DIFFERENTIAL EQUATIONS

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

A partial differential equation is an equation which involves partial derivatives of unknown

functions of two or more independent variables.
Examples:
)

+ 2 = 0, )
2

2
2

In what follows, we consider only ordinary differential equations.

The order of a differential equation is the order of the highest derivative occurring in it.
The degree of a differential equation is the degree of the highest order derivative occurring in the
differential equation, after the equation is made free from fractional powers and radicals.
The order and degree of the differential equations in the above examples are respectively
i)

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 ()
+ () = ()

where b0, b1,.. bn, and R are functions of x alone.

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

For this equation, general solution is y = Ae2x , where A is an arbitrary constant.

Also, y = e2x, y = - e2x, y = 3e2x are some particular solutions.

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.

Formulation of differential equations by eliminating arbitrary constants:

In this section we start with a relation involving arbitrary constants, and by elimination of those
arbitrary constants obtain a differential equation which is consistent with the original relation. In
other words we will obtain a differential equation for which the given relation is 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)

Of order equal to the number of arbitrary constants in the equation.

(ii)

Consistent with relation.

(iii)

Free from arbitrary constants.

Example (1): Eliminate the arbitrary constants c1 and c2 from the relation

y c1e2 x c2e3 x . (1)

Solution: Since two constants are to be eliminated, we need to differentiate twice.

y 2c1e2 x 3c2e3 x , (2)

y 4c1e2 x 9c2e3 x . (3)
Equations (1), (2) and (3) considered as equations in the two unknowns c1 and c2 can have
solutions only if
1 1
2 -3
4 9

y
y = 0
y

y + y - 6y = 0,

which is the required differential equation.

Example (2): Eliminate the constant a from the equation ( x a)2 y 2 a 2 .

Solution: Direct differentiation of the relation yields 2( x a) 2 yy 0, from which a x yy.
Therefore, using the original equation, we find that
the form

y 2 x 2 2 xyy, which may be written in

( 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

Then differentiation of both sides leads to

x(2 xdx 2 ydy) ( x 2 y 2 )dx

2
2
0, i.e., ( x y )dx 2 xydy 0, as desired.
2
x
Example (3): Eliminate c from the equation
Solution: At once we get

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.

y c1eax cos bx c2eax sin bx; a and b are parameters.

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

y[1 yy ( y)2 ] y( x yy)

0,
( y)2
so the desired differential equation is

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.

DIFFERENTIAL EQUATIONS OF ORDER ONE AND DEGREE ONE

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)

Let T denote the rectangular region defined by | 0 | and | 0 | , a region with

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.

1. Variable Separable Equations:

If the differential equation M dx + N dy = 0 is said to be variable separable if it can be put in the
form () + () = 0 , where f is a function of alone and g is a function of alone. In
this case the solution is given by
() + () = , where c is an arbitrary constant.

Example (1): Solve 2 + = 0.

Solution: The equation is variable separable. Hence the solution is
2 + =

i.e. 2 + = , where is some arbitrary constanst.

Example (2): Solve sec 2 tan + sec 2 tan = 0.
Solution: Here the variables are not separated but it can be reduced to that form by dividing the
equation by tan tan . Then
sec2
tan

sec2
tan

= 0.

The solution is

sec2
tan

sec2
tan

+ = i.e., tan tan =

Example (3):

= 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

Solution: Put = . Then

= + 1.
+ 1 () = 1.
= ().

= .
2

log =

+ i.e., log sin( ) =

Exercises: Solve the following

1. ( ) + ( + ) = 0

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)

2. Differential Equations with Homogenous Coefficients:

Consider the differential equation of the form

(,)

= (,) ,

where (, ) and (, ) are homogeneous functions of the same degree in and .

(,)

To solve this equation, we note that (,) being a homogenous equation of degree zero, is a
function of (y/x) only. Let
(,)
(,)

= ( ).

This suggests the substitution

= , then

= + .

