Instructor: Nitin Kumar Differential Equations

1 9 / 0 3 / 2 0 2 4
1.3.3 The Nonhomogeneous Equation
The general form of a nonhomogeneous nth-order linear differetial equation

dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = F (x). (6)
dx dx dx
Theorem 22. 1. Let v be any solution of the given (nonhomogeneous) nth-order linear dif-
ferential equation (6).

2. Let u be any solution of the corresponding homogeneous equation.

Then u + v is also a solution of the given (nonhomogeneous) equation (6).

Theorem 23. 1. Let yp be a given solution of the nth-order nonhomogeneous linear equation
(6) involving no arbitrary constants.

2. Let yc = c1 y1 + c2 y2 + · · · + cn yn be the general solution of the corresponding homogeneous

equation.

Then every solution ϕ of the nth-order nonhomogeneous equation (6) can be expressed in the
form yc + yp , that is,
ϕ = c1 y1 + c2 y2 + · · · + cn yn + yp
for suitable choice of the n arbitrary constants c1 , c2 , . . . , cn .

Definition: Consider the nth-order (nonhomogeneous) linear differential equation

dn y dn−1 y dy
a0 (x) n
+ a1 (x) n−1
+ · · · + an−1 (x) + an (x)y = F (x) (7)
dx dx dx
and the corresponding homogeneous equation

dn y dn−1 y dy
a0 (x) n
+ a 1 (x) n−1
+ · · · + an−1 (x) + an (x)y = 0. (8)
dx dx dx
1. The general solution of (8) is called the complementary function of Equation (8). We shall
denote this by yc .

2. Any particular solution of (7) involving no arbitrary constants is called a particular integral
of (7). We shall denote this by yp .

3. The solution yc + yp of (7), where yc is the complementary function and yp is a particular

integral of (7), is called the general solution of (7).

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 32

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

1.3.4 Method of undetermined coefficients

Definition: We shall call a function UC function if it is either
1. a function defined by one of the following:
(i) xn , where n is a positive integer or zero,
(ii) eax , where a is a constant ̸= 0,
(iii) sin(bx + c), where b and c are constants, b ̸= 0,
(iv) cos(bx + c), where b and c are constants, b ̸= 0,
or
2. a function defined as a finite product of two or more functions of these four types.
UC function UC set
xn xn , xn−1 , xn−2 , . . . , x, 1

1
2 eax {eax }
3 sin(bx + c) or cos(bx + c) {sin(bx + c), cos(bx + c)}

xn eax xn eax , xn−1 eax , xn−2 eax , . . . , xeax , eax


4
5 xn sin(bx + c) or xn cos(bx + c) {xn sin(bx + c), xn cos(bx + c) ,
xn−1 sin(bx + c), xn−1 cos(bx + c),
. . . , x sin(bx + c), x(bx + c),
sin(bx + c), cos(bx + c)}
6 eax sin(bx + c) or eax cos(bx + c) {eax sin(bx + c), eax cos(bx + c)}

7 xn eax sin(bx + c) or xn eax cos(bx + c) {xn eax sin(bx + c), xn eax cos(bx + c) ,
xn−1 eax sin(bx + c), xn−1 eax cos(bx + c),
. . . , xeax sin(bx + c), xeax cos(bx + c),
eax sin(bx + c), eax cos(bx + c)}
Method: We now outline the method of undetermined coefficients for finding a particular
integral yp of
dn y dn−1 y dy
a0 n + a1 n−1 + · · · + an−1 + an y = F (x),
dx dx dx
where F is a finite linear combination

F = A1 u1 + A2 u2 + · · · + Am um

of UC functions u1 , u2 , . . . , um , the Ai being known constants. Assuming the complementary

function yc has already been obtained, we proceed as follows:
1. For each of the UC functions u1 , u2 , . . . , um of which F is a linear combination, form the
corresponding UC set, thus obtaining the respective sets

S1 , S2 , . . . , Sm .

