Ordinary Differential Equations

Module 5, Part I

Definition: A differential equation is said to be linear in the dependent variable y

and its derivatives if y and all its derivatives occur only to the first power and are not
multiplied together.

25
General form of an nth -order linear differential equation:

20
dn y d n−1 y d n−2 y dy

al
n
+ p 1 (x) n−1
+ p 2 (x) n−2
+ · · · + pn−1 (x) + pn (x) y = r(x).
dx dx dx dx

op
Dn y + p1 (x)Dn−1 y + p2 (x)Dn−2 y + · · · + pn−1 (x)Dy + pn (x)y = r(x),

Bh
d
where D = .

IT
dx
ˆ If r(x) = 0, the equation is called homogeneous. II
I-
ˆ If r(x) ̸= 0, the equation is called non-homogeneous.
ics

ˆ In operator form, L[y] = r(x), where

at
em

L = Dn + p1 (x)Dn−1 + p2 (x)Dn−2 + · · · + pn (x).

h
at

Definition: A linear differential equation is said to have constant coefficients if

M

all coefficients of the derivatives are constants.

g

Standard form:
in
er

(an Dn + an−1 Dn−1 + · · · + a1 D + a0 )y = f (x),

ne

where an , an−1 , . . . , a0 are constants.

gi
En

ˆ For the homogeneous case, f (x) = 0:

V:

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

CK

General Form The general second–order linear differential equation with constant
coefficients is
d2 y dy
a 2 +b + c y = f (x),
dx dx
where a, b, c are constants.
When f (x) = 0, the equation becomes homogeneous:
d2 y dy
a2
+b + c y = 0.
dx dx
Dividing through by a (if a ̸= 0):
d2 y dy b c
+ p + q y = 0, where p = , q = .
dx2 dx a a
1
1. Linear Differential Equations of Second Order with Constant
Coefficients
The general form of the linear differential equation of second order is

d2 y dy
2
+P + Qy = R,
dx dx
where P and Q are constants and R is a function of x or a constant.
The symbol D stands for the operation of differentiation, i.e.,

dy d2 y
Dy = , D2 y = .
dx dx2

25
20
1 1
The operator stands for the operation of integration, and 2 stands for the oper-
D D

al
ation of integration twice.

op
Therefore, the given equation

Bh
d2 y dy
+ P + Qy = R

IT
dx2 dx
can be written in the operator form as II
I-
ics

D2 y + P Dy + Qy = R,
at

or equivalently,
em

(D2 + P D + Q) y = R.
h
at

Let us consider a linear differential equation of the first order

M

dy
g

+ P y = Q. (1)
in

dx
er

Its solution is
ne

R
Z R
P dx P dx
ye = Qe dx + C,
gi
En

or equivalently, Z
V:

R R R
− P dx − P dx P dx
y = Ce +e Qe dx.
CK

Let R R
Z R
− P dx − P dx P dx
u=e , v=e Qe dx.

Then y = cu + v, where c is an arbitrary constant.

(i) Complementary RFunction
Differentiating u = e− P dx with respect to x,
du R
= −P e− P dx = −P u,
dx
or
du d(cu)
+ Pu = 0 ⇒ + P (cu) = 0.
dx dx

2
 dy
+ P y = 0.
dx
Hence, cu is the solution of the differential equation whose R.H.S. is zero. cu is known
as complementary function.
(ii) Particular Integral
R R
Differentiating v = e− P dx Qe P dx dx with respect to x,
R

Z
dv R
− P dx
R dv
= −P e Qe P dx dx + Q ⇒ = −P v + Q,
dx dx
or
dv

25
+ P v = Q.
dx

20
This shows that y = v is the solution of the non-homogeneous equation

al
op
dy
+ P y = Q.