Substituting in the given equation we get

= + = 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 (

)+

Example (2): 3(3 2 + 2 ) 2 = 0

Solution: The equation can be put in the form

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,

2 = log + i.e., 2 = log +

Exercises: Solve the following differential equations

1. 2 = 3 2 + 2
2. ( 2 2) = ( 2 2)
3. = 2 + 2

4. 2 + 2 =
5.

= + sin

6. = ( + 2 )

7. (1 + ) + (1 ) = 0

8. ( tan ( ) sec 2 ) + sec 2 = 0

3. Differential Equations with linear coefficients

++

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.

Example (1): Solve

26+7
3+4

Solution: We observe that 2 6 = 2( 3).

Put = 3

= 1 3

= + which is of

i.e

=13

2+7
+4

i.e ( + 4) = + 4 6 21
+4

Separating, + 5+17 = 0
3

i.e Solution is 5 + + 5 log(5 + 17) =

3

i.e., 6 3 + 5 log(5 15 + 17) = .

Example (2): Solve

+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

Integrating both sides, 2 log(1 + 2 2 ) = log +

log( 2 + 2 2 ) = 2
Finally, 2 + 2 2 4 + 8 14 = .

Exercises: Solve the following equations.

1. (2 ) + (4 + 6) = 0
2. ( + 3 4) + ( + 4 5) = 0
3. ( + 2 1) (2 + 5) = 0
4. (2 + 3 + 4) (4 + 6 + 5) = 0
5. ( 2 + 1) + (2 4 + 3) = 0
6.
7.

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 (, ) = .

Theorem: If , , , are continuous functions of x and y, then a necessary and sufficient

condition that
+ = 0 ------(1)
is exact, is that

Proof: Suppose that (1) is exact.

Then by definition such that
= +
But from total derivate formula,

= +

= , = .
These two equations lead to
Since

= we get

Conversely suppose that

= and
=

2 M

;
yx y

Let (x,y) be a function for which

Then

M ( x, y ) .
x

2
2 M N
.

xy yx y
x

On integrating both sides of this equation w.r.t. x holding y fixed we get,

N B( y ), where B(y) is an arbitrary function of y.

y

Now define a function F as F ( x, y) ( x, y) B( y)dy.

Then dF

F
F

dx
dy
dx
B( y ) dy Mdx Ndy.
x
y
x
y

Hence the given equation is exact.

Note:
If the differential equation Mdx +Ndy = 0 is exact then the solution of the equation can be
obtained as follows. Let F be a function of x and y such that dF = Mdx+Ndy.
Then comparing with the equation dF

F
F
F
=M(x,y).
dx
dy we get
x
y
x

On partially integrating w.r.t. x we get F(x,y) =

M ( x, y)dx B( y) , where integration is done

partially w.r.t. x holding y as a constant and B(y) is an arbitrary function of y alone. Now

y y

M ( x, y)dx B( y) N ( x, y) implies that B( y) consists of terms in N(x,y) which

does not contain x.

Thus the solution of the equation is given by

M ( x, y)dx (Terms in N ( x, y) not containg x) dy c.

The solution can also be obtained from

N ( x, y)dx (Terms in M ( x, y) not containg y) dx c.

Example (1): Solve 3( 2) + ( 2 + 2) = 0
Solution: M = 3x(xy - 2), N= x2 +2y
First
i.e.,

= 3 2 and

= 3 2 .

. Also the functions and derivatives are continuous. Hen e the equation is exact.

Therefore the solution is given by

M ( x, y)dx (Terms in N ( x, y) not containg x) dy = C

(3 2 6) + 2 =
Or,

3 3 2 + 2 = .

Example (2): Solve (2 ) + ( 2 2 ) = 0

Solution: M = 2xy tany, N = x2 xsec2y

i.e.,

= 2 2 ,

= 2 2 .

. Also the functions and derivatives are continuous. Hen e the equation is exact.

