Linear Differential Equations with Constant Coefficients

An equation of the form

dn y dn−1 y dn−2 y
a0 + a 1 + a2 + . . . + an y = F (x),
dxn dxn−1 dxn−2
where a0 , a1 , a2 , . . . , an are constants, is called a Linear differential equation of degree n with
constant coefficients.
d d2
Let = D, 2 = D2 , etc. Then the above equation can be written as
dx dx
(a0 Dn + a1 Dn−1 + a2 Dn−2 + . . . + an )y = F (x)

i.e. ϕ(D)y = F (x) (1)

The general or complete solution of (1) consists of two parts namely (i) Complementary Func-
tion (C.F.) and the (ii) Particular Integral (P.I).
i.e. y =C.F.+P.I.
To find the complementary function
Putting D = m and F (x) = 0 in (1).
Therefore the auxiliary equation of (1) is ϕ(m) = 0
i.e. a0 mn + a1 mn−1 + . . . + an = 0.
By solving this equation, we get n roots say m1 , m2 , m3 , . . . , mn .
Case (i): If all the roots are real and unequal, i.e. if m1 ̸= m2 ̸= m3 ̸= . . . ̸= mn , then
C.F.=c1 em1 x + c2 em2 x + c3 em3 x + . . . + cn emn x
Case (ii): If two roots are equal (i.e. m1 = m2 = m) and the remaining be real and unequal,
then
C.F.=(c1 + c2 x)emx + c3 em3 x + . . . + cn emn x
Case (iii): If three roots are equal (i.e. m1 = m2 = m3 = m) and the remaining be real and
unequal, then
C.F.=(c1 + c2 x + c3 x2 )emx + c4 em4 x + . . . + cn emn x
Case (iv): If all the roots are equal (i.e. m1 = m2 = m3 = . . . = mn = m) then
C.F.=(c1 + c2 x + c3 x2 + . . . + cn xn−1 )emx
Case (v): If roots are imaginary i.e. if m = α ± iβ, then
C.F.=eαx (c1 cos βx + c2 sin βx)
1
2

To find the Particular integral (P.I.)

If the RHS is zero, i.e. F (x) = 0, then there is no particular integral. In this case the comple-
mentary function is the general solution of the given differential equation. On the other hand
if F (x) ̸= 0, then we have P.I. also.
1
The P.I. is given by P.I.= F (x)
ϕ(D)
where F (x) is any one of the following form
(1) F (x) = eax
(2) F (x) = sin ax or cos ax
(3) F (x) = xn , where n is a constant (+ve integer)
(4) F (x) = eax f (x), where f (x) = xn or sin ax or cos ax
Type 1: If F (x) = eax
1 ax
P.I. = e
ϕ(D)
1 ax
= e provided ϕ(a) ̸= 0
ϕ(a)
1 1 ′
If ϕ(a) = 0 then P.I.=x. ′ eax = x. ′ eax , provided ϕ (a) ̸= 0
ϕ (D) ϕ (a)
′ 1 1 ′′
If ϕ (a) = 0 then P.I.=x2 . ′′ eax = x2 . ′′ eax , provided ϕ (a) ̸= 0.
ϕ (D) ϕ (a)
This process may be repeated till the denominator becoming non zero when replacing D by a.
d2 y dy
Example 1: Solve 2
−7 + 12y = 0.
dx dx
Solution: (D2 − 7D + 12)y = 0

The auxiliary equation is m2 − 7m + 12 = 0

⇒ (m − 3)(m − 4) = 0 ⇒ m = 3, 4
The general solution is y = Ae3x + Be4x .
d2 y dy
Example 2: Solve 2
−6 + 13y = 0.
dx dx
Solution: (D2 − 6D + 13)y = 0
The auxiliary 2
√equation is m √ − 6m + 13 = 0
6 ± 36 − 52 6 ± −16
⇒m= =
2 2
⇒ m = 3 ± 2i
The general solution is y = e3x (A cos 2x + B sin 2x).
Example 3: Solve (D2 − 4D + 4)y = 0
 3

Solution: The auxiliary equation is m2 − 4m + 4 = 0

⇒ (m − 2)2 = 0 ⇒ m = 2, 2
The general solution is y = (A + Bx)e2x .
Example 4: Solve (D2 + 3D + 2)y = e5x
Solution:
The auxiliary equation is m2 + 3m + 2 = 0
⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2
The complementary function (C.F.) is Ae−x + Be−2x
To find Particular integral (P.I.):

1
P.I. = e5x
D2
+ 3D + 2
1
= 2 e5x
5 + 3(5) + 2
e5x
=
42
The general solution is
e5x
y = C.F. + P.I. = Ae−x + Be−2x + .
42
d2 y dy
Example 5: Solve 2
+4 + 4y = e−2x .
dx dx
Solution: (D2 + 4D + 4)y = 0
The auxiliary equation is m2 + 4m + 4 = 0
⇒ (m + 2)2 = 0 ⇒ m = −2, −2
The complementary function (C.F.) is (A + Bx)e−2x
To find Particular integral (P.I.):

1
P.I. = e−2x
D2 + 4D + 4
1
= 2
e−2x
(−2) + 4(−2) + 4
e−2x 1
= = x. e−2x
0 2D + 4
1
= e−2x
2(−2) + 4
e−2x x2
= = e−2x
0 2
4

The general solution is

x2 e−2x
y = C.F. + P.I. = (A + Bx)e−2x + .
2
Example 6: Solve (D2 + 2D + 1)y = e−x + 3
Solution:
The auxiliary equation is m2 + 2m + 1 = 0
⇒ (m + 1)2 = 0 ⇒ m = −1, −1
The complementary function (C.F.) is (A + Bx)e−x
To find Particular integral (P.I.):

