Differential Equation

Differential Equation: A differential equation is any equation which contains

derivatives, either ordinary derivatives or partial derivatives.
Order of a Differential Equation: The order of a differential equation is the largest
derivative present in the differential equation.
Degree of a Differential Equation: The degree of a differential equation is the power of
the largest derivative present in the differential equation.

Ordinary and Partial Differential Equations

A differential equation is called an ordinary differential equation, abbreviated by ode,
if it has ordinary derivatives in it.
A differential equation is called a partial differential equation, abbreviated by pde, if
it has partial derivatives in it.
 Differential Equation
Linear and Nonlinear Differential Equation: A linear differential equation is any
differential equation that can be written in the following form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑥 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑥 𝑦 = 𝑏(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
If a differential equation cannot be written in the above form, then it is called a non-
linear differential equation.
The important thing to note about linear differential equations is that there are no products of the function, y (t ) ,
and its derivatives and neither the function or its derivatives occur to any power other than the first power. Also note
that neither the function or its derivatives are “inside” another function, for example, y′ or 𝑒 𝑦 .
General Solution: The relation containing 𝑛 arbitrary constants which satisfies an
ordinary differential equation of 𝑛-th order is called its complete primitive or general
solution.
Particular Solution: A particular solution of differential equation is one obtained from
the primitive by assigning definite values to arbitrary constants.
 Formation of Differential Equation
Ex 1: Eliminate the constants from 𝑦 = 𝑎𝑥 + 𝑏𝑥 2 .
𝑑𝑦 𝑑2 𝑦
Solution: We have = 𝑎 + 2𝑏𝑥, = 2𝑏
𝑑𝑥 𝑑𝑥 2
𝑑𝑦 𝑑𝑦 𝑑2 𝑦 1 𝑑2 𝑦
Now 𝑎 = − 2𝑏𝑥 = − 𝑥 2, 𝑏=
𝑑𝑥 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 2
Putting these values of the constants in given equation, we get
𝑑𝑦𝑑2 𝑦 1 𝑑2 𝑦 2 𝑑𝑦 𝑑 𝑦 2 1 𝑑2 𝑦 2 𝑑𝑦 1 𝑑2 𝑦 2
𝑦=𝑥 −𝑥 2 + 𝑥 = 𝑥 − 𝑥2 2 + 𝑥 = 𝑥 − 𝑥
𝑑𝑥𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 2
𝑑2 𝑦 2 𝑑𝑦
⇒ 2 𝑥 − 2𝑥 + 2𝑦 = 0
𝑑𝑥 𝑑𝑥
Ex 2: Form the differential equation of which 𝑐(𝑦 + 𝑐)2 = 𝑥 3 (1) is the complete integral.
𝑑𝑦
Differentiating the given equation, we get 2𝑐(𝑦 + 𝑐) = 3𝑥 2 (2)
𝑑𝑥
𝑦+𝑐 𝑥 2𝑥 𝑑𝑦
Dividing (1) by (2), 𝑑𝑦 = ⇒𝑐= −𝑦
2 3 3 𝑑𝑥
𝑑𝑥
2𝑥 𝑑𝑦 2𝑥 𝑑𝑦 2
Substituting the value of 𝑐 in (1), we get ( − 𝑦)( ) = 𝑥3
3 𝑑𝑥 3 𝑑𝑥
8𝑥 3 𝑑𝑦 3 2𝑥 𝑑𝑦 2 𝑑𝑦 𝑑𝑦
( ) −𝑦( ) = 𝑥3 ⇒ 8𝑥( )3 −12𝑦( )2 = 27𝑥
27 𝑑𝑥 3 𝑑𝑥 𝑑𝑥 𝑑𝑥
 Formation of Differential Equation
Ex 3: Find the differential equation of all circles passing through the origin and having
their centers on the x-axis.
Solution: Equation of circles passing through the origin and having their centers on the
x-axis is 𝑥 2 + 𝑦 2 + 2𝑔𝑥 = 0, where 𝑔 is a constant
𝑑𝑦 𝑑𝑦
Differentiating we get 2𝑥 + 2𝑦 + 2𝑔 = 0 ⇒ 𝑔 = −(𝑥 + 𝑦 )
𝑑𝑥 𝑑𝑥
Putting this value in the equation of circle, we get
𝑑𝑦
𝑥 2 + 𝑦 2 − 2 (𝑥 + 𝑦 )𝑥 =0
𝑑𝑥
𝑑𝑦
⇒ 𝑦2 − 𝑥2 −2 𝑥𝑦 =0
𝑑𝑥
𝑑𝑦
⇒ 𝑦 2 = 𝑥 2 + 2 𝑥𝑦
𝑑𝑥
 Formation of Differential Equation
Ex 4: Find the differential equation of the family of parabolas with foci at the origin and
axis along the x-axis.
Solution: Equation of the parabola is 𝑥 2 + 𝑦 2 = (2𝑎 + 𝑥)2
⇒ 𝑦 2 = 4𝑎(𝑎 + 𝑥) (1)
𝑑𝑦 1 𝑑𝑦
Differentiating we get get 2𝑦 = 4𝑎 ⇒ 𝑎 = 𝑦
𝑑𝑥 2 𝑑𝑥
Putting this value of 𝑎 in (1), we get
1 𝑑𝑦 1 𝑑𝑦
𝑦2 = 4 𝑦 ( 𝑦 + 𝑥) P(x, y)
2 𝑑𝑥 2 𝑑𝑥
𝑑𝑦 2 𝑑𝑦 2a
⇒ 𝑦2 = 2
𝑦 ( ) +2𝑥𝑦
𝑑𝑥 𝑑𝑥
𝑑𝑦 𝑑𝑦
⇒ 𝑦 = 𝑦( )2 +2𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦 2 𝑑𝑦
⇒ 𝑦( ) +2𝑥 −𝑦 =0
𝑑𝑥 𝑑𝑥
 Formation of Differential Equation
Ex 5: Form the differential equation of 𝑦 = 𝑎𝑥 2 + 𝑏𝑒 𝑥 + 𝑐𝑒 −2𝑥 .
Solution: Given 𝑦 = 𝑎𝑥 2 + 𝑏𝑒 𝑥 + 𝑐𝑒 −2𝑥
𝑦 ′ = 2𝑎𝑥 + 𝑏𝑒 𝑥 − 2𝑐𝑒 −2𝑥
𝑦′′ = 2𝑎 + 𝑏𝑒 𝑥 + 4𝑐𝑒 −2𝑥
𝑦 ′′′ = 𝑏𝑒 𝑥 − 8𝑐𝑒 −2𝑥
𝑦 𝑥2 𝑒𝑥 𝑒 −2𝑥
Elimination of 𝑎, 𝑏 and 𝑐 is
𝑦′ 2𝑥 𝑒𝑥 −2𝑒 −2𝑥 = 0
𝑦′′ 2 𝑒𝑥 4𝑒 −2𝑥
𝑦′′′ 0 𝑒𝑥 −8𝑒 −2𝑥
𝑦 𝑥2 1 1
𝑦′ 2𝑥 1 −2
⇒ =0
𝑦′′ 2 1 4
𝑦′′′ 0 1 −8
 Formation of Differential Equation