Therefore the solution is given by

M ( x, y)dx (Terms in N ( x, y) not containg x) dy = C

(2 ) =
i.e., 2 =
Exercises: Solve the following differential equations
1. ( + ) + ( ) = 0
2. (6 + 2 ) + (2 3) = 0
3. (2 3 2 ) + ( 2 + ) = 0
4. (2 + ) + ( 2 ) = 0
5. (1 )2 + [ 2 + 2 (1 )2 ] = 0
6. ( 2 3 2 ) + ( 3 2 2) = 0
7. ( 2 2 2 ) ( + )2 = 0
8.

++

+ ++ = 0

5. Equations Reducible to Exact Equations

Equations that are not exact, can be made exact, by suitable multiplication of a function of x and
y. Such multiplier is called an integrating factor (I.F.) of the differential equation.
(I)Integrating factors found by inspection.
Here we are concerned with the equations that are simple enough to enable us to find the
integrating factors by inspection. The ability to do this depends largely upon recognition of certain
common exact differential and upon experience. Below are four exact differential that occur
frequently:
(i)

() = +

(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 = .

Example (2): Solve = + cos2

= cos 2

( ) . 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 + ) =

(II). Another Method of finding Integrating Factor

Consider a non-exact equation + = 0.(1)
Suppose that , possibly a function of both and , is to be an integrating factor of (1). Then
+ = 0 must be exact.

() = ()

Hence, must satisfy + = + .

( ) = .
First let be a function of alone. Then

= 0 and

Then we have ( ) = or ( ) =

becomes

If the left member of the above equation as function of alone, we have ( ) = ()

Then the desired I.F is = ()
1

By a similar argument, assuming is a function of alone, we get ( ) = ()

Then an integrated factor is = () .
Using the above integrating factors, one can convert the equation to exact form and solve.
Example (1): Solve (4 + 3 2 ) + ( + 2) = 0
= 4 + 3 2 and = 2 + 2

= 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 = .

Example (2): Solve ( + + 1) + ( + 3 + 2) = 0.

So

I.F. =

= + 2 + 1,

= 2 + 3 + 2

= 1

++1

( ) = (++1) =

Multiplying to the equation we get,

( 2 + 3 + 2 ) + ( 2 + 3 2 + 2) = 0
which is exact. Hence the solution is
2 ( + 2 + 2) = .

Exercises: Solve the following equations

1. ( 2 + 2 + 1) + ( 2) = 0
2. 2( 2 + ) + ( 2 2) = 0
3. (2 + 1) + (3 4 + 3) = 0
4. (4 + ) 2( 2 ) = 0
5. ( + 1) + ( + 4 2) = 0
6. (2 2 + 3 2 + 6) + ( + 2 1) = 0
7. ( + 2 2) 2( + ) = 0
8. 2 + (3 + 2 1) = 0
9. 2 + ( 2 2 ) = 0
10. (8 9)dx + 2x(x 3y)dy = 0

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).

To solve, we multiply both sides by so that

+ =

The above equation is equivalent to

( ) =

Integrating, we get = + as required solution. If . . = , then

solution can be rewritten as
(. . ) = ()(. . ) + .
Note: Equation linear in x is of the form

+ () = ().

For this equation

. . =
and solution is given by
(. . ) = ()(. . ) + .
Example (1): Solve 2( 4 2 ) + = 0
Solution: The equation can be rewritten as

+ 2 = 8 2
Dividing by x, we get

+ = 8

The equation is linear in y.

2

. . =

= 2 = 2

Solution is
( 2 ) = 8( 2 ) + . ., 2 = 2 4 +
Example (2): Solve ( + 1)

= 3 ( + 1)2

Solution: Dividing throughout by ( + 1),

+1 = 3 ( + 1).
1

= +1 ,
Thus the solution is

. = +1

+1

= 3 ( + 1). +1 + = 3 3 + .

Example (3): Solve (1 + 2 ) = (tan1 )

Solution: Clearly, equation is linear in .