1
P.I. = (e−x + 3e0x )
D2
+ 2D + 1
1 1
= 2 e−x + 3. 2 e0x
D + 2D + 1 D + 2D + 1
1 −x 1
= e + 3. e0x
(−1)2 + 2(−1) + 1 0+0+1
e−x 1
= + 3 = x. e−x + 3
0 2D + 2
e−x x2
= + 3 = e−x + 3
0 2
The general solution is
x2 −x
y = C.F. + P.I. = (A + Bx)e−x + e + 3.
2
Example 7: Solve (D2 + 9)y = e−2x
Solution:
The auxiliary equation is m2 + 9 = 0
⇒ m = − ± 3i
The complementary function (C.F.) is A cos 3x + B sin 3x
To find Particular integral (P.I.):

1
P.I. = 2
(e−2x
D +9
1
= e−2x
(−2)2 + 9
1
= e−2x
13
 5

The general solution is

1 −2x
y = C.F. + P.I. = A cos 3x + B sin 3x + e .
13
Type 2: If F (x) = sin ax (or) sin ax

1
P.I. = sin ax (or) cos ax
ϕ(D)
1
= sin ax (or) cos ax provided ϕ(−a2 ) ̸= 0
ϕ(−a2 )
1
If ϕ(D) = 0 when D2 = −a2 then P.I.=x. ′ sin ax (or) cos ax
ϕ (D)
1 ′
⇒ P.I. = x. ′2
sin ax (or) cos ax provided ϕ (−a2 ) ̸= 0
ϕ (−a )
This process may be repeated till the denominator becoming non zero when replacing D2 by
−a2 .
Example 1: Solve (D2 + 3D + 2)y = sin 3x
Solution:
The auxiliary equation is m2 + 3m + 2 = 0
⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2
The complementary function (C.F.) is Ae−x + Be−2x
To find Particular integral (P.I.):
1
P.I. = sin 3x
D2
+ 3D + 2
1
= sin 3x
−(3) + 3D + 2
2

1
= sin 3x
3D − 7
1 (3D + 7)
= . sin 3x
(3D − 7) (3D + 7)
(3D + 7)
= sin 3x
9D2 − 49
[3D(sin 3x) + 7 sin 3x]
=
9(−(32 )) − 49
1
=− [9 cos 3x + 7 sin 3x]
130
The general solution is
1
y = C.F. + P.I. = Ae−x + Be−2x − [9 cos 3x + 7 sin 3x] .
130
6

Example 2: Solve (D2 + 4)y = cos 2x

Solution:
The auxiliary equation is m2 + 4 = 0
⇒ m = ±2i
The complementary function (C.F.) is A cos 2x + B sin 2x
To find Particular integral (P.I.):
1
P.I. = cos 2x
D2 + 4
1
= cos 2x
−2 + 4
2

1 x
= x. cos 2x = sin 2x
2D 4
The general solution is
x
y = C.F. + P.I. = A cos 2x + B sin 2x + sin 2x.
4
Example 3: Solve (D2 + 6D + 8)y = e−2x + cos2 x
Solution:
The auxiliary equation is m2 + 6m + 8 = 0
⇒ (m + 2)(m + 4) = 0 ⇒ m = −2, −4
The complementary function (C.F.) is Ae−2x + Be−4x
To find Particular integral (P.I.):
1
P.I. = e−2x + cos2 x
D2
+ 6D + 8
( )
1 −2x 1 1 + cos 2x
= 2 e + 2
D + 6D + 8 D + 6D + 8 2
1 1 1 1 1
= 2 e−2x + . 2 .e0x + . 2 cos 2x
D + 6D + 8 2 D + 6D + 8 2 D + 6D + 8
= P.I.1 + P.I.2 + P.I.3

1
P.I.1 = e−2x
D2
+ 6D + 8
1
= e−2x
4 − 12 + 8
1
= x. e−2x
2D + 6
1 x
= x. e−2x = e−2x
−4 + 6 2
 7
1 1
P.I.2 = . 2 e0x
2 D + 6D + 8
1 1 1
= . e0x =
2 8 16
1 1
P.I.3 = . 2 cos 2x
2 D + 6D + 8
1 1
= . cos 2x
2 −4 + 6D + 8
1 1 1 1
= . cos 2x = . cos 2x
2 6D + 4 4 3D + 2
1 (3D − 2)
= . cos 2x
4 9D2 − 4
1 [3D(cos 2x) − 2 cos 2x] 1
= . = [3 sin 2x + cos 2x]
4 −36 − 4 80
The general solution is
x 1 1
y = Ae−2x + Be−4x + e−2x + + [3 sin 2x + cos 2x] .
2 16 80

Example 4: Solve (D2 − 4D + 3)y = sin 3x cos 2x

Solution:
The auxiliary equation is m2 − 4m + 3 = 0
⇒ (m − 1)(m − 3) = 0 ⇒ m = 1, 3
The complementary function (C.F.) is Aex + Be3x
To find Particular integral (P.I.):

1
P.I. = sin 3x cos 2x
− 4D + 3
D2
1 1
= 2 . [sin 5x + sin x]
D − 4D + 3 2
1 1 1 1
= . 2 sin 5x + . 2 sin x
2 D − 4D + 3 2 D − 4D + 3
= P.I.1 + P.I.2
1 1
P.I.1 = . 2 sin 5x
2 D − 4D + 3
1 1
= . sin 5x
2 −25 − 4D + 3
1 1
=− . sin 5x
4 2D + 11
1 (2D + 11)
=− . 2 sin 5x
4 4D − 121
8
1 [2D(sin 5x) + 11 sin 5x]
P.I.1 = − .
4 −100 − 121
1
= [10 cos 5x + 11 sin 5x]
884
1 1
P.I.2 = . 2 sin x
2 D − 4D + 3
1 1
= . sin x
2 −1 − 4D + 3
1 1
=− . sin x
4 2D − 1
1 (2D + 1)
=− . sin x
4 4D2 − 1
1 [2D(sin x) + sin x]
=− .
4 −4 − 1
1
= [2 cos x + sin x]
20
The general solution is

