Notes 4 Differential Equations

Advanced Calculus Chapter 4 Dierential Equations 65
4 Dierential Equations
4.1 Terminology
Let U R
n
, and let y : U R. A dierential equation in
y is an equation involving y and its (partial) derivatives. When
n = 1 the dierential equation is called an ordinary dierential
equation; when n 2 the dierential equation is called a partial
dierential equation. The order of a dierential equation is the
highest order of derivative appearing in the equation.
Example 1 The following are all examples of dierential equa-
tions. Equations (a)(e) are ordinary dierential equations and
(f)(h) are partial dierential equations. Equations (a), (b) and (f)
have order one, (c), (d), (g) and (h) have order 2, and (e) has order
three.
(a)
dy
dx
= 2x.
(b)
dy
dx
=
e
x
y + 2
.
(c)
d
2
y
dx
2
+ 3
dy
dx
+ 2y = 4 sin x.
(d)
d
2
y
dx
2
=
2
y.
This is the equation for simple harmonic motion. It arises
naturally in the solution of many problems in mechanics.
(e)
d
3
y
dx
3
+x
d
2
y
dx
2
+x
2
dy
dx
+x
3
y = 0.
(f)
z
x
+
z
y
= 3xy.
(g)

2
z
yx
= x
2
+y
2
.
(h)
U
t
=
2
U
x
2
. (The heat equation.)
A solution of a dierential equation in y is a relation between y
and its variables, free from the derivatives and higher derivatives of
y, that is consistent with the equation.
Example 2 It is easy to check that y = x
2
is a solution of the
dierential equation
dy
dx
= 2x. However, there are other solutions.
For example, y = x
2
+ 5, y = x
2
7 and y = x
2
+ 33.75 are
all solutions of this dierential equation. In fact, y = x
2
+ c is a
solution of this dierential equation for any constant c. This last
solution is called the general solution of the dierential equation.
For most ordinary dierential equations of order one, the general
solution involves an arbitrary constant. Given the value of y for a
particular value of x we can determine the value of c. Such values
of y and x are called boundary conditions for the dierential
equation.
For an ordinary dierential equation of order k, the general solution
normally involves k arbitrary constants. In this case, k independent
boundary conditions are required to nd a unique solution.
The solutions of the dierential equation in Example 2 gave y ex-
plicitly in terms of x. However, solutions of dierential equations
often express y implicitly in terms of its variables, as the following
example illustrates.
Example 3 The general solution of the ordinary dierential equa-
tion
dy
dx
=
e
x
y + 2
is
1
2
y
2
+ 2y = e
x
+c, (1)
where c is a constant. We can check this by dierentiating expres-
sion (1) implicitly with respect to x to get
y
dy
dx
+ 2
dy
dx
= e
x
.
Thus
dy
dx
(y + 2) = e
x
,
and dividing throughout by y + 2 gives
dy
dx
=
e
x
y + 2
,
as required.
Note that starting from the given solution we get
y
2
+ 4y = 2e
x
+d,
where d = 2c. Thus, completing the square of the left hand side of
the above solution gives
(y + 2)
2
4 = 2e
x
+d,
and so
(y + 2)
2
= 2e
x
+f,
where f = d+4. Taking square roots of both sides of this solution,
and then subtracting 2 from both sides gives
y =
_
2e
x
+f 2.
So in this case it is also possible to give the solution for y explicitly
in terms x. However, this is not always possible (see the next
example), and it is debatable whether it is worth the eort to nd
such a solution in this case.
Example 4 The general solution of the ordinary dierential equa-
tion
dy
dx
=
y(x 1)
x(y + 1)
is
y + ln y x + ln x = c.
This can easily be veried by dierentiating the solution with re-
spect to x and rearranging the result to get
dy
dx
. However, it is not
possible to rearrange this solution to express y explicitly in terms
of x.
4.2 Ordinary dierential equations of order one
In this section we consider the problem of nding the general solu-
tion of an ordinary dierential equation of order one. This is not
always possible, but there are many methods for nding the gen-
eral solution, depending on the nature of the dierential equation,
and we consider some of these here. We also consider some special
methods for certain families of dierential equations.
Variables separable dierential equations
Let M and N be functions of one variable, and consider the dier-
ential equation
dy
dx
=
M(x)
N(y)
.
Then
N(y)
dy
dx
= M(x).
Integrating both side with respect to x gives
_
N(y)
dy
dx
dx =
_
M(x) dx,
and so, by the chain rule,
_
N(y) dy =
_
M(x) dx.
Thus, if we can evaluate the two integrals, we can nd the general
solution of the dierential equation. Dierential equations of this
nature are called variables separable, and the method outlined
for solving them is called the separation of variables.
Example 5 Consider the dierential equation
9x
dy
dx
=
x
2
+ 1
2y
.
Separating the variables gives
_
2y dy =
_
x
2
+ 1
9x
dx.
Thus
_
2y dy =
1
9
_ _
x +
1
x
_
dx.
Evaluating the two integrals gives
y
2
=
1
9
_
x
2
2
+ ln x +c
_
,
where c is a constant, and so
y =
1
3
_
x
2
2
+ ln x +c.
dy
dx
= ay,
where a is a constant.
_
dy
y
=
_
a dx.
ln y = ax +c,
y = e
ax+c
= Ae
ax
,
where A = e
c
.
(3y + 2)
3
cos
2
x
dy
dx
= 1.
_
(3y + 2)
3
dy =
_
dx
cos
2
x
.
Thus
_
(3y + 2)
3
dy =
_
sec
2
x dx.
1
3
(3y + 2)
4
4
= tan x +c,
(3y + 2)
4
= 12 tan x +d,
where d = 12c.
Note that, with a bit more eort, we can write the solution of this
dierential equation as y =
1
3
4
12 tan x +d
2
3
, but it is a matter
of mathematical taste as to whether this is better way of expressing
the solution than the one given.
Exact dierential equations
Let M and N be functions of two variables. The dierential equa-
tion
M(x, y) +N(x, y)
dy
dx
= 0
is exact if
M
y
=
N
x
.
When a dierential equation of the given form is exact then the
general solution has the form f(x, y) = c, for some constant c and
some function f, of two variables, satisfying
f
x
= M and
f
y
= N.
To see this, we dierentiate f(x, y) = c with respect to x. This
gives
f
x
dx
dx
+
f
y
dy
dx
= 0.
Since
dx
dx
= 1,
f
x
= M and
f
y
= N we get
M +N
dy
dx
= 0,
as required.
2xy + (x
2
+y
2
)
dy
dx
= 0.
Here M = 2xy and N = x
2
+y
2
, and since
M
y
= 2x and
N
x
= 2x =
M
y
, the dierential equation is exact. Thus we look for a function
f of two variables such that
f
x
= M and
f
y
= N. That is,
f
x
= 2xy; (2)
f
y
= x
2
+y
2
. (3)
Integrating both sides of equation (2) with respect to x gives
f = x
2
y +g(y), (4)
where g is a function of y. To nd g we dierentiate equation (4)
with respect to y to get
f
y
= x
2
+g
(y).
Comparing this expression for
f
y
with the one in equation (3) gives
x
2
+g
(y) = x
2
+y
2
.
Thus g
(y) = y
2
and so g(y) =
1
3
y
3
. Hence f(x, y) = x
2
y +
1
3
y
3
, and
so the solution of the original dierential equation is
x
2
y +
1
3
y
3
= c,
for some constant c.
1 + ln x + 2x ln y +
_
x
2
y
2y
_
dy
dx
= 0.
Here M = 1 + ln x + 2x ln y and N =
x
2
y
2y, and since
M
y
=
2x
y
and
N
x
=
2x
y
=
M
y
, the dierential equation is exact. Thus we look
for a function f of two variables such that
f
x
= M and
f
y
= N.
That is,
f
x
= 1 + ln x + 2x ln y; (5)
f
y
=
x
2
y
2y. (6)
Integrating both sides of equation (5) with respect to x gives To evaluate
_
lnxdx, use
integration by parts with
u = lnx and
dv
dx
= 1.
f = x ln x +x
2
ln y +g(y), (7)
where g is a function of y. To nd g we dierentiate equation (7)
with respect to y to get
f
y
=
x
2
y
+g
(y).
Comparing this expression for
f
y
with the one in equation (6) gives
x
2
y
+g
(y) =
x
2
y
2y.
Thus g
(y) = 2y and so g(y) = y

