Lecture-25

Mathematics 1 (15B11MA111)

CO [C105.5]

Module: Ordinary Differential Equations

Topic: Homogeneous constant coefficient ODEs

Reference for the lecture

R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth
edition, Narosa publishing house, 2016.

1
Differential Equations
According to Wikipedia

In mathematics, a differential equation is an equation that relates one or

more functions and their derivatives. The study of differential equations
is a wide field in pure and applied mathematics, physics, and
engineering. All of these disciplines are concerned with the properties
of differential equations of various types. Differential equations play an
important role in modeling virtually every physical, technical, or
biological process, from celestial motion, to bridge design, to
interactions between neurons.

2
3
4
Solution of a Differential Equation
An equation containing dependent variable (y) and independent
variable (x) and free from derivative, which satisfies the differential
equation, is called the solution (primitive) of the differential
equation. The solution which contains arbitrary constants is called
the general solution of the differential equation. The solution free
from arbitrary constants i.e., the solution obtained from the general
solution by giving particular values to the arbitrary constants is
called a particular solution of the differential equation.

➢ You have already studied methods for first order differential

equations such as variable separable, Linear ODE etc. Now, we
will discuss higher order ODEs (Second and higher order).
5
Higher Order Linear Differential Equations with
Constant Coefficients
A linear ordinary differential equation of order n, is written as

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑥 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑥 𝑦 = 𝑟(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
or
𝑎0 𝑥 𝑦 𝑛 𝑥 + 𝑎1 𝑥 𝑦 𝑛−1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 𝑦 ′ 𝑥 + 𝑎𝑛 𝑥 𝑦 𝑥
=𝑟 𝑥 (1)

Where 𝑦 is the dependent variable and 𝑥 is the independent variable

and 𝑎0 𝑥 ≠ 0. If 𝑟 𝑥 = 0, then it is called a homogeneous equation,
otherwise it is called non-homogeneous equation.
6
For example, a second order homogeneous equation is of the
form
𝑎0 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎2 𝑥 𝑦 = 0, 𝑎0 𝑥 ≠ 0 (2)

and a non-homogeneous second order equation is of the form

𝑎0 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎2 𝑥 𝑦 = 𝑟(𝑥), 𝑎0 𝑥 ≠ 0 (3)

If 𝑎𝑖 𝑥 , 𝑖 = 0,1,2 are constants then the equations are linear

second order constant coefficient equations.

7
Differential Operator D
Sometimes, it is convenient to write the given linear
differential equation in a simple form using the differential
operator 𝐷 = 𝑑/𝑑𝑥. We write

𝑑𝑓
𝐷𝑓 𝑥 = 𝐷𝑓 = 𝐷𝑓 𝑥 = = 𝑓 ′. 3
𝑑𝑥
𝑑
We have, for example 𝐷 𝑥𝑛 = 𝑥 𝑛 = 𝑛𝑥 𝑛−1 , 𝑛 constant;
𝑑𝑥

𝐷 𝑐𝑜𝑠𝑥 = −𝑠𝑖𝑛𝑥, etc. Also,

𝐷3 𝑓 = 𝐷 𝐷2 𝑓 = 𝐷 𝑓 ′′ = 𝑓 ′′′ , … , 𝐷𝑘 𝑓 = 𝑓 𝑘 .

We define 𝐷0 ≡ 1, so that if 1 is the operator defined by 1 𝑓 =

𝑓, we have 𝐷0 𝑓 = 1 𝑓 = 𝑓. 8
We now define the operator L by
𝑑𝑛 𝑑𝑛−1 𝑑
𝐿 = 𝑎0 𝑥 𝑛
+ 𝑎1` 𝑥 𝑛−1
+ ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 (𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

= 𝑎0 𝑥 𝐷𝑛 + 𝑎1 𝑥 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝑥 𝐷 + 𝑎𝑛 𝑥 = 𝑃 𝐷

(4)

which is a polynomial in D, so that

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝐿𝑦 = 𝑎0 𝑥 𝑛
+ 𝑎1` 𝑥 𝑛−1
+ ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑥 𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥
= 𝑎0 𝑥 𝐷𝑛 𝑦 + 𝑎1 𝑥 𝐷𝑛−1 𝑦 + ⋯ + 𝑎𝑛−1 𝑥 𝐷𝑦 + 𝑎𝑛 𝑥 𝑦

