Introduction:

Linear differential equations are characterized by having the dependent variable

and its derivatives appearing only to the first degree and not being Multiplied together.
Therefore, the general linear differential equation of the nth order can be expressed as a
function.

n n−1 n−2
∂ y ∂ y ∂ y
a n n + an−1 n−1 + an−2 n−2 + …+a0 y= X
∂x ∂x ∂x

Wherea 0 , a 1 … a n and X are function of x , are constant.

Second order linear differential equation with constant coefficients are of the
form.

2
d y dy
a2 2
+a1 + a0 y=X
dx dx

Where a 0 , a 1 , a2 are constant. Such equations are most important in the study of Electro -
Mechanical vibrations and other Engineering problems.

2
d 2 d dy
Note: If we use the differential operator D for , D for 2 .So that
Dy= ,
dx dx dx

2
2 d y
D y= 2.
dx

2
¿ D y−3 Dy+2 y=0
2 2n 2
¿ D y+ 4 Dy +4 y=e + n

Examples:

2
d y dy
(i) 2
−3 + 2 y =0
dx dx

2
d y dy 2n 2
(ii) 2
+4 + 4 y=e + x
dn dn
Order:

The highest differential co-efficient that appears in a Differential equation

determines the order of Differential equation.

Degree:

The degree of a polynomial equation is determined by the highest power of the

variable that appears in the equation after it has been simplified and made integral.

Example.

( )
3 2
d y dy 2
¿ 3
+ −4 y=x sin ⁡x
dx dx
¿ order =2
¿ Degree =3

Solution for linear Differential Equation of n th order with Constant coefficients:

}
dn y d n−1 y
an +a n−1 + ⋯ + a0 y=X
d xn d x n−1 … … …( A)
[ an D +a n−1 D +⋯ + a0 ] y= X
n n−1

the Solution of the differential equation is

y=¿ Complementry Functions + Particular Integral

y=CF + PI

Note:

1. When X =0, the Solution of the differential Equation is Y =CF .

2. When X =f (x) the solution of the differential Equation is y=CF + P I .

Procedures for Finding the complementary functions:

Step 1: Form the auxiliary equation by replace D by m and x=0 in Eqn (A)

n m−1
a n m +a n−1 m +…+ a0=0

Step2: To find the roots of A . E

Step3: The Nature of the roots are three types.

Type (i):

if all the roots are real and different, m1 ≠ m2 ≠ M 3

m1 x m2 x m3 x
CF=A e +B e +C e

Example 1:

Solve ( D2−4 D+3 ) y =0

Solution:

Given ( D2−4 D+3 ) y =0

Tho Auxiliary Equation is

Replace D by m

2
m −4 m+3=0

(m−1)(m−3)=0

m=1 , m=3

∵ The roots are real and different

∴The Solution is (CF) y= A em x + B e m x

1 2

x 3x
y= A e + B e
Example 2:

Solve ( D2−6 D+9 ) y =0

Solution:

Given ( D2−6 D+ 9 ) y=0

The Auxiliary Equation is

2
m −6 m+9=0

(m−3)(m−3)=0

m=3 , 3

∴ The roots are real and equal

∴the solution is (CF) y=( A+ Bx) e mx

3x
y=( A+ Bx)e

Example 3:

Solve( D2 + D+1 ) y=0

Solution:

Given ( D2 + D+1 ) y=0

the Auxiliary equation is

2
m +m+ 1=0

−b ± √ b2−4 ac
m= a=1 , b=1 , c=1
2a
 −1± √ 1−4
¿
2

−1± i √3
¿
2

∴ The solution is

αx
y=e ( A cos ⁡βx+ Bsin ⁡βx)

(
y=e− y x A cos ⁡√ x + Bsin ⁡√ x
2
3
2
3
)
Exercise 1

Solve the following Differential Equations:

2
d y dy 2x 4x
1. 2
−6 + 8 y=0 ; y= A e + B e
dx dx
2
d y dy x
2. 2
= ; y =A + B e
d x dx
2
d y dy −x −3 x
3. 2
+4 +3 y=0 ; y =A e +B e
dx dx
2
d y 2x −2 x
4. 2
−4 y=0 ; y =A e + B e
dx
2
d y
5. 2
+ y=0 ; y =Acos x +bsin x
dx

Type(ii):

if all the roots are equal (i.e,) m1=m2=…=mn=M

¿
(or) ( A +Bx +c x + D x ) e
mx 2 3 mx
¿ CF=( A+ Bx)e
Type(iii):

if the roots are real and imaginary (i.e,) m1=α +iβ , m2=α −iβ

αx
CF=e (A cos ⁡βx + B sin ⁡βx)

Procedures for finding the particular Integral:

From Equation (A) as ϕ (D) y=X , where ϕ ( D )=a n D + an−1 D …+a 0 ) q=X .
n n−1

x
PI = where X is a function of x .
Φ (D)

∴ The solution to the differential equation is y=CF + PI .

Methods of obtaining the particular Integral:

The following Methods of finding particular Integral

1. Short cut Methods for special types

2. Method of Variation of parameter.

First we study the short cut Methods for special types.

(i) x=e ax

(ii) x=sin ⁡ax or cos ⁡ax

(iii) x=x x

(iv) x=e ax sin axor e ax cos bx

(v) x=e ax x x
(vi) x=x x sin ⁡ax or x n sin ⁡bx

Type (i):

ϕ (D) y=X

When X =e ax

1 ax
PI = e
ϕ (D)

⇒ Replace D by a

1 ax
¿ e < ϕ (a)≠ 0
ϕ (a)

⇒ if ϕ (a)=0, then

1 ax '
¿x '
e <ϕ (a)≠ 0
ϕ (a)

⇒ if ϕ ' (a)=0, then

2 1 ax ''
¿x ''
e < ϕ (a)≠0.
ϕ (a)

Continue the process till we get denominator of the R is not equal to 0 .

