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This document defines and provides examples of homogeneous and non-homogeneous linear ordinary differential equations. It discusses solving homogeneous equations by finding the characteristic equation and its solutions. Methods for solving non-homogeneous equations include finding the complementary function (solution to the homogeneous part) and particular integral. Variation of parameters and Cauchy-Euler equations are also introduced. Examples are provided to solve homogeneous and non-homogeneous equations using these methods.

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0% found this document useful (0 votes)
142 views7 pages

HTTPS://WWW Scribd com/document/432985003/PICASA

This document defines and provides examples of homogeneous and non-homogeneous linear ordinary differential equations. It discusses solving homogeneous equations by finding the characteristic equation and its solutions. Methods for solving non-homogeneous equations include finding the complementary function (solution to the homogeneous part) and particular integral. Variation of parameters and Cauchy-Euler equations are also introduced. Examples are provided to solve homogeneous and non-homogeneous equations using these methods.

Uploaded by

Nelli Hari
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Linear Differential Equations: MTH-174 Prof. U.

Sarkar

𝒅𝟐 𝒚 𝒅𝒚
Definition: A 2nd order ordinary differential equation of the form 𝒅𝒙𝟐 + 𝑷𝟏 𝒅𝒙 + 𝑷𝟐 𝒚 = 𝑿 is called linear
if 𝑷𝟏 , 𝑷𝟐 and 𝑿 are either constant or functions of 𝑥 only. For example,

𝒅𝟐 𝒚 𝒅𝒚
𝟐
+𝟓 + 𝟔𝒚 = 𝒆𝒙
𝒅𝒙 𝒅𝒙
𝒅𝟐 𝒚 𝒅𝒚
Homogeneous and non-homogeneous ODE: The linear differential equation 𝒅𝒙𝟐 + 𝑷𝟏 𝒅𝒙 + 𝑷𝟐 𝒚 = 𝑿 is
called homogeneous if 𝑿 = 𝟎, otherwise it is called non-homogenous. For example,

𝒅𝟐 𝒚 𝒅𝒚
𝒅𝒙𝟐
+ 𝒅𝒙 − 𝟔𝒚 = 𝟎 is a homogeneous ordinary linear differential equation whereas

𝒅𝟐 𝒚 𝒅𝒚
− + 𝟐𝟎𝒚 = 𝒆𝟑𝒙 is a non-homogeneous ordinary linear differential equation.
𝒅𝒙𝟐 𝒅𝒙

Solution of homogeneous ODEs: Let 𝑦 = 𝑒 𝑚𝑥 be a trial solution of the homogeneous ordinary linear
differential equation

𝑑2 𝑦 𝑑𝑦
2
+ 𝑃1 + 𝑃2 𝑦 = 0
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑2𝑦
Then 𝑑𝑥 = 𝑚𝑒 𝑚𝑥 , 𝑑𝑥 2 = 𝑚2 𝑒 𝑚𝑥 and the auxiliary equation (A.E.) will be

𝑚2 + 𝑃1 𝑚 + 𝑃2 = 0 since 𝑦 = 𝑒 𝑚𝑥 being a trial solution, cannot be zero.

Let 𝑚 = 𝑚1 and 𝑚2 .

Case-I: If 𝑚1 and 𝑚2 are real and distinct, the solution is given by

𝑦 = 𝐴𝑒 𝑚 1 𝑥 + 𝐵𝑒 𝑚 2 𝑥

where 𝐴 and 𝐵 are arbitrary constants.

Case-II: If 𝑚1 and 𝑚2 are real and equal, the solution is given by

𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥

where 𝐴 and 𝐵 are arbitrary constants.

Case-III: If 𝑚1 = 𝛼 + 𝑖𝛽 and 𝑚2 = 𝛼 − 𝑖𝛽, the solution is given by

𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)

where 𝐴 and 𝐵 are arbitrary constants.

