BMS COLLEGE OF ENGINEERING, BENGALURU-19

Autonomous Institute, Affiliated to VTU

DEPARTMENT OF MATHEMATICS

Course: Mathematical Foundation for Civil, Electrical, and Mechanical Engg. Stream-I
(23MA1BSCEM)
➢ ORDINARY DIFFERENTIAL EQUATIONS OF HIGHER ORDER

Linear differential equations are those in which the dependent variable and its derivatives occur only
in the first degree and are not multiplied together.
The general 𝑛𝑡ℎ order linear differential equation is of the form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦
𝑝0 + 𝑝1 + 𝑝2 + ⋯ + 𝑝𝑛 𝑦 = 𝑋 … … … … … (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2

where 𝑝0 , 𝑝1 , 𝑝2 , ⋯ , 𝑝𝑛 and 𝑋 are all functions of 𝑥 only.

In the above differential equation if
i. 𝑋 = 0 then it is called a homogeneous linear differential equation.
ii. 𝑋 ≠ 0 then it is called a non-homogeneous linear differential equation.
iii. 𝑝0 , 𝑝1 , 𝑝2 , ⋯ , 𝑝𝑛 are constants then it is called a linear ordinary differential equation with
constant coefficients.
iv. If 𝑦0 , 𝑦1 , ⋯ , 𝑦𝑛 are 𝑛 independent solutions then its linear combination
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛 is also a solution.

I. LINEAR ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦
𝑝0 + 𝑝1 + 𝑝2 + ⋯ + 𝑝𝑛 𝑦 = 𝑋 where 𝑝0 , 𝑝1 , 𝑝2 , ⋯ , 𝑝𝑛 are all constants.
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2

Note:

a) Solution: A relation between 𝑥 and 𝑦 which satisfies the given differential equation.
b) General Solution: A solution that contains arbitrary constants.
c) 𝑝0 , 𝑝1 , 𝑝2 , ⋯ , 𝑝𝑛 are functions of 𝑥 then it is called a linear ordinary differential
equation with variable coefficients.
d) If 𝑦 = 𝑣 be any particular solution and 𝑦 = 𝑢 be the solution of the homogeneous part of
the differential equation the 𝑦 = 𝑢 + 𝑣 is called as the complete solution.

The part 𝑢 is called the complementary function (C.F.) and the part 𝑣 is called the particular integral
(P.I.). Thus, the complete solution of the above differential equation is 𝒚 = 𝑪. 𝑭 + 𝑷. 𝑰 where the
particular integral is a function which satisfies the ODE given by equation (1).

Unit-4 Ordinary Differential Equations of Higher Order Page 1 of 9

 BMS COLLEGE OF ENGINEERING, BENGALURU-19
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A. Rules for finding the complementary function (C.F.)

Let us consider 𝑛𝑡ℎ order homogeneous linear differential equation with constant coefficients
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑 𝑛−2 𝑦
+ 𝑘1 + 𝑘2 + ⋯ + 𝑘𝑛 𝑦 = 0 … … … … … (2)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2
𝑛 𝑛−1
The equation (2) in symbolic form is (𝐷 + 𝑘1 𝐷 + 𝑘2 𝐷𝑛−2 + ⋯ + 𝑘𝑛 )𝑦 = 0 … … … (3)
Further this can be written as
𝑓(𝐷)𝑦 = 𝑋 where 𝑓(𝐷) = 𝐷𝑛 + 𝑘1 𝐷𝑛−1 + 𝑘2 𝐷𝑛−2 + ⋯ + 𝑘𝑛 … … … (4)

a) Observation:
Auxiliary equation (A.E.): 𝐹(𝑚) = 0. (Obtained by assuming 𝑒 𝑚𝑥 as a solution of 𝑓(𝐷) = 0).
Therefore, the auxiliary equation of (2) is 𝑚𝑛 + 𝑘1 𝑚𝑛−1 + 𝑘2 𝑚𝑛−2 + ⋯ + 𝑘𝑛 = 0 … … … (5)
Let 𝑚1 , 𝑚2 , … , 𝑚𝑛 be the roots of equation (5).

