 A.E. is   D 
= 0

D 2
 6D  9 = 0

  D  3 D  3
= 0

= -3, -3
D

C. F.
= e3 x c1 x  c2 

1 1
ge 4 k
P.I.    D  x
=
D  6D  9
2

1
= 9 e4 x D4
D  6D  9
2

1
= 9 e4 x
4  6  4  9
2

1 4x
= 9 e
49

= C. F. + P. I.
general solution is y

9 4x
= e 3 x  4 x  c2   e
y 49

Example 2: Solve

D 2
 2D  2 y = sin hx

Given equation is   D  y
= f (x)

A. E. is   D 
= 0  D2  2D  2  0

= 0
  D  1
2

= -1, -1
D

= e x C1 cos x  C2 sin x


C. F.

8
[Link]. Avinash Khambayat

1 1
= x 2 sinh x
 P. I.   D D  2D  2

1  e x  e x 
=
D2  2 D  2  2 

1 1 1 
=  2 ex  2 e  x  D  1
2  D  2D  2 D  2D  2 

1 1 x 1 x 
=  e  e 
2 5 1 

1 x 1 x
= e  e
10 2

Example 3:Solve

D 3
 3D 2  3D  1 y = e x

Given equation is   D  y  f ( x)

 A. E. is   D 
= 0

= 0
D 3  3D 2  3D  1
1 1 3 3 1
1 2 1
1 2 1 0

 D  1  D 2  2 D  1 = 0

= 0
 D  1  0 or D2  2D  1
= 0
 D  1 or  D  1
2

 D  1 or D = 1, 1

= e x C1  C2 x  i3 x 2 
 C. F.

1 1
P.I .  f ( x) = e  x D  1
  D D  3D  3D  1
3 2

9
[Link]. Avinash Khambayat

= 1
1  3  3  1
e x   D   0 
Case of failure

1
= x e  x  D  1
3D  6 D  3
2

1
= x e x again case of failure
363

1
= x2  e  x D  1
6D  6

1
= x2 e  x again case of failure
6  6

1 x
 x3 e
6

= CF + PI
 G. S.

x3  x
= e x c1  c2 x  c3 x 2   e
6

Example 4:  D 2  4  y  e2 x  3

Given eqn is   D  y
= x

A. E. is   D 
= 0

= 0
D2  4

D
= 2

= c1e 2 x  c2 e 2 x
C. F.

1 1
= x 2 e2 x  3
P. I.   D D 4

1 1
e2 x  2 3
= D 42
D 4
D2 D0

10
[Link]. Avinash Khambayat

1 2x 1
= e  3
44 5

1 2x 3
= x e 
2D 5

x 2x 3 x 1 2x 3
2
= e   e 
5 22 5
2x
xe 3 x 3
=   e2 x 
2 2 5 4 5

= C.F. + P.I.
G.S.

x 3
= c1e 2 x  c2 e2 x  e2 x 
4 5

Example 5:  D 4  1 y  e  x

given eqn is   D  y
= x

 A. E. is   D 
= 0

= 0
 D4 1

  D 1 ( D  1)  D  i  D  i 
= 0

= c1e x  c2e  x  c3 cos x  c4 sin x


CF

1 1
= x  4 e x D  1
P. I.   D D 1

1 x ex
= e 
1  1 2

4

G.S.  CF  P.I .
= c1e x  c2 e  x  c3 cos x  c4 sin x  e
2

Exercise: Solve the following

1) D 3
 2 D 2  5D  6  y
= e3 x

e4 x sin h x
2) D 3
 1 y
=

11
[Link]. Avinash Khambayat

3) D 2
 D  6 y
= e x cosh zx

= 16 e3 x
 D  1
3
4) y

5) D 2
 4D  5 y
= -2 cos h x

6) D 4
 1 y
= cos hx. sin hx

D 2
 4 y
= 1  e  2  3
x

7)
Answers

2 x x  e3 x
1) c1e  c2e  c3e 
x 3x

10
x x2  3 3  1  1 3 x 1 5x 
2) c1e  e c2 cos 2 x  c3 sin 2 x   2  26 e  124 e 
1 3x 1  x
c1e3 x  c2 e 2 x  xe  e Hint convert cos h2x inexpointial form.
3) 10 8
c1  c2 x  c3 x 2  2e3 x
4)
1  x e x
e2 x c1 cos x  c2 sin x   e 
5) 10 2
x 1
6) c1e x
 c2 e  c3 cos x  c4 sin x  sinh 2 x Hint convert cos h2x in to expointial
30
form.
2 x x 2x 2 x
7) c1e 2x
 c2 e  e  e 1
4 3

II] Example on ax

1) Example 1 Solve  D  4  y = 2  2
2 x x

Given equation is = x
  D y

A. E. is,   D 
= 0

= 0
D2  4
= -4
 D2

D
= o  2i

12
[Link]. Avinash Khambayat

C.F.
= c1 cos 2 x  c2 sin 2 x

1
= f  x
P.I.   D

1
=  2 x  2 x 
D 4
2

1 1
2x  2 x
= D 4
2
D 4 2

D  log 2 D   log 2

1 1
= 2x  2 x
 log 2  4   log 2  4
2 2

1 1
= c1 cos 2 x  c2 sin 2 x  2x  2 x
G.S. 2log 4  2log 2  4
Example 2: Solve  D 2  3D  2  y  3x

given equation is = y
  D y

A. E. is   D 
= 0

= 0
D 2  3D  2

 D  1 D  2 = 0

= -1, -2
D

C.F.
= c1e  x  c2 e 2 x

1
= x
P. I.   D

1
3x
= D  3D  2
2

D  log 3

13
[Link]. Avinash Khambayat

1
= 3x
 log 3  3log 3  2
2

= C. F. + P. I.
G.S.

1
= c1e  x  c2e 2 x 
 log 3  3log 3  2
2

Examples on sin(ax+h) / cos (ax + b) and sin h(ax) (ax+b)/cos h (ax) (ax +
b)

Example 1: Solve

sin  2 x  3
D 3
 1 y =

Given equation is   D  y
= x

A.E. is D3  1  0

x  3 3
= c1e  x  e 2 c2 cos x  c3 sin 
C.F. 2 2 

1 1
= x  3 sin  2 x  3
P.I.   D D 1

1
sin  2 x  3 put D 2    2   4
2
=
D  D 1
2

1
= sin 2 x  3
4 D  1

1 4 D  1
=  sin 2 x  3
4 D  1 4 D  1

4 D  1
= sin 2 x  3
 4 D   12
2

4 D  1
sin 2 x  3
= 16 D 2  1
D 2  4

14
[Link]. Avinash Khambayat

4 D  1
= sin 2 x  3
65

=  4D  1 sin 2x  3

= 4D sin  2 x  3  sin 2 x  3

= 4cos  2 x  3  2  sin  2 x  3

= 8cos  2 x  3  sin  2 x  3

G.S. = C. F. + P. I.