1 1
y = Aex + Be3x + [10 cos 5x + 11 sin 5x] + [2 cos x + sin x] .
884 20

Formula:

1 − cos 2θ
(1) sin2 θ =
2
2 1 + cos 2θ
(2) cos θ =
2
(3) 2 cos A cos B = cos(A + B) + cos(A − B)
(4) 2 sin A sin B = cos(A − B) − cos(A + B)
(5) 2 cos A sin B = sin(A + B) − sin(A − B)
(6) 2 sin A cos B = sin(A + B) + sin(A − B)

Type 3: F (x) = xn where n is +ve integer

1 1
P.I.= xn = xn = [1 ± f (D)]−1 xn
ϕ(D) [1 ± f (D)]
Expand [1 ± f (D)]−1 as a Binomial series.

Formula:.

(1) (1 + x)−1 = 1 − x + x2 − x3 + . . .
(2) (1 − x)−1 = 1 + x + x2 + x3 + . . .
(3) (1 + x)−2 = 1 − 2x + 3x2 − 4x3 + . . .
 9

(4) (1 − x)−2 = 1 + 2x + 3x2 + 4x3 + . . .

Example 1: Solve (D2 + 3D + 2)y = x2 .

Solution:
The auxiliary equation if m2 + 3m + 2 = 0
⇒ (m + 1)(m + 2) = 0 ⇒ m = −1, −2
C.F.=Ae−x + Be−2x

1
P.I. = x2
D2 + 3D + 2
1 1
= .[ ( 2 )] x2
2 D + 3D
1+
2
[ ( 2 )]−1
1 D + 3D
= . 1+ x2
2 2
[ ( 2 ) ( 2 )2 ]
1 D + 3D D + 3D
= . 1− + − . . . x2
2 2 2
[ ]
1 D2 3D 9D2 2
= . 1− − + x
2 2 2 4
[ ]
1 D2 (x2 ) 3D(x2 ) 9D2 (x2 )
= . x −
2
− +
2 2 2 4
[ ]
1 1 3 9
= . x2 − .2 − .2x + .2
2 2 2 4
[ ]
1 2 7
= x − 3x +
2 2

The general solution is [ ]

−x −2x 1 2 7
y = Ae + Be + x − 3x +
2 2

d2 y dy
Example 2: Solve 2
−5 + 6y = x2 + 3x − 1.
dx dx
Solution:
Given (D2 − 5D + 6)y = x2 + 3x − 1
The auxiliary equation if m2 + 3m + 2 = 0
⇒ (m − 2)(m − 3) = 0 ⇒ m = 2, 3
C.F.=Ae2x + Be3x
10

1
P.I. = (x2 + 3x − 1)
D2 − 5D + 6
1 1
= .[ ( 2 )] (x2 + 3x − 1)
6 D − 5D
1+
6
[ ( 2 )]−1
1 D − 5D
= . 1+ (x2 + 3x − 1)
6 6
[ ( 2 ) ( 2 )2 ]
1 D − 5D D − 5D
= . 1− + − . . . (x2 + 3x − 1)
6 6 6
[ ]
1 D2 5D 25D2
= . 1− + + (x2 + 3x − 1)
6 6 6 36
[ ]
1 D2 (x2 + 3x − 1) 5D(x2 + 3x − 1) 25D2 (x2 + 3x − 1)
= . (x + 3x − 1) −
2
+ +
6 6 6 36
[ ]
1 1 5 25
= . x2 + 3x − 1 − .2 + .(2x + 3) + .2
6 6 6 36
[ ]
1 2 14x 23
= x + +
6 3 9
The general solution is
[ ]
2x 3x 1 2 14x 23
y = Ae + Be + x + +
6 3 9
2
dy dy
Example 3: Solve 2
+2 + 3y = 5x2 .
dx dx
Solution:
Given (D2 + 2D + 3)y = 5x2
equation if m2 + 2m + 3 = 0
The auxiliary √
−2 ± 4 − 12 √
⇒m= = −1 ± i 2
[ 2√ √ ]
C.F.=e−x A cos 2x + B sin 2x
1
P.I. = .5x2
D2
+ 2D + 3
5 1
= .[ ( 2 )] x2
3 D + 2D
1+
3
[ ( 2 )]−1
5 D + 2D
= . 1+ x2
3 3
[ ( 2 ) ( 2 )2 ]
5 D + 2D D + 2D
= . 1− + − . . . x2
3 3 3
 11
[ ]
5 D2 2D 4D 2
P.I. = . 1 − − + x2
3 3 3 9
[ ]
5 1 2 4
= . x − .2 − .2x + .2
2
3 3 3 9
[ ]
5 2 4x 2
= x − +
3 3 9
The general solution is [ ]
−x
[ √ √ ] 5 2 4x 2
y=e A cos 2x + B sin 2x + x − +
3 3 9
Type 4: If F (x) = eax f (x) where f (x) = xn or sin ax or cos ax then
1 ax 1
P.I.= e f (x) = eax f (x)
ϕ(D) ϕ(D + a)
1
Now f (x) will be in any one of the previous forms.
ϕ(D + a)
d2 y dy
Example 1: Solve 2
+4 + 4y = e−x sin 2x.
dx dx
Solution: Given (D2 + 4D + 4)y = e−x sin 2x

