Unit-1 LDE Notes Civil
Unit-1 LDE Notes Civil
We have already studied first-order linear ordinary differential equations (ODEs) and
shall now define and discuss linear ODEs of second and higher order. These equations have
important applications in civil engineering, especially in connection with deflection of
beams. Also these equations are used in study of mechanical and electrical vibrations as well
as in wave motion, heat conduction, and other parts of physics.
Definition:
The differential equation is said to be linear if
i) the dependent variable and all its derivatives appearing in it are of degree one,
ii) it should not consists product of derivatives and dependent variable,
iii) it should not consists any function of dependent variable other than linear term.
General Form:
The general form of a linear differential equation (LDE) of nth order is
dny d n −1 y dy
+ Pn −1 ( x) + ... + P1 ( x)
+ P0 ( x) y = X …….(1)
n n −1 dx
dx dx
where the coefficients P0 ( x), P1 ( x),..., Pn−1 ( x) and the function X on the right are functions
of x only.
Differential Operator D:
d d
We introduce the new notation D for the differential operator i.e. D ≡ .
dx dx
dy
So, we can write as Dy. Accordingly,
dx
2 n
d2y d dny d
= y = D 2 y,..., = y = Dn y
2 dx n dx
dx dx
By using these notations, equation (2) can be written as
D n y + an −1D n −1 y + an − 2 D n − 2 y + ... + a1Dy + a0 y = X
Associated Equation:
The homogeneous equation f (D) y = 0 is called as an associated equation of (3).
Auxiliary Equation:
The algebraic equation f (D) = 0 is called as an auxiliary equation of (3).
Solution:
The complete solution of nonhomogeneous linear differential equation (LDE) with
constant coefficients (3) is
y = complementary function (C. F.) + particular integral (P. I.)
where the complementary function is the general solution of corresponding associated
equation f (D) y = 0 & particular integral is the solution of equation (3) containing no
arbitrary constants associated with function X on right.
Note: The complete solution of homogeneous linear differential equation (LDE) with
constant coefficients f (D) y = 0 is simply
y = complementary function (C. F.)
(i) Rewrite the given differential equation as f (D) y = X (if not given in this form)
(ii) Solve the auxiliary equation f (D) = 0 for D.
(iii) Obtain the complementary function (C. F.)
(iv) Determine the particular integral
(v) Write the complete solution given by
y = C.F. + P.I.
Rule I: If the roots of the auxiliary equation are real and different, say m1, m2, m3…..then
the complementary function is
C. F. = c1e m1x + c2e m2 x + c3e m3 x + ...
ILLUSTRATIVE EXAMPLES
d2y dy
1) Solve : −5 + 6y = 0
dx 2 dx
Solution: Rewriting the given differential equation in symbolic form as
d
( D 2 − 5 D + 6) y = 0 where D ≡
dx
Its auxiliary equation is
D 2 − 5D + 6 = 0
i.e. ( D − 2)( D − 3) = 0
∴ D = 2,3
∴ The general solution is
y = c1e 2 x + c2 e3 x
d3y d2y dy
2) Solve :
3
− 2
−4 + 4y = 0
dx dx dx
Solution: Rewriting the given differential equation in symbolic form as
d
( D 3 − D 2 − 4 D + 4) y = 0 where D ≡
dx
Its auxiliary equation is
D3 − D 2 − 4D + 4 = 0
i.e. ( D − 1)( D − 2)( D + 2) = 0
∴ D = 1,2,−2
∴ The general solution is
y = c1e x + c2 e 2 x + c3e − 2 x .
Rule II: If one of the roots of the auxiliary equation say m1 is real and repeated ‘r’ times
then the corresponding complementary function is
C. F. = e m1x (c1 + c2 x + c3 x 2 + ... + cr x r −1 )
ILLUSTRATIVE EXAMPLES
3) Solve : ( D 2 + 8D + 16) y = 0
Solution: The auxiliary equation is
D 2 + 8 D + 16 = 0
( D + 4) 2 = 0
∴ D = −4,−4
∴ The general solution is
y = (c1 + c2 x)e − 4 x .