+ 1+ 2 =

tan1
1+ 2

() = 1+ 2 , () =
. = =

tan1
1+ 2

1+2

= tan

Thus the solution is

tan1

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

( use sin2y = 2 siny cosy)

Put tany = z. Then 2 =

Hence the equation reduces to

+ = 3

which is linear in z and hence can be solved.

Exercises: Solve the following

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 )

which is linear in and can be solved.

Example (1): Solve + = 3 6 .

Solution: Dividing by 6 , 6 +

= 2.

Put 5 = , so 5 6 =
1

i.e 5 + = 2 ,
5

I.F =

i.e = 5 2 which is linear in .

5 log =

Solution is (. ) = 5 2 (. ) +

i.e

5 = 5 2 . 5 +

i.e

5 5 = 5 (2) + . . , ()5 = 2 2 +

Example (2): Solve + () log = (log )2

1

Dividing by , + log = (log )2

= log

+ =

, which is variable separable.

= 2

(1)
1

( 1 ) =

Integrating we get
1 =

Exercises: Solve the following

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 ,

() =

Linear Differential Equations

The general linear differential equation of order n is of the form

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)

Inverse differential operator method (ii)

Method of variation of parameters,

to solve equations of type (2).

For a homogeneous equation,

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.

The Wronskian of Solution:

To test whether functions are linearly independent on an interval , let us assume that
each of the functions 1 , 2 , is differentiable atleast ( 1) times .
Then from the equation
1 1 + 2 2 + = 0,
it follows by successive differentiation that
1 1 + 2 2 + = 0
1 1 + 2 2 + = 0

(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 .

Then wronskian is given by W

eax
ae

ebx

ax

be

bx

b a e( a b ) x 0 only if a=b.

Therefore for ab, y1 eax and y2 ebx are linearly independent.

Example2. Let y1 1and y2 x , then y1 0, y2 1

Then wronskian is given by W

independent.

1
0

x
1 0. Therefore y1 1and y2 x are linearly
1

The Differential operator:

Let D

d
dk
then D k k for k 1, 2,.... .
dx
dx

Then the equation (1) can be expressed as

b0 D n y b1D n1 y ............ bn y R( x)
i.e., (b0 D n b1D n1 ............ bn ) y R( x)

i.e., f(D) y = R(x) where f(D) = b0 Dn b1Dn1 ............ bn . D is called the differential operator.

Properties of Differential Operator:

1. f(D)eax = eaxf(a)
Proof: Let f(D) = b0 Dn b1Dn1 ............ bn .
Since Dkeax = akeax, for k = 1, 2, 3n. We have,
f(D)eax = b0 D n eax b1D n1e ax ............ bn e ax
b0 a n eax b1a n1eax ........ bne ax
(b0 a n b1a n1 ........ bn )eax f (a )eax

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,

D2(eax y) = D(D(eax y)) = D(eax (D+a)y) = eax (D+a)(D+a)y= eax (D+a)2y

Similarly we can show that Dk(eax y) = eax (D+a)ky, k= 1,2,..n.
Substituting in the formula we get the required result.
j 0,1, 2,....k 1

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.

The solution of linear homogeneous differential equation with constant coefficients

Consider the linear homogeneous differential equation with constant coefficients

0 + 1 1 + . . +1 + = () where 0 , 1 , are all constants.

This equation can be rewritten as f(D)y = R(x) where f(D) = b0 Dn b1Dn1 ............ bn .
If y = eax , then by property (1), f(D)y = f(D)eax = eaxf(a) = 0 f(a) = 0.
This equation is called the auxiliary or characteristic equation associated with the given differential
equation. For an nth order differential equation, the auxiliary equation has n roots say, a1 , a2 ,......an .
Then y1 ea1x , y2 ea2 x ,..........., yn ean x are all solutions of the given differential equation.

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

y (C1 C2 x C3 x2 ...... Ck xk 1 )eax Ck 1eak 1x ...... Cnean x .

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.