𝑦 − 𝑦′′′ 𝑥2 0 9
𝑦 − 𝑦′′′ 𝑥2 9
𝑦 ′ − 𝑦′′′ 2𝑥 0 6
⇒ ′′ =0 ⇒ 𝑦 ′ − 𝑦′′′ 2𝑥 6 =0
𝑦 − 𝑦′′′ 2 0 12
𝑦 ′′ − 𝑦′′′ 2 12
𝑦′′′ 0 1 −8
⇒ 𝑦 − 𝑦 ′′′ 24𝑥 − 12 − 𝑥 2 12𝑦 ′ − 12𝑦 ′′′ − 6𝑦 ′′ + 6𝑦 ′′′ + 9(2𝑦 ′ − 2𝑦 ′′′ −
2𝑥𝑦 ′′ + 2𝑥𝑦 ′′′ ) = 0

⇒ 𝑦 − 𝑦 ′′′ 12𝑥 − 6 − 𝑥 2 6𝑦 ′ − 3𝑦 ′′′ − 3𝑦 ′′ + 9 𝑦 ′ − 𝑦 ′′′ − 𝑥𝑦 ′′ + 𝑥𝑦 ′′′ = 0

⇒ 𝑦 12𝑥 − 6 − 𝑦 ′′′ 12𝑥 − 6 − 3𝑥 2 − 9𝑥 + 9 + 𝑦′′(3𝑥 2 − 9𝑥) − 6𝑥 2 𝑦 ′ + 9𝑦′ = 0

⇒ 3𝑥 2 − 3𝑥 − 3 𝑦 ′′′ + 3𝑥 2 − 9𝑥 𝑦 ′′ − (6𝑥 2 − 9)𝑦 ′ + 12𝑥 − 6 𝑦 = 0

⇒ 𝑥 2 − 𝑥 − 1 𝑦 ′′′ + 𝑥 2 − 3𝑥 𝑦 ′′ − (2𝑥 2 − 3)𝑦 ′ + 4𝑥 − 2 𝑦 = 0

 Formation of Differential Equation
Ex 5: Form the differential equation in the following cases
(i) 𝑦 = 𝑐𝑠𝑖𝑛−1 𝑥
(ii) 𝑦 = 𝑎𝑒 2𝑥 + 𝑏𝑒 −3𝑥 + 𝑐𝑒 𝑥
(iii) 𝑎𝑦 2 = (𝑥 − 𝑐)3
(iv) 𝑦 = 𝑐𝑥 + 𝑐 − 𝑐 3
(v) 𝑒 2𝑦 + 2𝑐𝑥𝑒 𝑦 + 𝑐 2 = 0
(vi) 𝑦 = 𝑎cos(𝑚𝑥 + 𝑏)
(vii) 𝑥𝑦 = 𝑎𝑒 𝑥 + 𝑏𝑒 −𝑥
(viii) 𝑥𝑦 = 𝑎𝑒 𝑥 + 𝑏𝑒 −𝑥 + 𝑥 2
(ix) 𝑦 = 𝑒 𝑥 (𝑎𝑐𝑜𝑠𝑥 + 𝑏𝑠𝑖𝑛𝑥)
(x) Find the differential equation of all circles of radius 𝑎.
(xi) Find the differential equation of all circles which have their centres on x-axis and have
given radius.
 Solution of First Order ODE
Standard Forms of First-Order Differential Equations
The first-order differential equations may be expressed in either the
derivative form
𝑑𝑦
= 𝑓(𝑥, 𝑦) (1)
𝑑𝑥

or the differential form 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 (2)

Types of First order ODE

(i) Exact Differential Equation
(ii) Separable Differential Equation
(iii) Homogenous Differential Equation
(iv) Linear Differential Equation
(v) Bernoulli Differential Equation
 Solution of First Order ODE

Types of First order ODE

(i) Exact Differential Equation
(ii) Separable Differential Equation
(iii) Homogenous Differential Equation
(iv) Linear Differential Equation
(v) Bernoulli Differential Equation
 Solution of First Order ODE
Exact Differential Equation
Let F be a function of two real variables such that 𝐹 has continuous first partial derivatives
in a domain 𝐷. The total differential 𝑑𝐹 of the function 𝐹 is defined by the formula
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
𝑑𝐹 𝑥, 𝑦 = 𝑑𝑥 + 𝑑𝑦 for all (𝑥, 𝑦) ∈ 𝐷.
𝜕𝑥 𝜕𝑦

The expression 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is called an exact differential in a domain 𝐷 if there

exists a function 𝐹 of two variables such that this expression equals the total differential
𝑑𝐹 𝑥, 𝑦 for all (𝑥, 𝑦) ∈ 𝐷. That is, the above expression is an exact differential in 𝐷 if there
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
exists a function 𝐹 such that = 𝑀(𝑥, 𝑦) and = 𝑁(𝑥, 𝑦)
𝜕𝑥 𝜕𝑦

If 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 is an exact differential, then the differential equation

𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 is called an exact differential equation.
 Solution of First Order ODE
Consider the differential equation 𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 (1)
where 𝑀 and 𝑁 have continuous first partial derivatives at all points 𝑥, 𝑦 in a rectangular
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
domain 𝐷. If the differential equation is exact in 𝐷, then = for all (𝑥, 𝑦) ∈ 𝐷.
𝜕𝑦 𝜕𝑥
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Conversely, if = for all (𝑥, 𝑦) ∈ 𝐷, then the differential equation is exact in 𝐷.
𝜕𝑦 𝜕𝑥
Proof: Part I. If the differential equation (1) is exact in 𝐷, then 𝑀𝑑𝑥 + 𝑁𝑑𝑦 is an exact
differential in 𝐷. By definition of an exact differential, there exists a function 𝐹 such that
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦) 𝜕2 𝐹(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦)
= 𝑀(𝑥, 𝑦) and = 𝑁(𝑥, 𝑦) for all (𝑥, 𝑦) ∈ 𝐷. Then = and
𝜕𝑥 𝜕𝑦 𝜕𝑦𝜕𝑥 𝜕𝑦

𝜕2 𝐹(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= for all (𝑥, 𝑦) ∈ 𝐷. But, using the continuity of the first partial derivatives of
𝜕𝑥𝜕𝑦 𝜕𝑥

𝜕2 𝐹(𝑥,𝑦) 𝜕2 𝐹(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)

