LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT

COEFFICIENTS

Def n :
dny d n 1y dn 2y
A diff. equation a1 a 2 .......................................... a n y X
dx n dx n 1 dx n 2
Where a1 , a 2 ,............., a n are constants
While X is a function of x.
is called Linear differential equation of nth order first degree.

Above equation can be written by

D n y a1 D n 1 y a 2 D n 2 y .......................................... a n y X
d
Where D = and a1 , a 2 ,............., a n are constants
dx
While X is a function of x.

General Solution of Differential Equation:

General solution = Complementary function + Particular integral

G.S. = C.F. + P.I.

Complementary function (C.F.)of Differential Equation

The solution which contains a number of arbitrary constants equal to the

order of the differential equation is called the complementary function (C.F.) of a
Differential equation.

Auxiliary Equation:

An equation
Dn y a1 D n 1 y a 2 D n 2 y .......................................... a n y 0
i.e. ( D n a1 D n 1 a 2 D n 2 .......................................... a n ) y 0
is called Auxiliary Equation of differential equation
D n y a1 D n 1 y a 2 D n 2 y .......................................... a n1 y X

Method to find C.F. :

Solve equation
D n a1 D n 1 a 2 D n 2 .......................................... a n 0 for values of D.
Say factorization is D m1 D m2 D m3 ............. D mn 0 .
Then we can classify roots and we can find C.F. of L.D.E. by following way
Lecture notes by Mr. Zalak Patel Page: - 1 -
Sr.
Classification of roots C.F.
No.
If roots D = m1, m2 ,m3 , ,mn
1 y c1e m1x c2 e m2 x c3e m3 x ........ cn e mn x
of Auxiliary equation are real and distinct
Two roots are equal (real roots)
2 y (c1 c2 x)e m1x c3 e m3 x ........ c n e mn x
i.e. If roots are m1= m2 , m3 ,mn
If three roots are equal. (real roots)
3 y (c1 c2 x c3 x 2 )e m1x ........ c n e mn x
i.e. If roots are m1= m2 = m3, m4, ,mn
If two roots are complex numbers y e a1x ( A cos bx B sin bx) c3 e m3 x ........ cn e mn x
4 (i.e.complex conjugate)
i.e. If roots are a ib, m3, m4, ,mn
If complex conjugate are equals y e a1x ( Ax B) cos bx (Cx D) sin bx)
5 i.e. If roots are a ib,a ib, m3, m3 x mn x
c3 e ........ c n e
m4, ,mn

Method to find P.I. :

Assuming
f (D) = D n a1 D n 1
a2 D n 2
.......................................... a n
n n 1 n 2
in D y a1 D y a 2 D y .......................................... a n y X
Differential equation will be
f (D) y =X
1
i.e. y = X
f ( D)
Above value of y will be P.I. of given L.D.E.

1
To Evaluate X Following Results Can be Used :
f ( D)

1
X X dx
D
If f ( D) D m1 D m 2 D m 3 ............. D m n
1 1
Then X= X
f ( D) D m1 D m 2 D m 3 ............. D m n
1
X e mx X e mx dx .. .(1)
D m

General method to find P.I.:

If f ( D) D m1 D m 2 D m 3 ............. D m n

Lecture notes by Mr. Zalak Patel Page: - 2 -

 1 1
Then X= X
f ( D) D m1 D m 2 D m3 ............. D m n
1 1
X
D m1 D m2 D m3 ............. D m1
1
e m1 x X e m1 x
dx
D m1 D m2 D m3 .............

Continue above process for all factors of f (D) . And get P.I. for y.

Partial fraction method:

We can use partial fraction method for factors of f (D) .

1
X
D m1 D m 2 D m3 ............. D m n

A1 A2 An
= ................................ X
D m1 D m2 D mn

1 1
Use X e mx X e mx
dx to get P.I. for y = X.
D m f ( D)

Short cut methods to find P.I.:

Let given L.D.E. is f(D)y x .

