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Higher Order Linear Differential Equation

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0% found this document useful (0 votes)
4 views

Higher Order Linear Differential Equation

Uploaded by

singhparv49
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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5

Higher Order Linear Differ


Equations

5.1 INTRODUCTION

The linear differential equations of the first order


were introduced
In this chapter, we shall discuss the in Section 2 s
linear differential
than one. These equations of order greater
equations (as we shall see in Chapter 6) have even greater
importance. Motions of pendulums, of elastic
electric curents and many more strings, falling bodies, the flow of
of
such types of
of linear differential problems are related to the solution
equations of order
greater than one.
Definition 5.1 A linear differential equation of order is
n an
equation of the form
a,, Ca)
(a)ta,-1 (x)
wnere a, as. ,a, and
+a(x)+a(x)y =Q(r) ()
Q(x) are continuous real
and a,r) right-hand side of Bq. (1)functions
*0 on 1. The on a common inter
term. If
Ql) is is called the
identically zero, then Eq. (1) reduces
to
nonhomogeneo
,(x)
G +a-1x)
dx" dy
+a (x)+a, (2)
N ()y =0
Is called a
Sec
Section Should not be homogeneous linear
differential equation
2.3 and the confused between
5.2
one which is used here.)
the term
homogeneous as in
SOLUTION OF
EQUATIONS
practice,
OF
with no equations of the
HOMOGENEOUS
ORDERn WITH
LINEAR DIFFERENTIAL
LINEAR
CONSTANT DIFFER
COE FICIENTS
x

restrictions form CONSTANT COEare the


expressible
difficult to in terms
of
placed on
(2), where the coefficients
their functio
nature, do not usually have
differentalfind them.
However, elementaryi tions; and even wher hey do,
lutions

solution i Eq. (2) is called


called coefficient in Eq. (2) is constant, itthe
cach
it is very
erms of a
linear equation
as of elementary with constant coetficients, t
theoretical iConstant
eoretical functions
constant coefsOns can the
interest. coefficients are ofeasily
great
be obtained. Moreovel
eat practical importand
162
Higher Order Linear Differential Equations 163

we shll
solve the differential equation
this section,

dy
d"y + n-1d+a+y=0 (3)

are all
constants and a, # 0.
all
d1,, a
where do. that a possible solution of Eq. (3) is
Suppose
y e (4)

Since

ay me" d*ym2e,
dr
d"yme
dx" C
dx C
takes the form
Equation (3)
a,me + a-1 e + + ame+ age =0 5)

and x, we can divide Eq. (5) by it to get


As em0 for all m

a,m +an-m + + a,m + ag =0 (6)


holds will make y e a solution of =

Now, each value of m for which Eq. (6)


in m of degree n and, therefore, by
Eq. (3). But Eq. (6) is an algebraic equation
and not more than n distinct
the fundamental theorem of algebra, it has at least one
roots. We denotethese roots by m, m2,..., m.
where m's need not all be distinct;
then each function

2 e,... e
=e"
is solution of Eq. (3).
a
or the characteristic
Equation (6) is called the auxiliary equation (A.E.)
obtained from this equation by simply
equation (C.E.) of Eq. (3) and can easily be with m".
Teplacing y with m, y'" with m and so on, and y"
three cases may occuur:
wOle solving the auxiliary equation, the following

. All the roots are distinct and real.


2. All the roots are real but some are repeatin8
3. All the roots
imaginary.
are
We shall discuss all these three possibilities separately.
then solutions of
of A.E. (6) are distinct,
n
Case I. If the n roots m, m, .
.., m,
Eq. (3) are
y = e,.,

and thus, the general


different and linearly independent
solution ofSolutions
are
Sohiti
Eq. (3) is
+...+ Cne
(7)
y =Ce"*+C2e"*
Here, IS
y known as the complementary function.
and Their Applications
164 Differential Equations