𝑀 and 𝑁, we have = and therefore = for all (𝑥, 𝑦) ∈ 𝐷.
𝜕𝑦𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥
 Solution of First Order ODE
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
Part II. We start with the hypothesis that = for all (𝑥, 𝑦) ∈ 𝐷, and set out to
𝜕𝑦 𝜕𝑥
show that 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact in 𝐷. This means that we must prove that there exists a
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
function 𝐹 such that = 𝑀(𝑥, 𝑦) (1) and = 𝑁(𝑥, 𝑦) (2) for all (𝑥, 𝑦) ∈ 𝐷.
𝜕𝑥 𝜕𝑦
We can certainly find some 𝐹(𝑥, 𝑦) satisfying either (1) or (2), but what about both?
Let us assume that 𝐹 satisfies (1) and proceed. Then 𝐹 𝑥, 𝑦 = ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥 + 𝜑(𝑦) (3)
Differentiating (3) partially with respect to 𝑦, we obtain
𝜕𝐹(𝑥,𝑦) 𝜕 𝑑𝜑(𝑦)
= ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥 + (4)
𝜕𝑦 𝜕𝑦 𝑑𝑦
𝜕 𝑑𝜑(𝑦)
Now if (2) is to be satisfied, we must have 𝑁(𝑥, 𝑦) = ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥 + (5)
𝜕𝑦 𝑑𝑦
𝑑𝜑(𝑦) 𝜕
and hence = 𝑁 𝑥, 𝑦 − ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥
𝑑𝑦 𝜕𝑦
 Solution of First Order ODE
𝑑𝜑
Since 𝜑 is a function of 𝑦 only, the derivative must also be independent of 𝑥. That is, in
𝑑𝑦
𝜕
order for (5) to hold, 𝑁 𝑥, 𝑦 − ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥 (6) must be independent of 𝑥.
𝜕𝑦
𝜕 𝜕
We shall show that [𝑁 𝑥, 𝑦 − ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥] =0
𝜕𝑥 𝜕𝑦
𝜕 𝜕 𝜕𝑁 𝑥,𝑦 𝜕2
We at once have 𝑁 𝑥, 𝑦 − ‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥 = − ‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑥𝜕𝑦

𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
If (1) and (2) are to be satisfied, then using the hypothesis = , we must have
𝜕𝑦 𝜕𝑥
𝜕2 𝜕2 𝐹(𝑥,𝑦) 𝜕2 𝐹(𝑥,𝑦) 𝜕2
𝜕𝑥𝜕𝑦
‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥 =
𝜕𝑥𝜕𝑦
=
𝜕𝑦𝜕𝑥
=
𝜕𝑦𝜕𝑥
‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥

𝜕 𝜕 𝜕𝑁 𝑥,𝑦 𝜕2
Thus, we obtain 𝑁 𝑥, 𝑦 − ‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥 = − ‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦𝜕𝑥

𝜕 𝜕 𝜕𝑁 𝑥,𝑦 𝜕𝑀(𝑥,𝑦)
and hence 𝑁 𝑥, 𝑦 − ‫𝑀׬‬ 𝑥, 𝑦 𝜕𝑥 = −
𝜕𝑥 𝜕𝑦 𝜕𝑥 𝜕𝑦
 Solution of First Order ODE
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
But by hypothesis = for all (𝑥, 𝑦) ∈ 𝐷. Thus
𝜕𝑦 𝜕𝑥
𝜕 𝜕
𝑁 𝑥, 𝑦 − ‫׬‬ 𝑀 𝑥, 𝑦 𝜕𝑥 = 0 for all (𝑥, 𝑦) ∈ 𝐷, and so (6) is independent of 𝑥. Thus,
𝜕𝑥 𝜕𝑦
we may write
𝜕𝑀 𝑥,𝑦
𝜑 𝑦 = ‫𝑥 𝑁 ׬‬, 𝑦 −‫׬‬ 𝜕𝑥 𝑑𝑦
𝜕𝑦
Substituting this into equation (3), we have
𝜕𝑀 𝑥,𝑦
𝐹 𝑥, 𝑦 = ‫𝑥(𝑀 ׬‬, 𝑦) 𝜕𝑥 + ‫𝑥 𝑁 ׬‬, 𝑦 − ‫׬‬ 𝜕𝑥 𝑑𝑦 (7)
𝜕𝑦
This 𝐹 𝑥, 𝑦 thus satisfies both (1) and (2) for all (𝑥, 𝑦) ∈ 𝐷, and so 𝑀𝑑𝑥 + 𝑁𝑑𝑦 = 0 is exact
in 𝐷.
 Solution of First Order ODE
Ex-1: Solve the equation 3𝑥 2 + 4𝑥𝑦 𝑑𝑥 + 2𝑥 2 + 2𝑦 𝑑𝑦 = 0
Solution: First we have to determine whether the equation is exact or not. Here
𝑀 𝑥, 𝑦 = 3𝑥 2 + 4𝑥𝑦 and 𝑁 𝑥, 𝑦 = 2𝑥 2 + 2𝑦
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= 4𝑥 and = 4𝑥 ∴ =
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Hence the above equation is exact. Thus, we must find a function 𝐹 𝑥, 𝑦 such that
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
= 3𝑥 2 + 4𝑥𝑦 (1) and = 2𝑥 2 + 2𝑦 (2)
𝜕𝑥 𝜕𝑦
Integrating (1) with respect to 𝑥, we get
𝐹 𝑥, 𝑦 = 𝑥 3 + 2𝑥 2 𝑦 + 𝜑(𝑦) (3)
Now differentiating (3) with respect to 𝑦, we get
𝜕𝐹(𝑥,𝑦) 𝑑𝜑(𝑦)
= 2𝑥 2 + (4)
𝜕𝑦 𝑑𝑦
𝑑𝜑(𝑦) 𝑑𝜑(𝑦)
Comparing (2) and (4), we get 2𝑥 2 + 2𝑦 = 2𝑥 2 + ⇒ = 2𝑦 (5)
𝑑𝑦 𝑑𝑦
 Solution of First Order ODE
Integrating (5) we get 𝜑 𝑦 = 𝑦 2 + 𝑐0 , where 𝑐0 is an arbitrary constant, and so
𝐹 𝑥, 𝑦 = 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 + 𝑐0
Hence the general solution is 𝐹 𝑥, 𝑦 = 𝑐1 , or 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 + 𝑐0 = 𝑐1
Combining the constants 𝑐0 and 𝑐1 we may write the solution as 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 = 𝑐
where 𝑐 = 𝑐1 − 𝑐0 is an arbitrary constant.