1. Solve the following homogeneous ordinary linear differential equations


𝑑2𝑦 𝑑𝑦
(i) 𝑑𝑥 2
− 5 𝑑𝑥 + 6𝑦 = 0
𝑑2𝑦 𝑑𝑦
(ii) 𝑑𝑥 2
− 4 𝑑𝑥 + 4𝑦 = 0
Linear Differential Equations: MTH-174 Prof. U. Sarkar

𝑑2𝑦 𝑑𝑦
(iii) 𝑑𝑥 2
+ 𝑑𝑥 − 6𝑦 = 0
𝑑2𝑦 𝑑𝑦
(iv) 𝑑𝑥 2
− 2 𝑑𝑥 + 5𝑦 = 0
𝑑2𝑦
(v) 𝑑𝑥 2
− 4𝑦 = 0
𝑑2𝑦
(vi) + 4𝑦 = 0
𝑑𝑥 2

Answers:

(i) Let 𝑦 = 𝑒 𝑚𝑥 be a trial solution of the homogeneous ordinary linear differential equation
𝑑2𝑦 𝑑𝑦
𝑑𝑥 2
− 5 𝑑𝑥 + 6𝑦 = 0 (1)
𝑑𝑦 𝑑2𝑦
Then, 𝑑𝑥 = 𝑚𝑒 𝑚𝑥 , 𝑑𝑥 2 = 𝑚2 𝑒 𝑚𝑥 .
Putting these values in eq. (1), we get
𝑚2 𝑒 𝑚𝑥 − 5𝑚𝑒 𝑚𝑥 + 6𝑒 𝑚𝑥 = 0 ⇒ 𝑚2 − 5𝑚 + 6 𝑒 𝑚𝑥 = 0
𝑚𝑥
Since, 𝑦 = 𝑒 is our trial solution, it cannot be zero. Hence, we obtain the A.E. as
𝑚2 − 5𝑚 + 6 = 0
which gives 𝑚 = 2,3.
Thus, the solution is given by

𝒚 = 𝑨𝒆𝟐𝒙 + 𝑩𝒆𝟑𝒙

where 𝐴 and 𝐵 are arbitrary constants.


(ii) 𝒚 = (𝑨 + 𝑩𝒙)𝒆𝟐𝒙
(iii) 𝒚 = 𝑨𝒆𝟐𝒙 + 𝑩/𝒆𝟑𝒙
(iv) 𝒚 = 𝒆𝒙 (𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙)
(v) 𝒚 = 𝑨𝒆𝟐𝒙 + 𝑩/𝒆𝟐𝒙
(vi) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙

Linearly dependent (LD) and linearly independent (LI) solutions: Let 𝑦 = 𝑓(𝑥) and 𝑦 = 𝑔(𝑥) be two
solutions of a 2nd order ODE. Then the Wronskian (𝑊) of the solution is given by

𝑓(𝑥) 𝑔(𝑥)
𝑊=
𝑓 ′ (𝑥) 𝑔′ (𝑥)

The solutions are called

(i) linearly dependent (LD) if 𝑊 = 0 and


(ii) linearly independent (LI) if 𝑊 ≠ 0.

Solution of non-homogeneous ODEs: Let us consider the 2nd order ODE

𝒅𝟐 𝒚 𝒅𝒚
𝟐
+ 𝑷𝟏 + 𝑷𝟐 𝒚 = 𝑿
𝒅𝒙 𝒅𝒙
𝑑
The equation can also be written as 𝑓 𝐷 𝑦 = 𝑋, where 𝐷 = 𝑑𝑥
Linear Differential Equations: MTH-174 Prof. U. Sarkar