We can use following short cut methods to find P.I.

1 1 ax
(1) e ax e if f (a) 0 .
f ( D) f (a)

If f (a) 0 then (D- a) is one factor of f (D)

Say f (D) = (D-a) r (D)

1 x r e ax
Then e ax Where r is power of (D-a)
f ( D) r! (a )

1 1
(2) sin ax sin ax if f ( a 2 ) 0
f (D 2 ) f ( a2 )

Lecture notes by Mr. Zalak Patel Page: - 3 -

 and
1 1
cos ax cos ax if f ( a 2 ) 0
f (D 2 ) f ( a2 )

If f ( a 2 ) 0 then (D2 + a2) is one factor of f ( D 2 )

Say f ( D 2 ) = (D2 + a2) r ( D 2 )

Then
1 ( 1) r x r
sin ax sin ax r
f (D 2 ) (2a ) r r! ( a 2 ) 2

Where r is power of (D2 + a2) r

And
1 ( 1) r x r
cos ax cos ax r
f (D 2 ) (2a ) r r! ( a 2 ) 2

Where r is power of (D2 + a2) r

1 1
(3) xm xm
f ( D) 1 ( D)

1 1
Use 1 t t 2 t 3 ................... Or 1 t t 2 t 3 ...................
1 t 1 t

1 1
On and use X X dx to get P.I.
1 ( D) D

1 1 1
(4) e ax v e ax v Then use method for v
f ( D) f ( D a) f ( D a)

1 1
(5) x m sin ax imaginary Part of x m e iax
f ( D) f ( D)
1 1
x m cos ax = Real Part of x m eiax
f ( D) f ( D)

Lecture notes by Mr. Zalak Patel Page: - 4 -

 Method of Variation of Parameters to find P.I.:

This method is useful to find P.I. for second order linear differential equations.

d2y dy
Consider a L.D.E. of second order a0 2
a1 an y X
dx dx
let y c1 y1 c 2 y 2 be C.F. of above equation then we can find P.I using
following method
y X y1 X y y2
P.I. = y1 2 dx y2 dx Where W = 1/ / called Wronskian
W W y1 y2

Method of undetermined multipliers to find P.I.:

This method is useful to find P.I. for second order linear differential equations.
d2y dy
Consider a L.D.E. of second order a 0 2
a1 an y X
dx dx
here to find P.I we will use following table of derivatives family in several
cases of function X.

Sr. X Family of derivatives of X

No
1 X=K 1
2 ax
X= e e ax
3 X = sinax cos ax , sin ax
4 X = xn x n , x n 1 ,.........x,1

In case, if any of two functions above given are multiplied we will use family of new
function as multiplied family (each member of first family with every member of
second family) of above multiplied functions.

We will use P.I.= y = linear combination of functions which are in family of X

We will put above P.I. in given equation and we will find out constants which are
used in linear combination to write P.I.
And finally we will write solution of given equation.

Linear dependent and Linear independent functions:

Let y1 , y 2 ,....... y n be given functions of x.

y1 y 2 .......... y n
y1 y 2 ......... y n .
we can say they are, Linearly independet if wronskian , W = . . 0
. .
n n n
y1 y 2 ......... y n

Lecture notes by Mr. Zalak Patel Page: - 5 -

 y1 y 2 .......... y n
y1 y 2 ......... y n .
we can say they are, Linearly dependet if wronskian , W = . . = 0.
. .
n n n
y1 y 2 ......... y n

Method to find second solu and general solution of second order Homogeneous
Linear differential equation when one solution is given:

Let y1 be one given solution of second order Homogeneous Linear

differential equation y Py Qy 0. .
To find other solution y 2 which is independet with y1 we can use following
1 Pdx
formula y 2 = u1 y 1 where u1 2
e dx .
y1
And general solution can be obatin as y c1 y1 c 2 y 2 .

Lecture notes by Mr. Zalak Patel Page: - 6 -

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