BMAT102L - DIFFERENTIAL EQUATIONS AND

TRANSFORMS

Dr. M. Chandru
Assistant Professor, Department of Mathematics, SAS,
Vellore Institute of Technology, Vellore, TN, INDIA.

March 3, 2022

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Outline
.
1 Course Introduction
Objectives and Outcomes
Syllabus of Applied Linear Algebra
2 Ordinary Differential Equations (ODE)(Module-01)
Learning Outcomes
3 Introduction: Differential Equations
Differential Equations - Preliminaries
Applications of DEs
Classification of DEs
4 Ordinary Differential Equations
Formation of ODEs by eliminating constants
Formation of ODEs: Examples
Solution of Differential Equations
5 Solution of First-order ODEs
Variable Separable
Homogeneous Equations
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 Course Introduction

Winter Semester 2021-2022

Course Code: BMAT102L
Course Title: Differential Equations and Transforms
Slot: A1+TA1+TAA1
Class ID: VL2021220504208
Course Mode: Class Based Learning
Venue: PLB120
Pre-requisite : MAT1011-Calculus for Engineers
Class Timings:
Monday: 08:00-08:50 AM
Tuesday: 12:00-12:50 PM
Wednesday: 09:00-09:50 AM
Friday: 10:00-10:50 AM

Always try to join a few minutes before the scheduled timings!!!

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 Course Introduction

Winter Semester 2021-2022

Course Code: BMAT102L
Course Title: Differential Equations and Transforms
Slot: D2+TD2+TDD2
Class ID: VL2021220504225
Course Mode: Class Based Learning
Venue: MB111
Pre-requisite : MAT1011-Calculus for Engineers
Class Timings:
Monday: 04:00-04:50 PM
Wednesday:05:00-05:50 PM
Thursday: 02:00-02:50 PM
Friday: 06:00-06:50 PM

Always try to join a few minutes before the scheduled timings!!!

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 Course Introduction Objectives and Outcomes

Course Objectives:
The aim of this course is to
To impart the knowledge of Laplace transform, an important trans-
form techniques for Engineers which requires knowledge of integra-
tion.
Presenting the elementary notions of Fourier series, this is vital in
practical harmonic analysis.
Enriching the skills in solving initial and boundary value problems.
Impart the knowledge and application of difference equations and
the Z-transform in discrete systems that are inherent in natural and
physical processes.

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 Course Introduction Syllabus of Applied Linear Algebra

Module - 01: Ordinary Differential Equations (ODE) (6

+ 3 hours) Second-order non- homogenous differential equations
with constant coefficients - Differential equations with variable coef-
ficients - Method of undetermined coefficients - Method of Variation
of parameters - Solving Damped forced oscillations and LCR circuit
theory problems.
Module - 02: Partial Differential Equations (PDE) (5 + 2
hours) Formation of partial differential equations Singular inte-
grals Solutions of standard types of first order partial differential
equations Lagrange’s linear equation - Method of separation of
variables
Module - 03: Laplace Transform (7 + 2 hours) Definition
- Properties of Laplace transform - Laplace transform of standard
functions - Laplace transform of periodic functions - Unit step func-
tion - Impulse function. Inverse Laplace transform - Partial frac-
tions method and by Convolution theorem.

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 Course Introduction Syllabus of Applied Linear Algebra

Module - 04: Solution to ODE and PDE by Laplace trans-

form (7 + 2 hours) Solution of ODE’s Non-homogeneous terms
involving Heaviside function, Impulse function - Solving Non-homogene
system using Laplace transform - solution to First order PDE by
Laplace transform
Module - 05: Fourier Series (6 + 2 hours) Fourier series -
Euler’s formulae - Dirichlet’s conditions - Change of interval - Half
range series RMS value Parseval’s identity.
Module - 06: Fourier Transform (6 + 2 hours) Complex
Fourier transform - properties - Relation between Fourier and Laplace
Transforms - Fourier sine and cosine transforms Parsevals identity
- Convolution Theorem and simple applications to solve PDE.

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 Course Introduction Syllabus of Applied Linear Algebra

Module - 07: Z-Transform (6 + 2 hours) Definition of Z-

transform and Inverse Z-transform - Standard functions - Partial
fractions and convolution method. Difference equation - first and
second order difference equations with constant coefficients - solu-
tion of simple difference equations using Z-transform.
Module - 08: Contemporary Issues (2 hours): Industry Ex-
pert Lecture.

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 Course Introduction Books

Text Book(s):
1 Erwin Kreyszig, Advanced Engineering Mathematics, 2015, 10th
Edition, John Wiley India.
2 B.S. Grewal, Higher Engineering Mathematics, 2020, 44th Edition,
Khanna Publishers.
Reference Books:
1 Michael D. Greenberg, Advanced Engineering Mathematics, 2006,
2nd Edition, Pearson Education, Indian edition.
2 A First Course in Differential Equations with Modelling Applica-
tions, Dennis Zill, 2018, 11th Edition, Cengage Publishers.
Mode of Evaluation: Digital Assignments, Continuous Assessment
Tests, Quiz, Final Assessment Test.

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Ordinary Differential Equations (ODE)(Module-01) Learning Outcomes

Learning Outcomes
Introduction: Differential Equations.
Basics of ordinary differential equations.
Formation of ordinary differential equations by eliminating arbi-
trary constants.
Solutions of ODEs: General, Particular, Complete and Singular
integrals.
Second-order non-homogenous differential equations with constant
coefficients.
Differential equations with variable coefficients.
Method of undetermined coefficients.
Method of variation of parameters.
Solving Damped forced oscillations and LCR circuit theory prob-
lems.

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 Introduction: Differential Equations Differential Equations - Preliminaries

Differential Equation
Differential equations arise from many problems in oscillations of
mechanical and electrical systems, bending of beams, conduction of
heat, velocity of chemical reactions, etc., and as such play a very vital
role in all modern scientific and engineering studies.

The study of a differential equation consists of three phases:

Formation of differential equation from the given physical
situation called modelling. Every physical problem when
translated into mathematical symbols gives rise to a differential
equation.
Solutions of this differential equation, evaluating arbitrary
constants from the given conditions.
Physical interpretation of the solution.

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 Introduction: Differential Equations Differential Equations - Preliminaries

Types of variables:
Consider y = f (x), y-dependent variable and x- independent variable.

Derivative:
Rate of change of dependent variable with respect to independent vari-
dy
able. For instance, dx .

Differential equation (DE):

A differential equation contains one or more terms involving deriva-
tives of one variable(dependent variable, y) with respect to the another
variable (independent variable, x).
Example: dy = (2x + 3)dx.

Solutions of the DE look like?

Unlike algebraic equations, the solutions of the differential equations
are functions and not just numbers.
Example: y(x) = x2 + 3x + C, where C is a integral constant.

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 Introduction: Differential Equations Differential Equations - Preliminaries

Order of DE :
The order of the highest derivative term in DE.
Example:
∂2z ∂z
∂x2
= C 2 ∂y ⇒ Order of DE is 2.

Degree of DE :
The highest power of the highest order derivative term in a DE.
Example:
 3
∂2z 2 ∂z
∂x 2 = C ∂y ⇒ Degree of DE is 1.

Homogeneous DE :
If all the terms of a DE contains the dependent variable or its partial
derivatives.
Example:
 2 2
∂2z ∂ z
∂x2 + ∂y 2
= 0.

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 Introduction: Differential Equations Differential Equations - Preliminaries

Non-homogeneous DE :
Anyone of the term of a DE doesn’t contains the dependent variable or
its partial derivatives.
Example:
 2 2
∂2z ∂ z
∂x2
+ ∂y 2
= x2 + a.

Linear DE : There is no multiplication between the dependent vari-

able and its derivatives in each term of the DE.
Example:
∂2z ∂z
∂x2
= C 2 ∂y ⇒ Linear of DE.

Non-linear DE : There exist the multiplication between the depen-

dent variable and its derivatives in any term of the DE.
Example:
 2 2
∂2z ∂ z
z ∂x 2 + ∂y 2
= 0 ⇒ Non-linear of DE.