Example 1: Solve (2D2 + 5D 12)y = 0, where D =

d
.
dx

Solution: Auxiliary equation is 2m2 + 5m 12 = 0.

i.e., (2m 3) (m + 4) = 0 and it has the roots m1 = 3/2 and m2 = -4 which are real and distinct.
Therefore the general solution is y = C1 e3x/2 + C2e-4x
Example 2: Solve

d2y
+4y=0
dx 2

Solution: Auxiliary equation is m2 + 4 = 0 or m2= -4

Therefore m = 2i = 0 2i
Therefore y = e0x(C1 cos 2x + C2 sin 2x)
or y = C1 cos 2x + C2 sin 2x.
Example 3: Solve

dy
d2y
d 3x
+
4
+4
= 0.
3
2
dx
dx
dx

Solution: Auxiliary equation is m3 + 4m2 + 4m = 0.

That is, m(m + 2)2 = 0
Therefore m1 = 0, m2 = -2, m3 = -2 are its roots.
Here we find that two roots are equal. Hence the general solution is given by
y = C1 e0x + (C2 + C3x) e-2x
Or y = C1 + (C2 + C3x) e-2x
Example 4 : Solve

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

Solution: Hence the A.E. is m4 2m3 + 2m2 2m + 1 = 0.

The roots are m = 1, 1, 0, i 1

Therefore the general solution is
y = (C1 + C2x) ex + e0x (C3 cos x + C4 sin x)
That is, y = (C1 + C2x)ex + (C3 cos x + C4 sin x).

The solution of linear non-homogeneous differential equation with constant coefficients

We know that the general solution of nonhomogeneous linear differential equation

0 + 1 1 + . . +1 + = ()
is of the form y yc y p , where yc is the general solution of the corresponding homogenous

equation 0 + 1 1 + . . +1 + = 0 , called the complimentary function and

y p is a particular solution of the given equation , which does not contain any arbitrary constants.

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.

Properties of the inverse differential operator:

1.

1
eax
eax
if f (a) 0.
f ( D)
f (a)

Proof: We know that f(D)eax = eaxf(a).

If f(a) 0, then dividing by f(a) we get

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.

Proof: From the property f(D)eax y = eaxf(D+a)y the result follows.

1
y eax e ax y dx
Da

3.

Proof: The result follows directly from the result (2) and example (1) .

To determine the particular solution of a linear non-homogenous differential equation, we use

inverse differential operators. We have , If f(D)y = (x) ,then yp =
Case(i): If (x) = eax , then yp =

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.

Case(iii) If (x)= xm, for some positive integer m, then

powers of D and hence

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 )

If f(-a2) = 0 and f (-a 2 ) 0, then

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

Solution: Auxiliary equation is m2 6m + 10 = 0.

Therefore m =

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

General solution is y = C.F. + P.I.

Therefore y = e3x (C1 cos x + C2 sin x) +

1 -3x
1
(cos 2x 2 sin 2x) +
e
37
30

Example 2: Solve (D4 + 18 D2 + 81) y = cos2 x.

Solution: Auxiliary equation is m4 + 18 m2 + 81 = 0
That is (m2 + 9)2 = 0. Therefore m = 3i, 3i.
Thus C.F. = e0.x {(C1 + C2 x) cos 3x + (C3 + C4x) sin 3x}
C.F. = (C1 + C2x) cos 3x + (C3 + C4x) sin 3x.
P.I =

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

In the second term, we observe that f(-a2) = f(-9) = 81 162 + 81 = 0

Also f (D) = 4D3 + 36 D + 0 = 4 D(D2 + 9). Hence f (-9) = 4 D(-9 + 9) = 0.
Hence

1
1
(cos 3x) = x2
(cos 3x)
2
f (D 2 )
D 18D 81
4

But f (D) = 4D3 + 36 D by above, therefore f (D) = 12 D2 + 36

Hence

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

Hence the complete solution is

y = (C1 + C2x) cos 3x + (C3 + C4x) sin 3x +

3
1 2
cos x x cos 3x.
256
288

Example 3: Solve (D2 6D + 9)y = x2 + x + 1

Solution: Auxiliary equation m2 6m + 9 = 0.
That is (m 3)2 = 0. Therefore m = 3, 3
Thus C.F. = (C1 + C2 x)e3x.
P.I =
=

