DE Maths

Why Differential Equations?
Introduction to DEs Classification of DEs Solving DEs
Differential Equations
Session-1
Praveen, Ganesh, Aarav
July 14, 2023

Why Differential Equations? Introduction to DEs Classification of DEs Solving DEs
1 Why Differential Equations?
2 Introduction to DEs
3 Classification of DEs
4 Solving DEs

Why Differential Equations?

They come up everywhere!
In systems where we study its evolution: the change of state rather than its absolute
value.

Study of population

Maxwell’s Equations govern the entirety of electromagnetism!

Study of the Financial Market:
Various models like the Black–Scholes

4 Solving DEs

What are they?

Definition (Differential Equation)
An algebraic equation involving a function and its derivatives
F (t, x(t), ẋ(t), · · · ) = 0
Examples of differential equations:
dy
= sin x
dx
d 2y
+ y sin x = 1
dx 2

Some terms
Definition (Order)
The order of the differential equation is the highest order of derivative of the unknown
function that appears in the differential equation.
Definition (Degree)
The degree of a differential equation is the power of its highest derivative after the
equation has been made rational and integral in all of its derivatives† .

Problems
Find the degree and order

1
3
d 2y

dy
+ 2y + 3 sin(x) = 1
dx 2 dx
2
29
d 5y d 7y

dy
= + 6 sin
dx 5 dx 7 dx

Solutions
1 Order = 2 and Degree = 1

2 Order = 7 and Degree =???

Degree
An ill-defined term
†:
Should one be allowed to manipulate a differential equation to convert it into its
polynomial form? Consider
y′ = x , y ′3 = x 3
Both are equivalent but have different degrees.
Most modern texts do not talk about degree at all. It offers no valuable insight.

4 Solving DEs

Types of DE
ODE PDE SDE Misc.
Elliptic Parabolic Hyperbolic

Types of DEs
Definition (ODE)
A differential equation (DE) dependent on only a single independent variable.
y = f (x)
Definition (PDE)
A differential equation (DE) dependent on many independent variables, which possibly
results in equations consisting of partial derivatives.
y = f (x1 , x2 , · · · )

Types of DEs
Definition (SDE)
A differential equation (DE) involving stochastic derivatives.

Types of DEs
There are various other types of DEs like

1
Fractional DEs: They involve fractional and non-integer order(D 2 and such).
Functional DEs: These have functions and their derivatives evaluated at multiple
points.
Example: f ′ (x) = 3f (x − 2) + 2f 2 (x + 7)
We shall only deal with ODEs for now.

Types of ODEs
ODEs can further be classified into many types based on their homogeneity, linearity,
exactness, coefficients, autonomy, explicitness, etc.

Types of ODEs
Definition (Linear ODE)
A linear differential equation is defined by a linear polynomial in the unknown function
and its derivatives, an equation of the form.
a0 (x)y + a1 (x)y ′ + a2 (x)y ′′ + · · · + an (x)y (n) + b(x) = 0
where a0 (x), . . . , an (x) and b(x) are arbitrary differentiable functions that do not need
to be linear, and y ′ , . . . , y (n) are the successive derivatives of the unknown function y
of the variable x.
Example:
y ′′ + (sin x)y ′ + (cos x)y = tan x

Types of ODEs
Definition (Homogeneous ODE)
A differential equation is homogeneous if it is a homogeneous function of the unknown
function and its derivatives. In the case of linear differential equations, there are no
constant terms.
Example of a homogeneous function:
x +y
x −y
Example of a homogeneous ODE:
dy x3
= 3
dx y

Types of ODEs
Definition (Constant coefficient ODE)

A differential equation has constant coefficients if only constant functions appear as
coefficients in the associated homogeneous equation.
Example:
2y ′′′ + 7y ′′ + y ′ − y = x sin x

Simple Harmonic Motion
Equation of an SHM
ẍ = −ω 2 x
where ω ∈ R and x = x(t) is position as a function of time.
This is a second-order, linear, ordinary differential equation with constant

coefficients.

