3.

94 Chapter 3 Ordinary Differential Equations and Applications

3. Find the value of the constant d such that the parabolas y = c1x2 + d are
the orthogonal trajectories of the family of ellipses x 2 2y 2 y c2 .
1
Ans.: d
4
4. Find the orthogonal trajectories of the families of the following curves:
(i) r = a(1 + cos )
2a
(ii) r
1 cos
(iii) r = a sin2
2

(iv) rn = an cos n
(v) r = a (sec + tan )
(vi) r = ae
Ans. : (i) r c(1 – cos )
c
(ii) r
1 – cos
(iii) r 2 c 2 cos 2
(iv) r n c n sin n
(v) log r – sin c
(vi) r ce

3.5 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS OF

HIGHER ORDER WITH CONSTANT COEFFICIENTS

An ordinary differential equation of the form

dn y dn 1 y dn 2 y
a0 a1 an y 0
a2 ...(3.17)
dx n dx n 1 dxn 2
where a0, a1, a2, …, an are constants, is known as a homogeneous linear differential
equation of order n with constant coefficients. This equation is known as linear since
the degree of the dependent variable y and all its differential coefficients is one.
Equation (3.17) can also be written as
(a0 D n a1D n 1
a2 D n 2
an ) y 0
f (D) y 0
where f (D) a0 D n a1Dn 1
a 2 Dn 2
an .
d
Here, D is known as the differential operator.
dx
The operator D obeys the laws of algebra.
 3.5 Homogeneous Linear Differential Equations of Higher Order 3.95

General Solution of a Homogeneous Linear

Differential Equation
The homogeneous equation
f (D) y 0 ...(3.18)
can be solved by replacing D by m in f (D) and solving the auxiliary equation (AE)
f (m ) 0 ...(3.19)
The general solution of Eq. (3.18) depends upon the nature of the roots of the auxiliary
Eq. (3.19).
If m1, m2, m3, …, mn are n roots of the auxiliary equation, the following cases arise:

Case I Real and distinct roots: If roots m1, m2, m3, …, mn are real and distinct then
the solution of Eq. (3.17) is given as
y c1e m1x c2 e m 2 x c3e m3 x c n e mn x

Case II Real and repeated roots: If two roots m1, m2 are real and equal, and the
remaining (n – 2) roots m3, m4, …, mn are all real and distinct then the solution of
Eq. (3.17) is given as
y (c1 c2 x )e m1x c3 e m3 x c4 e m 4 x cn e mn x
Note: If, however, r roots m1, m2, m3, …, mr are equal and remaining (n – r) roots mr+1,
mr+2, …, mn are all real and distinct then the solution of Eq. (3.17) is given as
y (c1 c2 x c3 x2 cr x r 1 )em1 x cr 1emr 1x cn emn x

Case III Imaginary roots: If two roots m1, m2 are imaginary say, m1 i , m2 i
(conjugate pair) and remaining (n – 2) roots m3, m4, …, mn are real and distinct then the
solution of Eq. (3.17) is given as
y e x (c1 cos x c2 sin x ) c3 e m3 x c 4 e m4 x c n e mn x

Here, is the real part and is the imaginary part of the conjugate pair of complex roots.
Note: If, however, two pairs of imaginary roots m1, m2 and m3, m4 are equal, say,
m1 m2 i , m3 m4 i and remaining (n – 4) roots m5, m6, …, mn are
real and distinct then the solution of Eq. (3.17) is given as

y e x [(c1 c2 x ) cos x (c3 c4 x )sin x ] c5 e m5 x c6 e m6 x ... cn e mn x

Remark
(i) In all the above cases, c1, c2, …, cn are arbitrary constants.
(ii) In the general solution of a homogeneous equation, the number of arbitrary
constants is always equal to the order of that homogeneous equation.

