VARDHAMAN COLLEGE OF ENGINEERING

(AUTONOMOUS)
Affiliated to JNTUH, Approved by AICTE, Accredited by NAAC with A++ Grade, ISO 9001:2015 Certified

Kacharam, Shamshabad, Hyderabad – 501218, Telangana, India

A8002 –ORDINARY DIFFERENTIAL EQUATIONS AND VECTOR CALCULUS

Handout – 5

Higher order Linear differential equations and Applications

The general form of nth order linear differential equation with constant coefficients is given by
dny d n1 y d n2 y dy
 a  a  ........  an 1 dx  an y  Q  x  (1)
dx n 1
dxn1 2
dxn2
Where a1 , a2 , a3 ......an are constants.
Differential Operator: Sometimes it is convenient to write the given differential equation in a simple form
using the differential operator D  d
dx

 Using the differential operator, equation (1) can be written as

D n y  a1 D n1 y  a2 D n 2 y  ........  an 1Dy  an y  Q ( x)
 ( D n  a1 D n1  a2 D n 2  ........  an 1D  an ) y  Q ( x )
 f ( D) y  Q( x) (2)
n n 1 n 2
where f ( D )  D  a1D  a2 D  ........  an1D  an
General (Complete) solution of f ( D ) y  Q ( x ) :
Let y  u ( x ) be the complementary function (C.F.) of f ( D ) y  Q ( x ) and y  v ( x) be the particular
integral (the solution without arbitrary constant) of f ( D ) y  Q ( x ) then y  C.F  P.I  u ( x)  v ( x ) is
called general (complete) solution of f ( D ) y  Q ( x )
Note: Consider f ( D ) y  Q ( x ). If Q ( x )  0 then f ( D ) y  0 is called homogeneous differential equation
and its general (complete) solution is given by y  C.F .
Rules for finding C.F of f ( D ) y  Q ( x ) :
Consider f ( D ) y  Q ( x ) where f ( D )  D n  a1D n1  a2 D n 2  ........  an1D  an .
The algebraic equation f (m)  0 i.e., f (m)  m n  a1m n1  a2 m n 2  ........  an 1m  an  0 is called
Auxiliary Equation (A.E) of f ( D ) y  0 and is an equation of degree n and it contain n roots
m1 , m2 , m3 ,..., mn
Roots of A.E. Complimentary Function
1. m1 , m2 , m3 ....mn
c1em1x  c2em2 x  c3em3 x  ...  cn emn x
(Real and distinct roots)
2. m1 , m1 , m3 ....mn
(c1  c2 x)em1x  c3em3 x  c4em4 x  ...  cn emn x
(Real and two roots are equal)
3. m1 , m1 , m1 , m4 .......mn
(c1  c2 x  c3 x 2 )em1x  c4em4 x  c5em5 x  ...  cn emn x
(Real and three roots are equal)

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 4.   i  , m3 , m4 ,..., mn e x (c1 cos  x  c2 sin  x)  c3em3 x  ...  cn emn x

5.   i  ,   i  , m5 , m6 .........mn e x (c1  c2 x) cos  x  (c3  c4 x)sin  x)   c5em5 x  ...  cn emn x

Example 1. Solve y '' 2 y '  0

Solution. Given equation can be written as ( D 2  2 D ) y  0 where D  d
dx
The Auxiliary equation is m  m  0  m( m  2)  0
2

 m  0, 2 (Real and Distinct roots)

The Complete Solution is y  c1e 0x
 c2e2 x  c1  c2e2 x
d2y dy
Example 2. Solve 2  4 dx  y  0
dx
Solution. Given equation can be written as ( D 2  4 D  1) y  0 where D  d
dx
The Auxiliary equation is m  4m  1  0  m  2  3
2

The Complete Solution is y  c1e(2  3) x

 c2e(2 3) x

Example 3. Solve (4 D 2  4 D  1) y  0
Solution. The Auxiliary equation is 4m2  4m  1  0  (2m  1) 2  0  m  21 , 21
x
The Complete Solution is y  (c1  c2 x)e 2
d3y 2
Example 4. Solve
dx3
 3 ddx2y  4 y  0
Solution. Given equation can be written as ( D 3  3D 2  4) y  0 where D  d
dx
The Auxiliary equation is m  3m  4  0  ( m  1)( m  4m  4)  0
3 2 2

 (m  1)(m  2) 2  0  m  1, 2, 2
The Complete Solution is y  (c1  c2 x)e 2 x  c3e  x
Example .5. Solve y '' y ' y  0
Solution. Given equation can be written as ( D 2  D  1) y  0 where D  d
dx
The Auxiliary equation is m 2  m  1  0  m  21  i 23 (a pair of Imaginary roots)
x
The Complete Solution is y  e 2 (c1 cos 3
2 x  c2 sin 3
2 x)
Example 6. Solve ( D 2  1) 2 ( D  1) y  0
Solution. The Auxiliary equation is ( m 2  1)( m  1)  0  [( m  i ) 2 ( m  i ) 2 ( m  1)]  0
 m  i ,  i ,1
The Complete Solution is y  (c1  c2 x ) cos x  (c3  c4 x ) sin x  c5 e x

Example 7. Solve d 2x  4 dx  13x  0 ; x(0)  0 ; d x(0)  2

2
dt dt dt
Solution. Given equation can be written as ( D 2  4 D  13) x  0 where D  d
dx
The Auxiliary equation is m  4m  13  0  m  2  3i
2

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The Complete Solution is x  e 2t (c1 cos3t  c2 sin 3t )

