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Dr.

Satish Shukla 1 of 50

Engg. Math. II (Unit-II)


Differential Equation

Syllabus. Ordinary Differential Equations: First order linear and nonlinear ordi-
nary differential equations, exactness and integrating factors. Ordinary linear dif-
ferential equations of nth order, solutions of homogeneous and non-homogeneous
equations. Operator method. Method of undetermined coefficients and variation
of parameters.

Ordinary differential equations. A differential equation is an equation which involves


differential coefficients or differentials. An ordinary differential equation is that in
which all the differential coefficients have references to a single independent variable.
A partial differential equation is that in which there are two or more independent vari-
ables and partial differential coefficient with respect to any of them.
The order of differential equation. It is defined as the order of the highest order
derivative of the dependent variable with respect to the independent variable involved
in the given differential equation.
Degree of a differential equation. By the degree of a differential equation, when it
is a polynomial equation in derivatives, we mean the highest power (positive integral
index) of the highest order derivative involved in the given differential equation.

First order linear differential equations.


A first order ordinary differential equation is of the following form:
 
dy
, y, x = 0. (1)
dx
Case I. If (1) can be written in the following form:
dy
= (x, y).
dx
Then, the available techniques to solve such equations are:
(i) Variable superable form:
(a) In this form can be factorised in the form (x, y) = (x)(y). Now equation
can be solved by separating variables.
(b) If cannot be factorised, but is in the form (x, y) = f (ax + by + c), then
such equations can be solved by substituting v = ax + by + c.
(ii) Homogeneous differential equation:
f (x, y)
(a) If cannot be factorised, but (x, y) = , where f and g homogeneous
g(x, y)
functions in x and y of same degree. Such equations can be solved by the
substitution y = vx.
(b) Differential equation reducible into homogeneous form: It is the following
form:
dy a1 x + b 1 y + c 1 a1 b1
= , 6= .
dx a2 x + b 2 y + c 2 a2 b2
Such equations can be reduced into variable separable form by substituting
x = X + h, y = Y + k, where h, k are the constants. While, in case of aa21 = bb12 ,
such equations can be solved by the substitution ax + by = v.
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(iii) Leibnitzs linear differential equations:

(a) If differential equation is not in the previous forms, but an be expressed in the
form d(y)
dx
+ P (y) = Q, where P and Q are the functions of x only. Then,
such a form is called the linear differential equation in (y). Its solution is
given by Z
(y) I.F. = C + (Q I.F.)dx
R
P dx
where the integrating factor I.F. = e .
(b) Sometimes the equation cannot be reduced in the equation linear in (y), but
linear in (x), i.e., the equation is reduced in the form d(x)
dy
+ P (x) = Q,
where P and Q are the functions of y only. Then, such equation is solved
with same process, as used, in previous case, only, the roles of x and y are
changed.
(c) Bernoullis differential equations. It is the equation of the following form:

dy
+ P y = Qy n
dx
where P an Q are the function of only x and n 6= 1 (because for n = 1
equation reduces into variable separable form). Such equations can be solved
by dividing equation by y n , then substituting y 1n = v.

(iv) Exact differential equation. If the equation cannot be converted into the previous
forms, then we try to write it in the following form:

M dx + N dy = 0 (2)

where M and N are the functions of x and y. The equation (2) is called an exact
equation if
M N
= .
y x
If the equation (2) is exact, then its solution is given by:
Z Z
M dx + (those terms of N which are free from x) dy = C.
yconstant

Sometimes we get M y
6= N
x
, and so, the equation (2) is not exact, but when
we multiply the equation (2) by a particular function it transform into an exact
differential equation. This particular function is called the integrating function,
and denoted by I.F. To find the I.F., we follow the following rules:

(Rule-I) By inspection. The following identities are used for obtaining the
I.F. by inspection:
 
ydx xdy x
xdy + ydx = d(xy); 2
=d ;
y y
xdy ydx y xdy ydx 
1 y

=d ; = d tan ;
x2 x x2 + y 2 x
 
ydx xdy x xdx + ydy
2 2
= d tan1 ; 2 2
= 21 d (ln(x2 + y 2 ))
x +y y x +y
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(Rule-II) If (2) is not exact, but homogeneous and M x + N y 6= 0, then I.F.=


1
.
Mx + Ny
(Rule-III) If (2) is not exact, but can be put in form: f (xy)ydx + g(xy)xdy = 0,
1
and M x N y 6= 0, then I.F.= .
Mx Ny
 
1 M N
(Rule-IV) If (2) is not exact, but = f (x) (a function of only
R
N y x
x), then I.F.=e f (x)dx .
 
1 N M
(Rule-V) If (2) is not exact, but = f (y) (a function of only
R
M x y
y), then I.F.=e f (y)dy .
(Rule-VI) If (2) is not exact, but can be put in form:

xa y b (mydx + nxdy) + xr y s (pydx + qxdy) = 0

then I.F.= xh y k , where h and k are obtained by the equations


a+h+1 b+k+1 r+h+1 s+k+1
= and = .
m n p q

Examples on Variable Separable form

dy
Example 1. Solve: (i) 3ex tan y dx+(1ex ) sec2 y dy = 0 (ii) = 1+x+y+xy.
dx

Sol. (i) Given equation can be written as:

3ex sec2 y
dx = dy.
1 ex tan y
It is variable separable form, therefore, integrating the above equation we get

ex sec2 y
Z Z
3 dx = dy
1 ex tan y
ex sec2 y
Z Z
= 3 dx = dy
ex 1 tan y
= 3 ln (ex 1) = ln (tan y) + ln C
= (ex 1)3 = C tan y.

(ii) From given equation we have:

dy
= 1 + x + y + xy
dx
dy
= = (1 + x) + y(1 + x)
dx
dy
= = (1 + x)(1 + y)
dx
dy dx
= = .
1+x 1+y
Dr. Satish Shukla 4 of 50

dy dy
Example 2. Solve: (i) = (4x + y + 1)2 (ii) = cos(x + y) + sin(x + y).
dx dx
dy
Sol. (i) given differential equation is: = (4x + y + 1)2 , which is of the form
dx
dy dy dv
= f (ax + by + c). Therefore, putting 4x + y + 1 = v we have 4 + = , i.e.,
dx dx dx
dy dv
= 4. Putting these values in the given equation, we get
dx dx
dv dv
= 4 + v 2 = 2 = dx.
dx v +4
Integrating, we get
 
1 1 v
  4x + y + 1
tan = x + C = tan1 = 2(x + C).
2 2 2

dy
(ii) given differential equation is: = cos(x + y) + sin(x + y), which is of the form
dx
dy dy dv
= f (ax + by + c). Therefore, putting x + y = v we have = 1. Putting
dx dx dx
these values in the given equation, we get
dy dv
= 1 + cos v + sin v = = dx.
dx 1 + cos v + sin v
Integrating, we get
dv
Z Z
= dx + C.
1 + cos v + sin v
Since
v
2 tan v2 1 + tan v2
  
1 tan2 2
1 + cos v + sin v = 1 + v
+  =2  .
1 + tan2 2
1 + tan2 v2 sec2 v2

We have
sec2 v2 dv

1
Z Z
= dx + C
1 + tan v2

2
h  v i
= ln 1 + tan = x+C
  2
x+y
= ln 1 + tan = x+C
2

Examples on Homogeneous differential equation

p
Example 3. Solve: (i) xdy ydx = x2 + y 2 dx. (ii) x(x y)dy + y 2 dx = 0.

Sol. (i) Given equation can be written as


p
dy y+ x2 + y 2
= .
dx x
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dy dv
This is homogeneous differential equation, therefore putting y = vx and = v +x ,
dx dx
we obtain:

dv vx + x2 + v 2 x2
v+x =
dx x
dx dv
= = .
x 1 + v2
This is variable separable form, therefore integrating we get
dx dv
Z Z
= +C
x 1 + v2
 
= ln(x) = ln v + 1 + v 2 + ln(c)
 
= x = c v + 1 + v2
 p 
= x 2 = c y + x2 + y 2 .

(ii) Given equation can be written as


dy y2
= .
dx x(x y)
dy dv
It is homogeneous differential equation, therefore putting y = vx and = v+x ,
dx dx
we obtain:
dv v 2 x2
v+x =
dx x(x vx)
dv v2
= x = v
dx (1 v)
dx v1
= = dv.
x v
It is variable separable form, therefore integrating we get
ln(x) = v ln(v) + ln(c)
= vx = cev
= y = cey/x .

Example 4. Solve: (2x + y + 3)dx = (2y + x + 1)dy.

Sol. (i) Given equation can be written as


dy 2x + y + 3
= . (3)
dx x + 2y + 1
a1 x + b 1 y + c 1
dy a1 2 b1 1
It is the equation of the form dx
= . Here = 6= = , therefore,
a2 x + b 2 y + c 2 a2 1 b2 2
putting x = X + h, y = Y + k we have dx = dX, dy = dY. The equation (3) reduces
into the following form:
dY 2(X + h) + (Y + k) + 3
=
dX (X + h) + 2(Y + k) + 1
dY 2X + Y + (2h + k + 3)
= = . (4)
dX X + 2Y + (h + 2k + 1)
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Choosing h and k such that

2h + k + 3 = 0
h + 2k + 1 = 0.

On solving we get h = 5/3 and k = 1/3. Now (4) becomes

dY 2X + Y
= .
dX X + 2Y
dY
This equation is homogeneous in X and Y , therefore, putting Y = V X, we get =
dX
dV
V + , and so, we have
dX
dV 2X + V X 2+V
V + = =
dX X + 2V X 1 + 2V

dV 1 2V
= 2 = + .
dX 1V2 1V2

On integrating we obtain:
 
1 1+V
ln ln(1 V 2 ) = 2 ln(X) + ln(C)
2 1V
1+V
= = C 2 (1 V 2 )2 X 4
1V
= 1 = C 2 X 4 (1 V )3 (1 + V ).

Putting V = Y /X, X = x h = x + 5/3 and Y = y 1/3 the solution will be:


 
4
x+y+ (x y + 2)3 C 2 = 1.
3

 
x/y
 x/y x
Example 5. Solve: 1 + e dx + e 1 dy = 0.
y

Sol. Given equation can be written as:


 
x/y
 dx x/y x
1+e = e 1 .
dy y

dx dv
Putting x = vy and =v+y in the given equation we have
dy dy

dv
(1 + ev ) (v + y ) = ev (1 v)
dy
dv
= v + ev + (1 + ev )y = 0
dy
dv
= (1 + ev )y = (v + ev )
dy
1 + ev dy
= dv = .
v + ev y
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It is the variable separable form, therefore, on integrating we obtain:

ln(v + ev ) + ln(y) = ln(C)


= ln [(v + ev )y] = ln(C)
= (v + ev )y = C.

Putting v = x/y the solution will be:

x + yex/y = C.