Case I: All the roots be real and distinct

The complete solution of (3) is 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥

Case II: The roots are real and repeated (equal)

Suppose if two roots are equal (i.e., 𝑚1 = 𝑚2 = 𝑚) then the complete solution of (3) is
𝑦 = (𝑐1 +𝑐2 𝑥)𝑒 𝑚𝑥 + 𝑐3 𝑒 𝑚3𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛 𝑥
Similarly, if 𝑟 number of roots are equal (i.e., 𝑚1 = 𝑚2 = ⋯ = 𝑚𝑟 = 𝑚) then the complete solution
of (3) is
𝑦 = (𝑐1 +𝑐2 𝑥 + 𝑐3 𝑥 2 + ⋯ + 𝑐𝑟 𝑥 𝑟−1 )𝑒 𝑚𝑥 + 𝑐𝑟+1 𝑒 𝑚𝑟+1𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥

Case III: The roots are imaginary

Suppose, if one pair of roots is imaginary (i.e., 𝑚1 = 𝛼 + 𝑖𝛽, 𝑚2 = 𝛼 − 𝑖𝛽) then the complete solution
of (3) is
𝑦 = (𝑐1 cos 𝛽𝑥 +𝑐2 sin 𝛽𝑥)𝑒 𝛼𝑥 + 𝑐3 𝑒 𝑚3𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥
Similarly,
if two points of imaginary roots are equal (i.e., 𝑚1 = 𝑚2 = 𝛼 + 𝑖𝛽, 𝑚3 = 𝑚4 = 𝛼 − 𝑖𝛽) then the
complete solution of (3) is
𝑦 = [(𝑐1 +𝑐2 𝑥) cos 𝛽𝑥 + (𝑐3 + 𝑐4 𝑥) sin 𝛽𝑥]𝑒 𝛼𝑥 + 𝑐5 𝑒 𝑚5 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥

b) Solve the following Homogeneous Linear Differential equations with constant coefficients:

1. 𝑦 ′′ − 𝑦 ′ − 12𝑦 = 0 Ans: 𝑦 = 𝐶1 𝑒 −3𝑥 + 𝐶2 𝑒 4𝑥

2. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0, 𝑦(0) = 3, 𝑦 ′ (0) = 1 Ans: 𝑦 = (3 − 5𝑥)𝑒 2𝑥
𝑥
3. 4𝑦 ′′′ + 4𝑦 ′′ + 𝑦′ = 0 Ans: 𝑦 = 𝐶1 + (𝐶2 + 𝐶3 𝑥)𝑒 −2
𝑑3 𝑦 3𝑥 3𝑥 𝑥
4. +𝑦 =0 Ans: 𝑦 = 𝐶1 𝑒 −𝑥 + (𝐶2 𝑐𝑜𝑠 √2 + 𝐶3 𝑠𝑖𝑛 √2 ) 𝑒 2
𝑑𝑥 3
𝑑4 𝑦 𝑑2 𝑦
5. + 8 𝑑𝑥 2 + 16𝑦 = 0 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑐𝑜𝑠2𝑥 + (𝐶3 + 𝐶4 𝑥)𝑠𝑖𝑛2𝑥
𝑑𝑥 4
𝑥 5𝑥
6. 4𝑦 ′′ − 12𝑦 ′ + 5𝑦 = 0 Ans: 𝑦 = 𝐶1 𝑒 2 + 𝐶2 𝑒 2
7. 𝑦 ′′′ − 4𝑦 ′′ + 𝑦 ′ + 6𝑦 = 0 Ans: 𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑒 2𝑥 + 𝐶3 𝑒 3𝑥

Unit-4 Ordinary Differential Equations of Higher Order Page 2 of 9

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8. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 0 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒−3𝑥

𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
9. − 3 𝑑𝑥 2 + 3 𝑑𝑥 − 𝑦 = 0 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥2 )𝑒𝑥
𝑑𝑥 3
10. (𝐷2 + 1)3 𝑦 = 0 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥2 )𝑐𝑜𝑠𝑥 + (𝐶4 + 𝐶5 𝑥 + 𝐶6 𝑥2 )𝑠𝑖𝑛𝑥

B. Rules for finding the particular integral (P.I.)

The 𝑛𝑡ℎ order non-homogeneous linear differential equation with constant coefficients can be
expressed as
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦
+ 𝑘1 + 𝑘2 + ⋯ + 𝑘𝑛 𝑦 = 𝑋 … … … … … (6)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2
The equation (6) in symbolic form is
(𝐷 𝑛 + 𝑘1 𝐷𝑛−1 + 𝑘2 𝐷𝑛−2 + ⋯ + 𝑘𝑛 )𝑦 = 𝑋 … … … (7)
Further this can be written as
𝑓(𝐷)𝑦 = 𝑋 where 𝑓(𝐷) = 𝐷𝑛 + 𝑘1 𝐷𝑛−1 + 𝑘2 𝐷𝑛−2 + ⋯ + 𝑘𝑛
1
Particular integral is given by P.I.= 𝑓(𝐷) 𝑋
Case I: When 𝑋 = 𝑒 𝑎𝑥
1 1
P.I. = 𝑓(𝐷) 𝑋 = 𝑓(𝑎) 𝑒 𝑎𝑥 , provided 𝑓(𝑎) ≠ 0
1
If 𝑓(𝑎) = 0, P.I.= 𝑥 𝑓′ (𝑎) 𝑒 𝑎𝑥 , provided 𝑓 ′ (𝑎) ≠ 0
1
If 𝑓 ′ (𝑎) = 0, P.I.= 𝑥 2 𝑓′′ (𝑎) 𝑒 𝑎𝑥 , provided 𝑓 ′′ (𝑎) ≠ 0 and so on.

Case II: When 𝑋 = cos(𝑎𝑥 + 𝑏) or sin (𝑎𝑥 + 𝑏)

1
P.I. = 𝑓(−𝑎2) [cos(𝑎𝑥 + 𝑏) or sin (𝑎𝑥 + 𝑏)], provided 𝑓(−𝑎2 ) ≠ 0
1
If 𝑓(−𝑎2 ) = 0, P.I.= 𝑥 𝑓′ (−𝑎2) [cos(𝑎𝑥 + 𝑏) or sin (𝑎𝑥 + 𝑏)], provided 𝑓 ′ (−𝑎2 ) ≠ 0
1
If 𝑓 ′ (−𝑎2 ) = 0, P.I.= 𝑥 2 𝑓′′ (−𝑎2) [cos(𝑎𝑥 + 𝑏) or sin (𝑎𝑥 + 𝑏)], provided 𝑓 ′′ (−𝑎2 ) ≠ 0 and so on.

Case III: When 𝑋 = 𝑥 𝑚

1
P.I. = 𝑓(𝐷) 𝑥 𝑚 = [𝑓(𝐷)]−1 𝑥 𝑚 .
Expand [𝑓(𝐷)]−1in ascending powers of 𝐷 as far as the term in 𝐷𝑚 and operate on 𝑥 𝑚 term by term.
Since the 𝐷𝑛 𝑥 𝑚 = 0 for 𝑛 > 𝑚, we need not consider terms beyond 𝐷𝑚 .

Solve the following non-homogeneous Linear Differential equations with constants coefficients:
Problems on Case I
7 1
1. 𝑦2 − 6𝑦1 + 9𝑦 = 6𝑒 3𝑥 + 7𝑒 −2𝑥 − 𝑙𝑜𝑔2 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 3𝑥 + 3𝑥 2 𝑒 3𝑥 + 25 𝑒 −2𝑥 − 9 𝑙𝑜𝑔2
𝑥3
2. (𝐷 − 2)3 𝑦 = 𝑒 2𝑥 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )𝑒 2𝑥 + 𝑒 2𝑥
6
1
3. (𝐷2 + 4)𝑦 = 𝑒 3𝑥 Ans: 𝑦 = (𝐶1 𝑒 2𝑖𝑥 + 𝐶2 𝑒 −2𝑖𝑥 ) + 13 𝑒 3𝑥

𝑥
√3𝑥 √3𝑥 1
4. (𝐷2 − 𝐷 + 1)𝑦 = 𝑠𝑖𝑛ℎ𝑥 Ans: 𝑦 = (𝐶1 𝑐𝑜𝑠 + 𝐶2 𝑠𝑖𝑛 ) 𝑒 2 + 6 (3𝑒 𝑥 − 𝑒 −𝑥 )
2 2

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5. 𝐷(𝐷 + 1)2 𝑦 = 12𝑒 −𝑥 Ans: 𝑦 = 𝐶1 + (𝐶2 + 𝐶3 𝑥)𝑒 −𝑥 − 6𝑥 2 𝑒 −𝑥

𝑑2 𝑦 𝑑𝑦 𝑑𝑦 3 𝑒𝑥 𝑒 −𝑥
6. 𝑑𝑥 2
+ 4 𝑑𝑥 + 5𝑦 = −𝑐𝑜𝑠ℎ𝑥, 𝑦 = 0, 𝑑𝑥
= 1 at 𝑥 = 0 Ans: 𝑦 = 5 𝑒 −2𝑥 (𝑐𝑜𝑠𝑥 + 3𝑠𝑖𝑛𝑥) − 10 − 2
𝑒 3𝑥
7. (𝐷2 + 2𝐷 + 1)𝑦 = 2𝑒 3𝑥 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 −𝑥 + 8
3 2𝑥 2 )𝑒 2𝑥 𝑥 3 𝑒 2𝑥
8. (𝐷 − 2) 𝑦 = 𝑒 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 + 6
2 −2𝑥 −2𝑥 𝑥 𝑥𝑒 −2𝑥 𝑥2𝑒𝑥 1
9. (𝐷 + 2)(𝐷 − 1) 𝑦 = 𝑒 + 2𝑠𝑖𝑛ℎ𝑥 Ans: 𝑦 = 𝐶1 𝑒 + (𝐶2 + 𝐶3 𝑥)𝑒 + 9
+ 6
+ 4 𝑒 −𝑥

Problems on Case II
1 𝑥
1. (𝐷2 + 4)𝑦 = 𝑠𝑖𝑛3𝑥 + 𝑐𝑜𝑠2𝑥 Ans: 𝑦 = 𝐶1 𝑐𝑜𝑠2𝑥 + 𝐶2 𝑠𝑖𝑛2𝑥 − 5 𝑠𝑖𝑛3𝑥 + 4 𝑠𝑖𝑛2𝑥
1 𝑠𝑖𝑛3𝑥−𝑐𝑜𝑠3𝑥 31𝑐𝑜𝑠5𝑥−25𝑠𝑖𝑛5𝑥
2. (𝐷2 + 5𝐷 − 6)𝑦 = sin(4𝑥) 𝑠𝑖𝑛𝑥 Ans: 𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −6𝑥 + 2 [ 30
+ 1586
]
𝑑2 𝑥 𝑘𝑡
3. + 𝑛2 𝑥 = 𝑘𝑐𝑜𝑠(𝑛𝑡 + 𝛼) Ans: 𝑥 = 𝐶1 𝑐𝑜𝑠𝑛𝑡 + 𝐶2 𝑠𝑖𝑛𝑛𝑡 + 2𝑛 𝑠𝑖𝑛(𝑛𝑡 + 𝛼)
𝑑𝑡 2
𝑑2 𝑦 𝑑𝑦 𝑒 2𝑥 1 2 3
4. + 2 𝑑𝑥 + 𝑦 = 𝑒 2𝑥 − 𝑐𝑜𝑠 2 𝑥 𝐀𝐧𝐬: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 −𝑥 + − − 2 − 25 𝑠𝑖𝑛2𝑥 + 50 𝑐𝑜𝑠2𝑥
𝑑𝑥 2 9
𝑥
5. (𝐷3 + 4𝐷)𝑦 = 𝑠𝑖𝑛2𝑥 Ans: 𝑦 = 𝐶1 + 𝐶2 𝑐𝑜𝑠2𝑥 + 𝐶3 sin2x − 8 sin2x
6. 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 3𝑠𝑖𝑛𝑥 + 4𝑐𝑜𝑠𝑥, 𝑦(0) = 1 and 𝑦′(0) = 0 Ans: 𝑦 = (1 + 𝑥)𝑒 −2𝑥 + 𝑠𝑖𝑛𝑥
1
7. Find the PI of (𝐷3 + 1)𝑦 = cos (2𝑥 − 1) Ans: P.I.= 65 [cos(2𝑥 − 1) − 8sin (2𝑥 − 1)]
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦 𝑥 2 𝑒 −𝑥 3 2
8. + 2 𝑑𝑥 2 + 𝑑𝑥 = 𝑒 −𝑥 + sin2x Ans: y= 𝐶1 + (𝐶2 + 𝐶3 𝑥)𝑒 −𝑥 − +50 𝑐𝑜𝑠2𝑥 − 𝑠𝑖𝑛2𝑥
𝑑𝑥 3 2 25

Problems on Case III

1. (𝐷2 − 1)𝑦 = 2𝑥 4 − 3𝑥 + 1 Ans: 𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 − [2𝑥 4 + 24𝑥 2 − 3𝑥 + 49]