Example 1
Solve (D2 + 2D – 1)y = 0.
3.96 Chapter 3 Ordinary Differential Equations and Applications

Solution
The auxiliary equation is
m2 2m 1 0
2 4 4 2 2 2 (real and distinct)
m 1 2
2 2
Hence, the general solution is
y c1e( 1 2 )x
c2 e ( 1 2 )x

Example 2
Solve 2D2y + Dy – 6y = 0.
Solution
The equation can be written as
(2D2 + D – 6)y = 0
The auxiliary equation is
2m2 m 6 0
(2 m 3)( m 2) 0
3 (real and distinct)
m 2,
2
Hence, the general solution is
3
x
2x 2
y c1e c2 e

Example 3
d2 x dx
Solve 6 9x 0.
dt 2 dt
Solution
(D2 + 6D + 9)x = 0
The auxiliary equation is
m2 6m 9 0
2
( m 3) 0
m 3, 3 (real and repeated)
Hence, the general solution is
x = (c1 + c2t)e–3t

Example 4
Solve the initial-value problem y – 4y + 4y = 0, y(0) = 3, y (0) = 1.
[Winter 2014]
 3.5 Homogeneous Linear Differential Equations of Higher Order 3.97

Solution
The auxiliary equation is
m2 4m 4 0
( m 2)2 0
m 2, 2 (real and repeated )
Hence, the general solution is
y = (c1 + c2x)e2x ...(1)
Differentiating Eq. (1),
y 2c1e2 x 2c2 e2 x x c2 e2 x ...(2)
Putting x = 0 in Eqs (1) and (2),
y(0) = c1
3 = c1
y (0) = 2c1 + c2
1 = 2c1 + c2
1 = 2(3) + c2
c2 = –5
Hence, the solution is
y = (3 – 5x)e2x

Example 5
Solve the initial-value problem y – 9y = 0, y(0) = 2, y (0) = –1.
[Winter 2014]
Solution
The auxiliary equation is
m2 9 0
m 3 (real and distinct)
Hence, the general solution is
y c1e3 x c2 e 3x
...(1)
Differentiating Eq. (1),
y 3c1e 3 x 3c2 e 3x
...(2)
Putting x = 0 in Eqs (1) and (2),
y(0) = c1 + c2
2 = c1 + c2 ...(3)
y (0) 3c1 3c2
1 3c1 3c2
...(4)
3.98 Chapter 3 Ordinary Differential Equations and Applications

Solving Eqs (3) and (4),

5 7
c1 , c2
6 6
Hence, the solution is
5 3x 7 3x
y e e
6 6

Example 6
Solve (D3 – 3D2 – D + 3)y = 0.
Solution
The auxiliary equation is
m 3 3m 2 m 3 0
(m 3)(m2 1) 0
m 3, 1, 1 (real and distinct)
Hence, the general solution is
y = c1e3x + c2e–x + c3ex

Example 7
Solve (D3 5D 2 8D 4) y 0.
Solution
The auxiliary equation is
m 3 5m 2 8 m 4 0
(m 1)(m2 4m 4) 0
( m 1)(m 2)2 0
m = 1 (real and distinct), m = 2, 2 (real and repeated)
Hence, the general solution is
y c1e x ( c2 c3 x)e2 x

Example 8
Solve (D3 + 1) y = 0.
Solution
The auxiliary equation is
m3 1 0
(m 1)(m 2 m 1) 0
m 1 0, m 2 m 1 0
 3.5 Homogeneous Linear Differential Equations of Higher Order 3.99

1 3
m 1 (real and distinct), m i (imaginary)
2 2
Hence, the general solution is
1
x 2
x 3 3
y c1e e c1 cos x c2 sin x
2 2

Example 9
Solve (D4 – 2D3 + D2)y = 0.
Solution
The auxiliary equation is
m4 2 m3 m2 0
m 2 (m 2 2m 1) 0
m 2 (m 1)2 0
m 0, 0, 1, 1 (real and repeated)
Hence, the general solution is
y (c1 c2 x )e 0 x (c3 c4 x )e x
c1 c2 x (c3 c4 )r x

Example 10
Solve (D 4 6D3 12D 2 8D) y 0.
Solution
The auxiliary equation is
m4 6 m 3 12 m 2 8m 0
m(m 3 6m 2 12m 8) 0
m(m 2)( m 2 4 m 4) 0
m(m 2)( m 2)2 0
m = 0 (real and distinct), m = 2,2,2 (real and repeated)
Hence, the general solution is
y c1 e0 x ( c2 c3 x c4 x 2 )
c1 (c2 c3 x c4 x 2 ) e2 x
3.100 Chapter 3 Ordinary Differential Equations and Applications

Example 11
Solve (D4 – 1)y = 0.
Solution
The auxiliary equation is
m4 1 0
m4 1
2
m 1, m 2 1
m 1 ((real and distinct), m i (imaginary
y)
Hence, the general solution is
y c1 e x c2 e x
e0 x (c3 cos x c4 sin x)
c1 e x c2 e x
c3 cos x c4 sin x

Example 12
Solve (D 4 4D2 ) y 0.

