CALCULUS AND LINEAR ALGEBRA

MATHEMATICS-I

(21MAB101T)

DEPARTMENT OF MATHEMATICS
SRM Institute of Science and Technology

Calculus and Linear Algebra 1 / 58

Ordinary Differential Equations(ODEs) Unit-III
Order: The order of a differential equation is the order of the highest
derivative of the dependent variable present in the equation.

Degree: The degree of a differential equation is the degree of the highest

derivative of the dependent variable present in the equation.

d2 y
1
dx 2
+ 3 dy
dx + y = e
−2x , (Here order=2, Degree=1)

2
d 2y dy
2
dx 2 +3 dx + 2y = sin 3x, (Here order=2, Degree=1)

2
d 2y
3
dx 2 + 2 dy
dx + y = 5x, (Here order=2, Degree=2)

Solution: The functional relation between the dependent variable and the
independent variable satisfying differential equation is called the solution
for that differential equation.
Calculus and Linear Algebra 2 / 58
Linear D.E. with constant coefficients Unit-III

The ODE of the form

dny d n−1 y d n−2 y
a0 n + a1 n−1 + a2 n−2 + ······+any = f (x), (1)
dx dx dx
where a0, a1, a2, ····an are constants is called linear differential equation
with constant coefficients.

Let us take
d d2 2, d3 n
3, ······d = D n ,
= D, = D = D
dx dx 2 dx 3 dx n

then the equation (1) can be written as

(a0Dn + a 1Dn−1 + a 2Dn−2 + ······+an)y = f (x),

⇒ F(D)y = f (x). (2)

Calculus and Linear Algebra 3 / 58

Linear D.E. with constant coefficients Unit-III

The complete solution of (2) can be obtain in two steps:

1 Finding the Complementary Function (C.F) from F(D)y = 0

2 Finding the Particular Integral (P.I) from F(D)y = f (x)

Then the complete solution can be written as C.S = C.F + P.I .

How to find C.F

Step-1: Write the auxiliary equation putting D = m in F(D) = 0 i.e

a0mn + a1mn−1 + a2mn−2 + ······+an = 0. (3)

Step-2: Solve the auxiliary equation (6) and obtain n roots, let them be
m1, m2, ····mn, which may gives the following cases:

Calculus and Linear Algebra 4 / 58

Linear D.E. with constant coefficients Unit-III

Case-I: Let all the roots m1, m2, ····mn are real and distinct i.e
m1 /= m2 /= m3 ····=/ mn, then write the C.F as

C.F = c1 em1x + c2 em2x + c3 em3x + ····+cn emn x .

Case-II: Let all the roots are real where some roots are equal and some are
distinct say m1 = m2 = m3 and m4 /= m5 ····=/mn, then write the C.F as

C.F = (c1 + c2x + c3x 2)em1 x + c4em4x + ····+cnemnx .

Case-III: Let the roots are complex say m = α ± i β, then write the C.F as
C.F = eα x (c cos βx + c sin βx).
1 2

Calculus and Linear Algebra 5 / 58

Linear D.E. with constant coefficients Unit-III

Example: Solve d 2y −7 dy + 12y = 0.

dx 2 dx

Solution: Taking d = D, d2 = D2 in the given equation, we get

dx dx 2

(D 2 −7D + 12)y = 0 ⇒ F(D)y = 0.

Now write the auxiliary equation by putting D = m in

F(D) = 0 ⇒ m2 −7m + 12 = 0 ⇒ (m −3)(m −4) = 0 ⇒ m = 3, 4.

Let m1 = 3 and m2 = 4, which are real and distinct i.e m1 /= m2.

∴ The C.F is given by
C.F = c1 em1x + c2 em2x = c1 e3x + c2 e4x .

Here there is no need to find P.I as f (x) = 0.

Calculus and Linear Algebra 6 / 58

Linear D.E. with constant coefficients Unit-III
Example: Solve (D 3 + 3D 2 + 2D + 2)y = 0.

Solution: Now write the auxiliary equation by putting D = m in

F(D) = 0 ⇒ m3 + 3m2 + 2m + 2 = 0.

Solving the above auxiliary equation as:

√
−1 ± i 3
(m + 2)(m2 + m + 2) = 0 ⇒ m = −2, .
2
√ √
Let m1 = −2 and m = − 1 ± i 3 = α + i β with α = − 1 ,
2 2 2
β= 2
3.

C.F = c1 em 1 x α
+ e (c2 cos βx + c3 sin βx).
x
∴ The C.F is given by

1
√ √
3 3x
C.F = c1 e− 2x + e− 2 x c2 cos 2 x + 3 sin 2 .
Here there is no need to find P.I as f (x) = 0.
Calculus and Linear Algebra 7 / 58
Linear D.E. with constant coefficients Unit-III

How to find P.I

Let F(D)y = f (x) be a given differential equation, in this case if f (x) = 0
i.e F(D)y = 0, then only C.F is the complete solution if f (x) /= 0 then we
need to find P.I. For that we discuss the following types of cases:
Type 1: If f (x) = eax , then
1 1 eax
P.I = f (x) = eax = / 0.
provided F(a) =
F(D) F(D) F(a)
Note: If F(a) = 0, then differentiate the denominator by D and multiply
the numerator by x i.e. F ′x(D )eax = Fxe′ (a) provided F ′ (a) /= 0.
ax

Similarly, if F ′ (a) = 0 continue the process

x 2 eax = x 2 eax provided F ′′ (a) /= 0.
F ′′ (D) F ′′ (a)
Calculus and Linear Algebra 8 / 58
Linear D.E. with constant coefficients Unit-III
d2y
Example: Solve + 3 dy + 2y = e− 2x .
dx 2 dx
Solution: We can write it as
(D 2 + 3D + 2)y = e− 2x ⇒ F(D) = D 2 + 3D + 2 and f (x) = e− 2x . Now
write the auxiliary equation by putting D = m in

F(D) = 0 ⇒ m2+3m+2 = 0 ⇒ (m+1)(m+2) = 0 ⇒ m1 = −1, m2 = −2

∴ The C.F is given by

C.F = c1 e− x + c2 e− 2x .