= [𝑎0 𝑥 𝐷𝑛 + 𝑎1 𝑥 𝐷𝑛−1 + ⋯ + 𝑎𝑛−1 𝑥 𝐷 + 𝑎𝑛 𝑥 ]𝑦 = 𝑃(𝐷)𝑦

(5)9
For example, the differential equation

𝑑2 𝑦 𝑑𝑦
2
+5 + 6𝑦 = 0
𝑑𝑥 𝑑𝑥
can be written as

𝐿𝑦 = 𝐷2 + 5𝐷 + 6 𝑦 = 0 (6)

where the operator L is given by 𝐿 = 𝑃 𝐷 = 𝐷2 + 5𝐷 + 6.

10
Solution of Higher Order Homogeneous Linear
Equations with Constant Coefficients
Consider the nth order homogeneous linear equation with
constant coefficients
𝑎0 𝑦 (𝑛) + 𝑎1 𝑦 (𝑛−1) + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 0 (7)

We attempt to find a solution of the form 𝑦 = 𝑒 𝑚𝑥 .

Substituting 𝑦 = 𝑒 𝑚𝑥 , 𝑦 (𝑘) = 𝑚𝑘 𝑒 𝑚𝑥 , 𝑘 = 1,2, … , 𝑛 in Eq. (7)
and cancelling 𝑒 𝑚𝑥 , we obtain the characteristic equation as
𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 + ⋯ + 𝑎𝑛−1 𝑚 + 𝑎𝑛 = 0 (8)

11
The degree of this algebraic equation is same as the order of
the differential equation. This equation has n roots may be
real and distinct, all or some of the roots may be equal, all or
some of the roots may be complex.

Real and distinct roots

Let the polynomial (8) have all real and distinct roots
𝑚1 , 𝑚2 , … , 𝑚𝑛 . Then the general solution is given by
𝑦 𝑥 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛 𝑥 (9)

12
Example 1. Find the general solution of the differential
equation
𝑦 ′′′ − 2𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0.

Solution. Substituting 𝑦 = 𝑒 𝑚𝑥 , we obtain the characteristic

equation as
𝑚3 − 2𝑚2 − 5𝑚 + 6 = 0.

The roots of this equation are 𝑚 = 1, −2,3. since the roots

are real and distinct, the general solution of the equation is
given by
𝑦 𝑥 = 𝐴𝑒 𝑥 + 𝐵𝑒 −2𝑥 + 𝐶𝑒 3𝑥 .
13
Real multiple roots

The characteristic equation (8) may have some multiple roots.

Let r be the multiplicity of the root 𝑚1 . That is root m = 𝑚1 is
repeated r times. Let the remaining n-r roots be real and
distinct. Substituting m = 𝑚1 we obtain 𝑦1 𝑥 = 𝑒 𝑚1𝑥 as one of
the solutions. The remaining r-1 linearly independent
solutions corresponding to the multiple root m = 𝑚1 are given
by
𝑥𝑦1 , 𝑥 2 𝑦1 , … , 𝑥 𝑟−1 𝑦1 .

That is, the linearly independent solutions in this case are

𝑒 𝑚1 𝑥 , 𝑥𝑒 𝑚1 𝑥 , 𝑥 2 𝑒 𝑚1𝑥 , … , 𝑥 𝑟−1 𝑒 𝑚1 𝑥 (10)
14
Example 2. Solve the differential equation 𝑦 ′′′ − 3𝑦 ′ − 2𝑦 = 0.

Solution. Substituting 𝑦 = 𝑒 𝑚𝑥 , we obtain the characteristic

equation as
𝑚3 − 3𝑚 − 2 = 0, or 𝑚 + 1 𝑚2 − 𝑚 − 2 = 0
2
or 𝑚+1 𝑚 − 2 = 0, or 𝑚 = −1, −1, 2.

Corresponding to the double root 𝑚 = −1 , the linearly

independent solutions 𝑒 −𝑥 and 𝑥𝑒 −𝑥 . Hence, the general
solution is
𝑦 𝑥 = 𝐴𝑒 2𝑥 + 𝐵𝑥 + 𝐶 𝑒 −𝑥 .