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

(Binomial expansion (1 a)-1 = 1 + a + a2 + )

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

General solution y = C.F. + P. I. = (C1 + C2x) e3x +

1
(3x2 + 7x + 7).
27

d3y
d2y
Example 4 : Solve
+3
= 1 + x + e-3x
dx 3
dx 2

Solution: Auxiliary equation is m3 + 3m2 = 0

Thus C.F. = (C1 + C2x) e0x + C3 e-3x = C1 + C2 x + C3 e-3x
P.I. =
=

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

General Solution is y = C.F. + P.I. = C1 + C2x + C3 e-3x +

Example 5: Solve

dy
d3y
d2y
+
2
+
= e2x + x3
3
2
dx
dx
dx

Solution: Auxiliary equation is m3 + 2m2 + m = 0

m(m2 + 2m + 1) = 0 or m (m + 1)2 = 0
Therefore m = 0, -1, -1
Thus C.F. = C1 e0x + (C2 + C3 x) e-x = C1 + (C2 + C3 x) e-x
P.I. =

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

(Using (1 + a)-2 = 1 2 a + 3a2 - + ).

x4
- 2x3 + 9x2 24x
4

Thus P.I. =

1 2x x 4
e +
- 2x3 + 9x2 24x.
18
4

Hence the general solution is y = C.F. + P.I.

That is, y = C1 + (C2+ C3x) e-x +

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)

(ii) If (x) = x. (x) where (x) is a function of x, then

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.

Method of Variation of Parameters:

Consider the second order linear differential equation

y p( x) y q( x) y R( x). (1)

Suppose now that we know the general solution of the homogeneous equation

y p( x) y q( x) y 0. That is, suppose yc c1 y1 c2 y2 is the general solution.

Let us see what happens if we replace both of the constants c1 and c2 with functions of x.
That is, we consider y A( x) y1 B( x) y2 (2) and try to determine

A( x) and B( x) so that A( x) y1 B( x) y2 is a solution of the equation (1).

Note that we are involved with two unknown functions A( x) and B( x) and that we have only
insisted that these functions satisfy one condition: the function in (2) is to be a solution of
equation (1). We may therefore expect to impose a second condition on A( x) and B( x) in
some way which would be to our advantage.
From (2) it follows that y Ay1 By2 Ay1 By2 . (3)
Rather than involved with the derivatives of A( x) and B( x) of higher order than the first, we
now choose some particular function for the expression Ay1 By2 .
Technically, we could let this function be sin x, e x , or any other suitable function. For simplicity
we choose Ay1 By2 0. (4)
It then follows from (3) that

y Ay1 By2 Ay1 By2. (5)

Since y was to be a solution of (1) we substitute from (2), (3), and (5) into equation (1) to obtain

A( y1 py1 qy1 ) B( y2 py2 qy2 ) Ay1 By2 R( x).

But y1 and y2 are solutions of the homogeneous equation, so that finally

Ay1 By2 R( x). (6)

Equations (4) and (6) now give us two equations that we wish to solve for A( x) and B( x).
This solution exists providing the determinant W ( x)

y1

y2

y1

y2

does not vanish. But this

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

A and B. By integration we get

A( x)

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

Therefore, the complete solution is

y ( x) c1 cos x c2 sin x cos x( x tan x) sin x ln | sec x |

c1 cos x c3 sin x x cos x sin x ln | sec x |,
where the term ( sin x) in y p has been absorbed in the complementary function term c3 sin x ,
since c3 is an arbitrary constant.
Example 2: Solve the equation ( D 3D 2) y
2

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

Therefore, the complete solution is y( x) c3e c2e

x

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

Cauchys homogeneous linear equation:

An equation is of the form

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

The given equation becomes

D D 1 4D 6 y e

2t

; i.e., D2 5D 6 y e2t

The auxiliary equation is m2 5m 6 0 ; i.e., m 2 m 3 0 .

