Differential Equitangina Tlga

ORDINARY DIFFERENTIAL
EQUATIONS
MATHEMATICS II(MA6251)
UNIT 2
-P.VEERAIAH
DEPARTMENT OF APPLIED
MATHEMATICS
SVCE, DEPARTMENT OF APPLIED

MATHEMATICS, SRIPERUMBUDUR
1 12/23/2014
UNIT 2 SYLLABUS
 Higher order linear differential equations with
constant coefficients
 Method of variation of parameters
 Cauchy’s and Legendre’s linear equations
 Simultaneous first order linear equations with
constant coefficients

2 MATHEMATICS, SRIPERUMBUDUR 12/23/2014
Second-order linear differential
equations
d2y dy
Differential equations of the form a 2  b  cy  Q( x)
dx dx
are called second order linear differential equations.
When Q( x)  0 then the equations are referred to as homogeneous,
When Q( x)  0 then the equations are non-homogeneous.
Note that the general solution to such an equation

must include two arbitrary constants to be
completely general.

equations
Theorem
If y  f ( x) and y  g ( x) are two solutions then so is y  f ( x)  g ( x)
d2 f df 2
we have a 2  b  cf  0 and a g  b dg  cg  0
d
dx dx dx 2 dx
Adding d2 f df d 2g dg
a 2  b  cf  a 2  b  cg  0
dx dx dx dx
 d 2 f d 2 g   df dg 
a 2  2   b    c f  g   0
 dx dx   dx dx 
And so y  f ( x)  g ( x) is a solution to the differential equation.

equations
dy
y  Ae , for A and m, is a solution to the equation b  cy  0
mx
dx
It is reasonable to consider it as a possible solution for
d2y dy
a 2  b  cy  0
dx dx
2
y  Ae mx dy d y
  Ame mx
 2
 Am 2 mx
e
dx dx
If y  Ae mx is a solution it must satisfy aAm 2 e mx  bAme mx  cAemx  0
assuming Aemx  0, then by division we get am 2  bm  c  0
The solutions to this quadratic will provide two values of

m which will make y = Aemx a solution.
equations
 When the roots of the auxiliary equation are both
real and equal to m, then the solution would
appear to be
 y = Aemx + Bemx = (A+B)emx
 A + B however is equivalent to a single constant
and second order equations need two
 With a little further searching we find that y =
Bxemx is a solution.mx So a mxgeneral solution is
y  Ae  Bxe

Roots are complex conjugates
When the roots of the auxiliary equation are complex,
they will be of the form m1 = p + iq and m2 = p – iq.
Hence the general equation will be y  Ae( piq ) x  Be( piq ) x
 Ae px eiqx  Be px e  iqx
 e px  Aeiqx  Be  iqx  We know that ei  cos  i sin 
 e px  A  cos qx  i sin qx   B  cos( qx)  i sin(  qx)  
 e px  A  cos qx  i sin qx   B  cos qx  i sin qx  
 e px   A  B  cos qx   A  B  i sin qx 
 e px  C cos qx  D sin qx 
Where C  A  B and D  ( A  B )i
Non-homogeneous
Second-order linear
differential equations
d2y dy
a 2  b  cy  Q( x) d 2g dg
dx dx a 2  b  cg  Q( x)
dx dx
 Non homogeneous equations take the form
Suppose g(x) is a particular solution to this

equation. Then
Now suppose that g(x) + k(x) is another
solution. Then
d 2 (g  k) d (g  k)
a 2
b  c( g  k )  Q( x)
dxDEPARTMENT OF
SVCE, dxAPPLIED
Non homogeneous
second order differential equations
d 2g d 2k dg dk
a 2  a 2  b  b  cg  ck  Q ( x)
Giving
dx dx dx dx
 d 2k dk 
 Q ( x)   a 2 2  b  ck   Q( x2)
 ddxg dx
dg   d k dk 
  a 2  b  cg    a 2  b  ck   Q ( x)
 dx dx   dx dx 
d 2k dk
 a 2  b  ck  0
dx dx
From the work in previous exercises we know how to find k(x).
This function is referred to as the Complementary Function. (CF)
The function g(x) is referred to as the Particular Integral. (PI)
General
SVCE,Solution = CF +
DEPARTMENT OFPI
APPLIED
2nd Order DE – Homogeneous LE with
Constant Coefficients
(2) If 1 and 2 are distinct real numbers (if b2 - 4ac > 0), then the general solution is:
1x 2 x
y  c1e  c 2e
(3) If 1 = 2 (if b2 - 4ac = 0), then the general solution is:
y  c1e 1x  c 2 xe 1x