Exercise (Assignment)

 
dy 2 dy
(Q.1) Solve: y x =a y + .
dx dx
Ans. Variable separable, y = C(1 ay)(x + a).
dy
(Q.2) Solve: = exy + x2 ey .
dx
x3
Ans. Variable separable, ey = ex + + C.
3
(Q.3) Solve: (ey + 1) cos x dx + ey sin x dy = 0.
Ans. Variable separable, sin x(ey + 1) = C.
dy
(Q.4) Solve: = cos(x + y + 1).
dx
x+y+1

Hint. Put x + y + 1 = v. Ans. tan 2
= x + c.

(Q.5) Solve: (x + 2y)(dx dy) = dx + dy.


dy x + 2y 1
Hint. Write it = and put x + 2y = v
dx x + 2y + 1
Ans. 31 x + 2y + 43 ln(3x + 6y 1) = x + C.
 

dy y y
(Q.6) Solve: = + sin .
dx x x
Hint. Put xy = v. y y
 
Ans. cosec x
+ cot x
= cx.
dy yx+1
(Q.7) Solve: = .
dx y+x5
Hint. Solve as Example 4.
1 y2
 1 h y2 2
 i
Ans. tan x3
+ 2 ln 1 + x3
= ln(x 3) + ln(C).

y dy x2 + y 2 1
(Q.8) Solve: + = 0.
x dx 2(x2 + y 2 ) + 1
y dy 1 dv
Hint. Put x2 + y 2 = v, and = 1.
x dx 2x dx
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Examples on linear differential equations

dy dy x + y cos x
Example 6. Solve: (i) sec x = y + sin x (ii) = .
dx dx 1 + sin x

Sol. (i) Given equation can be written as

dy
(cos x)y = sin x cos x.
dx
It is a linear differential equation in y. Here P = cos x, Q = sin x cos x. Therefore,
R R
cos x dx
I.F. = e P dx
=e = e sin x .

Therefore, the solution of the given equation will be:


Z
y I.F. = C + Q I.F. dx
Z
sin x
= ye = C+ sin x cos x e sin x dx
Z
sin x
= ye = C+ t et dx (putting sin x = t)

= ye sin x = C tet et
= ye sin x = C sin xe sin x e sin x .

(ii) Given equation can be written as

dy cos x x
+ y= .
dx 1 + sin x 1 + sin x
cos x x
It is a linear differential equation in y. Here P = ,Q= . Therefore,
1 + sin x 1 + sin x
R R cos x
P dx dx
I.F. = e =e 1+sin x = eln(1+sin x) = 1 + sin x.

Therefore, the solution of the given equation will be:


Z
y I.F. = C + Q I.F. dx
x
Z
= y(1 + sin x) = C (1 + sin x) dx
1 + sin x
x2
= y(1 + sin x) = C .
2

dy  
Example 7. Solve: + 2y tan x = sin x, given that y = 0.
dx 3

Sol. Given equation is a linear differential equation in y. Here P = 2 tan x, Q = sin x.


Therefore, R R
I.F. = e P dx = e 2 tan x dx = e2 ln(sec x) = sec2 x.
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Therefore, the solution of the given equation will be:


Z
y I.F. = C + Q I.F. dx
Z
= y sec2 x = C + sin x sec2 x dx

= y sec2 x = C + sec x.
 
Applying the condition y = 0, i.e., putting x = and y = 0 in the above equation
3 3
we get:
0 = 2 + C = C = 2.
Therefore, solution is:
y sec2 x = 2 + sec x.

p dy
Example 8. Solve: (i) 1 y 2 dx = (sin1 y x)dy. (ii) (y x) = a2 .
dx

Sol. (i) One can see that the given equation cannot be written in a form so that it is
linear in y. But the equation can be written as
dx 1 sin1 y
+p x= p .
dy 1 y2 1 y2

1 sin1 y
It is linear in x. Here P = p and Q = p . Therefore
1 y2 1 y2
1
Z
p dy
1 y 2 = esin1 y .
R
P dy
I.F. = e =e

Therefore, the solution of the given equation will be:


Z
x I.F. = C + Q I.F. dy
sin1 y
Z
sin1 y
= xe = C+ p sin1 y dy
1y 2
Z
sin1 y
= xe = C+ tet dt (t = sin1 y)
1
= xesin y = C + tet et
1 1 1
= xesin y = C + sin1 yesin y esin y
1
= x = Ce sin + sin1 y 1.

(ii) One can see that the given equation cannot be written in a form so that it is linear
in y. But the equation can be written as
dx 1 y
+ 2 x = 2.
dy a a
1 y
It is linear in x. Here P = 2
and Q = 2 . Therefore
a a
1
Z
dy
a2 = ey/a2 .
R
P dy
I.F. = e =e
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Therefore, the solution of the given equation will be:


Z
x I.F. = C + Q I.F. dy
y y/a2
Z
y/a2
= xe = C+ e dy
a2
" #
y/a2 y/a2
1 e e
Z
2
= xey/a = C+ 2 y 2
1
a 1/a 1/a2
2
y/a2 y/a2 ey/a
= xe = C + ye
1/a2
2
= x = Cey/a + y a2 .

dy dy
Example 9. Solve: (i) x + y = x3 y 6 . (ii) + x sin(2y) = x3 cos2 y.
dx dx

Sol. (i) Dividing by xy 6 the given equation we get


dy 1 5
y 6 + y = x2 .
dx x
dy
It is the Bernoullis differential equations, therefore, putting y 5 = v, i.e., y 6 =
dx
1 dv
i the above equation, we get:
5 dx
dv 5
v = 5x2 .
dx x
It is linear in v. Here P = x5 and Q = 5x2 therefore,
R R 5 1
I.F. = e P dx
= e x
dx
= .
x5
Therefore, the solution will be:
Z
v I.F. = C + Q I.F. dx
1 1
Z
= v 5 = C + 5x2 5 dx
x x
v 5
= 5 = C + 2 .
x 2x
Putting v = y 5 , the solution of given equation will be:
1 5
=C+ .
x5 y 5 2x2
(ii) Dividing by cos2 y the given equation we get
dy
sec2 y + 2x tan y = x3 .
dx
dy dv
Putting tan y = v, i.e., sec2 y = , the above equation is reduced into the following
dx dx
form:
dv
+ 2xv = x3 .
dx
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The above equation is linear in v. Here P = 2x, Q = x3 . Therefore,


2
R R
P dx 2xdx
I.F. = e =e = ex .

The solution will be:


Z
v I.F. = C + Q I.F. dx
Z
2 2
= vex = C+ x3 ex dx
dt
Z
x2
= ve = C+ tet (t = x2 )
2
2 1
= vex = C + (et et )
2
2 1 2 2
= (tan y)ex = C + (x2 ex ex ).
2

dy 2 3 dy tan y
Example 10. Solve: (i) (x y + xy) = 1. (ii) = (1 + x)ex sec y.
dx dx 1 + x

Sol. (i) Given differential equation cannot be arranged in form of linear or Bernoullis
differential equations in which y is dependent variable. But, it can be written as:

dx
xy = x2 y 3 .
dy

The above equation is of Bernoulli type with x as dependent variable. Therefore,


dividing by x2 we get
dx
x2 x1 y = y 3 .
dy
dx dv
Substituting x1 = v, i.e., x2 = the above equation reduced into the following
dy dy
form:
dv
+ yv = y 3 .
dy
This equation is linear in v. Here P = y, Q = y 3 ,
2 /2
R R
P dy ydy
I.F. = e =e = ey

and the solution will be:


Z
v I.F. = C + Q I.F. dy
Z
2 /2 2 /2
= vey = C+ y 3 ey dy
Z
y 2 /2
= ve = C+ 2tet dt (t = y 2 /2)
2 /2
= vey = C + 2[tet et ]
 2 
2 /2 y y2 /2 y 2 /2
= vey = C 2 e e
2
1 2
= = Cey /2 + (2 y 2 ).
x
Dr. Satish Shukla 12 of 50

(ii) Dividing by sec y the given equation:


dy 1
cos x sin y = ex (1 + x).
dx 1 + x
dy dv
Substitute sin y = v, i.e., cos y = , the above equation becomes
dx dx
dv 1
v = ex (1 + x).
dx 1 + x
1
This equation is linear in v. Here P = , Q = ex (1 + x) and
1+x
1
Z
dx
R
P dx 1+x 1
I.F. = e =e =
1+x
and the solution will be:
Z
v I.F. = C + Q I.F. dx
1 1
Z
= v = C + ex (1 + x) dx
1+x 1+x
1
= v = C + ex
1+x
= sin y = C(1 + x)(1 + x)ex .

Exercise (Assignment)

(Q.1) Solve: cos x dy = (sin x y)dx.


Hint: Linear in y. Ans. y(sec x + tan x) = sec x + tan x x + C.
dy 2
(Q.2) Solve: x ln(x) + y = ln(x).
dx x
Hint: Linear in y. Ans. y ln(x) = C x2 (1 + ln(x)).
dy
(Q.3) Solve: cosh x + y sinh x = 2 cosh2 x sinh x.
dx
Hint: Linear in y. Ans. y cosh x = C + 32 cosh3 x.
dy y
(Q.4) Solve: + = x2 , given y = 1, when x = 1.
dx x
Hint: Linear in y. Ans. xy = 43 + 14 x4 .
dy
(Q.5) Solve: (1 + x2 ) + 2xy 4x2 = 0, subject to y(0) = 0.
dx
2
Hint: Linear in y. Ans. y(1 + x2 ) = 4x3 .
dy
(Q.6) Solve: x + y = y 2 ln(x).
dx
Hint: Bernoullis differential equations, arrange in the standard form, then put
y 1 = v. Ans. y 1 + ln(x) + Cx = 1.

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y dy
(Q.7) Solve: e +1 = ex .
dx
Hint: Put ey = v. Ans. ex+y = C + 12 e2x .

dy x2 + y 2 + 1
(Q.8) Solve: = .
dx 2xy
dy y 2 1
Hint: Rewrite the equation: 2y = x + , then put y 2 = v.
dx x x
Ans. y 2 = Cx + x2 1.

(Q.9) Solve: y(2xy + ex )dx = ex dy.


dy
Hint: Rewrite the equation: y 2 y 1 = 2x
ex
, then put y 1 = v.
dx
Ans. ex = Cy + x2 .

Examples on exact differential equations

Example 11. State whether the differential equation (ey +1) cos xdx+ey sin xdy =
0 is exact differential equation or not.

Sol. Given equation is of the form M dx + N dy = 0. Here

M = (ey + 1) cos x, N = ey sin x.

Now:
M N
= ey cos x and = ey cos x.
y x
M N
Therefore, y
= x
, and so, the given equation is exact.
 
x/y
 x/y x
Example 12. Solve: 1 + e dx + e 1 dy = 0.
y

Sol. Given equation is of the form M dx + N dy = 0. Here


 
x/y x/y x
M = 1 + e ,N = e 1 .
y

It is easy to see that M


y
= N x
, therefore, the given equation is exact differential
equation, and the solution will be:
Z Z
M dx + (those terms of N which are free from x) dy = C
yconstant
Z Z
x/y

1+e dx + 0 dy = C
yconstant

x + yex/y = C.

Example 13. Solve: (x2 + y 2 a2 )xdx + (x2 y 2 b2 )ydy = 0.