−2x
1 − 2x put D = −2 ⇒ 1 −2x = e
P.I = e e i.e F(a) = 0
D2 + 3D + 2 4 −6 + 2 0
Then differentiate the denominator by D and multiply the numerator by x
i.e.
x xe−2x 2x
e−2x now put D = −2 ⇒ = −xe− .
2D + 3 −4 + 3
Calculus and Linear Algebra 9 / 58
Linear D.E. with constant coefficients Unit-III
∴ The C.S is given by
C.S = C.F +P.I = c1 e− x +c2e− 2x −xe− 2x .
d2y 4x
Example: Solve dx 2
+ 6 dy
dx + 9y = 3e .
Solution: We can write it as (D 2 + 6D + 9)y = 3e4x ⇒ F(D)y = e4x .
Now the auxiliary equation is given by

m2 + 6m + 9 = 0 ⇒ (m + 3)(m + 3) = 0 ⇒ m1 = −3, m2 = −3

∴ The C.F is given by

C.F = (c1 + c2 x)e− 3x .

1 3 3e4x
P.I = (3e 4x
) putting D = 4 ⇒ e4x
= .
D2 + 6D + 9 16 + 24 + 9 49
∴ The C.S is given by
3e4x
C.S = (c1 + c2x)e − 3x + 49 .
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III

Example: Solve (D 2 + 9)y = e− 2x .

Solution: We can write it as

F(D)y = e− 2x ⇒ m2 + 9 = 0 ⇒ m = ±3i = α ± i β, ⇒ α = 0, β = 3

∴ The C.F is given by

C.F = eα x (c1 cos βx + c2 sin βx) = (c1 cos 3x + c2 sin 3x) .

1 1 −2x e−2x
P.I = e−2x putting D = −2 ⇒ e = .
D2 + 9 4+ 9 13
∴ The C.S is given by
− 2x
C.S = (c1 cos 3x + c2 sin 3x) + e13 .

Note: If F(D)y = A = constant, then while finding P.I take f (x) = Ae0.x
i.e put D = 0 in F(D).

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III
Type 2: If f (x) = sin ax or cos ax, then
1 1
P.I = f (x) = sin ax or cos ax
F(D) F(D)
1 2
= sin ax or cos ax provided F(−a ) /= 0.
F(−a2)
i.e replace D 2 by −a2 provided F(−a2) = / 0. If F(−a2) = 0 then
differentiate the denominator by D and multiply the numerator by x as:
x
P.I = sin ax or cos ax
F ′ (D)
1 2
= sin ax or cos ax provided F ′ (−a ) /= 0.
F(−a2)
If F ′ (−a2 ) = 0, then continue the above process and
x2 x 2 eax 2
sin ax or cos ax = provided F ′′(−a ) =/ 0.
F ′′ (D) F ′′ (−a2)
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III
Example: Solve (D 2 + 3D + 2)y = sinx.
Solution: The auxiliary equation is
m2 + 3m + 2 = 0 ⇒ (m + 1)(m + 2) = 0 ⇒ m1 = −1, m2 = −2.

∴ The C.F is given by

C.F = c1 e− x + c2 e− 2x .

1 1
P.I = sin x putting D 2 = −12 ⇒ sin x
D2+ 3D + 2 −1 + 3D + 2
1 (3D −1) (3D −1)
= sin x = sin x = sin x
3D + 1 (9D2 −1) −10
(3D sin x −sin x) (3 cos x −sin x)
= − =− .
10 10
∴ The C.S is given by
C.S = c1e− x + c2e− 2x − (3 cos x−
10
sin x)
.
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III
Example: Solve (D 2 + 6D + 8)y = cos2 x.
Solution: The auxiliary equation is
m2 + 6m + 8 = 0 ⇒ (m + 2)(m + 4) = 0 ⇒ m1 = −2, m2 = −4.
∴ The C.F is given by
C.F = c1 e− 2x + c2 e− 4x .

1 1 1 + cos 2x
P.I = cos2 x = 2
D2 + 6D + 8 D + 6D + 8 2
1 1 1 1
= . e0.x + . 2 cos 2x
2 D 2 + 6D + 8 2 D + 6D + 8
1 1 1 1 1 1
= + . cos 2x = + . cos 2x
16 2 −4 + 6D + 8 16 2 6D + 4
1 + 1 . (6D −4) 1 1 (6D cos 2x −4 cos 2x)
= cos 2x = + .
16 2 (36D −16)
2 16 2 (36(−2 2) −16)

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

1 1 (6D cos 2x − 4 cos 2x) 1 1

= + . = − .(−12 sin 2x −4 cos 2x)
16 2 (−144 −16) 16 320
1 1
= + .(3 sin 2x + cos 2x).
16 80
∴ The C.S is given by

C.S = c1 e− x +c2e− 2x + 1 .(3 sin 2x+cos 2x)+ 1 .

80 16

Example: Solve (D 2 −4D + 3)y = sin3x cos 2x.

Solution: The A.E is

m2 −4m + 3 = 0 ⇒ (m −1)(m −3) = 0 ⇒ m1 = 1, m2 = 3.