Method of Grouping:
We can write the differential equation in the form
3𝑥 2 𝑑𝑥 + (4𝑥𝑦𝑑𝑥 + 2𝑥 2 𝑑𝑦) + 2𝑦𝑑𝑦 = 0
⇒ 𝑑(𝑥 3 ) + 𝑑(2𝑥 2 𝑦) + 𝑑(𝑦 2 ) = 0
⇒ 𝑑(𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 ) = 0
Integrating we get 𝑥 3 + 2𝑥 2 𝑦 + 𝑦 2 = 𝑐
 Solution of First Order ODE
Ex-2: Solve the initial-value problem
2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 𝑑𝑥 + 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦 𝑑𝑦 = 0, 𝑦 0 = 2
Solution: Here 𝑀 𝑥, 𝑦 = 2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 and 𝑁 𝑥, 𝑦 = 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦
𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦) 𝜕𝑀(𝑥,𝑦) 𝜕𝑁(𝑥,𝑦)
= −2𝑥𝑠𝑖𝑛𝑦 + 3𝑥 2 and = 3𝑥 2 − 2𝑥𝑠𝑖𝑛𝑦 ∴ =
𝜕𝑦 𝜕𝑥 𝜕𝑦 𝜕𝑥
Hence the above equation is exact. Thus, we must find a function 𝐹 𝑥, 𝑦 such that
𝜕𝐹(𝑥,𝑦) 𝜕𝐹(𝑥,𝑦)
= 2𝑥𝑐𝑜𝑠𝑦 + 3𝑥 2 𝑦 (1) and = 𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 − 𝑦 (2)
𝜕𝑥 𝜕𝑦
Integrating (1) with respect to 𝑥, we get
𝐹 𝑥, 𝑦 = 𝑥 2 𝑐𝑜𝑠𝑦 + 𝑥 3 𝑦 + 𝜑(𝑦) (3)
Now differentiating (3) with respect to 𝑦, we get
𝜕𝐹(𝑥,𝑦) 𝑑𝜑(𝑦)
= −𝑥 2 𝑠𝑖𝑛𝑦 + 𝑥 3 + (4)
𝜕𝑦 𝑑𝑦
𝑑𝜑(𝑦)
Comparing (2) and (4), we get𝑥 3 − 𝑥 2 𝑠𝑖𝑛𝑦 −𝑦 = −𝑥 2 𝑠𝑖𝑛𝑦 + 𝑥3 +
𝑑𝑦
 Solution of First Order ODE
𝑑𝜑(𝑦)
⇒ = −𝑦 (5)
𝑑𝑦
𝑦2
Integrating (5) we get 𝜑 𝑦 = − + 𝑐0 , where 𝑐0 is an arbitrary constant, and so
2

2 3 𝑦2
𝐹 𝑥, 𝑦 = 𝑥 𝑐𝑜𝑠𝑦 + 𝑥 𝑦 − + 𝑐0
2

2 3 𝑦2
Hence the general solution is 𝑥 𝑐𝑜𝑠𝑦 + 𝑥 𝑦 − =𝑐
2

Using initial condition 𝑦 = 2 𝑤ℎ𝑒𝑛 𝑥 = 0, we get

22
0 × 𝑐𝑜𝑠2 + 0 × 2 − =𝑐 ⇒ 𝑐 = −2
2
Hence the required solution is
𝑦2
𝑥 2 𝑐𝑜𝑠𝑦 + 𝑥3𝑦 − = −2
2
 Solution of First Order ODE
Solve the following Differential Equations
1. 3𝑥 + 2𝑦 𝑑𝑥 + 2𝑥 + 𝑦 𝑑𝑦 = 0
2. 𝑦 2 + 3 𝑑𝑥 + 2𝑥𝑦 − 4 𝑑𝑦 = 0
3. 2𝑥𝑦 + 1 𝑑𝑥 + 𝑥 2 + 4𝑦 𝑑𝑦 = 0
4. 3𝑥 2 𝑦 + 2 𝑑𝑥 − 𝑥 3 + 𝑦 𝑑𝑦 = 0
5. 6𝑥𝑦 + 2𝑦 2 − 5 𝑑𝑥 − 3𝑥 2 + 4𝑥𝑦 − 6 𝑑𝑦 = 0
6. 2𝑥𝑦 − 3 𝑑𝑥 + 𝑥 2 + 4𝑦 𝑑𝑦 = 0, 𝑦 1 = 2
7. 3𝑥 2 𝑦 2 − 𝑦 3 + 2𝑥 𝑑𝑥 + 2𝑥 3 𝑦 − 3𝑥𝑦 2 + 1 𝑑𝑦 = 0, 𝑦 −2 = 1
8. 2𝑦𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥 + 𝑦 2 𝑠𝑖𝑛𝑥 𝑑𝑥 + 𝑠𝑖𝑛2 𝑥 − 2𝑦𝑐𝑜𝑠𝑥 𝑑𝑦 = 0, 𝑦 0 = 3
9. 𝑦𝑒 𝑥 + 2𝑒 𝑥 + 𝑦 2 𝑑𝑥 + 𝑒 𝑥 + 2𝑥𝑦 𝑑𝑦 = 0, 𝑦 0 = 6
10. Determine the constant 𝐴 such that the equation is exact, and solve the resulting exact
equation 𝑥 2 + 3𝑥𝑦 𝑑𝑥 + 𝐴𝑥 2 + 4𝑦 𝑑𝑦 = 0
 Linear Differential Equations with Constant Coefficients
Linear Differential Equation: A differential equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦
+ 𝑃1 𝑛−1 + 𝑃2 𝑛−2 + ⋯ + 𝑃𝑛 𝑦 = 𝑋 (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥

where 𝑃1 , 𝑃2 ,… 𝑃𝑛 and 𝑋 are function of 𝑥 or constants, is called a linear differential

equation of 𝑛𝑡ℎ order.
And if 𝑃1 , 𝑃2 ,… 𝑃𝑛 are all constants (not functions of 𝑥) and 𝑋 is some function of 𝑥,
then the equation is a linear differential equation with constant coefficients.
The Operator D.
𝑑 2 𝑑2 𝑛 𝑑𝑛
It is usual to write 𝐷 for , 𝐷 for , … , 𝐷 for
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑛

And in terms of the operator 𝐷 the differential equation (1) can be written as
𝐷𝑛 + 𝑃1 𝐷𝑛−1 + 𝑃2 𝐷𝑛−2 + ⋯ + 𝑃𝑛 𝑦 = 𝑋
 Linear Differential Equations with Constant Coefficients
Theorem: If 𝑦 = 𝑦1 , 𝑦 = 𝑦2 , … 𝑦 = 𝑦𝑛 are linearly independent solutions of
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 𝑦 = 0 (1)
then 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 is the general or complete solution of the differential
equation, where 𝐶1 , 𝐶2 , … , 𝐶𝑛 are 𝑛 arbitrary constants.

