Unit-3

1. Differential Equations and Their classification :

Definition : An equation involving derivatives of one or more dependent variables with respect
to one or more independent variables is called a differential equation.
2
d2y  dy 
e.g., + xy   = 0 …..(1)
dx 2
 dx 

d 4x d 2x
+5 + 3x = sin t …..(2)
dt 4 dt 2
v v
+ =v …..(3)
s t
 2u  2u  2u
+ + =0 …..(4)
x 2 y 2 z 2
clearly some kind of classification must be made. To begin with, we classify differential
equations according to whether there is one or more than one independent variable involved.
Def. Ordinary differential equation : A differential equation involving ordinary derivatives of
one or more dependent variables with respect to a single independent variable is called an
ordinary differential equation.
Equations (1) and (2) are ordinary differential equations.
Def. Partial differential equation : A differential equation involving partial derivatives of one
or more dependent variables with respect to more than one independent variable is called a
partial differential equation.
Equations (3) and (4) are partial differential equations.
Order of a differential equation : The order of the highest ordered derivatives involved in a
differential equation is called the order of the differential equation. The ordinary differential
equation (1) is of second order. Equation (2) is an ordinary differential equation of fourth order.
Degree of a differential equation : The degree of a differential equation is the degree of the
highest order differential derivative, after the equation has been made free of radicals and
fractions as far as the derivatives are concerned.
 2
 dy  d2y
e.g., consider the differential equation = c 1+  
dx 2
 dx 
To find the degree of differential equation, we have to make it free from square root. So squaring
2
 d2y    dy 2 
both sides, we get  2  = c 2 1 +   
 dx    dx  
 
Here, the degree of highest derivative is 2. So degree of differential equation is 2.
Def. Linear differential equation : A linear differential equation of order n, in the dependent
variable y and the independent variable x, is an equation that is in, or can be expressed in, the
form

dny d n−1 y dy
a0 ( x) n
+ a1( x) n−1
+ ... + an−1( x) + an ( x) y = b( x)
dx dx dx
Where a0 is not identically zero. Observe that the dependent variable and its various derivatives

occur to the first degree only and that no product of y and/or any of its derivatives are present,
and that no transcendental functions of y and /or its derivatives occur.

d2y dy d4y d3y dy

e.g., 2
+5 + 6y = 0 and 4
+ x2 3
+ x3 = x ex
dx dx dx dx dx
both are linear differential equations.
Def. Non linear ordinary differential equation : A non linear ordinary differential equation is
an ordinary differential equation that is not linear.

d2y dy
e.g., 2
+5 + 6 y 2 = 0,
dx dx
3
d2y  dy 
+ 5   + 6 y = 0,
dx 2
 dx 

d2y dy
2
+ 5y + 6y = 0
dx dx
all are non-linear differential equations.
Def. Linear Differential Equation : A differential equation, in which the dependent variable and
its derivatives occur only in the first degree and are not multiplied together, is called linear
differential equation.
Def. Linear Differential Equations with constant coefficients : A linear differential equation,
in which the coefficients of all the derivatives and dependent variable are constant is called a
linear differential equation with constant coefficients.
Thus, the general linear differential equation of nth order is of the form
dny d n−1 y d n−2 y dy
n
+ a1 n−1
+ a2 n−2
+ .... + an−1 + an y = X ......(1)
dx dx dx dx
where a1 , a2 ,......, an−1, an are constants and X is a function of x only.
Note : In this chapter, we shall deal with linear differential equations with constant coefficients.
Differential operator D :
d d2
Let us denote by D , 2
by D 2 and so on.
dx dx
The symbols D , D2 ,............., are called differential operators and for any function y , we have
dy d2y
Dy = , D y = 2 and so on.
2

dx dx
For example, D ( x 2 ) = 2 x , D 2 ( x 2 ) = 2 , D 4 (e 2 x ) = 16 e 2 x
Symbolic Form of Linear Differential Equation :
d d2 dn
If we use the notations  D,  D 2
,......,  D n , then (1) becomes
dx dx 2 dx n
Dn y + a1Dn−1 y + ....... + an y = X

or ( Dn + a1Dn−1 + ... + an ) y = X
or f ( D) y = X ......(2)

where f ( D) = Dn + a1Dn−1 + ......... + an

The form of the Linear Differential Equation (1), in terms of the differential operator D as shown
in (2) is called symbolic form of (1).
Theorem : If y1 , y2 ,..........., yn are solutions of a linear differential equation

( Dn + a1Dn−1 + .... + an ) y = 0 , then y = c1 y1 + c2 y2 + .... + cn yn is also a solution of the linear

differential equation where c1 , c2 ,......, cn are arbitrary constant.