Solution
The auxiliary equation is
m4 4m2 0
m 2 (m 2 4) 0
m 0, 0 (real and distinct), m 2i (imaginary)
Hence, the general solution is
y (c1 c2 x )e 0 x c3 cos 2 x c4 sin 2 x
c1 c2 x c3 cos 2 x c4 sin 2 x

Example 13
Solve (D 4 4) y 0.
Solution
The auxiliary equation is
m4 4 0
m4 4 4 m2 4m 2 0
(m2 2 ) 2 ( 2 m) 2 0
 3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order 3.101

(m 2 2 2m)(m 2 2 2m ) 0
(m 2 2 m 2)( m2 2 m 2) 0
m 1 i and m 1 i (im
maginary)
Hence, the general solution is
y e x (c1 cos x c2 sin x ) e x (c3 cos x c 4 sin x)

Example 14
Solve (D 4 8 D2 16) y 0.
Solution
The auxiliary equation is
m 4 8m 2 16 0
(m2 4)2 0
m 2i, 2i (imaginary)
Hence, the general solution is
y e0 x [(c1 c2 x ) cos 2 x (c3 c4 x )sin 2 x ]
(c1 c2 x) cos 2 x (c3 c4 x) sin 2 x

3.6 HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS:

METHOD OF REDUCTION OF ORDER
This method is used to obtain the second solution of a homogeneous linear ordinary
differential equation of second order if one solution is known. Since a second linearly
independent solution is obtained by solving a first-order ordinary differential equation,
it is known as the method of reduction of order.
Consider the homogeneous equation
y + P(x)y + Q(x)y = 0 ...(3.20)
Let y1 be the known solution of Eq. (3.20).
Putting y = y1 in Eq. (1),
y1 + P(x) y1 + Q(x)y1 = 0 ...(3.21)
Let y = y2 = uy1 be the second solution of Eq. (3.20).
y2 u y1 uy1
y2 u y1 u y1 u y1 uy1
u y1 2u y1 uy1
3.102 Chapter 3 Ordinary Differential Equations and Applications

Substituting in Eq. (3.20),

(u y1 2u y1 uy1 ) P (u y1 uy1 ) Qy1 0
u y1 2u y1 Pu y1 u( y1 Py1 Qy1 ) 0

u y1 u (2 y1 Py1 ) 0 [Using Eq. (3.21)]

2 y1
u u P 0 ...(3.22)
y1
Putting u = U in Eq. (3.22),
2 y1
U P U 0
y1
dU 2 y1
P U
dx y1
dU 2 y1
P dx
U y1
Integrating both the sides,
dU y1
2 dx Pdx
U y1

ln U 2 ln y1 Pdx

ln y12 Pdx

ln U ln y12 Pdx

ln Uy12 Pdx
Pdx
Uy12 e
1 Pdx
U e
y12
1 Pdx
u e
y12
du 1 Pdx
e
dx y12
Integrating both the sides,
1 Pdx
u e dx
y12
 3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order 3.103

1 Pdx
Hence, y2 y1 e dx
y12
Since U > 0,
u U dx cannot be constant.

y2
u constant
y1
Hence, y1 and y2 are linearly independent solutions.