2
. Hence
f(x, y) = x ln x + x
2
ln y y
2
, and so the solution of the original
dierential equation is
x ln x +x
2
ln y y
2
= c,
Integrating factors
Let M and N be functions of two variables. In general the dier-
ential equation
M(x, y) +N(x, y)
dy
dx
= 0
will not be exact. However, suppose we can nd a function of
two variables such that the dierential equation
(x, y)M(x, y) +(x, y)N(x, y)
dy
dx
= 0
is exact. Then we can solve the resulting dierential equation using
the method described, and hence nd the general solution of the
original dierential equation. The function is called an integrat-
ing factor for the original dierential equation.
Unfortunately, in general, it is dicult to nd an integrating factor
for most dierential equations. However, there are certain classes of
dierential equations for which there is a method for nding one. In
the next subsection we consider one important class of dierential
equations that can be solved using an integrating factor.
Linear dierential equations
A ordinary dierential equation of order one is linear if it can be
written in the form
dy
dx
+P(x)y = Q(x),
where P and Q are functions of one variable.
Given a linear dierential equation of this form, let
(x) = e
P(x) dx
.
We claim that is an integrating factor for the linear dierential
equation.
First note that To dierentiate (x), we use the
chain rule and the fact that
d
dx
__
P(x) dx
_
= P(x).
(x) = P(x)e
P(x) dx
= P(x)(x).
Now rearrange the linear dierential equation in the form
P(x)y Q(x) +
dy
dx
= 0,
and then multiply both sides by (x) to get
(x)(P(x)y Q(x)) +(x)
dy
dx
= 0.
We now need to show that this dierential equation is exact. Let
M = (x)(P(x)y Q(x)) and N = (x). Then
M
y
= (x)P(x);
N
x
=
(x),
= (x)P(x).
Thus
M
y
=
N
x
, and so the dierential equation is exact. Thus (x)
is an integrating factor for the linear dierential equation.
Note that in this case we do not have to reduce the linear dierential
equation to the exact form since (using the Product Rule),
d
dx
((x)y) =
(x)y +(x)
dy
dx
,
= ((x)P(x))y +(x)
dy
dx
,
= (x)
_
P(x)y +
dy
dx
_
,
= (x)Q(x).
Thus
d
dx
((x)y) = (x)Q(x), and so integrating both sides with
respect to x gives
(x)y =
_
(x)Q(x) dx.
Thus
y =
1
(x)
_
(x)Q(x) dx. (8)
So to solve the linear dierential equation
dy
dx
+P(x)y = Q(x),
rst nd the integrating factor (x) = e
P(x) dx
, and then use iden-
tity (8) to nd y.
Example 10 Consider the linear dierential equation
dy
dx
+ay = Ae
bx
,
where A, a and b are constants.
Here P(x) = a and Q(x) = Ae
bx
. Let
(x) = e
a dx
= e
ax
.
Then
y =
1
(x)
_
(x)Q(x) dx,
= e
ax
_
(e
ax
)(Ae
bx
) dx,
= e
ax
_
Ae
(a+b)x
dx,
= e
ax
_
Ae
(a+b)x
a +b
+c
_
,
=
A
a +b
e
bx
+ce
ax
.
So the general solution of the dierential equation is
y =
A
a +b
e
bx
+ce
ax
,
where c is a constant.
Example 11 Consider the linear dierential equation
(x
2
+ 1)
dy
dx
+xy = x(x
2
+ 1).
Then
dy
dx
+
x
(x
2
+ 1)
y = x.
Thus the dierential equation is linear with P(x) =
x
(x
2
+1)
and
Q(x) = x. Let
(x) = e
x
(x
2
+1)
dx
,
= e
1
2
2x
(x
2
+1)
dx
,
= e
1
2
ln(x
2
+1)
,
=
_
e
ln(x
2
+1)
_1
2
,
= (x
2
+ 1)
1
2
.
Then
y =
1
(x)
_
(x)Q(x) dx,
= (x
2
+ 1)
1
2
_
((x
2
+ 1)
1
2
)x dx,
= (x
2
+ 1)
1
2
_
1
3
(x
2
+ 1)
3
2
+c)
_
,
=
1
3
(x
2
+ 1) +c(x
2
+ 1)
1
2
,
=
1
3
(x
2
+ 1) +
c
x
2
+ 1
.
So the general solution of the dierential equation is
y =
1
3
(x
2
+ 1) +
c
x
2
+ 1
,
where c is a constant.
Homogeneous dierential equations
Recall that a function f of two variables is homogeneous of degree
n if
f(x, y) =
n
f(x, y).
Let M and N be functions of two variables. Consider the dierential
equation
M(x, y) +N(x, y)
dy
dx
= 0,
where M and N are both homogeneous of degree n. (Such a dif-
ferential equation is called homogeneous.) Then we put y = vx,
where v is a function of x.
By the product rule
dy
dx
= x
dv
dx
+v.
Also, since M is homogeneous of degree n,
M(x, y) = M(x, vx),
= M(x.1, x.v),
= x
n
M(1, v),
= x
n