Solve [ D 2−3 D+2 ] y=e3 x +5

Solution:

Given D2 −3 D+ 2 ] y =e3 x +5

the Auxiliary equation is

Replace D by m
 2
¿ m −3 m+2=0
¿ m=1 , m=3

∴The roots are real and different

∴ the solution is ( CF ) y= A e x + B e 3 x .

To find PI

1 3x
PI ¿ 2
e +5
D −3 D+2
1 3x 1 ox
¿ ¿= e +5 e
9−9+2 0−(0)+ 2
¿ ¿

The complete solution is

y ¿CF + PI
¿ ¿

Solve ¿

Solution:

given ¿

the Auxiliary equation is

¿
2
¿ m +m−6=0

m=−3 , m=2

the root are real and different

the Solution is y= A e2 x + B e−3 x

To find PI
 1 −3 x
PI = 2
e
D + D−6

Replace D by -3

1 −3 x
¿= e
9+(−3)−6
−3 x
e
¿=
0

if φ ( a )=0 , then

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

The complete solution is

−3 x
2x −3 x xe
y= A e + B e +
−5

Type(ii):

ϕ (D) y=x

when x=sin ⁡ax or cos ⁡ax .

1
PI = sinax∨cosax .
ϕ (D)

→ Replace D2 b y−a 2

→ If denominator reduces to a constant it is the PI

→ If denominator reduces into D only.

 1
=∫ dx .
D

Solve ( D2−4 D+ 4 ) y=8 sin ⁡2 x .

Solution:

1
PI = 2
8 sin ⁡2 x
D −4 D+ 4
¿

2 2
Replace D By−a

2
−2

1
¿= 8 sin 2 x
−4−4 D+ 4
1
¿= 8 sin 2 x
−4 D
1
¿=−2 sin 2 x
D
¿=−2∫ sin 2 xdx
−cos 2 x
¿=−2
2

PI =cos 2 x

Solve [ D3−3 D2 + 4 D−2 ] y=cos x

Solution:

1
PI = 3 2
cos x
D −3 D + 4 D−2
¿

2 2
Replace D By−a

2
−1
 1
¿ cos x
−D−3 (−1 ) +4 D−2

1
¿ cos x
−D+3+4 D−2

1
¿= cos ⁡x
3 D+1
1 3 D−1
¿= cos ⁡x ⋅
3 D+1 3 D−1
(3 D−1)cos ⁡x
¿= 2 2
9 D −1
3 D(cos ⁡x)−cos ⁡x
¿= 2 2
9 D −1

→ If denominator reduced into D only

d
D=
dx

3 r sin ⁡x−cos ⁡x
¿= 2
9(−1)−1
−3 sin ⁡x −cos ⁡x
¿=
−9−1
−3 sin ⁡x −cos ⁡x
¿=
−10
[3 sin ⁡x+ cos ⁡x ]
¿=
+10
3 sin ⁡x+ cos ⁡x
¿=
10

Types (iii):

ϕ (D) y=x

Where x=x m

1 m
P İ ¿ x
ϕ( D)
¿ ¿
using Binomial expansion,

Solve [ D2 +3 D+2 ] y=x 2

Solution:

1 2
PI = 2
x
D +3 D+2

1 2
¿ x

[ ]
2
D +3 D
2 1+
2

[ ]
−1
x2 D2 +3 D
¿ 1+
2 2

[ )
2
D +3 D ( D +3 D¿
2 2 2
x
¿ 1− + −⋯
2 2 2

[ ]
2 2
x D 3D
¿ 1− −
2 2 2

2 2
2 D 2 3Dx
¿ x /2− x−
4 4

2
x D 3 2n
¿ − 2 n−
2 4 4

2
x 1 3n
¿ − −
2 2 2

2
x −3 n−1
PI =
2

Type 4:
 ϕ (D) y=x

When x=e ax sin ⁡bx or e ax cos ⁡bx

1 ax
PI = e sin ⁡bx
ϕ (D)

Replace D by D+a ,

ax 1
e sin ⁡bx .
ϕ (D+a)

Replace D2 by −b 2.

If denominator reduce to a constant, it is the P I

Solve ( D 2−4 D+3) y=e x cos ⁡2 x

Solution:

1 x
PI = 2
⋅e cos ⁡2 x
D −4 D+3

Replace D by D+1

x 1
PI =e
¿¿

x 1
¿e 2
cos ⁡2 x
D +2 D+1−4 D−4+3

x 1
¿e 2
cos ⁡2 x
D −2 D

2 2
Replace D by =−a

2
−2
 x 1
¿e cos ⁡2 x
−4−2 D

x 1
¿−e cos ⁡2 x
2 D+4

x cos ⁡2n 2 D−4

¿−e
2 D+ 4 2 D−4

x cos 2 x 2 D−4
¿−e 2
4 D −16

x
−e 2(−2sin ⁡2 x )−4 cos ⁡2 x
¿
4 (−4)−16

x 4 sin ⁡2 x−4 cos ⁡2 x

¿−e −
−16−16

x
−e (−sin ⁡2 x−cos ⁡2 x )
¿
8

Type 5:

ϕ (0) y=x

ax n
When x=e x

1 ax
PI = e sin ⁡bx
ϕ (D)

Replace D by D+a ,

ax 1
¿e sin ⁡bx
φ( D+ a)

x
¿ e a sin bx ¿

Using Binomial expansion.