Lecture Note on ODE by Haider

CHAPTER THREE
Homogenous Linear Equations of Higher Order
dn y d n 1 y
 an  g x  …….. (*)
dy
Definition :-  a  .........  an  1
dxn  1
1
dxn dx
is called Non Homogenous linear differential equation of order n with constant coefficients ( ai
are constants, i = 1 , 2 , . . . . n )
- If g (x) = 0 then (*) becomes homogenous
- The characteristic equation is
mn + a1 mn – 1 + …… + an – 1 m + an = 0 , polynomial function in m of degree n.
- The characteristic equation admits n roots including complex numbers.
If the characteristic equation have n distinct roots, m1 , m2 , …. , mn then em1 x
, em 2 x , … ,
emn x are solutions and linearly independent. Then the general solution of (*) becomes
y (x) = c1 em 1 x + c2 em 2 x + …… + cn em n x
Example: - 1) Solve y111 - 8y1 + 8y = 0
Solution: - The characteristic equation is m3 - 8m + 8 = 0
 m1 = 2 , m 2 = - 1 + 5 and m3 = -1 - 5
 The general solution is

y  c1 e 2 x  e  x c 2 e 5 x
 c3 e  5 x

Example: - 2) Solve y111 - y = 0
Solution :- m3 - 1 = 0  ( m – 1 ) ( m2 + m + 1 ) = 0
1  3 i 1  3 i
 m1 = 1 , m2 = and m3 
2 2
 The general solution is
1  3 i x  1  3 i  x2
y  c1 e x  c2 e 2
 c3 e
x  i 3 x  i 3 x 
= c1 ex + e 2
c2 e 2
 c3 e 2


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 = c1 ex + e
x
2 c1 cos 3 x  c31 sin 3 x
 2 2 2 
Exercise :- Solve y (5) - 7y111 - 12y1 = 0

Answer :- y x   c1  c2 e 2 x  c3 e 2 x  c4 e 3 x
 c3 e  3 x

Theorem :- (Repeated root of characteristic equation) If m1 is a root of order k , of the

 1
characteristic equation of (*) then e m1 x
, x em1 x , x 2 e m1 x
, ....... , x k e m1 x are k LI
solution of the differential equation (*).
Example :- Solve y(4) - 8y111 + 26y11 - 40y1 + 25y = 0
Solution: - The characteristics equation m4 - 8 m3 + 2ym2 - 40m + 25 = 0
 repeated complex root m = 2 + i , 2 + i , 2 - i , 2 – i
 y ( x ) = ( c1 + c2 x) e (2 + i ) x
+ (c3 + c4 x) e ( 2 – i ) x

= e2x [ ( c1 ei x + c3 e- i x ) + x ( c2 ei x + c4 e- i x ) ]
= e2x [ ( A cos x + B sin x ) + x ( C cos x + D sin x ) ]
is the general solution.
The particular solution
(*) General Linear Differential Equation of Order n
dn y dn  1 y
 a  x   ........  an  1
dy
 an x  y  R x  , if R  0 is
dx n  1
1
dx n dx
non homogenous linear of order n.

1. Method of undetermined Coefficients.

In this method we assume a trial solution containing unknown constants which are to be
determined by substitution in the given equation. Depends on the special form of R (x).

Table ( R (x) and Trial solution for yp )

R (x) Assumed Trial solution

A eP x a epe
A cos Px + B sin Px A cos Px + b sin Px

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A0 + A1 x + …… + Ak – 1 x k 1
 A k xk a0 + a1 x + … + ak – 1 xk – 1 + ak xk

eq x ( A cos P x + B sin q x ) eq x ( a cos px + b sin px)

eq x ( A0 + A1 x + … + Ak – 1 xk – 1 + Ak xk) eqx ( a0 + a1 x + … + ak – 1 xk – 1 + ak xk )
(A0 + A1 x + … + Ak – 1 xk – 1 + Ak xk ) cos (a0 + a1 x + … + ak – 1 xk – 1 + ak xk ) cos px
Px + ( B0 + B1 x + … + Bk – 1 xk – 1 + Bk xk ) + ( b0 + b1 x + … + bk – 1 xk – 1 + bk xk ) sin
sin Px px
eqx ( A0 _ A1 x + … + Ak – 1 xk – 1 + Ak xk ) eqx ( a0 + a1 x + … + ak – 1 xk – 1 + ak xk )
cos Px + eqx ( B2 _ B1 x + … + Bk – 1 x k – 1 cos px + eqx ( b0 + b1 x + … + bk – 1 xk – 1
+ Bk xk ) sin Px + bk xk ) sin px
Sum of any or some of the above entries Sum of the corresponding trial solution

The above method holds in case no term in the assumed trial solution appears in the
corresponding homogenous solution. If it appears, we must multiply this trial solution by the
smallest positive integral power of x which is large enough so that none of the terms which are
then present appear in the corresponding homogenous solution.
Example :- Solve y(5) - 3y(4) + 3y(3) - y(2) = x2 + 2x + 3ex
Solution :- Characteristics equation m3 – 3m4 + 3m3 - m2 = 0 or m2 ( m – 1 )3 = 0
 m = 0,0,1,1,1
and the complementary solution is
yg = c1 + c2 x + ( c3 + c4x + c5 x2 ) ex

- Trial solution for x2 + 2x is a2 x2 + a1 x + a0 , some appear in the complementary

solution , multiplying by x , the trial solution is a2 x3 + a1 x2 + a3 x , still one of the
term in the complementary solution, again multiplying by x, the trial solution is
a2 x4 + a1 x3 + a0 x2 , not term now.
- Trial solution for 3ex is bex , since this term as well as bxex and bx2 ex are in the
complementary solution, we must use a trial solution bx3 ex
yp = a2 x4 + a1 x3 + a0 x2 + bx3 ex substituting in the given equation
we get -12a2 x2 + ( 72a2 - 6a2 ) x + ( 18a2 - 7a2 - 2a0 ) + 6 bex = x2 + 2x + 3ex