The auxiliary equation if m2 + 4m + 4 = 0

⇒ (m + 2)2 = 0 ⇒ m = −2, −2
C.F.=(A + Bx)e−2x
1
P.I. = e−x sin 2x
D2+ 4D + 4
1
= e−x sin 2x
(D − 1)2 + 4(D − 1) + 4
1
= e−x 2 sin 2x
D + 2D + 1
1
= e−x sin 2x
−4 + 2D + 1
(2D + 3)
= e−x sin 2x
4D2 − 9
[2D(sin 2x) + 3 sin 2x]
= e−x .
4(−4) − 9
e−x
=− [4 cos 2x + 3 sin 2x]
25
The general solution is
e−x
y = (A + Bx)e−2x − [4 cos 2x + 3 sin 2x]
25
Example 2: Solve: (D2 + D + 1)y = x2 e−x
Solution: The auxiliary equation if m2 + m + 1 = 0
12
√ √
−1 ± 1 − 4 −1 ± i 3
⇒m= =
[ 2 √ 2 √ ]
3 3
C.F.=e−x/2 A cos x + B sin x
2 2

1
P.I. = x2 e−x
D2
+D+1
1
= e−x x2
(D − 1) + D − 1 + 1
2

1
= e−x 2 x2
D −D+1
[ ]−1 2
= e−x 1 + (D2 − D) x
[ ]
= e−x 1 − (D2 − D) + (D2 − D)2 − . . . x2
[ ]
= e−x 1 − D2 + D + D2 x2 = e−x (1 + D)x2

= (x2 + 2x)e−x

The general
[ solution is
√ √ ]
3 3
y = e−x/2 A cos x + B sin x + (x2 + 2x)e−x
2 2
Example 3: Solve: (D2 + 9)y = (x2 + 1)e3x
The auxiliary equation is m2 + 9 = 0
⇒ m = ±i3
C.F.=A cos 3x + B sin 3x

1
P.I. = (x2 + 1)e3x
D2 + 9
1
= e3x (x2 + 1)
(D + 3)2 + 9
e3x 1
= ( ) (x2 + 1)
18 D2 + 6D
1+
18
[ ( )]−1
e3x D2 + 6D
= 1+ (x2 + 1)
18 18
[ ( ) ( 2 )2 ]
e3x D2 + 6D D + 6D
= 1− + + . . . (x2 + 1)
18 18 18
[ ]
e3x D2 6D 36D2
= 1− − + (x2 + 1)
18 18 18 324
 13
[ ]
e3x 2 D2 (x2 + 1) 6D(x2 + 1) 36D2 (x2 + 1)
P.I. = x +1− − +
18 18 18 324
3x
[ ]
e 1 6 36
= x2 + 1 − .2 − .2x + .2
18 18 18 3234
( )
e3x 2x 10
= x −
2
+
18 3 9
The complete solution is ( )
e3x 2x 10
y = A cos 3x + B sin 3x + x −
2
+
18 3 9
d2 y dy
Example 4: Solve +4 + 4y = e−2x + e3x sin x
dx2 dx
Solution: Given (D2 + 4D + 4)y = e−2x + e3x sin x
The auxiliary equation is m2 + 4m + 4 = 0
⇒ (m + 2)2 = 0 ⇐ m = −2, −2
C.F.=(A + Bx)e−2x
1
P.I. = e−2x + e3x sin x
D2+ 4D + 4
1 1
= 2 e−2x + 2 e3x sin x
D + 4D + 4 D + 4D + 4
1 1
= e−2x + e3x sin x
4−8+4 2
(D + 3) + 4(D + 3) + 4
1 1
= x. e−2x + e3x 2 sin x
2D + 4 D + 10D + 25
1 1
= x. e−2x + e3x sin x
−4 + 4 −1 + 10D + 25
1 e3x (5D − 12)
= x2 . e−2x + . sin x
2 2 25D2 − 144
x2 e3x
= e−2x − (5 cos x − 12 sin x).
2 338
The complete solution is
x2 e3x
y = (A + Bx)e−2x + e−2x − (5 cos x − 12 sin x).
2 338
Formula:
ex − e−x
(1) sinh x =
2
ex + e−x
(2) cosh x =
2
Example 1: Solve: (D2 + 4)y = sinh 2x.
Solution: The auxiliary equation is m2 + 4 = 0
⇒ m = ±2i
14

C.F.=A cos 2x + B sin 2x

1
P.I. = sinh 2x
D2 +4
( 2x )
1 e − e−2x
=
D2 + 4 2
[ ]
1 1 1 −2x
= e − 2
2x
e
2 D2 + 4 D +4
[ ]
1 1 2x 1 −2x
= e − e
2 8 8
( 2x )
1 e − e−2x 1
= = sinh 2x
8 2 8

The general solution is

1
y = A cos 2x + B sin 2x +sinh 2x
8
Example 2: Solve: (D2 + 1)y = x sin hx
Solution: The auxiliary equation is m2 + 1 = 0
⇒ m = ±i
C.F.=A cos x + B sin x
( x )
1 1 e − e−x
P.I. = x sin hx = 2 x
D2 + 1 D +1 2
[ ]
1 1 1
= xe x
− xe−x
2 D2 + 1 D2 + 1
[ ]
1 x 1 −x 1
= e x−e x
2 (D + 1)2 + 1 (D − 1)2 + 1
[ ]
1 x 1 −x 1
= e 2 x−e x
2 D + 2D + 2 D2 − 2D + 2
ex 1 e−x 1
= . ( ) x − . ( 2 )x
4 2
D + 2D 4 D − 2D
1+ 1+
2 2
[ ( )] −1 [ ( 2 )]−1
ex D2 + 2D e−x D − 2D
= . 1+ x− . 1+ x
4 2 4 2
( ) ( )
ex 2D e−x 2D
= 1− x− 1+ x
4 2 4 2
ex e−x
= (x − 1) − (x + 1)
4 4
[ ] [ ]
x ex − e−x 1 ex + e−x 1
= − = [x sinh x − cos hx]
2 2 2 2 2
 15

