Unit IV: Higher Order Differential Equations
2021
Introduction to higher order differential equations, complementary function and particular
integral
Linear Differential Equations are those in which the dependent variable and its derivatives
occur only in the first degree and are not multiplied together.
The general linear differential equation of the nth order is of the form
dny d n −1 y d n−2 y ---------(I)
+ P1 n −1
+ P2 + ... + Pn y = X
dx n
dx dx n − 2
where P1 , P2, ..... , Pn and X are functions only of x. If P1, P2 , ......, Pn are all constants then it
is called a linear differential equation with constant coefficients.
If X = 0, the above equation is said to be homogeneous. Otherwise, it is called non
homogeneous.
Such equations are most important in the study of electro mechanical vibrations and other
engineering problems.
Examples :
d3y d2y dy
1. 3
+ 2 2 −3 = e x + sin 2 x + x 3
dx dx dx
d2y dy
2. x 2 2
+3x + 2 y = log x
dx dx
Solution of homogeneous Linear differential equations with constant coefficients:
Theorem : If y1 and y2 are two solutions of the equation
dny d n−1 y d n−2 y
+ P + P + ... + Pn y = 0 ...........................(1)
dx n−1 dx n−2
1 2
dx n
then u = c1y1 + c2y2 is also its solution.
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Unit IV: Higher Order Differential Equations
2021
Since the general solution of a differential equation of nth order contains n arbitrary
constants it follows from the above theorem that, if y1 , y2 , ...... , yn are n independent
solutions of equation (1 ) then u = c1y1 + c2y2 + ....... + cnyn is its complete solution.
Hence d nu d n−1u d n−2 u ......................... (2)
+ P1 n−1 + P2 + ... + Pn u = 0
dx n dx dx n−2
If y = v is any particular solution of
dny d n −1 y d n−2 y
+ P + P + ... + Pn y = X ...........................(3)
dx n −1 dx n − 2
1 2
dx n
then
d nv d n−1v d n−2 v
+ P + P + ... + Pn v = X
dx n
1
dx n−1
2
dx n−2 .................................(4)
Adding (2) and ( 4 ) we get
d n (u + v) d n−1 (u + v) d n−2 (u + v)
+ P + P + ... + Pn (u + v) = X
dx n−1 dx n−2
1 2
dx n
This shows that y = u + v is the complete solution of (3).
Therefore the general solution of a differential equation of nth order with constant
coefficients is of the form y = u + v where u is called the Complementary Function (C.F)
and v is called the Particular Integral (P. I) .
The Operator D
dy d 2 y
For convenience, we shall denote , , .... by D , D2 , ..... so that the general
dx dx 2
differential equation can be written as
f ( D ) y = X where
f ( D ) = D n + P1 D n −1 + ...... + Pn −1 D + Pn
is a polynomial in D.
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Unit IV: Higher Order Differential Equations
2021
Thus, the symbol D stands for the operation of differentiation and can be treated much the
same as an algebraic quantity. Thus, f ( D ) can be factorized by ordinary rules of algebra
and the factors may be taken in any order.
For example,
d2y dy
2
+5 + 6 y = ( D 2 + 5D + 6 ) y = ( D + 2 ) ( D + 3 ) y = ( D + 3 ) ( D + 2 ) y
dx dx
Rules for Finding the Complementary Function
The equation
dny d n −1 y d n−2 y dy
n
+ P1 n −1
+ P2 n−2
+ ...Pn −1 + Pn y = 0
dx dx dx dx
in symbolic form is
( D n + P1 D n −1 + P2 D n − 2 ...... + Pn −1 D + Pn ) y = 0
Its symbolic coefficient equated to zero, that is
D n + P1 D n −1 + P2 D n − 2 ...... + Pn −1 D + Pn = 0
is called the Auxiliary Equation ( AE ) . Let the roots of this equation be m1 , m2 , ..... mn.
Case 1: If all the roots are real and different then
CF = c1e m1 x + c2 e m2 x + ...... + cn e mn x
where c1 , c2, ...... , cn are arbitrary constants.