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 Introduction: Differential Equations Applications of DEs

Applications of the Differential Equations

The differential equations arise in many disciplinary including physics,
chemistry, biology, and other areas of natural science, as well as areas
such as engineering and economics. A fascinating real world examples
for the differential equations are:
Newton’s law of cooling
Population growth
Electrical circuit
Transport of material in a fluid flow.
Propagation of wave-fronts in optics.
Newton’s law of cooling to under the modeling of real world problems:

Model equation: dT dt ∝ (T0 − Ts )

0

It’s solution : T0 = Ts + Ce−kt .

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 Introduction: Differential Equations Classification of DEs

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 Ordinary Differential Equations

Classical definition of ODEs:

A ordinary differential equation (ODEs) for a function y(x) is a rela-
tion of the form

F (x, y(x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0,

dy 00 d2 y dn y
where, y 0 (x) = , y (x) = 2 , · · · , y (n) (x) = n .
dx dx dx
Example:
d2 y dy
dx2
− 3 dx = 0 or yxx − 3yx = 0.

Note: In an ODE, there is only one independent variable (Here x) so

that all the derivatives appearing in the equation are ordinary deriva-
tives of the unknown function y(x).

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 Ordinary Differential Equations Classification of ODEs

Classification of ODEs
Linear of Ordinary Differential Equations:
A ODE is said to be linear if F is linear in the unknown function y
and its derivatives with coefficients depending on the independent vari-
able x.
Example:
d2 y dy
x2 dx 2 − 2x dx = −2 ⇒ Linear of ODE.

Non-linear of Ordinary Differential Equations:

A ODE of order n is called fully non-linear if it is not linear in the
derivatives of order n.
Example:
d2 y dy
dx2
− y dx − y 2 ex = 0 ⇒ Non-linear of ODE.

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 Ordinary Differential Equations Formation of ODEs by eliminating constants

Formation of ODEs
An ordinary differential equation is formed in an attempt to eliminate
certain arbitrary constant from a relation in the variables and
constants.

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 Ordinary Differential Equations Formation of ODEs: Examples

Example: Form the differential equation of simple harmonic motion

given by x = Acos(nt + α).
Soln: Given
x = A cos(nt + α) → (1)
has three constants n(known), A and α among the two unknown con-
stants A and α must be eliminated to obtain the differential equation.
Since the equation (1) has two constants, it is necessary to differenti-
ate twice with respect to independent variable t, we have
dx
= −nA sin(nt + α)
dt
d2 x
= −n2 A cos(nt + α)
dt2
d2 x
⇒ = −n2 x.
dt2
Thus
d2 x
+ n2 x = 0.
dt2
It states that the acceleration varies as the distance from the origin.
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 Ordinary Differential Equations Formation of ODEs: Examples

Example: Obtain the differential equation of all the circles of radius r

and centre (a, b).
Soln: The equation of the circle
(x − a)2 + (y − b)2 = r2 . (1)
To eliminate the constants a and b differentiating the equation (1)
twice w. r. t. x, we have
dy dy
2(x − a) + 2(y − b) = 0 ⇒ (x − a) + (y − b) =0 (2)
dx dx
 2
dy
d2 y
 2
dy 1 + dx
1 + (y − b) 2 + = 0 ⇒ (y − b) = − d2 y
. (3)
dx dx 2 dx

From (2) and (3), we get

  2 
dy dy
dx 1+ dx
dy
x − a = −(y − b) = d2 y
. (4)
dx
dx2

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 Ordinary Differential Equations Formation of ODEs: Examples

Substituting (3) and (4) in (1), we get

   2  2    2  2
dy dy dy dy
 dx 1+ dx  dx 1+ dx
 = r2 .
 
  + (4)
 d2 y   d2 y 
dx2 dx2

It can be reduced that

  2  32
dy
1 + dx
d2 y
= r.
dx2

It states that the radius of curvature of a circle at any point is con-

stant.

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 Ordinary Differential Equations Formation of ODEs: Examples

Examples:
Form the differential equations from the following equations:
1 y = ax3 + bx2 .
2 y = ex (A cos x + B sin x).
3 y = ae2x + be−3x + cex .
A family of circles passing through the origin and having centres
on the x-axis.
All the parabolas with x-axis as the axis and (a, 0) as focus.

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 Ordinary Differential Equations Solution of Differential Equations

Solution of Differential Equations

A solution of a differential equation is an expression for the dependent
variable in terms of the independent variable which satisfies the
differential equation.

Types of Solution of Differential Equations

General(Complete) Solution: The general solution includes all
possible solutions and typically includes arbitrary constants (in
the case of an ODE) or arbitrary functions (in the case of a
PDE). Thus, the number of arbitrary constants is the same as
order of the differential equation.
Example:
d2 x
x = A cos(nt + α) ⇒ 2 + n2 x = 0.
dt
The arbitrary constants A and α and order of the corresponding
differential equation is 2. Hence,
d2 x
x = A cos(nt + α) be general solution of 2 + n2 x = 0.
dt
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 Ordinary Differential Equations Solution of Differential Equations

Particular Solution: A solution without arbitrary constants or

functions is called a particular solution. Often we find a particular
solution to a differential equation by giving extra conditions in the
form of initial or boundary conditions. Thus, the particular values
to the arbitrary constants in the general solution of the
differential equation.
Example: Let A = 10 and α = 5, we get
x = 10 cos(nt + 5),

which is a particular value of the same differentia equation.

Singular Solution: The singular solution is also a type of
particular solution but it can’t be taken from the general solution
by designating the values of the arbitrary constants. It is not of
much engineering interest.

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 Solution of First-order ODEs

Solution of First-order ODEs

A first-order and first degree differential equation is not possible to
solve in general. However, some of special methods are applied to the
following types of equations:
Equations where variables are separable.
Homogeneous equation.
Linear equation.
Bernoulli equation.
Exact equation.

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 Solution of First-order ODEs Variable Separable

Separation of Variables
In an equation
all the y terms (including dy) can be moved to one side of the
equation, and
all the x terms (including dx) to the other side
then the variables are said to be separable.
Thus, the general form of such an equation be

f (y)dy = g(x)dx.

After integrating on both sides, we obtain

Z Z
f (y)dy = g(x)dx + c,

which is the solution.

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 Solution of First-order ODEs Variable Separable: Example
dy x(2 log x+1)
Example: Solve = dx sin y+y cos y .
Solution: Given equation can be written as
(sin y + y cos y)dy = x(2 log x + 1)dx.
Now, integrating on both sides, we have
Z Z Z Z
sin ydy + y cos ydy = 2 x log xdx + xdx

x2 1 x2 x2
 Z   Z 
− cos y + y sin y − sin ydy = 2 log x − dx + +c
2 x 2 2
x2 1 x2 x2
 
− cos y + y sin y − (− cos y) = 2 log x − + +c
2 2 2 2
x2 x2
− cos y + y sin y + cos y = x2 log x − + + c.
2 2
Hence, the solution is
x2 log x − y sin y = c.
Rb Rb
Note: Integral by parts: a udv = [uv]ba − a vdu.
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 Solution of First-order ODEs Variable Separable: Example

dy
Example: Solve dx = sin(x + y) + cos(x + y).
Solution: Given
dy
= sin(x + y) + cos(x + y). (1)
dx
Since, it is not possible directly so we assume x + y = t which gives
dy dt
= − 1.
dx dx
Now, the equation (1) becomes

dt
= 1 + sin t + cos t.
dx
This can be write as
dt
= dx.
(1 + sin t + cos t)

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 Solution of First-order ODEs Variable Separable: Example

Integrating on both sides and take t = 2θ then dt = 2dθ

Z
2dθ
x= +c
(1 + sin 2θ + cos 2θ)
Z
2dθ
= +c
(1 + cos 2θ) + sin 2θ
Z
2dθ
= +c
2 cos2 θ + 2 sin θ cos θ
sec2 θdθ
Z Z
1 dθ
= + c =
cos2 θ (1 + tan θ) (1 + tan θ)
x = log(1 + tan θ) + c.

Hence, the solution be

  
x+y
x = log 1 + tan + c.
2

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 Solution of First-order ODEs Variable Separable: Example

Examples:
dy
= e3x−2y + x2 e−2y . 3e2y = 2 e3x + x3 + 6c.


