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Ordinary Differential Equations Syllabus

The document outlines the syllabus for Module 4 of BAMAT101, focusing on Ordinary Differential Equations. It covers key concepts such as general and particular solutions, complementary functions, and methods for solving linear second-order ODEs, including the method of undetermined coefficients and variation of parameters. Additionally, it provides examples and problems to illustrate the application of these concepts.
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0% found this document useful (0 votes)
5 views83 pages

Ordinary Differential Equations Syllabus

The document outlines the syllabus for Module 4 of BAMAT101, focusing on Ordinary Differential Equations. It covers key concepts such as general and particular solutions, complementary functions, and methods for solving linear second-order ODEs, including the method of undetermined coefficients and variation of parameters. Additionally, it provides examples and problems to illustrate the application of these concepts.
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

Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.

) and Particular In

BAMAT101

Module:4 Ordinary Differential


Equations
October 16, 2025
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Module 4
• Linear second-order ordinary differential equations with constant
coefficients.
• Solutions of ODE by Method of undetermined coefficients.
• Method of variation of parameters
• Solutions of Cauchy-Euler and Cauchy-Legendre differential equations
• Applications of linear second-order differential equations.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Example
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Linearity
Definition
• The important issue is how the unknown y appears in the equation. A
linear equation involves the dependent variable (y) and its derivatives by
themselves. There must be no ”unusual” nonlinear functions of y or its
derivatives.
• A linear equation must have constant coefficients, or coefficients which
depend on the independent variable (t). If y or its derivatives appear in
the coefficient the equation is non-linear.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Example
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Example
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

General Solution:
The general solution of a differential equation is the family of all possible
solutions containing arbitrary constants. The number of arbitrary constants
equals the order of the differential equation.

dy
Example: =y
dx
The general solution is
y = Cex ,
where C is an arbitrary constant.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Particular Solution:
The particular solution is obtained from the general solution by assigning
specific values to the arbitrary constants, usually determined by initial or
boundary conditions.

dy
Example: = y, y(0) = 2
dx
From the general solution y = Cex , using the condition y(0) = 2 we get

C=2 ⇒ y = 2ex .

Thus, y = 2ex is a particular solution.


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Homogeneous & Non Homogeneous nth order linear differential


equation:
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Linear second order ordinary differential equation (ODE) :


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Complementary Function (C.F.):


The solution of the corresponding homogeneous differential equation is called
the complementary function (C.F.) It contains arbitrary constants and is
obtained using the auxiliary (characteristic) equation.

Particular Integral (P.I.):


A single solution of the non-homogeneous differential equation is called the
particular integral (P.I.) It does not contain arbitrary constants and can be
found using different methods such as the method of undetermined
coefficients or variation of parameters.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Solution of 2nd order ODE with constant coefficients for


homogenous equations:
We consider the homogeneous equation
d2 y dy
2
+ p + qy = 0
dx dx
where p and q are constants. Using the familiar notation of differential
operators:
d 2d2 3d3 ndn
D= , D = 2, D = 3,..., D = n
dx dx dx dx
(D2 + pD + q)y = 0

The Auxiliary equations (A.E.) put D = m


m2 + pm + q = 0 · · · (1)
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Eqn. (1) is called auxiliary equation (A.E.) or characteristic equation of the


D.E. equation quadratic in m, will have two roots in general. There are three
cases.
Case (i): Roots are real and distinct
The roots are real and distinct, say m1 and m2 i.e., m1 ̸= m2 .
Hence, the general solution of eqn. (1) is
y = C1 em1 x + C2 em2 x
where C1 and C2 are arbitrary constants.
Case (ii): Roots are equal
The roots are equal i.e., m1 = m2 = m.
Hence, the general solution of eqn. (1) is
y = (C1 + C2 x)emx
where C1 and C2 are arbitrary constants.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Case (iii): Roots are complex


The roots are complex, say α ± iβ.
Hence, the general solution of eqn. (1) is

y = eαx C1 cos βx + C2 sin βx




where C1 and C2 are arbitrary constants.


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problems:
1. Solve
d2 y dy
− 5 + 6y = 0.
dx2 dx
Solution. Given equation is
(D2 − 5D + 6)y = 0
A.E. is
m2 − 5m + 6 = 0
i.e.,
(m − 2)(m − 3) = 0
i.e.,
m = 2, 3
m1 = 2, m2 = 3
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

∴ The roots are real and distinct.