Proof: Let us denote the given equation (1) by 𝑓 𝐷 𝑦 = 0,

where 𝑓 𝐷 = 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛
Since 𝑦 = 𝑦1 , 𝑦 = 𝑦2 , … 𝑦 = 𝑦𝑛 are solutions of the equation,
∴ 𝑓 𝐷 𝑦1 = 0, 𝑓 𝐷 𝑦2 = 0, … , 𝑓 𝐷 𝑦𝑛 = 0
Now putting 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 in (1), we have
𝐷𝑛 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) + 𝑎1 𝐷𝑛−1 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) +
𝑎2 𝐷𝑛−2 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) + ⋯ + 𝑎𝑛 (𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 ) = 0
 Linear Differential Equations with Constant Coefficients
⇒ 𝐶1 (𝐷𝑛 𝑦1 + 𝑎1 𝐷𝑛−1 𝑦1 + ⋯ + 𝑎𝑛 𝑦1 ) + 𝐶2 (𝐷𝑛 𝑦2 + 𝑎1 𝐷𝑛−1 𝑦2 + ⋯ + 𝑎𝑛 𝑦2 )
+ 𝐶3 (𝐷𝑛 𝑦3 + 𝑎1 𝐷𝑛−1 𝑦3 + ⋯ + 𝑎𝑛 𝑦3 ) + ⋯ + 𝐶𝑛 (𝐷𝑛 𝑦𝑛 + 𝑎1 𝐷𝑛−1 𝑦𝑛 + ⋯ + 𝑎𝑛 𝑦𝑛 ) = 0

⇒ 𝐶1 𝑓(𝐷)𝑦1 + 𝐶2 𝑓(𝐷)𝑦2 + 𝐶3 𝑓(𝐷)𝑦3 + ⋯ + 𝐶𝑛 𝑓(𝐷)𝑦𝑛 = 0

⇒ 𝐶1 ∙ 0 + 𝐶2 ∙ 0 + 𝐶3 ∙ 0 + ⋯ + 𝐶𝑛 ∙ 0 = 0 ⇒0=0
Since (1) is satisfied by 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 + ⋯ + 𝐶𝑛 𝑦𝑛 , it is a solution of (1). Also, since
it contains 𝑛 arbitrary constants, it is the general or complete solution of the equation.
 Linear Differential Equations with Constant Coefficients
Auxiliary Equation: Consider the differential equation
(𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0 (1)
where 𝑎1 , 𝑎2 ,…, 𝑎𝑛 are all constant.
Let 𝑦 = 𝑒 𝑚𝑥 be a solution of this equation. Then putting in equation (1), we get
(𝑚𝑛 + 𝑎1 𝑚𝑛−1 + 𝑎2 𝑚𝑛−2 + ⋯ + 𝑎𝑛 )𝑒 𝑚𝑥 = 0
Hence 𝑒 𝑚𝑥 will be a solution of (1) if 𝑚 is a root of the algebraic equation
𝑚𝑛 + 𝑎1 𝑚𝑛−1 + 𝑎2 𝑚𝑛−2 + ⋯ + 𝑎𝑛 = 0 (2)
This equation in 𝑚 is called the auxiliary equation.
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case I. When all the roots of auxiliary equation are real and different.
If 𝑚1 , 𝑚2 ,…, 𝑚𝑛 be the 𝑛 different roots of (2), then 𝑦 = 𝑒 𝑚1 𝑥 , 𝑦 = 𝑒 𝑚2𝑥 ,…, 𝑦 =
𝑒 𝑚𝑛 𝑥 are all independent solutions of (1). Therefore, the general solution of (1) is
𝑦 = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
𝑑3 𝑦 𝑑𝑦
Ex-1: Solve − 13 − 12𝑦 = 0
𝑑𝑥 3 𝑑𝑥

Solution: Given equation can be written as (𝐷3 − 13𝐷 − 12)𝑦 = 0

The auxiliary equation is 𝑚3 − 13𝑚 − 12 = 0 ⇒ 𝑚 = −1, −3, 4
Hence the complete solution is 𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 −3𝑥 + 𝐶3 𝑒 4𝑥
Ex-2: Solve (𝐷3 + 6𝐷2 + 11𝐷 + 6)𝑦 = 0
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case II. Auxiliary equation having equal roots.
We have seen that when 𝑚1 , 𝑚2 ,…, 𝑚𝑛 are all different, the general solution is
𝑦 = 𝐶1 𝑒 𝑚1𝑥 + 𝐶2 𝑒 𝑚2𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
But if 𝑚1 = 𝑚2 then this becomes
𝑦 = 𝐶1 + 𝐶2 𝑒 𝑚1 𝑥 + 𝐶3 𝑒 𝑚3 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥 = 𝐴1 𝑒 𝑚1𝑥 + 𝐶3 𝑒 𝑚3𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
which clearly contains only 𝑛 − 1 arbitrary constants. Therefore, this is no longer a
general solution.
Considering an equation (𝐷 − 𝑚1 )2 𝑦 = 0 (1) a differential equation of second order
having both the roots equal.
Put (𝐷 − 𝑚1 )𝑦 = 𝑣 , then equation (1) becomes
 Linear Differential Equations with Constant Coefficients
𝑑𝑣 𝑑𝑣
𝐷 − 𝑚1 𝑣 = 0 or = 𝑚1 𝑣 Separating the variables = 𝑚1 𝑑𝑥
𝑑𝑥 𝑣

Integrating, log 𝑣 = 𝑚1 𝑥 + log 𝑐1 ⇒ 𝑣 = 𝑐1 𝑒 𝑚1𝑥

⇒ (𝐷 − 𝑚1 )𝑦 = 𝑐1 𝑒 𝑚1𝑥
𝑑𝑦
⇒ − 𝑚1 𝑦 = 𝑐1 𝑒 𝑚1𝑥
𝑑𝑥

which is linear equation of first order, its IF = 𝑒 −𝑚1𝑥

Hence 𝑦𝑒 −𝑚1 𝑥 = ‫𝑐 ׬‬1 𝑒 𝑚1 𝑥 𝑒 −𝑚1 𝑥 𝑑𝑥 + 𝑐2 = 𝑐1 𝑥 + 𝑐2
⇒ 𝑦 = (𝑐1 𝑥 + 𝑐2 )𝑒 𝑚1 𝑥
Therefore, the most general solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0
when two roots of A.E. are equal is 𝑦 = 𝐶1 𝑥 + 𝐶2 𝑒 𝑚1𝑥 + 𝐶3 𝑒 𝑚3𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥
 Linear Differential Equations with Constant Coefficients
𝑑4 𝑦 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
Ex-1: Solve − 3 − 9 2 − 11 − 4𝑦 = 0
𝑑𝑥 4 𝑑𝑥 𝑑𝑥 𝑑𝑥