2. Suppose that one of the UC sets so formed, say Sj , is identical with or completely included
in another, say Sk . In this case, we omit the (identical or smaller) set Sj from further
consideration (retaining the set Sk ).

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 33

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

3. We now consider in turn each of the UC sets which still remain after Step 2. Suppose now
that one of these UC sets, say Sl , includes one or more members which are solutions of
the corresponding homogeneous differential equation. If this is the case, we multiply each
member of Sl by the lowest positive integral power of x so that the resulting revised set
will contain no members that are solutions of the corresponding homogeneous differential
equation. We now replace Sl by this revised set, so obtained.
Note that here we consider one UC set at a time and perform the indicated multiplication,
if needed, only upon the members of the one UC set under consideration at the moment.

4. In general there now remains:

(i) certain of the original UC sets, which were neither omitted in Step 2 nor needed
revision in Step 3, and
(ii) certain revised sets resulting from the needed revision in Step 3.

Now form a linear combination of all of the sets of these two categories, with unknown
constant coefficients (undetermined coefficients).

5. Determine these unknown coefficients by substituting the linear combination formed in

Step 4 into the differential equation and demanding that it identically satisfy the differential
equation (that is, that it be a particular solution).
Example 25. Solve
d2 y dy
2
−3 + 2y = x2 ex (9)
dx dx
Solution: The UC set of x2 ex is

S = x2 ex , xex , ex .


The homogeneous equation corresponding to (9) has linearly independent solutions ex and e2x ,
and so the complementary function of (9) is yc = c1 ex + c2 e2x . Since member ex of UC set S is
a solution of the homogeneous equation corresponding to (9), we multiply each member of UC
set S by the lowest positive integral power of x so that the resulting revised set will contain no
members that are solutions of the homogeneous equation corresponding to (9). This turns out
to be x itself; for the revised set

S ′ = x3 ex , x2 ex , xex


has no members that satisfy the homogeneous equation corresponding to (9). We take

yp = Ax3 ex + Bx2 ex + Cxex

yp′ = A(3x2 ex + x3 ex ) + B(2xex + x2 ex ) + C(ex + xex )
yp′′ = A(6xex + 6x2 ex + x3 ex ) + B(2ex + 4xex + x2 ex ) + C(2ex + xex )

Using these in the D.E., we obtain A, B, C. Thus the general solution of the differential equation
under consideration is y = yc + yp .
Example 26. Solve
d2 y dy
−2 + y = x2 e x
dx2 dx

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 34

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

Solution: The UC set of x2 ex is

S = x2 ex , xex , ex .


We have yc = c1 ex + c2 xex . Now we multiply each member of UC set S by x2 so that the result-
ing revised set will contain no members that are solutions of the corresponding homogeneous
equation. The revised set
S ′ = x4 ex , x3 ex , x2 ex


has no members that satisfy the corresponding homogeneous equation. Now solve it further.
Example 27.
d2 y dy
2
−2 − 3y = 2ex − 10 sin x.
dx dx
Solution: The corresponding homogeneous equation is
d2 y dy
2
−2 − 3y = 0
dx dx
and the complementary function is

yc = c1 e3x + c2 e−x .

The nonhomogenous term is the linear combination 2ex − 10 sin x of the two UC functions given
by ex and sin x.
1. Form the UC set for each of these two functions. We find

S1 = {ex }, S2 = {sin x, cos x}.

2. Note that neither of these sets is identical with nor included in the other; hence both are
retained.
3. Furthermore, by examining the complementary function, we see that none of the functions
ex , sin x, cos x in either of these sets is a solution of the corresponding homogeneous equation.
Hence neither set needs to be revised.
4. Thus the original sets S1 and S2 remain intact in this problem, and we form the linear
combination
Aex + B sin x + C cos x
of the three elements ex , sin x1 cos x of S1 and S2 , with the undetermined coefficients A, B, C.
5. We determine these unknown coefficients by substituting the linear combination formed in
Step 4 into the differential equation and demanding that it satisfy the differential equation
identically. That is, we take
yp = Aex + B sin x + C cos x
as a particular solution. Then
yp′ = Aex + B cos x − C sin x,
yp′′ = Aex − B sin x − C cos x.