Case 2: If two of the roots are equal say m1 = m2 = m then
CF = (c1 + c2 x)e m x + c3e m3 x + ...... + cn e mn x
If, however, the AE has three equal roots m1 = m2 = m3 = m then
CF = (c1 + c2 x + c3 x 2 )e m x + c4 e m4 x + ...... + cn e mn x
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Unit IV: Higher Order Differential Equations
2021
Case 3: If two of the roots are complex say α ± i β and the remaining roots are all real and
different then
CF = e x (c1 cos x + c2 sin x ) + c3e m3 x + ...... + cn e mn x
Case 4: If two pairs of complex roots are equal say m1 = m2 = α + i β and m3 = m4
= α - i β and the remaining roots are all real and different then
CF = [e x (c1 + c2 x) cos x + (c3 + c4 x) sin x ] + c5e m5 x + ...... + cn e mn x
Examples:
d3y d2y dy
1. Solve the differential equation 3
+ 6 2
+ 11 + 6 y = 0
dx dx dx
Solution : The given equation can be written as
( D 3 + 6 D 2 +11 D + 6 ) y = 0
The auxiliary equation is D 3 + 6 D 2 +11 D + 6 = 0
The roots are m1 = -1 , m2 = -2 and m3 = -3 which are real and different.
Hence CF = c1 e − x + c 2 e −2 x + c3 e −3 x
The Complete Solution is y = c1 e − x + c 2 e −2 x + c3 e −3 x where c1 , c2 and c3 are arbitrary
constants.
d4y d3y d2y dy
2. Solve the differential equation 4
− 3
− 9 2
− 11 − 4 y = 0
dx dx dx dx
Solution : The given equation can be written as
( D 4 − D 3 − 9 D 2 −11 D − 4 ) y = 0
The auxiliary equation is D 4 − D 3 − 9 D 2 −11 D − 4 = 0 or ( D + 1) 3 ( D − 4 ) = 0
The roots are m1 = m2 = m3 = -1 and m4 = 4 which are real but repeated.
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Unit IV: Higher Order Differential Equations
2021
Hence CF = (c1 + c 2 x + c3 x 2 ) e − x + c 4 e 4 x
The Complete Solution is y = (c1 + c 2 x + c3 x 2 ) e − x + c 4 e 4 x where c1 , c2 , c3 and c4 are
arbitrary constants.
d4y d3y d2y dy
3. Solve the differential equation 4
− 4 3
+ 8 2
− 8 + 4y = 0
dx dx dx dx
Solution : The given equation can be written as
( D 4 − 4D 3 + 8 D 2 − 8 D + 4 ) y = 0
The auxiliary equation is D 4 − 4D 3 + 8 D 2 − 8 D + 4 = 0 or ( D 2 − 2D + 2 ) 2 = 0
The roots are m1 = m2 = 1 ± i which are complex repeated roots.
Hence CF = e x { ( c1 + c 2 x ) cos x + ( c3 + c 4 x ) sin x }
The Complete Solution is y = e x { ( c1 + c 2 x ) cos x + ( c3 + c 4 x ) sin x } where c1 , c2 , c3 and
c4 are arbitrary constants.
d 2x dx dx
4. Solve 2
+5 + 6 x = 0 given that x ( 0 ) = 0, and ( 0 ) = 15
dt dt dt
Solution : The auxiliary equation is D 2 + 5D + 6 = 0 whose roots are -2 and -3.
Therefore, CF = x = c1 e −2 t + c2 e − 3 t ....................................(1)
Differentiating with respect to t we get
dx
= − 2 c1 e − 2t − 3 c 2 e −3t ....................................(2)
dt
Given, x = 0 when t = 0. Substituting in equation (1) we get
c1 + c2 = 0 ......................................(3)
dx
Also, = 15 when t = 0. Substituting in equation (2) we get
dt
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Unit IV: Higher Order Differential Equations
2021
− 2c1 − 3 c2 = 15 ......................................(4)
Solving (3) and (4) simultaneously we get c1 = 15 , c2 = −15
Hence, the complete solution is x = 15 ( e −2 t − c2 e − 3 t ) .