Example 2:Solve

D 2
 a2  y = sin ax

Given equation is   D  y
= X

= 0
A. E. is D  a
2 2

 D2
= a 2

= o  ai
D

C.F.
= c1 cos ax  c2 sin ax

1 1
x 2 sin ax
=   D D  a2
P.I.
D 2  a 2

1
= sin ax
a  a 2
2

Case of failuer

1
= x sin ax
2D

15
[Link]. Avinash Khambayat

1  cos ax 
= x  
2 a 

x
= cos ax G.S .  C.F .  P.I .
2a

Example 3:Solve D 2
 1 y  sin 3x  cos 2 x

C.F.
= c1 cos x  c2 sin x

1 1
=  2 sin 3x  cos 2 x
P.I.   D D 1

1 1
= 2sin 3x  cos 2 x
D 1 2
2

1 1
= sin 5 x  sin x 
2 D2  1

1 1 1 
 2 sin 5 x  2 sin x 
= 2  D 1 D 1 
D 2  25 D 2  1

1 1 1 
=  sin 5 x  sin x 
2  25  1 1  1 

1  1 1 
=  sin 5 x  sin x  case of failure
2  24 2D 

1  1 1 
=  sin 5 x  cos x 
2  24 2 

 sin 5 x 1 
  cos x 
=  48 4 

= C.F. + P.I.
G.S.

Example 4: Solve  D 2  2 D  1 y  cos 2 x 2

16
[Link]. Avinash Khambayat

= e x c1 x  c2 
C.F.

1 1
= x 2  cos2 x
P.I.   D D  2D  1 2

1  1  cos x 
=  
D  2D  1 
2
2 

1 1 1 
 2 1 2 
= 2  D  2D  1 D  2D  1
D0 D 2  1

1 1 
= 1  cos x 
2  1  2 D  1 

1 1 
= 1  sin x 
2 2 

= CF + P.I.
G.S.

Example 5:Solve  D  4 D  5  y  3cosh x


2

= e2 x c1 cos x  c2 sin x


CF

1 1
= x 2  3cosh x
P.I.   D D  4D  5

1
= 3 cosh x 2
D  4D  5
2
D 1

1
= 3 cosh x
1  4D  5

1
= 3 cosh x
4D  6

4D  6
= 3 cosh x
 4D  6 4D  6

17
[Link]. Avinash Khambayat

4D  6 cosh x
= 3
16 D  36 D 2  1
2

1
=  4 D  6 cosh x
52

3
=  4sinh x  6 cosh x  G.S .  CF  PI
52

Example 6:Solve  D  D  y  sinh x


2

= c1  c2 cos x  c3 sin x
C.F.

1 1
=  3 sinh x
P.I.   D D  D

1
sinh x
= D D D
2

D2  1

1
= sinh x
1 D  D

1
= sinh x
2D

1
= cosh x
2

= C.F. + P.I.
G.S.

Example 7:Solve  D  D  y  sin 2 x


5

= c1  c2e  x  c3e x  A cos x  B sin x


C.F.

1 1
=  5 sin 2x
P.F.   D D  D

18
[Link]. Avinash Khambayat

1
sin 2 x
= D D DD
2 2

D 2  4

1
= sin 2 x
 4 4 D  D

1
= sin 2 x
17 D

=  1  cos 2 x  2
17

= C.F. + P.I.
G.S.
Exercise: Solve the following

1) D 4
 1 y
= sinx

2) D 3
 a2 D  y
= sin ax

3) D 2
 4 y
= 2cos x  sin x

d2y dy = sin 2 x
4) 2
 2  5y
dx dx
5) D 4
 10 D 2  9  y
= 96  sin 2x  cos x

Answer:

x x
1) c1 cos x  c2 sin x  c3e  c4e  cos x
x

4
x
2) c1  c2 cos  ax   c3 sin ax  cos ax
2a
1 1
3) c1 cos 2 x  c2 sin 2 x  x sin 2 x  cos 4 x
4 12
1 1
4) e  c1 cos 2 x  c2 sin 2 x     cos 2 x  4sin 2 x 
x

10 34
5) c1 cos x  c2 sin x  c3 cos3x  c4 sin 3x  x cos3x  3x cos3x
Example on xm

Note that: = 1    D     D 2    D 3  ...


1
1    D  

19
[Link]. Avinash Khambayat

1 = 1    D     D 2    D 3  ...
1    D  

Example 1: Solve  D  4  y  x
2

Given equation is   D  y
= x

 A. E. is   D 
= 0

= 0
D2  4
= -4
 D2

D
= o  2i

= c1 cos 2 x  c2 sin 2 x
C.F.

1
= x
P.I.   D

1
= x
D 42

1
= x
4 1  D 2 

1
= 1  D 2  x
4

1
= 1  D 2  D 4  ... x
4

1
=  x  D 2 x  D 4 x 
4

1
=  x  0  0
4

x
=
4

= C. F. + P. F.
 G. S. is y

20
[Link]. Avinash Khambayat

= c1 cos 2 x  c2 sin 2 x  x
4

Example 2: Solve  D  D  6 D  y  x  1
3 2 2

Given equation is   D  y
= x

A. E. is   D 
= 0

= 0
 D3  D 2  6 D

D  D2  D  6 = 0

= 0 or D = 3, -2
D

= c1  c2 e 2 x  c3e3 x
C. F.

1
= x
P.I.   D

1
=  x 2  1
D  D  6D
3 2

1
 x 2  1
 1 1 
6 D 1  D  D 2 
 6 6 

1   1 1 
= 1   D  D 2    x 2  1
6D   6 6 

1   1 1 2   D D2   2
2

= 1   D  D      ...  x  1
6D   6 6   6 6  

1  2 D2 2 2 3 2 D4 2 
= 
6D 
x  1 
1
D  x 2
 1 D 
1 2 2
x  1   x  1 D  x  1   x  1
6 6 36 36 36 

1  x3 1 5
=   10 x 2  
6  3 24 18 

= C. F. + P.I.
G.S. y

21
[Link]. Avinash Khambayat

Example 3: Solve  D  D  y  x  sin 2 x


3 2

  D y = x

A.E. is   D 
= 0

= 0
 D3  D

 D  D 2  1 = 0

D
= 0 or D  o  i

= c1  c2 cos x  c3 sin x


C.F.

1
= x
P.I.   D

1
=  x 2  sin 2 x 
D D
3

1 1
= x2  3 sin 2 x
D D
3
D D

1 1 sin 2 x
= x2  2
D 1  D 
2
D DD D 2  4

1 1 1
= 1  D 2  x 2  sin 2 x
D 4 D  D

1  D 2   D 4  ... x 2 
1 1
= sin 2 x
D   3D

1  cos 2 x 
=
D

1 2
x  2   
3 2 

x3 1
=  2 x  cos 2 x
3 6

= C.F. + P. I.
 G. S. is y

Example 4: Solve  D  4 D  4  y  x  e
2 3 2x

22
[Link]. Avinash Khambayat

Given equation is =
X
  D y

A.E. is   D 
= 0

= 0
 D2  4D  4
= 0
  D  2
2

= 2, 2
D

= e2 x c1x  c2 
 C.F.