15
Complex roots

The complex roots occur in conjugate pairs and are of the form
𝑝 ± 𝑖𝑞. Then, the solution of the equation can be written as
𝑝+𝑖𝑞 𝑥 𝑝−𝑖𝑞 𝑥
𝑦 𝑥 = 𝐴𝑒 + 𝐵𝑒
= 𝐴𝑒 𝑝𝑥 𝑒 𝑖𝑞𝑥 + 𝐵𝑒 𝑝𝑥 𝑒 −𝑖𝑞𝑥
= (𝐴𝑒 𝑖𝑞𝑥 + 𝐵𝑒 −𝑖𝑞𝑥 )𝑒 𝑝𝑥
= [𝐴 cos 𝑞𝑥 + 𝑖𝑠𝑖𝑛 𝑞𝑥 + 𝐵 cos 𝑞𝑥 − 𝑖𝑠𝑖𝑛 𝑞𝑥 ]𝑒 𝑝𝑥

Simplifying, we obtain
𝑦 𝑥 = 𝑒 𝑝𝑥 [𝑐1 cos 𝑞𝑥 + 𝑐2 𝑠𝑖𝑛 𝑞𝑥]

where 𝑐1 = 𝐴 + 𝐵 and 𝑐2 = 𝑖 𝐴 − 𝐵 .

16
Example 3. Find the solution of the initial value problem
𝑦 ′′ + 4𝑦 ′ + 13𝑦 = 0, 𝑦 0 = 0, 𝑦 ′ 0 = 1.

Solution. The characteristic equation is given by

𝑚2 + 4𝑚 + 13 = 0,

−4 ± 16 − 52
or 𝑚 = = −2 ± 3𝑖 = 𝑝 + 𝑖𝑞.
2
The general solution is given by
𝑦 𝑥 = 𝐴 cos 𝑞𝑥 + 𝐵𝑠𝑖𝑛 𝑞𝑥 𝑒 𝑝𝑥 = 𝑒 −2𝑥 [𝐴 cos 3𝑥 + 𝐵𝑠𝑖𝑛 3𝑥]

17
Substituting in the initial conditions, we obtain
𝑦 0 = 0 = 𝐴,
𝑦 ′ 𝑥 = 𝐵𝑒 −2𝑥 (3 cos 2𝑥 − 2 sin 3𝑥),
𝑦 ′ 0 = 1 = 3𝐵, or 𝐵 = 1/3.

The solution of the initial value problem is

𝑦 𝑥 = (𝑒 −2𝑥 sin 3𝑥)/3.

18
Multiple complex roots

This case is a combination of the two earlier cases of real

multiple roots and simple complex roots. Now, if 𝑝 + 𝑖𝑞 is a
multiple root of order 𝑚, then 𝑝 − 𝑖𝑞 is also a multiple root of
order 𝑚. For example, if 𝑝1 + 𝑖𝑞1 is a double root, then 𝑝1 − 𝑖𝑞1
is also a double root. The corresponding linearly independent
solutions are
𝑒 𝑝1𝑥 cos 𝑞1 𝑥 , 𝑒 𝑝1 𝑥 sin 𝑞1 𝑥 , 𝑥𝑒 𝑝1𝑥 cos 𝑞1 𝑥 , 𝑥𝑒 𝑝1𝑥 sin 𝑞1 𝑥 .

19
Example 4. Solve the differential equation 𝑦 𝑖𝑣 + 32𝑦 ′′ +
256𝑦 = 0.

Solution. The characteristic equation is

𝑚4 + 32𝑚2 + 256 = 0, or (𝑚2 + 16)2 = 0.

The roots of this equation are the double roots 𝑚 = ±4𝑖.

Therefore, the general solution is
𝑦 𝑥 = 𝐴𝑥 + 𝐵 cos 4𝑥 + 𝐶𝑥 + 𝐷 sin 4𝑥 .

Note: The solution of homogeneous part is called as

Complementary Function (C. F.) of the differential equation.

20
21
 LECTURE-26

MATHEMATICS 1 (15B11MA111)

DIFFERENTIAL EQUATION WITH CONSTANT

COEFFICIENT-PARTICULAR INTEGRAL

Differential Equation CO[C105.5]

Particular Integral 1 / 12
Table of Contents

1 Particular Integral

2 Rules for Finding the Particular Integral

3 Practice Questions

4 Reference
R.K. Jain and S.R.K. Iyenger, "Advanced Engineering
Mathematics" fifth edition, Narosa publishing house, 2016.