(4) If 1 and 2 are complex numbers (if b2 - 4ac < 0), then the general solution is:
y  c1ex cos x   c 2ex sin x 

Where:
b 4ac  b 2
 and  
2a 2a
2nd Order DE – Homogeneous LE with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients
A second order homogeneous equation with constant coefficients is written as:

ay   by   cy  0 a  0
where a, b and c are constant
The steps to follow in order to find the general solution is as follows:
(1) Write down the characteristic equation
a2  b  c  0 a  0
This is a quadratic. Let 1 and 2 be its roots we have
 b  b 2  4ac
1,2 
2a
TYPE-1 PARTICULAR INTEGRALS f(x) = eax+b
 Solve the equation

2
(D - 2D+1)y = coshx
The given differential equation is ( =Cosh
x
The auxiliary equation is

m2-2m + 1=0
i.e. (m-1)2 =0
i.e. m = 1,1 . The roots are real and equal.
The complementary function is
CF =(A+Bx)ex

TYPE-1 PARTICULAR INTEGRALS f(x) = eax+b
Now we have to find the particular integral

cosh x e x +e -x
PI = 2
= 2
= PI 1 + PI 2
(D - 2 D+ 1 ) 2 (D - 2 D+ 1 )
ex (x 2 e x )
Now PI1 = = ( Since D = 1 makes the denominator 0 twice)
2(D 2 - 2D + 1) 4
-x
e e -x
Similarly PI 2 = 2
=
2 (D - 2 D+ 1 ) 8
( Substitu ting D = -1 )
Now the general solution of the DE is

GS = CF + PI1 + PI2 =
(A+Bx)ex +
 is the solution of the given DE.
 2. Solve (D2-2D+2) y = ex + 5 + e-2x
 Solution: The given differential equation is
(D2-2D+2) y = ex + 5 + e-2x
 The auxiliary equation is
 m2-2m + 2= 0
 Solving for m , we get m =
 i.e. m=1±i . 2 ± (4 - 4.2)
2
 The roots are complex conjugates.
 The complementary function is
 CF = (Acos x + B sin x)ex
ex ex
PI1  2  ( Since D  1)
(D - 2D + 2) 1
5e0x 5
SimilarlyPI2 = 2 = (Substituting D =0 )
( D -2D+2 ) 2
e 2x e 2x
PI 3 = 2
= / (Substitut ing D = 2)
(D - 2D + 2) 2
Now the general solution

GS = CF + PI 1 + PI 2 + PI 3 =
x 2x
e 5 e
(Acos x + B sin x)e x + + +
1 2 2
SVCE,isDEPARTMENT
the solution of the given DE.
OF APPLIED
 Solve (D2-3D+2) y = 2cos(2x+3)
 Solution :
 The given differential equation is
2
(D - 3D + 2) y = 2cos(2x+3)
 m2- 3m + 2= 0
 Solving for m , we get (m -1) (m-2) = 0
 i.e. m = 1 ,2
 The roots are real and distinct
 CF = (A ex + B e2x )