The general solution is

1
y = A cos x + B sin x + [x sinh x − cos hx]
2
Type 5: F (x) = xn sin ax or xn cos ax
1
P.I.= xn sin ax or xn cos ax
ϕ(D)
1
=Imaginary part of eiax . xn
ϕ(D + ia)
1
or Real part of eiax . xn
ϕ(D + ia)
dy 2 dy
Example 1: Solve: − 2 + y = x sin x.
dx2 dx
Solution: Given (D2 − 2D + 1)y = x sin x
The auxiliary equation is m2 − 2m + 1 = 0
⇒ (m − 1)2 = 0 ⇒ m = 1, 1
C.F.=(A + Bx)ex

1
P.I. = x sin x
D2 − 2D + 1
1
= Imp. part of 2 xeix
D − 2D + 1
1
= Imp. part of eix x
(D + i) − 2(D + i) + 1
2

1
= Imp. part of eix 2 x
D + 2D(i − 1) − 2i
−eix 1
= Imp. part of [ ]x
2i 1
1 − (D2 + 2D(i − 1))
2i
[ ]
−eix 1 ( 2 ) −1
= Imp. part of 1− D + 2D(i − 1) x
2i 2i
[ ]
−eix D(i − 1)
= Imp. part of 1+ x
2i i
( )
−eix (i − 1)
= Imp. part of x+
2i i
eix
= Imp. part of (xi + i − 1)
2
1
= Imp. part of (cos x + i sin x) [i(x + 1) − 1]
2
1 1
= (x + 1) cos x − sin x
2 2
16

The general solution is

1 1
y = (A + Bx)ex + (x + 1) cos x − sin x
2 2
Example 2: Solve: (D2 − 1)y = x2 cos x
Solution: The auxiliary equation is m2 − 1 = 0
⇒ m = ±1
C.F.=Ae−x + Bex
1
P.I. = x2 cos x
D −1
2

1
= Real part of x2 eix
D2 − 1
1
= Real part of eix x
(D + i)2 − 1
1
= Real part of eix 2 x
D + 2Di − 2
−eix 1
= Real part of [ ( 2 )] x2
2 D + 2Di
1−
2
[ ( )]−1
−eix D2 + 2Di
= Real part of 1− x2
2 2
[ ( ) ( 2 )2 ]
−eix D2 + 2Di D + 2Di
= Real part of 1+ + + . . . x2
2 2 2
[ ]
−eix D2 2Di 4D2 2
= Real part of 1+ + − x
2 2 2 4
[ ]
−eix 2 D2 (x2 ) 2iD(x2 ) 4D2 (x2 )
= Real part of x + + −
2 2 2 4
−eix [ 2 ]
= Real part of x + 2xi − 1
2
−1 [ ]
= Real part of (cos x + i sin x) (x2 − 1) + 2xi
2
1
= − (x2 − 1) cos x + x sin x
2
The general solution is
1
y = Ae−x + Bex − (x2 − 1) cos x + x sin x
2
Example 3: Solve: (D2 − 2D + 1)y = xex sin x
Solution: The auxiliary equation is m2 − 2m + 1 = 0
⇒ (m − 1)2 = 0 ⇒ m = 1, 1
 17

C.F.=(A + Bx)ex
1
P.I. = xex sin x
D2− 2D + 1
1
= ex x sin x
(D + 1) − 2(D + 1) + 1
2

1
= ex 2 x sin x
D
1
= ex Imp. part of 2 xeix
D
1
= ex Imp. part of eix x
(D + i)2
1
= ex Imp. part of eix 2 x
D + 2Di − 1
eix 1
= ex Imp. part of x
−1 [1 − (D2 + 2Di)]
eix [ ]−1
= ex Imp. part of 1 − (D2 + 2Di) x
−1
eix
= ex Imp. part of (1 + 2Di)x
−1
= −ex Imp. part of (cos x + i sin x)(x + 2i)

= −2ex cos x − xex sin x

The general solution is

y = (A + Bx)ex − 2ex cos x − xex sin x
 Linear Differential Equations with Variable Coefficients

1. Cauchy’s Homogeneous Linear Equations (Euler Type)

2. Homogeneous Equations of Legendre’s Type
1. Cauchy’s Homogeneous Linear Equations (Euler Type)
An equation of the form

dn y n−1 d
n−1
y
xn + a1 x + . . . + an y = F (x) (1)
dxn dxn−1

where a1 , a2 , . . . an are constants and F (x) is a function of x is called Cauchy’s (Euler’s) homo-
geneous linear differential equation.
Equation (1) can be transformed to a linear differential equation with constant coefficients by
the transformation
dz 1
x = ez or z = log x and =
dx x
dy dy dz 1 dy
Now = . =
dx dz dx x dz
dy dy
⇒x =
dx dz
Hence
′ d ′ d
xDy = D y where D = ,D = (2)
dx dz
Also
() ( )
d2 y d dy d 1 dy
2
= =
dx dx dx dx x dz
( )
1 d dy 1 dy
= − 2
x dx dz x dz
( )
1 d dy dz 1 dy
= − 2
x dz dz dx x dz
1 d2 y 1 1 dy
=2
− 2
x dz x x dz
2
dy d2 y dy
⇒ x2 2 = −
dx dz 2 dz
′2 ′
⇒ x2 D 2 y = D y − D y

