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Introduction:
An equation involving one or more derivatives of an unknown function is called a differential
equation. Differential equations arise in many physical phenomena and mathematical analysis of
any engineering problems.
A mathematician is interested in exploring whether a given differential equation possesses a
solution; if so, he is keen on obtaining the solution and deduce a few properties of that solution. A
physicist or an engineer on the other hand is usually interested in the specific expression of the
solution. The usual compromise is to find the solution.
Fundamental Definitions:
An ordinary differential equation is an equation which involves ordinary derivatives of an
unknown function y of a single variable x.
Ordinary differential equations (ODEs) arise in many different contexts throughout mathematics
and science (social and natural) one way or another, because when describing changes
mathematically, the most accurate way uses differentials and derivatives (related, though not quite
the same). Since various differentials, derivatives, and functions become inevitably related to each
other via equations, a differential equation is the result, describing dynamical phenomena,
evolution, and variation. Often, quantities are defined as the rate of change of other quantities (time
derivatives), or gradients of quantities, which is how they enter differential equations.
Specific mathematical fields include geometry and analytical mechanics. Scientific fields include
much of physics and astronomy (celestial mechanics), geology (weather modeling), chemistry
(reaction rates), biology (infectious diseases, genetic variation), ecology and population modelling
(population competition), economics (stock trends, interest rates and the market equilibrium price
changes).
Eminent mathematicians who have studied differential equations and contributed to the field,
include Newton, Leibniz, the Bernoulli family, Riccati, Clairaut, d'Alembert and Euler.
Examples:
) = 3 3 +
) 3( )5 + ( )2 = sec
+ 2 = 0, )
2
2
2
1, 1
ii) 2, 5
A differential equation is said to be linear if it is a linear function of the dependent variable and
its derivatives, i.e., it is of degree one in the dependent variable y and its derivatives, and the
dependent variable and the derivatives are not multiplied.
General linear differential equation of order n is of the form
1
0 () + 1 () 1 + . . +1 ()
+ () = ()
A solution of a differential equation is a relation between the variables which satisfies the given
differential equation.
The general solution of a differential equation is a linear combination of all linearly independent
solutions of the given equation. An nth order differential equation has n linearly independent
solutions and hence its general solution has precisely n arbitrary constants.
A particular solution is a solution obtained from the general solution by giving specific values to
the arbitrary constants.
Examples:
1) Consider the differential equation
dy
- 2y = 0.
dx
d2y
dy
3 2y 0 .
2) Consider the differential equation
2
dx
dx
For this equation, general solution is y = Ae2x + Bex , where A and B are arbitrary constants.
Also, y = e2x, y = -ex, y = 2e2x + 3ex, y = -e2x + 5ex are some particular solutions.
Note: A differential equation together with an initial condition is called an Initial Value problem.
The initial condition is used to determine the value of the arbitrary constants in the general solution.
Methods for elimination of arbitrary constants vary. Since each differentiation yields a new
relation, the number of derivatives that needs to be used is same as that of the number of arbitrary
constants to be eliminated. Thus in eliminating arbitrary constants from a relation we obtain a
differential equation that is
(i)
(ii)
(iii)
Example (1): Eliminate the arbitrary constants c1 and c2 from the relation
y
y = 0
y
y + y - 6y = 0,
( x2 y 2 )dx 2 xydy 0.
Note: In above case we can also isolate the arbitrary constant and then differentiate.
x2 y 2
The equation ( x a) y a may be put in the form
2a.
x
2
cxy c2 x 7 0.
c( y xy) c 2 0.
Since c 0, c ( y xy) and substitution into the original gives the differential equation
x3 ( y)2 x2 yy 4 0.
Example (4): Eliminate B and from the relation x B sin(t ), in which is a parameter
(not to be eliminated).
Solution: Since there are two arbitrary constants, we need to differentiate twice.
dx
B cos(t ),
dt
d 2x
2 B sin(t ).
2
dt
d 2x
From the above we get ,
2 x 0.
2
dt
Exercises:
In each of the following, eliminate the arbitrary constants.
1. x c1 cos t c2 sin t; a parameter.
2.
x 2 4ay.
3.
y x2 c1e x c2e3 x .
4.
y Ae3 x Bxe3 x .
5.
Families of curves:
A relation involving a parameter, and one or both the coordinates of a point in a plane, represents
a family of curves. Each value of the parameter gives rise to a member of the family.
For instance, the equation ( x c)2 ( y c)2 2c 2 represents the family of circles, each having
its centre on the line y = x and each passing through the origin.
If the constant c is treated as an arbitrary constant and eliminated, then the resulting differential
equation is called the differential equation of the family represented by the equation. In this case,
the elimination of c is easily performed by isolating c, and then differentiating.