∴ The C.F is given by

C.F = c1 ex + c2 e3x .
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III
sin(A+B )+sin(A− B )
Note: We know sin A cos B = 2

1 1 sin 5x + sin x
P.I = sin 3x cos 2x =
D2 −4D + 3 −4D + 3
D2 2
1 1
= . (sin 5x + sin x)
2 D 2 −4D + 3
1 1 sin 5x + 1 sin x
=
2 D 2 −4D + 3 D 2 −4D + 3
1 1 1
= sin 5x + sin x
2 −5 −4D + 3
2 −1 −4D + 3
2

1 1 1
= − sin 5x + sin x
2 4D + 22 −4D + 2
1 1 1
= − sin 5x + sin x
4 11 + 2D −2D +1

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

1 (11 −2D) (1 + 2D)

= − sin 5x + sin x
4 (121 −4D 2 ) (1 −4D 2 )
1 (11 sin 5x −2D sin 5x) (sin x + 2D sinx)
= − +
4 121 −4(−52 ) 1 −4(−12 )
1 (11 sin 5x —10 cos 5x) (sin x + 2 cos x)
= − +
4 221 5
(11 sin 5x −10 cos 5x) (sin x + 2 cos x)
= − + .
884 20

∴ The C.S is given by

C.S = c1ex + c2e3x − (11 sin 5x− 10 cos 5x)

884 + (sin x+2
20
cos x)
.
Remember:
sin A sin B = cos(A− B )−2cos(A+B ) , cos A cos B = cos(A+B )+cos(A− 2
B)

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

Type 3: If f (x) = x n , where n is positive integer, then

1 1 n 1
P.I = f (x) = x = x n = [1 ± φ(D)]− 1xn .
F(D) F(D) [1 ± φ(D)]

i.e express F(D) = 1 ± φ(D) and try to use one of the following formulae:

(i) (1 + x)− 1 = 1 −x + x 2 −x 3 + x 4 −·····

(ii) (1 −x)− 1 = 1 + x + x 2 + x 3 + x 4 −·····
(iii) (1 + x)− 2 = 1 −2x + 3x 2 −4x 3 + ·····
(iv) (1 −x)− 2 = 1 + 2x + 3x 2 + 4x3 + ·····

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III
Example: Solve (D 2 + 5D + 6)y = x 2.
Solution: The A.E is

m2 + 5m + 6 = 0 ⇒ (m + 2)(m + 3) = 0 ⇒ m1 = −2, m2 = −3.

∴ The C.F is given by

C.F = c1 e− 2x + c2 e− 3x .

1 1 2 1
P.I = f (x) = x = x2
F(D) F(D) (D + 5D + 6)
2

1 D 2 + 5D − 1 2
= h i x2 = 1 1 + x
6 1 + D +5D
2 6 6
6
" #
2 2 2
1 D + 5D D + 5D
= 1− + + ··· x 2
6 6 6

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

1 x 2 − 5D (x 2 ) − D2 (x 2 ) + 25D2 2 10D3 2
(x ) +
D4 2
(x ) −···
= (x ) +
6 6 6 36 36 6
1 x 2 − 5 (2x) − 1 (2) + 25 (2) + 10 (0) + 1 (0) −···
=
6 6 6 36 36 6
1 2 5x 1 25 1 5x 19
= x − − + = x2 − + .
6 3 3 18 6 3 18
∴ The C.S is given by
C.S = c1e−2x + c2e−3x + 16 x 2 − 5x
3
+ 19
18
.

Example: Solve (D 3 −D 2 −6D)y = x 2 + 1.

Solution: The A.E is
m3 −m2 −6m = 0 ⇒ m(m+ 2)(m−3) = 0 ⇒ m1 = 0, m2 = −2, m3 = 3.
∴ The C.F is given by
C.F = c1 + c2 e− 2x + c3 e3x .
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III

1 1 1
P.I = f (x) = (x 2 + 1) = (x 2 + 1)
F(D) F(D) (D −D 2 −6D)
3

1 D 2 −D − 1 2
= h 1 i (x2 + 1) = − 1− (x + 1)
−6D 1 − D 2−6 D 6D 6
" #
1 D 2 −D D 2 −D 2 2
= − 1− + + ··· (x + 1)
6D 6 6
1 D D2 D2
= − 1− + + −··· (x 2 + 1)
6D 6 6 36
1 D 7D2 2
= − (x 2 + 1) − (x 2 + 1) + (x + 1)
6D 6 6
1 x 7 1 x 25
= − (x 2 + 1) − + =— x2 − +
6D 3 3 6D 3 18

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III
h i
= − 16 x3
3
− x2
6
+ 25x
18
.
∴ The C.S is given by
h i
C.S = c1 + c2e−2x + c3e3x − 1
6
x3
3
− x2
6
+ 25x
18 .

Type 4: If f (x) = eax φ(x) where φ(x) = xn or sin ax or cos ax, then
1 1 ax 1
P.I = f (x) = e φ(x) = eax φ(x),
F(D) F(D) (D + a)

i.e replace D by D + a solve 1 using any one of previous methods.

(D+a) φ(x)

Example: Solve (D 2 + D + 1)y = x 2 e− x .

Solution: The A.E is
√ √
−1 ± i 3 1 3
m2 + m+ 1 = 0 ⇒ m = = − ±i = α + i β.
2 2 2
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III

∴ The C.F is given by √

1 √
3 3x
C.F = e− 2 x c1 cos 2 x + c2 sin 2 .

Now
1 1
P.I = f (x) = x 2 e− x
F(D) (D + D + 1)
2

1
= e −x x2
[(D −1) + (D −1) + 1]
2

1 1
= e −x 2 x 2 = e− x 2 x2
[D −2D + 1 + D −1 + 1] [D −D + 1]
−x −1 2
= e 1 + (D 2 −D) x
− x 2 2 2 2
= e 1 −(D −D) + (D −D) x
−x 2 4 3 2 2 −x 2
= e 1 −D + D) + D −2D + D x = e (x + 2x).

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III
∴ The C.S is given by

1
√ √
3 3
C.S = e − 2 x c1 cos 2 x + c2 sin 2 x + (x 2 + 2x)e − x .

Example: Solve (D 2 + 4D + 4)y = e3x sin x.

Solution: The A.E is
m2 + 4m + 4 = 0 ⇒ (m + 2)(m + 2) = 0 ⇒ m1 = −2, m2 = −2.
∴ The C.F is given by
C.F = (c1 + c2 x)e− 2x .

Now
1 1
P.I = f (x) = e3x sin x
F(D) (D + 2)2
1 1
= e3x sin x = e3x 2 sin x
(D + 5) 2 (D + 10D + 25)

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

1 1
= e3x sin x = e3x sin x
(−12 + 10D + 25) (10D + 24)
e3x (12 −5D) sin x = e (12 −5D) sin x
3x
=
2 (12 + 5D)(12 −5D) 2 144 −25D 2
e3x (12 sin x −5D sin x) e3x (12 sin x −5D cos x)
= = .
2 169 338
∴ The C.S is given by

(12 sin x−5D cos x) 3x

C.S = (c1 + c2x)e−2x + 338
e .

Example: Solve (D 2 + 9)y = (x 2 + 1)e3x sin x.

Ans:
C.S = (c1 cos 3x + c2 sin 3x) + e3x
18
x2 − 2x
3
+ 10
9
.

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

Type 5: If f (x) = x n sin ax or x n cos ax, then

1 1 n
P.I = f (x) = x sin ax or x n cos ax. As we know
F(D) F(D)
1 n 1 n iax 1
= x (cos ax + i sin ax) = x e = eiax x n.
F(D) F(D) F(D + ai )
∴
1 n 1
x sin ax = Imaginary part of eiax xn and
F(D) F(D + ai )
1 n 1
x cos ax = Real part of eiax x n.
F(D) F(D + ai )
i.e replace D by D ± ai and find the P.I like Type-3.

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III
Example: Solve (D 2 −2D + 1)y = x sin x.
Solution: The auxiliary equation is

m2 −2m + 1 = 0 ⇒ (m −1)(m −1) = 0 ⇒ m1 = 11, m2 = 1.

∴ The C.F is given by

C.F = (c1 + c2 x)ex .

1 1
P.I = x sin x = I.P of eix x
D 2 −2D + 1 [(D + i )2 −2(D + i ) + 1]
1
= I.P of eix 2 x
[D −2(1 −i )D −2i ]

1
= I.P of eix x
(D 2 − 2(1− i)D )
−2i 1 − 2i

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

" #
eix D 2 −2(1 −i )D −1
= I.P of 1− x
−2i 2i
ieix D 2 −2(1 −i )D
= I.P of 1+ + ··· x
2 2i
ieix ieix
= I.P of [1 + (1 + i )D]x = I.P of [x + (1 + i )]
2 2
i
= I.P of (cos x + i sin x)(x + 1 + i )
2
i
= I.P of [((x + 1) cos x −sinx) + i ((x + 1) sin x + cos x)]
2
[(x + 1) cos x −sin x] [(x + 1) sin x + cos x]
= I.P of i −
2 2
[(x + 1) cos x −sin x]
= .
2
Calculus and Linear Algebra
Linear D.E. with constant coefficients Unit-III
∴ The C.S is given by
[(x+1) cos x−sin x]
C.S = (c1 + c2x)ex + 2
.

Example: Solve (D 2 + 4)y = x cos x.

Solution: The A.E is
m2 + 4 = 0 ⇒ m = ±2i = α ± i β ⇒ α = 0, β = 2.
∴ The C.F is given by
C.F = e0.x (c1 cos2x + c2 sin 2x).

1 1
P.I = x cos x = R.P of eix x
D2 + 4 [(D + i )2 + 4]
1 1
= R.P of eix x = R.P of eix x
[D 2 + 2iD + 3] 3 1+ (D 2 +2iD )
3

Calculus and Linear Algebra

Linear D.E. with constant coefficients Unit-III

" #
−1
eix (D 2 + 2iD)
= R.P of 1+ x
3 3
eix D 2 + 2iD
= R.P of 1+ + ··· x
3 3
1 2i
= R.P of (cos x + i sin x) x +
3 3
1 2 2
= R.P of x cos x − sinx + i cos x + x sin x
3 3 3
x cos x − 23 sin x [3x cos x −2 sin x]
= = .
3 9
∴ The C.S is given by
[3x cos x− 2 sin x]
C.S = (c1 cos 2x + c2 sin 2x) + 9 .

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III
Cauchy’s homogeneous linear equation(Euler Type): The ODE of the
form
dny n−1 y n−2 y
n− 1 d n−2 d
xn + a1 x + a2 x + ······+any = f (x), (4)
dxn dx n−1 dx n−2
where a0, a1, a2, ····an are constants and f (x) is function of x is called
Cauchy’s homogeneous linear equation/Euler type equation.