∴ The general solution of the equation is y = C1 e2x + C2 e3x .

2. Solve
d3 y d2 y dy
3
− 2
− 4 + 4y = 0.
dx dx dx
Solution. Given equation is

(D3 − D2 − 4D + 4)y

A.E. is
m3 − m2 − 4m + 4 = 0
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

m2 (m − 1) − 4(m − 1) = 0
(m − 1)(m2 − 4) = 0
m = 1, m = ±2
m1 = 1, m2 = 2, m3 = −2
∴ The general solution of the given equation is

y = C1 ex + C2 e2x + C3 e−2x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

3. Solve
d2 y dy
+ 8 + 16y = 0.
dx2 dx
Solution. The D.E. can be written as

(D2 + 8D + 16)y = 0

A.E. is
m2 + 8m + 16 = 0
(m + 4)2 = 0
(m + 4)(m + 4) = 0 ⇒ m = −4, −4
∴ The general solution is

y = (C1 + C2 x)e−4x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

4. Solve
d2 y
+ w2 y = 0.
dx2
Solution. Equation can be written as
(D2 + w2 )y = 0
A.E. is
m2 + w 2 = 0
m2 = −w2 = w2 i2 (i2 = −1)
m = ±wi
This is the form α ± iβ where α = 0, β = w.
∴ The general solution is
y = e0x (C1 cos wx + C2 sin wx).
∴ y = C1 cos wx + C2 sin wx.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

5. Solve
d2 y dy
2
+ 4 + 13y = 0.
dx dx
Solution. The equation can be written as

(D2 + 4D + 13)y = 0

A.E. is
m2 + 4m + 13 = 0

−4 ± 16 − 52
m=
2
= −2 ± 3i (of the form α ± iβ)
∴ The general solution is

y = e−2x (C1 cos 3x + C2 sin 3x) .


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problems:
1. Using method of undetermined coefficients, solve the ODE

d2 y dy
2
− 5 + 4y = 5e2x .
dx dx
2. Using method of undetermined coefficients, solve the ODE

d2 y dy
2
+ 4 − 2y = 2x2 − 3x + 6.
dx dx
3. Using method of undetermined coefficients, solve the ODE

d2 y dy
− + y = 2sin3x.
dx2 dx
4. Solve:
y ′′ − 5y ′ + 6y = e2x + e5x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

4. Solve:
y ′′ − 5y ′ + 6y = e2x + e5x .
Solution
Consider the differential equation:

y ′′ − 5y ′ + 6y = e2x + e5x .

Step 1: Solve the Homogeneous Equation First, solve the homogeneous


equation:
y ′′ − 5y ′ + 6y = 0.
A. E is :
m2 − 5m + 6 = 0.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Factoring:
(m − 2)(m − 3) = 0 ⇒ m = 2, m = 3.
Thus, the complementary function is
yc (x) = C1 e2x + C2 e3x .
Step 2: Solve the Non-Homogeneous Equation We now solve
y ′′ − 5y ′ + 6y = e2x + e5x .
This will be done in two parts.
Part 1: Contribution from e2x Since e2x is already part of the
homogeneous solution, we try
yp1 (x) = Axe2x .
Compute derivatives:
′ ′′
yp1 (x) = Ae2x + 2Axe2x , yp1 (x) = 2Ae2x + 4Axe2x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Substitute into the LHS:


′′ ′
yp1 − 5yp1 + 6yp1 = (2Ae2x + 4Axe2x ) − 5(Ae2x + 2Axe2x ) + 6(Axe2x ).

Simplify:
= (2A − 5A)e2x + (4A − 10A + 6A)xe2x ,
= −3Ae2x .
Equating to the RHS e2x , we get

−3Ae2x = e2x ⇒ A = − 13 .

Thus,
yp1 (x) = − 31 xe2x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Part 2: Contribution from e5x Now, for the term e5x , we try

yp2 (x) = Be5x .

Compute derivatives:
′ ′′
yp2 (x) = 5Be5x , yp2 (x) = 25Be5x .

Substitute:
′′ ′
yp2 − 5yp2 + 6yp2 = 25Be5x − 25Be5x + 6Be5x = 6Be5x .