Complete Solution of a Linear Differential Equation :

Let the given linear differential equation of nth order be
Dn y + a1Dn−1 y + ........ + an y = X ......(1)

Suppose y1 , y2 ,......., yn are n independent solutions of the differential equation

Dn y + a1Dn−1 y + ....... + an y = 0 ......(2)

Then as shown in the previous theorem that y = c1 y1 + c2 y2 + ....... + cn yn is also a solution of (2)
i.e.,
Dn (c1 y1 + c2 y2 + ...... + cn yn ) + a1D n−1 (c1 y1 + c2 y2 + ...... + cn yn ) + ......

+ an (c1 y1 + c2 y2 + ...... + cn yn ) = 0 ......(3)

Now, Let y = v be a particular solution of (1) so that Dnv + a1Dn−1v + .... + anv = X ......(4)

Adding (3) and (4), we have

D n (c1 y1 + c2 y2 + ...... + cn yn + v) + a1Dn−1 (c1 y1 + c2 y2 + ...... + cn yn + v) + ......

.... + an (c1 y1 + c2 y2 + .... + cn yn + v) = X ......(5)

This shows that c1 y1 + c2 y2 + ...... + cn yn + v is a solution of (1). Since it involves n arbitrary

constants (equal to the order of linear differential equation), so it is a complete solution or general
solution of (1)
The part c1 y1 + c2 y2 + ...... + cn yn is known as complementary function (C.F) and v is called

particular integral (P.I).

Thus complete solution (C.S.) of (1) is given by C.S. = C.F. + P.I .
Let us define the terms complementary function and particular integral in a formal way.
Def. Complementary Function : Let the given linear differential equation of nth order be
Dn y + a1Dn−1 y + ...... + an y = X ......(1)

The general solution of equation, obtained from (1) by taking X = 0 i.e.

Dn y + a1Dn−1 y + ... + an y = 0 is called Complementary Function of (1).
Def. Particular Integral : Let the given linear differential equation of nth order be
Dn y + a1Dn−1 y + ... + an y = X ......(1)

Any solution of (1) involving no arbitrary constant is called a Particular Integral of (1).
Remark : In the general solution (or complete solution) y = c1 y1 + c2 y2 + ........ + cn yn + v , the

Particular Integral i.e. v is due to the R.H.S. X in linear differential equation (1).
Therefore if X = 0 in (1), then its complete solution will not the contain the Particular Integral v
and therefore complete solution is given by y = c1 y1 + c2 y2 + ........ + cn yn

i.e. Complete solution = Complementary Function

Remark : We conclude the above rules in the following table :
Sr. No. Nature of roots of A.E. Corresponding Part of C.F.
(i) One real root m1 c1em1x
(ii) Two real and different roots c1em1x + c2em2 x
1. m1 , m2
(iii) Three real and different roots c1em1x + c2em2x + c3em3x
m1 , m2 , m3
(i) Two real and equal roots (c1 + c2 x)em1x
m1 , m1
2.
(ii) Three real and equal roots (c1 + c2 x + c3 x 2 )em1x
m1 , m1 , m1
(i) One pair of complex roots  e x (c1 cos  x + c2 sin  x)
 i
3.
(ii) Two pairs of complex and e x [(c1 + c2 x)cos  x + (c3 + c4 x)sin  x]
equal roots   i ,   i
(i) One pair of surd roots e x (c1 cosh x  + c2 sinh x  )
 
4.
(ii) Two pairs of surd and equal e x [(c1 + c2 x)cosh x  + (c3 + c4 x)sinh x  ]
roots    ,  

Remarks : (i) When Auxiliary equation has one pair of complex roots   i , then the
corresponding part of complementary function is some times given as
c1e x cos( x + c2 ) or c1e x sin( x + c2 ) .