2
2
Thus, from x y 2c , we find that x2 + 2xy y2 +(2xy + y2 x2)y = 0.
x y
Note that for a two parameter family of curves, the differential equation will be of order 2.
Example (1): Find the differential equation of the family of parabolas, having their vertices at
the origin and their foci on the x-axis.
Solution: The equation of this family of parabolas with vertex at origin and foci on x-=axis is
given by
y 2 4ax.
Then from
y2
4a,
x
we get
2xy -y =0
on differentiation.
Example (2): Find the differential equation of the family of circles having their centres on yaxis.
Solution: Since a member of the family of circles of this example may have its centre anywhere
on y-axis and radius of any magnitude, we are dealing with the two-parameter family
x2 ( y b)2 r 2 .
We shall eliminate both b and r and arrive, of course, at a second-order differential equation for
the family.
At once x ( y b) y 0, from which
x yy
b.
y
Then
xy ( y)3 y 0.
Exercises:
In each exercise, obtain the differential equation of the family of plane curves described and
sketch several representative members of the family.
1. Straight lines with slope and x-intercept equal.
2. Straight lines passing through the origin
3. Circles with fixed radius r and touching x-axis.
4. Parabolas with axis parallel to the y-axis.
In our study we initially consider only first order and first degree differential equations. Such
equations can be written in the form
= (, ) (, ) + (, ) = 0.
Before discussing some of the analytic techniques for finding solutions we shall state an important
theorem concerning to the uniqueness and existence of solution. Consider
= (, )
(1)
the point (0 , 0 ) at its centre. Suppose that and are continuous functions of and in .
Under the conditions imposed on (, ) above, an interval exists about 0 , | 0 | and
() satisfies the properties.
a) A solution of equation (1) in | 0 |
b) On the interval | 0 | , () satisfies |() 0 |
c) At = 0 , = (0 ) = 0
d) () is unique in | 0 | satisfying the above conditions.
In other words, the theorem states that if (, ) is sufficiently well behaved near the point
(0 , 0 ), then the differential equation ,
= (, )
has a solution that passes through the point (0 , 0 ) and that solution is unique near (0 , 0 ).
We consider some first order differential equation in the following forms.
sec2
tan
= 0.
The solution is
sec2
tan
sec2
tan
= 23 + 4 2 3
Solution: = 3 ( 2 + 4 2 )
3 = ( 2 + 4 2 )
Integrating we get,
3
3
2
2
+ 3 + .
3
Example (4): ( + ) + ( 2 2 + 2 + 2 + 1) = 0
Solution: We have
+ = ( + 1)
2 2 + 2 + 2 + 1 = 2 ( 2 + 1) + 1( 2 + 1) = ( 2 + 1)( 2 + 1)
Hence the given equation is
( + 1) + ( 2 + 1)( 2 + 1) = 0
2 +1 +
2 +1
+1
log( 2 + 1) +
2
( 2 1)+1
+1
=
2
log( 2 + 1) + ( 1 + +1) =
2
1
log( 2 + 1) +
2
2
2
+ 2 log( + 1) = .
Note: Some differential equations which are not variable separable, can be reduced to variable
separable by suitable substitutions.
Example (5):
= sin( + )
Solution: = + . Then
= 1 + .
Hence
= 1 + sin
1+sin
1sin
cos2
Integrating,
tan sec = +
tan( + ) sec( + ) = +
Example (6):
( ) = 1
= + 1.
+ 1 () = 1.
= ().
= .
2
log =
2 ++1
2. + 2 ++1 = 0
3.( + + 1)2
4. =
=1
5. = (4 + + 1)2 , (0) = 1
2
2
+ .
6. = 2(3 + )2 1; = 0, = 1
7. (1 + 3 ) 2 = 0; = 1, = 2
8. = 1 + 2
9. ( + )2 = 2
10. =
sin +
(2 log +1)
(,)
= (,) ,
To solve this equation, we note that (,) being a homogenous equation of degree zero, is a
function of (y/x) only. Let
(,)
(,)
= ( ).
= + .
= + = g(v)
or = g(v) v,
which can be solved by separating the variables and integrating.
Example (1): (2 + )2 =
Solution:
Given equation can be put in the form
(2+)2
Put = then = +
+ =
Simplifying we get
(2+)2
1+
4 log = log( + 1) +
4 log = log (
)+
3(3 2 + 2 )
2
Put = then
=+
Hence
+ =
2
2 +9
3(3+ 2 )
2
Integrating we get,
log( 2 + 9) = +
2 + 3 2 = 3 .
Remark:
It is quite immaterial whether one uses = or = . However, it is sometimes easier to solve
by substituting for the variable whose differential has the simpler coefficient.