Solution of non homogeneous Linear differential equations with constant coefficients:
The Inverse Operator
X
The function f (D) is a function of x which when operated upon f ( D ) gives X. That is ,
X
f ( D ) = X
f ( D)
Thus, the function X satisfies the equation f ( D ) y = X and is therefore its Particular
f (D)
Integral.
Obviously, f ( D ) and 1 / f ( D ) are Inverse Operators.
Rules For Finding The Particular Integral
Consider the equation
dny d n−1 y d n−2 y dy
+ P + P + ... + P − + Pn y = X
dx n−1 dx n−2
1 2 n 1
dx n dx
which in symbolic form is ( D n + P1 D n −1 + P2 D n − 2 ...... + Pn −1 D + Pn ) y = X
or , f(D)y = X
Case 1 : When X = eax+b where a and b are constants then
PI = eax+b / f ( a ) provided f ( a ) ≠ 0. If f ( a ) = 0 then
PI = x eax+b / f ‘ ( a ) provided f ‘ ( a ) ≠ 0. If f ‘ ( a ) = 0 then
PI = x2 eax+b / f ‘’ ( a ) provided f ‘’ ( a ) ≠ 0 and so on.
Case 2 : When X = sin ( ax + b ) or cos ( ax + b ) where a and b are constants then
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Unit IV: Higher Order Differential Equations
2021
PI = X / f ( D2 ) = X / f ( -a2 ) provided f (- a2 ) ≠ 0.
1
If f ( -a2 ) = 0 then PI = 𝑥 𝑋 provided f ‘ ( -a2 ) ≠ 0 and so on.
𝑓′ (−𝑎2 )
Case 3 : When X = xm , a polynomial in x of degree m then
PI = xm / f ( D ) = [ f ( D ) ]-1 xm.
We now expand [ f ( D ) ]-1 in ascending powers of D as far as Dm and then operate on xm
term by term. Since the ( m+1 )th and higher derivatives of xm are all zero we need not
consider beyond Dm.
Case 4 : When X = eax+b V where V is a function of x. Then
V
PI = e ax + b
) or+ cos
The function V could be sin ( ax +fb( D a ) ( ax+b ) in which case we use Rule 2 or it could
be a polynomial in x in which case we use Rule 3.
Working procedure to solve the equation:
Given a differential equation of the form f ( D ) y = X ,
Step 1 : Write the Auxiliary Equation f (D) = 0 and solve it for D.
Step 2 : Based on the nature of the roots obtained in step 1, write the Complementary
Function ( CF )
Step 3 : Depending on the function X, find the Particular Integral ( PI ).
Step 4 : The Complete Solution ( CS ) of the given differential equation is given by
CS = CF + PI
Note : When X = xV where V is any function of x then we can find the PI using the formula
V f ' (D)
PI = x − V
f ( D ) [ f ( D ) ]2
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Unit IV: Higher Order Differential Equations
2021
Example: The Particular integral of the differential equation (𝐷2 − 1)𝑦 = 𝑥𝑠𝑖𝑛𝑥 can be
found using above formula
We know that C.F =𝑐1 𝑒 𝑡 + 𝑐2 𝑒 −𝑡
𝑥𝑠𝑖𝑛𝑥 𝑠𝑖𝑛𝑥 2𝐷 𝑥𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥
And 𝑃. 𝐼 = =𝑥 − (𝐷2 𝑠𝑖𝑛𝑥 = − using above mentioned formula.
𝐷2 −1 𝐷2 −1 −1)2 2 2
Therefore, solution y = C.F + P.I
Problems:
5. Solve : ( D 2 − 5D + 6 ) y = e 4 x + sin x + x 2
Solution : The auxiliary equation is D2 − 5 D + 6 = 0
The roots are m1 = 2 , m2 = 3 which are real and different.
