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Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 04-10-2007)
dn y d n −1y dn −2 y
+ p1 + p2 + ......... + p n y = X ,
dx n dx n −1 dx n − 2
where p1 , p 2 ,................., p n and X are the functions of x only.
dn y d n −1y dn −2 y
+ k1 + k2 + ......... + k n y = X ,
dx n dx n −1 dx n − 2
where k1 , k 2 ,..................., k n are constants and X is either a constant or a function of x
only.
Linear Differential Equations: Definitions, Rules for finding the complementary function 2
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
IMPORTANCE:
Linear differential equations are most important in the study of electro-
mechanical vibrations and other engineering problems. These equations play a
dominant role in unifying apparently different theories of mechanical and electrical
systems just by renaming the variables. This similarity has an important practical
application. Since electrical circuits are easier to assemble, less expensive and
accurate measurements can be made of electrical quantities, we construct equivalent
electrical models of complicated mechanical systems to study their displacements.
There are some more applications such as deflection of beams, whirling of shafts,
electrical transmission lines etc.
We will discuss these applications soon after the completion of this chapter.
The Operator D:
d dy
The part of the symbol may be regarded as an operator such that when it
dx dx
operates on y, the result is the derivative of y.
d2 d3 dn
Similarly, , , ….., may be regarded as operators.
dx 2 dx 3 dx n
d d2 d3 dn
Denoting ≡ D, ≡ D2 , ≡ D 3 ,........., ≡ Dn
dx 2 3 n
dx dx dx
dy d2y 2 d3y
so that = Dy, 2
= D y, 3
= D3 y etc.
dx dx dx
Thus, the symbol D is a differential operator or simply an operator.
Written in symbolic form, equation
dn y d n −1y dn −2 y
+ k1 + k2 + ......... + k n y = X becomes
dx n dx n −1 dx n − 2
(D n
+ k1D n −1 + ........... + k n y = X )
i.e. f (D )y = X,
i. e. The polynomial f (D ) can be factorized by ordinary rules of algebra and factors may
be taken in any order. For instance
d2y
dx 2
+2
dy
dx
( )
− 3y = D 2 + 2D − 3 y = (D + 3)(D − 1)y ⇒ (D − 1)(D + 3)y .
Theorem:
If y1 , y 2 are only two solutions of the equation
dn y d n −1 y d n −2 y
+ k1 + k2 + ......... + k n y = 0 , (1)
dx n dx n −1 dx n −2
then c1y1 + c 2 y 2 (= u ) is also its solution.
Proof: Since y = y1 and y = y 2 are solutions of (1).
d n y1 d n −1 y1 d n −2 y1
∴ + k1 + k2 + ......... + k n y1 = 0 (2)
dx n dx n −1 dx n −2
dn y2 d n −1 y 2 dn −2 y2
and + k1 + k2 + ......... + k n y 2 = 0 (3)
dx n dx n −1 dx n − 2
If c1, c 2 be two arbitrary constants, then
d n (c1 y1 + c 2 y 2 ) d n −1 (c1 y1 + c 2 y 2 )
= + k1 + .......... + k n (c1 y1 + c 2 y 2 )
dx n dx n −1
d n y1 d n −1 y1 dn y2 d n −1 y 2
= c1 + k1 + ......... + k n y1 + c 2 + k1 + ......... + k n y 2
dx n dx n −1 dx n dx n −1
= c1 (0) + c 2 (0) = 0 . [by (2) and (3)]
dnu d n −1u
⇒ + k1 + ............. + k n u = 0 , (4)
dx n dx n −1
which shows that c1y1 + c 2 y 2 (= u ) is also the solution of equation (1).
This proves the theorem.
Linear Differential Equations: Definitions, Rules for finding the complementary function 4
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
Remarks:
1. Since the general solution of a differential equation of the nth order contains n arbitrary
constants, then it follows from above that, if y1 , y 2 , y 3 ,.................., y n , are n
Theorem:
If y = u is the complete solution of the equation f (D) y = 0 and y = v is a
particular solution (containing no arbitrary constants) of the equation f (D) y = X , then
the complete solution of the equation f (D) y = X is y = u + v .