2. (𝐷6 − 𝐷4 )𝑦 = 𝑥 2
𝑥6 𝑥4
Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑥 3 ) + 𝐶5 𝑒 𝑥 + 𝐶6 𝑒 −𝑥 − [360 + 12 + 𝑥 2 + 2]
3 1
3. (𝐷2 + 4𝐷 + 4)𝑦 = 𝑥 2 + 2𝑥, y(0)=0, y’(0)=0 Ans: 𝑦 = − 8 (1 + 2𝑥)𝑒 −2𝑥 + 8 (2𝑥 2 + 3)
4. (𝐷 − 2)2 𝑦 = 8𝑥 2 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 2𝑥 + 2𝑥 2 + 4𝑥 + 3
5. (𝐷2 + 2)𝑦 = 𝑥 3 + 𝑒 −2𝑥 + 𝑐𝑜𝑠3𝑥
1 1 1
Ans: 𝑦 = (𝐶1 𝑐𝑜𝑠√2𝑥 + 𝐶1 𝑠𝑖𝑛√2𝑥) + 2 [𝑥 3 − 3𝑥] + 6 𝑒 −2𝑥 − 7 𝑐𝑜𝑠3𝑥
𝑥
√3𝑥 √3𝑥
6. (𝐷2 + 𝐷 + 1)𝑦 = 𝑥 3 Ans: 𝑦 = 𝑒 2 (𝐶1 𝑐𝑜𝑠 + 𝐶2 𝑠𝑖𝑛 ) + 𝑥 3 − 3𝑥 2 + 6
2 2

Alternative method for finding Particular Integral – Method of variation of parameters

This method is quite general and applied to equations of the form 𝑦 ′′ + 𝑃𝑦 ′ + 𝑄𝑦 = 𝑅 where 𝑃, 𝑄
and 𝑅 are functions of 𝑥.
Let C. F. = 𝐶1 𝑢(𝑥) + 𝐶2 𝑣(𝑥)

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Then P. I. = 𝐴(𝑥)𝑢(𝑥) + 𝐵(𝑥)𝑣(𝑥)

𝑣𝑅 𝑢𝑅 𝑢 𝑣
Where 𝐴(𝑥) = − ∫ 𝑊 𝑑𝑥, 𝐵(𝑥) = ∫ 𝑊 𝑑𝑥, and 𝑊 = | | is called the Wronskian of 𝑢, 𝑣. Hence
𝑢′ 𝑣′
the complete solution is given by : 𝑦 = C. F. +P. I.
Problems
1. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥 Ans: 𝑦 = 𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠𝑥𝑙𝑜𝑔(𝑐𝑜𝑠𝑥) + 𝑥𝑠𝑖𝑛𝑥
𝑑2 𝑦 1
2. + 𝑦 = 1+𝑠𝑖𝑛𝑥 Ans.: 𝑦 = 𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥 + 𝑠𝑖𝑛𝑥𝑙𝑜𝑔(1 + 𝑠𝑖𝑛𝑥) − 𝑥𝑐𝑜𝑠𝑥 − 1
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦 1
3. − 2 𝑑𝑥 = 𝑒 𝑥 𝑠𝑖𝑛𝑥 Ans: 𝑦 = 𝐶1 + 𝐶2 𝑒 2𝑥 − 2 𝑒 𝑥 𝑠𝑖𝑛𝑥
𝑑𝑥 2
𝑑2 𝑦 𝑑𝑦 1
4. − 3 𝑑𝑥 + 2𝑦 = 1+𝑒 −𝑥 Ans: 𝑦 = (𝑒 𝑥 + 𝑒 2𝑥 ) log(1 + 𝑒 𝑥 ) + (𝐶1 − 1 − 𝑥)𝑒 𝑥 + (𝐶2 − 𝑥)𝑒 2𝑥
𝑑𝑥 2
𝑥2 1
5. (𝐷2 + 2𝐷 + 1)𝑦 = 𝑒 −𝑥 𝑙𝑜𝑔𝑥 Ans: 𝑦 = 𝐶1 𝑒 −𝑥 + 𝐶2 𝑥𝑒 −𝑥 + (2 − 𝑙𝑜𝑔𝑥) 𝑒 −𝑥 + 𝑒 −2𝑥 (𝑥𝑙𝑜𝑔𝑥 − 𝑥)
2
𝑑2 𝑦 2
6. − 𝑦 = (1+𝑒 𝑥 ) Ans: 𝑦 = 𝐶1 𝑒 𝑥 + 𝐶2 𝑒 −𝑥 − 1 + 𝑒 𝑥 log(𝑒 −𝑥 + 1) − 𝑒 −𝑥 log (𝑒 𝑥 + 1)
𝑑𝑥 2
𝑒 3𝑥
7. 𝑦 ′′ − 6𝑦 ′ + 9𝑦 = Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 3𝑥 − 𝑒 3𝑥 log (𝑥 + 1)
𝑥2
8. 𝑦 ′′ − 2𝑦 ′ + 2𝑦 = 𝑒 𝑡𝑎𝑛𝑥 𝑥
Ans: 𝑦 = (𝐶1 𝑐𝑜𝑠𝑥 + 𝐶2 𝑠𝑖𝑛𝑥)𝑒 𝑥 − 𝑒 𝑥 𝑐𝑜𝑠𝑥𝑙𝑜𝑔(𝑠𝑒𝑐𝑥 + 𝑡𝑎𝑛𝑥)
𝑑2 𝑦 𝑥 1
9. + 𝑎2 𝑦 = 𝑐𝑜𝑠𝑒𝑐𝑎𝑥 Ans: y= (𝐶1 − 𝑎) 𝑐𝑜𝑠𝑎𝑥 + [𝐶2 + (𝑎2 ) 𝑙𝑜𝑔𝑠𝑖𝑛𝑎𝑥] 𝑠𝑖𝑛𝑎𝑥
𝑑𝑥 2
𝑥2
10. (𝐷2 − 2𝐷 + 1)𝑦 = 𝑒 𝑥 𝑙𝑜𝑔𝑥 Ans: 𝑦 = (𝐶1 + 𝐶2 𝑥)𝑒 𝑥 + 𝑒 𝑥 (2𝑙𝑜𝑔𝑥 − 3)
4