Example (3):
= +
Solution: = = +
( + ) = ( + )
( + ) = +
=
Integrating,
1. 2 = 3 2 + 2
2. ( 2 2) = ( 2 2)
3. = 2 + 2
4. 2 + 2 =
5.
= + sin
6. = ( + 2 )
7. (1 + ) + (1 ) = 0
++
The equations of the form = + + can be reduced to either variable separable form or to
the homogenous form and hence can be solved.
Consider the equations + + = 0 + + = 0. They represent straight lines
in plane. The lines may be parallel or intersecting.
Case 1: Suppose that the lines are parallel. Then there exists a number m such that
+ = ( + ).
Substitute + = , the equation reduces to variable separable equation and hence can be
solved.
Case 2: Suppose that the lines are intersecting. Let (, ) be the point of intersection.
Putting = + and = + , the equation reduces to
homogenous coefficients in , and hence can be solved.
26+7
3+4
= 1 3
= + which is of
i.e
=13
2+7
+4
i.e ( + 4) = + 4 6 21
+4
Separating, + 5+17 = 0
3
+2
= 4
Solution: Consider + 2 = 0 4 = 0.
The lines are intersecting. Point of intersection is (-1, 3).
Put x = X -1, y = Y + 3
put =
=+
+1
Substituting, + = 1
=
2
1 + 2
10+812
7+59
2+1
=0
+ 24+3 = 0
8. ( 1) (3 2 5) = 0
9. (2 + 4 1) ( + 2 3) = 0
10. (4 6 1) + (3 2 2) = 0
4. Exact Equations
Consider the equation (, ) + (, ) = 0. Suppose that there exists a function (, )
such that = + , then the differential equation is said to be an exact differential
equation and its solution is given by (, ) = .
= +
= , = .
These two equations lead to
Since
= we get
= and
=
2 M
;
yx y
Then
M ( x, y ) .
x
2
2 M N
.
xy yx y
x
F
F
dx
dy
dx
B( y ) dy Mdx Ndy.
x
y
x
y
F
F
F
=M(x,y).
dx
dy we get
x
y
x
partially w.r.t. x holding y as a constant and B(y) is an arbitrary function of y alone. Now
y y
= 3 2 and
= 3 2 .
. Also the functions and derivatives are continuous. Hen e the equation is exact.
3 3 2 + 2 = .
i.e.,
= 2 2 ,
= 2 2 .
. Also the functions and derivatives are continuous. Hen e the equation is exact.
++
+ ++ = 0
() = +
(ii)
() =
(iii)
( ) =
(iv)
(tan1 ) =
2 + 2
Using these exact differentials it is possible to group the terms in given differential equation and
obtain the integrating factors.
Example (1): Solve + ( + 3 2 ) = 0.
Grouping the terms we get, ( + ) + 3 2 = 0
()
()3
Dividing by ()3 ,
Solution on integration is
=0
1
2 2 2
+ log = .
( ) . 2 = cos2
sec 2 ( ) =
tan = + .
Exercises: Solve the following
1. [2 + cos()] + cos() = 0
2. ( 2 + 2 ) = 0
3. (3 2 2 + 2 ) + (2 3 + 2 ) = 0
4. (2 + 1) = 0
5. ( 3 ) + ( 3 + ) = 0
6. ( 3 3 + 1) + 4 2 = 0
7. ( 2 + 1) + ( 2 1) = 0
8. 3x2 ydx ( y 4 x3 )dy 0
9. ( 3 ) ( 3 + ) = 0
10. (2 + ) =
() = ()
( ) = .
First let be a function of alone. Then
= 0 and
Then we have ( ) = or ( ) =
becomes
= 4 + 6 (2 + 2) = 2 + 4 = 2( + 2)
1
2+4
Hence, ( ) = (+2) = .
. . = 2 = 2 .
Multiply to the above equation by x2, we get
(4 3 + 4 ) + (3 2 2 + 2 3 ) 3 = 0
which is exact and hence the solution is
4 + 32
4
4
= 4 = .
So
I.F. =
= + 2 + 1,
= 2 + 3 + 2
= 1
++1
( ) = (++1) =
6. Linear Equations:
A differential equation is said to be linear if dependent variable and its differential coefficient
occur only in the first degree and not multiplied together.
Linear differential equation of first order can be put in the form
+ () = () (Legendres equation).
+ =
( ) =
+ () = ().
+ 2 = 8 2
Dividing by x, we get
+ = 8
. . =
= 2 = 2
Solution is
( 2 ) = 8( 2 ) + . ., 2 = 2 4 +
Example (2): Solve ( + 1)
= 3 ( + 1)2
+1 = 3 ( + 1).