1
= x
P.I.   D

1
=  x3  e 2 x 
D  4D  4
2

1 1
x3  2 e2 x
= D2  4D  4 D  4D  4
D2  2

1 1
= x3  e 2 x case of failure
4 1  D  4 D 
2
48 4

1
= 4 1  D 2  4 D  x3  x 
1
2D  4
e2 x

D2

1
    ... x 3  x
1 2x
2
=
1  D 2
 4 D  D 2
 4 D e
4   44

Case of failure

 x   D 2  4 D  x3   D 4  8D 3  4 D 2  x 3   x 2 e 2 x
1 3 1
=
4   2

1 6𝑥 𝑥 2𝑒 2𝑥
= 4 {𝑥 3 − 4
+ 3𝑥 2 + 6𝑥 − 3} + 2
(verify)

23
[Link]. Avinash Khambayat

G. S. is y = C. F. + P. I.

Example 5: Solve  D 4  6 D 2  25  y  x 4  x 2  1

C.F.
= ex c1 cos 2x  c2 sin 2x  e x c3 cos 2x  c4 sin 2x

1
= x
P.I.   D

1
=  x 4  x 2  1
D  6 D 2  25 
4

 
 
1  1   x 4  x 2  1
= 2  
25   D  6D 
4

1   
  25 

1
1   D4  6D2 
= 1      x  x  1
4 2

25   25 

1  
= 1 
25  25
1
 D 4
 6 D 2
 
1
625
 D8  12 D 6  36 D 4    x 4  x 2  1

1  4 
x  x 2  1   D 4  6 D 2  x 4  x 2  1   D8  12 D 6  36 D 4  x 4  x 2  1 
1 1
= 
25  25 625 

1  4
x  x 2  1   2  72 x 2  12    2 
1 1
= 
25  25 625 

1  4 47 589 
=  x   x2 
25  25 625 

= C. F. + P. I.
G. S. is y
Exercise Solve the following

D2  D2  4 y
= 96x 2
1)

24
[Link]. Avinash Khambayat

Ans. c1  c2 x  c3 cos 2 x  c4 sin 2 x  2 x  x  3


2 2

2)  2D 2
 3D  4  y
= n2  2 x

3  23 23  1
Ans. e 4x
c1 cos x  c2 sin x   8 x 2  28 x  13
 4 4  32

3) D 2
 2 D  3 y
= cos x  x 2

1 1 2 4 
Ans. e c1 cos 2 x  c2 sin 2 x    cos x  sin x    x  x  2 9 
x

4 3 3 

4) D 3
 3D 2  3D  1 y
= 2 x3  3x 2  1

Ans.  c  c x  c x  e   2x
1 2 3
2 x 3
 15 x 2  4 x  85 

5) D 2
 D  1 y
= x3  3x 2  1

x2   3
Ans. y  e c1 cos 3 2 x  c2 sin 3 2 x   x  6 x  5
 

Example on e ax v
1
𝐼𝑓 𝑒 𝑎𝑥 𝑣 , where v is function of x
∅(𝐷)

1 1
Then eax v = v
  D   D  a

i.e. D  D  a

Example 1: Solve (𝑫𝟐 − 𝟏)𝒚 = 𝒆𝟐𝒙 𝒔𝒊𝒏𝒙

D 2
 1 y = e 2 x sin x

= c1e x  c2 e  x
C.F.

25
[Link]. Avinash Khambayat

1
= x
P.I.   D

1
e 2 x  sin x
= D 1
2

D D2

1
= e2 x sin x
 D  2 1
2

1
= e2 x  sin x
D  4 D  41
2

1
e2 x  sin x
= D  4D  3
2

D 2  1

1
= e2 x  sin x
1  4 D  3

1
= e2 x  sin x
4D  2

1 4D  2
= e2 x  sin x
4D  2 4D  2

1
e2 x  4 D  2   sin x
= 16 D 2  4
D 2  1

1
= e2 x  4 D  2  sin x
16  4

1
= e2 x  4 D  2   sin x
20

e 2 x
=  4D sin x  2sin x
20

e 2 x
=  4 cos x  2sin x
20

26
[Link]. Avinash Khambayat

= C. F. +P.I.
 G. S. is y
Example 2: Solve (𝐷2 − 4𝐷 + 3)𝑦 = 𝑥 3 𝑒 2𝑥

D 2
 4 D  3 y = x 3e 2 x

= c1e x  c2 e3 x
C.F.

1
= v
P.I.   D

1
e2 x  x3
= D  4D  3
2

D D2

1
= e2 x  x3
 D  2  4  D  2  3
2

1
= e2 x x3
D  4D  4  4D  8  3
2

1
= e2 x x3
D 12

1
= e2 x x3
1 1  D 
2

1
= e2 x 1  D2  x3

= e 2 x 1  D 2  D 4 ... x3

= e 2 x  x 3  6 x   y  C.F .  P.I

Example 3: Solve (𝐷2 − 4𝐷 + 13)𝑦 = 𝑒 2𝑥 𝑠𝑖𝑛3𝑥 + (𝑥 2 + 𝑥 + 2)

e 2 x sin 3x   x 2  x  2 
D 2
 4 D  13 y =

= e2 x c1 cos3x  c2 sin 3x


C.F.

27
[Link]. Avinash Khambayat

1
= x
P.I.   D

1 1
e 2 x  sin 3x  2  x 2  x  2 
= D  4 D  13
2
D  4 D  13
D2

1 1
e2 x  sin 3x   x 2  x  2 
= 4 D  17   D2  4D  
13 1   
  13  

1
4 D  17 1   D2  4D 
e   1      x  x  2 
2x 2
sin 3 x
= 16 D  289
2
13   13  
D 2  9

1
4 D 17 1   D 2  4 D    D 4  8D 3  16 D 2  2
e  sin 3x  1     x  x  1
2x
=  
433 13   13    169 
D 2  9

e2 x
12cos3x 17sin 3x    x2  x  
1 227
=
433 13  169 

= C. F.+ P. I.
 G. S. is y
Example 4: Solve (𝐷2 − 6𝐷 + 13)𝑦 = 𝑒 −𝑥 𝑠𝑖𝑛ℎ3𝑥

D 2
 6 D  13 y = e x sinh 3x

= e3 x c1 cos 2 x  c2 sin 2 x


C.F.

1
= x
P.F.   D

1
e  x sinh 3 x
= D  6 D  13
2

D  1

28
[Link]. Avinash Khambayat

1
= e x sinh 3x
 D  1  6  D  1  13
2

1
= e x
D  2 D  1  6 D  1  13 sinh3x
2

1 sinh 3 x
= e x
D  8 D  15
2
D2  9

1
= e x sinh 3x
9  8 D  15

1
= e x sinh 3 x
24  8 D

24  8D
e x sinh 3x
= 576  64 D 2
D2  9

1
= e  x  24  8D   sinh 3x case of failure
576  576

1
= xe x  24  8 D  sinh 3 x
128D

 1   cosh 3 x 
= xe  x  24  8D     
 128   3 

1
= xe  x  cosh 3x  24sinh 3 x 
384

= C. F. + P. F.
G. S. is y
𝑥
Example 5: Solve (𝐷2 + 1)𝑦 = 𝑒 𝑥 𝑠𝑖𝑛2
2

D 2
 1 y = e x  sin 2 x 2

= c1 cos x  c2 sin x
C.F.