 Now we have to find the particular integral
 PI = = (2 cos(2x + 3) = (2 cos(2x + 3) =
(D 2 - 3D + 2) (-4 - 3D + 2)
(since D 2 = - 4)
2 cos( 2x+3) (-2+3D)2 cos( 2x+3) (-2+3D)2 cos( 2x+3)
= 
(-2-3D) (-2-3D)(-2+3D) (4-9D2 ) )
(-2 + 3D)(2 cos(2x + 3) (-4 cos(2x + 3) - 12 sin(2x + 3)
= ((4 - 9.(-4) )
40
[-cos(2x+ 3) - 3 sin(2x+ 3) ]
10 [-cos(2x + 3) - 3 sin(2x + 3) ]
GS = CF + PI = (A e x + B e 2x ) +
10
is the solution of the given DE.
 Solve (D2+1)2y = 2sinx cos3x
2 2 y = 2sinx cos3x
 (D +1)
 (m2+1)2 =0 Solving for m , we get
 (m2+1) (m2+1) = 0
 i.e. m2 = -1 = i2 twice
 Therefore m = ±i, ±i
 The roots are pair of complex conjugates

 CF = (A+Bx)cos x +(C+Dx) sin x
 Now we have to find the particular integral
( 2 sin x cos 3 x ) sin 4 x- sin 2 x
PI = = =
(D 2+1 ) 2 2
(D +1 ) 2
PI 1 + PI 2 sin4x sin4x sin4x

PI1 = = =
(D2 + 1)2 (-16 + 1)2 225
(since D2 = - 16 )
PI 2
sin4x sin4x 2
= 2
= (since D = -4 )
(-4 + 1) 9

sin4x sin2x
GS = CF + PI1 + PI 2 = (A + Bx)cos x + (C + Dx) sin x + +
225 9

2
Solve (D  4) y  x4
the DE
( D2  4) y  x4
1 D D 
 1 
2 4
 x 4
C . F .  A cos 2 x  B sin 2 x 4 4 16 
1 12 x 24 
  x 
1 1
2
x 4
x 4 4
 
D
4 (1  )
2
4 4 16 
4D 2
4 1 3
1 D 2
  x  3x  
4 2
(1  ) x 1 4
4 2
4 4
1 3
GSCF PI  Acos2x Bsin2x   x 3x  
4 2
4 2

 2.Solve the DE (D 2 + 3D + 2) y = x 2
m 2 + 3m + 2 = 0
Solving for m , we get (m + 1) (m + 2) = 0
Solution : The given differential equation is
i.e. m = - 1 ,-2 .
(D 2 + 3D + 2)y = x 2
. The roots are real and distinct.
CF = (A e-x + B e-2x ) 1 (D 2 + 3D) (D 2 + 3D) 2
= ([1 - +( )  ....]x 2 )
2 2 2
1 1 1
x2 PI = [x 2 - (2 + 6x) + (9.2)]
PI = 2 2 4
(2 + D 2 + 3D) 1 1
1 (D 2 + 3D) -1 PI = [x 2 - (1 + 3x) + (9)]
= (1 + ) 2 2
2 2 2
1 (x - 6x - 7)
1 (D 2 + 3D) (-1) PI = [ ]
= [1 + ] 2 2
2 2
GS = CF + PI
1 (x 2 - 6x - 7)
-x
= (A e + B e - 2x
) +
2 2

TYPE-4 PARTICULAR INTEGRALS
 1.Solve (D2-2D+2) y = ex x2
The given differential equation is (D 2 - 2D + 2)y = e x x 2
CF = (Acos x + B sin x)e x
The auxiliary equation is Now we have to find the particular integral

m - 2m + 2 = 0
2
(e x x 2 ) ex x2
PI = =
(2 ± (4 - 4.2) (D 2 - 2D + 2) (D 2 + 2D + 1 - 2D - 2 + 1)
Solving for m , we get m =
2 (Since D = D + 1)
i.e. m = 1 ± i .
The roots are complex conjugates. x2 1 2 1 x3 x3 x x
4
e x
=e x
 x dx = e
x x
= e  dx = e
D2 D D 3 3 12
x4
x
GS = CF + PI = (Acos x + B sin x)e + e x
is the required solution of the differential equation.
12