Solve dx
√ p
Solve y 1 − x2 dy + x 1 − y 2 dx = 0.
dy
Solve (x + 1) dx + 1 = 2e−y .
Solve 3ex tan ydx + (1 − ex ) sec2 ydy = 0.
dy
Solve x dx + cot y = 0, if y(0) = 0.

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 Solution of First-order ODEs Homogeneous Equations

Homogeneous Equations
Homogeneous equations are of the form

dy f (x, y)
= ,
dx g(x, y)

where, f (x, y) and g(x, y) are homogeneous function of the same

degree in x and y.
To solve the homogeneous equations,
we assume
dy dv
y = vx ⇒ =v+x .
dx dx

Then, separate the variables v and x, and integrate.

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 Solution of First-order ODEs Homogeneous Equations

Homogeneous Equations: Failure Case

Consider the equation of the form
dy ax + by + c
= .
dx a1 x + b1 y + c1

Case (i): If ab = ab11 , the substitution ax + by = t reduces the

given equation to one in which the variables are separable.
Case (ii): If ab 6= ab11 , the substitution x = X + h and y = Y + k,
and h and k are such that ah + bk + c = 0 and a1 h + b1 k + c1 = 0
reduces the given equation to a homogeneous equation in X and
Y which can be solved usual way. Then final solution should be
replaced by with original variables (by replacing X by x − h and
Y by y − k).

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 Solution of First-order ODEs Homogeneous Equations: Example

Example: Solve − (x2 y 2 )dx

− xydy = 0.
Solution: Given equation can be written as

dy (x2 − y 2 )
= , (1)
dx xy
which is homogeneous in x and y.
dy dv
Assume y = vx, then dx = v + x dx .

dv 1 − v2
(1) ⇒ v + x =
dx v
dv 1 − v2 1 − 2v 2
x = −v =
dx v v
Separating the variables, we obtain
vdv dx
2
= .
1 − 2v x

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 Solution of First-order ODEs Homogeneous Equations: Example

Now, integrating on both sides

Z Z
vdv dx
2
= +c
1 − 2v x
−1 −4vdv
Z Z
dx
2
= +c
4 1 − 2v x
−1
log 1 − 2v 2 = log x + c


4
log 1 − 2v 2 = −4 log x − 4c

log 1 − 2v 2 + log x4 = −4c

x4 1 − 2v 2 = e−4c .

Put v = xy , we have
2y 2
 
x 1 − 2 = e−4c = c1
4
x
2y 2
 
4
x 1 − 2 = c1 .
x

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 Solution of First-order ODEs Homogeneous Equations: Example

Example: Solve (3y + 2x + 4)dx − (4x + 6y + 5)dx = 0.

Solution: Given equation can be written as
dy (2x + 3y) + 4
= .
dx 4x + 6y + 5
The given in the form of aa1 = bb1 = 21 .
Then, the given equation becomes
dy (2x + 3y) + 4
= . → (1)
dx 2(2x + 3y) + 5
dy dt
Put 2x + 3y = t so that 2 + 3 dx = dx .
 
1 dt t+4
(1) ⇒ −2 =
3 dx 2t + 5
dt 3t + 12 7t + 22
=2+ =
dx 2t + 5 2t + 5
2t + 5
dt = dx.
7t + 22

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 Solution of First-order ODEs Homogeneous Equations: Example

Integrating on both sides

Z Z
2t + 5
dt = dx + c
7t + 22
Z  
2 9 1
− dt = x + c
7 7 7t + 22
2 9
t− log(7t + 22) = x + c.
7 49
Substitute t = 2x + 3y, we have

21x − 42y + 9 log(14x + 21y + 22) = c1 .

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 Solution of First-order ODEs Homogeneous Equations: Example
dy x+y−2
Example: Solve = dx y−x−4 .
Solution: Given equation be
dy x+y−2
= .
dx y−x−4
1
The given in the form of −1 6= 11 .
Putting x = X + h, y = Y + k so that dx = dX, dy = dY .
Then, the given equation becomes
dY Y + X + (k + h − 2)
= . (1)
dX Y − X + (k − h − 4)
To obtain the value of the constant h and k, take k + h − 2 = 0 and
k − h − 4 = 0 gives h = −1 and k = 3.
Then, the equation becomes (1)
dY Y +X
= , (2)
dX Y −X
which is homogeneous in X and Y .
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 Solution of First-order ODEs Homogeneous Equations: Example
dY dv
Put Y = vX so that =v+ dX X dX .
Therefore, the equation (2) becomes
dv v+1 dv v+1 1 + 2v − v 2
v+X = ⇒ X = −v = .
dX v−1 dX v−1 v−1
Separate the variable
(v − 1)dv dX
2
= .
1 + 2v − v X
Integrating on both sides, we have
−1 (2v − 2)dv
Z Z
dX
2
= +c
2 1 + 2v − v X
−1
log(1 + 2v − v 2 ) = log X + c.
2
Y
Put v = X and simplify it, we get
X 2 + 2XY − Y 2 = e−2c = c1 .
Putting X = x − h = x + 1 and Y = y − k = y − 3, we obtain
x2 + 2xy − y 2 − 4x + 8y − 14 = c1 .
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 Solution of First-order ODEs Linear Equations

Linear Equations
A differential equation is said to be linear if the dependent variable
and its differential co-efficients occur only in the first degree and not
multiplied together. The standard form of the linear equation of the
first order be
dy
+ P (x)y = Q(x).
dx
It is also known as Leibnitz’s linear equation in y. R
To solve the linear equation, multiply integrating factor e P dx on both
sides, we get
dy R P dx  R  R d  R P dx  R
e + y e P dx P = Qe P dx ⇒ ye = Qe P dx .
dx dx
Integrating on both sides,
R
we have
Z R
P dx
ye = Qe P dx dx + c,

which is the required solution.

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 Solution of First-order ODEs Linear Equations: Example
 √ 
e−2 x y dx
Example: Solve √
x
− √x dy = 1.
Solution: Given equation can be written as
√
dy y e−2 x
+√ = √ ,
dx x x
which is a linear equation in y.
R −1 x1/2 √
Integrating factor be (IF) = e x 2 dx = e 1/2 = e2 x .
Thus, the solution be
Z
y(IF ) = Q(IF )dx + c
√
Z −2√x √
2 x e
ye = √ e2 x dx + c
x
x1/2
Z
= x−1/2 dx + c = + c.
1/2
Hence the solution of the given equation is
√
ye2 x
= 2x1/2 + c.
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 44 / 117
 Solution of First-order ODEs Linear Equations: Example

Examples:
dy
Solve (1 + x) dx − y = e3x (1 + x)2 .
dy
Solve 3x(1 − x2 )y 2 dx + (2x2 − 1)y 3 = ax3 .
Solve (1 + y 2 )dx = (tan−1 y − x)dy.
dy
Solve x log x dx + y = log x2 .
dy 2y
Solve dx − x+1 = (x + 1)2 .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 45 / 117

 Solution of First-order ODEs Bernoulli’s Equation

Bernoulli’s Equation
A differential equation is of the form
dy
+ P (x)y = Q(x)y n . (1)
dx
It is also known as Leibnitz’s linear equation in y or Bernoulli’s
equation.
To solve the linear equation, divide by y n on both sides, so that
dy
y −n + P (x)y 1−n = Q(x). (2)
dx
dy
Now, assume y 1−n = z gives (1 − n)y −n dx = dz
dx .

1 dz dz
(2) ⇒ + P z = Q or + P (1 − n)z = Q(1 − n),
(1 − n) dy dy

which is Leibnitz’s linear equation in z.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 46 / 117

 Solution of First-order ODEs Bernoulli’s Equation: Example

dy
Example: Solve x dx + y = x3 y 6 .
Solution: Given equation can be written as
dy
x + y = x3 y 6 . (1)
dx
Equation (1) divided by xy 6 , we have

dy y −5
y −6 + = x2 . (2)
dx x
dy
Now, assume y −5 = z gives −5y −6 dx = dz
dx .