(ii) When Auxiliary equation has one pair of surd roots    , then the corresponding part of

complementary function is sometimes given as c1e x cosh ( x  + c2 ) or c1e x sinh ( x  + c2 ) .

 d3y d2y dy
Example 1 : Solve 3
− 4 2
− 3 + 18 y = 0
dx dx dx
Solution : The given differential equation is
d3y d2y dy
3
− 4 2
− 3 + 18 y = 0 ......(1)
dx dx dx
Equation (1) can be written as ( D 3 − 4 D 2 − 3D + 18) y = 0

 Auxiliary equation is m3 − 4m2 − 3m + 18 = 0

or (m + 2) (m − 3) 2 = 0

 m = −2, 3, 3
Thus we have three real roots out of which two are equal.
 The complete solution is y = c1e−2 x + (c2 + c3 x)e3 x

Exercise 3.1
d2y dy
1. ( D 4 + 6 D 3 + 5 D 2 − 24 D − 36) y = 0 2. 2
−4 + y =0
dx dx
d3y dy d4y
3. 3
− 13 − 12 y = 0 4. + 4y = 0
dx dx dx 4

Answers
1. y = c1e2 x + c2e−2 x + (c3 + c4 x)e−3 x 2. y = c1e(2+ 3) x
+ c2e(2− 3) x

3. y = c1e− x + c2e−3 x + c3e4 x 4.

y = e− x (c1 cos x + c2 sin x) + e x (c3 cos x + c4 sin x)

---------------------------------------------------------------------------------------------------------------------
------
Particular Integrals

I Particular Integral (P.I.) of f(D)y = X

The given differential equation is
f ( D) y = X ......(1)
Let y = v be a P.I. of (1). Then
f ( D )v = X ......(2)
1 1 1
Applying the operator to both sides of (2), we get f ( D )v = X
f ( D) f ( D) f ( D)
1
 v= X
f ( D)
1
Thus P.I . = X
f ( D)
1 X 1 1
Note : The expression for P.I. X should not be written as or X , as
f ( D) f ( D) f ( D) f ( D)
is an operator, so it should be put on the left of the function.
1
II Prove that X = e x  (e− x X )dx, no arbitrary constant being added.
D −
III To determine the particular integral of f(D)y = X where
F(D) = ( D − 1 )( D −  2 ).......( D −  n ) and 1 ,  2 ,....,  n are constants.

1 1
P.I. = X = (X)
f ( D) ( D − 1 )( D −  2 ).......( D −  n )

 A1 A2 An 
= + + ....... + X
 D − 1 D −  2 D − n 

[ A1 , A2 ,...., An are constants of partial fractions]

1 1 1
= A1 ( X ) + A2 ( X ) + ....... + An (X )
D − 1 D − 2 D − n

= A1e1x  Xe−1x dx + A2e2 x  Xe−2 x dx + ........ + Ane n x  Xe −n x dx [By

2.3]

IV Particular integral in some special cases :

1 1 ax
(i) If X = eax , then e ax = e provided f(a)  0
f ( D) f (a )

1 1
(ii) Case of failure : If f(a) = 0, then e ax = x e ax provided f (a)  0
f ( D) f (a )
 d2y dy
Example 1 : Solve 2
− 5 + 6 y = e4 x .
dx dx
d2y dy
Solution : The given differential equation is 2
− 5 + 6 y = e4 x ......(1)
dx dx
Equation (1) can be written as ( D 2 − 5 D + 6) y = e 4 x

 The auxiliary equation is m2 − 5m + 6 = 0  m=2,3

 C. F. = c1e2 x + c2e3 x

1
Now P.I. = e4 x
D − 5D + 6
2

1 1
= e4 x = e4 x [Putting D = 4]
16 − 20 + 6 2
 The complete solution of equation (1) is
y = C.F . + P.I
e4 x
= c1e 2 x + c2e3 x +
2
d2y
Example 2 : Solve + y = cosec x .
dx 2
Solution : The given differential equation is
d2y
+ y = cosec x ......(1)
dx 2
Equation (1) can be written as
( D 2 + 1) y = 0

 Auxiliary equation is m2 + 1 = 0  m=i

 C.F. = c1 cos x + c2 sin x

1
Now, P.I. = cosec x
D +1
2

1
= cosec x
( D − i )( D + i )