Dr. Satish Shukla 14 of 50

Sol. Given equation is of the form M dx + N dy = 0. Here


M = (x2 + y 2 a2 )x, N = (x2 y 2 b2 )y.
It is easy to see that M
y
= N x
, therefore, the given equation is exact differential
equation, and the solution will be:
Z Z
M dx + (those terms of N which are free from x) dy = C
yconstant
Z Z
2 2 2
(x + y a )xdx + (y 2 b2 )ydy = C
yconstant

x3 y3
+ xy 2 a2 x yb2 = C.
3 3

Example 14. Solve: (i) y(2xy + ex )dx = ex dy. (ii) (y 2 ex + 2xy)dx x2 dy = 0.

Sol. (i) Given equation can be written as


2xy 2 dx + (yex dx ex dy) = 0.
ex yex dx ex dy
 
We know that d = , it suggest that in the above equation the
y y2
ex
second term can be converted into the exact differential of . Therefore, dividing the
y
above equation by y 2 , we get:
yex dx ex dy
2xdx + =0
y2
 x
2
 e
= d x +d =0
y
ex
 
2
= d x + =0
y
ex
= x2 + = C.
y
(ii) Given equation can be written as
y 2 ex dx + 2xydx x2 dy = 0.
x2
2xydx x2 dy
 
We know that d = , it suggest that in the above equation the
y y2
x2
second term can be converted into the exact differential of . Therefore, dividing the
y
2
above equation by y , we get:
2xydx x2 dy
ex dx + =0
y2
 2
x x
= d (e ) + d =0
y
x2
 
x
= d e + =0
y
x2
= ex + = C.
y
Dr. Satish Shukla 15 of 50

Example 15. Solve: (x2 y 2xy 2 )dx (x3 3x2 y)dy = 0.

Sol. Given equation is of the form M dx + N dy = 0. But M y


6= N
x
. Therefore,
given differential is not an exact differential equation. We note that, the equation is
homogeneous and
M x + N y = x3 y 2x2 y 2 x3 y + 3x2 y 2 = x2 y 2 6= 0.
Therefore,
1 1
I.F. = = 2 2.
Mx + Ny xy
1
Multiplying given equation by I.F. = x2 y2 given equation becomes:
   
1 2 x 3
dx dy = 0.
y x y2 y
M 0 N 0
The above equation is of the form M 0 dx + N 0 dy = 0. It is easy to see that y
= x
,
and so, the above equation is exact, and its solution is:
Z Z
M dx + (those terms of N which are free from x) dy = C
yconstant
   
1 2 3
Z Z
dx + dy = C
y x y
yconstant
x
2 ln(x) + 3 ln(y) = C.
y

Example 16. Solve: y(xy + 2x2 y 2 )dx + x(xy x2 y 2 )dy = 0.

Sol. Given equation is of the form M dx + N dy = 0. But M y


6= N
x
. Therefore, given
differential is not an exact differential equation. We note that, the equation is of the
form f (xy)ydx + g(xy)xdy = 0 and
M x N y = x2 y 2 + 2x3 y 3 x2 y 2 + x3 y 3 = 3x3 y 3 6= 0.
Therefore,
1 1
I.F. = = 3 3.
Mx Ny 3x y
1
Multiplying given equation by I.F. = 3 3 given equation becomes:
3x y
   
1 2 1 1
+ dx + dy = 0.
3x2 y 3x 3xy 2 3y
M 0 N 0
The above equation is of the form M 0 dx + N 0 dy = 0. It is easy to see that y
= x
,
and so, the above equation is exact, and its solution is:
Z Z
0
M dx + (those terms of N 0 which are free from x) dy = C
yconstant
   
1 2 1
Z Z
+ dx + dy = C
3x2 y 3x 3y
yconstant
1 2 1
+ ln(x) ln(y) = C.
3xy 3 3
Dr. Satish Shukla 16 of 50

dy x2 + y 2 + 1
Example 17. Solve: = .
dx 2xy

Sol. Given equation is


(x2 + y 2 + 1)dx 2xydy = 0, (5)
which is of the form M dx + N dy = 0. But M y
6= N
x
. Therefore, given differential is
not an exact differential equation. Note that, this equation neither homogeneous nor
can be written in the form f (xy)ydx + g(xy)xdy = 0, and so, Rule-II and Rule-III are
not applicable.
Here  
1 M N 1 2
= (2x + 2y) = = f (x)
N y x 2xy x
that is the function of only x. Therefore,
2
Z
dx
x = 1.
R
f (x)dx
I.F. = e =e
x2
Multiplying equation (5) by I.F. = x12 it becomes:
y2
 
1 2y
1 + 2 + 2 dx dy = 0.
x x x
M 0 N 0
The above equation is of the form M 0 dx + N 0 dy = 0. It is easy to see that y
= x
,
and so, the above equation is exact, and its solution is:
Z Z
M 0 dx + (those terms of N 0 which are free from x) dy = C
yconstant

y2
 
1
Z Z
1+ 2 + 2 dx + 0 dy = C
x x
yconstant

y2 1
x = C.
x x

Example 18. Solve: (3x2 y 4 + 2xy)dx + (2x3 y 3 x2 )dy = 0.

Sol. Given equation is of the form M dx+N dy = 0, M y


= 12x2 y 3 +2x, N
x
= 6x2 y 3 2x,
and so, My
6= N
x
. Therefore, given differential is not an exact differential equa-
tion. Note that, this equation neither homogeneous nor can be written in the form
f (xy)ydx + g(xy)xdy = 0, and so, Rule-II and Rule-III are not applicable.
Here  
1 N M 2
= = f (y)
M x y y
that is the function of only y. Therefore,
2
Z
dy
y = 1.
R
f (y)dy
I.F. = e =e
y2
Multiplying equation (5) by I.F. = y12 it becomes:

x2
   
2 2 2x 3
3x y + dx + 2x y 2 dy = 0.
y y
Dr. Satish Shukla 17 of 50

M 0 N 0
The above equation is of the form M 0 dx + N 0 dy = 0. It is easy to see that y
= x
,
and so, the above equation is exact, and its solution is:
Z Z
0
M dx + (those terms of N 0 which are free from x) dy = C
yconstant
 
2x
Z Z
2 2
3x y + dx + 0 dy = C
y
yconstant

x2
x3 y 2 + = C.
y

Example 19. Solve: xy 3 (ydx + 2xdy) + (3ydx + 5xdy) = 0.

Sol. Given equation is of the form M dx+N dy = 0, M y


= 12x2 y 3 +2x, N
x
= 6x2 y 3 2x,
and so, M
y
6= N
x
. Therefore, given differential is not an exact differential equation.
The given equation is of the form xa y b (mydx + nxdy) + xr y s (pydx + qxdy) = 0. Here

a = 1, b = 3, m = 1, n = 2, r = 0, s = 0, p = 3, q = 5.

Therefore, I.F.= xh y k , where h and k are given by the following equation:


a+h+1 b+k+1 r+h+1 s+k+1
= and =
m n p q
1+h+1 3+k+1 0+h+1 0+k+1
= and =
1 2 3 5
2h k = 0 and 5h 3k = 2.

On solving we get h = 2, k = 4. Therefore

I.F. = xh y k = x2 y 4 .

Multiplying given equation by I.F. = x2 y 4 it becomes:

x3 y 8 + 3x2 y 5 dx + 2x4 y 7 + 5x3 y 4 dy = 0.


 

M 0 N 0
The above equation is of the form M 0 dx + N 0 dy = 0. It is easy to see that y
= x
,
and so, the above equation is exact, and its solution is:
Z Z
0
M dx + (those terms of N 0 which are free from x) dy = C
yconstant
Z Z
3 8 2 5

x y + 3x y dx + 0 dy = C
yconstant
1 4 2
x y + x3 y 5 = C.
4

Exercise (Assignment)

dy ax + hy + g
(Q.1) Solve + = 0.
dx hx + by + f
Hint: Exact differential equation. Ans. ax2 + 2hxy + by 2 + 2gx + 2f y = C.
Dr. Satish Shukla 18 of 50

dy y cos x + sin y + y
(Q.2) Solve + = 0.
dx sin x + x cos y + x
Hint: Exact differential equation. Ans. y sin x + x sin y + xy = C.

(Q.3) Solve (x2 + y 2 + x)dx (2x2 + 2y 2 y)dy = 0.


xdx+ydy
Hint: Rewrite it d(x 2y) + x2 +y 2
= 0. Ans. x 2y + 12 ln(x2 + y 2 ) = C.

(Q.4) Solve x2 ydx = (x3 + y 3 )dy.


x 3
Hint: Not exact, but homogeneous, M x+N y = y 4 6= 0. Ans. 3y 3 +ln(y) = C.

(Q.5) Solve (xy 2y 2 )dx (x2 3xy)dy = 0.


x
Hint: Not exact, but homogeneous, M x + N y = xy 2 6= 0. Ans. y
2 ln(x) +
3 ln(y) = C.

(Q.6) Solve (x2 y 2 + xy + 1)ydx + (x2 y 2 xy + 1)xdy = 0.


2 2
 of the form f (xy)ydx + g(xy)xdy = 0, M x N y = 2x y 6=
Hint: Not exact,but
0. Ans. xy + ln xy xy1
= C.

(Q.7) Solve (x2 + y 2 + 2x)dx + 2ydy = 0.


 
1 M N
Hint: Not exact, but = 1 = f (x). Ans. ex (x2 + y 2 ) = C.
N y x

(Q.8) Solve (xy 3 + y)dx + 2(x2 y 2 + x + y 4 )dy = 0.


 
1 N M 1
Hint: Not exact, but = = f (y). Ans. 3x2 y 4 +6xy 2 +2y 6 = C.
M x y y

(Q.9) Solve y(xy + 2x2 y 3 )dx + x(xy x2 y 2 )dy.


Hint: Not exact, but of the form xa y b (mydx + nxdy) + xr y s (pydx + qxdy) = 0..
Ans. 2 ln(x) ln(y) 1/(xy) = C.

First order higher degree nonlinear ordinary differential equations

The equation of first degree and higher degree can be solved into the following ways:

(A) Equation solvable for y: Such equations can be identify as the equations which
contains (preferably) only linear terms of y. So find the solution of such differential
dy
equation we find the value of y in terms of x and p = , i.e.,
dx

y = f (x, p).
dy
Now, we differentiate the above equation with respect to x and write dx = p we
get
 
dp
p = g x, p,
dx
dp d

where g x, p, dx = dx [f (x, p)]. Now by integrating the above equation one can
find the solution of differential equation.
Dr. Satish Shukla 19 of 50

(B) Equation solvable for x: Such equations can be identify as the equations which
contains (preferably) only linear terms of x. So find the solution of such differential
dy
equation we find the value of x in terms of y and p = , i.e.,
dx
x = f (y, p).
dy
Now, we differentiate the above equation with respect to y and write dx = p we
get  
1 dp
= g y, p,
p dy
 
dp d
where g y, p, dy = dy [f (y, p)]. Now by integrating the above equation one can
find the solution of differential equation.

(C) Equation solvable for p: If it is not possible to solve equation for x and y, we find
the value of p in terms of x and y, i.e.,

dy
p= = f (x, y).
dx
Now by integrating the above equation one can find the solution of differential
equation.

(D) Clairauts equation. It is a particular form of equations solvable for y. A differ-


ential equation of the form:
y = px + f (p)
is called the Clairauts equation. Its solution can be obtained by putting p = c in
the above equation, i.e., the solution is

y = cx + f (c).

Examples on equations solvable for p.

dy dx x y
Example 20. Solve: (i) p2 + 2py cot x = y 2 (ii) = .
dx dy y x

Sol. (i) Given equation is


p2 + 2py cot x y 2 = 0.
quadratic in p, therefore solving for p we obtain:
p
2y cot x 4y 2 cot2 x + 4y 2
p = = y cot x ycosec x.
2
Taking + sign, we have:

p = y cot x + ycosec x
dy
= = y cot x + ycosec x
dx
dy
= = ( cot x + cosec x) dx.
y
Dr. Satish Shukla 20 of 50

Integrating, we have
 x
ln(y) = ln tan ln(sin x) + ln(c)
2
c
= y =
2 cos2 x2


= y(1 + cos x) = c.
In similar way, when taking sign, we obtain another solution
y(1 cos x) = c.
Thus, the general solution of given equation will be
y(1 cos x) = c.
(ii) Given equation is
 
1 x y 2 y x
p = = p +p 1=0
p y x x y
 
 y x
= p+ p =0
x y
y x
= p + = 0 or p = 0
x y
= d(xy) = 0 or xdx ydy = 0
= xy = c or x2 y 2 = c.

Thus, the general solution of given equation is


(xy c)(x2 y 2 c) = 0.

Example 21. Solve: (i) p(p + y) = x(x + y) (ii) p3 + 2xp2 y 2 p2 2xy 2 p = 0.

Sol. (i) Given equation is


p(p + y) = x(x + y) = (p x)(p + x) + y(p x) = 0
= (p x)(p + x + y) = 0
= (p x) = 0 or p + x + y = 0
dy
= dy = xdx or + y = x.
dx
Integrating first equality we obtain
2y x2 c = 0.
R
1dx
The second equality is a linear differential equation in y and its I.F.= e = ex . The
solution of second one will be
Z
y I.F. = c + Q I.F. dx
Z
= yex = c + xex dx
= yex = c xex ex
= y cex + x + 1 = 0.
Thus, the general solution will be
(2y x2 c)(y cex + x + 1) = 0.
Dr. Satish Shukla 21 of 50

Examples on equations solvable for y.

Example 22. Solve: y 2px = tan1 (xp2 )

Sol. Given equation can be written as

y = 2px + tan1 (xp2 ). (6)


dy
Differentiating with respect to x and writing dx
= p we get

2 dp
dp p + 2px dx
p = 2p + 2x +
dx 1 + x2 p 4
 
dp
p p + 2x
dp dx
= 0 = p + 2x +
dx 1 + x p4
2
  
dp 1+p
= 0 = p + 2x .
dx 1 + x2 p 4

dp 2dp dx
The above equation gives p + 2x = 0, i.e., = . On integrating the last
dx p x
equation we get 2 ln(p) = ln(x) + ln(c) i.e.,
p
p = c/x.

Putting this value in (6) we obtain



y = 2 cx + tan1 c.
1+p
Remark 1. In the above calculation, we didnt consider the factor = 0. Note
1 + x2 p 4
that, this factor gives a solution of given equation without arbitrary constant, and is
called the singular solution. We are just interested in finding the general solution which
is with an arbitrary constant.

Example 23. Solve: y = 2px + pn

Sol. Given differential equation is:

y = 2px + pn . (7)

It is solvable for y, therefore differentiating with respect to x we get


dp dp
p = 2p + 2x + npn1
dx dx
dx 2x
= + = npn2 .
dp p
2
The above equation is linear in x. Here P = , Q = npn2 and
p
R R 2
P dp dp
I.F. = e =e p = p2 .
Dr. Satish Shukla 22 of 50

The solution is
Z
x I.F. = C + Q I.F. dp
Z
= xp2 = C + npn2 p2 dp
Z
2
= xp = C n pn dp
npn+1
= xp2 = C . (8)
n+1
Equations (7) and (8) together give the solution.

Example 24. Solve: y + px = x4 p2 .

Sol. Given differential equation is:

y = px + x4 p2 . (9)

It is solvable for y, therefore differentiating with respect to x we get


dp dp
p = p x + 4x3 p2 + 2x4 p
dx dx
dp
= 2p(2x3 p 1) = x (2x3 p 1)
dx
dp 2dx
= = .
p x
c
On integrating we get p = . On putting this value in (9) the solution will be
x2
c
y = + c2 .
x

Example 25. Solve: y = p sin p + cos p.

Sol. Given equation is solvable for y, therefore differentiating with respect to x we get
dp dp dp
p = (p cos p + sin p sin p )
dx dx dx
dp
= p = p cos p
dx
= cos p dp = dx
= sin p = x+c
= p = sin1 (x + c).

Putting this value in given equation we have


p
y = (x + c) sin1 (x + c) + 1 (x + c)2 .

Example 26. Solve: sin(px y) = p.

Sol. Given equation can be written as

y = px sin1 p
Dr. Satish Shukla 23 of 50

which is the Clairauts equation. Therefore, putting p = c in the above equation the
solution will be
y = cx sin1 c.

Examples on equations solvable for x.

Example 27. Solve: y = 2px + y 2 p3 .

Sol. Given equation can be written as

y y 2 p3
x= .
2p

It is solvable for x, therefore, differentiating with respect to y we get

2 1 y dp dp
= 2 + 2yp2 + 2y 2 p
p p p dy dy
 
1 y dp
= 2yp2 = 2y 2 p 2
p p dy
3 2 3
1 2yp 2y p y dp
= =
p p2 dy
dy dp
= =
y p
c
= p = .
y

Putting this value of p in given equation we get:

2cx c3 y 2
y= + 3 .
y y

Example 28. Solve: p3 4xyp + 8y 2 = 0.

Sol. Given equation can be written as

p2 8y
4x = + .
y p

It is solvable for x, therefore, differentiating with respect to y we get

4 p2 2p dp 8 8y dp
= 2 +
p y y dy p p2 dy
4 p2
 
p 4y dp
= + 2 = 2 2
p y y p dy
p 4y 2
3 3 2
p 4y dp
= = 2
y2p yp2 dy
dy 2dp
= =
y p
= ln(c) + ln(y) = 2 ln(p)

= p = cy.
Dr. Satish Shukla 24 of 50

Putting this value of p in given equation we get:



(cy)3/2 4xy cy + 8y 2 = 0.

 
p
Example 29. Solve: p = tan x .
1 + p2

Sol. Given equation can be written as


p
x = tan1 p + . (10)
1 + p2

It is solvable for x, therefore, differentiating with respect to y we get


2 dp dp
1 1 dp (1 + p ) dy 2p dy
= +
p 1 + p2 dy (1 + p2 )2
2p2
 
1 2 dp
= = 2
2 2
p 1+p (1 + p ) dy
1 2 dp
= = 2 2
p (1 + p ) dy
2p
= dy = dp
(1 + p2 )2
1
= y = + c. (11)
1 + p2

Equations (10) and (11) together constitute the solution of given differential equation.

Exercise (Assignment)

 2
dy dy p
(Q.1) Solve: (i) y + (x y) x=0 (ii) y = x[p + 1 + p2 ].
dx dx
Hint: Solve for p. Ans. (i) (x y + c)(x2 + y 2 + c) = 0 (ii) x2 + y 2 = cx.

d2 y dy
(Q.2) Solve: x2 2
2xy + 2y 2 x2 ..
dx dx
dy y
Ans. sin1

Hint: Write dx = p and solve for p. x
ln(c) x = 0.

(Q.3) Solve: (i) y = x + a tan1 p (ii) y + px = x4 p2 (iii) y = xp2 + p.


   
p1 1
Hint: Solve for y. Ans. (i) x + c = 2 ln 2 tan p , with the given
a
1+p
equation (ii) xy = c2 x + c. (iii) x = [ln(p) p + c](p 1)2 .

(Q.4) Solve: xp2 + x = 2yp.


Hint: Solve for y. Ans. 2cy = c2 x2 + 1.

(Q.5) Solve: 9(y + xp ln(p)) = (2 + 3 ln(p))p3 .


Hint: Rewrite the equation in the form 9(y + xp ln(p)) = 2p3 + 3p3 ln(p) and
2
differentiate w.r.t. x you will get an equation linear in x. Ans. x = pc + p3 ,
with the given equation gives the solution.
Dr. Satish Shukla 25 of 50

(Q.6) Solve: yp2 2xp + y = 0.


Hint: Solve for x. Ans. y 2 + c2 = 2cx.

(Q.7) Solve: p3 p(y + 3) + x = 0.


p
Hint: Solve for x. Ans. y p2 1 = c2 + p2 1.
p 1

Ordinary linear differential equations of higher order

The following differential equation:

dn y dn1 y dn2 y dy
a0 n
+ a 1 n1
+ a 2 n2
+ + an1 + an y = (x). (12)
dx dx dx dx
is called an ordinary linear differential equations of nth order.
There are two parts of solution of differential equation (12). One is called the
Complementary function or C.F., which is the solution of the following homogeneous
equation:
dn y dn1 y dn2 y dy
a0 n + a1 n1 + a2 n2 + + an1 + an y = 0. (13)
dx dx dx dx
The second part is the particular solution or P.I., which is a solution of differential
equation (12) with no arbitrary constant, and the complete solution of differential
equation (12) is given by:
y = C.F.+P.I.

Definition 1. The solution of homogeneous equation (13) which consist n arbitrary


constant is called the complementary function (C.F.) of equation (12).

Rules for finding C.F.: There are n linearly dependent solutions of differential equation
(13), say, y1 , y2 , . . . , yn and the C.F. will be the linear combination of all these solutions,
i.e.,
C.F. = c1 y1 + c2 y2 + + cn yn .
d d
To find the solutions y1 , y2 , . . . , yn we denote by D, i.e., D differential equation
dx dx
(12) will be

(a0 Dn + a1 Dn1 + a2 Dn2 + + an1 D + an )y = (x)


= F (D)y = (x) (14)

where F (D) a0 Dn + a1 Dn1 + a2 Dn2 + + an1 D + an . Now find the roots of


Auxiliary equation
F (m) = 0.
Suppose, m1 , m2 , . . . , mn are the roots of auxiliary equation. Then:

(A) If all the roots of auxiliary equation are real and distinct, then

C.F. = c1 em1 x + c2 em2 x + + cn emn x .

(B) If roots are real but k roots are equal, i.e., m1 = m2 = = mk and remaining
roots are distinct, then

C.F. = (c1 + c2 x + c3 x2 + + ck xk1 )em1 x + ck+1 emk+1 x + + cn emn .


Dr. Satish Shukla 26 of 50

(C) If there is any pair of complex roots, say, + i, then the corresponding part of
C.F. will be
= ex [c1 cos(x) + c2 sin(x)].