Actually substituting, we find

(Aex − B sin x − C cos x) − 2 (Aex + B cos x − C sin x)
− 3 (Aex + B sin x + C cos x) = 2ex − 10 sin x

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 35

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

or
−4Aex + (−4B + 2C) sin x + (−4C − 2B) cos x = 2ex − 10 sin x.
Since the solution is to satisfy the differential equation identically for all x on some real
interval, this relation must be an identity for all such x and hence the coefficients of like terms
on both sides must be respectively equal. Equating coefficients of these like terms, we obtain
the equations
−4A = 2, −4B + 2C = −10, −4C − 2B = 0.
From these equations, we find that
1
A=− , B = 2, C = −1,
2
and hence we obtain the particular integral
1
yp = − ex + 2 sin x − cos x.
2
Thus the general solution of the differential equation under consideration is
1
y = yc + yp = c1 e3x + c2 e−x − ex + 2 sin x − cos x.
2

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 36

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
 Instructor: Nitin Kumar Differential Equations

2 0 / 0 3 / 2 0 2 4
1.3.5 Variation of parameters
The general second-order linear differential equation with variable coefficients is

d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = F (x). (10)
dx dx
Suppose that y1 and y2 are linearly independent solutions of the corresponding homogeneous
equation

d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = 0. (11)
dx dx
Then the complementary function of (10) is

c1 y1 (x) + c2 y2 (x)

where y1 and y2 are linearly independent solutions of (11) and c1 and c2 are arbitrary constants.
The procedure in the method of variation of parameters is to replace the arbitrary
constants c1 and c2 in the complementary function by respective functions v1 and v2 which will
be determined so that the resulting function, which is defined by

v1 (x)y1 (x) + v2 (x)y2 (x), (12)

will be a particular integral of (10) (hence the name, variation of parameters).

We now assume a solution of the form (12) and write

yp (x) = v1 (x)y1 (x) + v2 (x)y2 (x) (13)

On differentiating, we have

yp′ (x) = v1 (x)y1′ (x) + v2 (x)y2′ (x) + v1′ (x)y1 (x) + v2′ (x)y2 (x)

where we use primes to denote differentiations. At this point we impose the aforementioned
second condition; we simplify yp′ by demanding that

v1′ (x)y1 (x) + v2′ (x)y2 (x) = 0.

With this condition imposed, we obtain

yp′ (x) = v1 (x)y1′ (x) + v2 (x)y2′ (x).

Now differentiating again, we obtain

yp′′ (x) = v1 (x)y1′′ (x) + v2 (x)y2′′ (x) + v1′ (x)y1′ (x) + v2′ (x)y2′ (x).

We now impose the basic condition that (13) be a solution of (10). Thus after substituting the
above values we obtain the identity

a0 (x) v1 (x)y1′′ (x) + v2 (x)y2′′ (x) + v1′ (x)y1′ (x) + v2′ (x)y2′ (x)
 

+ a1 (x) v1 (x)y1′ (x) + v2 (x)y2′ (x) + a2 (x) [v1 (x)y1 (x) + v2 (x)y2 (x)] = F (x).
 

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 37

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

This can be written as

v1 (x) a0 (x)y1′′ (x)+ a1 (x)y1′ (x) + a2 (x)y1 (x)
 

+ v2 (x) a0 (x)y2′′ (x) + a1 (x)y2′ (x) + a2 (x)y2 (x)

 

+ a0 (x) v1′ (x)y1′ (x) + v2′ (x)y2′ (x) = F (x).

 

Since y1 and y2 are solutions of the corresponding homogeneous differential equation (11), the
expressions in the first two brackets are identically zero. This leaves

F (x)
v1′ (x)y1′ (x) + v2′ (x)y2′ (x) = .
a0 (x)

This is actually what the basic condition demands. Thus the two imposed conditions require
that the functions v1 and v2 be chosen such that the system of equations

y1 (x)v1′ (x) + y2 (x)v2′ (x) = 0,

F (x)
y1′ (x)v1′ (x) + y2′ (x)v2′ (x) = ,
a0 (x)

is satisfied. The determinant of coefficients of this system is precisely

y1 (x) y2 (x)
W [y1 (x), y2 (x)] = = W (say)
y1′ (x) y2′ (x)

Since y1 and y2 are linearly independent solutions of the corresponding homogeneous differ-
ential equation (11), we know that W [y1 (x), y2 (x)] ̸= 0. Hence the above system of equation
has a unique solution. Solving this system, we obtain

F (x)y2 (x) F (x)y1 (x)

v1′ (x) = − , and v2′ (x) = .
a0 (x)W a0 (x)W

Thus we obtain the functions v1 and v2 defined by

Z x Z x
F (t)y2 (t)dt F (t)y1 (t)dt
v1 (x) = − , and v2 (x) = .
a0 (t)W a0 (t)W

Therefore a particular integral yp is given by

yp (x) = v1 (x)y1 (x) + v2 (x)y2 (x).

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 38

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

d2 y
Example 28. Solve + y = tan x.
dx2
Answer:
v1′ (x) = sin x, v2′ (x) = cos x − sec x.
that gives
v1 (x) = − cos x, v2 (x) = sin x − ln | sec x + tan x|.
Finally,
y = c1 sin x + c2 cos x − (cos x)(ln | sec x + tan x|).
d3 y d2 y dy
Example 29. Solve 3
− 6 2
+ 11 − 6y = ex .
dx dx dx
Answer:
1 1
v1′ (x) = , v2′ (x) = −e−x , v3′ (x) = e−2x .
2 2
that gives
x 1
v1 (x) = , v2 (x) = e−x , v3 (x) = − e−2x .
2 4
Finally,
1 3
y = yc + yp = c1 ex + c2 e2x + c3 e3x + xex + ex
2 4
or
1
y = c′1 ex + c2 e2x + c3 e3x + xex ,
2
where c′1 = c1 + 34 .

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 39

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
 Instructor: Nitin Kumar Differential Equations

2 1 / 0 3 / 2 0 2 4
1.3.6 Operator Method
The general form of nonhomogeneous equation is
dn y dn−1 y dy
a0 n
+ a1 n−1
+ · · · + an−1 + an y = F (x)
dx dx dx
d
Let D ≡ dx , then above equation can be written as
Dn y + a1 Dn−1 y + · · · + an−1 Dy + an y = F (x),
Dn + a1 Dn−1 + · · · + an−1 D + an y = F (x),

or
f (D)y = F (x),
where the differential operator p(D) is simply the auxiliary polynomial p(r) with r replaced by
D. We know that p(D) can be formally factored into
p(D) = (D − r1 ) (D − r2 ) · · · (D − rn ) ,
where r1 , r2 , . . . , rn are the roots of the auxiliary equation.
For second order differential equation, we have only two roots r1 and r2 , then formally
we have
(D − r1 ) (D − r2 ) = D2 − (r1 + r2 ) D + r1 r2 ;
and one can also verify that
(D − r1 ) (D − r2 ) y = D2 − (r1 + r2 ) D + r1 r2 y.
 

We wish to ”solve formally” for y, obtaining

1
y= F (x).
f (D)
Here 1/f (D) represents an operation to be performed on F (x) to yield y.
Z
1
y = f (x) is equivalent to y = f (x)dx.
D
and Z Z
1
y = 2 f (x) is equivalent to y = f (x)dxdx.
D
Operators like 1/D and 1/D2 are called inverse operators. Consider
(D − r)y = f (x),
where r is a constant. It is the simple first order linear equation
dy
− ry = f (x),
dx
whose solution is Z
y=e rx
e−rx f (x)dx.

Thus Z
1
y= f (x) = erx e−rx f (x)dx.
D−r

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 40

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

Method 1: Successive integration. By using the factorization, we have

1 1
y= F (x) = F (x)
f (D) (D − r1 ) (D − r2 ) · · · (D − rn )
1 1 1
= ··· F (x).
D − r1 D − r2 D − rn
Here we may apply the n inverse operators in any convenient order, and we know that the
complete process requires n successive integrations.
Example 30. Find a particular solution of y ′′ − 3y ′ + 2y = xex .
Solution: We have D2 − 3D + 2 y = xex , so

1 1
(D − 1)(D − 2)y = xex and y= xex .
D−1D−2
We have Z
1
xex = e2x e−2x xex dx = −(1 + x)ex ,
D−2
so Z
1 1
y= x
[−(1 + x)e ] = −e x
e−x (1 + x)ex dx = − (1 + x)2 ex .
D−1 2
Method 2: Partial fraction decomposition of operators. The successive integrations of
method 1 are likely to become complicated and time-consuming to carry out. The formula
1 1
y= F (x) = F (x)
f (D) (D − r1 ) (D − r2 ) · · · (D − rn )
suggests a way to avoid this work, for it suggests the possibility of decomposing the operator on
the right into partial fractions. If the factors of f (D) are distinct, we can write
 
1 A1 A2 An
y= F (x) = + + ··· + F (x)
f (D) D − r1 D − r2 D − rn
for suitable constants A1 , A2 , . . . , An .
Example 31. Find a particular solution of y ′′ − 3y ′ + 2y = xex .
Solution: We have
 
1 x 1 1
y= xe = − xex
(D − 1)(D − 2) D−2 D−1
1 1
= xex − xex
D −Z 2 D−1 Z
= e2x e−2x xex dx − ex
e−x xex dx
 
x 1 2 x 1 2 x
= −1(1 + x)e − x e = − 1 + x + x e .
2 2
Method 3: Series expansions of operators. For problems in which F (x) is a polynomial,
it is often useful to expand the inverse operator 1/f (D) in a power series in D, so that
1
F (x) = 1 + b1 D + b2 D2 + · · · F (x).


y=
f (D)

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 41

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

Example 32. Find a particular solution of y ′′′ − 2y ′′ + y = x4 + 2x + 5.

Solution: We have D3 − 2D2 + 1 y = x4 + 2x + 5, so

1 4


y= x + 2x + 5 .
1 − 2D2 + D3
By ordinary long division we find that
1
= 1 + 2D2 − D3 + 4D4 − 4D5 + · · · ,
1 − 2D2 + D3
so
y = 1 + 2D2 − D3 + 4D4 − 4D5 + · · · x4 + 2x + 5

= x4 + 2x + 5 + 2 12x2 − (24x) + 4(24)

= x4 + 24x2 − 22x + 101.

In order to make the fullest use of this method, it is desirable to keep in mind the following
series expansions from elementary algebra:
1 1
= 1 + r + r2 + r3 + . . . and = 1 − r + r2 − r3 + . . .
1−r 1+r
Method 4: The exponential shift rule. As we know, exponential functions behave in a
special way under differentiation. This fact enables us to simplify our work whenever F (x)
contains a factor of the form ekx . Thus, if F (x) = ekx g(x), we begin by noticing that
(D − r)F (x) = (D − r)ekx g(x)
= ekx Dg(x) + kekx g(x) − rekx g(x)
= ekx (D + k − r)g(x).
By applying this formula to the successive factors D − r1 , D− r2 , . . . , D − rn , we see that for the
polynomial operator f (D),
f (D)ekx g(x) = ekx f (D + k)g(x).
The same property is valid for the inverse operator 1/f (D), that is,
1 kx 1
e g(x) = ekx g(x).
f (D) f (D + k)
These properties are called the exponential shift rule. They are useful in moving exponential
functions out of the way of operators.
Example 33. Find a particular solution of y ′′ − 3y ′ + 2y = xex .
Solution: We have D2 − 3D + 2 y = xex , so

1 1
y= xex = ex x
D2 − 3D + 2 2
(D + 1) − 3(D + 1) + 2
1 1 1
= ex 2 x = −ex x
D− D D1−D 
1
= −ex + 1 + D + D2 + · · · x
D
 
x 1 2
= −e x +x+1 .
2

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 42

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

1.3.7 Cauchy-Euler equations

Theorem 24. The transformation x = et reduces the equation

dn y n−1 d
n−1 y dy
a0 xn n
+ a 1 x n−1
+ · · · + an−1 x + an y = F (x)
dx dx dx
to a linear differential equation with constant coefficients.

Remark 2. Using transformation x = et that is t = ln x gives

dy dy dt 1 dy dy dy
= = ⇒x =
dx dt dx x dt dx dt
d2 y 1 d2 y dt 1 d2 y dy 2 d2 y dy
   
1 dy 2d y
= − = − ⇒ x = − .
dx2 x dt2 dx x2 dt x2 dt2 dt dx2 dt2 dt
d y 2 dy
Example 34. Solve x2 dx 3
2 − 2x dx + 2y = x .

Solution: Let x = et . Then, assuming x > 0, we have t = ln x, and

dy dy d2 y d2 y dy
x = and x2 = − .
dx dt dx2 dt2 dt
Thus
d2 y dy dy
2
− − 2 + 2y = e3t
dt dt dt
or
d2 y dy
− 3 + 2y = e3t .
dt2 dt
Now yc = c1 et + c2 e2t . We find a particular integral by the method of undetermined coefficients.
We assume yp = Ae3t ⇒ yp′ = 3Ae3t , yp′′ = 9Ae3t . Thus A = 12 and we have yp = 21 e3t . The
general solution is
1
y = c1 et + c2 e2t + e3t .
2
Using et = x, we find
1
y = c1 x + c2 x2 + x3 .
2

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 43

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.
Instructor: Nitin Kumar Differential Equations

1.3.8 The use of a known solution to find another solution

Second order homogeneous linear differential equation

y ′′ + P (x)y ′ + Q(x) = 0. (14)

Let y1 is one solution of (14), now we need to find the another solution of (14). We assume that
y2 = vy1 is a solution of (14), so that

y2′′ + P y2′ + Qy2 = 0, (15)

and we try to discover the unknown function v(x). On substituting y2 = vy1 and the expressions

y2′ = vy1′ + v ′ y1 and y2′′ = vy1′′ + 2v ′ y1′ + v ′′ y1

into (15) and rearranging, we get

v y1′′ + P y1′ + Qy1 + v ′′ y1 + v ′ 2y1′ + P y1 = 0.

Since y1 is a solution of (14), this reduces to

v ′′ y1′
= −2 −P
v′ y1
An integration now gives Z
′
log v = −2 log y1 − P dx,
so
1 − R P dx
v′ = e
y12
and Z
1 − R P dx
v= e dx.
y12

Example 35. If y1 = x is a solution of x2 y ′′ + xy ′ − y = 0, then find the general solution.

Solution: We have:
1 ′ 1
y ′′ +y − 2 y = 0.
x x
Since P (x) = 1/x, a second linearly independent solution is given by y2 = vy1 , where

x−2
Z Z Z
1 − R (1/x)dx 1 − log x
v= 2
e dx = 2
e dx = x−3 dx = .
x x −2

This yields y2 = (−1/2)x−1 , so the general solution is y = c1 x + c2 x−1 .

Book 1: S. L. Ross, Differential Equations, 3rd Edition, Wiley. 44

Book 2: G. F. Simmons: Differential Equations with Applications and Historical Notes, 2nd
Edition, Tata McGraw Hill.