Hence
′ ′
x2 D2 y = D (D − 1)y (3)
1
2

Similarly
′ ′ ′
x3 D3 y = D (D − 1)(D − 2)y (4)

Substituting (2), (3), (4) and so on in (1), we get a linear differential equation with constant
coefficients and can be solved by any one of the known method.
d2 y dy
Example 1: Solve: x2 2 + x + y = 4 sin(log x)
dx dx
Solution: Given

(x2 D2 + xD + 1)y = 4 sin(log x) (5)

Let x = ez or z = log x
′ ′ ′ d ′ d
sothat xD = D , x2 D2 = D (D − 1) where D = ,D =
dx dz
Now equation (5) becomes
′ ′ ′
[D (D − 1) + D + 1]y = 4 sin z
′2
⇒ (D + 1)y = 4 sin z

The auxiliary equation is m2 + 1 = 0

⇒ m = ±i
C.F.=A cos z + B sin z
1
P.I. = ′2 4 sin z
D +1
1
=4 sin z
−1 + 1
1
= 4z ′ sin z
2D
= 2z(− cos z)

The complete solution is

y = A cos z + B sin z − 2z cos z
= A cos log x + B sin log x − 2 log x cos log x
2
2 d y dy
Example 2: Solve: x 2
+x − 3y = x2 log x
dx dx
Solution: Given

(x2 D2 + xD − 3)y = x2 log x (6)

Let x = ez or z = log x
′ ′ ′ d ′ d
sothat xD = D , x2 D2 = D (D − 1) where D = ,D =
dx dz
 3

Now equation (6) becomes

′ ′ ′
[D (D − 1) + D − 3]y = e2z .z

′2
⇒ (D − 3)y = ze2z

The auxiliary equation is m2 − 3 = 0

√
⇒m=± 3
√ √
C.F.=Ae 3z
+ Be− 3z

1
P.I. = ze2z
′2
D −3
1
= e2z ′ z
(D + 2)2 − 3
1
= e2z ′2 z
D + 4D′ + 1
[ ′2 ′
]−1
= e2z 1 + (D + 4D ) z
[ ′2 ′
]
= e 1 − (D + 4D ) + . . . z
2z

′
= e2z (1 − 4D )z = e2z (z − 4)

The complete solution is

√ √
y = Ae 3z
+ Be− 3z
+ e2z (z − 4)
√ √
= Ax 3
+ Bx−
+ (log x − 4)x2
3

d2 y 1 dy 12 log x
Example 3: Solve: 2
+ +y =
dx x dx x2
Solution:
d2 y 1 dy 12 log x
Given + + y =
dx2 x dx x2
Multiplying throughout by x2 , we get
2
2 d y dy
x 2
+x + y = 12 log x
dx dx
⇒ (x2 D2 + xD)y = 12 log x (7)

Let x = ez or z = log x
′ ′ ′ d ′ d
sothat xD = D , x2 D2 = D (D − 1) where D = ,D =
dx dz
Now equation (7) becomes
′ ′ ′
[D (D − 1) + D ]y = 12z

′2
⇒ D y = 12z
4

The auxiliary equation is m2 = 0

⇒ m = 0, 0
C.F.=A + Bz
1
P.I. = 12z
D′2
1 z2
= 12 ′
D 2
z3
= 12 = 2z 3
6
The complete solution is
y = A + Bz + 2z 3
= A + B log x + 2(log x)3
′′ ′
Example 4: Solve: x2 y − xy + y = 0
Solution: Given
(x2 D2 − xD + 1)y = 0 (8)

Let x = ez or z = log x
′ ′ ′ d ′ d
sothat xD = D , x2 D2 = D (D − 1) where D = ,D =
dx dz
Now equation (8) becomes
′ ′ ′
[D (D − 1) − D + 1]y = 0
′2 ′
⇒ (D − 2D + 1)y = 0

The auxiliary equation is m2 − 2m + 1 = 0

⇒ (m − 1)2 = 0 ⇒ m = 1, 1
C.F.=(A + Bz)ez The complete solution is
y = (A + Bz)ez
= (A + B log x)x
2. Homogeneous Equations of Legendre’s Type
An equation of the form
dn y n−1 d
n−1
y
(ax + b)n n
+ p 1 (ax + b) n−1
+ . . . + pn y = F (x) (9)
dx dx y
where p1 , p2 , . . . pn are constants, is known as Legendre linear differential equation.
Equation (9) can be reduced to the linear differential equation with constant coefficients by
dz a
putting ax + b = ez or z = log(ax + b) so that =
dx ax + b
 5

dy dy dz dy a
Now = . = .
dx dz dx dz ax + b
dy dy
⇒ (ax + b) =a
dx dz
′ d ′ d
⇒ (ax + b)Dy = aD y where D = ,D =
dx dz
′ ′ ′ ′ ′
Similarly (ax + b)2 D2 y = a2 D (D − 1)y, (ax + b)3 D3 y = a3 D (D − 1)(D − 2)y and so on.
Substituting these in (9), we get a linear differential equation with constant coefficients which
can be solved by one of the known methods.
d2 y dy
Example 1: Solve: (1 + x)2 2 + (1 + x) + y = 4 cos [log(1 + x)]
dx dx
Solution: Given
[ ]
(1 + x)2 D2 + (1 + x)D + 1 y = 4 cos [log(1 + x)] (10)