(D) If we get two pair of complex roots equal, i.e., 1 + i1 = 2 + i2 = + i (say),


then the corresponding C.F. will be

= ex [(c1 + c2 x) cos(x) + (c3 + c4 x) sin(x)].

If k pair of complex roots are equal, then the above formula can be generalized in
similar way.
Next, we consider techniques for finding the P.I..
1
Definition 2. The function (x) satisfies the equation (14), therefore it is a solu-
F (D)
tion of equation (12), and since it is free of arbitrary constant, it is called a particular
solution.

Example 30. Prove the following results:


1 R
(I) (x) = (x)dx.
D
1
(x) = emx emx (x)dx.
R
(II)
Dm

Sol. (I) Let


1
(x) = y
D
dy
then we have (x) = Dy, i.e., = (x). On integrating with respect to x, we obtain
dx
Z
y = (x)dx
1
Z
= (x) = (x)dx.
D
(II) Let
1
(x) = y
Dm
dy
then we have (x) = (D m)y, i.e., my = (x). It is a linear equation in y. Here
R dx
I.F.= e mdx = emx and the solution will be:
Z
mx
ye = emx (x)dx (without constant c because P.I. consists no constant)
Z
= y = e mx
emx (x)dx
1
Z
= (x) = emx emx (x)dx.
D
Short-cut Methods for finding P.I.: The P.I. of differential equation (12) is given by
1
P.I. = (x).
F (D)
Dr. Satish Shukla 27 of 50

(a) If (x) = eax , then

1 1 ax 1 ax
P.I. = (x) = e = e
F (D) F (D) F (a)

provided F (a) 6= 0.

Note. If in the case (a) we have F (a) = 0, it implies that D a is a factor of


F (D), then we write
1 1 1
P.I. = (x) = eax = eax
F (D) (D a)G(D) (D a)G(a)
1 1
= eax .
G(a) D a

provided G(a) 6= 0. If G(a) = 0, we again repeat this process.

(b) If (x) = eax f (x), then

1 1 ax 1
P.I. = (x) = e f (x) = eax f (x).
F (D) F (D) F (D + a)

(c) If (x) = sin(ax) (or (x) = cos(ax)) then

1 1 1
P.I. = 2
(x) = 2
sin(ax) = sin(ax)
F (D ) F (D ) F (a2 )

provided F (a2 ) 6= 0. The formula for cos(ax) is same.

Note. If F (D) D2 + a2 , then F (a2 ) = 0. In this case we can use the following
direct formula:
1 x 1 x
sin(ax) = cos(ax), cos(ax) = sin(ax).
D2 +a 2 2a D2 +a 2 2a

(d) If (x) = xn , then we write F (D) in form of 1 G(D) and then we use one of the
following expressions:

(1 a)1 = 1 + a + a2 + a3 +
(1 + a)1 = 1 a + a2 a3 + , then

1 1
P.I. = (x) = xn f (x) = [1 G(D)]1 xn .
F (D) 1 G(D)

(e) If (x) = x f (x), then


   
1 1 d 1
P.I. = x f (x) = x f (x) + f (x).
F (D) F (D) dD F (D)
Dr. Satish Shukla 28 of 50

d2 x dx
Example 31. Solve: 2
+ 5 + 6x = 0.
dt dt
d
Sol. Putting D , given differential equation can be written as:
dt
(D2 + 5D + 6)x = 0 = F (D)x = 0

where F (D) D2 + 5D + 6. The auxiliary equation of the above equation will be:

F (m) = 0 = m2 + 5m + 6 = 0
= (m + 2)(m + 3) = 0
= m = 2, 3.

Therefore, the roots of the auxiliary equation are real and distinct, and so, the com-
plementary function will be:

C.F. = c1 e2x + c2 e3x .

Since the given equation is homogeneous, therefore, C.F. is the solution of given equa-
tion, i.e.,
y = c1 e2x + c2 e3x .

Example 32. Solve: (D4 4D + 4)y = 0.

Sol. Given differential equation can be written as:

F (D)x = 0

where F (D) D4 4D + 4. The auxiliary equation of the above equation will be:

F (m) = 0 = m4 4m2 + 4 = 0
= (m2 2)2 = 0
= m2 = 2, 2

= m = 2, 2

= m = 2, 2, 2, 2.

Therefore, the roots of the auxiliary equation are real and in a two pairs of equal roots,
and so, the complementary function will be:

C.F. = (c1 + c2 x)e 2x
+ (c3 + c4 x)e 2x
.

Since the given equation is homogeneous, therefore, C.F. is the solution of given equa-
tion, i.e.,
y = (c1 + c2 x)e 2x + (c3 + c4 x)e 2x .

dn y
Example 33. Solve: + m4 y = 0.
dxn

Sol. Given differential equation can be written as:

(D4 + m4 )y = 0 = F (D)x = 0
Dr. Satish Shukla 29 of 50

where F (D) D4 + m4 . The auxiliary equation of the above equation will be:

F (M ) = 0 = M 4 + m4 = 0
= (M 2 + m2 )2 = 2M 2 m2

= M 2 + m2 = 2M m

= M 2 + m2 2M m = 0, M 2 + m2 2M m = 0
m m m m
= M = i , M = i .
2 2 2 2
Therefore, the roots of the auxiliary equation are complex, and so, the complementary
function will be:

   
mx/ 2 mx mx mx/ 2 mx mx
C.F. = e c1 cos + c2 sin +e c3 cos + c4 sin .
2 2 2 2
Since the given equation is homogeneous, therefore, C.F. is the solution of given equa-
tion, i.e.,

   
mx/ 2 mx mx mx/ 2 mx mx
y == e c1 cos + c2 sin +e c3 cos + c4 sin .
2 2 2 2

Example 34. Solve: (D2 + 5D + 6)y = ex .

Sol. Given differential equation can be written as:

F (D)x = (x)

where F (D) D2 + 5D + 6 and (x) = ex . The auxiliary equation of the above


equation will be:

F (m) = 0 = m2 + 5m + 6 = 0
= (m + 5)(m + 6) = 0
= m = 5, 6

Therefore, the roots of the auxiliary equation are real and distinct, and so, the com-
plementary function will be:

C.F. = c1 e5x + c2 e6x .

The particular integral will be


1 1
P.I. = (x) = 2 ex
F (D) D + 5D + 6
1
= 2 ex
1 +51+6
1 x
= e .
12
The complete solution will be:

y = C.F. + P.I.
1 x
= y = c1 e5x + c2 e6x + e .
12
Dr. Satish Shukla 30 of 50

Example 35. Solve: (D + 2)(D 1)2 y = e2x + 2 sinh x.

Sol. Given differential equation can be written as:

F (D)x = (x)

where F (D) (D + 2)(D 1)2 and (x) = e2x + 2 sinh x. The auxiliary equation of
the above equation will be:

F (m) = 0 = (m + 2)(m 1)2 = 0


= m = 2, 1, 1.

Therefore, one root of the auxiliary equation is real and the other two are real but
equal, and so, the complementary function will be:

C.F. = c1 e2x + (c2 + c3 x)ex .

The particular integral will be


1 1
P.I. = (x) = [ e2x + 2 sinh x]
F (D) (D + 2)(D 1)2
1 2x 1 ex + ex
= e + 2
(D + 2)(D 1)2 (D + 2)(D 1)2 2
   
1 1 2x 1 1 1
= e + ex
+ ex
(D + 2) (D 1)2 (D 1)2 (D + 2) (D + 2)(D 1)2
   
1 1 2x 1 1 1
= 2
e + 2
x
e + 2
ex
(D + 2) (2 1) (D 1) (1 + 2) (1 + 2)(1 1)
1 1 1 1 1
= 1 e2x + 1 ex + ex
9D+2 3 (D 1)2 4
2x x
e 1 e 1 1
= 1+ 2
1 + ex
9 D2+2 3 (D + 1 1) 4
2x x
e 1 e 1 1
= 1+ 2
1 + ex
9 D 3 D 4
xe2x x2 ex 1 x
= + + e .
9 6 4
The complete solution will be:

y = C.F. + P.I.
xe2x x2 ex 1 x
= y = c1 e2x + (c2 + c3 x)ex + + + e .
9 6 4

d3 y d2 y dy
Example 36. Solve: 3
3 2
+ 4 2y = ex + cos x.
dx dx dx

Sol. Given differential equation can be written as:

(D3 3D2 + 4D 2)y = ex + cos x = F (D)x = (x)

where F (D) D3 3D2 + 4D 2 and (x) = ex + cos x. The auxiliary equation of


the above equation will be:

F (m) = 0 = m3 3m2 + 4m 2 = 0.
Dr. Satish Shukla 31 of 50

Since the above equation is satisfied by m = 1, therefore, (m 1) will be a factor, and


so, we write:

m2 (m 1) 2m(m 1) + 2(m 1) = 0
= (m 1)(m2 2m + 2) = 0
= m = 1, 1 i.

Therefore, the complementary function will be:

C.F. = c1 ex + ex (c2 cos x + sin x).

The particular integral will be


1 1
P.I. = (x) = 3 2
[ex + cos x]
F (D) D 3D + 4D 2
1 x 1
= e + cos x
D3 3D

2 + 4D 2
 D 3 3D 2 + 4D 2

1 1 1
= 2
ex + cos x
D 1 D 2D + 2 D D 3D2 + 4D 2
2
 
1 1 1
= 2
ex + cos x
D1 1 21+2 D (1 ) 3(12 ) + 4D 2
2

1 1
= 1 ex + cos x
D1 3D + 1
1 3D 1
= ex 1+ cos x
D+11 9D2 1
1 3D 1
= ex 1 + cos x
D 9(12 ) 1
1
= xex [3D(cos x) cos x]
10
1
= xex + [3 sin x + cos x].
10
The complete solution will be:

y = C.F. + P.I.
1
= y = c1 ex + ex (c2 cos x + sin x) + xex + [3 sin x + cos x].
10

d2 y dy
Example 37. Solve: 2
+ 3 + 2y = 4 cos2 x.
dx dx

Sol. Given differential equation can be written as:

(D2 + 3D + 2)y = 4 cos2 x = F (D)x = (x)

where F (D) D2 + 3D + 2 and (x) = 4 cos2 x. The auxiliary equation of the above
equation will be:

F (m) = 0 = m2 + 3m + 2 = 0
= m = 1, 2.

