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1

UNIT-I

ORDINARY DIFFERENTIAL EQUATIONS

Higher order differential equations with constant coefficients Method of variation of
parameters Cauchys and Legendres linear equations Simultaneous first order
linear equations with constant coefficients.


The study of a differential equation in applied mathematics consists of three phases.

(i) Formation of differential equation from the given physical situation, called
modeling.
(ii) Solutions of this differential equation, evaluating the arbitrary constants
from the given conditions, and
(iii) Physical interpretation of the solution.


HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS.

General form of a linear differential equation of the nth order with constant
coefficients is

X y K
dx
y d
K
dx
y d
K
dx
y d
n
n
n
n
n
n
n
= + + + +

.... ..........
2
2
2
1
1
1
.. (1)
Where K
n
K
K
..... .......... ,......... 2 1
, are constants.

The symbol D stands for the operation of differential
(i.e.,) Dy = ,
dx
dy
similarly D ... , ,
3
3
3
2
2
2
etc
dx
y d
y D
dx
d
y
y
= =
The equation (1) above can be written in the symbolic form

(D X y K D K
n
n n
= + + +

) ..........
1
1
i.e., f(D)y = X
Where f (D) = D
n
n n
K D K + + +

. ..........
1
1


Note
1.

= Xdx X
D
1

2. dx Xe e X
a D
ax ax

1

3. dx Xe e X
a D
ax ax

=
+
1


(i) The general form of the differential equation of second order is

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2

(1)

Where P and Q are constants and R is a function of x or constant.

(ii)Differential operators:

The symbol D stands for the operation of differential

(i.e.,) Dy = ,
dx
dy
D
2
2
2
dx
y d
y =
D
1
Stands for the operation of integration

2
1
D
Stands for the operation of integration twice.

(1) can be written in the operator form
R Qy PDy y D = + +
2
(Or) ( R y Q PD D = + + )
2


(iv) Complete solution = Complementary function + Particular Integral



PROBLEMS
1. Solve (D 0 ) 6 5
2
= + y D

Solution: Given (D 0 ) 6 5
2
= + y D
The auxiliary equation is m ` 0 6 5
2
= + m
i.e., m = 2,3

x x
Be Ae F C
3 2
. + =
The general solution is given by

x x
Be Ae y
3 2
+ =

2. Solve 0 3 6
2
2
= + y
dx
dy
dx
y d

Solution: Given ( ) 0 3 6
2
= + y D D
The auxiliary equation is 0 13 6
2
= + m m
i.e.,
2
52 36 6
= m
= i 2 3
Hence the solution is ) 2 sin 2 cos (
3
x B x A e y
x
+ =

3. Solve (D 0 ) 1
2
= + given y(0) =0, y(0) = 1
R Qy
dx
dy
P
dx
y d
= + +
2
2
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Solution: Given (D 0 ) 1
2
= +
A.E is 0 1
2
= + m
M = i
Y = A cosx + B sinx
Y(x) = A cosx + B sinx
Y(0) = A =0
Y(0) =B =1
A = 0, B = 1
i.e., y = (0) cosx + sinx
y = sinx

3. Solve
x
e y D D
2 2
) 13 4 ( = +
Solution: Given
x
e y D D
2 2
) 13 4 ( = +
The auxiliary equation is 0 13 4
2
= + m m
i m 3 2
2
36 4
2
52 16 4
=

=

=
( ) x B x A e F C
x
3 sin 3 cos .
2
+ =
P.I. =
x
e
D D
2
2
13 4
1
+

=
x
e
2
13 8 4
1
+

=
x
e
2
9
1

y = C.F +P.I.
y = ( ) x B x A e
x
3 sin 3 cos
2
+ +
x
e
2
9
1



5. Find the Particular integral of y- 3y + 2y = e
x x
e
2


Solution: Given y- 3y + 2y = e
x x
e
2



x x
e e y D D
2 2
) 2 3 ( = +
P.I
x
e
D D 2 3
1
2
1
+
=
=
x
e
4 3 1
1
+

=
x
e
0
1

=x
x
e
D 3 2
1


= x
x
e
3 2
1


=
x
xe
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P.I ( )
x
e
D D
2
2
2
2 3
1

+
=
= -
x
e
2
2 6 4
1
+

= - x
x
e
D
2
3 2
1


= - x
x
e
2
3 4
1


= - xe
x 2


P.I. = P.I
2 1
.I P +
=
x
xe + (- xe
x 2
)

= -x(
x
e + e
x 2
)


6. Solve x y
dx
dy
dx
y d
cosh 2 5 4
2
2
= +
Solution: Given x y
dx
dy
dx
y d
cosh 2 5 4
2
2
= +
The A.E is m 0 5 4
2
= + m
m = i =

