Differential Equation

Ordinary Differential Equation of Higher order

Module - I
This notes will cover your semester – II syllabus
Booklet - II
Dr Ajay Tiwari
1/22/2019
Syllabus

1. Linear differential equation of nth order with constant coefficients

2. Simultaneous linear differential equation
3. Second order linear differential equations with variable coefficients
4. Solution by changing independent variable
5. Reduction of order
6. Normal form
7. Method of variation of parameter
8. Cauchy – Euler equation
9. Series solutions (Frobenius Method)
Linear Differential Equations of Second and Higher order

dn y d n 1 y dy
A differential equation of the form  P1  ..........  Pn1  Pn  Q( x) ……(1) is called as a
n n1 dx
dx dx
linear differential equation of order n with constants coefficients. Where P1 , P2 ..........Pn are real
constants.

d d2 dn
 D,  D 2 ,.........  Dn
dx 2 n
dx dx
Equation (1) is also written as f ( D) y  Q( x), where f ( D)  D n  P1 D n1  ......  Pn1 D  Pn
The General Solution of the above equation is y = C.F .+ P.I. or y = yc + yp
C.F. = complementary function & P.I. = Particular Integral or function
Auxillary Equation(A.E.)
An equation of the form f (m)  0 (this we will get by replacing D by m in f ( D) ) is a
polynomial equation, by solving this we get roots m1 , m 2 ,.......m n .

Complementary Function
The general solution of f ( D) y  0 is called as Complementary function and is denoted by yc and it
depends upon the nature of roots of f (m)  0 .

If the roots are real and distinct say m1 , m 2 ,.......m n

Then yc  c1em1x  .........  cn emn x


If two or more roots are equal say m1  m 2  .......  m n  yc  e m1x c1  c2 x  ......  cn x n1 
If roots of A.E. are complex i.e.    then yc  e x  c1 cos  x  c2 sin  x  for repeated
complex roots same procedure will be applied as of equal roots.

If roots of A.E. are in the form of surds i.e. m     , yc  e x c1 cosh  x  c2 sinh  x 
If repeated roots of surds say
m     ,    yc  e x  c1  c2 x  cosh  x   c3  c4  sinh  x 
Particular Integral

1 1
The evaluation of Q( x) is called as Particular Integral and it is denoted by yp i.e. y p  Q( x)
f ( D) f ( D)

Methods to find Particular Integral

Method 1: P.I. of f (D) y  Q( x) where Q ( x )  e ax where a is constant

In this case

1 1 ax
yp  eax  y p  e if f (a )  0
f ( D) f (a)
1
if f (a)  0 then y p  e ax
f ( D  a)

Method 2: P.I. of f (D) y  Q( x) where Q( x)  sin ax or cos ax, a is constant

1
Step - I replace D 2 by  a 2 in f ( D) if f ( a 2 )  0 then y p  sin ax or cos ax
f (a 2 )

x x
If f (a 2 )  0 then y p 
2  sin ax dx or  cos ax dx respectively
2

Method 3: P.I. of f (D) y  Q( x) where Q ( x )  x k , k  Z  is constant

1 k 1
In this case y p   f ( D) x expand  f ( D) by the binomial theorem in ascending powers D as for

as operation on xk is zero.

Expanding this relation upto kth derivative by using Binomial expansion and hence get y p .

Important Formulae:

1. 1  D 1  1  D  D2  .....
2. 1  D 1  1  D  D2  .....
n(n  1) 2
3. 1  D  n  1  nD  D  .....
2!
n(n  1) 2
4. 1  D  n  1  nD  D  .....
2!
Method 4: P.I. of f (D) y  Q( x) where Q( x)  e ax V whereV is function of x and a is
constant
In this case

1
yp  e ax V
f ( D)
1
y p  e ax V
f ( D  a)

Now we will proceed further according to nature of V.

Method 5: P.I. of f (D) y  Q( x) where

Q( x)  x k where v is any function of x (i.e.sin ax or cos ax ) where k  Z  and a is constant

1  f ( D)  1
We know that y p  x k v , Case – I Let k  1, then y p   x   v
f ( D)  f ( D)  f ( D)

Now for the Case – II k  1& v  sin ax or cos ax we will use e i  cos   i sin  where
R.P.cos  & I .P.sin 

1 1
yp  x k sin ax yp  x k cos ax
f ( D) f ( D)

yp 
1
f ( D)
 
x k I .P. eiax yp 
1
f ( D)
 
x k R.P. eiax

1 1
y p  I .P.eiax xk y p  R.P.eiax xk
f ( D  ia) f ( D  ia )
By using previous methods we will solve further. By using previous methods we will solve further.
General Method: P.I. of f (D) y  Q( x) where Q(x) is function of x.
1
In this case if f (D) =(D –a) then y p  Q( x)  e ax  e ax Q( x)dx
Da

1
Similarly f(D) = D + a then y p  Q( x)  e ax  e ax Q( x)dx
Da

This method is used for the problems of the following type

 D2  3D  2 y  sin  e x 
 D2  a2  y  sec ax
 D2  a2  y  tan ax
 D2  a2  y  co sec ax

Cauchy’s Linear Equations (or) Homogenous Linear Equations

A differential equation of the form  x n D n  A1 x n 1 D n 1  ......  An1 xD  An  y  Q ( x ) is called nth
 
order Cauchy’s Linear Equation in terms of dependent variable y and independent variable x, where

A1 , A2 ,........An are real constants.

d
Substitute x  e z  log x  z and xD   , x 2 D 2   (  1)...... &   . then above relation becomes
dz
f ( ) y  Q( z) which is linear D.E. with constant coefficients, by using previous methods, we can find
complementary function and particular integral of it, and hence by replacing z = log x we get the required
General Solution of Cauchy’s Linear Equation.

Legendre’s Linear equation

n1
An differential of the form  ax  b  Dn  A1  ax  b  Dn1  .......  An1  ax  b  D  An  y  Q( x)
n
 
is called Legendre’s linear equation of order n, where a, b, A1 , A2 ,........ An are real constants.

Now substitute  ax  b   e z  z  log  ax  b  and

d
(ax  b) D  a  , (ax  b)2 D 2  a 2 (  1)...... &  
, then above relation becomes f ( ) y  Q( z)
dz
which is linear D.E. with constant coefficients, by using previous methods, we can find complementary
function and particular integral of it, and hence by replacing z = log (ax + b) we get the required General
Solution of Legendre’s Linear Equation.
Method of Variation of Parameters
d2 y dy
To find the general solution of P  Q y  R( x).......(1)
2 dx
dx

Let the complementary function of the above equation is yc  c1u  c 2 v

Let Particular Integral y p  Au  Bv , where

v R uR
A dx & B   dx
uv   u v uv   u v