Therefore, the roots are real and distinct, and so, the complementary function will be:

C.F. = c1 ex + e2x .
Dr. Satish Shukla 32 of 50

The particular integral will be


1 1
P.I. = (x) = 2 [4 cos2 x]
F (D) D + 3D + 2
1
= 4 2 cos2 x
D + 3D + 2
1
= 2 2 [1 + cos(2x)]
D
 + 3D + 2 
1 1
= 2 1+ 2 cos(2x)
D2 + 3D + 2 D + 3D + 2
 
1 0 1
= 2 e + cos(2x)
D2 + 3D + 2 22 + 3D + 2
 
1 0 1
= 2 e + cos(2x)
0+30+2 3D 2
 
1 3D + 2
= 2 + cos(2x)
2 9D2 4
 
1 1
= 2 + (3D + 2) cos(2x)
2 9(22 ) 4
1
= 1 [6 sin(2x) + 2 cos(2x)].
20
The complete solution will be:
y = C.F. + P.I.
1
= y = c1 ex + 1 [6 sin(2x) + 2 cos(2x)].
20

d2 y
Example 38. Solve: + 4y = ex + sin(2x).
dx2

Sol. Given differential equation can be written as:


(D2 + 4)y = ex + sin(2x) = F (D)x = (x)
where F (D) D2 + 4 and (x) = ex + sin(2x). The auxiliary equation of the above
equation will be:
F (m) = 0 = m2 + 4 = 0
= m = 2i.
Therefore, the roots are complex, and so, the complementary function will be:
C.F. = e0x [c1 cos(2x) + c2 sin(2x)] = c1 cos(2x) + c2 sin(2x).
The particular integral will be
1 1
P.I. = (x) = 2 [ex + sin(2x)]
F (D) D +4
1 x 1
= e + sin(2x)
D2 + 4 D2 + 4
1 x
= 2 ex cos(2x) (since F (a2 ) = 0)
1 +4 22
ex x
= cos(2x).
5 4
Dr. Satish Shukla 33 of 50

The complete solution will be:

y = C.F. + P.I.
ex x
= y = c1 cos(2x) + c2 sin(2x) + cos(2x).
5 4

d3 y d2 y dy
Example 39. Solve: 3
+ 3 2
+2 = x2 .
dx dx dx

Sol. Given differential equation can be written as:

(D3 + 3D2 + 2D)y = x2 = F (D)x = (x)

where F (D) D3 + 3D2 + 2D and (x) = x2 . The auxiliary equation of the above
equation will be:

F (m) = 0 = m3 + 3m2 + 2m = 0
= m(m2 + 3m + 2) = 0
= m = 0, 1, 2.

Therefore, the roots are real and distinct, and so, the complementary function will be:

C.F. = c1 e0x + c2 ex + c2 e2 = c1 + c2 ex + c2 e2 .

The particular integral will be


1 1
P.I. = (x) = 3 2
x2
F (D) D + 3D + 2D
1 1
= x2
2D 1 + D22 + 3D2
1
D2 3D

1
= 1+ + x2 .
2D 2 2

Using the formula (1 + a)1 = 1 a + a2 we get


"  2   2 2 #
1 D 3D D 3D
P.I. = 1 + + + + x2
2D 2 2 2 2
D2 3D D4 9D2 3D3
 
1
= 1 + + + + x2
2D 2 2 4 4 2
 
1 7
= x2 3x +
2D 2
3 2
x 3x 7x
= + .
6 4 4
The complete solution will be:

y = C.F. + P.I.
x3 3x2 7x
= y = c1 + c2 ex + c2 e2 + + .
6 4 4
Dr. Satish Shukla 34 of 50

d2 y dy
Example 40. Solve: 2
4 + 4y = 8(e2x + sin 2x + x2 ).
dx dx

Sol. Given differential equation can be written as:


(D2 4D + 4)y = x2 = F (D)x = (x)
where F (D) D2 4D + 4 and (x) = 8(e2x + sin 2x + x2 ). The auxiliary equation of
the above equation will be:
F (m) = 0 = m2 4m + 4 = 0
= m = 2, 2.
Therefore, the roots are real and equal, and so, the complementary function will be:
C.F. = (c1 + c2 x)e2x .
The particular integral will be
1 1
P.I. = (x) = 2 8(e2x + sin 2x + x2 )
F (D) D 4D + 4
 
1 2x 1 1 2
= 8 e + 2 sin 2x + 2 x
D2 4D + 4 D 4D + 4 D 4D + 4
" #
1 1 1 1
= 8 2
1 e2x + 2
sin 2x + 2 x2
D 4D + 4 2 4D + 4 D
41+ 4 D
"   2 1 #
1 1 1 D
= 8 e2x 1 sin 2x + 1+ D x2
(D + 2)2 4(D + 2) + 4 4D 4 4
" (  2   2 2 ) #
1 1 1 D D
= 8 e2x 2 1 + cos 2x + 1 D + D + x2
D 8 4 4 4
 2 2x 
xe cos 2x 1  2
= 8 + + x + 2x + 3/2 .
2 8 4
The complete solution will be:
y = C.F. + P.I.
= y = (c1 + c2 x)e2x + 4x2 e2x + cos 2x + 2 x2 + 2x + 3/2 .


d3 y d2 y dy
Example 41. Solve: + 2 + = e2x + x2 + x.
dx3 dx2 dx

Sol. Given differential equation can be written as:


(D3 + 2D2 + D)y = e2x + x2 + x. = F (D)x = (x)
where F (D) D3 + 2D2 + D and (x) = e2x + x2 + x. The auxiliary equation of the
above equation will be:
F (m) = 0 = m3 + 2m2 + m = 0
= m(m2 + 2m + 1) = 0
= m(m + 1)2 = 0
= m = 0, 1, 1.
Dr. Satish Shukla 35 of 50

Therefore, the roots are real and equal, and so, the complementary function will be:

C.F. = c1 + (c2 + c3 x)ex .

The particular integral will be

1 1
P.I. = (x) = 3 [e2x + x2 + x]
F (D) D + 2D2 + D
1 1
= 3 2
e2x + 3 (x2 + x)
D + 2D + D D + 2D2 + D
1 1
= 3 2
e2x + 3 (x2 + x)
2 + 2 2 + 2 D + 2D2 + D
e2x

1 1 2
= + (x + x)
18 D 1 + D2 + 2D
e2x 1 
{1 + (D2 + 2D)}1 (x2 + x)

= +
18 D
e2x 1 
{1 (D2 + 2D) + (D2 + 2D)2 }(x2 + x)

= +
18 D
e2x 1 
{1 2D + 3D2 }(x2 + x)

= +
18 D
e2x 1  2 
= + x + x 2(2x + 1) + 3 2
18 D
2x
e 1  2 
= + x 3x + 4
18 D
e2x x3 3x2
= + + 4x.
18 3 2
The complete solution will be:

y = C.F. + P.I.
e2x x3 3x2
= y = c1 + (c2 + c3 x)ex + + + 4x.
18 3 2

Example 42. Solve: (D3 3D + 2)y = 540x2 ex .

Sol. Given differential equation can be written as:

F (D)x = (x)

where F (D) D3 3D + 2 and (x) = 540x2 ex . The auxiliary equation of the above
equation will be:

F (m) = 0 = m3 3m + 2 = 0
= m2 (m 1) + m(m 1) 2(m 1) = 0
= (m 1)(m2 + m 2) = 0
= m = 1, 1, 2.

Therefore, the roots are real and equal, and so, the complementary function will be:

C.F. = c1 e2x + (c2 + c3 x)ex .


Dr. Satish Shukla 36 of 50

The particular integral will be

1 1
P.I. = (x) = 3 540x2 ex
F (D) D 3D + 2
 
1 2 x
= 540 xe
D3 3D + 2
 
x 1 2
= 540e x
(D 1)3 3(D 1) + 2
 
x 1 2
= 540e x
D3 3D2 + 4
" 1 #
540ex D3 3D2
= 1+ x2
4 4
D3 3D2
  
x
= 135e 1 + + x2
4 4
 
x 2 3
= 135e x + .
2

The complete solution will be:

y = C.F. + P.I.
 
2x x x 2 3
= y = c1 e + (c2 + c3 x)e + 135e x + .
2

d2 y dy
Example 43. Solve: 2
2 + y = xex sin x.
dx dx

Sol. Given differential equation can be written as:

(D2 2D + 1)y = xex sin x = F (D)x = (x)

where F (D) D2 2D + 1 and (x) = xex sin x. The auxiliary equation of the above
equation will be:

F (m) = 0 = m2 2m + 1 = 0
= (m 1)2 = 0
= m = 1, 1.

Therefore, the roots are real and equal, and so, the complementary function will be:

C.F. = (c1 + c2 x)ex .


Dr. Satish Shukla 37 of 50

The particular integral will be

1 1
P.I. = (x) = 2 xex sin x
F (D) D 2D + 1
1
= ex x sin x
D2 2D + 1 
x 1
= e x sin x
(D + 1)2 2(D + 1) + 1
 
x 1
= e x sin x
D2
 
1
Z
x
= e x sin xdx
D
 
x 1
= e (x cos x + sin x)
D
Z 
x
= e (x cos x + sin x)dx

= ex (x sin x + 2 cos x).

The complete solution will be:

y = C.F. + P.I.
= y = (c1 + c2 x)ex ex (x sin x + 2 cos x).

d2 y dy
Example 44. Solve: 2 + y = x sin x.
dx2 dx

Sol. Given differential equation can be written as:

(D2 2D + 1)y = x sin x = F (D)x = (x)

where F (D) D2 2D + 1 and (x) = x sin x. The auxiliary equation of the above
equation will be:

F (m) = 0 = m2 2m + 1 = 0
= (m 1)2 = 0
= m = 1, 1.

Therefore, the roots are real and equal, and so, the complementary function will be:

C.F. = (c1 + c2 x)ex .


Dr. Satish Shukla 38 of 50

The particular integral will be


1 1
P.I. = (x) = 2 x sin x
F (D) D 2D + 1
1
= 2
x sin x
D 2D + 1  
1 d 1
= x sin x + sin x
(D2 2D + 1) dD D2 2D + 1
 
1 2D 2
= x sin x sin x
(D2 2D + 1) (D2 2D + 1)2
 
1 2D 2
= x sin x sin x
(12 2D + 1) (12 2D + 1)2
 
1 2D 2
= x sin x sin x
2D 4D2
 
x cos x D1
= sin x
2 2(12 )
x cos x cos x sin x
= + .
2 2
The complete solution will be:

y = C.F. + P.I.
x cos x cos x sin x
= y = (c1 + c2 x)ex + + .
2 2

Example 45. Solve: (D2 4D + 4)y = 8x2 e2x sin 2x.

Sol. Given differential equation can be written as:

F (D)x = (x)

where F (D) D2 4D + 4 and (x) = 8x2 e2x sin 2x. The auxiliary equation of the
above equation will be:

F (m) = 0 = m2 4m + 4 = 0
= (m 2)2 = 0
= m = 2, 2.

Therefore, the roots are real and equal, and so, the complementary function will be:

C.F. = (c1 + c2 x)e2x .

The particular integral will be


1 1
P.I. = (x) = 2 8x2 e2x sin 2x
F (D) D 4D + 4
 
1 2x 2
= 8 e x sin 2x
D2 4D + 4
 
2x 1 2
= 8e x sin 2x
(D + 2)2 4(D + 2) + 4
 
2x 1 2
= 8e x sin 2x .
D2
Dr. Satish Shukla 39 of 50

1
Operating we obtain:
D
 Z 
2x 1 2
P.I. = 8e x sin 2xdx
D
  2 
2x 1 x cos 2x 2x sin 2x 2 cos 2x
= 8e + +
D 2 4 8
  2 
2x 1 x cos 2x x sin 2x cos 2x
= 8e + +
D 2 2 4
 Z  2  Z   Z   
2x x cos 2x x sin 2x cos 2x
= 8e dx + dx + dx
2 2 4
1 x2 sin 2x 2x cos 2x 2 sin 2x
  
2x
= 8e +
2 2 4 8
   
1 x cos 2x sin x sin 2x
+ + +
2 2 4 8
2x 2
 
= e (3 2x ) sin 2x 4x cos 2x .