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  a2 =  1 , a1   4 , a0   9 , b  1
2 3 2
 The general solution is
1 4
y = c1 + c2 x + ( c3 + c4 x + c5 x2 ) ex + 1 x 3 e x  x 4  x 3  9 x 2
2 12 3

2. Method of Variation of Parameters

Let the complementary solution of
dn y dn  1 y
 a1 x   an x  y  R x  be
dy
n n  1
 .......  an  1
dx dx dx
y = c1 y1 (x) + c2 y2 (x) + …… + cn yn (x)
Replace the arbitrary constants c1 , c2 , …. , cn by functions u1 (x) , u2 (x) , … , un (x) and seek to
determine these so that y = u1 y1 + u2 y2 + …. + un yn is a solution of the equation . Since, to
determine these n functions, we must appeared n restrictions on them and since one of these is
that the differential equation be satisfied, if follows that the remaining n – 1 may be taken at will.
After simplifying.
u11 y1  u12 y1  .......  u1n yn  0
u11 y11  u12 y11  ........  u1n y1n  0

u11 y1n  2
 u12 y2n  2
 ......  u1n ynn  2
 0
u1
1
n
y1  1
 u y2
1
2
n  2
 ......  u 1
n1
n
yn  1
 R x 

W ( y1 , y2 , …. Yn )  0  u11 , u12 ........ , u1n can be solved and using integration, u1 , u2 ,

…. Un can be determined. The method is applicable whenever the complementary solution can
be found; including, a1 , a2 …. , an are not constant.
Example :- Solve y(3) + 4y1 = 4 cot 2x
Solution :- The complementary solution is
yg = c1 + c2 cos 2x + c3 sin 2x
y = u1 + u2 cos 2x + u3 sin 3x as the general solution

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 u11  u12 cos 2 x  u31 sin 2 x  0

 0  2 u12 sin 2 x  2 u31 cos 2 x  0

0  4 u2 cos 2 x  4 u3 sin 2 x  4 cot 2 x
1 1

 u11  cot 2 x , u12   cos2 2 x / sin 2 x , u31   cos 2 x

 u1  1 ln sin 2 x  c1 u2   1 ln csc 2 x  cot 2 x   1 cos 2 x  c2

2 2 2

u3   1 sin 2 x  c3
2
 The general solution is
y = c1 + c2 cos 2x + c3 sin 2x + ½ ln sin 2x - ½ cos 2x ln (csc 2x - cot 2x)

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 Chapter Four
Power Series Solution
A. Review of power series
Definition:- An infinite series of the form


a
n  0
n x n  a0  a1 x  a2 x 2  ......... is called a power series in x .

 an x  x0   a0  a1 x  x0   a2 x  x0   ..... a power series

n 2

n  0

m
in x – x0. The series is said to converge at a point x if the limit, lim  a
m   n  0
n x n exist, and in

this case the sum of the series is the value of this limit.

Examples: - 
n  0
n! x n  1  x  2! x 2  3! x3  ...... diverges for all x  0


xn x2 x3

n  0 n!
1 x 
2!

3!
 ....... converges for all x


n  0
x n  1  x  x 2  x3  ....... converges for | x | < 1 and diverges

for | x | > 1

Definition :- Let 
n  0
un  u0  u1  u2  ...... be a series of non zero constants.

un  1
lim  L exist ( ration test ) converges if R < 1 and diverges if R > 1.
n   un

an
R  lim is called radius of convergence.
n   an  1

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Result:- If the series converges, and denote its sum by f (x).

f x    an x n = a0 + a1 x + a2 x2 + ….. Then
n  0

f (x) is continuous and has derivatives of all order for | x | < R.


f (x) = 
n 1
n an x n  1  a1  2 a2 x  3 a3 x 2  ........ , x  R


f” (x) =  n n  1a
n  2
n xn  2
 2a2  3.2 a3 x  ..... , x  R

f n  0
an 
n!

Let g (x) = 
n  0
bn x n  b0  b1 x  b2 x 2  ..... , x  R


f (x)  g x    a n  bn  x n  a0  b0   a1  b1  x  .....
n  0


f (x) g (x) = 
n  0
cn x n , where cn = a0 bn + a1 bn – 1 + …. + an b0

 
cn  
k  0
ak bn  k or cn  
k  0
an  k bn

Result:- Let f (x) be a continuous function that has derivatives of all order for | x | < R and R >
0, then

f n  0 n f '' 0 2
f x    x  f 0  f ' 0 x  x  .....
n  0 n! 2!

f k  0 k
Taylor formula :- f x    x  Rn x  , where the remainder
k  0 k!

Rn x  
f n
x 
 1
xn  1
, 0x x
n  1 !
  2n  1 
xn 2n
Examples:- e x   , sin x    1n x cos x    1n x
n  0 n! n  0 2n  1 ! n  0 2 n!

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 

 an x  x0  is valid in some neighborhood of the point x0 is

n
Definition: - Let f (x) =
n  0

said to be analytic at x0. In this case an given by

f n   x0 
an 
n!
the expansion is Taylor series of f (x) at x0
Example: - In the above examples ex , sin x , and cos x are analytic at x0 = 0 and the Taylor
series of theses function at this point.

