Download as docx, pdf, or txt
Download as docx, pdf, or txt
You are on page 1of 26

Chapter-1

Formation of ordinary differential equation

Ordinary differential equation: The equation which involves derivatives of one or more
dependent variables with respect to single independent variable is called ordinary differential
equation.

( ) ( )
2

( )
2 2 3 2 3
d y dy d y dy d y dy 4
Example: i ¿ 2 +2 +7 y =0 ii ¿ 2 −4 + xy=0 iii ¿ 2
−4 + y =0
dx dx dx dx dx dx
3
d y dy
iv ¿ 3
+2 =0
dx dx
Order of differential equation: The order of differential equation is the order of height order
derivative involve in the differential equation.
Example: Order of i ¿ ,ii ¿∧iii ¿ are 2 order of iv ¿ is 3
Degree of differential equation: The degree of differential equation is the power of height order
derivative involve in the differential equation.
Example: Degree of i ¿ ,ii ¿∧iv ¿ are 1 degree of iii ¿ is 2
Problem 1: Form the differential equation of the following function
i ¿ y =ax +b x 2 ii ¿ √ 1−x 2 + √ 1− y 2=a ( x− y ) iii ¿ c ( y+ c)2=x 3
Solution: i ¿Given that y=ax+ b x 2
Differentiating w. r. to x we get
dy
=a+2 bx (1)
dx
Again differentiating w. r. to x we get
2 2
d y 1d y
2
=2 b ⇒ b= (2)
dx 2 d x2
Substituting the value of b in equation (1) we get
2 2
dy d y dy d y
=a+ x 2
⇒ a= −x 2 (3)
dx dx dx dx
Putting the values of a and b in the given equation we get

( )
2 2
dy d y 21 d y
y=x −x 2 + x
dx dx 2 d x2
2 2
dy 2 d y 2d y
2 y=2 x −2 x 2
+x 2
dx dx dx
1
2
2 d y dy
x 2
−2 x +2 y=0
dx dx
This is the required differential equation.
ii ¿Given that √ 1−x 2 + √1− y 2=a ( x− y ) (1)
Differentiating w. r. to x we get

√1−x
−x
2

y dy
√ 1− y dx2
=a 1−
dy
dx
(2) ( )
Dividing equation (1) and (2) to eliminating a we get
− √1−x 2 + √ 1− y 2 ( x− y )
=
x
2
+
√ 1−x √ 1− y
y dy
2 dx
1−
dy
dx ( )
On simplifying we get
dy √ 1− y 2
=
dx √ 1−x 2
This is the required differential equation.
iii ¿ Given that c ( y + c)2=x 3 (1)
Differentiating w. r. to x we get
dy 2
2 c ( y +c ) =3 x (2)
dx
Dividing equation (1) and (2) we get
( y +c ) x 2 x dy
= ⇒ ( y+ c )=
dy 3 3 dx
2
dx
2 x dy
⇒ c= −y
3 dx
Substituting the values of c in equation (1) we get

( ) ( )
2 2
2 x dy 4 x dy 3
−y =x
3 dx 9 dx

⇒( − y ) ( ) =x
2
2 x dy 4 dy
3 dx 9 dx

( ) − y ( ) =x
3 2
8 x dy 4 dy

27 dx 9 dx

⇒ 8 x ( ) −12 y ( ) =27 x
3 2
dy dy
dx dx
Which is the required differential equation.
2
Problem 2: Find the differential equation of all circles passing through the origin and having
there centers on the x-axis.
Solution: The equation of circles passing through the origin and having there centers on the x-
axis is
2 2
x + y + 2 gx=0 (1)
Differentiating w.r.to x we get
dy dy
x+ y + g=0⇒ g=−x− y
dx dx
Putting the values of g in equation (1) we get
2 2 dy
x + y + 2 x (−x− y )=0
dx
2
dy 2
2 xy + x − y =0
dx
Which is the required differential equation.
Problem 3: Find the differential equation of all parabolas each of which has a latus rectum 4 a
and whose axes are parallel to x-axis.
Solution: The equation of the family of such parabola is
2
( y−k ) =4 a(x−h)(1)
Differentiating w.r.to x we get
dy
( y−k ) =2 a
dx
2a
⇒ y −k= (2)
dy
dx
Again differentiating w.r.to x we get

( )
2 2
( y−k ) d y2 + dy =0 (3)
dx dx
Putting the values of y−k from equation (2) in equation (3) we get

( )
2 2
2 a d y dy
∙ + =0
dy d x 2 dx
dx

( )
2 3
d y dy
2a 2
+ =0
dx dx
Which is the required differential equation.
3
Chapter-2
Equation of First order and first degree

