Module 3

Ordinary Differential Equations

Differential equation and its order

• A differential equation is any equation which contains derivatives, either ordinary derivatives or
partial derivatives.
• A differential equation is called an ordinary differential equation, abbreviated by ode, if it has
ordinary derivatives in it.
• The order of a differential equation is the order of the highest derivative present in the differential
equation and degree of the differential equation is the power of the highest order derivative.
• Eg; (1) y’=x has order= 1 and degree =1

(2)

Order= 3 and degree=1

(3)

Order=2 and degree=4

Solution of ODE

• A function y=f(x) is called a solution of an ode, if it satisfies the

DE. There are 2 types of solution: General solution and Particular
solution.

• General solution is a solution that contains arbitrary constants

and Particular solution is a solution in which arbitrary constants
are absent.

• Note: We can find the particular solution by giving particular

values to arbitrary constants in general solution.
Linear Differential Equation(LDE)

• Standard form of a second order linear ODE is

• If r(x)=0, then it is called homogeneous linear ODE

• If r(x)0, then it is called non homogeneous linear ODE

• Linearly Independent: and are said to be linearly independent if a+bimplies a=0 and b=0. The
result can be generalized to any number of variables.

Superposition principle/ linearity principle/ fundamental theorem of homogeneous equation

Consider a second order homogeneous linear ODE . Let and be 2 linearly independent solution

of this ODE, then is also a solution; c1 and c2 are arbitrary constants .

Wronskian

• Wronskian is used to find the set of solutions are linearly independent or

not.
• For two solutions
W=
For three solutions
W=
Wronskian can be defined for any number of solutions
If Wlinearly independent (LI)
Note: The set of LI solutions form a basis
Questions

• Check whether the following are LI or not

(2) 1, cosx, sinx

(1) and

Ans: (1) W==-1-1=-2

Therefore, LI

(2) W= =1
Therefore, LI
Reduction of order

• Consider a second order homogeneous linear ODE . If is a solution, then can be found out using
this method.
• Take = u; u= . Here p is the coefficient of y’ of 0

Questions
• 1. Find a basis of solutions of the ODE given that is a solution
Ans: Take = u=ux; u=
Given : ⟹
P= coefficient of y’=-1/x
• U== = = = logx
Therefore,= ux= x logx
Hence, Basis={x,xlogx}
• 2. Find a basis of solutions of the ODE ( given that is a solution
Ans: Take = u=ux; u=
(⟹=0
P==
u= = = = =log x+
= ux=x(log x+= xlogx+1
Basis={x, xlogx+1}
Method to find a solution to Homogeneous DE with
constant coefficients

• Consider a 4th order homogeneous DE with constant coefficients: Solution to this DE can be found as
follows:

• Write the auxiliary equation (AE): Solve it . Let the roots be .

Case 1: are real and distinct

General solution is y=+

Case 2: are real and

General solution is y=+

Case 3: are real and =

General solution is y=+

Case 4: are real and ==

General solution is y=+

Case 5: are real and different

General solution is y=+

Case 6: are real and equal

General solution is y=+

Case 7:

General solution is y== .

Q. Find the general solution of the following:
1. =0
Answer AE:
D=2,1,1
General solution is y=
2. =0
Answer AE: =0
D= -2,-2,-2
General solution is y=
3.
Answer =0
AE: =0
(-1)=0
D=0,0,1,-1
General solution is y= +
• 4.
Answer AE:
D=1,-1,i,-i
General solution: y= sinx]
5.
Answer AE:
D= -3,2+i,2-i
General solution: y= sinx]
6.
Answer AE:
D= -1,
General solution: y= sinx]
Initial value problem (IVP)
• An Initial Value Problem (or IVP) is a differential equation along with an appropriate number of initial conditions.
• Initial Condition(s) are a condition, or set of conditions, on the solution that will allow us to determine which
solution that we are after.
• Existence and uniqueness theorem: Consider the ODE =0; y(a)=K1 and y’(a)= k2. If p(x) and q(x) are continuous
functions on some open interval I and a is in I, then the IVP consisting of the initial conditions y(a)=K1 and y’(a)=
k2 has a unique solution on the interval I.
Q. Solve the IVP :
• Answer AE:
D= 1,-2
General solution is y=
Given: y(0)=4⟹=4……..(1)
Now y’ =
Given: ⟹=-5……(2)
Solving (1) and (2), =1 and
Y=
Non homogeneous DE