4 Solving DEs

First order, Linear and Homogeneous ODE
We will now solve the most fundamental type of ODE, of the form
y ′ + p(x)y = 0
Algorithm:
Rewrite the equation as
dy
= −p(x)dx
y
Integrate both sides!

Example
y ′ + (tan x)y = 0
Follow the algorithm:
dy
= − tan xdx
y
Z Z
dy
=⇒ = − tan xdx
y
=⇒ ln y = − ln sec x + C
=⇒ y = a cos x
where C is the constant of integration and a = e C
First order, Linear and non-Homogeneous ODE

A bit more involved
y ′ + p(x)y = q(x) ⇐⇒ dy + yp(x)dx = q(x)dx

Intuition: We multiply by an appropriate factor r (x) such that r ′ (x) = p(x)r (x)†† .
Therefore
r (x)dy + yp(x)r (x)dx = r (x)q(x)

can be re-written as
d(yr (x)) = r (x)q(x)dx

which is easily integrated.
Integrating Factor(IF)
R
†† : The solution to this, yet another differential equation, is r (x) = e p(x)dx . Note
that we get infinite different integrating factors since the result of the above indefinite
integration comes with a constant C . We usually choose C = 0 for simplicity.
Thus we find a general way to solve such DEs.

Algorithm:
R
Multiply by e p(x)dx on both sides to get
R R
p(x)dx p(x)dx
d(ye )=e q(x)dx
Integrate both sides!

A question about IF
What can you say about the existence of the Integrating Factor?
Keyword: Exactness of DE

Problem set - 1 (Differential Equations)
Mathematics Club - IIT Madras

Summer School 2023
1. Find the order, degree and type (based on linear/non linear, order and co-efficient of derivatives) for the
following ODEs:
dy
p
(a) dx = 1 + cos(x)

d2 y dy
(b) dx 2 + 3y dx = tan(log(x))
2
d3 y dy xx
(c) dx 3 + 2 dx + 7 sin(x) = e
2 2
dy
(d) = x 2xy
dx
+y
3 5
dy 1 dy 1 dy
(e) x = dx − 3 dx + 5 dx ± ···
2. Solve the following first order ODEs:

dy
(a) dx = 3x − log(x)
dy
(b) dx = ebx + ay
dy y
(c) dx += x2 y 2
x

dy
(d) (1 + tan(x)) dx − 2y tan(x) = 1
dy
q 2xy
sin x
(e) d(3x−x 3) =
9 sin(x+ π
− 3(1−x 2 )2
3)
3. A boat is rowed with constant velocity v (with respect to the river) directly across a stream of width b.
If the velocity of the river current is proportional to the product of the distances from the two banks
(take the costant of proportionality as k), find the distance by which it is deviated from the point the
boat would’ve landed if the river was still.
1
Solving higher order linear ODEs
Praveen, Ganesh, Aarav Giri
July 2023
Praveen, Ganesh, Aarav Giri Solving higher order linear ODEs

Contents
Introducing D operator
Homogeneous ODEs
Non Homogeneous ODEs
Power series
Power series method for solving ODEs.

The D operator
What is an operator?
In simple words, an operator is something that takes a function as
input and gives some other function as output.
eg: O(f (x)) 2 O → ()2
R x= (f (x)) here, the operator
Rx
J(f (x)) = −∞ f (y )dy here, J → −∞ ()dy
similarly,
d
D→
dx
d2
D2 →
dx 2
,.. and so on.

Example
D(x 3 + sin(x)) = D(x 3 ) + D(sin(x)) = 3x 2 + cos(x)
(D 2 + 2xD)(e x ) = D 2 (e x ) + 2xD(e x ) = e x (2x + 1)
(D + 2)2 x = (D 2 + 4D + 4)x = D 2 x + 4Dx + 4x = 4 + 4x
n
D m (x n ) = n(n − 1)(n − 2) · · · (n − m + 1)x n−m = m! m
n−m
x
(Which will become zero if m > n)
(D 2 + D 4 ) sin(ax + b) = −a2 sin(ax + b) + a4 sin(ax + b). In
general,
D 2n sin(ax + b) = (−a2 )n sin(ax + b)
Trick: replace D 2 with −a2

