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Linear differential equations with constant coefficient

Definition: A differential equation of the form

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦
𝑎0 𝑑𝑥 𝑛 + 𝑎1 𝑑𝑥 𝑛−1 + 𝑎2 𝑑𝑥 𝑛−2 + ⋯ ⋯ ⋯ + 𝑎𝑛 𝑦 = 𝑋…………………..(1)

where 𝑎0 , 𝑎1 , 𝑎2 , ⋯ ⋯ ⋯ 𝑎𝑛 are constants and 𝑋 is a function of 𝑥 is called Linear differential

equation with constant coefficient of nth order of first degree.
The equation (1) can be written as
𝑑
𝑎0 𝐷𝑛 𝑦 + 𝑎1 𝐷𝑛−1 𝑦 + 𝑎2 𝐷𝑛−2 𝑦 + ⋯ ⋯ ⋯ + 𝑎𝑛 𝑦 = 𝑋, where 𝐷 =
𝑑𝑥

⇒ (𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ ⋯ ⋯ + 𝑎𝑛 )𝑦 = 𝑋

⇒ {𝑓(𝐷)}𝑦 = 𝑋 …………………………………………….(2)
If 𝑋 = 0, then from the equation (2), we get
{𝑓(𝐷)}𝑦 = 0………………………………………..(3)
is called homogeneous Linear differential equations with constant coefficient.
If 𝑋 ≠ 0, then the equation (2) is called non-homogeneous linear differential equations with
constant coefficient.
𝑑2 𝑦 𝑑𝑦
Examples: (i) − 3 𝑑𝑥 − 4𝑦 = 0 [Homogeneous]
𝑑𝑥 2

Or
( 𝐷2 − 3𝐷 − 4)𝑦 = 0.
𝑑2 𝑦 𝑑𝑦
(ii) − 3 𝑑𝑥 − 4𝑦 = 4𝑥 2 [Non-homogeneous]
𝑑𝑥 2

Or
( 𝐷2 − 3𝐷 − 4)𝑦 = 4𝑥 2 .
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
(iii) +2 𝑑𝑥 2 − 3 𝑑𝑥 − 4𝑦 = 𝑠𝑖𝑛𝑥 [Non-homogeneous]
𝑑𝑥 3

Or
(𝐷3 + 2𝐷2 − 3𝐷 − 4)𝑦 = 𝑠𝑖𝑛𝑥.

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Solution of homogeneous linear differential equations with constant

coefficient
Auxiliary Equation:
If 𝑦 = 𝑒 𝑚𝑥 is a solution of (3), then the auxiliary equation of (3) is
𝑓(𝑚) = 0.
Method of finding general solution of the homogeneous linear differential equation with
constant coefficient
Step I: Find auxiliary equation (A.E.) 𝑓(𝑚) = 0 by writing 𝐷 = 𝑚 in 𝑓(𝐷) of equation (3).
Step II: find the roots of the 𝐴. 𝐸. i.e. values of 𝑚. Let the roots are 𝑚1 , 𝑚2 , … … , 𝑚𝑛 .
Step III: required G.S. is obtained as per the roots stated below:
Table 1: Rules for finding G.S. of homogeneous linear differential equations with constant
coefficient
Roots of A.E. General Solution (G.S.)
All roots 𝑚1 , 𝑚2 ,…… , 𝑚𝑛 are real and
distinct.

𝑦 = 𝑒 𝑎𝑥 (𝐶1 𝑐𝑜𝑠𝑏𝑥 + 𝐶2 𝑠𝑖𝑛𝑏𝑥) + 𝐶3 𝑒 𝑚3 𝑥

+ ⋯ ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
If there are two complex roots which are 𝑎 ± 𝑖𝑏 𝑦 = 𝑒 𝑎𝑥 (𝐶1 𝑐𝑜𝑠𝑏𝑥 + 𝐶2 𝑠𝑖𝑛𝑏𝑥)

Example 1: Solve (𝐷2 − 3𝐷 − 4)𝑦 = 0.