Let 1 + x = ez or z = log(1 + x)
′ ′ ′ d ′ d
sothat (1 + x)D = D , (1 + x)2 D2 = D (D − 1) where D = ,D =
dx dz
Now equation (10) becomes
[ ′ ′ ′
]
D (D − 1) + D + 1 y = 4 cos z
′2
⇒ (D + 1)y = 4 cos z

The auxiliary equation is m2 + 1 = 0

⇒ m = ±i
C.F.=A cos z + B sin z
1
P.I. = ′24 cos z
D +1
1
=4 cos z
−1 + 1
1
= 4z ′ cos z
2D
= 2z sin z

The complete solution is

y = A cos z + B sin z + 2z sin z
=A cos log(1 + x) + B sin log(1 + x) + 2 log(1 + x) sin log(1 + x)
6

d2 y dy
Example 2: Solve: (2x + 5)2 2
− 6(2x + 5) + 8y = 0
dx dx
Solution: Given
[ ]
(2x + 5)2 D2 − 6(2x + 5)D + 8 y = 0 (11)

Let 2x + 5 = ez or z = log(2x + 5)
′ ′ ′ d ′ d
sothat (2x + 5)D = 2D , (2x + 5)2 D2 = 22 D (D − 1) where D = ,D =
dx dz
Now equation (11) becomes
[ ′ ′ ′
]
4D (D − 1) − 12D + 8 y = 0
′2 ′
⇒ (4D − 16D + 8)y = 0

The auxiliary equation is 4m2 − 16m + 8 = 0

⇒ m2 − 4m √ +2=0
4 ± 16 − 8 √
⇒m= =2± 2
√ 2 √
(2+ 2)z
C.F.=Ae + Be(2− 2)z
The complete solution is
√ √
y = A(2x + 5)(2+ 2)
+ B(2x + 5)(2− 2)
d2 y dy
Example 3: Solve: (3x + 2)2 2 + 3(3x + 2) − 36y = 3x2 + 4x + 1
dx dx
Solution: Given
[ ]
(3x + 2)2 D2 + 3(3x + 2)D − 36 y = 3x2 + 4x + 1 (12)

Let 3x + 2 = ez or z = log(3x + 2)
′ ′ ′ d ′ d
sothat (3x + 2)D = 3D , (3x + 2)2 D2 = 32 D (D − 1) where D = ,D =
dx dz
Now equation (12) becomes

[ ] ( )2 ( )
′ ′ ′ ez − 2 ez − 2
9D (D − 1) + 9D − 36 y = 3 +4 +1
3 3
′2 1 2z
⇒ (D − 4)y = (e − 1)
27

The auxiliary equation is m2 − 4 = 0

⇒ m = ±2
 7

C.F.=Ae2z + Be−2z
1 1
P.I. = ′2 . (e2z − 1)
D − 4 27
[ ]
1 1 1
= e − ′2
2z
e 0z
27 D′2 − 4 D −4
[ ]
1 1 2z 1
= e +
27 4 − 4 4
[ ]
1 1 2z 1
= z e +
27 2D′ 4
[ 2z ]
1 ze 1 1
= + = (ze2z + 1)
27 4 4 108
The complete solution is
1
y = Ae2z + Be−2z + (ze2z + 1)
108
1
=A(3x + 2)2 + B(3x + 2)−2 + [log(3x + 2)(3x + 2)2 + 1]
108
 Method of variation of parameters

This method is very useful for finding the particular integral of a second order linear differential
equation whose complementary function is known.
Consider the equation
d2 y dy
2
+ a1 + a2 y = F (x) (1)
dx dx
where a1 , a2 are constants, F (x) is a function of x. Let the complementary function of (1) is

C.F. = c1 f1 + c2 f2

where c1 , c2 are constants and f1 , f2 are functions of x. Then

P.I. = P f1 + Qf2 (2)

where
∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
and
∫
f1
Q= ′ ′ F (x) dx
f1 f2 − f2 f1
Substituting P and Q in (2), we get th P.I.
Hence the complete solution is y = C.F. + P.I.
d2 y
Example 1: Solve: + y = sec x by the method of variation of parameters.
dx2
Solution: Given (D2 + 1)y = sec x
The auxiliary equation is m2 + 1 = 0
⇒ m = ±i
C.F.=c1 cos x + c2 sin x = c1 f1 + c2 f2
′ ′
Here f1 = cos x, f2 = sin x sothat f1 = − sin x, f2 = cos x
′ ′
⇒ f1 f2 − f2 f1 = cos2 x + sin2 x = 1
Let P I = P f1 + Qf2 = P cos x + Q sin x where
∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
∫
sin x
=− sec x dx
1
1
2
∫
P =− tan x dx
∫
sin x
=− dx
cos x
= log(cos x)

and
∫
f1
Q= ′ ′ F (x) dx
f1 f2 − f2 f1
∫
cos x
= sec x dx
1
∫
= dx

=x

⇒ P.I. = cos x log(cos x) + x sin x

Hence the complete solution is y = c1 cos x + c2 sin x + cos x log(cos x) + x sin x
d2 y
Example 2: Solve: + 4y = 4 tan 2x by the method of variation of parameters.
dx2
Solution: Given (D2 + 4)y = 4 tan 2x
The auxiliary equation is m2 + 4 = 0
⇒ m = ±2i
C.F.=c1 cos 2x + c2 sin 2x = c1 f1 + c2 f2
′ ′
Here f1 = cos 2x, f2 = sin 2x sothat f1 = −2 sin 2x, f2 = 2 cos 2x
′ ′
⇒ f1 f2 − f2 f1 = 2 cos2 2x + 2 sin2 2x = 2
Let P I = P f1 + Qf2 = P cos 2x + Q sin 2x where
∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
∫
sin 2x
=− 4 tan 2x dx
2
∫
sin2 2x
= −2 dx
cos 2x
∫
(1 − cos2 x)
= −2 dx
cos 2x
∫ ∫
= −2 sec 2x dx + 2 cos 2x dx