1
= +1 ,
Thus the solution is
. = +1
+1
= 3 ( + 1). +1 + = 3 3 + .
+ 1+ 2 =
tan1
1+ 2
() = 1+ 2 , () =
. = =
tan1
1+ 2
1+2
= tan
tan
tan
= + where = tan1
1+ 2
. tan
= +
= (tan1 1) tan
= tan1 1 + tan
Note: Some equations which are not linear, can be reduced to linear by suitable substitutions.
General equation reducible to Leibnitzs linear equation is of the form
() + ()() = ().
To solve it put () = .
Example (4):
+ 2 = 3 2 .
Solution: Dividing by 2
2 + = 3
+ = 3
1. cos2 + = tan
2. log
3.
4.
+ = log 2
= 3 2, (1) = 2
+ cot = 4 cosec , ( 2 ) = 0
5. 1 2 = (sin1 )
6. + (3 + 2) = 0
7. (2 + 2 + 4 ) (1 + 2 ) = 0
8. 3(1 2 ) 2 + (2 2 1) 3 = 3
9.
10.
1+
= (1 + )
2 + 2 +1
2
7. Bernoulli Equation
A differential equation of the form
+ () = ()
is called Bernoullis equation. This equation can be solved by reducing it to a linear equation.
To solve, divide both sides by , so that
+ () 1 = ().
Put 1 = . Equation reduces to
+ ()(1 ) = ()(1 )
Solution: Dividing by 6 , 6 +
= 2.
Put 5 = , so 5 6 =
1
i.e 5 + = 2 ,
5
I.F =
Solution is (. ) = 5 2 (. ) +
i.e
5 = 5 2 . 5 +
i.e
5 5 = 5 (2) + . . , ()5 = 2 2 +
= log
+ =
= 2
(1)
1
( 1 ) =
Integrating we get
1 =
1. + = 4 6
2.
3.
( 2 3 + ) = 1
+ tan = 3 sec
4. 3 2 + 2 3 = 4
5. (2 + ) = 0
6.
2 ( + ) + 2 3 = 0
7. (1 + 2 ) = 1
8. 2 3
= 4 cos ,
() =
0 () + 1 () 1 + . . +1 () + () = () .(1)
If () = 0, , then the equation is called a homogenous linear differential equation;
otherwise it is called non-homogeneous differential equation. If the coefficients are constants we
get
0 + 1 1 + . . +1 + = () (2)
which is a linear differential equation with constant coefficients. We will study two methods
(i)
0 () + 1 () 1 + . . +1 () + () = 0
the general solution is of the form
= 1 1 + 2 2 + +
where 1 , 2 , . . are the linearly independent solutions of the given equation.
For the nonhomogeneous equation
0 () + 1 () 1 + . . +1 () + () = ()
the general solution is of the form y yc y p , where yc is the general solution of the
corresponding homogenous equation
0 () + 1 () 1 + . . +1 () + () = 0
and y p is a particular solution of the given equation , which does not contain any arbitrary
constants.
We call yc the complementary function (CF) and yp the particular integral(PI).
Linear Independence of Solutions:
Given the functions 1 , 2 , if constants 1 , 2 , , not all zero, exist such that
1 1 () + 2 2 () + + () = 0 for all in , then the functions 1 , 2, ,
are said to be linearly dependent on that interval. If no such relation exists, the functions are said
to be linearly independent.
(1)
1 1
(1)
+ 2 2
(1)
=0
For any fixed value of in , the nature of solutions of these will be determined by the
1 ()
1 ()
2 () . . . . ()
2 () . . ()
determinant () = |
|.
11 () 21 () 1 ()
If (0 ) 0 for some 0 on , then 1 = 2 = . = 0. Hence, functions are linearly
independent on . The function () is called Wronskian of the functions 1 , 2 , .
Example1. Let y1 eax and y2 ebx , then y1 aeax , y2 bebx .
eax
ae
ebx
ax
be
bx
b a e( a b ) x 0 only if a=b.
1
0
x
1 0. Therefore y1 1and y2 x are linearly
1
d
dk
then D k k for k 1, 2,.... .
dx
dx
i.e., f(D) y = R(x) where f(D) = b0 Dn b1Dn1 ............ bn . D is called the differential operator.
2. f(D)eax y = eaxf(D+a)y
Proof: Let f(D) = b0 Dn b1Dn1 ............ bn
We have D eax y = y Deax + eax Dy = y eax a + eax Dy = eax (D+a)y,
0,
3. ( D a)k eax x j ax
e k !, j k
0, j 0,1, 2,....k 1
Proof: We know that D k x j
k !, j k
From the property (2), the result follows.
