Ordinary Differential Equations

Prepared by
Dr. S. Yugesh
Department of Mathematics
 Ordinary Differential Equations (O.D.E)

A differential equation which contains ordinary derivatives is

called ordinary differential equations.
Higher Order Linear Differential Equations
with Constant Coefficients
General form of a linear differential equation of
the nth Order with constant coefficient is

Dr. S.Yugesh
Convenient Operator

d
can be denoted by D
dx

Hence,
dy d2y d3y
Dy = , D2y , D3y =
dx dx 2 dx 3

n
d y
In general, Dny = n
dx
 Auxiliary Equation(A.E.)

Suppose L.D.E. is F ( D) y  Q
A.E. is F (m)  0
n 1 n2
OR ao m  a1 m
n
 a2 m  .......  an 1 m  an  0
d3 y d2y dy
Example 3
 3 2  6  2 y  sin 5x
dx dx dx
 (D3  3D2  6D  2) y  Sin5x  F (D) y  Sin5x
 F (D)  (D3  3D2  6D  2)
Hence A.E. is F (m)  0 m3  3m2  6m  2  0
General Solution of L.D.E.

Suppose L.D.E. is F (D) y  Q

Complete Solution :
y = C.F+P.I
Where C.F Complementary Function
P.I Particular Integral
Complementary Function
A function of ‘x’ which satisfies the
L.D.E
F(D)y = 0
is known as complementary function of
L.D.E . .
Determine of C.F.
 Consider the L.D.E . F(D)y = 0

 Write A.E. of L.D.E. F(m) = 0

n1 n2
 ao m  a1m  a2 m  .......  an1m  an  0
n

 Solve A.E.

 Suppose m1 , m2 , m3 ,........., mn
are the ‘n’ roots of the auxiliary equation.
 Case I: (Roots are real)

If m1 , m2 , m3 ,........., mn are distinct

then C.F  c1em1x  c2 em2 x  c3em3 x  .......  cn emn x

Case II: (Roots are comlex)

If m1    i , m2    i and m3 , m4 ......, mnare real and distinct then

C.F  e x (c1 cos  x  c2 sin  x0  c3em3 x  c4 em4 x .......  cn emn x

If m1  m2    i , m3  m4    i and m5 ,......, mnare real and distinct then

C.F  e x [(c1  xc2 ) cos  x  (c3  xc4 )sin  x]  c5em3 x  .....  cnemn x
Determination of P.I.
1
P.I. of L.D.E. F (D) y  Q is given by Q
F ( D)

1
Thus P.I. = Q
F ( D)
CASE I : when Q  eax

P.I 
1
eax  1
eax , F (a)  0
F ( D) F (a)

# If F (a)  0 then

P.I 
1
eax x '
1
eax , F ' (a)  0
F ( D) F ( a)
 # if F ' (a)  0 then
 1
then P.I .  eax , F (a )  0
 F ( D)
1 ax , F ' (a)  0
x e
F ' ( D)

 x 2 ''
1
eax , F '' (a)  0
F (a)


 Case II: when Q  sin ax or cos(ax  b)
 1
P.I  Sin(ax  b)
[ F ( D)]
1
 Sin(ax  b), [ F ( D)]D2   a2  0
[ F ( D)]D2   a2
  If [ F ' ( D)]D2   0
a2

1
 P.I  Sin(ax  b), [ F ( D)]D2  a2  0
[ F ( D)]
1
x ' Sin(ax  b), [ F ' ( D)]D2   a2  0
[ F ( D)]D2  a2

[ F ' ( D)]D2   a2  0
 # if
1
P.I  Sin(ax  b), [ F ( D)]D2   a2  0
[ F ( D)]
1
x ' Sin(ax  b), [ F ' ( D)]D2   a2  0
[ F ( D)]
1
 x 2 '' Sin(ax  b), [ F '' ( D)]D2   a2  0
[ F ( D)]D2   a2
Case III: when Q  x m , m non negative integer
1
P.I  xm
F ( D)
1
 xm
Lowest deg ree term [1   ( D )]
1
 [1   ( D)] 1( x m )
LDT

Expending [1   ( D)] 1
by Binomial theorem P.I. can be
evaluated
Case IV: when Q  eax V

1 1
P.I  eax V  eax V
F ( D) F ( D  a)

Case V: (General Method), Q is any function of ‘x’

1 1
P.I  Q Q
F ( D)  ( D)( D   )
1  1 

 ( D)  ( D   ) 
Q

1
 e x  e xQ dx
 ( D)
 3 2
1. Solve d 3y  3 d 2y  4 y  e2x.
dx dx
Solution: The d.e. is (D3  3D2  4) y  e2x.