Equating to e5x :
6Be5x = e5x ⇒ B = 61 .
So,
yp2 (x) = 61 e5x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 3: Final Solution The general solution is

y(x) = yc (x) + yp1 (x) + yp2 (x).

That is,
y(x) = C1 e2x + C2 e3x − 13 xe2x + 16 e5x .
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

5. Solve:
y ′′ + 4y = cos(2x).

Solution
Consider the differential equation:

y ′′ + 4y = cos(2x).

Step 1: Solve the Homogeneous Equation First, solve the homogeneous


equation:
y ′′ + 4y = 0.
A. E is :
m2 + 4 = 0 ⇒ m2 = −4 ⇒ m = ±2i.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Thus, the complementary function is

yc (x) = C1 cos(2x) + C2 sin(2x).

Step 2: Solve the Non-Homogeneous Equation We now solve

y ′′ + 4y = cos(2x).

This will be done in two parts.


Since cos(2x) is already part of the homogeneous solution, we multiply our
trial form by x. Thus, we guess a particular solution of the form

yp (x) = Ax cos(2x) + Bx sin(2x),

where A, B are constants to be determined.


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 3: Compute the Derivatives of yp (x)

yp (x) = Ax cos(2x) + Bx sin(2x),

yp′ (x) = A cos(2x) − 2Ax sin(2x) + B sin(2x) + 2Bx cos(2x),


yp′′ (x) = −4Ax cos(2x) − 4A sin(2x) − 4Bx sin(2x) + 4B cos(2x).
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 4: Substitute into the Differential Equation Substituting into


y ′′ + 4y = cos(2x):

− 4Ax cos(2x) − 4A sin(2x) − 4Bx sin(2x) + 4B cos(2x)

+ 4 Ax cos(2x) + Bx sin(2x) = cos(2x).

Simplify:
(−4A sin(2x) + 4B cos(2x)) = cos(2x).
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 5: Equating Coefficients Comparing coefficients:

−4A = 0 ⇒ A = 0,

4B = 1 ⇒ B = 14 .

Thus, the particular solution is

yp (x) = 14 x sin(2x).

The general solution is


y(x) = yc (x) + yp (x),
y(x) = C1 cos(2x) + C2 sin(2x) + 14 x sin(2x).
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Method of Variation of Parameters


Introduction

• The method of variation of parameters is used to find a particular


solution of a non-homogeneous linear differential equation.
• The method of variation of parameters provides a systematic way to find
a particular integral.
• It works for any non-homogeneous term R(x), even when other methods
fail.
• Consider the second-order equation:
d2 y dy
2
+P + Qy = R,
dx dx
where P , Q, and R are functions of x.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Homogeneous Solution

• The corresponding homogeneous equation is:

d2 y dy
2
+P + Qy = 0.
dx dx

• Let f (x) and g(x) be two independent solutions.


• The general solution is:
y = Af + Bg,
where A and B are constants.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Assuming A and B are functions of x


• Assume A = A(x) and B = B(x).
• Then
y = Af + Bg.
Differentiating,
dy
= A′ f + Af ′ + B ′ g + Bg ′ .
dx
• Choose A and B such that

A′ f + B ′ g = 0.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Substituting into the differential equation


• Then
dy
= Af ′ + Bg ′ .
dx
Differentiating again,
d2 y
2
= A′ f ′ + Af ′′ + B ′ g ′ + Bg ′′ .
dx

• Substitute into
d2 y dy
2
+P + Qy = R.
dx dx
• Using u and v satisfy the homogeneous equation, we get:

A′ f ′ + B ′ g ′ = R.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Solving for A′ and B ′


We now have two equations:
(
A′ f + B ′ g = 0,
A′ f ′ + B ′ g ′ = R.

