Department of Mathematics

Anna University, Chennai

MA5252 ENGINEERING
MATHEMATICS-II
Unit - IV
Differential Equations

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 CONTENTS
• Higher Order Linear Differential Equations with Constant
Coefficients – Operator Method (Prerequisite)
• Method of Variation of Parameters
• Method of Undetermined Coefficients
• Euler’s Homogenous Equations
• Legendre’s Homogenous Equations
• Simultaneous Linear Equations with Constant
Coefficients

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 REFERENCES

1. Erwin Kreyszig, “Advanced Engineering Mathematics”,

John Wiley and Sons, 10th Edition, New Delhi, 2015.
2. Grewal B.S. “Higher Engineering Mathematics”, 43rd
Edn., Khanna Publications, New Delhi (2014).
3. Bali N.P., Goyal M. & Watkins C., “Advanced
Engineering Mathematics”, 7th Edn., Laxmi Publications
Pvt. Ltd., (2009).

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 Section 1 - Operator Method
• Definitions
• The Operator D
• Auxiliary Equation
• Rules for finding the Complementary Function
• The Inverse Operator
• Rules for finding the Particular Integral
• Complete Solution by Operator Method
• Examples
• Practice Problems & MCQs
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 Definitions
A general nth Order Ordinary Differential Equation
takes the form
y n   a1 y n 1  ...  an  2 y  an 1 y  an y  R x  (1)
where a1, a2,...an are functions of x or constants
and superfix (n) denotes nth order derivative with
respect to x.

When R(x)= 0, (1) is a homogeneous equation;

Otherwise, it is a non-homogeneous equation.
Thus, the homogeneous equation is written as
 n
y  a1 y  n 1
 ...  an  2 y  an 1 y  an y  0 . (2)
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 If a1, a2,...an are constants, then (1) and (2) are
said to be differential equations with constant
coefficients. If these coefficients are functions
of x, then (1) and (2) are called differential
equations with variable coefficients.

Here, x is a known/independent variable and y

is an unknown/dependent variable.

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 A differential equation, with the dependent
variable and its derivatives appearing in their
first degree and with no product terms
appearing in it, is said to be linear. Otherwise
nonlinear.
From the following examples, note that (i) and
(ii) are linear while (iii) and (iv) are nonlinear:
(i ) y iv  5 y  4 y  0
(ii ) y  3 y  3 y  y  30e  x
(iii ) y   (1  y 2 ) y  y  0

(iv) y  y2  1

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 Operator D
Let us denote by D, D2, D3,…, Dn, the operators
d d2 d3 dn
, 2 , 3 ,... n , respectively.
dx dx dx dx
D is said to be a differential operator.

Thus, the general linear differential equation

(1) is rewritten using the operator D as:

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 f ( D) y  R x ; 
n 1  (3)
n
f ( D)  D  a1D  ...  an  2 D  an 1D  an 
2

f (D) is treated as a polynomial in D. D can

be treated as an algebraic expression. So,
f (D) can be factored by the rules of algebra.

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 Theorems
1. If y1, y2 , y3 ,... yn are n linearly independent
solutions of the homogeneous differential equation
Dn  a1Dn1  ...  an2 D2  an1D  an y  0 (4)
then a linear combination
y  c1 y1  c2 y2  c3 y3  ...  cn yn
is also its solution, c1 , c2 , c3 ,...cn being
arbitrary constants.

Note: y is said to be the general/complete

solution of the homogeneous part (4).
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 2. If y  u is the complete solution of the
equation f ( D) y  0 (5)
and y  v is a particular solution of the
equation f ( D) y  R (6)
then the complete solution of the equation (6)
is y  u  v .
u - Complementary Function (CF)
v - Particular Integral (PI).

Note: The general/complete solution of (3)

consists of as many arbitrary constants as the
order “n” of the differential equation.
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 Auxiliary Equation
To find the complementary function, we need to
find the auxiliary equation which is a polynomial
equation obtained as follows:
Let y  e mx be a solution of (4) , then
Dy  me mx ; D 2 y  m 2e mx ;  D n y  m n e mx
and (4) becomes
m n  a1m n 1  ...  an  2 m 2  an 1m  an  0. (7 )

(7) is the Auxiliary Equation (AE) of (4).

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 Rules for finding the
Complementary Function (CF)
Let m  m1 , m2 , m3 ,..., mn be the roots of
the Auxiliary Equation(7).

Solution of (4), namely the complementary

function (CF), depends upon the nature of
the roots of the AE (7).

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Various Cases with Nature of the Roots

Case I m1, m2 , , mn - real & distinct roots.

Case II m1  m2 , m3 ,, mn - real with one repeated root.

Case III m1  a  ib, m2  a  ib, m3 , m4 , mn - one pair of complex

roots and remaining are real.