Series solutions of first order Equations

Example: - 1) Consider the equation y = y

Let y = 
n  0
an x n be a power series solution that converges for | x | < k and R > 0

 y = a1 + 2a2 x + 3a3 x2 + ….. + ( n + 1 ) a n + 1 xn + …..

y = y  a1 = a0 , 2 a2 = a1 , 3a3 = a2 , …. , ( n + 1 ) an + 1 = an , ….
a1 a a a0 a
a1 = a0 , a2 =  0 , a3  2  , .... , an  0 ......
2 2 3 2 .3 n!

x2 x3 xn
y = a0 ( 1 + x +   .....   ..... )
2! 3! n!
= a0 ex
Example :- 2) Consider the function
y = ( 1 + x )p , where P is an arbitrary constant
 ( 1 + x ) y = py , y (0) = 1

Let y  
n  0
an x n has a power series solution

 y = a1 + 2 a2 x + 3 a3 x2 + …. + ( n + 1 ) an + 1 xn + ….
 xy = a1 x + 2a2 x2 + …. + n an xn + …..
py = pa0 + pa1 x + pa2 x2 + ….. + pan xn + ……
Equating the Equation
a1 = pa0 , 2 a2 + a1 = pa1 , 3a3 + 2a2 = pa2 , … , ( n + 1 ) an + 1 + nan = pan , ….
 y(0) = 1  a0 = 1

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 a1  p  1 p  p  1
a1 = p , a2 = 
2 2
a2  p  2 p p  1  p  2
a3 =  , ....
3 2.3
p  p  1  p  2 .....  p  n  1
an = , ......
n!
p  p  1 2 p  p 1  p  2 3 p  p  1  p  2 ..  p  n 1 n
 y =1+ px x  x  ...  x ……
2! 3! n!
Exercises:- Solve the following using power series solution
a) y = 2 xy b) y + y = 1 c) y = x - y

x4 x6 x8
   .... )  a0 e x
2
2
Answer:- a) y = a0 ( 1 + x +
2! 3! 4!

b) y = a0 - ( a0 - 1 ) x +
a0  1 x2 
a0 1 3
x  ......
2! 3!

x2 x3
= 1 + ( a0 – 1 ) ( 1 – x +   ....)  1  (a0 10 ) e x
2! 3!

x2 x3 x4
c) y     ......
2! 3! 4!

 x2 x3 x4 

= 1  x     ....   x  1  e  x  x  1
 2! 3! 4! 
Second order Linear Equations Ordinary Points
Let y + p (x) y + q (x) y = 0 , the behavior of its solutions near a point x0 depends on the
behavior of its coefficients functions P (x) and q (x) near this point. In this case x0 is called an
ordinary point of the equation. Any point that is not an ordinary point of the equation is called a
singular point.
Example:- Consider the equation y + y = 0 ( power series solution )

Solution:- p (x) = 0 and q (x) = 1 analytic at all points y  
n  0
an x n

 y = a1 + 2 a2 x + 3 a3 x2 + … + ( n + 1 ) an + 1 xn + …
and

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 y = 2a2 + 2 . 3 a3 x + 3 . 4 a4 x2 + …. + ( n + 1 ) ( n + 2 ) an + 2 xn + …
Substituting in the equation, we get
(2 a2 + a0 ) + ( 2 . 3 a3 + a1 ) x + ( 3 . 4 a4 + a2 ) x2 + ( 4.5 a5 + a3 ) x3 + … +
[ ( n + 1 ) ( n + 2 ) an + 2 + an ] xn + … = 0

a0 a a a0 a a1
 a2   , a3   1 , a4   2  , a5   3  , .....
2 2.3 3. 4 2.3. 4 4.5 2.3. 4.5
a0 2 a a0 a1
y  a0  a1 x  x  1 x3  x4  x5  .....
2 2. 3 2 .3 . 4 2.3. 4.5

 x2 x4   x3 x5 

 a0 1    
 ......   a1  x    ....... 
 2! 4!   3! 5! 
Let y1 (x) and y2 (x0 denote the two series in parentheses
a0 = and a1 = 0  y1 satisfies the equation.
a0 = 0 and a1 = 1  y2 satisfies the equation
 y = a0 cos x + a1 sin x ( y ( 0 ) = a0 & y1 (0) = a1 )

Legenndre’s Equations
Example 2. Solve (power series solution)
( 1 – x2 ) y - 2x y + p ( p + 1 ) y = 0 Legendre’s equation where p is a
constant.
 2x p  p  1
Solution:- p x   and Q x   are analytic at the origin.
1 x 2
1  x2
x = 0 is ordinary point
y   an x n  y1   n  1 a n  1 xn

 y11   n  1 n  2 a n  2 xn

 x 2 y11   n  1 n a x n
n

 2 x y1    2n a xn
n

and p ( p + 1 ) y =  p ( p + 1 ) an xn

substituting in the equation, we get

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 ( n + 1 ) ( n + 2 ) an + 2 - ( n – 1 ) n an - 2n an + p ( p + 1 ) an = 0

 an   
 p  n  p  n  1 an  Recursion formula
2
n  1 n  2
p  p  1
a2   a 0
1. 2

a3  
p  1  p  2
a1
2.3

a4  
 p  2  p  3
a2  p
p  2  p  1  p  3
a0
3.4 4!

a5  
p  3  p  4
a3 
p  1  p  3  p  2  p  4
a1
4. 5 5!

a6  
 p  4  p  5
a4 
p  p  2  p  4  p  1  p  3  p  5
a0
5.6 6!

a7  
p  5  p  6
a5
6.7

 
p  1  p  3  p  5  p  2  p  4  p  6
a1
7!
and soon.
By inserting these coefficients in to the assumed solution
y  a n x n , we obtain

 p  p 1 2 p  p  2  p 1  p  3 4
y  a0 1  x  x
 2! 4!

p  p  2  p  4  p 1  p  3  p  5 6
 x  ....... 
6!


 a1  x 
 p  1  p  2 x3 
p  1  p  3  p  2  p  4 5
x
 3! 5!


 p 1  p  3  p  5  p  2  p  4  p  6 x7  ..... 
7!
as our formal solution of the equation
When p is not an integer, each series in brackets has radius of convergence R = 1

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 a2 n  2 x 2n  2

 
 p  2n  p  2n  1 x
2
 x
2

a2 n x 2n
2n  1 2n  2
similarly the 2nd series, therefore it is valid solution for every choice of the constants a0 and a1.
Each bracketed series is a particular solution. The series are LI hence if is the general solution
on the interval |x | < | . the functions defined by (*) are called Legender functions. (not
elementary function)
When p is a non – negative integer, one of the series terminates and is thus a polynomial, the first
series if p is even and the second series if p is odd. While the other does not and remain an
infinite series. The particular solution is known as Legender polynomials.
Theorem :- Let x0 be an ordinary point of the differential equation y + p ( x ) y + q(x) y =
0 , and let a0 & a1 be arbitrary constants. Then there exist a unique function y (x) that is analytic
at x0 , is a solution of the equation in a neighborhood of this point with y (x0 ) = a0 and y (x0 )
= a1 . Further p (x) , q (x) and y (x) hare valid power series expansions on an interval | x – x0 | <
R , R > 0.
Proof:- W LO G , take x0 = 0

P (x) = 
n  0
pn x n  p0  p1 x  p2 x 2  ....... on | x | < R for some R > 0

And

q (x) = 
n  0
qn x n  q0  q1 x  q2 x 2  .......