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

Cauchy’s linear differential equation:
An equation of the form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦 𝑑𝑦
𝑥 𝑛 𝑑𝑥 𝑛 + 𝑘1 𝑥 𝑛−1 𝑑𝑥 𝑛−1 + 𝑘2 𝑥 𝑛−2 𝑑𝑥 𝑛−2 + ⋯ ⋯ + 𝑘𝑛−1 𝑥 𝑑𝑥 + 𝑘𝑛 𝑦 = 𝑋 ⋯ ⋯ ⋯ ⋯ ⋯ (1)

Using the substitution 𝑥 = 𝑒 𝑡 in equation (1) we get 𝑥𝐷𝑦 = 𝐷1 𝑦, 𝑥 2 𝐷2 𝑦 = 𝐷1 (𝐷1 − 1)𝑦,.

𝑑 𝑑
Similarly, 𝑥 3 𝐷3 𝑦 = 𝐷1 (𝐷1 − 1)(𝐷1 − 2)𝑦 and so on, where 𝐷 = 𝑑𝑥 , 𝐷1 = 𝑑𝑡. After making these
substitutions in equation (1), there results a linear equation with constant coefficients which can be solved
as before.
Problems
𝑑2 𝑦 2𝑦 1 𝐶2 1 1
1. 𝑥 𝑑𝑥 2 − = 𝑥 + 𝑥2 Ans: 𝑦 = 𝐶1 𝑥 2 + + 3 (𝑥 2 − 𝑥) 𝑙𝑜𝑔𝑥
𝑥 𝑥
𝑑2 𝑦 𝑑𝑦
2. 𝑥 2 𝑑𝑥 2 − 4𝑥 𝑑𝑥 + 6𝑦 = 4𝑥 − 6 Ans: 𝑦 = 𝐶1 𝑥 2 + 𝐶2 𝑥 3 + 2𝑥 − 1
𝑑2 𝑦 𝑑𝑦 1 𝑥 1
3. 𝑥 2 𝑑𝑥 2 + 3𝑥 𝑑𝑥 + 𝑦 = (1−𝑥)2 Ans: 𝑦 = {𝐶1 + 𝐶2 𝑙𝑜𝑔𝑥 + 𝑙𝑜𝑔 𝑥−1} 𝑥
𝑑2 𝑦 𝑑𝑦 𝑥 𝐶1 (𝐶2 +𝑒 𝑥 )
4. 𝑥 2 𝑑𝑥 2 + 4𝑥 𝑑𝑥 + 2𝑦 = 𝑒 𝑒 Ans: 𝑦 = +
𝒙 𝑥2

Unit-4 Ordinary Differential Equations of Higher Order Page 5 of 9

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5. 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = log(𝑥) sin(𝑙𝑜𝑔𝑥)
1 1
Ans: 𝑦 = 𝐶1 cos(𝑙𝑜𝑔𝑥) + 𝐶2 sin(𝑙𝑜𝑔𝑥) − 4 (𝑙𝑜𝑔𝑥)2 cos(logx) + 4 log(𝑙𝑜𝑔𝑥) sin (𝑙𝑜𝑔𝑥)