The general form of first order first degree equation is of the form
dy
=f (x , y )
dx
Or
M ( x , y ) dx+ N ( x , y ) dy =0
Variable separable equations: An equation of the form
F ( x ) G ( y ) dx + f ( x ) g ( y ) dy =0
is called variable separable equation.
Separating variables above equation can be written as
F (x) g( y)
dx + dy=0
f (x) G( y)
M ( x ) dx + N ( y ) dy=0
Problem 1: Solve the equation
( x−4 ) y 4 dx−x 3 ( y 2−3 ) dy =0
Solution: This is the separable equation, separating the variables by dividing by x 3 y 4 we get
( x−4 ) ( y 2−3 )
3
dx− 4
dy =0
x y
⇒ (x ¿ ¿−2−4 x−3)dx−( y−2−3 y−4 ) dy=0 ¿
Integrating, we have the one-parameter family of solutions
−1 2 1 1
+ + − =c
x x2 y y3
Problem 2: Solve the initial value problem
π
x sin y dx + ( x +1 ) cos y dy=0 , y ( 1 )=
2
2
Solution: Given equation is
π
x sin y dx + ( x +1 ) cos y dy=0 , y ( 1 )=
2
2
Separating variables by dividing ( x 2 +1 ) sin y , we obtain

4
x +cos y
dx dy=0
( x +1 )
2 sin y

Integrating we get,
1
ln ( x +1 ) +ln sin y=ln c
2
2
⇒ ln √ ( x 2+1)+¿ ln sin y=ln c ¿
⇒ ln √ ( x¿ ¿2+1)sin y=ln c ¿
⇒ √ ( x¿¿ 2+1)sin y=c ¿
π
Now applying initial condition y ( 1 )= , we obtain
2
π
√ 2 sin =c ⇒ c=√ 2
2
Thus the required solution is
√(x ¿¿ 2+1)sin y =√2 ¿
Problem 3: Solve the equation
2
dy 1+ y
=
dx 1+ x 2
Solution: This is the separable equation, separating the variables we get
dy dx
2
= 2
1+ y 1+ x
Integrating, we obtain
−1 −1 −1
tan y=tan x + tan c
−1 −1 −1
⇒ tan y−tan x=tan c
−1 y−x −1
⇒ tan =tan c
1+ xy
y −x
⇒ =c
1+ xy
⇒ y =x+ c (1+ xy)
This is the required solution.
Problem 4: Solve the equation
2 2
sec x tan y dx+ sec y tan x dy=0
Solution: This is the separable equation, separating the variables by dividing tan y tan x we get
2 2
sec x dx sec y dy
+ =0
tan x tan y

5
Integrating, we obtain
ln tan x + ln tan y=ln c
⇒ tan x tan y=c
This is the required solution.
Exact differential equation: A first order differential equation M ( x , y ) dx+ N ( x , y ) dy =0 is said
to be exact differential equation if there exists a function F ( x , y )=c such that it can be written as
∂F ∂F
M ( x , y ) dx+ N ( x , y ) dy =dF ( x , y )= dx+ dy .
∂x ∂y
Problem 5: Find a necessary condition that a first order differential equation to be exact.
Solution: According to definition of exact differential equation there exists a function
F ( x , y )=c such that we can write a first order differential equation as
∂F ∂F
M ( x , y ) dx+ N ( x , y ) dy = dx + dy
∂x ∂y
Equating the coefficient of dx and dy we get,
∂F ∂F
M ( x , y )= and N ( x , y )=
∂x ∂y
2 2
∂M ∂ F ∂N ∂ F
⇒ = and ⇒ =
∂ y ∂ y∂x ∂ x ∂x ∂ y
2 2
∂ F ∂ F
Since =
∂ y∂ x ∂x ∂ y
Therefore we obtain
∂M ∂N
=
∂ y ∂x
This is the required condition.
Problem 6: Solve the equation
( 3 x 2+ 4 xy ) dx + ( 2 x 2+ 2 y ) dy =0
Solution: Given the equation
( 3 x 2+ 4 xy ) dx + ( 2 x 2+ 2 y ) dy =0 (1)
Let,
M =( 3 x 2 +4 xy ), N= ( 2 x 2 +2 y )
∂M ∂N
=4 x , =4 x
∂y ∂x
∂M ∂N
Since = the equation (1) is exact differential equation and there exist a function
∂ y ∂x

