Ordinary Differential Equations Syllabus
Ordinary Differential Equations Syllabus
) and Particular In
BAMAT101
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 .
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
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
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 .
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
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
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
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).
y ′′ + 4y = 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
−4A = 0 ⇒ A = 0,
4B = 1 ⇒ B = 14 .
yp (x) = 14 x sin(2x).
Homogeneous Solution
d2 y dy
2
+P + Qy = 0.
dx dx
A′ f + B ′ g = 0.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
• 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
General Solution
Z Z
Rg Rf
A=− dx, B= dx.
W W
General Solution
General solution = complementary function + particular integral
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
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
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
y = yc + yp ,
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
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
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
d2 y dy
2 2
− − y = 0 ⇒ 2m2 − m − 1 = 0,
dt dt
giving m = 1, − 21 .
yp = Ae2t + Btet + C.
Syllabus Basic Definitions General and Particular Solutions of a Differential Equation Complementary Function (C.F.) and Particular In
Simplify:
2yp′′ − yp′ − yp = 5Ae2t + 3Bet − C.
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
A = 15 , B = 12 , C = −2.
yp = 51 e2t + 12 tet − 2.
Full Solution:
Problem 2
Solve:
d2 y dy
(1 + x)2 2
+ (1 + x) + y = 2 sin[log(1 + x)].
dx dx
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
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
Returning to x:
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
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
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
D(D − 1)y − Dy + y = t
(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
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
Problem 4
x2 y ′′ + y ′ − y = x2 ex .
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
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
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