The Inverse operator
1
D is said to be inverse of D iff,
1 1
· Df (x) = D. f (x) = f (x)
D D
Thus, Z
1
f (x) → f (x)dx
D
(Constant of integration is set to zero as inverse should be unique)
Note: D1 is simply a symbol to represent inverse of D and its NOT
any kind of fraction like 13 etc...
we have already seen in previous session,
dy
+ py = q ⇒ (D + p)y = q
dx
then, R
q(I .F )dx C
y= +
I .F I .F
where, R
pdx
I .F = e
If C = 0 then, we can find the inverse of (D + p)

Z
1 R R
q = e − pdx q e pdx dx
(D + p)
Especially if p = constant (say a)
Z
1
q = e −ax qe ax dx
(D + a)
Let f (D) be a polynomial in D i.e,
f (D) = D n + k1 D n−1 + k2 D n−2 + · · · + kn−1 D + kn
Then it can be factorized as
(D − m1 )(D − m2 )(D − m3 ) · · · (D − mn )
where m1 , m2 , · · · mn are roots of f (D) = 0

1
effects of f (D) acting on e bx
we have, f (D) = D n + k1 D n−1 + k2 D n−2 + · · · + kn−1 D + kn Now,
D(e bx ) = be bx , D 2 (e bx ) = b 2 e bx , · · · D m e bx = b m e bx
. Thus,
f (D)e bx = (D n + k1 D n−1 + k2 D n−2 + · · · kn−1 D + kn )e bx
= D n e bx + k1 D n−1 e bx + k2 D n−2 e bx + · · · kn−1 De bx + kn e bx

= b n e bx + k1 b n−1 e bx + k2 b n−2 e bx + · · · kn−1 be bx + kn e bx
= (b n + k1 b n−1 + k2 b n−2 + · · · kn−1 b + kn )e bx = f (b)e bx
1 1
f (D)e bx = f (b)e bx ⇒ f (D)e bx = f (b)e bx
f (D) f (D)
1 bx 1 bx 1 bx
e bx = f (b) e ⇒ e = e
f (D) f (D) f (b)
But what if f (b) = 0?
let,
f (D) = (D − b)g (D) where g (b) ̸= 0
Then,
e bx

1 bx 1 1 1 bx 1
e = e bx = e = ·
f (D) (D − b)g (D) (D − b) g (D) (D − b) g (b)
xe bx
Z
1 1 1 bx
= · e bx = e e bx e −bx dx =
g (b) (D − b) g (b) g (b)
we already have f (D) = (D − b)g (D) differentiating on both sides,
f ′ (D) = (D − b)g ′ (D) + g (D) ⇒ f ′ (b) = g (b)
what if f ′ (b) = 0? Then put f (D) = (D − b)2 h(D) and proceed.

by this way we can generalize as follows:
1 bx 1 bx
e = e (f (b) ̸= 0)
f (D) f (b)
1 bx xe bx
e = ′ (f ′ (b) ̸= 0)
f (D) f (b)
1 bx x 2 e bx
e = ′′ (f ′′ (b) ̸= 0)
f (D) f (b)
...and so on

Example
1 1 1 1 1
+ ex ) =
(D−2) (1 (D−2) e
0x + (D−2) e
x = 0−2 e
0x + 1−2 e
x =
−(0.5 + e x )
1
(D−2)(D+5)2
e −5x . Let f (D) = (D − 2)(D + 5)2 . f (−5) = 0;
and
f ′ (D) = 2(D−2)(D+5)+(D+5)2 = 2(D 2 +3D−10)+(D+5)2
again, f ′ (−5) = 0.
f ′′ (D) = 2(2D + 3) + 2(D + 5) ⇒ f ′′ (−5) = −14. Thus,
2 −5x
1
(D−2)(D+5)2
e −5x = − x e14 .
1
(D 3 −3D 2 +2D)
(1)
Let, f (D) = D 3 − 3D 2 + 2D. 1 can be written as e 0x .f (0) = 0
f ′ (D) = 3D 2 − 6D + 2 ⇒ f ′ (0) = 2
Thus,
1 x
(1) =
(D 3 2
− 3D + 2D) 2
The shifting property
1 bx 1
e Q(x) = e bx Q(x)
f (D) f (D + b)
Try to prove it as an exercise. (Hint: Try using product rule )

