Chapter 1

Ordinary Differential
Equations
1.1 EQUATIONS OF THE FIRST ORDER AND HIGHER
DEGREE

nth
n n 1 n 2
dy dy dy
f1 x, y f 2 x, y
dx dx dx
dy
fn 1 x, y f n x, y 0.
dx
dy
If we denote p
dx
pn + f1 (x, y) pn–1 + f2 (x, y) pn–2 + …+ fn–1 (x, y) p + fn(x, y) = 0 (1)

p.
y.
x.

1.1.1 Type 1—Equations solvable for p

n linear factors.
II – 1.4 Part II: Mathematics II

(p – F1) (p – F2) . . . (p – Fn) p = F1, p = F2 , … , p = Fn, where

F1, F2, … , Fn are functions of x and y.
Each of these n

n 1
(x, y, c) = 0, 2
(x, y,
c) = 0,…, n
(x, y, c) =
1
(x, y, c) 2
(x, y, c) … n
(x, y, c) = 0.

1.1.2 Type 2—Equations solvable for y

y
x and p.

y = f(x, p) (1)
x,
dp
p x, p , (2)
dx

x and p.
(x, p, c) = 0 ... (3), where c p

If p
p.

1.1.3 Type 3—Equations solvable for x

x
y and p.
x = f (y, p) (1)
y,

1 dp
y , p, (2)
p dy

y and p.

(y, p, c) = 0 (3)
where c
p

If p
p.
 Chapter I: Ordinary Differential Equations II – 1.5

Note y = f(x, p) and x

= f(y, p).

y = px + f(p)

y = px+ f(p) (1)

w. r. t. x,

dp
p p x f p
dx
dp
0 (2) or f p x 0 (3)
dx
p=c (4)
p y = cx + f(c).
p c

the singular solution

of the equation (1).

Note p y = px + f(p) and

df
x 0 c
dp
df
y = cx + f(c) and x 0
dc
y = cx + f(c)

WORKED EXAMPLE 1(a)

2
dy dy
Example 1.1 Solve the equation 8 15 0.
dx dx
p2 – 8p + p.
The equation is (p – 3) (p – 5) = 0
dy dy
3 or 5
dx dx
II – 1.6 Part II: Mathematics II

y = 3x + c and y = 5x + c.

y – 3x – c = 0 and y – 5x – c =
(y – 3x – c) (y – 5x – c) = 0.
Example 1.2 Solve the equation p (p + y) = x (x + y).
p2 + yp – (x2 + xy) = 0.
y y2 4 x2 xy
p, p
2
2
y y 2x
2
dy
i.e. x (1)
dx
dy
or x y (2)
dx
x2 c
y .
2 2
i.e. 2y – x2 – c = 0 (3)
dy
(2), y x, y.
dx
ex

y ex = – x ex dx + c
= – x ex + ex + c
–x
i.e. y+x–1–ce =0 (4)

(2y – x2 – c) (y + x – 1 – ce–x) = 0.
Example 1.3 Solve the equation p2 – 2py tan x – y2.
p2 – 2py tan x – y2 = 0.
p,
2 y tan x 4 y 2 tan 2 x 4 y2
p
2
2 y tan x 4 y2 1 tan 2 x
(1)
2
y tan x sec x
dy dy
= y (tan x + sec x) or = y (tan x – sec x).
dx dx
dy dy
i.e. = (tan x + sec x) dx (1) and = (tan x – sec x) dx (2)
y y

y x x + tan x) + c
i.e. y = c sec x (sec x + tan x)
 Chapter I: Ordinary Differential Equations II – 1.7

c (1 sin x)
cos 2 x
c
1 sin x
i.e. y (1 – sin x) – c = 0 (3)

y= x x + tan x) + c

i.e. c sec x
y
sec x tan x
c
1 sin x

i.e. y (l + sin x) – c = 0 (4)

y (1 – sin x) – c y (1 +
sin x) – c] = 0.
Example 1.4 Solve the equation xp2 – 2py + x = 0.
p,
2y 4 y2 4 x2
p
2x
2
dy y y
i.e. 1 (1)
dx x x

y = vx,
dv
v x v v2 1
dx
dv dx
i.e. 2 x (2)
v 1

v v2 1 x c
Solutions are
y y2 x2
2
c and y y2 x2 c
x
i.e. y y2 x2 cx 2 0 and y y2 x2 c 0

y y2 x2 cx 2 y y2 x2 c 0.

Example 1.5 Solve the equation

p3 – (x2 + xy + y2) p2 + (x3y + xy3 + x2y2) p – x3y3 = 0.
II – 1.8 Part II: Mathematics II

p3 – ( + + ) p2 + ( + + )p– 0,
2 2
where , and .

( )( )( )=0
2 2
i.e. (p – x ) (p – xy) (p – y ) = 0.
dy dy dy
x2 , xy and y2
dx dx dx

x3 c x2 1
y ;l y lo c x c.
3 3 2 y
2 1
i.e. 3y x3 c 0; y ce x /2
0; x c 0.
y

x2
3 2
1
3y x c y ce x c 0.
y
Example 1.6 Solve the equation p2x – 2py – x – 0.

p2 x x 1 x
y px (1)
2p 2 p
y.
x

dp
p x
1 dp dx
p p x
2 dx p2

dp
p x
dp dx
i.e. 2p p x
dx p2
dp dp
i.e. p3 xp 2 p x
dx dx
dp 2
i.e. x p 1 p p2 1 0
dx
dp
i.e. x p ( p2 1 0)
dx
 Chapter I: Ordinary Differential Equations II – 1.9

dp dx
lo c
p x
i.e. p = cx (2)
c2x2 = 2 c y + 1.
Example 1.7 Solve the equation 16x2 + 2p2y – p3x = 0.
p, nor for x. y
equation is rewritten as
p 3 x 16 x 2
y (1)
2 p2
x,
dp dp
p 2 p3 3 p 2 x 32 x p 3 x 16 x 2 2 p
dx dx
2p
p4
dp dp dp
i.e. 2 p5 p5 3 p4 x 32 p 2 x 2 p4 x 32 px 2
dx dx dx
dp dp
i.e. p5 32 p 2 x p4 x 32 px 2
dx dx
dp
i.e. p 2 p3 32 x px p 3 32 x 0
dx
dp
i.e. p2 px 0 (2)
dx
or p3 + 32x=0 (3)
(2) is differential equation in p
p

p
dp dx
(2)
p x

p = cx (4)
p
16x2 + 2c2x2y – c3x4 = 0
3 2 2
i.e. c x – 2c y
equation,
16x2 + 2p2y + 32x2 = 0
i.e. p2y = – 24x2
i.e. p6y3 = – (24)3 x6
i.e. 1024x2y3 + (24)3 x6 = 0
i.e. 16y3 + 9x4
II – 1.10 Part II: Mathematics II

Example 1.8 Solve the equation y = (1 + p) x + p2.

y x,
dp dp
p 1 p x 2p (1)
dx dx
dp
i.e. x 2p 1 0
dx
dx
i.e. x 2p (2)
dp
This is a linear equation in x.
xe p 2 pe p dp c
= – 2 (pe p – e p) + c
i.e. x =2 – 2p + ce–p (3)
p

x = 2 – 2p + ce–p and
y = (1 + p) (2 – 2p + ce – p) + p2
i.e. x = 2 – 2p + ce–p and y = 2–p2 + c (1 + p) e–p.
Example 1.9 Solve the equation y = x + p2 – 2p.
y and for x. We shall solve the

Method I: y = x + p2 – 2p . . . y.
x,
dp
p 1 2p 2 (1)
dx
dp
i.e. 2 p 1 p 1 0
dx
p–1=0 (2)
dp
or 2 1 (3)
dx
p y = x – 1.

2p = x + c (4)
2
x c
p y x x c
4
i.e. 4 (y + c) = (x + c)2,
Method II: x
x = y + 2p – p2 (1)'
y,
dx dp dp
1 2 2p
dy dy dy
 Chapter I: Ordinary Differential Equations II – 1.11

1 d
i.e. 1 2 (1 p)
p d

dp
i.e. (1 p) 2 p 1 0.
dy
p=1 (5)
dp
or 2p 1 0 (6)
dy
p

p2 = y + c (7)

x –y + y + c = 2p

(x + c)2 = 4 ( y + c)
Example 1.10 Solve the equation p2x + py – y4 = 0.
Note p
y
x.

y4 py
x 2 (1)
p
y,
dp dp
p2 4 y3 p y y4 py 2 p
dx dy dy
dy p4
dp dp
p 4 y3 p y 2 y4 2 py
1 dy dy
i.e.
p p3
dp
i.e. p2 4 py 3 p2 2 y4 py
dy
dp
i.e. y 2 y3 p 2 p 2 y3 p 0
dy
dp
y 2p 0 (2)
dy
or 2y3 – p = 0 (3)

(2) is dp 2dy
p y
p y c
i.e. p = cy2 (4)
II – 1.12 Part II: Mathematics II

p
c2xy4 + cy3 – y4 = 0
2
i.e. c xy + c = y
p
4xy6 + y4 = 0
2
i.e. 4xy
Example 1.11 Solve the equation p3 – 2 x yp + 4y2 = 0.
p nor for y.

p2 4y
2x (1)
y p
y,
2 p2 2 p dp 4 4 y dp
p y2 y dy p p 2 dy
2p 4 y dp 2 p2
i.e. 0
y p 2 dy p y2
2 dp 1
i.e. p3 2 y2 p3 2 y2 0
p2 y dy py 2
dp
i.e. p3 2 y2 2y p 0
dy
dp
2y p 0 (2)
dy
or p3 – 2y2 = 0 (3)

2dp dy
lo c
p y
i.e. 2 l p lo y c
i.e. p2 = cy (4)
p
cpy –2xyp + 4y2 = 0
i.e. p (c –2x) = – 4y

cy (c –2x)2 = 16y2
i.e. c (c – 2x)2 = 16y,
y2 – 2 x yp + 4y2 = 0
i.e. xp = 3y

2x3y2 = 27y3
i.e. 2x3 = 27y,
 Chapter I: Ordinary Differential Equations II – 1.13

Example 1.12 Solve the equaion p3x – p2y –1= 0.

x.
y
1
y px
p2

1 (1)
y cx
c2
c,
2
0 x (2)
c3
c

2
c3 (3)
x
c2y = c3x – 1

c6y3 = –27
i.e. 4y3 = –27x2

Example 1.13 Solve the equation y = 2px + yp2.

x

y2 = Y
dy dY
2y =
dx dx
i.e. 2yp = P, say.
y,
y2 = 2ypx + y2p2 (1)

P2
Y Px , (2)
4

General solution of (2) is

c2
Y cx (3)
4
2 c2
General solution of (1) is y cx .
4
c,
c
0 x (4)
2
c
Y = – x2
II – 1.14 Part II: Mathematics II

i.e. x2 + y2
Example 1.14 Solve the equation (px – y) (py + x) = 2p.
X = x2 and Y = y2
dX = 2 x dx and dY = 2y dy
dY y dy y
x i.e. P x p (say)
dX dx
x
or p P
y

x x
x2 P y2 P 1 2 P
y y
i.e. 2P
PX Y
P 1
i.e. 2P
Y PX
P 1
2 2c
General solution is y cx 2
c 1
Example 1.15 Solve the equation e4x (p – 1) + e2y p2 = 0
Note I eax and eby X = ekx and
ky
Y = e where k a and b
X = e2x and Y= e2y
dY 2e 2 y dy
dX 2e 2 x dx
X dY
i.e. p P, where P = .
Y dX

X X2 2
X2 P 1 Y P 0
Y Y2
i.e. XP – Y + P2 = 0
i.e. Y = PX + P2
e2y = ce2x + c2.

EXERCISE 1(a)

Part A
(Short Answer Questions)
p – f1 (x, y)]
p – f2 (x, y)]=0.
y = f (x, p), y.
x = f (y, p), x.

solution.
 Chapter I: Ordinary Differential Equations II – 1.15

y = px + f (p)?

7. Solve the equation p2 – 5p + 6 = 0.

8. Solve the equation p2 – (x + y) p + x y = 0.
9. Solve the equation p2 – (ex + e–y) p + ex–y = 0.
10. Solve the equation x yp2 – (x + y) p + 1 =0.
11. Rewrite the equation (y – px) (p – 1) = p

12. Rewrite the equation p px – y)

13. Rewrite the equation p = sin (y – px)

1
y px .
p
y = px – p2.