Particular Integral 2 / 12
Particular Integral

Consider the linear non homogeneous differential equation with

constant coefficients
d ny d n−1 y dy
L(y ) = a0 + a1 + .... + an−1 + an y = r (x)
dx n dx n−1 dx
or

L(y ) = (a0 D n + a1 D n−1 + .... + an−1 D + an )y = F (D)y = r (x),

where F (D) = a0 D n + a1 D n−1 + .... + an−1 D + an and a0 , a1 , ..., an are

constants. Then the particular integral is given by

1
PI = yp (x) = [F (D)]−1 r (x) = r (x).
F (D)

Particular Integral 3 / 12
Rules for Finding the Particular Integral
Case 1. When r (x) = eαx
If r (x) = eαx , then the particular Integral is given as

1 αx
yp (x) = e , F (α) 6= 0.
F (α)

Since

Deαx = αeαx , D 2 eαx = α2 eαx ....., D n eαx = αn eαx

Therefore

(a0 D n + a1 D n−1 + .... + an−1 D + an )eαx

= (a0 αn + a1 αn−1 + .... + an−1 α + an )eαx

Or

⇒ F (D)eαx = F (α)eαx .
Particular Integral 4 / 12
Cont...

Operating [F (D)]−1 on both sides of the above equation and dividing

by F (α), we get

1 1 αx
PI = yp (x) = eαx = e , provided F (α) 6= 0.
F (D) F (α)

Example: Find the particular integral of the following differential

equation
y 00 − 2y 0 − 3y = 3e2x .
Solution: Given differential equation (D 2 − 2D − 3)y = 3e2x is a non
homogeneous linear differential equation. The particular integral is
given as
1 1 1
yp (x) = 3e2x = 2 3e2x = 2 3e2x = −e2x .
F (D) D − 2D − 3 2 − 2.2 − 3

Particular Integral 5 / 12
If F (α) = 0, the above rule fails and we have
x
yp (x) = eαx ,
F 0 (α)
provided F 0 (α) 6= 0.
If F (α) = 0 = F 0 (α). Then the particular integral

x2
yp (x) = eαx ,
F 00 (α)
provided F 00 (α) 6= 0.
Similarly If F (α) = 0 = F 0 (α) = F 00 (α) = .... = F n−1 (α). Then the
particular integral

xn
yp (x) = eαx ,
F n (α)
provided F (n) (α) 6= 0.

Particular Integral 6 / 12
Example: Find the general Solution of the following differential
equation
(D 2 − 2D + 1)y = ex .
Solution: The auxiliary equation is given as m2 − 2m + 1 = 0, on
solving we get m = 1, 1. Hence the complimentary function is given by

CF = (c1 + c2 x)ex .

Now the particular integral is given as

1 x 1 x 21 x x2 x
PI = e = x e = x e = e ,
D 2 − 2D + 1 2D − 2 2 2
since F (1) = F 0 (1) = 0. The general solution is therefore

x2 x
y (x) = CF + PI = (c1 + c2 x)ex + e .
2

Particular Integral 7 / 12
CASE 2: When r (x) = cos(αx + β)/sin(αx + β)
The particular integral of F (D)y = cos(αx + β)/sin(αx + β), is given as

1 1
yp (x) = 2
cos(αx+β)or sin(αx+β) = cos(αx+β)/sin(αx+β)
F (D ) F (−α2 )

replacing D 2 by −α2 in F (D 2 ) provided F (−a2 ) 6= 0.

If replacing D 2 by −α2 we get F (−α2 ) = 0, then the above rule fails

and we have the particular integral
x
yp (x) = cos(αx + β)/sin(αx + β),
F 0 (−α2 )
provided F 0 (−α2 ) 6= 0.

Particular Integral 8 / 12
If F (−α2 ) = 0 = F 0 (−α2 ). Then the particular integral

x2
yp (x) = cos(αx + β)/sin(αx + β),
F 00 (−α2 )
provided F 00 (−α2 ) 6= 0.
Similarly if F (−α2 ) = 0 = F 0 (−α2 ) = F 00 (−α2 ) = .... = F n−1 (−α2 ).
Then the particular integral

xn
yp (x) = cos(αx + β)/sin(αx + β),
F n (−α2 )
provided F (n) (−α2 ) 6= 0.