Case 1: If the roots of the axillary equations are all real and distinct then
y1 ea1x , y2 ea2 x ,..........., yn ean x are linearly independent solutions of the given equation.
Hence the general solution is given by y C1ea1x C2ea2 x ........... Cnean x .
Case 2: Suppose that roots are real and not all roots are distinct. Let a1 a2 ...... ak a.
Then
the
solution
y1 y2 ......... yk eax .
Then
the
solution
is
given
by
y ea1x ea2 x ........... ean x does not contain n arbitrary constants and hence cannot be the
general solution. Since first k roots of the auxiliary equations are equal the given differential
equation can rewritten as g ( D)( D a)k y 0. Then by property (3)
we observe that
y j eax x j , j 0,1,......,.k 1 are all solutions of the given solution. Hence the general solution is
Case 3. If not all roots of the auxiliary equation are real. Since for equation with real coefficients
the roots exists in conjugate pairs, let 1 a ib and 2 a ib be two roots. Then
y1 e1x e( aib) x eax (cos bx i sin bx) and y2 e2 x e( aib) x eax (cos bx i sin bx) are the two
distinct solutions. Therefore the corresponding solution is y C1e1x C2e2 x , which can be
expressed as y1 eax ( A1 cos bx A2 sin bx) where A1 and A2 are arbitrary constants.
d
.
dx
d2y
+4y=0
dx 2
dy
d2y
d 3x
+
4
+4
= 0.
3
2
dx
dx
dx
d2y
d 4x
+
8
+ 16y = 0
dx 4
dx 2
Solution: Here the auxiliary equation is m4 + 8m2 + 16 = 0, which is simply (m2 + 4)2 = 0.
Therefore we have m2 + 4 = 0 repeated. It gives m2 = -4
Therefore m = 2i.
Thus the roots are m = 2 i, 2i (imaginary, repeated).
Hence the general solution is
y = e0x [(C1 + C2x) cos 2x + (C3 + C4x) sin 2x]
That is, y = (C1 + C2x) cos 2x + (C3 + C4x) sin 2x.
Example 5 : Solve
dy
d4y
d3y
d2y
2
+
2
-2
+y=0
4
3
2
dx
dx
dx
dx
0 + 1 1 + . . +1 + = ()
is of the form y yc y p , where yc is the general solution of the corresponding homogenous
The complimentary solution can be determined using the method described above. To determine
the particular solution y p , we use the following methods.
Inverse Differential Operator Method
If f(D)y = (x) then we define the inverse differential operator denoted by
1
as
f ( D)
d
1
[(x)] = y , where D is the differential operator
.
dx
f ( D)
Thus f(D) is also a differential operator and
Example 1 :
1
y ydx
D
1
can be treated as its inverse.
f ( D)
DR( x) y R( x) ydx.
1
eax
eax
if f (a) 0.
f ( D)
f (a)
1
eax
f ( D)e ax f ( D)
f (a)
f (a )
1
eax
eax
f ( D)
f (a)
1
1
eax y eax
y
f ( D a)
f ( D)
2.
1
y eax e ax y dx
Da
3.
Proof: The result follows directly from the result (2) and example (1) .
1
[(x)]
f ( D)
e ax
if f(a) 0.
f (a)
If f(a) = 0, then f(D) can expressed as f(D) = (D-a)k (D), where (a) 0, for k = 1,2,3,.
Then
1 ax
1
1
e
eax
k
f(D)
(D-a) (D)
(D-a)k
1 ax
1
e
k
(D) (D-a)
eax
(a)
1 1
eax 1
eax x k
ax
e
k
(a) (D-a)k
(a) k !
(a) D
Case(ii): If (x)= cosax or sinax then, since cosax = Re( eiax ) and sinax = Im( eiax ) this case
reduces to the case(i) and hence can solved.
1 m
x can determined.
f(D)
1
can expanded as a series in positive
f(D)
Working Rule:
1. If (x) = eax, then
1
eax
ax
e
if f (a ) 0.
f ( D)
f (a )
If f (a ) 0, then
1
1
e ax x
e ax x
f ( D)
f ( D)
1
x2
eax ,if
f ( D)
eax
,if f (a ) 0,
f (a )
f (a ) 0.
2. If (x) = cos ax or sin ax and if the differential operator can be written as f(D2) then
1
1
[(x)] =
(x), provided f(-a2) 0.
2
f (D )
f (a 2 )
Example 1: Solve
1
1
( (x)) = x.
( (x)) and so on.
2
f(D )
f (-a 2 )
dy
d2y
-6
+ 10 y = cos 2x + e-3x
2
dx
dx
6 36 40
6 2i
6 4
=
=
=3 i
2
2
2.1
Or m = i, where = 3 and = 1.