6
F ( x , y )=c such that,
∂F 2 ∂F 2
=M =3 x +4 xy , ( 2 ) =N =2 x +2 y (3)
∂x ∂y
3 2
F=x + 2 x y+ f ( y)
∂F 2
=2 x + f '( y )
∂y
2 2
⇒ 2 x + 2 y =2 x + f ' ( y )
'
⇒ f ( y ) =2 y
2
⇒ f ( y )= y
Thus the required solution is
3 2 2
x +2 x y+ y =c
Problem 7: Solve the initial value problem
( 2 x cos y+ 3 x 2 y ) dx + ( x 3−x 2 sin y− y ) dy=0 , y ( 0 )=2.
Solution: Given the equation
( 2 x cos y+ 3 x 2 y ) dx + ( x 3−x 2 sin y− y ) dy=0 (1)
Let,
2 3 2
M =2 x cos y +3 x y , N=x −x sin y− y
∂M 2 ∂N 2
=−2 x sin y+ 3 x , =3 x −2 x sin y
∂y ∂x
∂M ∂N
Since = the equation (1) is exact differential equation and there exist a function
∂ y ∂x
F ( x , y )=c such that,
∂F 2 ∂F 3 2
=M =2 x cos y +3 x y , (2 ) =N =x −x sin y− y (3)
∂x ∂y
2 3
F=x cos y+ x y + f ( y )
∂F 2 3
=−x sin y+ x + f ' ( y )
∂y
3 2 2 3
⇒ x −x sin y− y=−x sin y + x + f '( y )
'
⇒ f ( y ) =− y
2
−y
⇒ f ( y )=
2
Therefore the one parameter solution is
2
2 y 3
x cos y+ x y− =c
2
7
Using the initial condition y ( 0 )=2 we get
0+ 0−2=c ⇒ c=−2
Thus the required solution is
2
2 y 3
x cos y+ x y− + 2=0
2
Method of groping:
i ¿ ( 3 x 2 +4 xy ) dx+ ( 2 x 2 +2 y ) dy=0
2 2
⇒ 3 x dx+ 4 xydx +2 x dy +2 ydy=0
2 2
⇒ d( x¿¿ 3)+d (2 x y )+d ( y )=0 ¿
⇒ d( x ¿ ¿ 3+ 2 x y+ y )=0 ¿
2 2

By integrating,
3 2 2
x +2 x y+ y =c
ii ¿ ( 2 x cos y+3 x 2 y ) dx+ ( x3 −x 2 sin y− y ) dy=0
2 3 2
⇒ 2 x cos y dx+3 x ydx+ x dy−x sin y dy− ydy=0
2 2 3
⇒ 2 x cos y dx−x sin y dy +3 x ydx + x dy− ydy=0
3
⇒ d( x¿¿ 2 cos y )+d ( x y)− ydy=0 ¿
By integrating,
2
2 y 3
x cos y+ x y− =c
2
Problem 8: In each of the following equations determine the constant A such that the equation is
exact, and solve the resulting exact equation.
a) ( A x 2 y +2 y 2 ) dx + ( x 3 +4 xy ) dy =0

b) ( Ay y
3
x x ) (
1 1
+ 2 dx + 2 − dy=0
x x )
Solution: a) Given that ( A x 2 y +2 y 2 ) dx + ( x 3 +4 xy ) dy =0 (1)
Let, M = A x 2 y+2 y 2 , N =x 3+ 4 xy
Now, the equation (1) to be exact if
∂M ∂N
=
∂ y ∂x
2 2
⇒ A x +4 y=3 x + 4 y
⇒ A=3
∴ For A=3 equation (1) become exact.

8
The resulting equation is
( 3 x 2 y +2 y 2 ) dx + ( x 3+ 4 xy ) dy =0
2 3 2
⇒ 3 x ydx + x dy +2 y dx + 4 xydy=0
3 2
⇒ d( x y )+ d (2 y x)=0
By integrating,
3 2
⇒ x y+ 2 x y =c
This is the required solution.

b) Given that ( Ay y
3
x x ) (
1 1
)
+ 2 dx + 2 − dy=0
x x
(1)

Ay y 1 1
Let, M = + 2 ,N= 2−
x x
3
x x
Now, the equation (1) to be exact if
∂M ∂N
=
∂ y ∂x
A 1 −2 1
⇒ 3
+ 2= 3 + 2
x x x x
⇒ A=−2
∴ For A=−2 equation (1) become exact.
The resulting equation then become

( −2x y + xy ) dx+( x1 − 1x ) dy=0


3 2 2

−2 y 1 y 1
⇒ dx + 2 dy+ 2 dx− dy =0
x
3
x x x

⇒d
( xy )−d ( yx )=0
2

By integrating,
y y
⇒ − =c
x x
2

This is the required solution.


Homogeneous equation: The first order differential equation M ( x , y ) dx+ N ( x , y ) dy =0 is said

to be homogeneous differential equation if it can be written as of the form


dy
dx
=f ( )
y
x
.

9
Problem 9: Show that by the transformation y=vx the first order homogeneous equation
M ( x , y ) dx+ N ( x , y ) dy =0 reduced in separable equation.
Solution: Since M ( x , y ) dx+ N ( x , y ) dy =0 is homogeneous equation, it may be written in the
form
dy
dx
=g
y
x ()
(1)

Let, y=vx , then


dy dv
=v + x
dx dx
dy
Putting the value of in equation (1), we get
dx
dv
v+ x =g (v )
dx
dv
⇒ [ v−g ( v ) ] + x =0
dx
⇒ [ v−g ( v ) ] dx + xdv=0
dx dv
⇒ + =0
x [ v−g ( v ) ]
This is separable equation in x and v .
Problem 10: Solve the equation
( x 2−3 y 2 ) dx +2 xydy =0
Solution: Given
( x 2−3 y 2 ) dx +2 xydy =0
2 2
dy −x −3 y
⇒ = (1)
dx 2 xy
Since equation (1) is homogeneous then letting y=vx we obtain
dy dv
=v + x
dx dx
From equation (1) we get
dv −x −3 v x −x ( 1−3 v ) −(1−3 v )
2 2 2 2 2 2
v+ x = = 2
=
dx 2 x . vx 2v x 2v
2
dv −(1−3 v ) −1+3 v 2−2 v 2 v 2−1
⇒x = −v= =
dx 2v 2v 2v
2 vdv dx
⇒ =
v −1 x
2