Particular Integral 9 / 12
Example: Find the particular integral of the following differential
equation
(D 2 + 4)y = sinx + cos2x.
Solution: Here F (D 2 ) = D 2 + 4, therefore the particular integral is
given as

1
PI = (sinx + cos2x)
D2 + 4
1 1
= sinx + 2 cos2x
D2 + 4 D +4
1 1
= sinx + x cos2x since F (−22 ) = 0
−1 + 4 2D
1 x sin2x
= sinx +
3 2 2
1 x
= sinx + sin2x.
3 4

Particular Integral 10 / 12
Practice Questions
1: Find the general solution of the following differential equation

y 00 + y 0 + y = (1 − ex )2 .
√ ! √ !
3 3 2 1
Ans: y (x) = Acos x + Bsin x + 1 − ex + e2x .
2 2 3 7

2: Find the particular integral of the following differential equation

(D − 2)2 y = 8(e2x + sin2x).

Ans: yp = 4x 2 e2x + cos2x.

3: Find the particular integral of (D 3 + 1)y = cos(2x − 1).

1
Ans: yp = [cos(2x − 1) − 8sin(2x − 1)] .
65
Particular Integral 11 / 12
Particular Integral 12 / 12
 Lecture-27
Mathematics 1 (15B11MA111)

CO [C105.5]

Module: Differential Equations

Topic: Particular Integral

Reference for the lecture

R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth
edition, Narosa publishing house, 2016.

1
Content
❑ Special cases for particular integral
❑ General formula for particular integral
❑ Practice questions

2
Rules for Finding the Particular Integral
❑ Case 3: When 𝒓 𝑿 = 𝑿𝜶 , 𝜶 > 𝟎
The particular Integral of 𝐹 𝐷 𝑦 = 𝑿𝜶 , 𝜶 > 𝟎, is given as
−𝟏
𝒚𝒑 𝐱 = 𝐅 𝐃 𝑿𝜶 ,
−𝟏
Expand 𝐅 𝐃 as an infinite series in ascending powers
of D and then operate on 𝑿𝜶 .

3
Example: Find the particular Integral of the following differential equation:
𝒅𝟐 𝒚 𝒅𝒚
𝟐 + = 𝒙𝟐 + 𝟐𝒙 + 𝟒.
𝒅𝒙 𝒅𝒙

Solution: Given differential equation is 𝑫𝟐 + 𝑫 𝒚 = 𝒙𝟐 + 𝟐𝒙 + 𝟒. The

particular integral is given as
𝟏 𝟏
𝒚𝒑 𝒙 = 𝒙𝟐 + 𝟐𝒙 + 𝟒 = 𝒙𝟐 + 𝟐𝒙 + 𝟒
𝑭 𝑫 𝑫𝟐 +𝑫
𝟏
= 𝒙𝟐 + 𝟐𝒙 + 𝟒
𝑫 𝑫+𝟏
𝟏 −𝟏
= 𝟏+𝑫 𝒙𝟐 + 𝟐𝒙 + 𝟒
𝑫
𝟏
= (𝟏 − 𝑫 + 𝑫𝟐 − ⋯ ) 𝒙𝟐 + 𝟐𝒙 + 𝟒
𝑫
𝟏
= [ 𝒙𝟐 + 𝟐𝒙 + 𝟒 - (2x+2) +2]
𝑫
𝒙𝟑
= + 𝟒𝒙
𝟑

4
Rules for Finding the Particular Integral (Contd..)

❑ Case 4: When 𝒓 𝑿 = 𝒆𝜶𝑿 𝒉 𝑿 , 𝜶 > 𝟎

The particular Integral of 𝑭 𝑫 𝒚 = 𝒆𝜶𝑿𝒉 𝑿 , 𝜶 > 𝟎, is given as
−𝟏 𝜶𝑿
𝒚𝒑 𝐱 = 𝐅 𝐃 𝒆 𝒉 𝑿

= 𝒆𝜶𝑿 𝐅 𝐃 + 𝜶 −𝟏
𝒉 𝑿

𝜶𝑿 𝟏
=𝒆 𝒉 𝑿
𝐅 𝐃+𝜶

5
Example: Find the general solution of the following differential
𝒙
𝒅𝟐 𝒚 𝒅𝒚 −
equation: 16 +𝟖 + 𝒚 = 𝟒𝟖𝒙𝒆 𝟒
𝒅𝒙𝟐 𝒅𝒙

Solution: Given differential equation is

𝒙
−
𝟏𝟔𝑫𝟐 + 𝟖𝑫 + 𝟏 𝒚 = 𝟒𝟖𝒙𝒆 𝟒 .
The auxiliary equation is given as
𝟏𝟔𝒎𝟐 + 𝟖𝒎 + 𝟏 = 𝟎.
𝟏 𝟏
On solving, 𝒎 = − , − .
𝟒 𝟒
𝒙
−
Hence the complimentary function is given by CF = (A + Bx) 𝒆 𝟒 .

6
Now the particular integral is given as
𝟏 −
𝒙 𝟏 −
𝒙
𝒚𝒑 𝒙 = 𝟒𝟖𝒙𝒆 𝟒 = 𝟒𝟖 𝒙𝒆 𝟒
𝑭 𝑫 𝟏𝟔𝑫𝟐 + 𝟖𝑫 + 𝟏
𝒙
− 𝟏
= 𝟒𝟖𝒆 𝟒
𝟏 𝟐 𝟏 𝒙
𝟏𝟔 𝑫 − +𝟖 𝑫− +𝟏
𝟒 𝟒

𝒙 𝒙
− 𝟏 − 𝒙𝟑
= 𝟒𝟖𝒆 𝟒 𝒙 = 𝟑𝒆 𝟒
𝟏𝟔𝑫𝟐 𝟔

The general solution is therefore,

y(x) = CF+PI
𝒙 𝒙
− − 𝒙𝟑
= (A + B x) 𝒆 𝟒 + 𝟑𝒆 𝟒
𝟔

7
Rules for Finding the Particular Integral (Contd..)
❑ Case 5: When 𝒓 𝑿 = 𝑿. 𝒉 𝑿 ,
The particular Integral of 𝑭 𝑫 𝒚 = 𝑿. 𝒉 𝑿 , is given as
𝒚𝒑 𝐱 = 𝐅 𝐃 −𝟏 𝑿. 𝒉 𝑿

𝟏 𝒅 𝟏
=𝑿 𝒉 𝑿 + 𝒉 𝑿
𝐅 𝐃 𝒅𝑫 𝐅 𝐃

𝟏 𝑭′ 𝑫
=𝑿 𝒉 𝑿 − 𝒉 𝑿
𝐅 𝐃 [𝑭 𝑫 ]𝟐

8
Example: Solve the differential equation 𝒚′′ − 𝒚 = 𝒙 𝐬𝐢 𝐧 𝒙
Solution: Given differential equation is
𝑫𝟐 − 𝟏 𝒚 = 𝒙 𝒔𝒊𝒏 𝒙.
The auxiliary equation is given as
𝒎𝟐 − 𝟏 = 𝟎.
On solving, 𝒎 = −𝟏, 𝟏.
Hence the complimentary function is given by
𝑪𝑭 = 𝑨𝒆𝒙 + 𝑩𝒆−𝒙 .