Example 1
If y1 = x is one solution of x2y + xy – y = 0, find the second solution.
Solution
Rewriting the equation,
1 1
y y y 0 ...(1)
x x2
Comparing Eq. (1) with the standard equation,
y + P(x)y + Q(x)y = 0

1
P
x
Let y2 = uy1 be the second solution of Eq. (1).
1 Pdx
where u e dx, y1 x
y12
1
Pdx dx
ln x 1 1
e e x e eln x
x
1 1
u dx
x2 x
x 3 dx
2
x
2
1
2 x2
3.104 Chapter 3 Ordinary Differential Equations and Applications

1
y2 x
2 x2
1
2x

Example 2
If y1 = x2 is one solution of x2y – 4xy + 6y = 0, x > 0 find the second
solution. Also, determine the general solution.
Solution
Rewriting the equation,
4 6
y y y 0 ...(1)
x2
x
Comparing Eq. (1) with standard equation,
y P( x ) y Q( x) y 0
4
P
x
Let y2 = uy1 be the second solution of Eq. (1).
1 Pdx
where u e dx, y1 x2
y12
4
Pdx dx
e e x

e4 ln x
4
eln x
x4
1
u 4
x 4 dx
x
dx
x
y2 = x · x2 = x3
Hence, the general solution is
y = c1x2 + c2x3
 3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order 3.105

Example 3
sin x
If y1 is one solution of xy + 2y + xy = 0, find the second
x
solution. Also, determine the general solution.
Solution
Rewriting the equation,
2
y y y 0 ...(1)
x
Comparing Eq. (1) with the standard equation,

y + P(x)y + Q(x)y = 0
2
P
x
Let y2 = uy1 be the second solution of Eq. (1).
1 Pdx sin x
where u e dx, y1
y12 x
2
Pdx dx
e e x

2 log x
e
2
e ln x
2
x
x2 1
u dx
sin x x 2
2

cosec2 x dx
cot x
sin x
y2 ( cot x )
x
cos x
x
Hence, the general solution is
sin x cos x
y c1 c2
x x
sin x cos x
c1 c2 , c2 c2
x x
3.106 Chapter 3 Ordinary Differential Equations and Applications

EXERCISE 3.6
Solve the following differential equations:
1. (D 2 D 2)y 0
2x
[ Ans. : y c1e c2 e x ]
2. (4D2 8D 5y ) 0
x 5x
Ans. : y c1e 2
c2 e 2

3. (D 2 4D 12)y 0
Ans. : y c1e6 x c2 e 2x

4. (D 2 2D 8)y 0
Ans. : y c1e2 x c2 e 4x

5. (D 2 4D 1)y 0
Ans. : y c1e( 2 3) x
c2 e( 2 3) x

6. (4D2 4D 1)y 0
x
Ans.: y (c1 c2 x )e 2

7. (D 2 2 D 2
)y 0
x
[ Ans. : y (c1 c2 x)e ]

8. (9D2 12D 4)y 0

2x
Ans. : y (c1 c2 x)e 3

9. (25D2 20D 4)y 0

2x
Ans. : y (c1 c2 x)e 5

10. (9D2 30D 25)y 0

5x
Ans. : y (c1 c2 x)e 3

11. (D 2 6D 25)y 0
Ans. : y e 3 x c1 cos 4 x c2 sin 4 x
 3.6 Homogeneous Linear Differential Equations: Method of Reduction of Order 3.107

12. (D 2 6D 11)y 0
3x
Ans. : y e (c1 cos 2 x c2 sin 2 x)

13. [D2 2a D (a 2 b2 )y ] 0

[ Ans. : y e ax (c1 cos bx c2 sin bx)]

3
14. (D 9D)y 0
Ans. : y c1 c2 e3 x c3e 3x

15. (D3 3D 2 D 3)y 0

x
Ans. : y c1e c2 e x c3 e3 x

16. (D3 6D2 11D 6)y 0

Ans. : y c1e x c2 e 2 x c3 e3 x

17. (D3 6D2 12D 8)y 0

Ans. : y (c1 c2 x c3 x 2 )e2 x

18. (D3 D)y 0

[Ans. : y c1 c2 cos x c3 sin x ]

19. (D3 5D 2 8D 6)y 0

3x x
Ans. : y c1e e c2 cos x c3 sin x

4
20. (8D 6D3 7D 2 6D 1)y 0
x x
Ans.: y c1e 4 c2 e 2 c3 e x c4 e x

21. (D 4 2D3 D 2 )y 0
Ans. : y c1 c2 x (c3 c4 x)e x

22. (D 4 3D3 3D 2 D)y 0

Ans. : y c1 (c2 c3 x c4 x 2 )e x

23. (D 4 8D 2 9)y 0
3x
Ans. : y c1e c2 e x c3 cos 3 x c4 sin 3x