Example 51 Solve+6+11+6y
dx
0. =
Solution Here, the A.E. is

m +6m+ l1m + 6 0 or (m+ 1)(m + 2)(m +3) =0


which gives
m = -1, -2, -3

Therefore, the general solutionis

y =Ce+ Ce+ Ceir

Example5.2 Solve -3+2y= 0 with y = 0. r =0 and =0

Solution The A.E. is m - 3m + 2 = 0 which gives m = 1, 2, and solution


1S

ycec (8)
Given that y = 0 when x =
0, Eq. (8) yields
9)
Also, from Eq. (8)

=qe'+2c2
dx
Using dyldr = 0 when x = 0. we have
(10)
O =C+2c
Solving Eqs. (9) and (10), we get c = c = 0, and the Solution (8) thus becomc
y = 0.

Example 5.3
dr3- dr? -6=0.
Solve

Solution The A.E. is m- m 6m 0, which


-
=
gives
m(m - m - 6) = 0 m = 0, -2, 3
or
Thus, the solution is
y= ce+ C^ea+ c^eS = C + C2e +
Ce
s e d t

Case l. If the characteristic Eq. (6) has a root m =a, which repeats "
the general solution of Eq. (3) is
(11)
y =(C1 + Cx + Cx+ + C)e"
Higher Order linear Dilferential Equations 165

rools each equal to m and the remaining (n - k) roots arc all

If AE (0) of lEq. (3) is


ntlerem. then the solution

+Cn (12)

Erample
S4 Solve yd3 3+2y =0.
Solve

The A.E. is
Solution m - 3n + 2 =0

solution is
m = 1, 1, -2, and the
which gives
y = (C1 + Cx)e + c3ea

dy +24 y
Example 5.5 Solve 16 dx2 dx
+9y =0.
Solution The A.E. is 16m* + 24m + 9 =0. Solving, we get

(4m+3) = 0 or m=

The solution is
y= (C* + Co)e34x

Example 5.6 Solve -2a+ay =0.


x

Solution Here, the A.E. is m -


2am + a' = 0 and has a double root m =a.
The solution is
y = (cx + Co)e"
root
Case I1. real, then any imaginaryin Eq. (6) are
the constant coefficients + iß is one root,
then
have must occur in conjugate pairs. Thus, if a
y roots of a characteristic
p must be another root. If a + iß are the two imaginarythen the solution is
n of a second order linear differential equation,
Bel=iB)x
y =Ae*iß)x +
Ae + Bea"e
=eAB +BeB) (13)
But e= Cos Bx Substitute these in the above
+ i sin Bx, e = cos Ar- i sin Br.
equation
equation and simplify to get
B) Br + i{A B) sin Bx]
y=eI(A + cos

(14)
eC cos Bx + c2 sin ir)
where c =
A constants.
+ B, c2 =
(A - B)i are the new
166 Diferential Equations nd Their Applications

t a+ iß and a - iß each occurs twice as a root, then the


neral
y =
eC +C) cos r +
(C3 + car) sin Bx| Solutton
(15
Example 5.7 Solve +4y =0.

Solution The A.E. m+ 4 0 has a


pair of roots m =
2i. The solution is
y =e(c cos 2x +
C2 Sin 2x) =
Cj cos 2x +
c sin 2x

Example 5.8 Solve+8+16y=0.


dx*

Solution The A.E. m+ 8m+ 16 = 0 has a double root m =


+2i. The solution
1S

y = (C1 + c ) cos 2x+ (C3 + C) sin 2x

Example 5.9 Solve d'y +y=0.


dx3

Solution The A.E. is m'+ 1 =0 or (m +


1)(m* - m + 1) 0, which gives
m-1, t v 3
and the solution is

= qe+£/2)*cosx+e sin-

Example 5.10 Solve -,


Solution The A.E. is (m - 12 (m? + 1?= 0, which gives m = l, 1, zh i.The
solution is

y =
(C1 +
c) e +
C3+Cax) cos x + (Cs +C)sin x
5.3 SOLUTION OF
NONHOMOGENEOu
D I F F E R E N T I A L