And dx  2e2t (c cos 3t  c sin 3t )  e2t (3c sin 3t  3c cos3t )

dt 1 2 1 2

Given that x (0)  0 and d x (0)  2

dt
We get x (0)  e (c1 cos 0  c2 sin 0)  c1  0
0

And d x(0)  2e0 (c cos 0  c sin 0)  e0 (3c sin 0  3c cos 0)  c  2

dt 1 2 1 2 2 3

The particular solution is x  23 e 2 t sin 3t

Exercise
d3y 2
1. Solve y '' 3 y ' 2 y  0 2. Solve
dx3
 3 ddx2y  3 dy
dx
y0
d4y d2y
3. Solve
dx 4 8 2
dx
 16 y  0 4. Solve ( D 2  D  1)2 y  0
4
5. Solve ( D 2  5 D  3) y  0 6. Solve d 4x  4 x  0
dt
7. Solve d 2x  6 dx
2
dt
 9x  0 8. Solve y '' 6 y ' 9 y  0 ; y (0)  4 , y '(0)  14
dt
Answers
1. y  c1e x  c2 e 2 x 2. y  (c1  c2 x  c3 x 2 )e x 3. y  (c1  c2 x ) cos 2 x  (c3  c4 x ) sin 3 x
x ( 52 13 ) x ( 52 13 ) x
4. y  e 2 [(c1  c2 x) cos 23 x  (c3  c4 x) sin 23 x)] 5. y  c1e  c2e
6. x  e  t (c1 cos t  c2 sin t )  et (c3 cos t  c4 sin t ) 7. x  e 3t (c1  c2t ) 8. y  (2 x  4)e 3 x

Inverse Operator:
The operator 1 is called Inverse operator of the differential operator D. Thus 1 Q ( x)   Q ( x )dx
D D
Particular Integral (P.I) of f ( D ) y  Q ( x ) :
Consider f ( D ) y  Q ( x) (1)
1
f ( D ) Q ( x ) is the function of x, not containing arbitrary constants which when operated upon by f ( D ) gives

Q ( x) i.e., f ( D )  f (1D ) Q ( x)   Q ( x)
 
Thus 1 Q ( x ) satisfies equation (1) and hence it is called Particular Integral of (1)
f ( D)
Clearly, f ( D ) and 1 are inverse operators.
f ( D)
Rules for Finding Particular Integral (P.I)
Consider f ( D ) y  Q ( x ) where f ( D )  D n  a1 D n 1  a2 D n  2  ........  an 1 D  an
Case (i): When Q ( x )  eax (a is real or complex)
P.I  f (1D ) Q( x)  f (1D ) eax

P.I  f 1( a ) eax Provided f ( a )  0 (Put D  a )

If f ( a )  0 then P.I  x f 1( D ) eax (Put D  a )

P.I  x f 1( a ) eax Provided f (a )  0

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If f ( a )  0 then P.I  x 2 f 1( D ) e ax (Put D  a )

P.I  x 2 f 1( a ) e ax Provided f ( a )  0

If f ( a )  0 then continue the same process.
Example 8. Solve ( D 2  5 D  6) y  e 4 x
Solution. Given equation is in the form f ( D ) y  Q ( x )
Where f ( D )  D 2  5 D  6 and Q ( x )  e 4 x
The Auxiliary equation is f (m)  0  m 2  5m  6  0  m  2, 3

 C.F.  c1e2 x  c2e3 x

P.I.  f (1D ) Q ( x )  1 e4 x  put D  4 
D2 5 D 6

 161
206
e4 x  12 e4 x
The Complete Solution is y  C .F .  P.I .
y  c1e2 x  c2e3 x  12 e4 x
Example 9. Solve ( D 3  6 D 2  9 D ) y  e 3 x
Solution. Given equation is in the form f ( D ) y  Q ( x )
Where f ( D )  D 3  6 D 2  9 D and Q ( x )  e 3 x
The Auxiliary equation is m 3  6m 2  9m  0  m  3, 3, 0
C.F.  (c1  c2 x)e 3 x  c3
P.I  f (1D) Q ( x )  3 1 2
D  6 D 9 D
e 3 x  put D  3
 x f (1D) e3 x

∵ f (3)  0 
x 1
3 D2 12 D 9
e 3 x  put D  3
 x 2 f 1(D) e 3 x

∵ f (3)  0 
 x 2 6 D112 e3 x  put D  3
2 3 x
  x e6
The Complete Solution is y  C .F .  P.I .
2 3 x
y  (c1  c2 )e3 x  c3  x e6
d2y
Example 10. Solve
dx2
 6 dy
dx
 9 y  6e3 x  7e2 x  log 2
Solution. Given equation can be written as ( D 2  6 D  9) y  6e3 x  7e 2 x  log 2
The Auxiliary equation is m 2  6m  9  0  m  3,3
 C.F.  (c1  c2 )e3 x
 P.I.  1
D 2 6 D 9

6e3 x  7e 2 x  log 2 
 2 1 6e3 x  2 1 7e2 x  log 2 2 1 e0 x
D 6 D  9 D 6 D  9 D 6 D 9

Dept. of Mathematics Page 4 of 12

  put D  3  put D  2   put D  0 
 6x 1 e3 x  1 7e 2 x   log 2  1 e 0 x
f ( D ) 25 9 ∵ f (3)  0 
1 7 e 2 x 
 6 x 2 f 1(D) e3 x  25
 9
log2
∵ f (3)  0 
1 7e 2 x  log2  3 x 2 e3 x  1 7e 2 x  log2
 6 x 2 12 e3 x  25 9 25 9
The Complete Solution is y  C .F .  P.I .
1 7e 2 x  log2
y  (c1  c2 )e3 x  3 x 2e3 x  25 9
Example 11. Solve ( D  6 D  9) y  5  log 2
2 x

Solution. The Auxiliary equation is m 2  6m  9  0  m  3, 3

 C.F.  (c1  c2 )e3 x
 P.I.  1
f ( D) Q( x)  1
D2  6 D 9
(5x  log 2)  D2 61D 9 5x  log 2 D2 61D9 e0 x
x
 D2 61D 9 elog5  log 2 D2 61D9 e0 x  D2 61D 9 e x log 5  log 2 D2 61D9 e0 x
 put D  log 5   put D  0 
 (log5)2 16log59 e x log5  log2
9
 (log5)2 16log59 5x  log2
9
The Complete Solution is y  C.F+P.I

y  (c1  c2 )e 3 x  1 5x  log2
(log5)2 6log59 9
d2y
Example 12. Solve
dx2
dy
 4 dx  5 y  2 cosh x
Solution. Given equation can be written as ( D 2  4 D  5) y  2 cosh x
The Auxiliary equation is m 2  4m  5  0  m  2  i
 C.F.  e 2 x (c1 cos x  c2 sin x)
x  e x
 P.I  f (1D ) Q ( x )  2 1 (2 cosh x)  2 2 (e )
D  4 D 5 D  4 D 5 2