1 1 1 
= − cosec x [Making partial
2i  D − i D + i 


fractions]
 1 1 1 
=  cosec x − cosec x 
2i  D − i D+i 
1  ix −ix
= e  e cosec x dx − e− ix  eixcosec x dx 

2i  

 1 
 X = e x  e − x X dx 
 D − 
1  ix cos x − i sin x cos x + i sin x 
=  e  dx − e − ix  dx 
2i  sin x sin x 
1  ix
= e  (cot x − i) dx − e−ix  (cot x + i ) dx 

2i  

1  ix −ix
= (e − e )  cot x dx − (eix + e −ix )i  dx 
2i  

 eix − e −ix   eix + e − ix 

=  cot x dx −    dx
 2i   2 
= sin x logsin x − cos x . x
 The complete solution of equation (1) is
y = C.F. + P.I .
i.e. y = c1 cos x + c2 sin x + sin x log sin x − x cos x

1 sin(ax + b)
V (i) If X = sin (ax + b), then [sin(ax + b)] = ; provided f (− a 2 )  0
2
f (D ) f (−a )
2

1 x
(ii) Case of failure : If f(−a2) = 0 , then [sin(ax + b)] = sin(ax + b) ;
2
f (D ) f (−a 2 )

provided f (−a 2 )  0 .
1 cos(ax + b)
VI (i) If X = cos (ax + b), then [cos(ax + b)] = ; provided f (− a 2 )  0
2
f (D ) f (−a 2 )
1 x
(ii) Case of failure : If f(−a2) = 0 , then [cos(ax + b)] = cos(ax + b) ;
2
f (D ) f (−a 2 )

provided f (−a 2 )  0 .
 1 1
Working rule : To find the Particular integral of the type sin( ax + b) or cos(ax + b)
f ( D) f ( D)
Replace D2 by − a2
D3 = D2. D by − a2D
D4 = D2. D2 by (−a 2 ) 2 and so on.
1
To simplify sin(ax + b) proceed as follows :
D +
1 D − D −
sin(ax + b) = 2 sin(ax + b) = 2 sin(ax + b)
D + D − 2
−a −  2
−1
= ( D sin(ax + b) −  sin(ax + b) )
a + 2
2

−1  d 
=  sin(ax + b) −  sin(ax + b) 
a +  2  dx
2

−1
= ( a cos(ax + b) −  sin(ax + b) )
a + 2
2

1
Similarly proceed for cos(ax + b)
D +

Warning : Don’t put anything in place of D.

d 3 y d 2 y dy
Example 3 : Solve + − − y = cos 2 x
dx3 dx 2 dx
d 3 y d 2 y dy
Solution : The given differential equation is + − − y = cos 2 x ......(1)
dx3 dx 2 dx
Equation (1) can be written as ( D 3 + D 2 − D − 1) y = cos 2 x

 The auxiliary equation is m3 + m2 − m − 1 = 0

or m 2 (m + 1) − (m + 1) = 0

or (m 2 − 1)(m + 1) = 0

or (m − 1)(m + 1)(m + 1) = 0  m = −1, −1 , 1.

 C.F. = c1e x + (c2 + c3 x)e− x

 1
Now, P.I. = cos 2 x
D + D2 − D − 1
3

1
= cos 2 x [Putting D 2 = −22 = −4 ]
−4 D − 4 − D − 1
1 1
=− cos 2 x
5 D +1
1 1
=− ( D − 1) 2 cos 2 x
5 D −1
1 1
= − ( D − 1) cos 2 x [Putting D 2 = −22 = −4 ]
5 −4 − 1
1 1
= ( D − 1)cos 2 x =  D cos 2 x − cos 2 x 
25 25
1 1
=  −2sin 2 x − cos 2 x = −  2sin 2 x + cos 2 x
25 25
 The complete solution of equation (1) is
y = C.F . + P.I .
1
or y = c1e x + (c2 + c3 x)e − x −  2sin 2 x + cos 2 x 
25
1
VII If X = xm , then x m can be determined using following steps :
f ( D)
(i) Take lowest degree term common from f(D) in denominator so that the remaining factor is of
the form 1  g ( D)

(ii) Take 1  g ( D) in numerator with negative power.

(iii) Expand 1  g ( D) with negative power using Binomial Theorem up to the terms of Dm and

neglect higher powers of D because their contribution in P.I. will be zero.