 Complementary Function(C.F.):
C.F. is the solution of the homogeneous part of the equation, i.e. of
𝒅𝟐 𝒚 𝒅𝒚
𝒅𝒙𝟐
+ 𝑷𝟏 𝒅𝒙 + 𝑷𝟐 𝒚 = 𝟎.
 Particular Integral(P.I.):
1
P.I.= 𝑓(𝐷) . 𝑋. Now to calculate P.I., follow the procedure given below:
𝑒 𝑎𝑥
𝑓(𝑎)
,𝑓 𝑎 ≠ 0
1
1. If 𝑋 = 𝑒 𝑎𝑥 then P.I.= 𝑓(𝐷) . 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 and so on.
𝑥 𝑓 ′ (𝑎) , 𝑓 𝑎 = 0, 𝑓 ′ (𝑎) ≠0
2. If 𝑋 = sin 𝑎𝑥 or cos 𝑎𝑥, then express 𝑓 𝐷 in function of 𝐷 2 , say 𝜙(𝐷 2 ) or in a
1
function of 𝐷 2 and 𝐷, say 𝜓(𝐷 2 , 𝐷). Then P.I.= . sin 𝑎𝑥 or cos 𝑎𝑥 =
𝑓 𝐷
(sin 𝑎𝑥 or cos 𝑎𝑥 ) 1
𝜙(−𝑎 2 )
or 𝜓 (−𝑎 2 ,𝐷) (sin 𝑎𝑥 or cos 𝑎𝑥). If 𝜙(−𝑎2 ) or 𝜓(−𝑎2 , 𝐷) becomes
zero then follow the procedure described in 1.
1
3. If 𝑋 is a polynomial of 𝑥 of degree 𝑛, then P.I.= 𝑓(𝐷) . 𝑋 = [1 ± 𝜙(𝐷)]−1 𝑋
1 1
4. If 𝑋 = 𝑒 𝑎𝑥 . 𝑉, where 𝑉 is a function of 𝑥, then P.I.= 𝑓(𝐷) . 𝑒 𝑎𝑥 . 𝑉 = 𝑒 𝑎𝑥 𝑓(𝐷+𝑎)
.𝑉 and
follow the previous procedures.
1 1 𝑛 1
5. If 𝑋 = 𝑥 𝑛 . 𝑉,then P.I.= 𝑓(𝐷) . 𝑥 𝑛 . 𝑉 = 𝑥 − 𝑓 𝐷
𝑓 ′ (𝐷) 𝑓 𝐷
𝑉

𝑦1 𝑦2
Method of Variation of Parameters: Calculate C.F. as 𝐴𝑦1 + 𝐵𝑦2 and find Wronskian 𝑊 = 𝑦′ 𝑦′2 .
1
𝑦2 𝑋 𝑦1 𝑋
Now evaluate 𝑣1 = − 𝑑𝑥 and 𝑣2 = 𝑑𝑥
𝑊 𝑊

Then P.I.= 𝑣1 𝑦1 + 𝑣2 𝑦2

𝒅𝟐 𝒚 𝒅𝒚
Cauchy-Euler Homogeneous Equation: The equation is of the form 𝒙𝟐 𝒅𝒙𝟐 + 𝑷𝟏 𝒙 𝒅𝒙 + 𝑷𝟐 𝒚 = 𝑿. Make
it linear putting 𝑧 = log 𝑥 and solve.

2. Solve the following ordinary differential equations.


𝑑
(i) 𝐷 2 − 2𝐷 𝑦 = 𝑒 𝑥 sin 𝑥 where 𝐷 ≡ 𝑑𝑥
𝑑
(ii) 𝐷 2 − 2𝐷 + 1 𝑦 = 𝑥 2 𝑒 3𝑥 where 𝐷 ≡ 𝑑𝑥
𝑑2𝑦 𝑑𝑦
(iii) 𝑑𝑥 2
− 2 𝑑𝑥 + 𝑦 = 𝑥𝑒 𝑥
𝑑
(iv) 𝐷 + 4 𝑦 = 𝑥 sin2 𝑥 where 𝐷 ≡ 𝑑𝑥
2

𝑑2𝑦 𝑑𝑦
(v) 𝑑𝑥 2
− 5 𝑑𝑥 + 6𝑦 = 𝑥 2 𝑒 3𝑥
𝑑2𝑦 𝑑𝑦
(vi) 𝑑𝑥 2
− 5 𝑑𝑥 + 6𝑦 = 𝑒 𝑥 cos 𝑥
Linear Differential Equations: MTH-174 Prof. U. Sarkar

Answers:
𝟏
(i) 𝒚 = 𝑨 + 𝑩𝒆𝟐𝒙 + − 𝟐 𝒆𝒙 𝐬𝐢𝐧 𝒙
𝟏 𝟏
(ii) 𝒚 = 𝑨 + 𝑩𝒙 𝒆𝒙 + 𝟒 𝒆𝟑𝒙 𝒙𝟐 − 𝟐𝒙 + 𝟐
𝟏
(iii) 𝒚 = 𝑨 + 𝑩𝒙 𝒆𝒙 + 𝒙𝟑 𝒆𝒙
𝟔
𝒙 𝒙𝟐 𝐬𝐢𝐧 𝟐𝒙 𝒙 𝐜𝐨𝐬 𝟐𝒙
(iv) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙 + 𝟖 − 𝟏𝟔
− 𝟑𝟐
𝒙𝟑
(v) 𝒚 = 𝑨𝒆𝟑𝒙 + 𝑩𝒆𝟐𝒙 + 𝒆𝒙 𝟑
− 𝒙𝟐 + 𝟐𝒙
(vi) The given differential equation is
𝑑2𝑦 𝑑𝑦
𝑑𝑥 2
− 5 𝑑𝑥 + 6𝑦 = 𝑒 𝑥 cos 𝑥
Let us write the above equation as
𝑑
𝐷 2 − 5𝐷 + 6 𝑦 = 𝑒 𝑥 cos 𝑥 where 𝐷 ≡
𝑑𝑥
Determination of the complementary function (C.F.):
To find C.F. we must have
𝐷 2 − 5𝐷 + 6 𝑦 = 0 (1)
Let 𝑦 = 𝑒 𝑚𝑥 be a trial solution of (1). Then the auxiliary equation becomes
𝑚2 − 5𝑚 + 6 = 0 which gives 𝑚 = 3,2
∴ C.F. = 𝐴𝑒 3𝑥 + 𝐵𝑒 2𝑥 where 𝐴 and 𝐵 are arbitrary constants.
Determination of the particular integral (P.I.):
1
P.I. = 𝐷 2 −5𝐷+6 𝑒 𝑥 cos 𝑥
1
= 𝑒𝑥 cos 𝑥
(𝐷+1)2 −5(𝐷+1)+6
1
= 𝑒𝑥 2 cos 𝑥
𝐷 −3𝐷+2
1
= 𝑒𝑥 2 cos 𝑥
−1 −3𝐷+2
1
= 𝑒𝑥 cos 𝑥
1−3𝐷
1+3𝐷
= 𝑒𝑥 cos 𝑥
1−9𝐷 2
1
= 𝑒 𝑥 1−9𝐷 2 (cos 𝑥 − 3 sin 𝑥)
𝑒𝑥
= 10
(cos 𝑥 − 3 sin 𝑥)
Therefore, the required general solution (G.S.) is given by
𝒆𝒙
𝒚 =C.F+P.I = 𝑨𝒆𝟑𝒙 + 𝑩𝒆𝟐𝒙 + 𝟏𝟎 (𝐜𝐨𝐬 𝒙 − 𝟑 𝐬𝐢𝐧 𝒙)
3. Solve the following Cauchy-Euler equations.
(i) 𝑥 2 𝐷2 + 𝑥𝐷 − 1 𝑦 = sin log 𝑥 + 𝑥 cos log 𝑥
(ii) 1 + 𝑥 2 𝑦 ′′ + 1 + 𝑥 𝑦 ′ + 𝑦 = 2 sin log 1 + 𝑥
(iii) 𝑥 2 𝐷2 − 𝑥𝐷 − 3 𝑦 = 𝑥 2 log 𝑥
(iv) 𝑥 2 𝐷2 − 𝑥𝐷 + 4 𝑦 = 𝑥 sin log 𝑥
𝑑2𝑦 𝑑𝑦
(v) 𝑥 2 𝑑𝑥 2 + 𝑥 𝑑𝑥 + 𝑦 = log 𝑥 sin log 𝑥
(vi) 𝑥 2 𝐷2 + 4𝑥𝐷 + 2 𝑦 = 𝑒 𝑥
(vii) 𝑥 2 𝐷2 − 3𝑥𝐷 + 4 𝑦 = 2𝑥 2
Linear Differential Equations: MTH-174 Prof. U. Sarkar

Answers:
(i) We have 𝑥 2 𝐷2 + 𝑥𝐷 − 1 𝑦 = sin log 𝑥 + 𝑥 cos log 𝑥 (1)
Let 𝑧 = log 𝑥.
𝑑𝑦 𝑑𝑦 𝑑
∴ 𝑥 𝑑𝑥 = 𝑑𝑧 , i.e., 𝑥𝐷𝑦 = 𝐷 ′ 𝑦 where 𝐷 ′ ≡ 𝑑𝑧
𝑑2𝑦 𝑑2𝑦 𝑑𝑦 2
and 𝑥 2 𝑑𝑥 2 = 𝑑𝑧 2 − 𝑑𝑧 , i.e., 𝑥 2 𝐷 2 𝑦 = 𝐷 ′ 𝑦 − 𝐷 ′ 𝑦
∴ (1) reduces to
𝑑2𝑦 2
𝑑𝑧 2
− 𝑦 = sin 𝑧 + 𝑒 𝑧 cos 𝑧 , i.e., 𝐷 ′ − 1 𝑦 = sin 𝑧 + 𝑒 𝑧 cos 𝑧 (2)
To determine the complementary function (C.F.) of (2) let 𝑦 = 𝑒 𝑚𝑧 be a trial solution of
2
𝐷′ − 1 𝑦 = 0
∴ we get 𝑚2 − 1 = 0, i.e., 𝑚 = ±1
∴ C.F. = 𝐴𝑒 𝑧 + 𝐵𝑒 −𝑧 = 𝐴𝑥 + 𝐵/𝑥, where 𝐴 and 𝐵 are arbitrary constants.
Now the particular integral of (2) is given by
1
P.I. = 2 sin 𝑧 + 𝑒 𝑧 cos 𝑧
𝐷 ′ −1
1 1
= 2 sin 𝑧 + 2 𝑒 𝑧 cos 𝑧
𝐷 ′ −1 𝐷 ′ −1
sin 𝑧 1
= −12 −1 + 𝑒 𝑧 (𝐷 ′ +1)2 −1 cos 𝑧
sin 𝑧 1
= + 𝑒𝑧 ′ 2 cos 𝑧
−2 𝐷 +2𝐷 ′
sin 𝑧 1
= + 𝑒𝑧 2 cos 𝑧
−2 −1 +2𝐷 ′
sin 𝑧 ′
2𝐷 +1
= −2
+ 𝑒 𝑧 ′ 2 cos 𝑧
4𝐷 −1
sin 𝑧 2𝐷 ′ +1
= + 𝑒 𝑧 2 cos 𝑧
−2 −1 −4
sin 𝑧 2𝑒 𝑧 sin 𝑧 𝑒 𝑧 cos 𝑧
= −2
+ 5
− 5
