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Second Order Linear Differential Equations

This document discusses methods for solving linear differential equations of second order with constant coefficients. It provides the general form of such equations and explains how to find the complete solution, which is the sum of the complementary function and particular integral. It also describes the method for finding the complementary function, including deriving the auxiliary equation and determining the complementary function based on the roots of the auxiliary equation.

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0% found this document useful (0 votes)
238 views29 pages

Second Order Linear Differential Equations

This document discusses methods for solving linear differential equations of second order with constant coefficients. It provides the general form of such equations and explains how to find the complete solution, which is the sum of the complementary function and particular integral. It also describes the method for finding the complementary function, including deriving the auxiliary equation and determining the complementary function based on the roots of the auxiliary equation.

Uploaded by

Pratik Rai
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

174 Differential Equations

3.18 LINEAR DIFFERENTIAL EQUATIONS OF SECOND ORDER WITH CONSTANT


COEFFICIENTS
The general form of the linear differential equation of second order is
d2y dy
2
P
 Qy  R
dx dx
where P and Q are constants and R is a function of x or constant.
Differential operator. Symbol D stands for the operation of differential i.e.,
dy d2y
Dy  , D2 y 
dx dx 2
1
stands for the operation of integration.
D
1
stands for the operation of integration twice.
D2
d2y dy
2
P  Qy  R can be written in the operator form.
dx dx
D2y + P Dy + Q y = R  (D2 + PD + Q) y = R
3.19 COMPLETE SOLUTION = COMPLEMENTARY FUNCTION + PARTICULAR
INTEGRAL
Let us consider a linear differential equation of the first order
dy
 Py  Q ...(1)
dx

ye  (Q e
Pdx Pdx
Its solution is  ) dx  C

y  Ce   e  (Qe ) dx
 Pdx  Pdx Pdx
 
 y = cu + v (say) ...(2)

and v  e   Q e
 Pdx Pdx
where u  e 
 Pdx
dx
du
  Pe 
 Pdx
(i) Now differentiating u  e   Pdx w.r.t. x, we get   Pu
dx
du d (cu )
  Pu  0   P (cu )  0
dx dx
dy
which shows that y = c.u is the solution of  Py  0
dx

(ii) Differentiating v  e   (Qe


Pdx Pdx
dx with respect to x, we get
dv dv
  Pe  (Qe  ) dx  e  Qe 
Pdx Pdx  Pdx Pdx

dx  
dx
  Pv  Q

dv dy
  Pv  Q which shows that y = v is the solution of dx  Py  Q
dx
Solution of the differential equation (1) is (2) consisting of two parts i.e. cu and v.
cu is the solution of the differential equation whose R.H.S. is zero. cu is known as complementary
function. Second part of (2) is v free from any arbitrary constant and is known as particular integral.

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Differential Equations 175
Complete Solution = Complementary Function + Particular Integral.

 y = C.F.+ P.I.
3.20 METHOD FOR FINDING THE COMPLEMENTARY FUNCTION
(1) In finding the complementary function, R.H.S. of the given equation is replaced by zero.
(2) Let y = C1 emx be the C.F. of
d2y dy
2
P  Qy  0 ...(1)
dx dx
2
dy d y mx
Putting the values of y, and 2 in (1) then C1e (m2 + Pm + Q) = 0
dx dx
 m2 + Pm + Q = 0. It is called Auxiliary equation.
(3) Solve the auxiliary equation :
Case I : Roots, Real and Different. If m1 and m2 are the roots, then the C.F. is
y  C1em1x  C2 em2 x
Case II : Roots, Real and Equal. If both the roots are m1, m1 then the C.F. is
y  (C1  C2 x) em1 x
Equation (1) can be written as
(D – m1)(D – m1)y = 0 ... (2)
Replacing (D – m1)y = v in (2), we get
(D – m1)v = 0 ... (3)

dv dv
– m1v  0   m1dx  log v  m1 x  log c2  v  c2em1 x
dx v
v  c2em1x
From (3) ( D –1) y  c2 em1 x
This is the linear differential equation.
I.F.  e – m1  dx  e – m1 x
Solution is
y.e – m1x   (c2 em1 x ) (e – m1 x ) dx  c1   c2 dx  c1  c2 x  c1

y  (c2 x  c1 )em1 x
C.F.  (c1  c2 x) em1 x
d2 y dy
Example 47. Solve: 2
 8  15 y  0.
dx dx
Solution. Given equation can be written as
(D2 – 8D + 15) y = 0
2
Here auxiliary equation is m – 8m + 15 = 0
 (m – 3) (m – 5) = 0  m = 3, 5
Hence, the required solution is
y = C1 e3x + C2e5x Ans.
2
d y dy
Example 48. Solve:  6  9y  0
dx 2 dx
Solution. Given equation can be written as
(D2 – 6D + 9) y = 0

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176 Differential Equations

A.E. is m2 – 6m + 9 = 0  (m – 3)2 = 0  m = 3, 3
Hence, the required solution is
y = (C1 + C2x) e3x Ans.
2
d y dy
Example 49. Solve: 2
 4  5 y  0,
dx dx
dy d 2 y
y = 2 and  when x = 0.
dx dx 2
Solution. Here the auxiliary equation is
m2 + 4m + 5 = 0
Its root are 2  i
The complementary function is
y = e–2x (A cos x + B sin x) ...(1)
On putting y = 2 and x = 0 in (1), we get
2=A
On putting A = 2 in (1), we have
y = e–2x [2 cos x + B sin x] ...(2)
On differentiating (2), we get
dy
 e 2 x [2sin x  B cos x ]  2e2 x [2 cos x  B sin x ]
dx
= e–2x [(– 2B – 2) sin x + (B – 4) cos x]
d2y
 e 2 x [(2 B  2) cos x  ( B  4)sin x]
dx 2
– 2e–2x [(– 2B – 2) sin x + (B – 4) cos x]
= e–2x [( – 4B + 6) cos x + (3B + 8) sin x]
dy d 2 y
But 
dx dx 2
e–2x [(–2B –2) sin x + (B – 4) cos x] = e–2x [(– 4B + 6) cos x + (3B + 8) sin x]
On putting x = 0, we get
B – 4 = – 4B + 6  B=2
(2) becomes, y = e–2x [2 cos x + 2 sin x]
y = 2e–2x [sin x + cos x] Ans.

Exercise 3.19
Solve the following equations :
d2 y dy d 2 y dy
1. 3  2 y  0 Ans. y = C1 ex + C2 e2x 2.   30 y  0 Ans. y = C1e5x + C2e–6x
dx 2 dx dx 2 dx
d2y dy
3. 2
8  16 y  0 Ans. y = (C1 + C2x) e4x
dx dx
d2y
4.  2 y  0 Ans. y  C1 cos x  C2 sin x
dx 2
5. ( D 2  2 D  2) y  0, y(0)  0, y(0)  1 (A.M.I.E.T.E., June 2006) Ans. y = e–x sin x
d3 y d2y dy
6. 3
2 2
4 8y  0 Ans. y = C1e2x + C2cos 2x + C3sin 2x
dx dx dx
d4y d2y
7.  32  256  0 (A.M.I.E.T.E., Dec. 2004) Ans. y= (C + x) cos 4x + (C3 + C4x) sin 4x
dx 4 dx 2 1

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Differential Equations 177
4 3 2
d y d y d y dy
8. 4
–4 3
8 2
8  4y  0 Ans. y = ex [(C1 + C2 x) cos x + (C3 + C4 x) sin x]
dx dx dx dx
d4y d2y
9.   0, y (0)  y (0)  y (0)  0, y (0)  1 Ans. y = x – sin x
dx 4 dx 2
d2y
10. The equation for the bending of a strut is EI  Py  0
dx 2
P
a sin
x
1 EI
If y = 0 when x = 0, and y = a when x  , find y.. Ans. y 
2 P 1
sin
EI 2
d3 y d2y dy
11. 3
6 2
 12  8 y  0, y(0) = 0, and y(0)  0 and y(0)  2
dx dx dx
(A.M.I.E.T.E. Dec. 2008) Ans. y = x2e–2x
d3 y d2y 4dy 1
12. 3
 2
  4 y  0, y(0) = 0, y(0)  0, y(0)  5, Ans. y = e x  cos 2 x  sin 2 x
dx dx dx 2
13. ( D8  6 D6 – 32 D 2 ) y  0 (A.M.I.E.T.E., Summer 2005)
2x
Ans. y = C1 + C2x + C3 e  C4 e  2x
 C5 cos 2 x  C6 sin 2 x
(iv )
14. Show that non-trivial solutions of the boundary value problem y – w4 y  0, y(0)  0  y(0),

 nx 
y(L) = 0, y ( L)  0 are y ( x )   Dn sin   where Dn are constants. (AMIETE, Dec. 2005)
n 1  L 
15. Solve the initial value problem y   6 y   11y   6 y  0, y(0) = 0, y(0)  1, y(0)  –1.
(A.M.I.E.T.E., Dec. 2006) Ans. y = 2e–x – 3e–2x+ e–3x.

16. Let y1, y2 be two linearly independent solutions of the differential equation yy – ( y ) 2  0.
Then, c1 y1 + c2 y2, where c1, c2 are constants is a solution of this differential equation for
(a) c1 = c2 = 0 only. (b) c1 = 0 or c2 = 0 (c) no value of c1, c2. (d) all real c1, c2
(A.M.I.E.T.E., Dec. 2004)
3.21 RULES TO FIND PARTICULAR INTEGRAL
1 1 ax
(i) eax  e If f (a) = 0 then 1  e ax  x  1  e ax
f (D) f (a) f (D) f (a)
1 1
If f (a )  0 then  eax  x 2  eax
f ( D) f  (a)
1
(ii) x n  [ f ( D )]1 x n Expand [f (D)]–1 and then operate.
f (D)
1 1 1 1
(iii) sin ax  sin ax and 2
cos ax  cos ax
f (D )2
f (a )2 f (D ) f (a 2 )
1 1
If f (– a2) = 0 then sin ax  x   sin ax
f (D 2 ) f (  a 2 )
1 ax ax 1
(iv) f ( D) e  ( x )  e  f ( D  a)  ( x )
1
(v)  ( x )  e ax e ax   ( x ) dx
Da

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178 Differential Equations

1 1 ax
3.22 e ax  e 
f ( D) f (a )
We know that, [Link] = [Link], D2eax = [Link],…............., Dn eax = an eax
Let f (D) e = (D + K1D + … + Kn) eax = (an + K1an–1 +…+ Kn)eax = f (a) eax.
ax n n–1

1
Operating both sides by
f ( D)
1 1
 f ( D) e ax   f (a) e ax
f (D) f (D)
1 1 1 ax
 e ax  f (a)  e ax  e ax  e
f ( D) f ( D) f (a)
If f (a) = 0, then the above rule fails.

1 1 1 1 1
Then e ax  x  e ax  x e ax  e ax  x . e ax
f ( D) f ( D) f (a) f ( D) 
f (a )

1 1
If f (a )  0 then e ax = x 2 e ax
f ( D) f (a )
Example 50. Solve the differential equation
d2x
g g
 x L
dt 2 t l
where g, l, L are constants subject to the conditions,
dx
x = a,  0 at t = 0.
dt
d2x g g  2 g g
Solution. We have,  x L  D  x  L
dt 2 t l  l  l
g g
A.E. is m2  0  m i
l l
g g
C.F. = C1 cos t  C2 sin t
l l
g g 1 g 1
P.I. = L L e0 t  L L [D = 0]
g l l2 2 g l g
D  D  0
l l l
 General solution is = C.F. + P.I.
 g  g
x  C1 cos   t  C2 sin  tL
 l   l  ...(1)
   
dx g  g g  g
  C1 sin   t  C2 cos  t
dt l   l 
 l  l  
dx
Put t = 0 and 0
dt
g
0  C2  C2 = 0
l

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Differential Equations 179

g
(1) becomes x  C1 cos tL ...(2)
l
Put x = a and t = 0 in (2), we get
a = C1 + L or C1 = a – L
 g
On putting the value of C1 in (2), we get x  (a  L) cos   t  L Ans.
 l 
d2 y dy
Example 51. Solve : 2
6 9 y  5e3 x
dx dx
Solution. (D2 + 6D + 9)y = 5e3x
Auxiliary equation is m2 + 6m + 9 = 0  (m + 3)2 = 0  m = – 3, – 3,
C.F. = (C1 + C2x) e–3x
1 e3 x 5e3 x
P.I. = .5.e3 x  5 
D 2  6D  9 (3)2  6(3)  9 36

5e3 x
The complete solution is y  (C1  C2 x )e 3 x  Ans.
36
d2y
dy
Example 52. Solve :  9 y  6e3 x  7e 2 x  log 2
2
6
dx dx
Solution. (D2 – 6D + 9)y = 6e3x + 7e–2x – log 2
2
A.E. is (m – 6m + 9) = 0  (m – 3)2 = 0,  m = 3, 3
3x
C.F.  (C1  C2 x) e
1 1 1
P.I. = 2 6e3 x  2 7 e 2 x  2 ( log 2)
D  6D  9 D  6D  9 D  6D  9
1 1 1
= x 6e3 x  7e 2 x  log 2 2 e0 x
2D  6 4  12  9 D  6D  9
2 1 7 1 7 1
= x  6  e3 x  e2 x  log 2    3x 2 e3 x  e 2 x  log 2
2 25 9
  25 9
7 2 x 1
Complete solution is y  (C1  C2 x ) e3 x  3 x 2 e3 x  e  log 2 Ans.
25 9
EXERCISE 3.20
Solve the following differential equations:
ex
1. [D2 + 5D + 6] [y] = ex Ans. C2 e  2 x  C2 e  3 x 
12
2 e3 x
2. d y  3 dy  2 y  e3 x Ans. C 1e x  C2 e 2 x 
dx 2 dx 2
(A.M.I.E.T.E. June 2010, 2007)
x x
3. (D3 + 2D2 – D – 2) y = ex Ans. C 1e x  C 2 e – x  C3 e – 2 x  e
6
d2y dy x x
4. 2
2
 2 y  sinh x Ans. e  x [C1 cos x  C2 sin x ]  e  e
dx dx 10 2
d2y dy 2 x 1 x e x
5. 2
 4  5 y  2 cosh x Ans. e (C1 cos x  C2 sin x )  e 
dx dx 10 2

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180 Differential Equations

x.e3 x
6. (D3 – 2D2 – 5D + 6) y = e3x Ans. C1e x  C2 e – 2 x  C3 e3 x 
10
d3 y d2y dy x ex
7.  4  4 y  ex x
Ans. C1e  C2 cos 2 x  C3 sin 2 x 
dx 3
dx 2 dx 5
d2y
dy x2 3x
8. 2
 6  9 y  e3 x Ans. (C1  C2 x)e3 x  e
dx dx 2
3
d y d2y dy x3  x
9. 
 3 2
 3  y  e x 2 x
Ans. (C1  C2 x  C3 x )e  e
dx dx dx 6
2
d y dy 1 1
10. 2
  6 y  e x cosh 2 x Ans. C1e3 x  C2 e –2 x  xe3 x  e  x
dx dx 10 8
2x x x 2 x ex
11. (D – 2) (D + 1)2 y = e2x + ex Ans. C1e  (C2  C3 x)e  e 
9 4
12. (D – 1)3 y = 16 e3x Ans. (C1 + C2x + C3 x2) ex + 2e3x

1
3.23 xn  [ f (D)]1 xn .
f ( D)
Expand [f (D)]–1 by the Binomial theorem in ascending powers of D as far as the result of
operation on xn is zero.
d2y a2 R
Example 53. Solve the differential equation  a2 y  (l  x)
dx 2 p
dy
where a, R, p and l are constants subject to the conditions y = 0,  0 at x = 0.
dx
d2y 2 a2 2 2 a2
Solution.  a y  R ( l  x )  ( D  a ) y  R (l  x )
dx 2 p p
A.E. is m2 + a2 = 0  m   ia
C.F. = C1 cos ax + C2 sin ax
 
1
1 a2 a2 R 1  1  R  D2 
P.I. = 2 R (l  x) =   (l  x)  1  2  (l  x)
D  a2 p p a2  D2  p a 
1  2 
 a 
R  D2  R
= 1  2  (l  x)  (l  x)
p a  p
R
y = C1 cos ax  C2 sin ax  (l  x) ...(1)
p
R Rl
On putting y = 0, and x = 0 in (1), we get 0 = C1  l  C1  
p p
dy R
On differentiating (1), we get dx   a C1 sin ax  a C2 cos ax  p ...(2)
dy
On putting  0 and x = 0 in (2), we have
dx
R R
0 = a C2   C2 
p a. p
On putting the values of C1 and C2 in (1), we get
R R R R  sin ax 
y =  l cos a.x  sin a.x  (l  x)  y =   l cos a.x  l  x  Ans.
p a. p p p a 

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Differential Equations 181
EXERCISE 3.21
Solve the following equations :
1. (D2 + 5D + 4) y = 3 – 2x Ans. C1e  x  C2 e 4 x  1 (11  4 x)
8
d2y dy
2. 2 yx Ans. (C1 + C2 x) e–x + x – 2
dx 2 dx
3
23  x 23 1
3. (2D2 + 3D + 4) y = x2 – 2x Ans. e 4 [ A cos
x  B sin x ]  [8x 2  28 x  13]
4 4 32
1
4. (D2 – 4D + 3) y = x3 Ans. C1e x  C2 e3 x  (9 x 3  36 x2  78 x  80).
27
d3 y d 2 y dy 2 2 x 3x 1  3 2 25 
5. 5 3  2  6  1 x . Ans. A  Be  C e   2 x  x  x 
dx dx dx 36  3 
4
d y x x 1 4
6. 4
 4 y  x4 Ans. e (C1 cos x  C2 sin x )  e (C3 cos x  C4 sin x )  ( x  6)
dx 4
dy dy
7.  2p  ( p 2  q 2 ) y  ecx  p.q x 2
dx 2 dx
eCx  2 pq
4p x 6 p 2  2q 2 
Ans. e  px [C1 cos qx  C2 sin qx]  
 x   
( p  C )2  q 2 p 2  q 2  p 2  q 2 ( p 2  q 2 )2 
8. D2 (D2 + 4) y = 96 x2 Ans. C1 + C2x + C3 cos 2x + C4 sin 2x + 2x2 (x2 – 3)