Solving these, we obtain:


Rg Rf
A′ = − , B′ = ,
W W
f g
where W = is the Wronskian of f and g. (i.e) W = f g ′ − gf ′ is the
f ′ g′
Wronskian determinant.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

General Solution

Z Z
Rg Rf
A=− dx, B= dx.
W W

General Solution
General solution = complementary function + particular integral

Hence, the complete solution is:


Z Z
Rg Rf
y = Af + Bg = −f dx + g dx.
W W
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Working rule of Variation of Parameters

• Step 1: Find the complementary function


• Step 2: Assume particular integral yp = Af + Bg
• Step 3: Find the Wronskian (i.e) W = f g ′ − gf ′
• Step 4: Find A and B by integration:
Z Z
Rg Rf
A=− dx, B= dx.
W W

• Step 5: General solution: y = yc + yp


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Note:
• The Wronskian must be non-zero on the interval of interest.
• If W (f, g)(x) ̸= 0, then f and g are linearly independent.
• A zero Wronskian implies dependence, and the method cannot be
applied.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problems

d2 y
1. Solve: + y = csc x
dx2
2. Solve: y ′′ − y = et
d2 y
3. Solve: + 4y = tan 2x
dx2
d2 y
4. Solve: + y = sin x
dx2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

1. Solve by the method of variation of parameters

d2 y
+ y = csc x
dx2
Solution. We have
(D2 + 1)y = csc x

A.E. is
m2 + 1 = 0 ⇒ m2 = −1 ⇒ m = ±i
Hence, the C.F. is given by
yc = C1 cos x + C2 sin x (1)
∴ y = A cos x + B sin x (2)
be the complete solution of the given equation where A and B are to be
found.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

The general solution is


y = Af + Bg
We have
f = cos x, g = sin x
f ′ = − sin x, g ′ = cos x
W = f g ′ − gf ′ = cos x · cos x + sin x · sin x = cos2 x + sin2 x = 1
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Z Z
Rg Rf
A=− B= dx, dx.
W W
Z
A = (−1) dx + C1 ⇒ A = −x + C1
Z
B = cot x dx + C2 ⇒ B = log sin x + C2

yp = −x cos x + sin x log(sin x)

Hence, the complete solution is:

y = yc + yp ,

y = C1 cos x + C2 sin x − x cos x + sin x log sin x


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Practice Problems

d2 y
1. − 4y = e2x
dx2
d2 y dy
2. 2
− 3 + 2y = sin x
dx dx
d2 y
3. + y = sec x tan x
dx2
e3x
4. y ′′ − 6y ′ + 9y = 2
x
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Cauchy–Legendre Linear Differential Equation


An equation of the form:

dn y n−1 d
n−1
y
(ax + b)n n
+ k1 (ax + b) n−1
+ · · · + kn y = X,
dx dx
where k’s are constants and X is a function of x, is called a
Cauchy–Legendre linear differential equation.
Such equations can be reduced to linear equations with constant coefficients
by the substitution:

ax + b = et i.e., t = log(ax + b)
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Transformation Rules
d
Then, if D ≡ , we have:
dt
dy dy dt a dy
= · =
dx dt dx ax + b dt
dy
⇒ (ax + b) = aDy
dx
Also,
d2 y
 
d a dy
=
dx2 dx ax + b dt
a2 dy a2 d2 y
=− +
(ax + b)2 dt (ax + b)2 dt2
a2
 2 
d y dy
= −
(ax + b)2 dt2 dt
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

i.e.,
2
y 2d
2
= a2 D(D − 1)y
(ax + b)
dx
Higher Order Transformations:
Similarly,
d3 y
(ax + b)3 3 = a3 D(D − 1)(D − 2)y
dx
d4 y
(ax + b)4 4 = a4 D(D − 1)(D − 2)(D − 3)y
dx
and so on.
General Rule:
dn y
(ax + b)n = an D(D − 1)(D − 2) · · · (D − n + 1)y
dxn
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Key Steps for Cauchy–Legendre Equations

1. Substitute ax + b = et or t = log(ax + b).


2. Apply transformation rules:
dy
(ax + b) = aDy,
dx
d2 y
(ax + b)2 = a2 D(D − 1)y,
dx2
d3 y
(ax + b)3 3
= a3 D(D − 1)(D − 2)y,
dx
d
where D = .
dt
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Key Steps for Cauchy–Legendre Equations

3. Convert both the RHS and LHS to functions of t.


4. Solve the resulting constant-coefficient differential equation.
5. Convert the solution back to the original variable x.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problem 1

Solve:
d2 y dy
(2x − 1)2
2
+ (2x − 1) − 2y = 8x2 − 2x + 3
dx dx
t
Substitute: 2x − 1 = e ⇒ t = log(2x − 1)

Then:
dy dy d2 y d2 y dy
(2x − 1) =2 , (2x − 1)2 2
= 4 2
−4 .
dx dt dx dt dt
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Substitute and Simplify


Substitute into the original equation:
d2 y dy dy
4 2
− 4 + 2 − 2y = 8x2 − 2x + 3.
dt dt dt
Simplify:
d2 y dy
4 2
− 2 − 2y = 8x2 − 2x + 3.
dt dt

Since et = 2x − 1 ⇒ x = 21 (et + 1),


8x2 − 2x + 3 = 2e2t + 3et + 4.