 1 ex  1 1 e x
e x  10  12e x
D 2  4 D 5 D 2  4 D 5
 put D  1  put D  1
The Complete Solution is y  C.F+P.I
y  e 2 x (c1 cos x  c2 sin x)  10
1 e x  1 e x
2
Case (ii). When Q ( x)  sin( ax  b) or cos( ax  b)
 P.I.  f (1D ) Q ( x )  f (1D ) sin(ax  b) or cos(ax  b)  put D 2
 a 2 
P.I.  1 sin(ax  b) or cos(ax  b) Provided f (  a 2 )  0
f (  a2 )
If f (  a 2 )  0 then P.I.  x 1 sin( ax  b) or cos( ax  b)
f ( D )  put D 2
 a 2 
P.I  x 1 sin(ax  b) or cos(ax  b) Provided f ( a 2 )  0
f ( a2 )
If f ( a 2 )  0 then P.I  x 2 1 sin( ax  b) or cos( ax  b)
f ( D )  put D 2
 a 2 
Dept. of Mathematics Page 5 of 12
 P.I  x 2 1 sin( ax  b) or cos( ax  b) Provided f ( a 2 )  0
f (  a2 )
If f (  a 2 )  0 then continue the same process.
Example 13. Solve ( D 4  10 D 2  9) y  cos(2 x  3)
Solution. The Auxiliary equation is m 4  10m 2  9  0  m  i, 3i
 C.F.  e0 x (c1 cos x  c2 sin x)  e0 x (c3 cos 3 x  c4 sin 3 x) y
 (c1 cos x  c2 sin x)  (c3 cos 3 x  c4 sin 3 x)
 P.I.  f ( D ) Q ( x )  D 4 10 D 2 9 cos(2 x  3)
1 1

 1
( D2 )2 10 D2 9
cos(2 x  3)  1
( 4)2 10 4 9
cos(2 x  3)  put D 2 2
  a  4 
1 cos(2 x  3)
 15
The Complete Solution is y  C.F+P.I
y  (c1 cos x  c2 sin x)  (c3 cos 3 x  c4 sin 3 x)  15
1 cos(2 x  3)

d2y
 2 dx  y  e 2 x  cos 2 x
dy
Example 14. Solve 2
dx
Solution. Given equation can be written as ( D 2  2 D  1) y  e2 x  cos 2 x
The Auxiliary equation is m 2  2m  1  0  m  1, 1
 C.F.  (c1  c2 x)e x
 P.I.  f (1D ) Q ( x )  2 1
D  2 D 1

e 2 x  cos 2 x  2 1 
D  2 D 1
e2 x  2 1
D  2 D 1
cos 2 x

 1 e2 x  1 (1cos2 x)  1 e2 x  12  D2 12 D 1 e0 x  D2 12 D1 cos 2 x 

D2  2 D 1 D2  2 D 1 2 D2  2 D 1  
 put D  2  put D  0  put D 2
  a  4
2

 1 e2 x  12  1
2  2(0) 1 e
0x
 4 21 D 1 cos 2 x   91 e 2 x  12  11 e0 x  42DD239 cos 2 x 
22  2(2)1  0   
2x D 3 cos 2 x   e  1 1  2( 2sin 2 x )3cos2 x 
 e9  12 1  216
2x
9  9 2  169 
2x 4sin2 x
 e9  12  3cos2 x50
The Complete Solution is y  C.F+P.I
4sin2 x
y  (c1  c2 x)e  x  (c3 cos 3 x  c4 sin 3 x)  e9  12  3cos2 x50
2x

Example 15. Solve ( D 2  4 D  3) y  sin 3 x cos 2 x

Solution. The Auxiliary equation is m 2  4m  3  0  m  1,3
 C.F.  c1e x  c2 e3 x
 P.I.  f (1D ) Q ( x )  1 sin 3 x cos 2 x  12 1 (2 sin 3 x cos 2 x)
D2  4 D 3 D2  4 D 3

 12 1 (sin 5 x  sin x)  12  D2 14 D 3 sin 5 x  D2 14 D 3 sin x 

D 2  4 D 3  
 12  2514 D 3 sin 5 x  141D 3 sin x   21  2214 D sin 5 x  4 D12 sin x 

Dept. of Mathematics Page 6 of 12

  21  164DD222
484
D  2 sin x   1  4 D  22 sin 5 x  4 D  2 sin x 
sin 5 x  164 D 2
4  2  884 20 
22sin5 x  4 D sin x  2sin x   1  4(5cos5 x )22sin5 x  4cos x  2sin x 
 21  4 D sin5x884 20  2  884  20  
x11sin5 x  2cos x 2sin x
 10cos5884 20
The Complete Solution is y  C.F+P.I
x11sin5 x  2cos x 2sin x
y  c1e x  c2e3 x  10cos5884 20
Case (iii). When Q ( x )  x m , m is a positive integer
 P.I.  1
f ( D) Q( x)  1
f ( D) x
m

Write f ( D ) in the form of 1

[1 ( D )]
or [1   ( D )]1 by taking out the lowest degree term from f ( D ) and

expand it in ascending powers of D up to the term containing D m , operate on x m term by term ( D m1 x m  0 )
 P.I.  [11( D )] x m  [1   ( D )]1 x m

Note: 1) (1  x) 1  1  x  x 2  x 3  x 4  .....
2) (1  x ) 1  1  x  x 2  x 3  x 4  .....
3) (1  x) 2  1  2 x  3 x 2  4 x 3  5 x 4  .....
4) (1  x ) 2  1  2 x  3 x 2  4 x 3  5 x 4  .....
Example 16. Solve ( D 2  D ) y  x 2  2 x  4
Solution. The Auxiliary equation is m 2  m  0  m  m  0, 1
 C.F.  c1e0 x  c2 e x  c1  c2e  x
P.I.  1
f ( D ) Q( x)  1
D2  D x 2
 
 2 x  4  D (11 D ) x 2  2 x  4  D 
1 (1  D ) 1 ( x 2  2 x  4)