1
Effects of f (D) on x m
1
Try to write f (D) as a geometric series and apply
D k (x m ) = m! m k x
m−k
a
= a + ar + ar 2 + · · ·
1−r
applies for operator D too!
Example
1 1
(D+D 2 )
(x 2 + 2x + 3) = D(1+D) (x 2 + 2x + 3) =
1 2 3 2
D (1 − D + D − D · · · )(x + 2x + 3) =
1
((x 2 + 2x + 3) − D(x 2 + 2x + 3) + D 2 (x 2 + 2x + 3)
D
1
−D 3 (x 2 + 2x + 3) · · · ) = ((x 2 + 2x + 3 − 2x − 2 + 2)
D
x3
Z
1 2
= (x + 4) = (x 2 + 4)dx = + 4x
D 3
1
Find (D 2 +4D+2)
x2
1 1
= 2
(D 2
+ 4D + 2) 2(1 + D +4D )
2
2 2 2
1 D + 4D D + 4D
= (1 − + + ···)
2 2 2
1 D2
= (1 − − 2D + 4D 2 + terms with higher power than 2)
2 2
1 7D 2
= (1 − 2D + + ···)
2 2
Thus,
1 1 7 1
x 2 = (x 2 −2D(x 2 )+ D 2 (x 2 )) = (x 2 −4x+7)
(D 2 + 4D + 2) 2 2 2
1
Effect of f (D) acting on sine or cosine functions
As we have seen earlier in an example, D 2 acting on sin(ax + b) or

cos(ax + b) is same as −a2 acting on sin(ax + b) or cos(ax + b).
Thus, replace all D 2 with −a2 . Or if D 2 is not there, then try
making it by rationalizing.
Example
1
Find (D 2 +2)
sin(2x + 1)
replacing D 2 with −22 = −4, we get
1 1 sin(2x + 1)
sin(2x + 1) = sin(2x + 1) = −
(D 2 + 2) −4 + 2 2

1
Find (D 2 −D 3 )
(cos(x))
1 1
(cos(x)) = (cos(x))
(D 2 3
−D ) (D − D(D 2 ))
2
Replace D 2 with −12 , we get

1 1
cos(x) = cos(x)
(−12 ) 2
− D(−1 ) −1 + D
−1 − D −1 − D
= cos(x) = cos(x)
(−1 + D)(−1 − D) 1 − D2
−1 − D 1 1
= 2
cos(x) = − (1 + D) cos(x) = (cos(x) − sin(x))
1 − (−1 ) 2 2

1
Find (D 2 +4)
(2 sin2 (x))
We know that 2 sin2 (θ) = 1 − cos(2θ)
Thus,
1 1
(2 sin2 (x)) = (1 − cos(2x))
(D 2 + 4) 2
(D + 4)
1 1
= e 0x − cos(2x)
(D 2 + 4) (D 2 + 4)
1 1 1
= e 0x − cos(2x) = − undefined!
(02 + 4) (−22 + 4) 4

But this should not happen as cos(2x) is a perfectly smooth,
integrable function. There must be a finite answer. What can we
do?

Write cos(2x) as real part(denoted by ℜ) of e 2ix . So we have,

1 1 2ix 1 (2i)x
cos(2x) = ℜ(e ) = ℜ e
(D 2 + 4) (D 2 + 4) (D 2 + 4)
let f (D) = D 2 + 4 we have f (2i) = (2i)2 + 4 = 0 so, find f ′ (D).

f ′ (D) = 2D ⇒ f ′ (2i) = 4i. Thus,

1 1 2ix x
2
cos(2x) = ℜ x (e ) = ℜ( ((−i) cos(2x)−(i)2 sin(2x)))
(D + 4) 4i 4
x sin(2x)
=
4
Hence,
1 1 − x sin(2x)
(2 sin2 (x)) =
(D 2 + 4) 4

1
f (D) acting on a general function Q(x)
When our function (Q(x)) is not a sin/cos or exponential or a

1
polynomial, then we have to decompose f (D) into partial fraction,
A1 A2 An
like D−m1 + D−m2 + · · · D−m n
and then use the formula
Z
1
Q(x) = e −ax Q(x)e ax dx
(D + a)
for each term in the partial fraction decomposition.