−1 dz z dz 5z
(2) ⇒ + = x2 or − = −5x2 ,
5 dy x dy x
which is a linear equation in z.R
−5dx
Integrating factor be (IF) = e x = e−5 log x = x−5 .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 47 / 117

 Solution of First-order ODEs Bernoulli’s Equation: Example

Thus, the solution be

Z
−5
z(x )= −5x2 (x−5 )dx + c
Z
= −5 x−3 dx + c

x−2
+c = −5
−2
x−2
y −5 x−5 = −5 + c.
−2
Hence the solution of the given equation is
5x−2
y −5 x−5 = + c.
2
Examples:
Solve xy(1 + xy 2 )y 0 = 1.
Solve y 0 + x sin 2y = x3 cos2 y.
Solve y 0 = y tan x − y 2 sec x.
Solve 2xy 0 = 10x3 y 5 + y.
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 48 / 117
 Solution of First-order ODEs Exact Differential Equations

Exact Differential Equations

A differential equation of the form

M (x, y)dx + N (x, y)dy = 0

is said to be exact if its left hand member is the exact differential of

some function u(x,y). That is,

du = M dx + N dy = 0 ⇒ u(x, y) = c,

which is solution of the given differential equation.

Note:
The necessary and sufficient condition for the differential equation
M dx + N dy = 0 to be exact is
∂M ∂N
= .
∂y ∂x

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 49 / 117

 Solution of First-order ODEs Exact Differential Equations: Example

The solution of M dx + N dy = 0 be
Z Z
M dx + (terms of N not containing x)dy = c.
y constant
 2
  2

Example: Solve y 2 exy + 4x3 dx + 2xyexy − 3y 2 dy = 0.
Solution: Given equation be
 2
  2

y 2 exy + 4x3 dx + 2xyexy − 3y 2 dy = 0.

Here,
2 2
M (x, y) = y 2 exy + 4x3 and N (x, y) = 2xyexy − 3y 2 .

The necessary and sufficient condition for exact differential equation is

∂M 2 2
= 2yexy + y 2 exy (2xy).
∂y

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 50 / 117

 Solution of First-order ODEs Exact Differential Equations: Example

∂N 2 2
= 2yexy + y 2 exy (2xy)
∂x
So,
∂M ∂N
= .
∂y ∂x
Hence, the equation is exact. Then, its solution be
Z Z
M dx + (terms of N not containing x)dy = c
y constant
Z   Z
2 xy 2
y e + 4x dx + (−3y 2 )dy = c
3
y constant
2
exy x4 y3
y2 + 4 − 3 =c
y2 4 3
2
exy + x4 − y 3 = c.
Therefore, the solution of the given equation is
2
exy + x4 − y 3 = c.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 51 / 117

 Solution of First-order ODEs Exact Differential Equations: Example

Examples:
 2
  2 2

Solve y 2 exy + 4x3 dx + 2xyexy −3y dy = 0.
Solve 2x2 + 3y 2 − 7 xdx − 3x2 + 2y 2 − 8 ydy = 0.

Solve (sec x tan x tan y − ex ) dx + sec x sec2 y dy = 0.

Solve x2 − 4xy − 2y 2 dx + y 2 − 4xy − 2x2 dy = 0.

2 2
Solve 2x
y3
dx + y −3x
y4
dy = 0.
3x2 + 6xy 2 dx + 6x2 y + 4y 3 dy = 0.



Solve

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 52 / 117

 Solution of Second-order ODEs II-order Non-homo DEs with Constant co-efficients

Linear Differential Equation

The general form nth order linear differential equation be

dn y dn−1 y dn−2 y
a0 n
+ a1 n−1 + a2 n−2 + · · · + an y = X, → (1)
dx dx dx
where, a0 , a1 , a2 , a3 , · · · , an and X are functions of x only.

Note:
If a0 , a1 , a2 , a3 , · · · , an are constants then such equations are
linear differential equations with constant co-efficients which are
most important in the study of electro-mechanical vibrations and
other engineering problems.
If a0 , a1 , a2 , a3 , · · · , an are function of x or variable then such
equations are linear differential equations with variable
co-efficients.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 53 / 117

 Solution of Second-order ODEs II-order Non-homo DEs with Constant co-efficients

d d 2 d 3 dn
2 3 = Dn , where D is a
Let dx = D, dx 2 = D , dx3 = D , · · · , dxn
differential operator.
Then, the equation (1) becomes

a0 Dn + a1 Dn−1 + a2 Dn−2 + · · · + an y = X


→ (2)

or

f (D)y = X,
where, f (D) = a0 Dn + a1 Dn−1 + a2 Dn−2 + · · · + an is a polynomial in
D, which may be treated as an algebraic quantity.
Assume X = 0, we obtain

f (D)y = 0. → (3)

is called homogeneous equation corresponding to (2).

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 54 / 117

 Solution of Second-order ODEs II-order Non-homo DEs with Constant co-efficients

General solution of the equation (2) is

y = u + v, → (4)

where
y = u is the general solution of (3) which contains n arbitrary
constants and
y = v is a particular solution of (2) which has no arbitrary
constants.
Here, u is denoted as a Complementary Function(CF) and v is denoted
as a Particular Integral(PI) of the solution of the equation (2).

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 55 / 117

 Solution of Second-order ODEs Complementary Function

Complementary Function
Consider the homogeneous equation

f (D)y = 0.

The corresponding auxiliary equation be

f (m) = 0, → (5)

which is an algebraic equation in m with degree n. It can be obtained

by simply replacing D by m in the operator polynomial and then by
equating it to zero.
Since the equation (5) is an algebraic equation with degree n, it has n
roots say
m1 , m2 , m3 , · · · , mn .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 56 / 117

 Solution of Second-order ODEs Complementary Function

The complementary function depends on the nature of the auxiliary

equation.
Roots are real and distinct: Let the roots of the A.E. be
m1 , m2 , m3 , · · · , mn . Then, the solution of the equation (3) be

C.F. = c1 em1 x + c2 em2 x + c3 em3 x + · · · + cn emn x .

Roots are real and some of which are equal: Let the roots
of the A.E. be m1 = m2 = m, m3 , · · · , mn , the first two roots are
equal. Then, the solution of the equation (3) be

C.F. = (c1 + xc2 ) emx + c3 em3 x + · · · + cn emn x .

Let the roots of the A.E. be m1 = m2 = m3 = m, m4 , · · · , mn ,

the first three roots are equal. Then, the solution of the equation
(3) be
C.F. = c1 + c2 x + c3 x2 emx + c4 em4 x + · · · + cn emn x .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 57 / 117

 Solution of Second-order ODEs Complementary Function

Roots are imaginary(complex number) and distinct: Let

the roots of the A.E. be m1 = α + iβ, m2 = α − iβ, m3 , · · · , mn ,
the first two roots are pair of imaginary. Then, the solution of the
equation (3) be

C.F. = eαx (c1 cos βx + c2 sin βx) + c3 em3 x + · · · + cn emn x .

Two pairs of roots are complex number : Let the roots of

the A.E. be m1 = m2 = α + iβ, m3 = m4 = α − iβ, m5 , · · · , mn .
Then, the solution of the equation (3) be

C.F.= eαx [(c1 + xc2 ) cos βx + (c3 + xc4 ) sin βx] + c5 em5 x
+ · · · + cn emn x .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 58 / 117

 Solution of Second-order ODEs Complementary Function: Example

Examples:
d2 ydy
Solve − 7 dx
dx2
− 44y = 0.
4 2


Solve D − 5D + 4 y = 0.
d3 y d y2 dy
Solve dx3
− 2 dx2 − 4 dx + 8y = 0.

d4 y
Solve − c4 y = 0.
dx4
Solve D4 + a4 y = 0.

d4 y d y3 d y 2 dy
Solve dx4
+ 4 dx3 − 5 dx2 − 36 dx + −36y = 0.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 59 / 117

 Solution of Second-order ODEs P.I. Type-I

Particular Integral
Consider the differential equation

f (D)y = X.

The particular integral depends on the value of R.H.S. function X and

is defined as
1
P.I. = X,
f (D)
1
where, f (D) is the inverse operator of f (D).