Bh
dx

IT
1.1. Interpretation of the Complete Solution
II
The solution of the differential equation (1), consisting of two parts:
I-
ics

y = cu + v.
at

ˆ The term cu is the solution of the differential equation whose right-hand side is
em

zero. It is called the Complementary Function (C.F.).

h
at

ˆ The term v is free from any arbitrary constant and represents the Particular
M

Integral (P.I.).
g
in
er

Complete Solution = C.F. + P.I.

ne
gi
En

1.2. Method for Finding the Complementary Function

(1) In finding the complementary function, the R.H.S. of the given equation is replaced
V:

by zero. Thus, for the equation

CK

d2 y dy
2
+P + Qy = 0, (1)
dx dx
we find the C.F.
(2) Let y = C1 emx be the complementary function.
Putting these values in (1):

dy d2 y
= C1 memx , = C1 m2 emx .
dx dx2
Substituting,
C1 emx (m2 + P m + Q) = 0.

3
Hence,
m2 + P m + Q = 0
is called the Auxiliary Equation.
Case I: Roots Real and Distinct
If m1 and m2 are the distinct real roots of the auxiliary equation

m2 + P m + Q = 0,

then the complementary function is

yc = C1 em1 x + C2 em2 x .

25
Case II: Roots Real and Equal

20
If both roots are equal, i.e., m1 = m2 = m, then the complementary function is of the
form

al
yc = (C1 + C2 x)emx .

op
Bh
Case III: Complex conjugate roots
That is if roots are m = α ± iβ

IT
yc = eαx C1 cos βx + C2 sin βx .
II
I-

Working Rule for Finding the Complementary Function

ics
at

ˆ Write the equation in standard form:

em

d2 y dy
h

+ p + q y = 0.
at

dx2 dx
M

ˆ Form the auxiliary equation:

g
in

m2 + pm + q = 0.
er
ne

ˆ Find the roots m1 , m2 .

gi
En

ˆ Write the complementary function (yc ) depending on the nature of the roots:
V:

– Distinct real roots: yc = C1 em1 x + C2 em2 x .

CK

– Repeated root: yc = (C1 + C2 x)emx .

– Complex roots: yc = eαx (C1 cos βx + C2 sin βx).

Examples for Homogeneous Equations

Example 1: y ′′ − 5y ′ + 6y = 0 ⇒ (r − 2)(r − 3) = 0

yc = C1 e2x + C2 e3x .

Example 2: y ′′ − 4y ′ + 4y = 0 ⇒ (r − 2)2 = 0

yc = (C1 + C2 x)e2x .

4
Example 3: y ′′ + 9y = 0 ⇒ r = ±3i
yc = C1 cos 3x + C2 sin 3x.

Example: y (4) − a4 y = 0
Step 1: Operator Form
(D4 − a4 )y = 0.
Step 2: Auxiliary (Characteristic) Equation
m4 − a4 = 0 ⇒ (m2 − a2 )(m2 + a2 ) = 0.
Hence,
m = ±a, ±ia.

25
Step 3: Complementary Function (C.F.) The four linearly independent solutions

20
are:

al
eax , e−ax , cos ax, sin ax.

op
Therefore,

Bh
y = C1 eax + C2 e−ax + C3 cos ax + C4 sin ax.

IT
Example: y (3) − 9y ′′ + 23y ′ − 15y = 0
ˆ Operator Form
II
I-
(D3 − 9D2 + 23D − 15)y = 0.
ics

ˆ Auxiliary Equation
at

m3 − 9m2 + 23m − 15 = 0.
em

Check for rational root m = 1 satisfies the equation. Divide by (m − 1)

h
at

m3 − 9m2 + 23m − 15 = (m − 1)(m2 − 8m + 15) = 0.

M
g

⇒ (m − 1)(m − 3)(m − 5) = 0.
in
er

ˆ Roots
ne

m = 1, 3, 5.
gi

ˆ Complementary Function
En

y = C1 ex + C2 e3x + C3 e5x .
V:
CK

Example: Solve
d2 y dy
2
+ 4 + 5y = 0,
dx dx
2
dy dy
with the conditions y(0) = 2 and = 2 at x = 0.
dx dx
The complementary function (general solution) is

yc (x) = e−2x C1 cos x + C2 sin x

where C1 , C2 are arbitrary constants.