Solution: The auxiliary equation is 𝑚4 − 𝑚3 − 9𝑚2 − 11𝑚 − 4 = 0

⇒ 𝑚 = −1, −1, −1, 4
Hence the complete solution is 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )𝑒 −𝑥 + 𝐶4 𝑒 4𝑥
Ex-2: Solve (𝐷3 − 2𝐷2 − 4𝐷 + 8)𝑦 = 0
 Linear Differential Equations with Constant Coefficients
Solution of the differential equation (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 0:
Case III. Auxiliary equation having imaginary roots.
Let 𝛼 ± 𝑖𝛽 be the imaginary roots of an equation of second order. Then, the general
solution is
𝑦 = 𝐶1 𝑒 (𝛼+𝑖𝛽)𝑥 + 𝐶2 𝑒 (𝛼−𝑖𝛽)𝑥 = 𝑒 𝛼𝑥 𝐶1 𝑒 𝑖𝛽𝑥 + 𝐶2 𝑒 −𝑖𝛽𝑥
= 𝑒 𝛼𝑥 𝐶1 (cos 𝛽𝑥 + 𝑖 sin 𝛽𝑥) + 𝐶2 (cos 𝛽𝑥 − 𝑖 sin 𝛽𝑥)
= 𝑒 𝛼𝑥 𝐶1 + 𝐶2 cos 𝛽𝑥 + 𝑖(𝐶1 − 𝐶2 ) sin 𝛽𝑥 = 𝑒 𝛼𝑥 𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥
If imaginary roots repeated 𝑦 = 𝑒 𝛼𝑥 𝐶1 + 𝐶2 𝑥 cos 𝛽𝑥 + (𝐶3 + 𝐶4 𝑥) sin 𝛽𝑥
 Linear Differential Equations with Constant Coefficients
𝑑4 𝑦 𝑑2 𝑦
Ex-1: Solve +5 2 + 6𝑦 = 0
𝑑𝑥 4 𝑑𝑥

Solution: The auxiliary equation is 𝑚4 + 5𝑚2 + 6 = 0

⇒ 𝑚 = ± 3𝑖, ± 2𝑖
Hence the complete solution is
𝑦 = 𝐶1 cos 3 𝑥 + 𝐶2 sin 3 𝑥 + 𝐶3 cos 2 𝑥 + 𝐶4 sin 2 𝑥
Ex-2: Solve (𝐷4 − 𝐷3 − 𝐷 + 1)𝑦 = 0
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
General Solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 )𝑦 = 𝑋 … (1)
Show that if 𝑦 = 𝑌 is a complete solution of (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 )𝑦 = 0 ….(2)
and 𝑦 = 𝑢 is a particular solution of (1); then 𝑦 = 𝑌 + 𝑢 is a general solution of (1)
Proof: Since 𝑦 = 𝑌 is a solution of (2), we have
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 𝑌 = 0 … (3)
Also, since 𝑦 = 𝑢 is a solution of (1), we have
𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 𝑢 = 𝑋 … (4)
Adding (3) and (4), we get 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛 (𝑌 + 𝑢) = 𝑋
This shows that 𝑦 = 𝑌 + 𝑢 is a solution of (1). Now 𝑌 being a general solution of (2)
contains n arbitrary constants and such 𝑌 + 𝑢 also contains n arbitrary constants.
Therefore 𝑦 = 𝑌 + 𝑢 is a general solution of (1)
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝟏 1
S𝐡𝐨𝐰 𝐭𝐡𝐚𝐭 𝑿 = 𝑒 𝛼𝑥 (𝑒 −𝛼𝑥 𝑋) (1)
𝑫−𝜶 𝐷
1 𝑑𝑦
Proof: Suppose 𝑦 = 𝑋; then 𝐷 − 𝛼 𝑦 = 𝑋 ⇒ − 𝛼𝑦 = 𝑋 this is a linear in 𝑦.
𝐷−𝛼 𝑑𝑥
∴ Integrating factor= 𝑒 ‫ 𝑒 = 𝑥𝑑𝑝 ׬‬− ‫ 𝑒 = 𝑥𝑑𝛼 ׬‬−𝛼𝑥
1
and the solution is 𝑦𝑒 −𝛼𝑥 =‫׬‬ 𝑒 −𝛼𝑥 𝑋𝑑𝑥 ⇒𝑦= 𝑒 𝛼𝑥 ‫׬‬ 𝑒 −𝛼𝑥 𝑋𝑑𝑥 = 𝑒 𝛼𝑥 (𝑒 −𝛼𝑥 𝑋)
𝐷

Working rule for finding the Particular integral of 𝒇 𝑫 𝑦 = 𝑋 (1)

