Associate Degree 2023 – 2024 Second Semester

CCMA4003 Calculus

Chapter 3
Differential Equations

3.1 Introduction

dy d 2 y d 3 y
A differential equation is an equation involving a function y(x) and its derivatives, , , , etc.
dx dx 2 dx 3
The following are some examples of differential equations.
dy
(1) = 3x + 2
dx
d2y dy
(2) 2
+2 – 3 = ex
dx dx
3
 d2 y 
5
 dy 
(3)  2  +   + x2 = sin x
 dx   dx 

The order of a differential equation is the order of the highest derivatives in the equation.
Hence equation (1) is a first order differential equation while the others are of second order.

The degree of a differential equation is that of the highest power of the highest derivatives which
the equation contains after simplification. Thus equation (3) is a second order differential
equation of degree three.

Starting with a differential equation it is possible, by integration and by being given sufficient
data to determine unknown constants, to obtain the original function. This process is called
‘solving the differential equation’.

The general solution of a differential equation is a function y = F(x) (explicit) or F(x,y) = 0 (implicit)
which satisfies the differential equation and contains one or more arbitrary constants of integration.
When additional information is given so that constants may be calculated, the particular solution of
the differential equation is obtained.

dy
For example, y = 3x + C is the general solution of the differential equation 3.
dx
If we include the fact that y = 5 when x = 1, i.e. y(1) = 5 (Initial Condition),
we can determine that C = 2 (∵ 5 = 3 + C ∴ C = 2 )
and we obtain y = 3x + 2, the particular solution.

3-1
3.2 First Order Differential Equations

Equations of this type, in general, can be written as

dy
= f(x, y)
dx
where f(x, y) is a given function of x and y.

A. Simple Differential Equation – By Direct Integration

This method is used if the equation can be written in the form

dy
= f(x, y) = f(x)
dx

Solve by integration: y =  f ( x ) dx

Example 1

dy
Solve the differential equation x 2  8x 5  3x  4 , given y = 0 when x = 1.
dx

Solution:

dy
x2  8x 5  3x  4
dx
dy
x2  8x 5  3x  4
dx
dy
 8x 3  3x 1  4x 2
dx
∴ y =  (8x 3  3x 1  4x 2 ) dx
 x4  4x 1
y  8    3ln | x |  C
 4  1
4
y  2x 4  3ln | x |   C (General Solution)
x

Given y = 0 when x = 1, i.e. y(1) = 0

Substituting it into the general solution,
4
we have 0  2(1)4  3ln |1|   C
(1)
∴ C=2

4
Hence y  2x 4  3ln | x |  2 (Particular Solution)
x
3-2
B. Separable Differential Equation – By Separating the Variables

This method is used if the equation is separable, i.e. it can be written in either forms

dy g( x )
= f(x, y) = g(x) h(y) or
dx h ( y)

Step 1 Separate the variables and rewrite in the form

1
dy = g(x) dx or h(y) dy = g(x) dx
h ( y)

Step 2 Integrate each side separately, we have

1
 h ( y) dy =  g(x) dx or  h( y) dy =  g(x) dx

3-3
Example 2

dy x 2  1
Solve the differential equation  given y = 2 when x = 1.
dx xy
Solution:

dy x 2  1

dx xy
dy x 2  1
y 
dx x
dy
y  x  x 1
dx
 ydy   (x  x
1
)dx
y2 x 2
  ln | x | C (General Solution)
2 2

Given y = 2 when x = 1, i.e. y(1) = 2

Substituting it into the general solution,
22 12
we have   ln |1| C
2 2
3
∴ C
2

1 2 1 2 3
Hence y  x  ln | x |  (Particular Solution)
2 2 2

Remark: It is not necessary to rewrite the answer in the explicit form, y = F(x).

3-4
C. Homogeneous Differential Equation – By Substitution

A function f(x, y) of two variables is homogeneous (or, more precisely, homogeneous of degree 0),
if for any constant k, we have f(kx, ky) = k0 f(x, y) = f(x, y).

x 2  y2
For example the function f(x, y) = is homogeneous, since
xy
(kx ) 2  (ky ) 2 k 2 x 2  k 2 y 2 k 2 (x 2  y 2 ) x 2  y 2
f(kx, ky) = = = = = f(x, y)
(kx )(ky ) k 2 xy k 2 xy xy

The following method is used if the equation can be written in the form
dy
= f(x, y) where f(kx, ky) = f(x, y), k is any constant
dx

Solve by the substitution: y = vx

dy dv
Then we have =x +v
dx dx
dv
and hence x + v = f(x, y) = f(x, vx) = f(1, v) (Take k = x)
dx
dv f (1, v)  v
i.e. =
dx x
1 1
dv = dx (Separating the Variables)
f (1, v)  v x
1 1
∴  f (1, v)  v dv =  x dx
1
 f (1, v)  v dv = ln x + C

3-5
Example 3

dy x 2  y 2
Solve the differential equation = given y = 4 when x = 1.
dx xy

Solution:

x 2  y2
Let f(x, y) =
xy
(kx)2  (ky) 2 k 2 x 2  k 2 y2 k 2 (x 2  y 2 ) x 2  y 2
We have f (kx, ky)      f (x, y)
(kx)(ky) k 2 xy k 2 (xy) xy
∴ f is a homogeneous function of x and y

By the substitution y = vx
dy dv
We have =x +v
dx dx

dv x 2  (vx)2 x 2  v2 x 2 x 2 (1  v2 ) 1  v 2
Therefore x + v = f(x, y) = f(x,vx) =   
dx x(vx) vx 2 x 2 (v) v
dv 1  v 2 1  v2  v2 1
i.e. x  v 
dx v v v

dv 1 1
Hence  
dx v x
1
vdv  dx
x
1
∴  v dv =  x dx
v2
 ln x  C
2
2
1 y
   ln x  C
2 x 
y2
 ln x  C (General Solution)
2x 2

Given y = 4 when x = 1, i.e. y(1) = 4

42
Substituting it into the general solution, we have  ln |1| C
2(12 )
∴ C=8
y2
Hence  ln x  8 (Particular Solution)
2x 2

3-6
D. Linear Differential Equation – By Integrating Factor

Suppose we have the equation in the linear form

dy
+ P(x) y = Q(x) …(*)
dx
where both P and Q are functions of x.

The equation is called linear if only first degree terms in y and its derivatives occur.

To solve this type of equation, we make use of an Integrating Factor (I. F.), which is given by

u(x) = e 
P ( x ) dx

in the following manner:

Step 1 Multiply both sides of (*) by u(x) = e 

P ( x ) dx

dy
We have u(x) + u(x) P(x) y = u(x) Q(x)
dx
dy d
u(x) + y [u ( x )] = u(x) Q(x)
dx dx

d d   P ( x ) dx   P ( x ) dx d  P( x )dx  = P( x)e  P ( x ) dx = u(x) P(x) ]

[ ∵ [u(x)] = e =e 
dx dx   dx

d
Hence [u(x) y] = u(x) Q(x)
dx

Step 2 Integrate both sides with respect to x,

we have

u(x) y =  u(x) Q(x) dx

where u(x) = e 
1
u(x) 
P ( x ) dx
∴ y= u(x) Q(x) dx

(Remark: There is no need to include a constant of integration when integrating P,

since we just need one integrating factor.)

3-7
Example 4

dy
Solve the differential equation x  2y  x 2 given y = 1 when x = 1.
dx

Solution:

dy dy
First rewrite the equation x  2y  x 2 in the form of + P(x) y = Q(x)
dx dx
dy  2 
+  y=x … (*)
dx  x 
2 2
Then P(x) =
x
and  P( x ) dx =  x dx = 2 ln x = ln x 2

So an integrating factor is u(x)  e

P(x)dx
 eln x  x 2
2

Multiply both sides of (*) by x 2 , we have

dy 2
x2  x 2   (y)  x 2 (x)
dx x
dy
x2  2xy  x 3
dx
d 2
(x y)  x 3
dx

∴ x 2 y =  x 3 dx

x4
x2y  C
4
x2 C
y  (General Solution)
4 x2

Given y = 1 when x = 1, i.e. y(1) = 1

Substituting it into the general solution,
12 C
we have 1
4 12
3
∴ C=
4

x2 3
Hence y =  2 (Particular Solution)
4 4x

3-8
3.3 Second Order Linear Differential Equations with Constant Coefficients

The second order linear differential equations with constant coefficients are of the type
d2y dy
a 2
+b + cy = f(x) …(*)
dx dx
where a (≠0), b, c are constants and f(x) is a function of x.

d2y
This equation is called second order because its highest derivative of y with respect to x is .
dx 2
It is linear because only first degree terms in y and its derivatives occur and it is with constant
coefficients because the coefficients are constants (not variables).

A solution which contains a number of arbitrary constants equal to the order of the equation
(in this case two), is called the complete or general solutions.
Solutions obtained by giving particular values to the constants are called particular solutions.

Since solving a second order differential inevitably entails integrating twice, the general solution
of such an equation must include two arbitrary constants.

If f(x) = 0, the differential equation is said to be homogeneous,

otherwise it is non-homogeneous (inhomogeneous).

3-9
A. Linear Homogeneous Differential Equations with Constant Coefficients

The equation is of the form

d2y dy
a 2
+b + cy = 0 …(**)
dx dx

The general solution of the equation (**) is given by

y = Au + Bv
where y = u(x) and y = v(x) are particular and distinct solutions of (**)
and A and B are arbitrary constants.

Suppose we try a solution of the form y = emx

dy d2y
We have = memx and 2
= m2emx
dx dx

dy d 2 y
Then by substituting y, , into (**), we get (am2 + bm + c)emx = 0
dx dx 2
Hence y = emx is a solution of (**) if m is a root of the Auxiliary Equation az2 + bz + c = 0

Let m1 and m2 be the roots of the auxiliary equation and they can be obtained by the formula

 b  b 2  4ac b b 2  4ac
z= = 
2a 2a 2a

Hence y = e m1x and y = e m 2 x are both particular solutions of (**)

and the general solution is y = A e m1x + B e m 2 x , where A and B are arbitrary constants.

3-10
To solve the auxiliary quadratic equation
az2 + bz + c = 0

There are three possible cases:

(1) If b2 – 4ac > 0, m1 and m2 are real and distinct.

The general solution is y = A e m1x + B e m 2 x

(2) If b2 – 4ac = 0, m1 and m2 are real and equal.

Let m1 = m2 = m. Then the solution becomes
y = A e mx + B e mx = (A + B) e mx = C e mx
which is not a general solution as it contains only one arbitrary constant.
To obtain another independent solution, we try
y = xemx

dy mx mx d2y
We have = mxe + e and = m2xemx + 2memx
dx dx 2
d2y dy
Hence a 2
+b + cy = a(m2x + 2m)emx + b(mx + 1)emx + cxemx
dx dx
= [(am2 + bm + c)x + (2am + b)]emx
= (2am + b)emx ( ∵ am2 + bm + c = 0 )
   b   mx b
= 2a    b e ( ∵ b2 – 4ac = 0 ∴ m = – )
  2a   2a
=0

That is y = xemx is also a particular solution.

So the general solution is y = (Ax + B)emx

(3) If b2 – 4ac < 0, m1 and m2 are complex numbers.

Let m1 = p + qi
Then m2 = p – qi

Hence e m1x = e(p + qi)x = epx ·eqxi = epx [cos(qx) + i sin(qx)]

and e m 2 x = e(p – qi)x = epx ·e- qxi = epx [cos(qx) – i sin(qx)]

Thus the general solution becomes

y = Aepx [cos(qx) + i sin(qx)] + Bepx [cos(qx) – i sin(qx)]

or y = epx [C1 cos(qx) + C2 sin(qx)]

where C1 = A + B and C2 = (A – B)i are arbitrary constants.
3-11
Summary

To solve a differential equation of the form

d2y dy
a 2
+b + cy = 0
dx dx

1. Write down its auxiliary quadratic equation

az2 + bz + c = 0
and solve it.

2. Let m1 and m2 be the roots of the auxiliary equation and they can be obtained by the formula

 b  b 2  4ac b b 2  4ac
z= = 
2a 2a 2a

3. The general solution of the differential equation then takes one of the three forms as
shown in the table.

Nature of the roots of General solution of

the auxiliary quadratic equation the differential equation
b2 – 4ac > 0 Real, distinct roots, m1≠m2 y = A e m1x + B e m 2 x
b2 – 4ac = 0 Real, repeated roots, m1 = m2 = m y = (Ax + B)emx
b – 4ac < 0
2
Complex roots,
m1 = p + qi and m2 = p – qi y = epx [A cos(qx) + B sin(qx)]

3-12
Example 5

d2 y dy
Solve the differential equation 2
 2  8y  0 .
dx dx
Solution:

Auxiliary Equation: z2 + 2z – 8 = 0
(z + 4) (z – 2) = 0
∴ z = – 4 or z = 2

Hence the general solution is y = Ae- 4x + Be2x, where A and B are arbitrary constants.

Example 6

d2 y dy
Solve the differential equation 2
 6  9y  0 .
dx dx
Solution:

Auxiliary Equation: z2 – 6z + 9 = 0
(z – 3)2 = 0
∴ z = 3 (repeated)

Hence the general solution is y = (Ax + B)e3x , where A and B are arbitrary constants.

Example 7

d2 y dy
Solve the differential equation 2
 8  25y  0 .
dx dx
Solution:

Auxiliary Equation: z2  8z  25  0
(8)  (8) 2  4(1)(25)
∴ z=
2(1)
8  36

2
8  6i

2
 4  3i

Hence the general solution is y = e4x [Acos(3x)  Bsin(3x)] , where A and B are arbitrary constants.

3-13
B. Linear Non-Homogeneous Differential Equations with Constant Coefficients

To solve the equations of the form

d2y dy
a 2
+b + cy = f(x) …(*)
dx dx
where f(x) is a function of x.

Step1

We first consider the corresponding homogeneous equation obtained by putting f(x) = 0,

i.e. to solve the equation
d2y dy
a 2
+b + cy = 0 …(**)
dx dx

The general solution of the equation (**) is called the Complementary Function –– yc.
It is given by
yc = Au + Bv
where y = u(x) and y = v(x) are particular and distinct solutions of (**)
and A and B are arbitrary constants.

Step 2

Any solution of the equation (*) is called Particular Solution –– yp.

Obtain a particular solution yp of (*) by trial.

Step 3

The general solution of the equation (*) is then the sum of the complementary function of (**) and
any particular solution of (*), i.e. y = yc + yp

General Solution of (*) = Complementary Function of (**) + Particular Solution of (*)

Since yc can be obtained by the method in the last section, the only remaining problem is to find
a particular solution yp.

This may sometimes be done by inspection.

For example, the equation

d2y
+ y = 3x is clearly satisfied by y = 3x (Particular Solution)
dx 2

However, in all but very simple cases it is virtually impossible to find particular solutions by inspection
and, in general, other methods have to be used.
3-14
Method of Undetermined Coefficients

This method is based on assuming a trial form for the particular solution yp which depends
on the form of f(x) and contains some constants.
The trial function is then substituted into the equation and the constants so chosen that make it
to be a solution.

The following rules are useful in fixing the form of yp(x) for a particular form of f(x).

f(x) Trial Form: yp(x)

Exponential P ex (e.g. 3e 2 x ) K ex (e.g. Ke 2 x )
Polynomial P (e.g. 3) K0
Px + Q (e.g. 5x) K1 x + K0
Px2 + Qx + R (e.g. 2x2 – 1) K2 x2 + K1 x + K0
Trigonometric P cos(x) or P sin(x) K1 cos(  x) + K2 sin(  x)
[e.g. 2 sin(3x) ] [e.g. K1 cos(3x) + K2 sin(3x) ]

Remark: 1. K, K0, K1 and K2 are constants to be determined.

2. If the trial form is not a particular solution, then we try another form
by multiplying our initial choice by x or, if necessary, by x2.

3-15
Example 8

d2 y dy
Solve the equation 2
 5  6y  3e x .
dx dx

Solution:

Auxiliary Equation: z2  5z  6  0
(z – 2)(z – 3) = 0
∴ z = 2 or z = 3

Hence the complementary function is yc  Ae2x  Be3x , where A and B are arbitrary constants.

Try yp = Kex
dy p
Then = Kex
dx
2
d yp
and 2
= Kex
dx

If yp is a particular solution, then

Kex – 5(Kex ) + 6(Kex) = 3ex

2Kex = 3ex
3
∴ K=
2

3 x
Hence y p  e is a particular solution.
2

3
And the general solution is y  yc  y p  Ae2x  Be3x  e x , where A and B are arbitrary constants.
2

3-16
Example 9

d2 y dy
Find a particular solution of 2
 5  6y  3e2x .
dx dx

Solution:

Try yp = Ke2x
dy p
Then = 2Ke2x
dx
2
d yp
and = 4Ke2x
dx 2

If yp is a particular solution, then

4Ke2x – 5(2Ke2x) + 6 (Ke2x) = 3e2x

0 = 3e2x (contradiction !)

∴ Particular solution cannot be of the form yp = Ke2x

Try yp = Kxe2x
dy p
Then = Ke2x + 2Kxe2x
dx
2
d yp
and = 2Ke2x + 2Ke2x + 4Kxe2x = 4Ke2x + 4Kxe2x
dx 2

If yp is a particular solution, then

(4Ke2x + 4Kxe2x ) – 5(Ke2x + 2Kxe2x) + 6(Kxe2x) = 3e2x

– Ke2x = 3e2x
∴ K=–3

Hence y p  3xe 2x is a particular solution.

3-17
Example 10

d2 y dy
Find a particular solution of 2
 5  6y  36x .
dx dx

Solution:

Try yp = K1x + K0
dy p
Then = K1
dx
2
d yp
and =0
dx 2

If yp is a particular solution, then

0 – 5(K1) + 6(K1x + K0) = 36x

6 K1x + (6K0 – 5K1) = 36x

By comparing coefficients of x terms and the constant terms on both sides,

 6K1  36
we have  i.e. K1 = 6 and K0 = 5
6K 0  5K1  0

Hence y p  6x  5 is a particular solution.

3-18
Example 11

d2 y dy
Find a particular solution of 2
 5  6y  18x 2  11 .
dx dx

Solution:

Try y p  K 2 x 2  K1 x  K 0

dy p
Then  2K 2 x  K1
dx
2
d yp
and  2K 2
dx 2

If yp is a particular solution, then

2K 2  5(2K 2 x  K1 )  6(K 2 x 2  K1x  K 0 )  18x 2  11

6K 2 x 2  (10K 2  6K1 )x  (2K 2  5K1  6K 0 )  18x 2  11

By comparing coefficients of x2 terms, x terms and the constant terms on both sides,

 6K 2  18

we have 10K 2  6K1 0 i.e. K2 = 3, K1 = 5 and K0 = 5
 2K  5K  6K  11
 2 1 0

Hence y p  3x 2  5x  5 is a particular solution.

3-19
Example 12

d 2 y dy
Find a particular solution of   2x  1 .
dx 2 dx

Solution:

Try yp = K1x + K0
dy p
Then = K1
dx
2
d yp
and =0
dx 2

If yp is a particular solution, then

0 + K1 = 2x + 1 (contradiction !)

∴ Particular solution cannot be of the form yp = K1x + K0

Try yp = (K1x + K0)x = K1x2 + K0x

dy p
Then = 2K1x + K0
dx
2
d yp
and = 2K1
dx 2

If yp is a particular solution, then

2K1 + (2K1x + K0) = 2x + 1

2K1x + (2K1 + K0) = 2x + 1

By comparing coefficients of x terms and the constant terms on both sides,

 2K1  2
we have  i.e. K1 = 1 and K0 = –1
2K1  K 0  1

Hence y p  x 2  x is a particular solution.

3-20
Example 13

d2 y dy
Find a particular solution of 2
 5  6y  52sin(2x) .
dx dx

Solution:

Try yp  K1 cos(2x)  K 2 sin(2x)

dy p
Then  2K1 sin(2x)  2K 2 cos(2x)
dx
d 2 yp
and  4K1 cos(2x)  4K 2 sin(2x)
dx 2

If yp is a particular solution, then

[4K1 cos(2x)  4K 2 sin(2x)]  5[2K1 sin(2x)  2K 2 cos(2x)]  6[K1 cos(2x)  K 2 sin(2x)]  52sin(2x)
(10K1  2K 2 ) sin(2x)  (2K1  10K 2 ) cos(2x)  52sin(2x)

By comparing coefficients of sin(2x) terms and cos(2x) terms on both sides,

10K1  2K 2  52
we have  i.e. K1 = 5 and K2 = 1
2K1  10K 2  0

Hence yp  5cos(2x)  sin(2x) is a particular solution.

3-21
Example 14

d2 y dy
Solve the equation 2
 4y  3cos x given y = 0 and = 2 when x = 0.
dx dx

Solution:

Auxiliary Equation: z2 + 4 = 0
∴ z =  2i

Hence the complementary function is yc = A cos(2x) + B sin(2x), where A and B are arbitrary constants.

Try yp  K1 cos x  K 2 sin x

dy p
Then  K1 sin x  K 2 cos x
dx
2
d yp
and   K1 cos x  K 2 sin x
dx 2

If yp is a particular solution, then

(K1 cos x  K 2 sin x)  4(K1 cos x  K 2 sin x)  3cos x
3K1 cos x  3K 2 sin x  3cos x

By comparing coefficients of cos x terms and sin x terms on both sides,

 3K  3
we have  1 i.e. K1 = 1 and K2 = 0
3K 2  0

Hence yp  cos x is a particular solution.

And the general solution is y  yc  yp = A cos(2x) + B sin(2x) + cos x, where A and B are arbitrary constants.

Given y = 0 when x = 0, we have 0 = A cos[2(0)] + B sin[2(0)] + cos(0)

0 =A+ 1
∴ A = –1

y = – cos(2x) + B sin(2x) + cos x

dy
 2sin(2x)  2Bcos(2x)  sin x
dx
dy
Given = 2 when x = 0, we have 2  2sin[2(0)]  2Bcos[2(0)]  sin(0)
dx
2 = 2B
∴ B=1

Hence the particular solution is y = – cos(2x) + sin(2x) + cos x

3-22
3.4 Operator Method for Particular Integrals

A. The D Operator

d
Let the symbol D denote the operation of differentiation with respect to x, , so that
dx
dy d2 y d3 y dn y
Dy  , D2 y  D(Dy)  2 , D3 y  D(D 2 y)  3 , and Dn y  n , where n is a positive integer.
dx dx dx dx

The general nth order linear differential equation with constant coefficients may now be written
dn y d n 1y dy
in terms of the D operator as a n  a n 1   a1  a 0 y  F(D)y  f (x)
dx n dx n 1 dx
n
where F(D)   a i Di  a n D n  a n 1D n 1   a1D  a 0 is a polynomial in D of degree n.
i 0

d2 y dy
For example, 2
 4  3y  f (x) can be written as D2 y  4Dy  3y  f (x)
dx dx
and simplify as (D  4D  3)y  f (x) .
2

Remark: 1. F(D)[f (x)  g(x)]  F(D)[f (x)]  F(D)[g(x)]

and F(D)[kf (x)]  kF(D)[f (x)]

2. F(D) may be factorized in the same way as algebraic expressions.

The order in which the factors are written down is irrelevant.
F(D)  G(D)H(D)  H(D)G(D)

For example: D2  4D  3  (D  3)(D  1)  (D  1)(D  3)

The following are some useful results of the D operator:

1. F(D)ekx  F(k)ekx where k is a constant

2. F(D)[ekx U(x)]  ekx F(D  k)U(x)

3. F(D)sin(kx  m)  (AD  B)sin(kx  m) [Replace D 2 in F(D) by  k 2 ]

F(D)cos(kx  m)  (AD  B)cos(kx  m) [Replace D 2 in F(D) by  k 2 ]
where A and B are constants.

4. F(D)xU(x)  xF(D)U(x)  F'(D)U(x) where U(x) is an arbitrary function of x.

3-23
Example 15

Find
(a) (2D  5)e4x
(b) (6D2  4D  2)e3x

Solution:

(a) (2D  5)e4x  [2(4)  5]e4x  13e4x

(b) (6D2  4D  2)e3x  [6(3)2  4(3)  2]e3x  40e3x

Example 16

Find
(a) (D2  4D  1)(e2x sin x)
(b) (D2  4D  1)(e2x x3 )
(c) (D  2)4 (e2x cos x)

Solution:

(a) (D2  4D  1)(e2x sin x)  e2x [(D  2)2  4(D  2)  1]sin x

 e 2x (D 2  4D  4  4D  8  1) sin x
 e 2x (D 2  3) sin x
 e 2x ( sin x  3sin x)
 4e 2x s in x

(b) (D2  4D  1)(e2x x3 )  [(D  2)2  3](e2x x3 )

 e 2x [(D  2  2) 2  3]x 3
 e 2x (D 2  3)x 3
 e 2x (6x  3x 3 )

(c) (D  2)4 (e2x cos x)  e2x [(D  2  2)4 ]cos x

 e 2x (D 4 )(cos x)
 e 2x cos x

3-24
Example 17

Find
(a) (D4  5D2 1)sin(4x)
(b) (D4  2D2 )cos(3x)
(c) (D4  2D3  D2  D  1)sin(2x)

Solution:

(a) (D4  5D2 1)sin(4x)  [(42 )2  5(42 ) 1]sin(4x)  175sin(4x)

(b) (D4  2D2 )cos(3x)  [(32 )2  2(32 )]cos(3x)  99cos(3x)

(c) (D4  2D3  D2  D  1)sin(2x)  [(22 )2  2(22 )D  (22 )  D 1]sin(2x)

 (16  8D  4  D  1) sin(2x)
 (9D  13) sin(2x)
 18cos(2x)  13sin(2x)

Example 18

Find (D2  2D  3)x sin x .

Solution:

(D 2  2D  3)x sin x  x(D 2  2D  3) sin x  (D 2  2D  3) 'sin x

 x(D 2  2D  3) sin x  (2D  2) sin x
 x( sin x  2 cos x  3sin x)  (2 cos x  2sin x)
 x(2 cos x  4sin x)  2 cos x  2sin x

3-25
B. The Inverse Operator

1
Consider the equation Dy  f (x) , which gives y  f (x) .
D
dy
But Dy  f (x) , or equivalently  f (x) , is easily solved by writing y   f (x)dx ,
dx
1
So it is nature to make the definition f (x)   f (x)dx .
D
1
Therefore, the operator applied to a function means integrate the function.
D
1
Similarly, the operator applied to a function means integrate the function twice in succession, and so on.
D2
1 1
Operators like and 2 are called inverse operators.
D D

The general solution of an nth order differential equation must contain n independent arbitrary constants.
A solution which does not contains arbitrary constant is called particular integral.

1 2
For example, if Dy  x , then y   xdx  x  C is the general solution
2
1 1
and y p  x  x 2 is the particular integral of Dy  x .
D 2

1
In general, y p  f (x) is the particular integral of F(D)y  f (x) .
F(D)

Remark:

1
1. F(D) 1
F(D)

1 1 1
2. [f (x)  g(x)]  f (x)  g(x)
F(D) F(D) F(D)

1 1
3. [k(f (x)]  k f (x)
F(D) F(D)

3-26
The following are some useful results of the inverse operator:

 1
a F(0)  0
1 
1. 1  0
F(D)  1 xm F(0)  0
 F(m) (0)
where m is the smallest positive integer such that F(m) (0)  0

 1 kx
e F(k)  0
1 kx  F(k)
2. e 
F(D)  e kx 1
1 F(k)  0
 F(D  k)

G(D)x n F(0)  0
1 
3. xn   1
F(D)  m G1 (D)x
n
F(0)  0,i.e., F(D)  Dm F1 (D) and F1 (0)  0
D
1
where G(D) is a polynomial in D of degree n which is obtained by expanding in ascending
F(D)
powers of D and up to D n ;
1
and G1 (D) is a polynomial in D of degree n which is obtained by expanding in ascending
F1 (D)
powers of D and up to D n .

4. Let F(D)  DG(D2 )  H(D2 ) . Assume A  G(k 2 ) and B  H(k 2 ) are NOT BOTH zero. Then
1 1
sin(kx  m)  (AD  B)sin(kx  m)
F(D)  A k  B2
2 2

1 1
cos(kx  m)  (AD  B) cos(kx  m)
F(D) A k  B2
2 2

1 kx 1
5. e V(x)  ekx V(x)
F(D) F(D  k)

3-27
Example 19

Find a particular integral of the following differential equations by using operator method.
(a) (3D2  2D  4)y  1
(b) (3D2  2D)y  5
(c) (3D2 )y  7

Solution:

1 1
(a) y p  1 ( ∵ F(0)  0 )
3D  2D  4
2
4

1 1  1  5
(b) y p  55 2 1  5 x    x ( ∵ F(0)  0 and F(1) (0)  2 )
3D  2D
2
3D  2D  2  2

1 1 1  7
(c) y p  7  7 2 1  7  x2   x2 ( ∵ F(0)  0 , F(1) (0)  0 and F(2) (0)  6 )
6  6
2
3D 3D

Example 20

Find a particular integral of the following differential equations by using operator method.
(a) (D2  2D  3)y  e2x
(b) (D2  2D  3)y  4ex

Solution:

1 1 1
(a) yp  e2x  2 e2x  e2x ( ∵ F(2)  0 )
D  2D  3
2
2  2(2)  3 5

1 1
(b) yp  (4e x )  4e x 1 ( ∵ F(1)  0 )
D  2D  3
2
(D  1)  2(D  1)  3
2

1
 4e x 1
D  2D  1  2D  2  3
2

1
 4e x 2 1
D  4D
1 
 4e x  x  ( ∵ F(0)  0 and F(1) (0)  4 )
4 
 xex

3-28
Example 21

Find a particular integral of the following differential equations by using operator method.
(a) (D2  5D  6)y  36x
(b) (D2  5D  6)y  18x 2
(c) (D2  D)y  2x  1

Solution:

1
(a) y p  36x 1 5
D  5D  6
2  D
6 36
1 6  5D  D 2 1
 36 2 x
D  5D  6 5 1
1  D  D2
1 5  6 6
 36   D  x 5 1 2
D D
 6 36  6 6
1 5 
 36  x  (1) 
6 36 
 6x  5

1
(b) y p  18x 2
D  5D  6
2 1 5
 D
19 2
D 
6 36 216
1
 18 2 x2 6  5D  D 2 1
D  5D  6 5 1
1  D  D2
1 5 19 2  2 6 6
 18   D  D x 5 1 2
 6 36 216  D D
6 6
1 5 19 
 18  x 2  (2x)  (2)  5 25 5
D  D 2  D3
6 36 216  6 36 36
19 2 5 3
19 D  D
 3x 2  5x  36 36
6

1
(c) yp  (2x  1)
D D
2

1 1
2 2 x 2 1
D D D D
1 1 1
2 x 2 1
D D 1 D D 1 D 
1 1 1 D 1
 2 (1  D)x  x ( ∵ F(0)  0 and F(1) (0)  1 ) 1 D
D 1
D
1 
 2   1 x  x
D 
 x2 
 2  x   x
 2 
 x2  x
3-29
Example 22

Find a particular integral of the following differential equations by using operator method.
(a) (D2  4)y  cos(3x)
(b) (D2  3D  5)y  sin(x)
(c) (D2  5D  6)y  52cos(2x)

Solution:

1 1 1
(a) y p  cos(3x)  2 cos(3x)   cos(3x)
D 4
2
3  4 5

1 1
(b) y p  sin(x)  2 sin(x)
D  3D  5
2
1  3D  5
1
 sin(x)
3D  4
3D  4
 sin(x)
(3D  4)(3D  4)
3D  4
 sin(x)
9D 2  16
3D  4
 sin(x)
9(12 )  16
3D  4
 sin(x)
25
3 4
  cos(x)  sin(x)
25 25

1 1
(c) yp  52 cos(2x)  52 2 cos(2x)
D  5D  6
2
2  5D  6
1
 52 cos(2x)
2  5D
2  5D
 52 cos(2x)
(2  5D)(2  5D)
5D  2
 52 cos(2x)
4  25D 2
5D  2
 52 cos(2x)
4  25(22 )
52
 (5D  2) cos(2x)
104
1
 {5[2sin(2x)]  2 cos(2x)}
2
 5sin(2x)  cos(2x)

3-30
Example 23

Find a particular integral of the differential equation (D2  2D  4)y  ex sin(2x) by using operator method.

Solution:

1
yp  e x sin(2x)
D  2D  4
2

1
 ex sin(2x)
(D  1)  2(D  1)  4
2

1
 ex 2 sin(2x)
D  2D  1  2D  2  4
1
 ex 2 sin(2x)
D  4D  7
1
 ex sin(2x)
(2 )  4D  7
2

1
 ex sin(2x)
4D  3
4D  3
 ex sin(2x)
(4D  3)(4D  3)
4D  3
 ex sin(2x)
16D 2  9
4D  3
 ex sin(2x)
16(22 )  9
1
  e x (4D  3) sin(2x)
73
1
  e x [4  2 cos(2x)  3sin(2x)]
73
8 3
  e x cos(2x)  e x sin(2x)
73 73

3-31
Example 24

d2 y
Find the general solution of the differential equation  4y  x 2e3x by using operator method.
dx 2

Solution:

Auxiliary Equation: z2  4  0
∴ z  2

Hence the complementary function is yc  Ae2x  Be2x , where A and B are arbitrary constants.

(D 2  4)y  x 2 e3x
1
yp  e3x x 2
D 4
2

1
 e3x x2
(D  3)  4
2

1
 e3x 2 x2
D  6D  9  4 1 6 31 2
 D D 
1 5 25 125
 e3x 2 x2 5  6D  D 2 1
D  6D  5
6 1
1 6 31 2  2 1  D  D2
 e3x   D  D x 5 5
 5 25 125  6 1 2
 D D
1 6 31  5 5
 e3x  x 2  (2x)  (2)  6 36 6
5 25 125   D  D 2  D3
5 25 25
1 12 62  31 2 6 3
D  D
 e3x  x 2  x   25 25
5 25 125 

1 12 62 
Hence the general solution is y  y c  y p  Ae 2x  Be 2x  e3x  x 2  x  ,
5 25 125 
where A and B are arbitrary constants.

3-32