Proof: If y = v be any particular solution of
dn y d n −1y
+ k1 + ......... + k n y = X , (5)
dx n dx n −1
dn v d n −1v
then + k1 + ......... + k n v = X . (6)
dx n dx n −1
Adding (4) and (6), we get
d n (u + v ) d n −1 (u + v )
+ k1 + ............... + k n (u + v ) = X
dx n dx n −1
Thus, y = u + v satisfies the equation f (D) y = X .
Hence it is the complete solution (C.S.) because it contains n arbitrary constants.
The part u is called the complementary function (C.F.) and
the part v is called the particular integral (P.I.) of f (D) y = X .
∴ The complete solution (C. S.) of f (D) y = X is y = C.F. + P.I.
Thus, in order to find the solution of f (D) y = X , we have to first find the C.F. of
f (D) y = 0 and then find out P. I. of f (D) y = X .
Auxiliary Equation (A.E.):
Consider the differential equation
dn y d n −1y dn −2 y
+ k1 + k2 + ......... + k n y = 0 , where k’s are constants. (i)
dx n dx n −1 dx n − 2
The equation (i) in symbolic form is
Linear Differential Equations: Definitions, Rules for finding the complementary function 5
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
D n − 2 y = m n − 2 e mx , D n −1 y = m n −1e mx , D n y = m n e mx .
(m n + k1m n −1 + k 2 m n − 2 + ......... + k n )e mx = 0
⇒ m n + k1m n −1 + k 2 m n − 2 + ......... + k n = 0 , since e mx ≠ 0 . (iii)
Thus, the equation obtained by putting y = e mx in the symbolic form of the differential
equation and equating to zero is called the auxiliary equation or briefly written as A.E.
(D − m n )y = 0 ⇒ dy − m n y = 0 .
dx
(− m n )dx
This is a Leibnitz’s linear equation and I.F. = = e ∫ == e ∫
Pdx
= e−m n x .
Linear Differential Equations: Definitions, Rules for finding the complementary function 6
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
∴ Its solution is ye − m n x = c n ⇒ y = c n e m n x .
Similarly, since the factors in (iii) can be taken in any order, it will be satisfy by the
( ) ( )
y e −m1x = ∫ c1e m1x e −m1x dx + c 2 = c1x + c 2 ⇒ y = (c1x + c 2 )e m1x .
If, however, the auxiliary equation has three equal roots ( m1 = m 2 = m3 ), then the
complete solution is
( )
y = c1 x 2 + c 2 x + c 3 e m1x + c 4 e m 4 x + .......... + c n e m n x .
Linear Differential Equations: Definitions, Rules for finding the complementary function 7
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
y = c1e (α + iβ )x + c 2 e (α − iβ )x + c 3 e m 3 x + ............. + c n e m n x
( )
y = e α x c1e i β x + c 2 e −i βx + c 3e m 3 x + ............. + c n e m n x
( )
i.e. m n + k1m n −1 + ......... + k n −1m + k n = 0 and solve it for m.
(ii) Write the complementary function as follow:
Roots of Auxiliary Equation (A.E.) Complementary Function (C.F.)
1. m1 , m 2 , m 3 ,....... c1e m1x + c 2e m 2 x + c3e m3 x + ........
(real and different roots)
2. m1 , m 2 , m 3 ,.......
(c1x + c 2 )e m1 x + c 3e m 3 x + ........
(two real and equal roots)
3. m1 , m 2, m 3 , m 4 ,.......
(three real and equal roots)
(c1x 2 + c 2 x + c3 )e m x + c 4e m x + ........