Particular solution Applying the given initial conditions yields the particular solution

y(x) = 2e−2x cos x + sin x .

5
2. Particular Integral (P.I.) — f (x) ̸= 0
Non-homogeneous second–order linear differential equation For a non-homogeneous
second–order linear differential equation with constant coefficients,

d2 y dy
2
+p + q y = f (x),
dx dx
where p and q are constants and f (x) is a given function of x.
d
Let D = . Then the above equation can be written compactly as
dx
(D2 + pD + q)y = f (x).

25
20
The complete solution of this equation is

al
y = y c + yp ,

op
Bh
where:

ˆ yc is the complementary function (C.F.), obtained from the homogeneous part,

IT
ˆ yp is the particular integral (P.I.), given by II
I-
1
ics

yp = f (x), where P (D) = D2 + pD + q.

P (D)
at
em

Working Rule for Finding the Particular Integral (P.I.)

h
at

To find the particular integral yp in the non-homogeneous equation

M

d2 y dy
g

+p + q y = f (x),
in

dx 2 dx
er
ne

proceed as follows:
gi

ˆ Write the equation in operator form:

En

P (D)y = f (x), where P (D) = D2 + pD + q.

V:
CK

ˆ Compute
1
yp = f (x).
P (D)

ˆ Apply the operator rules appropriate to the form of f (x) (e.g. exponential, trigono-
metric, or polynomial).

ˆ If P (a) = 0 (Required some steps)

ˆ The general solution is y = yc + yp .

6
Case (i): f (x) = eax
We have
P (D)y = eax .
Then the particular integral is
1 ax
yp = e .
P (D)
Since Deax = aeax , we get
P (D)eax = P (a)eax .
Hence,
eax
if P (a) ̸= 0.

25
yp = ,
P (a)

20
If P (a) = 0, then

al
eax

op
yp = x · .
P ′ (a)

Bh
If also P ′ (a) = 0, then

IT
eax
yp = x2 · .
P ′′ (a) II
I-
(These are called resonance cases, when the operator has a repeated root a of multi-
ics

plicity 1 or 2.)
at

Example: y ′′ + 3y ′ + 2y = e2x Operator form

em

(D2 + 3D + 2)y = e2x .

h
at
M

Hence, P (D) = D2 + 3D + 2.
Complementary Function (C.F.)
g
in

r2 + 3r + 2 = 0 ⇒ (r + 1)(r + 2) = 0.
er
ne

yc = C1 e−x + C2 e−2x .
gi
En

Particular Integral (P.I.)

V:

1 2x 1 2x
yp = e = e , P (2) = 22 + 3(2) + 2 = 12.
CK

P (D) P (2)
1 2x
yp = 12
e .
General Solution
y = C1 e−x + C2 e−2x + 1 2x
12
e .
Example: y ′′ − 4y ′ + 4y = e3x Step 1: Operator Form

(D2 − 4D + 4)y = e3x , P (D) = D2 − 4D + 4.

Step 2: Complementary Function (C.F.)

r2 − 4r + 4 = 0 ⇒ (r − 2)2 = 0.

7
Repeated root r = 2:
yc = (C1 + C2 x)e2x .
Step 3: Particular Integral (P.I.)

1 3x e3x
yp = e = , P (3) = 32 − 4(3) + 4 = 1.
P (D) P (3)

yp = e3x .
General Solution
y = (C1 + C2 x)e2x + e3x .

Case II: Trigonometric Function f (D2 ) sin ax or f (D2 ) cos ax

25
20
Rule:
1 sin ax 1 cos ax

al
sin ax = and cos ax = .

op
2
f (D ) f (−a2 ) 2
f (D ) f (−a2 )

Bh
Proof:
D(sin ax) = a cos ax, D2 (sin ax) = −a2 sin ax.