Solution : The given differential equation is
 2. (D2 + 4D+ 3) y = e-x sinx (D 2 + 4D + 3)y = e-x sinx
Solving for m , we get (m + 1) (m + 3) = 0 m 2 + 4m + 3 = 0
i.e. m = - 1 ,-3 . Now we have to find the particular integral
The roots are real and distinct.
(e (-x) sinx)
The complementary function is PI =
(D 2 + 4D + 3)
CF = (A e-x + B e-3x ) e(-x) sinx)
= (since D = D - 1)
((D - 1) 2 + 4(D - 1) + 3)
(e (-x) sinx) (e (-x) sinx)
= = ( Since D 2 = -1) (e (-x) sinx)
(D 2 + 2D) (-1 + 2D) =
(D 2 - 2D + 1 + 4D - 4 + 3)
(-x)
(e )(-1 - 2D)sinx e (-x)
= = (-1 - 2D)sinx
((-1 + 2D)(-1 - 2D)) (1 - 4D 2 )
e(-x) (-sinx - 2cosx))
= ( Since D2 = -1)
5
GS = CF + PI =
(e (-x) (-sinx - 2cosx))
-x
(A e + B e -3x
)+ is the required solution of the differential equation.
5

 Solve (D3-1)y=x sinx
 Solution: The given differential equation is (D3-
1)y = x sinx
 m3-1= 0
 i.e (m-1)(m2 +m+1)=0 (-1 ± (1 - 4.1) )
2
 Solving for m ,(-1we get
± (1 - 4.1) ) m=
2
 i.e. ma pair
The roots are = of1,complex conjugates and a real root
 CF = (Acos( (3/2 )x + B sin( (3/2 )x )e -x/2

x sin x
( 3 D 2 )
(-D- 1 )-
(-D- 1 )2
(-x(D- 1 ) sin x) ( 3 D 2
( 1 -D) 2 )
= - sin x
(D+ 1 )(D- 1 )) ( 1 -D) 2
(D+ 1 )2
(-x(D- 1 ) sin x) ( 3 D 2 ( 1 -D) 2
)
= 2
 sin x
((D - 1 )) ( 1 -D 2 ) 2
-x(D- 1 ) sin x) ( 3 D 2 ( 1 -D) 2 )
=  sin x
(- 2 ) 4
(x( cos x- sin x)) ( 3 (- sin x+ sin x- 2 (- cos x))
= -
2 4
(x( cos x- sin x)) ( 3 ( 2 ( cos x)))
= -
2 4
GS = CF + PI =
(x(cosx - sinx) - 3cosx)
(Acos( 3/2 x + B sin 3/2 x )e -x/2 + is the required solution of the differential equation.
2

Solve (D 2 - 2 D+1 )y = x e x
sin x
Solution: The given differential equation is (D 2 -2 D+1 )y = x e x
sin x
m 2 -2m + 1=0
i.e. (m-1 )2 =0
i.e. m = 1,1 . The roots are real and equal.
CF =(A+Bx)e x
Now we have to find the particular int egral

xe x sin x 1 x
PI = = (e (-x cos x+ sin x))
( D-1 )2 D
e x [x sin x] =  e (-x cos x+ sin x )dx
x
=
( D+1-1 )2 = e x [-x sin x   ( sin x+ sin x)]dx
ex = e x (-x sin x+2 cos x)
= ([x sin x])
D2 GS = CF +PI =
ex (A+Bx)e x +e x (-x sin x+2 cos x) is the required solution of the differential equation
= (  x sin xdx )
D