1 (1  D  D 2  D 3  D 4  ....) 1 ( x 2  2 x  4)
D
 1
D
( x 2  2 x  4)  D ( x 2  2 x  4)  D 2 ( x 2  2 x  4)  ∵ D 3 ( x 2  2 x  4)  0 

 1
D
( x 2  2 x  4)  2 x  2  2   1
D ( x 2  4)
3
 x3  4 x
The Complete Solution is y  C.F.+P.I.
y  c1  c2e  x  x3  4 x
3

Example 17. Solve ( D 3  2 D  4) y  x 4  3 x 2  5 x  2

Solution. The Auxiliary equation is m3  2m  4  0  m  m  1  i , 2
 C.F.  e x (c1 cos x  c2 sin x)  c3e 2 x
P.I  1
f ( D) Q( x)  1 ( x4  3 x 2  5 x  2)  1 ( x4  3 x 2  5 x  2)
D3  2 D  4 3
4(1 D 42 D )

D3  2 D
 14 (1  4 )( x 4  3 x 2  5 x  2)

 14 1  ( D 4 2 D )  ( D 42 D ) 2  ( D 42 D )3  ( D 42 D ) 4  ... ( x 4  3x 2  5 x  2)

3 3 3 3

 

Dept. of Mathematics Page 7 of 12

  14 1  D4  24D  ( 4 D 16 2 D )  ( 24D )3  ( 24D ) 4  ( x 4  3x 2  5 x  2)
3 4 2

 
 14 1  D2  D4  D8  ( 24D )3  316
D4 
2 3
( x 4  3 x 2  5 x  2)
 
 14  x 4  3x 2  5 x  2  4 x 
3  6 x 5
 12 x4 6  248 x  3(24)
2

 2 16 
 14  x 4  2 x 3  6 x 2  5 x  72   18  24 x 4  4 x3  12 x 2  10 x  7 
The Complete Solution is y  C.F+P.I
y  e x (c1 cos x  c2 sin x)  c3e 2 x  18 (24 x 4  4 x3  12 x 2  10 x  7)
Example 18. Solve ( D 2  4 D  4) y  8(e 2 x  sin 2 x  x 2 )
Solution. The Auxiliary equation is m 2  4m  4  0  m  m  2, 2
 C.F.  (c1  c2 x)e 2 x
 P.I.  1
f ( D ) Q( x) 8 1 (e 2 x  sin 2 x  x 2 )
D2  4 D  4
P.I1  1 e2 x P.I 2  1 sin 2 x P.I3  1 x2
D2 4 D  4 D2 4 D  4 D2  4 D  4
 x 2 D14 e 2 x ∵ f (2)  0   1 sin 2 x  1
( D 2)2
x2
( 2)2  4 D  4

 x.x 12 e2 x ∵ f (2)  0  1
4 D sin 2 x  1
4(1 D2 )2
x2

 x 2 12 e 2 x   14  sin 2x  14 (1  D2 ) 2 x 2

 14 1  2( D2 )  3( D2 )  .. x 2
2
  18 cos 2 x

 14  x 2  Dx 2  34 D 2 x 2 
 14 ( x 2  2 x  23 )
The Complete Solution is y  C.F+P.I
y  e x (c1 cos x  c2 sin x)  c3e 2 x  x 2 12 e 2 x  81 cos 2 x  14 ( x 2  2 x  23 )
Case (iv): When Q ( x )  e axV ( x ), where v  sin bx or cos bx or x k and 'a ' is real or complex
 P.I  f (1D ) Q ( x)  f (1D ) eaxV ( x)=e ax f ( D1 a ) V ( x)

To find P.I for Q ( x)  e axV , take out e ax to the left of f ( D ) and replace every D with  D  a  so that

f ( D ) becomes f ( D  a ) and now operate f ( D1 a ) with alone by the previous methods.

Example 19. Solve y  2 y   2 y  e x cos x

Solution: Given equation can be written as ( D 2  2 D  2) y  e x cos x
Where f ( D )  D 2  2 D  2 and Q ( x )  e x cos x

The auxiliary equation is m 2  2m  2  0  m  2 48 = 2 2i  1  i

2 2
 C.F  e x (c1 cos x  c2 sin x)
∵ P.I = 1 e x cos x  e x 1 cos x
D 2 2 D  2 ( D 1)2 2( D 1) 2
 ex 2 1 cos x  e x 21 cos x
D  2 D 12 D 2 2 D 1

Dept. of Mathematics Page 8 of 12

  e x x. 21D cos x  2x e x  cos xdx  2x e x sin x
The Complete Solution is y  C.F+P.I
y  e x (c1 cos x  c2 sin x)  2x e x sin x
Example 20. Solve ( D 2  1) y  sin x sin 2 x  e x x 2
Solution: Here f ( D )  D 2  1 and Q ( x)  sin x sin 2 x  e x x 2
The Auxiliary equation is m 2  1  0  m  i
 C.F  c1 cos x  c2 sin x
∵ P.I = 21
D 1
 
sin x sin 2 x  e x x 2 = 21 sin x sin 2 x  21 e x x 2  P.I1  P.I 2
D 1 D 1
P.I1  12 . 21 2sin x sin 2 x  12 . 21 (cos x  cos 3x)
D 1 D 1
 12  x 21D cos x  911 cos3x  ∵ f (12 )  0  
 4x sin x  161 cos 3x  D1 cos x   cos x dx 
P.I 2 = 1 ex x2 = ex 1 x2 = ex 2 1 x2
D2 1 ( D 1)2 1 D  2 D2

   
1
x 2 = e2 1  D 22 D x 2 = e2 1  D 22 D  D 2 x 2
x x 2 x 2
= e2 
1

 D 2 D 
2
1


2 
x
 2 x

= e2 1  D  D2 x 2 = e2  x 2  2 x  1

2  
x
P.I=P.I1 +P.I 2  4x sin x  16
1 cos3 x  e x 2  2 x  1

The general solution is y  C.F+ P.I

2  
x
y  c1 cos x  c2 sin x  4x sin x  16
1 cos 3 x  e x 2  2 x  1

Case(V): P.I when Q ( x )  x V ( x ) where V ( x )  sin( ax  b) or cos( ax  b)

Then P.I = f (1D ) Q ( x)  f (1D ) xV ( x)   x  f (1D ) f ( D )  f (1D ) V ( x)