LINEAR DI E A N S OF
EQUATIONS WITH CONSTANT COEFFICIENTS BY
POLYNOMIAL OPERATORS
The general solution of a
nonhomogeneous linear differential equation
d"-
Gdx"4 - 1 - + + a +4y=0)
2
M'

Higher Order Linear Differential Equations 167

a , are constants, is
Qt) * 0 and "1,.
0,
wherea,

known as the complementary function (C.F.) and


And v, are, respectively, solution. in the earlier section It was seen
articular
lar integral (P.I.) or particular
integral (P.I solution is y y and we had also discussed the
=

0,
= the general
when Q(r) It only remains to find the
that the complementary function.
of finding
methe
We shall be concerned
here mainly with the cases where Q(x)
icular integral. finite number of
particu of such terms as b, *, e ,
Sin ax, cos ax and a

where a andb are constants andk is a positive integer.


nsists
cons
combinationsof such terms, the P.I. of a given
into the details of the procedures of finding
Before going definitions about the polynomial and
we shall give some
differential equation,
and their related properties (without proof).
differential operators
mathematical device by means of
which we can convert one
Definition 5.2 A the operation of
known as an operator. For example,
function into another is function flx) into a new
converts a differentiable
differentiation is an operator as it
we shall use to
denote the differentiation, is
function f'x). The letter D, which
differentiable function,
if y is an nth order
called the differential operator. Hence,
then
D'y y" (16)
Dy=y',....
=

D=y. Dy =
y,
Definition 5.3 If P(D) is a polynomial operator of
order n defined by
+ a,D", a 0 (17)
P(D) =
4,+ a,D + aD° +

and y is an nth order differentiable function, then

+ a,D'y (18)
+ a,D")y a%y +a,Dy
+ =
PO)y =
(a0+ a,D + . .

From Eq. (16), we have

+ ay + Ggy (19)
P(D)y =a,y" + a,-1"+ of order n
differential equation
wi
s
equation, the linear nonhomogeneous
wIth
constant coefficients can be written as

a*0 (20)
or
nY+an-Y + .+ay'+ agy =QT),
P(D)y = Q )
Pro S.1 If P(D) is a polvnomial operator (17) and y1. Y2 are two nn Orucz

differentiable functions, then


+ baP(D)Y2 (21)
P(D) (by + by) =
b,P(D)»
where b and we have
b2 are constants. In general,
P(D) by+ bay2** +b,y)=b,P(D)y, +bP(D)y2 +
+b,P(D)y, (22)
168 Diferential Equations and Their
Applications
REMARKS. 1. An operator which satisfies
Eq. (21) is
Hence, the polynomialoperator [Eq. (17)] is linear. calleda inear
2. From the linearity of the
polynomial operator, one can operator
(a) If y1 2 Yn are n solutions of the prove theefollowing
foll
P(D)y =
0, then y, =y =
Ciy1 +C22+
homog
linear equation
b) If y. is a solution of the +Cqy, 1S
homogeneous linear equation also a solution.
is a
particular solut of the P(Dy
Qlx), then y =
y. +
y, is a nonhomogeneous equation
solution of P(D)y on P(D)y =
and
3. If y Y2» Y, constitute
=
Qx).
the solution of the
respective equations
PD)=2,). P(D)y 0(), ...
then y =Y1 + Y2 + +y, is a solution of
PD)y Q,)
This is known
P(D)y =Q,) +O2r) + +Q,(r).
as the principle of superposition.
Property 5.2 The sum of the two
defined as polynomial operators P^(D) and Pg(D) is
(P+P)y =Py +Pzy
Property 5.3 The product of
defined by a function g(x) by a
polynomial operator P(D) is

Lstr)P(D)ly= g) [P(D)y]
Property 5.4 The product of two
defined as polynomial operators P(D) and Pz(D) is

[P(D)P2D)]y P,(D) P2(D)ly =

Property 5.5 The


polynomial operator also satisfies the
(1) P(DP,(D)P,(D)]= [P,D)P2D)IP;D) following:
(associative law for
(2) multiplication).
P(D)IP2(D) P,D)] +