1
X = eax  Xe( -ax ) dx
D-a
1. (D 2 - 2D + 1)y = e x log x
Solution : The given differential equation is (D 2 - 2D + 1)y = e x log x
The auxiliary equation is PI =
(e x logx)
(D - 1) 2
m 2 - 2m + 1 = 0 e x logx
x  e logx e
x (-x)
dx)
i.e. (m - 1) 2 = 0 = D - 1 =e
D -1 (D - 1)
i.e. m = 1,1 . The roots are real and equal. (e x (xlogx - x))
=
(D - 1)
= e x  [e x (xlogx - x) e(-x) ]dx
CF = (A + Bx)e x
= e x  [(xlogx - x)]dx
x 2 1 x 2 x 2
= e x
[ logx   dx - ]
2 2 x 2
x 2 x 2 x 2
= e x
[ logx - - ]
2 4 2
x 2 3x 2
= e x
[ logx - ]
2 4
e x
= [2x 2
logx - 3x 2
]
4
x 2 e x
= [2logx - 3]
SVCE, DEPARTMENT4 OF APPLIED
x
2.(D 2
+ 3D + 2)y = e (e )
Solution
2
: The given
x
differenti al equation is Now we have to find the particular int egral
(D + 3D + 2)y = e (e )
x
The auxiliary equation is ee

m 2
+ 3m + 2 = 0
PI =
Solving for m , we get (m + 2)(m + 1) = 0
D 2 +3D+2
i.e. m = - 2,-1 1 e 1 e
e 
x x
e
The roots are real and distinct.
D+1 D+2
The complement ary function is
CF = (A e - 2x
+ B e - x
) =PI1-PI 2
1 e x x
PI1 = e = e-x  ee e x dx 1
D 1 PI 2 =
x x
e(e ) = e-2x  ee .e x .e x dx
= e  e t dt where t = e x
(-x) D+2
x = e  te t dt where t = e x
(-2x)
= e(-x) e t = e(-x) e(e )

x x
= e(-2x) (te t - e t ) = e(-2x) (e (e ) .(e x - e(e ) ))

x
= e-2x .e(e ) .(e x - 1)

GS = CF + PI =
x x
(A e -2x + B e - x ) + e (-x) e (e ) - e (-2x) .e (e ) .(e x - 1)

x
= (A e -2x + B e - x ) + e (-2x) .e (e ) (after simplifica tion) is the required solution of the differenti al equation.

)
Solve the equation (D 2 + 4)y = x 2cos2x Now we have to find the particular integral
Solution : The given differential equation is x 2 cos2x x 2ei2x
PI = 2 = Real part of 2
(D 2 + 4)y = x 2 cos2x (D + 4) (D + 4)
The auxiliary equation is e2ix x 2
= Real part of
m 2 + 4 = 0, m 2 = - 4 = 4i 2 ((D + 2i)2 + 4)
Solving for m , we get (m + 2i)(m - 2i) = 0 e 2ix x 2
= Real part of
i.e. m = ± 2i (D 2 + 4iD + 4i 2 + 4)
The roots are complex conjugates e 2ix x 2
= Real part of
(D 2 + 4iD)
CF = (A cos2x + Bsin2x) e 2ix 1 (-1) 2
= Real part of ( ) x
4iD 1 + D
4i

 Contd.,
e2ix D D2 (-1) 2
= Real part of (1 - + 2 ) x
4iD 4i 16i
2ix
e 2x 2
= Real part of (x 2 - + 2)
4iD 4i 16i
e 2ix
x 1
= Real part of (x 2 - - )
4iD 2i 8
e2ix x 1
= Real part of (  (x 2 - - )dx
4i 2i 8
e2ix x 3 x 2
= Real part of ( - - x/8)
4i 3 4i
3
sin2x) x x x2
= ( ( - ) - cos2x
4 3 8 4
GS = CF + PI = (A cos2x + Bsin2x)
3
sin2x) x x x2
+ ( ( - ) - cos2x is the required solution of the differential equation.
4 3 8 4

 1. Solve (D2-2D+2) y = ex cosx
(D2-2D+2) y = ex cos x
 m2-2m + 2= 0
 Solving for m , i.e. m=1±i .
 The roots are complex conjugates.
 CF = (Acos x + B sin x)ex

EXTRA PROBLEMS
e x cos x ex
PI1   ( Since D  D  1)
(D 2 - 2D + 2) ( D  1) 2  2( D  1)  2
e x cos x e x cos x
PI1  2 PI1  2 e x ( x sin x )
( D  2 D  1  2 D  2  2) ( D  1) PI 
2
e x ( x sin x )
The general solution isCF  PI  (Acos x  B sin x)e x 
2