2
2
20 16 4

C.F = e ( ) x B x A
x
sin cos
2
+


P.I = ( )
(

+
+ +
=
+ +

2 5 4
1
2 cosh 2
5 4
1
2 2
x x
e e
D D
x
D D

=
x x
e
D D
e
D D

+ +

+
+ +

5 4
1
5 4
1
2 2

=
5 4 1 5 4 1 +

+ +

x x
e e

=
2 10
x x
e e


I P F C y . . + =
= e ( ) x B x A
x
sin cos
2
+

-
2 10
x x
e e



Problems based on P.I = ( ) ax
D f
or ax
D f
cos
) (
1
sin
) (
1

Replace D
2 2
a by

7. Solve x y
dx
dy
dx
y d
3 sin 2 3
2
2
= + +
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Solution: Given x y
dx
dy
dx
y d
3 sin 2 3
2
2
= + +
The A.E is m 0 2 3
2
= + + m
(m+1)(m+2) = 0
M = -1, m = -2
C.F = Ae
x x
Be
2
+
P.I = x
D D
3 sin
2 3
1
2
+ +

= x
D
3 sin
2 3 3
1
2
+ +
(Replace D
2 2
a by )
= x
D
D
D
x
D
3 sin
) 7 3 (
) 7 3 (
7 3
1
3 sin
7 3
1
+
+


= x
D
D
3 sin
) 7 ( ) 3 (
7 3
2 2

+

= x
D
D
3 sin
49 9
7 3
2

+

= x
D
3 sin
49 ) 3 ( 9
7 3
2

+

= x
D
3 sin
130
7 3

+

= ( ) x x D 3 sin 7 ) 3 (sin 3
130
1
+
= ( ) x x 3 sin 7 3 cos 9
130
1
+

I P F C y . . + =
Y = Ae
x x
Be
2
+ ( ) x x 3 sin 7 3 cos 9
130
1
+

8. Find the P.I of (D x sin ) 1
2
= +
Solution: Given (D x sin ) 1
2
= +
P.I. = x
D
sin
1
1
2
+

= x sin
1 1
1
+

= x x
D
sin
2
1

= x
D
x
sin
1
2

=

xdx
x
sin
2

P.I =-
2
cos x x


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9. Find the particular integral of (D x x y sin 2 sin ) 1
2
= +
Solution: Given (D x x y sin 2 sin ) 1
2
= +
=- ( ) x x cos 3 cos
2
1

= - x x cos
2
1
3 cos
2
1
+
P.I
1
=
(

+
x
D
3 cos
2
1
1
1
2

= x 3 cos
1 9
1
2
1
+

= x 3 cos
16
1


P.I
2
=
(

+
x
D
cos
2
1
1
1
2

= x cos
1 1
1
2
1
+

= x
D
x cos
2
1
2
1

=

xdx
x
cos
4

= x
x
sin
4

P.I = x 3 cos
16
1
+ x
x
sin
4

Problems based on R.H.S = e ax e or ax
ax ax
cos ) ( cos + +

10. Solve (D x e y D
x
2 cos ) 4 4
2 2
+ = +
Solution: Given (D x e y D
x
2 cos ) 4 4
2 2
+ = +
The Auxiliary equation is m 0 4 4
2
= + m
(m 2 )
2
= 0
m = 2 ,2
C.F = (Ax +B)e
x 2

P.I
1
=
x
e
D D
2
2
4 4
1
+

=
x
e
2
4 8 4
1
+

=
x
e
2
0
1

= x
x
e
D
2
4 2
1


= x
x
e
2
0
1

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= x
x
e
2 2
2
1


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

= x
D
2 cos
4 4 2
1
2
+

= x
D
2 cos
4
1


=
(


x
D
2 cos
1
4
1

=
8
2 sin
2
2 sin
4
1 x x
=



I P F C y . . + =
y = (Ax +B)e
x 2
8
2 sin x


Problems based on R.H.S = x

Note: The following are important
....... 1 ) 1 (
3 2 1
+ + = +

x x x x
....... .......... 1 ) 1 (
3 2 1
+ + + + =

x x x x
.... .......... 4 3 2 1 ) 1 (
3 2 2
+ + = +

x x x x
.... .......... 4 3 2 1 ) 1 (
3 2 2
+ + + + =

x x x x

11. Find the Particular Integral of (D x y = + ) 1
2

Solution: Given (D x y = + ) 1
2

A.E is (m 0 ) 1
2
=
m = 1
C.F = Ae
x x
Be +


P.I = x
D 1
1
2


= x
D
2
1
1


= [ ] x D
1
2
1


= ( ) [ ]x D D ......... 1
2
2
+ + +
= [ ] . .......... 0 0 0 + + + x
= - x


12. Solve: ( )
3 2 3 4
2 x y D D D = +
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Solution: Given ( )
3 2 3 4
2 x y D D D = +
The A.E is m 0 2
2 3 4
= + m m
m 0 ) 1 2 (
2 2
= + m m
0 ) 1 (
2 2
= m m
m = 0,0 , m = 1,1
C.F = (A + Bx)e
x x
e Dx C ) (
0
+ +

P.I =
3
2 3 4
2
1
x
D D D +

=
( ) [ ]
3
2 2
2 1
1
x
D D D +

= ( ) [ ]
3
1
2
2
2 1
1
x D D
D

+
= ( ) ( ) ( ) [ ] ..... .......... 2 2 2 1
1 3
2
2
2 2
2
+ + D D D D D D
D

= [ ]
3 4 3 2
2
4 3 2 1
1
x D D D D
D
+ + + +
= [ ] 24 18 6
1
2 3
2
+ + + x x x
D