The A.E. is m3  3m2  4  0.

Factorizing (m 1)(m  2)2  0.
The roots are m  1, m  2, m  2.
C.F.  C1e x  (C2  C3x)e2x

1 1
P.I .  e 2x
 x e 2x

( D3  3D 2  4) 3D 2  6 D
1 x 2 e2 x
x 2
e 
2x
.
(6 D  6) 6

The complete solution is y  C.F  P.I


Legendre’s Linear Equations
A Legendre’s linear differential equation is of the form
dn y  d n1 y dy
(ax  b)n  p (ax  b) n 1    pn1 (ax  b)  pn y  Q( x),
dxn 1
dxn1 dx
where p1, p2 ,, pn ; a,b are constants and a  0.
This differential equation can be converted into L.D.E with
constant coefficient by subsitution
ax  b  e z i.e. z  log(ax  b)  dz  a 1
dx ax  b
dy dy dy
  dz  a 1
dx dz dx ax  b dz
dy dy
(ax  b)  a  aDy, D  d
dx dz dz
  dy  dz 
d 2 y d  dy  d  1 dy  1 d 1 dy
  a  a      a2
dx2 dx  dx  dx  ax  b dz   ax  b dz  dz  dx 
     
(ax  b)2 dz
1 d2y 2 1 dy
 a2  a
(ax  b)2 dz 2 (ax  b)2 dz
d2y
(ax  b) 2  a 2 ( D 2  D) y  a 2 D( D 1) y
dx2
and so on
 Note: If a  0 and b  0 then Legendre’s equation is known as
Cauchy- Euler’s equation
2
2. Solve d 2y  1 dy  15log x
.
dx x dx x2
2
d y dy
x2 2  x  15log x.
dx dx
Put x  ez . Then z  log x,
dy d2 y
x  Dy, x 2  D(D 1) y.
dx dx2
d 2 y dy
 x2  x  15log x  ( D 2  D  D) y  15z  D2 y  15z.
dx2 dx
 A.E.  m2  0  m  0 (twice).
C.F.  (C1  C2 z)e0z  C1  C2 log x.
 3 3 5(log x)3
and 1  z
P.I .  2 15z 15    5 z  .
D  6  2 2
 
5(log x)3 .
 The C.S. is y  C  C log x 
1 2 2
 Simultaneous Linear Differential Equations
The most general form a system of simultaneous linear differential equations
containing two dependent variable x, y and the only independent variable t is
a F ( D) x  b F ( D) y  f (t ),
 1 1  d D
 …………………(1),
1 2

 a G
 2 1
( D)  b G
2 2 ( D) y  g (t ), 

dt
where a1, a2 ,b1,b2 are constants and f (t ) and g (t ) are functions of t only.
3. Solve :
dx  dy  2 y  cos2t,
dt dt
dx  dy  2 x  sin 2t.
dt dt
Solution: The system is
x ' y ' 2 y  cos2t,  (1)
x ' y ' 2x  sin2t. (2)
Eleminating ‘y’ between Equations (1) and (2), we get
x '' 2x ' 2x  cos2t  2sin2t .....................(3)
It is L.D.E. with constant coefficient.
Solution of eqn (3)is givenby
x  et (C1 cos t  C2 sin t )  1 cos2t.          (4)
2
From (1) and (2),
(1)+(2)  2 x ' 2 x  2 y  sin 2t  cos2t
 2 y  sin 2t  cos2t  2 x  2 x '
 
 sin 2t  cos2t  2 et (C1 cos t  C2 sin t )  1 cos2t 
 2 

 2 et (C1 cos t  C2 sin t )  et (C1 sin t  C2 cos t )  sin 2t  by using (3)
 

 2et [C1 cos t  C2 sin t  C1 cos t  C2 sin t  C1 sin t  C2 cos t ]

 sin 2t  cos2t  cos2t  2sin 2t
 2et (C1 sin t  C2 cos t )  sin 2t

 y  et (C1 sin t  C2 cos t )  1 sin 2t....................(5)

2
Equations (5) and (6) give complete solution of given simul tan eous equations.