This equation can be transformed to a linear D.E with constant

coefficients as follows:
Let us take
dz 1
x = ez ⇒ z = log x ⇒ = Now
dx x
dy dy dz 1 dy dy dy dy
= = ⇒x = ⇒x = xDy = D ′ y.
dx dz dx x dz dx dz dx

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III

Similarly we can obtain the followings

d 2y 3
2 D2 y = D ′ (D ′ −1)y, x 3 d
x2 = x = x 3 D3 y = D ′ (D ′ −1)(D ′ −2)y
dx 2 dx 3
dny
······x n n = x n Dn y = D ′ (D ′ −1)(D ′ −2) ···(D ′ −(n −1))y.
dx
then putting the above in equation (6) we can get

(D ′n + a1D ′n− 1 + a2D ′n− 2 + ······+an )y = φ(z),

⇒ F(D ′ )y = φ(z). (5)

From equation (5) one can observe that it is a linear D.E with constant
coefficients.
Note: Here the independent variable is z hence solve the equation (5) as
we solved before and in the final solution; replace z by log x.

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III

How to find C.S

Step-1: Put
d = D ′ , x 2 d 2 = D ′ (D ′ −1), x 3 d 3 = D ′ (D ′ −1)(D ′ −2) ···with
x dx dx 2 dx 3
D ′ = dx
d
in the given equation and reduce it in to constant coefficients and
write as F(D′)y = φ(z), where z independent variable.
Step-2: Write the auxiliary equation putting D ′ = m in F(D ′) = 0 i.e
mn + a1mn− 1 + a2mn− 2 + ······+an = 0. (6)
Step-3: Solve the auxiliary equation as before and depending upon the
nature of roots write the C.F as below:
Case-I: Let all the roots m1, m2, ····mn are real and distinct i.e
m1 /= m2 /= m3 ····=/ mn, then write the C.F as
C.F = c1 x m1 + c2 x m2 + c3 x m3 + ····+cn x mn .
Calculus and Linear Algebra
Linear D.E. with variable coefficients Unit-III

Case-II: Let all the roots are real where some roots are equal and some are
distinct say m1 = m2 = m3 and m4 /= m5 ····=/mn, then write the C.F as

C.F = (c1 + c2 log x + c3(log x)2)xm1 + c4xm4 + ····+cnxmn .

Case-III: Let the roots are complex say m = α ± i β, then write the C.F as
C.F = eα x (c cosβ log x + c sin β log x).
1 2

Step-4: Find the P.I as in case of constant coefficient in terms of z and

finally replace the z by log x.
Step-5: Then write the complete solution as C.S = C.F + P.I .

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III
d2y 1 dy 12 log x
Example: Solve dx 2
+ x dx = x2
Solution: Given
d 2y 1 dy 12 log x d 2y dy
2 + = 2
⇒ x2 2 + x = 12 log x
dx x dx x dx dx
Consider
d d2
x = ez ⇒ log x = z we get x = D ′ , x 2 2 = D ′ (D ′ −1).
dx dx
Putting these in given equation we find
2 ′ ′ ′2
D ′ (D ′ −1) + D ′ y = 12z ⇒ (D ′ −D + D )y = 12z ⇒ D y = 12z.

The A.E is given by

m2 = 0 ⇒ m = 0, 0 ⇒ C.F = (c1 + c2 log x)x 0 = c1 + c2 log x

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III

To find P.I we have

F(D ′ )y = D ′2y = 12z = φ(z).

So it can be obtain as:

1 1 1 z3
φ(z) = ′2 12z = 12 ′2 z = 12 = 2z3.
F(D )
′ D D 6

Replacing z by log x, we get the P.I = 2(log x)3. Finally the C.S is

C.S = c1 + c2 log x + 2(log x)3 .

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III
2
Example: Solve x 2 ddxy2 + x dy
dx + y = 4 sin(log x)
Solution: The given equation can be written as
2
(x 2 D2 + xD + 1)y = 4 sin(log x) where d = D and d = D 2.
dx dx 2
Considering
d d2
x = ez ⇒ log x = z we get x = D ′ , x 2 2 = D ′ (D ′ −1)
dx dx
and putting these in given equation we find

D ′ (D ′ −1) + D ′ + 1 y = 4 sin z
2 ′ ′
⇒ (D ′ −D + D + 1)y = 4 sin z
2
⇒ (D ′ + 1)y = 4 sin z.

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III

The A.E is given by

m2 + 1 = 0 ⇒ m = ±i
⇒ C.F = (c1 cos z + c2 sin z) = c1 cos(log x) + c2 sin(log x).

For the P.I we have F(D ′ )y = (D ′2 + 1)y = 4 sin z = φ(z), so

1 1 1 1
φ(z) = 4 sin z = 4 ′2 sin z = 4 2 sin z
F(D ′ ) (D ′2 + 1) D +1 −1 + 1
z
⇒ 4 ′ sin z = −2z cos z.
2D
Taking z = log x we get P.I = −2log x cos(log x). Finally the C.S is

C.S = c1 cos(log x) + c2 sin(log x) −2 log x cos(log x).

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III

Example: Solve (x 2 D 2 + 4xD + 2)y = x log x

Solution: The given equation

d d2
(x 2 D2 + 4xD + 2)y = x log x where = D and = D 2.
dx dx 2
Considering x = ez ⇒ log x = z, we get

d d2
x = xD = D ′ , x 2 2 = x 2D2 = D ′ (D ′ −1).
dx dx
Putting these in given equation we find
z ′2 ′ z
D ′ (D ′ −1) + 4D ′ + 2 y = e z ⇒ (D + 3D + 2)y = e z
2 ′ z
⇒ F(D ′ )y = (D ′ + 3D + 2)y and φ(z) = e z.