The complete solution will be:

y = C.F. + P.I.
= y = (c1 + c2 x)e2x + e2x (3 2x2 ) sin 2x 4x cos 2x .
 

d2 y dy x
Example 46. Solve: 2
+ 3 + 2y = ee .
dx dx

Sol. Given differential equation can be written as:


x
(D2 + 3D + 2)y = ee = F (D)x = (x)
x
where F (D) D2 + 3D + 2 and (x) = ee . The auxiliary equation of the above
equation will be:

F (m) = 0 = m2 + 3m + 2 = 0
= (m + 1)(m + 2) = 0
= m = 1, 2.

Therefore, the roots are real and distinct, and so, the complementary function will be:

C.F. = c1 ex + c2 e2x .

The particular integral will be


1 1 x
P.I. = (x) = 2 ee
F (D) D + 3D + 2
1 x
= ee
(D + 1)(D + 2)
 
1 1 x
= ee
D+1 D+2
1 x 1 x
= ee ee .
D+1 D+2
Dr. Satish Shukla 40 of 50

1
Z
Applying the general formula f (x) = emx f (x)emx dx we obtain:
Dm
Z Z
x ex x 2x x
P.I. = e e e dx e ee e2x dx
Z Z
x t 2x
= e e dt e tet dt (put ex = t)

= ex et e2x (tet et )
x x x
= ex ee e2x (ex ee ee )
x
= e2x ee .

The complete solution will be:


y = C.F. + P.I.
x
= y = c1 ex + c2 e2x + e2x ee .

Example 47. Solve: (D4 + 2D2 + 1)y = x2 cos x.

Sol. Given differential equation can be written as:

F (D)x = (x)

where F (D) D4 + 2D2 + 1 and (x) = x2 cos x. The auxiliary equation of the above
equation will be:

F (m) = 0 = m4 + 2m2 + 1 = 0
= (m2 + 1)2 = 0
= m = i. i.

Therefore, the roots are complex and repeated, and so, the complementary function
will be:
C.F. = (c1 + c2 x) cos x + (c3 + c4 x) sin x.
The particular integral will be

1 1
P.I. = (x) = 4 2
x2 cos x
F (D) D + 2D + 1
 
1 2 ix
= Real part of xe
(D2 + 1)2
  
ix 1 2
= Real part of e x
((D + i)2 + 1)2
  
ix 1 2
= Real part of e x
(D2 + 2iD)2
" (  2 )#
1 D
= Real part of eix 2 1 + x2
4D 2i
" (  2 ! )#
1 iD iD
= Real part of eix 2 1 + 2 +3 + x2
4D 2 2
 ix   
e 1 2 3
= Real part of x + 2ix .
4 D2 2
Dr. Satish Shukla 41 of 50

1
Applying we obtain:
D2
  4
x3 3x2

1 ix x
P.I. = Real part of e +i x
4 12 3 4
1
= Real part of (cos x + i sin x) x + 4ix3 9x2
  4  
48
1  4
(x 9x2 ) cos x 4x3 sin x .

=
48
The complete solution will be:

y = C.F. + P.I.
1  4
(x 9x2 ) cos x 4x3 sin x .

= y = (c1 + c2 x) cos x + (c3 + c4 x) sin x
48

Exercise (Assignment)

(Q.1) Solve: (D 1)2 (D 3)3 y = e3x


x3 e3x
Ans. y = (c1 + c2 x)ex + (c3 + c4 x + c5 x2 )e3x + 24
.

d3 y
(Q.2) Solve: 3
+ y = 3 + ex + 5e2x .
dx
h i
x xex
Ans. y = c1 e + e x/2
c2 cos 2 + c3 sin 23x + 3 + 95 e2x +
3x
3
.

d3 y d2 y dy
(Q.3) Solve: 3
+ 2 y = cos(2x).
dx dx dx
Ans. y = c1 ex + (c2 + c3 x)ex 25
1
[cos(2x) + 2 sin(2x)].

d4 y
(Q.4) Solve: 4
m4 y = cos(mx).
dx
Ans. y = c1 emx + c2 emx + c3 cos(mx) + c4 sin(mx) x
4m3
sin(mx).

d2 y
(Q.5) Solve: 2
+ 4y = x2 + cos2 x.
dx
x2
Ans. y = c1 cos(2x) + c2 sin(2x) + 4
+ x8 sin(2x).

d4 y
(Q.6) Solve: a4 y = x 4 .
dx4
Ans. y = c1 eax + c2 eax + c3 cos(ax) + c4 sin(ax) 1
a4
(x4 + 24/a4 ).

(Q.7) Solve: (D2 + 2D + 4)y = ex sin 2x.


  ex
Ans. y = ex c1 cos 3x + c2 sin 3x +

73
(3 sin 2x 8 cos 2x).

d2 y dy
(Q.8) Solve: 2
+ 5 + 6y = e2x sin 2x.
dx dx
2x
2x
Ans. y = c1 e + c2 e3x e 10 (cos 2x + 2 sin 2x).

d2 y
(Q.9) Solve: 4y = x sinh x.
dx2
Ans. y = c1 e2x + c2 e2x x3 sinh x 92 cosh x.
Dr. Satish Shukla 42 of 50

(Q.10) Solve: (D2 + 1)(D2 1)y = e2x x + x2 .


e2x
Ans. y = c1 ex + c2 ex + c2 cos x + c4 sin x + 255
(15x 32) + x2 .

d2 y
(Q.11) Solve: + 4y = x sin x.
dx2
Ans. y = c1 cos(2x) + c2 sin(2x) + x3 sin x 29 cos x.

d2 y dy
(Q.12) Solve: 2
4 + 3y = 2xe3x + 3ex cos 2x.
dx dx
Ans. y = c1 e + c2 e3x + 21 xe3x (x 1) 38 ex (sin 2x cos 2x).
x

d2 y
(Q.13) Solve: + a2 y = sin ax.
dx2
x
Ans. y = c1 cos ax + c2 sin ax 2x
cos ax.

d2 y dy 4ex
(Q.14) Solve: 2 + y = .
dx2 dx x2
Ans. y = (c1 + c2 x)ex 4ex ln(x).

(Q.15) Solve: (D2 + 2D + 1)y = x cos x.


Ans. y = (c1 + c2 x)ex + 21 cos x + 21 (x 1) sin x.

(Q.16) Solve: (D2 3D + 2)y = sin(ex ).


Ans. y = c1 ex + c2 e2x e2x sin(ex ).

Method of variation of parameters

This method is applied on the differential equations of the form:

d2 y dy
2
+ p + qy = (x)
dx dx
where p, q and (x) are the functions of x. Suppose, the complementary function of
this equation is
C.F. = c1 y1 + c2 y2 .
Then, the particular integral of this equation is given by:

y2 (x) y1 (x)
Z Z
P.I. = y1 dx + y2 dx
W W

y1 y2
where W = 0 = y1 y20 y1 y2 is the Wronskian of y1 and y2 .
y1 y20

d2 y
Example 48. Solve: + 4y = tan 2x.
dx2

Sol. Given differential equation can be written as:

(D2 + 4)y = tan 2x = F (D)x = (x)


Dr. Satish Shukla 43 of 50

where F (D) D2 + 4 and (x) = tan 2x. The auxiliary equation of the above equation
will be:

F (m) = 0 = m2 + 4 = 0
= m = 2i.

Therefore, the roots are complex, and so, the complementary function will be:

C.F. = c1 cos 2x + c2 sin 2x = c1 y1 + c2 y2 .

Here y1 = cos 2x, y2 = sin 2x. Now the Wornskian of y1 and y2 will be:

y1 y2 cos 2x sin 2x
W = 0 0 =
= 2.
y1 y2 2 sin 2x 2 cos 2x

Therefore, the particular integral will be:

y2 (x) y1 (x)
Z Z
P.I. = y1 dx + y2 dx
W W
sin 2x tan 2x cos 2x tan 2x
Z Z
= cos 2x dx + sin 2x dx
2 2
cos 2x sin 2x
Z Z
= (1 cos2 2x) sec 2xdx + sin 2xdx
2 2
cos 2x sin 2x cos 2x
Z
= (sec 2x cos 2x) dx
2 4
cos 2x sin 2x cos 2x
= [ln(sec 2x + tan 2x) sin 2x]
4 4
1
= cos 2x ln(sec 2x + tan 2x).
4
The complete solution will be:

y = C.F. + P.I.
1
= y = c1 cos 2x + c2 sin 2x cos 2x ln(sec 2x + tan 2x).
4

d2 y
Example 49. Solve: + a2 y = sec ax.
dx2

Sol. Given differential equation can be written as:

(D2 + a2 )y = sec 2x = F (D)x = (x)

where F (D) D2 +a2 and (x) = sec ax. The auxiliary equation of the above equation
will be:

F (m) = 0 = m2 + a2 = 0
= m = ia.

Therefore, the roots are complex, and so, the complementary function will be:

C.F. = c1 cos ax + c2 sin ax = c1 y1 + c2 y2 .


Dr. Satish Shukla 44 of 50

Here y1 = cos ax, y2 = sin ax. Now the Wornskian of y1 and y2 will be:

y1 y2 cos ax sin ax
W = 0 = = a.
y1 y20 a sin ax a cos ax
Therefore, the particular integral will be:
y2 (x) y1 (x)
Z Z
P.I. = y1 dx + y2 dx
W W
sin ax sec ax cos ax sec ax
Z Z
= cos ax dx + sin ax dx
a a
cos ax sin ax
Z Z
= tan axdx + dx
a a
cos ax x sin ax
= 2 [ln(sec ax)] +
a a
1 1
= 2 cos ax ln(cos ax) + x sin ax.
a a
The complete solution will be:
y = C.F. + P.I.
1 1
= y = c1 cos 2x + c2 sin 2x + cos ax ln(cos ax) + x sin ax.
a2 a

e3x
Example 50. Solve: y 00 6y 0 + 9y = .
x2

Sol. Given differential equation can be written as:


2 e3x
(D 6D + 9)y = 2 = F (D)x = (x)
x
e3x
where F (D) D2 6D + 9 and (x) = 2 . The auxiliary equation of the above
x
equation will be:
F (m) = 0 = m2 6m + 9 = 0
= (m 3)2 = 0
= m = 3, 3.
Therefore, the roots are real and equal, and so, the complementary function will be:
C.F. = c1 e3x + c2 xe3x = c1 y1 + c2 y2 .
Here y1 = e3x , y2 = xe3x . Now the Wornskian of y1 and y2 will be:

y1 y2 e3x xe3x 6x
W = 0 0 =
3x 3x 3x = e .

y1 y2 3e e + 3xe
Therefore, the particular integral will be:
y2 (x) y1 (x)
Z Z
P.I. = y1 dx + y2 dx
W W
xe3x e3x
Z 3x 3x
e e 6x
Z
3x 3x
= e 2 6x
dx + xe e dx
xe x2
1 1
Z Z
= e3x dx + xe3x dx
x x2
= e3x (ln x + 1).
Dr. Satish Shukla 45 of 50

The complete solution will be:


y = C.F. + P.I.
= y = c1 e3x + c2 xe3x e3x (ln x + 1).