The particular integral based on the nature of the R.H.S. X.

Type-I:
Let X = eax , where a is any constant.
1 1 ax 1
P.I. = X= e = eax , f (a) 6= 0.
f (D) f (D) f (a)
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 60 / 117
 Solution of Second-order ODEs P.I. Type-I

If f (a) = 0 then the method fails.

Since a is a root of f (D), (D − a) must be a factor of f (D) which
therefore can be written as
f (D) = (D − a)φ(D).

Therefore,
1 1
P.I. = X= eax
f (D) (D − a)φ(D)
eax eax 1
 Z 
1 1
= = ∵ = dx
φ(a) ((D + a) − a) φ(a) D D
xeax
P.I.= , φ(a) 6= 0
φ(a)

Similarly, if f (D) = (D − a)p φ(D) then

eax 1 eax xp
P.I. = = , φ(a) 6= 0.
φ(a) Dp φ(a) p!

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 61 / 117

 Solution of Second-order ODEs P.I. Type-I

Note:
1
sin(x) cos(y) = 2 (sin(x + y) + sin(x − y))
1
cos(x) sin(y) = 2 (sin(x + y) − sin(x − y))
cos(x) cos(y) = 12 (cos(x + y) + cos(x − y))
sin(x) sin(y) = −1 2 (cos(x + y) − cos(x − y))
eix −e−ix
sin x = 2i
eix +e−ix
cos x = 2
ex −e−x
sinh x = 2
x −x
cosh x = e +e 2

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 62 / 117

 Solution of Second-order ODEs P.I. Type-I: Example

Example: Solve D2 + 3D + 5 y = e2x .

Solution: Given equation is

D2 + 3D + 5 y = e2x .


→ (1)

The corresponding A.E. of the form be

m2 + 3m + 5 = 0.

Therefore, the roots are

√ √ √
−b ± b2 − 4ac 3 ± 9 − 20 −3 11
m= = = ±i .
2a 2 2 2
The roots are pair of complex number. Hence
√ √ !
−3 11 11
C.F. = e 2 x c1 cos x + c2 sin x . → (2)
2 2

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 63 / 117

 Solution of Second-order ODEs P.I. Type-I: Example

Now
1
P.I. = e2x .
D2 + 3D + 5
Put D = 2 in f (D), we have

1 e2x
P.I. = e2x = . → (3)
42 + 3(2) + 5 15

From (2) and (3), we obtain

√ √ !
−3 11 11 e2x
y = C.F. + P.I. = e 2 x c1 cos x + c2 sin x + .
2 2 15

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 64 / 117

 Solution of Second-order ODEs P.I. Type-I: Example

Example: Solve D2 + 4D + 4 y = 2 sinh 2x.

Solution: Given equation can we written as

2 e2x − e−2x


2
= e2x − e−2x .


D + 4D + 4 y = 2 sinh 2x = → (1)
2
The corresponding A.E. of the form be

m2 + 4m + 4 = 0.

Therefore, the roots are

(m + 2)2 = 0 ⇒ m = −2, − 2.

The roots are real and equal. Hence

C.F. = (c1 + xc2 ) e−2x . → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 65 / 117

 Solution of Second-order ODEs P.I. Type-I: Example

Now
1
e2x − e−2x


P.I. =
D2 + 4D + 4
1 1
= 2
e2x − e−2x
(D + 2) (D + 2)2
1 1
= 2
e2x − e−2x
(2 + 2) (−2 + 2)2
e2x 1 −2x
= − e .
16 0
Then, the method fails. So we replace D by (D − 2) in f (D) and take
out e−2x
e2x 1
P.I. = − e−2x
16 ((D − 2) + 2)2
e2x e2x
Z Z
−2x 1 −2x
= −e = −e dxdx
16 D2 16
e2x x2
P.I.= − e−2x . → (3)
16 2

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 66 / 117

 Solution of Second-order ODEs P.I. Type-I: Example

From (2) and (3), we obtain

e2x x2 e−2x
y = C.F. + P.I. = (c1 + xc2 ) e−2x + − .
16 2
Examples:
d3 yd y dy2
−x .
Solve + 3 dx
dx3 2 + 3 dx + y = e

Solve D2 + 4D + 3 y = 3 cosh x.

d3 yd y dy2
−3x .
Solve − 2 dx
dx3 2 − 4 dx + 8y = 3e

Solve D2 + 8D + 4 y = 2 sinh 4x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 67 / 117

 Solution of Second-order ODEs P.I. Type-II

Type-II:
Let X = sin ax or cos as, where a is any constant.
1 1
P.I. = 2
X= sin ax (or) cos ax
f (D ) f (D2 )
1
P.I. =sin ax (or) cos ax , f (−a2 ) 6= 0.
f (−a2 )

Note:
Nothing can be substituted for the derivative D.
The other powers of derivatives can be considered as D3 = D2 .D,
D5 = D2 .D2 .D and so on.
If f (−a2 ) = 0 then the method fails.
1 x
P.I. = 2 2
sin ax (or) cos ax = sin ax (or) cos ax
(D + a ) 2D
Z
x1 x
P.I. = sin ax (or) cos ax = sin ax (or) cos ax dx.
2D 2
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 68 / 117
 Solution of Second-order ODEs P.I. Type-II: Example

Example: Solve D2 + D + 1 y = sin x.

Solution: Given equation is

D2 + D + 1 y = sin x.


→ (1)

The corresponding A.E. of the form be

m2 + m + 1 = 0.

Therefore, the roots are

√
2 −1 3
(m + m + 1) = 0 ⇒ m = ±i .
2 2
The roots are complex pair. Hence
√ √ !
−x 3 3
C.F. = e 2 c1 cos x + c2 sin x . → (2)
2 2

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 69 / 117

 Solution of Second-order ODEs P.I. Type-II: Example

Now
1 1
P.I. = sin 2x = sin 2x
D2
+D+1 2
−2 + D + 1
1 1
= sin 2x = sin 2x
−4 + D + 1 D−3
(D + 3) (D + 3)
= 2 2
sin 2x = 2 sin 2x
D −3 D −9
(D + 3) −1
= 2
sin 2x = (D + 3) sin 2x
−2 − 9 13
−1 −1
= (D sin 2x + 3 sin 2x) = (2 cos 2x + 3 sin 2x)
13 13
−(2 cos 2x + 3 sin 2x)
P.I.= . → (3)
13
From (2) and (3), we obtain
√ √ !
−x 3 3 (2 cos 2x + 3 sin 2x)
y = C.F. + P.I. = e 2 c1 cos x + c2 sin x − .
2 2 13

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 70 / 117

 Solution of Second-order ODEs P.I. Type-II: Example

Examples:
Solve D2 − 5D + 6 y = cos 3x.

Solve D2 + 4 y = cos 2x.

Solve (D2 + 4)(D2 + 1)y = cos 2x + sin x.

Solve D2 + 8D + 4 y = sin 2x + cos 3x.

Solve D2 + 2D + 1 y = sin 2x cos 3x.

Solve D2 − 4D + 2 y = cos 2x cos 5x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 71 / 117

 Solution of Second-order ODEs P.I. Type-III

Type-III:
Let X = xn , where n is a positive integer.
1 1
P.I. = X= xn .
f (D) f (D)

To find the P.I. of this type one should remember binomial expansion
n
X n
X
n n−k k
(x + y) = nCk x y = nCk xk y n−k
k=0 k=0
n(n − 1) n−2 2
(x + y)n = xn + nxn−1 y + x y + · · · + yn.
2!
Note:
(1 − D)−1 = 1 + D + D 2 + D 3 + · · ·
(1 + D)−1 = 1 − D + D 2 − D 3 + · · ·
(1 − D)−2 = 1 + 2D + 3D 2 + 4D 3 + · · ·
(1 + D)−2 = 1 − 2D + 3D 2 − 4D 3 + · · ·
(1 − D)−3 = 1 + 3D + 6D 2 + 10D 3 + · · ·
(1 + D)−3 = 1 − 3D + 6D 2 − 10D 3 + · · ·

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 72 / 117

 Solution of Second-order ODEs P.I. Type-III: Example

Example: Solve 2D2 + 5D + 2 y = 5 + 2x.