Solving Homogeneous ODEs
Now we will focus on solving equations of form
dn y dn−1 y dn−2 y dy
+ k1 + k2 + · · · + kn−1 + kn y = 0
dxn dxn−1 dxn−2 dx
Generally, when the Right hand side is zero, we call the equation,
homogeneous. The above equation can be written as
(D n + k1 D n−1 + k2 D n−2 + · · · kn−1 D + kn )y = 0
or,
f (D)y = 0
How to find y ?

factorizing f (D), we have
f (D) = (D − m1 )(D − m2 )(D − m3 ) · · · (D − mn ). So we have to
solve
(D − m1 )(D − m2 )(D − m3 ) · · · (D − mn )y = 0 (1)
Case-1:When all roots are distinct.

We know that the order of the equation is n, hence it must have n
arbitrary constants.
we can also notice that if (D − mn )y = 0 then (1) will be satisfied.
dy dy
(D − mn )y = 0 ⇒ − mn y = 0 ⇒ = mn dx ⇒ y = cn e mn x
dx y
But since the order of writing the product does not matter. i,e
(D − m1 )(D − m2 )(D − m3 ) · · · (D − mn )y
is same as
(D − m1 )(D − m2 )(D − mn ) · · · (D − m3 )y

Thus, y can be of the form c1 e m1 x or c2 e m2 x etc....
But y should have n independent constants. Hence , y should be a
combination of all of them. i,e
y = c1 e m1 x + c2 e m2 x + · · · + cn e mn x
Case-2: The roots are repeating.

let m1 = m2 then our DE will look like
(D − m1 )2 (D − m3 )(D − m4 ) · · · (D − mn )y = 0. If we put
m1 = m2 in case-1, we will get,
y = (c1 + c2 )e m1 x + c3 e m3 x + · · · + cn e mn x which has only n − 1
arbitrary constants if we put c1 + c2 = A. Thus, its incorrect.
Let’s first solve
(D − m1 )2 y = 0
put (D − m1 )y = z then ,
(D − m1 )z = 0 ⇒ z = Ae m1 x
⇒ (D − m1 )y = Ae m1 x
dy
− m1 y = c1 e m1 x
dx
I .F = e −m1 x Thus,
Z
y =e m1 x
c1 e m1 x (e −m1 x )dx + c2 e m1 x = (c1 x + c2 )e m1 x
. But again the order in which we write the factor should not
matter. Hence y can be (c1 x + c2 )e m1 x or c3 e m3 x c4 e m4 x etc..
Therefore
y = (c1 x + c2 )e m1 x + c3 e m3 x + · · · + cn e mn x
. similarly if three roots are repeating (m1 = m2 = m3 ), then
y = (c1 x 2 + c2 x + c3 )e m1 x + c4 e m4 x + · · · + cn e mn x
and so on

Case-3: Distinct complex roots.
If the co-efficients of f(D) are real, then complex roots will always
be in conjugate pair. i,e if one root, say m1 is α + iβ, then the
other , say m2 must be α − iβ. But all the roots are still distinct,
so this is similar to case-1.
y = c1′ e (α+iβ)x + c2′ e (α−iβ)x + c3 e m3 x + · · · + cn e mn x
= e αx (c1′ e iβx + c2′ e −iβx ) + c3 e m3 x + · · · + cn e mn x

using e iβx = cos(βx) + i sin(βx) we will get
y = e αx (c1 cos(βx) + c2 sin(βx)) + c3 e m3 x + · · · + cn e mn x

case-4: Repeating complex roots.
let m1 = m2 = α + iβ and m3 = m4 = α − iβ. Then using the
similar logic as case-2, one can find that,
y = e αx [(c1 x+c2 ) cos(βx)+(c3 x+c4 ) sin(βx)]+c5 e m5 x +· · ·+cn e mn x