 
Note: For finding P.I of f ( D ) y  x m sin ax or x m cos ax
We know that eiax  cos ax  i sin ax
 cos ax  Real part of eiax  R.P(eiax )
sin ax  Imaginary part of eiax  I.P(eiax )

Example 21. Solve D 2  2 D  1 y  x cos x 
Solution: Here f ( D )  D 2  2 D  1 & Q ( x)  x cos x
The Auxiliary Equation is m 2  2m  1  0  m  1, 1
 C.F  (c1 + c2 x)e x

∵ P.I  f (1D ) xv( x)   x  f (1D ) f ( D )  f (1D ) V ( x)

 

 P.I  1 x cos x   x  2 1 2( D  1)  2 1 cos x

D2  2 D 1  D  2 D 1  D  2 D 1

Dept. of Mathematics Page 9 of 12

   x  1 2 2( D  1)  1 21D 1 cos x   x  D21  21D cos x   x  D21  sin2 x
 ( D 1) 
 2x sin x  D11 sin x  2x sin x  D21 sin x  2x sin x  D111 sin x
D 1
(cos x sin x ) x
 2x sin x  2
 2 sin x  12 (cos x  sin x)
The Complete Solution is given by y  C.F+P.I
y  c1 + c2 x  e x  2x sin x  12 (cos x  sin x)
 
Example 22. Solve D 2  1 y  x 2 sin 2 x

Solution: The Auxiliary Equation is m 2  1  0  m  i

 C.F  c1 cos x  c2 sin x
∵ P.I  1 x 2 sin 2 x  I.P of 1 x 2 e 2ix (∵ ei 2 x  cos 2 x  i sin 2 x)
D2 1 D2 1
= I.P of e2 ix 1
( D  2i )2 1
x2  Replace D by D  2i 
= I.P of e2 ix 2 1 x2 ( ∵ i 2  1)
D  4iD 3

 
1
1
x 2 = I.P of e3 1  4iD3 D  x 2
2ix 2
= I.P of e2 ix

3 1  4iD3 D 

2
  
 

2ix 
     ... x = I.P of e3 1  4iD3  D3  169D
2
= I.P of e3 1  4iD3 D  4iD3 D  ... x 2
2 2 2 2ix 2 2

 
2 ix
= I.P of e3 1  43i D  13 D 2
 ... x 2 = I.P of e2ix  x 2  4i (2 x)  13 (2) 
9  3  3 9 

  9
= I.P of 31  cos 2 x  i sin 2 x   x 2  26 
 i 83x   31  x 2  26
  9  
sin 2 x  83 x cos 2 x 
 
3 9 
The Complete Solution is y  c1 cos x  c2 sin x  1  x 2  26 sin 2 x  8 x cos 2 x 
3  
Exercise
d3y
1) Solve ( D 3  3D 2  3D  1) y  e  x 2) Solve  y  (e x  1)2
dx3
3) Solve ( D 3  1) y  3  5e x
d2y
 4 dx  5 y  2 cosh x given y (0)  0 , y (0)  1
dy
4) Solve
dx2
d2y
5) Solve ( D  2)( D  1) 2 y  e 2 x  2sinh x 6) Solve  p 2 y  sinh px
dx2
7) Solve ( D 3  12 D  16) y  (e x  e2 x ) 2 8) Solve D ( D  1) 2 y  12e x
9) Solve ( D 2  4 D  1) y  sin(2 x  3) 10) Solve ( D 2  4) y  sin 2 x
11) Solve y  4 y   4 y  4 cos x  3sin x ; y (0)  1 , y(0)  0
12) Solve ( D 2  1) y  sin x sin 2 x 13) Solve ( D 3  2 D 2  4 D ) y  e 2 x  2 sin 2 x
14) Solve ( D 3  1) y  e x  sin 3 x  2 15) Solve ( D 2  8 D  9) y  8sin 5 x
16) Solve ( D 4  k 4 )  sin kx 17) Solve ( D 2  3D  2) y  x 3  x 2
18) Solve ( D 4  D 3  D 2 ) y  5 x 2 19) Solve ( D 3  D ) y  2 x  1  4 cos x  2e x

Dept. of Mathematics Page 10 of 12

20) Solve ( D 2  1) 2 y  x 4  2sin x cos 3 x 21) Solve ( D 2  D  2) y  2(1  x  x 2 )
d2y dy
22) 2  5 dx  6 y  e2 x sin 2 x 23) ( D 2  4 D  3) y  e x sin x  xe3 x
dx
d4y d2y
24)  y  cos x cosh x 25)  y  e x  x 2e x
dx4 dx2
d2y
26) ( D 3  2 D 2  D ) y  x 2 e2 x  sin 2 x 27) 2  16 y  x sin 3 x
dx
d2y d2y dy
28)  y  x sin x  x 2 e x 29)  2  y  xe x sin x
dx2 dx2 dx
30) ( D 2  1) y  x cos x 31) ( D 2  1) y  x 2 cos x
32) ( D 2  4 D  4) y  8 x 2 e 2 x sin 2 x
Answers
3
1) y  (c1  c2 x  c3 x 3 )e  x  x6 e  x
x
2) y  c1e x  e 2 c2 cos
 2
3
x  c3 sin 2
3
x   17 e2 x  23x  1
x x
4) y  35 e 2 x (cos x  2 sin x )  e10  e 2
x
3) y  c1e  x  e 2 c2 cos 3
x  c3 sin 3
x   3  52 e x
 2 2

 (c2  c3 x)e x  9x e 2 x  x6 e x  14 e x
2 x 2  px
5) y  c1e 6) y  c1e  c2e px  2xp cosh px

7) y  (c1  c2 x )e 2 x  c3e 4 x  12
x2 e 2 x  2 e  x
27  36x e 4 x 8) y  c1  (c2  c3 x )e  x  6 x 2 e  x

9) y  c1e(2 3) x
 c2e(2 3) x
 731 8 cos(2 x  3)  3 sin(2 x  3) 
10) y  c1 cos 2 x  c2 sin 2 x  18  8x sin 2 x 11) y  (1  x )e 2 x  sin x