Let 𝑓 𝐷 = 𝐷 − 𝛼1 𝐷 − 𝛼2 … (𝐷 − 𝛼𝑛 )
1 𝐴1 𝐴2 𝐴𝑛
Then resolving into partial fraction, we get = + + ⋯+
𝑓(𝐷) 𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
1 𝐴1 𝐴2 𝐴𝑛
Now particular integral 𝑋 = + + ⋯+ 𝑋
𝑓(𝐷) 𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
𝐴1 𝐴 𝐴
= 𝑋 + 2 𝑋 + ⋯+ 𝑛 𝑋
𝐷−𝛼1 𝐷−𝛼2 𝐷−𝛼𝑛
= 𝐴1 𝑒 𝛼1 𝑥 ‫ 𝑒 ׬‬−𝛼1𝑥 𝑋𝑑𝑥 + 𝐴2 𝑒 𝛼2 𝑥 ‫ 𝑒 ׬‬−𝛼2 𝑥 𝑋𝑑𝑥 + ⋯ + 𝐴𝑛 𝑒 𝛼𝑛 𝑥 ‫ 𝑒 ׬‬−𝛼𝑛 𝑥 𝑋𝑑𝑥
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = 𝑒 𝑎𝑥
By successive differentiation, we find that
𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 (1)
𝐷𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 (2)
𝐷2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥 (3)
…………………
𝐷𝑛 𝑒 𝑎𝑥 = 𝑎𝑛 𝑒 𝑎𝑥 (n)
If 𝑓 𝐷 = (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 ), then multiplying (1), (2), (3), …., (n) by 𝑎𝑛 ,
𝑎𝑛−1 , …, 1 respectively and adding, we obtain
1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 , Now operating on the both sides by ,
𝑓(𝐷)
1 1 1 1 1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑓(𝑎) 𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎) 𝑓(𝐷)
1 1
Therefore 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0
𝑓(𝐷) 𝑓(𝑎)
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = 𝒆𝟒𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of 𝐷 3 − 2𝐷 2 − 5𝐷 + 6 𝑦 = 0
Then the auxiliary equation is 𝑚3 − 2𝑚2 − 5𝑚 + 6 = 0 ⇒ 𝑚 = 1, 3, −2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 4𝑥 1 1
4𝑥 1 4𝑥
Particular Integral 𝑦𝑝 = 𝑒 = 𝑒 = 𝑒 4𝑥 = 𝑒
𝐷3 −2𝐷2 −5𝐷+6 43 −2×42 −5×4+6
64−32−20+6 18
𝑥 3𝑥 −2𝑥 1 4𝑥
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑐3 𝑒 + 𝑒
18
Ex-2: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = (𝒆𝟐𝒙 + 𝟑)𝟐
Solution: Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 2𝑥 2
Particular Integral 𝑦𝑝 = (𝑒 + 3)
𝐷3 −2𝐷2 −5𝐷+6
1 4𝑥 6 2𝑥 9 0𝑥
= 3 𝑒 + 𝑒 + 𝑒
𝐷 −2𝐷2 −5𝐷+6 𝐷3 −2𝐷2 −5𝐷+6 𝐷3 −2𝐷2 −5𝐷+6
1 6 9 1 3 3
= 𝑒 4𝑥 + 𝑒 2𝑥 + = 𝑒 4𝑥 − 𝑒 2𝑥 +
18 8−8−10+6 0−0−0+6 18 2 2
𝑥 3𝑥 −2𝑥 1 4𝑥 3 2𝑥 3
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 + 𝑐2 𝑒 + 𝑐3 𝑒 + 𝑒 − 𝑒 +
18 2 2
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-3: Solve 𝑫𝟑 − 𝟐𝑫𝟐 − 𝟓𝑫 + 𝟔 𝒚 = 𝒆𝟑𝒙
Solution: Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥
1 1 1 1 1
Particular Integral 𝑦𝑝 = 𝑒 3𝑥 = 𝑒 3𝑥 = 𝑒 3𝑥
(𝐷−1)(𝐷−3)(𝐷+2) 𝐷−3 𝐷−1 𝐷+2 𝐷−3 2×5
1 1 3𝑥 1 3𝑥 3𝑥 −3𝑥 1 3𝑥 1
= 𝑒 = 𝑒 ‫𝑒 𝑒׬‬ 𝑑𝑥 = 𝑒 ‫= 𝑥𝑑 ׬‬ 𝑥𝑒 3𝑥
10 𝐷−3 10 10 10
1
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 3𝑥 + 𝑐3 𝑒 −2𝑥 + 𝑥𝑒 3𝑥
10
𝒅𝟐 𝒚 𝒅𝒚
Ex-4: Solve −𝟑 + 𝟐𝒚 = 𝒆𝒙
𝒅𝒙𝟐 𝒅𝒙
𝑑2 𝑦 𝑑𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part −3 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥
Then the auxiliary equation is 𝑚2 − 3𝑚 + 2 = 0 ⇒ 𝑚 = 1, 2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥
1 𝑥 1 1
and Particular Integral 𝑦𝑝 = 𝑒 =𝑥 𝑒𝑥 = 𝑥 𝑒𝑥 = −𝑥𝑒 𝑥
𝐷 2 −3𝐷+2 2𝐷−3 2×1−3
Hence the general solution 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 − 𝑥𝑒 𝑥
Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = sin 𝑎𝑥 / cos 𝑎𝑥
By successive differentiation, we find that
sin 𝑎𝑥 = sin 𝑎𝑥 𝐷 sin 𝑎𝑥 = 𝑎 cos 𝑎𝑥 𝐷2 sin 𝑎𝑥 = −𝑎2 sin 𝑎𝑥
𝐷3 sin 𝑎𝑥 = −𝑎3 cos 𝑎𝑥 𝐷4 sin 𝑎𝑥 = 𝑎4 sin 𝑎𝑥 or (𝐷2 )2 sin 𝑎𝑥 = (−𝑎2 )2 sin 𝑎𝑥
…………………
Similarly, (𝐷2 )𝑛 sin 𝑎𝑥 = (−𝑎2 )𝑛 sin 𝑎𝑥
1
Thus, 𝑓 𝐷2 sin 𝑎𝑥 = 𝑓(−𝑎2 ) sin 𝑎𝑥, Now operating by , we get
𝑓(𝐷2 )
1 1 1
𝑓 𝐷2 sin 𝑎𝑥 = 𝑓 −𝑎2 sin 𝑎𝑥 ⇒ sin 𝑎𝑥 = 𝑓 −𝑎2 sin 𝑎𝑥
𝑓(𝐷 2 ) 𝑓 𝐷2 𝑓 𝐷2
1 1
⇒ sin 𝑎𝑥 = sin 𝑎𝑥
𝑓 𝐷2 𝑓 −𝑎2
1 1
Therefore sin 𝑎𝑥 = sin 𝑎𝑥, provided 𝑓 −𝑎2 ≠ 0
𝑓 𝐷2 𝑓 −𝑎2
1 1
Similarly, cos 𝑎𝑥 = cos 𝑎𝑥
𝑓 𝐷2 𝑓 −𝑎2
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝒅𝟐 𝒚 𝒅𝒚
Ex-1: Solve + + 𝒚 = 𝒔𝒊𝒏 𝟐𝒙
𝒅𝒙𝟐 𝒅𝒙
𝑑2 𝑦 𝑑𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part + +𝑦 =0
𝑑𝑥 2 𝑑𝑥
Then the auxiliary equation is 𝑚2 + 𝑚 + 1 = 0
−1± 12 −4×1×1 −1±𝑖 3 1 3
⇒𝑚= = = − ±𝑖
2×1 2 2 2
𝑥
−2 3 3
∴ Complementary Function 𝑦𝑐 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥)
2 2
1 1
and Particular Integral 𝑦𝑝 = sin 2𝑥 = sin 2𝑥
𝐷 2 +𝐷+1 −(2)2 +𝐷+1
1 𝐷+3 𝐷+3
= sin 2𝑥 = sin 2𝑥 = sin 2𝑥
𝐷−3 (𝐷−3)(𝐷+3) 𝐷2 −9
𝐷+3 1 1
= sin 2𝑥 =− 𝐷 + 3 sin 2𝑥 = − (2 cos 2𝑥 + 3 sin 2𝑥)
−(2)2 −9 13 13
Hence the general solution is
𝑥
−2 3 3 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥) − (2 cos 2𝑥 + 3 sin 2𝑥)
2 2 13
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
𝒅𝟐 𝒚
Ex-2: Solve + 𝟒𝒚 = 𝒄𝒐𝒔 𝟐𝒙 + 𝒄𝒐𝒔 𝟒𝒙
𝒅𝒙𝟐
𝑑2 𝑦
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part + 4𝑦 = 0
𝑑𝑥 2
Then the auxiliary equation is 𝑚2 + 4 = 0 ⇒ 𝑚 = ±2𝑖
∴ Complementary Function 𝑦𝑐 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥
1 1 1
and Particular Integral 𝑦𝑝 = (cos 2𝑥 + cos 4𝑥) = cos 2𝑥 + cos 4𝑥
𝐷2 +4 𝐷2 +4 𝐷2 +4
1 1 1 1
= 𝑥 cos 2𝑥 + cos 4𝑥 = 𝑥 sin 2𝑥 − cos 4𝑥
2𝐷 −(4)2 +4 4 12
Hence the general solution is
1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 + 𝑥 sin 2𝑥 − cos 4𝑥
4 12
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-3: Solve 𝟐𝑫𝟐 + 𝟐𝑫 + 𝟑 𝒚 = 𝒙𝟐 + 𝟐𝒙 − 𝟏
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 2𝐷2 + 2𝐷 + 3 𝑦 = 0
−2±𝑖 20 −1±𝑖 5 1 5
Then the auxiliary equation is 2𝑚2 + 2𝑚 + 3 = 0 ⇒ 𝑚 = = = − ±𝑖
4 2 2 2
𝑥
−2 5 5
∴ Complementary Function 𝑦𝑐 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥)
2 2
1 2 1
and Particular Integral 𝑦𝑝 = (𝑥 + 2𝑥 − 1) = 2𝐷2 +2𝐷
(𝑥 2 + 2𝑥 − 1)
2𝐷2 +2𝐷+3 3(1+ 3 )
−1
1 2𝐷 2 +2𝐷
= 1 + 𝑥 2 + 2𝑥 − 1
3 3
2
1 2𝐷2 +2𝐷 2𝐷 2 +2𝐷
= (1 − + − ⋯ )(𝑥 2 + 2𝑥 − 1)
3 3 3
1 2𝐷 2𝐷 2 4𝐷 2
= 1 − − + 𝑥 2 + 2𝑥 − 1
3 3 3 9
1 2𝐷 2𝐷2
= (1 − − )(𝑥 2 + 2𝑥 − 1)
3 3 9
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
1 2 2
= (𝑥 2 + 2𝑥 − 1 − (2𝑥 + 2) − × 2)
3 3 9
1 4 4 4
= (𝑥 2 + 2𝑥 − 1 − 𝑥 − − )
3 3 3 9
1 2 25
= (𝑥 2 + 𝑥− )
3 3 9
Hence the general solution is
𝑥
−2 5 5 1 2 25
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑒 (𝑐1 cos 𝑥 + 𝑐2 sin 𝑥) + (𝑥 2 + 𝑥 − )
2 2 3 3 9