1 3
d2y dy
Q.No.1.: Solve the following differential equation: + − 2y = 0 .
dx 2 dx
(
Ans.: Given equation in symbolic form is D 2 + D − 2 y = 0 . )
( )
Its auxiliary equation is m 2 + m − 2 = 0 ⇒ (m + 2)(m − 1) = 0 ⇒ m = −2, 1 .
Here roots are real and different.
d3y dy
Q.No.2.: Solve the following differential equation: −7 − 6y = 0 .
dx 3 dx
(
Sol.: The given equation in symbolic form is D 3 − 7D − 6 y = 0 . )
Its auxiliary equation is m 3 − 7 m − 6 = 0 ⇒ (m + 1)(m + 2)(m − 3) = 0
⇒ m = −1, − 2, 3 .
Here roots are real and different.
d 2x dx
Q.No.3.: Solve the following differential equation: + 3a − 4a 2 x = 0 .
dt 2 dt
(
Sol.: The given equation in symbolic form is D 2 + 3aD − 4a 2 x = 0 . )
Its auxiliary equation is
d 2x dx
Q.No.4.: Solve the following differential equation: 2
+6 + 9x = 0 .
dt dt
(
Sol.: Given equation in symbolic form is D 2 + 6D + 9 x = 0 . )
( )
Its auxiliary equation is m 2 + 6m + 9 = 0 ⇒ (m + 3)2 = 0 ⇒ m = −3, − 3 ,
which are two repeated roots.
Linear Differential Equations: Definitions, Rules for finding the complementary function 9
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
d3y d2y dy
Q.No.5.: Solve the following differential equation: 3
−3 2
+3 −y = 0.
dx dx dx
(
Sol.: The given equation in symbolic form is D3 − 3D 2 + 3D − 1 y = 0 . )
Its auxiliary equation is m 3 − 3m 2 + 3m − 1 = 0 ⇒ (m − 1)3 = 0 .
⇒ m = 1, 1, 1 ,
which are three repeated roots.
(
Thus, the complete solution (C.S.) is y = c1x 2 + c 2 x + c3 e x . )
Q.No.6.: Solve the following differential equation: 4 y ′′′+ 4y ′′+ y ′= 0 .
(
Sol.: The given equation in symbolic form is 4D3 + 4D 2 + D y = 0 . )
( ) (
Its auxiliary equation is 4m 3 + 4m 2 + m = 0 ⇒ m 4m 2 + 4m + 1 = 0 ⇒ m(2m + 1)2 = 0 )
1 1
⇒ m = 0, − , − .
2 2
Here roots are real roots of which two roots are equal.
Thus, the complete solution (C.S.) is
y = c1e0 x + (c 2 x + c3 )e − x / 2 ⇒ y = c1 + (c2 x + c3 )e − x / 2 .
(
Q.No.7.: Solve the following differential equation: D 3 − 4D 2 + 4D y = 0 . )
(
Sol.: The given equation is D 3 − 4D 2 + 4D y = 0 . )
(
Its auxiliary equation is m 3 − 4m 2 + 4m = 0 ⇒ m m 2 − 4m + 4 = 0 . )
⇒ m(m − 2)2 = 0 ⇒ m = 0, 2, 2 .
Here roots are real and out of which two roots are equal.
Thus, the complete solution (C.S.) is
y = c1e 0 x + (c 2 x + c 3 )e 2 x ⇒ y = c1 + (c 2 x + c 3 )e 2 x .
(
Q.No.8.: Solve the following differential equation: D 3 + D 2 + 4D + 4 y = 0 . )
(
Sol.: The given equation is D 3 + D 2 + 4D + 4 y = 0 . )
Its auxiliary equation is
Linear Differential Equations: Definitions, Rules for finding the complementary function 10
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
d 4x
Q.No.9.: Solve the following differential equation: + 4x = 0 .
dt 4
(
Sol.: Given equation in symbolic form is D 4 + 4 x = 0 . )
Its auxiliary equation is
( )
m 4 + 4 = 0 ⇒ m 4 + 4m 2 + 4 − 4m 2 = 0 ⇒ m 2 + 2 ( )2 − (2m)2 = 0
⇒ (m 2 + 2m + 2)(m 2 − 2m + 2) = 0
⇒ m 2 + 2m + 2 = 0 , m 2 − 2m + 2 = 0
−2± −4 2± −4
⇒m= and ⇒ m = −1 ± i and 1 ± i .