Solution: Given equation is

2D2 + 5D + 2 y = 5 + 2x.


→ (1)

The corresponding A.E. of the form be

2m2 + 5m + 2 = 0.

Therefore, the roots are

−1
(2m + 1)(m + 2) = 0 ⇒ m = , − 2.
2
The roots are real and unequal. Hence
−x
C.F. = c1 e 2 + c2 e−2x . → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 73 / 117

 Solution of Second-order ODEs P.I. Type-III: Example

Now
−1
(2D2 + 5D)

1 1
P.I. = (5 + 2x) = 1+ (5 + 2x)
2D2 + 5D + 2 2 2
" 2 #
(2D2 + 5D) (2D2 + 5D)

1
= 1− + − · · · (5 + 2x)
2 2 2
 
1 1 2


= (5 + 2x) − 2D (5 + 2x) + 5D(5 + 2x)
2 2
 
1 1
= (5 + 2x) − (0 + 5(2))
2 2
1
= (5 + 2x − 5) = x
2
P.I.= x. → (3)

From (2) and (3), we obtain

−x
y = C.F. + P.I. = c1 e 2 + c2 e−2x + x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 74 / 117

 Solution of Second-order ODEs P.I. Type-III: Example

Examples:
Solve D2 + 2D + 1 y = x2 + 1.


x
Solve D2 + 4D + 4 y = 2x . Note: 2x = elog2 = exlog2 .

Solve (D4 − 16)y = x4 .

Solve D2 + 8D + 4 y = 2x + sin 2x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 75 / 117

 Solution of Second-order ODEs P.I. Type-IV

Type-IV:
Let X = eax V , where V is any function of x.
1 1 ax
P.I. = X= e V
f (D) f (D)
1
P.I. =eax V.
f (D + a)

Note:
For every D replaced by D + a in f (D) and take out eax so that
1 1
the inverse operator f (D) becomes f (D+a) .
1
Then, the new inverse operator f (D+1) can alone operate the
function V (x) by any of the previous method.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 76 / 117

 Solution of Second-order ODEs P.I. Type-IV: Example

Example: Solve D2 − 4D + 3 y = e2x sin 3x.

Solution: Given equation is

D2 − 4D + 3 y = e2x sin 3x.

→ (1)

The corresponding A.E. of the form be

m2 − 4m + 3 = 0.

Therefore, the roots are

(m − 1)(m − 3) = 0 ⇒ m = 1, 3.

The roots are real and equal. Hence

C.F. = c1 ex + c2 e3x . → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 77 / 117

 Solution of Second-order ODEs P.I. Type-IV: Example

Now
1
P.I. = e2x sin 3x
D2
−
 4D + 3 
2x 1
=e sin 3x
(D + 2)2 − 4(D + 2) + 3
 
2x 1
=e sin 3x
D2 + 4D + 4 − 4D + 8 + 3
 
2x 1
=e sin 3x
D2 − 1
 
1
= e2x sin 3x
−32 − 1
1 2x
P.I.= e sin 3x. → (3)
−10
From (2) and (3), we obtain
1 2x
y = C.F. + P.I. = c1 ex + c2 e3x + e sin 3x.
−10

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 78 / 117

 Solution of Second-order ODEs P.I. Type-IV: Example

Example: Solve D2 + 2D + 1 y = xe−x sin x.

Solution: Given equation is

D2 + 2D + 1 y = xe−x sin x.


→ (1)

The corresponding A.E. of the form be

m2 + 2m + 1 = 0.

Therefore, the roots are

(m + 1)2 = 0 ⇒ m = −1, − 1.

The roots are real and equal. Hence

C.F. = (c1 + xc2 )e−x . → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 79 / 117

 Solution of Second-order ODEs P.I. Type-IV: Example

Now
1
P.I. = xe−x sin x
(D + 1)2
 
−x 1
=e x sin x
((D − 1) + 1)2
Z
1 1
= e−x 2 x sin x = e−x x sin xdx
D D
 Z 
−x 1
=e x(− cos x) − (− cos x)dx
D
Z
= e−x [−x cos x + sin x] dx
 Z 
= e−x −(x sin x − sin xdx) − cos x

= e−x [−x sin x − cos x − cos x]

P.I.= −e−x (x sin x + 2 cos x). → (3)
From (2) and (3), we obtain
y = C.F. + P.I. = c1 ex + c2 e3x − e−x (x sin x + 2 cos x).
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 80 / 117
 Solution of Second-order ODEs P.I. Type-IV: Example

Examples:
Solve D2 − 5D + 6 y = x(x + ex ).

Solve D2 − 2D + 1 y = xex cos x.

Solve ex D2 + 2ex D + ex y = x2 sin 2x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 81 / 117

 Solution of Second-order ODEs P.I. Type-V

Type-V:
Let X = xn V , where V is any function of x.
1 1
P.I. = xn V (x) = xn sin ax (or) cos ax
f (D) f (D)
1
xn I.P. of (eiax ) (or) R.P. of (eiax )



=
f (D)
 
iax 1 n
P.I.= I.P. (or) R.P of e x .
f (D + ia)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 82 / 117

 Solution of Second-order ODEs P.I. Type-V

Example: Solve D2 + 1 y = x2 sin x.

Solution: Given equation is

D2 + 1 y = x2 sin x.


→ (1)

The corresponding A.E. of the form be

m2 + 1 = 0.

Therefore, the roots are

m2 + 1 = 0 ⇒ m = ±i.

The roots are complex pair. Hence

C.F. = c1 cos x + c2 sin x. → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 83 / 117

 Solution of Second-order ODEs P.I. Type-V

Now
1
P.I. = x2 sin x
D2
+1
1
x2 I.P. eix


= 2 of
D +1
1
= I.P. of eix x2
(D + i)2 + 1
1
= I.P. of eix 2 x2
(D + 2Di − 1) + 1
1
= I.P. of eix 2 x2
D + 2Di
D −1 2
 
ix 1
= I.P. of e 1+ (x )
2Di 2i
D2
 
ix 1 D
= I.P. of e 1− + − · · · (x2 )
2Di 2i (2i)2
eix
 
i 2 2x 2
= I.P. of × x − +
2Di i 2i −4
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 84 / 117
 Solution of Second-order ODEs P.I. Type-V

−ieix
Z  
2 x 1
P.I. = I.P. of x − − dx
2 i 2
−ieix x3 x2 i x
 
= I.P. of + −
2 3 2 2
ix
−ie  3
2x + 3ix2 − 3x

= I.P. of
12
−i(cos x + i sin x)  3
2x + 3ix2 − 3x

= I.P. of
12
(−i cos x + sin x)  3
2x + 3ix2 − 3x

= I.P. of
2
1 
−2x3 cos x + 3x cos x + 3x2 sin x

=
12
1 
−2x3 cos x + 3x2 sin x + 3x cos x . → (3)

P.I.=
12
From (2) and (3), we obtain
x 
−2x2 cos x + 3(x sin x + cos x) .

y = C.F. + P.I. = c1 cos x + c2 sin x +
12
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 85 / 117
 Solution of Second-order ODEs Initial Value Problem
d2 y dy
Example: Solve the initial value problem dx2 + 5 dx + 6y = 0 given
y(0) = 0 and y 0 (0) = 15.
Solution: Given equation is
D2 + 5D + 6 y = 0. → (1)

The corresponding A.E. of the form be

m2 + 5m + 6 = 0.
Therefore, the roots are
(m + 2)(m + 3) = 0 ⇒ m = −2, − 3.
The roots are real and unequal. Hence
C.F. = c1 e−2x + c2 e−3x . → (2)
Since, the equation is a homogenous equation
P.I. = 0.
So, the general solution be complementary function itself.
y(x) = c1 e−2x + c2 e−3x .
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 86 / 117
 Solution of Second-order ODEs Initial Value Problem

And
y 0 (x) = −2c1 e−2x − 3c2 e−3x .
At x = 0, we have

y(0) = 0 ⇒ c1 e−2(0)x + c2 e−3(0) = 0 ⇒ c1 + c2 = 0. → (A)

y 0 (0) = −2c1 e−2(0) − 3c2 e−3(0) = 15 ⇒ −2c1 − 3c2 = 15. → (B)

Solving the equations (A) and (B), we obtain

c1 = 15 and c2 = −15.