Case IV m1  m3  a  ib, m2  m4  a  ib, m5 ,, mn - one pair of

complex repeated roots and remaining are real.

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Nature of Roots of AE Complementary Function

Case I Real & Distinct C1e m1x  C2e m2 x  ...  Cn e mn x

Case II Real & Repeated (C1x  C2 )e m1x  ...  Cn e mn x

Case III Complex Pair e ax (C1 cos bx  C2 sin bx)  ...  Cn e mn x

Case IV Repeated Complex Pairs

e ax [(C1x  C2 ) cos bx  (C3 x  C4 ) sin bx]  ...  Cn e mn x

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 Examples
Example 1 : Solve y  2 y  y  2 y  0

Solution :
Given equation is rewritten as
D3  2D 2  D  2y  0
AE : m3  2m 2  m  2  0
 m  1, 1, 2 (Case I of CF)
General Solution : y  C1e  x  C2e x  C3e 2 x
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 Example 2 : Solve the initial value problem
y  y  2 y  0; y (0)  4; y(0)  5

Solution :

Given equation : D 2  D  2 y  0 
AE : m 2  m  2  0  m 1, 2, Case I of CF
General Solution : y  C1e x  C2e  2 x
Using the given initial conditions
y (0)  4 & y(0)  5  C1  1, C2  3
Particular Solution : y  e x  3e  2 x .
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  
3
Example 3 : Solve D  1 ( D 2  D  1) 2 y  0
2

Solution :
AE : m 2

3
 1 (m 2  m  1) 2  0
1  i 3 1 i 3
 m  i ,  i ,  i , , Case IV of CF
2 2
General Solution :
  
y  C1 x 2  C2 x  C3 cos x  C4 x 2  C5 x  C6 sin x 
 
x
3 3 
e (C7 x  C8 ) cos
2
x  (C9 x  C10 ) sin x
 2 2 

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 Inverse Operator

We have seen that f ( D) y  R x  from (3).

1
Now, R is that function of x, free from
f ( D)
arbitrary constants which when operated
 1 
upon by f ( D) gives R x . i.e. f ( D) R   Rx 
 f ( D) 
1
This shows that f ( D) and are inverse operators.
f ( D)

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 Theorems on inverse operator

R x  is the particular integral of f ( D) y  R x .

1
1.
f ( D)

1
2. R( x)   R( x)dx.
D

1
3. R ( x)  e ax  R( x)e  ax dx.
( D  a)

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 Rules for finding the Particular
Integral (PI)
Consider the equation f ( D) y  Rx .
Particular Integral depends upon the RHS
function.
We have the following cases
Case I : R x   e ax
Case II : R x   sin(ax  b) or cos(ax  b)
Case III : R x   x m
Case IV : R x   e axV ( x)
Case V : R  x  is any other function of x
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Rules for finding Particular Integral
Form of R(x) Particular Integral
ax 1
Case I e e ax , provided f (a ) 0
f (a)
(Replacing D by a)
x
e ax , provided f (a ) 0.
f (a )
1
Case II cos(ax  b) cos(ax  b), provided f ( a 2 ) 0
f (a 2 )
(Replacing D 2 by  a 2 )
x
cos(ax  b), provided f ( a 2 ) 0
f ( a 2 )
Similarly for sin( ax  b).
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Form of R(x) Particular Integral

Case III x m 1
x m
(or)
1
1  g ( D)1 x m ,
aD n 1  g ( D)  aD n

n is the least power of D. Use Binomial theorem

for the expansion of 1  g ( D)1 upto D m .
Operate by each term on x m .
1
Case IV e axV ( x) e ax V ( x).
f ( D  a)
Case V Any other R( x) Use partial fractions ; split into terms involving
1
factors of f(D) ; use X  e ax  Xe  ax dx.
( D  a)

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 Some Useful Results

1  x   1  x  x  x  ...
1 2 3

1  x   1  x  x  x  ...
1 2 3

1  x   1  2 x  3x  4 x  ...
2 2 3

1  x   1  2 x  3x 2  4 x 3  ...
2

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 Examples
Example 4 : Find the PI of D  2 2 y  8e 2 x  sin 2 x  x 2 .

