Module-4

Ordinary Differential Equations

Ordinary Differential Equations of First Order

If y = f (x) is an unknown function, an equation which involves atleast one derivative of y
with respect to x is called as ordinary differential equation.
The order of the differential equation is the order of the highest derivative present in that
equation.
The degree of the differential equation is the degree of the highest order derivative after
clearing the fractional powers.

Example
dy 2
1. ( dx ) + y + 1 = 0 is the differential equation of order one and degree two.
d2 y
2. dx2 + ax = 0 is the differential equation of order two and degree one.

The solution of a differential equation is a relation between the dependent and independent
variables satisfying the given equation identically.

The general form of first order and first degree differential equation is

dy
dx
= f (x, y)
(or)
M (x, y) dx + N (x, y) dy = 0

The differential equations of first order and first degree are mainly classified into four types as
follows

1. Variables separable equations

2. Homogenous differential equations

3. Exact differential equations

4. Linear differential equations and Bernoulli’s differential equations

1
 Higher order Differential Equation with constant
coefficients
A differential equation is said to be a linear if the dependent variable and its derivatives are
of first degree.
dn y dn−1 y dn−2 y dy
A differential equation of the form dx n +a1 dxn−1 +a2 dxn−2 +...+an−1 dx +an y = Q (x) → (15)
th
(where a1 ,a2 ,...,an are all constants) is called a linear differential equation of n order with
constant co-efficients.
d d2 dn
Notation of differential operators are D = dx , D2 = dx 2, . . . , D
n
= dx n.

Therefore, equation (15) becomes

Dn + a1 Dn−1 + a2 Dn−2 + ... + an−1 D + an y = Q (x)

f (D) y = Q (x) → (16)

where f (D) = Dn + a1 Dn−1 + a2 Dn−2 + ... + an−1 D + an .

If Q (x) = 0, then (16) is called a homogeneous linear differential equation.
If Q (x) ̸= 0, then (16) is called a non-homogeneous linear differential equation.
The general solution of equation (16) is

y = Complementary Function + Particular Integral

y = C.F. + P.I.

Let the second order linear differential equation be

D2 + a1 D + a2 y = Q (x)

f (D) y = Q (x)

where f (D) = D2 + a1 D + a2

Method of Finding Complementary Function

1. Find the auxiliary equation f (m) = 0 i.e. m2 + a1 m + a2 = 0

2. Find the roots of the auxiliary equation.

3. If m1 and m2 be the roots of the auxiliary equation, then the complementary function is

ˆ If m1 and m2 are real and distinct, then C.F. = C1 em1 x + C2 em2 x .

ˆ If m1 and m2 are real and same i.e. m1 = m2 = m, then C.F. = (C1 + C2 x) emx .
ˆ If roots are complex number i.e. m = α ± iβ, then C.F. = eαx (C1 cosβx + C2 sinβx).

2
Method of Finding Particular Integral

1
P.I. = Q (x)
f (D)

1. Find complementary function for (D2 − 5D + 4) y = 0.

Solution
Given (D2 − 5D + 4) y = 0.
Here f (D) = D2 − 5D + 4.
The auxiliary equation is

f (m) = 0
m2 − 5m + 4 = 0
(m − 1) (m − 4) = 0
m − 1 = 0, m − 4 = 0
m = 1, m = 4
i.e.m1 = 1, m2 = 4 ( Roots are real and distinct)
∴ C.F. = C1 em1 x + C2 em2 x
C.F. = C1 ex + C2 e4x

2. Find complementary function for (D2 − 6D + 9) y = 0.

Solution
Given (D2 − 6D + 9) y = 0.
Here f (D) = D2 − 6D + 9.
The auxiliary equation is

f (m) = 0
m2 − 6m + 9 = 0
(m − 3) (m − 3) = 0
m − 3 = 0, m − 3 = 0
m = 3, m = 3
m=3 ( Roots are real and same)
∴ C.F. = (C1 + C2 x) emx
C.F. = (C1 + C2 x) e3x

3. Find complementary function for (D2 + 9) y = 0.

Solution
Given (D2 + 9) y = 0.
Here f (D) = D2 + 9.

3
The auxiliary equation is

f (m) = 0
m2 + 9 = 0
m2 = −9
m = ±3i
m = 0 ± 3i ( Roots are complex)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
= e0 (C1 cos3x + C2 sin3x) ( Here α = 0 and β = 3)
= C1 cos3x + C2 sin3x

Type:1 [Q (x) = eax]

1
P.I. = Q(x)
f (D)
1 ax
= e
f (D)
 1 ax if f (a) ̸= 0
 x f (a) e ,

= ′ eax , if f (a) = 0

 f (D)

′′ ′
1. Solve y + 5y + 6y = 2e−x .
Solution
′′ ′
Given y + 5y + 6y = 2e−x
d2 y dy
dx2
+ 5 dx + 6y = 2e−x
(D2 + 5D + 6) y = 2e−x
Here f (D) = D2 + 5D + 6 and Q (x) = 2e−x
The auxiliary equation is

f (m) = 0
m2 + 5m + 6 = 0
(m + 2) (m + 3) = 0
m + 2 = 0, m + 3 = 0
m = −2, m = −3
i.e. m1 = −2, m2 = −3 ( Roots are real and distinct)
∴ C.F. = C1 em1 x + C2 em2 x
C.F. = C1 e−2x + C2 e−3x

4
 1
P.I. = Q (x)
f (D)
1
= 2 2e−x
D + 5D + 6
1
=2 2 e−x
D + 5D + 6
1
=2 2 e−x (Replace D by a = −1 in f (D))
(−1) + 5 (−1) + 6
 
1 −x
=2 e
2
= e−x

∴ The general solution is

y = C.F. + P.I.
y = C1 e−2x + C2 e−3x + e−x

2. Solve (D2 − 6D + 9) y = 6e3x − log2.

Solution
Given (D2 − 6D + 9) y = 6e3x − log2.
Here f (D) = D2 − 6D + 9 and
Q(x) = 6e3x − log2 = 6e3x − log2 × e0x .
The auxiliary equation is

f (m) = 0
m2 − 6m + 9 = 0
(m − 3) (m − 3) = 0
m − 3 = 0, m − 3 = 0
m = 3, m = 3
m=3 ( Roots are real and same)
∴ C.F. = (C1 + C2 x) emx
C.F. = (C1 + C2 x) e3x

5
 1
P.I1 = 6e3x
f (D)
1
=6 2 e3x
D − 6D + 9
x
e3x Since f (3) = (3)2 − 6(3) + 9 = 0


=6
2D − 6(1) + 0
x
=6 e3x
2D − 6
x2
=6 e3x (Since f (3) = 2(3) − 6 = 0)
2(1) − 0
 2
x
=6 e3x
2
= 3x2 e3x

1
−log2 × e0x


P.I2 =
f (D)
1
= −log2 2 e0x
D − 6D + 9
1
= −log2 e0x (Replace D by a = 0 in f (D))
0 − 6(0) + 9
 
1 0x
= − (log2) e
9
log2
=−
9

∴ The general solution is

y = C.F. + P.I1 + P.I2

log2
y = (C1 + C2 x) e3x + 3x2 e3x −
9
′′ ′
3. Solve y − 8y + 16y = 3e4x given that y = 0 at x = 0 and x = 2.
Solution Given y′′ − 8y′ + 16y = 3e4x
(D2 − 8D + 16) y = 3e4x
Here f (D) = D2 − 8D + 16 and Q(x) = 3e4x

6
The auxiliary equation is

f (m) = 0
m2 − 8m + 16 = 0
(m − 4) (m − 4) = 0
m − 4 = 0, m − 4 = 0
m = 4, m = 4
m=4 ( Roots are real and same)
∴ C.F. = (C1 + C2 x) emx
C.F. = (C1 + C2 x) e4x

1
P.I = 3e4x
f (D)
1
=3 2 e4x
D − 8D + 16
x
e4x Since f (4) = (4)2 − 8(4) + 16 = 0


=3
2D − 8(1) + 0
x
=3 e4x
2D − 8
x2
=3 e4x (Since f (4) = 2(4) − 8 = 0)
2(1) − 0
3
= x2 e4x
2

∴ The general solution is

y = C.F. + P.I
3
y = (C1 + C2 x) e4x + x2 e4x → (16)
2

Given that if x = 0 then y=0.

Substitute x = 0 in (16), we get

3
0 = (C1 + C2 (0)) e0 + (0) e0
2
0 = C1 + 0
C1 = 0

Also given that if x = 2 then y=0.

7
Substitute x = 2 in (16), we get

3
0 = (C1 + C2 (2)) e4×2 + (2)2 e4×2
2
0 = (0 + C2 (2)) e8 + 6e8
0 = 2e8 (C2 + 3)
C2 + 3 = 0
C2 = −3

Substitute C1 = 0 and C2 = −3 in (16), we get

3
y = (0 − 3x) e4x + x2 e4x
2
3
y = −3xe4x + x2 e4x
2

Practice Problems
1. Solve (D2 − 4) y = cosh (2x − 1) + 3x .
3x
Ans: y = C1 e2x + C2 e−2x + 18 xex2−1 − 18 xe−x2+1 + (log3)2 −4
.

Type:2 [Q (x) = cosax or sinax]

1
P.I. = Q(x)
f (D)
1
= cosax or sinax
f (D)

Then replace D2 by − (a2 ).

1. Solve (D2 + 4) y = cos3x.
Solution
Given (D2 + 4) y = cos3x.
Here f (D) = D2 + 4 and Q(x) = cos3x.

8
The auxiliary equation is

f (m) = 0
m2 + 4 = 0
m2 = −4
m = ±2i
m = 0 ± 2i ( Roots are complex)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
= e0 (C1 cos2x + C2 sin2x) ( Here α = 0 and β = 2)
= C1 cos2x + C2 sin2x

1
P.I. = Q (x)
f (D)
1
= 2 cos3x
D +4
1
Replace D2 by − a2 = − 32 = −9 in f (D)




= cos3x
−9 + 4
1
= cos3x
−5

∴ The general solution is

y = C.F. + P.I.
1
y = C1 cos2x + C2 sin2x − cos3x
5

2. Solve (D2 + 9) y = sin2 x.

Solution
Given (D2 + 9) y = sin2 x
Here f (D) = D2 + 9 and
Q(x) = sin2 x = 1−cos2x
2
= 1
2
− 12 cos2x == 12 e0x − 21 cos2x.

9
The auxiliary equation is

f (m) = 0
m2 + 9 = 0
m2 = −9
m = ±3i
m = 0 ± 3i ( Roots are complex)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
= e0 (C1 cos3x + C2 sin3x) ( Here α = 0 and β = 3)
= C1 cos3x + C2 sin3x

 
1 1 0x
P.I1 = e
f (D) 2
1 1
= 2
e0x
2D +9
1 1 0x
= e (Replace D by a = 0 in f (D))
2 0+ 9
1 1 0x
= e
2 9
1
=
18

1
P.I2 = Q (x)
f (D)
 
1 1
= 2 − cos2x
D +9 2
1 1
=− cos2x
2 D2 + 9
1 1
Replace D2 by − a2 = − 22 = −4 in f (D)




=− cos2x
2 −4 + 9
11
= − cos2x
25
1
= − cos2x
10

∴ The general solution is

y = C.F. + P.I1 + P.I2

1 1
y = C1 cos3x + C2 sin3x + − cos2x
18 10

Practice Problems

10
1. Solve (D2 +D + 1)y =  sin2x.
1
√  √ 
Ans: y = e 2 C1 cos 2 + C2 sin 23x
x 3x
− 1
13
[2 cos2x + 3 sin3x].
2. Solve (D2 + 4) y = cos2x.
Ans: y = C1 cos2x + C2 sin2x + xsin2x
4
.

Type:3 [Q (x) = eaxf (x)]

1
P.I. = Q(x)
f (D)
1 ax
= e f (x)
f (D)
1
= eax f (x)
f (D + a)

1. Solve (D2 − 2D + 5) y = e2x sinx.

Solution
Given (D2 − 2D + 5) y = e2x sinx
Here f (D) = D2 − 2D + 5 and Q(x) = e2x sinx
The auxiliary equation is

f (m) = 0
m2 − 2m + 5 = 0
√
−b ± b2 − 4ac
m=
√ 2a
2 ± 4 − 20
m= (Here a = 1, b = −2 and c = 5 )
√ 2
2 ± −16
m=
2
2 ± 4i
m=
2
2(1 ± 2i)
m=
2
m = 1 ± 2i ( Roots are complex)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
= ex (C1 cos2x + C2 sin2x) ( Here α = 1 and β = 2)

11
 1
P.I. = Q (x)
f (D)
1
= 2 e2x sinx
D − 2D + 5
1
= e2x 2 sinx (Replace D by D + a = D + 2 in f (D))
(D + 2) − 2 (D + 2) + 5
1
= e2x 2 sinx
D + 4D + 4 − 2D − 4 + 5
1
= e2x 2 sinx
D + 2D + 5
1
= e2x Replace D2 by − a2 = −1



sinx
−1 + 2D + 5
1
= e2x sinx
2D + 4
1 2D − 4
= e2x sinx
2D + 4 2D − 4
2D − 4
= e2x sinx
(2D)2 − (4)2
2D − 4
= e2x 2 sinx
4D − 16
2D − 4
= e2x Replace D2 by − a2 = −1



sinx
4 (−1) − 16
2x
e
= [2D (sinx) − 4sinx]
−20
e2x
= [2cosx − 4sinx]
−20
2e2x
= [cosx − 2sinx]
−20
e2x
=− [cosx − 2sinx]
10

∴ The general solution is

y = C.F. + P.I.
e2x
y = ex (C1 cos2x + C2 sin2x) − [cosx − 2sinx]
10
′′ ′
2. Solve y + 2y + 3y = ex cosx.
Solution
′′ ′
Given y + 2y + 3y = ex cosx
d2 y dy
dx2
+ 2 dx + 3y = ex cosx
(D2 + 2D + 3) y = ex cosx
Here f (D) = D2 + 2D + 3 and Q(x) = ex cosx

12
The auxiliary equation is

f (m) = 0
m2 + 2m + 3 = 0
√
−b ±b2 − 4ac
m=
√2a
−2 ± 4 − 12
m= (Here a = 1, b = 2 and c = 3 )
√2
−2 ± −8
m=
2 √
−2 ± 2 2i
m=
2 √
2(−1 ± 2i)
m=
2
√
m = −1 ± 2i ( Roots are complex)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
 √ √   √ 
= e−x C1 cos 2x + C2 sin 2x Here α = −1 and β = 2
1
P.I. = Q (x)
f (D)
1
= 2 ex cosx
D + 2D + 3
1
= ex 2 cosx (Replace D by D + a = D + 1 in f (D))
(D + 1) + 2 (D + 1) + 3
1
= ex 2 cosx
D + 2D + 1 + 2D + 2 + 3
1
= ex 2 cosx
D + 4D + 6
1
= ex Replace D2 by − a2 = −1



cosx
−1 + 4D + 6
1
= ex cosx
4D + 5
1 4D − 5
= ex cosx
4D + 5 4D − 5
4D − 5
= ex cosx
(4D)2 − (5)2
4D − 5
= ex cosx
16D2 − 25
4D − 5
= ex Replace D2 by − a2 = −1



cosx
16 (−1) − 25
x
e
= [4D (cosx) − 5cosx]
−41
ex
= [−4sinx − 5cosx]
−41
ex
= [4sinx + 5cosx]
41

13
∴ The general solution is

y = C.F. + P.I.
 √ √  ex
y = e−x C1 cos 2x + C2 sin 2x + [4sinx + 5cosx]
41

Practice Problems
′′ ′
1. Solve y − 2y + 2y = ex cosx. Ans: y = ex (C1 cosx + C2 sinx) − 21 xex sinx.

Linear Equations with variable coefficients

Cauchy’s Homogeneous Linear Equation
n d y n−1
n−1 d y dy
A differential equation of the form xn dx n +k1 x dxn−1
+...+kn−1 x dx +kn y = X (x) → (17)
(where k1 ,k2 ,...,kn are all constants) is called Cauchy’s Homogenous Linear Equation.
Such equation can be reduced to linear differential equations with constant co-efficients, by
putting x = et or t = logx. If D = dtd , then
dy
x dx = Dy,
d 2y
x2 dx2 = D(D − 1)y,
d2 y
x3 dx 2 = D(D − 1)(D − 2)y

and so on.
After making substitution in (17), there results a linear equation with constant co-efficients.

2
d y dy
1. Solve x2 dx2 − x dx + y = x.

Solution
2
d y dy
Given x2 dx 2 − x dx + y = x.
dy d2 y d
Put x = et or t = logx, so that x dx = Dy, x2 dx 2 = D(D − 1)y where D = dt
.
Then the given equation becomes

D(D − 1)y − Dy + y = et
D2 − D − D + 1 y = et

D2 − 2D + 1 y = et

Here f (D) = D2 − 2D + 1 and Q(t) = et .

14
The auxiliary equation is

f (m) = 0
m2 − 2m + 1 = 0
(m − 1) (m − 1) = 0
m − 1 = 0, m − 1 = 0
m = 1, m = 1
m=1 ( Roots are real and same)
∴ C.F. = (C1 + C2 t) emt
C.F. = (C1 + C2 t) et

1
P.I = Q(t)
f (D)
1
= 2 et
D − 2D + 1
t
et Since f (1) = (1)2 − 2(1) + 1 = 0


=
2D − 2(1) + 0
t
= et
2D − 2
t2
= et (Since f (1) = 2(1) − 2 = 0)
2(1) − 0
 2
t
= et
2

∴ The general solution is

 2
t t
y=(C1 + C2 t) e + 2
et

Replace x = et and t = logx in above equation,

!
(logx)2
y = (C1 + C2 logx) x + x
2
x (logx)2
y = (C1 + C2 logx) x +
2

Practice Problems
d2 y dy
1. Solve x2 dx 2
2 + 4x dx + 2y = x .

15
Legendre’s Linear Equation
n n−1
A differential equation of the form (ax + b)n dxd y
n +k1 (ax + b)
n−1 d y
dxn−1
dy
+...+kn−1 (ax + b) dx +
kn y = X (x) → (18) (where k1 ,k2 ,...,kn are all constants) is called Legendre’s Linear Equation.
Such equation can be reduced to linear differential equations with constant co-efficients, by
putting ax + b = et or t = log (ax + b). Then if D = dtd
dy
(ax + b) dx = aDy,
2 d2 y
(ax + b) dx2 = a2 D(D − 1)y,
d2 y
(ax + b)3 dx 3
2 = a D(D − 1)(D − 2)y

and so on.
After making substitution in (18), there results a linear equation with constant co-efficients.
d2 y
1. Solve (1 + x)2 dx dy
2 + (1 + x) dx + y = 2sin [log (1 + x)].

Solution
2
Given (1 + x)2 dxd y dy
2 + (1 + x) dx + y = 2sin [log (1 + x)].

Put 1 + x = et or t = log (1 + x), so that

dy
(1 + x) dx = (1) Dy = Dy,
2 d2 y
(1 + x) dx2 = (1)2 D(D − 1)y = D(D − 1)y where D = d
dt
.
Then the given equations becomes

D(D − 1)y + Dy + y = 2sint

D2 + 1 y = 2sint

Here f (D) = D2 + 1 and Q(t) = 2sint.

The auxiliary equation is

f (m) = 0
m2 + 1 = 0
m2 = −1
m = ±i,
m=0±i ( Roots are complex)
∴ C.F. = eαt (C1 cosβt + C2 sinβt)
= e0 (C1 cost + C2 sint) ( Here α = 0 and β = 1)
= C1 cost + C2 sint

16
 1
P.I = Q(t)
f (D)
1
= 2 2sint
D +1
t
Since −(1)2 + 1 = 0


=2 sint
2D
t 1
=2 (sint)
2D
= −tcost

∴ The general solution is y = C.F. + P.I

y = C1 cost + C2 sint − tcost
Replace 1 + x = et and t = log(1 + x) in above equation,
y = C1 cos [log(1 + x)] + C2 sin [log(1 + x)] − log(1 + x)cos [log(1 + x)]
Practice Problems
d2 y
1. Solve (2x − 1)2 dx dy 2
2 + (2x − 1) dx − 2y = 8x − 2x + 3.

Methods of variation of parameters

′′ ′
A differential equation of the form y + py + qy = X where p, q and X are functions of x.
′′ ′
It gives P.I = −y1 yW
R 2X
dx + y2 yW
R 1X
dx where y1 and y2 are the solutions of y + py + qy = 0
y1 y2
and W = ′ ′ is called the Wranskian of y1 , y2 .
y1 y2
d2 y
1. Using methods of variation of parameters, solve dx2
+ 4y = tan 2x.
Solution
2
d y
Given dx 2 + 4y = tan 2x.

D2 y + 4y = tan 2x
(D2 + 4) y = tan2x
Here f (D) = D2 + 4 and Q(x) = tan2x
The auxiliary equation is

f (m) = 0
m2 + 4 = 0
m2 = −4
m = ±2i
m = 0 ± 2i ( Roots are imaginary)
∴ C.F. = eαx (C1 cosβx + C2 sinβx)
= e0 (C1 cos2x + C2 sin2x) ( Here α = 0 and β = 2)
C.F = C1 cos2x + C2 sin2x

Here y1 = cos2x, y2 = sin2x and X = tan2x.

17
 ′ ′
Therefore y1 = −2sin2x, y2 = 2cos2x

y1 y2
W = ′ ′
y1 y2
cos2x sin2x
=
−2sin2x 2cos2x
= 2cos2 2x + 2sin2 2x
= 2 cos2 2x + sin2 2x

= 2 (1)
W =2
Z Z
y2 X y1 X
P.I. = −y1 dx + y2 dx
W W
Z Z
sin2x tan2x cos2x tan2x
= −cos2x dx + sin2x dx
2 2
Z Z
1 1
= − cos2x (sec2x − cos2x) dx + sin2x sin2xdx
2 2
 
1 1 sin2x 1
= − cos2x log (sec2x + tan2x) − − sin2xcos2x
2 2 2 4
1 1 1
= − cos2xlog (sec2x + tan2x) + sin2xcos2x − sin2xcos2x
4 4 4
1
= − cos2xlog (sec2x + tan2x)
4

Hence the complete solution is y = C1 cos2x + C2 sin2x − 41 cos2xlog (sec2x + tan2x).

Practice Problems
d2 y 2
1. Using methods of variation of parameters, solve dx 2 − y = 1+ex .

18