Therefore C.F. = e3x (C1 cos x + C2 sin x)
P.I. =
=
1
1
(cos 2x) + 2
(e-3x)
D 6 D 10
D 6 D 10
2
1
1
(cos 2x) +
e-3x
2
2
2 6 D 10
(3) 6(3) 10
1
1
(cos 2x) +
.e-3x
6 6D
9 18 10
1 1 D
1 -3x
(cos 2x) +
e , multiplying numerator and denominator by 1 + D in the first
2
6 1 D
37
expression.
That is, P.I. =
1 1 D
1 -3x
(cos 2x) +
e , by P.I. 2(a),
2
6 1 (2 )
37
1 -3x
1
{1 . cos 2x + D(cos 2x)} +
e .
37
30
That is, P.I =
1 -3x
1
d
(cos 2x 2 sin 2x) +
e , since D =
37
30
dx
1 -3x
1
(cos 2x 2 sin 2x) +
e
37
30
1
(cos3 x)
D 18D 2 81
4
1
1
3
cos x cos 3x .
2
4
D 18D 81 4
=
P.I =
=
{ cos3 A =
3
1
cos A +
cos 3A.}
4
4
3
1
1
1
(cos x) +
(cos 3x)
4
2
4
4 D 18D 81
4 D 18D 2 8
3
1
1
1
(cos x) +
(cos 3x), by P.I. rule 2.
4
2 2
2
4 (1 ) 18(1) 81
4 D 18D 2 81
1
1
(cos 3x) = x2
(cos 3x)
2
f (D 2 )
D 18D 81
4
1 2
1
1
1
(cos 3x) = x2
cos 3x = x2
cos 3x = x cos 3x
2
2
f (3 )
72
12(9) 36
D 18D 81
4
Thus P.I. =
3
1
1 1 2
.
cos x +
x cos 3x
4 1 18 81
4 72
Therefore P.I. =
3
1
.cos x .x2 cos 3x.
256
288
3
1 2
cos x x cos 3x.
256
288
1
(x2 + x + 1)
D 6D 9
2
1
1
2
91 D D 2
9
3
(x2 + x + 1)
1 2
1
= . 1 D D 2 (x2 + x + 1)
9 3
9
1
=
9
1 2 2
1 2
2
2
1 D D D D ... (x + x + 1)
9
9
1
2
1
4
{1 +
D - D2 + D2 + higher powers} (x2 + x + 1)
9
3
9
9
1
2
1
(1 + D + D2)(x2 + x+ 1), neglecting D3 and higher powers since we have only 2nd degree
9
3
3
polynomial x2 + x + 1.
Therefore P.I. =
1
2 d 2
1 d2 2
{1(x2 + x + 1) +
(x + x + 1) +
(x + x + 1)}
9
3 dx
3 dx 2
1
2
1
{(x2 + x + 1) + (2x + 1) + (2)}
9
3
3
1 2
7
7
1
x +
x+
=
(3x2 + 7x + 7)
9
27
27
27
1
(3x2 + 7x + 7).
27
d3y
d2y
Example 4 : Solve
+3
= 1 + x + e-3x
dx 3
dx 2
1
(1 + x + e-3x)
D 3D 2
3
1
D
3 D 2 1
3
(1 + x) +
1
e-3x
2
D 3D
3
D
1
1
1 (1 + x) + x .
=
e-3x,
2
2
3
3D 6 D
3D
1
D D2
... (1 + x) + x.
e-3x
1
2
3
9
3D 6 D
1
3D 2
1
1
1
1 x + x.
e-3x
2
2
3D
3
3(3) 6(3)
1
2
x + x e 3x .
2
3D
3 9
x 3 x 2 x 3x
+ e .
18 9 9
Example 5: Solve
dy
d3y
d2y
+
2
+
= e2x + x3
3
2
dx
dx
dx
1
1
(e2x) + 3
(x3)
2
D 2D D
D 2D 2 D
Now,
1
1
e 2x
2x
2x
(e
)
=
.e
=
18
2 3 2.2 2 2
D 3 2D 2 D
1 2 1 3 x -3x
x + x + e
18
9
9
Consider
1
(x3)
2
D 2D D
3
1
x3.
D(1 D)2
1
1 2D 3D2 4D3 x 3
D
x4
- 2x3 + 9x2 24x
4
Thus P.I. =
1 2x x 4
e +
- 2x3 + 9x2 24x.
18
4
1 2x x 4
e +
- 2x3 + 9x2 24x.
18
4
Further rules
Rule of P.I 4: (i) If (x) = eax (x) where (x) is a function of x then
1
1
(x) = eax
[(x)]
f ( D)
f ( D a)
f 1 ( D)
1
1
(x) = x.
