CHAPTER 3 : SOLUTIONS OF LINEAR DIFFERENTIAL

EQUATIONS

3.0 Introduction
Many of the basic laws of the physical sciences, biological and social sciences are
formulated in terms of mathematical relations involving certain known and unknown
quantities and its derivatives. Such relations are called differential equations. The order
of a differential equation is defined to be the order of the highest derivative appearing in
the equation. An n-th order differential equation is linear if it can be written in the form:

………… (1)
Where x (t) is the input and y (t) is the output.

A system characterized by a differential equation is dynamic (with memory), because

the value of the output y (t) at any instant time t depends not only on the value of x (t)
at that instant but also on the values of the derivatives of y (t) and x (t) at that instant,
which are dependent on the values of the derivatives of y (t) and x (t) at other instants
(initial conditions). Consider systems described by linear differential equations with
constant coefficients. The general form of a linear differential equation with constant
coefficient is:

……………… (2)

Where the C's are all constants. The total solution of a linear differential equation with
constant coefficient consists of two parts: the homogeneous solution and the
particular solution.

The homogeneous solution is a solution of (2) when x (t) and all its derivatives are set
to zero. That is, the homogeneous solution satisfies the equation:

……………… (3)
The homogeneous solution consists of terms of the form Aeαt , where A is an arbitrary
complex constant and α is a complex constant determined by the differential equation.

Substituting yh(t) = Ae αt into (3):

…… (4)

If α is a root of (4), yh(t) = Ae αt will satisfy (3).(4) is called the characteristic equation
of the differential (2). The roots of the characteristic equation, α 1 , α 2 ,........, α n −1 , α n are

called the characteristic roots of the differential equation.When the characteristic roots
of the differential equation are all distinct, the homogeneous solution will be:

…….. (5)

Where A1, A2, …, An-1, An are constants to be determined by some known boundary
conditions.

When the characteristic roots are not all distinct, the homogeneous solution will be of
slightly different form. Suppose that α 1 is a k-multiple root of the characteristic

equation, then corresponding to α 1 there will be k terms in the homogeneous solution:

.......... (6)
The general form of the homogeneous solution depends only on the differential
equation characterizing the system and does not depend on the input signal x (t).
However, the values of the constants A1, A2, …, An-1, An depends on the input x(t) and
the initial conditions of y(t).

The particular solution depends explicitly on x (t) and satisfies (2). The particular
solution is called the forced response of the system. The particular solution can be
obtained by inspection by using table 2.0 as a guide:
 TABLE 2.0

To determine the particuiar solution, first guess the general form and then determine
the multiplying constants in the general form by matching coefficients. The general form
of'the particular solution to some x (t) is listed in TABLE. 2.0. The total solution y(t) is
then:

y(t) = yh(t)+ yp(t)

The constants A1, A2, …, An-1, An in the homogeneous solution can be determined by a
set of boundary conditions by using the initial conditions.

In this subject, only linear first order and linear second order differential equation will be
considered.

3.1 Linear First Order Differential Equation

Usually in the form of:

…………………… (7)

3.1.1 Solving By Multiplication Factor

By multiplying the integrating factor e ∫

p ( t ) dt
on both sides of (7), then:
 …………. (8)

…………. (9)
Thus:

…………… (10)
Integrating both sides of (10):

……………… (11)

………………. (12)

Where yh(t) = homogeneous solution and

yp(t) = particular solution

and

If p(t) = constant = p, then

……………… (13)
Example 1 Solve the following Linear First Order equation:

Since p(t) = -1 and the integrating factor is e ∫ ( −1) tdt

By multiplying both sides by the integrating factor, then:

Integrating both sides:

Where the value of C is depends on the initial conditions.

3.1.2 Solving By Undetermined Coefficients (Classical Method)
Usually the form of a first order linear differential equation with Constant coefficient:

..................... (14)
The homogeneous solution is a solution of (14) when x (t) is set to zero. That is the
homogeneous solution satisfies the equation:

………………. (15)
The homogeneous solution consists of term of the form Ae αt , where A is an arbitrary
complex constant and α is a complex constant given by the differential equation.

Substituting yh (t) = Ae αt into (15), we obtain:

Which simplifies to

…………… (16)
If α is a root of (16), yh (t) = Ae αt will satisfy (15). The particular solution yp(t) depends
on the input x(t) and satisfies (1 ). The particular solution can be obtained by using
TABLE 2.0 as a guide.
To determine the particular solution, first guess the general form and then determine
the multiplying constant in the general form by matching coefficients. The general form
of the particular solution to some x(t) is listed in TABLE 2.0. The constant A in the
homogeneous solution is determined from the initial conditions. Once the constant is
determined, the total solution y(t) is completely determined. The total solution y(t) is
then :
y (t ) = y h (t ) + y p (t )
Example 2 Solve the following first order differential equation using the
undetermined coefficient method (Classical Method). Solve the
constants for the given initial conditions.
i) y’(t) – y (t) = e 2t
ii) y'(t) + 2y(t) = 0 ; y(0) = 1
3
iii) y’(t) + 2y(t) = t ; y(0) = 1
iv) y'(t) + 2y(t) = e − t ; y(0) = 0

v) y(t) + 2y(t) = e −2t ; y(0) = 0

vi) y(t) + 2y(t) = 5 sin (4t) ; y(0) = 0.
 dy(t)
i) − y(t) = e 2t
dt

Homogeneous solution :

dy h (t)
Substitute yh(t) and into system equation:
dt

α = 1 and hence y h (t) = Ae t

Particular solution:

Total solution:

→ Same form as y(t)in example 1

dy(t)
ii) + 2y(t) = 0, y(0) = 1
dt
Homogeneous solution:
 dy h (t)
Substitute yh(t) and into system equation:
dt

α = −2 and hence y h (t) = Ae -2t

Particular solution:

The solution-involves only the homogeneous solution since the input is zero.

Total solution:

Substitute y(0) and we get.

dy(t)
iii) + 2y(t) = t 3 , y(0) = 1
dt
Homogeneous solution

dy h (t)
Substitute yh(t) and into system equation:
dt

α = −2 and hence y h (t) = Ae -2t

Particular solution :

Substitute yp(t) and yp'(t) into system equation, we get

By comparing coefficients:

Total solution:

Substitute into y(0):

dy(t)
iv) + 2y(t) = e -t , y(0) = 0
dt
Homogeneous solution
 dy h (t)
Substitute yh(t) and into system equation:
dt

α = −2 and hence y h (t) = Ae -2t

Particular Solution:

Substitute yp(t) and yp'(t) into system equation, we get

Total Solution:

Substitute into y(0):

dy(t)
v) + 2y(t) = e - 2t , y(0) = 0
dt
Homogeneous solution

dy h (t)
Substitute yh(t) and into system equation:
dt
α = −2 and hence y h (t) = Ae -2t

Particular Solution:

Substitute yp(t) and yp'(t) into system equation, we get

Comparing coefficients:

Total Solution:

Substitute into y(0):

dy(t)
vi) + 2y(t) = 5sin(4t), y(0) = 0
dt

Homogeneous solution:

dy h (t)
Substitute yh(t) and into system equation:
dt
α = −2 and hence y h (t) = Ae -2t

Particular Solution:

Substitute yp(t) and yp'(t) into system equation, we get

Comparing coefficients:

Total Solution:

Substitute into y(0):

3.2 Second Order Differential Equation

A second-order differential equation is linear if it has the form:

d 2 y(t) dy(t)
2
+ A(t) + B(t)y(t) = x(t) ……………. (17)
dt dt
The system is linear time invariant if A(t) and B(t) are constant. To solve the
homogenous solution, first set the input x(t) equal to zero. Hence (17) becomes:

d 2 y(t) dy(t)
2
+ A(t) + B(t)y(t) = 0 .......................... (18)
dt dt
Substituting yh(t) = Ce αt into equation (18):

Cα 2 e αt + CAαe αt + CBe αt = 0
(
Ce αt α 2 + Aα + B = 0 )
∴ (α 2
+ Aα + B ) = 0 Characteristic Equation

− A ± A2 − 4B
α1 ,α 2 = Characteristic roots
2
y h (t) = C 1e α1t + C 2 e α1t

To find the characteristic roots of the second-order differential equation leads to 4

possibilities:
1. Two distinct real values for α 1 and α 2 (when A2- 4B > 0).

2. Two equal real roots for α 1 and α 2 (when A2- 4B = 0).

3. Two complex conjugate roots for α 1 and α 2 (when A2- 4B < 0)

4. Two purely imaginary roots for α 1 and α 2 (when A= 0 and B is positive).

The form of yh(t) depends on the different cases for α 1 and α 2 .

The particular solution can be determined from the general form in TABLE 2.0, and
then determine the multiplying constants by matching coefficients. The constants C1
and C2 in the homogeneous solution are determined from the initial conditions. Once
the constants are determined, the total solution y(t) is completely determined. The total
solution y(t) is then :
y(t) = y h (t) + y p (t)

3.2.1 Case 1: Two distinct real values for α 1 and α 2 (when A2 - 4B>0)

− A ± A2 − 4B
α1 ,α 2 =
2
y h (t) = C 1e α1t + C 2 e α1t

EXAMPLE 3

d 2 y(t) dy(t)
i) Solve: 2
+3 - 4y(t) = t 2 , y(0) = 1, y' (0) = 0
dt dt
Homogeneous Solution, x (t) = 0:

Characteristic equation: α 2
+ 3α − 4 = 0
( α + 4 )( α − 1 ) = 0
Characteristic roots: α 1 = − 4,α 2 = 1
Homogeneous Solution, yh (t): y h ( t ) = C 1e − 4 t + C 2 e t

Particular Solution:

y P ( t ) = B 2 t 2 + B 1t + B 0
y 'P ( t ) = 2 B 2 t + B1
y "P (t ) = 2 B 2
Substitute into system equation y" (t) + 3y' (t) - 4y(t) = t 2 :

2 B 2 + 3 ( 2 B 2 t + B 1 ) − 4 ( B 2 t 2 + B 1t + B 0 ) = t 2

Comparing Coefficient:
1
t2 : 4B2 = 1 ∴ B2 = −
4
3
t : 6 B 2 − 4 B1 = 0 ∴ B1 = −
8
13
t0 : 2 B 2 + 3 B1 − 4 B 0 = 0 ∴ B0 = −
32
1 2 3 13
y P (t ) = − t − t −
4 8 32

Total solution:

y (t ) = y h (t ) + y P (t )
− 4t 1 3 13
y ( t ) = C 1e + C 2e t
− t 2
− t −
4 8 32
− 4 t 1 3
y ' ( t ) = − 4 C 1e + C 2 e t
− t 2
−
2 8
Insert the initial condition:
13
y (0 ) = C 1 + C 2 − = 1
32
3
y '(0 ) = − 4 C 1 + C 2 − = 0
8
Simultaneous equation:
45
C1 + C 2 =
32
3
− 4C1 + C 2 =
8
33 6
C1 = and C2 =
160 5

33 − 4t 6 t 1 2 3 13
Total equation: ∴ y (t ) = e + e − t − t −
160 5 4 8 32

d 2 y(t) dy(t)
ii) Solve: 2
+3 - 4y(t) = e -4t , y(0) = 1, y' (0) = 0
dt dt
Homogeneous Solution, x (t) = 0:

Characteristic equation: α 2
+ 3α − 4 = 0
( α + 4 )( α − 1 ) = 0
Characteristic roots: α 1 = − 4,α 2 = 1
Homogeneous Solution, yh (t): y h ( t ) = C 1e − 4 t + C 2 e t

Particular Solution:

y P ( t ) = B 1 te − 4 t Since ‘-4’ is one of the characteristic roots of the system

equation.
−4 t −4 t
y 'P ( t ) = B 1e − 4 B 1 te
y " P ( t ) = − 4 B 1 e − 4 t + 16 B 1 te − 4 t − 4 B 1 e − 4 t

Substitute into system equation y" (t) + 3y' (t) - 4y(t) = e -4t :

16 B 1 te −4t
(
− 8 B 1 e − 4 t + 3 B 1 e − 4 t − 4 B 1 te −4t
)+ 4 B 1 te −4t
= e −4t

Comparing Coefficient:
−4t
te : 16 B 1 − 12 B 1 − 4 B 1 = 0

1
e − 4t : − 8 B 2 + 3 B1 = 1 ∴ B1 = −
5
 1 −4t
y P (t ) = − te
5

Total solution:

y (t ) = y h (t ) + y P (t )
− 4 t 1 − 4 t
y ( t ) = C 1e + C 2e t
− te
5
− 4 t 4 − 4 t 1 − 4 t
y ' ( t ) = − 4 C 1e + C 2 e t
+ te − te
5 5

Insert the initial condition:

y (0 ) = C 1 + C 2 = 1
1
y '(0 ) = − 4 C 1 + C 2 − = 0
5

Simultaneous equation:
C1 + C 2 = 1
1
− 4C1 + C 2 =
5
4 21
C1 = and C2 =
25 25

4 21 t 1
Total equation: ∴ y (t ) = e − 4t + e − te − 4t

25 25 5

3.2.2 Case 2: Two equal real roots for α 1 and α 2 (when A2- 4B = 0)

A
α1 = α 2 = − 2 repeated roots case
2
y h (t) = C 1e α1t + C 2 te α1t

EXAMPLE 4:

d 2 y(t) dy(t)
i) Solve: 2
+4 + 4y(t) = 4cos(10t), y(0) = 1, y' (0) = 0
dt dt
Homogeneous Solution, x (t) = 0:

Characteristic equation: α 2
+ 4α + 4 = 0
( α + 2 )( α + 2 ) = 0
Characteristic roots: α 1 = − 2,α 2 = − 2
Homogeneous Solution, yh (t): y h ( t ) = C 1 e − 2 t + C 2 te − 2 t

Particular Solution, x (t) = 4 cos(10t):

y P ( t ) = B 1 cos( 10 t ) + B 2 sin( 10 t )
y ' P ( t ) = − 10 B 1 sin( 10 t ) + 10 B 2 cos( 10 t )
y " P ( t ) = − 100 B 1 cos( 10 t ) − 100 B 2 sin( 10 t )

Substitute into system equation y" (t) + 4y' (t) + 4y(t) = 4cos(10t) :

− 100 B 1 cos( 10 t ) − 100 B 2 sin( 10 t ) − 40 B 1 sin( 10 t ) + 40 B 2 cos( 10 t )

+ 4 B 1 cos( 10 t ) + 4 B 2 sin( 10 t ) = 4 cos( 10 t )

Comparing Coefficient:

cos( 10 t ) : − 100 B 1 + 40 B 2 + 4 B 1 = 4

− 96 B 1 + 40 B 2 = 4

sin( 10 t ) : − 100 B 2 − 40 B 1 + 4 B 2 = 0

− 96 B 2 − 40 B 1 = 0

4 40
0 − 96 − 4 × 96 − 384 6
B1 = = = =−
− 96 40 (96) × (96) + (40) × (40) 10816 169
− 40 − 96

− 96 4
− 40 0 160 5
B2 = = =
− 96 40 10816 338
− 40 − 96

6 5
y P (t ) = − cos( 10 t ) + sin( 10 t )
169 338
Total solution:

y (t ) = y h (t ) + y P (t )
−2t −2t 6 5
y ( t ) = C 1e + C 2 te − cos( 10 t ) + sin( 10 t )
169 338
− 2 t − 2 t − 2 t 60 50
y ' ( t ) = − 2 C 1e − 2C 2 te + 2C 2 e + sin( 10 t ) + cos( 10 t )
169 338

Insert the initial condition:

6
y (0 ) = C 1 − = 1
169
50
y '(0 ) = − 2 C 1 + C 2 + = 0
338

Simultaneous equation:
175 325
C1 = and C2 =
169 169

Total equation:
175 − 2t 325 − 2t 6 5
∴ y (t ) = e + te − cos( 10 t ) + sin( 10 t )
169 169 169 338

3.2.3 Case 3:Two complex conjugate roots for α 1 and α 2 (when A2- 4B=0)

− A + j 4B − A2
α1 =
2

− A − j 4B − A2
α2 =
2
A ⎛ 4B − A 2 ⎞ A ⎛ ⎞
⎟t + C 2 e 2 sin⎜ 4B − A
2
− t − t
y h (t) = C1 e 2
cos⎜ ⎟t
⎜ 2 ⎟ ⎜ 2 ⎟
⎝ ⎠ ⎝ ⎠

EXAMPLE 5:

d 2 y(t) dy(t)
Solve: 2
+2 + 6y(t) = 10, y(0) = 1, y' (0) = 0
dt dt
Homogeneous Solution, x (t) = 0:

Characteristic equation: α 2
+ 2α + 6 = 0
(α + 1 + j 5 )( α + 1 − j 5) = 0

Characteristic roots: α1 = −1 − j 5 , α 2 = −1 + j 5

Homogeneous Solution, yh(t):

y h ( t ) = C 1 e − t cos ( 5 ).t + C 2 e − t sin ( 5 ).t

Particular Solution:

y P (t ) = B .

y 'P (t ) = 0
y"P (t ) = 0
Substitute into system equation y" (t) + 2y' (t) + 6y(t) = 10 :

5
6 B = 10 ⇒∴ B =
3
5
y P (t ) =
3
Total solution:

y (t ) = y h (t ) + y P (t )

y ( t ) = C 1e − t
cos ( )
5 .t + C 2 e − t
sin ( )
5 .t +
5
3

y ' (t ) = − C1e − t cos ( 5 ).t − 5C1e − t sin ( 5 ).t − C e 2

−t
sin ( 5 ).t + 5C 2 e − t cos ( 5 ).t
Insert the initial condition:
5
y (0 ) = C 1 + = 1
3
y '(0 ) = − C 1 + 5C 2 = 0

Simultaneous equation:
2 2
C1 = − and C2 = −
3 3 5
Total equation:

∴ y (t ) = −
2 −t
3
e cos ( 5 ).t −
3
2
5
e − t sin ( 5 ).t +
5
3
 3.2.4 Case 4: Two purely imaginary roots for α 1 and α 2 (when A = 0)

j 4B
α1 = + = j B
2
j 4B
α2 = − =−j B
2
( ) ( )
y h (t) = C 1cos B t + C 2 sin B t

EXAMPLE 6:

d 2 y(t)
Solve: + y(t) = te 2t , y(0) = 1, y' (0) = 0
dt 2

Homogeneous Solution, x (t) = 0:

Characteristic equation: α 2
+1= 0
( α + j 1 )( α − j 1 ) = 0

Characteristic roots: α 1 = j 1,α 2 = j 1

Homogeneous Solution, yh (t): y h ( t ) = C 1 cos .t + C 2 sin .t

Particular Solution:

y P ( t ) = B 1 te 2 t + B 2 e 2 t = e 2 t (B 1 t + B 2 )
y ' P ( t ) = 2 B 1 te 2 t + B 1 e 2 t + 2 B 2 e 2 t
y " P ( t ) = 4 B 1 te 2 t + 4 B 1 e 2 t + 4 B 2 e 2 t
Substitute into system equation y" (t) + y(t) = te 2t :

4 e 2 t (B 1 t + B 2 ) + 4 B 1 e 2 t + B 1 te 2t
+ B 2 e 2 t = te 2t

Comparing Coefficient:

1
te2t : 4B1 + B1 = 1 ∴ B1 =
5
4
e 2 t : 5 B 2 + 4 B1 = 0 ∴ B2 = −
25
1 2t 4 2t e 2t ⎛ 4⎞
y P ( t ) = te − e = ⎜t − ⎟
5 25 5 ⎝ 5⎠
Total solution:

y (t ) = y h (t ) + y P (t )
2t
e ⎛ 4 ⎞
y (t ) = C 1 cos . t + C 2 sin . t + ⎜t − ⎟
5 ⎝ 5 ⎠
The values of C1 and C 2 can be determined from the initial conditions.

3.3 Applications of Linear Differential Equation

Example 7:

Figure 2
i) Find the differential equation relating v (t) and e (t) for the above figure.
2 1 1
ii) Given that R = Ω, C = F and L = H . Determine v (t) if e (t) = 5 + 5 cos (10t).
5 2 3
Given the initial conditions are v(0) = 0 and v'(0) = 0.

Solution:
At Loop I1 (t):

But for the voltage and current flow through capacitance and inductance are:

TABLE 3.0
Current, I (A) Voltage, V (volt)
Since voltage drop at capacitor and inductor are equal (parallel):

Differentiate both sides of equation with respect to t:

Substitute the values of R, L and C into the system equation:

V" (t) + 5V' (t) + 6V(t) = 5e' (t)

V (t) can be determined using the undetermined coefficient method that has been
covered before.

Example 8:
IC(t)

IL(t)

Figure 3
Refer to the circuit in Figure 3, find the differential equation relating between I (t) and V
(t).
Solution:
I (t ) = I L (t ) + I C (t )............................................(1)
1
L∫
I L (t ) = V L (t )dt............................................(2)

dV (t )
I C (t ) = C C ...............................................(3)
dt

Insert (2) and (3) into (1):

1 dV (t )
I (t ) =
L ∫ VL (t )dt + C C
dt
Where V L (t ) = VC (t ) (parallel)

Differentiate both sides of equation with respect to t:

d d 2VC (t ) 1 dI (t )
x : C 2
+ V (t ) =
dt dt L dt
1 d 2VC (t ) 1 1 dI (t )
x : 2
+ V (t ) =
C dt LC C dt

3.4 Zero Input Response and Zero State response

Zero Input Response:

Zero input response is the response of the system when the input is set to zero.

Zero State Response:

Zero state response is the response of the system when the initial conditions are set to
zero.

The total response of the system is the sum of the zero input response and the zero
state response.

Example 9:
Determine the zero input response and zero state response of y(t) and hence find y(t).

d 2 y(t) dy(t)
2
+3 - 4y(t) = t 2 , y(0) = 1, y' (0) = 0
dt dt
Solution:

Zero Input Response:

(Input, x (t) = 0 but initial conditions remain the same i.e: y(0) = 1, y' (0) = 0 )

Characteristic equation: α 2
+ 3α − 4 = 0
( α + 4 )( α − 1 ) = 0
Characteristic roots: α 1 = − 4,α 2 = 1
Zero input: y zi ( t ) = C 1 e − 4 t + C 2 e t

Substitute the initial conditions:

y zi ( t ) = C 1 + C 2 = 1
y zi ' ( t ) = − 4 C 1 + C 2 = 0
1 4
C1 = and C2 =
5 5
1 − 4t 4
y zi ( t ) = e + et
5 5

Zero State Response:

(Initial conditions are set to zero, i.e: y(0) = 0, y' (0) = 0 but input remain the same

i.e: x(t) = t 2 )

Characteristic equation: α 2
+ 3α − 4 = 0
( α + 4 )( α − 1 ) = 0
Characteristic roots: α 1 = − 4,α 2 = 1
Homogenous solution: y h ( t ) = C 1e − 4 t + C 2 e t

Particular Solution: y P ( t ) = B 2 t 2 + B 1t + B 0
y 'P ( t ) = 2 B 2 t + B1
y"P (t ) = 2 B 2
Substitute into system equation y" (t) + 3y' (t) - 4y(t) = t 2 :

2 B 2 + 3 ( 2 B 2 t + B 1 ) − 4 ( B 2 t 2 + B 1t + B 0 ) = t 2
Comparing Coefficient:
1
t2 : 4B2 = 1 ∴ B2 = −
4
3
t : 6 B 2 − 4 B1 = 0 ∴ B1 = −
8
13
t0 : 2 B 2 + 3 B1 − 4 B 0 = 0 ∴ B0 = −
32
1 2 3 13
y P (t ) = − t − t −
4 8 32

y zs ( t ) = y h ( t ) + y P ( t )
− 4 t 1 3 13
y ZS ( t ) = C 1e + C 2e t
− t 2
− t −
4 8 32
− 4 t 1 3
y ' ZS ( t ) = − 4 C 1 e + C 2 e t
− t 2
−
2 8

Insert the initial condition, y(0) = 0, y' (0) = 0 :

13
y (0 ) = C 1 + C 2 − = 0
32
3
y '(0 ) = − 4 C 1 + C 2 − = 0
8

Simultaneous equation:
13
C1 + C 2 =
32
3
− 4C1 + C 2 =
8
1 2
C1 = and C2 =
160 5

1 − 4t 2 t 1 2 3 13
∴ y ZS ( t ) = e + e − t − t −
160 5 4 8 32

Total solution:
y ( t ) = y zi ( t ) + y zs ( t )
1 4 1 −4t 2 t 1 2 3 13
y ZS (t ) = e − 4t + e t + e + e − t − t−
5 5 160 5 4 8 32

33 − 4t 6 t 1 2 3 13
∴ y (t ) = e + e − t − t −
160 5 4 8 32

The answer is the same as in Example 3 (case 3.2.1).