Solution: Here Auxiliary equation is
𝑚2 − 3𝑚 – 4 = 0
⇒ 𝑚2 − 4𝑚 + 𝑚 − 4 = 0
⇒ 𝑚(𝑚 − 4) + 1(𝑚 − 4) = 0
⇒ (𝑚 − 4)(𝑚 + 1) = 0
∴ 𝑚 = −1, 4
∴ General Solution (G.S.) is
𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 4𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.

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Example 2: Solve ( 𝐷2 − 6𝐷 + 9)𝑦 = 0.

Solution: Here Auxiliary equation is
𝑚2 − 6𝑚 + 9 = 0
⇒ (𝑚 − 3)2 = 0
∴ 𝑚 = 3, 3
Hence
General Solution (G.S.) is
𝑦 = (𝐶1 + 𝑥𝐶2 )𝑒 3𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.
Example 3: Solve ( 𝐷2 − 4𝐷 + 13)𝑦 = 0.
Solution: Here Auxiliary equation is
𝑚2 − 4𝑚 + 13 = 0
4 ± √(−4)2 − 4 ∙ 1 ∙ 13
⇒𝑚=
2∙1
4±√16−52
= 2
4±√−36
= 2
4±6𝑖
= 2

= 2 ± 3𝑖
Hence
General Solution (G.S.) is
𝑦 = 𝑒 2𝑥 (𝐶1 𝑐𝑜𝑠3𝑥 + 𝐶2 𝑠𝑖𝑛3𝑥), where 𝐶1 are 𝐶2 are arbitrary constants.
Example 4: Solve (𝐷3 − 8)𝑦 = 0.
Solution: Here Auxiliary equation is
(𝑚3 − 8) = 0.
⇒ (𝑚 − 2) (𝑚2 + 2𝑚 + 4) = 0
⇒ 𝑚 = 2, 𝑚 = −1 ± 𝑖√3
Hence
General Solution (G.S.) is
𝑦 = 𝑒 −𝑥 (𝐶1 𝑐𝑜𝑠√3𝑥 + 𝐶2 𝑠𝑖𝑛√3𝑥) + 𝐶3 𝑒 2𝑥 ,
where 𝐶1 , 𝐶2 and 𝐶3 are arbitrary constants.
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Solution of non-homogeneous linear differential equations with constant

coefficient
General Solution:
The General solution of equation (2) is given by

Complementary Function:
It is the solution of equation 𝑓(𝐷)𝑦 = 𝑋 obtained by putting 𝑓(𝐷)𝑦 = 0.
Particular Integral:
If 𝑋 ≠ 0, in equation (2) then
1
𝑦= 𝑋
𝑓(𝐷)
Above value of 𝑦 will be P.I. of given non-homogeneous linear differential equations with
constant coefficient.
Following are the methods for finding particular integral:
Table-2: Rules for finding P.I.
Types of What to do Corresponding P.I.
function
𝑋 = 𝑒 𝑎𝑥 Put 1
𝑋, provided 𝑓(𝑎) ≠ 0.
𝑓(𝑎)
𝐷 = 𝑎 in 𝑓(𝐷)

1 1
𝑋 = sin 𝑎𝑥 Put 𝑠𝑖𝑛 𝑎𝑥 (𝑜𝑟 𝑐𝑜𝑠 𝑎𝑥) , provided 𝑓(−𝑎2 )≠ 0.
𝑓(−𝑎2 )
(or 𝑐𝑜𝑠 𝑎𝑥) 𝐷2 = −𝑎2 in 𝑓(𝐷)

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𝑋 = 𝑥𝑚 Take Expand [𝑓(𝐷)]−1 using binomial expansions and if

[𝑓(𝐷)]−1 𝑥 𝑚 (𝐷 − 𝑎) remains in the denominator then take
rationalization of denominator. And treat 𝐷 in the
numerator as derivative of the corresponding function.