2 2
Here two pairs of roots are imaginary.
Thus, the complete solution (C.S.) is x = e − t (c1 cos t + c 2 sin t ) + e t (c3 cos t + c 4 sin t ) .
d3y
Q.No.10.: Solve the following differential equation: +y = 0.
dx 3
(
Sol.: The given equation in symbolic form is D3 + 1 y = 0 . )
Its auxiliary equation is
d4y 8d 2 y
Q.No.11.: Solve the following differential equation: + + 16 y = 0 .
dx 4 dx 2
Linear Differential Equations: Definitions, Rules for finding the complementary function 11
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
(
Sol.: The given equation in symbolic form is D 4 + 8D 2 + 16 y = 0 . )
( )
Its auxiliary equation is m 4 + 8m 2 + 16 = 0 ⇒ m 2 + 4 ( )2 = 0 ⇒ m 2 = −4, −4.
∴ m = ± i2, ± i2 .
So, two pairs of imaginary roots are equal.
Thus the complete solution (C.S.) is
d4y d2y
Q.No.12.: Solve the following differential equation: + 13 + 36 y = 0 .
dx 4 dx 2
(
Sol.: The given equation in symbolic form is D 4 + 13D 2 + 36 y = 0 . )
(
Its auxiliary equation is m 4 + 13m 2 + 36 = 0 ⇒ m 2 + 4 m 2 + 9 = 0 )( )
⇒ m = ±2i, ± 3i .
Here, two pairs of roots are imaginary.
Thus, the complete solution (C.S.) is
d4y
Q.No.13.: Solve the following differential equation: 4
+ a 4y = 0 .
dx
(
Sol.: The given equation in symbolic form is D 4 + a 4 y = 0 . )
Its auxiliary equation is
(m 4 + a 4 ) = 0 ⇒ m 4 + 2m 2a 2 + a 4 − 2a 2 m 2 = 0 ⇒ (m 2 + a 2 )2 − ( 2.am)2 = 0
⇒ (m 2 + a 2 + 2 .am )(m 2 + a 2 − 2 .am ) = 0
⇒ m 2 + a 2 + 2 .am = 0 , m 2 + a 2 − 2 .am = 0
− 2 .a ± 2 .ai 2 .a ± 2 .ai
⇒m= , m=
2 2
a a
⇒m= (− 1 ± i ) , m= (1 ± i ) .
2 2
Linear Differential Equations: Definitions, Rules for finding the complementary function 12
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2 ax ax − ax / 2 ax ax
y = eax / c1 cos + c 2 sin +e c3 cos + c 4 sin .
2 2 2 2
Hence, this is the required solution.
d 4x
Q.No.14.: If 4
= m 4 x , show that x = c1 cos mt + c 2 sin mt + c3 cosh mt + c4 sinh mt .
dt
y = a 1e m t + a 2 e − m t + a 3 e i m t + a 4 e −i m t
e mt + e − mt e mt − e − mt
Since we know that cosh mt = , sinh mt = .
2 2
∴ y = a 1 (cosh mt + sinh mt ) + a 2 (cosh mt − sinh mt ) + a 3 (cos mt + i sin mt )
+ a 4 (cos mt − i sin mt )
= (a 1 + a 2 ) cosh mt + (a1 − a 2 )sinh mt + (a 3 + a 4 ) cos mt + i(a 3 − a 4 ) sin mt
( )
Sol.: The given equation in symbolic form is D 3 − 4D 2 − 3D + 18 y = 0. .
⇒ (m − 3)2 (m + 2) = 0
⇒ m = 3, 3, − 2 .