Calculus and Linear Algebra

Linear D.E. with variable coefficients Unit-III
The A.E is
m2 + 3m + 2 = 0 ⇒ m = −1, −2 ⇒ C.F = (c1 x− 1 + c2 x− 2 ).
P.I
1 1 1
φ(z) = ez z = ez z
F(D ′ ) (D ′2
+ 3D + 2)
′ [(D + 1) + 3(D ′ + 1) + 2]
′ 2
1 1
z=e h ′i z
z z
⇒ e ′2
[D + 5D + 6]
′2 ′
6 1 + D +5D 6
ez D ′2 + 5D ′ − 1
1 − D + 5D + ··· z
′2 ′
z=
ez
= 1+
6 6 6 6
ez ′2
5D ′
z− 5 .
D ez
= 1− − + ··· z =
6 6 6 6 6
Taking z = log x we get P.I = x
6
log x − 5
6
. Finally the C.S is

C.S = (c1 x − 1 + c2x − 2 ) + x

6
log x − 5
6
.
Calculus and Linear Algebra
Linear D.E. with variable coefficients Unit-III
Example: Solve (x 2 D 2 + 4xD + 2)y = x + 1
x
Solution: Taking
x = ez ⇒ log x = z we get xD = D ′ , x 2 D 2 = D ′ (D ′ −1). Putting
these in given equation we find
1
D ′ (D ′ −1) + 4D ′ + 2 y = e z +
ez
2 ′ z −z ′
⇒ (D ′ + 3D + 2)y = e + e ⇒ F(D )y = φ(z).
From the previous problem we know C.F = (c1x − 1 + c2x −2 ). Now P.I is
1 1
φ(z) = (ez + e− z )
F(D ′ ) (D ′2 + 3D ′ + 2)
1 1
= ez + e −z
(D ′2 + 3D ′ + 2) (D ′2 + 3D ′ + 2)
ez z ez
= + e −z = + ze− z .
6 (2D ′ + 3) 6
Calculus and Linear Algebra
Linear D.E. with variable coefficients Unit-III
Taking z = log x we get P.I = x + log x . Finally the C.S is
6 x

log x
C.S = (c1 x − 1 + c2 x − 2 ) + x
6 + x .

Example: Solve (x 2 D 2 −7xD + 12)y = x 2

Solution: This gives
2z ′2 ′ 2z
D ′ (D ′ −1) −7D ′ + 12 y = e ⇒ (D −8D + 12)y = e .
The A.E is
m2 −8m + 12 = 0 ⇒ m = 2, 6 ⇒ C.F = (c1 x 2 + c2 x 6 ).
P.I is
1 1 z
φ(z) = e2z = e2z
F(D ′ ) −8D + 12)
(D ′2 ′ (2D −8)
′

z 2z ze2z
= e =− .
−4 4
Calculus and Linear Algebra
Linear D.E. with variable coefficients Unit-III

2 log x
Taking z = log x we get P.I = − x 4 . Finally the C.S is

C.S = (c1 x 2 + c2x 6) − x 2 log x

4 .

Calculus and Linear Algebra

Homogeneous equations of Legendre’s Type Unit-III
The ODE of the form
dny n− 1 y d n−2 y
n− 1 d n− 2
(ax + b)n + p1 (ax + b) + p2 (ax + b)
dxn dx n−1 dx n−2
+ ······+ pny = f (x), (7)

where p1 , p2 , ···pn are constants and f (x) is function of x is called

Legendre’s linear differential equation.
This equation can be reduced to a linear D.E with constant coefficients as
follows. Let us take
dz a
(ax + b) = ez ⇒ z = log(ax + b) ⇒ = Now
dx (ax + b)
dy dy dz a dy dy dy
= = ⇒ (ax + b) =a
dx dz dx (ax + b) dz dx dz
dy d d
⇒ (ax + b) = (ax + b)Dy = aD ′ y where = D, = D′.
dx dx dz
Calculus and Linear Algebra
Homogeneous equations of Legendre’s Type Unit-III

Equation (7) can be written as

(ax + b)n D n + (ax + b)n− 1 D n− 1 + a2 (ax + b)n− 2 D n− 1

+ ···+ an y = f (x), (8)

Now taking

(ax + b)D = aD ′ , (ax + b)2 D 2 = a2D ′ (D ′ −1),

(ax + b)3D2 = a 3 D′(D′ −1)(D′ −2) ···, (9)

and putting in (8) and simplifying , one can get an equation of the form

F(D ′ )y = φ(z).

Then solving the above equation as before; one can find the complete
solution of the Legendre’s linear differential equation.

Calculus and Linear Algebra

Homogeneous equations of Legendre’s Type Unit-III
2
Example: Solve (2x + 5) 2 ddxy2 −6(2x + 5) dy
dx
+ 8y = 0.
Solution: The given equation can be written as
[(2x + 5)2 D2 −6(2x + 5)D + 8]y = 0. Now taking (2x + 5) = ez , we get

(2x + 5)D = 2D ′ , and (2x + 5)2 D 2 = 22 D ′ (D ′ −1).

Using this in the given equation we get:

(4D ′ D ′ (D ′ −1) −6.2D ′ + 8)y = 0 ⇒ (4D ′2 −16D ′ + 8)y = 0.

The A.E is
√
4m2 −16m + 8 = 0 ⇒ m2 −4m + 2 = 0 ⇒ m = 2 ± 2.
√ √
∴ C.F = C1 (2x + 5)2+ 2 + C2 (2x + 5)2− 2.
There is no need to find the P.I as φ(z) = 0.

Calculus and Linear Algebra 46 / 58

Homogeneous equations of Legendre’s Type Unit-III
2y
Example: Solve (1 + x)2 d + (1 + x) dy + y = 4 cos(log(1 + x)).
dx 2 dx
Solution: The given equation can be written as
[(1 + x)2 D 2 + (1 + x)D + 1]y = 4 cos(log(1 + x)). Now taking
(1 + x) = ez , we get

(1 + x)D = D ′ , and (1 + x)2 D 2 = D ′ (D ′ −1).