12) y  (c1 cos x  c2 sin x )  x4 sin x  16

1 cos 3 x

13) y  e x  c1 cos 3 x  c3 sin 3 x   c3  18 e 2 x  sin82 x

 
x
14) y  c1e x  e 2 c2 cos 3
x  c3 sin 3
x   3x e x  2  730
1 ( 27 cos 3 x  sin 3 x )
 2 2

15) y  c1e(4 7)x

 c2 e(4 7)x
 291 5 cos 5 x  2 sin 5 x 
16) y  c1e  kx  c2 e kx  c3 cos kx  c4 sin kx  x3 cos kx
4k

17) y  c1e  x  c2e 2 x  18  4 x 3  14 x 2  30 x  31

x
18) y  c1  c2 x  e 2 c3 cos 3
x  c4 sin 3
x   512x ( x  4)
3
 2 2

19) y  c1e  x  c2  c3e x  x 2  x  2sin x  xe x

20) y  (c1  c2 x) cos x  (c3  c4 x ) sin x )  x 4  24 x 2  sin92 x  sin 4x

225  72
21) y  c1e x  c2 e 2 x  x 2
2 x
22) y  c1e 2 x  c2 e 3 x  e (cos 2 x  2sin 2 x)
10
x 3x  5
23) y  c1e  x  c2 e 3 x  e (2 cos x  sin x )  e  x  
5 24  12 
24) y  c1 cos x  c2 sin x  c3e x  c4 e  x  cos x cosh x
5 2 
25) y  c1e x  c2 e  x  e 2 x 3x 9 x
x 3
6
2

Dept. of Mathematics Page 11 of 12
26) y   c1  c2 x  e  x  c3  e
2x
108   1  3sin 2 x  4 cos 2 x 
6 x 2  14 x  11  2x  100
27) y  c1 cos 4 x  c2 sin 4 x  1 (7 x sin 3 x  6 cos 3 x )
49

2 12
x

28) y  c1e x  c2 e  x  1  x sin x  cos x   xe 2 x 2  3 x  3 
29) y  (c1  c2 x)e  x  e x  x sin x  2 cos x  
30) y  c1 cos x  c2 sin x  1 x 2 sin x  x cos x
4 

31) y  c1e  x  c2 e x  1 x 2 cos x  2 x sin x
2 
32) y  (c1  c2 x )e 2 x  e 2 x (3  2 x 2 )sin 2 x  4 x cos 2 x 

Dept. of Mathematics Page 12 of 12

 VARDHAMAN COLLEGE OF ENGINEERING
(AUTONOMOUS)
Affiliated to JNTUH, Approved by AICTE, Accredited by NAAC with A++ Grade, ISO 9001:2015 Certified

Kacharam, Shamshabad, Hyderabad – 501218, Telangana, India

A8002 –ORDINARY DIFFERENTIAL EQUATIONS AND VECTOR CALCULUS

Handout - 6
Method of Variation of Parameters

Method of Variation of Parameters is a special method to solve second order linear

differential equation with constant coefficients. The particular integral is obtained by replacing
the arbitrary constants in the complementary function (C.F) by variable functions.

Working Rule
d2y dy
To Solve  p dx  Qy  Q ( x) (1)
dx2
Obtain the complementary function of (1) as C.F  c1 y1 ( x)  c2 y2 ( x)
y1 y2
Find Wronskian W ( x)   y1 y2  y2 y1
y1 y2
y2 ( x )Q ( x) y ( x )Q ( x )
Find P.I   y1 ( x)  W ( x) 
dx  y2 ( x) 1 W ( x ) dx
Write the complete solution y  C.F+P.I
Example 1. Solve  D 2  3D  2  y  1e1 x by the method of variation of parameters.

Solution. Here f ( D)  D 2  3D  2 & Q ( x)  1e1 x

The Auxiliary Equation is m 2  3m  2  0  m  1, 2
 C.F  c1e x  c2 e 2 x
Let y1  e x , y2  e 2 x
y1 y2 ex e2 x
W   2e 3 x  e 3 x  e 3 x  0
y1 y2
x 2x
e 2e
y2 ( x )Q ( x) y ( x )Q ( x ) 2x x
P.I   y1 ( x)  W ( x)  
dx  y2 ( x) 1 W ( x ) dx  e x e3 x 1e1 x dx  e 2 x e3 x 1e1 x dx
e e 
  e x 
x 2 x x
 
 
e
 e
 
 e 1e x dx  e 1e x dx  e 1e x dx  e 2 x 1ee x e  x dx 
x 2x x 

 
 e x log 1  e x  e2 x 1t t dt 

put t  e  x so that dt  e x dx 
 
(1t )1
   
 e x log 1  e x  e2 x 1t dt  e x log 1  e  x  e 2 x 1  11 t dt 
 ex log 1  e   e t  log(1  t ) 
x 2x
 e x log 1  e  x   e2 x e  x  log(1  e x ) 

Dept. of Mathematics Page 1 of 5

  e x log 1  e  x   e x  e2 x log(1  e  x )   e x  e2 x  log(1  e  x )  e x
The Complete Solution is y  C.F+P.I
 y  c1e x  c2 e 2 x   e x  e2 x  log(1  e  x )  e x

or y  C1e x  c2 e 2 x   e x  e2 x  log(1  e  x ) where C1  c1  1

Example 2. Solve y  y  1sin

1 by the method of variation of parameters
x
Solution. Here f ( D )  D 2  1 & 1
Q ( x)  1sin x
The Auxiliary equation is m 2  1  0  m  i
 C.F  c1 cos x  c2 sin x
Let y1  cos x, y2  sin x
y1 y2 cos x sin x
W   cos 2 x  sin 2 x  1  0
y1 y2  sin x cos x
y2 ( x )Q ( x) y ( x )Q ( x )
P.I   y1 ( x)  W ( x) 
dx  y2 ( x) 1 W ( x ) dx   cos x 1sin 
x dx  sin x cos x dx
sin x 1sin x 
sin x(1sin x )
  cos x  dx  sin x log(1  sin x)
1sin 2 x
  cos x  sin xsin
2x
2 dx  sin x log(1  sin x)
cos x
  cos x  (sec x tan x  tan 2 x)dx  sin x log(1  sin x)

  cos x   sec x tan xdx   (sec x  1)dx   sin x log(1  sin x)