M(v),
for some function

M of one variable.
Similarly N(x, y) = x
n

N(v), for some function

N of one variable.
So, with y = vx the original dierential equation becomes
x
n

M(v) +x
n

N(v)
_
x
dv
dx
+v
_
= 0.
Since this is valid for all x, we can cancel the common factor of x
n
to get
M(v) +

N(v)
_
x
dv
dx
+v
_
= 0.
This nal dierential equation is variables separable. Thus, using
the method given earlier, we can nd v, and consequently y.
Note When solving a homogeneous dierential equation, it is not
necessary to identify the functions

M and

N. You just have to
remember to eliminate y by putting y = vx. If the resulting dier-
ential equation is not variables separable then you have either made
a mistake, or the original dierential equation is not homogeneous.
x
3
+y
3
+ 2xy
2
dy
dx
= 0.
It is easy to verify that M = x
3
+ y
3
and N = 2xy
2
are both ho-
mogeneous of degree 3. Putting y = vx in the dierential equation
gives
x
3
+v
3
x
3
+ 2xv
2
x
2
_
x
dv
dx
+v
_
= 0.
Cancelling the common factor of x
3
, and rearranging the resulting
dierential equation gives
2xv
2
dv
dx
= (1 + 3v
3
).
_
2v
2
1 + 3v
3
dv =
_
dx
x
.
Evaluating the two integrals we get
2
9
ln(1 + 3v
3
) = ln x +c,
where c is a constant. Since y = vx then v =
y
x
, and so substituting
for v in the above solution, we get the general solution of the original
dierential equation as follows:
2
9
ln
_
1 +
3y
3
x
3
_
+ ln x = c.
y +x sec
_
y
x
_
x
dy
dx
= 0.
It is easy to verify that M = y+x sec
_
y
x
_
and N = x are both ho-
mogeneous of degree 1. Putting y = vx in the dierential equation
gives
vx +x sec
_
vx
x
_
x
_
x
dv
dx
+v
_
= 0.
Cancelling the common factor of x, and rearranging the resulting
dierential equation gives
x
dv
dx
= sec v.
_
dv
sec v
=
_
dx
x
,
and, since sec v =
1
cos v
, we get
_
cos v dv =
_
dx
x
.
Evaluating the two integrals, we get
sin v = ln x +c,
where c is a constant. Since y = vx then v =
y
x
, and so substituting
for v in the above solution, we get the general solution of the original
dierential equation as follows:
sin
_
y
x
_
= ln x +c.
Change of variable
When solving a homogeneous dierential equation we changed the
variables with the substitution y = vx. Often other rst order
dierential equations can be solved by changing the variables.
For some dierential equations it is clear what the change of vari-
ables should be, as illustrated in the following example.
dy
dx
= (x + 4y + 3)
2
.
Here we put z = x + 4y + 3. Then
dz
dx
= 1 + 4
dy
dx
,
= 1 + 4(x + 4y + 3)
2
,
= 1 + 4z
2
,
and so we get the variables separable equation
dz
dx
= 1 + 4z
2
.
_
dz
1 + 4z
2
=
_
dx,
and evaluating the two integrals we get
1
2
arctan(2z) = x +c,
Substituting for z gives
1
2
arctan(2(x + 4y + 3)) = x +c,
which is the general solution of the original equation.
The general solution can be tidied up (with a little eort) to get
y =
1
8
(tan(2x +d) 2x 6),
where d = 2c.
In general, it is not always obvious what the change of variables
should be. However, there are some classes of dierential equations
that can be solved with a standard change of variable. We give two
such special cases in the next two subsections.
Special case 1
Let a, b, c, d, e, f R with at least one of d, e or f nonzero. Consider
the dierential equation
dy
dx
=
ax +by +c
dx +ey +f
.
The dierential equations in this class can be solved using a change
of variables, depending on whether the lines ax + by + c = 0 and
dx +ey +f = 0 are parallel.
Suppose rst that ax + by + c = 0 and dx + ey + f = 0 are not
parallel. Then let (, ) be the point where these two lines intersect,
and put
x = X +,
y = Y +.
We claim that
dY
dX
=
dy
dx
. To see this, suppose that y = g(x) for
some function g. Then
dy
dx
= g
(x). Also Y + = g(X +) and so,