• An nth order non homogeneous DE has the form y=f(x)

• General solution is y= Complementary function(CF)+Particular integral(PI)=

• CF is the solution of the homogeneous DE

• PI can be computed using

• 1. Method of undetermined coefficients

• 2. Method of variation of parameters

Method of undetermined coefficients

• In this method we start with trial solution based on the value of f(x) on the RHS side of the given ODE

• If f(x)= take

• If f(x)= take +………+

• If f(x)= sinax/cosax, take = A cosax + B sinax

• If f(x)=sinbx (or cosbx ), take [B cosbx + C sinbx]

• If f(x)= , take [+………+]

• If f(x)= sinax (or cosax), take +………+[A cosax + B sinax]

• Modification rule: If a term in the trial solution happens to be a solution of the homogeneous ODE
occurring r times , then the trial solution is multiplied with .
• Solve the following

Ans: AE is 0
• 1.

D= 2i,-2i
=
F(x)=
Take = A

• Now,+4(A)= 13A=
• Comparing the coefficients, 13A=1
• A=1/13
• =
• General solution is y=
• Y=+
• 2.
Ans: AE is
D= 1,-2
=
F(x)=sinx
Take =Acosx+Bsinx
’= -Asinx+Bcosx
”= -Acosx-Bsinx
’’+’-2=sinx
-Acosx-Bsinx+ -Asinx+Bcosx-2(Acosx+Bsinx)= sinx
(-A+B-2A)cosx+(-B-A-2B)sinx=sinx
Comparing coefficient of sinx and cosx on both sides
-3A+B=0
-A-3B=1
Solving, we get A=-1/10 and B= -3/10

General solution is y=
=cosx+sinx

Y=+cosx+sinx
• 3.
Ans AE:
D=i,-i
=
F(x)=
Take =A[Bcos3x+Csin3x]=[Acos3x+Bsin3x]
’=2[Acos3x+Bsin3x]+[-3Asin3x+3Bcos3x]
=[(2A+3B)cos3x+(2B-3A)sin3x]
’’=2[(2A+3B)cos3x+(2B-3A)sin3x]+ [(2A+3B)(-3sin3x)+(2B-3A)(3cos3x)]
=[(4A+6B+6B-9A)cos3x+(4B-6A-6A-9B)sin3x]
=[(12B-5A)cos3x+(-5B-12A)sin3x]
’’+=
[(12B-5A)cos3x+(-5B-12A)sin3x]+[Acos3x+Bsin3x]=
(12B-5A+A) cos3x+(-5B-12A+B) sin3x=
12B-4A=0
-4B-12A=1
Solving we get,
A=-3/40, B=-1/40
=[Acos3x+Bsin3x]

General solution is y=
=[cos3x+sin3x]

Y=+[cos3x+sin3x]
• 4.
Ans: AE is +D-2=0
D=-2,1
=
F(x)=
Take = A+Bx+C
’=2Ax+B
”=2A
’’+’-2=
2A+2Ax+B-2(A+Bx+C)=
Equating coefficient of
-2A=1
A=-1/2
Equating coefficient of x
2A-2B=0
2(-1/2)=2B
B=-1/2
Equating constant term
2A+B-2C=0
2(-1/2)-1/2=2C
C=-3/4

General solution is y=
= +x+
• 5.
Ans: AE is
D=2,-2
=
F(x)=
Take =
To find
Let =(Ax+B)C=Ax+B
’=A[x+]+B
’’=A[x++]+B
=A[x+2
A[x+2[Ax+B]=
-3Ax+(2A+B-4B) =
Equating coefficient of

Equating coefficient of
-3A=1⟹A=-1/3

2A-3B=0 ⟹B=-2/9
=x+
To find
Let =(Acos2x+Bsin2x)
’=-2Asin2x+2Bcos2x
’’=-4Acos2x-4Bsin2x
-4Acos2x-4Bsin2x-4(Acos2x+Bsin2x)=
-8Acos2x-8Bsin2x=
Equating coefficient of

Equating coefficient of
-8A=1⟹A=-1/8

-8B=0 ⟹B=0

= ⟹x++cos2x
=cos2x

General solution is y=
• 6.

