Course No.

: Math 1213
Differential Equation

Lecturer: Dr. M. Saifur Rahman

Department of Mathematics
Rajshahi University of Engineering & Technology
Rajshahi-6204, Bangladesh
 Linear Differential Equations with Constant Coefficients
Linear Differential Equation: A differential equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦
+ 𝑃1 𝑛−1 + 𝑃2 𝑛−2 + ⋯ + 𝑃𝑛 𝑦 = 𝑋 (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥

where 𝑃1 , 𝑃2 ,… 𝑃𝑛 and 𝑋 are function of 𝑥 or constants, is called a linear differential

equation of 𝑛𝑡ℎ order.
And if 𝑃1 , 𝑃2 ,… 𝑃𝑛 are all constants (not functions of 𝑥) and 𝑋 is some function of 𝑥,
then the equation is a linear differential equation with constant coefficients.
The Operator D.
𝑑 2 𝑑2 𝑛 𝑑𝑛
It is usual to write 𝐷 for , 𝐷 for , … , 𝐷 for
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑛

And in terms of the operator 𝐷 the differential equation (1) can be written as
𝐷𝑛 + 𝑃1 𝐷𝑛−1 + 𝑃2 𝐷𝑛−2 + ⋯ + 𝑃𝑛 𝑦 = 𝑋
 Linear Differential Equations with Constant Coefficients
Theorem: If 𝑦 = 𝑦1 , 𝑦 = 𝑦2 , … 𝑦 = 𝑦𝑛 are linearly independent solutions of
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 𝑦 = 0 (1)
then 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 is the general or complete solution of the differential
equation, where 𝐶1 , 𝐶2 , … , 𝐶𝑛 are 𝑛 arbitrary constants.

Proof: Let us denote the given equation (1) by 𝑓 𝐷 𝑦 = 0,

where 𝑓 𝐷 = 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛
Since 𝑦 = 𝑦1 , 𝑦 = 𝑦2 , … 𝑦 = 𝑦𝑛 are solutions of the equation,
∴ 𝑓 𝐷 𝑦1 = 0, 𝑓 𝐷 𝑦2 = 0, … , 𝑓 𝐷 𝑦𝑛 = 0
Now putting 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 in (1), we have
𝐷𝑛 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) + 𝑎1 𝐷𝑛−1 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) +
𝑎2 𝐷𝑛−2 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) + ⋯ + 𝑎𝑛 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) = 0
 Linear Differential Equations with Constant Coefficients
⇒ 𝐶1 (𝐷𝑛 𝑦1 + 𝑎1 𝐷𝑛−1 𝑦1 + ⋯ + 𝑎𝑛 𝑦1 ) + 𝐶2 (𝐷𝑛 𝑦2 + 𝑎1 𝐷𝑛−1 𝑦2 + ⋯ + 𝑎𝑛 𝑦2 )
+ 𝐶3 (𝐷𝑛 𝑦3 + 𝑎1 𝐷𝑛−1 𝑦3 + ⋯ + 𝑎𝑛 𝑦3 ) + ⋯ + 𝐶𝑛 (𝐷𝑛 𝑦𝑛 + 𝑎1 𝐷𝑛−1 𝑦𝑛 + ⋯ + 𝑎𝑛 𝑦𝑛 ) = 0