IT
Thus,
II
D4 (sin ax) = D2 (D2 sin ax) = D2 (−a2 sin ax) = (−a2 )2 sin ax,
I-
and in general,
ics

(D2 )n sin ax = (−a2 )n sin ax.

at
em

Hence,
f (D2 ) sin ax = f (−a2 ) sin ax.
h
at

Special Cases:
M

ˆ If f (−a2 ) = 0, the above rule fails. Then

g
in

1 sin ax
er

sin ax = x .
f (D2 ) f ′ (−a2 )
ne
gi

ˆ If f ′ (−a2 ) = 0, then
En

1 sin ax
sin ax = x2 ′′ .
V:

2
f (D ) f (−a2 )
CK

d
Example: y ′′ + y = sin 2x Operator form. Let D = . The equation is
dx
P (D)y = (D2 + 1)y = sin 2x.

Complementary function (C.F.)

Auxiliary equation: r2 + 1 = 0 ⇒ r = ±i. Hence

yc = C1 cos x + C2 sin x.

Particular integral (P.I.)

Thus
sin 2x sin 2x
yp = = = − 13 sin 2x.
P (−4) −3

8
General solution
y = C1 cos x + C2 sin x − 13 sin 2x.
Example 55: Solution of a Higher–Order Equation Example 55. Solve:

d3 y d2 y dy
3
− 3 2 + 4 − 2y = ex + cos x
dx dx dx
Solution. Given:
(D3 − 3D2 + 4D − 2)y = ex + cos x
A.E. is m3 − 3m2 + 4m − 2 = 0
⇒ (m − 1)(m2 − 2m + 2) = 0 ⇒ m = 1, 1 ± i

25
∴ C.F. = C1 ex + ex (C2 cos x + C3 sin x)

20
al
op
P.I. =
1 1

Bh
ex + cos x
(D − 1)(D2 − 2D + 2) D3 − 3D2 + 4D − 2

IT
1 1
= ex + cos x
(D − 1)(1 − 2 + 2) II
(−1)D − 3(−1)2 + 4D − 2
I-
1 1 3D − 1
= ex + cos x = ex · x + cos x
ics

(D − 1) 3D + 1 9D2 − 1
at

(−3 sin x − cos x) 1

= ex · x + = ex · x + (3 sin x + cos x)
em

−9 − 1 10
h

Hence, the complete solution is:

at
M

y = C1 ex + ex (C2 cos x + C3 sin x) + ex x + 1

g

(3 sin x + cos x)
in

10
er
ne

Case (iii): f (x) = xn (Polynomial Type)

gi

General rule:
En

1
xn = [f (D)]−1 xn ,
f (D)
V:

where [f (D)]−1 is expanded by the binomial theorem in ascending powers of D, up to

CK

the order at which further operation on xn vanishes.

That is,
 −1
−1 1 a1 a2 2
[f (D)] = 1 + D + D + ···
a0 a0 a0
  2  
1 a1 a1 − a 0 a2 2
= 1− D+ D − ··· .
a0 a0 a20

Each successive derivative reduces the degree of the polynomial, so only a finite num-
ber of terms are required. Hence, for the differential equation

(D2 + pD + q)y = xn ,

9
the particular integral is obtained as

1
yp = xn = [ (D2 + pD + q)−1 ]xn ,
D2 + pD + q

expanded by the binomial theorem until all higher derivatives vanish.

Example: y ′′ − y = x2
Solution: Operator Form

(D2 − 1)y = x2 , P (D) = D2 − 1.

Complementary Function (C.F.)

25
r2 − 1 = 0 ⇒ r = ±1 ⇒ yc = C1 ex + C2 e−x .