6. 𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 5𝑦 = 𝑥 2 sin(𝑙𝑜𝑔𝑥)
𝑥2
Ans: 𝑦 = 𝑥 2 (𝐶1 cos 𝑙𝑜𝑔𝑥 + 𝐶2 sin 𝑙𝑜𝑔𝑥) − 𝑙𝑜𝑔𝑥 cos𝑙𝑜𝑔𝑥
2

Legendre’s linear differential equation:

An equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
(𝑎𝑥 + 𝑏)𝑛 𝑛
+ 𝑘1 (𝑎𝑥 + 𝑏)𝑛−1 𝑛−1 + 𝑘2 (𝑎𝑥 + 𝑏)𝑛−2 𝑛−2 + ⋯ ⋯ + 𝑘𝑛−1 (𝑎𝑥 + 𝑏) + 𝑘𝑛 𝑦 = 𝑋 ⋯ ⋯ ⋯ (2)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥

is called the Legendre’s linear differential equation. Using the substitution 𝑎𝑥 + 𝑏 = 𝑒 𝑡 in equation (2)
we get
(𝑎𝑥 + 𝑏)𝐷𝑦 = 𝑎𝐷1 𝑦, (𝑎𝑥 + 𝑏)2 𝐷2 𝑦 = 𝑎2 𝐷1 (𝐷1 − 1)𝑦, (𝑎𝑥 + 𝑏)3 𝐷3 𝑦 = 𝑎3 𝐷1 (𝐷1 − 1)(𝐷1 − 2)𝑦 and
𝑑 𝑑
so on where 𝐷 = 𝑑𝑥 , 𝐷1 = 𝑑𝑡. After making these substitutions in (2), there results a linear equation with
constant coefficients, which can be solved as before.
Problems
7. (𝑥 + 2)2 𝑦 ′′ + 3(𝑥 + 2)𝑦 ′ − 3𝑦 = 0

Ans: 𝑦 = 𝐶1 (𝑥 + 2) + 𝐶2 (𝑥 + 2)−3
8. (2𝑥 + 3)2 𝑦 ′′ − (2𝑥 + 3)𝑦 ′ − 12𝑦 = 6𝑥

3 3 3±√57
Ans: 𝑦 = 𝐶1 (2𝑥 + 3)𝑎 + 𝐶2 (2𝑥 + 3)𝑏 − 14 (2𝑥 + 3) + 4, where 𝑎, 𝑏 = 4

𝑑2 𝑦 𝑑𝑦
9. (1 + 𝑥)2 𝑑𝑥 2 + (1 + 𝑥) 𝑑𝑥 + 𝑦 = sin [2 log(1 + 𝑥)]

1
Ans: 𝑦 = 𝐶1 cos log(1 + 𝑥) + 𝐶2 sin log(1 + 𝑥) − 3 sin [2 log(1 + 𝑥)]

𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
10. (𝑥 − 1)3 𝑑𝑥 3 + 2(𝑥 − 1)2 𝑑𝑥 2 − 4(𝑥 − 1) 𝑑𝑥 + 4𝑦 = 4log (𝑥 − 1)

Ans: 𝑦 = 𝐶1 (𝑥 − 1) + 𝐶2 (𝑥 − 1)2 + 𝐶3 (𝑥 − 1)−3 + log(𝑥 + 1) + 1

𝑑2 𝑦 𝑑𝑦
11. (3𝑥 + 2)2 𝑑𝑥 2 + 5(3𝑥 + 2) 𝑑𝑥 − 3𝑦 = 𝑥 2 + 𝑥 + 1

1
1 1 1
Ans: 𝑦 = 𝐶1 (3𝑥 + 2)3 + 𝐶2 (3𝑥 + 2)−1 + 27 [15 (3𝑥 + 2)2 + 4 (3𝑥 + 2) − 7]

Unit-4 Ordinary Differential Equations of Higher Order Page 6 of 9

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APPLICATIONS
LRC-series circuit

Kirchhoff’s voltage law (KVL): The algebraic sum of all the instantaneous voltage drops across the three
elements inductor, resistor and capacitance is equal to the resultant electromotive force (external source)
in the circuit. Thus, the LRC-circuit is modeled as:
𝑑𝐼 1
𝐿 + 𝑅𝐼 + 𝑄 = 𝐸(𝑡)
𝑑𝑡 𝑐
𝑑𝑄
Since 𝐼 = the above equation can be written as
𝑑𝑡