⇒ 𝐶1 𝑓(𝐷)𝑦1 + 𝐶2 𝑓(𝐷)𝑦2 + 𝐶3 𝑓(𝐷)𝑦3 + ⋯ + 𝐶𝑛 𝑓(𝐷)𝑦𝑛 = 0

⇒ 𝐶1 ∙ 0 + 𝐶2 ∙ 0 + 𝐶3 ∙ 0 + ⋯ + 𝐶𝑛 ∙ 0 = 0 ⇒0=0
Since (1) is satisfied by 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 , it is a solution of (1). Also, since
it contains 𝑛 arbitrary constants, it is the general or complete solution of the equation.
 Linear Differential Equations with Constant Coefficients
Auxiliary Equation: Consider the differential equation
(𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0 (1)
where 𝑎1 , 𝑎2 ,…, 𝑎𝑛 are all constant.
Let 𝑦 = 𝑒 𝑚𝑥 be a solution of this equation. Then putting in equation (1), we get
(𝑚𝑛 + 𝑎1 𝑚𝑛−1 + 𝑎2 𝑚𝑛−2 + ⋯ + 𝑎𝑛 )𝑒 𝑚𝑥 = 0
Hence 𝑒 𝑚𝑥 will be a solution of (1) if 𝑚 is a root of the algebraic equation
𝑚𝑛 + 𝑎1 𝑚𝑛−1 + 𝑎2 𝑚𝑛−2 + ⋯ + 𝑎𝑛 = 0 (2)
This equation in 𝑚 is called the auxiliary equation.
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case I. When all the roots of auxiliary equation are real and different.
If 𝑚1 , 𝑚2 ,…, 𝑚𝑛 be the 𝑛 different roots of (2), then 𝑦 = 𝑒 𝑚1 𝑥 , 𝑦 = 𝑒 𝑚2𝑥 ,…, 𝑦 =
𝑒 𝑚𝑛 𝑥 are all independent solutions of (1). Therefore, the general solution of (1) is
𝑦 = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
𝑑3 𝑦 𝑑𝑦
Ex-1: Solve − 13 − 12𝑦 = 0
𝑑𝑥 3 𝑑𝑥

Solution: Given equation can be written as (𝐷3 − 13𝐷 − 12)𝑦 = 0

The auxiliary equation is 𝑚3 − 13𝑚 − 12 = 0 ⇒ 𝑚 = −1, −3, 4
Hence the complete solution is 𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 −3𝑥 + 𝐶3 𝑒 4𝑥
Ex-2: Solve (𝐷3 + 6𝐷2 + 11𝐷 + 6)𝑦 = 0
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case II. Auxiliary equation having equal roots.
We have seen that when 𝑚1 , 𝑚2 ,…, 𝑚𝑛 are all different, the general solution is
𝑦 = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
But if 𝑚1 = 𝑚2 then this becomes
𝑦 = 𝐶1 + 𝐶2 𝑒 𝑚1 𝑥 + 𝐶3 𝑒 𝑚3 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥 = 𝐴1 𝑒 𝑚1𝑥 + 𝐶3 𝑒 𝑚3𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
which clearly contains only 𝑛 − 1 arbitrary constants. Therefore, this is no longer a
general solution.
Considering an equation (𝐷 − 𝑚1 )2 𝑦 = 0 (1) a differential equation of second order
having both the roots equal.
Put (𝐷 − 𝑚1 )𝑦 = 𝑣 , then equation (1) becomes
 Linear Differential Equations with Constant Coefficients
𝑑𝑣 𝑑𝑣
𝐷 − 𝑚1 𝑣 = 0 or = 𝑚1 𝑣 Separating the variables = 𝑚1 𝑑𝑥
𝑑𝑥 𝑣

Integrating, log 𝑣 = 𝑚1 𝑥 + log 𝑐1 ⇒ 𝑣 = 𝑐1 𝑒 𝑚1𝑥

⇒ (𝐷 − 𝑚1 )𝑦 = 𝑐1 𝑒 𝑚1𝑥
𝑑𝑦
⇒ − 𝑚1 𝑦 = 𝑐1 𝑒 𝑚1𝑥
𝑑𝑥

which is linear equation of first order, its IF = 𝑒 −𝑚1𝑥

Hence 𝑦𝑒 −𝑚1 𝑥 = ‫𝑐 ׬‬1 𝑒 𝑚1 𝑥 𝑒 −𝑚1 𝑥 𝑑𝑥 + 𝑐2 = 𝑐1 𝑥 + 𝑐2
⇒ 𝑦 = (𝑐1 𝑥 + 𝑐2 )𝑒 𝑚1 𝑥
Therefore, the most general solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0
when two roots of A.E. are equal is 𝑦 = 𝐶1 𝑥 + 𝐶2 𝑒 𝑚1𝑥 + 𝐶3 𝑒 𝑚3𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
 Linear Differential Equations with Constant Coefficients
𝑑4 𝑦 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
Ex-1: Solve − 3 − 9 2 − 11 − 4𝑦 = 0
𝑑𝑥 4 𝑑𝑥 𝑑𝑥 𝑑𝑥