9
Now the particular integral is given as
𝟏 𝟏
𝒚𝒑 𝒙 = 𝒙 𝒔𝒊𝒏 𝒙 = 𝟐 𝒙 𝒔𝒊𝒏 𝒙
𝑭 𝑫 𝑫 −𝟏
𝟏 𝟐𝑫
=𝒙 𝒔𝒊𝒏 𝒙 − 𝒔𝒊𝒏 𝒙
𝐃𝟐 −𝟏 [𝑫𝟐 −𝟏]𝟐

𝟏 𝟐𝑫
=𝒙 𝒔𝒊𝒏 𝒙− 𝒔𝒊𝒏 𝒙
−𝟐 𝟒

𝒔𝒊𝒏 𝒙 𝟐 𝒄𝒐𝒔 𝒙
= −𝒙 −
𝟐 𝟒

The general solution is therefore, y(x)= CF+PI

𝒔𝒊𝒏 𝒙 𝟐 𝒄𝒐𝒔 𝒙
y(x) = 𝑨𝒆𝒙 + 𝑩𝒆−𝒙 + −𝒙 −
𝟐 𝟒

10
General Rule for Particular Integral

The particular Integral of the differential equation

𝑭 𝑫 𝒚 = 𝑫 − 𝜶 𝒚 = 𝒓 𝒙 is given as

𝟏
𝒚𝒑 𝐱 = 𝒓 𝒙
𝑫−𝜶

= 𝒆𝜶𝒙 ‫𝒆 ׬‬−𝜶𝒙 𝒓 𝒙 𝒅𝒙

11
Example: Find the particular integral of the differential equation 𝒚′′ + 𝒚 = 𝒔𝒆𝒄 𝒙
Solution: Given differential equation is 𝑫𝟐 + 𝟏 𝒚 = 𝒔𝒆𝒄 𝒙.
The particular integral is given as
𝟏 𝟏
𝒚𝒑 𝒙 = 𝟐
𝒔𝒆𝒄 𝒙 = 𝒔𝒆𝒄 𝒙
𝑫 +𝟏 (𝑫 − 𝒊)(𝑫 + 𝒊)
𝟏 𝟏 𝟏
= − 𝒔𝒆𝒄 𝒙
𝟐𝒊 (𝑫−𝒊) (𝑫+𝒊)
𝟏
Now, 𝒔𝒆𝒄 𝒙 = 𝒆𝒊𝒙 ‫𝒆 ׬‬−𝒊𝒙 𝒔𝒆𝒄 𝒙 𝒅𝒙
(𝑫−𝒊)

= 𝒆𝒊𝒙 ‫ 𝒙 𝒔𝒐𝒄(׬‬− 𝒊𝒔𝒊𝒏 𝒙) 𝒔𝒆𝒄 𝒙 𝒅𝒙

= 𝒆𝒊𝒙 ‫ 𝟏(׬‬− 𝒊 𝒕𝒂𝒏 𝒙) 𝒅𝒙
= 𝒆𝒊𝒙 𝒙 + 𝒊 𝒍𝒐𝒈 (𝒄𝒐𝒔 𝒙 )
𝟏
Similarly, 𝒔𝒆𝒄 𝒙 = 𝒆−𝒊𝒙 ‫𝒆 = 𝒙𝒅 𝒙 𝒄𝒆𝒔 𝒙𝒊𝒆 ׬‬−𝒊𝒙 𝒙 − 𝒊 𝒍𝒐𝒈 (𝒄𝒐𝒔 𝒙 )
(𝑫+𝒊)

12
Therefore,
𝟏 𝟏 𝟏 𝟏
𝒚𝒑 𝒙 = 𝒔𝒆𝒄 𝒙 = − 𝒔𝒆𝒄 𝒙
𝑫𝟐 +𝟏 𝟐𝒊 (𝑫−𝒊) (𝑫+𝒊)

𝟏 𝟏
= 𝒆𝒊𝒙 𝒙 + 𝒊 𝒍𝒐𝒈 (𝒄𝒐𝒔 𝒙 ) - 𝒆−𝒊𝒙 𝒙 − 𝒊 𝒍𝒐𝒈 (𝒄𝒐𝒔 𝒙 )
𝟐𝒊 𝟐𝒊

= 𝒙 𝒔𝒊𝒏 𝒙 + 𝒄𝒐𝒔 𝒍𝒐𝒈 (𝒄𝒐𝒔 𝒙)

13
 Practice Questions
1. Solve the differential equation 𝒚′′ − 𝟐𝒚′ + 𝒚 = 𝒙 𝒆𝒙 𝐬𝐢 𝐧 𝒙.
( Ans. 𝒚 x = A + Bx ex − ex x sin x + 2 cos x

2. F𝐢𝐧𝐝 𝐭𝐡𝐞 𝐩𝐚𝐫𝐭𝐢𝐜𝐮𝐥𝐚𝐫 𝐢𝐧𝐭𝐞𝐠𝐫𝐚𝐥 𝐨𝐟 𝐭𝐡𝐞 𝐟𝐨𝐥𝐥𝐨𝐰𝐢𝐧𝐠 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕𝒊𝒂𝒍 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏

𝒚′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝒙 𝒆𝟑𝒙 + 𝐬𝐢 𝐧 𝟐𝒙.
𝑥 3 1
1. ( Ans. P.I.= e3x − + 3 cos 2𝑥 − sin 2𝑥 )
2 4 20
3. Solve 𝑫𝟐 − 𝟏 𝒚 = 𝒙 𝒔𝒊𝒏 𝟑𝒙
1 3
1. ( Ans. y(x)= Aex + B𝑒 −𝑥 − x sin 3x + cos 3x )
10 5

14
15
 Lecture-28

Mathematics 1 (15B11MA111)

CO [C105.5]

Module: Cauchy Euler’s Equations

1
Topics to be covered
 Introduction of Cauchy Euler’s Equations
 Solution Method
Examples
 Practice Problems

Reference for the lecture

R.K Jain and S.R.K. Iyenger, “Advanced Engineering Mathematics” fifth
edition, Narosa publishing house, 2016.

2
 THE CAUCHY -EULER EQUATION
Any linear differential equation of the form
n1
dny n 1 d y dy
an x n
n
 an1 x n1
 ...  a1 x  a0 y  g ( x)
dx dx dx
where an ,..., a0 are constants, is said to be a Cauchy-Euler equation.
d
Denoting  D , then the equation can be written as:
dx

a x D
n
n n
 an 1 x n 1 D n 1  ...  a1 xD  a0  y  g ( x ).

NOTE: The powers of x match the order of the derivative.

3
 Solution Method
Let us consider the Cauchy Euler’s Equation

n n1
d y d y dy
an x n n  an1 x n1 n1  ...  a1 x  a0 y  g ( x)
dx dx dx
dz 1
Choose x  e or z  ln x
z  
dx x
dy dy dz 1 dy dy dy
  x 
dx dz dx x dz dx dz
d
d
D  D1  xD  D1
Denote and dz
dx

d 2 y d  1 dy  1 dy d  1 dy  1 dy 1 d 2 y
   2    2  2 2
dx 2
dx  x dz  x dz dx  x dz  x dz x dz

x 2 D 2  D12  D1  D1  D1  1
4
Hence, the Cauchy-Euler equation can be converted into the linear
differential equation with constant coefficients by writing

d d
D  , D1 
dx dz
x 2 D 2  D1  D1  1

x 3 D 3  D1  D1  1 D1  2 

x 4 D 4  D1  D1  1 D1  2  D1  3

x n D n  D1  D1  1 D1  2  D1  3 ..... D1  n  1

Hence, f ( D) y  g ( x)  F ( D1 ) y  h( z ).
5
Ex.1 . Solve the differential equation x D
2 2
 xD  2  y  x ln x.

Solution: Let x  e , then

z d
D1 
dz

Hence the given equation can be written as

 D1  D1  1  D1  2 y  ze z   D12  2 D1  2  y  ze z .
Roots of auxiliary equations are 1  i . Hence

C. F. = e z  c1 cos z  c2 sin z   x  c1 cos(ln x)  c2 sin(ln x) .

1 1
P.I .  ze z
 e z
z
 D1  2 D1  2 
2
 D1  1  2  D1  1  2 

2

z  e z 1  D12  z  ze z  x ln x.
1 1
 ez 2
D1  1
General solution : x  c1 cos(ln x)  c2 sin(ln x)   x ln x.
6
Ex.2 . Solve the differential equation x D
3 3
 3xD  3 y  16 x  9 x 2 ln x.

Solution: Let x  e , then

z d
D1 
dz

Hence the given equation can be written as

 D1  D1  1 D1  2   3D1  y  16e z  9 ze2 z

  D13  3D12  D1  3 y  16e z  9 ze 2 z .

Roots of auxiliary equations are 1, -1, 3. Hence

z c2
c
C. F. = 1 e z
 c2 e  c3 e 3z
 c1 x   c3 x 3
.
x

7
P.I . 
1
16 e z
 9 ze 2z

 1 1 1 
D 3
 3 D 2
 D  3
16 9
 e z
 e z
z
 D1  3D1  D1  3
3 2
 D1  1  3  D1  1  ( D1  1)  3

3 2

16 9
 ez  ez 3 z
 D1  3 D1  1 D1  1 D1  4 D1
1
4 9  D12 
 e e
z z
 1  z
 D1  1 4 D1  4 
9  D 2

 4 ze z  e z  1  1
 .........  z
4 D1  4 
2
9 9 z 9
 4 ze z  e z  z   4 ze z   4 x log x   log x 
2

4 D1 42 8

c2 9
G.S .  C.F .  P.I .  c1 x   c3 x 3  4 x log x  x  log x  .
2

x 8
8
Practice Problems

Solve the following differential equations:

1. x 2 y  3 xy  3 y  2  ln x.
2.  x D  2 xD  2  y  6 x  14.
2 2

3.  x D  3x D  7 xD  8 y  3x
3 3 2 2 3
 8 x.

1. y  c1 x  c2 x 3  log x  2.
Ans. c2
2. y  c1 x  2  2 x ln x  7.
x
3. y   c1  c2 ln x  c3 ln 2 x  x 2  3x 3  8 x.

9
10