D=-1,-2
Ans: AE is

F(x)==4=2+2cos2x
=

Take =
To find
Let =A=A
’=0
’’=0
’’+3’+2=2+2cos2x
2A=2+2cos2x
Equating constant term,
2A=2
A=1
=1
To find
Let =A
’=-2Asin2x+2Bcos2x
’’=-4Acos2x-4Bsin2x
’’+3’+2=2+2cos2x
-4Acos2x-4Bsin2x+3(-2Asin2x+2Bcos2x)+2(Acos2x+Bsin2x)=2+2cos2x
Equating coefficient of cos2x,
-4A+6B+2A=2
-2A+6B=2……..(1)
Equating coefficient of sin2x
-4B-6A+2B=0
-2B-6A=0………(2)
Solving, A=-1/10 and B=3/10
=

General solution is y=
==1+
• 7. y’’+4y’+4y= sinh2x
Ans: AE is
D=-2,-2
=
F(x)=sinh2x==
Take =
To find
Let =A
’=2A
’’=4A
’’+4=
4A+4(2A)=
Equating the coefficient of
16A=
A=
=
To find
Let =A
’=-2A+2xA
’’=[4A-4xA]+[2A-4xA]
=4A-8xA+2A
’’+4=
4A-8xA+2A
(4A-8xA+2A-8A+8xA+4A) =
2A=
Equating coefficient of
2A=
A=
=

General solution is y=
==
• 8. (
Ans: AE is =0
D=-2,1+1-
= x]
F(x)==+=+
Take =
To find
Let =Ax
’= -2Ax+A
’’=[4Ax-2A]-2A
= 4Ax-4A
’’’=[-8Ax+4A]+8A
=-8A
’’’+8=+
-8A+8A=+
Equating coefficient of
12A=1
A=1/12
=x
To find
Let =Acos2x+Bsin2x
’= -2Asin2x+2Bcos2x
’’=-4Acos2x-4Bsin2x
’’’=8Asin2x-8Bcos2x
’’’+8=+
8Asin2x-8Bcos2x+8Acos2x+8Bsin2x=+
Equating coefficient of
-8B+8A=0
Equating coefficient of sin2x
8A+8B=1/2
Solving,
A=1/32,B=1/32
=cos2x+sin2x

General solution is y=
==x+cos2x+sin2x
Method of variation of parameters
• This is the general method for finding the general solution of a 2nd order
non homogeneous ODE y’’+p(x)y’+q(x)y=r(x).
• Let form a basis of solutions of the corresponding homogeneous ODE and
W= be its wronskian.
• PI is given by
• 1. Solve y’’+y=secx
Ans: AE is
D=i,-I
=

W=

=-cosx
=-cosx

General solution is y=
=cosxlog(cosx)+xsinx
• 2. Solve y’’+y=tanx
Ans: AE is
D=i,-I
=

W=

=-cosx
=-cosx
=-cosx
=-cosx

General solution is y=
=-cosx[log(secx+tanx)]-sinxcosx
• 3. Solve y’’+y=xsinx
• Ans: AE is
D=i,-I
=

W=

=-cosx
=-cosx

General solution is y=
=
Euler- Cauchy Equation

• An equation of the form by=0 is called a second order homogeneous Euler-

Cauchy equation.
• Method to find general solution
• Step1: Put x= so that
• xy’ can be replaced by Dy. Here D stands for d/dz
• can be replaced by D(D-1)y
• can be replaced by D(D-1)(D-2)y and so on
Step 2 : Substitute the above values in the given Euler- Cauchy equation
and obtain an equation of the form f(D)y=0
Step 3: Solve f(D)y=0 and obtain general solution in terms of z. Finally z can
be replaced by logx to get the final solution
• Solve
Ans: Put x=

⟹D(D-1)y-4y=0
Z=logx

=0
AE: =0
D=,
Y=+
Y=+
• Solve
Ans: Put x=

⟹5D(D-1)y+23Dy+16y=0
Z=logx

=0
AE: =0
D=, -2
Y=+
Y=+
• Solve
Ans: Put x=

⟹D(D-1)y-Dy+5y=0
Z=logx

=0
AE: =0
D=
Y=cos2z+
Y=cos2(logx)+