Questions
d 2y
Solve dx 2
+ 6 dy
dx + 9y = 0
(D 2 + 6D + 9)y = 0 ⇒ (D + 3)2 y = 0
The roots are −3, −3. By case-2, The solution will be
y = (c1 x + c2 )e −3x
d 2y
Solve dx 2
+ 3 dy
dx + 2y = 0
(D 2 + 3D + 2)y = 0 ⇒ (D + 1)(D + 2)y = 0
The roots are -1,-2. By case-1,
y = c1 e −x + c2 e −2x

d 2x
Solve dt 2
+ ω2x = 0
(D 2 + ω 2 )x = 0 ⇒ (D + iω)(D − iω)x = 0
The roots are iω, −iω. By case-3 (distinct complex roots,

α = 0, β = ω Thus,
y = e 0t (c1 cos(ωt) + c2 sin(ωt)) = c1 cos(ωt) + c2 sin(ωt)

Non Homogeneous ODEs
Here, we will solve the nth order, Linear, constant coefficient , non
homogeneous ODEs. Which will have the form,
dn y dn−1 y dn−2 y dy
+ k1 + k2 + · · · + kn−1 + kn y = Q(x)
dxn dxn−1 dxn−2 dx
or,
f (D)y = Q(x).
Steps:
1. Find the homogeneous solution f (D)y = 0. Let’s call this
solution H.S. It will have all the arbitrary constants.
1
2. Find f (D) Q(x) using the techniques we have seen earlier. The
1
expression f (D) Q(x) is known as the particular solution (P.S). It
will not have any arbitrary constant.
3. The general solution is H.S+P.S.

Reason
The only 2 properties a general solution should have is that it

should have n arbitrary constants, and obviously it should satisfy
the differential equation.
f (D)(H.S) = 0
and
f (D)(P.S) = Q(x)
Now adding both,
f (D)(H.S + P.S) = Q(x)
here, H.S + P.S satisfies the differential equation and also it has n
independent constants coming from H.S. Hence, it is a general
solution.

Questions
d 2x
Solve dt 2
+ ω 2 x = f sin(µt)
(D 2 + ω 2 )x = f sin(µt)
Let us find the homogeneous solution by step-1.
(D 2 + ω 2 )x = 0
The roots are iω, −iω. Hence, by case-3 (Distinct complex

roots) α = 0, β = ω
H.S = e 0x (c1 cos(ωt) + c2 sin(ωt))
Now let’s find the particular solution (P.S) according to

step-2.
1
P.S = Q(x)
f (D)

here, f (D) = D 2 + ω 2 and Q(x) = f sin(µt). so,
1 1
P.S = f sin(µt) = f sin(µt)
(D 2 2
+ω ) (D + ω 2 )
2
1
As we know in case of f (D) sin(ax + b) or cos(ax + b) functions
simply replace D with −a . Hence in our question, replace D 2
2 2
with −µ2 , (ω ̸= µ)
1 1
f sin(µt) = f sin(µt).
(D 2 2
+ω ) (−µ + ω 2 )
2
The general solution by step-3 is H.S + P.S,
f sin(µt)
∴ x = c1 cos(ωt) + c2 sin(ωt) +
(ω 2 − µ2 )

If ω = µ, then write sin(µt) as Imaginary part(denoted by ℑ) of
e µit .