Let y (x) = 
n  0
an x n  a0  a1 x  a2 x 2  ..... , x  R


 y 1
x   n  1 an  1 x n  a1  2a2 x  3a3 x 2  ......
no


 y11 x    n  1 n  2 a n  2 x n  2a2  2.3 a3 x  3. 4 a4 x 2  ...
n  0

     
p (x) y =   pn x n    n  1 a n  1 xn 
n  0   n  0 
  n 
    pn  k k  1 ak  1  xn
n  0  k  0 

H.E. AMU Page 12

and
        n 
q(x) y =   qn x n    an x n      qn
k  0  1 ak  x n
n  0  n  0  n  0  
Substituting and adding in the equation.
  n n 
  n  1 n  2 an  2   pn  k k  1 ak  1   qn  k ak  x n  0
n  0  k  0 k 0 

  k  1 p 
n
 n  1 n  2 an  2   nk ak  1  qn  k ak - recursion formula
k  0

for n = 0 , 1 , 2 , …..
2 a2 = - ( p0 a1 + q0 a0 )
2 . 3 a3 = - ( p1 a1 + 2 p0 a2 + q1 a0 + q0 a1 ) ,
3 . 4 a4 = - ( p2 a1 + 2 p1 a2 + 3 p0 a3 + q2 a0 + q1 a1 + q0 a2 ) , ….
This formulas determine a2 , a3 , … in terms of a0 and a1 is satisfies the equation with y ( 0 ) =
a0 & is y’ ( 0 ) = a1 from recursion formula (coefficients) the series converges for
|x|<R
* We can determine R from Taylor series of p (x) and q (x).
1
Example :- In Legender equation = 1 + y2 +y4 + …. , R = 1 for both p (x) and q (x)
1  y2

y  a n x n must be valid for at least on the interval | x | < 1.

Exercises: - 1. Consider the equation y + xy + y = 0

a) Find its general solution y = a n c n in the form y = a0 y1 (x) + a1y2(x),

where y1 & y2 are power series.

b) Use the ratio test to verify that y1 & y2 converges for all x.
2
x
2
c) Show that y1 is the series expansion of e use of a known solution find a
second independent solution and compare with a.
2. Hermit’s equation is
y - 2xy + 2py = 0 , where p is a constant do everything as Legender’s equation
( Hermit function, Hermit polynomial, consider p is a non – negative integer)

H.E. AMU Page 13

Regular Singular points
Let y + p (x) y + Q (x) y = 0 , if one or the other ( or both) of p (x) and q (x) fails to be
analytic at x0 .
If ( x – x0 ) p (x) and ( x – x0 )2 q(x) are analytic at x0 then the singularity x0 is regular points.
2x p  p  1
Examples: - 1. y - y1  y  0
1 x 2
1  x2
x = 1 4 x = -1 art singular points
at x = 1 is regular because

( x – 1 ) p (x) =
2x
and ( x – 1 )2 Q (x) = -
x  1 p  p  1
x 1 x 1
are analytic at x = 1
Examples: - 2. x2 y + xy + ( x2 - p2 ) y = 0
1 1 x2  p2
 y11  y  y  0
x x2
The origin is a regular singular point

Indicial Equation
Let x2 y + px y + qy = 0 , equivalent to
p 1 q
y + y  2 y  0 ------------------------------------------ (1)
x x

 p x   and Q  x   2 , x  0 regular singular point

p q
x x
where p and q are constants and non zeros.
Put z = ln x , for x > 0
dy dy dz 1 dy
y =  
dx dz dx x dz
and
d2 y d  dy  dy   1  1 d  dy 
y =      2   
dx 2
dx  dx  dz  x  x dx  dz 

1 dy 1 d  dy  dy 1 d2 y 1 dy
=       2
2
x dz x dz  dz  dx x2 dz 2
x dz
When these expressions are inserted in the equation, it become with constant coefficients

H.E. AMU Page 14

 d2 y
 p  1
dy
 qy  0 -----------------------------(2)
dz 2 dz
whose auxiliary equation is
m2 + ( p – 1 ) m + q = 0
e m1 z
and e m2 z
for m1  m2
If m1 & m2 are roots,
e m1 z
and z e m1 z
for m1  m2
are independent solutions. Since ez = x then equation (1) have e pairs of solutions
x m1 and x m2 for m1  m2
x m1
and x m1
ln x for m1  m2
for x < 0 , we have only to change the variable to t = -x and solve the resulting equation for t >
0. If we replace p and q by power series, i.e

y +
p0  p1 x  p2 x 2  .....  y1 
q0 
 q1 x  q2 x 2  ....
y0
x x2
Then the solution is the form
y = xm ln x (a0 + a1 x + a2 x2 + …. ) , assume a0  0
(0 were wile x is factor out)
A series of the form y = xm ( a0 + a1 x + a2 x2 + … ) are called Frobenius series. The
procedure for finding solutions of this type is known as the method of Frobenius.
Example:- Use method of Frobenius to solve
2x2 y + x ( 2x + 1 ) y - y = 0
1  x 1
Solution:-  y 11
 2 y1
 2 y  0
x x2
x p (x) = ½ + x and x2 q (x) = - ½  x = 0 is a regular singular point
y = xm ( a0 + a1 x + a2 x2 + …. )
a0 xm + a1 xm +1
+ a2 xm + 2 + ……
 y1 = a0 m xm – 1 + a1 ( m + 1) xm + a2 ( m + 2 ) xm + 1 + …..
and
y = a0 m ( m – 1 ) xm – 2 + a1 ( m + 1 ) m xm – 1 + a2 ( m + 2) (m + 1) xm + …
Substituting in the equation, we get
 a0 m ( m – 1 ) + a1 ( m + 1 ) m x + a2 ( m + 2 ) ( m + 1 ) x2 + ……