1
= x
P.I.   D

29
[Link]. Avinash Khambayat

1
e x  sin 2 x 2
= D 1 2

D  D 1

1
= ex sin 2 x 2
 D  1 1
2

1  1  cos 2 x 
= ex   
D  2D  2 
2
2 

ex  1 1 
 1 2 cos 2 x 
= 2  D  2D  2
2
D  2D  2 
D0 D  4
2

ex  1 1 
=
  cos 2 x 
2  2 2  2 D 

ex  1 2  2 D 
= 2  2  4 D 2  4 cos 2 x 
D 2  4

ex 1 1 
 2   2  2 D  20 cos 2 x 
=
2

x  1 
= e 2  1   2 cos 2 x  4sin 2 x  
 2 20 

= C.F. + P. I.
 G. S. is y
Exercise: Solve the following

1) D 2
 5D  6  y = 4 x e
2 x

2 x 3 x ex  2 7 37 
Ans. y = c1e  c2e  x  x 
3 6 72 

e x
2)  D  2 D  1 y = 2
2

30
[Link]. Avinash Khambayat

Ans. y =  c1 x  c2  e x  e x log x

3) D 2
 4 D  3 y = 3e  cos 2 x
x

3e x
Ans. y = c1e  c2e 
x 3x
 2cos 2 x  2sin 2 x 
16

4) D 2
 n2  y = x e
2 x

 
ex  2 2  4x 8 
Ans. y = c1 cos nx  c2 sin nx  x  
1 x 2
 1  x 1  x  
1 2 2

 

 D 2  2hD   h2  p 2  y
5)   = Ke xt cospt

k  ht
y = e  c1 cos pt  c2 sin pt  
 nt
Ans. t e sin pt
2p

Example on f(x) = X V Where v is any function of x then

1   ' D  1
= x   v
  D
xv
   D    D

Example 1: Solve (𝐷2 − 1)𝑦 = 𝑥 𝑠𝑖𝑛𝑥

D 2
 1 y = x sin x

= c1e  x  c2 e x
C. F.

1
= x
P.I.   D

31
[Link]. Avinash Khambayat

1
= x sin x
D 12

 2D  1
=  x   sin x
D  1  D  1
2 2

 2D   1 
=  x  D 2  1    2 sin x 

1  2D 
=  x sin x  2 sin x 
2  D 1 

1  1 
 x sin x  2 D 2 sin x 
= 2  D 1 
D 2  1

1 1 
=   x sin x  2 D sin x 
2 2 

1
=   x sin x  cos x 
2

= C.F. + P. I.
 G. S. is y

Example 2:Solve (𝐷2 + 2𝐷 + 1)𝑦 = 𝑥 𝑐𝑜𝑠𝑥

D 2
 2 D  1 y = x cos x

C. F.
=  c1x  c2  e x

1
= x
P.I.   D

1
= x cos x
D  2D  1
2

 2D  1 cos x
=  x  D 2  2 D  1   D 2  2 D  1 D 2  1

32
[Link]. Avinash Khambayat

 2D  1
=  x  D 2  2 D  1  2 D cos x

 2D  sin x
=  x  D 2  2 D  1  2

1 1 
 x sin x  2 D  2 sin x 
= 2 D  2D  1 
D 2  1

1 1
= x sin x  2 D  sin x
2 2D

1
=  x sin x  sin x 
2

= C. F. + P. I.
G. S. is y
Example 3: (𝐷2 + 3𝐷 + 1)𝑦 = 𝑥 𝑠𝑖𝑛2𝑥

D 2
 3D  2  y = x sin 2x

= c1e 2 x  c2 e  x
C.F.

1 1
= xv  2 x sin 2 x
P.I.   D D  3D  2

 2D  3  1 sin 2 x
=  x  D 2  3D  2  D 2  3D  2 D 2  4

 2D  3  1
=  x  D 2  3D  2  4  3D  2  sin 2 x

  2D  3  1  sin 2 x
= x  2 
 D  3D  2  3D  2

  2 D  3   3D  2 1 sin 2 x
= x  2 
 D  3D  2  9D2  4 D 2  4

33
[Link]. Avinash Khambayat

  2D  3  3D  2   1  sin 2 x
= x  2   
 D  3D  2   40 

1   2D  3  6cos x  2sin 2 x
=  x  2  
40  D  3D  2 

1 
 6cos 2 x  2sin 2 x 
1
  6cos 2 x  2sin 2 x   2 D  3 2
= 40  D  3D  2 
D 2  4, D

1   1 2 1 
=  6cos 2 x  2sin 2 x   2 D  3  6  cos 2 x  sin 2 x  
40   3D  2 3D  2 

1  3D  2
 6 cos 2 x  2sin 2 x 
1
 6 cos 2 x  2sin 2 x   2 D  3 
= 40  3D  2 3D  2 
D 2  4

1  1 
= 6 cos 2 x  2sin 2 x   2 D  3 3D  2   6 cos 2 x  2sin x  
40  9  4   4 

1  1 
=  6 cos 2 x  2 son2 x   2 D  3 3D  2  6 cos 2 x  2sin 2 x  
40  40 

1  1 
=  6 cos 2 x  2sin 2 x   2 D  3 36sin 2 x 
40  40 

Example 4:Solve (𝐷2 −)𝑦 = 𝑥𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠𝑥

D 2
 1 y = x sin3x  cos x

= c1e x  c2 e  x
C.F.

1
= x
P.I.   D

1
=  x sin 3x  cos x 
D 12

= x-

34
[Link]. Avinash Khambayat

1 1
= x sin 3x  2 cos x
D 12
D 1

 2D  1 1
=  x  sin 3 x  cos x
D  1  D  1
2 2
1  1

 2D   1  1
=  x  D 2  1    10 sin 3 x   2 cos x

1  1  
   x sin 3x  2 D 2 sin 3 x   5cos x 
= 10   D 1  
D 2  a

1   1  
=   x sin 3x  2 D sin 3x   5cos x 
10   10  

1  1 
=  x sin 3x  cos 3x  3  5cos x 
10  5 

1  3 
=  x sin 3 x  cos 3 x  5cos x 
10  5 

7
= 5 x sin 3x  3cos 3x  25cos x
50

Example 5: Solve (𝐷2 + 9)𝑦 = 4 𝑒 𝑥 𝑥 𝑠𝑖𝑛𝑥

D 2
 9 y = 4  e x x sin x

= c1 cos3x  c2 sin 3x
C.F.