(distributive law for P|(D)P2(D) P,(D)P,(D)


=
+

Property 5.6 If
multiplication)
P(D) is
defined by Eq. (17), then
P(D) a,(D - =

where X, X2» x(D x).. (D -

. -X (23)
*An
are real or the
polynomial operator withimaginary
is to say, a roots of A.E.
if it were an
of P(D)y (6) = 0.
1na
ordinary polynomial. constant coefficients can de
la
REMARK. If P(D) is a
polynomial operator given by Eq. (17), uou

P(D)= P D)P(D)
where
P(D) and
P2(D) may be be
products of factors of Eq. (23). composite factors of P(D), i.e. P, and F2
Higher Order Linear Dilferential Equations 169

operty 5 . 7 The polynomi: operator satisfies the commutative law for


multiplication, viz.,
(D x,0D-x) = (D - x)(D - x )

If P(D) is a polynomial defined by Eq. (17), then


tion 5.4
a,(D + a)" .

+a(D + a) + ag
P(D +a)
=

constant.

where a is a

(Exponential shift property) If P(D) is a polynomial operator


Property 5.8 order differentiable function of x, then
fned by Eq. (17) and flx) is an nth
P(D)(fe") = "P(D + a)f (24)
constant.
where a is a

REMARKS. 1. (D - a)(fe"): D (25)


2. If c is a constant, then

P(D)(ce) = ce"Pla) (26)


We are now in a position to give a method of solving Eq. (1), when the
coefficients are constant, by making use of the polynomial operator. The procedure
is illustrated by means of the following example:
Example 5.11 Solve y" +2y" - y 2y = e (27)
Solution In the operator notation, Eq. (27) can be written as

(D+ 2D -D -

2)y = e (28)
Or

(D 1(D+ 1)(D + 2)y = e* (29)


Let
u = (D + 1)(D + 2)y (30)
Then . (29) becomes (D - 1)u = e , which is a linear differential equation. The
solution is
u =e+ Ce
Putting this relation in
Eq. (30), we get
(D+1) (D +2)y =e"+ c^¢ (31)
Let

(D+2)y=v (32)
Then, Eq. (31) becomes
omes (D 1 ) v = e
(D + ce, which is a linear equation, and its
solution is

-
-e +C2e
170 Differential Equations and Their Applications

this equation in (32), we obtain


Putting
1
Dy+2y +qe+ee
which, again, is a linear differential equation with the solution as

e +ce + cge*

Here (c/6)e + C2¬ + Cze* is the complementary function and


particular integral (free from constants).
(1/12)eis tthe
In general, if the nonhomogeneous linear differential
equation
ay+an-1y+ +ay +ag =Q(x), (33)
of order n is written as

(D-x,MD -x). .(D -x,)y = Q) 34)


where X1, X2, . .., X are the roots of A.E., then a general solution can be obtained
as follows:
Let
u =
(D -

xn) . .

. (D -

x,)y (35)
Then, Eq. (34) takes the form
(D-x)u = Qt) (36)
which is a linear equation in u. Find its solution and put it in Eq. (35) to get

(37)
Let
(D-x2)(D- x)..(D-x,)y =u()
V = (D - x3) . . . (D - x,)y (38)
Then, Eq. (37) becomes
(D - xz)v = ulr) (39)
an equation linear in v. Find its solution and put it in Eq. (38) to get

(D-xz)(D -x).. . (D -x,)y =


v{x)
Repeat this process an additional (n - 2) times to get the solution Tor

Inverse operation
Definition 5.5 Let P(D)y = Qt), where P(D) is the polynomial opei
,
in Eq. (17) and Qx) is the function consisting only of such termsre are
in ar, cos ar and a finite number of combination o f these terms, where
as
ritten
of P(D),
constantsor and k is a positive integer. The inverse operator
ing
on
Ql),

PD) /P(D), is then defined as an operator which, when no constant


will give the particular integral y of P(D)y = Q ) that cona
multiples of a term in C.F., i.e.