(iv) Now operate with each term of the operator on xm and simplify.
Note : The following binomial expansions are useful for expanding [ f ( D)]−1 in ascending powers
of D.
(1 − D ) −1 = 1 + D + D 2 + D3 + ............

(1 + D) −1 = 1 − D + D 2 − D3 + .........
 n(n − 1) 2
In general (1 + D ) n = 1 + nD + D + ..........
2!

d3y d2y dy
Example 4 : Solve 3
− 2 − 6 = x2
dx dx dx
Solution : The given differential equation is
d3y d2y dy
3
− 2 − 6 = x2 ......(1)
dx dx dx
The equation (1) can be written as ( D 3 − D 2 − 6 D) y = x 2

 Auxiliary equation is m3 − m 2 − 6 m = 0
or m(m 2 − m − 6) = 0

or m(m − 3)(m + 2) = 0  m = 0, −2, 3

 C.F. = c1e0 x + c2e−2 x + c3e3 x = c1 + c2e−2 x + c3e3 x

1
Now, P.I. = x2
D − D2 − 6D
3

−1 1
= x2
6D   D D 2

1 +  − 
 6 6 
−1
1   D D2  2
=− 1 +  −  x
6D   6 6 

1   D D2   D D2  
2

=− 1 −  − + −  − ........ x
2

6D   6 6  6 6  


(1 + D )
−1
[ = 1 − D + D 2 − D3 + ...... ]

1  D D2 D2  2
=− 1 − 6 + 6 + 36 + terms of higher powers of D  x
6D  
1  D 7 2  2
=− 1 − 6 + 36 D + ......... x
6D

1  2 1 2 7 2 2
=−  x − 6 Dx + 36 D x  [Higher derivatives become zero]
6D
 1  2 2x 7 
=−  x − 6 + 18 
6D

1  x3 1 x 2 7   1 
=− − . + x
6  3 3 2 18   D f ( x) =  f ( x)dx 

1  3 x2 7 
=−  x − + x
18  2 6 

Therefore the general solution of equation (1) is

y = C.F + P.I.
1  3 x2 7 
or y = c1 + c2e −2 x + c3e3 x −  x − + x
18  2 6 

1 1
VIII If X = e axV where V is a function of x , then (e axV ) = e ax V
f ( D) f ( D + a)

Example 5 : Solve ( D 4 − 4 D + 4) y = e 2 x sin 2 x

Solution : The given differential equation is ( D 4 − 4 D + 4) y = e 2 x sin 2 x ......(1)

 Auxiliary equation is m4 − 4m + 4 = 0  (m − 2) 2 = 0  m=2,2

 C.F. = (c1 + c2 x)e2 x

1 1
Now. P.I. = e2 x sin 2 x = e 2 x sin 2 x
D − 4D + 4
2
( D + 2) − 4( D + 2) + 4
2

 1 1 
 eaxV = eax V
 f ( D) f ( D + a) 

1  1 − cos 2 x 
= e2 x  
D + 4D + 4 − 4D − 8 + 4 
2
2 
e2 x 1
= (1 − cos 2 x)
2 D2
e2 x
=
2   (1 − cos 2 x)dx
e2 x  sin 2 x 
=
2   x − 2 
 dx

e2 x  x 2 cos 2 x  e 2 x
+ =  2 x 2 + cos 2 x 
2  2 4  8 
=
Therefore the complete solution is
y = C.F. + P.I.
e2 x
or y = (c1 + c2 x)e 2 x +  2 x 2 + cos 2 x 
8 
1 1 d  1 
( xV ) = x V+
dD  f ( D) 
IX If X = xV, where V is a function of x , then V
f ( D) f ( D)

d2y
Example 6 : Solve + 4 y = x cos x
dx 2
Solution : The given differential equation is
d2y
+ 4 y = x cos x ......(1)
dx 2
Equation (1) can be written as ( D 2 + 4) y = x cos x

 Auxiliary equation is m2 + 4 = 0  m = 2i

 C.F. = c1 cos 2 x + c2 sin 2 x

1
Now, P.I. = x cos x
D +4
2

1 d  1   1 1 d  1  
= x cos x +   cos x  xV = x V+  V 
D +42
dD  D 2 + 4   f ( D) f ( D) dD  f ( D)  