1
= x
P.I.   D

1
= 4e x  x  sin x
D 92

35
[Link]. Avinash Khambayat

1
4 e x   x sin x 
= D 9
2

D  D 1

1
= 4x  x sin x 
 D  1 9
2

1
= 4e x x sin x
D  2 D  10
2

 2D  2  1 sin x
= 4e x  x  2 
 D  2 D  10  D  2 D  10
2
D  1
2

 2D  2  1
= 4e x  x  2  sin x
 D  2 D  10  2 D  10

 2D  2  2D  9 sin x
= 4e x  x  2
 D  2 D  10  4 D 2  81 D  1
2

 2D  2  2D  9
= 4e x  x  2 sin x
 D  2 D  10  85

 2 D  2   1 
= 4e x  x  2    2 cos x  9sin x 
 D  2 D  10   85 

4 x 
 2 cos x  9sin x 
1
e  2 x cos x  9 x sin x    2 D  2  2
= 85  D  2 D  10 
D 2  1

4 x 
 2 cos x  9sin x 
1
= e  2 x cos x  9 x sin x   2 D  2  
85  2D  9 

4 x  2D  9
e  2 x cos x  9 x sin x   2 D  2    2 cos x  2sin x 
= 85  4 D  81
2

D 2  1

4 x 
e  2 x cos x  9 x sin x   2D  2 
 2D  9 2cos x  9sin x 
=  
85  85 

36
[Link]. Avinash Khambayat

4 x  1 
= e    2 x cos x  9 x sin x   2 D  2   4sin x  18cos x  cos x  81sin x 
85  85  

4 x
= e  2 x cos x  9 x sin x   2 D  2  4sin x  18cos x  18cos x  81sin x 
7225 

4 x
 e  2 x cos x  9 x sin x  8cos x  36sin x  36sin x  162 cos x  8sin x  36 cos x  36 cos x  182sin x 
7225

4 x
= e  2 x cos x  9 x sin x  82 cos x  118sin x 
7225

= C. F. + P. I.
G.S. is y
Exercise: Solve the following

1) D 2
 4 y
= x sin hx

x 2
c1e 2 x  c2 e 2 x  sinh x  cosh x
Ans. 3 9

2) D 2
 2 D  1 y
= xe x sin x

= ex  c1 x  c2   e x  x sin x  2cos x 
Ans. y

3) D 2
 4 y
= x cos x

1
= c1 cos 2 x  c2 sin 2 x   x cos x  2 sin x 
y 3 3 

4)
D 2
 4 y
= x sin hx

x 2
= c1e 2 x  c2 e 2 x  sinh x  cosh x
C.F. 3 9

Example on f(x)= xm sin axOR x m cos ax

1
1 m iax = x m  cos ax  i sin ax 
  D
x e   D

37
[Link]. Avinash Khambayat

1 1
1
x m  cos ax  i sin ax  = x meiax  eiax xm
  D   D   D  ia 

Example 1:Solve (𝐷2 − 9)𝑦 = 𝑥 2 𝑐𝑜𝑠3𝑥

D 2
 1 y = x 2 cos3x

= c1e x  c2 e  x
C.F.

1
= xmv
P.I.   D

1
= R e3ix x 2
D 1
2

1
= [Link] e3ix x2
 D  3i  1
2

1
= [Link] e3ix x2
D  6iD  10
2

 1 1
[Link] e3ix    x2
=  10    D  6 Di  
2

1   
  10 

1
 1    D  6 Di   2
2
= [Link] e   1  
3ix
 x
 10    10 

 1   D  6iD 36i D  2
2 2 2
= [Link] e3ix   1  
100 
x
 10   10

 1   36
 2 
2 6i
= [Link] e3ix    x 2    2 x 
 
10 10 10 100 

1  13  6 
= [Link] e3ix  x 2    i x 
10  25  5 

1  13  6 
= R.P. of cos 3x  i sin 3x   x 2    i x 
10  25  5 

38
[Link]. Avinash Khambayat

1   2 13  i6  2 13  6 
= [Link] cos x  x  25   5 x cos 3x   x  25  sin 3xi  sin 3x  5 x 
10      

Take real part

=
1 

10 

cos x 2  13
25 
6 
 sin 3x  x 
5 

 P. I.
= 
10 

1  2 13
x 
25
6
5
 
cos x  x  sin 3x 

= C. F. + P.I.
G.S. is y
Example 2: Solve(𝐷2 − 2𝐷 + 1)𝑦 = 𝑥 𝑠𝑖𝑛𝑥

D 2
 2 D  1 y = x sin x

= ex c1  c2 x
C. F.

1
= x
P.I.   D

1
= eix x D  Di
D  2D  1
2

ix 1
= Im e x
D  i  2 D  i 1
2

1
= Im e 
ix
x
D  2 1  i  D  2i
2

1
ix  1   1 2
= Im e   1  1  i  D  D  x
 2i   2i 

i
= Im  cos x  i sin x    1  1  i  D  x
2

1
= Im  i cos x  sin x  x  1  i 
2

= 1 x  cos x  1 cos x  1 sin x


 P. I. 2 2 2

39
[Link]. Avinash Khambayat

= C. F. + P. I.
 G. S. is y

Exerciese: Solve the following

1) D 2
 4 y
= x sin 2 x

  x cos x  2 x 2 sin 2 x 
x 1
Ans. c1 cos 2 x  c2 sin 2 x 
8 32

2) D 4
 2 D 2  1 y
= x 2 cos x

x sin x   x 2  9 x 2  cos x
1 3 1
Ans.  c1 x  c2  cos x   c3 x  c4  sin x 
12 48

3) D 2
 4 y
= x sin x

1 2
Ans. c1 cos 2 x  c2 sin 2 x  x sin x  cos x
3 9

Method of variation of parameter:-


Consider second order differential equation.

d2y dy = x,
a 2
 b  cy x be any function of x.
dx dx
Let the complementary function

= Ay1  By2
C. F.

= uy1  vy2
P.I.

 y2 x yx
Where u
=  W
dx & v   1 dx
w

y1 y2
=  y1 y12  y2 y11
Where W y1 y2

Called Wranskian constant.

40
[Link]. Avinash Khambayat

Example 1: Using method of variation of parameter,

Solve (𝐷2 + 1)𝑦 = 𝑡𝑎𝑛𝑥

D 2
 1 y = tanx

Given eqn is in the form =


x
  D y

A.E. is   D 
= 0

= 0
D2  1

D
= oi

= c1 cos x  c2 sin x
C.F.

= c1 y1  c2 y2

= cos x, y2  sin x
Where y1

P.I.
= uy1  vy2

= u cos x  v sin x …(1)

 y2 y
u
=  w
 dx & v   1  dx
w

𝑤 = 𝑦1 𝑦2′ − 𝑦2 𝑦1′

sin x  tan x
=  dx
u 1

sin 2 x 1  cos 2 x
=
 cos x dx    cos x dx

=   sec xdx   cos xdx

=  log  sec x  tan x   sin x

cos x  tan x
u
v   1  dx =  1
dx
w

41
[Link]. Avinash Khambayat

sin x
=  cos x  cos xdx
= -cosx

= sin x  log  sec x  tan x   cos x  cos x  sin x


By (1) P. I.

=  cos x  log  sec x  tan x 

= c1 cos x  c2 sin x  cos x  log sec x  tan x 


 G. S. is y

Example 2:Solve (𝐷2 − 4)𝑦 = 𝑒 2𝑥

D 2
 4 y = e2 x

= c1e 2 x  c2 e 2 x
C.F.

= c1 y1  c2 y2

= e 2 x , y2  e 2 x
Where y1

= uy1  vy2
P.I.