sin log 𝑥 2𝑥 sin log 𝑥 𝑥 cos log 𝑥
= −2
+ 5
− 5
Therefore, the required solution is given by
𝑩 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙 𝟐𝒙 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙 𝒙 𝐜𝐨𝐬 𝐥𝐨𝐠 𝒙
𝒚 = 𝑨𝒙 + 𝒙 − 𝟐
+ 𝟓
− 𝟓
(ii) 𝒚 = 𝑨 𝐜𝐨𝐬 𝐥𝐨𝐠 𝟏 + 𝒙 + 𝑩 𝐬𝐢𝐧 𝐥𝐨𝐠 𝟏 + 𝒙 − 𝐥𝐨𝐠 𝟏 + 𝒙 𝐜𝐨𝐬 𝐥𝐨𝐠 𝟏 + 𝒙
𝑨 𝟏
(iii) 𝒚 = 𝒙 + 𝑩𝒙𝟑 − 𝟗 𝟑 𝐥𝐨𝐠 𝒙 + 𝟐
𝒙 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙
(iv) 𝒚 = 𝒙 𝑨 𝐜𝐨𝐬 𝟑 𝐥𝐨𝐠 𝒙 + 𝑩 𝐬𝐢𝐧 𝟑 𝐥𝐨𝐠 𝒙 +
𝟐
𝟏
(v) 𝒚 = 𝑨 𝐜𝐨𝐬 𝐥𝐨𝐠 𝒙 + 𝑩 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙 + 𝐥𝐨𝐠 𝒙 𝐬𝐢𝐧 𝐥𝐨𝐠 𝒙 − (𝐥𝐨𝐠 𝒙)𝟐 𝐜𝐨𝐬 𝐥𝐨𝐠 𝒙
𝟒
𝑨 𝑩 𝒆𝒙
(vi) 𝒚= + +
𝒙 𝒙𝟐 𝒙𝟐
(vii) 𝒚 = 𝑨 + 𝑩 𝐥𝐨𝐠 𝒙 𝒙𝟐 + 𝒙𝟐 (𝐥𝐨𝐠 𝒙)𝟐
4. Applying method of variation of parameters solve the following differential equations.
𝑑2𝑦
(i) 𝑑𝑥 2
+ 4𝑦 = 4 tan 2𝑥
𝑑2𝑦 𝑑𝑦
(ii) 𝑑𝑥 2
− 3 𝑑𝑥 + 2𝑦 = 9𝑒 𝑥
𝑑2𝑦
(iii) 𝑑𝑥 2
+ 4𝑦 = 4 sec 2 2𝑥
Linear Differential Equations: MTH-174 Prof. U. Sarkar

𝑑2𝑦
(iv) 𝑑𝑥 2
+ 9𝑦 = sec 3𝑥
𝑑2𝑦
(v) 𝑑𝑥 2
+ 𝑎2 𝑦 = sec 𝑎𝑥 , 𝑎 ≠ 0
𝑑2𝑦
(vi) 𝑑𝑥 2
+ 4𝑦 = sin 2𝑥
𝑑2𝑦
(vii) 𝑑𝑥 2
+ 𝑦 = sec 3 𝑥 tan 𝑥
Answers:
(i) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙 − 𝐜𝐨𝐬 𝟐𝒙 𝐥𝐨𝐠 𝐬𝐞𝐜 𝟐𝒙 + 𝐭𝐚𝐧 𝟐𝒙
(ii) 𝒚 = 𝑨𝒆𝒙 + 𝑩𝒆𝟐𝒙 − 𝟗(𝟏 + 𝒙)𝒆𝒙
(iii) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙 − 𝟏 + 𝐬𝐢𝐧 𝟐𝒙 𝐥𝐨𝐠 𝐬𝐞𝐜 𝟐𝒙 + 𝐭𝐚𝐧 𝟐𝒙
𝟏 𝟏
(iv) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟑𝒙 + 𝑩 𝐬𝐢𝐧 𝟑𝒙 − 𝟗 𝐜𝐨𝐬 𝟑𝒙 𝐥𝐨𝐠 𝐬𝐞𝐜 𝟑𝒙 + 𝟑 𝒙 𝐬𝐢𝐧 𝟑𝒙
𝟏 𝟏
(v) 𝒚 = 𝑨 𝐜𝐨𝐬 𝒂𝒙 + 𝑩 𝐬𝐢𝐧 𝒂𝒙 − 𝒂𝟐 𝐜𝐨𝐬 𝒂𝒙 𝐥𝐨𝐠 𝐬𝐞𝐜 𝒂𝒙 + 𝒂 𝒙 𝐬𝐢𝐧 𝒂𝒙
𝟏 𝟏
(vi) 𝒚 = 𝑨 𝐜𝐨𝐬 𝟐𝒙 + 𝑩 𝐬𝐢𝐧 𝟐𝒙 + 𝟏𝟔 𝐬𝐢𝐧 𝟐𝒙 − 𝟒 𝒙 𝐜𝐨𝐬 𝟐𝒙
𝑑2𝑦
(vii) We have 𝑑𝑥 2 + 𝑦 = sec 3 𝑥 tan 𝑥 (1)
Determination of the complementary function (C.F.):
The C.F. is the solution of
𝑑2𝑦
𝑑𝑥 2
+𝑦 =0 (2)
Let 𝑦 = 𝑒 𝑚𝑥 be a trial solution of (2). Then the auxiliary equation becomes
𝑚2 + 1 = 0 which gives 𝑚 = ±𝑖
∴ C.F. = 𝐴 cos 𝑥 + 𝐵 sin 𝑥 where 𝐴 and 𝐵 are arbitrary constants.
Determination of the particular integral (P.I.):
Let 𝑦1 = cos 𝑥, 𝑦2 = sin 𝑥 and 𝑋 = sec 3 𝑥 tan 𝑥
𝑦1 𝑦2 cos 𝑥 sin 𝑥
∴ Wronskian (W) = 𝑦 ′ 𝑦 ′ = =1≠0
1 2 −sin 𝑥 cos 𝑥
Hence 𝑦1 and 𝑦2 are two linearly independent solutions of (2).
Therefore, let P.I.= 𝑢𝑦1 + 𝑣𝑦2 where 𝑢 and 𝑣 are functions of 𝑥 and are given by
𝑦2 𝑋𝑑𝑥 𝑦1 𝑋𝑑𝑥
𝑢=− and 𝑣 = .
𝑊 𝑊
Therefore, we get
𝑦2 𝑋𝑑𝑥 sin 𝑥 sec 3 𝑥 tan 𝑥𝑑𝑥 tan 3 𝑥
𝑢=− 𝑊
=− 1
= − sec 2 𝑥 tan2 𝑥 𝑑𝑥 = − 3
𝑦 𝑋𝑑𝑥 cos 𝑥 sec 3 𝑥 tan 𝑥𝑑𝑥 2 tan 2 𝑥
𝑣 = 1𝑊 = 1
= sec 𝑥 tan 𝑥 𝑑𝑥 = 2
tan 3 𝑥 cos 𝑥 tan 2 𝑥 sin 𝑥 tan 2 𝑥 sin 𝑥
∴ P.I.= 𝑢𝑦1 + 𝑣𝑦2 = − 3
+ 2
= 6
Therefore, the general solution is given by
𝐭𝐚𝐧𝟐 𝒙 𝐬𝐢𝐧 𝒙
𝒚 = C.F. + P.I. = 𝑨 𝐜𝐨𝐬 𝒙 + 𝑩 𝐬𝐢𝐧 𝒙 + 𝟔
5. Solve the following simultaneous differential equations.
𝑑𝑥
(i) 𝑑𝑡
+ 𝑦 = 𝑒𝑡
𝑑𝑦
𝑑𝑡
− 𝑥 = 𝑒 −𝑡
𝑑𝑥
(ii) 𝑑𝑡
+ 3𝑥 + 𝑦 = 𝑒 𝑡
Linear Differential Equations: MTH-174 Prof. U. Sarkar

𝑑𝑦
− 𝑥 + 𝑦 = 𝑒 2𝑡
𝑑𝑡
𝑑𝑥
(iii) − 7𝑥 + 𝑦 = 0
𝑑𝑡
𝑑𝑦
𝑑𝑡
− 2𝑥 − 5𝑦 = 0
Answers:
𝟏 𝟏
(i) 𝒙 = 𝑨 𝐜𝐨𝐬 𝒕 + 𝑩 𝐬𝐢𝐧 𝒕 + 𝒆𝒕 − 𝒆−𝒕 , 𝒚 = 𝑩 𝐜𝐨𝐬 𝒕 + 𝑨 𝐬𝐢𝐧 𝒕 + 𝒆𝒕 − 𝒆−𝒕
𝑑 𝟐 𝟐
(ii) Denoting 𝐷 ≡ 𝑑𝑡 , the given system of equations can be written as
𝐷 + 3 𝑥 + 𝑦 = 𝑒𝑡 (1)
−𝑥 + 𝐷 + 1 𝑦 = 𝑒 2𝑡 (2)
Operating (𝐷 + 1) on both sides of (1) and then subtracting (2) from it, we get
𝐷 + 1 𝐷 + 3 𝑥 + 𝑥 = 𝐷 + 1 𝑒 𝑡 − 𝑒 2𝑡
⇒ 𝐷 2 + 4𝐷 + 4 𝑥 = 2𝑒 𝑡 − 𝑒 2𝑡 (3)
The complementary function (C.F.) of (3) is found from
𝐷 2 + 4𝐷 + 4 𝑥 = 0 (4)
Let 𝑥 = 𝑒 𝑚𝑡 be a trial solution of (4). Then the auxiliary equation becomes
𝑚2 + 4𝑚 + 4 = 0
which gives 𝑚 = −2, −2
∴ C.F. = 𝐴 + 𝐵𝑡 𝑒 −2𝑡
1 1 1 2𝑒 𝑡 𝑒 2𝑡
∴ P.I. = 𝐷 2 +4𝐷+4 2𝑒 𝑡 − 𝑒 2𝑡 = 2 𝐷 2 +4𝐷+4 𝑒 𝑡 − 𝐷 2 +4𝐷+4 𝑒 2𝑡 = 9
− 16
2𝑒 𝑡 𝑒 2𝑡
∴ 𝑥 = 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + 9
− 16
𝑑𝑥 2𝑒 𝑡 𝑒 2𝑡
∴ 𝑑𝑡
= 𝐵𝑒 −2𝑡 − 2 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + 9
− 8
Therefore, from (1), we get
2𝑒 𝑡 𝑒 2𝑡
𝐷+3 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + − + 𝑦 = 𝑒𝑡
9 16
2𝑒 𝑡 𝑒 2𝑡 2𝑒 𝑡 𝑒 2𝑡
⇒ 𝑦 = 𝑒 𝑡 − 𝐵𝑒 −2𝑡 − 2 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + − −3 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + −
9 8 9 16
𝑒𝑡 5𝑒 2𝑡
= − 𝐵 + 𝐴 + 𝐵𝑡 𝑒 −2𝑡 + 9
− 16
Therefore, the general solution is given by
𝟐𝒆𝒕 𝒆𝟐𝒕 𝒆𝒕 𝟓𝒆𝟐𝒕
𝒙 = 𝑨 + 𝑩𝒕 𝒆−𝟐𝒕 + 𝟗
− 𝟏𝟔 , 𝒚 = − 𝑩 + 𝑨 + 𝑩𝒕 𝒆−𝟐𝒕 + 𝟗
− 𝟏𝟔
(iii) 𝒙 = 𝒆𝟔𝒕 𝑨 𝐜𝐨𝐬 𝒕 + 𝑩 𝐬𝐢𝐧 𝒕 , 𝒚 = 𝒆𝟔𝒕 𝑨 − 𝑩 𝐜𝐨𝐬 𝒕 + (𝑨 + 𝑩) 𝐬𝐢𝐧 𝒕

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