Hence the transformed equation is


d2 y dy 3
2 2
− − y = e2t + et + 2.
dt dt 2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Homogeneous and Particular Solution


Homogeneous equation:

d2 y dy
2 2
− − y = 0 ⇒ 2m2 − m − 1 = 0,
dt dt
giving m = 1, − 21 .

Complementary Function: yc = c1 e−t/2 + c2 et


Particular Integral(P.I.) using method of undetermined coefficient:
Since et is already a term in yc , we have resonance. Therefore, we choose
the trial particular solution as

yp = Ae2t + Btet + C.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 1: Compute derivatives


yp′ = 2Ae2t + Bet + Btet , yp′′ = 4Ae2t + 2Bet + Btet .

Step 2: Substitute into the equation


2yp′′ −yp′ −yp = 2(4Ae2t +2Bet +Btet )−(2Ae2t +Bet +Btet )−(Ae2t +Btet +C)

Simplify:
2yp′′ − yp′ − yp = 5Ae2t + 3Bet − C.

Step 3: Equate coefficients


5Ae2t + 3Bet − C = e2t + 23 et + 2.

Hence,
5A = 1, 3B = 23 , −C = 2.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Step 4: Solve for constants

A = 15 , B = 12 , C = −2.

Therefore, the particular integral is:

yp = 51 e2t + 12 tet − 2.

Full Solution:

y(t) = C1 e−t/2 + C2 et + 15 e2t + 12 tet − 2.

Step 5: Back to variable x Using et = 2x − 1 and t = ln(2x − 1),

y(x) = C1 (2x − 1)−1/2 + C2 (2x − 1) + 15 (2x − 1)2 + 21 ln(2x − 1)(2x − 1) − 2.


Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problem 2

Solve:
d2 y dy
(1 + x)2 2
+ (1 + x) + y = 2 sin[log(1 + x)].
dx dx

Let 1 + x = et ⇒ t = log(1 + x), then

d2 y d2 y dy dy dy
(1 + x)2 = − , (1 + x) = .
dx2 dt2 dt dx dt
Substituting:
d2 y
+ y = 2 sin t.
dt2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Homogeneous and Particular Solution


Homogeneous part:
d2 y
+ y = 0 ⇒ m2 + 1 = 0,
dt2
Complementary Function: yc = c1 cos t + c2 sin t.
Particular Integral(P.I.) using variation of parameters: By variation
of parameters, let yp = A cos t + B sin t. We have

f = cos t, g = sin t

f ′ = − sin t, g ′ = cos t
W = f g ′ − gf ′ = cos t · cos t + sin t · sin t = cos2 t + sin2 t = 1
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Finding A and B

Z Z
Rg Rf
A=− dt, B= dt.
W W
Z Z
1 1
A = −2 sin2 t dt = −t + sin 2t, B = 2 sin t cos t dt = − cos 2t.
2 2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Particular and General Solution


 
1 1
yp = A cos t + B sin t = −t + sin 2t cos t − cos 2t sin t.
2 2

Hence the complete solution:


 
1 1
y(t) = c1 cos t + c2 sin t + −t + sin 2t cos t − cos 2t sin t.
2 2

Returning to x:

y(x) = c1 cos(log(1 + x)) + c2 sin(log(1 + x)) − log(1 + x) cos(log(1 + x))


+ 21 sin 2 log(1 + x) cos(log(1 + x)) − 12 cos 2 log(1 + x) sin(log(1 + x)).
 