Pr(D)Q) = Yp or
PD)
Order Linear Diferential Equations 171
Higher

clude that D"Q(r) will the


Definition 5.5, we conc mean
From
1. constants of integration.
REMARKS.
n
times by ignoring
of Qlr)
0, then
integration

=
P(D)y
Also, if
2.
0. or y (0) =0
y,
= P(D0) =

YpPD)
=
Qr)
5.9 P(D) IP(D)Qt)]
Property
5.ll and the discussion
that follows this example for
Example
method of
have special methods for finding
The method. In practice, we
a longer
fnding the P.I. is
the function Q(X) of P(D)y QX) may
contain only =

mentione
the P.I. As already or a finite number of combinations of these
e", Sin ax, coS ax
Such terms as
b, x',
consider each of them.
shall now
terms. We

D ao 0
br and P(D) =
4g,
-

5.3.1 When Qlr) =

Here, P(D)y =Q) becomes


(D - a)y = br

Then

bx (br') =-1
D ao
1
D'*l x = 0. After differentiating
One should not go beyondthe Dila terms as
the above equation, we get

ay 0

In general, if
br* (40)
+a,D + a,)y
=

P(D)y =(a,D"+
then

PI. = =y= P(D) b

1 br
1D+p p
(41)
- +b,D++b,D )x*
obtained
of 1/P(D)
where (+b,Ddivision.
by ordinary +b,D++lb,DMa is the series expansion
and Their Applications
Equations
172 Differential
becomes P\Dy = b and from Eq.
1fk=0. then Eq. (40) (41)
). we have

P.l=Ypy P(D) ag 0
42

Example 542 Solvedy_-3y


dr =5.
Solution The A.E. is m - 2m - 3 = 0 and the roots are -I and 3 Th.

C.F. =y. = c e + ce"

Also
PD) = D - 2D 3
with ag -3 and b = 5. Hence

P.I. =

P(D) do
Therefore, the complete solution is

y Y + , = c,e -
+ ce"-

Example5.13 Solve (D - 4)y = x

Solution The A.E. is m - 4 = 0 which gives m = 2. Thus

C2e

Also

PI. =
»
PD)
Higher Order Linear Differential Equations 173

Therefore, t h e r e q u i r e d
solution is

y ye+ Yp C1e + C%e,


-)
5.14
Solve (D + 2D + 1)y 2x + .
=

Example

The A.E. is m* + 2m + 1 = 0 having roots as -1, -1. The


Solution
function is thus
complementary

Ye= Cx + C)e*

Also

PI. = ,= (2x *+x*)

1 (2x + x2)
(D+1)
(D+1) (2x + *)
=
(1 2D + 3D+ .

)(2x+ *)
= 7- 2x +2
Hence, the complete solution is
+*-2x+2
y=Y +
yp = (C,x + c) e

Example5.15 Solve (D -

2D +4)y = *+ 3x- 5x + 2.

Solution The A.E. is


m -2m + 4 0 0 or m =-2, 1 ti.
or (m + 2)(m- 2m + 2) =

Thus
C.F. = yc = Cje + elc, cosx + C3 sin x)
Also

P.I. 1 +4
pT-2D +3x-5x+2)
-(x*+3x
_D
*
(x +3x - 5 x +2)

+3x2-5x +2)
174 Differential Equations and Their
Applications

+3x 5x +2) -

Performing the indicated differentiation, we get, after


simplification, the relatio
ation
, x+2x +6x-Sx -
Hence, the required solution is

y Ye+ yp =
Ce +
e(c2 cos x +
C3 sin x) +* +2x +6x3 -5x -
5.3.2 When Q(x) =bx" and P(D) =
In this case,
a,D" + an-D+ +a1D
ag =
0, and D is a factor of P(D). Therefore,
write by Property 5.6, we can

P(D) =D(4,D"-l +
where a #0. If both
+
aD +a)
ag =0 and a, =
0, then D is factor of
can be written
as
a
P(D) so that PD)

P(D) =

D'(4,D+
In
general, if D' is
.+
azD +a2)
a factor of P(D), then br has the form
P(D)y =

P(D)y =
D'(a,DT + +aD + a,)y =
bx, a, * 0
Thus, by definition,

P.I. =Yp (43)


bx
D'(a,D" * +.
.+a+1D+a,)
Example 5.16 Solve (D- D? 6D)y x*+ 1.
-

Solyion The A.E. m* -

m -

6m 0 has the roots 0, 3 and


=
*
C.F.
Also
=
y. = C1 + C2e +C3e

P.I. =
Yp D- D -6D
Higher Order Linear Diferential Equations 175

6D +1)

Therefore, the complete solution is

y=Ye +y, =C +C2e+Cze

Example 5.17 Solve +34 + 2=z2,

Solution The A.E.m? +3m? mm


+ 2m = 0 can be written as +
1)m + 2) =0
S0 that the roots are 0, -1 and -2, and the complementary function is

YeC +
C2e + Czea
Now

P.I. 1
Yp D +3D? +2D

DD+1)D +2)

2D+D)"|

2D-D + D + |
176 Differential Equations and Their
Applications

2-92 +21x)
Therefore, the complete solution is

y=y+=q+ce" +ce +(2x*


1
-9x2+ 2lx)
5.3.3 When Qx) be =

In this case,
P(D)y Qx) becomes P(D)y
=
=
be". The
particular integral here is
bear bear
YpP(D) P(a) P(a) 0
(44)
Note thata in P(a) is same as a in e". The
later. case when P(a) = 0 will be discussed
Example 5.18 Solve (D- -2D+5)y =e".
Solusion The A.E. is m -2m +
5 0, and the roots are -1 2i. Thus
C.F. =

Now
Ye =
e(c cos 2x +
e2 sin 21)

1
PL -2D +5e
The required -1)-2(-1) +5
solution is

y=
ec cos 2x + c2 sin 2x) +
e*
Example 5.19 Solve (D
D3- 4D + 4)y -

Solution The e* =

characteristic equation is
m -

m"-4m + 4 =0 or
Thus,
(m -

)m2 -
4) =0 or m= l, 4 * *

C.F. =
c
and +
c^e + C2e
eSx
r D?- D 4D +4
-
e =.
e

(3 -

(3) -4(3) + 4 10
Higher Onder Linear Differential Equations 177

the general solution is


Therefre.

y = CE + P.I. = ci*' + cze + cye-a +


10
When Qr) = b sin a r or b cos a r
4
We know that
ea= cos ax + i sin ax
(45)
Consequently, P.I. can be obtained from Eq. (44) by using Eq. (45).
Alternatively, if P(-a) * 0, then

sin)ax
*P(D? *=P - d Sin ar 1 (46)

1
Y p P ( D ) cos a x P ( - d cos
P(-a2COS ar (47)

REMARK. Ifyp= FD) sin ax, then put-a for D, at for D, - for D and so
in P(D) to calculate
on,
yp
The above method fails when P(-a) = 0 and in such a case, we proceed as
follows:
From Eq. (45), we have

D22Sin
ax =Im D2 + 2e

cos ax =
Re- e

Now +a
1 elar e
D2+a2 (D-ia) (D+ ia,
1
(D ia) 2ia
Xiax
2ia

= (cos ax + i sin ax)


2ia

(sin ax-i cos ax)

Equating the real and


imaginary parts, we have

COS ax = 2a
Sinaa (48)
D2+2
178 Differential Equations and Their Applications

sin ax = -
D2 +a2 -cos ax
(4
Example 5.20 Solve (D- 3D + 2)y = 3 sin2x.

Solution The A.E. m* - 3m + 2 = 0 has the roots 1, 2. Thus

C.F. =
y, =
ce+ ce*
Now, using Eq. (45), the imaginary part of a particular integral of
(D - 3D+ 2)y = 3e2
(5)
will be a solution of Eq. (50). Hence, P(D) =D° 3D + 2 and by Eq. (4). with
-

wih
b 3, and a = 2i, we have

3 e i

3e
pP(D) P(2i)
3e2ix

(2i)-3(2i)+2
3(1-31
-20
(e)
- 3 i ) (cos 2x +isin 2x)
(cos 2x +3 sin 2x) +i(sin 2x -3 cos 2x)]
The imaginary part of this equation is

y ( 3 cos 2x - sin 2x)

which is the required particular integral. Therefore, the complete soluno1 ofthe
given differential equation is

yYe +Yp = C^e* + C2e 3 3 cos 2x - sin 2x)


+(
20
Example 5,21 Solve (D'+D D - )y-
= cos 2x

Solution The A.E. is m* 1, -1, -


+ m -

m -

1 = 0. Solving,
OIVing, we
w e get
Be
m =

Thus

YC+ (C2 + Cx)e"


Higher Order Linear Differential Equations 179

cos 2x cos 2x
D+D? - D-1 D(-2) +(-2) -D-1
cos2 -1 ( D - cos 2x
-5(D+1)5(D_Cos 2

-- cos 2x (D-1)cos2x
s (-2)-1

=-2 sin 2x -

cos 2x)

The general solution, therefore, is

y=
+
p
=
C\e° + (C2 + C)e* -

(2
25
sin 2x+cos 2x)
Solve (D° + 1)y = cos 2x.
Example 5.22

Solution The A.E. m + l = 0 has the roots

Thus,

cye +eccos +c sin


Also

D+1

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

cos 2x
-4D
1+4D
cos 2x
(1 - 16D2

1+4Dcos2x
1-16(-22)

+4D) cos 2x
65

2x -

8 sin 2x)
65
Applications
and Their
Equations
Diferential
180
solution is
Therefore,
the required

+c3 sin- -(cos 2x-8 sin 2x)


+
e cos
y =y+=ce
cos 2x
Solve (D + 4)y
Erample 5.23
= t2i. Thus
+ 4 =0 gives m

Solution The A.E. mi

C.F. =
C cos 2x + C2 Sin 2x

and
2x from Eq. (48)
PL.
cos 2r= D2c+4
os
2x2(2)
solution is
Hence, the required

C.F. + P.I. =
c; cos 2x + C2 sin
2x +sin
4
2x
y

Example 5.24 Solve (D' -

I)y = sin x.
#1, ti. Thus
Solution The A.E. m -
I = 0 has the roots

Y= Ce + C2e +Cg cOs x + C, Sin x

p sinx

sin X
(D - 1) (D +1)

sin.
(-1-1)(D +1)

Therefore, the general solution is

y Y +Yp = Ce + Ce"+ C cos x + Ca Sin x * r cos x

5.3.5 When Q(r) =


eV, where V is a function of r
In this case
(52)

. V="
PD) V
P(D+a)
Higher Order Linear Differential Equations 181

Solve (D 20D+ )y =
e'r.
Example 5.25
Solution Here
C.F. = (c + cr)e

and

-e
P.l.D2-2D+
(D+1)-2(D+1)+1

=eD2

Therefore, the required solution is

(C1 + c) e+ i e r
12

Example 5.26 Solve (D+ 4D 12)y = (x - 1)e*.

Solution The A.E. m+ 4m - 12 = 0 has the roots 2 and -6. Thus,

-1)
P(D) (D +2) -4(D +2) -12

-(x -1)
D +8D

(x-1)

-(4-9x)
64
182 Diferential Equations and Their Applications

Therefore, the required solution is

= qe" +ce+ 4x-9)


Example 5.27 Solve (D - 2D + 5)y = e sin x.

Soluion The A.E. m -

2m + 5 = 0 has the roots l t


2i. Thus
y= e'lc cos 2x + c2 sin 2x)
and

sin x e D+2-2(D+2)*
S Sin.
P(D) (D+2)-2(D+2) +5
e +2D +5Sinx

sin x
-12 +2D +5

D+
2D+4Sin.

(2D-4)(2D-4)sin x

e
202D-4) sin x

10 cOS x-2 sin x)

Therefore, the general solutionis

yy+= <G, cos 2r+ c2 sin 2x) -

(cos x-sin 2x)


5.3.6 When Qx)
be" and P(a) 0
=
=

In this case,
(D a) is a factor
-

and hence, we can of P(D). f P(D)


write P(D) Suppose that (D a)" is a -

facto v
(D - a" f(D), fD) #0, and then
=

Dbe"= bearbr"ear

Sa) 0 (53)
(D-ay" f(D) n!f(a)
Example 5.28 Solve (D +6D +9)y 2e =
Higher Order Linear Differential Equations 183
183
Solution Here

Y(C+ ct)e*
and
2e
(0-2e ) =2|r|
D+6D+9 (D-3) +6(D-3) +9 D°

The required solution is, therefore


y y + , = (¢1 + C>) e + re

Solve (D 4D + 4)y 8(x + e +sin 2x).


Example 5.29
- =

Solution Here

C.F. = (C + cx) e2"

Ox)8(x +e" + sin 2x)


P.I. PD) (D-2)

8 sin 2x
82 8
(D-2 (D-2) (D-2)
211 +82
1 sin 2x
(1-1/2D) (D+2-2)2*-4-4
4D+4)

+8eD? (1)-2D sin 2x

+cos 2x

4xe" 2x
2x + 4r +3 + +cos

Here
2x+4x+ 4x'e" + cos 2x +3
C E + P.I. =
(¢^ + C>x)e +

Example 5.30 Solve (D + 4D + 4)y =- 4

Solution Here
e
C.E =
(C1 +
Their Applicar
and
Equations
Differential
184

and

- (e2 -
e)
P.. +4D+4

-2x
e2t
D4D+4 D+4D+4
1
e-2 -(1)
.4/2)+1
22 +4(2) +1| (D-2+4(D-2)+4

= -p*a)
16

Therefore, the required solution is

y=q+ee l6

5.3.7 When Q(r) =rV, where V is any function of r

Here
S4)

PDV) = P'D)y
piD[P(D)
YpP(D)
V

Example 5.31 Solve +y = x sin x.

Solution Here

y ( e + cx) e

YpD2D +1 X Sin x

2D-2 Sin x

-2D+1Sin x (D -2D+)
2D-2
. S i n x- Sin.
-1 -2D + 1* (-1-2D+ 1)
Higher Order Linear Differential Equations 185

=-Dsinx -D(2D-2)sin x

-xcos p (cosx-sin)
(x cos x + cos x - sin x)

general solution is
Thus. the

y=y+y,
=
(c +c)e+ a cos x+cos x sin x)

dy
Example 5.32/ Solve dx +2+ y
= x cos x.

Solution Here

Y(C + Cx)e"
x COS X

pD?+2D+1
2D+2 cos X
cos (n? +2D*1
*D?+2D+1 (D +2D +1

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

inx-D(-sin x+cosx)

cos x)
;(sin x
-

Sin x-

Hence, the general solution is

sin sin x+ cOs x)


cxe + * x -

y=
(c +

Example 3.33 Solve (D-2D+ 1)y = xe sin x.

Solution Here

Y,=(c+ cx)e
x sin x = e'D(r sin x)

YpD-2D+ xe* sinx =e"


(D+ 1)-2(D+1) +1
186 Diferential Equations and Their Applications

Integrating by parts, we get.


y, = e'-x sin x - 2 cos x)

Thus, the general solution is

y =(c+C) e- ¢(a sin x + 2 cos x)

Example 5.34 Solve (D'+ 1) y = sin 2x.

Solution Here

YC1 cOS x + C2 Sin x

D s i n 2x

= Im -r

Im of e2
(D+2i) +1

Im of ei 2

= Im of .
4iD+D23

=Im of

= Im of

=
Im of
(cos 2x +isin 2x)
8
).*J
Cos 2x n
2

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