Hence, the complete solution be

y(x) = 15e−2x − 15e−3x .

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 87 / 117

 Solution of Second-order ODEs Initial Value Problem

Examples:
Solve y 00 + 4y 0 + 4y = 0 given y(0) = 3 and y 0 (0) = 1.
d2 y dy
Solve the initial value problem dx2
+ 4 dx + 5y + 2 cosh x = 0 given
dy
y = 0 and dx = 1 at x = 0.
d y 2
Solve the initial value problem dx2 + y = sin(x + a) satisfying the
0
conditions given y(0) = 0 and y (0) = 0.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 88 / 117

 Solution of Second-order ODEs Simultaneous Differential Equations of First-order
dx dy
Example: Solve + y = sin t and
dt + x = cos t.dt
Solution: The simultaneous differential equations are
Dx + y = sin t. → (1)
Dy + x = cos t. → (2)
Multiply (1) by D, we have
D2 x + Dy = D(sin t) = cos t. → (3)
Subtracting (2) from (3), we obtain
D2 x − x = 0.
The corresponding A.E. of the form be
m2 − 1 = 0.
Therefore, the roots are
m2 = 1 ⇒ m = ±1.
The roots are real and unequal. Hence
C.F. = x = c1 et + c2 e−t . → (4)
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 89 / 117
 Solution of Second-order ODEs Simultaneous Differential Equations of First-order

And

Dx + y = sin t ⇒ y = sin t − D(x) = sin t − D(c1 et + c2 e−t )

y = sin t − c1 et + c2 e−t . → (5)

Hence, the solution of the simultaneous differentia equation be

x = c1 et + c2 e−t ,
y = sin t − c1 et + c2 e−t .

Examples:
dx dy
Solve dt = 7x − y and dt = 2x + 5y.
dx dy
Solve dt+ 5x − 2y = 5 and dt + 2x + y = 0 given that x = y = 0
at t = 0.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 90 / 117

II-order Non-homo DEs with Variable Co-efficients

Linear Differential Equation

The general form nth order linear differential equation be

dn y n−1 d
n−1 y dn−2 y
a0 xn + a1 x + xn−2
a 2 + · · · + an y = X, → (1)
dxn dxn−1 dxn−2
where, a0 , a1 , a2 , a3 , · · · , an and X are functions of x only which is
called Cauchy’s homogeneous linear equation.

Linear differential equation with variable coefficients can be reduced

into linear differential equation with constant coefficients suitable sub-
stitution.

Let x = et or t = log x
dy dy dt dy 1 dy
= = ⇒ x = Dy.
dx dt dx dt x dx

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 91 / 117

II-order Non-homo DEs with Variable Co-efficients

d2 y
   
d 1 dy −1 dy 1 d dy dt
= = +
dx2 dx x dt x2 dt x dt dt dx
1 d2 y dt
 
−1 dy
= 2 +
x dt x dt2 dx
1 d2 y dy
= 2 2 −
x dt dt
d2 y 1
= 2 (D2 − D)y.
dx2 x
d2 y
⇒ x2 = D(D − 1)y.
dx2
Similarly,
d3 y
x3= D(D − 1)(D − 2)y and so on.
dx3
After making these changes in (1), we get linear differential equation
with constant coefficients which can be solved in the usual way.
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 92 / 117
II-order Non-homo DEs with Variable Co-efficients Linear DEs with Variable Co-efficients: Examples
d2 y dy
x2
Example: Solve dx2 − x dx + y = log x.
Solution: The given Cauchy’s homogeneous linear equation be
d2 y dy
2
x2
−x + y = log x. → (1)
dx dx
Assume x = et or t = log x. So that
dy d2 y d
= Dy, x2 2 = D(D − 1)y, where D = .
x
dx dx dt
Then, the equation (1) becomes
(D(D − 1) − D + 1) y = t ⇒ (D − 1)2 y = t
which is linear differential equation with constant coefficient. The cor-
responding A.E. of the form be
(m − 1)2 = 0.
Therefore, the roots are
(m − 1)(m − 1) = 0 ⇒ m = 1, 1.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 93 / 117

II-order Non-homo DEs with Variable Co-efficients Linear DEs with Variable Co-efficients: Examples

The roots are real and equal. Hence

C.F. = (c1 + tc2 )et . → (2)

Now
1
P.I. = t
(D − 1)2
= (1 − D)−2 t = 1 + 2D + 3D2 + · · · t

== t + 2D(t) + 3D2 (t) = t + 2

P.I.= t + 2.

Hence,
y = (c1 + tc2 )et + (t + 2).
Put t = log x, we obtain the corresponding general solution of (1)

y = (c1 + log xc2 )x + (log x + 2).

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 94 / 117

II-order Non-homo DEs with Variable Co-efficients Linear DEs with Variable Co-efficients: Examples
d2 ydy
Example: Solve (1 + dx2
x)2
+ (1 + x) dx + y = 2 sin(log(1 + x)).
Solution: The given Legendre’s linear equation be
d2 y dy
(1 + x)22
+ (1 + x) + y = 2 sin(log(1 + x)). → (1)
dx dx
Assume 1 + x = et or t = log(1 + x). So that
dy d2 y d
(1 + x) = Dy, (1 + x)2 2 = D(D − 1)y, where D = .
dx dx dt
Then, the equation (1) becomes
(D(D − 1) + D + 1) y = 2 sin t ⇒ D2 + 1 y = 2 sin t

which is linear differential equation with constant coefficient. The cor-

responding A.E. of the form be
(m2 + 1) = 0.
Therefore, the roots are
m2 = −1 ⇒ m = ±i.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 95 / 117

II-order Non-homo DEs with Variable Co-efficients Linear DEs with Variable Co-efficients: Examples

The roots are complex pair. Hence

C.F. = c1 cos t + c2 sin t. → (2)

Now
2
P.I. = sin t
D2 +1 Z
2t
= sin t = t sin tdt
2D
= t(− cos t)
P.I.= −t cos t.

Hence,
y = c1 cos t + c2 sin t − t cos t.
Put t = log(1 + x), we obtain the corresponding general solution of (1)

y = c1 cos(log(1 + x)) + c2 sin(log(1 + x)) − (log(1 + x)) cos(log(1 + x)).

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 96 / 117

II-order Non-homo DEs with Variable Co-efficients Linear DEs with Variable Co-efficients: Examples

Examples:
d y 2 dy
Solve x2 dx2 + x dx + y = log x sin(log x).

d y 2 dy 1
Solve x2 dx2 + 3x dx + y = (1−x)2
.
d y 2 dy
Solve x2 dx x
2 + 4x dx + 2y = e .

d y 2 dy
Solve (2x − 1)2 dx 2
2 + (2x − 1) dx − 2y = 8x − 2x + 3.

d y 2 dy
Solve (2x + 3)2 dx2 − (2x + 3) dx − 12y = 6x.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 97 / 117

 Method of Undetermined coefficients

Method of Undetermined coefficients

A particular solution of the equation f (D)y = X can be obtained by
assuming a trail solution containing unknown constants which are
determined by substituting in the given equation. Here, the trail
solution to be assumed in each case depends on the form of X.

Some special form of X:

Case (i): If X = eax then the particular integral is of the form
y = Aeax .

Case (ii): If X = sin ax (or) cos ax then the particular integral is

of the form
y = A sin ax + B cos ax.

Case (iii): If X = a0 + a1 x + a2 x2 + · · · + an xn is a polynomial

of n degree then the particular integral is of the form
y = A0 + A1 x + A2 x2 + · · · + An xn .
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 98 / 117
 Method of Undetermined coefficients

Case (iv): If X = eax sin bx or X = eax cos bx then the particular

integral is of the form

y = eax (A sin bx + B cos bx).

Case (v): If X = eax a0 + a1 x + a2 x2 + · · · + an xn then the

particular integral is of the form

y = eax A0 + A1 x + A2 x2 + · · · + An xn .