Using this in the given equation we get:

(D ′ D ′ (D ′ −1) + D ′ + 1)y = 4 cos z ⇒ (D ′2 + 1)y = 4 cos z.

The A.E is

m2 + 1 = 0 ⇒ m = ±i = α ± β ⇒ α = 0, β = 1.

∴ C.F = C1 cos z + C2 sin z = C1 cos(log(1 + x)) + C2 sin(log(1 + x)).

Calculus and Linear Algebra

Homogeneous equations of Legendre’s Type Unit-III

Here F(D ′ ) = (D ′2 + 1) and φ(z) = 4 cos z, hence P.I

1 1
φ(z) = 4 cos z
F(D ′ ) (D ′2 + 1)
1
= z 4 cos z
2D
∫
′

= 2z cos zdz
= 2z sin z
= 2 log(1 + x) sin(log(1 + x)).

∴ The complete solution is

C.S = C1 cos(log(1+ x))+ C2 sin(log(1+x))+2 log(1+x) sin(log(1+x)).

Calculus and Linear Algebra

Method of variation of parameters Unit-III
This method is very useful for finding the particular integral of a second
order linear differential equations whose complementary function is known.
Let the equation be of the form
d 2y dy
2 + a1 + a2y = f (x), (10)
dx dx
where a1, a2 are constants, f (x) is a function of x. Let the
complementary function of (10) be

C.F = c1 f1 + c2 f2, (11)

where c1 , c2 are constants, f1, f2 functions of x.

P.I = Pf1 + Qf2 , where (12)
∫ ∫
f2 f1
P = − f (x)dx and Q = f (x)dx. (13)
f1f2′ −f2f1′ ′ ′ f f
1 2 −f2f1
Using (13) in (12) we get the P.I.
Calculus and Linear Algebra
Method of variation of parameters Unit-III
d2 y
Example: Solve dx 2
+ y = sec x by the method of variation f parameters.
Solution: The given equation can be written as (D2 + 1)y = sec x.
The A.E is
m2 + 1 = 0 ⇒ m = ±i = α + i β ⇒ α = 0, β = 1
⇒ C.F = c1 cos x + c2 sinx = c1 f1 + c2 f2

where
f1 = cos x and f2 = sin x ⇒ f1′ = −sin x, f2′ = cos x.

So f1f2′ −f2f1′ = cos2 x + sin2 x = 1, as we know P.I = P cos x + Q sin x

where P and Q are given by
∫ ∫ ∫
f2 sin x sin x
P = − f (x)dx = − sec xdx = − dx
f1f2′ −f2f1′ 1 cos x
= log(cos x).
Calculus and Linear Algebra
Method of variation of parameters Unit-III

∫ ∫ ∫ ∫
Q= f1 f (x)dx = cos x sec xdx = cos x
dx = dx = x.
f1f2 −f2f1′
′ 1 cos x

∴ The P.I = cos x log(cos x) + x sin x and

C.S = c1 cos x+c2 sin x+cos x log(cos x)+x sinx.

d2y
Example: Solve dx 2
+ 4y = 4 tan 2x.
Solution: The given equation can be written as (D2 + 4)y = 4 tan 2x.
The A.E is

m2 + 4 = 0 ⇒ m = ±2i = α + i β ⇒ α = 0, β = 2
⇒ C.F = c1 cos 2x + c2 sin 2x = c1 f1 + c2 f2.

Calculus and Linear Algebra

Method of variation of parameters Unit-III
Now

f1 = cos 2x and f2 = sin 2x ⇒ f1′ = −2 sin 2x, f2′ = 2 cos 2x.

So f1f2′ −f2 f1′ = 2 cos2 2x + 2 sin2 2x = 2, as we know

P.I = P cos 2x + Q sin2x where P and Q are given by
∫ ∫ ∫
f2 sin 2x sin2 2x
P = − f (x)dx = − 4 tan 2xdx = −2 dx
f1f2′ −f2f1′ 2 cos 2x
∫ 2 ∫
(1 −cos 2x) 1 cos2 2x
= −2 dx = −2 − dx
cos 2x cos 2x cos 2x
∫ ∫ ∫
= −2 (sec 2x −cos 2x)dx = −2 sec 2xdx + 2 cos 2xdx

1 sin 2x
= −2 log(sec 2x + tan 2x) + 2
2 2
= −log(sec 2x + tan 2x) + sin 2x.

Calculus and Linear Algebra

Method of variation of parameters Unit-III

∫ ∫ ∫
f1 cos 2x
Q = f (x)dx = 4 tan xdx = 2 sin 2xdx
f1 f2′ −f 2f 1′ 2
cos 2x
= −2 = −cos 2x.
2
P.I = cos 2x[−log(sec 2x + tan 2x) + sin 2x] −sin 2x cos 2x
= −cos 2x log(sec 2x + tan 2x)

C.S = c1 cos 2x + c2 sin 2x −cos 2x log(sec 2x + tan 2x).

d2y
Example: Solve dx 2
+ y = cosec x.
Solution: The given equation can be written as (D2 + 1)y = cosec x.
The A.E is
m2 + 4 = 0 ⇒ m = ±i = α + i β ⇒ α = 0, β = 1
Dr. B. Bira (SRMIST) C.F = cCalculus
C alcculoussaxnd+
and Aslgienbrax = c f + c f .
Linecar Algebra
Linear 53 / 58
Method of variation of parameters Unit-III

Now f1 = cos x and f2 = sin x ⇒ f1′ = −sinx, f2′ = cos x. So

f1f2′ −f2f1′ = cos2 x + sin2 x = 1, as we know P.I = P cos x + Q sin x
where P and Q are given by
∫ ∫ ∫
f2 sin x
P = − f (x)dx = − cosec xdx = − dx = −x
f1f2′ −f2f1′ 1
∫ ∫ cos x ∫
f2 cos x
Q = f (x)dx = cosec xdx = dx
f1f2′ −f2f1′ 1 sin x
= log(sin x).