2

 
  cos x(sec x  tan x  x)  sin x log(1  sin x)
The Complete Solution is y  C.F+P.I
y  c1 cos x  c2 sin x  1  sin x  x cos x  sin x log(1  sin x)
or y  c1 cos x  C2 sin x  1  x cos x  sin x log(1  sin x) where C2  c2  1
Example 3. Solve y  2 y  y  e x log x by the method of variation of parameters
Solution. The Auxiliary Equation is m 2  2m  1  0  (m  1) 2  0  m  1,1
 C.F  (c1  c2 x)e x
Let y1  e x , y2  xe x , R  e x log x
y1 y2 ex xe x
W   e2 x  0
y1 y2 (1  x)e
x x
e
y2 ( x )Q ( x) y ( x )Q ( x )
P.I   y1 ( x)  W ( x) 
dx  y2 ( x) 1 W ( x ) dx
xe x .ex log x ex .ex log x
 e x  e2 x dx  xe x 
e2 x 
dx  e x x log xdx xe x log xdx 
  
 e x x2 log x  1x . x2 dx  xe x x log x  1x .xdx
2 2
  
Dept. of Mathematics Page 2 of 5
  
 e x x2 log x  x4  xe x  x log x  x   14 x 2 e x (2 log x  3)
2 2

The Complete Solution is y  C.F+P.I

 y  (c1  c2 x)e x  14 x 2 e x (2 log x  3)

Exercise
2.  D 2  4  y  tan 2 x
d2y d2y
1.  y  sec x 3.  a 2 y  cos ecax
dx2 dx2
3x d2y dy x x
4. y  6 y  9 y  e 2 5. 2  2 dx  y  ex 6. y  3 y  2 y  ee
x dx
7.  D  2 D  1 y  e x log x 8. y  2 y  2 y  e x tan x
2

Answers.
1. y  c1 cos x  c2 sin x   cos x log(sec x)  x sin x 
2. y  c1 cos 2 x  c2 sin 2 x  14 cos 2 x log(sec 2 x  tan 2 x)
3. y  c1 cos ax  c2 sin ax  1 ( x cos ax  sin ax log(sin ax))
a2
4. y   c1  c2 x  e3 x  e3 x (1  log x)
x
5. y  (c1  c2 x)e x  xe x log x 6. y  c1e x  c2 e2 x  ee e 2 x
2 x
7. y   c1  c2 x  e  x  x e4 (2 log x  3)
8. y  e x  c1 cos x  c2 sin x   e x cos x log(sec x  tan x)

Equations reducible to linear differential equations with constant coefficients

Cauchy’s Homogeneous Linear Equation
An equation of the form
dn y d n1 y d n2 y dy
x n dxn  a1 x n 1 n1  a2 x n 2 n2  ...  an 1 x dx  an y  Q ( x) (1)
dx dx
Where a1 , a2 ,..., an are constants and Q ( x) is a function of x, is called Cauchy’s Homogeneous
Linear Equation of n th order.
Equation (1) can be reduced to a linear equation with constant coefficients by changing the
independent variable
dz = 1
Put x  e z i.e., z  log x so that dx x
dy dy
dz  1 dy dy dy
Now dx  dz . dx x dz  x dx  dz
d  D, d   Then xDy   y
Let dx dz
d 2 y d dy

dx2 dx dx    1x dydz    x1 dydz  1x dxd  dydz  =  x1 dydz  1x dzd  dydz  dxdz
d
 dx 2 2

d2y 1 dy 1 d 2 y d 2 y d 2 y dy
i.e., 2  2 
dz x 2 dz 2
 x 2 2  2 - dz
dx x dx dz
 x2 D2 y   2 y - y
 x 2 D 2 y   (  1) y
 x3 D 3 y   (  1)(  2) y

Dept. of Mathematics Page 3 of 5

 
x n D n y   (  1)(  2)......  (n  1) y
Substituting these in equation (1) , we get a linear differential equation with constant coefficients
and can be solved by the methods discussed earlier.
d2y dy
Example 4. Solve x 2 2  4 x dx  2 y  e x
dx
Solution. Given equation is  x 2 D 2  4 xD  2  y  e x (1)
d
Put x  e z i.e., z  log x so that xDy   y, x 2 D 2 y   (  1) y where  = dz
z
Equation (1) becomes  (  1)  4  2 y  ee

or  2  3  2  y  ee
z

The Auxiliary Equation is m 2  3m  2  0   m  1 m  2   0  m  1, 2

 C.F  c1e z  c2 e 2 z  c1 x 1  c2 x 2
∵ P.I  2 1
 3  2
z
ee   1
 1  2 

e ez 
 11   12  eez
  

  11 e ez   12 e ez

  11 e z e z ee    12 e e eez 
z 2 z 2z

1 e e z e z  e 2 z ee e  e 1  ee e   e 1  ee e 
z z z
 e z 1 2z z z 2 z 2z
 11

  2  2




   
z z
 e  ee e z dz  e 2 z  ee e z e z dz  e  z  et dt  e 2 z  et tdt
z
(put t  e z so that dt  e z dz )

 e  1  e ee e  1
z z z
 e z et  e2 z et  t  1  e  z et  e2 z ee z z
 e 2 z e e z
( ∵t  ez )
ee   e  ee  x
z z z z z z 2
 e z ee  e  z ee  e2 z ee  e 2 z 2 x
e ( ∵ x  ez )
The complete solution is y  C.F+P.I
y  c1 x 1  c2 x 2  x 2 e x +x 2 e x
d2y dy
Example 5. Solve x 2 2  2 x dx  12 y  x 3 log x
dx
Solution. Given equation is  x 2 D 2  2 xD  12  y  x3logx (1)
d
Put x  e z i.e., z  log x so that xDy   y, x 2 D 2 y   (  1) y where  = dz

Equation (1) becomes  (  1)  2  12 y  e3 z z


Or  2    12 y  e3z z 
The Auxiliary Equation is m 2  m  12  0   m  4  m  3  0  m  3, 4
 C.F=c1e3 z  c2 e4 z  c1 x3  c2 x 4
 