2 + · · · + a xn sin ax (or)


Case (vi): If X = a0 + a1 x + a2 x n
a0 + a1 x + a2 x2 + · · · + an xn cos ax then the particular integral

is of the form

y= A0 + A1 x + A2 x2 + · · · + An xn sin ax

+ A0 + A1 x + A2 x2 + · · · + An xn cos ax.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 99 / 117

 Method of Undetermined coefficients

Case (vii): If X = eax a0 + a1 x
+ a2 x2 + · · · + an xn sin bx (or)

eax a0 + a1 x + a2 x2 + · · · + an xn cos bx then the particular

integral is of the form

y= eax A0 + A1 x + A2 x2 + · · · + An xn sin ax


+ A0 + A1 x + A2 x2 + · · · + An xn cos ax .



Note: However, the method of undetermined coefficient fails when

X = tan x (or) sec x since the number of terms obtained by differenti-
ating X is infinite.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 100 / 117
 Method of Undetermined Coefficients: Examples

Example: Solve y 00 + y 0 − 2y = x + sin x + ex by the method of undeter-

mined coefficients.
Solution: Given equation is

y 00 + y 0 − 2y = x + sin x + ex . → (1)

The corresponding A.E. of the form be

m2 + 3m − 2 = 0.

Therefore, the roots are

(m − 1)(m + 2) = 0 ⇒ m = 1, − 2.

The roots are real and unequal. Hence

C.F. = c1 ex + c2 e−2x . → (2)

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 101 / 117
 Method of Undetermined Coefficients: Examples

P.I. is of the form

y = (A0 + A1 x) + (B0 sin x + B1 cos x) + (C0 ex ) .
and its derivatives are
y 0 = A1 + (B0 cos x − B1 sin x) + (C0 ex )
y 00 = (−B0 sin x − B1 cos x) + (C0 ex )
Substituting in (1), we have
− B0 sin x − B1 cos x + C0 ex + A1 + B0 cos x − B1 sin x + C0 ex
− 2 (A0 + A1 x + B0 sin x + B1 cos x + C0 ex ) = x + sin x + ex .

−2A0 + A1 = 0,
−2A1 = 1,
−3B0 − B1 = 1
B0 − 3B1 = 0,
C0 = 0.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 102 / 117
 Method of Undetermined Coefficients: Examples

1 −1 −3 −1
A 0 = , A1 = , B0 = , B1 = and C0 = 0.
4 2 10 10

1 1 3 −1
P.I. = − − sin x cos x + (0)ex . → (3)
4 2 10 10
From (2) and (3), we obtain
1 1 3 −1
y = C.F. + P.I. = c1 ex + c2 e−2x + − − sin x cos x.
4 2 10 10

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 103 / 117
 Method of Undetermined Coefficients: Examples

Examples:
Solve y 00 − 3y 0 − 2y = x2 + x + 1 by the method of undetermined
coefficients.
Solve y 00 − 2y 0 + 5y = e2x + x by the method of undetermined
coefficients.
Solve y 00 − 5y 0 + 6y = sin 2x by the method of undetermined
coefficients.
Solve y 00 + 4y = x2 + e−x by the method of undetermined
coefficients. Note: A trail solution for x2 be A0 + A1 x + A2 x2 .
Solve y 00 − y 0 − 4y = x + cos 2x by the method of undetermined
coefficients.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 104 / 117
 Method of Variation of Parameters

Method of Variation of Parameters

The solution of the differential equation can be obtained by varying
arbitrary constants c1 and c2 of C.F. which is known as variation of
parameters.

Consider a linear differential equation of second order

d2 y dy
2
+P + Qy = R, → (1)
dx dx
where P , Q, and R are functions of x.
Let its C.F. be
y = c1 u + c2 v
so that u and v will satisfy the equation (1).
Now, let us assume that y = Au + Bv be its general solution. Find its
Wronskian(w) by using
 
u v
w =  0 0  = uv 0 − vu0 .
u v

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 105 / 117
 Method of Variation of Parameters

Then
dA −vR dB uR
= and = .
dx w dx w
On integrating, we get the values of A and B each containing a con-
stant.
−vR
Z Z
uR
A= dx + c1 and B = dx + c2 .
w w
Substituting these values in

y = Au + Bv,

which is the required solution.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 106 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

d2 y
Example: Solve + a2 y = sec ax by using the method of variation of
dx2
parameters.
Solution: Given equation is
d2 y
+ a2 y = sec ax → (1)
dx2
d2 y dy
Comparing with 2
+P + Qy = R, we have
dx dx
P = 0, Q = a2 and R = sec ax
Thus, the corresponding A.E. of the form be
m2 + a2 = 0.
Therefore, the roots are
m2 = −a2 ⇒ m = ±ai.
The roots are complex pair. Hence
y = c1 cos ax + c2 sin ax.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 107 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

Then, complementary solutions are

u = cos ax and v = sin ax.

Let us suppose
y = Au + Bv → (2)
be its general solution.
Then Wronskian
   
 u v   cos ax sin ax 
w =  0 0 = 
   = a cos2 ax + sin2 ax = a. → (3)
u v −a sin ax a cos ax

dA vR − sin ax sec ax 1
∴ =− = = − tan ax.
dx w a a
Z
1 1
∴ A=− tan axdx + c1 = 2 log(cos ax) + c1 .
a a

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 108 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

And
dB uR cos ax. sec ax 1
= = =
dx w a a
Z
1 x
B= (1)dx + c2 = + c2 .
a a
Substituting in (2), we get
 
1 x 
y= log(cos ax) + c1 cos ax + + c2 sin ax
a2 a

Hence
1 x
y = c1 cos ax + c2 sin ax + 2
log(cos ax) + sin ax.
a a

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 109 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

d2 y dy
Example: Solve 2
+2 + 2y = e−x sec3 x by using the method of
dx dx
variation of parameters.
Solution: Given equation is
d2 y dy
+2 + 2y = e−x sec3 x → (1)
dx2 dx
d2 y dy
Comparing with 2
+P + Qy = R, we have
dx dx
P = 2, Q = 2 and R = e−x sec3 x
Thus, the corresponding A.E. of the form be
m2 + 2m + 2 = 0.
Therefore, the roots are
√
4−8−2 ±
m= = −1 ± i.
2
The roots are complex pair. Hence
y = e−x (c1 cos x + c2 sin x) .
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 110 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

Then, complementary solutions are

u = e−x cos x and v = e−x sin x.

Let us suppose
y = Au + Bv → (2)
be its general solution.
Then Wronskian
−x cos x −x sin x
   
u v  e e 
w =  0 0  =  −x −x −x −x

u v −e cos x − e sin x −e sin x + e cos x
= e−2x cos2 x + sin2 x = e−2x . → (3)

dA vR e−x sin x.e−x sec3 x

∴ =− = = − tan x sec2 x.
dx w e−2x
− tan2 x
Z
∴ A=− tan x sec2 xdx+c1 = +c1 . [∵ z = tan x(substitution)]
2
Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 111 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

And
dB uR e−x cos x.e−x sec3 x
= = = sec2 x.
dx w e−2x
Z
B = sec2 xdx + c2 = tan x + c2 .

Substituting in (2), we get

− tan2 x
 
y= + c1 e−x cos x + (tan x + c2 ) e−x sin x.
2

Hence
− tan2 x
y = e−x (c1 cos x + c2 sin x) + e−x cos x + e−x sin x tan x.
2

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 112 / 117
 Method of Variation of Parameters Method of Variation of Parameters: Examples

Example:
d2 y
Solve + y = csc x by using the method of variation of
dx2
parameters.
d2 y
Solve + 4y = tan 2x by using the method of variation of
dx2
parameters.
d2 y
Solve + y = tan x by using the method of variation of
dx2
parameters.
d2 y 1
Solve − y = 1+e x by using the method of variation of
dx2
parameters.
Solve y 00 − 2y 0 + y = ex log x by using the method of variation of
parameters.
Solve x2 y 00 + xy 0 − y = x2 ex by using the method of variation of
parameters.

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 113 / 117
Damped Forced Oscillations and LCR Circuit Theory

Dr. M. Chandru (VIT-Vellore) DEs and Transforms March 3, 2022 117 / 117