P.I = −x cos x + sin x log(sin x)

∴ The complete solution is given by:

C.S = c1 cos x + c2 sin x −x cosx + sin x log(sin x).

Calculus and Linear Algebra

Simultaneous linear D.E. with constant coefficients Unit-III
The differential equations which contain one independent variable and two
or more dependent variables is called simultaneous equations.
dx dy
Example: Solve dt + 7x −y = 0; dt
+ 2x + 5y = 0.
Solution: The given system of equation can be written as:

(D + 7)x −y = 0, (14)
(D + 5)y + 2x = 0. (15)

Now, (14) +(D + 5)(15), we have

2x + (D + 5)y = 0,
(D + 5)(D + 7)x −(D + 5)y = 0
—−−−−−−−−−−−−− (D
+ 5)(D + 7)x + 2x = 0, i .e
(D 2 + 12D + 37)x = 0. (16)

Calculus and Linear Algebra

Simultaneous linear D.E. with constant coefficients Unit-III

The A.E of (16) is

−12 ± 2i
m2 + 12m + 37 = 0 ⇒ m = = −6 ± i = α + i β.
2
∴ The C.F = e− 6t (C1 cos t + C2 sin t ) = C.S = x(t ) as P.I = 0.
Now putting this value in the dx
dt
+ 7x −y = 0 ⇒ y = dx dt
+ 7x, which can
be given as:

y = e− 6t (C3 cos t + C4 sin t ) with C3 = C2 + C1 , C4 = C2 −C1.

Calculus and Linear Algebra

Simultaneous linear D.E. with constant coefficients Unit-III

dy —2x = cos 2t .
Example: Solve dx
dt + 2y = sin 2t ; dt
Solution: The given system of equation can be written as:

Dx + 2y = sin 2t , (17)
Dy −2x = cos 2t . (18)

Now, (17) × D −(18) × 2, we have

D 2x + 2Dy = 2 cos 2t
−4x + 2Dy = 2 cos 2t
—−−−−−−−−−−
(D 2 + 4)x = 0. (19)

Calculus and Linear Algebra

Simultaneous linear D.E. with constant coefficients Unit-III

The A.E of (19) is

m2 + 4 = 0 ⇒ m = 0 ± 2i = α + i β ⇒ α = 0, β = 2.

∴ The C.F = (C1 cos 2t + C2 sin 2t ) = C.S = x(t ) as P.I = 0.

Now putting this value in the dx
dt
+ 2y = sin 2t ⇒ 2y = sin 2t − dx
dt
, which
can be given as:
sin 2t
y(t ) = + (C3 sin 2t −C4 cos 2t ) .
2
∴

x(t ) = (C1 cos 2t + C2 sin 2t ) ,

sin 2t
y(t ) = + (C1 sin 2t −C 2cos 2t ) .
2

Calculus and Linear Algebra

Simultaneous linear D.E. with constant coefficients Unit-III

The differential equations which contain one independent variable and two
or more dependent variables is called simultaneous equations.
Example: Solve dx dt
+ 7x − y = 0; dy
dt
+ 2x + 5y = 0.
Solution: The given system of equation can be written as:

(D + 7)x − y = 0, (1)
(D + 5)y + 2x = 0. (2)

Now, (1) +(D + 5)(2), we have

2x + (D + 5)y = 0,
(D + 5)(D + 7)x − (D + 5)y = 0
−−−−−−−−−−−−−−
(D + 5)(D + 7)x + 2x = 0, i .e
(D2 + 12D + 37)x = 0. (3)

Calculus and Linear Algebra

Simultaneous linear D.E. with
constant coefficients Unit-III

The A.E of (3) is

−12 ± 2i
m2 + 12m + 37 = 0 ⇒ m = = −6 ± i = α + i β.
2
∴ The C.F = e−6t (C1 cos t + C2 sin t) = C.S = x(t) as P.I = 0.
Now putting this value in the dx
dt
+ 7x − y = 0 ⇒ y = dx
dt
+ 7x, which can
be given as:
y = e−6t (C cost + C sin t) with C3 = C2 + C1, C4 = C2 − C1.
3 4

Calculus and Linear Algebra

Simultaneous linear D.E. with
constant coefficients Unit-III
Example: Solve dxdt
+ 2y = sin 2t; dy
dt
− 2x = cos 2t.
Solution: The given system of equation can be written as:
Now, (4) × D − (5) × 2, we have
Dx + 2y = sin2t, (4)
2
Dyx−+2x
D 2Dy = 22t.
= cos cos 2t
(5)
−4x + 2Dy = 2 cos 2t
−−−−−−−−−−−
(D2 + 4)x = 0.

(6)

Calculus and Linear Algebra

Simultaneous linear D.E. with
constant coefficients Unit-III
The A.E of (6) is

m2 + 4 = 0 ⇒ m = 0 ± 2i = α + iβ ⇒ α = 0, β = 2.

∴ The C.F = (C1 cos 2t + C2 sin 2t) = C.S = x(t) as P.I = 0.

dx + 2y = sin 2t ⇒ 2y = sin 2t − dx , which
Now putting this value in the dt dt
can be given as:
sin 2t
y(t) = + (C 3 sin 2t − C4 cos 2t) .
2
∴

x(t) = (C1 cos 2t + C2 sin 2t) ,

sin 2t
y(t) = + (C1 sin2t − C2 cos 2t) .
2

Calculus and Linear Algebra