= ue 2 x  ve 2 x …(1)

y2 x yx
Where u
=  w
,v   1
w

𝑤 = 𝑦1 𝑦2′ − 𝑦2 𝑦1′
= e2 x  e2 x 2  e2 x e2 x  2

= 2 eo  eo 

= 4

e2 x 2 x
u
=
 4  e dx

1  e4 x  1
=     e4 x
4  4  16

42
[Link]. Avinash Khambayat

e2 x 2 x 1
v
=
 4 e dx  4 x
1 4 x 2 x x 2 x
= e e  e
 P.I. 16 4

1 2 x x 2 x
= e  e
16 4

Example 3: Solve (𝐷2 + 1)𝑦 = 𝑠𝑒𝑐𝑥 𝑡𝑎𝑛𝑥

D 2
 1 y = sec x  tan x

= c1 cos x  c2 sin x
C.F.

= c1 y1  y2 y2

Where y1
= cos x, y2  sin x

= uy1  vy2
& P. I.

y2 y
= j  dx, v   1 dx
Where u w w

= y1 y12  y2 y11  cos 2  sin 2 x  1


W

sin x
=   sec x  tan x
u 1

=   tan 2 x dx

=    sec2 x  1dx

= -tan x + x

v
y1
x =  cos x  sec x  tan x dx
w
=  tan x dx
= log sec x

43
[Link]. Avinash Khambayat

 P.I.
= u cos x  v sin x

=  x  tan x   cos x  logsec x  sin x


= C. F. + P. I.
G. S. is y

2
Example 4: Solve (𝐷2 − 1)𝑦 = 1+𝑒 𝑥

2
d2y =
y 1  ex
dx 2

= c1e x  c2 e  x
C.F.

= c1 y1  c2 y2

= ex , y2  e  x
Where y1

= uy1  vy2
P.I.

= y1 y12  y2 y11  e x  e  x  e x  e  x  2
W

 y2 e x 2
u
=
W  dx    2  1  e x dx

e x
=
 1  e x dx
1
=  e 1  e dx
x x

 By partial fraction method

1 1
= e x

1  ex
dx

e x
 e dx   e x  1  dx
= x

44
[Link]. Avinash Khambayat

= e x  log  e x  1

e x 2
yx
v 1
w
=
 2  1  e x dx

ex
=    log 1  e x 
1 e x

= uy1  vy2
 P. I.

=  e x  log  e x  1  e x  e x log 1  e x 


 

= C. F. + P. I.
 G. S. is y
Example 5: Solve (𝐷2 + 3𝐷 + 2)𝑦 = 𝑒 𝑒𝑥

D 2
 3D  2  y = e ex

= c1e 2 x  c2 e  x
C.F.

= c1 y1  c2 y2

= e 2 x , y2  e  x
Where y1

= uy1  vy2
P.I.

y2 x yx
Where u
=  w
dx, v   1 dx
w

= y1 y12  y2 y11  e 2 x  e  x   e  x  2e 2 x 


w

= e 3x

e  x  ee  e x  e3 x  ee dx
x x
=
 u   3 x dx
e

 e2 x  ee dx
x
=

 ex  ex  ee dx
x
=

45
[Link]. Avinash Khambayat

= t
Put e x
 D. w. r. t. x

dt 𝑑𝑡
ex   dx =
dx 𝑒𝑥

dt
=   t  t et 
t

=   t et dt

=  t et  et 
by part rule

ee  ex 1
x
=

e 2 x  ee e
x
 ee dx
x
x
=
v  dx
e 3 x

ee  e
f  x
f  x  dx  ef  x  
x
=

ee  e x  1 e2 x  ee  e x
x x
=
 P. I.

ee  e2 x
x
=

= C.F. + P. I.
 G. S. is y
`

Exercise: Solve the following

1
1) D 2
 1 y
=
1  sin x

Ans.  tan x  sec x  x   cos x  sin x  log 1  tan x 

2) D 2
 1 y
= 1  e   x 1

46
[Link]. Avinash Khambayat

 log 1  e  x  e x  e x  1  log  e x  1   e x


1 1
=
Ans. y 2 2

e3 x
3) D 2
 6D  9 y
=
x2

Ans. y
=  c1x  c2  e3x  e3x 1  10 yx

4) D 2
 1 y
= 3x  8cot x

= c1 cos x  c2 sin x  3x  8sin x log  cos ec  cot x 


Ans. y

5) D 2
 2D  y
= e x  sin x

ex
Ans. y
= c1  c2 e2 x  sin x
2

6) D 2
 1 y
=  x  cot x 

= c1  cos x  c2 sin x  x  sin x log  cos ecx  cot x 


Ans. y

7) D 2
 2D  2 y
= e x  tan x

= ex  c1 cos x  c2 sin x   e x cot x log  sec x  tan x 


Ans. y

8) D 2
 1 y
= x sin x

x x2
Ans. y
= c1 cos x  c2 sin x  sin x  cos x
4 4

Cauchy’s Homogeneous linear differential equations


An equation of the form
n 1
dny n 1 d y dy
an x n n
 a n 1 x n 1
 ...  a1 x  a 0 y  f ( x) …(1)
dx dx dx

Where ai’s are constants and 𝑥 is any function of 𝑥 is called Cauchy’s homogeneous
linear differential equation.

To equation (1) in to linear differential equation with constant coefficient, we


substitute.

47
[Link]. Avinash Khambayat

𝑥=e
z
or z  log x

dy = Dy
x
dx
d2y = D  D 1 y
x2
dx 2
d3y = D  D 1 D  2 y
x3
dx 4
and so on.

d2y dy
Example 1: Solve x
2
2
 2 x  4 y  x 2  2log x …(1)
dx dx

Given equation is cauchy’s L. D. E.

= ez
Put 𝑥
= log x
z

d2y
We have x
dy = Dy, x 2  D  D  1 y
dx dx 2

Putting these value in the equation (1)

D  D 1  2Dy  4 y = e2 z  2 z

 D 2  D  2 D  4  y = e2 z  2 z

 D 2  3D  4  y = e2 z  2 z

This is in the form   D  y


= f(z)

A. E. is   D 
= 0

= 0
 D 2  3D  4

  D  4 D  1 = 0

= -1, 4
D

= c1e z  c2e4 z
C. F.

48
[Link]. Avinash Khambayat

 c2  e z 
1 4
= c1 z
e

c1
=  c2 x 4
x

1
= F  z
P.I.   D

1
= e 2 z  2 z 
D  3D  4
2

1 1
e2 z  2 2z
= D  3D  4
2
D  3D  4
D2

1 1
e2 z   2z
= 4  3D  4   D 2  3D  
4 1   
  4 

1
1 1 2 z 1   D 2  3D  
=  e  1     z
3 D 2  4 

1 e2 z 1  D 2  3z  D 2  3z  
2

=   1    z
3 2 2 4  4  

1 1 1 1 
=  e 2 z   z   3   0  
6 2 4 16 

1 1 3
=  e2 z   z  
6 2 4

but x
= e z  z  log x

1 1 3
=  x 2  log x  
P.I. 6 2 4

= C.F. + P. I.
 G.S. is y

49
[Link]. Avinash Khambayat

d2y dy
Example 2: Solve x
2
2
 x  y  x log x. …(1)
dx dx

Given equation is cauchy’s linear D. E.