H.E. AMU Page 15

+ ( ½ + x ) [ a0 m + a1 ( m + 1 )x + a2 ( m + 2) x2 + … ] - ½ ( a0 + a1 x + a2 x2 + … ) = 0
common factor xm – 2 is canceled
 a0 [ m ( m – 1 ) + ½ m - ½ ] = 0
a1 [ ( m + 1 ) m + ½ ( m + 1 ) – ½ ] + a0 m = 0
a2 [ ( m + 2 ) ( m + 1 ) + ½ ( m + 2 ) – ½ ] + a1 ( m + 1 ) = 0
.
.
.
since a0  0 , m ( m – 1 ) + ½ m - ½ = 0 This is called the indicial equation of the equation.
Its roots are m1 = 1 and m2 = - ½
To calculate a1 , a2 , . . . . . in terms of a0 . For m1 = 1 , are get
a0
a1     2 a0
2 .1  1 . 2  1 5
2 2
2 a1 2 4
a2     a1  a0
3. 2  1 . 3  1 7 35
2 2
.
.
.
and for m2 = - ½ , we get
1 a0
a1  2
2
 
1 1  1 . 1  1
2 2 2 2
  a0

1 a0
2
a2 
 
3 1  1 3 1
2 2 2 2 2
 
  1 a1  1 a0
2 2

.
.
.
 We have two Frobenius series solutions, in each put a0 = 1
 4 2 
y1 = x 1  2 x  x  ....... 
 5 35 

H.E. AMU Page 16

 y2 = x
1
2
1  x  1
2
x 2  ......  they LI for x > 0

Hence the general solution is


y = c1 x  1  2 x 
 5
4 2
35
 1
x  ......  c2 x 2 1  x  1 x 2  ....
 2
 
The indicial equation of the move general differential equation for

y +
p
0  p1 x  p2 x 2  ......  y 
1 q 0 
 q1 x  q2 x 2  .....
y0
x x2
is m ( m – 1 ) + m p0 + q0 = 0
Exercise: - 1. Find the indicial equation and its roots for each of the following
differential equations.
a) x3 y + ( cos 2x - 1 ) y + 2xy = 0
b) 4x2 y + ( 2x4 - 5x ) y + ( 3x2 + 2 ) y = 0
2. Verify the origin is a regular singular points and calculate two independent Frobenius
series solutions
a) 4x y + 2y + y = 0
b) 2x y + ( 3 - x ) y - y = 0
Answer:- 1. a. m ( m – 1 ) -2m + 2 = 0 , m1 = 2 , m2 = 1
1 1
b. m ( m – 1 ) - 5 4 m   0 , m1  2 , m2 
2 4
1  x x2 
2. a. y1 (x) = x 2 1    ......   sin x
 3! 5! 

x x2
y2 (x) = 1 -   .......  cos x
2! 4!

xn
b. y1 (x) = 
n  0 1 . 3 . 5 ..... 2n  1

xn

1 1 x
y2 (x) = x 2
n
 x 2 e 2
n  0 2 n!

Regular singular points ( continued)

Let us consider the case when m1 = m2 or m1 - m2 is an integers.
y + p (x) y + Q (x) y = 0

H.E. AMU Page 17

 y = xm ( a0 + a1 x + a2 x2 + … ) , where a0  0
Now x p (x) and x2 Q (x) are analytic at x = 0 , and the power series expansions.
 
x p (x) =  pn x n and x 2 Q x   q n x n , for x  R for some R > 0
n 0 n  0

 
y = xm 
n  0
an x n  
n  0
an x m  n


 y1   an m  n x m  n 1

n  0

and

y =  a m  n m  n  1 x
n  0
n
m  n  2


= xm – 2  an m  n m  n  1 x n
n  0

     
an m  n  x m
1
p (x) y =   pn x n     n  1

n  0 
x    n  0 

     
= xm – 2   pn x n    an m  n  x n 
n  0   n  0 
  n 
= xm – 2    pn  k ak m  k   x n
n  0  k  0 
 n  1 
= x m–2
   pn  k ak m  k   p0 an m  n   x n
n  0 k  0 
and

1      
q (x) y =   qn x n    an x m  n

x2 n  0  n  0 
   

     
= xm  2
  qn x n    an x n 
n  0  n  0 
   
  n 
= xm  2
   qn
k  0  k
a
k  x n
n  0  

H.E. AMU Page 18

  n  1 
= xm  2
   qn
k  0  k
a
k  q0 a
n  x n
n  0  
Substituting for y , p (x) y , and q(x) y , canceling xm – 2 , we get

 n  1

 a m  k  p 


  an m  n  m  n  1  m  n  p0  q0   k nk  qn  k  x n  0
n  0  k  0 
n 1
 an [ ( m + n) ( m + n – 1) + ( m + n ) p0 + q0 ] +  a m  k  p
k 0
k nk 
 qn  k  0