Hence CF = c1 e 2 x + c2 e 3 x
Since there are three functions on the right side of the given differential equation we break
the particular integral into three parts and evaluate them separately.
e4x e4x e4x
PI1 = = = ( we have substituted D = 4 in the denominator )
D 2 − 5D + 6 4 2 − (5 x 4) + 6 2
sin x sin x sin x − sin x
PI2 = = = = ( we have replaced D2 by -1 )
D − 5D + 6 (−1) − 5D + 6
2
5 − 5D 5 ( D − 1)
In order to get D2 function in the denominator we now multiply and divide by D+1. This
gives
− ( D + 1) sin x − D ( sin x) − sin x cos x + sin x
PI2 = = =
5 ( D − 1)
2
5 ( − 1 − 1) 10
−1
x2 x2 1 D 2 − 5D
PI3= 2 = = 1 + x
2
D − 5D + 6 D 2 − 5D 6 6
6 1 +
6
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Unit IV: Higher Order Differential Equations
2021
We now expand this function of D in powers of D upto D2 since the higher order derivatives
of x2 are all zero.
1
2
D 2 − 5D D 2 − 5D 1 D 2 5D 25D 2 2
PI3 = 1 − + x 2 = 1− + + x
6 6 6 6 6 6 36
1 2 5x 4
= x + +
6 3 3
Hence, PI = PI1 + PI2 + PI3 . The Complete Solution is y = CF + PI
6. Solve (D 4 + 2D 3 − 3D 2 ) y = 3 e x + 4 sin x + x
Solution : The auxiliary equation is (D 4 + 2D 3 − 3D 2 ) = 0 or D 2 ( D 2 + 2D − 3 ) = 0.
The roots are m = 0, 0, 1 and -3.
Therefore CF = (c1 + c 2 x) + c3 e x + c 4 e −3 x
3e x 3e x 3xe x 3xe x
PI1 = = = =
D 4 + 2 D 3 − 3D 2 1 + 2 − 3 4D 3 + 6D 2 − 6D 4
4 sin x 4 sin x 4 sin x 2(2 + D)sin x
PI2 = = = =
D + 2 D − 3D
4 3 2
(−1) + 2 D(−1) − 3(−1) 4 − 2 D
2
4 − D2
4 sin x + 2 cos x
=
5
−1
x 1 x −1 D 2 + 2D
PI3 = 4 = = 1 − x
D + 2 D − 3D
3 2
− 3D D + 2 D
2 2
3D 2 3
1 −
3
− 1 D 2 + 2D
2 3
D 2 + 2D D 2 + 2D
= 1+ + + x
3D 2 3 3 3
We now consider terms up to D3 since there is a D2 in the denominator.
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Unit IV: Higher Order Differential Equations
2021
−1 D 2 2 D 4 D 3 4 D 2 8D 3
PI3 = 1 + + + + + x
3D 2 3 3 9 9 27
−1 1 1 2 4 D 4 8D − 1 x 3 x 2 7 x 20
= + + + + + x = + + +
3 D 2
3 3D 9 9 27 3 6 3 9 27
Therefore PI = PI1 + PI2 + PI3 . The complete solution is y = CF + PI.
7. Solve : ( D 2 + 2 ) y = x 2 e 3 x
Solution : The auxiliary equation is D2 + 2 = 0. The roots are D = i 2
Therefore CF = c1 cos 2 x + c 2 sin 2 x
x 2e3 x x2 x2
Now, PI = = e 3x
= e 3x
D2 + 2 ( D + 3) 2 + 2 D 2 + 6 D + 11
Proceeding as we did in the previous example we get
e 3 x 2 12 50
PI = x − x+
11 11 121
The Complete Solution is y = CF + PI.
Equations Reducible to Linear Equations with Constant Coefficients
1. Cauchy’s Homogeneous Linear Equation: An equation of the form
n −1 n−2
dny n −1 d y n−2 d y dy
xn n
+ P1 x n −1
+ P2 x n−2
+ ... + Pn −1 x + Pn y = X
dx dx dx dx
where X is a function of x is called Cauchy’s Homogeneous DE.
Such equations can be reduced to Linear DE with constant coefficients by substituting
x = et or t = log x.