Here roots are real and out of which two roots are equal.
(
Sol.: The given equation in symbolic form is D 3 − 5D 2 + 7D − 3 y = 0. . )
(
Its auxiliary equation is m 3 − 5m 2 + 7 m − 3 = 0 ⇒ (m − 3) m 2 − 2m + 1 = 0 )
⇒ (m − 3)(m − 1)2 = 0 ⇒ m = 1, 1, 3 .
Here roots are real and out of which two roots are equal.
(
Sol.: The given equation in symbolic form is D 4 − 5D 3 + 6D 2 + 4D − 8 y = 0 . )
Its auxiliary equation is m 4 − 5m 3 + 6m 2 + 4m − 8 = 0 ⇒ (m + 1)(m − 2)3 = 0
⇒ m = 2, 2, 2, − 1 .
Here roots are real and out of which three roots are equal.
( )
Thus, the complete solution (C.S.) is y = c1x 2 + c 2 x + c 3 e 2 x + c 4 e − x .
(
Sol.: The given equation in symbolic form is D 3 − 2D 2 − 3D y = 0. )
(
Its auxiliary equation is m 3 − 2m 2 − 3m = 0 ⇒ m m 2 − 2m − 3 = 0 )
⇒ m(m − 3)(m + 1) = 0 ⇒ m = 0, 3, − 1 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 + 6D 2 + 11D + 6 y = 0 . )
(
Its auxiliary equation is m 3 + 6m 2 + 11m + 6 = 0 ⇒ (m + 1) m 2 + 5m + 6 = 0 )
⇒ (m + 1)(m + 2)(m + 3) = 0 ⇒ m = −1, − 2, − 3 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 4 − 5D 2 + 4 y = 0 . )
Linear Differential Equations: Definitions, Rules for finding the complementary function 14
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
( )(
Its auxiliary equation is m 4 − 5m 2 + 4 = 0 ⇒ m 2 − 1 m 2 − 4 = 0 )
⇒ m = 1,−1, 2, − 2 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 − 4D 2 + D + 6 y = 0. )
(
Its auxiliary equation is m 3 − 4m 2 + m + 6 = 0 ⇒ (m + 1) m 2 − 5m + 6 = 0 )
⇒ (m + 1)(m − 2)(m − 3) = 0 ⇒ m = −1, 2, 3 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 − 6D 2 + 11D − 6 y = 0. )
(
Its auxiliary equation is m 3 − 6m 2 + 11m − 6 = 0 ⇒ (m − 1) m 2 − 5m + 6 = 0 )
⇒ (m − 1)(m − 2)(m − 3) = 0 ⇒ m = 1, 2, 3 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 − 3D 2 − D + 3 y = 0. )
Its auxiliary equation is m 3 − 3m 2 − m + 3 = 0 ⇒ m 2 (m − 3) − 1(m − 3) = 0
( )
⇒ m 2 − 1 (m − 3) = 0 ⇒ (m − 1)(m + 1)(m − 3) = 0 ⇒ m = 1, − 1, 3 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 − 9D 2 + 23D − 15 y = 0. )
(
Its auxiliary equation is m 3 − 9m 2 + 23m − 15 = 0 ⇒ (m − 1) m 2 − 8m + 15 = 0 )
Linear Differential Equations: Definitions, Rules for finding the complementary function 15
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
( )
⇒ (m − 1) m 2 − 3m − 5m + 15 = 0 ⇒ (m − 1)(m − 3)(m − 5) = 0 ⇒ m = 1, 3, 5 .
Here roots are real and different.
(
Sol.: The given equation in symbolic form is D 3 − 6D 2 + 12D − 8 y = 0. . )
Its auxiliary equation is m 3 − 6m 2 + 12m − 8 = 0 ⇒ (m − 2)3 = 0
⇒ m = 2, 2, 2 ,
which are three repeated roots.
( )
Thus, the complete solution (C.S.) is y = c1x 2 + c 2 x + c 3 e 2 x .