10
By integrating we get
ln (v −1 ¿ )=ln x+ ln c ¿
2

2
⇒ v −1=cx
2
y
⇒ 2
−1=cx
x
2 2 3
⇒ y −x =c x
Problem 11: Solve the initial value problem
( y + √ x 2 + y 2 ) dx−xdy=0 , y ( 1 )=0
Solution: Given
( y + √ x 2 + y 2 ) dx−xdy=0
dy ( y + √ x + y )
2 2
⇒ = (1)
dx x
Since equation (1) is homogeneous then letting y=vx we obtain
dy dv
=v + x
dx dx
From equation (1) we get

dv ( vx + √ x + v x ) x (v + √ 1+v )
2 2 2 2
=(v + √ 1+ v )
2
v+ x = =
dx x x
dv
=(v+ √ 1+ v )−v=√ 1+ v
2 2
⇒x
dx
dv dx
⇒ =
√ 1+ v 2 x
By integrating we get
ln (v + √ 1+v 2 ¿ )=ln x + ln c ¿
⇒ v + √ 1+ v =cx
2

y y2
⇒ + 1+ 2 =cx
x x
y 1 2 2

⇒ + √ x + y =cx
x x
⇒ y + √ x 2+ y 2=c x2
Using initial condition y ( 1 )=0 we get
0+√ 1+0=c .1 ⇒ c=1
Thus the required solution is

11
y + √ x 2+ y 2=x 2
Problem 12: Solve the following equations
i ¿( x + y
3 2
√ x2 + y 2 ) dx−xy √ x 2+ y 2 dy =0
3 2
dy y +3 x y
ii ¿ =
dx x 3+ 3 x y 2
Integrating factor: If the differential equation M ( x , y ) dx+ N ( x , y ) dy =0 is not exact but the
differential equation μ(x , y) M ( x , y ) dx + μ( x , y )N ( x , y ) dy=0 is exact, then μ(x , y) is called an
integrating factor of the differential equation.
Linear equation: The first order differential equation M ( x , y ) dx+ N ( x , y ) dy =0 is said to be
dy
linear differential equation if it can be written in the form + P ( x ) y=Q(x ).
dx
Problem 13: Is linear equation exact? If not, find integrating factor and then solve the linear
equation.
Solution: We know the linear equation is of the form
dy
+ P ( x ) y=Q(x )
dx
⇒ [ P ( x ) y −Q ( x ) ] dx +dy=0 (1)
Let M =P ( x ) y −Q ( x ) , N=1
∂M ∂N
=P ( x ) , =0
∂y ∂x
Hence the linear equation is not exact unless P ( x )=0. If P ( x )=0 then the linear equation
reduces into a simple separable equation. On the other hand if P ( x ) ≠ 0 the linear equation is not
exact.
Consider μ ( x ) is an integrating factor of equation (1) then multiplying by μ ( x ) , obtaining
[ μ ( x ) P ( x ) y −μ ( x ) Q ( x ) ] dx + μ ( x ) dy =0 (2)
By definition of integrating factor equation (2) is exact if and only if
∂ ∂
[ μ ( x ) P ( x ) y −μ ( x ) Q ( x ) ]= [μ ( x ) ]
∂y ∂x
dμ ( x )
⇒ μ ( x ) P ( x )=
dx
dμ ( x )
⇒ P ( x ) dx=
μ(x)
By integrating we get

12
ln μ ( x )=∫ P ( x ) dx

⇒ μ ( x )=e∫
P ( x ) dx

This is the required integrating factor.


Now from equation (2) the reduced exact equation is
e∫ P ( x ) ydx−e∫ Q ( x ) dx +e∫
P ( x ) dx P ( x ) dx P ( x ) dx
dy =0

⇒ e∫ P ( x ) ydx +e∫ dy=e∫


P ( x ) dx P ( x ) dx P ( x ) dx
Q ( x ) dx

⇒ d( e∫ y )=e∫
P ( x ) dx P ( x ) dx
Q ( x ) dx
By integrating we get
e∫ y=∫ e∫
P ( x ) dx P ( x ) dx
Q ( x ) dx +c
This is the required solution of linear equation.
Problem 14: Solve the equation
dy 2 x+1 −2 x
+ y=e
dx x
Solution: Given
dy 2 x+1 −2 x
+ y=e (1)
dx x
2 x +1
Let P ( x )= then the integrating factor is
x
∫ 2 xx+1 dx ∫ (2+ 1x )dx
μ ( x )=e =e =e2 x+ln x =e2 x e ln x =x e 2 x
Now multiplying Equation (1) by this integrating factor we get
2x dy 2 x 2 x +1 2 x −2 x
xe +x e y=x e e
dx x
2x 2x
⇒ x e dy + ( 2 x +1 ) e ydx=xdx
2x
⇒ d( x e y)=xdx
By integrating we get
2
x
2x
x e y= +c
2
−2 x
xe c −2 x
⇒ y= + e
2 x
This is the required solution.
Problem 15: Solve the initial value problem