Put x
= e z  z  log x

dy = Dy
 put x
dx
d2y = D (D – 1) y
x2
dx 2
Equation (1) becomes

D  D  1 y  Dy  y = ez  z

  D 2  D  D  1 y = ez  z

 D 2  2 D  1 y = ez  z

It is in the form   D  y  F  z 

 A. E. is   D 
= 0

= 0
 D 2  2 D  1

  D  1
2 = 0

= 1, 1
D

= e z c1 z  c2 
 C.F.

1 1 ez  z
= F  z  2
P.I.   D D  2D  1 D  D  1

1
= ez  z
 D  1  2  D  1  1
2

1
= ez  z
D  2D  1  2D  2  1
2

50
[Link]. Avinash Khambayat

1
= ez z
D2

= C.F. + P.I.
 G.S. is y

d2y dy
Example 3: Solve x 2
 3x 2
3
 xy  sin  log x 
dx dx

divied by x

1
x3d2y
 3x 2
dy
y
= sin  log x  …(1)
dx 2
dx x

This is cuachy’s linear D. E.

dy = Dy
We have x
dx
d2y 2 = D (D – 1) y
x
dx 2
 Equation (1) becomes,

1
 D  D  1 y  3Dy  y  =
ez
sin Z

 D 2  D  3D  1 y = e z  sin z

 D 2  2 D  1 y = e z  sin z

it is in the form   D  y


= F(z)

A.E. is   D 
= 0

  D 2  2 D  1 = 0

  D  1
2 = 0

= -1, -1
D

= e z c1 z  c2 
 C.F.

51
[Link]. Avinash Khambayat

1
=  c1 log x  c2 
x

1 1
F  z  2 e  sin z
P.I.
=   D D  2D  1
D  D 1

1
= e z sin 2
 D  1  2  D  1  1
2

1
= e z sin 2
D  2D  1  2D  2  1
2

1
= e z sin z
D2

= e  z sin z

1 1
=  z
sin z   sin  log x 
e x

G.S. is y = C. F. + P. I.

d3y  1
2
2 d y
Example 4: Solve x  2x
3
 2 y  10  x   …(1)
 x
3 2
dx dx

Equation (1) is cauchy’s homogeneous linear D. E.

Put 𝑥
= e z  z  log x

x2d 2 y
We have x
dy = Dy,  D  D  1 y
dx dx 2

d3y = D  D 1 D  2 y
x3
dx3
 Equation (1) becomes,

 1
 D  D  1 D  2   2 D  D  1 y  2 y  = 10  e z  z 
 e 

  D3  D 2  2  y = 10  e z  e  z 

52
[Link]. Avinash Khambayat

It is in the form   D  y
= F(z)

 A.E. is   D  o  D3  D 2  2  0
=

D
= 1,1  i

= c1e z  e z  c2 cos z  c3 sin z 


 C.F.

c1
=  x c2 cos  log x   c3 sin log x 
x

1
= F  z
P.I.   D

10  e z  e  z 
1
=
D D 2
3 2

 1 1 
10  3 ez  3 e z 
D  D  2 D D 2 
2 2
=
D 1 D  1

1 1 
= 10  e z  e  z  case of failure
2 1  1  2 

1 1 
10  e z  z  2  ez 
= 2 3D  2 D 
D  1

1 1 z 
= 10  e z  z e 
2 3 2 

 ez z 
= 10   e z 
2 5 

 x log x 1  1
= 10      5 x  2 log x 
2 5 x x

= C. F. + P. I.
G.S. is y

53
[Link]. Avinash Khambayat

Exercise:Solve the following

d2y dy = x4
1) x
2
2
 2x  4 y
dx dx
c1 1
=  c2 x 4  x 4 log x
Ans. y x 5

d2y dy = log x
2) x
2
2
 2x
dx dx
c2 1
c1    l o g x   log x
2
=
Ans. y x 2

d3y 2
2 d y dy = x3 log x
3) x
3
3
 3 x 2
x
dx dx dx
x3
c1  c2 log x  c3  log x    log x  1
2
=
Ans. y 27

d3y 2
3 d y dy = 1
4) x
4
3
 2 x 2
 x 2  xy
dx dx dx
1 1
Ans. y
=  c1 log x  c2  x  c3  log x
x 4x

12 log x
d 2 y 1 dy =
5)  x2
dx 2 x dx
= c1 log x  c2  6log x
Ans. y

Legendre’s Differential equation: A differential equation of the form

n 1
dny n 1 d y dy
a0 (ax  b)n n
 a1 ( ax  b ) n 1
 .......  an 1 (ax  b)  an y  f ( x )
dx dx dx

where an , an1 ,......, a1 , a0 are constant is called the Legendre’s differential equation. By
substituting ax  b  e
z

54
[Link]. Avinash Khambayat

dy
 ax  b   aDy
dx
2
2 d y
 ax  b  2  a 2 D  D  1 y
dx
3
3 d y
 ax  b  3  a3 D  D  1 D  2  y
dx
and so on
𝑑2 𝑦 𝑑𝑦
Example1 Solve(1 + 𝑥 )2 𝑑𝑥 2 + (1 + 𝑥 ) 𝑑𝑥 + 𝑦 = 2𝑠𝑖𝑛(log(1 + 𝑥))

Put 1 + 𝑥 = 𝑒 𝑧

𝑑𝑦 𝑑2𝑦
𝑧 = log(1 + 𝑥 ) , (1 + 𝑥 ) = (1)𝐷, (1 + 𝑥 )2 2 = (1)𝐷(𝐷 − 1)
𝑑𝑧 𝑑𝑥
Given equation becomes,

D (D-1)y+D y+ y=2sinz

(𝐷2 + 1)𝑦 = 2𝑠𝑖𝑛𝑧

C .F.= Acosz + Bsinz


1
𝑃. 𝐼. = (𝐷2+1) 2 𝑠𝑖𝑛𝑧, (𝐷2 → −1 )

2𝑠𝑖𝑛𝑧
= (−1+1) , 𝑐𝑎𝑠𝑒 𝑜𝑓 𝑓𝑎𝑖𝑙𝑢𝑒𝑟

1
=𝑧 2 𝑠𝑖𝑛𝑧
2𝐷

= −𝑧𝑐𝑜𝑠𝑧

Genral solution is ,y = C.F.+P.I

𝑦 = 𝐴𝑐𝑜𝑠𝑧 + 𝐵𝑠𝑖𝑛𝑧 − 𝑧𝑐𝑜𝑠𝑧

𝑦 = 𝐴𝑐𝑜𝑠(log(1 + 𝑥 )) + 𝐵𝑠𝑖𝑛(log(1 + 𝑥 )) − (log(1 + 𝑥 ))𝑐𝑜𝑠(log(1 + 𝑥 ))