1 sin ax 1 cos ax
3.24 sin ax  2
 cos ax 
2
f (D ) f (a2 ) f (D ) f ( –a 2 )
D (sin ax) = [Link] ax, D2 (sin ax) = D (a cos ax) = – a2. sin ax
D4 (sin ax) = D2.D2 (sin ax) = D2 (– a2 sin ax) = (– a2)2 sin ax
(D2)n sin ax = (– a2)n sin ax
Hence, f (D2) sin ax = f ( – a2) sin ax
1 1
2
 f ( D 2 ) sin ax  2
. f ( a 2 ).sin ax
f (D ) f (D )
1 1 sin ax
sin ax  f (– a 2 ) sin ax   sin ax 
f (D2 ) f ( D2 ) f (a 2 )
1 cos ax
Similarly, 2
cos ax 
f (D ) f ( a2 )
If f (– a2) = 0 then above rule fails.
1 sin ax
2
sin ax  x
f (D ) f (  a 2 )
1 sin ax
If f (a 2 )  0 then, 2
sin ax  x 2
f (D ) f (  a 2 )
Example 54. Solve : (D2 + 4) y = cos 2x
(R.G.P.V., Bhopal June, 2008, A.M.I.E.T.E. Dec 2008)
Solution. (D2 + 4) y = cos 2x
Auxiliary equation is m2 + 4 = 0
m   2i , C.F. = A cos 2x + B sin 2x

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182 Differential Equations

1 1 x1  x
P.I. = 2
cos 2 x = x.
cos 2 x   sin 2 x   sin 2 x
D 4 2D 22  4
x
Complete solution is y  A cos 2 x  B sin 2 x  sin 2 x Ans.
4
d3 y d2 y dy
Example 55. Solve : 3
3 3
4  2 y  ex  cos x (U.P., II Semester, Summer 2006, 2001)
dx dx dx
Solution. Given (D – 3D + 4D – 2) y = ex + cos x
3 2

A.E. is m3 – 3m2 + 4m – 2 = 0
 (m – 1) (m2 – 2m + 2) = 0, i.e., m = 1, 1  i
 C.F. = C1ex + ex (C2 cos x + C3 sin x)
1 1
P.I.  2
ex  3 2
cos x
( D  1) ( D  2 D  2) D  3D  4 D  2
1 1
= ex  cos x
( D  1) (1  2  2) (1) D  3(1)  4 D  2
1 1 1 3D  1
= ex  cos x = x e x  cos x
( D  1) 3D  1 1 9D 2  1
x ( 3sin x  cos x) x 1
= e .x  = e .x  (3sin x  cos x)
9  1 10
Hence, complete solution is
1
y = C1e x  e x (C2 cos x  C3 sin x )  x e x  (3sin x  cos x ) Ans.
10
 x
Example 56. Solve : ( D 3  1) y  cos 2    e  x (Nagpur University, Summer 2004)
2
 x
Solution. ( D 3  1) y  cos 2    e  x
2
A.E. is m3 + 1 = 0

(m + 1) (m2 – m + 1) = 0  m=–1
(1)  1  4 1  i 3 1 3
or m   m i
2 2 2 2
x
 3 3 
 C.F. = C1e  x  e 2 C2 cos x  C3 sin x
 2 2 
1  2  x  x  1  x 1
P.I. = cos  2   e  = 3 cos 2    3 e  x [Put D = – 1]
D3  1     D 1 2
  D 1
1  1  cos x  1
= 3   2 e x
D  1 2  3D  1
1 1 1 1 1
= 3
e0 x  3
cos x  e  x = 1  1 1 cos x  1 e  x
2 D 1 2 D 1 3(1) 2  1 2 2 D  1 4
1 1 ( D  1) cos x 1  x 1 1 (  sin x  cos x) 1  x
=   e =   e
2 2 ( D  1) ( D  1) 4 2 2 ( D 2  1) 4

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Differential Equations 183

1 1 sin x 1 1 1

= 2
 2
cos x  e  x
2 2 ( D  1) 2 ( D  1) 4
1 1 sin x 1 1 1 1 sin x cos x 1  x
Put D2 = – 1 =   cos x  e x =    e
2 2 (1  1) 2 (1  1) 4 2 4 4 4
1 1 x
P.I. =  (cos x  sin x  e )
2 4
Hence, the complete solution is
x
 3 3  1 1
y = C1e  x  e 2 C2 cos x  C3 sin x    (cos x  sin x  e  x ) Ans.
 2 2  2 4
EXERCISE 3.22
Solve the following differential equations :
d2y 1
1. 2
 6 y  sin 4 x Ans. C1 cos 6 x  C2 sin 6 x  sin 4 x
dx 10
2
d x dx 1
2. 2
 2  3x  sin t Ans. e t [ A cos 2t  B sin 2t ]  (cos t  sin t )
dt dt 4
d2x dx dx
3.  2  5 x  sin 2t , given that when t = 0, x = 3 and 0
dt 2 dt dt
 55 53  1
Ans. e t  cos 2t  sin 2t   (4cos 2t  sin 2t )
17 34  17
d2y dy dy
4.  7  6 y  2sin 3x, given that y = 1,  0 when x = 0.
dx 2 dx dx
13 27 1
Ans.  e6 x  e x  (7 cos 3 x  sin 3 x )
75 25 75
5. (D3 + 1) y = 2cos2 x
1
x 3 3  1
Ans. C1e  x  e 2  C2 cos x  C sin x   1  (8sin 2 x  cos 2 x)
 2
3
2 65
 
2 2 x
6. (D + a ) y = sin ax (A.M.I.E.T.E., June 2009) (Ans. C1 cos ax  C2 sin ax  cos ax
2a
4 2 2 4 x2
7. (D + 2a D + a ) y = 8 cos ax Ans. (C1  C2 x  C3 cos ax  C4 sin ax)  2 cos ax
a
d2y dy
8.  3  2 y  sin 2 x (A.M.I.E.T.E., Summer 2002)
dx 2 dx
1
Ans. C1e  x  C2 e 2 x  (3cos 2 x  sin 2 x )
20
d2y 1
9.  y  sin 3 x cos 2 x Ans. C1 cos x  C2 sin x  [ sin 5 x  12 x cos x ]
dx 2 48
d2y dy
10. 2
 2  3 y  2e 2 x  10sin 3x given that y (0) = 2 and y(0) 4
dx dx
29 3 x 1  x 2 2 x 1
Ans. e  e  e  [cos 3 x  2sin 3 x ]
2
12 12 3 3
d y dy 2
11.  3  2 y  4cos x (R.G.P.V., Bhopal, I Semester, June 2007)
dx 2 dx
Ans. C1e  x  C2 e 2 x  e 2 x  1 (3sin 2 x  cos 2 x )  1
10
d2y dy 2
12.  2  3 y  cos x  x
dx 2 dx 1 1
Ans. e x [C1 cos 2 x  C2 sin 2 x ]  (cos x  sin x )  ( x 2  x  )
4 2
4 3 3 9

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184 Differential Equations
1
13. ( D 3  3D 2  4 D  2) y  e x  cos x Ans. (C1  C2 cos x  C3 sin x ) e x  (3sin x  cos x)
3 2 10
14. (D – 4D + 13 D) y = 1 + cos 2x
1 x
Ans. C1  e 2 x (C2 cos 3 x  C3 sin 3 x )  (9 sin 2 x  8 cos 2 x ) 
290 13
15. (D2 – 4D + 4) y = e2x + x3 + cos 2x
1 1 1
Ans. (C1  C2 x ) e2 x  x 2 e 2 x  (2 x 3  6 x2  9 x  6)  sin 2 x
2 8 8
d2y 2
16.  n y  h sin px ( P  n)
dx 2
where h, p and n are constants satisfying the conditions
dy b ph  h sin px
y = a,  b for x = 0 Ans. a cos nx     sin nx  2
2 2
dx  n n( n  p )  (n  p 2 )
17. y   y   2 y  6sin 2 x  18cos 2 x, y (0) = 2, y(0)  2 Ans. – e–2x + 3 cos 2x

1 1
3.25 .e ax  ( x )  e ax . .( x )
f ( D) f ( D  a)

D[eax  ( x)]  eax D  ( x)  aeax  ( x)  eax ( D  a )  ( x)


ax 2 ax
D 2 [eax  ( x)]  D[eax ( D  a)  ( x)] = e ( D  aD)  ( x)  ae ( D  a)  ( x)

= eax ( D 2  2a D  a 2 )  ( x)  eax ( D  a)2  ( x)

Similarly, D n [eax  ( x)]  eax ( D  a )n  ( x)


f ( D)[eax  ( x)]  eax f ( D  a)  ( x)
1
e ax  ( x)  .[eax f ( D  a)  ( x)] ...(1)
f ( D)
1
Put f ( D  a)  ( x)  X , so that  ( x)  .X
f ( D  a)
Substituting these values in (1), we get
1 1 1 1
e ax X  [e ax . X ]  [eax . ( x )]  e ax  ( x)
f ( D  a) f ( D) f ( D) f ( D  a)
Example 57. Solve : (D2 – 4D + 4) y = x3 e2x
Solution. (D2 – 4D + 4) y = x3 e2x
A.E. is m2 – 4m + 4 = 0  (m – 2)2 = 0  m = 2, 2
C.F. = (C1 + C2 x) e2x
1 1
P.I. = 2 x 3  e2 x  e 2 x 2
x3
D  4D  4 ( D  2)  4( D  2)  4
 4  5
2x 1 3 2x 1 x 2x x
= e x  e .    e 
D2 D  4  20
2x 2x x5
The complete solution is y  (C1  C 2 x) e  e . Ans.
20
Example 58. Solve the differential equation :
d3 y d2y dy
3
7 2
 10  e2 x sin x (AMIETE, June 2010, Nagpur University, Summer 2005)
dx dx dx

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Differential Equations 185

d3 y d2y dy
Solution. 3
7 2
 10  e2 x sin x  D3y – 7D2y + 10 Dy = e2x sinx
dx dx dx
A.E. is
m3 – 7m2 + 10 m = 0  (m – 2) (m2 – 5m) = 0
 m (m – 2) (m – 5) = 0  m = 0, 2, 5
C.F = C1e0 x  C2e2 x  C3e5 x
1 2x 1
P.I. = e 2 x sin x  e . sin x
3 2
D  7 D  10 D ( D  2)  7 ( D  2)2  10 ( D  2)
3

1
 e2 x .sin x
D  6 D  12 D  8  7 D 2  28 D  28  10 D  20
3 2

1 2x 1
 e2 x sin x  e sin x
3 2
D  D  6D ( 1 ) D  (12 )  6 D
2

1 1
 e2x sin x  e2 x sin x  e2 x 1  7 D sin x  e2 x 1  7 D sin x
 D  1  6D 1  7D 1  49 D2 1  49 ( 12 )
1 7D e2 x
 e2 x sin x  (sin x  7 cos x)
50 50
Complete solution is
y = C.F. + P.I.
2x 5x e2 x
 y  C1  C2 e  C3 e  (sin x  7 cos x ) Ans.
50
2 e 3 x
Example 59. Solve ( D  6 D  9) y  .
x3
(Nagpur University, Summer 2002, A.M.I.E.T.E., June 2009)
Solution A.E. is m2 + 6m + 9 = 0
(m + 3)2 = 0  m = – 3, – 3
C.F. = (C1 + C2x) e– 3x

1 e 3 x 1 1
P.I. =  e 3 x
D2  6 D  9 x3 ( D  3) 2  6( D  3)  9 x3
3 x 1 1 3 x 1
= e 2  = e ( x 3 )
D  6 D  9  6 D  18  9 x D2
2 1 3 x 1 3 x
3 x 1  x  3 x x e x e
= e  e
D  2  (2) (1)

2

2x

e 3 x
Hence, the solution is y = (C1  C2 x )e 3 x  Ans.
2x
Example 60. Solve (D2 + 5D + 6) y = e–2x sec2x (1 + 2 tan x) (A.M.I.E.T.E., Summer 2003)
Solution. (D2 + 5D + 6) y = e–2x sec2x (1 + 2 tan x)
Auxiliary Equation is m2 + 5m + 6 = 0
 (m + 2) (m + 3) = 0  m = –2, and m = –3
Hence, complementry function (C.F.) = C1e–2x + C2e–3x
1 1
P.I. = 2
e  2 x sec 2 x (1  2 tan x )  e 2 x 2
sec 2 x (1  2 tan x)
D  5D  6 ( D  2)  5( D  2)  6

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186 Differential Equations

2 x 1
= e 2
sec 2 x(1  2 tan x )
D  4 D  4  5 D  10  6
2
2 x 1 2 2 x  sec x 2 tan x sec 2 x 
e sec x (1  2 tan x )  e   
D2  D 2
D  D D2  D 
1 1
 e 2 x sec 2  2 tan x sec2 x
D ( D  1) D ( D  1)
 1 1  2  1 1 
 e 2 x     sec x    
2
 2 tan x sec x
  D D  1    D D  1 
2 x  1 2 1 1 1 
 e  sec x  sec x  2 tan x sec2 x 
2
2 tan x sec 2 x 
 D D  1 D D  1 
 e 2 x  tan x  e x  ex .sec 2 x dx  tan 2 x  e  x  2e x tan x sec 2 x dx 
 
Now,  e 2 x  e x sec 2 x dx  e x sec2 x   e x .2 sec x sec x tan x . dx
 e x sec 2 x  2  ex sec 2 x .tan x dx
2 x  e x 2 x x 2 x x 2 
P.I. = e  tan x  x .e sec x  2e  e sec x tan x dx  tan x  2e  e sec x tan x dx 
 e2 x [tan x  sec2 x  tan 2 x]  e2 x [tan x  (sec2 x  tan 2 x]  e2 x (tan x  1)
Complete solution is

 y  C.F .  P.I .  C1e2 x  C2 e3x  e2 x (tan x  1)


Example 61. Solve the differential equation (D2 – 4D + 4) y = 8x2 e2x sin 2x
(U.P. II Semester, Summer 2008, Uttrakhand 2007, 2005, 2004; Nagpur University June 2008)
Solution. (D2 – 4D + 4) y = 8x2 e2x sin 2x
A.E. is (m2 – 4m + 4) = 0  (m – 2)2 = 0  m = 2, 2
2x
C.F. = (C1 + C2x) e
1 1
P.I. = 2
8 x 2 e 2 x sin 2 x = 8 x 2 e 2 x sin 2 x
D  4D  4 ( D  2) 2
1 1
= 8e 2 x x 2 sin 2 x = 8e 2 x x 2 sin 2 x
( D  2  2)2 D2
2
2x 1  2 ( cos 2 x)  sin 2 x  cos 2 x  2x 1  x x sin 2 x cos 2 x 
= 8e  x  2 x     2  = 8e   cos 2 x   
D 2  4  8  D 2 2 4 
 x2  sin 2 x   2 x  cos 2 x   sin 2 x  x  cos2 x   1  sin 2 x  sin 2 x 
= 8e2 x         (1)           
 2  2   2  4   8  2 2   2  4  8 
= e2x [ – 2x2 sin 2x – 2x cos 2x + sin 2x – 2x cos 2x + sin 2x + sin 2x]
= e2x [– 2x2 sin 2x – 4x cos 2x + 3 sin 2x] = – e2x [4x cos 2x + (2x2 – 3) sin 2x]
Complete solution is, y = C.F. + P.I.
y = (C1 + C2x) e2x – e2x [4x cos 2x + (2x2 – 3) sin 2x] Ans.
EXERCISE 3.23
Solve the following equations :
2x 3x ex
1. (D2 – 5D + 6) y = ex sin x Ans. y  C1e  C2 e  (3cos x  sin x )
10

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Differential Equations 187

d2y dy e2 x
2. 7  10 y  e 2x
sin x Ans. y  C1e2 x  C2 e5 x  (3cos x  sin x)
dx 2 dx 10
d3 y dy x 2 x x xe x
3.  2  4 y  e cos x Ans. y  C1 e  e ( C 2 cos x  C3 sin x )  (3sin x  cos x)
dx 3 dx 20
4. (D2 – 4D + 3) y = 2xe3x + 3e3x cos 2x
x 3x 1 3x 2 3 3x
Ans. y  C1e  C2 e  e ( x  x )  e (sin 2 x  cos 2 x )
2 8
d2 y dy e x
5. 2  y  2 Ans. y = (C1 + C2 x) e–x – e–x log x
dx 2 dx x
2x 2 x e3 x  2 12 x 62 
6. (D2 – 4) y = x2 e3x Ans. y  C1e  C2 e  x   
5  5 25 
4x
e 5
7. (D2 – 3D + 2) y = 2x2 e4x + 5e3x Ans. y  C1e x  C2 e 2 x  [18 x 2  30 x  19]  e3 x
54 2
d2y x 2
8.  4 y  x sinh x Ans. y  C1e 2 x  C2 e 2 x  sinh x  cosh x
dx 2 3 9
d2y dy k – ht
9. 2
 2h  (h2  p 2 ) y  ke ht cos pt Ans. y  e  ht [ A cos pt  B sin pt ]  te sin pt
dt dt 2p
1
3.26 TO FIND THE VALUE OF x n sin ax .
f ( D)
1 1 1
Now x n (cos ax  i sin ax)  x n eiax  eiax xn
f ( D) f ( D) f ( D  ia)
1 1
 x n sin ax  Imaginary part of e iax  xn
f ( D) f ( D  ia )
1 1
 x n cos ax  Real part of e iax  xn
f ( D) f ( D  ia )

d2y dy
Example 62. Solve  2  y  x sin x
dx 2 dx
Solution. Auxiliary equation is m2 – 2m + 1 = 0 or m = 1, 1
C.F. = (C1 + C2 x) ex
1
P.I. = 2 x  sin x (eix = cos x + i sin x)
D  2D  1
1 1
= Imaginary part of 2 x(cos x  i sin x) = Imaginary part of 2 x  eix
D  2D  1 D  2 D  1
1 ix 1
= Imaginary part of eix 2
 x = Imaginary part of e 2
x
( D  i )  2( D  i )  1 D  2(1  i ) D  2i
1
1  1 2
= Imaginary part of eix 1  (1  i ) D  D  x
– 2i  2i 
i 1
= Imaginary part of (cos x  i sin x)   1  (1  i) D x = Imaginary part of (i cos x  sin x) [ x  1  i]
2 2
1 1 1
P.I. = x cos x  cos x  sin x
2 2 2
x 1
Complete solution is y = (C1  C2 x)e  ( x cos x  cos x  sin x) Ans.
2

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188 Differential Equations
EXERCISE 3.24
Solve the following differential equations :
2
1. (D2 + 4)y = 3x sin x Ans.C1 cos 2x + C2 sin 2x + x sin x – cos x
3
d2y 1 3 
2.  y  x sin 3 x  cos x Ans. C1e x  C2 e  x  cos 3x  x sin 3x  5cos x 
dx 2 10  5 
d2y 1 x x
3. 2
 y  x sin x  e x  x 2 e x Ans. C1e x  C2 e  x 2
 [ x sin x  cos x ]  e (2 x  3x  9)
dx 2 12
4. (D4 + 2D2 + 1) y = x2 cos x
1 3 1
x sin x  ( x 4  9 x 2 ) cos x
Ans. (C1  C2 x ) cos x  (C3  C4 x ) sin x 
12 48
3.27 GENERAL METHOD OF FINDING THE PARTICULAR INTEGRAL OF ANY
FUNCTION  (x)
1
P.I. = ( x )  y ...(1)
Da
1
or ( D  a)   ( x)  ( D  a )  y
Da
 ( x)  ( D – a ) y or  ( x)  Dy – ay
dy
 ay   ( x ) which is the linear differential equation.
dx
ye   e    ( x ) dx
 a dx  a dx
yeax  e ax   ( x) dx

Its solution is  or
1
ax  ax
  ( x ) = e ax e –ax   ( x ) dx


y = e e   ( x) dx
D–a
2
d y
Example 63. Solve  9 y  sec 3x.
dx 2
Solution. Auxiliary equation is m2  9  0 or m  3i ,
C.F. = C1 cos 3x + C2 sin 3x
1 1 1 1 1 
P.I. = 2  sec 3x   sec 3x =   sec 3x
D 9 ( D  3i ) ( D  3i ) 6i  D  3i D  3i 

1 1 1 1
=   sec 3 x   sec 3 x ...(1)
6i D  3i 6i D  3i
1  1 ax ax 
Now,
D  3i
sec 3 x  e3ix e 3ix sec3 x dx
 

 D  a  ( x)  e e  ( x) dx 

3ix cos 3 x  i sin 3 x i
= e  dx  e3ix (1  i tan 3 x) dx  e3ix ( x  log cos 3 x )

cos 3 x 3
1 i
Changing i to – i, we have sec 3 x  e 3ix ( x  log cos 3 x)
D  3i 3
Putting these values in (1), we get
1  3ix  i   i 
P.I. =  e  x  log cos 3 x   e 3ix  x  log cos3 x  
6i   3   3 
x 3ix e3ix log cos 3x xe3ix e 3ix
= e    log cos3 x
6i 18 6i 18
x e3ix  e 3ix 1 e3ix  e 3ix x 1
=  . log cos 3x = sin 3 x  cos 3 x  log cos 3 x
3 2i 9 2 3 9
x 1
Hence, complete solution is y  C1 cos 3 x  C2 sin 3 x  sin 3 x  cos3 x  log cos3 x Ans.
3 9

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Differential Equations 189

EXERCISE 3.25
Solve the following differential equations :
d2y
1.  a  y  sec ax (R.G.P.V., Bhopal April, 2010)
dx 2
x 1
Ans. C1 cos ax  C2 sin ax  sin ax  2 cos ax  log cos ax
a a
d2y
2.  y  cosec x Ans. C1 cos x + C2 sin x – x cos x + sin x log sin x
dx 2
1
3. (D2 + 4) y = tan 2x Ans. C1 cos 2 x  C2 sin 2 x  cos 2 x log (sec 2 x  tan 2 x)
4
d2y
4.  y  ( x  cot x ) (A.M.I.E. Winter 2002)
dx 2
Ans. C1 cos x + C2 sin x – x cos 2x – sin x log (cosec x – cot x)
3.28 CAUCHY EULER HOMOGENEOUS LINEAR EQUATIONS
dny d n 1 y
an x n  an  1 x n  1  ....  a0 y   ( x ) ... (1)
dx n d xn 1
where a0, a1, a2, ... are constants, is called a homogeneous equation.
d
Put x  ez , z  log e x, D
dz
dy dy dz 1 dy dy dy dy
 .   x   x  Dy
dx dz dx x dz dx dz dx
d2y d  dy  d  1 dy  1 dy 1 d 2 y dz
Again, 2
     2 
dx dx  dx  dx  x dz  x dz x dz 2 dx
2
1 dy 1 d 2 y 1 1  d 2 y dy  1 2 x 2 d y
 (D2  D) y
=        ( D  D ) y ;
x2 dz x dz 2 x x2  dz 2 dz  x2 dx2

d2 y d3 y
or x2  D ( D  1) y
Similarly. x3
 D ( D  1) ( D  2) y
dx 2 dx 3
The substitution of these values in (1) reduces the given homogeneous equation to a differential
equation with constant coefficients.
d2y dy
Example 64. Solve: x2 2
 2x  4 y  x4 (A.M.I.E. Summer 2000)
dx dx
d2y dy
Solution. We have, x2 2
 2x  4 y  x4 ... (1)
dx dx
d dy d2y
Putting x  e z , D , x  Dy , x 2  D ( D  1) y in (1), we get
dz dx dx 2
D ( D  1) y  2 Dy  4 y  e4 z or ( D 2  3D  4) y  e4 z
A.E. is m2  3m  4  0  (m  4) (m  1)  0  m = –1, 4
1
C.F. = C1 e z  C2 e4 z P.I. = 2
e4 z [Rule Fails]
D  3D  4
1 1 z e4 z
= z e4 z  z e4 z 
2D  3 2 (4)  3 5

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190 Differential Equations

Thus, the complete solution is given by


z e4 z C1 1
y  C1 e z  C2 e 4 z   y  C2 x 4  x 4 log x Ans.
5 x 5
2
2 d y dy
Example 65. Solve x 2
x  y  sin ( log x 2 ) (Nagpur University, Summer 2005)
dx dx
2
2 d y dy
Solution. We have, x 2
x  y  sin ( log x 2 ) ... (1)
dx dx
d
Let x = ez, so that z = log x, D
dz
(1) becomes
D (D – 1) y + Dy + y = sin (2z)  (D2 + 1) y = sin 2z
A.E. is m2 + 1 = 0 or m=±i
C.F. = C1 cos z + C2 sin z
1 1 1
P.I = 2
sin 2 z  sin 2 z   sin 2 z
D 1  41 3
1
y = C.F. + P.I. = C1 cos z  C2 sin z  sin 2 z
3
1 2
= C1 cos ( log x )  C 2 sin ( log x )  sin ( log x ) Ans.
3
2 d3 y d2y dy
Example 66. Solve: x 3
 3x 2
  x 2 log x (Nagpur University, Summer 2003)
dx dx dx
3
d y d2y dy
Solution. We have, x3 3
 3x 2 2
x  x3 log x
dxdx dx
d
Let x = ez so that z = log x, D 
dz
The equation becomes after substitution
[D (D – 1) (D – 2) + 3D (D – 1) + D ] y = z e3z  D3y = ze3z
Auxiliary equation is m3 = 0  m = 0, 0, 0.
C.F. = C1 + C2 z + C3 z2 = C1 + C2 log x + C3 (log x)2
1 1
P.I. = 3
. z e3 z  e3 z . .z
D ( D  3)3
3
1  D 3z e3z e3z x3
= e
1   z  (1  D) z  ( z  1)  (log x  1)
27  3 27 27 27
x3
Complete solution is y  C1  C2 log x  C3 (log x)2  (log x  1) Ans.
27
3.29 LEGENDRE'S HOMOGENEOUS DIFFERENTIAL EQUATIONS
A linear differential equation of the form
dn y d n 1 y
(a  bx)n  a1 (a  bx)n 1
 ...  an y  X ... (1)
dx n dx n 1
where a, b, a1, a2, .... an are constants and X is a function of x, is called Legendre's linear
equation.

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Differential Equations 191

Equation (1) can be reduced to linear differential equation with constant coefficients by the
substitution.
a + bx = ez  z = log (a + bx)
dy dy dz b dy
so that  . = a  bx . dz
dx dz dx
dy dy d dy
 ( a  bx )  b  b Dy , D  (a + bx) = b Dy
dx dz dz dx
where
d2 y d  dy  d  b dy 
Again 2
     . 
dx dx  dx  dx  a  bx dz 
b2 dy b d 2 y dz
=   . .
(a  bx )2 dz (a  bx ) dz 2 dx
b2 dy b d2y b
=  2
 . 2 .
(a  bx ) dz (a  bx ) dz (a  bx )
d2y dy d2y
 (a  bx)2   b2  b2 2
dx 2 dz dz
2
2 d y dy  2 2
= b  2    b ( D y  D y )  b 2 D ( D  1) y
 dz dz 
d2y
 (a  bx) 2  b 2 D ( D  1)
dx 2
d3y
Similarly, (a  bx)3  b3 D ( D  1) ( D  2) y
dx3
......................................................................
dn y
(a  bx)n n
 b n D ( D  1) ( D  2) ..... ( D  n  1) y
dx
Substituting these values in equation (1), we get a linear differential equation with constant
coefficients, which can be solved by the method given in the previous section.
2 d2y dy
Example 67. Solve (1  x ) 2
 (1  x)  y  sin 2 {log (1  x )}
dx dx
2 d2y dy
Solution. We have, (1  x) 2
 (1  x)  y  sin 2 { log (1  x ) }
dx dx
Put 1 + x = ez or log (1 + x) = z
dy d2y d
(1  x)  Dy and (1  x)2  D ( D  1) y, where D 
dx 2 dz
dx
Putting these values in the given differential equation, we get
D (D – 1) y + D y + y = sin 2z or (D2 – D + D + 1)y = sin 2z
2
(D + 1)y = sin 2z
A.E. is m2 + 1 = 0  m=±i
C.F. = A cos z + B sin z
1 1 1
P.I. = 2 sin 2 z  sin 2 z   sin 2 z
D 1  4 1 3

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192 Differential Equations
Now, complete solution is y = C.F. + P.I.
1
 y  A cos z  B sin z  sin 2 z
3
1
 y  A cos {log (1  x)}  B sin {log (1  x )}  sin 2 {log (1  x)} Ans.
3
EXERCISE 3.26
Solve the following differential equations:

2 d2y dy 42 2 3 1
1. x  4x  6y  4 Ans. C1 x  C2 x 
dx 2
dx x x4
2. ( x 2 D 2  3x D  4) y  2 x 2 Ans. (C1  C2 log x) x2  x2 (log x) 2

2 d2 y dy
3. x 2
x  y  log x (AMIETE, June 2010) Ans. (C1 + C2 log x) x + log x + 2
dx dx
d2y 1 dy 12 log x
4. 2
  Ans. C1  C2 log x  2 (log x)3
dx x dx x2
C1 x2  2
5. ( x 2 D 2  x D  3) y  x2 log x Ans.  C2 x 3   log x  
x 3  3
(A.M.I.E. Winter 2001, Summer 2001)
2 d2y dy
6. x 2
 2x  2 y  x 2  sin (5 log x)
dx dx
2 2 1
Ans. c1 x  c2 x  x log x  [ 15 cos (5 log x )  23 sin (5 log x) ]
754
2 d2y dy sin (logx)  1
7. x 2
 3x
 y  log x (AMIETE, Dec. 2009)
dx dx x
2 3 1  382 54
Ans. y  C1 x  C2 x 2  3   cos log x  sin (log x) + 6 log x cos (log x) +
x  61 61
1
5 log x sin (log x)] +
6x
2
2 d y dy
8. (1  x)  (1  x)  y  2 sin log (1  x)
dx 2 dx
Ans. y  C1 cos log (1  x)  C2 sin log (1  x)  log (1  x ) cos log (1  x)
2 d2y dy
9. Which of the basis of solutions are for the differential equation x 2
x  y0
dx dx
1 1 1
(a) x, x I n x, (b) I n x, e x (c) , 2 , (d) 2
ex , x In x
x x x
(A.M.I.E., Winter 2001) Ans. (a)
2 d2y dy
10. The general solution of x 2
 5x  9 y  0 is
dx dx
(a) (C1 + C2x) e3x (b) (C1 + C2n x) x3 (c) (C1 + C2x) x3 (d) (C1 + C2 ln x) e x3
(AMIETE, Dec. 2009) Ans. (b)
d2y
dy 1
11. To transform x 
 into a linear differential equation with constant coefficients,
2
dx dx x
the required substitution is
(a) x = sin t (b) x = t2 + 1 (c) x = log t (d) x = et
(AMIETE, June 2010) Ans. (d)

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Differential Equations 193

3.30 METHOD OF VARIATION OF PARAMETERS


dyd2 y
To find particular integral of a b cy X ... (1)
dx 2 dx
Let complementary function = Ay1 + By2, so that y1 and y2 satisfy
d2y dy
a 2
b cy0 ... (2)
dx dx
Let us assume particular integral y = uy1 + vy2, ... (3)
where u and v are unknown function of x.
Differentiation (3) w.r.t. x, we have y' = uy1' + vy2' + u'y1 + v'y2 assuming that u,v satisfy the
equation
u'y1 + v'y2 = 0 ... (4)
then y' = uy1' + vy2' ... (5)
Differentiating (5) w.r.t.x, we have y'' = uy1'' + u'y1' + vy2'' + v'y2'
Substituting the values of y, y' and y'' in (1), we get
a(uy1'' + u'y1' + vy2'' + v' y2') + b (uy1' + vy2') + c (uy1 + vy2) = X
 u(ay1'' + by1' + cy1) + v(ay2'' + by2' + cy2) + a (u' y1' + v' y2') = X ... (6)
y1 and y2 will satisfy equation (1)
 ay1'' + by1' + cy1 = 0 ... (7)
and ay2'' + by2' + cy2 = 0 ... (8)
Putting the values of expressions from (7) and (8) in (6), we get
 u' y1' + v'y2' = X ... (9)
Solving (4) and (9), we get
0 y2 y1 y2  y2 X
u'  
X y2 ' y1 ' y2 ' y1 y2 '  y1 ' y2
y 0 y1 y2 y1 X
v'  1  
y1 X y1 ' y2 ' y1 y2 '  y1 ' y2
 y2 X y1 X
u y 1 y2 '  y1 ' y2
dx v y 1 y2 '  y1 ' y2
dx

General solution = complementary function + particular integral.


Working Rule
Step 1. Find out the C.F. i.e., A y1 + B y2 Step 2. Particular integral = u y1 + v y2
Step 3. Find u and v by the formulae
 y2 X y1 X
u 
y1 y2 '  y1 ' y2
dx, v  y1 y2 '  y1 ' y2
dx

d2y
Example 68. Solve  y  cosec x. (Nagpur University, Summer 2005)
dx 2
Solution. (D2 + 1) y = cosec x
A.E. is m2 + 1 = 0  m=±i
C.F. = A cos x + B sin x

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194 Differential Equations

Here y1 = cos x, y2 = sin x


P.I. = y1 u + y2 v
 y2 . cosec x dx  sin x . cosec x dx
where u  y . y'
1 2  y '1 . y 2

cos x(cos x )  (  sin x ) (sin x )
1
 sin x . dx
sin x

 cos 2
x  sin 2 x 
  dx   x

y1 . X dx cos x . cosec x dx
v  y . y'1 2  y '1 y2
 
cos x (cos x )  ( sin x ) (sin x )
1
cos x .
sin x cot x dx

 2
cos x  sin x 2
dx 
1   log sin x

P.I. = uy1 + vy2 = – x cos x + sin x (log sin x)


General solution = C.F. + P.I.
y = A cos x + B sin x – x cos x + sin x .(log sin x) Ans.
Example 69. Apply the mehtod of variation of parameters to solve
d2y
 y  tan x (A. M. I. E. T. E., Dec. 2010, Winter 2001, Summer 2000)
dx 2
d2y
Solution. We have,  y  tan x
dx 2
(D2 + 1)y = tan x
A.E. is m2 = – 1 or m=±i
C. F. y = A cos x + B sin x
Here, y1 = cos x, y2 = sin x
y1 . y'2 – y'1 . y2 = cos x (cos x) – (– sin x) sin x = cos2 x + sin2 x = 1
P. I. = u. y1 + v. y2 where
 y2 tan x sin x tan x sin 2 x 1  cos 2 x
u  y1 . y '2  y '1 . y2 
dx  
 1 
dx  
cos x
dx  
cos x
dx

  ( cos x  sec x ) dx  sin x  log ( sec x  tan x )


y tan x
v 1
dx  cos x  tan x dx  sin x dx   cos x
y . y'  y' . y
1 2 1
 1
2

P. I. = u. y1 + v. y2
= [ sin x – log (sec x + tan x) ] cos x – cos x sin x = – cos x log ( sec x + tan x)
Complete solution is
y = A cos x + B sin x – cos x log (sec x + tan x) Ans.
Example 70. Solve by method of variation of parameters:
d2y 2
2
y (Uttarakhand, II Semester, June 2007, A.M.I.E.T.E., Summer 2001)
dx 1  ex
(Nagpur University, Summer 2001)

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Differential Equations 195
2
Solution. d y 2
2
y
dx 1  ex
2
A. E. is (m – 1) = 0
m2 = 1, m=±1
C. F. = C1 ex + C2 e–x
 P.I. = uy1 + vy2
Here, y 1 = e x, y2 = e–x
and y1 . y'2 – y'1 . y2 = – ex . e–x – ex.e–x = – 2
 y2 X e x 2
u
 y1. y '2  y '1 . y2
dx   
2 1  e x 
dx

e x dx  1 1 
=  1 e x
dx =
e x
(1  e ) x
   e x
  dx
1  e x

x e x
dx   e x  log (e x  1)

e dx 
e x
1
y1 X ex 2 ex
v 
 y1 . y '2  y '1 . y2
dx 

2 1  e x
dx = 
1  ex
dx   log (1  ex )

P.I. = u. y1  v. y2  [  e x  log (e x  1) ] e x  e x log (1  e x )

= 1  e x log (e x  1)  e x log (e x  1)

Complete solution = y  C1ex  C2e x  1  ex log (e x  1)  e x log (e x  1) Ans.


EXERCISE 3.27
Solve the following equations by variation of parameters method.
d2 y x 2 x e2 x
1. 2
 4 y  e2 x 2x
Ans. y  C1e  C2 e
2 x
 e 
dx 4 16
d2y x 1
2.  y  sin x Ans. y  C1 cos x  C2 sin x  cos x  sin x
dx 2 2 4
d2y dy x 2x 1
3. 2
3  2 y  sin x Ans. y  C1e  C2 e  (3 cos x  sin x )
dx dx 10
d2y
4.  y  sec x tan x Ans. y  C1 cos x  C2 sin x  x cos x  sin x log sec x  sin x
dx 2
e3 x
5. y´´  6 y´  9 y  (AMIETE, June 2010, 2009) Ans. y = (C1 + x C2) e3x – e3x log x
x2
3.31 SIMULTANEOUS DIFFERENTIAL EQUATIONS
If two or more dependent variables are functions of a single independent variable, the equa-
tions involving their deriavatives are called simultaneous equations, e.g.
dx dy
 4y = t   2 x = et
dt dt
The method of solving these equations is based on the process of elimination, as we solve
algebraic simultaneous equations.

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196 Differential Equations
Example 71. The equations of motions of a particle are given by
dx dy
 y  0   x = 0
dt dt
Find the path of the particle and show that it is a circle.
(R.G.P.V. Bhopal, Feb. 2006, U.P. II Semester summer 2009)
d
Solution. On putting  D in the equations, we have
dt
Dx + y = 0 ...(1)
–x + Dy = 0 ...(2)
On multiplying (1) by w and (2) by D, we get
Dx + 2y = 0 ...(3)
–Dx + D2y = 0 ...(4)
On adding (3) and (4), we obtain
2 y + D2 y = 0  (D2 + 2) y = 0 ...(5)
Now, we have to solve (5) to get the value of y.
A.E. is m2 + 2 = 0  m2 = – 2  m = ± i
 y = A cos wt + B sin wt ...(6)
 Dy = – A  sin t + B cos wt
On putting the value of Dy in (2), we get – x – A sin t + B cos t = 0
 x = – A sin t + B cos t
 x = – A sin t + B cos t ...(7)
On squaring (6) and (7) and adding , we get
x2 + y2 = A2(cos2t + sin2t) + B2 (cos2t + sin2t)
 x2 + y2 = A2 + B2
This is the equation of circle. Proved.
Example 72. Solve the following differential equation
dx dy
= y + 1, =x+1 (U.P. II Semester, 2009)
dt dt
Solution. Here, we have
Dx – y = 1 ... (1)
– x + Dy = 1 ...(2)
Multiplying (1) by D, we get
D2x – Dy = D.1 ...(3)
Adding (2) and (3), we get
(D2 –1) x = 1 + D.1
 (D2 –1) x = 1 or (D2 – 1)x = e0 [D. (1) = 0]
A.E. is m2 – 1 = 0  m = ± 1
 C.F. = c1et + c2 e– t
1 1 0
P.I. = 2 . e0  e  1
D 1 0 1
 x = C.F. + P.I. = c1et + c2 e– t – 1
dx d
From (1), y =  1  y= (c1et  c2 e t  1)  1
dt dt
 y = c1et – c2 e– t – 1 

and x = c1et + c2e–t – 1  Ans.

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Differential Equations 197

Example 73.

where y (0) = 0, x (0) = 2

t
t

...(5)

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198 Differential Equations

dx
Example 74. Solve:  4x  3y = t
dt
dy
 2 x  5 y = et [U.P. II Semester, 2006]
dt
Solution. Here, we have
(D + 4)x + 3y = t ...(1)
t  d 
2x + (D + 5)y = e ...(2)  D  
 dt 
To eliminate y, operating (1) by (D + 5) and multiplying (2) by 3 then subtracting, we get
t
(D + 5) (D + 4) x + 3 (D + 5) y – 3 (2x) – 3 (D + 5) y = (D + 5)t – 3e
t
[(D + 4) (D + 5) – 6]x = (D + 5)t – 3e
t
(D2 + 9D + 14)x = 1 + 5t – 3e
Auxiliary equation is
m2 + 9m + 14 = 0  m = – 2, – 7
 C.F. = c1e–2t + c2e–7t
1
P.I. = 2
(1  5t  3et )
D  9 D  14
1 1 1
= 2 e0 t  5 2 t 3 2 et
D  9 D  14 D  9 D  14 D  9 D  14
1 1 1
= 2 e0t  5 . t 3 2 et
0  9(0)  14  9D D2  1  9(1)  14
14 1   
 14 14 
1
1 5   9D D2  1 t 1 5   9D D   1 t
=  1      t  e   1       t  e
14 14   14 14   8 14 14   14 14   8
1 5  9 1 t 5 31 1 t
=  t    e  t  e
14 14  14  8 14 196 8
2 t 7 t 5 31 1 t
x = c1e  c2 e  t   e
14 196 8
dx
3y = t   4x [From (1)]
dt
d  2 t 7 t 5 31 1 t   5 31 et 
= t  c1e  c2 e  t–  e   4 c1e2t  c2 e 7 t  t  
dt  14 196 8   14 196 8 
5 1 t 10 31 1 t
3y = t  2c1e2t  7c2 e 7t   e  4c1e 2t  4c2 e 7t  t  e
14 8 7 49 2
1 3 27 5 t 
y=  2c1e 2t  3c2 e 7t – t  e
3  7 98 8 
2 t 7 t 5 31 1 t
Hence, x = c1e  c2 e  t  e
14 196 8
2 2 t 1 9 5 t
y=  c1e  c2 e 7 t – t   e Ans.
3 7 98 24

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... (5)

Differential Equations 199

dx dy dz
Example 75. Solve  2y ,  2z ,  2x (Uttarakhand, II Semester, June 2007)
dt dt dt
Solution. Here, we have
dx
= 2y  Dx = 2y ...(1)
dt
dy
= 2z  Dy = 2z ...(2)
dt
dz
= 2x  Dz = 2x ...(3)
dt
dx
From (1), we have = 2y
dt
d2x 2 dy  dy 
 2 =
dt
= 2 (2z) = 4z  Using (2), dt  2 z 
dt  
d3x dz  dz 
3 = 4
dt
= 4 (2x) = 8x  Using (3), dt  2 x 
dt  
3
d x
  8x = 0  (D3 – 8) x = 0
dt 3
A.E. is m3 – 8 = 0  (m – 2) (m2 + 2m + 4) = 0
 m– 2=0  m=2
 2  4  16  2  i 12
or m2 + 2m + 4 = 0  m= = = 1  i 3
2 2
So the C.F. of x is
x = C1 e2t  et ( A cos 3 t  B sin 3 t ) ...(4)
 B 
 tan   A 
 
[A = C2 cos , B = C2 sin ]   tan 1  B 
  
  A 
x = C1 e2t  et [C2 cos  cos 3 t  C2 sin  sin 3 t ]
x = C1 e2t  et C2 cos ( 3 t  ) = C1 e2t  C2 et cos ( 3 t  )
dz
From (3), we have = 2x
dt
dz 2t t
 = 2C1 e  2C2 e cos ( 3 t  ) [On putting the value of x]
dt
 e ax 
2t e t   e ax cos bx dx  cos (bx  ) 
z = C1 e  2C2 cos ( 3 t    )  
1 3  a2  b2 
e t 2   1 3 2

2t
z = C1 e  2C2 cos  3 t      tan  
1 3  3    1 3 
2t t  4   2 4 
 z = C1 e  C2 e cos  3 t     ...(5)  3  3 
 3   

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200 Differential Equations
dy
From (2), we have = 2z
dx
dy 2t t  4 
 = 2C1 e  2 C2 e cos  3 t     [On putting the value of z]
dt  3 
4   3 2 
   tan 1 
 y =  2C1 e2 t dt  2C2  e t cos  3 t     dt  
1 3 
 3  
e x 4
y = C1 e 2t  2 C2 cos ( 3 t     )
1 3 3
e t  4 2 
 y = C1 e 2t  2 C2 cos  3 t     
13  3 3 
2t t  2 
y = C1 e  C2 e cos  3 t     ...(6)
 3 
Relations (4), (5) and (6) are the required solutions. Ans.
Example 76. Solve the following simultaneous equations :
d2x d2y
2
 3 x  4 y = 0, x y =0 (U.P. II Semester, Summer 2005)
dt dt 2
d2x
Solution. We have,  3x  4 y = 0
dt 2
d2y
x y =0
dt 2
(D2 – 3)x – 4y = 0 ...(1)
x+ (D2 + 1) y = 0 ...(2)
Operating equation (2) by (D2 – 3), we get
(D2 – 3)x + (D2 – 3) (D2 + 1) y = 0 ...(3)
Subtracting (3) from (1), we get
– 4y – (D2 – 3) (D2 + 1) y = 0  – 4y – (D4 – 2D2 – 3) y = 0
 (D4 – 2D2 – 3 + 4) y = 0  (D4 – 2D2 + 1) y = 0
 (D2 – 1)2 y = 0
A.E. is (m2 – 1)2 = 0  (m2 – 1) = 0  m=±1
y = (c1 + c2t)et + (c3 + c4t)e–t ...(4)
From (2), we have
x = – (D2 + 1)y = – D2y – y
= – D2 [(c1 + c2t) et + (c3 + c4t)e–t] – [(c1 + c2t)et + (c3 + c4t)e–t]
= – D [{(c1 + c2t )et + c2et} + {(c3 + c4t) (–e–t) + c4e–t}] – [(c1 + c2t)et + (c3 + c4t)e–t]
= – [(c1 + c2t) et + c2et + c2et + (c3 + c4t) (e–t) – c4e–t – c4e–t] – [(c1 + c2t) et + (c3 + c4t)e–t]
= – [(c1 + c2t + 2c2 + c1 + c2t) et + (c3 + c4t – 2c4 + c3 + c4 t) e–t]
= – [(2c1 + 2c2 + 2c2t)et + (2c3 – 2c4 + 2c4t)e–t] ...(5)
Relations (4) and (5) are the required solutions. Ans.

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Differential Equations 201
EXERCISE 3.28
Solve the following simultaneous equations:
dx dy
1.  2 x  3y  0 ,  3x  2 y  0 Ans. x = c1 et – c2 e–5t , y = c1 et + c2 e–5t
dt dt
d2y d 2x
2.  x, y Ans. x = c1 et + c2 e– t + (c3 cos t + c4 sin t)
dt 2 dt 2
y = c1 et + c2 e– t – (c3 cos t + c4 sin t)
dx dy 1 1
3.  5x  2 y  t ,  2x  y  0 Ans. x =  (1  6t ) e 3t  (1  3t )
dt dt 27 27
So that x = y = 0 when t = 0 (AMIETE, June 2009, U.P., II Semester, June 2008)
2 2
Ans. y =  (2  3t ) e 3t  (2  3t )
27 27
dx dy 2
4.  yt, t x Ans. x = c1 cos t + c2 sin t + t2 –1 ; y = –c1 sin t + c2 cos t + t
dt dt
dx
5.  2 y  sin t  0
dt
dy
 2 x  cos t  0 Ans. x = c1 cos 2t + c2 sin 2t – cos t ; y = c1 sin 2t – c2 cos 2t – sin t
dt
dx dy dx
6. 4   3 x  sin t ;  y  cos t Ans. x = c1 e–t + c2 e–3t, y = c1 e–t + 3 c2 e–3t + cos t
dt dt dt
dy dx 2 2t 1
7.  x and  y  e2t t t
Ans. x = C1 e  C2 e  e , y  C1 et  C2 e t  e 2t
dx dt 3 3
dx dy t 1 3 5 3
8.  y  t,   2x  3 y  1 Ans. x = c1 e  c2 e 2t  t  , y  c1 et  c2 e 2t  t 
dt dx 2 2 4 2
dx dy
9. t  y  0, t  x0 Ans. x = c1 t + c2 t –1, y = c2 t –1 – c1 t
dt dx
given x(1) = 1 and y(–1) = 0
dx dy
10.  y  sin t ,  x  cos t , given that x = 2, y = 0 when t = 0 (U.P., II Semester, 2004)
dt dt
Ans. x = et + e–t, y = sin t – et + e–t
2 t2 4
11. (D – 1) x + Dy = 2t + 1; (2D + 1) x + 2 Dy = t Ans. x   t  , y   t  C
3 2 3
dx 2
12.  ( x  y )  1, (U.P., II Semester, Summer (C.O.) 2005)
dt t
dy 1 4 3 t 2 3y 4 1 3 2t 2 t
 ( x  5 y)  t Ans. x = At  Bt   , y =  At  Bt  
dt t 15 10 2 15 20
13. (D2 – 1)x + 8Dy = 16et and Dx + 3(D2 +1)y = 0 (Q. Bank U.P.T.U. 2001)
t t
Ans. y = c1 cos  c2 sin  c3 cosh 3 t  c4 sin h 3 t  2et
3 3
t t
x = 3 c1 sin – 3 c2 cos  3 3 c3 sinh 3 t  3 3 c4 cosh 3 t  6et  3t.
3 3
dx 2
14.  ( x  y )  1, (U.P. II Semester, 2005)
dt t
dy 1 4 t 2 3t 1 2t 2 t
 ( x  5 y )  t. Ans. x = At  Bt 3   , y =  At 4  Bt 3  
dt t 15 10 2 15 20

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202 Differential Equations

dn y
3.32 EQUATION OF THE TYPE = f ( x)
dx n
This type of exact differential equations are solved by successive integration.
d2 y
Example 77. Solve = x 2 sin x.
dx 2
d2y
Solution. We have 2
 x 2 sin x ...(1)
dx
Integrating the differential equation (1), we get
dy
= x2(– cos x) – (2x) (– sin x) + (2) (cos x) + c1
dx
dy
= x2 cos x + 2x sin x + 2 cos x + c1
dx
Integrating again, we have y = [(– x2) (sin x) – (– 2x) (– cos x) + (– 2) (– sin x)]
+ [(2x) (– cos x) – 2(– sin x)] + 2 sin x + c1x + c2
= – x2 sin x – 4x cos x + 6 sin x + c1x + c2 Ans.
d3 y
Example 78. Solve  x  log x.
dx 3
d3 y
Solution. We have, 3  x  log x ...(1)
dx
d2 y x2 1
Integrating the differential equation (1), we get 2 =  (log x ) ( x ) –   x dx  c1
dx 2 x
d2 y x2
=  x log x – x  c1 ...(2)
dx 2 2
Again integrating (2), we have,
dy x3  x2  1 x2 x2
=  (log x)   –   dx –  c1 x  c2
dx 6  2  x 2 2
 
dy x3 x 2 x 2 x2
=  log x – –  c1 x  c2 ...(3)
dx 6 2 4 2
Again integrating (3), we obtain
x4 x3 1 x3 x3 x 3 x2
y=  (log x ) – dx – –  c1  c2 x  c3
24 6 x 6 12 6 2
x 4 x3 x3 x3 x 3 c1 x 2
 y=  log x – – –   c2 x  c3
24 6 18 12 6 2
x 4 x3 11x3 x2
 y=  log x –  c1  c2 x  c3 Ans.
24 6 36 2
EXERCISE 3.29
Solve the following differential equations:
d5 y x6 c x 4 c2 x3 c3 x 2
1. x Ans. y   1    c4 x  c5
dx5 720 24 6 2
d2 y Ans. y = (x – 2) ex + c1 x + c2
2.  x ex
dx 2
d4y x5 x3
3.  x  e – x – cos x Ans. y   e – x – cos x  c1
dx 4 120 6

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