Rule III: If roots of the auxiliary equation is complex pair, say m = α ± iβ , then the
corresponding complementary function is
C. F. = eαx (c1 cos βx + c2 sin β x)
ILLUSTRATIVE EXAMPLES
5) Solve : ( D 2 + 4 D + 13) y = 0
Solution: The auxiliary equation is
D 2 + 4 D + 13 = 0
− 4 ± 16 − 52 − 4 ± − 36 − 4 ± 6i
D= = = = −2 ± 3i
2 2 2
∴ The general solution is
y = e − 2 x (c1 cos 3x + c2 sin 3 x).
6) Solve : ( D 3 + D 2 + 4 D + 4) y = 0
Solution: The auxiliary equation is
D3 + D 2 + 4D + 4 = 0
( D + 1)( D 2 + 4) = 0
∴ D = −1,±2i
∴ The general solution is
y = c1e − x + e 0 x (c2 cos 2 x + c3 sin 2 x)
i.e. y = c1e − x + c2 cos 2 x + c3 sin 2 x.
Rule IV: If the complex pair, say m = α ± iβ , is repeated ‘r’ times then the corresponding
complementary function is
C. F. = eαx{(c1 + c2 x + .....+ cr xr −1) cosβx + (cr +1 + cr +2 x +....+ c2r xr −1)sinβx)}
ILLUSTRATIVE EXAMPLES
7) Solve : ( D 2 − 2 D + 4)3 y = 0
Solution: The auxiliary equation is
( D 2 − 2 D + 4) 3 = 0
2 ± − 12
D= (thrice)
2
∴ D = 1 ± 3i,1 ± 3i,1 ± 3i.
∴ The general solution is
y = e x [(c1 + c2 x + c3 x 2 ) cos 3x + (c4 + c5 x + c6 x 2 ) sin 3x].
EXAMPLES
2
d y dy
8) Solve : − 4 − 5 y = 0, y (1) = 0, y ' (1) = 2
dx 2 dx
Solution: Rewriting the given differential equation in symbolic form as
d
( D 2 − 4 D − 5) y = 0 where D ≡
dx
Its auxiliary equation is
D 2 − 4D − 5 = 0
i.e. ( D + 1)( D − 5) = 0
∴ D = −1,5
∴ The general solution is
y = c1e − x + c2 e5 x . …(1)
y ′ = −c1e − x + 5c2 e5 x .
Q y (1) = 0, eq n (1) ⇒ c1e −1 + c2e 5 = 0 ...(2)
Also, y ′(1) = 2 ⇒ −c1e −1 + 5c2 e5 = 2 ...(3)
e e−5
Solving, (2) & (3) simultaneously, c1 = − & c2 = .
3 3
Hence, the particular solution is
e1− x e 5( x −1)
y=− + .
3 3
9) Solve : ( D 2 − 2 D + 1) y = 0, y (0) = 5, y ' (0) = 10
Solution: The auxiliary equation is
D 2 − 2D + 1 = 0
i.e. ( D − 1) 2 = 0
∴ D = 1,1
∴ The general solution is
y = (c1 + c2 x )e x . …(1)
x
y ′ = (c1 + c2 + c2 x)e
Q y (0) = 5, eq n (1) ⇒ c1 = 5
Also, y′(0) = 10 ⇒ 5 + c2 = 10 ∴ c2 = 5 ...(3)
B. P. Shinde, Department of Mathematics, KIT’s College of Engineering, Kolhapur.
Page 6 of 26
dy 1 1
If Dy = , we define inverse differential operator D −1 (or ) as y = ∫ ydx
dx D D
1
Analogously, we define the inverse operator of the differential operator f (D)
f ( D)
1 1
such that { f ( D) X } = X = f ( D) X (4)
f ( D) f ( D)
PARTICULAR INTEGRAL
Consider a differential equation f (D) y = X. (5)
1
Apply the inverse operator on both sides of equation (5).
f ( D)
1 1
{ f ( D) y} = X
f ( D) f ( D)
1
We obtain y = X (6)
f ( D)
It is the particular integral of equation (5).
1
Thus, particular integral ( P.I .) = X
f ( D)
1
The inverse differential operator is linear. i.e.,
f ( D)
1 1 1
(aX1 + bX 2 ) = a X1 + b X2
f ( D) f ( D) f ( D)
where a, b are constants and X1 and X2 are some functions of x.
1 1 1
e ax = x 2 e ax = x 2 e ax provided f ' ' (a) ≠ 0
f ( D) f ' ' ( D) f ' ' (a)
and so on.
ILLUSTRATIVE EXAMPLES
d2y dy
1) Solve : 2
− 2 + 5 y = e2 x
dx dx
Solution: Rewriting the given equation as
( D 2 − 2 D + 5) y = e 2 x
Its auxiliary equation is
D 2 − 2D + 5 = 0
2 ± − 16
D= = 1 ± 4i.
2
∴ C.F . = e x (c1 cos 4 x + c2 sin 4 x)
Now, the particular integral is
1
P.I . = 2
e2 x
D − 2D + 5
1
= e2 x (Replace D by 2)
( 2) 2 − 2( 2) + 5
1
= e2x
5
Hence, the complete solution is
y = C.F . + P.I .
1
i.e. y = e x (c1 cos 4 x + c2 sin 4 x) + e 2 x .
5
2 x
2) Solve : ( D − 5 D + 4) y = 8e
Solution: The auxiliary equation is
D 2 − 5D + 4 = 0
i.e. ( D − 1)( D − 4) = 0
∴ D = 1,4
∴ C.F . = c1e x + c2 e 4 x
Now, the particular integral is
1
P.I . = 2
8e x
D − 5D + 4
1
= 8x ex (Qdenominator becomes zero on putting D = 1)
2D − 5
1 8
= 8x e x = − xe x
2(1) − 5 3
Hence, the complete solution is
y = C.F . + P.I .
8
i.e. y = c1e x + c2 e 4 x − xe x .
3
3) Solve : ( D 2 + D + 1) y = cos 2 x
Solution: The auxiliary equation is
D2 + D + 1 = 0
−1± − 3 1 3
∴D = == − ± i
2 2 2
1
− x 3 3
C.F . = e 2 (c1 cos x + c2 sin x)
2 2
Now, the particular integral is
1
P.I . = 2
cos 2 x
D + D +1
1
= cos 2 x (on putting D2 = -4)
− 4 + D +1
1
= cos 2 x
D−3
1 ( D + 3)
= cos 2 x
( D − 3) ( D + 3)
( D + 3)
= 2 cos 2 x
( D − 9)
( D + 3)
= cos 2 x
( −4 − 9)
− 2 sin 2 x + 3 cos 2 x
=
− 13
Hence, the complete solution is
y = C .F . + P.I .
1
− x 3 3 2 sin 2 x − 3 cos 2 x
y = e 2 (c1 cos x + c2 sin x) + .
2 2 13
1 1 e x + e− x
= cos x +
( 2 D + 1)( D 2 + 1) 2D3 + D 2 + 2D + 1 2
1 1 1 1
=x 2
cos x + { 3 2
e x
+ 3 2
e− x }
(2 D + 1)2 D + 2( D + 1) 2 2D + D + 2D + 1 2D + D + 2D + 1
1 1 1 1
=x 2 2
cos x + { e x
+ e− x }
(4 D + 2 D ) + 2( D + 1) 2 2 +1+ 2 +1 2( −1) + 1 + 2( −1) + 1
1 1 1 1 −x
=x cos x + { e x + e }
( −4 + 2 D ) 2 6 −2
D+2 1 x 1 −x
=x cos x + e − e
2( D 2 − 4) 12 4
D+2 1 1
=x cos x + e x − e − x
2 ( −1 − 4 ) 12 4
2 cos x − sin x 1 x 1 − x
=x + e − e
− 10 12 4
Hence, the complete solution is
y = C .F . + P.I .
x 1 1
y = c1e − ( x / 2) + c2 cos x + c3 sin x − (2 cos x − sin x) + e x − e − x .
10 12 4
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 + 3x 2 − 4 x 3 + 5 x 4 − ...
4. (1 − x) − 2 = 1 + 2 x + 3 x 2 + 4 x 3 + 5 x 4 + ...
Alternative Method:
1
P.I . = xm
f ( D)
=−
1
2
(
2 x 2 + 5 x + 18 )
Hence, the complete solution is
y = C.F . + P.I .
i.e. y = e − 2 x (c1 cosh 6 x + c2 sinh 6 x) −
1
2
( )
2 x 2 + 5 x + 18 .
Alternative method for finding P.I.:
1
P.I . = 2
( 2 x 2 − 3 x + 6)
D + 4D − 2
5x
− x2 − −9
2
− 2 + 4D + D 2 2 x 2 − 3x + 6
2x 2 − 8x − 2
---------------
5x + 8
5 x − 10
-------------
18
18
--------
00
7 ) ( D 2 + 4 D + 4) y = 4 x 2 − 8 x
Solution: The auxiliary equation is
D 2 + 4D + 4 = 0
i.e. ( D + 2) 2 = 0
∴ D = −2,−2.
∴ C.F . = (c1 + c2 x)e − 2 x
Now, the particular integral is
1
P.I . = (4 x 2 − 8 x)
D 2 + 4D + 4
1 2 1
= 2
( 4 x − 8 x ) = 2
(4 x 2 − 8 x)
( D + 2) D
2(1 + )
2
−2
1 D 1 D D
= 1 + (4 x 2 − 8 x) = 1 − 2( ) + 3( ) 2 + ... ( 4 x 2 − 8 x)
4 2 4 2 2
1 3 1
( )
= 4 x 2 − 8 x − (8 x − 8) + (8) = 4 x 2 − 16 x + 14 = x 2 − 4 x +
4 4 4
7
2
Hence, the complete solution is
y = C.F . + P.I .
7
i.e. y = (c1 + c2 x)e − 2 x + x 2 − 4 x + .
2
1 1
= (4 x − 5) + 6e − 2 x x
2D − D 2 2
( D − 2) − 2( D − 2) − 3
− 31 +
3
−1
1 2 D − D 2 1
= 1+ (4 x − 5) + 6e − 2 x 2 x
− 3 3
D − 6 D + 5
1 2 D − D 2 1
= − 1− + ... ( 4 x − 5) + 6e − 2 x x
3 3
D 2
− 6 D
51 +
5
−1
1 2 − 2 x 1 D 2 − 6 D
= − 4 x − 5 − ( 4) + 6e 1+ x
3 3 5 5
1 2 − 2 x 1 D 2 − 6D
= − 4 x − 5 − ( 4) + 6e 1− + ... x
3 3 5 5
1 23 1 6
= − 4 x − + 6e − 2 x x +
3 3 5 5
Hence, the complete solution is
y = C.F . + P.I .
1 23 1 6
i.e. y = c1e − x + c2 e3 x − 4 x − + 6e − 2 x x + .
3 3 5 5
1 2 D 1 1
= x− 2 − cos x
2 D + 4 4 − 1 + 4
1 x x cos x 2D 1 2 D cos x
= − − 2 + 2
2 4 3 D +44 D +4 3
1 x x cos x 2
= − − sin x
2 4 3 3( D 2 + 4)
1 x x cos x 2
= − − sin x
2 4 3 3(−1 + 4)
1 x x cos x 2 sin x
= − −
2 4 3 9
Hence, the complete solution is
y = C .F . + P.I .