=
(

+ + + x
x x x
D
24
2
18
3
6
4
1
3 3 4

=
2
24
6
18
12
6
20
2 3 4 5
x x x x
+ + +
=
2 3
4 5
12 3
2 20
x x
x x
+ + +

I P F C y . . + =
y = (A + Bx)e
x x
e Dx C ) (
0
+ + +
2 3
4 5
12 3
2 20
x x
x x
+ + +


Problems based on R.H.S = x e
ax

P.I = x
a D f
e x e
D f
ax ax
) (
1
) (
1
+
=

13. Obtain the particular integral of ( x e y D D
x
2 cos ) 5 2
2
= +
Solution: Given ( x e y D D
x
2 cos ) 5 2
2
= +

P.I = x e
D D
x
2 cos
5 2
1
2
+

=
( ) ( )
( ) 1 Re 2 cos
5 1 2 1
1
2
=
(
(

+ + +
placeDbyD x
D D
e
x

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= x
D D D
e
x
2 cos
5 2 2 1 2
1
2 (

+ + +

= x
D
e
x
2 cos
4
1
2 (

+

= x e
x
2 cos
4 4
1
+

= x
D
x e
x
2 cos
2
1

=

xdx
xe
x
2 cos
2

P.I =
4
2 sin x xe
x


14. Solve ( x e y D
x
sin ) 2
2 2
= +
Solution: Given ( x e y D
x
sin ) 2
2 2
= +
A.E is (m 0 ) 1
2
= +
m = -2, -2
C.F. = (Ax + B)e
x 2

P.I =
( )
x e
D
x
sin
2
1
2
2

+

= e
( )
x
D
x
sin
2 2
1
2
2
+


= e x
D
x
sin
1
2
2

= e x
x
sin
1
1
2


= -e x
x
sin
2


I P F C y . . + =
y = (Ax + B)e
x 2
- e x
x
sin
2



Problems based on f(x) = x ax x or ax
n n
cos ) ( sin
To find P.I when f(x) = x ax x or ax
n n
cos ) ( sin
P.I = ax x or ax x
D f
n n
cos ) ( sin
) (
1

V
D f dD
d
V
D f
x xV
D f
(

+ =
) (
1
) (
1
) (
) (
1

i.e.,
( )
V
D f D f
D f
V
D f
x xV
D f
(

=
) (
1
) ( ) (
1
) (
) (
1
'


[ ]
V
D f
D f
V
D f
x xV
D f
2
'
) (
) (
) (
1
) (
1
=
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15. Solve (
x x
xe x e y D D
3 2
sin ) 3 4 + = + +


Solution: The auxiliary equation is m 0 3 4
2
= + + m
m= -1,-3
C.F =A
x x
Be e
3
+
P.I ( ) x e
D D
x
sin
) 3 4 (
1
2
1

+ +
=
=
( ) ( ) [ ]
x
D D
sin
3 1 4 1
1
2
+ +

= e
( )
x
D D
x
sin
2
1
2
+


= e
( )
x
D
D
x
sin
4 1
2 1
2
+
+


= [ ] x x
e
x
sin cos 2
5
+


P.I
( )
x
D D
e
x
3 ) 3 ( 4 ) 3
1
2
3
2
+ + + +
=
= e
( )
x
D D
x
24 10
1
2
3
+ +

= x
D D e
x
1
2 3
24
10
1
24

+
+
= x
D e
x
|

\
|

12
5
1
24
3

=
|

\
|

12
5
24
3
x
e
x

General solution is I P F C y . . + =
y = A
x x
Be e
3
+ [ ] x x
e
x
sin cos 2
5
+

+ |

\
|

12
5
24
3
x
e
x



16 Solve x x y
dx
dy
dx
y d
cos 2
2
2
= + +
Solution: A.E : m 0 1 2
2
= + + m
m = -1,-1
C.F =
x
e Bx A

+ ) (
P.I = ) cos (
) 1 (
1
2
x x
D+

=
( ) ( )
( ) x
D D
D
x cos
1
1
1
) 1 ( 2
2 2
+
(

+
+

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=
( ) ( )
( ) x
D D D
x cos
1 2
1
1
2
2
+ +
(

+

=
( )
( ) x
D D
x cos
1 2 1
1
1
2
+ +
(

+

=
2
sin
1
2 x
D
x
(

+

=
2
sin x x

=
1
sin
2
sin
+

D
x x x

=
( )
1
sin 1
2
sin
2

D
x D x x

=
2
sin cos
2
sin x x x x
+

The solution is y =
x
e Bx A

+ ) ( +
2
sin cos
2
sin x x x x
+

17. Solve ( ) x y D
2 2
sin 1 = +
Solution: A.E : m 0 1
2
= +
m = i
C.F =A cosx +B sinx
P.I = x
D
2
2
sin
1
1
+

=
|

\
|
+ 2
2 cos 1
1
1
2
x
D

=
)
`

+
x
D
e
D
x
2 cos
1
1
1
1
2
1
2
0
2

=
)
`

+ x 2 cos
3
1
1
2
1

= x 2 cos
6
1
2
1
+
= y A cosx +B sinx + x 2 cos
6
1
2
1
+

18. Solve ( )
x
e x x x y
dx
y d
+ + = 1 sin
2
2

Solution: A.E : m 0 1
2
=
m = 1
C.F = A
x x
Be e +


P.I ( ) ) (
) (
1
) (
) ( '
) (
1
1
V
D f D f
D f
x xV
D f
(

= =
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=
( )
( ) x
D D
D
x sin
1
1
1
2
2 2


=
2
sin
1
2
2

x
D
D
x
=
( )
(

+
1 2
cos 2
2
sin
2
D
x x x

=
2
cos
2
sin x x x

P.I ( )
x
e x
D
2
2
2
1
1
1
+

=
=
( ) [ ]
) 1 (
1 1
1
2
2
x
D
e
x
+
+

= e
( )
) 1 (
2
1
2
2
x
D D
x
+
+

=
( )
12
9 3 2
2 3
x x x e
x
+

y = A
x x
Be e +

+
( )
12
9 3 2
2 3
x x x e
x
+


19. Solve x xe y
dx
y d
x
sin
2
2
=
Solution: A.E : m 0 1
2
=
m = 1
C.F = A
x x
Be e +


P.I =
( )
x xe
D
x
sin
1
1
2


= e
( ) [ ]
( ) x x
D
x
sin
1 1
1
2
+

= e
( )
( ) x x
D D
x
sin
2
1
2
+

= e
( ) ( )
(

+
x
D
D
x
D D
x
x
sin
1 2
2 2
sin
2
1
2 2

sin , sin x x = 1 , 1
2 2
= = = putD
= e
( )
( )
(

x
D
D
x
D
x
x
sin
1 2
2 2
sin
1 2
1
2

= e
( )
( )
( )
( )
(

+
+

1 4 4
sin 2 2
sin
4 1
2 1
2 2
D D
x D
x
D
D
x
x

Put D 1
2
=
= e
( ) ( )( )
(

+
+
+
x
D
D D
x
D
x
x
sin
16 9
4 3 2 2
sin
5
2 1
2


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= e [ ]
(

|
|

\
|

+
+ +

x
D
D D
x x
x
x
sin
16 9
6 2 8
cos 2 sin
5
2
2

= e ( )
( )
(


+ +

x
D
x x
x
x
sin
25
2 14
cos 2 sin
5

P.I = e ( )
( )
(


+ +

25
cos 2 sin 14
cos 2 sin
5
x x
x x
x
x

Complete Solution is
y = A
x x
Be e +

+
e ( )
( )
(


+ +

25
cos 2 sin 14
cos 2 sin
5
x x
x x
x
x



METHOD OF VARIATION OF PARAMETERS
This method is very useful in finding the general solution of the second order
equation.

X y a
dx
dy
a
dx
y d
= + +
2 1
2
2
[Where X is a function of x] .(1)
The complementary function of (1)
C.F = c
2 2 1 1
f c f +
Where c
2 1
, c are constants and f
2 1
andf are functions of x
Then P.I = Pf
2 1
Qf +

P =


dx
f f f f
X f
2
'
1
1
2 1
2

Q =


dx
f f f f
X f
2
'
1
'
2 1
1

I P f c f c y .
2 2 1 1
+ + =

1. Solve ( ) x y D 2 sec 4
2
= +
Solution: The A.E is m 0 4
2
= +
m = i 2
C.F = C x C x 2 sin 2 cos
2 1
+
f x 2 cos
1
= f x 2 sin
2
=
f x 2 sin 2
'
1
= f x 2 cos 2
'
2
=
f x x f f f 2 sin 2 2 cos 2
2 2
2
'
1
'
2 1
+ =
= 2[ ] x x 2 sin 2 cos
2 2
+
= 2[ ] 1
= 2
P =


dx
f f f f
X f
2
'
1
1
2 1
2

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14
=

dx
x x
2
2 sec 2 sin

= dx
x
x
2 cos
1
2 sin
2
1


dx
x
x
2 cos
2 sin 2
4
1

= ) 2 log(cos
4
1
x
Q =


dx
f f f f
X f
2
'
1
'
2 1
1

=

dx
x x
2
2 sec 2 cos

= dx
x
x
2 cos
1
2 cos
2
1

dx
2
1

= x
2
1

P.I = Pf
2 1
Qf +
= ) 2 log(cos
4
1
x (cos2x) + x
2
1
sin2x

2. Solve by the method of variation of parameters x x y
dx
y d
sin
2
2
= +
Solution: The A.E is m 0 1
2
= +
m = i
C.F = C x C x sin cos
2 1
+
Here x f cos
1
= x f sin
2
=
x f sin
'
1
= x f cos
'
2
=
1 sin cos
2 2
2
'
1
'
2 1
= + = x x f f f f

P =


dx
f f f f
X f
2
'
1
1
2 1
2

= dx
x x x

1
) sin ( sin

=

xdx x
2
sin
=
( )


dx
x
x
2
2 cos 1

= ( )

dx x x x 2 cos
2
1

=

+ xdx x xdx 2 cos
2
1
2
1

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=
(

\
|
|

\
|
+
(

4
2 cos
) 1 (
2
sin
2
1
2 2
1
2
x x
x
x

= x x
x x
2 cos
8
1
2 sin
4 4
2
+ +
Q =


dx
f f f f
X f
2
'
1
'
2 1
1

=

dx
x x x
1
) (sin ) (cos

=

xdx x x cos sin


=

dx
x
x
2
2 sin

=

xdx x 2 sin
2
1

=
(

\
|

\
|
4
2 sin
) 1 (
2
2 cos
2
1 x x
x
= x x
x
2 sin
8
1
2 cos
4
+

P.I = Pf
2 1
Qf +
= x x x
x
x x x
x x
sin 2 sin
8
1
2 cos
4
cos 2 cos
8
1
2 sin
4 4
2
(

+
(

+ +



4. Solve (D
x
e y D
2 2
) 4 4 = + by the method of variation of parameters.
Solution: The A.E is 0 4 4
2
= + m m
( ) 0 2
2
= m
m = 2,2
C.F = ( )
x
e B Ax
2
+
=
x x
Be Axe
2 2
+

x
xe f
2
1
=
x
e f
2
2
=

x x
e xe f
2 2 '
1
2 + = ,
x
e f
2 '
2
2 =
( ) ( )
x x x x
e xe e e x f f f f
2 2 2
2
2 '
1 2
'
2 1
2 2 + =
= 2x( ) ( ) ( )
2
2
2
2
2
2
2
x x x
e e x e
= ( ) [ ] 1 2 2
2
2
x x e
x

= ( )
2
2x
e
=
x
e
4

P=


dx
f f f f
X f
2
'
1
1
2 1
2

=

dx
e
e e
x
x x
4
2 2

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= x dx =


Q =


dx
f f f f
X f
2
'
1
'
2 1
1

=


dx
e
e xe
x
x x
4
2 2

=

xdx
=
2
2
x

P.I =
x x x
e
x
e
x
e x
2
2
2
2
2 2
2 2
=

y = C.F + P.I
= (Ax +B) e
x 2
+
x
e
x
2
2
2

5. Use the method of variation of parameters to solve ( ) x y D sec 1
2
= +
Solution: Given ( ) x y D sec 1
2
= +
The A.E is 0 1
2
= + m
m = i
C.F = x c x c sin cos
2 1
+
=
2 2 1 1
f c f c +
x f x f sin , cos
2 1
= =
x f x f cos , sin
'
2
'
1
=
1 sin cos
2 2
2
'
1
'
2 1
= + = x x f f f f

P=


dx
f f f f
X f
2
'
1
1
2 1
2

= dx
x x

1
sec sin

=

dx
x
x
cos
sin

=

xdx tan
= log (cos x)
Q =


dx
f f f f
X f
2
'
1
'
2 1
1

= dx
x x

1
sec cos

=

dx
= x
P.I =
2 1
Qf Pf +
= x x x x sin cos ) log(cos +
y = x c x c sin cos
2 1
+ + x x x x sin cos ) log(cos +
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17

6. Solve ( ) ax y a D tan
2 2
= + by the method of variation of parameters.
Solution: Given ( ) ax y a D tan
2 2
= +
The A.E is 0
2 2
= + a m
ai m =
C.F = ax c ax c sin cos
2 1
+
ax f ax f sin , cos
2 1
= =
ax a f x a f cos , sin
'
2
'
1
= =
) sin ( sin cos cos
'
1 2
'
2 1
ax a ax ax ax a f f f f =
= ax a ax a
2 2
sin cos +
= ) sin (cos
2 2
ax ax a +
= a
P.I =
2 1
Qf Pf +

P=


dx
f f f f
X f
2
'
1
1
2 1
2

= dx
a
ax ax

tan sin

=

dx
ax
ax
a cos
sin 1
2

=


dx
ax
ax
a cos
cos 1 1
2

= ( )

dx ax ax
a
cos sec
1

= ( )
(

a
ax
ax ax
a a
sin
tan sec log
1 1

= ( ) [ ] ax ax ax
a
sin tan sec log
1
2
+


= ( ) [ ] ax ax ax
a
tan sec log sin
1
2
+

Q =


dx
f f f f
X f
2
'
1
'
2 1
1

=

dx
a
ax ax tan cos

=

axdx
a
sin
1

= ax
a
cos
1
2

2 1
. Qf Pf I P + =
= ( ) [ ] [ ] ax ax
a
ax ax ax ax
a
cos sin
1
tan sec log sin cos
1
2 2
+
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= ( ) [ ] ax ax ax
a
tan sec log cos
1
2
+
I P F C y . . + =
= ax c ax c sin cos
2 1
+ ( ) [ ] ax ax ax
a
tan sec log cos
1
2
+

7. Solve x y
dx
y d
tan
2
2
= + by the method of variation of parameters.
Solution: The A.E is 0 1
2
= + m
i m =
C.F = x c x c sin cos
2 1
+
Here x f x f sin , cos
2 1
= =
x f x f cos , sin
'
2
'
1
= =
1 sin cos
2 2 '
1 2
'
2 1
= + = x x f f f f
P=


dx
f f f f
X f
2
'
1
1
2 1
2

=

dx
x x
1
tan sin

=

dx
x
x
cos
sin
2

= dx
x
x

cos
cos 1
2

= ( )dx x x

cos sec
= x x x sin ) tan log(sec + +
Q =


dx
f f f f
X f
2
'
1
'
2 1
1

= dx
x x

1
tan cos

=

dx sin
= x cos

2 1
. Qf Pf I P + =
= ) tan log(sec cos x x x +
I P F C y . . + =
= x c x c sin cos
2 1
+ ) tan log(sec cos x x x +

8. Solve by method of variation of parameters 1
4 4
2
2
' ' '
+ = + x y
x
y
x
y
Solution: Given 1
4 4
2
2
' ' '
+ = + x y
x
y
x
y
i.e.,
2 4 ' ' ' 2
4 4 x x y xy y x + = +
i.e., [ ]
2 4 2 2
4 4 x x y xD D x + = + .(1)
Put x =
z
e
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19
Logx = log
z
e
= z
So that XD = D
'

( ) 1
' ' 2
= D D D x
(1) ( ) [ ] ( ) ( )
2 4
' ' '
4 4 1
z z
e e y D D D + = +
[ ]
z
e e y D D
z
2 2
4 ' '
4 5 + = +
A.E is 0 4 5
2
= + m m
( )( ) 0 1 4 = m m
4 , 1 = m

z z
e c e c F C
2
4
1
. + =
Here
z z
e f e f = =
2
4
1
,

z z
e f e f = =
'
2
4 '
1
,

z z z
e e e f f f f
5 5 5 '
1 2
'
2 1
3 4 = =

2 1
. Qf Pf I P + =
P=


dx
f f f f
X f
2
'
1
1
2 1
2

=
[ ]


+
dx
e
e e e
z
z z z
5
2 4
3

=

+
dx
e
e e
z
z z
5
3 5
3

= [ ]dz e
z


+
2
1
3
1

=
(

2 3
1
2z
e
z
=
z
e z
2
6
1
3
1


Q =


dz
f f f f
Z f
2
'
1
'
2 1
1

=
( )


+
dz
e
e e e
z
z z z
5
3 4 4
3

=

+
dz
e
e e
z
z z
5
6 8
3
1

= ( )

+ dz e e
z z 3
3
1

=
(

+
z
z
e
e
3 3
1
3

=
z z
e e
3
1
9
1
3


z z z z z
e e e e e z I P |

\
|
+ |

\
|
=

3
1
9
1
6
1
3
1
.
3 4 2

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=
z z z z
e e e ze
2 4 2 4
3
1
9
1
6
1
3
1


I P F C y . . + =
=
z z
e c e c
2
4
1
+ +
z z z z
e e e ze
2 4 2 4
3
1
9
1
6
1
3
1

= ( ) ( ) ( )
3
1
9
1
6
1
3
1
) (
4
2 4
2
4
1
+ +
z z z z z
e e e z e c e c ( )
2
z
e
= ( ) ( )
2 9
log
3
2 4 4
2
4
1
x x
x
x
e c e c
z z
+ +



DIFFERENTIAL EQUATIONS FOR THE VARIABLE COEFFICIENTS
(CAUCHYS HOMOGENEOUS LINEAR EQUATION)

Consider homogeneous linear differential equation as:

) 1 ( .......... .......... ........
1
1
1
1
X y a
dx
y d
x a
dx
y d
a
n
x
n
n
n
n
n
= + + +


(Here as are constants and X be a function of X) is called Cauchys
homogeneous linear equation.
) ( .... ..........
0 1
1
1
1
x f y a
dx
dy
x a
dx
y d
a
dx
y d
x a
n
n
n
n
n
n
n
= + + + +


is the homogeneous linear equation with variable coefficients. It is also known
as Eulers equation.
Equation (1) can be transformed into a linear equation of constant Coefficients
by the transformation.
x z or e x
z
log ) ( , = =
Then

dz
dy
x dx
dz
dz
dy
dx
dy
Dy
1
= = =

(

= =
dz
d
dx
d
D ,
= = =
dz
d
xD
dx
d
x
Similarly
|

\
|
= |

\
|
=
dz
dy
x dx
d
dx
dy
dx
d
dx
y d 1
2
2

=
dx
dz
dz
dy
dz
d
x dz
dy
x dz
dy
dx
d
x dz
dy
x
|

\
|
+ = |

\
|
+
1 1 1 1
2 2


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

dz
dy
dz
y d
dx
y d
x =
2
2
2
2
2

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( ) ( ) 1
2 2 2
= = D x
Similarly,

( )( ) 2 1
3 3
= D x

( )( )( ) 3 2 1
4 4
= D x
and soon.

= xD
( ) 1
2 2
= D x
( )( ) 2 1
3 3
= D x

and so on.


1. Solve ) sin(log 4
2
2
2
x y
dx
dy
x
dx
y d
x = + +
Solution: Consider the transformation

x z or e x
z
log ) ( , = =
= xD
( ) 1
2 2
= D x
( ) ) sin(log 4 1
2 2
x y xD D x = + +
( ) ( ) z y sin 4 1
2
= +
R.H.S = 0 : ( ) 0 1
2
= + y
A.E : i m m = = + , 0 1
2

C.F = A cosz + B sinz
C.F = A cos (log x) +B sin (log x)
P.I = ( ) z sin 4
1
1
2
+

= z z
z z
cos 2
2
cos
4 =
|

\
|

P.I = ) cos(log log 2 x x
Complete solution is:
y = A cos (log x) +B sin (log x) ) cos(log log 2 x x
y = ( ) ) cos(log log 2 ) cos(log log 2 x x x x A

2. Solve x x y
dx
dy
x
dx
y d
x log 2 4
2
2
2
= + +
Solution: Given ( ) x x y xD D x log 2 4
2 2
= + + (1)
Consider: x z or e x
z
log ) ( , = =
= xD
( ) 1
2 2
= D x
(1) : ( ) ( ) z e y
z
= + + 2 4 1
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( )
z
ze y = + + 2 3
2

A.E : 0 2 3
2
= + + m m
M = - 2, -1
C.F =
1 2
log log 2

+ = +
x x z z
Be Ae Be Ae
C.F =
x
B
x
A
+
2

P.I =
( )
( ) z e
z
2 3
1
2
+ +

=e
( ) ( )
z
z
2 1 3 1
1
2
+ + + +

=
( )
z e
z
6 5
1
2
+ +

= z
e
z
1
2
6
5
1
6

|
|

\
|
|
|

\
| +
+


=
|

\
|
=
|

\
|

6
5
6 6
5
1
6
z
e
z
e
z z

= |

\
|

6
5
log
6
log
x
e
x

= |

\
|

6
5
log
6
x
x

Complete solution is y = C.F +P.I
=
x
B
x
A
+
2
+
|

\
|

6
5
log
6
x
x




3. Solve ( giventhat x y xD D x , ) 4 3 (
2 2 2
= + y(1) = 1 and y(1) = 0
Solution: Given ( )
2 2 2
4 3 x y xD D x = + (1)
Take x z or e x
z
log ) ( , = =
= xD
( ) 1
2 2
= D x
(1) : ( )
z
e y
2 2
4 4 = +
A.E : 2 , 2 , 0 4 4
2
= = + m m m
C.F = ( ) ( )
2 2
log x x B A e Bz A
z
+ = +
P.I =
( )
( )
( )
) 1 (
2 2
1
2
1
2
2 2
2
+
=

z z
e e
= ( ) 1
1
2
2

z
e
P.I =
2
2
2
z
e
z

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23
=
( )
2
log
2 2
x x
(2)
Complete solution is : y =( )
2
log x x B A+ +
( )
2
log
2 2
x x

Apply conditions: y(1) =1,y(1) = 0 in (2)
A = 1, B = -2
Complete solution is y = ( ) +
2
log 2 1 x x
( )
2
log
2 2
x x


EQUATION REDUCIBLE TO THE HOMOGENEOUS LINEAR
FORM (LEGENDRE LINEAR EQUATION)

It is of the form:

( ) ( ) ) ( . ..........
1
1
1
1
x f y A
dx
y d
bx a A
dx
y d
bx a
n
n
n
n
n
n
n
= + + + + +

..(
1)

n
A A A
...., .......... ,......... 2 1
, are some constants
It can be reduced to linear differential equation with constant
Coefficients,
by taking: ) log( ) ( bx a z or e bx a
z
+ = = +
Consider gives
dz
d
D
dx
d
, , = =
( ) ( ) ( ) y b Dy bx a
dz
dy
b
dx
dy
bx a = + = +
Similarly ( ) ( )y b y D bx a 1
2 2 2
= + (2)
( ) ( )( ) 2 1
3 3 3
= + b y D bx a and so on
Substitute (2) in (1) gives: the linear differential equation of
constant Coefficients.

Solve ( ) ( ) x y y x y x 6 12 ' 3 2 ' ' 3 2
2
= + +
Solution: This is Legendres linear equation:
( ) ( ) x y y x y x 6 12 ' 3 2 ' ' 3 2
2
= + + .(1)
Put z = log (2x + 3) , 3 2 + = x e
z

( ) 2 3 2 = + D x
( ) ( )
dz
d
D x = = + , 4 3 2
2 2 2

Put in (1) : ( ) 9 3 12 6 4
2
=
z
e y
R.H.S =0
A.E : 0 12 6 4
2
= m m

4
57 3
,
4
57 3
2 1

=
+
= m m
C.F =
z m z m
Be Ae
2 1
+
C.F =
2 1
) 3 2 ( ) 3 4 (
m m
x B x A + + +
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P.I
1
=
12 6 4
3
2

z
e
= ( ) 3 2
14
3
+ x
P.I
2
=
12 6 4
9
2

z
e

=
4
3
12
9
=
Solution is
y = ( )
( )
( )
|

\
|
+
+ + +
4
57 3
4 / 57 3
3 2 3 2 x B x A ( ) 3 2
14
3
+ x
4
3


SIMULTANEOUS FIRST ORDER LINEAR EQUATIONS WITH
CONSTANT COEFFICIENTS

1. Solve the simultaneous equations, 0 2 3 , 2 3 2
2
= + + = + + y x
dt
dy
e y x
dt
dx
t

Solution: Given 0 2 3 , 2 3 2
2
= + + = + + y x
dt
dy
e y x
dt
dx
t

Using the operator D =
dt
d

( )
t
e y x D
2
2 3 2 = + + (1)
( ) 0 2 3 = + + y D x .(2)
Solving (1) and (2) eliminate (x) :
( ) ) 3 ....( .......... 6 5 4 ) 2 ( ) 2 ( ) 1 ( 3
2 2 t
e y D D D = + +
A.E : 0 5 4
2
= + m m
m = 1,-5
C.F =
t t
Be Ae
5
+
P.I =
t
t
e
D D
e
2
2
2
7
6
5 4
6
=
+


y =
t t
Be Ae
5
+
t
e
2
7
6

put in (1) : x = ( ) [ ] y D 2
3
1
+
x =
t t t
e Be Ae
2 5
7
8
+ +


solution is :

x =
t t t
e Be Ae
2 5
7
8
+ +


y =
t t
Be Ae
5
+
t
e
2
7
6

2. Solve giventhat t x
dt
dy
t y
dt
dx
, cos , sin = + = + t=0, x = 1, y =0
Solution: Dx + y = sin t ..(1)
x + Dy = cost (2)
Eliminate x : (1) (2)D t t y D y sin sin
2
+ =
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( ) ) 3 .....( .......... sin 2 1
2
t y D =
1 , 0 1
2
= = m m
C.F = Ae
t t
Be

+
P.I = t
t
D
t
sin
1 1
sin
) 2 (
1
sin
2
2
=

=


y = Ae
t t
Be

+ + sint
(2) : x = cost D(y)
x = cost - ( ) t Be Ae
dt
d
t t
sin + +


x = t Be Ae t
t t
cos cos +


x =
t t
Be Ae

+
Now using the conditions given, we can find A and B
B A x t + = = = 1 1 , 0
B A y t + = = = 0 0 , 0
B =
2
1
, A =
2
1

Solution is
x = t e e
t t
cosh
2
1
2
1
= +



y = t t t e e
t t
sinh sin sin
2
1
2
1
= + +



3. Solve t x
dt
dy
t y
dt
dx
cos 2 , sin 2 = = +
Solution: Dx + 2y = -sin t ..(1)
- 2x +Dy = cos t ...(2)
(1) ) (cos sin 2 4 ) 2 ( 2
2
t D t y D y D + = + +
( ) t D sin 3 4
2
= +
2 , 0 4
2
i m m = = +
C.F = t B t A 2 sin 2 cos +
P.I = t
t
D
t
sin
4 1
sin 3
4
sin 3
2
=
+

=
+

y = t B t A 2 sin 2 cos + - sin t
(2) : x = [ ] t Dy cos
2
1

x = ( )
(

+ t t t B t A
dt
d
cos sin 2 sin 2 cos
2
1

x = A cos2t +Bsin2t cost
Solution is :

x = A cos2t +Bsin2t cost
y = t B t A 2 sin 2 cos + - sin t

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4. Solve t x
dt
dy
dt
dx
t y
dt
dy
dt
dx
2 sin 2 , 2 cos 2 = + = +
Solution: Dx + (-D +2)y = cos 2t ..(1)
(D 2)x +Dy = sin 2t (2)
Eliminating y from (1) and (2)
( ) t t x D D 2 cos 2 sin 2 2 2
2
+ = +
R.H.S = 0 0 2 2
2
= + m m
m = i 1
C.F = ( ) t B t A e
t
sin cos +
P.I
1
=
( )
D
t
D D
t
+
=
+

1
2 sin
2 2
2 sin 2
2

=
( )
4 1
) 2 (sin 2 sin
2 sin
1
1
2
+

t D t
t
D
D

=
5
2 cos 2 2 sin t t

P.I
2
= ( ) t
D D
2 cos
2 2
1
2
+

=
( )
10
2 sin 2 2 cos t t +


x = + + ) sin cos ( t B t A e
t

5
2 cos 2 2 sin t t ( )
10
2 sin 2 2 cos t t +

(1) +(2) t t x y
dt
dx
2 sin 2 cos 2 2 2 + = +
2y = cos2t +sin 2t + 2x -
dt
dx
2
y =
(

+ +
dt
dx
x t t 2 2 2 sin 2 cos
2
1
(3)
Substitute x in (3)
y = ( )
2
2 sin
sin cos
t
t B t A e
t

Solution is :

x = + + ) sin cos ( t B t A e
t

5
2 cos 2 2 sin t t ( )
10
2 sin 2 2 cos t t +

y = ( )
2
2 sin
sin cos
t
t B t A e
t








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