The roots are m 2,3 . The complementary function is yc c1e2t c2e3t

The particular integral is

yp

e 2t
1
1
2t
2t

t
te2t
e

t
e
2
2 2 5
D 5D 6
2D 5

The complete solution is y yc y p c1 x 2 c2 x3 x 2 log x.

Example 2 : x 2

d2y
dy
2 x 12 y x3 log x
2
dx
dx

Solution: Put x et . Then t log x . Let D

d2y
d
dy
, then x
Dy , x 2 2 D D 1 y .
dx
dt
dx

The given equation becomes D2 D 12 y te3t

The roots of the auxiliary equation are m 3, 4

 The complementary function is yc c1e3t c2e4t

The particular integral is y p

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

Solution: Put x et . Then t log x .

Let D

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

The given equation becomes D3 1 y et t

The roots of the auxiliary equation are m 1,

1 3i
;
2

t
3
3
The complementary function is yc c1et e 2 c2 cos
t c3 sin
t

2
2

The particular integral is y p

et
1
t

t
e

t
2
D3 1

The complete solution is

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

Legendres Differentila Equation:

This equation is of the form

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

where R(x) is a function of x , and ki' s, i 1, 2..., n, are constants.

Equations of this type can be reduced to linear differential equations with constant coefficients by
letting ax b et . Thus t log ax b .
If D

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

Solution: Put 2 x 3 et . Then t log 2 x 3 .

Let D

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

i.e., 4D2 6D 12 y 3et 9

The roots of the auxiliary equation are m

3 57
;
4

 The complementary function is yc c1e

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

The complete solution is y yc y p c1 2 x 3

Example 2. Solve x 1

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

Solution: Put x 1 et . Then t log x 1 .

Let D

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

The given equation becomes D3 D2 4D 4 y 4t

The roots of the auxiliary equation are m 1, 2, 2 ;
The complementary function is yc c1et c2e2t c3e2t

The particular integral is

yp

1 D3 D 2 4 D
1

4
t
1
4t t 1
4
4
D3 D 2 4 D 4

The complete solution is y yc y p c1 x 1 c2 x 1 c3 x 1 log x 1 1

2

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

System of linear differential equations with constant coefficients

Quite often we come across a system of linear differential equations with constant coefficients in
which there are there are two or more dependent variables and a single independent variable exists.
Such a system of equation can be solved by eliminating all but one of the dependent variables, and
solving the resulting equation. Then using he given equations, the other dependent variables can
be expressed in terms of the dependent variable which is obtained earlier and can be determined.

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

Substituting the value of y in (ii), we obtain

4 1

t 1
x(t ) c2 c2t e3t .
9 27
27 2

3t

and a particular integral is

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

x(t ) sin 2t c2 cos2t cos t.

When t = 0, 0 x c2 1.
Hence the desired solutions are

x(t ) cos 2t sin 2t cos t ;

y (t ) cos 2t sin 2t sin t.

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

Dx ( D 2) y 2cos t 7sin t (i)

( D 2) x Dy 4cos t 3sin t (ii)
Eliminating y by operating on (i) by D and operating on (ii) by (D-2) and then adding, we get

( D2 2) x 9cos t.
Its complementary function is xc (t ) c1e

2t

c2e

2t

and a particular integral is

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.

where c1 , c2 and c3 are arbitrary constants.

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

ii. ( D 1) x Dy 2t 1;(2D 1) x 2Dy t .

iii. ( D 1) x (2D 1) y e ;( D 1) x ( D 1) y 1 .
t

iv. ( D 1) y 4( D 1)v 4e ;( D 1) y ( D 9)v 0 given y = 5, dy/dx = 0, v=1/2 at

2

x = 0.