Solution: The auxiliary equation is 𝑚4 − 𝑚3 − 9𝑚2 − 11𝑚 − 4 = 0

⇒ 𝑚 = −1, −1, −1, 4
Hence the complete solution is 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )𝑒 −𝑥 + 𝐶4 𝑒 4𝑥
Ex-2: Solve (𝐷3 − 2𝐷2 − 4𝐷 + 8)𝑦 = 0
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case III. Auxiliary equation having imaginary roots.
Let 𝛼 ± 𝑖𝛽 be the imaginary roots of an equation of second order. Then, the general
solution is
𝑦 = 𝐶1 𝑒 (𝛼+𝑖𝛽)𝑥 + 𝐶2 𝑒 (𝛼−𝑖𝛽)𝑥 = 𝑒 𝛼𝑥 𝐶1 𝑒 𝑖𝛽𝑥 + 𝐶2 𝑒 −𝑖𝛽𝑥
= 𝑒 𝛼𝑥 𝐶1 (cos 𝛽𝑥 + 𝑖 sin 𝛽𝑥) + 𝐶2 (cos 𝛽𝑥 − 𝑖 sin 𝛽𝑥)
= 𝑒 𝛼𝑥 𝐶1 + 𝐶2 cos 𝛽𝑥 + 𝑖(𝐶1 − 𝐶2 ) sin 𝛽𝑥 = 𝑒 𝛼𝑥 𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥
If imaginary roots repeated 𝑦 = 𝑒 𝛼𝑥 𝐶1 + 𝐶2 𝑥 cos 𝛽𝑥 + (𝐶3 + 𝐶4 𝑥) sin 𝛽𝑥
 Linear Differential Equations with Constant Coefficients
𝑑4 𝑦 𝑑2 𝑦
Ex-1: Solve +5 2 + 6𝑦 = 0
𝑑𝑥 4 𝑑𝑥

Solution: The auxiliary equation is 𝑚4 + 5𝑚2 + 6 = 0

⇒ 𝑚 = ± 3𝑖, ± 2𝑖
Hence the complete solution is
𝑦 = 𝐶1 cos 3 𝑥 + 𝐶2 sin 3 𝑥 + 𝐶3 cos 2 𝑥 + 𝐶4 sin 2 𝑥
Ex-2: Solve (𝐷4 − 𝐷3 − 𝐷 + 1)𝑦 = 0
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
General Solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 𝑋 … (1)
Show that if 𝑦 = 𝑌 is a complete solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 )𝑦 = 0 ….(2)
and 𝑦 = 𝑢 is a particular solution of (1); then 𝑦 = 𝑌 + 𝑢 is a general solution of (1)
Proof: Since 𝑦 = 𝑌 is a solution of (2), we have
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 𝑌 = 0 … (3)
Also, since 𝑦 = 𝑢 is a solution of (1), we have
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 𝑢 = 𝑋 … (4)
Adding (3) and (4), we get 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 (𝑌 + 𝑢) = 𝑋
This shows that 𝑦 = 𝑌 + 𝑢 is a solution of (1). Now 𝑌 being a general solution of (2)
contains n arbitrary constants and such 𝑌 + 𝑢 also contains n arbitrary constants.
Therefore 𝑦 = 𝑌 + 𝑢 is a general solution of (1)
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝟏 1
S𝐡𝐨𝐰 𝐭𝐡𝐚𝐭 𝑿 = 𝑒 𝛼𝑥 (𝑒 −𝛼𝑥 𝑋) (1)
𝑫−𝜶 𝐷
1 𝑑𝑦
Proof: Suppose 𝑦 = 𝑋; then 𝐷 − 𝛼 𝑦 = 𝑋 ⇒ − 𝛼𝑦 = 𝑋 this is a linear in 𝑦.
𝐷−𝛼 𝑑𝑥
∴ Integrating factor= 𝑒 ‫ 𝑒 = 𝑥𝑑𝑝 ׬‬− ‫ 𝑒 = 𝑥𝑑𝛼 ׬‬−𝛼𝑥
1
and the solution is 𝑦𝑒 −𝛼𝑥 =‫׬‬ 𝑒 −𝛼𝑥 𝑋𝑑𝑥 ⇒𝑦= 𝑒 𝛼𝑥 ‫׬‬ 𝑒 −𝛼𝑥 𝑋𝑑𝑥 = 𝑒 𝛼𝑥 (𝑒 −𝛼𝑥 𝑋)
𝐷