2
d 2 d y
Then, if D= then x
dy
=
dy
= Dy and x = D ( D − 1) y
dt dx dt d x2
3
Similarly , 3 d y and so on.
x 3
= D( D − 1)( D − 2) y
dx
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Unit IV: Higher Order Differential Equations
2021
2. Legendre’s Linear Equation : An equation of the form
n −1 n−2
dny n −1 d y n−2 d y dy
(ax + b) n n
+ P1 ( ax + b ) n −1
+ P2 ( ax + b ) n−2
+ ... + Pn −1 (ax + b) + Pn y = X
dx dx dx dx
is called Legendre’s DE. Such equations can be reduced to linear DE with constant
coefficients by the substitution ax + b = et or t = log ( ax + b ).
d dy dy d2y
If D=
dt
then (ax + b) = a = aDy and (ax + b) 2
= a 2 D ( D − 1) y
2
dx dt dx
d3y
Similarly (ax + b)3 3
= a 3 D( D − 1)( D − 2) y and so on.
dx
After making these substitutions in the given equation there results a linear equation with
constant coefficients which can be solved as before.
Examples :
8. Solve the following differential equations
a) ( x2D2 –xD + 4 ) y = cos ( log x ) + x sin ( log x )
Solution : This is Cauchy’s linear Differential Equation. Substituting x = et or t = log x
we get ( D’ ( D’ - 1 ) – D’ + 4 ) y = cos t + et sin t where D’ = d / dt.
The auxiliary equation is D’2 -2 D’ + 4 = 0. The roots are 1 i 3
Therefore CF = e t [ c1 cos 3t + c 2 sin 3 t ] where t = log x
cos t 3 cos t − 2 sin t e t sin t
PI1 = = and PI2 = where t = log x
D' −2 D' + 4
2
13 2
The Complete Solution is y = CF + PI.
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b) 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = sin(𝑙𝑜𝑔(𝑥 2 ))
Solution: This is Cauchy’s linear Differential Equation. Substituting x = et or t = log x
we get, ( D ( D - 1 ) + D + 1 ) y = sin2 t where D = d / dt.
The auxiliary equation is D2 + 1 = 0. The roots are ±1
Therefore CF = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒 𝑡 where t = log x
1 1
PI = 𝑠𝑖𝑛2𝑡 = − 𝑠𝑖𝑛2𝑡 where t = log x
𝐷2 +1 3
The Complete Solution is y = CF + PI.
9. Solve the following differential equations
a) ( 3x + 2) 2 y' ' + 3 ( 3x + 2 ) y' − 36 y = 3x 2 + 4 x + 1
Solution : This is Legendre’s linear differential equation. Substituting ( 3x + 2 ) = et or t =
log( 3x + 2 )
1 2
we get [ 9 D ( D − 1) + 9 D − 36 ] y = [ t −1 ]
3
where D = d/dt
1 2
Or [ D2 − 4] y = [ t − 1]
27
On solving auxiliary equation we get CF = c1 e 2t + c2 e −2t
PI =
1 1
27 𝐷2 −4
(𝑡 2 + 1) = 1
108
t 2 log t + 1
The Complete Solution is y = CF + PI. Where t = log( 3x + 2 )
b) (2𝑥 + 3)2 𝑦 ′′ + 2(2𝑥 + 3)𝑦 ′ + 4𝑦 = sin (log(2𝑥 + 3))
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Solution: This is Legendre’s linear differential equation. Substituting ( 2x + 3 ) = et or t =
log( 3x + 2 )
we get (4𝐷(𝐷 − 1) + 2.2𝐷 + 4) = 𝑠𝑖𝑛𝑡
where D = d/dt
Or [ D 2 + 1] y = sin t
On solving auxiliary equation we get CF = c1 cost + c2 sin t
1 𝑡
PI = (𝑠𝑖𝑛𝑡) = − 𝑠𝑖𝑛𝑡
𝐷2 +1 2
The Complete Solution is y = CF + PI. Where t = log( 2x + 3 )
Method of variation of Parameters
This method is quite general and applies to equations of the form
y ‘’ + p y ‘ + q y = X where p , q and X are functions of x.
Let the CF of the above equation be CF = c1 y1 + c2 y2
We replace c1 and c2 ( regarded as parameters ) by unknown functions u ( x ) and
v ( x ) and write the PI as PI = u y1 + v y2
y2 X y1 X
It gives PI = − y1 W
dx + y 2 W
dx
y1 y2
where W = is called the Wronskian of y1 and y2.
y1 ' y2 '
Example :
10. Solve by the method of variation of parameters the differential equation
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a) ( D2 + 4 ) y = tan 2x.
Solution : The auxiliary equation is D2 + 4 = 0. Its roots are ±2i
Therefore CF = c1 cos 2x + c2 sin 2x.
Writing CF = c1 y1 + c2 y2 we have y1 = cos 2x and y2 = sin 2x.
y y
The wronskian W = 1 2 = 2
y1 ' y2 '
y2 X y1 X
Hence , PI = − y1 W
dx + y2 W
dx
sin 2 x tan 2 x cos 2 x tan 2 x
= − cos 2 x dx + sin 2 x dx
2 2
−1
= cos 2 x log ( sec 2 x + tan 2 x )
4
The Complete Solution is y = CF + PI.
b) (𝐷2 + 4)𝑦 = 𝑠𝑒𝑐𝑥
Solution: The auxiliary equation is D2 + 4 = 0. Its roots are ±2i
Therefore CF = c1 cos 2x + c2 sin 2x.
Writing CF = c1 y1 + c2 y2 we have y1 = cos 2x and y2 = sin 2x.
y y
The wronskian W = 1 2 = 2
y1 ' y2 '
y2 X y1 X
Hence , PI = − y1 W
dx + y2 W
dx
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Unit IV: Higher Order Differential Equations
2021
sin 2 x sec x cos 2 x sec x
= − cos 2 x dx + sin 2 x dx
2 2
1
= 𝑐𝑜𝑠𝑥𝑐𝑜𝑠2𝑥 + (𝑠𝑖𝑛𝑥 − ln|𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥|) 𝑠𝑖𝑛2𝑥
2
The Complete Solution is y = CF + PI.
Applications of Linear Differential Equations
The linear differential equations with constant coefficients find their most important
applications in the study of electrical, mechanical and other linear systems. Such equations
play a dominant role in unifying the theory of electrical and mechanical oscillatory systems.
We take up two such applications of linear differential equations in this section.
1. Simple Harmonic Motion
When the acceleration of a particle is proportional to its displacement from a fixed point
and is always directed towards it then the motion is said to be simple harmonic.
If the displacement of the particle at any time t from the fixed point O is x then
𝑑2𝑥
= −𝜇2 𝑥
𝑑𝑡 2
( The negative sign indicates that the force is acting on P towards O, that is in the direction
of x decreasing)
Or (D2 + μ2) x = 0 whose solution is 𝑥 = 𝑐1 cos 𝜇𝑡 + 𝑐2 sin 𝜇𝑡
𝑑𝑥
Therefore, its velocity at P = = 𝜇 ( −𝑐1 sin 𝜇𝑡 + 𝑐2 cos 𝜇𝑡 )
𝑑𝑡
If the particle starts from rest at A where OA = a then c1 = a and c2 = 0.
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𝑑𝑥
Hence x = 𝑎 cos 𝜇 𝑡 and = −𝑎𝜇 sin 𝜇𝑡 = −𝜇√𝑎2 − 𝑥 2 which give the displacement and
𝑑𝑡
the velocity of the particle at any time t.
Nature of Motion: The particle starts from A towards O under acceleration directed towards
O which gradually decreases until it vanishes at O , when the particle has gained the maximum
velocity. On passing through O, retardation begins and the particle comes to an
instantaneous rest at A’ where OA = OA’. It then retraces its path and goes on oscillating
between the two points A and A’.
Note :
1. The amplitude or the maximum displacement from the centre is a.
2𝜋
2. The period time , that is, the time of complete oscillation is .
𝜇
𝜇
3. The frequency or the number of oscillations per second is .
2𝜋
2. Oscillatory Electrical Circuit
(i) L-C Circuit
Consider an electrical circuit containing an inductance L and capacitance C.
Let 𝑖 be the current and q the charge in the condenser plate at any time t so that the voltage
𝑑𝑖 𝑑2𝑞
drop across L is 𝐿 = 𝐿 and the voltage drop across C is q / C.
