Linear Differential Equation With Variable Coefficients

21MAB101T - UNIT-3
Ordinary Differential Equation

Dr. M. Suresh,
Assistant Professor, Department of Mathematics,
SRM Institute of Science and Technology,
Kattankulathur - 603203.

October 27, 2024

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 1/24

Linear Differential Equation With Variable Coefficients

Cauchy’s Homogeneous Linear Differential Equatons

An equation of the form
d ny n −1 y
a0 x n + a x n −1 d + · · · + an − 1 x
dy
+ an y = R (x )........(1)
n 1 n − 1
dx dx dx
Where a0 , a1 , a2 , · · · , an are constant with a0 6= 0 is called
Cauchy’s homogeneous linear differential equation.
It is also known as EulerCauchy linear equation or Euler’s linear
equation.
This can be reduced to a linear differential equation with constant
coefficients

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 2/24

Linear Differential Equation With Variable Coefficients

Reduced to a Linear Differential Equation with

Constant Coefficients
Let x = e z ⇒ z = loge x
dz 1
∴ =
dx x
dy dy dz dy 1
Now, = · = ·
dx dz dx dz x
dy dy
⇒ x =
dx dz
d
Let D 0 = , then
dz
dy dy
x =
dx dz
dy
x = D 0 y ⇒ x Dy = D 0 y ⇒ x D = D 0
dx
Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 3/24
Linear Differential Equation With Variable Coefficients

Reduced to a Linear DE with Constant Coefficients

d 2y
 
d dy
2
=
dx dx dx
d 2y
 
d 1 dy
2
=
dx dx x dz
d 2y
   
dy d 1 1 d dy
= +
dx 2 dz dx x x dx dz
d 2y dy −1
   
1 d dy dz
= +
dx 2 dz x 2 x dz dz dx
d 2y −1 dy
   
1 d dy 1
= +
dx 2 x 2 dz x dz dz x
d 2y −1 dy 1 d 2y
 
= +
dx 2 x 2 dz x 2 dz 2

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 4/24

Linear Differential Equation With Variable Coefficients

Reduced to a Linear Differential Equation with

Constant Coefficients
d 2y −1
 
1
2
= 2
D 0 y + 2 D 02 y
dx x x
d 2y 1
= 2 D 0 y + D 02 y


dx 2 x
2
d y
x 2 2 = D 0 + D 02 y


dx
d 2y
x 2 2 = D 0 (D 0 − 1) y
dx
d2
x2 = D0 D0 − 1


dx 2

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 5/24

Linear Differential Equation With Variable Coefficients

Reduced to a Linear Differential Equation with

Constant Coefficients
Similarly,
d3
x3 = D 0 (D 0 − 1) (D 0 − 2) and so on
dx 3
Substituting the above result in (1), the equation reduces to linear
differential equation with constant coefficients in y and z, which
can be solved by using the methods discussed earlier.

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 6/24

Linear Differential Equation With Variable Coefficients

Example-1
d2 dy
Solve x 2
+ =0
dx dx

Given: xD 2 y + Dy = 0

⇒ x 2 D 2 y + xDy = 0 [Multiply by x]

⇒ [x 2 D 2 + xD ]y = 0

Now, we put x = e z and log x = z

xD = D 0

x 2 D 2 = D 0 (D 0 − 1)

[D 0 (D 0 − 1) + D 0 ]y = 0
Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 7/24
Linear Differential Equation With Variable Coefficients

⇒ [D 02 − D 0 + D 0 ]y = 0
⇒ D 02 y = 0

The auxiliary equation is:

m2 = 0 ⇒ m = 0, 0
C .F = [Az + B ]e 0z [since e 0z = 1]
C .F = Az + B = A log x + B
The general solution is:
y = C .F = A log x + B

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 8/24

Linear Differential Equation With Variable Coefficients

Example-2
Solve x 2 y 00 − 4xy 0 + 6y = x 2 + log x

Solution The given equation is:

(x 2 D 2 − 4xD + 6)y = x 2 + log x

Let x = e z , ⇒ z = log x
Then: xD = D 0 & x 2 D 2 = D 0 (D 0 − 1)
The equation becomes:

D 0 (D 0 − 1) − 4D 0 + 6 y = (e z )2 + z

D 02 − D 0 − 4D 0 + 6 y = e 2z + z

D 02 − 5D 0 + 6 y = e 2z + z

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 9/24

Linear Differential Equation With Variable Coefficients

Solve D 02 − 5D 0 + 6 y = 0

The auxiliary equation is:

m2 − 5m + 6 = 0

(m − 2)(m − 3) = 0

The complementary function (C.F.) is:

C.F. = Ae 2z + Be 3z

= A (e z )2 + B (e z )3
C .F . = Ax 2 + Bx 3

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 10/24

Linear Differential Equation With Variable Coefficients

Now for the particular integrals (P.I.):

1
P.I. = (e 2z + z )
D 02 − 5D 0 + 6
1 1
= 02 0
e 2z + 02 z
D − 5D + 6 D − 5D 0 + 6
P.I = P.I1 + P.I2
1
P.I.1 = e 2z
D 02 − 5D 0 + 6
1
= e 2z
4 − 10 + 6
1
= e 2z [Ordinary rule fails]
0
1
P.I.1 = z · e 2z
2D 0 − 5

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 11/24

Linear Differential Equation With Variable Coefficients

1 2z
P.I.1 = z · e
4−5
= −ze 2z
P.I.1 = −x 2 log x

Next, for P.I.2 :

1
P.I.2 = z
D 02 − 5D 0 + 6
1
=  z
D 02 − 5D 0
6 1+
6
 −1
D 02 − 5D 0

1
P.I.2 = 1+ z
6 6

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 12/24

Linear Differential Equation With Variable Coefficients

"  02 2 #
D − 5D 0
  02
1 D − 5D 0
P.I.2 = 1− + +··· z
6 6 6
 
1 1 0


= 1− −5D z
6 6
 
1 1 0


= 1+ 5D z
6 6
 
1 5 0
= 1 + D (z )
6 6
 
1 5
=− z+
6 6
 
1 5
P.I.2 = log x +
6 6

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 13/24

Linear Differential Equation With Variable Coefficients

P.I = P.I1 + P.I2

log x 5
P.I = −x 2 log x + +
6 36
Thus, the general solution is:

y = C.F. + P.I.
log x 5
y = Ax 2 + Bx 3 − x 2 log x + +
6 36

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 14/24

Linear Differential Equation With Variable Coefficients

Example-3
Solve (x 2 D 2 + 3xD + 5)y = x cos(log x )

Solution: Given:

(x 2 D 2 + 3xD + 5)y = x cos(log x ) (1)

Put x = e z

log x = z ⇒ z = log x
d
xD = D 0 where D 0 =
dz
x 2 D 2 = D 0 (D 0 − 1)

Substituting into equation (1):

[D 0 (D 0 − 1) + 3D 0 + 5]y = e z cos(z )
Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 15/24
Linear Differential Equation With Variable Coefficients

[D 02 − D 0 + 3D 0 + 5]y = e z cos z

[D 02 + 2D 0 + 5]y = e z cos z
The auxiliary equation is:

m2 + 2m + 5 = 0
√
−2 ± 4 − 20 −2 ± 4i
m= = = − 1 ± 2i
2 2
The complementary function (C.F) is:

C .F = e αz [A cos βz + B sin βz ]

= e −z [A cos 2z + B sin 2z ]
= [e z ]−1 [A cos 2z + B sin 2z ]
C .F = [x ]−1 [A cos(2 log x ) + B sin(2 log x )]