𝑑2𝑄 𝑑𝑄 1
𝐿 2
+𝑅 + 𝑄 = 𝐸(𝑡) ⋯ ⋯ ⋯ ⋯ (1)
𝑑𝑡 𝑑𝑡 𝑐
Differentiating (1) w.r.t. ‘t’, we obtain
𝑑2 𝐼 𝑑𝐼 1 𝑑𝐸
𝐿 2
+𝑅 + 𝐼 = ⋯ ⋯ ⋯ ⋯ (2)
𝑑𝑡 𝑑𝑡 𝑐 𝑑𝑡
Thus, the charge 𝑄 and current 𝐼 at any time in the LRC-circuit are obtained by solving the equations (1)
and (2) respectively.
𝑑𝑄
Alternatively, if equation (1) is solved, then current can be obtained by 𝐼 = and if equation (2) is
𝑑𝑡
solved then charge can be obtained by integrating the solution of (2) w.r.t. ‘t’.
Problems
1. A condenser of capacity 𝐶 discharged through an inductance 𝐿 and resistance 𝑅 in series and the charge
𝑑2 𝑄 𝑑𝑄 1
𝑞 at time 𝑡 satisfies the equation 𝐿 𝑑𝑡 2 + 𝑅 𝑑𝑡 + 𝐶 𝑄 = 0. Given that 𝐿 = 0.25Henries, 𝑅 = 250ohms,
𝑑𝑞
𝐶 = 2 × 10−6 farads and that when 𝑡 = 0, charge 𝑞 is 0.002 coulombs and the current = 0, obtain
𝑑𝑡
the values of 𝑞 in terms of 𝑡.
2. Determine 𝑄 and 𝑖 in the LRC-circuit with 𝐿 = 0.5𝐻, 𝑅 = 6𝛺, 𝐶 = 0.02𝐹, 𝐸(𝑡) = 24sin(10𝑡) and
initial conditions 𝑄 = 𝑖 = 0 at 𝑡 = 0.
3. Find the charge on the capacitor in an LRC-series circuit at 𝑡 = 0.01𝑠 when 𝐿 = 0.05𝐻, 𝑅 = 2𝛺, 𝐶 =
0.01𝐹, 𝐸(𝑡) = 0𝑉, 𝑞(0) = 5𝐶 and 𝑖(0) = 0𝐴. Determine the first time when the charge on the
capacitor is zero.

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1 1
4. Find the charge on the capacitor in an LRC-series circuit when 𝐿 = 4 𝐻, 𝑅 = 20𝛺, 𝐶 = 300 𝐹, 𝐸(𝑡) =
0𝑉, 𝑞(0) = 4𝐶 and 𝑖(0) = 0𝐴. Is the charge on the capacitor ever equal to zero?
5. Find the charge on the capacitor in an LRC-series circuit when 𝐿 = 1𝐻, 𝑅 = 100𝛺, 𝐶 =
0.0004𝐹, 𝐸(𝑡) = 30𝑉, 𝑞(0) = 0𝐶 and 𝑖(0) = 2𝐴. Determine the first time when the charge on the
capacitor is zero.
6. Find the steady-state charge and the steady-state current in an LRC-series circuit when 𝐿 = 1𝐻, 𝑅 =
2𝛺, 𝐶 = 0.25𝐹, 𝐸(𝑡) = 50 cos(𝑡) 𝑉.
1
7. Find the steady-state charge and the steady-state current in an LRC-series circuit when 𝐿 = 2 𝐻, 𝑅 =
20𝛺, 𝐶 = 0.001𝐹, 𝐸(𝑡) = 100 sin(60𝑡) + 200cos(40𝑡) 𝑉.
1
8. Find the steady-state charge and the steady-state current in an LRC-series circuit when 𝐿 = 2 𝐻, 𝑅 =
20𝛺, 𝐶 = 0.001𝐹, 𝐸(𝑡) = 100 sin(60𝑡) 𝑉.
9. Find the current in the RLC circuit connected in series for the given data. Assume zero initial current
and charge
a. 𝑅 = 200𝛺, 𝐿 = 0.1𝐻, 𝐶 = 0.006𝐹 and 𝐸(𝑡) = 𝑡𝑒 −𝑡 𝑣𝑜𝑙𝑡𝑠.
b. 𝑅 = 400𝛺, 𝐿 = 0.12𝐻, 𝐶 = 0.04𝐹 and 𝐸(𝑡) = 120sin (20𝑡) 𝑣𝑜𝑙𝑡𝑠.

Unit-4 Ordinary Differential Equations of Higher Order Page 8 of 9