1 sin 2x
= −2. log(sec 2x + tan 2x) + 2.
2 2
 3

and
∫
f1
Q= ′ ′ F (x) dx
f1 f2 − f2 f1
∫
cos 2x
= 4 tan 2x dx
2
∫
= 2 sin 2x dx = − cos 2x

⇒ P.I. = − cos 2x log(sec 2x + tan 2x) + sin 2x cos 2x − sin 2x cos 2x

= − cos 2x log(sec 2x + tan 2x)
Hence the complete solution is y = c1 cos 2x + c2 sin 2x − cos 2x log(sec 2x + tan 2x)
d2 y dy
Example 3: Solve: 2
+2 + 5y = e−x tan x by the method of variation of parameters.
dx dx
Solution: Given (D2 + 2D + 5)y = e−x tan x
equation is m2 + 2m + 5 = 0
The auxiliary √
−2 ± 4 − 20
⇒m= = −1 ± 2i
2
C.F.=e−x [c1 cos 2x + c2 sin 2x] = c1 f1 + c2 f2
Here f1 = e−x cos 2x, f2 = e−x sin 2x
′ ′
sothat f1 = −2e−x sin 2x − e−x cos 2x, f2 = 2e−x cos 2x − e−x sin 2x
′ ′
⇒ f1 f2 − f2 f1 = e−x cos 2x (2e−x cos 2x − e−x sin 2x) + e−x sin 2x (2e−x sin 2x + e−x cos 2x)
= 2e−x
Let P I = P f1 + Qf2 = P e−x cos 2x + Qe−x sin 2x where

∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
∫
e−x sin 2x −x
=− e tan x dx
2e−2x
∫
1
=− sin 2x tan x dx
2
∫ ( )
1 sin x
=− 2 sin x cos x dx
2 cos x
∫
= − sin2 x dx
∫ ( )
1 − cos 2x
=− dx
2
x sin 2x
=− +
2 4
4

and

∫
f1
Q= ′ ′ F (x) dx
f1 f2 − f2 f1
∫
e−x cos 2x −x
= e tan x dx
2e−2x
∫ ( )
1 sin x
= (2 cos x − 1)
2
dx
2 cos x
∫
1
= (2 cos x sin x − tan x) dx
2
∫
1
= (sin 2x − tan x) dx
2
cos 2x 1
=− + log(cos x)
4 2

( ) ( )
x sin 2x −x cos 2x 1
⇒ P.I. = − + e cos 2x + − + log(cos x) e−x sin 2x
2 4 4 2
Hence the complete solution is( ) ( )
−x x sin 2x −x cos 2x 1
y = e [c1 cos 2x + c2 sin 2x] + − + e cos 2x + − + log(cos x) e−x sin 2x
2 4 4 2
d2 y
Example 4: Solve: + y = csc x by the method of variation of parameters.
dx2
Solution: Given (D2 + 1)y = csc x
The auxiliary equation is m2 + 1 = 0
⇒ m = ±i
C.F.=c1 cos x + c2 sin x = c1 f1 + c2 f2
Here f1 = cos x, f2 = sin x
′ ′
sothat f1 = − sin x, f2 = cos x
′ ′
⇒ f1 f2 − f2 f1 = cos2 x + sin2 x = 1
Let P I = P f1 + Qf2 = P cos x + Q sin x where

∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
∫
sin x
=− csc x dx
1
∫
= − dx = −x
 5

and ∫
f1
Q= ′ ′ F (x) dx
f1 f2 − f2 f1
∫
cos x
= csc x dx
1
∫
cos x
= dx
sin x
∫
= cot x dx = log(sin x)

⇒ P.I. = −x cos x + sin x log(sin x)

Hence the complete solution is y = c1 cos x + c2 sin x − x cos x + sin x log(sin x)
d2 y dy
Example 5: Solve: 2
−2 + y = ex log x by the method of variation of parameters.
dx dx
Solution: Given (D2 − 2D + 1)y = ex log x
The auxiliary equation is m2 − 2m + 1 = 0
⇒ (m − 1)2 = 0 ⇒ m = 1, 1
C.F.=(c1 + c2 x)ex = c1 f1 + c2 f2
Here f1 = ex , f2 = xex
′ ′
sothat f1 = ex , f2 = ex + xex
′ ′
⇒ f1 f2 − f2 f1 = ex (ex + xex ) − xex ex = e2x
Let P I = P f1 + Qf2 = P ex + Qxex where
∫
f2
P =− ′ ′ F (x) dx
f1 f2 − f2 f1
∫
xex x
=− e log x dx
e2x
∫
= − x log x dx
[ ∫ 2 ]
x2 x 1
= − log x. − . dx since u = log x, dv = x dx
2 2 x
x2 x2
=− log x +
2 4
and ∫
f1
Q= ′′ F (x) dx
f1 f2 − f2 f1
∫ x
e x
= e log x dx
e2x
= x(log x − 1) since u = log x, dv = dx
6
( 2 ) ( )
x x2 x 1 2 x 3
⇒ P.I. = − log x + e + x(log x − 1).xe = x e log x −
x
2 4 2 ( 2
)
1 3
Hence the complete solution is y = (c1 + c2 x)ex + x2 ex log x −
2 2
Self Practice
d2 y
1. +y =x
dx2
2. (D2 + 1)y = x sin x
3. (D2 + 3D + 2)y = x2
′′
4. y + y = tan x