20
Particular Integral (P.I.)

al
1 1

op
yp = x2 = − x2 = −(1 + D2 + D4 + · · · )x2 .
D2 −1 1 − D2

Bh
Since D4 x2 = 0,

IT
yp = −(x2 + D2 x2 ) = −(x2 + 2) = −x2 − 2.
General Solution
II
I-
y = C1 ex + C2 e−x − x2 − 2.
ics

Example: y ′′ − 5y ′ + 6y = x2 + ex (I) Operator Form:

at
em

(D2 − 5D + 6)y = x2 + ex , P (D) = (D − 2)(D − 3).

h
at

Complementary Function (C.F.): Auxiliary equation:

M

r2 − 5r + 6 = 0 ⇒ r = 2, 3.
g
in

Hence
er

yc = C1 e2x + C2 e3x .
ne
gi

Particular Integral (P.I.): By linearity,

En

1 1 1
yp = (x2 + ex ) = x2 + ex .
V:

(D − 2)(D − 3) (D − 2)(D − 3) (D − 2)(D − 3)

CK

For convenience, factorize each term:

1 1 1
= D D
.
(D − 2)(D − 3) 6 (1 − 2
)(1 − 3
)
Now expand each factor by the binomial theorem.
(a) For the polynomial term:
1 D D2 D D2
D D
= (1 + 2
+ 22
+ · · · )(1 + 3
+ 32
+ · · · ).
(1 − 2
)(1 − 3
)

Multiply up to D2 (since higher derivatives of x2 vanish):

   
1 + 2 + 3 D + 2·3 + 4 + 9 D2 .
1 1 1 1 1

10
Simplify:
19 2
1 + 65 D + 36
D .
Thus,
1
x2 = 16 (1 + 56 D + 19 2 2
36
D )x .
(D − 2)(D − 3)
Since Dx2 = 2x, D2 x2 = 2, we get

yp1 = 61 (x2 + 35 x + 19
18
) = 16 x2 + 5
18
x + 19
108
.

(b) For the exponential term:

1 ex
yp2 = ex = = 12 ex .

25
(D − 2)(D − 3) (1 − 2)(1 − 3)

20
Now, the General Solution is given by

al
y = C1 e2x + C2 e3x + 61 x2 + 5 19
+ 21 ex .

op
18
x + 108

Bh
Example: y ′′ + y ′ − 2y = x + sin x Operator Form:

IT
(D2 + D − 2)y = x + sin x, P (D) = D2 + D − 2.

Complementary Function (C.F.): Auxiliary equation:

II
I-
ics

r2 + r − 2 = 0 ⇒ (r + 2)(r − 1) = 0.
at

Hence
em

r = 1, −2, yc = C1 ex + C2 e−2x .
h
at

Particular Integral (P.I.): By linearity of the operator,

M

1 1 1
yp = (x + sin x) = x+ sin x.
g

P (D) P (D) P (D)

in
er

We will find each term separately by expansion and operator rules.

ne

Example: y ′′ + y ′ − 2y = x + sin x (II) (a) For the polynomial term:

gi
En

1 1 1
yp1 = x = D2
x.
D2 + D − 2 −2 (1 + D − )
V:

2 2
CK

Expand by binomial series:

 
D2 −1
(1 + D
2
− 2
) =1− D
2
+ 3
4
D2 + · · ·

(sufficient up to D2 , since higher derivatives of x vanish).

Now apply derivatives:
Dx = 1, D2 x = 0.
Hence
yp1 = − 12 (x − 21 ) = − 12 x + 14 .
(b) For the trigonometric term:
1
yp2 = sin x.
D2 +D−2

11
Since
P (D) = (−1) + D − 2 = D − 3.
Thus,
1 D+3 D+3
yp2 = sin x = sin x = 2 sin x
D−3 (D − 3)(D + 3) D −9
D+3 1
= sin x = (D + 3) sin x
−10 −10
1
=−(cos x + 3 sin x)
10
1 3
= − cos x − sin x.