Method of undetermined coefficients


This method is used to find the P.I. of differential equation. Suppose the given
differential equation is
F (D)y = (x).
Then, we choose a trial solution (P.I.) for this differential equation, and this trial
solution (P.I.) depends on the function (x). In the following table the trial solution
(P.I.) for various values of function (x) are given:

S.No. Function (x) Trial solution P.I.

1. ceax c1 eax

2. c sin(ax + b) or c cos(ax + b) c1 sin(ax + b) + c2 cos(ax + b)

3. ceax sin(ax + b) or ceax cos(ax + b) c1 eax sin(ax + b) + c2 eax cos(ax + b)

4. cxnx , n = 0, 1, 2, . . . c0 + c1 x + c2 x 2 + + cn x n

Remark 2. Whenever choose a trial solution, we remember the following:


(A) If (x) is a sum of functions of column 2 of the above table, then the trial solution
is also the sum of corresponding trial solutions. For example,
if (x) = k1 eax + k2 sin(ax + b) then P.I. = c1 eax + c2 sin(ax + b) + c3 cos(ax + b).

(B) The above method is applicable only when no term of trial solution is present in
the C.F. If any term of trial solution is present in the C.F. we follow the following
rule:
(a) if a term f (x) of trial solution is present in the C.F., then we multiply f (x)
by x, i.e., xf (x) is the trial solution;
(b) if the term xf (x) is again present in C.F., then then we multiply xf (x) by x,
i.e., x2 f (x) is the trial solution; and so on.

Example 51. Solve by the method of U.C.: (D2 3D + 2)y = 4e3x .

Sol. Given differential equation can be written as:


F (D)x = (x)
where F (D) D2 3D + 2 and (x) = 4e3x . The auxiliary equation of the above
equation will be:
F (m) = 0 = m2 3m + 2 = 0
= (m 1)(m 2) = 0
= m = 1, 2.
Dr. Satish Shukla 46 of 50

Therefore, the roots real and distinct, and so, the complementary function will be:

C.F. = c1 ex + c2 e2x .

Since (x) = 4e3x , suppose the trial solution

yt = ae3x .

Now
Dyt = 3ae3x , D2 yt = 9ae3x .
Since yt is a solution of given equation it will satisfy the given equation, therefore,
putting the values of yt , Dyt and D2 yt in the given equation we get:

9ae3x 3 3ae3x + 2ae3x = 4e3x


= 2ae3x = 4e3x .

Comparing the terms we obtain a = 2. Thus, P.I.= 2e3x and the solution will be:

y = C.F. + P.I.
= y = c1 ex + c2 e2x + 2e3x .

d2 y dy
Example 52. Solve by the method of U.C.: 2
+ 2 + 4y = 2x2 + 3ex .
dx dx

Sol. Given differential equation can be written as:

(D2 + 2D + 4)y = 2x2 + 3ex = F (D)x = (x)

where F (D) D2 + 2D + 4 and (x) = 2x2 + 3ex . The auxiliary equation of the
above equation will be:

F (m) = 0 = m2 + 2m + 4 = 0

2 4 16
= m=
2

= m = 1 i 3.

Therefore, the roots are complex, and so, the complementary function will be:

C.F. = ex (c1 cos 3x + c1 sin 3x).

Since (x) = 2x2 + 3ex is a combination of x2 and ex suppose the trial solution

yt = a1 + a2 x + a3 x2 + a4 ex .

Now
dyt d2 y t
= a2 + 2a3 x a4 ex , = 2a3 + a4 ex .
dx dx2
Since yt is a solution of given equation it will satisfy the given equation, therefore,
dyt d2 y t
putting the values of yt , and in the given equation we get:
dx dx2
2a3 + a4 ex + 2 a2 + 2a3 x a4 ex + 4 a1 + a2 x + a3 x2 + a4 ex = 2x2 + 3ex
 

= (2a1 + 2a2 + 4a3 ) + (4a1 + 4a2 )x + 4a1 x2 + 3a4 ex = 2x2 + 3ex .


Dr. Satish Shukla 47 of 50

Comparing the terms we obtain:


2a1 + 2a2 + 4a3 = 0
4a1 + 4a2 =0
4a1 =2
3a4 = 3.
On solving the above equations we get
1 1
a1 = , a2 = , a3 = 0, a4 = 1.
2 2
1 1
Thus, P.I.= x + x2 + ex and the solution will be:
2 2
y = C.F. + P.I.
1 1
= y = ex (c1 cos 3x + c1 sin 3x) x + x2 + ex .
2 2

Example 53. Solve by the method of U.C.: (D 2)3 y = 6e2x .

Sol. Given differential equation can be written as:


F (D)x = (x)
where F (D) (D 2)3 and (x) = 6e2x . The auxiliary equation of the above equation
will be:
F (m) = 0 = (m 2)3 = 0
= m = 2, 2, 2.
Therefore, the roots are real and repeated, and so, the complementary function will
be:
C.F. = (c1 + c2 x + c3 x2 )e2x .
Since (x) = 6e2x , the trial solution must be ae2x , but this term is present in the C.F.,
therefore, we choose the trial solution axe2x . But this term is again present in the
C.F., therefore, we choose the trial solution ax2 e2x . But this term is again present in
the C.F., therefore, we choose the trial solution
yt = ax3 e2x .
Now
Dyt = a(3x2 + 2x3 )e2x ;
D2 yt = a(6x + 12x2 + 4x3 )e2x ;
D3 yt = a(6 + 36x + 36x2 + 8x3 )e2x .
Since yt is a solution of given equation it will satisfy the given equation, therefore,
putting the values of yt , Dtt , D2 yt and D3 yt in the given equation we get:
6ae2x = 6e2x .
Comparing the terms we obtain a = 1. Thus, P.I.= x3 e2x and the solution will be:
y = C.F. + P.I.
= y = (c1 + c2 x + c3 x2 )e2x + x3 e2x .
Dr. Satish Shukla 48 of 50

Exercise (Assignment)

d2 y
(Q.1) Solve by the method of variation of parameter: + y = tan x
dx2
Ans. y = c1 cos x + c2 sin x cos x ln(sec x + tan x).

d2 y
(Q.2) Solve by the method of variation of parameter: 2
+ a2 y = cosecax
dx
2
Ans. y = (c1 x/a) cos ax + [c2 + (1/a ) ln(sin ax)] sin ax.

(Q.3) Solve by the method of variation of parameter: y 00 2y 0 + y = ex ln(x).


Ans. y = c1 ex + c2 xex + 41 x2 ex (2 ln x 3).

(Q.4) Solve by the method of undetermined coefficients: (D2 3D + 2)y = x2 + ex .


Ans. y = c1 ex + c2 e2x + 21 (x2 + 3x + 3.5 2xex ).

d2 y
(Q.5) Solve by the method of undetermined coefficients: + y = 2 cos x.
dx2
Ans. y = c1 cos x + c2 sin x + x sin x.

Problems on operator method

Example 54. Prove the following result:

If (D m1 )(D m2 )y = 0, then y = c1 em1 x + c2 em2 x, where m1 6= m2 .

Sol. Putting (D m2 )y = z in the given equation we get

dz dz
(D m1 )z = 0 = m1 z = 0 = = m1 z
dx dx
dz
= = m1 dx
z
= ln(z) = ln(c) + m1 x
= z = cem1 x .

Putting this value of z in (D m2 )y = z we get

(D m2 )y = z = (D m2 )y = cem1 x
dy
= m2 y = cem1 x .
dx
R
m2 dx
The above equation is linear in y, and I.F.= e = em2 x and the solution of it
will be
c
Z
yem2 x = c2 + cem1 x em2 x dx = yem2 x = c2 + e(m1 m2 )x
m1 m2
= y = c2 em2 x + c1 em1 x
c
where c1 = .
m1 m2
Dr. Satish Shukla 49 of 50

Example 55. Prove the following result:

If (D m)2 y = 0, then y = (c1 + c2 x)emx .

Sol. Putting (D m)y = z in the given equation we get


dz dz
(D m)z = 0 = mz = 0 = = mz
dx dx
= ln(z) = ln(c1 ) + mx
= z = c1 emx .

Putting this value of z in (D m)y = z we get

(D m)y = z = (D m)y = c1 emx


dy
= my = c1 emx .
dx
R
mdx
The above equation is linear in y, and I.F.= e = emx and the solution of it will
be
Z
yemx = c2 + c1 emx emx dx = yemx = c2 + c1 x
= y = (c2 + c1 x)emx .

Example 56. Prove the following result:

If [D ( + i)][D ( i)]y = 0, then y = ex [c1 cos(x) + c2 sin(x)]

Sol. Put m1 = + i and m2 = i in Example 54 and then use the Eulers formula
ei = cos + i sin .

Example 57. Solve by operator method: (x + 3)y 00 (2x + 7)y 0 + 2y = (x + 3)2 ex .

Sol. The given equation can be written as

(x + 3)D2 (2x + 7)D + 2 y = (x + 3)2 ex .


 

To apply the operator method, we have to factorize the expression

(x + 3)D2 (2x + 7)D + 2.

Then the above equation can be written as

(x + 3)D2 (2x + 6)D D + 2 y = (x + 3)2 ex


 

= [(x + 3)D (D 2) (D 2)] y = (x + 3)2 ex


= [(x + 3)D 1] (D 2)y = (x + 3)2 ex .

Putting (D 2)y = z we obtain

[(x + 3)D 1] z = (x + 3)2 ex


dz
= (x + 3) z = (x + 3)2 ex
dx
dz 1
= z = (x + 3)ex .
dx x + 3
Dr. Satish Shukla 50 of 50

It is linear differential equation in z. Now


R 1
x+3 dx 1
I.F. = e = .
x+3
The solution of the above equation will be
z 1
Z
= c1 + (x + 3)ex
x+3 x+3
x
= z = c1 (x + 3) + e (x + 3).

dy
Putting z = (D 2)y = 2y we get
dx
dy
2y = c1 (x + 3) + ex (x + 3).
dx
It is again linear in y, and R
2dx
I.F. = e = e2x .
The solution will be
Z
2x
ye = c2 + [c1 (x + 3) + ex (x + 3)] e2x dx
Z
= ye2x = c2 + c1 (x + 3)e2x + ex (x + 3) dx
 

1 1
= ye2x = c2 c2 (x + 3)e2x c1 e2x (x + 3)ex ex
2 4
1 1
= y = c2 e2x c2 (x + 3) c1 (x + 3)ex ex .
2 4

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