 2. Solve (D2-3D+2) y = 2cos(2x+3) + 2 ex
 Solution :
 The given differential equation is
 (D2-3D+2 ) y = 2cos(2x+3) + 2ex
 m2- 3m + 2= 0
 Solving for m , we get (m -1) (m-2) = 0
 i.e. m = 1 ,2
 The roots are real and distinct
 CF = (A ex + B e2x )

Now we have to find the particular integral
 PI1 = = (2 cos(2x + 3) = (2 cos(2x + 3) =
(D 2 - 3D + 2) (-4 - 3D + 2)
 (since D2 = - 4)
 2 cos( 2x+3) =
(-2+3D)2 cos( 2x+3)

(-2+3D)2 cos( 2x+3)
(-2-3D) (-2-3D)(-2+3D) (4-9D2 ) )
(-2 + 3D)(2 cos(2x + 3) (-4 cos(2x + 3) - 12 sin(2x + 3)

((4 - 9.(-4) )
40
2e x 2 xe x
[-cos(2x+ 3) - 3 sin(2x+ 3) ] PI 2  
( D  1)( D  2) (1  2)
( exception case)
10
[-cos(2x + 3) - 3 sin(2x + 3) ]
GS = CF + PI1  PI 2 = (A e + B e ) + x 2x
10
 3. Solve the differential equation
 (D2 +4D+3)y= 6e-2x sinx sin 2x
 Solution The given DE is (D2 +4D+3)y= 6e-2x
sinx sin 2x
 The AE is m2 +4m +3 =0 i.e. m=-1, -3
 The
PI 
6e complementary
sin x sin 2 x  3e ( 2 sin x sin 2 x ) function
2 x

2 x

 3e ( 2 sin x sinis
2 x
2 x ) CF

 3e =
(cos 3xAe
 cos x ) +Be
2 x
-x -3x
( D 2  4 D  3) ( D  2)2  4( D  2)  3 D2  4D  4  4D  8  3 D2  1
 3e 2 x (cos 3x  cos x )  3e 2 x cos 3x 3e 2 x cos x

PI   
D2  1  9 1 11
3e 2 x cos 3x 3e 2 x cos x
GS  CF  PI  Ae  Be -x -3x
 
10 2

 4.Solve the equation (D2 +5D+4)y = e-x sin2x
 Solution: The differential equation is
 (D2 +5D+4)y = e-x sin2x
 The auxiliary equation is m2 + 5m +4 =0
 Solving for m, we get m = -1, -4.
 CF = Ae-x+Be-4x
e  x sin 2 x e  x sin 2 x e  x sin 2 x e  x sin 2 x e  x sin 2 x
PI  2    
D  5D  4 ( D  1) 2  5( D  1)  4 D 2  2 D  5D  5  4  1 D 2  5D  4  5D

e x (4  5D) sin 2 x e x (4  5D) sin 2 x
PI  
(4  5D)(4  5D) 16  25D2
e x (4 sin 2 x  10cos2 x) e x (4 sin 2 x  10cos2 x)
 
16  25(4) 116
e x
(4 sin 2 x  10cos2 x)
GS  CF  PI  Ae  Be 
x 4 x
116

EXTRA PROBLEMS
5.Solve (D 2 - 2 D+1 )y = 8 x e x
sin x Now we have to find the particular int egral
Solution: The given differential equation is (D 2 -2 D+1 )y = 8 x e x
sin x 8 xe x sin x
PI =
The auxiliary equation is ( D-1 )2
m 2 -2m + 1=0 8e x [x sin x]
=
i.e. (m-1 )2 =0 ( D+1-1 )2
i.e. m = 1,1 . The roots are real and equal. 8e x
= ([x sin x])
The complementary function is D2
8e x
CF =(A+Bx)e x = (  x sin xdx )
D
1
= ( 8e x (-x cos x+ sin x))
D
x
=  8e (-x cos x+ sin x )dx
= 8e x [-x sin x   ( sin x+ sin x)]dx