( x 2 +1 ) dy +4 xy=x , y ( 2 )=1
dx
13
Solution: Given

( x 2 +1 ) dy +4 xy=x (1)
dx
dy 4x x
+ y= 2
dx ( x 2 +1 ) ( x +1 )
4x
Let P ( x )= then integrating factor is
( x2 +1 )
4x 2x
∫ dx 2∫ dx 2
2
=( x +1 )
( x 2+1 ) ( x 2+1 ) 2 ln ( x 2+1 ) ln ( x2 +1) 2
μ ( x )=e =e =e =e
Now multiplying Equation (1) by this integrating factor we get

( x 2 +1 ) dy + ( x 2+ 1 ) 42 x y=( x 2 +1 ) 2x
2 2 2

dx ( x + 1) ( x +1 )
2
⇒ ( x +1 ) dy +4 x ( x + 1 ) ydx=x ( x +1 ) dx
2 2 2

2
⇒ d( ( x +1 ) y )=(x + x )dx
2 3

By integrating we get
4 2
( x 2 +1 ) y= x + x +c
2

4 2
Using initial condition y ( 2 )=1 we get
25=4+ 2+c ⇒ c=19
Thus the required solution is
4 2
( x 2 +1 ) y= x + x +19
2

4 2
Problem 15: Solve the equation
y 2 dx+ ( 3 xy −1 ) dy=0
Solution: Given
dx −3 xy −1
=
dy y
2

dx −3 1
⇒ = x+ 2
dy y y
dx 3 1
⇒ + x = 2 (1)
dy y y
This is linear equation in x .
3
Let P ( y )= , then the integrating factor is
y

14
∫ 3y dy 3

μ ( y )=e =e3 ln y =eln y = y 3


Now multiplying Equation (1) by this integrating factor we get
3 dx 3 3 1 3
y + xy = 2 y
dy y y
3 2
⇒ y dx +3 x y dy= ydy
3
⇒ d( x y )= ydy
By integrating we get
2
3 y
xy= +c
2
This is the required solution.
dy n
Bernoulli equation: An equation of the form + P ( x ) y=Q ( x ) y is called Bernoulli equation.
dx
If , n=0 ,1 then this Bernoulli equation is actually linear equation.

Problem 16: suppose n ≠ 0 , 1. Show that the transformation v= y 1−n reduces the Bernoulli
dy n
equation + P ( x ) y=Q ( x ) y to a linear equation in v .
dx
Solution: Consider the Bernoulli equation
dy n
+ P ( x ) y=Q ( x ) y (1)
dx
We first divide equation (1) by y n then obtaining
−n dy 1−n
y + P ( x ) y =Q ( x ) (2)
dx
Let, v= y 1−n
dv −n dy
=(1−n) y
dx dx
−n dy 1 dv
⇒y =
dx 1−n dx
From equation (2) we get
1 dv
+ P ( x ) v=Q ( x )
1−n dx
dv
⇒ + ( 1−n ) P ( x ) v=( 1−n ) Q ( x )
dx
dv
⇒ + P 1 ( x ) v=Q1 ( x )
dx

15
Which is linear equation in v .
Problem 17: Solve the equation
dy 3
+ y=x y
dx
Solution: Given
dy 3
+ y=x y
dx
−3 dy −2
⇒y + y =x (1)
dx
Let, y −2=v then
−3 dy dv
−2 y =
dx dx
−3 dy −1 dv
⇒y =
dx 2 dx
Putting this value in equation (1) we get
−1 dv
+ v=x
2 dx
dv
⇒ −2 v=−2 x (2)
dx
This is a linear equation in v .
Let P ( x )=−2, then the integrating factor is

μ ( x )=e∫
−2 dx −2 x
=e
Now multiplying Equation (2) by this integrating factor we get
−2 x dv −2 x −2 x
e −2 v e =−2 x e
dx
−2 x −2 x −2 x
⇒e dv −2 v e dx =−2 x e dx
−2 x −2 x
⇒ d( e v)=−2 x e dx
By integrating we get
−2 x −2 x 1 −2 x
e v =x e + e +c
2
1 2x
⇒ v=x + +c e
2
1 1 2x
⇒ =x+ +c e
y
2
2
This is the required solution.

16
Problem 6: Solve the differential equation y ' ' −3 y ' +2 y=0.
Solution: Given the differential equation
'' '
y −3 y +2 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
2
m −3 m+2=0
⇒ ( m−1 )( m−2 )=0
⇒ m=1, 2
Thus the required general solution is
x 2x
y=c1 e +c 2 e
Problem 7: Solve the differential equation y ' ' −5 y ' +6 y =0.
Solution: Given the differential equation
'' '
y −5 y +6 y =0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
2
m −5 m+6=0
⇒ ( m−2 )( m−3 )=0
⇒ m=2, 3
Thus the required general solution is
2x 3x
y=c1 e +c 2 e
Problem 8: Solve the differential equation y ' ' ' −3 y ' ' − y ' +3 y=0.
Solution: Given the differential equation
' '' '' '
y −3 y − y +3 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
3 2
m −3 m −m+3=0
3 2 2
⇒ m −m −2m +2 m−3 m+ 3=0
2
⇒m ( m−1 )−2 m ( m−1 )−3 ( m−1 ) =0
⇒ ( m−1 ) ( m2−2 m−3 )=0
⇒ ( m−1 ) ¿
⇒ m=1,−1 ,3

17
Thus the required general solution is
x −x 3x
y=c1 e +c 2 e +c 3 e
Case II: Repeated real roots
Problem 9: Solve the differential equation y ' ' −6 y ' + 9 y=0 .
Solution: Given the differential equation
'' '
y −6 y + 9 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
2
m −6 m+9=0
⇒ ( m−3 ) (m−3)=0
⇒ m=3 ,3
Then the two solutions are e 3 x ande 3 x which are linearly dependent.
Thus their linear combination c 1 e3 x + c2 e 3 x =(c ¿ ¿ 1+ c 2)e 3 x =c 0 e 3 x ¿ is not the general solution.
Since we already know the one solution is e 3 x , we let y=v e3 x, then
' 3x ' 3x
y =e v +3 e v
'' 3x '' 3x ' 3x
y =e v +6 e v +9 e v
Substituting into equation (1) we get
e 3 x v ' ' +6 e3 x v' +9 e 3 x v−6 ( e 3 x v ' +3 e3 x v ) + 9 e3 x =0
3x '' '' '
⇒ e v =0 ⇒ v =0⇒ v =c
Choosing c=1
'
v =1⇒ v=x
Thus x e3 x is a linearly independent solution of equation (1)
Hence the general solution is
3x 3x
y=c1 e +c 2 x e
Problem 10: Solve the differential equation y ' ' −4 y' + 4 y=0 .
Solution: Given the differential equation
'' '
y −4 y + 4 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
2
m −4 m+4=0
⇒ ( m−2 ) (m−2)=0

18
⇒ m=2, 2
Thus the required general solution is
2x 2x
y=c1 e +c 2 x e
Case III: Complex roots
Consider two roots are complex i .e . m=a ±ib , then
( a +ib ) x ( a−ib ) x
k 1e +k 2 e
ax ibx ax −ibx
¿ k 1 e e +k 2 e e
ax ibx −ibx
¿ e (k ¿¿ 1 e + k 2 e )¿
ax
¿ e (k ¿ ¿ 1 cos bx +k 1 isin bx + k 2 cos bx−k 2 isin bx )¿
ax
¿ e ((k ¿ ¿ 1+ k 2 )cos bx+(k 1 i+ k 2 i)sin bx) ¿
ax
¿ e (c ¿ ¿ 1cos bx+ c 2 sin bx )¿
Problem 11: Solve the initial value problem y ' ' −6 y ' + 25 y=0 ; y ( 0 )=−3 , y ' ( 0 )=−1.
Solution: Given the differential equation
'' '
y −6 y + 25 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
2
m −6 m+25=0
6 ± √ 36−100 6 ± √ −64 6 ± 8 i
⇒ m= = = =3 ± 4 i
2 2 2
The general solution of equation (1) is
3x
y=e ¿ (2)
' 3x
y =e ¿ (3)
Applying the initial condition y ( 0 )=−3 in equation (2) we get
−3=c 1 ⇒ c1=−3
And applying the initial condition y ' ( 0 )=−1 in equation (3) we get
−1=4 c 2 +3 c 1 ⇒−1=4 c 2−9⇒ c 2=2
Thus the required solution is
3x
y=e ¿
Problem 12: Solve the differential equation y ' ' ' −6 y '' +12 y' −8 y=0.
Solution: Given the differential equation
' '' '' '
y −6 y +12 y −8 y=0 (1)

19
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
3 2
m −6 m +12 m−8=0
3
⇒ ( m−2 ) =0 ⇒ m=2 , 2 , 2
Thus the required general solution is
2x 2x 2 2x 2 2x
y=c1 e +c 2 x e + c 3 x e =(c 1 +c 2 x +c 3 x )e
Problem 13: Solve the differential equation y iv + 8 y ' ' +16 y=0 .
Solution: Given the differential equation
iv ''
y + 8 y +16 y=0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
4 2
m +8 m +16=0
2 2
⇒ (m¿¿ 2+4) =0⇒ m =−4 ,−4 ¿
⇒ m=±2 i ,± 2 i
Thus the required general solution is
y=c1 cos 2 x +c 2 sin 2 x+ c 3 x cos 2 x+ c 4 x sin 2 x =(c ¿ ¿ 1+c 3 x)cos 2 x+(c 2 +c 4 x)sin 2 x ¿
Problem 14: Solve the initial value problem
' '' '' ' ' ''
y −2 y + 4 y −8 y =0 ; y ( 0 )=2 , y ( 0 ) =0 , y ( 0 )=0 .
Solution: Given the differential equation
' '' '' '
y −2 y + 4 y −8 y =0 (1)
Let y=emx be the trail solution of equation (1).
Then the auxiliary equation of equation (1) is
3 2
m −2 m + 4 m−8=0
2
⇒ m ( m−2 ) +4 ( m−2 )=0
⇒ ( m−2 )+ ( m2+ 4 )=0
⇒ m=2, ± 2i
The general solution of equation (1) is
2x
y=c1 e +¿ (2)
' 2x
y =2 c 1 e +¿ (3)
'' 2x
y =4 c1 e +¿ (4)
Applying the initial conditions y ( 0 )=2 , y ' ( 0 )=0 and y ' ' ( 0 )=0 in equations (2), (3) and (4) we get
20
2=c1 + c2 (5)
0=2 c1 +2 c 3 (6)
and 0=4 c1 −4 c2 (7)
Solving equations (5), (6) and (7) we get
c 1=1 , c 2=1 and c 3=−1
Thus the required solution is
2x
y=e +¿
Problem 17: Solve the equation ( D2−5 D+6 ) y=e 4 x
Solution: Given that ( D2−5 D+6 ) y=e 4 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D −5 D+6=0
D=2, 3
∴ Complementary function, y c =c1 e 2 x + c 2 e 3 x
Particular integral
1 4x 1 4x 1 4x
y p= e = e = e
2
D −5 D+6 16−20+6 2
Thus the required general solution is
2x 3x 1 4x
y= y c + y p =c 1 e +c 2 e + e
2
Problem 18: Solve the equation ( D2−5 D+6 ) y=e 3 x
Solution: Given that ( D2−5 D+6 ) y=e 3 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D −5 D+6=0
D=2, 3
∴ Complementary function, y c =c1 e 2 x + c 2 e 3 x
Particular integral
1 3x 1 3x 1 3x 3x
y p= e =x e =x e =x e
2
D −5 D+6 2 D−5 6−5
Thus the required general solution is
2x 3x 3x
y= y c + y p =c 1 e +c 2 e + x e
Problem 19: Solve the equation ( D2−4 D+ 4 ) y=e2 x
Solution: Given that ( D2−4 D+ 4 ) y=e2 x (1)
21
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D −4 D+ 4=0
2
⇒ (D−2) =0
D=2, 2
∴ Complementary function, y c =c1 e 2 x + c 2 xe 2 x
Particular integral,
2 2x
1 2x 1 2x 2 1 2x x e
y p= 2
e =x e =x e =
D −4 D+ 4 2 D−4 2 2
Thus the required general solution is
2 2x
2x 2x x e
y= y c + y p =c 1 e +c 2 x e +
2
Problem 20: Solve the equation ( D3−3 D 2+3 D−1 ) y=e x +e 3 x
Solution: Given that ( D3−3 D 2+3 D−1 ) y=e x +e 3 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
3 2
D −3 D +3 D−1=0
3
⇒ (D−1) =0
D=1 , 1 ,1
∴ Complementary function, y c =c1 e x +c 2 xe x +c 3 x2 e x
Particular integral,
1 x 1 3x
y p= 3 2
e + 3 2
e
D −3 D +3 D−1 D −3 D +3 D−1
1 x 1 3x
¿x e + e
2
3 D −6 D+3 27−27+ 9−1
3x 3x 3 x 3x
2 1 x e 3 1 x e x e e
¿x e + =x e + = +
6 D−6 8 6 8 6 8
Thus the required general solution is
3 x 3x
x x 2 x x e e
y= y c + y p =c 1 e + c2 xe + c 3 x e + +
6 8
Problem 21: Solve the equation ( D2 + D+1 ) y=e x + sin 2 x
Solution: Given that ( D2 + D+1 ) y=e x + sin 2 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D + D+1=0

22
−1 ± √ 1−4 −1 √ 3
⇒ D= = ± i
2 2 2
∴ Complementary function,
−x
y c =e 2 (c ¿ ¿ 1cos √ x +c 2 sin √ x )¿
3 3
2 2
Particular integral,
1 x 1
y p= 2
e+ 2 sin 2 x
D + D+1 D + D+1
1 x 1
¿ e + 2 sin 2 x
3 −2 + D+1
1 1 1 (D+3)
¿ ex + sin 2 x= e x + sin 2 x
3 D−3 3 (D−3)(D+3)
1 (D+3) 1 (D+3)
¿ ex + 2 sin 2 x= e x + 2 sin 2 x
3 D −9 3 −2 −9
1 ( D+3 ) 1 2 cos 2 x +3 sin 2 x
¿ ex− sin 2 x= e x −
3 13 3 13
Thus the required general solution is
−x
2
y= y c + y p =e (c ¿ ¿ 1 cos
√3 x+ c sin √3 x)+ 1 e x − 2 cos 2 x+ 3 sin 2 x ¿
2
2 2 3 13
2
Problem 22: Solve the equation ( D 2 +1 ) y=cos 3 x
2
Solution: Given that ( D2 +1 ) y=cos 3 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
( D2 +1 ) =0
2
⇒ D =−1,−1
⇒ D=±i , ±i
∴ Complementary function,
y c =(c ¿ ¿ 1+c 2 x )cos x +(c ¿ ¿ 3+c 4 x)sin x ¿ ¿
Particular integral,
1
y p= 2
cos 3 x
( D +1 )
2

1
¿
cos 3 x
(−3¿ ¿2+1)2 cos 3 x= ¿
64
Thus the required general solution is

23
cos 3 x
y= y c + y p =(c ¿ ¿ 1+ c2 x)cos x +(c ¿ ¿ 3+ c 4 x) sin x + ¿¿
64
Problem 23: Solve the equation ( D2 +9 ) y =cos 3 x
Solution: Given that ( D2 +9 ) y =cos 3 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D +9=0
2
⇒ D =−9
⇒ D=±3 i ,
∴ Complementary function,
y c =c1 cos 3 x+ c 2 sin 3 x
Particular integral,
1
y p= 2
cos 3 x
D +9
1 sin 3 x
¿x cos 3 x=x
2D 6
Thus the required general solution is
x sin 3 x
y= y c + y p =c 1 cos 3 x +c 2 sin 3 x +
6
Problem 24: Solve the equation ( D3 +2 D2 + D ) y=e 2 x + x 2+ x
Solution: Given that ( D3 +2 D2 + D ) y=e 2 x + x 2+ x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
3 2
D +2 D + D=0
2
⇒ D( D +2 D+1)=0
2
⇒ D( D+ 1) =0
⇒ D=0 ,−1 ,−1
∴ Complementary function,
−x −x
y c =c1 +c 2 e +c 3 x e
Particular integral,
2
1 2x 1 1
y p= 3 2
e + 3 2
x + 3 2
x
D +2 D + D D +2 D + D D +2 D + D
2
1 2x 1 1
¿ e + 2
x + 2
x
18 D (D+1) D (D+1)

24
−2 2 −2
1 2 x (1+ D) (1+ D)
¿ e + x+ x
18 D D
2 2 2
1 (1−2 D+3 D + ⋯ ) (1−2 D+3 D + ⋯ )
¿ e2 x + x + x
18 D D
1 2x 1 2 1
¿ e + ( x −4 x+ 6)+ (x−2)
18 D D
3 2
1 2x x 2 x
¿ e +( −2 x +6 x)+( −2 x)
18 3 2
3 2
1 2x x 3 x
¿ e + − +4 x
18 3 2
Thus the required general solution is
3 2
−x −x 1 2x x 3 x
y= y c + y p =c 1+ c 2 e + c3 x e + e + − +4 x
18 3 2
Problem 25: Solve the equation ( D2−9 ) y=6 e 3 x + x e3 x
Solution: Given that ( D2−9 ) y=6 e 3 x + x e3 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D −9=0
⇒ D=3 ,−3
∴ Complementary function,
3x −3 x
y c =c1 e + c 2 e
Particular integral,
1 3x 1 3x
y p= 2
6e + 2 xe
D −9 D −9
6 3x 3x 1
¿x e +e
2D ¿¿
6 3x 3x 1
¿ x e +e x
6 2
D + 6 D+9−9
3x 3x 1
¿ xe +e x
D
6 D(1+ )
6
−1
D
(1+ )
3x 3x 6
¿ xe +e x
6D
D
(1− )
6
¿ xe 3 x +e 3 x x
6D
25
3x 3x 1 1
¿ xe +e (x− )
6D 6

( )
2 2
3x 3x 1 x x 3x 3x x x
¿ xe +e − =xe +e ( − )
6 2 6 12 36
Thus the required general solution is
2
3x −3 x 3x 3x x x
y= y c + y p =c 1 e +c 2 e + xe + e ( − )
12 36
Problem 26: Solve the equation ( D2−11 ) y=e 3 x sin 2 x
Solution: Given that ( D2−11 ) y=e 3 x sin 2 x (1)
The auxiliary equation of corresponding homogeneous equation of (1) is
2
D −11=0
⇒ D=√ 11 ,−√ 11
∴ Complementary function,
y c =c1 e √11 x +c 2 e−√ 11 x
Particular integral,
1 3x 3x 1
y p= e sin2 x=e
2
D −11 ¿¿
3x 1 3x 1
¿e 2
sin 2 x=e 2
sin 2 x
D +6 D+9−11 D +6 D−2
3x 1 3x 1
¿e 2
sin 2 x =e sin 2 x
−2 +6 D−2 6(D−1)
(D+1) (D+1)
¿ e3 x sin 2 x=¿ e3 x sin 2 x ¿
6 (D−1)(D+1) 6(D2−1)
3x (D+1) −e
3x
¿e 2
sin 2 x = (2 cos 2 x+ sin 2 x )
6 (−2 −1) 30
Thus the required general solution is
3x
e
y= y c + y p =c 1 e √ 11 x + c2 e−√ 11x ± (2 cos 2 x +sin 2 x)
30

26

You might also like