[ (x)]
[(x)].
f ( D)
f ( D)
[ f ( D)] 2
Exercises:
dy
d2y
1. Solve 4
+ 16
- 9y = 4 ex/2 + 3 sin (x/4)
2
dx
dx
2. Solve (D2 + 1)y = ex + x4 + sin x.
y p( x) y q( x) y R( x). (1)
Suppose now that we know the general solution of the homogeneous equation
y1
y2
y1
y2
determinant is precisely the Wronskian of the functions y1 and y2 , which are presumed to be
linearly independent. Therefore, the Wronskian does not vanish on that interval and we can find
y2 R( x)
y R( x)
dx and B( x) 1
dx
W ( x)
W ( x)
.
This argument can easily be extended to equations of order higher than two, but no essentially new
ideas appear. Moreover, there is nothing in the method that prohibits the linear differential equation
involved from having variable coefficients.
Example 1 : Solve the equation ( D 1) y sec x tan x.
2
Solution: Then,
yc c1 cos x c2 sin x.
Let us seek a particular solution by variation of parameters. Put y p A cos x B sin x.
W ( x)
Then
A( x)
y1
y2
y1
y2
cos x
sin x
sin x cos x
1.
y2 R( x)
sin x sec x tan x
dx
dx tan 2 xdx sec2 x 1 dx x tan x.
W ( x)
1
(Constant of integration has been disregarded because we are seeking only a particular solution.)
and
B( x)
y1R( x)
cos x sec x tan x
dx
dx tan xdx ln | sec x | .
W ( x)
1
Solution: Here
1
.
1 e x
yc c1e x c2e2 x ,
so we put
y p Ae x Be2 x .
W ( x)
Then
y1
y2
y1
y2
ex
e
e2 x
2e
2x
e3 x .
y2 R( x)
e2 x
e x
A( x)
dx
dx
dx ln(1 e x ).
-x
3x
x
W ( x)
(1+e )e
1 e
x
y1R( x)
e2 x
e x
B( x)
dx
dx e
dx e x ln(1 e x ).
x
x
W ( x)
(1 e )
1 e
2x
(e x e2 x )ln(1 e x ).
Exercises:
Solve using variation of parameters:
1. ( D 1) y csc x cot x.
2
2. ( D 1) y sec x.
2
3. ( D 1) y tan x.
2
4. ( D 1) y sec x csc x.
2
5. ( D 2 D 1) y e (e 1) .
2
2x
6. ( D 3D 2) y cos(e ).
2
7. ( D 1) y 2(1 e
2
2 x 1/ 2
xn
n 1
dny
y
dy
n 1 d
k
x
... kn1 x kn y R( x)................ 1 ,
1
n
n 1
dx
dx
dx
where R(x) is a function of x , and ki' s, i 1, 2..., n, are constants is called Cauchys homogeneous
linear equation.
Equations of this type can be reduced to linear differential equations with constant coefficients by
letting x et . Thus t log x .
If D
d
, then
dt
dy dy dt dy 1
dy
. . ; i.e., x
Dy
dx dt dx dt x
dx
2
d 2 y d 1 dy 1 d 2 y dy
2 d y
;
i.e.,
x
D D 1 y .
dx 2 dx x dt x 2 dt 2 dt
dx 2
Similarly, x3
d3y
D D 1 D 2 y and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant coefficients
which can be solved as before.
d2y
dy
x
4x 6 y x2
2
dx
dx
2
Example 1: Solve
2
d
dy
2 d y
Solution: Put x e . Then t log x . Let D , then x
D D 1 y .
Dy , x
dx 2
dt
dx
t
D D 1 4D 6 y e
2t
; i.e., D2 5D 6 y e2t
e 2t
1
1
2t
2t
t
te2t
e
t
e
2
2 2 5
D 5D 6
2D 5
Example 2 : x 2
d2y
dy
2 x 12 y x3 log x
2
dx
dx
d2y
d
dy
, then x
Dy , x 2 2 D D 1 y .
dx
dt
dx
1
e 3t t 2 1
1
3t
te
t
2
D D 12
7 2 7
49
2
x3 log x 1
1
log x
The complete solution is y yc y p c1 x c2 x
7
2
7
49
Example 3: Solve
x3
2
d3y
dy
2 d y
3
x
x y x log x
3
2
dx
dx
dx
d2y
d3y
d
dy
, then x
Dy , x 2 2 D D 1 y , x3 3 D D 1 D 2 y
dx
dx
dt
dx
1 3i
;
2
t
3
3
The complementary function is yc c1et e 2 c2 cos
t c3 sin
t
2
2
et
1
t
t
e
t
2
D3 1
3
x
y yc y p c1 x 1 x c2 cos
log x c3 sin
log x log x
2
2
Exercise
Solve the following differential equations.