Example 1: Solve ( 𝐷2 + 4𝐷 + 3)𝑦 = 𝑒 −2𝑥 .

Solution: Here Auxiliary equation is
𝑚2 + 4𝑚 + 3 = 0
⇒ 𝑚2 + 3𝑚 + 𝑚 + 3 = 0
⇒ 𝑚(𝑚 + 3) + 1(𝑚 + 3) = 0
⇒ (𝑚 + 3)(𝑚 + 1) = 0
∴ 𝑚 = −1, −3
Therefore complementary function (C.F.) is
𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 −3𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.
Now
1
Particular Integral (P.I.) (𝑦𝑝 ) = 𝑓(𝐷) 𝑋
1
= 𝐷2 + 4𝐷+3 𝑒 −2𝑥
1
= (−2)2 + 4(−2)+3 𝑒 −2𝑥
1
= 4− 8+3 𝑒 −2𝑥

= −𝑒 −2𝑥

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Hence the general solution is

𝑦 = 𝑦𝑐 + 𝑦𝑝
= 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 −3𝑥 − 𝑒 −2𝑥 .
Example 2: Solve the following differential equation
⇒ ( 𝐷2 − 4)𝑦 = 𝑠𝑖𝑛4𝑥
Solution: Auxiliary equation is
𝑚2 − 4 = 0
∴ 𝑚 = −2, 2
Therefore complementary function (C.F.) is
𝑦𝑐 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 2𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.
Now
1
Particular Integral (P.I.) (𝑦𝑝 ) = 𝐷2 − 4 𝑠𝑖𝑛4𝑥
1
= −42 − 4 𝑠𝑖𝑛4𝑥
1
= −16−4 𝑠𝑖𝑛4𝑥
1
= −20 𝑠𝑖𝑛4𝑥
1
= − 20 𝑠𝑖𝑛4𝑥

Hence the general solution is

𝑦 = 𝑦𝑐 + 𝑦𝑝
1
= 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑒 2𝑥 − 20 𝑠𝑖𝑛4𝑥.

Example 3: Solve the following differential equation

𝑑2𝑦 𝑑𝑦
2
−3 + 2𝑦 = 4𝑥 2
𝑑𝑥 𝑑𝑥
Solution: Given
𝑑2𝑦 𝑑𝑦
2
−3 + 2𝑦 = 4𝑥 2
𝑑𝑥 𝑑𝑥
𝑑
⇒ ( 𝐷2 − 3𝐷 + 2)𝑦 = 4𝑥 2 , where 𝐷 = 𝑑𝑥

Now auxiliary equation is

𝑚2 − 3𝑚 + 2 = 0

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⇒ 𝑚2 − 2𝑚 − 𝑚 + 2 = 0
⇒ 𝑚(𝑚 − 2) − 1(𝑚 − 2) = 0
⇒ (𝑚 − 2)(𝑚 − 1) = 0
∴ 𝑚 = 1, 2
Therefore complementary function (C.F.) is
𝑦𝑐 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.
1
Particular Integral (P.I.) (𝑦𝑝 ) = 𝐷2 −3𝐷+2 4𝑥 2
1
= 3𝐷−𝐷2
4𝑥 2
2{1−( )}
2

1 3𝐷−𝐷 2
= 2 {1 − ( )}−1 4𝑥 2
2
2
1 3𝐷−𝐷 2 3𝐷−𝐷 2
= 2 {1 + ( )+( ) + ⋯ ⋯ ⋯ }4𝑥 2
2 2
2
1 3𝐷−𝐷 2 3𝐷−𝐷 2
= 2 {4𝑥 2 + ( ) 4𝑥 2 + ( ) 4𝑥 2 }
2 2
1 3𝐷 𝐷2 9𝐷 2
= 2 {4𝑥 2 + 4𝑥 2 − 4𝑥 2 + (4𝑥 2 )}
2 2 4
1
= 2 (4𝑥 2 + 12𝑥 − 4 + 18)
1
= 2 (4𝑥 2 + 12𝑥 + 14)