 a0 [ m ( m – 1) + m p0 + q0 ] = 0
a1 [ ( m + 1) m + ( m + 1) p0 + q0 ] + a0 ( m p1 + q1 ) = 0
a2 [ ( m + 2 ) (m + 1 ) + ( m +2 ) p0 + q0 ]+ a0 ( m p2 + q2) + a1 [ (m+1) p1 +q1] = 0
.
.
.
an [ ( m + n ) ( m + n – 1 ) + ( m + n ) p0 + q0 ]
+ a0 ( m pn + qn ) + … + an – 1 [ ( m + n – 1 ) p1 + q1 ] = 0
.
.
.
If you put f (m) = m ( m – 1 ) + m p0 + q0
 a0 f ( m ) = 0
a1 f ( m + 1 ) + a0 ( m p1 + q1 ) = 0
a2 f ( m + 2 ) + a0 ( m p2 + q2 ) + a1 [ ( m + 1 ) p1 + q1 ] = 0
.
.
.
an f ( m + n ) + a0 ( m pn + qn ) + … + an – 1 [ (m + n – 1 ) p1 + q1 ] = 0
Since a0  0 , f (m) = 0  m ( m – 1 ) + mp0 + q0 = 0
If f (m + n) = 0 for some integer n , the process breaks thus, if m1 = m2 + n for some integer n 
1 , the choice m = m1 gives a formal solution but in general m = m2 does not. Since f ( m2 + n )
= f (m1 ) = 0.

H.E. AMU Page 19

If m1 = m2 , we also obtain are formal solution
Summary If m1 – m2 = zero or a positive integer we have three cases.
Case A :- If m1 = m2 there cannot exist a second Frobenius series solutions.
If m = m2 in the recursion formula can be written as
an f ( m2 + n ) = - a0 ( m2 pn + qn ) - … - an – 1 [ ( m2 + n – 1) p1 + q1 ] ….(3)
since f (m2 + n) = 0 , difficult to calculate the an1 s
Case B :- If the RHS of (3) is not zero when f (m2 + n) = 0 then there can not exist a
second Froberius series solution .
Case C :- If the RHS of (3) is zero when f ( m2 + n) = 0 then an can be assigned any
value whatever. In particular, we can put an = 0 continue to compute. Hence
there does exist a second Froberius series solution.
When m1 – m2 is zero or positive integer, put k = m1 – m2 + 1 the indicial equation be come
( m – m1 ) ( m – m2 ) = m2 – ( m1 + m2 ) + m1 m2 = 0
 p0 – 1 = - ( m1 + m2 ) or m2 = 1 – p0 – m1  k = 2m1 + p0
By using a know solution to find the 2nd independent solution.
y1 = x m1 - ( a0 + a1 x … ) & y2 = v y1 , where
1   p  x  dx
v1  e
y12
 p0 
    p1  ....... dx
1
= e  x 

x 2 m1 a0  a1 x  .....2

1
= e p 0 ln x  p1 x  ....

x 2 m1
a0  a1 x  ...... 2

1
1  p1 x  ....  g x
xk
= e
x k a0  a1 x  ...... 
2

g is analytic at x = 0 & g (0) = 1

a02
g(x) = b0 + b1 x + b2 x2 + ….. , b0  0
v1 = b0 x-k + b1 x-k + 1 + ….. + bk – 1 x-1 + bk + …..
 b0 x  k  1 b x k  2
v   1  .....  bk 1 ln x  bk x  ......
k  1 k  2
and

H.E. AMU Page 20

   b xk  1 
y2 = v y1 = y1  0  ......  bk  1 ln x  bk x  ..... 
  k 1 

  b xk  1 
bk – 1 y1 ln x + x m1 a0  a1 x  ....  0  ...... 
 k 1 
If we factor x-k + 1 , use m1 – k+ 1 = m2 , multiplying the power series

y2 = bk – 1 y1 ln x + x m2 
n  0
cn x n , the second solution

 m1 = m2  k = 1 & bk – 1 = b0  0  cos e A & ln x is in y2

 m1 – m2 = k – 1 is a positive integer, some time bk – 1  0 & ln x in in y2
 cos e B
Some times bk – 1 = 0 & no ln y in y2  ( cos e C )

If bk – 1  0 , then y2 = y1 ln x + x m2 
n  0
cn x n

Exercise:- 1. The equation x2 y - 3x y + ( 4x + 4 ) y = 0 has only one

Frobenius series solutions find it.
2. The equation 4x2 y - 8x2 y + ( 4x2 + 1 ) y = 0 has only one
Frobenius series solution. Find the general solution.

H.E. AMU Page 21

 CHAPTER IV
SYSTEM OF ORDINARY DIFFERNETIAL EQUATIONS
Linear Systems
We consider only system of two first order equations on two unknown functions, of the form
d x
dt  F t , x , y  t  independent var iable


d y  G t , x , y  , x , y  dependent var iables
 d t

&
d x
dt  a1 t  x  b1 t  y  f1 t  a1 t , bi t  & f i t  for i 1, 2

*…… 
 d y  a t  x  b t  y  f t  , are confinous on a , b
 d t 2 2 2

Definition: - If f1 (t) and f2 (t) are identically zero, then that above system (*) is called
homogeneous. Otherwise it is said to be non homogeneous.
Example:- Show that the homogenous linear system
d x
dt  4x  y


d y  2x  y
 d t


x  e
3t

x  e
2t

both  and  are solution on any interval


y  e
3t

y  2e
2t

Theorem A. If t0 is any point of the interval [ a , b ] , and if x0 and y0 are any numbers
whatever, then (*) has one and only one solution.
 x  x t 

 y  y t 
valid throughout [ a , b ] , such that x (t0) = x0 and y (t0) = y0

H.E. AMU Page 22

 d x
dt  a1 t  x  b1 t  y

Theorem B. If the homogeneous system 
d y  a2 t  x  b2 t  y
 d t

 x  x1 t   x  x2 t 
has two solutions  and 
 y  y1 t   y  y2 t 

 x  c1 x1 t   c2 x2 t 
On [ a , b ] , then  is also a solution on [ a , b ] for any
 y  c1 y1 t   c2 y2 t 
constants c1 and c2
Example :- In the previous examples

 x  c1 e  c2 e
3t 2t

 is a solution for every choice of the constunts c1 & c2


 y  c1 e  2 c2 e
3t 2t

 x  x1 t   x  x2 t 
Theorem C :- If the two solutions  and 
 y  y1 t   y  y2 t 

d x
 d t  a1 t  x  b1 t  y

of the homogenous system  have a
 d y  a t  x  b t  y
 d t 2 2

wronskian w (t) that does not vanish

 x  c1 x1 t   c2 x2 t 
on [ a , b ], then  is the general solution of the
 y  c1 y1 t   c2 y2 t 
homogenous system on this interval.
Example:- In the previous example
e 3t e 2t
W t    e5t  0 ok
e 3t e 2t
Theorem D If W (t) is the wronskian of the two solutions (*) of the homogenous
system (**), then is either identically zero or nowhere zero on [a , b ]

Proof :-
dw
  a1 t   b2 t  w
dt

H.E. AMU Page 23

 a1 t  t  
 w t   c e 
 b2 dt
 0 for some constant c

 x  x1 t   x  x2 t 
 and  are L D on  a , b
 y  y1 t   y  y2 t 

x1 (t) = k x2 (t) or x2 (t) = k x1 (t) for some k and all

y1 (t) = k y2 (t) y2 (t) = k y1 (t) t[a,b]
one is the constant multiple of the other.
Theorem E. If the two solutions ( ) of the homogenous system ( ) are linearly independent on
 x  c1 x1 t   c2 x2 t 
[ a , b ] , then  is the general solution of
 y  c1 y1 t   c2 y2 t 
( 5 ) on this interval the homogenous system
Proof :- from C and D
 L D  w t   0

 x1 t   k x2 t  x1 t  x2 t 
Let L D  w t  
y1 t   k y2 t  y1 t  y2 t 

k x2 t  x2 t 

k y2 t  y2 t 

 0 for t a , b
w (t) = 0  c1 x1 (t) + c2 x2 (t) = 0
c1 y1 (t) + c2 y2 (t) = 0
Let t0  [ a , b ]
C1 x1 (t0) + c2 x2( t0 ) = 0
C1 y1( t0) + c2 y2( t0 ) = 0
 x  c1 x1 t   c2 x2 t 
If c1 & c2 are not zero then 
 y  c1 y1 t   c2 y2 t 
Equal to the trivial solution at t0 from uniqueness must be trivial solution.
Theorem F. If the two solutions ( ) of the homogenous system ( ) are linearly independent on [

 x  x p t 

a, b ] , and if 
 y  y p t 


H.E. AMU Page 24

 d x
dt  a1 t  x  b1 t  y  f1 t 

Is any particular solution of 
 d y  a t  x  b t  y  f t 
 d t 2 2 2

on this interval, then

 x  c1 x1 t   c2 x2 t   x p t 

 is the general solution on [a , b ].

 y  c1 y1 t   c2 y 2 t   y p t 
Proof :- It suffices to show that if
 x  x  
 is an arbitrary solution, then
 y  y  
d x
 d t  a1 t  x  b1 t  y
 x  x    x p t 
 
  is solution of 
 y  y    y p t 
  d y  a t  x  b t  y
 d t 2 2

Leave as exercise
Exercises 1. a) Show that

x  e
4t

x  e
2 t

 and 

y  e
4t

y   e
2t

are solutions of the homogenous system

d x
 d t  x  3y


 d y  3x  y
 d t

b) Show in two ways that the given solutions of the system in (a) are LI on every
closed interval, and write the general solution of this system.
c) Find the particular solution
 x  x t 
 of this system for which x (0) = 5 and y ( 0 ) = 1
 y  y t 

x  2 e
4t

x  e
t

2. Do the same  and  for


 y  3e
4t

y  e
t

H.E. AMU Page 25

 d x
 d t  x  2y


 d y  3x  2 y
 d t

Homogeneous Linear systems with constant coefficients

d x
 d t  a1 x  b1 y a1 , b1 , a2 & b2

The Linear system 
d y  a x  b y are cons tan ts
 d t 2 2


x  A e
mt

  substituting this in the above


 y  B e mt

A memt = a1 A emt + b1 B emt

B m emt = a2 A emt + b2 B emt
 a1  m A  b1 B  0
a2 A + ( b2 - m ) B = 0 , A = B = 0 trivial solution
a1  m b1
non trivial solution , if  0
a2 b2  m

 m2 - ( a1 + b2 ) m + ( a1 b2 - a2 b1 ) = 0
which is auxiliary equation of the system. Let m1 and m2 be the roots. If we replace m by m ,
then the equation have a non trivial solution A1 , B1 , so

 x  A1 e 1
m t

(1) ………  is an on trivial solution of the system


 y  B1 e m1 t


 x  A2 e 2
m t

Similarly with m2  …………………. (2)


 y  B2 e
m2 t

We consider different course of the auxiliary equation

i) Distinct real roots. When m1 and m2 are districts real numbers, then (1) and (2) are LI
(why?) then

 x  c1 A1 e 1  c2 A2 e 2
m t m t

 is the general solution .


 y  c1 B 1 e m1 t
 c2 B2 e m2 t

H.E. AMU Page 26

Example 1. Find the general solution
d x
dt  x  y


d y  4x  2 y
 d t

Solution :- ( 1 – m ) A + B = 0
4A + ( -2 - m ) B ) = 0
The auxiliary equation is
m2 + m - 6 = 0 or ( m + 3 ) ( m – 2 ) = 0
 m1 = -3 & m2 = 2 with m = -3
 4A + B = 0
4A + B = 0
A simple non trivial solution of this system is A = 1 , B = 1

x  e
3t

  non trivial solution


y   4e
 3t

with m = 2  -A + B = 0  A = 1 , B = 1
4A - 4B = 0


x  e
2t

  , the two solution are LI


y  e
2t


 x  c1 e
3t
 c2 e2t
 The general solution is 

 y   4 c1 e
 3t
 c2 e 2t

ii) District complex roots

m1 & m2 they are in the form a  i b , a ,b,  lk & b  0
a  i b t a  i b t

 x  A1 * e 
 x  A2 * e
 a i b t
and  a  i b t

 y  B1 * e


 y  B2 * e
Let A1 * = A1 + i A2 and B1 * = B1 + i B2 to extract real – valued solution