Exercise
𝑑2 𝑦 𝑑𝑦
1 Solve(1 + 𝑥 )2 𝑑𝑥 2 + (1 + 𝑥 ) 𝑑𝑥 + 𝑦 = 4𝑐𝑜𝑠(log(1 + 𝑥))
𝑑2 𝑦 𝑑𝑦
2 Solve(1 + 𝑥 )2 𝑑𝑥 2 + (1 + 𝑥 ) 𝑑𝑥 + 𝑦 = (2𝑥 + 3)(2𝑥 + 4)
𝑑2 𝑦 𝑑𝑦
3 Solve(2𝑥 + 1)2 𝑑𝑥 2 − 6(2𝑥 + 1) 𝑑𝑥 + 16𝑦 = 8(2𝑥 + 1)2
𝑑2 𝑦 𝑑𝑦
4 Solve(𝑥 + 1)2 𝑑𝑥 2 + (𝑥 + 1) 𝑑𝑥 − 𝑦 = 2 log(𝑥 + 1) + 𝑥 − 2

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[Link]. Avinash Khambayat

Multiple Choice Questions

1. Complementry solution for the differential equation  D 2  9  y  0 is


A]c1 sin 3x  c2 sin 3x B ]c1 cos 3x  c2 sin 3x
c]c1 sin 3x  c2 sin 3x B ]c1e 3 x  c2e3 x
2. Complementry solution for the differential equation  D 2  D  2  y  0 is
A]c1e x  c2e2 x B]c1 cos x  c2 sin 2 x
C ]c1e2 x  c2e x D]c1 sin x  c2 sin 2 x
3. Complementry solution for the differential equation  D 2  1 y  0 is
A]c1 cos x  c2 sin x B]c1 sin x  c2 cos x
x
c]c1e  c1e
x
D]c1e  c2e  x
x

1 ax
4. Perticular integral e ,  (a)  0 is
 ( D)

1 ax 1 ax
A] e B]x e
 (a)  (a)
1 1
c] eax B] eax
 (a )
2
 (a)

5. Perticular integral  D 2  4 D  3 y  e3 x is


 x 3 x x
A] e B ] e3 x
2 2
 x 3x x
c] e B] e 3 x
2 2
6. Perticular integral  D 2  D  1 y  x3  3x 2  1 is
A] x 2  6 x  5 B]x 2  6 x  5
c]x 3  6 x  5 B]x 3  6 x  5
7. Perticular integral  D 2  7 D  6  y  e2 x 1  x  is

 e2 x  17  e2 x  17 
A]  x   B ]  x 
12  12  12  12 
e 2 x  17  e 2 x  17 
c] x  B] x 
12  12  12  12 

8. Perticular integral  D3  D  y  cos x is

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[Link]. Avinash Khambayat

x cos x x sin x
A] B]
2 2
 x cos x x sin x
c] B]
2 2
9. Perticular integral  D 2  7 D  6  y  e2 x is

e2 x e2 x
A] B]
4 2
2 x
e e 2 x
c] B]
4 4

10. Perticular integral  D 2  1 y  e x  x3 is


1 x 3 1
A] xe  x  6 x B ] xe x  x 3  6 x
2 2
1 1
c] xe x  x 3  6 x B ] xe x  x 3  6 x
2 2
e3 x
11. Wronskian value for  D 2  6 D  9  y  is
x2

A] e6 x B]  e6 x
c]e6 x B]none
1
e ax
  D
[Link] Integral for is

1 1
A] e ax B]x e ax
  a   a
1 1
C] e ax D] e ax
 a 
2
 a

*********************************************
*

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[Link]. Avinash Khambayat

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Common questions

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To find the particular integral (P.I.) for \(2D^2y - Dy = \,\sin 5x\), we substitute \(D = i5\) into \(2D^2 - D\) resulting in \(2(-25) - 5i = -50 - 5i\). The P.I. is then found by dividing \(\sin 5x\) by \(-50 - 5i\), and simplifying the expression using complex algebra .

The characteristic equation \((D^2 - D + 1) = 0\) yields complex roots \(D = \frac{1}{2} \pm \sqrt{3}i/2\). This gives a complementary function \(C.F. = e^{x/2}(c_1 \cos(\sqrt{3}/2 x) + c_2 \sin(\sqrt{3}/2 x))\). For the particular integral (P.I.) of \(e^{2x}\), substitute \(D = 2\) into \(D^2 - D + 1\), resulting in an adjusted P.I. by introducing exponential adjustments to the function .

The general solution involves first solving \(2D^2 + aD = 0\) for its characteristic roots. This yields \(D = 0\) and \(D = -\frac{a}{2}\), giving the complementary function \(C.F. = c_1 + c_2 e^{-ax/2}\). The particular integral (P.I.) is determined using operators, substituting \(D = ai\) into \(2D^2 + aD\), and simplifying the expression \(\cos ax\) in terms of \(D^2+aD\) using trigonometric identities and operator division .

Using \(D + 1\) alters the operating framework of the differential equation by translating the spectrum or shifting the function being evaluated by negating each derivative by a factor \(e^{-x}\). This translates the axis of calculation and thus integrates in a way that multiplies each exponential evaluation by \(e^x\), effecting a spatial shift in the solution landscape .

The Legendre transformation is used to handle complex differential equations, particularly those with variable coefficients, by re-expressing the equation in terms of a different variable, simplifying the solution path. This transformation involves changing variables so that the function satisfies new differential relationships, making use of the orthogonal properties of Legendre polynomials to systematically adjust and calculate solutions in terms of a solvable base function linkage .

When solving \((D+1)^2 y = 0\), the auxiliary equation is \((D+1)^2 = 0\) with a repeated root \(D = -1\). This leads to a complementary function \(C.F. = (c_1 + c_2 x) e^{-x}\), where the solution is adapted to account for the root multiplicity by introducing the polynomial term \(c_2 x\).

The characteristic equation of \((D^2 + 4)y = 0\) is \(D^2 + 4 = 0\). This gives the roots \(D = \pm 2i\), which are complex conjugates. Therefore, the complementary function is expressed as \(C.F. = c_1 \cos 2x + c_2 \sin 2x\) using exponential solutions that account for imaginary roots .

The auxiliary equation derived from \((D^2 + 3D + 2) = 0\) is \((D+1)(D+2) = 0\), with roots \(D = -1\) and \(D = -2\). These roots provide the complementary function \(C.F. = c_1 e^{-x} + c_2 e^{-2x}\). The general solution of the differential equation is formed by adding this complementary function to the particular integral of the non-homogeneous part \(\sin 3x\).

First, solve the characteristic equation \(D^2 - 2D + 2 = 0\) for the roots \(D = 1 \pm i\). This provides the complementary function \(C.F. = e^x(c_1 \cos x + c_2 \sin x)\). The particular integral \(P.I.\) is obtained by substituting \(x^2\) into the operator modification technique that compensates for polynomial variance using repeated derivatives, usually involving reducing techniques through successive differentiation .

Failure in finding a legitimate particular integral occurs when the non-homogeneous part of an equation is a solution of the complementary function, creating a resonance condition. This is addressed by multiplying the non-homogeneous part by \(x\) to raise its order, which eliminates degeneracy and allows the calculation of the particular integral .

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