(
Sol.: The given equation in symbolic form is D 5 − 2D 4 + 6D 3 y = 0. .)
(
Its auxiliary equation is m 5 − 2m 4 + 6m 3 = 0 ⇒ m 3 m 2 − 2m + 6 = 0 )
2 ± 4 − 24
⇒ m = 0, 0, 0 and m = = 1± 5 i .
2
Here we have three repeated roots and one pair of complex conjugate roots.
( )
Thus, the complete solution (C.S.) is y = c1x 2 + c 2 x + c 3 + c 4 sin 5x + c 5 cos 5x e x .
Q.No.28.: Solve the following differential equation: y ′′ + 9 y = 0 .
(
Sol.: The given equation in symbolic form is D 2 + 9 y = 0 .)
Its auxiliary equation is m 2 + 9 = 0 ⇒ m = ±3i .
Here one pair of roots is imaginary.
Linear Differential Equations: Definitions, Rules for finding the complementary function 16
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
( )
Sol.: The given equation in symbolic form is D 2 − 9 y = 0 .
(
Sol.: The given equation in symbolic form is D 2 − 6D + 25 y = 0 .)
6 ± 36 − 100
Its auxiliary equation is m 2 − 6m + 25 = 0 ⇒ m = = 3 ± 4i .
2
Here one pair of roots is imaginary.
(
Sol.: The given equation in symbolic form is D 2 + 6D + 11 y = 0 .)
− 6 ± 36 − 44
Its auxiliary equation is m 2 + 6m + 11 = 0 ⇒ m = = −3 ± 2i .
2
Here one pair of roots is imaginary.
(
Thus, the complete solution (C.S.) is y = e −3x c1 cos 2x + c 2 sin 2x . )
Q.No.32.: Solve the following differential equation: y ′′ − 4 y ′ + 13y = 0 .
(
Sol.: The given equation in symbolic form is D 2 − 4D + 13 y = 0 .)
4 ± 16 − 52
Its auxiliary equation is m 2 − 4m + 13 = 0 ⇒ m = = 2 ± 3i .
2
Here one pair of roots is imaginary.
( )
Sol.: The given equation in symbolic form is D 2 + 2a cos αD + a 2 y = 0 .
− 2a cos α ± 4a 2 cos 2 α − 4a 2
⇒m= = −a cos α ± i(a sin α ) .
2
Here one pair of roots is imaginary.
Thus, the complete solution (C.S.) is y = e −ax cos α [c1 cos(ax sin α ) + c 2 sin(ax sin α )] .
Q.No.34.: Solve the following differential equation: y ′′ + y ′ + y = 0 .
(
Sol.: The given equation in symbolic form is D 2 + D + 1 y = 0 . )
−1± 1− 4 1 3
Its auxiliary equation is m 2 + m + 1 = 0 ⇒ m = = − ±i .
2 2 2
Here one pair of roots is imaginary.
x
− 3 3 .
Thus, the complete solution (C.S.) is y = e 2 c1 cos x + c 2 sin x
2 2
(
Sol.: The given equation in symbolic form is D 2 − 2D + 10 y = 0 . )
( )
Its auxiliary equation is m 2 − 2m + 10 = 0 ⇒ m =
2 ± 4 − 40 2 ± i6
2
=
2
= 1 ± i3 .
(
Ans.: The given equation in symbolic form is D 3 − 6D 2 + 11D − 6 y = 0. . )
Linear Differential Equations: Definitions, Rules for finding the complementary function 18
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
(
Its auxiliary equation is m 3 − 6m 2 + 11m − 6 = 0 ⇒ (m − 1) m 2 − 5m + 6 = 0 )
⇒ (m − 1)(m − 2)(m − 3) = 0 ⇒ m = 1, 2, 3 .
Here roots are real and different.