Working rule for finding the Particular integral of 𝒇 𝑫 𝑦 = 𝑋 (1)

Let 𝑓 𝐷 = 𝐷 − 𝛼1 𝐷 − 𝛼2 … (𝐷 − 𝛼𝑛 )
1 𝐴1 𝐴2 𝐴𝑛
Then resolving into partial fraction, we get = + + ⋯+
𝑓(𝐷) 𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
1 𝐴1 𝐴2 𝐴𝑛
Now particular integral 𝑋 = + + ⋯+ 𝑋
𝑓(𝐷) 𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
𝐴1 𝐴 𝐴
= 𝑋 + 2 𝑋 + ⋯+ 𝑛 𝑋
𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
= 𝐴1 𝑒 𝛼1 𝑥 ‫ 𝑒 ׬‬−𝛼1𝑥 𝑋𝑑𝑥 + 𝐴2 𝑒 𝛼2 𝑥 ‫ 𝑒 ׬‬−𝛼2 𝑥 𝑋𝑑𝑥 + ⋯ + 𝐴𝑛 𝑒 𝛼𝑛 𝑥 ‫ 𝑒 ׬‬−𝛼𝑛 𝑥 𝑋𝑑𝑥
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = 𝑒 𝑎𝑥
By successive differentiation, we find that
𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 (1)
𝐷𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 (2)
𝐷2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥 (3)
…………………
𝐷𝑛 𝑒 𝑎𝑥 = 𝑎𝑛 𝑒 𝑎𝑥 (n)
If 𝑓 𝐷 = (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 ), then multiplying (1), (2), (3), …., (n) by 𝑎𝑛 ,
𝑎𝑛−1 , …, 1 respectively and adding, we obtain
1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 , Now operating on the both sides by ,
𝑓(𝐷)
1 1 1 1 1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑓(𝑎) 𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎) 𝑓(𝐷)
1 1
Therefore 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0
𝑓(𝐷) 𝑓(𝑎)
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = 𝒆𝟒𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of 𝐷 3 − 2𝐷 2 − 5𝐷 + 6 𝑦 = 0
Then the auxiliary equation is 𝑚3 − 2𝑚2 − 5𝑚 + 6 = 0 ⇒ 𝑚 = 1, 3, −2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 4𝑥 1 1
4𝑥 1 4𝑥
Particular Integral 𝑦𝑝 = 𝑒 = 𝑒 = 𝑒 4𝑥 = 𝑒
𝐷3 −2𝐷2 −5𝐷+6 43 −2×42 −5×4+6
64−32−20+6 18
𝑥 3𝑥 −2𝑥 1 4𝑥
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑐3 𝑒 + 𝑒
18
Ex-2: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = (𝒆𝟐𝒙 + 𝟑)𝟐
Solution: Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 2𝑥 2
Particular Integral 𝑦𝑝 = (𝑒 + 3)
𝐷3 −2𝐷2 −5𝐷+6
1 4𝑥 6 2𝑥 9 0𝑥
= 3 𝑒 + 𝑒 + 𝑒
𝐷 −2𝐷2 −5𝐷+6 𝐷3 −2𝐷2 −5𝐷+6 𝐷3 −2𝐷2 −5𝐷+6
1 6 9 1 3 3
= 𝑒 4𝑥 + 𝑒 2𝑥 + = 𝑒 4𝑥 − 𝑒 2𝑥 +
18 8−8−10+6 0−0−0+6 18 2 2
𝑥 3𝑥 −2𝑥 1 4𝑥 3 2𝑥 3
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑐3 𝑒 + 𝑒 − 𝑒 +
18 2 2
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-3: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = 𝒆𝟑𝒙
Solution: Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 1 1 1 1
Particular Integral 𝑦𝑝 = 𝑒 3𝑥 = 𝑒 3𝑥 = 𝑒 3𝑥
(𝐷−1)(𝐷−3)(𝐷+2) 𝐷−3 𝐷−1 𝐷+2 𝐷−3 2×5
1 1 3𝑥 1 3𝑥 3𝑥 −3𝑥 1 3𝑥 1
= 𝑒 = 𝑒 ‫𝑒 𝑒׬‬ 𝑑𝑥 = 𝑒 ‫= 𝑥𝑑 ׬‬ 𝑥𝑒 3𝑥
10 𝐷−3 10 10 10
1
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥 + 𝑥𝑒 3𝑥
10
𝒅𝟐 𝒚 𝒅𝒚
Ex-4: Solve −𝟑 + 𝟐𝒚 = 𝒆𝒙
𝒅𝒙𝟐 𝒅𝒙
𝑑2 𝑦 𝑑𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part −3 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥
Then the auxiliary equation is 𝑚2 − 3𝑚 + 2 = 0 ⇒ 𝑚 = 1, 2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥
1 𝑥 1 1
and Particular Integral 𝑦𝑝 = 𝑒 =𝑥 𝑒𝑥 = 𝑥 𝑒𝑥 = −𝑥𝑒 𝑥
𝐷 2 −3𝐷+2 2𝐷−3 2×1−3
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 − 𝑥𝑒 𝑥
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = sin 𝑎𝑥 / cos 𝑎𝑥
By successive differentiation, we find that
sin 𝑎𝑥 = sin 𝑎𝑥 𝐷 sin 𝑎𝑥 = 𝑎 cos 𝑎𝑥 𝐷2 sin 𝑎𝑥 = −𝑎2 sin 𝑎𝑥
𝐷3 sin 𝑎𝑥 = −𝑎3 cos 𝑎𝑥 𝐷4 sin 𝑎𝑥 = 𝑎4 sin 𝑎𝑥 or (𝐷2 )2 sin 𝑎𝑥 = (−𝑎2 )2 sin 𝑎𝑥
…………………
Similarly, (𝐷2 )𝑛 sin 𝑎𝑥 = (−𝑎2 )𝑛 sin 𝑎𝑥
1
Thus, 𝑓 𝐷2 sin 𝑎𝑥 = 𝑓(−𝑎2 ) sin 𝑎𝑥, Now operating by , we get
𝑓(𝐷2 )
1 1 1
𝑓 𝐷2 sin 𝑎𝑥 = 𝑓 −𝑎2 sin 𝑎𝑥 ⇒ sin 𝑎𝑥 = 𝑓 −𝑎2 sin 𝑎𝑥
𝑓(𝐷 2 ) 𝑓 𝐷2 𝑓 𝐷2
1 1
⇒ sin 𝑎𝑥 = sin 𝑎𝑥
𝑓 𝐷2 𝑓 −𝑎2
1 1
Therefore sin 𝑎𝑥 = sin 𝑎𝑥, provided 𝑓 −𝑎2 ≠ 0
𝑓 𝐷2 𝑓 −𝑎2
1 1
Similarly, cos 𝑎𝑥 = cos 𝑎𝑥
𝑓 𝐷2 𝑓 −𝑎2
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝒅𝟐 𝒚 𝒅𝒚
Ex-1: Solve + + 𝒚 = 𝒔𝒊𝒏 𝟐𝒙
𝒅𝒙𝟐 𝒅𝒙
𝑑2 𝑦 𝑑𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part + +𝑦 =0
𝑑𝑥 2 𝑑𝑥
Then the auxiliary equation is 𝑚2 + 𝑚 + 1 = 0
−1± 12 −4×1×1 −1±𝑖 3 1 3
⇒𝑚= = = − ±𝑖
2×1 2 2 2
𝑥
−2 3 3
∴ Complementary Function 𝑦𝑐 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥)
2 2
1 1
and Particular Integral 𝑦𝑝 = sin 2𝑥 = sin 2𝑥
𝐷 2 +𝐷+1 −(2)2 +𝐷+1
1 𝐷+3 𝐷+3
= sin 2𝑥 = sin 2𝑥 = sin 2𝑥
𝐷−3 (𝐷−3)(𝐷+3) 𝐷2 −9
𝐷+3 1 1
= sin 2𝑥 =− 𝐷 + 3 sin 2𝑥 = − (2 cos 2𝑥 + 3 sin 2𝑥)
−(2)2 −9 13 13
Hence the general solution is
𝑥
−2 3 3 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥) − (2 cos 2𝑥 + 3 sin 2𝑥)
2 2 13
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝒅𝟐 𝒚
Ex-2: Solve + 𝟒𝒚 = 𝒄𝒐𝒔 𝟐𝒙 + 𝒄𝒐𝒔 𝟒𝒙
𝒅𝒙𝟐
𝑑2 𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part + 4𝑦 = 0
𝑑𝑥 2
Then the auxiliary equation is 𝑚2 + 4 = 0 ⇒ 𝑚 = ±2𝑖
∴ Complementary Function 𝑦𝑐 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥
1 1 1
and Particular Integral 𝑦𝑝 = (cos 2𝑥 + cos 4𝑥) = cos 2𝑥 + cos 4𝑥
𝐷2 +4 𝐷2 +4 𝐷2 +4
1 1 1 1
= 𝑥 cos 2𝑥 + cos 4𝑥 = 𝑥 sin 2𝑥 − cos 4𝑥
2𝐷 −(4)2 +4 4 12
Hence the general solution is
1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 + 𝑥 sin 2𝑥 − cos 4𝑥
4 12
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-3: Solve 𝟐𝑫𝟐 + 𝟐𝑫 + 𝟑 𝒚 = 𝒙𝟐 + 𝟐𝒙 − 𝟏
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 2𝐷2 + 2𝐷 + 3 𝑦 = 0
−2±𝑖 20 −1±𝑖 5 1 5
Then the auxiliary equation is 2𝑚2 + 2𝑚 + 3 = 0 ⇒ 𝑚 = = = − ±𝑖
4 2 2 2
𝑥
−2 5 5
∴ Complementary Function 𝑦𝑐 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥)
2 2
1 2 1
and Particular Integral 𝑦𝑝 = (𝑥 + 2𝑥 − 1) = 2𝐷2 +2𝐷
(𝑥 2 + 2𝑥 − 1)
2𝐷2 +2𝐷+3 3(1+ 3 )
−1
1 2𝐷 2 +2𝐷
= 1 + 𝑥 2 + 2𝑥 − 1
3 3
2
1 2𝐷2 +2𝐷 2𝐷 2 +2𝐷
= (1 − + − ⋯ )(𝑥 2 + 2𝑥 − 1)
3 3 3
1 2𝐷 2𝐷 2 4𝐷 2
= 1 − − + 𝑥 2 + 2𝑥 − 1
3 3 3 9
1 2𝐷 2𝐷2
= (1 − − )(𝑥 2 + 2𝑥 − 1)
3 3 9
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
1 2 2
= (𝑥 2 + 2𝑥 − 1 − (2𝑥 + 2) − × 2)
3 3 9
1 4 4 4
= (𝑥 2 + 2𝑥 − 1 − 𝑥 − − )
3 3 3 9
1 2 25
= (𝑥 2 + 𝑥− )
3 3 9
Hence the general solution is
𝑥
−2 5 5 1 2 25
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥) + (𝑥 2 + 𝑥 − )
2 2 3 3 9

Ex-4: Solve 𝑫𝟑 − 𝟐𝑫 + 𝟒 𝒚 = 𝒙𝟒 + 𝟑𝒙𝟐 − 𝟓𝒙 + 𝟐

Ex-5: Solve 𝑫𝟑 − 𝟒𝑫𝟐 + 𝟑𝑫 𝒚 = 𝒙𝟐

Ex-6: Solve 𝑫𝟒 + 𝟐𝑫𝟑 − 𝟑𝑫𝟐 𝒚 = 𝒙𝟐 + 𝟑𝒆𝟐𝒙 + 𝟒𝒔𝒊𝒏𝒙

Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = 𝑒 𝑎𝑥 𝑉
By successive differentiation, we find that
𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 𝑉 (1)
𝐷𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 (2)
𝐷2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥 (3)
…………………
𝐷𝑛 𝑒 𝑎𝑥 = 𝑎𝑛 𝑒 𝑎𝑥 (n)
If 𝑓 𝐷 = (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 ), then multiplying (1), (2), (3), …., (n) by 𝑎𝑛 ,
𝑎𝑛−1 , …, 1 respectively and adding, we obtain
1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 , Now operating on the both sides by ,
𝑓(𝐷)
1 1 1 1 1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑓(𝑎) 𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎) 𝑓(𝐷)
1 1
Therefore 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0
𝑓(𝐷) 𝑓(𝑎)
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟐 + 𝟐𝑫 + 𝟒 𝒚 = 𝒆𝒙 𝒔𝒊𝒏𝟐𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 𝐷2 + 2𝐷 + 4 𝑦 = 0
−2±𝑖 12
Then the auxiliary equation is 𝑚2 + 2𝑚 + 4 = 0 ⇒ 𝑚 = = −1 ± 𝑖 3
2
∴ Complementary Function 𝑦𝑐 = 𝑒 −𝑥 (𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥)
1 𝑥 𝑠𝑖𝑛2𝑥 = 𝑒 𝑥 1
and Particular Integral 𝑦𝑝 = 𝑒 𝑠𝑖𝑛2𝑥
𝐷 2 +2𝐷+4 (𝐷+1)2 +2(𝐷+1)+4
𝑥 1 𝑥 1
=𝑒 2 𝑠𝑖𝑛2𝑥 = 𝑒 2 𝑠𝑖𝑛2𝑥
𝐷 +2𝐷+1+2𝐷+2+4 𝐷 +4𝐷+7
𝑥 1 𝑥 1 𝑥 4𝐷−3
=𝑒 𝑠𝑖𝑛2𝑥 = 𝑒 𝑠𝑖𝑛2𝑥 = 𝑒 𝑠𝑖𝑛2𝑥
−22 +4𝐷+7 4𝐷+3 16𝐷2 −9
4𝐷−3 1
= 𝑒𝑥 𝑠𝑖𝑛2𝑥 = − 𝑒 𝑥 (4𝐷 − 3)𝑠𝑖𝑛2𝑥
−64−9 73
1 𝑥
= − 𝑒 (8 cos 2𝑥 − 3 sin 2𝑥)
73
−𝑥 1 𝑥
Hence general solution is 𝑦 = 𝑒 (𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥) − 𝑒 (8 cos 2𝑥 − 3 sin 2𝑥)
73
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟐 − 𝟒 𝒚 = 𝒙𝟐 𝒆𝟑𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 𝐷2 − 4 𝑦 = 0
Then the auxiliary equation is 𝑚2 − 4 = 0 ⇒ 𝑚 = ±2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥
1 2 𝑒 3𝑥 1 1
and Particular Integral 𝑦𝑝 = 𝑥 = 𝑒 3𝑥 𝑥 2 = 𝑒 3𝑥 𝑥 2
𝐷 2 −4 (𝐷+3)2 −4 𝐷 2 +6𝐷+9−4

3𝑥 1 2 1 3𝑥 1 2 1 3𝑥 6𝐷+𝐷2 −1 2
=𝑒 𝑥 = 𝑒 2 𝑥 = 𝑒 (1 + ) 𝑥
𝐷 2 +6𝐷+5 5 6𝐷+𝐷
1+ 5 5 5

2
1 3𝑥 6𝐷+𝐷 2 6𝐷+𝐷 2
= 𝑒 (1 − + + ⋯ )𝑥 2
5 5 5
1 3𝑥 6𝐷 𝐷2 36𝐷 2 2 1 6𝐷 31𝐷 2 2
= 𝑒 (1 − − + )𝑥 = 𝑒 3𝑥 (1 − + )𝑥
5 5 5 25 5 5 25
1 3𝑥 2 6 31 1 3𝑥 2 12 62
= 𝑒 (𝑥 − 2𝑥 + 2) = 𝑒 (𝑥 − 𝑥 + )
5 5 25 5 5 25
1 12 62
Hence general solution is 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥 + 𝑒 3𝑥 (𝑥 2 − 𝑥 + )
5 5 25