1 x x cos x 2 sin x
i.e. y = c1 cos 2 x + c2 sin 2 x + − −
2 4 3 9
11) ( D 2 + 4) y = x sin 2 x
Solution: The auxiliary equation is
D2 + 4 = 0
∴ D = ±2i
∴ C.F . = c1 cos 2 x + c2 sin 2 x
Now, the particular integral is
1 1 x(1 − cos 2 x ) 1 1 1
P.I . = x sin 2 x = = x− x cos 2 x
D2 + 4 D2 + 4 2 2 D2 + 4 D2 + 4
1 1 D 2 −1 1 2D
= (1 + ) x−x cos 2 x + cos 2 x
2 4 4 D2 + 4 ( D 2 + 4) 2
1 1 D2 1 4
= (1 − + ...) x − x 2 cos 2 x − sin 2 x
2 4 4 2D ( D 2 + 4) 2
1 1 21 4
= x − x sin 2 x − x sin 2 x
2 4 4 2( D 2 + 4) 2 D
1 x x2 1 cos 2 x
= − sin 2 x + x
2 4 4 ( D 2 + 4) 2
1 x x2 1 cos 2 x
= − sin 2 x + x 2
2 4 4 2 D 2
1 x x2 x2 1 x x2
= − sin 2 x + sin 2 x = − sin 2 x
2 4 4 8 2 4 8
solution is
y = C.F . + P.I .
1 x x2
i.e. y = c1 cos 2 x + c2 sin 2 x + − sin 2 x
2 4 8
VI. When X = xmsinax or xmcosax.
We know, eiax = cos ax + i sin ax.
So, cos ax = Real Part (R.P.) of eiax & sin ax = Imaginary Part (Im.P.) of eiax . Hence,
1 1 iax m
x m cos ax = R. P. of e x
f ( D) f ( D)
1 1 iax m
& x m sin ax = Im. P. of e x
f ( D) f ( D)
11) ( D 2 − 1) y = x 2 cos x
Solution: The auxiliary equation is
D2 −1 = 0
i.e. ( D − 1)( D + 1) = 0
∴ C.F . = c1e x + c2 e − x
Now, the particular integral is
1
P.I . = 2
x 2 cos x
D −1
1
= R.P. of 2
x 2 eix
D −1
1
= R.P. of eix x2
( D + i) 2 − 1
1
= R.P. of eix 2 x2
D + 2iD − 2
1
= R.P. of eix x2
D + 2iD
2
− 21 −
2
−1
1 D 2 + 2iD 2
ix
= R.P. of e 1− x
− 2 2
1 D 2 + 2iD ( D 2 + 2iD ) 2
= R.P. of eix 1+ + + ... x 2
− 2 2 4
B. P. Shinde, Department of Mathematics, KIT’s College of Engineering, Kolhapur.
Page 17 of 26
1 D 2
= R.P. of e ix
1+ + iD − D 2 + ... x 2
− 2 2
1
{
= − ( x 2 − 1) cos x − 2 x sin x
2
}
Hence, the complete solution is
y = C .F . + P.I .
∴ y = c1e x + c2 e − x −
2
{
1 2
( x − 1) cos x − 2 x sin x }
VII. General Rule for finding Particular Integral
If the RHS function X does not belong to any of the previous standard forms then we
can use the general rule for finding particular integral (P. I.) stated as follows.
1
X = e − ax ∫ e ax Xdx
D+a
1
X = e ax ∫ e − ax Xdx
D−a
1
To evaluate P.I . = X , factorize the denominator into linear factors & apply all
f ( D)
1
factors one by one by using above rules. Otherwise resolve into sum of partial
f ( D)
fractions & apply all fractions on X term by term.
d2y dy
12)
2
+3 + 2 y = sin(e x )
dx dx
Solution: Rewriting the given equation as
( D 2 + 3D + 2) y = sin(e x )
Its auxiliary equation is
D 2 + 3D + 2 = 0
i.e. ( D + 1)( D + 2) = 0
∴ D = −1,−2
∴ C.F . = c1e − x + c2e − 2 x
Now, the particular integral is
1
P.I . = 2
sin(e x )
D + 3D + 2
1
= sin(e x )
( D + 2)( D + 1)
1
= e − x ∫ e x sin(e x )dx
( D + 2)
1
= e − x [− cos(e x )]
( D + 2)
= −e − 2 x ∫ e 2 x e − x cos(e x )dx
= −e − 2 x ∫ e x cos( e x ) dx
= −e − 2 x sin(e x )
Hence, the complete solution is
y = C .F . + P.I .
∴ y = c1e − x + c2e − 2 x − e − 2 x sin(e x )
13) ( D 2 + 2 D + 5) y = 4e − x tan 2 x + e 2 x
Solution: The auxiliary equation is
D 2 + 2D + 5 = 0
− 2 ± − 16
∴D = = −1 ± 2i
2
∴ C.F . = e − x (c1 cos 2 x + c2 sin 2 x)
Now, the particular integral is
1
P.I . = (4e − x tan 2 x + e 2 x )
D 2 + 2D + 5
1 1
= 2
4e − x tan 2 x + 2
e2x
D + 2D + 5 D + 2D + 5
= I1 + I2
1
I1 = 2 4e − x tan 2 x
D + 2D + 5
1
= 4e − x 2
tan 2 x
( D − 1) + 2( D − 1) + 5
1
= 4e − x 2
tan 2 x
( D − 1) + 2( D − 1) + 5
1
= 4e − x 2 tan 2 x
D +4
1
= 4e − x tan 2 x
( D + 2i )( D − 2i )
1 1 1
= 4e − x [ − ] tan 2 x
4i D − 2i D + 2i
1 1 1
= 4e − x [ tan 2 x − tan 2 x]
4i D − 2i D + 2i
Now, consider
1
tan 2 x = e − 2ix ∫ e 2ix tan 2 xdx
D + 2i
sin 2 x
= e − 2ix ∫ (cos 2 x + i sin 2 x) dx
cos 2 x
− 2ix sin 2 2 x
=e ∫ (sin 2 x + i cos 2 x )dx
− 2ix 1 − cos 2 2 x
=e ∫ (sin 2 x + i cos 2 x )dx
= e − 2ix ∫ [sin 2 x + i (sec 2 x − cos 2 x )]dx
cos 2 x 1 sin 2 x
= (cos 2 x − i sin 2 x ) − + i[ log(sec 2 x + tan 2 x ) − ]
2 2 2
cos 2 2 x sin 2 x sin 2 2 x
=− + log(sec 2 x + tan 2 x ) −
2 2 2
sin 2 x cos 2 x cos 2 x sin 2 x cos 2 x
+ i + log(sec 2 x + tan 2 x) −
2 2 2
1 sin 2 x cos 2 x
=− + log(sec 2 x + tan 2 x) + i log(sec 2 x + tan 2 x )
2 2 2
1 1
∴ tan 2 x = − {1 − log(sec 2 x + tan 2 x)[sin 2 x + i cos 2 x]}
D + 2i 2
Replacing i by -i
1 1
tan 2 x = − {1 − log(sec 2 x + tan 2 x)[sin 2 x − i cos 2 x]}
D − 2i 2
1 1
I1 = 4e − x {log(sec 2 x + tan 2 x )[sin 2 x − i cos 2 x − sin 2 x − i cos 2 x ]}
4i 2
−x
I1 = e cos 2 x log(sec 2 x + tan 2 x)
1 1 1 2x
I2 = 2 e2x = e 2x
= e
D + 2D + 5 ( 2) 2 + 2( 2) + 5 13
1
∴ P.I . = e − x cos 2 x log(sec 2 x + tan 2 x ) + e 2 x
13
Hence, the complete solution is
y = C .F . + P.I .
1 2x
y = e − x (c1 cos 2 x + c2 sin 2 x) + e − x cos 2 x log(sec 2 x + tan 2 x) + e
13