Given y(0) = 6 ⇒ 6 = c1 + c 2 + c 3
Given y ′(0) = 0 ⇒ 0 = c1 + 2c 2 + 3c 3
Given y′′(0) = 2 ⇒ 2 = c1 + 4c 2 + 9c 3
(
Sol.: The given equation in symbolic form is D 3 − 3D 2 + 4 y = 0. )
(
Its auxiliary equation is m 3 − 3m 2 + 4 = 0 ⇒ (m + 1) m 2 − 4m + 4 = 0 )
⇒ (m + 1)(m − 2)2 = 0 ⇒ m = −1, 2, 2 .
Here roots are real and out of which two roots are equal.
∴ y ′ = −c1e − x + c 2 (2 x + 1)e 2 x + 2c 3e 2 x
Given y(0) = 1 ⇒ 1 = c1 + c 3
Given y′′(0) = −4 ⇒ −4 = c1 + 2c 2 + 2c 2 + 4c 3 ⇒ −4 = c1 + 4c 2 + 4c 3
32 2 23
Solving these three equations, we obtain c1 = , c 2 = , c3 = − .
9 3 9
Thus, under these conditions, the complete solution (C.S.) is
Linear Differential Equations: Definitions, Rules for finding the complementary function 19
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
32 − x 2 23
y= e − − x + e 2 x .
9 3 9
Q.No.38.: Solve the following differential equation: y ′′′′ − 3y ′′′ + 2 y ′′ = 0
y(0) = 2, y ′(0) = 0 , y′′(0) = 2 , y′′′(0) = 2 .
(
Sol.: The given equation in symbolic form is D 4 − 3D 3 + 2D 2 y = 0 . )
(
Its auxiliary equation is m 4 − 3m 3 + 2m 2 = 0 ⇒ m 2 m 2 − 3m + 2 = 0 )
⇒ m 2 (m − 1)(m − 2 ) = 0 ⇒ m = 0, 0, 1, 2 .
Here roots are real and different of which two are equal.
⇒ y = c1e 2 x + c 2 e x + c 3 x + c 4
(
Thus, under these conditions, the complete solution (C.S.) is y = 2 − x + e x . Ans. )
Q.No.39.: Solve the following differential equation:
4 y ′′ − 4 y ′ + 29 y = 0 , where y(0) = 0, y ′(0) = 5 .
(
Sol.: The given equation in symbolic form is 4D 2 − 4D + 29 y = 0 . )
(
Its auxiliary equation is 4 m 2 − 4m + 29 = 0 ⇒ m =) 4 ± 16 − 116
2
= 2 ± i5 .
d d d d
Also y ′ = e 2 x c1 cos 5x + c1 cos 5x e 2 x + e 2 x c 2 sin 5x + c 2 sin 5x e 2 x
dx dx dx dx
Linear Differential Equations: Definitions, Rules for finding the complementary function 20
Prepared by: Dr. Sunil, NIT Hamirpur (HP)
( )(
⇒ y′ = − e 2 x 5c1 sin 5x + 2c1 cos 5x.e 2 x + e 2 x 5c 2 cos 5x + 2c 2 sin 5x.e 2 x )
But given y(0) = 0 ⇒ 0 = e 2(0 ) (c1 cos(0) + c 2 sin(0) ) ⇒ 0 = c1 ⇒ c1 = 0 .
Also y ′ (0) = 5 .
( )(
⇒ 5 = − e 2.0 5c1 sin 0 + 2c1 cos 0.e 2.0 + e 2.0 5c 2 cos 0 + 2c 2 sin 0.e 2.0 )
⇒ 5 = 2c 2 ⇒ c 2 = 1 .
(
Sol.: The given equation in symbolic form is D 2 + 0.2D + 4.01 y = 0 . )
− 0.2 ± 0.04 − 16.04
Its auxiliary equation is m 2 + 0.2m + 4.01 = 0 ⇒ m = = −0.1 ± i 2 .
2
Here roots are imaginary roots.