= 8e x (-x sin x+2 cos x)
GS = CF +PI =
(A+Bx)e x +8e x (-x sin x+2 cos x) is the required solution of the differential equation

6. Solve the differential equation
(D2 -4D+3)y= ex cos 2x
Solution The given DE is (D2 -4D+3)y= ex cos 2x
The AE is m2 +4m +3 =0 i.e. m=1, 3
The complementary function is CF = Aex +Be3x
e x (cos 2 x ) e x cos 2 x e x cos 2 x e x cos 2 x

PI  2   
D  4 D  3 ( D  1) 2  4( D  1)  3 D 2  2 D  1  4 D  4  3 D 2  2 D
e x (cos 2 x ) e x (cos 2 x ) e x (  4  2 D )(cos 2 x )

PI   
D2  2D  4  2D (16  4 D 2 )
e x (  4  2 D )(cos 2 x ) e x (  4 cos 2 x  4 sin 2 x )
 
16  4 (  4 ) 32  e x (cos 2 x  sin 2 x )
GS  CF  PI  Ae  Be
x 3x
 e x (cos 2 x  sin 2 x ) 8

8

 (D2 +3D+2)y= sin x + x2
 Solution The given DE is (D2 +3D+2)y= sin x + x2
 The AE is m2 +3m +2=0 i.e. m=-1, -2
 The complementary function is CF = Ae-x +Be-2x

EXTRA PROBLEMS
sin x sin x sin x (3D  1) sin x (3D  1) sin x
PI1     
D 2  3D  2  1  3D  2 3D  1 (3D  1)(3D  1) 9D2  1
(3D  1) sin x 3 cos x  sin x

PI1  
9( 1)  1  10 1 (D 2 + 3D) (D 2 + 3D) 2
x 2 = ([1 - +( )  ....]x 2 )
PI 2 = 2 2 2
(2 + D 2 + 3D) 1 1 1
PI 2 = [x 2 - (2 + 6x) + (9.2)]
1 (D 2 + 3D) -1 2 2 4
= (1 + )
2 2 1 1
PI 2 = [x 2 - (1 + 3x) + (9)]
1 (D 2 + 3D) (-1) 2 2
= [1 + ]
2 2 2
1 (x - 6x - 7)
PI 2 = [ ]
2 2
GS = CF + PI1  PI 2
3 cos x  sin x 1 (x 2 - 6x - 7)
-x
= (A e + B e - 2x
) + 
 10 2 2

 (D2 +16)y = cos x 3
 Solution The given DE is (D2 +16)y= cos 3 x

 The AE is m2 +16=0 i.e. m = ±4i
 The complementary function is CF = Acos4x
+Bsin4x

cos3 x 3 cos x  cos 3x
PI  2 
( D  16) 4( D 2  16)
3 cos x 3 cos x 3 cos x cos x
PI1    
4( D 2  16) 4( 1  16) 4(15) 20
cos 3x cos 3x cos 3x
PI 2  2  
D  16  9  16 7
cos x cos 3x
GS  CF  PI1  PI 2  A cos 4 x  B sin 4 x  
20 7

m3  1 = 0
1± (1 - 4)
Solving for m , we get m =
2
, m  -1
1.Solve the DE
i.e.
1±i 3
m = - 1, . (D3+1)y =0
2
The roots are complex conjugates and a real root.
3 3
CF  Ae - x  (Bcos x  C sin x )e x /2
2 2
x 2e2 x e2 x x 2 e2 x x 2 e 2 x 2
PI   2    x dx
( D  2 ) 2 D  2  2  D2 D 2.Find the particular

2x
e x

3
e 2x

3
x dx e x

2x

4
e x 2x 4
integral of (D2-4D+4)y
D 3 3 1 3 4 12
=x2e2x

EXTRA PROBLEMS-PARTA
sin 2 x  x cos 2 x
PI   ( Exception case)
3.Find the particular integral of ( D  4)
2
4
(D2+4)y =sin2x
sin x e x e x sin x e x sin x e x sin x