 x  e  c1  A1 cos bt  A2 sin bt   c2  A1 sin b t  A2 cos bt  

 at

The solution can be 

 y  e  c1 B1 cosbt  B2 sin bt   c2 B1 sin bt  B2 cos bt  
 at

H.E. AMU Page 27

 iii) Equal real roots. When m1 = m2 we have only are solution

x  A e
mt

 , the 2nd LI solution


 y  B e mt

 x  A t e m t  x   A1  A2 t  e
 mt

is  be the to use 
 y  B t e m t  y  B1  B2 t  e
 mt

 The general solution is

 x  c1 A e  c2 A1  A2 t  e
 mt mt


 y  c1 B e  c2 B1  B2 t  e
 mt mt

Example:- Find the general solution of

 dx
 dt  3x  4 y

 dy  x  y
 dt

Solution :- ( 3 - m ) A - 4B = 0
A + ( -1 - m ) B = 0
The auxiliary equation is m2 - 2m + 1 = 0 or ( m – 1 )2 = 0 m = 1
With m = 1  2A - 4B = 0 A simple non trivial solution
A - 2B = 0 is A = 2 , B = 1


x  2 e
t

 

y  e
t

 x   A1  A2 t  e
 t

The second LI solution of the form 

 y  B1  B2 t  e
 t

Substituting we get ( 2 A2 – 4B2 ) t + ( 2A1 - A2 - 4B1 ) = 0

(A2 - 2B2 ) t + ( A1 - 2B1 - B2 ) = 0
 2A2 - 4B2 = 0 2A1 - A2 - 4B1 = 0
A2 - 2B2 = 0 A1 - 2B1 - B2 = 0
 A2 = 2 , B2 = 1 as a single nontrivial solution

H.E. AMU Page 28

 2 A1  4 B1  2
 A1 = 1 , B1 = 0
A1  2B1  1

 x  1  2t  e
 t

 as our second solution


y  t e
t

 x  2c1 e  c2 1  2t  e
 t t

 The general solution 


 y  c1 e  c2 t e
t t

Exercises:- use the method to find the general solution

 dx  dx
   3x  4 y  dt   4 x  y
 dt
a)  c) 
 dy   2x  3 y  dy  x  2 y

 dt  dt

 dx  dx
 dt  4 x  2 y  dt  4x  3 y
b)  d) 
 dy  5 x  2 y  dy  8x  6 y
 dt  dt

Method of Differentiation
Sometimes x or y can be conveniently eliminated if we differentiate (1) or (2). From the
resulting equations after eliminating one dependent variable ( x or y ) , we can solve for the
second variable and then the value of the remaining variable can be found.
 dx dy
 dt  2 dt  2 x  2 y  3 e
t

Example :- 1. Solve 
3 dx  dy  2 x  y  4 e2 t
 dt dt
d
Solution :- Writing D for , the equation become
dt

D  2 x  2 D  1 y  3 e
 t


3D  2 x  D  1 y  4 e
 2t

Eliminating y , we have
 [ 2 ( 3D + 2 ) - ( D - 2 ) ] x = 8 e2t - 3 et
 [ 5D + 6 ) x = 8 e2t - 3 et

H.E. AMU Page 29

 dx 6 8 2t 3 t
  x  e  e ( which is linear )
dt 5 5 5
6 6  8 2t 3 t
 x = e e
t t
5 5
 e  e  dt  c1
5 5 
3 t  6t
= 1 e 2t  e  c1 e 5
2 11
dx 3 t 6 6 t
Now  e2 t  e  c1 e 5 , substituting in the 1st equations
dt 11 5
3 t 6 6 t 6 t 6 t
We get 2 Dy + 2y + e 2 t  e  c1 e 5  e 2 t  e  2 c1 e 5  3 et
11 5 11
dy 30 t 16 6 t
2  2y  e  c1 e 5
dt 11 5
dy 15 t 8 6t
  y  e  c1 e 5 ( Which is linear )
dt 11 5
15 8 t
 y  e t e dt  e  t e dt  c2
2t 5
c1
11 5
5 t 6t
= c2 e  t  1 2 e  8 c1 e 5
2
 6t

 x  1 e2 t  3 e t
 c e 5
2 11 1
 6t
5 t
y  1 e  8 c1 e 5  c2 e  t
 2 2

 dx dy
 dt  dt  2 y  2 cost  7 sin t
Example :- 2 . Solve 
 dx  dy  2 x  4 cost  3 sin t
 dt dt
d
Solution :- Writing D for the equation become
dt
Dx  D  2 y  2 cos t  7 sin t

D  2 x  Dy  4 cost  3 sin t
Eliminating y , we get
[ D + ( D - 2 ) ( D + 2 ) ] x = D [ 2 cost - 7 sin t ) + ( D – 2 ) ( 4 cost – 3 sib t )

H.E. AMU Page 30

 2t
 ( D2 - 2 ) x = - 9 cos t con p1 . solution = c1 e 2t
 c2 e
2t 1  9 cost
 x  c1 e 2t
 c2 e  3 cost yp   9 cot   3 cot
D 2
2
 12  2
dx
  2 c1 e 2t
 2 c2 e  2t
 3 sin t
dt
Adding the given equations, we have
2 Dx + 2x - 2y = 6 xos t - 10 sin t
dx
 y   x  3 cost  5 sin t
dt

 y   
2  1 c1 e 2t
 1  
2 c2 e 2t
 2 sin t
 The solution is


 x  c1 e
2t
 c2 e 2 t  3 cos t

 
 y  2  1 c1 e
2t

 1 2 c2 e   2 t
 2 sin t

Exercise :- Solve
 dx  dx
 dt  wy  0  dt  4 x  3 y  t
a)  b) 
 dy  wx  0  dy  2 x  5 y  et
 dt  dt

H.E. AMU Page 31