25
10 10

20
Step 4. General Solution:

al
1 3
y = C1 ex + C2 e−2x − 12 x + 41 −

op
cos x − sin x.
10 10

Bh
Case (iv): f (x) = eax V (x)

IT
When the RHS is of the form eax V (x), II
I-
1 ax 1
e V (x) = eax
ics

V (x).
P (D) P (D + a)
at
em

This is called the shift rule.

Example f (x) = ex sin x Solve y ′′ − 2y ′ + 2y = ex sin x.
h
at

P (D) = D2 − 2D + 2.
M
g

By the shift rule:

in
er

1 1
ne

yp = ex sin x = ex sin x.
P (D + 1) (D + 1)2 − 2(D + 1) + 2
gi
En

Simplify the denominator:

V:

(D2 + 2D + 1) − 2D − 2 + 2 = D2 + 1.
CK

Thus,
1
yp = ex sin x = ex · 12 sin x.
D2 +1
Hence,
y = ex C1 cos x + C2 sin x + 21 sin x .

Solve:
(D2 − 4D + 4)y = x3 e2x
Solution.
(D2 − 4D + 4)y = x3 e2x
A.E. is m2 − 4m + 4 = 0 ⇒ (m − 2)2 = 0 ⇒ m = 2, 2

12
 ∴ C.F. = (C1 + C2 x)e2x
P.I.
1 1
yp = x3 e2x = e2x x3
D2 − 4D + 4 2
(D + 2) − 4(D + 2) + 4
1 x4 5
 
2x 1 3 2x 2x x
=e x = e = e
D2 D 4 20
Hence, the complete solution is:

x5
y = (C1 + C2 x)e2x + e2x
20

25
20
3. Summary

al
op
Summary of Procedure

Bh
1. Write the ODE as P (D)y = f (x).

IT
2. Solve P (r) = 0 to find the C.F.

3. Find the P.I. according to the form of f (x):

II
I-
ics

ˆ f (x) = eax
at

ˆ f (x) = sin ax, cos ax

em

ˆ f (x) = xn
h

ˆ f (x) = eax V (x)

at
M

4. Combine: y = yc + yp .
g
in
er

Note: Binomial Expansion Formulas in Operator Method

ne

1
gi

When evaluating yp = f (x), the operator inverse can often be expanded by the
P (D)
En

Binomial Theorem:
V:

1. Standard Binomial Expansion

CK

n(n − 1) 2 n(n − 1)(n − 2) 3

(1 + x)n = 1 + nx + x + x + ···
2! 3!
Valid when |x| < 1 (for operator calculus, we treat D as small).

2. Operator Form Expansions

(1 − D)−1 = 1 + D + D2 + D3 + · · · ,
(1 + D)−1 = 1 − D + D2 − D3 + · · · ,
(1 − D2 )−1 = 1 + D2 + D4 + D6 + · · · ,
(1 − aD)−1 = 1 + aD + a2 D2 + a3 D3 + · · · .

13
 3. Useful Identity for Operator Inverses
 
1 1 1 1 1
= = − .
D 2 − a2 (D − a)(D + a) 2a D − a D + a
Then expand each term by the binomial series if needed.

Wronskian and Linear Independence

Definition: For two functions y1 (x) and y2 (x), the Wronskian is defined as:
y1 y2
W (y1 , y2 ) = = y1 y2′ − y2 y1′ .
y1′ y2′

25
20
Note:
ˆ If W (y1 , y2 ) ̸= 0 on an interval, then y1 , y2 are linearly independent.

al
op
ˆ If W (y1 , y2 ) = 0 everywhere, then y1 , y2 are linearly dependent.

Bh
IT
4. Method of Variation of Parameters (Second–Order ODE)
Given:
II
I-
y ′′ + P (x)y ′ + Q(x)y = R(x)
ics

Step 1: Solve the homogeneous equation

at
em

y ′′ + P (x)y ′ + Q(x)y = 0
h

and find two independent solutions y1 , y2 .

at

Complementary Function:
M

yc = C1 y1 + C2 y2
g
in

Step 2: Assume a particular integral of the form

er
ne

yp = u1 (x)y1 (x) + u2 (x)y2 (x)

gi

where u1 , u2 are functions to be determined.