4.Find the particular integral of PI 
( D  1) 2

D  1  1 2 
D 2

1
(sin ce D 2  1)
(D-1)2y = exsinx
e x  e x
cosh x 2 ex e x x 2e x e x
PI      
5.Find the particular integral of ( D  1) 2 D  1
2
2( D  1) 2 2( D  1) 2 4 8
(D-1)2y = coshx

6.Find the particular integral of
(D2-4)y = cosh2x
8. Find the
7.Find the particular particular
integral of integral of
(D2-4)y =1 (D-2)2y = 2x
9.Find the particular

integral of
(D+1)2y =e-xcosx

e 2 x  e 2 x
cosh 2 x 2 e2x e 2 x xe 2 x xe  2 x x sinh 2 x
6 . PI       
(D 2  4) D  4  2 ( D  2 )( D  2 ) 2 ( D  2 )( D  2 ) 8
2
8 4
1 e0 x e0 x  1
7. PI    
( D 2  4) D 2  4  4 4
The AE is m 2  4  0, solving for m, we get m  2,2
CF  Ae 2 x  Be 2 x
1
GS  CF  PI  Ae 2 x  Be 2 x 
4
2x e x log 2 e x log 2
8. PI   2  ( Since a x  e x log a )
( D  2) 2
D  2  (log 2  2) 2
e  x cos x e  x cos x e  x cos x e  x cos x

9. PI     (sin ceD 2  1)
( D  1) 2
( D  1  1) 2
D 2
1

EXTRA PROBLEMS
Solve the equation (D2+2D+5)y = ex cos3 x
Solve the equation (D2+2D-1)y = (x+ex )2

Find the particular integral of (D2+a2 )y = b cos ax + c sin ax

SOLUTIONS(PART-A & B)


Differential Equitangina Tlga

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ORDINARY DIFFERENTIAL

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

Note that the general solution to such an equation

SVCE, DEPARTMENT OF APPLIED

And so y  f ( x)  g ( x) is a solution to the differential equation.

The solutions to this quadratic will provide two values of

SVCE, DEPARTMENT OF APPLIED

Suppose g(x) is a particular solution to this

This function is referred to as the Complementary Function. (CF)

The function g(x) is referred to as the Particular Integral. (PI)

y  c1e 1x  c 2 xe 1x

y  c1ex cos x   c 2ex sin x 

A second order homogeneous equation with constant coefficients is written as:

The steps to follow in order to find the general solution is as follows:

(1) Write down the characteristic equation

 Solve the equation

The auxiliary equation is

SVCE, DEPARTMENT OF APPLIED

Now we have to find the particular integral

Now the general solution of the DE is

Now the general solution

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

PI 1 + PI 2 sin4x sin4x sin4x

SVCE, DEPARTMENT OF APPLIED

is the solution of the given DE.

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

The auxiliary equation is Now we have to find the particular integral

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

Now we have to find the particular int egral

SVCE, DEPARTMENT OF APPLIED

The auxiliary equation is ee

= e(-x) e t = e(-x) e(e )

= e(-2x) (te t - e t ) = e(-2x) (e (e ) .(e x - e(e ) ))

= e-2x .e(e ) .(e x - 1)

(A e -2x + B e - x ) + e (-x) e (e ) - e (-2x) .e (e ) .(e x - 1)

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

(-2 + 3D)(2 cos(2x + 3) (-4 cos(2x + 3) - 12 sin(2x + 3)

 3e 2 x (cos 3x  cos x )  3e 2 x cos 3x 3e 2 x cos x

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

SVCE, DEPARTMENT OF APPLIED

= 8e x [-x sin x   ( sin x+ sin x)]dx

SVCE, DEPARTMENT OF APPLIED

e x (cos 2 x ) e x cos 2 x e x cos 2 x e x cos 2 x

e x (cos 2 x ) e x (cos 2 x ) e x (  4  2 D )(cos 2 x )

SVCE, DEPARTMENT OF APPLIED