( )(
⇒ y′ = − e −0.1x 2c1 sin 2x + (− 0.1)c1 cos 2x.e 2 x + e −0.1x 2c 2 cos 2x + (− 0.1)c 2 sin 2x.e 2 x )
But given y(0) = 0 ⇒ 0 = e − 0.1(0 ) (c1 cos(0) + c 2 sin(0) ) ⇒ 0 = c1 ⇒ c1 = 0 .
Also y ′ (0) = 2 .
( )(
⇒ 2 = − e 0 2c1 sin 0 + (− 0.1)c1 cos 0.e 0 + e 0 2c 2 cos 0 + (− 0.1)c 2 sin 0.e 0 )
⇒ 2 = 2c 2 ⇒ c 2 = 1 .
Home Assignments
Linear differential equation of second order: Distinct real roots:
Solve the following differential equations:
Q.No. Differential equation Answer
1. y ′′ − 3 y ′ + 2 y = 0 y = c1e x + c 2 e 2 x
2. y ′′ − 5 y ′ + 6 y = 0 y = c1e 2 x + c 2 e 3x
3. 4 y ′′ − 12 y ′ + 5 y = 0 x 5x
y= c1e 2 + c2 e2
4. 2 y ′′ + y ′ − 6 y = 0 3x
y= c1e 2 + c 2 e − 2x
5. y ′′ + y ′ − 2 y = 0 y = c1e −2 x + c 2 e x
6. 2 y ′′ − 2 y ′ + y = 0
7. 2 y ′′ + 2 y ′ − 8 = 0 y = c1e 2 x + c 2 e −4 x
8. y ′ ′ − 3y ′ − 4 y = 0 y = c1e 4 x + c 2 e − x
9. y ′′ + (a + b )y ′ + aby = 0 y = c1e −ax + c 2 e − bx
10. y ′′ − 4 y ′ + y = 0 y = c1e (2 + 3 )x + c 2 e (2 − 3 )x
3. 4 y ′′ − 4 y ′ + y = 0 x
y = (c1x + c 2 )e 2
4. y ′′ − 8 y ′ + 16 y = 0 y = (c1x + c 2 )e 4 x
5. 16 y ′′ − 8 y ′ + y = 0 x
y = (c1x + c 2 )e 4
6. 9 y ′′ − 30 y ′ + 25 y = 0 5x
y = (c1x + c 2 )e 3
7. y′′ + 2ky′ + k 2 y = 0 y = (c1x + c 2 )e − kx
8. y ′′ + 6 y ′ + 9 y = 0 , y(0) = 2, y ′(0) = −3 . y = (3x + 2)e −3x
9. y ′′ − 4 y ′ + 4 y = 0 , y(0) = 3, y ′(0) = 1 . y = (− 5x + 3)e 2 x
10. y ′′ + 4 y ′ + 4 y = 0 , y(0) = 3, y ′(0) = 7 . y = (13x + 3)e −2 x
5. y ′′′′′′ + 3 y ′′′′ + 3 y ′′ + y = 0 ( ) (
y = c1 x 2 + c 2 x + c 3 sin x + c 4 x 2 + c 5 .x + c 6 cos x )
6. y ′′′′′′ − 2 y ′′′ + y = 0 −
x
3 3
x
y = (c1x + c 2 )e + e 2
(c 3 x + c 4 ) cos + (c 5 x + c 6 )sin
2 2
7.
(D 2 + 1)3 (D 2 + D + 1)2 y = 0 ( ) (
y = c1 x 2 + c 2 x + c 3 cos x + c 4 x 2 + c 5 x + c 6 sin x )
1
− x 3 3
+ e 2 (c 7 x + c 8 ) cos x + (c 9 x + c10 ) sin x
2 2
2nd Topic
Linear Differential Equations
Definition of Inverse operator and Particular Integral
(Working procedure to solve the equation)
Linear Differential Equations: Definitions, Rules for finding the complementary function 24
Prepared by: Dr. Sunil, NIT Hamirpur (HP)