En

Integrate to obtain:
V:

Z Z
y2 R(x) y1 R(x)
u1 = − dx, u2 = dx, where
CK

W W
y1 y2
W (y1 , y2 ) = = y1 y2′ − y2 y1′
y1′ y2′
is the Wronskian.
Hence, Particular Integral:
Z Z
y2 R(x) y1 R(x)
yp = −y1 dx + y2 dx
W W
Complete Solution:
Z Z
y2 R(x) y1 R(x)
y = yc + yp = C1 y1 + C2 y2 − y1 dx + y2 dx
W W

14
Remarks, when W = 0
If the Wronskian is zero:
1. The functions y1 , y2 are linearly dependent.

2. The method of variation of parameters fails, since

y2 R(x) y1 R(x)
u′1 = − , u′2 =
W W
become undefined when W = 0.
Example: If y1 = e2x , y2 = 3e2x ,

25
e2x 3e2x

20
W = = 0,
2e2x 6e2x

al
hence y2 = 3y1 ⇒ dependent. Therefore:

op
Bh
W = 0 ⇒ we cannot apply variation of parameters.

IT
Fundamental Theorem II
I-
Theorem: For an nth -order linear homogeneous differential equation
ics
at

an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y ′ + a0 (x)y = 0,

em

where an (x) ̸= 0 and all ai (x) are continuous on an interval I:

h
at

ˆ There exist exactly n linearly independent solutions y1 (x), y2 (x), . . . , yn (x) on I.

M
g

ˆ Their Wronskian
in
er

y1 y2 ··· yn
ne

y1′ y2′ ··· yn′

gi

W (y1 , y2 , . . . , yn ) = .. .. .. ..
. . . .
En

(n−1) (n−1) (n−1)

y1 y2 ··· yn
V:

is nonzero at least at one point in I.

CK

ˆ The general solution is a linear combination:

y(x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x),

where C1 , C2 , . . . , Cn are arbitrary constants.

Hence: The solution space of an nth -order homogeneous linear ODE is n-dimensional.

Example: Apply the Method of Variation of Parameters Solve

d2 y
+ y = tan x.
dx2
15
Solution. We have
(D2 + 1)y = tan x.
Auxiliary equation m2 + 1 = 0 ⇒ m = ±i. Therefore, complimentary function is

y = A cos x + B sin x.

Here,
y1 = cos x, y2 = sin x.
Wronskian:

W = y1 y2′ − y1′ y2 = (cos x)(cos x) − (− sin x)(sin x) = cos2 x + sin2 x = 1.

25
Now for, Particular Integral (P.I.):

20
−y2 R
Z Z
y1 R

al
P.I. = u y1 + v y2 , u= dx, v= dx,
W W

op
Bh
where R = tan x.

IT
− sin x tan x sin2 x
Z Z
u=
1
dx = −
cos x
dx II
I-
1 − cos2 x
Z Z
ics

=− dx = − (sec x − cos x)dx.

cos x
at
em

Hence,
u = sin x − log(sec x + tan x).
h
at

Similarly,
M

Z Z Z
y1 R
v= dx = cos x tan x dx = sin x dx = − cos x.
g

W
in

Therefore,
er
ne

P.I. = u y1 + v y2
gi

= [sin x − log(sec x + tan x)] cos x − cos x sin x

En

= − cos x log(sec x + tan x).

V:
CK

Complete Solution:

y = A cos x + B sin x − cos x log(sec x + tan x).

References

ˆ H. K. Das — Advanced Engineering Mathematics, Chapters 17–19.

ˆ B. S. Grewal — Higher Engineering Mathematics.

ˆ Erwin Kreyszig — Advanced Engineering Mathematics.

ˆ Boyce & DiPrima — Elementary Differential Equations and Boundary Value Prob-
lems.

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