Ex-4: Solve 𝑫𝟑 − 𝟐𝑫 + 𝟒 𝒚 = 𝒙𝟒 + 𝟑𝒙𝟐 − 𝟓𝒙 + 𝟐

Ex-5: Solve 𝑫𝟑 − 𝟒𝑫𝟐 + 𝟑𝑫 𝒚 = 𝒙𝟐

Ex-6: Solve 𝑫𝟒 + 𝟐𝑫𝟑 − 𝟑𝑫𝟐 𝒚 = 𝒙𝟐 + 𝟑𝒆𝟐𝒙 + 𝟒𝒔𝒊𝒏𝒙

Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Particular integral when 𝑿 = 𝑒 𝑎𝑥 𝑉
By successive differentiation, we find that
𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 𝑉 (1)
𝐷𝑒 𝑎𝑥 = 𝑎𝑒 𝑎𝑥 (2)
𝐷2 𝑒 𝑎𝑥 = 𝑎2 𝑒 𝑎𝑥 (3)
…………………
𝐷𝑛 𝑒 𝑎𝑥 = 𝑎𝑛 𝑒 𝑎𝑥 (n)
If 𝑓 𝐷 = (𝐷𝑛 + 𝑎1 𝐷𝑛−1 + ⋯ + 𝑎𝑛 ), then multiplying (1), (2), (3), …., (n) by 𝑎𝑛 ,
𝑎𝑛−1 , …, 1 respectively and adding, we obtain
1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 , Now operating on the both sides by ,
𝑓(𝐷)
1 1 1 1 1
𝑓 𝐷 𝑒 𝑎𝑥 = 𝑓(𝑎)𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑓(𝑎) 𝑒 𝑎𝑥 ⇒ 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥
𝑓(𝐷) 𝑓(𝐷) 𝑓(𝐷) 𝑓(𝑎) 𝑓(𝐷)
1 1
Therefore 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0
𝑓(𝐷) 𝑓(𝑎)
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟐 + 𝟐𝑫 + 𝟒 𝒚 = 𝒆𝒙 𝒔𝒊𝒏𝟐𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 𝐷2 + 2𝐷 + 4 𝑦 = 0
−2±𝑖 12
Then the auxiliary equation is 𝑚2 + 2𝑚 + 4 = 0 ⇒ 𝑚 = = −1 ± 𝑖 3
2
∴ Complementary Function 𝑦𝑐 = 𝑒 −𝑥 (𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥)
1 𝑥 𝑠𝑖𝑛2𝑥 = 𝑒 𝑥 1
and Particular Integral 𝑦𝑝 = 𝑒 𝑠𝑖𝑛2𝑥
𝐷 2 +2𝐷+4 (𝐷+1)2 +2(𝐷+1)+4
𝑥 1 𝑥 1
=𝑒 2 𝑠𝑖𝑛2𝑥 = 𝑒 2 𝑠𝑖𝑛2𝑥
𝐷 +2𝐷+1+2𝐷+2+4 𝐷 +4𝐷+7
𝑥 1 𝑥 1 𝑥 4𝐷−3
=𝑒 𝑠𝑖𝑛2𝑥 = 𝑒 𝑠𝑖𝑛2𝑥 = 𝑒 𝑠𝑖𝑛2𝑥
−22 +4𝐷+7 4𝐷+3 16𝐷2 −9
4𝐷−3 1
= 𝑒𝑥 𝑠𝑖𝑛2𝑥 = − 𝑒 𝑥 (4𝐷 − 3)𝑠𝑖𝑛2𝑥
−64−9 73
1 𝑥
= − 𝑒 (8 cos 2𝑥 − 3 sin 2𝑥)
73
−𝑥 1 𝑥
Hence general solution is 𝑦 = 𝑒 (𝑐1 cos 3𝑥 + 𝑐2 sin 3𝑥) − 𝑒 (8 cos 2𝑥 − 3 sin 2𝑥)
73
 Linear Differential Equations with Constant Coefficients (Non-homogeneous)
Ex-1: Solve 𝑫𝟐 − 𝟒 𝒚 = 𝒙𝟐 𝒆𝟑𝒙
Solution: Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of the homogeneous part 𝐷2 − 4 𝑦 = 0
Then the auxiliary equation is 𝑚2 − 4 = 0 ⇒ 𝑚 = ±2
∴ Complementary Function 𝑦𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥
1 2 𝑒 3𝑥 1 1
and Particular Integral 𝑦𝑝 = 𝑥 = 𝑒 3𝑥 𝑥 2 = 𝑒 3𝑥 𝑥 2
𝐷 2 −4 (𝐷+3)2 −4 𝐷 2 +6𝐷+9−4

3𝑥 1 2 1 3𝑥 1 2 1 3𝑥 6𝐷+𝐷2 −1 2
=𝑒 𝑥 = 𝑒 2 𝑥 = 𝑒 (1 + ) 𝑥
𝐷 2 +6𝐷+5 5 6𝐷+𝐷
1+ 5 5 5

2
1 3𝑥 6𝐷+𝐷 2 6𝐷+𝐷 2
= 𝑒 (1 − + + ⋯ )𝑥 2
5 5 5
1 3𝑥 6𝐷 𝐷2 36𝐷 2 2 1 6𝐷 31𝐷 2 2
= 𝑒 (1 − − + )𝑥 = 𝑒 3𝑥 (1 − + )𝑥
5 5 5 25 5 5 25
1 3𝑥 2 6 31 1 3𝑥 2 12 62
= 𝑒 (𝑥 − 2𝑥 + 2) = 𝑒 (𝑥 − 𝑥 + )
5 5 25 5 5 25
1 12 62
Hence general solution is 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥 + 𝑒 3𝑥 (𝑥 2 − 𝑥 + )
5 5 25