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 16/24

Linear Differential Equation With Variable Coefficients

 
1
C .F = [A cos(2 log x ) + B sin(2 log x )]
x
For the particular integral (P.I):
1
P.I = e z cos z
+
D 02
2D 0+5

1 z iz
= R.P e e
D 02 + 2D 0 + 5
 
1 (1+i )z
= R.P e
D 02 + 2D 0 + 5
 
1 (1+i )z
= R.p e
(1 + i )2 + 2(1 + i ) + 5
 
1 (1+i )z
P.I = R.p e
(1 + i 2 + 2i ) + (2 + 2i ) + 5

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 17/24

Linear Differential Equation With Variable Coefficients

 
1 (z +iz )
P.I = R.p e
1 − 1 + 2i + 2 + 2i + 5
 
1
= R.p e z e iz
7 + 4i
1 7 − 4i z
 
= R.p e (cos z + i sin z )
7 + 4i 7 − 4i
7 − 4i
 
z z
= R.p 2 (e cos z + ie sin z )
7 − (4i )2
7e cos z − 4ie z cos z + 7ie z sin z − 4i 2 e z sin z
 z 
= R.p
49 − 16i 2
 z
7e cos z − i4e z cos z + i7e z sin z + 4e z sin z

= R.p
49 + 16
(7e cos z + 4e ) − i (4e z cos z − 7e z sin z )
z z
 
P.I = R.p
65

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 18/24

Linear Differential Equation With Variable Coefficients

(7e z cos z + 4e z ) (4e z cos z − 7e z sin z )

 
P.I = R.p −i
65 65
z
(7e cos z + 4e ) z
=
65
7 z 4
P.I = e cos z − e z sin z
65 65

Thus, the general solution is:

y = C.F. + P.I.
 
1 7 4
y= [A cos(2 log x ) + B sin(2 log x )] + e z cos z − e z sin z
x 65 65

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 19/24

Linear Differential Equation With Variable Coefficients

Example-4
d 2y 1 dy 12 log x
Solve 2
+ =
dx x dx x2

Solution: Given:
d 2y 1 dy 12 log x
+ =
dx 2 x dx x2
d 2y dy
i.e., x2 2 + x = 12 log x
dx dx
i.e., [x 2 D 2 + xD ]y = 12 log x
Let x = e z
d
log x = z ⇒ xD = D 0 where D 0 =
dz
x 2 D 2 = D 0 (D 0 − 1)

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 20/24

Linear Differential Equation With Variable Coefficients

Substituting into equation (1):

[D 0 (D 0 − 1) + D 0 ]y = 12z
[D 02 − D 0 + D 0 ]y = 12z
(D 0 )2 y = 12z

The auxiliary equation is:

m2 = 0

The complementary function (C.F) is:

C .F = (Az + B )e 0z = Az + B

= A log x + B

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 21/24

Linear Differential Equation With Variable Coefficients

For the particular integral (P.I):

1 1
P.I = 0
12z = 12 · z
(D ) 2 (D 0 )2
1 z2
 
= 12 · 0
D 2
z 3
= 12 ·
6
= 2z 3 = 2(log x )3

Thus,

y = C .F + P.I

y = A log x + B + 2(log x )3

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 22/24

Linear Differential Equation With Variable Coefficients

Practice Problem
1
1. Solve (x 2 D 2 + 4xD + 2)y = x 2 + 2 .
x
log x 2
 
2. Solve (x 2 D 2
− xD + 1)y = .
x
3. Solve (x 2 D 2 + 4xD + 2)y = xloge x.

Dr. M. SURESH - 21MAB101T- 2024-2025 ODD ODE 23/24

Linear Differential Equation With Variable Coefficients

Answer
A B x2 1
1. y = 2
+ + − 2 loge x
x x 12 x  
1 4 2
2. y = (A + Bloge x )x + 2 (loge x ) + loge x + .
 9x  3 3
A B x 5
3. y = 2 + + loge x −
x x 6 6

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