= 2𝑥 2 + 6𝑥 + 7
Hence the general solution is
𝑦 = 𝑦𝑐 + 𝑦𝑝
= 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 2𝑥 + 2𝑥 2 + 6𝑥 + 7.
Example 4: Solve the following differential equation
𝑑2 𝑦 𝑑𝑦
− 2 − 3𝑦 = 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥
𝑑𝑥 2 𝑑𝑥
Solution: Given
𝑑2 𝑦 𝑑𝑦
2
− 2 − 3𝑦 = 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥
𝑑𝑥 𝑑𝑥
𝑑
⇒ ( 𝐷2 − 2𝐷 − 3)𝑦 = 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥, where 𝐷 = 𝑑𝑥

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Auxiliary equation is
𝑚2 − 2𝑚 − 3 = 0
⇒ 𝑚2 − 3𝑚 + 𝑚 − 3 = 0
⇒ 𝑚(𝑚 − 3) + 1(𝑚 − 3) = 0
⇒ (𝑚 + 1)(𝑚 − 3) = 0
∴ 𝑚 = −1, 3
Therefore complementary function (C.F.) is
𝑦𝑐 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 3𝑥 ,
where 𝐶1 are 𝐶2 are arbitrary constants.
Now
1
Particular Integral (P.I.) (𝑦𝑝 ) = ( 𝐷2 −2𝐷−3) (2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥)
1 1
= ( 𝐷2 −2𝐷−3) 2𝑒 𝑥 − ( 𝐷2 −2𝐷−3) 10𝑠𝑖𝑛𝑥
1 1
= ( 12 −2∙1−3) 2𝑒 𝑥 − ( −12 −2𝐷−3) 10𝑠𝑖𝑛𝑥
1 1
= −4 2𝑒 𝑥 − ( −4−2𝐷) 10𝑠𝑖𝑛𝑥
1 1
= − 2𝑒 𝑥 + 10𝑠𝑖𝑛𝑥
2 ( 4+2𝐷)
1 2𝐷−4
= − 2 2𝑒 𝑥 + ( 4+2𝐷)(2𝐷−4) 10𝑠𝑖𝑛𝑥
1 2𝐷−4
= − 2 2𝑒 𝑥 + 4𝐷2 −16 10𝑠𝑖𝑛𝑥
1 2𝐷−4
= − 2 2𝑒 𝑥 + 4(−12)−16 10𝑠𝑖𝑛𝑥
1 2𝐷−4
= − 2 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥
20
1 𝐷−2
= − 2 2𝑒 𝑥 − 10𝑠𝑖𝑛𝑥
10
1 1
= − 2𝑒 𝑥 − [𝐷(10𝑠𝑖𝑛𝑥) − 20𝑠𝑖𝑛𝑥]
2 10
1
= − 2 2𝑒 𝑥 − 𝑐𝑜𝑠𝑥 + 2𝑠𝑖𝑛𝑥

Hence the general solution is

𝑦 = 𝑦𝑐 + 𝑦𝑝
1
= 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 3𝑥 − 2 2𝑒 𝑥 − 𝑐𝑜𝑠𝑥 + 2𝑠𝑖𝑛𝑥.

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H.W.
Solve the following differential equation
𝑑2 𝑦 𝑑𝑦
+ 6 𝑑𝑥 + 5𝑦 = 2𝑒 𝑥 + 10𝑒 5𝑥 .
𝑑𝑥 2

Formulas:
(i) (1 + 𝑥)−1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + ⋯ ⋯ ⋯
(i) (1 − 𝐷)−1 = 1 + 𝐷 + 𝐷2 + 𝐷3 + ⋯ ⋯ ⋯

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