1 −2 D
= x cos x + 2 cos x
−1 + 4 ( D + 4) 2
x cos x 2D
= − cos x
3 (−1 + 4) 2
x cos x 2 x cos x 2
= − D cos x = + sin x
3 9 3 9
Therefore the complete solution is
y = C.F. + P.I .
x cos x 2
or y = c1 cos 2 x + c2 sin 2 x + + sin x
3 9

Exercise 3.2
Solve the following differential equations :
 d 2 y dy d2y dy
1. + + 9 y = 2sinh 3 x 2. − 4 + 4 y = e −4 x + 5cos3x
dx 2 dx dx 2
dx
d3y d2y dy d2y dy
3. 3
− 2 − 6 = 1 + x2 4. 2
− 4 + 4 y = e 2 x cos 2 x
dx dx dx dx dx
d2y dy
5. 2
− 2 + y = xe x sin 2 x
dx dx
Answers
e3 x x 2e −3 x 1 −4 x 5
1. y = (c1 + c2 x)e −3 x + − 2. y = (c1 + c2 x)e 2 x + e − (12sin 3x + 5cos3x)
36 2 36 169
1 1
3. y = c1 + c2e−2 x + c3e3 x − (6 x3 − 3x 2 + 25 x) 4. y = (c1 + c2 x)e2 x + e2 x (2 x 2 − cos 2 x)
108 8
ex
5. y = (c1 + c2 x)e x − ( x sin 2 x + cos 2 x)
4
Def. Homogeneous Linear Differential Equation (or Cauchy-Euler Equation):
A linear differential equation of the form
n −1
dny n −1 d y
xn n
+ a1 x n −1
+ ...... + an y = X
dx dx
where a1 , a2 ,...., an are constants and X is either a constant or a function of x only, is called a

homogeneous linear differential equation.

Method to solve homogeneous linear differential equation :

Consider the linear differential equation
n −1
dny n −1 d y
xn n
+ a1 x n −1
+ ...... + an y = X ......(1)
dx dx
To solve (1) we introduce a new independent variable z , such that
d
x = e z or z = log x and D 
dz
dy dy dz dy 1  dz 1 
so that = =  z = log x so =
dx dz dx dz x dx x 

dy dy
or x = = Dy ......(2)
dx dz
 d 2 y d  1 dy 
and =  
dx 2 dx  x dz 
1 dy 1 d  dy  dz
=− +  
x 2 dz x dz  dz  dx

1 dy 1 d 2 y dz 1 dy 1 d 2 y 1  d 2 y dy 
=− 2 + =− 2 + =  − 
x dz x dz 2 dx x dz x 2 dz 2 x 2  dz 2 dz 

d 2 y d 2 y dy
or x 2
= −
dx 2 dz 2 dz
= ( D 2 − D) y
= D( D − 1) y ......(3)

d3y
Similarly, x3
= D( D − 1)( D − 2) y ......(4)
dx3
dny
In general, xn
= D( D − 1)( D − 2)....( D − n + 1) y ......(5)
dx n
Substituting (2), (3), (4) etc. into (1), we get a L.D.E. with constant coefficients and is solvable for
y in terms of z by the methods discussed in chapter 4.
d2y dy 1
Example 1 : Solve x2 2
+ 9 x + 25 y = x 2 + .
dx dx x
d2y dy 1
Solution : The given differential equation is x 2 2
+ 9 x + 25 y = x 2 + ......(1)
dx dx x
which is a homogeneous linear differential equation.
Let ez = x  z = log x
Thus , we get
d d2 d
x = D and x 2 2 = D( D − 1) where =D
dx dx dz
Then equation (1) can be written as
[ D ( D − 1) + 9 D + 25] y = e 2 z + e − z

or ( D 2 + 8 D + 25) y = e2 z + e− z

 Auxiliary equation is m2 + 8m + 25 = 0

−8  64 − 100 −8  6i
 m = = = −4  3i
2 2
 C.F. = e−4 z (c1 cos3z + c2 sin 3z )

= x −4[c1 cos3(log x) + c2 sin 3(log x)] [ e− z = x −1 ]