Solution : PI  PI1  PI2  PI3 (Since there are 3 different terms in R(x))
1 2x 1 2x x2 2x
PI1  8e  8x e 8 e  4 x 2e 2 x
( D  2) 2 2( D  2) 2
1 1
PI2  8 sin 2 x  8 sin 2 x   cos 2 x
( D  2) 2  4D

PI3 
1 2
8x  8
1 2
x  2 1 D 2 2

x 
( D  2) 2
4 1 D2
2
  2


 21  2  3

D
2
D 2 2
2   
x  2 x2  2x  3
2
 
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 
Example 5 : Find the PI of D 2  4 D  3 y  e x cos 2 x.
Solution :
1 1
D 
x x
PI  e cos 2 x  e cos 2 x
2 2
 4D  3 ( D  1)  4( D  1)  3
x 1 x 1
e cos 2 x  e cos 2 x
2
D  2D  4  2D
ex 1 ex 2  D
 cos 2 x   cos 2 x
2 2 D 2 4D 2

ex 1 ex
 (2  D) cos 2 x   cos 2 x  sin 2 x 
2 8 8

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  
Example 6 : Find the PI of D 2  4 y  x sinh x.

Solution :
1  e x  e x  1  1 1 x 
PI  2  
  
  2

e x 2
 
x
x e x
D 4   
2  2  D 4 D 4 
x 
e x  1 
x  e  1 
x
  2 
2  ( D  2D  3 )  2  ( D  2 D  3 ) 
 2

1 1
e  1 
x
  2 D D  2
e  1  x
  2 D D 2 

   1    x   1   

x
2  3   
3  2  3 
  3    3 3 

e x  2D  e x  2D  e x
 2  e x  2
  1  x   1   x   x   x  
6  3  6  3  6  3 6  3
x 2
  sinh x  cosh x
3 9
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 Complete Solution
Complete Solution of a linear ordinary differential
equation comprises of the Complementary
Function (CF) - (general solution of the
corresponding homogeneous equation) and the
Particular Integral (PI) - (particular solution of the
non-homogeneous equation).

i.e. Complete Solution = CF + PI.

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 Examples
 
Example 7 : Solve D 4  1 y  cos x cosh x
Solution :
AE : m 4  1  0  m  1,  i
CF  C1e x  C2e  x  C3 cos x  C4 sin x
1 1 1 x 
PI   4
 
e cos x  4
 
x
e cos x 
2  D 1 D 1 
1 x 1 x 1  1
 e cos x  e cos x    cos x cosh x
2  5 5  5
x 1
 y  C1e  C2e  C3 cos x  C4 sin x  cos x cosh x
x
5
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 
Example 8 : Solve D 2  4 D  4 y   e 2 x
x2
Solution :
AE : m 2  4m  4  0  m  2,  2; CF  (C1x  C2 )e  2 x
1 e2 x 2x 1 1
PI  e
D  2  2
x 2
( D  2)  2 2
x2
2x 1 1 2x 1  1 2x
e e      e log x
D2 x2 D x
 y  (C1x  C2 )e  2 x  e  2 x log x is the complete solution.

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  
Example 9 : Solve D 2  1 y  x sin 3 x  cos x
Solution :
AE : m 2  1  0  m  1; CF  C1e x  C2e  x ; PI  PI1  PI2

PI1 
1
( D 2  1)

x sin x  Im .P.
1
 ( D 2  1)
e x
3ix
 


 
 1 
 3ix 1   e 3ix  3iD D  2

   
 Im .P. e

  D 2
 6iD  10 
 
x  Im .P.


 10 

1
5

10 

x


 e3ix  3i   1 3 
 Im .P.     
  10    
x x sin 3 x cos 3 x
 5  10  5 

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 1 1
PI2  cos x   cos x.
2
( D  1) 2
Then the complete solution is
x x 1 3  1
y  C1e  C2e   x sin 3 x  cos 3 x   cos x .
10  5  2

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 Practice Problems
Solve :
3 2

1. D  D  D  1 y  cos x  e 2 3x

 3 2
 2 2x
2. D  2 D  D y  x e  sin x 2

3. D  a y  sec ax
2 2

4.D  4 y  cosh(2 x  1)  3
2 x

5. D  3D  2 y  e
2 e x

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 Practice Problems

 
6. D  2 D  1 y  e log x
2 x

7. D  2 D  5y 
2x
2 e
sin x
8. D 2
 1y  sec x 2

9. D  2 D y  5e cos t , D 
2 d t
dt

 
3t
e d
10. D  6 D  9 y  2 , D 
2
t dt
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 Multiple Choice Questions

1. The complementary function of y 

  2 y   y  xe x
sin x
is
x
a) ae  be
x

b) ( ax  b)e x

c) ( a  bx)e  x
x 2x
d) ae  be

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 2. The particular integral of D 2

 a 2 y  sin ax
is
x
a)  cos ax
2a
b)
x
cos ax
2a
c)  ax cos ax
2
d) ax
cos ax
2

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 3. The Complete Solution of ( D3  D 2  4D  4) y  0
is
x
a) ae  b cos 2x  c sin 2x

b) ae  b cos 2 x  c sin 2 x
x

x 2 x
c) ae  be  ce 2x

d) ae2 x  b cos x  c sin x

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 Key to Multiple Choice Questions

1. b
2. a
3. a

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