P.I= 1
 2  12
e3 z z  e3 z 1
( 3)2 ( 3)12
z  e3 z  1
 2  7  z  e3 z  1   z
 7 17  
  

Dept. of Mathematics Page 4 of 5

  
1
 e7 1 1  7 z  e7 1 1  7  7    ...  z
3z 3z 2

 

 1  7  z  7   z  7   7  2  7   7 
 e7
3z 1  e 1 3z1 e z z x3  (log x )
3z 2 2 
 log7 x 
2
 
The complete solution is y  C.F+P.I
3  (log x )2 log x 
 y  c1 x 3  c2 x 4  x 
7 2
 7 

Exercise
Solve the following
d2y dy d3y 2
2 d y dy
1. x 2 2  3 x dx  4 y  1  x 2 2. x3 3  3 x 2  x dx  y  x  log x
dx dx dx
d2y dy 2
d y dy
3. x 2 2  3 x dx  5 y  x 2 sin(log x) 4. x 2 2  2 x dx  12 y  x 3 log x
dx dx
d2y dy d2y 2 y
5. x 2 2  x dx  y  log x sin(log x) 6. x 2 2  x  x  12
dx dx x
d3y
dx
d2y
7. x 3 3  2 x 2 2  2 y  10 x  1x
dx
 
Answers
1. y  (c1  c2 log x) x 2  14 1  2  log x  x 2 
2
 

    
2. y  x1 2 c1 cos 23 log x  c2 sin 23 log x   c3 x 1  2x  log x

x2 log x cos(log x )
3. y  x 2  c1 cos(log x)  c2 sin(log x)  2
x 7  log x   2 log x 
4. y  c1 x3  c2 x 4  98
3 2
 

Dept. of Mathematics Page 5 of 5

 VARDHAMAN COLLEGE OF ENGINEERING
(AUTONOMOUS)
Affiliated to JNTUH, Approved by AICTE, Accredited by NAAC with A++ Grade, ISO 9001:2015 Certified

Kacharam, Shamshabad, Hyderabad – 501218, Telangana, India

A8002 –ORDINARY DIFFERENTIAL EQUATIONS AND VECTOR CALCULUS

Handout - 7
Applications of Second Order Linear Differential Equations

Second order linear differential equations with constant coefficients have a variety of
applications in science and engineering.
1. Electrical Circuits
2. Simple Harmonic Motion
3. Bending of Beams
Electrical Circuits (L-C-R Circuits)
Consider an electric circuit containing a resistance R , an inductance L and a capacitance C.
If i is the current in the circuit at any time t , then
i) The potential drop across the resistance is given by ER  iR (Ohm’s law)
di
ii) The potential drop across the inductance is given by EL  L dt
q
iii) The potential drop across the capacitance is given by EC  C where q is the charge in
the given circuit.

The Kirchoff’s Voltage Law states that “In an electric circuit, the sum of voltage drop (potential
drop) is equal to the supplied voltage (e.m.f)”
di   E q
i.e., ER  EL  EC  E  iR  L dt C
q
di  iR   E
or L dt C
d 2q dq q  dq di d 2 q 
or L  R dt  C  E
∵ i    
dt 2 dt dt dt 2 

Example 17.1. In an L  C  R circuit, the charge q on a plate of condenser is given by
d 2q dq q 1 If initially the
L 2  R dt  c  E sin pt. The circuit is turned resonance so that p 2  LC
dt

Dept. of Mathematics Page 1 of 3

 R
current i and the charge q be zero, show that for small values of , the current in the circuit at
L
time t is given by p 2  Et sin pt
2L
Solution. The differential equation governing L  C  R circuit is LD 2  RD  1c q  E sin pt.  
The Auxiliary Equation is Lm2  Rm  1c  0


 m  21L  R  R 2  4CL  m   2RL   R2  1
4 L2 LC

 
2
 m   2RL  14 R
L
1
 LC

 m   2RL  i 1
LC ∵ R is small, R
L L  
2
0 
 m   2RL  ip ∵ p 2 1  p 1
 LC
LC 
 Rt
 C.F=e 2 L (c1 cos pt  c2 sin pt )
 Rt
Expanding e 2 L and neglecting higher order terms, we obtain
 
C.F= 1  2RtL (c1 cos pt  c2 sin pt )
1 1
P.I= E sin pt = E sin pt (put D 2   p 2 )
LD  RD  C1
2
 Lp  RD  C1
2

=E
1
 1 C  RD  1 C
sin pt ∵ p 2
1
LC 
= E 1 E
R D sin pt = - Rp cos pt

 
The complete solution is q = 1  2RtL (c1 cos pt  c2 sin pt )  Rp
E cos pt (1)
dq
 
The current i = dt = 1  2RtL (c1 sin pt  c2 cos pt ) p  2RL (c1 cos pt  c2 sin pt )  E
R
sin pt (2)
Initially, q  0 & i  0 when t  0
E ,c  E
From (1) and (2),we get c1  Rp 2 2 2 Lp
Substituting the values of c1 and c2 in (3),we get
dq

i = dt = 1  2RtL   Rp


E sin pt  E cos pt  p  R  E cos pt  E sin pt   E sin pt
2 Lp2 


2 L  Rp 2 Lp2 
 R
   RL 
2 2
= 2EtL sin pt  4E R
Rp L
cos pt - 4 sin pt
4 Rp2

= 2EtL sin pt 
∵R
L
is small, R
L  
2
0 
Exercise 15.1

1. Find the current i in the L  C  R circuit assuming zero initial current and charge. If
L  20 henries, C = 0.01 farads,R  80 ohms and E  100 volts
Dept. of Mathematics Page 2 of 3
 2. An inductor of 2 henries, resistor of 16 ohms and capacitor of 0.02 mF are connected in
series with battery of e.m.f. E  100sin 3t. At t  0 ,the charge of the capacitor and current
in the circuit are zero.Find the charge and current at t  0
3. A condenser of capacity C discharged through an inductance L and resistance R in
d 2q dq q
series and the charge q at a time t satisfies the equation L  R dt  c  0 Given
dt 2
dq
that L  0.25 H , R  250  , C  2 10 6 F the current dt  0. Obtain the value of q in
terms of t

Dept. of Mathematics Page 3 of 3