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Cauchy-Euler Linear Equation

An equation of the form

dn y n−1 d
n−1
y dy
xn n
+ k1 x n−1
+ · · · + kn−1 x + kn y = X
dx dx dx
where X is a function of x, is called the Cauchy–Euler linear equation.
Such equations can be reduced to linear differential equations with constant
coefficients by putting
x = et or t = log x.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Transformation Rules
d
If D ≡ dt
, then
dy dy dt 1 dy
= · =
dx dt dx x dt
Hence,
dy
= Dyx
dx
and
d2 y 1 d2 y
 
d 1 dy 1 dy
= = − +
dx2 dx x dt x2 dt x2 dt2
Thus,
d2 y
x2 = D(D − 1)y
dx2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Higher Order Transformations

Similarly,
d3 y
x3 = D(D − 1)(D − 2)y
dx3
d4 y
x4 = D(D − 1)(D − 2)(D − 3)y
dx4
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

In general,
dn y
xn = D(D − 1)(D − 2) · · · (D − n + 1)y
dxn
After making these substitutions, we obtain a linear equation with constant
coefficients, which can be solved as before.
Key Insight
Cauchy–Euler is a special case of Cauchy–Legendre with a = 1 and b = 0.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Solution Procedure for Cauchy–Euler Equations

1. Substitute x = et or t = log x
2. Apply transformation rules:

dy d2 y d3 y
x = Dy, x2 = D(D − 1)y, x3 = D(D − 1)(D − 2)y.
dx dx2 dx3
3. Convert both the RHS and LHS to functions of t.
4. Solve the constant coefficient equation
5. Convert back to the original variable x.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problem 3

Solve:
d3 y dy
x2 3
− x + y = log x
dx dx
Solution:
d
Let x = et ⇒ t = log x, D = dt

Then,
dy d3 y
x = Dy, x2 = D(D − 1)y
dx dx3
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Substitute into the given equation:

D(D − 1)y − Dy + y = t

(D2 − D − D + 1)y = t ⇒ (D − 1)2 y = t


Complementary Function: The auxiliary equation is:

(D − 1)2 = 0 ⇒ D = 1, 1

⇒ yc = (C1 + C2 t)et
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Particular Integral(P.I.) using variation of parameters:


let yp = Aet + Btet .
f = et , g = tet

Then, the Wronskian is:

et tet
W = = e2t
et et + tet
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Now,
tet · t
Z Z Z
Rg
A=− dt = − dt = − t2 e−t dt
W e2t
Integrating by parts:
A = e−t (t2 + 2t − 2)
and
et · t
Z Z Z
Rf
B= dt = dt = te−t dt = −e−t (t + 1)
W e2t
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Therefore,
yp = Af + Bg
= e−t (t2 + 2t − 2)et + [−e−t (t + 1)]tet
= (t2 + 2t − 2) − t(t + 1) = t − 2
General Solution

y = yc + yp = (C1 + C2 t)et + t − 2

Return to x using t = log x, et = x.


Final Answer:
y = C1 x + C2 x log x + log x − 2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Problem 4

Solve the differential equation:

x2 y ′′ + y ′ − y = x2 ex .

Solution: This is a Cauchy–Euler equation.


d
Let x = et ⇒ t = log x, D = dt
.
Then, using the transformation rules:

dy d2 y
x = Dy, x2 = D(D − 1)y
dx dx2
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Substitute into the given equation:

D(D − 1)y + Dy − y = e2t

(D2 − D + D − 1)y = e2t ⇒ (D2 − 1)y = e2t

Complementary Function:
The auxiliary equation is:

D2 − 1 = 0 ⇒ D = 1, −1

⇒ yc = C1 et + C2 e−t
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Particular Integral(P.I.) using method of undetermined coefficient:


Here, RHS is e2t . Let
yp = Ae2t
dyp
yp′ = = 2Ae2t
dt

d2 y p
yp′′ = 2
= 4Ae2t
dt

1
D2 yp − yp = (4A − A)e2t = 3Ae2t =e2t ⇒ A =
3
1
⇒ yp = e2t
3
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

General Solution

1
y = yc + yp = C1 et + C2 e−t + e2t
3
t
Return to x using t = log x, e = x:

C2 1 2
y = C1 x + + x
x 3
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In

Comparison: Cauchy-Legendre vs. Cauchy-Euler

Feature Cauchy–Legendre Cauchy–Euler


General Form (ax + b)n y (n) + · · · xn y (n) + · · ·
Substitution ax + b = et x = et
dy dy
Transformation (ax + b) dx = aDy x dx = Dy
2 d2 y 2 d2 y
(ax + b) dx2 = a2 D(D − 1)y x dx2 = D(D − 1)y
Applications More general Special case (a = 1, b = 0)

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