1
Here P.I. = (e 2 z + e − z )
D + 8D + 25
2

1 1
= e2 z + 2 e− z
D + 8D + 25
2
D + 8D + 25
1 1
= e2 z + e− z
4 + 16 + 25 1 − 8 + 25
1 2 z 1 − z 1 2 1 −1
= e + e = x + x [ e z = x ]
45 18 45 18
 The general solution is
y = C.F. + P.I .
1 2 1 −1
or y = x −4 [c1 cos3(log x) + c2 sin 3(log x)] + x + x .
45 18
Def. Legendre’s Linear Differential Equation :
A differential equation of the form
n −1
dny n−1 d y
(ax + b) n n
+ a1 ( ax + b ) n −1
+ .... + an y = X ......(1)
dx dx
where a, b, a1 , a2 ,........, an are constants and X is either a constant or a function of x only, is

known as Legendre’s linear equation. Such equations can also be reduced to L.D.E. with constant
coefficients.
d
Let ax + b = e z or z = log(ax + b) and D =
dz
dy dy dz a dy
Then = =
dx dz dx ax + b dz
dy
or (ax + b) = aDy
dx
d2y
Similarly (ax + b) 2 2
= a 2 D( D − 1) y
dx
d3y
and (ax + b)3 3
= a 3 D( D − 1)( D − 2) y
dx
 dny
In general (ax + b) n n
= a n D( D − 1)( D − 2)....( D − n + 1) y
dx
By substituting these values in equation (1), we obtain a L.D.E. with constant coefficients, which
can be solve by the methods discussed earlier.
d2y dy
Example 2 : Solve (3x + 2) 2 2
+ 5(3x + 2) − 3 y = x 2 + x + 1
dx dx
Solution : The given differential equation is
d2y dy
(3x + 2) 2 2
+ 5(3x + 2) − 3 y = x 2 + x + 1 ...... (1)
dx dx
which is a Legendre’s linear differential equation.
ez − 2
Let 3x + 2 = e z  x= and z = log (3x + 2)
3
d
Thus , we get (3x + 2) = 3D
dx
d2 d
(3 x + 2) 2 = 32 D( D − 1) where =D
dx dz
Then equation (1) can be written as
2
 z 
(3 D( D − 1) + 5.3D − 3) y =  e 3− 2  + e 3− 2 + 1
z
2

 
e 2 z − 4e z + 4 e z − 2
or (9 D 2 − 9 D + 15D − 3) y = + +1
9 3
1 ez 7
 (9 D 2 + 6 D − 3) y = e 2 z − +
9 9 9
 Auxiliary equation is
9m 2 + 6m − 3 = 0
or 3m2 + 2m − 1 = 0
1
or (3m − 1)(m + 1) = 0  m = −1,
3
1 1
z
 C.F. = c1e− z + c2e 3 = c1 (3x + 2)−1 + c2 (3x + 2) 3

1  1 2z ez 7 
Here P.I. =  e − + .
9D2 + 6D − 3  9 9 9
 1  1 1 1 
=  2 e2 z − ez + 7e 0 z 
27  3D + 2 D − 1 3D + 2 D − 1
2
3D + 2 D − 1
2

1  1 1 1 0z 
=  e2 z − ez + 7e 
27  12 + 4 − 1 3 + 2 −1 −1 
1  1 2z 1 z 
=  e − e − 7
27  15 4 

1  (3x + 2) 2 (3 x + 2) 
=  − − 7
27  15 4 

(3x + 2) 2 (3 x + 2) 7
= − −
405 108 27
 The general solution is
y = C.F + P. I.
1
(3x + 2) 2 (3 x + 2) 7
or y = c1 (3x + 2) −1 + c2 (3 x + 2) 3 + − −
405 108 27

Exercise 3.3
Solve the following differential equations :
d2y dy
1. x 2 2
+ 4 x + 2 y = x + sin x
dx dx
d 2 y 1 dy 12log x
2. + =
dx 2 x dx x2
d2y dy
3. (3x + 2) 2 2
+ 3(3 x + 2) − 36 y = 3 x 2 + 4 x + 1
dx dx

Answers
x 1
1. y = c1 x −1 + c2 x −2 + − sin x 2. y = c1 + c2 log x + 2(log x)3
6 x2
1
3. y = c1 (3x + 2)2 + c2 (3x + 2) −2 + (3x + 2) 2 log(3x + 2) + 1
108 