1 1 µit 1 µit
f sin(µt) = f ℑ(e ) = f ℑ e
(D 2 + µ2 ) (D 2 + µ2 ) (D 2 + µ2 )
f (D) = D 2 + µ2 ⇒ f (iµ) = 0
So find f ′ (D),
f ′ (D) = 2D ⇒ f ′ (iµ) = 2µi
.
1 µit te iµt
⇒ e =
(D 2 + µ2 ) 2iµ

1 ft cos(µt)
⇒fℑ 2 2
e iµt =
(D + µ ) 2µ
And the general solution (H.S+P.S) will be,
ft cos(µt)
x(t) = c1 cos(ωt) + c2 sin(ωt) +
2µ

d 4y 3 2
e 3x −1
Solve dx 4
− 4 ddxy3 + 3 ddxy2 = e x −1
e 3x − 1 (e x − 1)(e 2x + e x + 1)
(D 4 − 4D 3 + 3D 2 )y = =
ex − 1 ex − 1
⇒ (D 4 − 4D 3 + 3D 2 )y = e 2x + e x + 1
. Lets find the H.S by step-1.
(D 4 − 4D 3 + 3D 2 )y = 0 ⇒ D 2 (D − 1)(D − 3)y = 0
The roots are 0, 0, 1, 3. Thus,
H.S = (c1 x + c2 )e 0x + c3 e x + c4 e 3x

1
Now, let’s find P.S = f (D) Q(x) by step-2.
1 1
P.S = (e 2x + e x + 1) = (e 2x + e x + 1)
(D 4 3 2
− 4D + 3D ) f (D)
First lets find

1 2x
e
f (D)
. here, f (2) = 22 (2 − 1)(2 − 3) = −4. so
1 2x e 2x
e =−
f (D) 4
. now lets solve

1 x
e
f (D)

f (1) = 0. so we find that
f ′ (D) = 4D 3 − 12D 2 + 6D ⇒ f ′ (1) = 4(13 ) − 12(12 ) + 6(1) = −2
1 x xe x
∴ e =−
f (D) 2
now again we have to find f (D) 1

(e 0x ). f (0) = 0 and f ′ (0) = 0 so
find f ′′ (D). f ′′ (D) = 12D 2 − 24D + 6 ⇒ f ′′ (0) = 6 Thus,
1 0x x 2 e 0x
e =
f (D) 6
Therefore, the general solution by step 3 is H.S+P.S,
x 2 xe x e 2x
y = c1 x + c2 + c3 e x + c4 e 3x + − −
6 2 4

What is a Power Series?
Definition
Any series of the form:
∞
X
an (x − c)n
n=0
is said to be a power series. c is known as the centre of the power

series. If the series is convergent in the interval |x − c| < ρ. ρ is
known as radius of convergence of the power series.
an
ρ = lim
n→∞ an+1

Example
Find the centre and radius of convergence of the power series
1 + 2x + 3x 2 + 4x 3 + · · ·
n+1
sol. centre = 0, an = n + 1 ⇒ ρ = limn→∞ n+2 =1

Solving DE with power series
Sometimes, the solution
R xto the differential equation may not be a
2
known function. Eg: e dx. In such cases series solution is
useful. In our syllabus, we will be looking into the standard form
of linear ODEs:
y ′′ + p(x)y ′ + q(x)y = 0
Definition
function f (x) is said to be analytical at the point x0 if it is
infinitely differentiable at x = x0 .
The point x0 is said to be regular point a.k.a ordinary point
of an ODE iff both p(x) and q(x) are analytical at x = x0 .
Otherwise, x0 becomes a singular point.
The point x0 is said to be regular singular point of an ODE
iff both (x − x0 )p(x) and (x − x0 )2 q(x) are analytical at
x = x0 . Otherwise, x0 becomes an irregular singular point.

Solving ODEs about a regular point
Take any regular point x0 for the
P ODE, and then assume the
solution to be of form y (x) = ∞ n=0 an (x − x0 ) n and then equate
the coefficients on L.H.S and R.H.S.