𝑑𝑡 𝑑𝑡 2
As there is no applied emf in the circuit, by Kirchhoff’s first law we have
𝑑2𝑞 𝑞
𝐿 + = 0
𝑑𝑡 2 𝐶
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On dividing by L and writing 1 / LC = μ2 we get
𝑑2𝑞
+ 𝜇2 𝑞 = 0
𝑑𝑡 2
which is the same as the one that we had in the previous application and hence it represents
2𝜋
free electrical oscillations of the current having period = 2𝜋√𝐿𝐶.
𝜇
(ii) L-C-R Circuit
Now consider the discharge of a condenser C through an inductance L and the resistance R.
The voltage drop across L, C and R are respectively
𝑑2𝑞 𝑑𝑞
𝐿 , q/ C and 𝑅
𝑑𝑡 2 𝑑𝑡
Therefore by Kirchhoff’s law we have
𝑑2𝑞 𝑑𝑞 𝑞
𝐿 + 𝑅 + =0
𝑑𝑡 2 𝑑𝑡 𝐶
On writing R/L = 2λ and 1 / LC = μ2 we get
d 2q dq
2
+ 2 + 2q = 0
dt dt
The auxiliary equation 𝐷2 + 2λD + μ2 = 0 or D = − 2 − 2
Case (i) When λ > μ the roots of the auxiliary equation are real and distinct say u and v. The
solution in this case is
17 Department of Science & Humanities (Mathematics) PESU
Unit IV: Higher Order Differential Equations
2021
𝑞 = 𝑐1 𝑒 𝑢𝑡 + 𝑐2 𝑒 𝑣𝑡
Case (ii) When λ = μ the roots are real and equal each being equal to – λ. The general solution
in this case is
q = ( c1 + c2 t ) e − t
Case (iii) When λ < μ the roots are imaginary. That is D = - λ ± iα where 2 = 2 − 2
The general solution in this case is
q = ( c1 cost + c2 sin t ) e − t
Examples:
11. Show that if the displacement of a particle in a straight line is expressed by the equation
x = a cos nt + b sin nt, it describes a simple harmonic equation with amplitude √𝑎2 + 𝑏 2 and
period 2π / n.
Solution: Since x ( t ) = a cos nt + b sin nt we have
x’(t) = - an sin nt + bn cos nt and
x ‘’ ( t ) = - n2x
𝑑2𝑥
Comparing this equation with = −𝜇2 𝑥 , we see that the motion is simple harmonic
𝑑𝑡 2
with period 2π / n.
Further, amplitude is that value of x where x’(t) = 0.
This gives tan nt = b/a.
𝑏 𝑎
Hence , sin nt = and cos nt =
√𝑎2 +𝑏2 √𝑎2 +𝑏2
Thus, the amplitude x ( t ) = √𝑎2 + 𝑏 2
18 Department of Science & Humanities (Mathematics) PESU
Unit IV: Higher Order Differential Equations
2021
12. A particle is executing simple harmonic motion with amplitude 20 cm and time 4
seconds. Find the time required by the particle in passing between points which are at
distances 15 cm and 5 cm from the centre of force and are on the same side of it.
Solution: Given a =20, T = 4 seconds.
2𝜋
As T = , we get 𝜇 = 𝜋/2.
𝜇
Let t1 and t2 be the time in seconds when the particle is at distance 15 cm and 5 cm
respectively from the centre of force.
1 𝑥
From x = 𝑎 cos 𝜇 𝑡 , we can write 𝑡 = cos −1
𝜇 𝑎
2 1 3
Therefore the required time is t2 – t1 = [cos −1 − cos −1 ] = 0. 38 seconds.
𝜋 4 4
13. Show that the frequency of forced vibrations in a closed electrical circuit with
30
inductance L and capacitance C in series is per minute.
𝜋√𝐿𝐶
𝑑2𝑞
Solution: This case is comparable to the equation + 𝜇2 𝑞 = 0 and hence it represents
𝑑𝑡 2
free electrical oscillations of current leaving period
2𝜋
T = = 2𝜋√𝐿𝐶
𝜇
and frequency = 1/ T per second
30
= 60 /T per minute = per minute.
𝜋√𝐿𝐶
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19 Department of Science & Humanities (Mathematics) PESU