by the chain rule,
dY
dX
= g
(X +) = g
(x) =
dy
dx
.
Thus
dY
dX
=
dy
dx
, as claimed.
Since (, ) is on the line ax+by+c = 0, it follows that a+B+c =
0. Thus
ax +by +c = a(X +) +b(Y +) +c,
= aX +bY +a +B +c,
= aX +bY.
Similarly
dx +ey +f = dX +eY.
Using the above, after the change of variables, the dierential equa-
tion becomes
dY
dX
=
aX +bY
dX +eY
.
This dierential equation is homogeneous, and so can be solved us-
ing the method given earlier. Thus we can nd the general solution
of the original equation.
Suppose now that ax+by +c = 0 and dx +ey +f = 0 are parallel.
Then there are , g R such that
dx +ey +f = (ax +by +g).
Thus
dy
dx
=
ax +by +c
(ax +by +g)
.
Put z = ax +by. Then
dz
dx
= a +b
dy
dx
, and so If || < 1 it is slightly easier to
put z = dx + ey.
dy
dx
=
_
dz
dx
a
_
_
b.
Thus, changing the variables in the dierential equation we get
_
dz
dx
a
_
_
b =
z +c
(z +g)
,
which can be rearranged to get
dz
dx
=
b(z +c)
(z +g)
+a.
This dierential equation is variables separable, and so can be
solved using the method given earlier. Thus we can nd the general
solution of the original equation.
dy
dx
=
x +y 6
x y 2
.
The lines x + y 6 = 0 and x y 2 = 0 are not parallel and To nd the point where the lines
intersect solve the equations
x + y = 6,
x y = 2.
intersect at the point (4, 2). Putting x = X +4 and y = Y +2 into
the dierential equation gives
dY
dX
=
X + 4 +Y + 2 6
X + 4 Y 2 2
=
X +Y
X Y
.
This dierential equation is homogeneous, so putting Y = XV we
get
dY
dX
= X
dV
dX
+V , and the dierential equation becomes
X
dV
dX
+V =
X +XV
X XV
=
1 +V
1 V
.
Thus
X
dV
dX
=
1 +V
1 V
V =
1 +V V (1 V )
1 V
=
1 +V
2
1 V
.
The last dierential equation is variables separable and so
_
1 V
1 +V
2
dV =
_
dX
X
.
Hence
_ _
1
1 +V
2

V
1 +V
2
_
dV =
_
dX
X
.
arctan V
1
2
ln(1 +V
2
) = ln X +c,
where c is a constant. Multiplying throughout by 2, and rearranging
the solution gives
2 arctan V (ln(1 +V
2
) + 2 ln X) = d,
where d = 2c. Now 2 ln X = ln X
2
, and so
ln(1 +V
2
) + 2 ln X = ln(1 +V
2
) + ln X
2
= ln(X
2
+X
2
V
2
).
Thus
2 arctan V ln(X
2
+X
2
V
2
) = d.
Since V =
Y
X
the solution becomes
2 arctan
_
Y
X
_
ln(X
2
+Y
2
) = d.
Finally, putting X = x 4 and Y = y 2 we get
2 arctan
_
y 2
x 4
_
ln((x 4)
2
+ (y 2)
2
) = d,
which is the general solution of the original dierential equation.
dy
dx
=
x + 2y + 5
2x + 4y 3
.
The lines x +2y +5 = 0 and 2x +4y 3 = 0 are parallel so we put
z = x + 2y. Then
dz
dx
= 1 + 2
dy
dx
,
and so
dy
dx
=
1
2
_
dz
dx
1
_
.
Thus, changing the variable, the dierential equation becomes
1
2
_
dz
dx
1
_
=
z + 5
2z 3
.
Hence
dz
dx
=
2z + 10
2z 3
+ 1 =
4z + 7
2z 3
.
This dierential equation is variables separable, and so separating
the variables gives
_
2z 3
4z + 7
dz =
_
dx. (9)
Now
_
2z 3
4z + 7
dz =
1
2
_
4z 6
4z + 7
dz,
=
1
2
_
4z + 7 13
4z + 7
dz,
=
1
2
_
1
13
4z + 7
dz,
=
1
2
_
z
13
4
ln(4z + 7)
_
.
Thus evaluating the two integrals in equality (9) gives
1
2
_
z
13
4
ln(4z + 7)
_
= x +c,
where c is a constant. Multiplying both sides of the last equality
by 8 we get
4z 13 ln(4z + 7) = 8x +d,
where d = 8c. Substituting z = x + 2y in the last expression and
simplifying the result gives
8y 4x 13 ln(4x + 8y + 7) = d,
which is the general solution of the original dierential equation.
Special case 2
Let P and Q be functions of one variable, and consider the dier-
ential equation
dy
dx
+P(x)y = Q(x)y
n
.
To solve this dierential equation rst divide both sides by y
n
to
get
1
y
n
dy
dx
+
P(x)
y
n1
= Q(x).
Now put u =
1
y
n1
= y
1n
. For this change of variable
du
dx
= (1 n)y
n
dy
dx
=
1 n
y
n
dy
dx
,
and so
dy
dx
=
y
n
1 n
du
dx
.
After the change of variable, the dierential equation becomes
1
y
n
_
y
n
1 n
du
dx
_
+uP(x) = Q(x),
and so
1
1 n
du
dx
+uP(x) = Q(x).
Multiplying both sides by 1 n yields the dierential equation
du
dx
+ (1 n)uP(x) = (1 n)Q(x),
which is linear, so it can be solved by nding an integrating factor
and using the method given earlier.
dy
dx
+
y
x
= x
3
y
6
.
Dividing both sides by y
6
gives
1
y
6
dy
dx
+
1
xy
5
= x
3
.
Putting u =
1
y
6
, we get
du
dx
=
6
y
6
dy
dx
, and so
dy
dx
=
y
6
5
du
dx
. Changing
the variable in the dierential equation gives
1
y
6
_
y
6
5
du
dx
_
+
u
x
= x
3
.
Simplifying this dierential equation, and then multiplying both
sides by 5 gives
du
dx

5
x
u = 5x
3
.
The preceding dierential equation is linear so we rst nd the
integrating factor
(x) = e

5
x
dx
,
= e
5 lnx
,
= e
lnx
5
,
= x
5
=
1
x
5
.
Then
u =
1
(x)
_
(x)(5x
3
) dx,
= x
5
_

5
x
2
dx,
= x
5
_
5
x
+c
_
,
where c is a constant. Thus
u = x
4
(5 +cx).
Since u =
1
y
5
, the general solution of the original dierential equa-
tion is
1
y
5
= x
4
(5 +cx),
or x
4
y
5
(5 +cx) = 1.
4.3 Ordinary dierential equations of order two
To nd the general solution of a dierential equation of order two
is more dicult than for order one. In this section we only consider
linear dierential equations. That is, dierential equations of the
form
P(x)
d
2
y
dx
2
+Q(x)
dy
dx
+R(x)y = S(x),
where P, Q, R and S are functions of one variable.
The homogeneous case with constant coecients
We start with the simplest case where P, Q and R are constant
functions and S is identically zero. That is, the dierential equation
has the form
P
d
2
y
dx
2
+Q
dy
dx
+Ry = 0, (10)
where P, Q, R R. Such a dierential equation is called homoge-
neous with constant coecients.
In looking for the general solution of equation (10) we note rst
that if y is a solution of the dierential equation then so is Ay, for
a constant A. Also, since the dierential equation is of order two,
we expect the general solution to involve two arbitrary constants.
Finally, in Example 6 we found that the general solution of a homo-
geneous linear dierential equation of order one was an exponential
function. Inspired by this, we look for solutions of equation (10)
having the form y = e
tx
, for some constant t. For this y,
dy
dx
= te
tx
and
d
2
y
dx
2
= t
2
e
tx
. Substituting for y,
dy
dx
and
d
2
y
dx
2
in equation (10)
gives
Pt
2
e
tx
+Qte
tx
+Re
tx
= 0.
Since e
tx
= 0, we can cancel this factor from the previous equation
to get
Pt
2
+Qt +R = 0.
This is a quadratic equation in t, and is called the auxiliary equa-
tion of the dierential equation given in (10).
Let and be the roots of the auxiliary equation. Then the general
solution of (10) depends on the nature of and . There are three
cases to consider.
Case 1: , R with = . This is the easiest case; since we
know that e
x
and e
x
are distinct solutions of equation (10), the
general solution is
y = Ae
x
+Be
x
,
where A and B are (real) constants.
Case 2: , R with = . In this case, since = , e
x
= e
x
and so we only have one solution of equation (10). However, it
is straightforward to check that xe
x
is also a solution of equa-
tion (10), and so the general solution is
y = (A +Bx)e
x
,
where A and B are (real) constants.
Case 3: , R. We rst recall that it is not possible to have
one of or in R and the other not in R, since the non-real roots
of a polynomial equation with coecients in R occur in conjugate
pairs. Thus, in this case, = a +bi and = a ib where a, b R, Recall that i =
1.
with b = 0. Doing the same as in case 1 we could write the general
solution of equation (10) in the form
y =

Ae
(a+bi)x
+

Be
(aib)x
,
where

A and

B are complex constants. However, it is unsatisfac-
tory to have the solution of a dierential equation involving a real
function expressed in terms of complex functions, so we aim to nd
a better way of expressing the solution. Now Here we use the standard rules
for exponentials together with
the result that
e
i
= cos + i sin,
for all R.
e
(a+bi)x
= e
ax+bxi
= e
ax
e
bxi
= e
ax
(cos(bx) +i sin(bx)).
Similarly,
e
(abi)x
= e
axbxi
= e
ax
e
bxi
= e
ax
(cos(bx) i sin(bx)).
Using these equivalent expressions for e
(a+bi)x
and e
(abi)x
we get
Ae
(a+bi)x
+

Be
(aib)x
=

Ae
ax
(cos(bx) +i sin(bx)) +
Be
ax
(cos(bx) i sin(bx)),
= e
ax
((

A +

B) cos(bx) +i(

A

B) sin(bx)),
= e
ax
(Acos(bx) +Bsin(bx)),
where A =

A +

B and B = i(

A

B). Note, since A, B R, it follows
that

B is the complex conjugate
of

A.
In summary, we have the following method for nding the general
solution of equation (10). First nd the solutions and of the
auxiliary equation
Pt
2
+Qt +R = 0.
Then the following table gives the general solution of equation (10),
where A and B are constants.
Nature of the roots of General solution
the auxiliary equation of equation (10)
, R, = y = Ae
x
+Be
x
, R, = y = (A +Bx)e
x
= a +ib, = a ib, y = e
ax
(Acos(bx) +Bsin(bx))
a, b R, b = 0
d
2
y
dx
2
5
dy
dx
+ 6y = 0.
The auxiliary equation of this dierential equation is
t
2
5t + 6 = 0.
Thus (t 2)(t 3) = 0, and so t = 2, 3. Hence the general solution
of the dierential equation is
y = Ae
2x
+Be
3x
,
4
d
2
y
dx
2
4
dy
dx
+y = 0.
4t
2
4t + 1 = 0.
Thus (2t1)
2
= 0, and so t =
1
2
(twice). Hence the general solution
of the dierential equation is
y = (Ax +B)e
1
2
x
,
d
2
y
dx
2
10
dy
dx
+ 29y = 0.
t
2
10t + 29 = 0.
Thus
t =
10
100 4 29
2
,
=
10
16
2
,
= 5 2i.
Hence the general solution of the dierential equation is
y = e
5x
(Acos(2x) +Bsin(2x)),
The nonhomogeneous case with constant coecients
We now consider the case where P, Q and R are constant functions
and S is a function of x. That is, the dierential equation has the
form
P
d
2
y
dx
2
+Q
dy
dx
+Ry = S(x), (11)
where P, Q, R R. Such a dierential equation is called nonho-
mogeneous with constant coecients.
To nd the general solution of equation (11) we have to do two
things. First we nd the general solution C(x)of the homogeneous
part
P
d
2
y
dx
2
+Q
dy
dx
+Ry = 0.
This is called the complementary function of equation (11).
Next we nd any solution p(x) of equation (11). This is called a
particular integral of the dierential equation. Then the general
solution of equation (11) is
y = C(x) +p(x).
Finally, if there are any boundary conditions we use them to deter-
mine the arbitrary constants in the general solution.
Finding a particular integral
In the above method, we know how to nd the complementary
function. However, nding a particular integral is very hard for
most functions S(x), but there are some families of functions for
which it is possible to nd a particular integral. Here we give three
such families of functions.
Family 1: S(x) = Me
x
, where M, R. In this case we look
for a particular integral of the form
p(x) = Gx
j
e
x
,
where j is the number of times is a root of the auxiliary equation,
and G is a constant.
Family 2: S(x) = M cos(cx) +N sin(cx), where M, N, c R. In
this case we look for a particular integral of the form
p(x) = Gcos(cx) +H sin(cx),
where G and H are constants, unless the roots of the auxiliary
equation are ci, in which case we look for a particular integral of
the form
p(x) = x(Gcos(cx) +H sin(cx)).
Family 3: S(x) = M
k
x
k
+ M
k1
x
k1
+ + M
1
x + M
0
, where
M
k
, M
k1
, . . . , M
1
, M
0
R. In this case we look for a particular
integral of the form
p(x) = x
j
(m
k
x
k
+m
k1
x
k1
+ +m
1
x +m
0
),
where j is the number of times 0 is a root of the auxiliary equation,
and m
k
, m
k1
, . . . , m
1
, m
0
are constants.
Observe that, if 0 is a root of the auxiliary equation then the dif-
ferential equation
P
d
2
y
dx
2
+Q
dy
dx
+Ry = S(x)
must have R = 0. That is the dierential equation is
P
d
2
y
dx
2
+Q
dy
dx
= S(x).
In this case, it is easier to change the variable by putting u =
dy
dx
(so
du
dx
=
d
2
y
dx
2
) to get
P
du
dx
+Qu = S(x),
and then solve the resulting rst order dierential equation. If we do
this, then whenever S(x) is a polynomial of degree k the particular
integral is also a polynomial of degree k.
In general, we note that for all three families of functions considered,
the particular integral has the same form as S(x), except when the
roots of the auxiliary equation take certain values. In the latter
case we multiple the form of the particular integral by a suitable
power of x; this is required because, in this case, S(x) is part of the
complementary function and so cannot be a particular integral of
the nonhomogeneous dierential equation.
Finally, we observe that if S(x) is a sum of functions from the three
families considered then the particular integral will be a sum of the
corresponding particular integrals.
d
2
y
dx
2
5
dy
dx
+ 6y = 20e
3x
,
with boundary conditions y = 5,
dy
dx
= 3 when x = 0.
From Example 18, the auxiliary equation of the homogeneous part
of this dierential equation is t
2
5t + 6 = 0, with roots t = 2, 3.
Hence the complementary function of the dierential equation is
C = Ae
2x
+Be
3x
,
Here S = 20e
3x
, so we look for a particular integral of the form
p = Ge
3x
. Then
dp
dx
= 3Ge
3x
and
d
2
p
dx
2
= 9Ge
3x
. Now, since p is
a particular integral of the dierential equation it must satisfy the
dierential equation. So putting y = p in the dierential equation
gives
9Ge
3x
5(3Ge
3x
) + 6Ge
3x
= 20e
3x
.
Cancelling the common factor of e
3x
from this expression, and
simplifying the result gives 30G = 20, and so G =
2
3
. Thus the
particular integral is
p =
2
3
e
3x
.
From the above, the general solution of the dierential equation is
y = C +p = Ae
2x
+Be
3x
+
2
3
e
3x
.
We now use the boundary conditions to determine A and B. Dif-
ferentiating the general solution with respect to x gives
dy
dx
= 2Ae
2x
+ 3Be
3x
2e
3x
.
Now, when x = 0, y = 5 and
dy
dx
= 3. Thus, putting x = 0 in the
general solution and its derivative, and then comparing them with
the corresponding boundary condition gives
A +B +
2
3
= 5,
2A + 3B 2 = 3.
Simplifying these equations we get
3A + 3B = 13, (12)
2A + 3B = 5. (13)
Subtracting equation (13) from equation (12) gives A = 8; sub-
stituting A = 8 in equation (13) gives 16 + 3B = 5, which gives
B =
11
3
. Thus the solution of the dierential equation with the
given boundary conditions is
y = 16e
2x
11
3
e
3x
+
2
3
e
3x
.
d
2
y
dx
2
5
dy
dx
+ 6y = 3e
2x
.
As in the previous example, the roots of the auxiliary equation are
t = 2, 3 and the complementary function of the dierential equation
is
C = Ae
2x
+Be
3x
,
Here S = 3e
2x
. Since 2 is a single root of the auxiliary equation,
we look for a particular integral of the form p = Gxe
2x
. Then
dp
dx
= Ge
2x
+ 2Gxe
2x
,
= G(1 + 2x)e
2x
;
d
2
p
dx
2
= 2Ge
2x
+ 2G(1 + 2x)e
2x
,
= 4G(1 +x)e
2x
.
So putting y = p in the dierential equation gives
4G(1 +x)e
2x
5(G(1 + 2x)e
2x
) + 6Gxe
2x
= 3e
2x
.
2x
from this expression gives
G(4 + 4x 5 10x + 6x) = 3.
Thus G = 3, and so G = 3. Thus the particular integral is Note that all of the x terms
cancel. If this does not happen
then we have done something
wrong.
p = 3xe
2x
.
y = C +p = Ae
2x
+Be
3x
3xe
2x
.
d
2
y
dx
2
10
dy
dx
+ 29y = 29x
2
+ 38x 18.
From Example 20, the auxiliary equation of the homogeneous part
of this dierential equation is t
2
10t+29 = 0, with roots t = 52i.
C = e
5x
(Acos(2x) +Bsin(2x)),
Here S = 29x
2
+ 38x 18, so we look for a particular integral of
the form p = ax
2
+ bx + c. Then
dp
dx
= 2ax + b and
d
2
p
dx
2
= 2a. So
putting y = p in the dierential equation gives
2a 10(2ax +b) + 29(ax
2
+bx +c) = 29x
2
+ 38x 18.
Comparing the coecients of x
2
and x, and the constant term,
respectively, for both sides of the previous expression gives
29a = 29,
20a + 29b = 38,
2a 10b + 29c = 18.
Solving the system of linear equations gives a = 1, b = 2 and c = 0.
Thus the particular integral is
p = x
2
+ 2x.
y = C +p = e
5x
(Acos(2x) +Bsin(2x)) +x
2
+ 2x.
d
2
y
dx
2
+y = 4 sin x + 3 cos x.
The auxiliary equation of the homogeneous part of this dierential
equation is t
2
+ 1 = 0, and so t = i. Hence the complementary
function of the dierential equation is
C = Acos x +Bsin x,
Here S = 4 sin x + 3 cos x. Since i are roots of the auxiliary
equation, we look for a particular integral of the form
p = x(Gsin x +H cos x). Then
dp
dx
= Gsin x +H cos x +x(Gcos x H sin x);
d
2
p
dx
2
= Gcos x H sin x +Gcos x H sin x +x(Gsin x H cos x),
= 2(Gcos x H sin x) x(Gsin x +H cos x).
Putting y = p in the dierential equation gives
2(Gcos xH sin x)x(Gsin x+H cos x)+x(Gsin x+H cos x) = 4 sin x+3 cos x.
Thus 2(Gcos x H sin x) = 4 sin x + 3 cos x. Thus G =
3
2
and
H = 2, and so the particular integral is
p = x
_
3
2
sin x 2 cos x
_
.
y = C +p = Acos x +Bsin x +x
_
3
2
sin x 2 cos x
_
.
d
2
y
dx
2
+
dy
dx
+y = 2e
x
+ 3x + 4.
The auxiliary equation of the homogeneous part of this dierential
equation is t
2
+t + 1 = 0, and so
t =
1
1 4
2
,
=
1
2

3
2
i.
C = e
1
2
x
_
Acos
_
3
2
x
_
+Bsin
_
3
2
x
__
,
Here S = 2e
x
+ 3x + 4. This is the sum of functions from two of
the families considered. Hence we look for a particular integral of
the form p = Ge
x
+Hx +K. Then
dp
dx
= Ge
x
+H;
d
2
p
dx
2
= Ge
x
.
Putting y = p in the dierential equation gives
Ge
x
+Ge
x
+H +Ge
x
+Hx +K = 2e
x
+ 3x + 4.
Thus 3Ge
x
+Hx+H +K = 2e
x
+3x+4. Thus G =
2
3
, H = 3 and
H +K = 4, so K = 1. Thus the particular integral is
p =
2
3
e
x
+ 3x + 1.
y = C+p = e
1
2
x
_
Acos
_
3
2
x
_
+Bsin
_
3
2
x
__
+
2
3
e
x
+3x+1.
Order two linear dierential equations
We now consider general order two linear dierential equations.
That is, dierential equations of the form
P(x)
d
2
y
dx
2
+Q(x)
dy
dx
+R(x)y = S(x), (14)
where P, Q, R and S are functions of one variable. For such a
dierential equation, the homogeneous part is the dierential
equation
P(x)
d
2
y
dx
2
+Q(x)
dy
dx
+R(x)y = 0.
As in the case with constant coecients, nding the general solution
of equation (14) depends upon being able to nd a solution of the
homogeneous part. To see this, suppose y = g is a solution of the
homogeneous part, for some function g of x. Then
P(x)
d
2
g
dx
2
+Q(x)
dg
dx
+R(x)g = 0.
Now we change the variable in equation (14) by putting y = gv for
some function v of x. Then, using the product rule, we get
dy
dx
= g
dv
dx
+v
dg
dx
;
d
2
y
dx
2
= g
d
2
v
dx
2
+ 2
dg
dx
dv
dx
+v
d
2
g
dx
2
.
Thus, with the change the variable, equation (14) becomes
P(x)
_
g
d
2
v
dx
2
+ 2
dg
dx
dv
dx
+v
d
2
g
dx
2
_
+Q(x)
_
g
dv
dx
+v
dg
dx
_
+R(x)gv = S(x),
which can be rewritten as
v
_
P(x)
d
2
g
dx
2
+Q(x)
dg
dx
+R(x)g
_
+
P(x)
_
g
d
2
v
dx
2
+ 2
dg
dx
dv
dx
_
+Q(x)g
dv
dx
= S(x).
(15)
Now, since g is a solution of the homogeneous part of equation (14),
the rst term of equation (15) is zero. Thus equation (15) becomes
P(x)
_
g
d
2
v
dx
2
+ 2
dg
dx
dv
dx
_
+Q(x)g
dv
dx
= S(x),
which can be rewritten as
P(x)g
d
2
v
dx
2
+
_
2P(x)
dg
dx
+Q(x)g
_
dv
dx
= S(x). (16)
Now we put w =
dv
dx
in equation (16) to get
P(x)g
dw
dx
+
_
2P(x)
dg
dx
+Q(x)g
_
w = S(x),
which is a rst order dierential equation for w. Solving this dif-
ferential equation gives w. We can then nd the general solution
of equation (14) by integrating w with respect to x to get v and
nally getting y = vg.
Note You do not have to remember the rst order dierential
equation for w in terms of P, Q, S and g to solve equation (14); just
remember the change of variable y = gv, and derive the rst order
dierential equation from scratch.
x
2
(x + 1)
d
2
y
dx
2
+x(3x 2)
dy
dx
(3x 2)y = 10x
3
.
It is easy to verify that y = x is a solution of the homogeneous part
of this equation. So putting y = vx we get
dy
dx
= x
dv
dx
+v;
d
2
y
dx
2
= x
d
2
v
dx
2
+ 2
dv
dx
.
Thus the dierential equation becomes
x
2
(x+1)
_
x
d
2
v
dx
2
+ 2
dv
dx
_
+x(3x2)
_
x
dv
dx
+v
_
(3x2)vx = 10x
3
.
Collecting terms in the previous equation involving
d
2
v
dx
2
and
dv
dx
we
get
x
3
(x + 1)
d
2
v
dx
2
+
_
2x
2
(x + 1) +x
2
(3x 2)
_
dv
dx
= 10x
3
,
and simplifying gives
x
3
(x + 1)
d
2
v
dx
2
+ 5x
3
dv
dx
= 10x
3
.
Dividing the resulting equation throughout by x
3
(x +1), and then
putting w =
dv
dx
we get
dw
dx
+
5w
x + 1
=
10
x + 1
,
which is a rst order linear dierential equation. To solve this
dierential equation we rst nd the integrating factor
(x) = e
5
x+1
dx
,
= e
5 ln(x+1)
,
= e
ln(x+1)
5
,
= (x + 1)
5
.
Then
w =
1
(x)
_
(x)
10
x + 1
dx,
=
1
(x + 1)
5
_
(x + 1)
5
10
x + 1
dx,
=
1
(x + 1)
5
_
10(x + 1)
4
dx,
=
1
(x + 1)
5
_
2(x + 1)
5
+C
_
,
= 2 +
C
(x + 1)
5
,
where C is a constant.
Now,
dv
dx
= w, and so
v =
_
wdx,
=
_ _
2 +
C
(x + 1)
5
_
dx,
= 2x +
D
(x + 1)
4
+E,
where D =
C
4
and E is a constant.
Finally, y = vx, and so the general solution of the original dieren-
tial equation is
y = 2x
2
+
Dx
(x + 1)
4
+Ex.
Euler equations
In general, it is dicult to nd a solution of the homogeneous part
of an order two linear dierential equation. However, there are some
families of equations where this is possible. Here we consider one
such family, the Euler equations. These are dierential equations
of the form
ax
2
d
2
y
dx
2
+bx
dy
dx
+cy = S(x),
where a, b and c are constants, and S is a function of one variable.
There are two possible ways to look for the general solution of an
Euler equation.
Look for a solution of the homogeneous part of the equation
of the form y = x
k
. If a suitable value of k is found then apply
the method described above to nd the general solution of the
nonhomogeneous equation. (This method does not always
work as the values of k found could be non-real.)
Change the variable by putting x = e
t
. This reduces the
dierential equation to one with constant coecients. (This
method always works, but is probably more dicult.)
We now give some examples to illustrate the two methods.
x
2
d
2
y
dx
2
7x
dy
dx
+ 16y = 16x
4
.
We look for a solution of
x
2
d
2
y
dx
2
7x
dy
dx
+ 16y = 0
of the form y = x
k
. Then
dy
dx
= kx
k1
and
d
2
y
dx
2
= k(k 1)x
k2
.
Substituting for y,
dy
dx
and
d
2
y
dx
2
in the homogeneous part gives
x
2
k(k 1)x
k2
7xkx
k1
+ 16x
k
= 0,
and so
k(k 1)x
k
7kx
k
+ 16x
k
= 0.
The last equation is valid for all x and so we can cancel the x
k
term.
Thus
k(k 1) 7k + 16 = 0 k
2
8k + 16 = 0,
(k 4)
2
= 0,
k = 4.
So y = x
4
is a solution of the homogeneous part of the dierential
equation. We now change the variable in the dierential equation
by putting y = vx
4
. Then
dy
dx
= x
4
dv
dx
+ 4x
3
v,
= x
3
_
x
dv
dx
+ 4v
_
;
d
2
y
dx
2
= x
3
_
x
d
2
v
dx
2
+
dv
dx
+ 4
dv
dx
_
+ 3x
2
_
x
dv
dx
+ 4v
_
,
= x
2
_
x
2
d
2
v
dx
2
+ 8x
dv
dx
+ 12v
_
.
Substituting the expressions found for y,
dv
dx
and
d
2
v
dx
2
in the dier-
ential equation we get
x
4
_
x
2
d
2
v
dx
2
+ 8x
dv
dx
+ 12v
_
7x
4
_
x
dv
dx
+ 4v
_
+ 16vx
4
= 16x
4
.
Cancelling the common factor of x
4
in the previous equation, and
simplifying the result gives
x
2
d
2
v
dx
2
+x
dv
dx
= 16.
Putting w =
dv
dx
in this equation, and dividing throughout by x
2
we
get
dw
dx
+
w
x
=
16
x
2
,
which is a rst order linear dierential equation. To solve this
dierential equation we rst nd the integrating factor
(x) = e
1
x
dx
,
= e
ln x
,
= x.
Then
w =
1
(x)
_
(x)
16
x
2
dx,
=
1
x
_
x
16
x
2
dx,
=
1
x
_
16
x
dx,
=
1
x
(16 ln x +C) ,
=
16 ln x
x
+
C
x
where C is a constant.
Now,
dv
dx
= w, and so
v =
_
wdx,
=
_ _
16 ln x
x
+
C
x
_
dx,
= 8(ln x)
2
+C ln x +D,
where D is a constant.
To evaluate
_
16 ln x
x
dx, put
u = lnx.
Finally, y = vx
4
, and so the general solution of the original dier-
ential equation is
y = (8(ln x)
2
+C ln x +D)x
4
.
Example 28 Consider again the dierential equation
x
2
d
2
y
dx
2
7x
dy
dx
+ 16y = 16x
4
.
We now consider the second way of solving this equation using the
change of variable x = e
t
. The
dy
dt
=
dy
dx
dx
dt
,
=
dy
dx
e
t
,
= x
dy
dx
;
d
2
y
dt
2
=
d
dt
_
dy
dt
_
,
=
d
dt
_
x
dy
dx
_
,
=
dx
dt
d
dx
_
x
dy
dx
_
,
= e
t
_
dy
dx
+x
d
2
y
dx
2
_
,
= x
_
dy
dx
+x
d
2
y
dx
2
_
,
= x
dy
dx
+x
2
d
2
y
dx
2
.
Using the nal expressions for
dy
dt
and
d
2
y
dt
2
we get
x
dy
dx
=
dy
dt
;
x
2
d
2
y
dx
2
=
d
2
y
dt
2
x
dy
dx
,
=
d
2
y
dt
2

dy
dt
.
Replacing there terms x
dy
dx
and x
2 d
2
y
dx
2
of the original equation with
the above equivalent terms gives
d
2
y
dt
2

dy
dt
7
dy
dt
+ 16y = 16x
4
.
Simplifying the previous equation, and noting that x
4
= (e
t
)
4
= e
4t
,
we get
d
2
y
dt
2
8
dy
dt
+ 16y = 16e
4t
.
This is a linear dierential equation with constant coecients, so we
can solve it using the method given earlier. The auxiliary equation
of this equation is s
2
8s + 16 = 0. Thus (s 4)
2
= 0, and so
s = 4 (twice). Hence the complementary function of the dierential
equation is
C(t) = (At +B)e
4t
,
Since 4 is a double root of the auxiliary equation, we look for a
particular integral of the form p = Gt
2
e
4t
. Then
dp
dt
= 2Gte
4t
+ 4Gt
2
e
4t
,
= 2Gt(1 + 2t)e
4t
;
d
2
p
dt
2
= 2G
_
(1 + 4t)e
4t
+ 4t(1 + 2t)e
4t
_
,
= 2G(1 + 8t + 8t
2
)e
4t
.
So putting y = p in the dierential equation gives
2G(1 + 8t + 8t
2
)e
4t
16Gt(1 + 2t)e
4t
+ 16Gt
2
e
4t
= 16e
4t
.
4t
from this expression gives
G(2 + 16t + 16t
2
16t 32t
2
+ 16t
2
) = 16.
Thus 2G = 16, and so G = 8. Thus the particular integral is
p = 8t
2
e
4t
.
y = C +p,
= (At +B)e
4t
+ 8t
2
e
4t
,
= (At +B + 8t
2
)e
4t
.
Now e
t
= x, and so e
4t
= x
4
and t = ln x. Thus
y = (Aln x +B + 8(ln x)
2
)x
4
.

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Advanced Calculus Chapter 4 Dierential Equations 65

(y) = 2y and so g(y) = y

(x). Also Y + = g(X +) and so,

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