Higher Order Linear

Differential Equations

Method of Operational Factors

Let us take the general equation of second order as
d2y dy
A0 2
+ A1 + A2 y = X (1)
dx dx
where A0 , A1 , A2 and X are functions of x.
d
Writing D for , the given equation becomes
dx
A0 D 2 y + A1 Dy + A2 y = X or f ( D ) y = X
Let us assume that f (D ) can be resolved into two factors F1 ( D)
and F2 ( D ) such that f1 ( D ) operates on y and F2 ( D ) operates on
the result [F1 ( D ) y ]. Now the equation may be re-written as
f ( D ) y = F2 ( D){F1 ( D) y} or f ( D ) y = F2 ( D ) F1 ( D ) y
Remark: Remember that the factors are not commutative since this
will involve functions of x directly. Hence care should be taken
while using the factorised operators in the correct order. So we
should test the correctness of the order before using the operators
d2y dy dy
Ex.-1: Solve x 2
+x − − y = 0.
dx dx dx
d
Solution: Writing D for , the given equation becomes
dx
(xD 2
)
+ xD − D − 1 y = 0.
or, (xD − 1)(D + 1) y = 0 (1)
Let (D + 1) y = v (2)
∴ (xD − 1)v = 0 (3)

Now (xD − 1)v = 0 or, x

dv
−v =0
dx
98 Differential Equations with Applications

dv v
or, − = 0 gives v = c1 x
dx x
Now equation (2) becomes

(D + 1) y = c1 x I. F = e ∫ = e x
dx

∴ The solution is ye x = c1 xe x dx ∫
x
(
or, ye = c1 xe − e + c2
x x
)
∴ y = c1 (x − 1) + c2 e − x . (Ans.)
d2y
Ex.-2: Solve (x + 1)
dy dy
2
+x − − 2y = 0
dx dx dx
[
Solution: Given ( x + 1) D 2 + xD − D − 2 y = 0 ]
Now, (x + 1)D 2 + D( x − 1) − 2 = xD 2 + D 2 + xD − D − 2
= xD 2 + xD + D 2 + D − 2 D − 2
= xD( D + 1) + D( D + 1) − 2( D + 1)
The given equation may be re-written as
( xD + D − 2)( D + 1) y = 0
Let ( D + 1) y = v
∴ ( xD + D − 2)v = 0
dv dv dx
∴ ( x + 1) − 2v = 0 or, =
dx 2v x + 1
∴ v = c1 ( x + 1) 2

Now (D + 1) y = c1 ( x + 1) 2 I. F. = e ∫
dx
= ex
∴ The solution is

∫
ye x = c1 e x ( x + 1) 2 dx

[
= c1 ( x + 1) 2 e x − 2( x + 1)e x + 2e x + c2 ]
[ ]
y = c1 ( x + 1) 2 − 2( x + 1) + 2 + c2 e − x
= c1 ( x 2 + 1) + c2 e − x . (Ans.)
 Higher Order Linear Differential Equations 99

Ex.-3: Solve 3x 2
d2y
dx 2
+ 2 − 6x2
dy
dx
(− 4y = 0 )
[ (
Solution: 3 x 2 D 2 + 2 − 6 x 2 D − 4 y = 0 ) ]
( )
or, 3 x 2 D + 2 (D − 2) y = 0
Let (D − 2 ) y = v

( )
3
∴ 3x D + 2 v = 0
2
∴ v= c1e x
2 I. F = e −2 x
The solution is
3

∫
−2 x
ye = c1 e x e −2 x dx
2 + c2
3
−2 x
∴ y = c1 .e 2 x e 2 x ∫ + c2 e 2 x (Ans.)

d2y dy
Ex.-4: Solve x 2
+ (1 − x) − y = ex
dx dx
Solution: The equation may be written as
[xD 2
]
+ (1 − x) D − 1 y = e x (1)
Now xD 2 + (1 − x) D − 1 = xD 2 − xD + D − 1
= xD( D − 1) + 1( D − 1)
= ( xD + 1)( D − 1) Equation (1) becomes
( xD + 1)( D − 1) y = e x
Let ( D − 1) y = v
∴ ( xD + 1)v = e x
dv
or, x + v = ex
dx
dy
∴
dv v e x
+ = I. F. = e
∫x =x
dx x x
∴ The solution is vx = e x dx = e x + c1 ∫
e x c1
∴ v= +
x x
100 Differential Equations with Applications

e x c1
Now (D − 1) y = +
x x
dy e x c1
∴ −y= + I. F. = e − x
dx x x
∴ The solution is
 1 c e− x  e− x
∫
ye − x =  + 1 dx = log x + c1
x x  x
+ c2 ∫
e− x
∴ y = e x log x + c1e x ∫ x
dx + c2 e x . (Ans.)

Ex.-5: Solve [( x − 3) D − 1]( D − 3) y = ( x − 3) 2 e x .

Solution: The given equation is
[( x − 3) D − 1](D − 3)y = (x − 3)2 e x
Let (D − 3) y = v
∴ [( x − 3)D − 1]v = ( x − 3) e x
2

Now (x − 3) − v = ( x − 3) e x
dv 2

dx
dy
∴
dv
−
v
= ( x − 3)e x I. F. − e
− ∫ x −3 = 1
dx x − 3 x−3
∴ The solution is
v
x−3 ∫
= e x dx = e x + c1

∴ v = e x (x − 3) + ( x − 3)c1
Now (D − 3) y = e x ( x − 3) + (x − 3)c1 , I. F = e −3 x
∴ The solution is
[
ye −3 x = e −2 x (x − 3) + c1e −3 x ( x − 3) dx
∫ ]
−3 x
 
=−
1
(x − 3)e −2 x + 1 e −2 x dx + c1  x − 3 e −3 x − e 
∫ ∫
2 2  −3 −3 
Ex.-6: Factorize the operator on the L. H. S. of
[(x + 2)D 2
]
− 2( x + 5)D + 2 y = ( x + 1)e x
 Higher Order Linear Differential Equations 101
and hence solve it.
Solution: Now ( x + 2) D 2 − 2( x + 5) D + 2
= ( x + 2) D 2 − 2( x + 2) D − D − 2
= ( x + 2) D ( D − 2) − ( D − 2)
= [( x + 2 )D − 1](D − 2 ) (1)
Hence the given equation may be re-written as
[(x + 2)D − 1](D − 2) y = (x + 1)e x (2)
Let (D − 2 ) y = v (3)
∴ [( x + 2 )D − 1]v = ( x + 1)e x (4)

or, (x + 2 ) − v = ( x + 1)e x
dv
dx
dv v  x +1  x 1
− = e I. F. =
dx x + 2  x + 2  x+2
∴ The solution is
v ( x + 1) x
x+2
= ∫
( x + 2) 2
e dx + c1

v ( x + 2) − 1 x
∴
x+2
= ∫
( x + 2) 2
e dx + c1

ex ex
= ∫ x+2
dx − ∫
( x + 2) 2
dx + c1

ex  ex 1 
= ∫ x+2
dx − −
 ( x + 2)
2
+ ∫e x  + c1
( x + 2) 
Integrating the second integral by party
v ex
or, = c1 + so that v = c1 ( x + 2) + e x
x+2 x+2
Putting in (3) we get
( D − 2) y = c1 ( x + 2) + e x
dy
∴ − 2 y = c1 ( x + 2) + e x , which is linear
dx
102 Differential Equations with Applications

I. F = e ∫ = e −2 x
−2 dx
∴
ye −2 x = c2 + ∫ [c (x + 2) + e ]e dx
−2 x
∴ 1
x

= c2 + c ∫ ( x + 2)e dx + ∫ e dx
1
−2 x −x

  1  1  
= c2 + c1 ( x + 2 ) − e − x  +  e −2 x  dx  − e − x
∫
  2  4  
1 1
= c2 − c1 ( x + 2)e −2 x − c1e −2 x − e − x
2 4
c
∴ y = c2 e 2 x − 1 (2 x + 5) − e x (Ans.)
4
d2y dy
Ex.-7: Solve x 2
+ ( x − 1) − y = x4
dx dx
Solution: The given equation may be written as
[xD 2
]
+ ( x − 1) D − 1 y = x 4
or, (xD − 1)(D + 1) y = x 4
Let (D + 1) y = v
∴ (xD − 1)v = x 4
dx
dv
or, x − v = x4 ∴
dv v
− = x3 I. F. = e
− ∫x =1
dx dx x x
∴ The solution is
v x3
x ∫
= x 2 dx + c1 =
3
+ c1

x4
∴ v= + c1 x
3
x4
Now (D + 1) y = + c1 x I. F. = e x
3
∴ The solution is
 x4 
 3
∫
ye x =  + c1 x e x dx

 Higher Order Linear Differential Equations 103

 x4  4 
 3   3 ∫
=  + c1 x e x −  x 3 + c1 e x dx + c2

 x4   4  
 3   ∫
=  + c1 x e x −  x 3 + c1 e x − 4 x 2 e x dx + c2 
 3 
 x4  4 
 3   ∫
=  + c1 x e x −  x 3 + c1 e x + 4 x 2 e x dx + c2
3
 x4  4 
=  + c1 x e x −  x 3 + c1 e x + 4 x 2 e x − 8 xe x + 4e x + c2
 3   3 
x4 4 
∴ y= + c1 x −  x 3 + c1  + 4 x 2 − 8 x + 4 + c2 e − x
3 3 
d2y
− (x + 2) + 2 y = x 3 .
dy
Ex.-8: Solve x 2
dx dx
Solution: The equation may be written as
[xD 2
− ( x + 2 )D + 2 y = x 3]
∴ (xD − 2)(D − 1) y = x 3
Let (D −1) y = v
∴ (xD − 2)v = x 3
dv
∴ x − 2v = x 3
dx
2 dx
dv 2v
− = x2 I. F. = e
− ∫ x =
1
dx x x2
The solution is
v
x2 ∫
= dx + c1 = x + c1

∴ v = x 3 + c1 x 2
∴ (D − 1) y = x 3 + c1 x 2 I. F. = e − x
∴ ye − x = ∫ (x )
+ c1 x 2 e − x dx
3
104 Differential Equations with Applications

(
= − x 3 + c1 x 2 e − x + ) ∫ (3x
2
)
+ 2c1 x e − x dx

= −(x 3
+ c1 x 2 )e −x
(
− 3x 2 + 2c1 x e − x + ) ∫ (6 x + 2c ) e
1
−x
dx

( ) (
∴ ye − x = − x 3 + c1 x 2 e − x − 3 x 2 + 2c1 x e − x )
− e − x (6 x + 2c1 ) + 6e − x dx
∫
(
= − x + c1 x
3 2
)e −x
− (3x + 2c x ) e
2
1
−x

− e − x (6 x + 2c1 ) − 6e − x + c2
∴ The solutions is
y = − x 3 − c1 x 2 − 3 x 2 − 2c1 x − 6 x − 2c1 − 6 + c2 e x
(
= c2 e x − x 3 − c1 x 2 + 2 x + 2 − 3x 2 − 6 x (Ans.) )
d2y dy
Ex.-9: Solve x 2
+ ( x − 2) − 2 y = x3
dx dx
[
Solution: xD 2 + ( x − 2) D − 2 y = x 3 ] (1)
∴ (xD − 2)(D + 1) y = x 3 (2)
Let (D + 1) y = 0 (3)
∴ Equation (2) gives
(xD − 2)v = x 3
dv
x − 2v = x 3
dx
dv 2v 1
or, − = x2 I. F. =
dx x x2
∴ The solution is
v
x2 ∫
= dx + c1

v
∴ = x + c1
x2
∴ v = x 3 + c1 x 2
∴ equation (3) become
 Higher Order Linear Differential Equations 105

dy
+ y = x 3 + c1 x 2
dx
∴ The solution is

∫ (
ye x = e x x 3 + c1 x 2 dx + c2 )
( ) ( )
= x 3 + c1 x 2 e x − 3 x 2 + 2c1 x e x + (6 x + 2c1 ) e x − 6e x + c2
∴ y = x + c1 x − 3x − 2c1 x + 6 x + 2c1 − 6 + c2 e − x
3 2 2

= x 3 + (c1 − x 3 ) x 2 + (6 − 2c1 ) x + 2(c1 − 3) + c2 e − x (Ans.)

Ex.-10: Show that the solution of differential equation
d2y
+ (x − 1) − y = x 2 is y = c1 ( x − 1) + c2 e − x + x 2
dy
x 2
dx dx
Proof: The given equation is
(xD 2
+ xD − D − 1 y = x 2 )
or, (xD − 1)(D + 1) y = x 2
Let (D + 1) y = v ∴ (xD − 1)v = x 2
dv dv v 1
or, x − v = x2 or, − =x I. F. =
dx dx x x
v
∫
∴ The solution is = dx + c1 = x + c1 or v = x 2 + c1 x
x

Now (D + 1) y = x 2 + c1 x
dy
∴ + y = x 2 + c1 x
dx

∫ ( )
∴ The solution is ye x = e x x 2 + c1 x + c2

or, ye = (x + c x )e − ∫ (2 x + c )e dx + c
x 2
1
x
1
x
2

= (x + c x )e − 2(xe − e ) − c e + c
2
1
x x x
1
x
2
−x
∴ y = x + c1 x − 2 x + 2 − c1 + c2 e
2

= c1 (x − 1) + c2 e − x + x 2 (Proved)

Ex.-11: Solve 3x 2
d2y
dx 2
+ 2 + 6x − 6x2
dy
dx
(
− 4 y = 0. )
Solution: The equation may be factorized as
106 Differential Equations with Applications

(D − 2)(3x 2 D + 2)y = 0
(
Let 3 x 2 D + 2 y = v )
∴ (D − 2 )v = 0
The solution is
v = c1e 2 x
(
∴ 3 x 2 D + 2 y = c1e 2 x )
dy
∴ 3x 2 + 2 y = c1e 2 x
dx
2
dy 2 y c1e 2 x −
∴ + = I. F. = e 3x
dx 3 x 2 3x 2
2 2 2
− c1e 2 x − 3 x −

∴ ye = ∫ = dx + c2
3x
3x e e
2
3x
2
2 x−
c e 3x
∫
= 1 2 dx + c2
3x
2
2 2 2 x−
e 3x
∴ y = c2 e 3x + c1e 3 x ∫ 3x 2
(Ans.)

[
Ex.-12: Solve xD 2 + (1 − x) D − 2(1 + x) y = e − x (1 − 6 x) . ]
Solution: The equation may be written as
[xD + (1 + x)](D − 2) y = e − x (1 − 6 x)
Let (D − 2 ) y = v
∴ [xD + (1 + x)]v = e − x (1 − 6 x)
dv e − x (1 − 6 x)
Now x + (1 + x)v =
dx x
1+ x
dv (1 + x)v e − x (1 − 6 x) ∫ dx
or, + = I. F. = e x = xe x
dx x x
∴ The solution is
e− x
vxe x = ∫ x
(1 − 6 x) xe x dx
 Higher Order Linear Differential Equations 107

∫
= (1 − 6 x)dx + c1 = x − 3 x 2 + c1

x 3x 2 c
∴ v= x
− x
+ 1x
xe xe xe
c1 − x
= e − x − 3 xe − x + e
x

(D − 2 ) y = e − x c
− 3 xe − x + 1 e − x
x

(D − 2) y = e − x 1 − 3x + c1  I. F. = e −2 x
 x
The solution is
 c 
∫
ye −2 x = e −3 x 1 − 3 x + 1  dx + c2
 x
e −3 x e −3 x
=
−3
+ xe −3 x + 3e −3 x + c1 ∫x
dx + c2

e− x e −3 x
y=
−3
+ xe − x + 3e − x + c1e 2 x ∫x
dx + c2 e −2 x

+
1
972
[
3(3 x + 2) 2 log(3 x + 2) + 4(3 x + 2) + 6 ]