Example
Solve the differential equation using series method:
d 2y dy
(1 − x 2 ) 2
− 2x + 2y = 0
dx dx
solution: converting the ODE to standard form by dividing by
2x 2
1 − x 2 on both sides, we get p(x) = − 1−x 2 and q(x) = 1−x 2 . We
can see that both the functions are analytical at x = 0. So, let
∞
X ∞
X ∞
X
y (x) = an x n ⇒ y ′ = nan x n−1 , y ′′ = n(n − 1)an x n−2
n=0 n=1 n=2

Plugging into the ODE, we get
∞
X ∞
X ∞
X
(1 − x 2 ) n(n − 1)an x n−2 − 2x nan x n−1 + 2 an x n = 0
n=2 n=1 n=0
∞
X X∞ ∞
X ∞
X
⇒ n(n−1)an x n−2 − n(n−1)an x n −2 nan x n +2 an x n = 0
n=2 n=2 n=1 n=0
∞
X X∞ ∞
X ∞
X
⇒ (n+1)(n+2)an+2 x n − n(n−1)an x n −2 nan x n +2 an x n = 0
n=0 n=2 n=1 n=0
∞
X ∞
X
⇒ 2a2 + 6a3 x + (n + 1)(n + 2)an+2 x n − n(n − 1)an x n
n=2 n=2
∞
X ∞
X
n
−2a1 x − 2 nan x + 2a0 + 2a1 x + 2 an x n = 0
n=2 n=2

∞
X
(2a2 +2a0 +6a3 x)+ [(n+1)(n+2)an+2 −(n(n−1)+2n−2)an ]x n = 0
n=2
∞
X
⇒ (2a2 +2a0 +6a3 x)+ [(n+1)(n+2)an+2 −(n−1)(n+2)an ]x n = 0
n=2
which is true for infinite values of x. Thus,

n−1
a3 = 0, a2 = −a0 , an+2 = an
n+1
. since a3 = 0, all the odd terms after 3 will also be 0 as a3 is a
factor for all of them. Also, a4 = 31 a2 = − 13 a0 similarly,
a6 = 35 a4 = 35 · − 31 a0 = − 15 a0 and so on... Hence a2n = − 2n−1
1
a0

Thus, the general solution will be
∞
X x 2n
a1 x − a0
2n − 1
n=0
where a0 and a1 are arbitrary constants.

DE Maths

Uploaded by

Document Information

Original Description:

Original Title

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

DE Maths

Uploaded by

Copyright:

Available Formats

Why Differential Equations?

Introduction to DEs Classification of DEs Solving DEs

Praveen, Ganesh, Aarav

July 14, 2023

Praveen, Ganesh, Aarav

1 Why Differential Equations?

Praveen, Ganesh, Aarav

Why Differential Equations?

Praveen, Ganesh, Aarav

They come up everywhere!

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

Maxwell’s Equations govern the entirety of electromagnetism!

Praveen, Ganesh, Aarav

Study of the Financial Market:

Various models like the Black–Scholes

Praveen, Ganesh, Aarav

1 Why Differential Equations?

Praveen, Ganesh, Aarav

What are they?

F (t, x(t), ẋ(t), · · · ) = 0

Examples of differential equations:

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

Find the degree and order

Praveen, Ganesh, Aarav

1 Order = 2 and Degree = 1

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

1 Why Differential Equations?

Praveen, Ganesh, Aarav

ODE PDE SDE Misc.

Elliptic Parabolic Hyperbolic

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

There are various other types of DEs like

We shall only deal with ODEs for now.

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

a0 (x)y + a1 (x)y ′ + a2 (x)y ′′ + · · · + an (x)y (n) + b(x) = 0

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

Definition (Constant coefficient ODE)

Praveen, Ganesh, Aarav

Simple Harmonic Motion

This is a second-order, linear, ordinary differential equation with constant

Praveen, Ganesh, Aarav

1 Why Differential Equations?

Praveen, Ganesh, Aarav

First order, Linear and Homogeneous ODE

Praveen, Ganesh, Aarav

First order, Linear and non-Homogeneous ODE

y ′ + p(x)y = q(x) ⇐⇒ dy + yp(x)dx = q(x)dx

r (x)dy + yp(x)r (x)dx = r (x)q(x)

d(yr (x)) = r (x)q(x)dx

Thus we find a general way to solve such DEs.

Integrate both sides!

Praveen, Ganesh, Aarav

Praveen, Ganesh, Aarav

Mathematics Club - IIT Madras

2. Solve the following first order ODEs: