O.D.

E 1
NOTES
 LESSON 1
Differential Equations and Their Solutions
1.1 Introduction
The subject of differential equations constitutes a very important and useful branch of
modern mathematics. In this lesson we shall consider some definition of ordinary
differential equations.

1.2 Objectives of the lesson

By the end of this lesson you should be able to.
define a differential equation
define the order and the degree of a differential equation.
form the differential equation and solve simple differential equations.

1.3 Definition of ordinary differential equation

dy d 2 y
An equation containing any derivatives such as , , is called an ordinary
dx dx 2
differential equation.
Examples of differential equations
dy
1. = 5x
dx
dy
2. + 3x + 5 = 0
dx
d2y dy
3. 2
+8 + 9y = 0
dx dx
d2y
4. + y = sin x
dx 2
are ordinary differential equations.

1.4 Definition of Partial Differential Equations

A differential equation involving partial derivatives of a dependent variable, with respect
to more than one independent variable, is called a partial differential equation.
For example,
∂
(2 x 2 + 5 y 2 + 3xy 2 ) = 0
∂x
∂
(sin x + 5 y cos x + x 2 y 3 ) = 0
∂x
∂2 3
( x + 3 x 2 y + y 2 ) = 0 are called partial differential equations. This means when you
∂y 2

differentiate a term with respect to x, y is treated as constant similarly x is treated as a

constant when we differentiate a term with respect to y.

1
 ∂ ∂ 3
Then (3 y 2 x 3 ) = 3 y 2 x = 9x2 y 2
∂x ∂x
∂ ∂
(7 y 2 sin x) = 7 sin x y 2 = 14 y sin x
∂y ∂x

d2y d3y dny

1.5 Meaning of , ………
dx 2 dx 3 dx n
d2y dy
2
means that we differentiate again with respect to x.
dx dx

d2y d  dy 
=
dx 2
dx  dx 

d3y d d 2 y
=  
dx 3 dx  dx 2 

dny
similarly is defined.
dx n

1.6 The order of a differential equation

The order of a differential equation is the order of the highest differential coefficient
present in the equation.
For example the equation,

d3y d2y dy
7 3
+ 8 2
+9 + 8y = ex
dx dx dx

dy d 2 y d 3 y d3y
contains, , , the highest differential coefficient is . Hence the order of
dx dx 2 dx 3 dx 3
the equation is three.

10
d 2 y  dy 
Consider 3 2 +   + 8y = 0
dx  dx 
d2y
The highest differential coefficient present in this equation is . Hence the order of
dx 2
the equation is two.

1.7 The degree of a differential equation

The degree of a differential equation is the degree (or power) of the highest differential
coefficient present, when the differential coefficient are free from radicals and fractional
exponents.

2
For example consider the equation,
10
 d2y 
7
d3y  dy 
+  2  + 3  + 8 y = 0
 dx 
3
dx  dx 

d3y d3y
The highest order present in this equation is . The degree of this is one. Hence
dx 3 dx 3
the degree of the differential equation is just one.

Example 1
Consider,
5 11
 d 3 y   d 2 y   dy 
20

 3  +  2  +   + y = x
 dx   dx   dx 
d3y
Here the highest differential coefficient is or the order of the equation is 3. The
dx 3
degree of this highest differential coefficient is five and hence the degree of this equation
is five.

Example 2
3
 d 2 y 2 dy
Consider,  2  + 5 + 3 y = 0
 dx  dx
d2y
The highest differential coefficient present here is . First it should be free from
dx 2
radicals and fractional exponents.
3
 d 2 y 2 dy
 2  = −5 − 3 y
 dx  dx

3
 d 2 y   dy
2

 2  = − 5 − 3 y 
 dx   dx 
Then the degree of the equation is three.
Consider,
2
 dy 
3 +   = 2x
 dx 
2
 dy 
Removing the radical it is written as 3 +   = 4 x 2 .
 dx 
Hence the degree of the equation is two.

1.8 The solution of a differential equation

3
The solution of a differential equation is an equation between x and y, which will satisfy
the differential equation.

Example 3
2 d2y dy
a) Show that y = x is a solution of the equation, 3 2 + 5 = 10x + 6
dx dx
b) Check whether y = x2 + c where c is any constant is also a solution of the equation.

Solution
Let y = x2 (1)
dy
= 2x (2)
dx
d2y
=2 (3)
dx 2

substituting (1), (2) and (3) in the given equation

3(2) + 5 (2x) = 6 + 10x thus the equation is satisfied

1.9 General and particular solution of a differential equation.

dy
Consider =2 (1)
dx
Then dy = 2dx
Integrating, ∫ dy = ∫ 2dx
y = 2x + c where c is any arbitrary constant
we say that y = 2x + c is the general solution of the equation (1)

Geometrically, y = 2x + c is a family of straight lines parallel to y = 2x

The solution y = 2x + c, represents a family of straight lines. This family y = 2x + c is
dy
called the general solution of the equation = 2.
dx
When c takes a particular value (say c = 3) we get a particular member of the family, y =
2x + 3. It is a particular solution.

A particular solution is one where a value is given to c.

dy
In the above example, the order of the equation = 2, is one. Hence the general
dx
solution of this equation contains one arbitrary constant c.

In general, the solution of an nth order differential equation will have n arbitrary
constants. For example the general solution of a second order equation will have two
arbitrary constants. When we give particular values for these constants we get particular
solutions of the equation.

4
Example 4
dy
Consider the equation = 3x2
dx
dy = 3x2 dx
integrating both sides,
∫ dy = 3∫ x dx
2

y = x3 + c
The general solution of the equation is a family of curves. When c takes the value, say
c = 2, y = x3 + 2 is a particular curve of the family and it is called a particular solution of
the equation

1.10 Forming Differential Equations

Differential Equations are often formed by expressing certain scientific laws or
relationships in mathematical terms. We can also form them by eliminating the constants
in an equation. If n constants are eliminated we will get an nth order equations.

Example 5
The scientific law states that the acceleration of a particle during upward motion under
gravity is -g. Write down this law as a differential equation.

Solution
dx
Velocity of a particle is
dt
d 2x
Acceleration of the particle is where x is distance traveled by the particle at time t
dt 2
from a fixed origin.
d 2x
Then 2 = -g is the required differential equation.
dt
Can you account for the minus sign on the right hand side?

Example 6
Form the differential equation from
y = cx2 + sin x by eliminating the constant c.

Solution
The expression
y = cx2 + sin x
contains only one constant c. Then we can get differential equation of first order by
differentiating the expression once and eliminating the constant c.
Let y = cx2 + sin x (1)
dy
= 2cx + cos x (2)
dx
To eliminate one constant we need two equations (In general to eliminate n constants we
need n + 1 equations).

5
From (1) we can find c and the value of c is substituted in (2)
From (1), cx2 = y – sin x
y − sin x
c=
x2
putting this value of c in (2)
dy  y − sin x 
= 2  x + cos x
 x
2
dx
dy 2
= ( y − sin x) + cos x is the required differential equation whose general solution is,
dx x
y = cx2 + sin x

Example 7
Find the differential equation whose solution is y = A cos 8x + B sin 8x.

Solution
To eliminate two constants A and B we need three equations. In addition to the given
equation we need two more. These two equations are obtained by differentiating the
given expression twice.
Let y = A cos 8x + B sin 8x (1)
dy
y′ = = −8 A sin 8 x + 8 B cos 8 x (2)
dx
d2y
y′′ = 2 = −64 A cos 8 x − 64 B sin 8 x (3)
dx
d2y
= −64( A cos 8 x + B sin 8 x)
dx 2
d2y
= −64 y using (1) in (3)
dx 2

This is the required differential equation.

1.11 Solving simple differential equations

We are going to see several methods to solve a differential equation or finding solutions
of differential equations. Before that we shall see here the method of finding solutions of
some simple equations using integration.

Example 8
dy
Solve the equation, = sin x.
dx

Solution
Now dy = sin x dx
Integrating both sides

6
∫ dy = ∫ sin xdx
then, y = - cos x + c
y + cos x = c is the required general solution of the equation.

Example 9
The differentia equation of a family of circles is given by,
dy x
+ =0
dx y
a) Find the equation to the family of circles.
b) If one of the family passes thro the point (1, 2) find its equation.

Solution
dy x
Let + =0
dx y
dy x
=- =0
dx y
y dy = - x dx

Integrating both sides,

∫ ydy = −∫ xdx
y2 − x2
= +c
2 2
x2 + y2 = A (where A = 2c)
This is the equation of all the circles of the family.
If it passes through (1, 2)
(1, 2)

x = 1, y = 2 should satisfy
x2 + y2 = A
12 + 22 = A or A = 5
Hence the particular solution or the equation of the particular circle is x2 + y2 = 5

Exercise 1
1. Find the order and degree of the following differential equations.
3
d 2 y  dy 
a) + 7  + 8 y 2 = sin x
 dx 
2
dx

7
 3
 d2y 
8
 dy 
b)  2  + 10  + 9 y = cos x
 dx   dx 
1
 d 3 y  2  dy 
2

c)  3  +   + y = 0
 dx   dx 
3
 dy  dy
d)   + 4 + 6 y = e x
 dx  dx

3
 dy  d2y
e)   − 3 2 + 7 y = e 2 x
 dx  dx
2
d 2 v dv  dv 
f) + x  + v = 0
dx 2 dx  dx 

2. Find the differential equation by eliminating the constant c in the following

a) y = 3x2 + 5x + c
b) y = sin x + c
c) 2y = 5x2 + c
d) y = Ax
e) y = A sin x

3. Find the second order differential equation by eliminating the constants A and B .
a) y = Ax + B
b) y = Aex + B

4. Show that the differential equation associated with the primitive y = Ax2 + Bx + C is
d3y
=0
dx 3

5. Obtain the differential equation associated with the primitive y = Ae2x + Bex + c

x d 2 y dy
6. Show that the differential equation associated with y = Ae + B is = .
dx 2 dx

7. Find
∂
a) (3x 2 + 5 y 2 + 8 xy )
∂x
∂
b) (3x 2 + 5 y 2 + 8 xy )
∂y
∂2
c) (8 x 3 + 9 x 2 − 7 y 2 )
∂x 2

8
 ∂2
d) (8 x 3 + 9 x 2 − 7 y 2 )
∂y 2

8. Find the general solution of the following equations

dy
a) = 2x2 + 3x + 5
dx
dy
b) = 2ex + sin x
dx
dy
c) = x3 + 5x + 1
dx
dy x
9. Find the family of circles represented by + =0
dx y
Find the particular circle of the family which passes through the point (2, -2).

Summary

You have learnt the following from this lesson:

1. Definitions of ordinary and particular differential equations.
2. The order and degree of a differential equation.
3. The meaning of the general and particular solutions of a differential equation.
4. Formation of differential equations by eliminating the arbitrary constants.
5. Finding the solution of simple differential equations.

Further Reading
1. Differential Equations
By Shepley L. Ross
John Wiley & sons
New York Toronto. Singapore.

2. Mathematics method for Science Students

By G. Stephenson
Addison Wesley Longman Limited
Edinburgh Gate, Harlow, England, 1973.

3. Differential equations
By Dr. D. Sengottaiyan
Oxford publications
London Nairobi.

9
 LESSON 2
Equations of First order – Variables Separable and Homogeneous Equations

2.1. Introduction
There are various methods for solving a first order linear differential equations. The
method of “Separation of Variables” is the most fundamental. If the differential
equation is of the form,
dy f ( x)
= F ( x, y ) =
dx g ( y)

we say that the variables are separable and obtain the solution from
g(y)dy = f(x)dx
by integrating both sides
Hence ∫ g ( y )dy = ∫ f ( x)dx
In this method, we must manage to transform the given equation in the form
g(y)dy = f(x)dx

so that the variables g(y) and dy are on one side and f(x) and dx on the other side.
Not all functions F(xy) are separable into the form f(x) dx = g (y) dy.

2.2. Objective of the lesson

By the end of this lesson you should be able to:
i. solve the first order equation using the method of separation of variables
ii. reduce a homogeneous equation to the variables separable form by using the
substitution y = vx and solve the equation.
dy ax + by + c
iii. Transform = into a homogeneous equation of first order and
dx px + qy + r
solve this equation.

2.3. Method of separation of variables

As mentioned in the introduction, the first order linear equation
dx
= F ( x, y )
dy
is to be transformed in the form
g(y)dy = f(x)dx (2)
Only certain problems can be split into this form (2) and in such case we integrate each
side to obtain the general solution. We put one constant C at the end.

Example 1
dy 2 x 2
Solve the equation = 3
dx y

Solution
We can transform the equation.

10
 dy 2 x 2
= 3 into the form
dx y
y dy = 2x2dx
3

Then ∫ y 3 dy = ∫ 2 x 2 dx
y 4 2 x3
= +C
4 3
y 4 2x3
or = +C
4 3
or 3 y 4 = 8 x 3 + 3 A , is the required solution

Example 2
dy xy 2 + x
Solve =
dx yx 2 + y

Solution
dy xy 2 + x
Let =
dx yx 2 + y
We shall try to separate f(y) and dy on one side and f(x) and d(x) on the other side.

( )
dy x 1 + y 2
=
( )
dx y 1 + x 2

x(1 + y ) 2
ydy =
(1 + x ) dx2

ydy x
= dx
1+ y 2
1+ x2
ydy xdx
∫ 1+ y 2
=∫
1+ x2
(2)

u′
we can make the integrals in the form of ∫ u dx whose integration is ln u. (2) becomes
1 ydy 1 xdx
∫
2 1+ y 2
= ∫
2 1+ x2
1
2
( 1
) (
ln 1 + y 2 = ln 1 + x 2 + C
2
)
( ) ( )
ln 1 + y = ln 1 + x 2 + C1 , (C1 = 2C)
2

Whenever ln appears after integration we always call the constant as ln A and put
A inside the logarithm to reduce the number of terms.
( )
ln 1 + y 2 = ln A 1 + x 2( )
Raising both sides to the base e,

11
 e ln (1+ y ) = e ln A(1+ x )
2 2

Then (1 + y2) = A(1 + x2) is the required solution.

2.4. Solving homogeneous differential equation of first order.

First we shall define a homogeneous equation of first order and then we shall see that the
homogeneous equation can be solved using the method of separation of variables when
we use the substitution y = vx

2.5. Definition of homogeneous equation of first order

= f ( x, y )
dy
Consider
dx
Suppose we put x = kx and y = ky. If f(x,y) becomes knf(x,y) then f(x,y) is called a
homogeneous function in x and y. In this section we consider homogeneous equation of
order 0 so that kn = k0 = 1. In other words we consider f(kx, ky) = f(x,y) as the particular
homogeneous equation.

For example
f ( x, y ) =
xy
x + y2
2

f (kx, ky ) = 2 2
kx.ky
k x + k 2 y2
k 2  xy 
= 2  2 
k  x + y 2 
xy
=
x + y2
2

= f ( x, y )
Here f (kx, ky ) = k 0 2 = f ( x, y ) . Hence 2
xy xy
is a homogeneous function of
x +y 2
x + y2
degree 0.

= f (x, y ) when f(x,y) is a homogeneous function of x

dy
2.6. Method of solving
dx
and y
= f ( x, y )
dy
Let
dx
Put the substitution y = vx
dy dv
So that =v+ x .
dx dx
As we shall see in the following examples the given homogeneous function will become

12
 dv
v+x = f (v )
dx
dv
x = f (v ) − v
dx
x f (v ) − v
=
dx dv
dv dx
or =
f (v ) − v x
dv dx
Then ∫ =∫
f (v ) − v x
Thus the variables v and x are separated and the equation is solved.

Example 3
xy
a. Show that is a homogeneous function in x and y.
x + y2 2

b. Using the substitution y = vx transform the equation,

dy xy
= 2
dx x + y 2
into an equation containing v and x only.
c. Hence solve the resulting equation using the method of separation of
dy xy
variables. = 2
dx x + y 2

Solution
a. Let f ( x, y ) =
xy
x + y2
2

k 2 ( xy )
f (kx, ky ) =
k 2 x2 + y2 ( )
= f ( x, y )
xy
Hence 2 is a homogeneous equation.
x + y2

dy dv
b. If we let y = vx, then =v+ x .
dx dx
Substitution of this in the given equation, we get
dv xy
v+x = 2 becomes
dx x + y 2

13
 dv x.xv
v+x = 2 2 2
dx x + v x
dv v
v+x =
dx 1 + v 2
dv v
x = −v
dx 1 + v 2

x
dv v − v 1 − v 2
=
( )
dx 1+ v2
v − v − v3
=
1+ v2
dv − v 3
x =
dx 1 + v 2
x − v3
=
(
dx 1 + v 2 dv )
dx
=−
(
1 + v 2 dv )
(variables are separated )
x v3
dx  1 v2 
∫ x ∫  v 3 + v 3 dv
= −

 1
ln A = − ∫ v −3 + dv
 v
−2
v
= − ln v
2
1
ln Ax − ln v = 2
2v
Ax 1 y
ln = 2 where v =
v 2v x
 Ax  x
2 2
ln  = 2
 y  2y
This is the required solution.

Example 4
( )
Solve x 3 + y 3 dx − 3xy 2 dy = 0

Solution
( )
Let x 3 + y 3 dx − 3xy 2 dy = 0
( )
x 3 + y 3 dx = 3xy 2 dy
dy x 3 + y 3
= ’
dx 3 xy 2

14
 x3 + y 3
is a homogeneous function of degree 0.
3 xy 2
Let y = vx be the substitution.
dy dv
=v+ x
dx dx
dv x 2 + v 3 x 3
v+x =
dx 3x.v 2 x 2
then
dv 1 + v 3
v+x =
dx 3v 2
dv 1 + v 3
x = −v
dx 3v 2
1 + v 3 − v(3v 2 )
=
3v 2
x 1− 2v 3
=
dx 3v 2 dv
dx 3v 2 dv
therefore =
x 1 − 2v 3
dx 3v 2 dv
∫ x ∫ 1 − 2v 3
=

1 − 6v 2 dv
ln ( Ax ) =
− 2 ∫ 1 − 2v 3
( )
ln ( Ax ) = − ln 1 − 2v 3 (using the substitution u = 1 – 2v3)
1
2
( )
1
ln ( Ax ) = ln 1 − 2v 3
−
2

( )
1
− y
Ax = 1 − 2v 3 2 where v =
x
1
−
 2 y3  2
Ax = 1 − 3 
 x 
−1
 2 y3 
A x = 1 − 3 
2 2

 x 
x3
A2 x 2 = 3
x − 2 y3
x
A2 = 3
x − 2 y3
or (
x = c x3 − 2 y 3 )
is the required solution.

15
Example 5
Solve the equation (x 2
)
− 3 y 2 dx + 2 xydy = 0

Solution
( )
Let x 2 − 3 y 2 dx + 2 xydy = 0

or
dy
=−
(
x2 − 3y 2 )
dx 2 xy
dy 3 y 2 − x 2
=
dx 2 xy
3y2 − x2
if f ( x, y ) =
2 xy
3k 2 y 2 − k 2 x 2
f (kx, ky ) =
2kxky
(
k 2 3 y2 − x2
=
)
k 2 (2 xy )
= f ( x, y )
Hence the given equation is homogeneous.

dy dv
Letting y = vx, so that = v + x , the given equation becomes
dx dx
dv 3v y − x 2
2 2
v+x =
dx 2 xvx
3v − 1
2
=
2v
dv 3v 2 − 1
x = −v
dx 2v
dv v 2 − 1
x =
dx 2v
dx 2v
= 2 dv
x v −1
Integrating, we find ln (v 2 − 1) = ln cx
Hence v 2 − 1 = cx
y2
− 1 = cx
x2
y 2 − x 2 = cx 3
which is the required solution for the given equation.

16
2.7. First order equation reducible to homogeneous form.
Equation of the form
dy ax + by + c
= (1)
dx px + qy + r
or (ax + by + c)dx + (px +qy + r)dy = 0 (2)
where a, b, c, p, q, r are constants.

can be transformed into homogeneous equations of first order by a suitable

transformation and solved.

a b
Case 1. If ≠ then the transformation
p q
x=X+h
y=Y+k
where (h, k) is the solution of the system
ah + bk + c = 0
ph + qk + r = 0
reduces the equation to the homogeneous equation
(aX + bY)dx + (pX + qY)dy = 0 in the new variables X and Y

a b
Case II. If = then the transformation
p q
z = ax + by reduces the equation to a separable equation in the variables
x and z.

Example 6
Solve the equation
(3x + 2y – 5)dx + (2x + 3y – 5)dy = 0

Solution
x = X +h dx = dX
Taking (1)
y =Y +k dy = dY
dy 3x + 2 y − 5
= becomes
dx 2 x + 3 y − 5
dY 3 X + 2Y + 3h + 2k − 5
=−
dX 2 X + 3Y + 2h + 3k − 5
choose h, k such that
3h + 2k − 5 = 0
2h + 3k − 5 = 0
(2)

solving the simultaneous equations (2) we have h = 1 and k = 1

dY 3 X + 2Y
Hence =−
dX 2X + Y
Putting Y = vX

17
 dY dv
=v+ X
dX dX
dv 3 + 2v
X =− −v
dX 2 + 3v
or
3 + 4v + 3v 2
=−
3v + 2
or −
dX
=− 2
(3v + 2)dv
X 3v + 4v + 3
Integrating
ln(3v 2 + 4v + 3) = −2 ln X + ln C
C
or 3v 2 + 4v + 3 = 2
X
2
3Y 4Y C
2
+ +3= 2
X X X
or 3Y2 + 4XY + 3X2 = C
or 3(y – 1)2 + 4(x – 1)(y – 1) + 3(x – 1)2 = c
or 3(x2 + y2) + 4xy – 10(x + y) = c

Example 7
dy x− y+3
Solve =−
dx 2x − 2 y + 5

Solution
−1 1
Here Ratio of coefficients of x = ½ and ratio of coefficients of y = = . Hence we
−2 2
put
x – y = z.

dx dy dz
Then − =
dx dx dx
dy dz dy dz
Or 1− = or = 1−
dx dx dx dx
dz z −3
Then 1− =
dx 2 z + 5
dz z −3
or = 1−
dx 2z + 5
2z + 5 − z − 3
=
2z + 5
dz z+2
= 1−
dx 2z + 5

18
 2z + 5
or dx = 1 −
z+2
2z + 4 +1
=
z+2
 1 
dx =  2 + dv
 z+2
Integrating both sides we have
or x + c = 2z + ln(z + 2)
or x + c = 2(x – y) + ln(x – y + )

or the required solution is

2y – x + c = ln (x – y + 2)

Example 8
Solve the equation
(x – 2y + 1)dx + (4x – 3y – 6)dy = 0

Solution
dy x − 2 y +1
Let = (1)
dx 4 x − 3 y − 6
1 −2 1 2
Here the ratio of the coefficients of x is given by and and ≠
4 −3 4 3

Therefore we use the transformation

x = X + h
 where h and k are to be determined from the equation
y =Y +k
h – 2k + 1 = 0 (2)
4h – 3k – 6 = 0 (3)
Solving the simultaneous equation (2) and (3) we have h = 3 and k = 2
x = X +3 dx = dX
Hence
y =Y +2 dy = dY
Using this substitution, equation (1) reduces to the homogeneous equation of order zero
as:

dY
=
( X − 3) − 2(Y − 2) + 1 = X − 2Y (4)
dX 4( X + 3) − 3( y − 2) − 6 4 X − 3Y

we use the substitution Y = vX for the first order homogeneous equation

Y = vX gives

19
 dV 1 − 2v
v+ X =
dX 3v − 4
dV 1 − 2v
or X = −v
dX 3v − 4
dV 1 − 2v − 3v 2 + 4v
or X =
dX 3v − 4
dV − 3v + 2v + 1
2
or X =
dX 3v − 4
X 3v + 2v − 1
2
or =
dX − (3v − 4 )dv

or −
dX
= 2
(3v − 4)dv
X 3v + 2v − 1
Integrating both sides we have
(3v − 4)dv
X − ln( AX ) = 2
3v − 2v − 1
1 3  3v − 3 
− ln( AX ) = ln(3v 2 − 2v − 1) − ln 
2 4  3v + 1 
3
 3v − 3  4
1
= ln(3v − 2v − 1) − ln
2 2

 3v + 1 
 3
1
 − 4
ln ( AX ) = ln 
3v 3 2
 ÷ (3v 2
− 2v − 1)
 3v + 1  
 
 (3v + 1) 
5
c1
4
or finally ln   = ln 4
 v −1  x
X 4 (3v + 1) = c(v − 1)
5
or
y
Replacing v by we have
x
(3Y + X )5 = C (Y − X )
Finally replacing X by x – 3 and Y by y – 3, we obtain the solution of the original
equation inn the form
3( y + 2 ) + (x − 3) = c ( y − 2 − x + 3)
5

x + 3 y − 9 = C ( y − x + 1)
5
or

20
Exercise 2
Solve the following equations
1. x 3dx + ( y − 1) 2 dy = 0
2. (2 x + 3 y )dx + ( y − x )dy = 0
( )
3. xydx + 1 + x 2 dy = 0
4. y 2 dx − x 2 dy = 0

Solve the following homogeneous equations.

dy
5. 2 xy = x2 + y 2
dx
( )
6. x ydx − x 3 + y 3 dy = 0
2

(
7. x 2 − y 2
dy
dx
) = 2 xy
dy
8. xy = x2 + y 2
dx
dy
9. x = x− y
dx
dy
10. xy = 3x 2 + xy
dx
(
11. x 2 + y 2
dy
dx
) = xy
dy
12. y = 2x + y
dx

Solve the following equations reducing them to a homogeneous equation:

dy x − y + 2
13. =
dx x+ y
dy 2 x + y − 2
14. =
dx 2 x + y + 1
15. (x + y ) = x + y − 2
dy
dx
dy 2 x + 3 y − 8
16. =
dx 5 x + y − 7

21
Summary

You have learnt the following from this lesson:

1. Solving a first order equation by the method of separation of variables.

2. Putting y = vx will transform a homogeneous equation into an equation

with separation of variables.
dy ax + by − c
3. We can transform = into a homogeneous equation of first
dx px + qy − r
order and solve the equation.

Further Reading:
1. Pure Mathematics
By Backhouse and others
Longman

2. Differential Equations
By Shepley L. Ross
John Wiley and Sons
New yolk. Toronto. Singapore

3. Frank Ayres, JR, Schaum’s outline series

Mc Graw-Hill Book Company
New York. Toronto. Sydney.

22
LESSON 3
First Order Exact Equations and Integrating Factors
In this lesson you will learn to solve a particular type of first order equation called an
exact differential equation.

3.2 Objectives of the lesson

By the end of this lesson you should be able to
i). define an exact differential equation.
ii). learn the condition for an equation Mdx + Ndy = 0 to be exact.
iii). solve an exact differential equation.
iv). define an integrating factor.
v). use the integrating factor to transform an equation into exact and then solve the
exact equation obtained.

Let F(x, y) be such that

∂F ∂F
= M and =N (1)
∂x ∂y

3.3 Total differential

We know that
∂F ∂F
dF = dx + dy (2)
∂x ∂y
= Mdx + Ndy (3)

From (2) and (3) we have

∂M ∂ 2 F
= (4)
∂y ∂ydx
∂N ∂ 2 F
and = (5)
∂x ∂xdy

If F (x, y) is continuous in a domain D

∂2F ∂2F
= or
∂xdy ∂y∂x

∂M ∂N
=
∂y ∂x

23
Theorem
∂M ∂N
If M, N, and are continuous functions of x and y then a necessary and
∂y ∂x
∂M ∂N
sufficient condition that Mdx + Ndy = 0 to be exact is that = . The solution of
∂y ∂x
∂F ∂F
such equation is F (x, y) = constant where dF = dx + dy = Mdx + Ndy = 0.
∂x ∂y

The following examples illustrates the methods of solving an exact equation.

Example 1
a) Show that the equation
(3 x 2 + 4 xy )dx + (2 x 2 + 2 y )dy = 0
dy 3 x 2 + 4 xy
or =− 2 is exact
dx 2x + 2 y
b) Hence solve the equation

Solution
Let (3 x 2 + 4 xy )dx + (2 x 2 + 2 y )dy = 0 (1)
This is of the form Mdx + Ndy = 0
where M = 3x 2 + 4 xy , N = 2 x 2 + 2 y (2)
∂M ∂N
= 4 x and = 4x
∂y ∂x

∂M ∂N
Since = ,
∂y ∂x
Hence there exists a function F (x, y) such that the equation is exact.
∂F ∂F
dF = dx + dy = Mdx + Ndy (3)
∂x ∂y
∂F
From (3) =M
∂x
Hence ∂F = M∂x
and F = ∫ M∂x
= ∫ (3 x 2 + 4 xy )∂x (Note that this is a partial Integration with respect to x)
F ( x, y ) = x 3 + 2 x 2 y + φ ( y ) (4)
y is treated as a constant. Hence constant of integration may be φ ( y )

∂F
Again from (3) =N
∂y
From (4) and (2) we have

24
 ∂
= x 3 + 2 x 2 y + φy ) = 2 x 2 + 2 y
∂y
or 0 + 2 x 2 + φ ′( y ) = 2 x 2 + 2 y (5)
From (5) φ ′( y ) = 2 y (6)
Integrating we have φ ( y ) = y 2 (7)
No constant is needed
Substituting (7) in (4) we have F ( x, y ) = x 3 + 2 x 2 y + y 2 = c is the required solution.

Example 2
Solve the equation (8 y − x 2 y )dy + ( x + xy 2 )dx = 0

Solution
( x + xy 2 )dx + (8 y − x 2 y )dy = 0 (1)
This is of the form Mdx + Ndy = 0
∂M ∂N
= −2 xy =
∂y ∂x
Hence it is an exact equation and there exists a function F ( x, y ) such that
∂F ∂F
dF = dx + dy = Mdx + Ndy = 0 (2)
∂x ∂y
and F = Constant is the solution.
∂F
dx = Mdx = ( x − xy 2 )dx
∂x
∂F
Then ( x − xy 2 )
∂x
∂F = ( x − xy 2 )∂x
F = F ( x, y ) = ∫ ( x − xy 2 )∂x
x2 x2 y 2
= − + φ (y) (3)
2 2

∂F ( x, y )
From (2), = N ( x, y ) gives
∂y
∂  x2 x2 y 2  dφ
= − + Q( x, y ) = 8 y − x 2 y + φ ′( y ) - x 2 y + = 8 y − x2 y
∂y  2 2  dy
dφ
= 8y
dy
dφ = 8 ydy
φ = ∫ 8 ydy
= 4y2 (No need for constant)

25
 x2 x2 y2
Substituting φ = 4 y 2 in (3) we have F ( x, y ) = − + 4 y2
2 2
The solution is F ( x, y ) = constant.
x2 x2 y2
− + 4 y 2 = constant
2 2
or x 2 − x 2 y 2 + 8 y 2 = c is the required solution of the equation.
Since the solution is F = constant the required solution is, x 2 − 2 x 2 y + y 2 = c

Example 3
a) Show that the equation
3x − ( xy − 2)dx + ( x 3 + 2 y )dy = 0 is exact.
b) Hence solve the equation

Solution
Let 3 x − ( xy − 2)dx + ( x 3 + 2 y )dy = 0 (1)
This equation is the form Mdx + Ndy = 0
where M = 3x( xy − 2)dx and N = ( x 3 + 2 y )dy
∂M ∂N
= 3x 2 and = 3x 2
∂y ∂x
Hence the equation (1) is exact and there exists a function F such that
∂F ∂F
dF = dx + dy = Mdx + Ndy (2)
∂x ∂y
∂F
= M gives
∂x
∂F
= 3x 2 y − 6 x
∂x
or ∂F = (3 x 2 y − 6 x)∂x
or F = ∫ (3x 2 y − 6 x)∂x
= x 3 y − 3x 2 + φ ( y ) (3)
∂F
From (2) =N
∂y
Hence [
∂ 3
∂y
] ( )
x y − 3x 2 + φ ( y ) = x 3 + 2 y

or x + φ ′( y ) = x 3 2 y
3

or φ ′( y ) = 2 y
Integrating we have φ ( y ) = y 2 (4)
Substituting (4) in (3) we have
F = x 3 y − 3 x 2 + y 2 and the solution is F = constant
Hence the required solution is
x 3 y − 3x 2 + y 2 = c

26
3.4 Integrating Factor
Consider the equation,
M ( x, y )dx + N ( x, y )dy = 0 (1)
Suppose (1) is not an exact equation. When each of the terms of (1) is multiplied by a
factor φ ( x, y ) the equation (1) may become exact. In other words
φ ( x, y ) M ( x, y )dx + φ ( x, y ) N ( x, y )dy = 0 may become an exact equation.

The factor φ ( x, y ) used to make Mdx + Ndy = 0 exact is called an Integrating

factor.

Finding the Integrating factor for the equation Mdx + Ndy = 0 is generally not easier;
However there are some standard forms of Integrating factors which we shall see in the
next section.

3.5 Some important differentials and their integrating factors

Consider the equation Mdx + Ndy = 0 (1)
∂M ∂N
1) If − = 0 (1) is an exact equation
∂y ∂x
∂M ∂N
−
∂M ∂N ∂y ∂x
If − ≠ 0 and = f (x) , a function of x alone then
∂y ∂x N
e ∫ is an integrating factor of (1).
fdx

∂M ∂N
−
∂M ∂N ∂y ∂x
= g ( y ) , a function of y alone, then e ∫
− gdy
2) If − ≠ 0 and is an
∂y ∂x M
integrating factor of (1).
1
3) is an integrating factor of (1) if Mx + Ny ≠ 0 .
Mx + Ny

1
2  y  xdy − ydx
4) x is an integrating factor for xdy – ydx since d   =
x x2

Example 4
Consider the differential equation
(4 x + 3 y 2 )dx + 2 xdy = 0
a) Show that this equation is not exact.
b) Find an integrating factor of the form xn where n is a positive integer.
c) Using your integrating factor found in (b) solve the equation.

27
Solution
Let (4 x + 3 y 2 )dx + 2 xdy = 0 . It is of the form
Mdx + Ndy = 0 where
M = 4 x + 3 y 2 and N = 2xy
∂M ∂N
= 6 y and = 2y
∂y ∂x
∂M ∂N
Since ≠ the equation is not exact.
∂y ∂x
At this stage, you can find the integrating factor.
Let us try whether x2 is an integrating factor.
Multiply the equation throughout by x2
x 2 (4 x + 3 y 2 )dx + x 2 .2 xydy = 0
Now M = 4 x 3 + 3x 2 y 2 and N = 2 x 3 y
∂M ∂N
= 6x2 y =
∂y ∂x
There exists a function F(x,y) such that
∂F ∂F
dF = dx + dy = (4 x 3 + 3x 2 y 2 )dx + 2 x 3 ydy = 0
∂x ∂y
and F = constant will be the solution.
∂F
dx = (4 x 3 + 3 x 2 y 2 )dx
∂x
∂F
= 4 x3 + 3x 2 y 2
∂x
∂F = (4 x 3 + 3x 2 y 2 )dx
F = ∫ (4 x 3 + 3 x 2 y 2 )dx
F = x 4 + x3 y 2 + φ ( y) = 0 (1)
∂F
= N = 2 x 3 y gives
∂y
∂ 4
∂y
[ ]
x + x3 y 2 + φ ( y) = 2 x3 y

dφ
2 x3 y + = 2 x3 y
dy
dφ
= 0 which gives φ = constant c0
dy
From (1), F = x4 + x3y2 + c0. The solution is F = constant c1
x4 + x3y2 + c0 = c1. Then if we call c1 – c0 = c, the required solution is x4 + x3y2 = c

28
Example 5
a) Show that ydx – xdy = 0 is not exact.
1
2
b) Show that x is an integrating factor for the equation.
c) Solve the equation ydx – xdy = 0 using the integrating factor.

Solution
a) Let ydx – xdy = 0
Comparing this with Mdx + Ndx = 0
M= y and N = -x
∂M ∂N
=1 = −1
∂y ∂x
Hence the given equation is not exact.
1
2
b) Multiplying each term by x
1 1
2
ydx − 2 xdy = 0
x x
y 1
2
dx − dy = 0
x x
y 1
This is of the form Mdx + Ndy = 0 where M = 2
and N = −
x x
∂M 1 ∂N
= 2 =
∂y x ∂x
y 1
Now 2 dx − dy = 0 is exact.
x x
∂F ∂F
c) There Exists a Function F(x, y) such that dF = dx + dy Mdx + Ndy = 0
∂x ∂y
∂F y ∂F 1
= M = 2 and =N =−
∂x x ∂y x
∂F y
= 2
∂x x
y
∂F = 2 dx
x
y
F = y ∫ 2 dx
x
x −1
F=y + φ ( y)
−1
y
F = − + φ ( y) (1)
x

29
 ∂F
= N ( x, y )
∂y
∂  y  1
 − + φ ( y ) = −
∂y  x  x
1 dφ 1
− + =−
x dy x
dφ
=0
dy
φ ( x, y ) = constant
y
From (1) F(x, y) = − + c0 . The solution is F(x, y) = c1
x
y y
Then, − + c0 = c1 or = c or y = cx is the solution.
x x

Exercise 3
1. Show that the equation
(3x + 2y)dx + (2x + y)dy = 0
is exact.
2. a). Show that the equation
2xy + 1)dx + (x2 + 4y)dy = 0
is exact.
b). Solve the above equation

3. Solve the equation

(2xy – 3)dx + (x2 + 4y)dy
given that y(1) = 2
4. If the equation
(x2 + 3xy)dx + (Ax2 + 4y)dy = 0
is exact, determine the constant A and solve the resulting exact equation.
 1 1   Ax + 1 
5. If  2 + 2 dx +  3 dy = 0 is exact find the value of A and solve the
x y   y 
resulting exact equation.
6. Show that the equation
( )
y sec 2 x + sec x tan x dx + (tan x + 2 y )dy = 0
is exact and solve the equation.
7. Verify that the differential equation
( ) ( )
6 xy + 2 y 2 − 5 dx + 3x 2 + 4 xy − 6 dy = 0
is exact and solve the equation.
8. Show that the equation
 2s − 1   s − s2 
 ds +  2 dt = 0
 t   t 
is exact and solve the equation

30
 9. a). Show that the equation
dy
2 x ln x + y = 0 is not exact
dx
y
b). Prove that is an integrating factor for the equation.
x
c). Solve the above equation in (a)
10. Show that the equation
dy
( )
e y sin x + 1 + e y cos x = 0
dx
is exact and hence solve the equation
11. Show that the equation
( )
y 2 − x 2 dy + 2 xydx = 0
is exact and solve the equation.
12. Show that
( )
y 4 + 2 y 2 − x 3 + 5 x 2 y − 21xy 2
dy
dx
( )
+ x 3 − 3x 2 y + 5 xy 2 − 7 y 3 = 0
is exact and solve the equation.

Summary
You have learnt the following from this lesson.
1. Definition of axact differential equation.
2. Condition for the equation
M(x,y)dx + N(x, y)dy = 0 to be exact.
3. Method of solving M(x,y)dx + N(x, y)dy = 0 when it is exact.
4. Definition of integrating factors.
5. The use of integrating factors to solve the equation which is not exact.

Further Reading
1. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outline series
McGraw Hill Book Company
New York, Toronto, Sydney.

2. Differential Equations
By Dr. D. Sengottaiyan Ph.D
Oxford Publications
Harrow, London. Nairobi.

31
 LESSON 4
First Order Linear equations and Equations reducible to this form
(Bernoulis Equations)
4.1 Introduction;
In the previous lesson we have solved the differential equation of the form,
f(x) dx + g (y) dy = 0

In this lesson we shall consider the differential equation of first order and first degree.
The first order linear differential equation is of the form,
dy
+ Py = Q
dx
where p and Q are functions of x only.

4.2 Objectives of the lesson.

By the end of this lesson you will be able to;
define the first order linear equations
define the first order Benouli’s equation
determine Integrating factor of any differential equation.
state the integrating factor for the linear equation
dy
+ Py = Q (1)
dx
where P and Q are functions of x only.

Solve first order linear equations of the form (1).

Solve Bernouli’s equations of the form
dy
+ Py = Qy n
dx
where P and Q are functions of x only.

4.3 The first order Linear equation

dy
+ Py = Q (1)
dx
(where P and Q are functions of x only) has the solution

ye∫ = ∫Qe∫ dx
Pdx Pdx
(2)

Proof

32
Multiply each tern of (1) by e ∫
Pdx

Then e ∫ + e ∫ Py = Qe ∫
Pdx dy Pdx Pdx

dx
d  ∫ Pdx  dy ∫ Pdx
Now ye = e + ye (3)
dx   dx

d  ∫ Pdx 
= Qe ∫
Pdx
Using (3) in (2) we have  ye 
dx  
Then d  ye ∫  = Qe ∫ dx
Pdx Pdx

 

Integrating both sides with respect to x we have

ye ∫ = ∫ Qe ∫
Pdx Pdx
dx (4)
is the solution. Remember the equation in (4).

Note: Procedure to solve the Linear equation

dy
+ Py = Q
dx

∫
Pdx
Step 1: Find

Step 2: Find e ∫
Pdx

Step 3: Write the solution as ye ∫ = ∫ Qe ∫

Pdx Pdx
.

The following examples illustrate the method of solving First order linear differential
equations.

Example 1
dy
Solve x + y = x 2
dx

Writing the equations in standard form

dy 1
+ y=x
dx x
comparing this with
dy
+ Py = Q
dx
1
P = and Q = x 2 .
x

33
 1
∫ = ∫ x dx = ln x
Pdx
Step 1:

Step 2: e ∫ = e ln x = x (Integrating factor)

pdx

Step 3: The solution is

ye ∫ = ∫ Qe ∫ dx
pdx pdx

yx = ∫ x 2 .x.dx
xy = ∫ x 3 dx
x4
xy = +c
4

x3 c
Then y = + is the required solution
4 x

Example 2
dy
Solve + y cot x = cosec x
dx

This is of the form

dy
+ py = Q
dx
where p = cot x and Q = cosec x.

cos x
Step 1: ∫ pdx = ∫ cot x dx = ∫ sin x dx
= ln (sin x)

Step 2: e ∫
pdx
= e ln(sin x )
= sin x

Step 3: Write the solution as

∫ pdx
= ∫ Qe ∫ dx
pdx
ye
y sin x = ∫ cosec x . sinx dx
1
y sin x = ∫ . sin x dx
sin x
= ∫ dx

y sin x = x + c

34
Then y = (cosec x) (x + c).

Example 3
dy 2x 1
Solve + y=
dx 1 + x 2
(1 + x 2 ) 2

This is of the form

dy
+ py = Q
dx

2x 1
where p = and Q =
1+ x 2
(1 + x 2 ) 2
2x
i. ∫ pdx = ∫ dx = ln(1 + x 2 )
1+ x 2

ii. e ∫ = e ln(1+ x ) = (1 + x 2 )
pdx 2

iii. The solution of the equation is given by:

ye ∫ = Qe ∫ dx
∫
pdx pdx

1
y (1 + x 2 ) = ∫ (1 + x 2 )dx
(1 + x 2 ) 2
1
y (1 + x 2 ) = ∫ dx
1+ x2
y (1 + x2) = tan-1 x + c

Hence y =
1
1+ x2
( )
tan −1 x + c is the required solution.

4.4 Bernoulli’s Equations

We now consider a special type of equation that can be reduced to a Linear equation by
an appropriate transformation.

The equation of the form

dy
+ py = Q yn is called a Bernoulli’s differential equation.
dx
We observe that if n = 0, the Bernoull’s equation is actually a linear equation of first
order. If n ≠ 0 or 1 the equation is called a Bernoulli equation.
dy
The transformation v = y − ( n −1) reduces the Bernoulli equation + py = Q yn to a linear
dx
dv
equation in v and x as − (n − 1) pv = −(n − 1)Q where p and Q are functions of x only.
dx

35
Example 4
dv
Solve − y = 4 y5
dx
This is Bernoulli equation where n = 5. Multiply each term by y-5
dy
y −5 − y. y −5 = 4 (1)
dx
put v = y − ( n −1) = y −4 (2)
dv d − 4
= y
dx dx
d − 4 dy
= y
dy dx
dy
= − 4 y −5
dx
dy 1 dv
Therefore y −5 = (3)
dx − 4 dx
Substitute (2) and (3) in (1).
1 dv
−v = 4
− 4 dx
dv
+ 4v = −16
dx
This is of the form
dy
+ py = Q where p = 4 and Q = -16
dx

Example 5
dy
Solve + y = xy 3
dx

This is Bernoulli equation where n = 3 multiply all the three terms by y-3 or divide each
term by y3.
dy
y −3 + y. y −3 = x (1)
dx
If we put v = y1− n = y1−3 = y −2 (2)

dv d − 2
= y
dx dx
dy −2 dy
= .
dy dx
dy
= − 2 y −3
dx
dy 1 dv
Therefore y −3 = (3)
dx − 2 dx

36
Substituting (2) and (3) in 1.
1 dv
+v = x
− 2 dx
dv
or − 2v = −2 x
dx
dy
This is Linear differential equation of the form + py = Q
dx
Therefore ∫ pdx = ∫ − 2dx = −2 x
Integrating factor is e ∫ = e − 2 x
pdx

Hence ye −2 x = ∫ − 2 xe −2 x dx
ye −2 x = −2∫ xe −2 x dx
e −2 x
= −2 xe − 2 x +
4
1
The solution is y = −2 x +
4
Example 6
dy
Solve − y = 4 y5 (1)
dx

Solution
This is Bernoulli’s equation where n = 5 multiply each term of (1) by y-5.
dy
Then y −5 − y −4 = 4 (2)
dx
Substituting y − ( n −1) = v or y −4 = v
or v = y-4 (3)
−4
dv dy
and =
dx dx
dv dy −4 dy
or = .
dx dy dx
dy
= − 4 y −5
dx
1 dv dy
= y −5 (4)
− 4 dx dx
Substituting (3) and (4) in (2) we have
1 dv
−v = 4
− 4 dx
dv
+ 4v = −16 (5)
dx

37
 dy
Equation (5) is of the form + py = Q
dx
i. ∫ pdx = ∫ 4dx = 4 x
ii. e ∫ = e 4 x
pdx

iii. ve 4 x = ∫ − 16e 4 x dx
or ve 4 x = −4e 4 x + c
or v = −4 + ce−4 x
y −4 = −4 + ce −4 x
1
or 4 = −4 + ce − 4 x
y

Note:
Bernoulli’s Equation
dy
+ py = Qy n is reduced to
dx
dv
− (1 − n) pv = −(1 − n)Q using the substitution v = y (1− n )
dx

Example 7
dy
Solve the equation + y = xy 3
dx
Solution
dy
Let + y = xy 3 (1)
dx
dy
This is of the form + py = Qy n where p = 1 and Q = x, n = 3. Multiply each term of
dx
(1) by y-3
dy
y −3 + yy 3 = x
dx
dy
or y −3 + y −2 = x (2)
dx
Substitute v = y −2
dv d − 2 dy dy 1 dv
and = y = −2 y − 3 or y −3 = (3)
dx dx dx dx − 2 dx
Substitute (2) and (3) in (2) we have
1 dv
+v = x
− 2 dx
dv
or − 2v = −2 x (4)
dx

38
 dy
This is of the form + py = Q where p = -2 and Q = -2x.
dx
Now ∫ pdx = ∫ − 2dx = −2 x

Integrating factor e ∫ = e − 2 x
pdx

The solution is e −2 x = ∫ − 2 xe −2 x
ve −2 x = −2∫ xe −2 x
1 −2 x
= e (2 x + 1) + c
2
1
v = x + + ce 2 x
2
1 1 1
Since v = 2 we have 2 = x + + ce 2 x which is the required solution
y y 2

Exercise 4
Solve the following Linear Equations
dy
1. + 2 xy = 4 x
dx
dy
2. + y cot x = cosec x
dx
dy 2 xy
3. − = 1+ x2
dx 1 + x 2

(
4. 1 + x 2 )
dy
dx
+ y =1
dy 2x 1
+ y=
5.
dx 1 + x 2
(
1+ x2 )
(
6. 1 + x 3 )
dy
dx
+ 3x 2 y = sin 2 x
dy
7. + y tan x = cos 3 x .
dx
 dy 
8. x + y  = 1 − y
 dx 
dy
9. x + y = xe x
dx
(
10. 1 − x 2 )
dy
dx
− xy = 1
dy
11. − y cot x = sin x
dx
dy
12. x = y + x3 + 3x 2 − 2 x
dx

39
 13. (x − 2)
dy
= y + 2( x − 2) 3
dx

Summary

You have learnt the following from third lesson.

i). Definition of first order linear equation.
ii). Definition of Bernoali’s equation.
iii). The integrating factor of linear equation.
iv). Solving linear equation and Bernouli’s equation.
dy dv
v). + Py = Qy n is reduced to − (1 − n)v = (1 − n)Q
dx dx

Further Reading
4. Differential Equations
By Shepley L. Ross
John Wiley & sons
New York Toronto. Singapore.

5. Mathematics method for Science Students

By G. Stephenson
Addison Wesley Longman Limited
Edinburgh Gate, Harlow, England, 1973.

6. Differential equations
By Dr. D. Sengottaiyan
Oxford publications
London Nairobi.

40
 LESSON 5
Second Order Homogeneous Linear Equations with constant
coefficients.
5.1 Introduction
In the previous lessons you have learnt different methods of solving first order
differential equations. In this lesson you will learn the method of solving second order
homogeneous linear equations with constant coefficients.

5.2 Objectives of the lesson.

By the end of this lesson you should be able to
define homogenous and nonhomogeneous differential equations of second order.
define linear and non linear differential equations.
determine the characteristic equation
solve the second order homogeneous linear equations with constant coefficients
using its characteristic equations.

5.3 Definition of second order homogenous Linear equation with constant coefficients.
A second order homogeneous differential equation in the dependent variable y and the
independent variable x is an equation that can be expressed in the form,
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
where a0 ≠ 0 and a0, a1, a2 are functions of x only or constants. If a0, a1, a2 are constants,
equation (1) is called a second order homogenous equation with constant coefficients.

5.4 Homogenous and nonhomogeneous equations

d2y dy
The equation a0 2 + a1 + a2 y = 0 (1) is called a second order homogenous equation
dx dx
d 2 y dy
since all the terms, , and y are of the same first degree.
dx 2 dx
If the equation (1) contains any additional functions of x it is usually written on the right
side of the equation and the equation is called a nonhomogeneous equation of second
order.

For example,
d2y dy
a0 2 + a1 + a2 y = F ( x )
dx dx

d2y dy
2 2
+ 5 − 6 y = ex
dx dx
2
d y dy
2
− 3 + 7 y = sin x + x 2 are nonhomogenous second order equations where as
dx dx

41
d2y dy
2
− 3 + 7 y = 0 is a homogeneous equation.
dx dx

5.5 Linear and non linear equations

dny d n −1 y
An nth order differential equation a0 n + a1 n −1 + ...an y = F ( x) is said to be linear if
dx dx
the following conditions are satisfied.
dy d 2 y dny
The degree of y, , ,…. n is all unity (one).
dx dx 2 dx
2
dy d y dny
The coefficients of y, , ,…. , and F are all functions of x only.
dx dx 2 dx n
 d3y   dy 
There should not be any term containing product of derivatives such as  3    or
 dx   dx 
dy
y2 .
dx
A non linear differential equation is one that does not satisfy the three conditions above.
The following examples will illustrate the meaning of linear and non linear differential
equations.

Example 1
d3y d2y dy d2y
5 x 3 + 8 xy 2 − 9 + xy = e is not a linear equation since the second term
x
has
dx dx dx dx 2
y in the coefficient. This is a non linear equation

Example 2
2
d 2 y  dy  dy
3 2 − 2  + 8 y = ln x is not a linear equation since the degree of is not unity. It
dx  dx  dx
is a non linear equation.

Example 3
d2y dy
5 2 − 8 x + 2 y = xy is not a linear equation since the right hand side is not a function
dx dx
of x only. This is a non – linear equation.

5.6 Operator Notation for a Second order linear equation with constant coefficients.
For the differential equations we can use convenient notations, D, D2, D3… instead of
d d2 d3
, , … respectively.
dx dx 2 dx 3
d2y dy
Then the linear equation 5 2 − 3 + 8 y = 0 is written as
dx dx
2 2
5D y – 3Dy + 8y = 0 or (5D – 3D + 8)y = 0
In general

42
 d2y dy 
 a0 2 + a1 + a2 y  = 0
 dx dx 
is written as
(a0D2 + a1 D + a2)y = 0 or f(D)y = 0. where f(D) = a0 D2 + a1D + a2

5.7 Method of solving the homogeneous second order linear Equation with constant
coefficients
Consider the equation,
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
where a0, a1 and a2 are constants.

In an attempt to find a solution of the equation (1), we would naturally inquire whether
there is any familiar type of function f such that its derivatives are constant multiples of
the same function f. The answer is “yes” for the exponential function y = emx.
Now y = emx (2)
y′ = me mx
(3)
y′′ = m e
2 mx
(4)

Substituting (2), (3) and (4) in (1) we have

( )
a0 m 2 + a1m + a2 e mx = 0 (5)
since e ≠ 0, we have a0 m + a1m + a2 = 0
mx 2
(6)
This equation (6) is called the auxiliary equation or the characteristic equation of (1).

If y = emx is a solution of (1) then the constant m must satisfy (6). We can write the
auxiliary equation and solve it for m. Three cases arise, according as the roots of (6) are;
real and distinct
real and repeated or
complex conjugate

5.8 Real and distinct roots of characteristic equations.

Suppose the roots of (6) are two real and distinct numbers m1 and m2
Then y = e m1 x
and y = e m2 x are two independent solutions.
(using the Wronskian Determinant we can show that they are independent).

Example 4
Consider the equation,
d2y dy
2
− 5 + 6y = 0
dx dx
The auxiliary equation is
m 2 − 5m + 6 = 0

43
or (m − 2 )(m − 3) = 0
Hence m1 = 2, m2 = 3

The roots are real and distinct. Thus e 2 x and e 3 x are independent solutions. The general
solution is written as y = c1e 2 x + c2 e3 x if the Wronskian of e 2 x and e 3 x are independent.
e2x e3 x
We can verify that the Wronskian determinant w = 2x 3x
= 3e 5 x − 2e 5 x = e 5 x ≠ 0 .
2e 3e
Hence y = c1e 2 x + c2 e3 x is the general solution.

5.9 Real and Repeated roots of characteristic equations.

Suppose the characteristic equation has repeated roots m and m. Now y = c1e mx is one
root of the equation since the second solution should be different from y = c1e mx we must
find the second solution using the substitution, y = e mx v where v is to be found.

Let y = e mx v . (1)
dy dv
= e mx + me mx v (2)
dx dx
d2y 2
mx d v dv dv
2
= e 2
+ .me mx + me mx + m 2 e mx v
dx dx dx dx
2
d v dv
= e mx 2 + 2me mx = m 2 e mx v (3)
dx dx
Substituting (1), (2) and (3) in the given equation, we have
d 2v
= e mx 2 = 0
dx
dv
Let w = then
dx
dw
e mx =0
dx
dw
or = 0 since e mx ≠ 0 or w = 0 where c is an arbitrary constant. If we choose c = 1
dx
dv
w= = 1 or v = x + c0
dx
Hence the second solution is y = e mx ( x + c0 ) choosing c0 = 0 we have the second solution
y = xe mx .
Thus the general solution is y = c1e mx + c2 xe mx if Wronskian determinant is ≠ 0

5.10 Theorem
Consider the second order homogeneous differential equation,
d2y dy
a0 2 + a1 + a2 y = 0 where a0, a1 and a2 are constants.
dx dx

44
 i. If the auxiliary equation a0 m 2 + a1m + a2 = 0 has the two roots real and distinct (m1
and m2) then the solution of the equation is y = c1e m1 x + c2 e m2 x .
ii. If the auxiliary equation has repeated real roots m and m then the general solution is
y = c1e mx + c2 xe mx .
iii. If the auxiliary equation has Conjugate roots m = a ± ib then the solution is
y = e ax (c1 cos bx + c2 sin bx) .

Example 5
Solve the equation,
d2y dy
2
+ 10 + 25 y = 0
dx dx
Solution
d2y dy
Let 2
+ 10 + 25 y = 0 (1)
dx dx
The auxiliary equation m2 + 10m + 25 = 0 or (m + 5)2 has two equal roots –5, -5.
(repeated).
Hence the general solution of (1) is
y = c1e −5 x + c2 xe −5 x
Note that e −5 x and xe −5 x are independent from the Wronskian determinant.

Example 6
Solve the equation
d2y dy
4 2 − 12 + 5 y = 0
dx dx
Solution
d2y dy
Let 4 2 − 12 + 5 y = 0 (1)
dx dx
The characteristic equation of (1) is 4m2 – 12m + 5 = 0. (2)
The roots of the characteristic equation (2) are
12 ± 144 − 4(4)(5)
m=
2(4)
12 ± 64
=
8
12 ± 8
=
8
1 1
m = 2 and
2 2
5 1
x x
Hence the general solution is y = c1e 2 + c2 e 2 .

5.11 The characteristic equation has conjugate complex roots.

a + ib and a – ib

45
consider the equation
d2y dy
a0 2 + a1 + a2 y = 0 (1)
dx dx
The characteristic equation of (1) is
a0 m 2 + a1m + a2 = 0 (2)

Suppose the roots of the equation (2) be m1 = a + ib and m2 = a – ib.

The general solution of (1) is
y = c1e ( a +ib ) x + c2 e ( a −ib ) x
Since they are not repeated.
or y = c1e ax .e ibx + c2 e ax .e −ibx
= e ax (c1e ibx + c2 e −ibx )
= e ax (c1 (cos bx + i sin bx) + c2 (cos bx − i sin bx) )
= e ax [(c1 + c2 ) cos bx + i (c1 − c2 ) sin bx ]
y = e ax [A cos bx + B sin bx ] is the general solution.
where a is the real part and b is the imaginary part of the roots and A and B are arbitrary
constants.

Example 7
Solve the equation,
d2y dy
2
− 4 + 13 y = 0 (1)
dx dx

Solution
d2y dy
Let 2
− 4 + 13 y = 0
dx dx
The characteristic equation of (1) is m2 – 4m + 13 = 0
4 ± 16 − 4(1)(13) 4 ± 6i
Whose roots are m = or m = or m = 2 ± 3i
2 2
Hence the general solution of (1) is y = e 2 x (c1 cos 3x + c2 sin 3 x) .

Example 8
d2y
Solve the equation + y = 0 (This is the equation concerning simple Harmonic
dx 2
motion of a particle)
Solution
d2y
Let + y=0
dx 2
The characteristic equation is
m 2 + 1 = 0 whose roots are
m = ±1 .

46
Hence the general solution of (1) is y = e ox ( A cos x + B sin x ) or y = A cos x + B sin x .

Example 9
Solve the initial value problem
d2y dy
2
− 6 + 25 y = 0 , y (0) = -3, y′(0) = −1
dx dx
Solution
The auxiliary equation is
m 2 − 6m + 25 = 0 whose roots are m = 3 ± 4i
Hence the general solution may be written
y = e 3 x (c1 cos 4 x + c2 sin 4 x)
using y = −3 when x = 0 , we have − 3 = c1 (1) + c2 (0) or c1 = −3
Then y = e 3 x (−3 cos 4 x + c2 sin 4 x)
and y′ = e3 x (4.3 sin 4 x + 4c2 sin 4 x) + (−3 cos 4 x + c2 sin 4 x)(3e 3 x )
using y′ = −1 hen x = 0 we have
− 1 = 3(0 + 4c2 ) + (−3 + 0)(3)
− 1 = 4c2 − 9 or c2 = 2
Hence the general solution is y = e3 x (2 sin 4 x − 3 cos 4 x ) .

5.12 Solution of Higher order homogeneous linear Equations with constant

coefficients.
All the results used for the equation
d2y dy
a0 2 + a1 + a2 y = 0
dx dx
in the previous sections can be used for higher order homogeneous linear equations with
constant coefficients. The method is illustrated in the following examples:

Example 10
Solve the equation,
d3y d2y dy
3
+ 6 2
+ 11 − 6 y = 0 (1)
dx dx dx
Solution
The characteristic equation of (1) is
m 2 − 6m 2 + 11m − 6 = 0 (2)
using remainder theorem or factor theorem, (2) becomes (m – 1) (m – 2) (m – 3) = 0
whose roots are m = 1, m = 2, m = 3.
Hence the general solution may be written as
y = c1e x + c2 e 2 x + c3e3 x
e x , e 2 x , e 3 x is not zero (you can verify this)

Example 11
Solve the equation

47
d5y d4y d3y
− 2 + =0
dx 5 dx 4 dx 3

Solution
The auxiliary equation of (1) is
m 5 − 2m 4 + m 3 = 0
or m 3 (m 2 − 2m + 1) = 0
m 3 (m − 1)(m − 1) = 0
whose roots are m = 0, 0, 0, 1, 1
Hence the general solution of (1) is
y = c1e 0 x + c2 xe 0 x + c3 x 2 e 0 x + c4 e x + c5 xe x
or y = c1 + c2 x + c3 x 2 + c4 e x + c5 xe x .

Exercise 5
Solve the following second order homogeneous linear Equations (with constant
coefficients) (1 – 8)
d2y dy
1. 2
− 5 + 6y = 0
dx dx

d2y dy
2
− 8 + 16 y = 0
2. dx dx

d2y
2
+ 9y = 0
3. dx

4. ( D − 2 D + 10) y = 0
2

5. ( D + 2 D − 15) y = 0
2

6. ( D + 4 D) y = 0
3

7. ( D − 2 D + 5) y = 0
2 2

8. ( D + 25) y = 0
2

Solve the initial value problems (9 to 12)

d 2 y dy
− − 12 y = 0
, y (0) = 3, y′(0) = 5
2
9. dx dx

d2y dy
+ 6 + 9y = 0
, y (0) = 2, y′(0) = −3
2
10. dx dx

48
 d2y dy
2
− 4 + 29 y = 0, y (0) = 0, y′(0) = 5
11. dx dx

d2y dy
2
+ 6 + 13 y = 0, y (0) = 3, y′(0) = −1
12. dx dx

Summary of the lesson

You have learnt the following from this lesson.
Definitions of
i. Homogeneous equation
ii. Nonhomogeneous equation
iii. Linear equation
iv. Non linear equation.
d2y dy
The characteristic equation of a0 2 + a1 + a2 y = 0 is a0m2 + a1m + a2 = 0
dx dx
Solving the second order homogeneous linear differential equation with constant
d2y dy
coefficients of the form a0 2 + a1 + a2 y = 0 where a0, a1, a2 are constants. When the
dx dx
characteristic equation has
i. Distinct real roots
ii. Repeated real roots
iii. Conjugate complex roots of the form a ± ib

Further Reading:
1. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outlines series
Mc Graw Hill Book company
New York, Toronto, Sydney.

2. Differential Equations
By Shepley L. Ross
John Wiley and sons
New York. Toronto. Singapore

3. Ordinary Differential Equations

By Dr. Sengottaiyan Ph. D
Oxford Publications,
Harrow. London. Nairobi.

49
Microsoft Equation
3.0

50
 LESSON 6
Second Order Nonhomogeneous Linear Equations with
Constant Coefficients
6.1 Introduction

In the previous lesson, you have learnt the method of solving a second order
homogeneous linear equation with constant coefficients. Such equations contain only the
d 2 y dy
terms , and y each multiplied by a constant. Suppose the equations contain one
dx 2 dx
more term, a function of x. the additional term f(x) usually written on the right side and it
is called the nonhomogeneous term. These kinds of equations are called
nonhomogeneous equations.

For example
d2 y dy
d2y dy
2 2 + 8 + 4 y = 0 is a homogeneous equation where as 2 2 +8 + 4y = x3 + ex
dx dx dx dx
is a nonhomogeneous equation

6.2 Objectives of the lesson

By the end of this lesson you should be able to:
define nonhomogeneous equations of second order with constant coefficients.
determine the complementary function and the particular integral of the second
order nonhomogeneous equation
solve the nonhomogeneous equations

6.3 The general form of a homogeneous linear equation of second order with
constant coefficients.

The equations
d2y dy
a0 2
+ a1 + a2 y = 0 (1)
dx dx
d2y dy
and a0 2
+ a1 + a 2 y = Q ( x ) where a0 ≠ 0 (2)
dx dx
are called respectively, the homogeneous and the nonhomogeneous equations of the
second order with constant coefficients when a0, a1, a2 are constants. The equation (2)
can also be written as,
(a0D2 + a1D + a2)y = Q(x) (3)
where a0 ≠0.

6.4 Solution of the equation.

The general solution of the equation

51
 F(D)y = (a0D2 + a1D + a2)y = Q(x) (1)

is the sum of the complementary function (solution of F(D)y = 0) and any particular
Integral, (P.I) of (1). Finding F(D)y = 0 is seen already in the previous lesson. There are
two important methods for finding the particular integral of F(D)y = Q(x)

6.5 Finding particular integral (Method 1)

Let F(D)y = Q(x) (1)

F ( D ) y Q ( x)
Then =
F (D) F (D)
where F(D) is treated as an operator.

Q ( x)
or y= (2)
F (D)
suppose F(D) is factorisable so that

F(D) = (D – m1)(D – m2)

Q ( x) Q
then y = =
F ( D ) ( D − m1 )( D − m 2 )

1 1
We can operate first on Q and the result is further operated by
( D − m2 ) ( D − m1 )

Q
Let u = then (D – m2)u = Q
D − m2
du
Or − m 2 u = Q which is a linear equation. The integrating factor of the above
dx
equation is e − m2 x and the solution is
ue − m2 x
= ∫ Qe− m2 x dx

or u = em2 x ∫ Qe− m2 x dx

∫ Qdx
Q m2 x − m2 x
Thus = e e
D − m 2

52
 Q 1
This is a linear equation whose solution is now y = = u
( D − m1 )( D − m2 ) D − m1

y = e+ m1x ∫ e− m1xudx
the method of finding P.I is illustrated in the following examples:

Example 1
Find the particular integral for the equation

d2y dy
2
− 5 + 6 y = e2 x
dx dx
Solution
d2y dy
Let 2
− 5 + 6 y = e2 x
dx dx
or (D2 – 5D + 6)y = e2x

or (D – 2)(D – 3)y = e2x

then the PI is given from

e2 x
y=
( D − 2)( D − 3)
1  e2 x 
=  
D −2 D −3
e2 x
let u =
D −3
Q
from the formula in 5.5 we have = e + m1 x ∫ e − m1 x .Q dx
D − m2
hence u = e +3 x ∫ e −3 x .e 2 x dx

53
 = e3x ∫ e − x dx
= −e3xe− x
= e2x

1  e2 x  1
Now y =   = u
D − 2  D − 3 D − 2
1
= u
D−2
= e + 2 x ∫ e − 2 x .udx
= e 2 x ∫ e − 2 x .e 2 x d x
= e 2 x ∫ 1dx
= e 2 x .x
2x
there is no constant for the particular integral. Hence the P.I is xe .

Thus the solution of the given equation is

y = c1e3 x + c2 e 2 x + xe 2 x
Example 2
d2y dy
Solve 2
+ 5 + 6 y = e2 x
dx sx

Solution
i. The complementary function is obtained from
(D2 + 5D + 6)y = 0 (1)
auxiliary equation of (1) is
m2 + 5m + 6 = 0
or (m + 3)(m + 2) = 0 whose roots are m = -3, -2. then the
complementary function is

y = c1e-3x + c2e-2x

54
 1
ii. The particular integral is obtained from e 2 x . Using the formula
( D + 2)( D + 3)

e2x e4x
Let u = = e − 2 x ∫ Qe 2 x dx = e − 2 x ∫ e 2 x .e 2 x dx = .x
D+2 4

Hence the solution is

−3 x −2 x e4 x
y = c1e + c2 e +
4

Example 3

Solve (D2 – 3D + 2)y = ex

Solution
Let (D2 – 3D + 2)y = ex (1)

(D – 1)(D – 2)y = ex

the auxiliary equation of (D – 1)(D – 2)y = 0 is (m – 1)(m – 2) = 0 whose roots are m = 1,

m = 2. Hence the complementary function is
y = c1ex + c2e2x (2)

The particular integral is obtained from (D – 1)(D – 2)y = ex

ex
y=
( D − 1)( D − 2)

ex
Now let u = = e 2 x ∫ Qe −2 x dx
D−2
= e 2 x ∫ e x .e −2 x dx
= e 2 x ∫ e − x dx
e− x
= e2 x
−1
= −e x

1  ex 
 = e ∫ e (−e )dx
−x
y= 
x x

D − 1  ( D − 2) 

= − xe x

55
Hence the general solution is
.y = C.F + P.I
-3x -2x x
or y = c1e + c2e – xe

(For a short method see Lesson 7)

Method of finding particular integral of (D – a)(D – b)y = Q where Q is a function

of x only.

Example 4
Let (D – a)(D – b)y = Q

Solution
Q
Then y=
( D − a )( D − b)
Q u
First we find u = and then find y =
D −b D−a
From ( ), u = e + bx ∫ e − bx Qdx

∫ u.dx
+ ax − ax
=e e
u
Then we find y =
D−a

Example 5
e5 x
Find the particular interval of (D – 1)(D – 2)y = .
D−2
Solution
This is of the form (D – a)(D – b)y = Q. The particular integral is
Q
y= .
( D − a )( D − b)

Q e5 x
First let us find u = =
D −b D −2
Q e5 x
u= =
D −b D −2
= e +2 x ∫ e −2 x .e5 x dx

= e 2 x ∫ e3 x dx
e 2 x .e3 x e5 x
or u= =
3 3

56
 Q 1  Q 
=
( D − a)( D − b) D − a  D − b 
Now

u
=
D−a
= e + ax ∫ e − ax u.dx
Q 1  Q 
Here =  
( D − a)( D − b) D − a  D − b 
1
= u
D−a
= e1x ∫ e−1x .udx
e− x .e5 x
=e ∫x
dx
3
4x
x e
= e ∫ dx
3
e x .e4 x
=
4×3
e5 x
=
12
Exercise 6
Q( x)
Use = e ax ∫ e − ax Q( x)dx wherever necessary.
D−a

Evaluate the following (problems 1 to 8)

ex ex sin 3x
1) 2) 3)
D +1 D −1 D+2

x +1 x2 +1 cos 6 x
4) 5) 6)
D +1 D +1 D −3

cot x e3 x
7) 8)
D2 +1 ( D + 3)( D − 2)

57
 Solve the following equations (problems 9 – 15)
9) ( D 2 − 3D + 2) y = e 5 x

d2y dy 11) ( D 2 − 6 D + 9) y = e 2 x 12) ( D 2 − 1) y = sin x

10) 2
+ 5 + 4 y = 3 − 2x
dx dx

13) ( D 2 − 1) y = 4 xe x 14) ( D 2 + 9) y = x cos x 15) ( D 2 + D − 2) y = 2(1 + x − x 2 )

Summary
You have learnt the following from this lesson.

d2y dy
i). The equation 2
+ a1 + a2 y = Q( x) where a1 ≠ 0 and a0, a1, a2 and Q(x) are
dx dx
functions of x only is called a nonhomogeneous second order linear equation with
constant coefficients if Q(x) is not zero.

ii). The solution of a nonhomogeneous equation will have two parts namely the
complementary function yc and a particular integral yp.

Q( x)
iii). The particular integral = e ax ∫ e − ax Q( x)dx
D−a

Further Reading:
4. Differential Equations
By Frank Ayres, Ph. D
Schaum’s outlines series
Mc Graw Hill Book company
New York, Toronto, Sydney.

5. Differential Equations
By Shepley L. Ross
John Wiley and sons
New York. Toronto. Singapore

6. Ordinary Differential Equations

By Dr. Sengottaiyan Ph. D
Oxford Publications,
Harrow. London. Nairobi.

58
 Lesson 7
Determination of particular integrals using short methods
7.1 Introduction
In the previous lesson, you have found the particular integrals for non-homogeneous
linear equations with constant coefficients of the form
d2y dy
2
+ a1 + a2 y = Q (1)
dx dx
or ( )
a0 D 2 + a1 D + a2 y = Q
or f(D)y = Q
where f(D) = a0 D 2 + a1 D + a2

we have already seen that the particular integral of (Q) is

Q
y=
f (D)
where Q is particular types of functions such
as (i ) e ax , (ii ) sin( ax + b ) or cos( ax + b ), (iii ) x n , ( iv ) e ax u and ( v ) xu
where u is a function of x

7.2 Objectives of the lesson

By the end of this lesson, you should be able to determine the particular integrals
Q
y= when Q is of the form
f (D)

i. e ax
ii. sin (ax + b) and cos (ax + b)
iii. xn
iv. eaxu when u is a function of x.
v. xu when u is a function of x.

7.3 The particular integral of

Theorem 1

e ax e ax
= if f (a ) ≠ 0
f ( D) f (a)

Proof
First we shall show that

59
i. f ( D )e ax = f (a)e ax if y = e ax

Let f(D) = a0 D 2 + a1 D + a2
d ax
if y = e ax , Dy = e = ae ax
dx
d2
D 2 y = 2 e ax = a 2 e ax
dx
( ) (
f (D ) y = a 0 a 2 e ax + a1 ae ax + a 2 e ax )
(
= a0 a 2 + a1a + a2 e ax )
f (D )e ax = f (a )e ax
or f(D) = f(a)

ii. Now consider the equation

d2y dy
a0 2
+ a1 + a 2 = e ax
dx dx
or ( )
a0 D + a1 D + a2 y = e ax
2

ax
or f(D)y = e (2)

The particular integral of (2) is written as

e ax
y= [Dividing by f(D)]
f (D )
e ax
y= if f (a) ≠ 0
f (a)

hence the result.

If f(a) = 0, we must use a different method (See example 3)

Example 1

Solve (D2 – 5D + 6)y = e4x

Solution
2 4x
Let (D – 5D + 6)y = e

The characteristic equation is

m2 – 5m + 6 = 0

60
Or (m – 3)(m – 2) = 0

Then m1 = 3 and m2 = 2

Hence the complementary function is

y = c1e 3 x + c2 e 2 x
e4 x e4 x e4 x
A particular integral of the equation is y = = 2 =
f ( D ) D − 5 D + 6 f ( 4)
e4 x e4x
Then y = =
16 − 20 + 6 2
e4x
Hence the general solution of the equation is y = c1 e 3 x + c 2 e 2 x +
2

Example 2
Solve (D + 2)(D + 3)(D – 4)y = e5x

Solution
Let (D + 2)(D + 3)(D – 4)y = e5x (1)
The characteristic equation of (1) is (m + 2)(m + 3)(m – 4) = 0

Then m1 = -2, m2 = -3, m3 = 4. The complementary function is

y = c1 e − 2 x + c 2 e − 3 x + c 3 e 4 x
e4 x e5 x
A particular integral is given by y = =
f (D ) (D + 2 )(D + 3)(D − 4 )
Using the short method
e4 x e5 x
y= =
f (5) (5 + 2 )(5 + 3)(5 − 4 )
e5 x
=
7.8.1
e5 x
=
56
Hence the general solution is
−2 x −3 x e5x
y = c1e + c2e + c3e 4x
+
56
Example 3
Solve (D2 – 5D + 6)y = e3x

Solution
Let (D2 – 5D + 6)y = e3x
Or (D – 3)(D – 2)y = e3x

61
The characteristic equation is (D – 3)(D – 2) = 0 whose roots are m1 = 3, m2 = 2.

Hence the complementary function is

y = c1e3x + c2e2x
e3 x e3 x
the particular integral is y = =
(D − 3)(D − 2) 0
[f(a) = 0 since the nonhomogeneous term e3x is already in the complementary function
c1e3x] Hence the short method does not apply. However we may write
 1  1
y=  e3 x
 D − 3  D − 2
1 e3 x
=
D −3 3− 2
1 3x
= e
D −3
= e 3 x ∫ e −3 x .e3 x dx
1
(Note that: Q = eαx ∫ e −αx Qdx )
D −α
= e 3 x ∫ dx
= xe3 x

Hence the general solution of the equation is

y = c1e3 x + c2 e 2 x + c3 xe3 x

Example 4
Solve (D – 2)2y = 5e3x + 4e2x

Solution
The characteristic equation is (m – 2)2 = 0. Hence m1 = 2 and m2 = 2 (repeated)

Hence the complementary function is y = c1e 2 x + c2 xe 2 x

5e3 x + 4e 2 x
A particular integral is y =
(D − 2)2
One particular integral corresponding to 5e3x is given by

62
 5e3x 5e3x
y1 = =
(D − 2)2 (3− 2)2
5e3x
= 2
1
= 5e3x

The particular integral corresponding to 4e2x is given by

4e 2 x 4e 2 x
y2 = =
(D − 2)2 0
Hence the short method doesn’t apply however
4e 2 x
y2 =
(D − 2)(D − 2)
1  1 
=  4e 2 x 
D −2 D −2 
=
1
D−2
[ ]
e 2 x ∫ e − 2 x .4e 2 x dx

=
1
D−2
[
e 2 x .4∫ dx]
=
1
D−2
[ ]
4 xe 2 x

=
4
D−2
[ ]
xe 2 x

= 4.e 2 x ∫ e − 2 x .xe 2 x dx
= 4e 2 x ∫ xdx
x2
= 4e 2 x .
2
= 2 x 2e2 x

Hence the general solution is y2 = c1e + c2 xe + 5e + 2 x e

2x 2x 3x 2 2x

Formula
e ax e ax x r e ax
If = =
f ( D) (D − a )r r!
4e 2 x 4 x 2 ax
Hence = e
( D − 2) 2 2!

63
Example 5
Solve the equation (D – 1)(D + 3)(D – 5)y = cosh x

Solution
e x + e− x
Let (D – 1)(D + 3)(D – 5)y =
2
The complementary function is y = c1e x + c2 e −3 x + c3e5 x

ex
A particular integral corresponding to is given by
2
ex
y=
2( D − 1)( D + 3)( D − 5)
1  ex 
=  
2( D − 1)  (1 + 3)(1 − 5) 
1  ex 
=  
2( D − 1)  − 16 
1 x −x x
− 32 ∫
= e e .e dx
1
= − xe x
32
e− x
The particular integral corresponding to is given by
2
e− x
y=
2( D − 1)( D + 3)( D − 5)
e− x
=
2(−1 − 1)(−1 + 3)(−1 − 5)
e−x
=
48
Hence the general solution of the equation is
e− x 1 x
y = c1e x + c2e − 3 x + c3e5 x + − xe
48 32

7.4 Non homogeneous term is of the form sin(ax + b)

Theorem 2
d2y dy
a0 2 + a1 + a2 y = sin(ax + b)
dx dx

64
or (a0D2 + a1D + a2)y = sin(ax + b)
or f(D)y = sin (ax + b)

sin(ax + b) sin( ax + b)
is = if f (−a 2 ) ≠ 0
f ( D) f (−a 2 )
(or replace D by –a2)
2

Proof
Suppose y = sin(ax + b)
d2y
D = 2 = −a 2 sin( ax + b)
2

dx
Then f(D2) = f(-a2)sin (ax + b)
1 1
sin( ax + b) = sin(ax + b) if f(-a2) = 0
Hence
( )
f D 2
(
f − a2 )
Note that D2 is replaced by –a2.

In the same way,

1 cos(ax + b)
+ =
( )
f D2
cos( ax b )
f − a2 ( )
if f(-a2) = 0

Example 6
Solve (D2 + 9)y = sin 5x

The characteristic equation is m2 + 9 = 0 whose roots are m1 = 3i, m2 = -3i

The complementary function is
Yc = c1cos3x + c2sin3x.

A particular integral is
sin 5 x sin 5 x
yp = = 2
( )
f D2 D +9
sin 5 x
=
− (5) + 9
2

sin 5 x
=
− 16
1
Hence the general solution is y = c1 cos 3x + c2 sin 3x − sin 5 x
16

Example 7
Solve the equation (D2 + 3D – 10)y = sin 2x

65
Solution
Let (D2 + 3D – 10)y = sin 2x
The characteristic equation is (m2 + 3D – 10) = 0 or (m – 2)(m + 5) = 0, Hence m1 = 2
and m2 = -5

The complementary function is y = c1e2x + c2e-5x

The particular integral corresponding to sin 2x is given by
sin 2 x sin ax
y= 2 . This is of the form y =
D + 3D − 10 f (D )
2

Here, only D2 can be replaced by –22 = -4. Then

sin 2 x sin 2 x
y= =
− 4 + 3D − 10 3D − 14
1 sin 2 x
=
3 14 
D− 
 3
 14 
 D +  sin 2 x
1  3
=
3 14  14 
 D −  D + 
 3  3
 14 
 D −  sin 2 x
= 
1 3
2
3  14 
D − 
2

3
 14 
 D −  sin 2 x
= 
1 3
3 − 4 − 196
9
9 d 14 
=  sin 2 x + sin 2 x 
3(− 36 − 196 )  dx 3 
3  14 
=  2 cos 2 x + sin 2 x 
− 232  3 
3 7
= cos 2 x − sin 2 x
− 116 − 116

7.5 Non-homogeneous term is of the form xn

Theorem 3
The particular integral of
d2y dy
= a0 2
+ a1 + a2 y = x n
dx dx
or (a0D2 + a1D + a2)y = xn
or f(D)y = xn

66
is now
xn
= [ f ( D)] x n
−1
y=
f ( D)
[
= a2 + a1 D + a0 D 2 ]−1
xn
−1
−1  a1 D a0 D 2  n
= a2 1 + +  x
 a2 a2 
−1
−1   a1 D a0 D 2  n
= a2 1 +  +  x
  2 a a 2 

Using Binomial theorem: (1 + x)-1 = 1 – x + 2x2 - …

 a D a D2 
1 +  1 + 0 + ...  is expanded up to the term Dn and operate on xn
 a2 a2 

Example 8
Solve (2D2 + 2D + 3)y = x2

Solution
Let (D2 + D + 3)y = x2

The characteristic equation is 2m2 + 2m + 3 = 0 whose roots are

4 − 4(2)(3)
m = −2 ±
2(2)
1 − 16 i 5 1 i 5
= −1 ± or m1 = −1 + or m2 = − −
2 2 2 2
Hence the complementary function is
− x 5
1
5
y = e 2  c1 cos x + c2 sin 

 2 2 

and a particular integral is

1
y= x2
2D + 2D + 3 2

Since the power of x is 2, we need up to the term D2 only.

x2
Then y =
 2 2D 2 
31 + D + 
 3 3 
−1
1  2D 2D 2  2
Or y = 1 + +  x
3 3 3 

67
   2D 2D 2  
 + 
1   2D 2D   32
3

 − ... x 2

= 1 −  + 
 +
3  3 3   2!  
   
 
 2D 2 
1  2D 2D 2 
= 1 − − + 3 + ... x 2
3 3 3 2! 
 
1  2D 2D 2 4D 2 
= 1 − − + + ... x 2
3 3 3 18 

1 2 dx 2 2 dx 2 
= x2 − . − 
3 3 dx 27 dx 
1 2 2 
=  x 2 − .2 x − (2)
3 3 27 
1 4 4
= x2 − x − .
3 9 27
the general solution is
− x 4 
1
5 5 1 2 4
y = e 2  c1 cos + c2 sin + x − x − 
 2 2 3 9 27 

7.6 Nonhomogeneous term is of the form eaxu where u is a function of x.

Theorem 4

The particular integral of

(a0D2 + a1D + a2)y = eaxu
or f(D)y = eaxu
e ax  u 
is given by y = = e ax . 
f ( D)  f ( D + a) 

Proof
Suppose y = e ax u
du
Dy = ae ax u + = e ax
dx
= e (au + Du )
ax

= e ax ( D + a )u
D 2 y = ae ax ( D + a)u + e ax D( D + a )u

68
 = e ax ( D + a) 2 u
( D)e ax u = e ax ( D + a) 2 u

Let v = f (D + a )u then u =
v
F (D + a )
v
Hence f ( D)e ax . = e ax v
f (D + a )
1 ax 1  1 
Then e v=  f ( D)e ax . v
f (D ) f (D )  f (D + a ) 
e ax
=
F (D + a )

Example 9
Solve (D – 4)y = e3xx2

Solution
1 ax 1
We use the formula e u = e ax u for finding a particular integral. The
f (D ) f (D + a )
complementary function is y = c1e 2 x + c2 e −2 x (you work out)

A particular integral is given by

x 2e3 x  x2 
y1 = 2 = e3 x  
D −4  ( D + 3) − 4 
2

 x2 
=e  2
3x

 D + 6D + 5 
 
 
3x  1  x2
=e
  6D D   2

 51 + + 
  5 5  
−1
e3 x  6 D D 2  2
= 1 + +  x
5  5 5 

69
  6 D 31 2  2
e3 x
= 1 − 5 + 25 D  x
5  
e3 x  2 6 31 
=  x − .2 x + .2
5  5 25 
 x 2 12 x 62 
= e3 x  − + 
5 25 125 
 x 2 12 x 62 
The general solution is y = c1e 2 x + c2 e − 2 x + e 3 x  − + 
 5 25 125 

7.7 Nonhomogeneous term is of the form xu where u is a function of x.

Theorem 5
The particular integral of (a0D2 + a1D + a2)y = xu
Or f(D)y = xu (where u is a function of x) then the particular integral of f(D)y = xu is
xu 1 f ′( D)
y= =x u− u
f ( D) f ( D) [ f ( D)]2
Consider (a0D2 + a1D + a2)y = xu or f(D)y = xu
xu
Then the particular integral is y =
f (D)
Let
y = xu
y′ = xu′ + u
y′′ = xu′′ + u′ + u′
= xu ′′ + 2u ′
′
f ( D) xu = xf ( D) + F ( D)u
1
let v = f ( D)u , then u = v
f ( D)
1 1 1
Hence f ( D).x. v = xf ( D). v + f ′( D) v
f ( D) f ( D) f ( D)

1 1
or xv = f ( D).x. v − f ′( D) v
f ( D) f ( D)
xu 1 1 1
or = x. u− f ′( D). u
f ( D) f ( D) f ( D) f ( D)
1 f ′( D)
=x u− u
f ( D) [ f ( D)]2

70
Theorem 5
The particular integral of ( ao D 2 + a1 D + a2 ) y = xu or f (D) = xu (where u is a
xu 1 f ′( D)
function of x) is y = = x. u− u
f ( D) f ( D) [ f ( D)]2
Example 10
Solve (D2 – 1)y = xe3x.

Solution
Let (D2 – 1)y = x.e3x (1)

The characteristic equation is m2 - 1 = 0 whose roots are m1 = 1, m2 = -1. Hence the

complementary function is
y = c1ex + c2e-x.
A particular integral is given by
xe3 x
y1 = 2
(D −1 ) (2)

We use the formula:

The particular integral of
xv
y1 = is
f ( D)
 v  f ′( D)
y1 = x   − v
 f ( D )  [ f ( D )]
2

then from(2) we have

 e 3 x  2 D.e 3 x
y1 = x  2 − 2
 ( D − 1)  ( D − 1)
2

e3 x  e3 x 
= x. − 2D  
8  64 

=x
e3 x 2
−
8 64
(
3e 3 x )
xe3 x 3 3 x
−x
Hence the general solution is y1 = c1e + c2 e +
x
− e
8 32

Exercise 7
Solve the following equations:
1. (D2 + D + 1)y = e2x
2. (D2 – 1)y = ex
3. (D4 – 1)y = sin 2x
4. (D2 + 4D + 4) = 2sin 2x ( you may use: 2sin 2x = e2x – e-2x)
5. (D2 + 4)y = cos 2x + cos 4x

71
 6. (D2 – 1)y = x2
d2y dy
7. 2
− 2 + 3 y = cos x + x 2
dx dx
2
d y
8. 2
+ y = e − x + cos x + x 3
dx
9. (D2 – 2D + 1)y = x2e3x
d2y
10. + 2 y = x 2 e 3 x + e x cos 2 x
dx 2
d2y
11. 2
− y = x 2 cos x
dx
d2y dy
12. 2
− 2 + y = x sin x
dx dx

Summary
You have learnt the following from this lesson.

Particular integrals for the following:

1
(i) y= e ax when f (a) ≠ 0 and f (a) = 0
f ( D)
1 1
(ii) a. y = sin(ax + b) = sin( ax + b) when f (− a 2 ) ≠ 0
f (D )2
f (−a 2 )
1 1
b. y = cos(ax + b) = cos(ax + b) when f (−a 2 ) ≠ 0
f (D ) 2
f (− a 2 )
x n by expanding [ f ( D)] up to Dn and operate
1 −1
(iii) y=
f ( D)
1  1 
(iv) a. y = e ax u = e ax  u
f ( D)  f ( D + a) 
1  1  f ′( D)
b. y = xu = x  u − u when u is a function of x.
 f ( D)  [ f ( D)]
2
f ( D)

Further Reading
1. Differential Equations
By Frank Ayres J.R Ph.D
Schaum’s outline series
McGraw – Hill Book Company
New Yolk. Toronto – Sydney

2. Differential equations
By Dr. D. Sengottaiyan Ph.D
Oxford publications
Harrow – London-Nairobi.

72
LESSON 8
Second Order Equations with Variable Coefficients

8.1 Introduction
in the previous lessons you have learnt various methods of solving second order
differential equations with constant coefficients. In this lesson you will learn different
methods of solving the second order equations with variable coefficients.

8.2 Objectives of this lesson

By the end of this lesson you should be able to
i). Define the general form of a second order equation with variable coefficients.
ii). Solve the second order equation with variable coefficients:
a) By changing the independent variable
b) By removal of the first derivative or by reduction of the equal to normal form.

8.3 Definition of second order Linear equations with variable coefficients.

An equation of the form
d2y dy
a0 2 + a1 + a2 y = f ( x), a0 ≠ 0
dx dx
2
d y dy
or 2
+ P + Qy = R
dx dx

a1 a f ( x)
(where = P, 2 = Q, and = R are functions of x only) is called a second order
a0 a0 a0
linear differential equation with variable coefficients.

8.4 Solving the differential equation (Method I)

Transformation of equations by changing the independent variable

Theorem
d2y dy
Let 2
+ P + Qy = R (1)
dx dx
Where P, Q, R are functions of x be in standard form (coefficients of y′′ is unity).
2
 dz 
Choosing Q =   (2)
 dx 
The equation is transformed into linear equation with constant coefficients of the form
d2y dy
2
+ P1 + R1
dx dx

73
 d 2z dz
+P
where P1 = dx
2
dx , Q = Q and R = R (3)
2 1 2 1 2
 dz   dz   dz 
     
 dx   dx   dx 

Proof
d2y dy
Let 2
+ P + Qy = R (1)
dx dx

Where P, Q, R are functions of x. Let the independent variable x be changed from x to z

where z = f(x).
dy dy dz
Then = . (4)
dx dz dx
d 2 y d  dy 
=  
dx 2 dx  dx 
d  dy dz 
= .
dx  dz dx 
d  dy  dz dy d 2 z
= . + .
dx  dz  dx dz dx 2
d  dy  dz dz dy d 2 z
=  . . + .
dz  dx  dx dx dz dx 2
2
d 2 y  dz  dy d 2 z
= 2  + . 2 (5)
dz  dx  dz dx

Substituting (4) and (5) in (1) we have

 d 2 y  dz   2
2
dz  dy
 2   +  d z + P  + Qy = R (6)
 dz  dx   dx  dx
2
 dz 
Dividing (6) by   we have
 dx 
2
d y dy
2
+ P1 + Q1 y = R1
dz dz
d 2z dz
+P
where P1 = dx
2
dx , Q = Q and R = R (7)
2 1 2 1 2
 dz   dz   dz 
     
 dx   dx   dx 
Here P1, Q1 and R1 are function of x but they can be converted to functions of z. Suppose
2
 dz  dz
we take Q = k f ( x) =   then = k f ( x)
 dx  dx

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or z = ∫ ( )
k f ( x) dx is the Transformation.

The method of solving a second order equation with variable coefficients is illustrated in
the following examples.

Example 1
d 2 y dy
Solve the equation x 2 − + 4 x 3 y = x 5
dx dx

Solution
Let xy′′ − y′ + 4 x 3 y = x 5 .
d 2 y 1 dy
The standard form of (1) is − + 4x2 y = x4
dx 2 x dx
1
Here P = - , Q = 4x2 and R = x4.
x

2
 dz  dz
Let   = Q or = 4x2
 
dx dx
Then dz = 2x dx and the transformation is z = x2 (we need a relation between s and x and
we don’t need constant).
d2y dy
Now using this transformation the equation becomes, 2
+ P1 + Q1 y = R1
dz dz
2
d z dz 2 +  − 1 .2 x
+P  
Where P1 = dx 2
dx =  x
=0
2
 dz  4x2
 
 dx 

4x2
Q
Q1 = 2
= 2 =1
 dz  4x
 
 dx 
R x4 x2 z
R1 = 2
= 2
= or
 dz  4x 4 4
 
 dx 
d2y dy d2y z
Then the equation to 2
+ P1 + Q1 y = R is connected to 2
+0+ y = or
dz dz dz 4
( ) z
D2 +1 y = .
4

The complementary function

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The characteristic equation is m2 + 1 = 0 whose roots are m1 = I, m2 = - i. The
complementary function is y = A cos z + B sin z
The particular integral is
z
y=
(
4 D2 +1)
1 z
y= 2  
D +1 4 
1
(
= 1+ D2 z
4
) −1

= (1 − .......)z ]
1
4
z
=
4
Hence the general solution is
z
y = c1 cos z + c2 sin z +
4
using z = x2 we have,
x2
y = c1 cos x2 + c2 sin x2 + is general solution.
4

8.5 Solving the Differentiation equation (Method II)

Theorem
Let the second order equation be

d2y dy
2
+ P + Qy = R (1)
dx dx
can be reduced to the form
d 2v
+ sv = T (2)
dx 2
1 1 dp
where S = Q − P 2 − (3)
4 2 dx
R
and T = .
u

Proof
Let the complete solution of (1) be y = uv where u and v are functions of x.
Differentiating y = uv twice we have
dy dv du
=u +v (6)
dx dx dx
d 2 y d 2u du dv d 2v
= v + 2 + u (7)
dx 2 dx 2 dx dx dx 2

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 d2y du
Substituting 2
and in (1) we have
dx dx
d 2v  du  dv  d 2u du 
u 2 +  Pu + 2  + v 2 + P + Qu  = R
dx  dx  dx  dx dx 
d 2v  2 du  dv 1  d 2 u du  R
or +  P +  +  2 + P + Qu v =
 u dx  dx u  dx
2
dx dx  u
dv
to remove first derivative from (8) we take,
dx
2 du
P+ =0
u dx
du 1
or = − Pdx (9)
u 2
1
or ln u = − ∫ Pdx
2
1
− ∫ Pdx
or u = e 2

Hence the required substitution is y = u v

1
− ∫ Pdx
Where u = e 2
More over the coefficient of v in (8) is
1  d 2u du  1 1  dp 
 2 + P + Qu  = Q − P 2 −   (10)
u  dx dx  4 2  dx 
du 1 d 2u 1 du 1 dp
(Since = − Pu from 9 and 2
=− P − u)
dx 2 dx 2 dx 2 dx
Thus the equation (1) is transformed into
d 2v
+ Sv = T
dx 2
1 1 dp R
where S = Q − P 2 − and T = .
4 2 dx u

Example 2
d 2 y 2 dy  2
Solve − + 4 + 2 y = 0
dx 2
x dx  x 
2 2
Here P = − , Q = 4 + 2 , R = 0
x x
1 1 2
The substitution is now − ∫ Pdx = − ∫ − dx
2 2 x
1
= ∫ dx
x
= ln x

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 1
− ∫ 2Pdx
u=e = e ln x = x

p 2 1 dp
S =Q− −
4 2 dx
2 1 4  1 d −2
= 4+ 2 −  2 −  
x 4  x  2 dx  x 
2 1 1
= 4+ 2 − 2 − 2
x x x
=4

R
T= =0
u

d 2v d 2v
+ SV = T gives + 4v = 0
dx 2 dx 2

The auxiliary equation is m2 + 4 = 0, m = ± 2i

v = A cos 2 x + B sin 2 x
The solution is
y = uv
y = x (A cos 2x + B sin 2x)

Example
d2y dy
− 4 x + (4 x 2 − 3) y = e x
2
Solve 2
dx dx
Here P = -4x, Q = 4x2 – 3, R = e x
2

1 −1 x2
Then − ∫ Pdx = ∫ − 4 x dx = 2 = x2
2 2 2
1
− ∫ Pdx
u=e = ex
2
2

P 2 1 dP
S =Q− −
4 2 dx
16 x 2 1 d
= 4x2 − 3 − − (− 4 x )
4 2 dx
= −1
2
R ex
R = = x2 = 1
u e
2
d v
+ Tv = S becomes
dx 2

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d 2v
−v =1
dx 2
The auxiliary equation is
m2 – 1 = 0, m = 1, -1
The complementary function is
v = c1e x + c2 e − x
1 1e 0 x 1
P.I: y = = = = −1
D −1 D −1 0 −1
2 2

v = CF + PI = c1e x + c2 e − x − 1
The complete solution is y = uv
y = e x (c1e x + c2 e − x − 1)
2

Exercise
d 2 y 2 dy  2
1) Solve − +  25 + 2  y = 0
dx 2
x dx  x 
2
d y 2 dy
2
+ − 16 y = 0
2) Solve dx x dx
3) Solve y′′ + 4 xy′ + 4 x y = 0
2

1
− x2
4) Solve y′′ + 2 xy′ + ( x + 5) y = xe
2 2

5) Reduce the differential equation

y′′ − 4 xy′ + (4 x 2 − 1) y = −3 xe x sin 2 x to normal form and hence find its solution.
2

6) Reduce the equation

d2y dy
− 4 x + 4 x 2 y = xe x to normal form and hence solve the equation.
2

2
dx dx
7) Solve y′′ − 2 tan xy′ + 5 y = 0
d2y dy
− 4 x + (4 x 2 − 3) y = e x
2
8) Solve 2
dx dx
2
y′′ − y′ + 9 y = 0
9) Solve x

2
10) Solve y′′ − y′ − 25 y = 0
x

Summary
You have learnt the following from this lesson

79
1. The general form of the second order linear equation with variable coefficients is
d2y dy
given by 2
+ P + Qy = R
dx dx
Where P, Q, R are functions of x.
2. The equation y′′ + Py′ + Qy = R can be transformed into an equation of constant
2
 dz 
coefficients by choosing Q =   and solved.
 dx 
d 2v
3. The equation y′′ + Py′ + Qy = R can be transformed into an equation + Sv = I in
dx 2
which the first derivative is not present, using the transformation: y = uv where
1
− ∫ Pdx
2
u= e

Further Reading
1. Differential Equations
By Frank Ayres
Schaum’s outline series
McGraw – Hill Book Company
New York, Toronto, Sydney.

2. Elementary Differential Equations

By Dr. D. Sengottaiyan
Oxford Publications
Harrow. London. Nairobi.

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