Part B

16. yp2 + (x – y) p – x – 0
17. 2p2 – (x + 2y2) p + xy2 = 0.
18. xyp2 + (3x2 – 2y2) p – 6xy = 0
19. xyp2 –(x2 + y2) p + xy = 0.
1 x y
20. p
p y x
21. p2 + 2py cot x = y2.
22. x2p2 – 2xyp + (2y2 – x2) = 0.
23. y = – px + x4p2.
24. 4y = x2 + p2.
25. y = 2px + pn.
26. y = 2px – p2.
27. y = x + 2 tan–1 p
28. y = (1+ p) x + ep.
29. y = 3x + p y and (ii) x.
30. p3 – 4xyp + 8y2 = 0.
31. x = y + p2.
32. y = 2px + 4yp2
33. y = 2px + y2p3.
34. y2 y = xyp + p2.
y = (x – 1) p + tan–1 p.
y p = px.

37. x2 (y – px) = yp2 X = x2, Y = y2]

2
38. y = 2px + p y X = 2x, Y = y2]
2 2
39. (y + px) = px Y = xy]
40. (p – 1) e3x + p3e2y = 0 X = ex, Y = ey]
II – 1.16 Part II: Mathematics II

1.2 LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND

HIGHER ORDER WITH CONSTANT COEFFICIENTS

1.2.1 Introduction

nth order with constant

dn y dn 1 y dy
a0 a1 an 1 an y X, (1)
dx n dx n 1 dx

where a0 ( 0), a1, a2, . . . , an are constants and X is a function of x.

d d2 dn
D , D2 , Dn ,
dx dx 2 dx n

(a0Dn + a1 Dn–1 + ...+ an–l D + an) y = X (2)

or f (D) y = X, where f (D D,
quantity.
When X
f (D) y = 0 (3)

General Solution of equation (2) is y = u + v, where y = u

(3), that contains n y=v
u is called the complementary function (C.F.) and v is
called the particular integral

1.3 COMPLEMENTARY FUNCTION

f (D) y = 0 or
(a0D + a1Dn–1 + . . .+ an) y = 0
n
(3)
auxiliary equation (A.E.)
f (m) = 0 or a0mn + a1mn–1 + . . . + an = 0 (4)
D m

nth equation in m.
 Chapter I: Ordinary Differential Equations II – 1.17

Case (i) The roots of the A.E. are real and distinct.
m1, m2, …, mn.
Then the solution of Equation (3) is y c1e 1
mx
c2 e m2 x cn e mn x , where
c1, c2, …, cn

u c1e m1 x c2 e m2 x cn e mn x
Case (ii)
m1, m1, m3, m4, …, mn
Then the solution of Equation (3) is
y c1 x c2 e m1 x c3 e m3 x cn e mn x
If three roots of the A.E. are equal, i.e. if ml = m2 = m3 (say), then the solution is
m1 x
y c1 x 2 c2 x c3 e c4 e m4 x cn e mn x
r
y (c1 x r 1
c2 x r 2
cr 1 x cr ) e m1 x cr 1e mr 1x
cn e mn x
Case (iii)
m1 = + and m2 – .
Then the solution of Equation (3) is
y = e ax (c1 cos bx + c2 sin bx) + c3 e m3x + g + cn e mnx .
Case (iv)
i.e. ml = m3 = + and m2 = m4 = – .
Then the solution of Equation (3) is

y = e ax 7c1 x + c2h cos bx + ^c3 x + c4h sin bx A + c5 e m5x + g + cn e mn x .

1.3.1 Particular Integral

f (D) y = X (2)
is the function v, where y = v
X and
1 1
.I. X , where f (D).
f (D) f (D)
1
i.e. f (D) X X.
f (D)
X is equal

Rule I X= eax, where is a constant.

P.I. = 1 e ax = 1 e ax , f]ag ! 0
f ] Dg f]ag
II – 1.18 Part II: Mathematics II

When f( ) = 0, ( )r is a factor of f(D).

f(D) = ( )r (D), where (
Then 1 e ax
= r
^ D ah z ]Dg

< e ax F
1 1
=
z^ah ^ D ahr
1 $ x r e ax $
=
z^ah r
1 e ax x
D a = e ax and
1!
2
1 ax = x e ax .
2e 2!
^ D ah

Rule 2 X = sin ax or cos ax, where

are used.
1 sin ax 1 sin ax
=
( D2 ) ( – a2 )
1 cos ax 1 cos ax, if ( – a2 )
=
( D2 ) ( – a2 )
2
When (– ) = 0, (D2 + 2
) is a factor of (D2)
(D2) = (D2 2
) (D2), where (–a2) 0.

1 1 sin x.
sin x=
(D 2 ) (D 2 ) (D 2 + 2 )

1 1 sin x
= 2
(– ) D2 + 2

1 cos ax 1 ; 1 cos ax E
=
z ] D 2g }^ a2h D 2 + a2
1 x
sin x = – cos x
D2 + 2 2
x
= 2 x.

and 1 cos x = x sin x

D2 + 2 2
x x.
=
2
Note f(D)
(D2). D2
– 2, D 3 2
D, D4 4
f(D
(aD + b).
 Chapter I: Ordinary Differential Equations II – 1.19

Then 1
= ] g sin ax
f D
1 sin ax
=]
aD + bg
]aD bg
= 2 2- 2 sin ax,
a D -b
aD – b).
1
Then I. aD b sin x,
2 2
a b2

1 d
a cos x b sin x , since D
2 2 2 dx
a b

1 1
, cos x 2 2
a sin x b cos x .
f D a b2
Rule 3 X =xm, where m .
1
I. xm
f D
Rewrite f(D (D)],
f(D).
1
Thus I.= k
xm
aD 1 D
1 1
k
1 D xm
aD
(D)]–1 D,
1 1
1 D
aD k
to Dm xm.
1
Note Dm
f D
, since Dm+1 (xm) = 0, Dm+2 (xm) = 0 and so on.
Rule 4 X = e . V(x), where V , cos or xm.
1 1
I.= e xV x e x
V x
f D f D
1
V(x)
f D

Note Thie rule is referred to as Exponential shift rule.

Rule 5 X = x. V(x), where V(x) or cos .
II – 1.20 Part II: Mathematics II

1 1 d 1
I= xV x x V x V x
f D f D dD f D
or
1 f D
=x V x 2
V x
f D f D
X = xrV(x), where r

Note
when X = xr cos ax or xr sin ax.
1 1
x r cos x art of x r ei x ]
f D f D
1
= R . of x r ei x
f D
1
of ei x
xr
f D i

1 1
x r sin x I. ei x
xr
f D f D i
Rule 6 X is any other function of x.
1
I X
f D
1
X,
D m1 D m2 D mn
resolvi f D into linear factors.
A1 A2 An
= X, (1)
D m1 D m2 D mn
artial fractions..
1
Consider X u , say
D m
1
D m X D m u
D m
du
i.e. D m u X or mu X.
dx

mx mx
Its solution is u e e X dx
u
 Chapter I: Ordinary Differential Equations II – 1.21

1
u X e mx e mx
X dx (2)
D m

I. A1e m1 x e m1 x
X dx A2 e m2 x e m2 x
X dx An e m n x e m n x X dx

WORKED EXAMPLE 1(b)

Example 1.1 Solve the equation (D2 – 4D + 3) y = sin 3x + x2.

A.E. is m2 – 4m + 3 = 0.
i.e. (m – 1) (m – 3) = 0; m = 1, 3
C.F. = c1ex + c2e3x.
1
I. = 2 (sin 3 x x 2 )
D 4D 3
1 1
= 2 (sin 3 x) + 2 x2
D 4D 3 D 4D 3
I.1 .I.2 (say)
1
I.1 = 2
sin 3 x
D 4D 3
1
= sin 3 x
9 4D 3

1
= sin 3 x
2 2D 3

1 2D 3
sin 3 x
2 4D2 9

1
2D 3 sin 3 x
90
1
6 cos 3 x 3 sin 3 x
90
1
2 cos 3 x siin 3x
30
1
I.2 2
x2
D 4D 3
1
x2
D 4 D
31
3
II – 1.22 Part II: Mathematics II

1
1 D 4 D
1 x2
3 3
2
1 D 4 D D2 4 D
1 x2
3 3 9

1 4 13 2 2
1 D D x
3 3 9
1 2 8 26
x x
3 3 9
y 1 2

1 1 8 26
i.e. y c1 e x c2 e3 x 2 cos 3 x sin 3 x x2 x
30 3 3 9

Example 1.2 Solve (D2 + 4) y = x4 + cos2 x.

A.E. is m2 + 4 = 0.
The roots are m = ± i 2.
C.F. = A cos 2x + B sin 2x.

1
I.1 x4
D2 4
1
1 D2
1 x4
4 4
1 D2 D4 4
1 x
4 4 16
1 4 3
x 3x 2
4 2
1
I.2 cos 2 x
D2 4
1 1 1
os 2 x
co
D2 4 2 2
1 1 1
2
e0.x 2
cos 2 x
2 D 4 D 4
1 1 x sin 2 x
2 4 2 2
1
1 x sin 2 x
8
 Chapter I: Ordinary Differential Equations II – 1.23

1
y A cos 2x B sin 2 x 4 6x2 2x4 x sin 2 x
8

Example 1.3 Solve (D3 + 8)y = x4 + 2x + 1 + cosh 2x.

A.E. is m3 + 8 = 0.
i.e. (m + 2) (m2 – 2m + 4) = 0.
2 4 16
m 2, m or 1 i 3
2
2x
C.F. Ae e x (B cos 3 x C sin 3 x)
1
I.1 3
(x 4 2x 1)
D 8
1
1 D3
1 (x 4 2x 1)
8 8
1 D3 4
1 (x 2x 1)
8 8
1 4
(x 2x 1) 3x
8
1 4
(x x 1)
8
1 e2 x e 2x
I.2
D3 8 2

1 1 1
3
e2 x e 2x

2 D 8 D 2 D2 2D 4

1 1 2x 1 1 2x
e e
2 16 12 D 2

1 1 2x 1 x 2x 1 x x x
e e e e
2 16 12 1! D 1!

1
(3 e 2 x 4 x e 2 x )
96
General solution is y 1 2
Example 1.4 Solve (D4 – 2D3 + D2)y = x2 + ex.
A.E. is m4 – 2m3 + m2 = 0.
i.e. m2(m2 – 2m + 1) = 0
The roots are m = 0, 0, 1, 1.
II – 1.24 Part II: Mathematics II

C.F. = c1 x c2 c3 x c2 e x .
1 1 2
I.1 = 2
x2 1 D x2
2
D D 1 D2
1
1 2 D 3D 2 4 D 3 5 D 4 x 2
D2
1 2
3 4 D 5D 2 x 2
D2 D
x4 2 x3 1 2
3x 2 8 x 10 x x 2 dx
12 3 D
1
I.2 2
ex
2
D D 1
1 1
ex
12 D 1
2

2
x x
e
2!
General solution is

x4 2 x3 x2 x
y c1 x c2 c3 x c4 e x 3x 2 8 x 10 e .
12 3 2

Note x+ 1
c1x +
c2) of the C.F.

x4 2 x3 x2 x
y c1 x c2 c3 x c4 e x 3x 2 e .
12 3 2
Example 1.5 Solve (D2 + 1 )2 y = x4 + 2 sin x cos 3x.
A.E. is (m2 + l)2 = 0
The roots are m = i, i, –i, –i
C.F. = (c1x + c2) cos x + (c3x+ c4) sin x.
1
I.1 x4
2 2
1 D
2
1 D2 x4
1 2D2 3D 4 x 4
x4 24 x 2 72.
1
I.2 2
2 sin x cos 3 x.
D2 1
 Chapter I: Ordinary Differential Equations II – 1.25

1
2
sin 4 x sin 2 x
2
D 1
1 1
2
sin 4 x 2
sin 2 x
16 1 4 1
1 1
n4x
sin sin 2 x.
225 9
y = C.F. 1 2
.
Example 1.6 Solve (D2 + 6D + 9)y = e–2x x3
A.E. is m2 + 6m + 9 = 0
i.e. (m + 3)2 = 0
The roots are m = –3, –3
C.F. = (c1x+c2) e–3x
1
I. = 2
e 2 x x3
D 3

2x 1
e 2
x3 yE l shift rule
D 2 3
2x 2
= e 1 D x3
2x
e 1 2D 3D 2 4 D3 x3

e 2 x x 3 6 x 2 18 x 24
General solution is y = C.F.
Example 1.7 Solve (D3 3D2 + 3D – 1) y = e–xx3.
A.E. is m3 3m2 + 3m –1 = 0
i.e. (m l)3 = 0
The roots are m = 1, 1, 1
C.F. = (c1x2 + c2x + c3) ex
1
I. 3
e x x3
D 1
1
e x. 3
x3
D 2
3
1 x D
e 1 x3
8 2
1 x 1 D D2 D3 3
e 12 2 3 3 4 4 5 x
8 12 2 4 8
1 x 5
e 2 3D 3D 2 D3 x3
16 2
1 x
e 2 x 3 9 x 2 18 x 15
16
y = C.F.
II – 1.26 Part II: Mathematics II

Example 1.8 Solve (D2 – 4) y = x2 cosh 2x.

A.E. is m2 – 4 = 0
i.e. (m + 2) (m – 2) = 0
The roots are m = – 2, 2
C.F. = A e–2x + B e2x
1
I. x 2 cosh 2 x
D2 4
1 x2 2 x 2x
2
e e
D 4 2
1 2x 1 1 2x 1
e 2
x2 e 2
x2
2 D 2 4 2 D 2 4
1 2x 1 1 2x 1
e 2
x2 e 2
x2
2 D 4D 2 D 4D
1 1
1 2x 1 D 1 2x 1 D
e 1 x2 e 1 x2
2 4D 4 2 4D 4
1 2x 1 D D2 D3 2 1 2x
e 1 x e
8 D 4 16 64 8
1 D D2 D3 2
1 x
D 4 16 64
1 2 x x3 x2 x 1
e
8 3 4 8 32
1 2x x3 x2 x 1
e
8 3 4 8 32
x3 x2 x
sinh 2x cosh 2x sinh 2x
12 16 32
1 2x 1 2x
(the s e and e are o itted, as they considered to
256 256
have included in the C.F.)
Then the G.S. is
2x x
y Ae B e2 x 8 x 2 sinh 2 x 6 x cosh 2 x 3 sinh 2 x
96

Example 1.9 Solve (D4 – 2D2 + 1)y = (x + 1)e2x.

A.E. is m4 – 2m2 + 1 = 0
i.e. (m2 – 1)2 = 0
The roots are m = ±l, ±l
C.F. = (c1x + c2) ex + (c3x + c4) e–x.
 Chapter I: Ordinary Differential Equations II – 1.27

1 1
I. 2
e2 x x 1 e2 x 2
x 1
2
D2 1 D 2 1

1
e2 x 2
x 1
2
D 4D 3
2
2x 1 D D 4
e 1 x 1
9 3

1 2x 2D
e 1 D 4 x 1
9 3

1 2x 8
e 1 D x 1
9 3

1 2x 5
e x
9 3
y

Example 1.10 Solve (D2 + 2D – 1)y = (x + ex)2.

A.E. is m2 + 2m –1 = 0.
i.e. (m + 1)2 = 2
m 1 2 real roots

1 2 x 1 2 x x 2x 2x
C.F. Ae Be e Ae Be

1 2
I. 2
x ex
D 2D 1
1
2
x2 e2 x 2 xe x
D 2D 1
I.1 I.2 I.3 say

1 2
I.1 x2 1 D( D 2) D 2 D 2 x2
1 D D 2

1 2 D 5D 2 x 2

x2 4 x 10 .

1 1 2x
I.2 e2 x e
D2 2D 1 7
II – 1.28 Part II: Mathematics II

1
I3 2
2 xe x
D 2D 1
1
2e x 2
x
D 1 2 D 1 1
1
2e x x
D2 4D 2
1
1 x
D D 4
2e 1 x
2 2
ex 1 2D x
x
e x 2
y = C.F. 1 2 3
.
2 –x
Example 1.11 Solve (D + 5D + 4) y = e sin 2x.
A.E. is m2 + 5m + 4 = 0.
i.e. (m + 1) (m + 4) = 0.
The roots are m = 1, 4
C.F.=Ae–x + B e–4x.
1
I. e x sin 2x
D 2 5D 4
x 1
e 2
sin 2x
D 1 5 D 1 4
x 1
e 2
sin 2x
D 3D
x 1
e sin 2x
3D 4

x
3D 4
e 2
sin 2x
9D 16
1 x
e 6 cos 2x 4 sin 2x
52
1 x
e 3 cos 2x 2 sin 2x
26
y = C.F.
Example 1.12 Solve (D4 – l)y = cos 2x cosh x
A.E. is m4 – l = 0
i.e. (m – l) (m + l) (m2 + l) = 0
The roots are m = 1, 1, ± i
C.F. = c1 ex + c2 e–x + c3 cos x + c4 sin x.
 Chapter I: Ordinary Differential Equations II – 1.29

1 ex e x
I. = 4
cos 2x
D 1 2
1 x 1 1 x 1
e 4
cos 2x e 4
cos 2x
2 D 1 1 2 D 1 1
1 x 1
e cos 2x
2 D4 4 D3 6D2 4D
1 x 1
e cos 2x
2 D4 4 D3 6D2 4D
1 x 1 1 x 1
e cos 2x e coss 2x
2 16 16 D 24 4D 2 16 16 D 24 4D
1 x 1 1 x 1
e cos 2x e cos 2x
8 3 D 2 8 3 D 2
1 x 3D 2 1 x
3D 2
e cos 2x e cos 2x
8 9D2 4 8 9D 2
4
1 x 1 x
e 6 sin 2x 2 cos 2x e 6 sin 2x 2 cos 2x
320 320
3 ex e x
1 ex e x
sin 2x cos 2x
80 2 80 2
1
3 sin 2 x sinh x cos 2 x cosh x
80
The
y = C.F.
2
Example 1.13 Solve (D 4D + 13) y= e2x cos 3x
A.E. is m2 4m +13 = 0
i.e. (m 2)2 = 9
The roots are m = 2 ± i3
C.F. = e2x (A cos 3x + B sin 3x)
1
I. 2
e 2 x cos 3x
D 4D 13
1
e2 x 2
cos 3x
D 2 4 D 2 13
1 x sin 3x
e2 x 2
cos 3x e2 x
D 9 2 3
1
x e 2 x sin 3 x
6
II – 1.30 Part II: Mathematics II

The y = C.F.
x x
Example 1.14 Solve (D 2 D 1) y e sin 2
2
A.E. is m2 + m + 1 = 0
1 3
The roots are m i
2 2
x
2
3 3
C.F.= e A cos x B sin x
2 2

1 x 1 cos x
I. 2
e
D D 1 2
1 1 x 1 x
2
e 2
e cos x
2 D D 1 D D 1
1 x 1 x 1
e e 2
cos x
2 2 (D 1) (D 1) 1
1 x 1 x 1
e e 2
cos x
2 2 D D 1
1 x 1 x 1
e e cos x
2 2 D
1 x
e (1 + sin x)
2
General solution is y = C.F.
Example 1.15 Solve (D2 + 2D + 5) y = ex cos 3 x.
A.E.is m2 + 2m + 5 = 0
The roots are m 1 i2
x
C.F. e (A cos 2 x B sin 2 x).
1
I. e x cos3 x
D2 2D 5
1 3 1
2
ex cos x cos 3 x
D 2D 5 4 4
3 x 1
e 2
cos x
4 (D 1) 2(D 1) + 5
1 x 1
e 2
cos 3 x
4 (D 1) 2(D 1) + 5
3 x 1 1 x 1
e 2
cos x e 2
cos 3 x
4 D 4D 8 4 D 4D 8
 Chapter I: Ordinary Differential Equations II – 1.31

3 x 1 1 x 1
e cos x e cos 3 x
4 4D 7 4 4D 1
3 x (4 D 7) 1 x (4 D 1)
e cos x e cos 3 x
4 16 D 2 49 4 16 D 2 1
3 x 1 x
e (4 sin x 7 cos x) e (12 sin 3 x cos 3 x)
260 580
y = C.F. .I.
Example 1.16 Solve (D2 + 4D + 8) y = 12e–2x sin x sin 2x
A.E. is m2 + 4m + 8 = 0.
The roots are m 2 i2
2x
C.F. e (A cos 2 x B sin 2 x)
1 2x
I. 2
6e (cos x cos 3 x)
D 4D 8
1
= 6e 2x
(cos x cos 3 x)
(D 2) 2 4(D 2) 8
1
= 6e 2x
2
(cos x cos 3 x)
D 4
1 1
= 6e 2x
cos x cos 3 x
3 5
2 2x
e (5 cos x 3 cos 3 x)
5
y = C.F.
Example 1.17 Solve (D3 – 1) y = x sin x.
A.E. is m3 – 1 = 0
2
i.e. (m – 1) (m + m + 1) = 0
1 3
The roots are m 1, i
2 2

3 3
C.F. c1 e x e x/ 2
c2 cos x c3 sin x
2 2

1
I. 3
x sin x
D 1

1 3D 2 1 1 f (D)
x 3
sin x 3 2
sin x xV x V 2
V
D 1 (D 1) f (D) f (D) f (D)
1 3
x sin x sin x
D 1 (D 1) 2
II – 1.32 Part II: Mathematics II

(D 1) 3
x sin x sin x
D2 1 D 2
2D 1
x 3
(cos x sin x) cos x.
2 2
y = C.F.

1
I. 3
x sin x
D 1
1
3
(I of x e ix )
D 1
1
= I. of 3
x e ix
D 1
ix 1
I. of e x
(D i )3 1
1
I. of e ix x
D3 3i D 2 3D i 1
1
e ix D 2
I. of 1 ( 3 3iD D ) x
1 i 1 i
e ix 3D
I. of 1 x
1 i 1 i
e ix 3
I. of x
1 i 1 i
(11 i) 3
I. of (cos x i sin x) x (1 i)
2 2
1 3
I. of {(cos x sin x) i (sin x cos x)} x (1 i )
2 2
1 3 3
(cos x sin x) x (sin x cos x)
2 2 2
3 x
cos x (cos x sin x)
2 2
Example 1.18 Solve the equation (D2 + 4) y = x2 cos 2x
A.E. is m2 + 4 = 0
The roots are m i2
C.F. = A cos 2x + B sin 2x.
1
I. 2
of x 2 ei 2 x
D 4
 Chapter I: Ordinary Differential Equations II – 1.33

1
of e i 2 x x2
(D i 2) 2 4
1
of e i 2 x x2
D2 4iD
1
e i2x iD
of 1 x2
4 iD 4
e i2x iD D2 iD 3 2
of 1 x
4iD 4 16 64
i i 2 x x3 i 2 x i
of e x
4 3 4 8 32
1 x3 x i 2 1
of (sin 2 x i cos 2 x) x
4 3 8 4 8

1 x3 x 1 2 1
sin 2 x x cos 2 x
4 3 8 4 8

General solution i s y =
Example 1.19 Solve (D2 4D + 4) y = 8x2 e 2x sin 2x
A.E. is m2 – 4m + 4 = 0
i.e. (m 2)2 = 0
Roots are m = 2, 2.
C.F. = (c1 x+ c2) e2x.

1 1
I. 2
8 x 2 e 2 x sin 2 x 8 e 2x x 2 sin 2 x
(D 2) D2
1 cos 2 x sin 2 x cos 2 x
8 e 2x x2 2x 2
D 2 4 8
yi Bernouilli's
1 1 1
= e 2x ( 4 x 2 cos 2 x) (4 x sin 2xx) (2 cos 2 x)
D D D
sin 2 x cos 2 x sin 2 x
= e 2x 4 x2 2x 2
2 4 8

cos 2 x sin 2 x
4 x sin 2 x
2 4
2x
e (3 2 x 2 ) sin 2 x 4 x cos 2 x

y=
II – 1.34 Part II: Mathematics II

Example 1.20 Solve (D2 + a2) y = sec a x

A.E. is m2 + a2 = 0
The roots are m ia
C.F. = A cos a x + B sin a x.
1
I. = 2 sec a x
D a2
1
sec a x
D ia D ia
1 1
2ia 2ia sec a x
D ia D ia

1 1
eia x e ia x
sec a x d x e ia x
e ia x sec a x d x
2ia 2ia
1
X e mx . Xe mx
dx
D m
1 ia x 1
e 1 i tan a x d x e ia x 1 i tan a x d x
2ia 2ia
1 ia x i 1 i
e x lo ec a x e ia x x lo ec a x
2ia a 2ia a
x e iax e ia x
1 eia x e ia x
lo ec a x
a 2i a2 2
x 1
sin a x cos a x lo ec a x
a a2
General solution is y

EXERCISE 1(b)

Part A
(Short Answer Questions)
1. Solve the equation (D2 – D + 1)2 y = 0.
D – 1)3 y = 2 cosh x.
D2 + a2) y = b cos ax + c sin ax.
D2 + 4D + 4) y = x e–2x.
D – 3)2 y = x e–2x.
D + 1)2 y = e–x cos x.
D2 – 2D + 5) y = e x sin 2x.
D2 + 4D + 5) y = e–2x cos x.
 Chapter I: Ordinary Differential Equations II – 1.35

D2 – 2D + 6)y = e x (4 sin x + cos x).

1
f (x).
D a
Part B

11. (D3 + D2 + D + 1)y = x2 + 2e–x

12. (D2 + 9)y = x2 + cosh x
13. (D2 + 2D + 1)y = x3 + cos 2x
14. (D2 _ 8D + 9)y = 8 sin 5x + x2
15. (D2 + 3D + 2)y = 2 sin2 x + 2x2
16. (D4 + D3 + D2)y = 12x2 + 2 cos 2x cos x
17. (D2 _ l)y = 12ex (x + l)2
18. (D3 – 6D2 + 12D – 8)y = 16x3 e4x
19. (D3 + 2D2 + D)y = x2e2x
20. (D2 – 4) y = x sinh x
21. (D2 + l)2y = 2x2e–x
22. (D2 – 5D + 4)y = (2x + e–x)2
23. (D2 – 4D + 3)y = 8ex cos 2x
24. (D4 – 1)y = cos x cosh x
25. (D2 – 2D + 5)y = ex (sin x + cos x)2
x
26. ( D 3 1) y e x cos 2
2
27. (D2 + 4)y = 4 e2x sin3 x
28. (D2 – 4D + 3)y = sin 3x cos 2x
29. (D2 – 2D + 1)y = x ex sin x
30. (D2 + D)y = x cos x
31. (D2 – 4D + 4)y = x sin x
32. (D2 – l)y = x2 cos x
33. (D2 + 4)2 y = cos 2x
34. (D2 + l)y = x2 sin 2x
35. (D2 + 4)y = 4 tan 2x.

EQUATIONS

dn y d n -1 y dy
a0x n a1 x n 1
a n 1x an y X (1)
dxn dxn 1 dx

where a0, a1, … , an are constants and X is a function of x

linear differential equation.
II – 1.36 Part II: Mathematics II

Note x and the order

x to t

x = et or t x

dy dy dt 1 dy
dx dt d x x dt
dy dy
x (2)
dx dt
x,
2
d y dy d 2y 1
x
dx 2 dx dt 2 x

d2y dy d2y
i.e. x2 x
d x2 dx dt 2

d 2y d 2y dy
i.e. x2 2 (3)
d x2 dt 2 dt
d d
D and ,
dx dt
and
2 2 2
x D ( 1)

x3 D3 = ( ) ( – 2)
x 4 D4 = ( 1) ( – ) ( – 3) and so on.

a0 1 n 1

a1 1 n 2 an y 0 , which is a linear differential equation with

s
n d ny n 1 d n -1 y
a0 a x b a1 a x b
d xn dxn 1
dy
an 1 ax b an y X (2)
dx

ax + b = et.
Equation (2) is called .
 Chapter I: Ordinary Differential Equations II – 1.37

1.5 SIMULTANEOUS DIFFERENTIAL EQUATIONS

WITH CONSTANT COEFFICIENTS

If x and y t

f1 (D) x + f2 (D) y = T1 (1)

z1 ]Dgx + z2 ]Dgy = T2 (2)
d
where f1, f2, 1
, 2
, D and T1 and T2 are functions
dt
of t .

2
(D) f2(D)
y.

f1 D 2 D f2 D 1 D x 2 D T1 f 2 D T2 or f D x T (3)
which is a linear equation in x and t

The value of x
y.
x and y
equal to the order of the resultant equation (3).

Note x, y and t

WORKED EXAMPLE 1(c)

2 d 2y dy 1
Example 1.1 Solve the equation x 2
4x 2y x2 .
dx dx x2
1 d
x 2 D 2 4 xD 2 y x 2 , where D
x2 dx
d
x = et or t = x and denote .
dt

1 4 2 y e2 t e 2t

i.e.
2
3 2 y e 2t e 2t
II – 1.38 Part II: Mathematics II

A.E. is m2 + 3m + 2 = 0
i.e. (m + 1) (m + 2) = 0
The roots are m = 1, 2.
t 2t A B
C.F. Ae Be
x x2
1
I. (e 2t e 2t
)
( 1) ( 2)
1 2t 1 2t
e e
12 2
1 2t 2t 1 2 1
e te x l x
12 12 x2
y = C.F.
Example 1.2 Solve (x2 D2 + xD + 1) y x) · x)
d
x = et or t x ,
dt
1) 1] y sin 2t sin t

2 1
i.e. ( 1) y ( sin 3t sin t )
2
A.E. is m2 + 1 = 0.
The roots are m = ± i
C.F. = A cos t + B sin t = A cos x) + B x).
1 1
I. = 2
(sin 3t sin t )
12
1 1 t
sin 3t ( cos t )
2 8 2
1 1
sin (3 lo x lo x os x)
16 4
General solution is y = C.F.
Example 1.3 Solve (x2 D2 – 2 xD 4) y x)2
d
x = et or t = x ,
dt
1) 2 4] y 32 t 2
2
i.e. ( 3 4) y 32t 2
A.E. is m2 3m 4 = 0
i.e. (m – 4)(m + l) = 0
The roots are m = 4, 1.
C.F.= A e 4t Be t
 Chapter I: Ordinary Differential Equations II – 1.39

B
A x4
x
1
I. 2
32t 2
3 4
1

8 1 ( 3) t2
4
2
81 ( 3) ( 3) 2 t 2
4 16
3 13 2
81 t2
4 16
3 13
8 t2 t
2 8
2
8 lo x 12 x) 13]
General solution is y
2
lo x
Example 1.4 Solve(x 2 D 2 xD 1) y
x.

d
x = et or t = x ,
dt
2t
1) 1)] y t 2 e
2 2t
i.e. ( 2 1) y t 2 e
A.E. is m2 2m + 1 = 0.
i.e. (m – l)2 = 0
The roots are m = 1, 1.
1
C.F. (At B ) et (A l x B)
x
1
I.= e 2t t 2
( 1) 2
1
= e 2t t2
( 3) 2
2
2t 1
=e 1 t2
9 3
2
1 2t 2
= e 1 3 t2
9 3 9
1 2t 4 2
= e t2 t
9 3 3
II – 1.40 Part II: Mathematics II

1 2
3 lo x 4 x 2
27 x 2
General solution is y = C.F.
Example 1.5 Solve (x 2D2 xD + 4) y = x 2 x).

x et or t x d
dt
1 4 y e 2 t sin t

i.e. 2
2 4 y e 2t sin t
A.E. is m2 2m + 4 = 0
The roots are m 1 i 3

C.F.= et A cos 3 t B sin 3 t

x A cos 3l x B sin 3l x

1
.. 2
e 2t sin t
2 4
1
e 2t 2
sin t
2 2 2 4
1
e 2t 2
sin t
2 4
1
e 2t sin t
2 3
2 3
e 2t sin t
4 2 9
1 2t
e 2 cos t 3 sin t
13
1 2
x 2 cos l x 3 sin l x
13
General solution is y =
2 d2 y dy
Example 1.6 Solve 2 x 3 2
2 2x 3 12 y 6 x.
dx dx

x + 3 = et or t x + 3)
dy dy 2
Then
dx dt 2 x 3
dy
i.e. 2x 3 2 y
dx
 Chapter I: Ordinary Differential Equations II – 1.41

2 d2 y
2x 3 4 1 y
dx 2

4 1 2 2 12 y 3 et 3
2 t
i.e. 4 8 12 y 3 e 3

2 3 t
i.e. 2 3 y e 3
4
A.E. is m2 2m 3=0
The roots are m = 3, 1
C.F. Ae3t Be t

3 B
A 2x 3
2x 3
1 3 t
.. 2
e 3
2 34
3 1 t
e 1
4 4
3 3
2x 3
16 4
General solution is y = C.F.
Example 1.7 Solve (x2 D2 + xD+1) y = x x)
x = et or t x d
dt
1 1 y t sin t
2
i.e. 1 y t sin t
2
A.E.is m +1=0
The roots are m = ± i
C.F. = A cos t + B sin t
1
I.= 2
I of eit t
1
1
1 1 i
. . of eit 2
t . . of eit 1 t
i 1 2i 2

i it 1 i i it t 2 it
. . of e 1 t . . of e
2 2 2 2 2
1 t2 it
. . of sin t i cos t
2 2 2
t 1 2
sin t t cos t
4 4
II – 1.42 Part II: Mathematics II

1 1 2
lo x in lo x x cos l x
4 4
General solution is y = C.F.
Example 1.8 Solve (x2 D2 + 4xD + 2) y = sin x.
x = et x=t d
dt
( 1) + 4 + 2] y = sin (e–t )
2
i.e. ( ) y = sin (e–t )
2
A.E. is m + 3m + 2 = 0
The roots are m = 1, 2.
C.F. = A e–t + B e–2t.
A B
x x2
1
I.= sin e t
1 2
1 1
sin e t
1 2
t
e sin e t e t dt e 2t
sin e t e 2 t dt

1
X em x Xe mx
dx
D m
t 2t
e sin u du e u sin u du , et u
e t cos u e 2t
u cos u sin u
t t t t 2t
e cos e e cos e e sin e t
1
sin x
x2
General solution is y = C.F.
Example 1.9
dx
2 x 3 y 5t
dt
dy
3x 2 y 2 e2 t
dt
d
D,
dt
(D + 2)x – 3y = 5t (1)
–3x + (D + 2) y = 2e2t (2)

(D + 2); (D + 2)2x – 3(D + 2)y = 5 + 10t

–9x + 3(D + 2)y = 6e2t

 Chapter I: Ordinary Differential Equations II – 1.43

and (2)
(D2 + 4D – 5) x = 5(1 +2t) + 6e2 t (3)
2
A.E. is m + 4m 5 = 0
The roots are m = 1, 5
C.F. = A e t + B e–5t.
1 1
I.= 5 1 2t 6 e2 t
D2 4D 5 D2 4D 5
1
D D 4 6 2t
1 1 1 2t e
5 7

4D 6 2t
1 1 1 2t e
5 7

8 6 2t
1 2t e
5 7
13 6 2t
2t e
5 7

13 6 2t
x Aet Be 5t
2t e .
5 7
y,

Method 1
x
(D2 + 4D 5) y = 15t + 8e2 t (4)

12 8 2t
y C et De 5t
3t e
5 7
Note In the solution of y A and B
used in the solution of x. x and y
x and y should contain

C and D A and B

x and y in Equation (1),

12 2t 12 2t 26
Ae t 5 Be 5t
e 2 2 Ae t 2 Be 5t
e 4t
7 7 5
24 2t 36
3Ce t 3De 5t
e 9t 5t
7 5

i.e. 3(A – C) et – 3(B + D) e–5t = 0

C = A and D = – B.
II – 1.44 Part II: Mathematics II

6 2t 13
x A et Be 5t
e 2t
7 5
8 2t 12
and y A et Be 5t
e 3t
7 5
Method 2
Dy
D; D2x + 2Dx 3Dy = 5

9x + 6y + 3Dy = 6 e2t
6y x x 9 x 5 6e 2 t
1
y x x 9x 6e 2 t 5 (5)
6

x 6 2t 13 (6)
x A et Be 5t
e 2t
7 5
x w.r.t. t;
12 2 t
x Aet 5e 5t
e 2 (7)
7
t;

24 2 t
x Aet 25 Be 5t
e (8)
7

1 48 2t 72
y 6 Aet 6 Be 5t
e 18t
6 7 5

8 2t 12
i.e. y Aet Be 5t
e 3t
7 5
Example 1.10 Solve Dx (D 2) y = cos 2t
2) x + Dy = sin 2t
(D
Dx
(D 2) y = cos 2t (1)
2) x + Dy = sin 2t
(D (2)
D; D2x
D(D 2) y = 2 sin 2t
D 2); 2)2x + D(D 2)y = 2cos 2t 2sin 2t.
(D
D2 4D + 4) x = 2cos 2t 4sin 2t
i.e. (D2 2D + 2) x = cos 2t 2sin 2t (3)
2
A.E. is m 2m + 2 = 0
The roots are m = 1 ± i
 Chapter I: Ordinary Differential Equations II – 1.45

C.F. = et (A cos t + B sin t)

1
I. cos 2t 2 sin 2t
D2 2D 2

1 1 1 D 1
. cos 2t 2 sin 2t . cos 2t 2 sin 2t
2 D 1 2 5

1 1
2 sin 2t 4 cos 2t cos 2t 2 sin 2t cos 2t
10 2
1
x et A cos t B sin t cos 2t (4)
2

2Dx – 2x + 2y = sin 2t + cos 2t

2y = 2x – 2x + sin 2t + cos 2t (5)

t;

x = et (A cos t + B sin t) + et (–A sin t + B cos t) + sin 2t (6)

2y = 2A et sin t – 2B et cos t – sin 2t

1
y = et A sin t – B cos t) – sin 2t (7)
2

Example 1.11 Solve D2x – Dy – 2x = 2t

Dx + 4Dy – 3y = 0

(D2 2)x – Dy = 2t (1)

Dx + (4D 3)y = 0 (2)
AD – 3);

(D2 – 2) (4D – 3) x –D(4D – 3) y = 8 – 6t (1)

D
D2x + D(4D – 3) y = 0 (2)

and (2)

(4D3 – 2D2 – 8D + 6)x = 8 – 6t

i.e. (2D3 – D2 – 4D + 3)x = 4 – 3t (3)
II – 1.46 Part II: Mathematics II

A.E. is 2m3 – m2 – 4m + 3 = 0
i.e. (m – l) (2m2 + m – 3) = 0
i.e. (m – l) (m – l) (2m + 3) = 0
3
The roots are m 1, 1,
2

3
t
C.F. At B et Ce 2

1
1 1 2D 2
I. 2
4 3t 1 1 D 4 3t
D 1 2D 3 3 3

1 2D 1 4
1 1 2 D 4 3t 1 D 4 3t
3 3 3 3
1
4 3t 4
3
t.
3
t
x At B et Ce 2
t (4)

Dy
4D2x + Dx – 8x – 3y = 8t

1
y 4x x 8 x 8t (5)
3
3
3 t
x At B et Aet Ce 2
1
2
3
9 t
and x At B et 2 Aet Ce 2
4
x, x' and x'' in (5),
3
1 t 1
y 3 t A B et Ce 2
6 3

d2 x
Example 1.12 Solve 3x 4 y 0
dt 2
d2 y
x y 0 if x = y 1
dt 2
 Chapter I: Ordinary Differential Equations II – 1.47

dx dy
and 0 , when t 0
dt dt

(D2 – 3)x – 4y = 0 (1)

x + (D2 + l)y = 0 (2)

D2 + 1);

(D2 + 1) (D2 – 3)x – 4 (D2 + 1) y = 0

4x + 4(D2 + 1) y = 0

D4 – 2D2 + 1) x = 0
A.E. is (m2 – l)2 = 0
Roots are m = ±1, ±1

Solution is x = (At + B) et+ (Ct + D) e–t (3)

x w.r.t. t;

x' = (At + B)et + A et – (Ct + D) e–t + C e–t (4)

x'' = (At + B) et + 2 A et + (Ct + D) e–t – 2C e–t (5)

1
y x 3x
4
1
2 At B et 2 Aet 2 Ct D e t
2C e t

4
1 A t 1 C
At B et e Ct D e t
e t
(6)
2 2 2 2

1 1
y At B et Ct D e t
(7)
2 2
x = 1 when t = 0 in (3),
B+ D=1 (8)
y = 1 when t = 0 in (6),
A B C D
1
2 2
II – 1.48 Part II: Mathematics II

i.e A–B–C–D=1 (9)

= 0 when t = 0 in (4),
A+B+C–D=0 (10)
= 0 when t = 0 in (7),
–B + D = 0 (11)

3 1 3 1
A , B , C , D
2 2 2 2

1 3t t 1 3t t
x e e
2 2

and 1 3 t 1 3 t
y t e t e
2 4 2 4

Example 1.13 Solve (D2 – 5)x + 3y = sin t

–3x + (D2 + 5) y = t
y D4 16)x = 4 sin t 3t
4
A.E. is m – 16 = 0
The roots are m = ±2, ±i 2.
C.F.= A e2t + B e–2t + C cos 2t + D sin 2t

1 3
I.= 4. 4
sin t 4
t
D 16 D 16
1
4 3 D4
sin t 1 t
15 16 16
1
4 3 D4
sin t 1 t
15 16 16
4 3
sin t t
15 16

4 3
x Ae 2t Be 2t
C cos 2t D sin 2t
sin t t (1)
15 16
4
x' 2 Ae 2t 2B e 2t
2 C sin 2t 2 D cos 2t cos t
15
4
and x '' 4 Ae 2t 4B e 2t
4 C cos 2t 4 D sin 2t sin t
15
 Chapter I: Ordinary Differential Equations II – 1.49

1
y 5 x x sin t
3
A 2t B 2t 1 5
e e 3C cos 2t 3D sin 2t sin t t
3 3 5 16

EXERCISE 1(c)

Part A
(Short Answer Questions)

xy + y + 1 = 0 into a linear equation with constant

2. Solve the equation x2y = 0.

–1
3. Convert the equation 3 y = x2 as a linear equation with constant

4. Convert the equation x4 3 2

1 as a linear equation with constant

5. Solve the equation x2 2 (n + 1)y = 0.

6. Solve the equation x3 3x2 0.
7. Solve for x and = 1.

Part B
d
D
dx

8. (x2D2 + 2xD – 20)y = (x2 + 1)2.

9. (x4D3 – x3D2 + x2D)y = 1.
10. (x3D3 – x2D2 + 2xD – 2)y = x).
11. (x2D2 + xD – 9)y = sin 3 x).
12. (x2D2 + 9xD + 25)y x)2.
4 4 3 3 2 2
13. (x D + 6x D + 9x D + 3xD + l)y x)2.
2 2 2
14. (x D – 3xD + 4)y = x x) .
15. (x4D4 + 2x3D3 + x2D2 – xD + 1)y = x2 x.
2 2 1
16. x D xD 3 y cos 2 lo x
x
17. (x2D2 + 3xD + 5)y = x cos x).
x + 2)2 D2 + 3(3x + 2) D – 36] y = 3x2 + 4x + 1
x + 1)2D2 + (x + 1 ) D + 1 ] y = x + 1)
d
D
dt

20. (D + 4) x + 3y = t.
2x + (D + 5) y = e2t.
II – 1.50 Part II: Mathematics II

21. (2D + 1) x + (3D + 1) y = et

(D + 5)x + (D + 7) y = 2et.
22. Dx + y = sin t x + Dy = cos t x = 2 and y = 0 at t = 0.
23. 2D2x Dy 4x = 2t.
2Dx + 4Dy – 3y = 0.
24. D2x + y = 3e2t
Dx Dy = 3e2t.
25. (D2 + 4) x + y = 0
(D2 + 1) y – 2x= 1 + cos2 t.
26. D2x 2Dy x = et cos t.
D2y + 2Dx y = et sin t.
27. (D2 + 4) x + 5y= t2.
(D2 + 4) y + 5x = t + 1.

1.6 LINEAR EQUATIONS OF SECOND ORDER

WITH VARIABLE COEFFICIENTS

x.

d2 y dy
p x q x y r x ,
dx 2 dx

d 2 y is unity and p(x), q(x) and r(x) are functions of x. In

dx 2

this section, .

1.6.1 Method of Reduction of Order-Transformation of the

Equation by Changing the Dependent Variable

d2 y dy
p x q x y r x (1)
dx 2 dx

d2 y dy (2)
p x q x y 0
dx 2 dx

y = u (x) (3)
 Chapter I: Ordinary Differential Equations II – 1.51

y = u (x) . v(x) (4)

is a solution of equation (1).
= (5)
and 2 (6)

( pu) +( + qu) v = r

i.e. ( pu) = r,

u r
i.e. v 2 p v
u u

2u r
i.e. v p1v r1 , where p1 p and r1 . (7)
u u
v w in 7 , it
dw
p1 w r1
dx (8)

w
y to w, we have reduced the order of the

Note r(x) = 0, then equation

2u
v p v 0
u
i.e. d v 2u
p
v u

x, lo v 2 u pdx lo A

2 pdx
lo Au e

v Au 2
e (9)

v and hence the solution of equation (1).

A second order differential equation in y

canonical or normal form.
II – 1.52 Part II: Mathematics II

1.6.3 Reduction to canonical or normal form

The second order linear differential equation (x) (x)y = r(x)
(x)v = g(x), where f (x) =
1 1 p x dx
q x {p x }2 p x and g x r x . e1/ 2 , n
4 2
1/ 2 p x dx
y ve

Proof:
y = uv is a solution of the equation y'' + p(x) (x) y = r(x)(1)
y = uv (2)
x,
(3)
and = 2 + (4)
The values of y, and
i.e. 2 + + p( + ) + quv = r
i.e. ( pu) + ( + qu) v = r (5)

2u pu 0

u p
i.e.
u 2
pdx
i.e. lo u c
2
12 pdx
Assu c 0, we tu=e
12 pdx
Thus the s ny uv ve

transfor equationn 1 into the canonical

12 pdx p 12 pdx
When u e ,u ' e
2
p2 12 pdx p 12 pdx
and u '' e e
4 2

1
u, u and v u pu qu
u
1
v r it s
u
 Chapter I: Ordinary Differential Equations II – 1.53

p2 p p2 1/ 2 pdx
v q v re
4 2 2
1 2 1 1/ 2 pdx
i.e. v q p p v re
4 2
i.e. v f x v g x , where
1 2 1
f x q x p x p x and
4 2
1/ 2 p x dx
g x r x e

1.6.4 Method of Reduction of Order—Special Types of Equations

d2 y dy
Type 1. Equations of the form 2 f x, , in which y is explicitly
dx dx
absent.
dy d2 y dp
p, w et
dx dx 2 dx
dp
f x, p ,
dx
equation.

dy
p x , c1
dx

y= (x, c1, c2).

Extension:

dn y dn 1 y dn 1 y
f x, can p and
dx n dx n 1 dx n 1

2
Type 2. Equation of the form d y2 f y,
dy
in which x is explicitly
dx dx
absent.
dy d2 y dp dp
p and treat p as a function of y. Then p
dx dx 2 dx dy
dp
f y, p ,
dy
II – 1.54 Part II: Mathematics II

dy
p y, c1
dx

x= (y, c1, c2)

Extension:
f{y, , y , ... y(n)}
dy
= p p as a function of y.
dx
Type 3. Equations f (x, y, y', y'') = 0, which are homogeneous in y, y'
and y'' (but not in x)
zdx
y e ,

zdx zdx zdx

solved. When y e ,y ze and y z2 z e . Thus, the order of the

Type 4. Equations f (x, y, , y ) = 0 which are exact, viz. which can be

expressed as d x, y, y 0 .
dx

d
x, y, y 0 is x, y, y' c1 , which is
dx
a
equation.
Note p0(x)D2 + p1(x)D + p2(x)]y = r(x)
0 1
+ p2 = 0.
p0 D2 + p1 D + p2) y = D(q0 D + q1) y q0 D2 + ( 0
+ q1) 1
]y

p0 = q ; p1 0
+ q1 and p2 1

p1 0
+ q1,
1
= 0+ 1
= 0 + p2
0
– 1
+ p2 = 0
Conversely, when 0
– 1 + p2 = 0, we have
(p0 D2 + p1D + p2)y = (p0 D2 + p1 1
– 0
)y
= p0 + p1 1
y – 0
y
 Chapter I: Ordinary Differential Equations II – 1.55

= (p0 0
) + (p1 1
y) – ( 0 0
)

= D(p0 ) + D(pl y) – D( 0
y)
= D(p0 l 0
y)
2
Thus (p0 D + p1 D + p2)y = 0 1
+ p2 = 0.

WORKED EXAMPLE 1(d)

Example 1.1 Solve the equation 2(x + 1) + (x + 2)y = (x – 2)e2x,

the order of the equation.

Important Notes
p0(x) 1
(x) y + p2(x). y =

(i) If p0(x) + p1(x) + p2(x) = 0, y = ex is a solution of the equation.

(ii) If p0(x) – p1(x) + p2(x) = 0, y e–x is a solution of the equation.
(iii) If p1(x) + xp2(x) = 0, y = x is a solution of the equation.
p0 = x, p1 = – 2(x + 1) and p2 = x + 2.
The condition p0 + p1 + p2 =
y = ex
equation.
y = vex
Then = vex x

y v ex + 2v ex + vex
y, ,
x(ex + 2ex + exv) – 2(x + 1) (ex + exv) + (x + 2) exv = (x – 2)e2x

i.e., – 2 = (x – 2)ex

dp 2 2 x dv
i.e., p 1 e , where p
dx x x dx
This is a

2
x
dx
2 lo x 1
I.F. = e e
x2
Solution of this equation is

p 1 2 x
e dx 3c1
x2 x2 x3
II – 1.56 Part II: Mathematics II

1 x
d e 3c1
x2
1 x
e 3c1
x2
dv
i.e. 3c1 x 2 ex
dx

v =c1x3 + c2 +ex

y = ex (c1x3 + c2+ cx)

d2 y dy
Example 1.2 Solve the equation 1 cot x y cot x sin 2 x,
dx 2 dx
+ (1 – cot x) y cot x = sin2 x (1)
p0=1; p1 = 1 – cot x; p2 = – cot x
p0 – p1 + p2 = 0
y = e–x is a solution of the equation

+ (l – cot x) – y cot x = 0 (2)

y = ve–x
–x
Then – ve–x
–x –x
and –2 +ve–x
y, and y
–x –x
( –2 + ve–x) + (1 – cot x) ( –x
– ve–x) – ve–x cot x = sin2 x
x
i.e. (1+ cot x) sin2 x (3)

dp
1 cot x p e x sin 2 x (4)
dx

1 cot x dx
I.F. = e

x lo in x e x
e
sin x
 Chapter I: Ordinary Differential Equations II – 1.57

Solution of equation (4) is

pe x e x
e x sin 2 x dx c1
sin x sin x
cos x c1
dv
i.e. p e x c1 sin x sin x cos x (5)
dx
x,

1
v c1 e x sin x dx e x sin 2 x dx c2
2
c1 x 1 ex
e sin x cos x sin 2 x 2 cos 2 x c2
2 2 5

1
y A sin x cos x sin 2 x 2 cos 2 x Be x .
10

d2 y dy
Example 1.3 Solve the equation 1 x 2 2x 2y 2,
reduction of order. dx 2 dx

(1 x2) 2 2y = 2 (1)
2
p0 = 1 – x ; p1 = –2x; p2 = 2
p1 + p2x = 0.
y = x is a solution of
(1 – x2) –2 + 2y = 0 (2)
y = vx

Then = + 2
y, , satisfy equation (1)

i.e. (1 – x2)( 2 ) – 2x( ) + 2vx = 2

i.e. x(1 – x2)v x2) – 2x2]v = 2

dp 2 2x 2
i.e. p (3)
dx x 1 x2 x 1 x2

where
II – 1.58 Part II: Mathematics II

Equation (3) is a

2 2x
dx
x 1 x2
I.F. e
2 lo x 1 x2
e

x2 1 x2

Solution of equation (3) is

2
px 2 1 x 2 x 2 1 x 2 dx c1
x 1 x2
x2 c1

dv 1 c1
i.e.
dx 1 x2 x 1 x2
2

1 1 1 (4)
c1 2
1 x2 x 1 x2

1 1 x c1
v c1 1 lo c2
2 1 x x

Solution of equation (1) is

c1 1 1 x
y x lo c1 c2 x
2 1 x

d2y dy 1
Example 1.4 Solve the equation x 2 2 x y 0 y is
a solution. dx dx x

If y = u is a solution of the equation

(x) + q(x)y = 0, then y = uv + p(x) + q(x)y =
p x dx
0, where v c1u 2 e

2 1
y 1 y y 0 (1)
x x
 Chapter I: Ordinary Differential Equations II – 1.59

2 1
p x 1 and q x
x x

1
Since y is a solution of equation (1),
x

1
y v is also a solution of (1), where
x
2
1 dx
2 x
v c1 x e
2 lo x x
c1 x 2 e

c1 x 2 x 2 e x c1e x

v c1e x c2

1
y c1e x c2 or xy c1e x c2
x

2 1
Example 1.5 Solve the equation d y 2 dy
y 0 y sin x is a
dx 2 x dx x

1
solution. y sin x v , where
x

2
x2 dx
x ,
1 2
v c1 e since u sin x and p x
sin 2 x x x
2
x 2 lo x c1
c1 2
e
sin x sin 2 x

v = c1 cot x + c2 or A cot x + B

1
:. y sin x A cot x B
x

i.e. xy A cos x B sin x

d2 y dy
Example 1.6 Solve the equation
2
2x x2 y 0
dx dx
II – 1.60 Part II: Mathematics II
2
+2 y=0 (1)

+ p(x) (x) y = r(x) (2)

We have p(x) = 2x; q(x) = x2; r(x) = 0.

p x dx
2 x2 2
y = uv, where u e e ,

p2 p p 2d x
v q v re
4 2

i.e. (x2 x2 1) v = 0
i.e. =v (3)
= f(v, )
dp
p as a function of v, we have v p
dv

dp
p v (4)
dv

p2 = v2 + c 12

dv
or p v2 c12 (5)
dx

1 v
sinh x c2
c1

or v c1 sinh x c2
x c2
ex c2
e
c1
2

Ae x Be x

The required solution of equation (1) is

x2 / 2
y Ae x Be x
e

d2 y dy
Example 1.7 Solve the equation 4 x 2 4x x2 1 y 0
2
dx dx
 Chapter I: Ordinary Differential Equations II – 1.61

1 1 1
y y 1 y 0 (1)
x 4 x2

1 1 1
p ,q 1 and r 0
x 4 x2
y = uv
dx
1 2 pd x 1 2
x
1
u e e
x

1
y v
x

p
p2 p 2
dx
v q v re
4 2

1 1 1 1
i.e. v 1 2 2
v 0
4 x 4x 2 x2

1
i.e. v v 0 (3)
4

x x
v A cos B sin
2 2

1 x x
Solution of equation (1) is y A cos B sin
x 2 2

d2 y dy
Example 1.8 Solve the equation x x2e x y(0) = – 1 and (0)
= 0. dx 2 dx
y

dy d2 y dp
p p as a function of x, we have ; the equation
2
dx dx dx

dp
x p x2e x
dx

dp 1
i.e. p xe x (1)
dx x
II – 1.62 Part II: Mathematics II

Equation p.
1
x
dx 1
I.F. e
x

1 1
Solution of (1) is p xe x dx 2c1
x x
i.e. p = x (ex + 2c1)

dy
or xe x 2c1 x (2)
dx

y xe x dx 2c1 x dx c2

y = (x 1) ex + c1x2 + c2.
y(0) = 1, c2 = (0) = 0 in (2), c1 is
c1 = 0, the required solution is y = (x 1)ex.
2
d2 y dy
Example 1.9 Solve the equation 1 y(0) = 0, (0) = 0
dx 2 dx
Method 1

2
+ =1 (1)
y
dy d2 y dp
p p as a function of x, we have 2
dx dx dx

dp
1 p2 (2)
dx

Solution of equation (2) is

dp
x c1
1 p2

1 1 p
i.e. lo x c1
2 1 p

Given that p = 0, when x = 0

c1 = 0
 Chapter I: Ordinary Differential Equations II – 1.63

1 p
Thus we have e2 x
1 p
dy e2 x 1
p
dx e2 x 1
ex e x
tanh x (3)
ex e x

y= x + c2
y c2 = 0
Solution of equation (1) is y x.
Method 2
The equation
2
y =1 (1)
x
dy d2 y dp
p p as a function of y, we have p
dx dx 2 dy

dp
p 1 p2 (2)
dy

Solution of equation (2) is

p dp
y c1
1 p2

1
i.e. lo 1 p 2 y c1
2

Given that y = 0 and p = 0, when x = 0

or when y = 0, p = 0
c1 = 0
Thus 1 – p2 = e–2y
dy 2y
i.e. p 1 e (3)
dx

dy
x c2
2y
1 e
II – 1.64 Part II: Mathematics II

e y dy
i.e. x c2
e2 y 1
i.e. cosh–1 (ey)= x + c2
When x = 0, y = 0. c2 = 0
The required solution of equation (1) is
ey = cosh x or y = x.

d2 y dy 1 dy
Example 1.10 Solve the equation x lo
dx 2 dx x dx

y y
y lo (1)
x x

y =f (x, y y
dp
=p p as a function of x, we have y .
dx

dp p p
lo (2)
dx x x

dp dv
p = xev, we have ev xev
dx dx

dv
ev 1 x ev lo ev
dx

dv
i.e. x v 1 (3)
dx
Solution of (3) is
dv dx
lo c
v 1 x
i.e. v = 1 + cx
p
i.e. lo 1 cx
x

dy cx (4)
p xe1
dx
 Chapter I: Ordinary Differential Equations II – 1.65

cx
x e1 e1 cx
y c
c c2

The required solution of equation (1) is

c2y = (cx – 1)e1+cx

2
d2 y 2 dy
Example 1.11 Solve the equation 0
dx 2 1 y dx

2 2
y y 0 (1)
1 y

y = f(y, ), which does not contain x

dp
p as a function of y, we have y p .
dy

dp 2
p p2 0 (2)
dy 1 y

i.e. dp 2
dy 0
p 1 y

solution of (2) is
p y c1

dy 2
i.e. p c1 1 y (3)
dx

dy
2
c1 x c2
1 y

1
i.e. c1 x c2
1 y
The required solution of equation (1) is

1
y 1 .
c1 x c2
II – 1.66 Part II: Mathematics II

2
d2 y dy dy
Example 1.12 Solve the equation xy x y 0.
dx 2 dx dx
2
xyy – – 0 (1)
y, , y .
zdx zdx zdx
y e and hence y ze and y z2 z e in equation
(1), we have
2
zdx
e x z2 z xz 2 z 0

i.e. xz z=0 (2)

z = c1x

x2
c1 xdx c1 c2
2
y e e
2
or y = Ae Bx

dy
2 y
d2 y dy dx .
Example 1.13 Solve the equation y 2
dx dx 1 x2

2
yy y yy 1 x2 (1)

y, and y .

zdx zdx zdx

y e and hence y ze and y z2 z1 e in equation (1), we
have
2
zdx z
e z2 z1 z2 0
1 x2

dz z
i.e. 2z2 0 (2)
dx 1 x2

1 dz 1 1
i.e. 2
z 2 dx z 1 x2

du 1
i.e. u 2 (3)
dx 1 x2
 Chapter I: Ordinary Differential Equations II – 1.67

1
where u
z
Equation
1
dx
1 x2
I.F. e
lo x 1 x2
e x 1 x2

Solution of equation (3) is

x 1 x2 u 2 x 1 x 2 dx c1

x2 x 1 x2 lo x 1 x2 c1

x 1 x2
i.e. z
x2 x 1 x2 lo x 1 x2 c1

1 d
lo x2 x 1 x2 x 1 x2 c1
2 dx

zdx
y e

1 2 lo x2 x 1 x2 x 1 x2 c1 c2
e
1
2
x2 x 1 x2 lo x 1 x2 c1 c3

or y2 A x2 x 1 x2 lo x 1 x2 B

d2 y dy
Example 1.14 Show that the equation x x 2 y 0
dx 2 dx
hence solve it.
xy + (x + 2) y=0 (1)

p0y + p1 2
y =0.
II – 1.68 Part II: Mathematics II

We have p0 = x, p1 = x + 2, p2 = 1

p0 – p1 + p2 = 0 – 1 + 1 = 0

(xy + y ) + (xy + y ) + y = 0

d d dy
i.e. xy xy 0
dx dx dx

d
or xy xy y 0 (2)
dx

dy
Solution of (2) is x x 1 y c1
dx

dy 1 c1
i.e. 1 y (3)
dx x x

1
1 dx
x
I.F. e
x lo x
e xe x

Solution of equation (3) and hence equation (1) is

y x ex c1e x dx c2

i.e. xye x c1e x c2

d2 y dy
Example 1.15 Solve the equation sin x cos x 2 sin x y cos x
dx 2 dx

p0 y + p1y + p2y = 0, we have

p0 = sin x, p1 = – cos x and p2 = 2 sin x.

p 0 – p 1 + p2 = – sin x – sin x + 2 sin x = 0

d
p0 y p1 y p0 y cos x
dx
 Chapter I: Ordinary Differential Equations II – 1.69

d
i.e. sin x y cos x y cos x y cos x
dx
x) y x) y = sin x + c1

i.e. y x)y = 1 + c1 cosec x (1)

2 cot x dx
I.F. e
2 lo in x 1
e
sin 2 x

y
Solution of (1) is cot x c1 cosec3 x dx c2
sin 2 x

c1 x
cot x cosec x cot x l tan c2
2 2

c1 x
i.e. y sin x cos x sin 2 x l tan cos x c2 sin 2 x
2 2

EXERCISE 1(d)

Part A
(Short Answer Questions)
1. If y = u(x) and y = u(x) v(x) are solutions of the equation y p(x) y q(x) y
v(x).

y p(x) y
q(x) y = r(x
4. When the equation y p(x) y q(x) y = r(x v f(x) v =
g(x y v 1 2 p x dx , what are the values of

f(x) and g(x)?

y f(x, y
y f(y, y

f(x, y, y y
y, y y
7. Write down the condition for the equation p0(x) y p1(x) y p2(x) y = r(x)

8. If the equation p0(x) y p1(x) y p2(x) y = r(x

II – 1.70 Part II: Mathematics II

y with
y =ex as a solution (ii) y = e–x as a solution?
y with
y = x as a solution?

Part B

d2 y dy
11. x 1 2 x 3 x 5y ex .
dx 2 dx

d2 y dy
12. x 2x 1 x 1y ex .
dx 2 dx

d2 y dy
13. cot x 1 cot x y e x sin x .
d x2 dx

2
14. x 2 d y 2x x 1
dy
x x 2 y 0.
d x2 dx

d2 y dy
15. x 1 x y 1
d x2 dx

d2 y dy
16. x 2x 1 x 1 y 0
d x2 dx

d2 y dy
17. 1 x2 2x 2y 6(1 x2 )
d x2 dx

d2 y 4x d y 4
18. y 0
d x2 2x 1 d x 2x 1

d2 y dy
19. x 2 x2 2x x 2 y x3e x .
d x2 dx

d2 y dy
20. x 2 3x 3y x 2 (2 x 1)
d x2 dx

d2 y x2 2x 2 dy 2x2 2x 2
21. y 0 y = x2 is a
d x2 x2 x dx x3 x 2
solution.
 Chapter I: Ordinary Differential Equations II – 1.71

d2 y dy
22. x 9y 0 y = x3 is a solution.
d x2 dx

2
23. d y y sec x y = cos x
d x2

d2 y
24. 4y 4 tan 2 x y = sin 2x
d x2

2
1
25. x 2 d y x2 x tan x
3
y 0 y cos x is a solution.
d x2 4 x

d2 y dy 1
26. x (1 3 x 2 ) 2 6 xy 0 y is a solution.
d x2 dx x

2 d2 y
27. (x 1) 6y 1 y = x – x3
d x2

d2 y
28. cos 2 x 2y y = tan x is a solution.
d x2

2 d2 y
29. sin x 2y y = cot x is a solution.
d x2

30. Find the values of a and b if y = x

d2 y dy
x2 2x 1 x ax b y x 3 . For
d x2 dx
these values of a and b

d2 y dy
31. Solve the equation x sin x cos x x cos x y cos x 0
d x2 dx
that y = xm is a solution of the equation.

d2 y dy 1
32. x 2 x x2 y 0.
d x2 dx 4

d2 y dy 1
33. x 2 x x2 y 0.
d x2 dx 4
II – 1.72 Part II: Mathematics II

2 d2 y dy
34. x 2 x2 x (x 2 2x 2)y 0.
d x2 dx

3
d2 y dy
35. 4 x 2 4x (16x 2 1)y 4 x 2 sin x .
d x2 dx

d2 y dy
36. tan x sin 2 x y(0) = – 1 and y
d x2 dx

2
d2 y dy
37. (1 x2 ) x 1 y(0) = 0 and y 1 .
d x2 dx 4

2
d2 y dy
38. (1 x2 ) 1 0.
d x2 dx
3
d2 y dy
39. d x 2 x .
dx

2 3
d2 y dy dy
40. y 2 0.
dx dx dx

3 2
d y d2 y dy d2 y .
41. y
d x d x2 dx d x2
2
d2 y dy dy
42. y d x 2 dx dx
.

2 2
d2 y dy
43. a2 y(0) = – 1 and y
d x2 dx

2
d2 y dy
44. y 6 xy 2 .
d x2 dx
2
d2 y dy
45. y 2 y2 .
d x2 dx

2
d2 y dy
46. y 2 2 0.
dx dx
 Chapter I: Ordinary Differential Equations II – 1.73

d2 y dy
47. x 2 . x y 0.
d x2 dx

d2 y dy
48. 1 x 2 3x y 1.
d x2 dx

d2 y dy
49. x 2 1 3x y 1.
d x2 dx

d2 y dy
50. x x 2 y e x.
d x2 dx

1.7 METHOD OF VARIATION OF PARAMETERS

f(D)y = x,
f(D)y =

dy
Solution of the equation Py Q (1)
dx

where P and Q are functions of x.

dy
Py 0 (2)
dx

dy
i.e. Pdx
y

Pdx
lo y P x lo c ce

solution of Eq. (2) is

Pdx
y ce (3)

c as a function of x
required solution of (1).
x, we have
II – 1.74 Part II: Mathematics II

dy P x dc P
c e P e (4)
dx dx

Pdx dc Pdx Pdx

cPe e cPe Q
dx

dc Pdx
i.e. Qe
dx

Pdx
c Q e .dx A (5)

Pdx Pdx
y e Qe dx A

Pdx Pdx
ye Q e .dx A (6)

Note

d2 y dy
Solution of the equation P Qy R (1)
dx 2 dx
where P, Q and R are functions of x or constants.

d2 y dy
P Qy 0 (2)
dx 2 dx

y Au Bv (3)

where A and B y = u(x) and y = v(x) are

A and B as functions of x
x, we have

dy
Au Bv Au Bv (4)
dx
 Chapter I: Ordinary Differential Equations II – 1.75

We choose A and B such that

Au+Bv=0 (5)

dy
Au Bv (6)
dx

x, we have

d2 y
Au Bv Au Bv (7)
dx 2

Since (3) is a solution of Eq. (1), (3), (6) and (7) satisfy (1).

(Au + + + ) + P( ) + Q(Au + Bv) = R

i.e. A( )+B( ) (8)

Since y = u is a solution of Equation (2)
u + Pu + Qu = 0
v + + Qv = 0

(9)
A
values of A and B as functions of x.

Notes

the values of A and B

d2 y
differential equation is unity. dx 2

A and B x.

WORKED EXAMPLE 1(e)

dy 1
Example 1.1 Solve the equation x 2 1 4 xy 2
dx x 1
II – 1.76 Part II: Mathematics II

dy
x2 1 4 xy 0 (1)
xy
dy 4x
i.e. 2
dx 0
y x 1
y+2 x2 + c

c
i.e. y 2 is the solution of (1) (2)
x2 1

c as a function of x x, we have
2
dy x2 1 c' c 2 x2 1 2x
4
(3)
dx x2 1

2
x2 1 c' 4cx x 2 1 4cx 1
3 2 2
x 2
1 x 2
1 x 1

i.e. (x2 + l)2 c cx (x2 + l) + 4cx (x2 + 1) = (x2 + 1)2

i.e. 1 c=x+k (4)

x2 + 1)2 y =
x + k, where k
dy
Example 1.2 Solve the equation x sin 2y = x3 cos2 y
dx

2
y
dy
sec 2 y 2 x tan y x3 (1)
dx
y=z

dz
2x z x 3 , which is linear. (2)
dx
 Chapter I: Ordinary Differential Equations II – 1.77

dz dz
2 xz 0 or 2 xdx 0 (3)
dx z

z c – x2
i.e. the solution of Eq. (3) is

x2 (4)
z ce

c as a function of x x,

dz x2 x2
2cxe ce (5)
dx

– 2cxe–x2 + –x2
+ 2cxe–x2 = x3
i.e. = x3 ex2

c = x3 ex2 dx + k

1
t e t dt k, x2 = t
2

1 t
te et k
2
1 2 2
(6)
x 1 ex k
2

1 2 x2
z x 1 ke
2

1 2 x2
tan y x 1 ke
2
where k is
d2 y
Example 1.3 Solve the equation y x cos x,
dx 2

d2 y
y x cos x (1)
dx 2
II – 1.78 Part II: Mathematics II

d2 y
y 0 (2)
dx 2
The solution of Eq. (2) is
y = A cos x + B sin x, (3)
where A and B
A and B as functions of x, and B
– sin x + cos x = x cos x (4)
and A x+ sin x = 0 (5)

1
A x sin x cos x or x sin 2 x and (6)
2
1
B x cos 2 x or x 1 cos 2 x (7)
2
x
1 x cos 2 x sin 2 x (8)
A c1
2 2 4

x2 1 x sin 2 x cos 2 x
and B c2 (9)
4 2 2 4

x 1
y c1 cos 2 x sin 2 x cos x
4 8
x2 x 1
c2 sin 2 x cos 2 x sin x
4 4 8

1 x2 x
y c1 cos x c2 sin x sin x sin x cos x
i.e. 8 4 4
x2 x
or y c1 cos x c3 sin x sin x cos x
4 4

1
where c2 has assu d as c3 .
8
 Chapter I: Ordinary Differential Equations II – 1.79

d2 y
Example 1.4 Solve the equation a2 y tan ax
dx 2
d2 y
a2 y tan ax (1)
dx 2

d2 y
a2 y 0 (2)
dx 2

The solution of Eq. (2) is

y = A cos ax + B sin ax (3)
If we treat A and B as functions of x, and B
– sin ax + cos ax = tan ax (4)

and A ax + sin ax =0 (5)

1 sin 2 ax (6)
A
a cos ax

and 1 (7)
B sin ax
a

x,
1
A sin ax l sec ax tan ax c1 (8)
a2

1
and B cos ax c2 (9)
a2

1
i.e. y c1 sin ax l sec ax tan ax cos ax
a2

1
c2 cos ax sin ax
a2
1
i.e. y c1 cos ax c2 sin ax cos ax l sec ax tan ax
a2
II – 1.80 Part II: Mathematics II

Example 1.5 Solve the equation (2D2 – D – 3) y = 25e–x,

D2y

1 3 25 x (1)
D2 D y e
2 2 2

1 3 (2)
D2 D y 0
2 2

1 3
m2 m 0
2 2
3
or m m 1 0
2

3
m and 1.
2
Therefore the solution of Equation (2) is
3
x
y Ae 2 Be x (3)

A and B as functions of x, and

3
3 x
x 25 x (4)
A e2 Be e
2 2

and 3
x (5)
x
A e2 Be 0

5
x
2
A 5e and B 5

5
x
2
A 2e c1 and B 5x c2

5 3
x x
2 x
y c1 2e e2 c2 5x e
 Chapter I: Ordinary Differential Equations II – 1.81

3
x
x x x
i.e. y c1 e 2 c2 e 2e 5 xe
d2 y dy
Example 1.6 Solve the equation x 2 4x 6y sin l x
dx 2 dx
.
d2 y
dx 2

d2 y 4 dy 6 1
y sin l x (1)
dx 2 x dx x2 x2

d2 y 4 dy 6
y 0 or
dx 2 x dx x2
d2 y dy
x2 4x 6y 0 (2)
dx 2 dx

d
x=t ,
dt

1 4 6 y 0

2
i.e. 5 6 y 0 (3)

m2 –5m + 6 = 0

m = 2, 3
Therefore the solution of Eq. (2) is
y Ae 2t Be3t
or y Ax 2 Bx 3 (4)

A and B as functions of x, and

1
2A x 3B x 2 sin (lo x (5)
x2

and A x2 B x3 0 (6)

1 1
A sin l x and B sin l x.
x3 x4
II – 1.82 Part II: Mathematics II

1 1
A sin l x dx c1 and B = sin l x dx c2
x3 x4
2t 3t
i.e. A e sin t dt c1 and B e sin t dt c2 ,

x = t or x = et
2t
e
i.e. A c1 2 sin t cos t and
5

e 3t
B = c2 3 sin t cos t
10
1
i.e. A c1 2 sin l x cos l x and
5x2
1
B c2 3 sin l x cos l x
10 x 3

A and B in (4), the required solution of Eq. (1) is

1
y c1 2 sin lo x os lo x x2
5x2

1
c2 3 sin lo x os lo x x3
10 x 3

2 3 1 1
i.e. y c1 x 2 c2 x 3 sin l x cos l x
5 10 5 10

1
i.e. y c1 x 2 c2 x 3 sin l x cos l x .
10

d2 y dy
Example 1.7 Solve the equation x 2 x y x log x
d x2 dx

d2 y
d x2

d2 y 1 dy 1 1
y log x (1)
d x2 x dx x2 x
 Chapter I: Ordinary Differential Equations II – 1.83

d2 y 1 dy 1
y 0 or
d x2 x d x x2
d2 y dy
x2 x y 0 (2)
d x2 dx

d
x = et or t x
dt

1 1y 0
2
i.e. 1 y 0 (3)
Therefore the solution of Eq. (3) is

y At B et or y Ax l x Bx (4)

A and B as functions of x, and

1
A 1 lo x B x (5)
x

and A x lo x B x (6)

1 1 2
A lo x and B x
x x

1 1 2
A lo x dx and B x dx
x x

i.e. A t dt and B t 2 dt on x t

1 2 1 3
A lo x c1 and B x c2
2 3
A and B in (4), the required solution of Eq. (1) is

1 2 1 3
y lo x c1 x x lo x c2 x
2 3

1 3
i.e. y c1 x lo x c2 x x x
6
II – 1.84 Part II: Mathematics II

EXERCISE 1(e)

dy
1. y tan x e x sec x.
dx
dy x
2. x 1 x y e
dx
d2 y
3. y x sin x
d2 x
d2 y
4. a2 y sec ax
d2 x
d2 y dy
4. 2 2y e x tan x
dx 2 dx
d2 y dy 1 3x
6. 6 9y e
dx 2 dx x2
2
7. x 2 d y 4x
dy
2y x2
1
dx 2 dx x2
d2 y dy 2
8. x 2 2x 4y 32 l x .
dx 2 dx

ANSWERS

Exercise 1(a)
x2
(7) y 2x C y 3x C 0 (8) y C lo y x C 0
2
y2
( ) (y – ex – C) (ey – x – C) = 0 (10) y lo x C x C 0
2
p C
(11) y px ;y Cx (12) y = px – ep; y = Cx – eC
p 1 C 1
(13) y = px + sin–1 p; y = Cx + sin–1 C (14) y2 = 4x
(15) x2 = 4y (16) (y – x – C) (x2 + y2 – C) = 0
x2 1
(17) y C x C 0 (18) (y – Cx2) (3x2 – y2 – C) = 0
4 y
 Chapter I: Ordinary Differential Equations II – 1.85

(19) (y – Cx) (x2 – y2 – C) = 0 (20) (xy – C) (x2 – y2 – C) = 0

y (1 + cos x) – C y (1 – cos x) – C] = 0
1 y 1 y
(22) sin l x C sin l x C 0
x x

C 1
(23) y C2; y 0
x 4x2
x
p y = x2 + p2 and lo p x C.
p x
n C
p x pn 1

n 1 p2
2p C p2 2C
p x and y .
3 p2 3 p
p 1
p x C lo an 1 p
2
p 1

p ep p 1
p x Ce and y C 1 p e 1 p ep
2 2
3
(29) y 3x lo
1 Ce3 x
(30) 64y = C(C – 4x)2; 4x3 = 27y
(31) of p y=C– p – 1) + 2p + p2] and x= C
p – l) + 2p]
(32) y2 = 2Cx + 4C2 (33) y2 = 2Cx + C3 y = Cx + C2
1 x
(35) y x1 x tan (36) y x
1 x
(37) y2 =Cx2+ C2 (38) y2 = 2Cx + C2
(39) xy= Cx – C2 (40) ey = Cex + C3

Exercise 1(b)
x
3 3
(1) y e 2 C1 x C2 cos x C3 x C4 sin x.
2 2

x3 x 1 x x
(2) e e (3) b sin a x c cos a x .
6 8 2a
x3 2x
(4) e (5) (x – 2) e2x
6
1 x
(6) – e–x cos x (7) xe cos 2 x
4
II – 1.86 Part II: Mathematics II

1
(8) x e 2 x sin x
2
(9) ex (4 sin x + cos x)
(11) y = C1 e–x + C2 cos x + C3 sin x + x2 – 2x + xe–x
x2 2 1
(12) y C1 cos 3 x C2 sin 3 x cosh x
9 81 10
x 1
(13) y Ax B e x3 6x2 18 x 24 4 sin 2 x 3 cos 2 x
25
1 1 2 16 110
(14) y e 4 x Ae 7x
Be 7x
5 cos 5 x 2 sin 5 x x x
29 9 9 81
x 2x 1
(15) y C1e C2 e cos 2 x 3 sin 2 x x2 3x 4
20
x
3 3
(16) y C1 x C2 e 2
C3 cos x C4 sin x x4 4 x3
2 2
1
8 cos 3 x 3 sin 3 x sin x
657
(17) y = C1ex + C2e–x + xex + (3 + 3x + 2x2)
(18) y = (C1 x2 + C2 x + C3) e2x + (2x3 – 9x2 + 18x – 15) e4x
x e2 x 2 7 11
(19) y C1 C2 x C3 e x x
18 3 6
x 2
(20) y C1e 2 x C2 e 2x
sinh x cosh x
3 9
(21) y = (C1x + C2) cos x + (C3x + C4) sin x + (x2 + 4x + 4) e–x
1 2 7 5 21
(22) y C1e x C2 e 4 x e 2x
e x
x x2 x
18 5 10 2 8
(23) y C1e x C2 e 3 x e x co 2 x in 2 x
1
(24) y C1e x C2 e x
C3 cos x C4 sin x sin x cosh x
5
1 x 1 x
(25) y e x C1 cos 2 x C2 sin 2 x e xe cos 2 x
4 4
x
x 3 3 1 x 1 x
(26) y C1e e 2 C2 cos x C3 sin x xe e 2 siin x
2 2 6 26
3 cos x
3
(27) y C1 cos 2x C2 sin 2x e2 x 7 sin x 4 cos x
65
1
12 cos 3 x sin 3 x
145
 Chapter I: Ordinary Differential Equations II – 1.87

1 1
(28) y C1e x C2 e 3 x 10 cos 5 x 11 sin 5 x sin x 2 cos x .
884 20
x x
(29) y Ax B e e x sin x 2 cos x
x x sin x
(30) y A Be sin x cos x cos x
2 2
x 2
(31) y Ax B e2 x 3 sin x 4 cos x 11 cos x 2 sin x
25 125
1
(32) y Ae x Be x
1 x 2 cos x x sin x.
2
x
(33) y C1 x C2 cos 2 x C3 x C4 sin 2 x sin 2 x 2 x cos 2 x
64
1
(34) y A cos x B sin x 24 x cos 2 x 9 x 2 26 sin 2 x .
27
(35) y A cos 2 x B sin 2 x cos 2 x l sec 2 x tan 2 x .

Exercise 1(c)
(1) y A lo x B x (2) y x A lo x B
3 2 t
(3) 2
4 1 y e 3t (4) 4 4 y e

(5) y Ax n Bx n 1 .
A 3 3
(6) y x B cos l x C sin l x
x 2 2
(7) x A cos t B sin t 2
B 1 4 1 1
(8) y Ax 4 x lo x x 2

x5 9 7 20
1
(9) y A x2 B C lo x
9x
1
(10) y A lo x B x Cx 2 in 2 lo x 7 os 2 lo x
100
3 B 3 1
(11) y Ax sin l x sin 3 l x .
x3 40 72
1 1 16 78
(12) y A cos 3 l x B sin 3 l x lo x 2
x
x4 25 25 625
2
(13) y A lo x B os lo x C x D sin l x lo x 2
lo x 3
2 2
(14) y x A lo x B x x 4 lo x 6
3 2
(15) y A lo x B x C lo x D x x2 x 4
B 1
(16) y Ax 3 2 sin 2 l x cos 2 l x
x 20 x
II – 1.88 Part II: Mathematics II

1 x
(17) y A cos 2 l x B sin 2 lo x 4 in lo x 7 os lo x
x 65
2 2 1 2
(18) y A 3x 2 B 3x 2 3x 2 lo 3 x 2 1
108
(19) y = A x + 1) + B x x x + 1)
2t 7t 5 31 1 2t
(20) x Ae Be t e
14 196 12
2 2t 1 9 1 2t
y Ae Be 7t t e
3 7 98 6
5 2t 4B t 1 t
(21) x Ae e e
3 3 3
y Ae 2t Bet
(22) x = 2 cosh t; y = sin t – 2 sinh t
3t
t 2
t
(23) x A Bt e Ce
2
3t
C 1
y 2 A 6 B 2 Bt et e 2
3 3
9 2t
(24) x A B cos t C sin t e
10
6 2t
y B cos t C sin t e
10
1
(25) x A cos 2 t B sin 2 t C cos 3 t D sin 3 t 1 cos 2t
4
y 1 2 A cos 2 t 2 B sin 2 t C cos 3 t D sin 3 t
1 t
(26) x At B cos t Ct D sin t
25
e 4 sin t 3 cos t

1 t
y At B sin t Ct D cos t e 3 sin t 4 cos t
25

4 2 5 37
(27) x Aet Be t
C cos 3t D sin 3t t t .
9 9 81
5 2 4 44
y Aet Be t
C cos 3t D sin 3t t t .
9 9 81

Exercise 1(d)
5 x x
(11) y A x 1 ex e Be x .
4
(12) y = ex (c1 x + c2 + x).
 Chapter I: Ordinary Differential Equations II – 1.89

x 1 x
(13) y Ae 2 sin x cos x Be x e cos x
2
(14) y = (Ax3 + B)e–x
(15) y = Axe–2x + Be–x
(16) y = e–x (c1 x + c2)
c1 3 1 x 3 2
(17) y x lo c1 c2 x x
2 4 1 x 2
(18) y = c1e2x + c2x
(19) y = c1 xex + c2x + x (x – 1)ex
(20) y = c1 x3 + c2x + x3 x + x2
(21) y = c1 xex + c2x2
(22) y = c1 x3 + c2x–3
(23) y= c1 cos x + c2 sin x + x sin x + cos x x
(24) y= c1 cos 2x + c2 sin 2x – cos 2x x + tan 2x)
1
(25) y cos x A B x tan x lo os x
x
2 1
(26) y c1 1 x c2
x
1 x 1.
(27) y c1 x x3 c2 4 3 x 6 x 2 3 x 3 lo
1 x 6
(28) y = c1 tan x – c2 (1 + x tan x)
(29) y = c1 (1 – x cot x) + c2 cot x
x2
(30) y Ae 2 x B x
2
(31) y = c1x – c2 cos x
1
(32) y A cosh x B sinh x
x
1
(33) y A cos x B sin x
x
(34) y = xex (Ax + B)
1 1
(35) y A cos 2 x B sin 2 x sin x
x 3
(36) y = 2 sin x – sin x cos x – x – 1
1 1 2 1
(37) y sin x sin x
2 4
1 1
(38) y x 1 lo 1 c1 x c2
c1 c12
II – 1.90 Part II: Mathematics II

(39) x= c1 sin (y – c2)

(40) y + c1 y = x + c2
c1 x
(41) y = c2 e + c1
1
(42) y = c2 ec1 x +
c1
(43) y = a cos x – (a + 1)
3
(44) y = c1 e( x c2 x )
(45) y2 = c1 cosh (2x + c2)
(46) y3 = Ax + B
B
(47) y Ax
x
1
(48) y c1 sin x/ 1 x2 c2 / 1 x2 1
2
(49) y 1 x 1 x2 c1 sinh -1 x c2
(50) xyex = c1 ex + c2 – x.
Exercise 1(e)
x sin 2x
1. y cos x c
2 4
2. xy ex = x + c
1 1 2
3. y c1 cos x c2 sin x x sin x x cos x
4 4
1 1
4. y c1 cos ax c2 sin ax 2
cos ax l cos ax x sin ax.
a a
5. y = ex (c1 cos x + c2 sin x) – ex cos x x + tan x)
6. y = (c1x + c2) e3x – e3x x.
c1 c2 1 2 1
7. y 2
x lo x
x x 12 x2
1 2
8. y c1 x 4 c2 8 lo x 12 x 13.
x