1. x 2
2. x
d2y
dy
2x 4 y x4
2
dx
dx
d2y 2
1
y x 2
2
dx
x
x
3. x 2
d2y
dy
x y sin log x log x
2
dx
dx
ax b
n 1
dny
y
dy
n 1 d
k
ax
b
... kn1 ax b kn y R( x)................ 1 ,
1
n
n 1
dx
dx
dx
d
, then
dt
dy dy dt dy
1
dy
. .
.a ; i.e., ax b aDy
dx dt dx dt ax b
dx
2
d2y
a2
2 d y
a 2 D D 1 y .
D D 1 y ; i.e., ax b
2
2
2
dx
dx
ax b
Similarly, ax b
d3y
a3 D D 1 D 2 y and so on.
dx3
After making these substitutions in equation (1), we get a linear equation with constant coefficients
which can be solved as before.
Example 1: Solve
2 x 3
d2y
dy
2 x 3 12 y 6 x
2
dx
dx
2
d
dy
2 d y
22 D D 1 y .
, then 2 x 3 2 Dy , 2 x 3
dx 2
dt
dx
et 3
The given equation becomes 4 D D 1 2 D 12 y 6
;
2
3 57
;
4
3 57
t
4
c2e
3 57
t
4
3et 3
1
t
The particular integral is y p
3e 9
14 4
4 D 2 6 D 12
3 57
4
c2 2 x 3
3 57
4
3
3
2 x 3
14
4
2
d3y
dy
2 d y
2
x
1
4 x 1 4 y 4log x 1
3
2
dx
dx
dx
2
3
d
dy
2 d y
3 d y
,
D
D
1
y
x
1
, then x 1 Dy , x 1
3 D D 1 D 2 y
dx 2
dx
dt
dx
1 D3 D 2 4 D
1
4
t
1
4t t 1
4
4
D3 D 2 4 D 4
Exercise
Solve the following differential equations.
1. 3x 2
2. x 1
3. 2 x 1
d2y
dy
5 3x 2 3 y x 2 x 1
2
dx
dx
d2y
dy
x 1 y 2sin log x 1
2
dx
dx
2
d2y
dy
2 x 1 2 y 8 x 2 2 x 3
2
dx
dx
Example 1:
Solve the simultaneous equations:
dx
dy
5 x 2 y t; 2 x y 0 being given x y 0 when t 0.
dt
dt
Solution: Taking
d
D, the given equations become
dt
( D 5) x 2 y t (i)
2 x ( D 1) y 0 (ii)
Eliminate x as if D were an ordinary algebraic multiplier. Multiplying (i) by 2 and operating on
(ii) by (D+5) and then subtracting, we get
( D2 6D 9) y 2t.
Its complementary function is yc (t ) (c1 c2t )e
y p (t )
1
2t 4
(
2
t
)
.
( D 3)2
9 27
Thus y(t ) yc y p .
when t=0, 0 y c1
4
.
27
4 1
t 1
x(t ) c2 c2t e3t .
9 27
27 2
3t
2
9
when t = 0, 0 x c2 .
Hence the desired solutions are
1
1
(1 6t )e 3t (1 3t );
27
27
2
2
y (t ) (2 3t )e 3t (2 3t ).
27
27
x(t )
Example 2:
Solve the simultaneous equations
dx
dy
2 y sin t 0; 2 x cos t 0 given that x = 0 and y = 1 when t = 0.
dt
dt
Solution: Taking
d
D, the given equations become
dt
Dx 2 y sin t (i)
2 x Dy 0cos t (ii)
Eliminating x by multiplying (i) by 2 and operating on (ii) by D and then adding, we get
( D2 4) y 3sin t.
Its complementary function is yc (t ) c1 cos2t c2 sin 2t and a particular integral is
y p (t ) 3
1
sin t sin t.
D2 4
Thus y(t ) yc y p .
When t=0, 1 y c1 1.
Substituting the value of y in (ii), we obtain
Example 3:
Solve the simultaneous equations
dx dy
dx dy
2 y 2cos t 7sin t;
2 x 4cos t 3sin t.
dt dt
dt dt
Solution: Taking
d
D, the given equations become
dt
( D2 2) x 9cos t.
Its complementary function is xc (t ) c1e
2t
c2e
2t
x p (t ) 3cos t.
Thus x(t ) xc x p .
Substituting the value of x in (ii), we obtain
x(t ) ( 2 1)c1e
2t
( 2 1)c2e
2t
2sin t c3.
Exercise:
Solve the following simultaneous equations:
i.
dx
dy
y sin t 0; x cos t 0 given that x = 2 and y = 0 when t = 0.
dt
dt
x = 0.