LINEAR

DIFFERENTIAL
EQUATIONS
Linear Differential Equations
A linear DE of order n is an equation of the form
n n −1 2
d y d y d y
a0 ( x ) n + a1 ( x ) n −1 + .... + a n −2 ( x ) 2
dx dx dx
dy
+ a n −1 ( x ) + a n ( x ) y = f ( x ) …………..(1)
dx
Where a0 ( x ), a1 ( x ).... a n −2 ( x ), a n −1 ( x ), a n ( x )
are function of independent variable x only and
a0 ( x ) is not identically zero.
The most general form of linear equation of the
type
n −1
a0 y + a1 y
n
+ .... + a n −2 y + a n −1 y
2 1

+ an y = f ( x )
………………(2)
Where a0 , a1 .... a n −2 , a n −1 , a n are constants
Eq (1) is with variable coefficients and eq (2) is
with constant coefficients.
In order to solve it, we consider the eq
n −1
a0 y + a1 y + .... + a n −1 y + a n y = 0 ….(3)
n 1

which is called Homogeneous linear DE of order n

with constant coefficients.
Linear Combination
If y1 , y 2 , y 3 ,....., y m are function of an
independent variable x and c1 , c 2 , c 3 ,....., c m
are constants then the expression
c1 y1 + c 2 y 2 + c 3 y 3 + ..... + c m y m is called
Linear Combination of y1 , y 2 , y 3 ,....., y m
Linearly Dependent
The non zero functions y1 , y 2 , y 3 ,....., y m are
called Linearly Dependent if and only if, there
exists constants c1 , c 2 , c 3 ,....., c m at least
one of which is non zero, such that
c1 y1 + c 2 y 2 + c 3 y 3 + ..... + c m y m = 0
Linearly Independent
The non zero functions y1 , y 2 , y 3 ,....., y m are
called Linearly Independent if and only if, there are
not Linearly Dependent, ie if and only if,
c1 y1 + c 2 y 2 + c 3 y 3 + ..... + c m y m = 0

Implies that c1 = c 2 = c 3 = ..... = c m = 0

Theorem If y = y1 , y = y 2 , y = y 3 ,....., y = y n
are Linearly Independent solution of eq (3) then
y = c1 y1 + c 2 y 2 + c 3 y 3 + ..... + c m y m is the
general solution or complete solution of eq (2) and
c1 , c 2 , c 3 ,....., c n are n arbitrary constants.
Linearly Independent and Linearly Dependent
Solutions
Two solutions y1 ..and .. y 2 are said to be
Linearly Dependent if and only if the quotient
y1 y1
is constant but if depends on x then
y2 y2
we say y1 ..and .. y 2 are Linearly Independent.
eg The functions y1 = 3 x ..and .. y 2 = x
are Linearly Dependent on any interval because
y1
=3 = constant
y2
And the functions y1 = x ..and .. y 2 = x
2

are Linearly Independent on any interval because

y1
= x ≠ constant.
y2
Note
1.Since the general solution of an equation of nth
order contains n arbitrary constants, we deduce
that if y1 , y 2 , y3 ,....., y n is a Linearly
Independent set of n solutions of eq (3) then
yc = c1 y1 + c 2 y 2 + c 3 y 3 + ..... + c m y m
is the general solution.
2. Let yp be any Particular solution of eq (2) i.e
yp
yc +does
y p not contains any constant then
is the general solution of eq (2).
Thus to find the general solution of eq (2) we have
to find an independent yc ..set
andof..nysolutions of eq (2)
p
= yc + y p
so as toydetermine of eq (2) and
Then yc ………………………….(4)
Here is ycalled
p
Complimentary Function
(C.F) and is called Particular Integral (P.I).
n −1
a0 y + a1 y + .... + a n −1 y + order
Also n
Every homogenous linear 1
nth a n y =DE
0
y1 , y 2 ,.., y n
has n linearly independent solutions
The Operator D Let D denote the Differential
Operator d so that
dx
2 n
dy d y d y
= Dy , 2 = D y ,...,
2
n
=D y
n

dx dx dx
we can write eq (1) as
n −1
a0 D y + a1 D
n
y + .... + a n −2 D y
2

+ a n −1 Dy + a n y = f ( x )

n −1
OrF ( D ) y = f ( x ).. when ..a0 D + a1 D
n
+ ....
+ a n −2 D + a n −1 D + a n = F ( D )
2
 HOMOGENOUS
LINEAR EQUATIONS
Consider the equation
n n −1 2
d y d y d y
a0 n
+ a1 n −1
+ .... + a n −2 2
dx dx dx
dy
+ a n −1 + an y = 0 ………………(1)
dx
dy
Put y = e ⇒ = me
mx mx

dx
2 3
d y d y
⇒ 2
=m e ⇒2 mx
3
=m e3 mx

dx dx
n
d y
and ... n
=m e n mx

dx
Substituting in eq (1) we have
n −1
a0 m en mx
+ a1 m e mx
+ .... + a n −2 m e 2 mx

+ a n −1 me mx
+ ane mx
=0
n −1
⇒e mx
[a0 m + a1 m
n
+ .... + a n −2 m 2

+ a n −1 m + a n ] = 0
Since n −1
emx
≠ 0 ⇒ [a0 m + a1 m n
+ .... + a n −2 m 2

+ a n −1 m + a n ] = 0 ………………(2)
Thus y = e mx
is a solution of eq (1) if and only if
m is solution of eq (2). Eq (2) is called the
Characteristic or Auxiliary equation.
The General Solution of f(D)y = 0. A solution of
a differential equation of order ‘n’ is called general
solution if it contains ‘n’ arbitrary independent
constants. If y = yc is the general solution of the
reduced equation, then yc is said to be the
complementary function of the equation.
Methods of Finding yc. In the differential
equation f(D)y = 0, the equation f(D) = 0 is called
characteristic equation. Then solution of the
differential equation depends upon the nature of
the roots of the characteristic equation. Three
cases arise:-
a. All roots are real and distinct
b. Roots are real and repeated
c. Complex roots
All Roots are Real and Distinct.
Let m1, m2, m3, …., mn, be n real and distinct
m1 x m2 x m3 x mn x
roots of eq (2) then e , e , e .... e
Are n distinct solutions of eq (1). Thus n
solutions are linearly independent. Hence the
general solution of eq (1) is
y = c1e + c2e
m1 x m2 x
+ c3em3 x
+ .... + c n e mn x

Where c1 , c 2 , c 3 ,....., c n are n arbitrary

constants
Solve
2
d y dy
2
−5 +6 y = 0
dx dx
Soln: This DE can be written as
( D − 5 D + 6) y = 0
2

The Auxiliary eq is m 2 − 5m + 6 = 0
which gives m = 2,3 (Real and distinct roots)
Two independent solutions are
y =e 2x
.. and .. y = e 3x

Therefore the general solution is

y = c1 y1 + c 2 y 2
⇒ y = c1e 2x
+ c2e 3x
Solve
( D − 6 D + 11 D − 6) y = 0... when
3 2

y( 0) = 0 = y ( 0).. and .. y (0) = 2

/ //

Soln: The Auxiliary eq is

( m − 6m + 11 m − 6) = 0
3 2

Here m = 1 is one of the roots of this equation.

To find the other roots we use synthetic
division
1 1 -6 11 -6
0 1 -5 6
1 -5 6 0
and the depressed equation is
m − 5m + 6 = 0
2

m = 2 and 3 are the remaining roots.

∴ solution of the given equation is

y = c1e + c 2 ex 2x
+ c3 e ..............(1)
3x

Now when x = 0 ⇒y = 0, then

c1e + c2 e + c3 e = 0
0 0 0

⇒ c1 + c2 + c 3 = 0..................( 2)
Diff eq (1)
y = c1e + 2c2 e
/ x 2x
+ 3c3 e ......( 3)
3x
 /
when x = 0 ⇒y = 0, then eq (3) will become
c1e + 2c2 e + 3c3 e = 0
0 0 0

⇒ c1 + 2c2 + 3c3 = 0..................(4)

Diff eq (3)

y = c1e + 4c 2 e
// x 2x
+ 9c3 e ......(5)
3x

//
when x = 0 ⇒y = 2, then eq (5) will become

c1e + 4c2 e + 9c3 e = 2

0 0 0

⇒ c1 + 4c2 + 9c3 = 2..................( 6)

Solving eqs (2), (4) and (6) we get

c1 = 1, c2 = −2..and ..c3 = 1
By putting these values in eq (1)

y = e − 2e
x 2x
+e 3x

Which is required general solution

Repeated Real Roots
Suppose we have 2 repeated roots which may
be denoted by m1 =m2 =m then the solution takes
the form
y = c1e m1 x
+ c2e m2 x
+ c3e m3 x
+ .... + c n e mn x

⇒ y = (c1 + c 2 )e m2 x
+ c3e m3 x
+ .... + c n e mn x

⇒ y = Ce m2 x
+ c3e m3 x
+ .... + c n e mn x

This solution contains n-1 arbitrary constants

hence it is not the general solution
Consider the DE ( D − m1 ) y = 0 …..(1)
Let us try y = ue
m1 x
be a solution of eq (1)
Where u is a function of x to be determined. If
y = ue m1 x
is a solution of eq (1) then we have
( D − m1 )ue =0
m1 x

⇒ e ( D + m1 − m1 ) u = 0
m1 x 2

2(by shift
d u
Theorem) ⇒ e D u =0 ⇒ =0
m1 x 2
2
du dx
⇒ = c1 ⇒ u = c1 x + c 2
dx
therefore the general solution of eq (1) is
y = (c1 + c 2 x )e m1 x
And general solution of F(D)y=0 is
⇒ y = ( c1 x + c 2 )e m1 x
+ c3e m3 x
+ .... + c n e mn x

Consequently if three roots of Auxiliary equation

are equal say m1 =m2 = m3 = m then the solution
will be
⇒ y = ( c1 x + c 2 x + c 3 )e 2 m1 x
+ .... + c n e mn x

Suppose we have r repeated roots which may be

denoted by m1 = m2 = m3 = …. = mr =m and the
distinct roots are denoted by mr+1 , mr+2 , …., mn
then the general solution will be defined as
y c = ( c1 + c 2 x + c 3 x 2 + + c r x r −1 )e mx
+ c r +1 e m r +1 x
+ c r +2 e mr +2 x
 + cn e mn x
Solve
( D − 6 D + 12 D − 8) y = 0
3 2

Soln: The Auxiliary eq is

m − 6m + 12m − 8 = 0
3 2

⇒ ( m − 2) = 0
3

m = 2,2,2 are the roots of the characteristic

equation.
∴ solution of the given equation is

y = (c1 + c2 x + c3 x )e 2 2x
Solve
4 3
d y d y dy
4
−2 3
+2 − y =0
dx dx dx
Soln: This DE can be written as
( D − 2 D + 2 D − 1) y = 0
4 3

The Auxiliary eq is
m − 2m + 2m − 1 = 0
4 3

⇒ m − 1 − 2m + 2m = 0
4 3

⇒( m −1)( m + 1) − 2m ( m + 1) = 0
2 2 2

⇒ ( m −1)( m + 1 − 2m ) = 0
2 2

⇒( m −1)( m −1) = 0
2 2
 ⇒m = 1,1,1,−1
Therefore the general solution is
−x
y = Ae + ( B + Cx + Dx )e 2 x

Complex roots
We know that complex roots occur in conjugate
pairs, as if m1 = α + ίβ is a root then m2 = α – ίβ
must also be a root of the same equation.
Therefore y = c e (α +ι β) x + c e (α −ι β) x
1 2
αx ι β αx −ι β
⇒ y = c1e e x
+ c2e e x
 αx
⇒ y = c1e (cos βx + ι sin βx )
αx
+ c2 e (cos βx − ι sin βx ) ………….(1)
As we know that
ι θ
e = cos θ + ι sin θ
−ι θ
and ..e = cos θ − ι sin θ
So eq (1) can be written as
αx
y = (c1 + c 2 )e cos βx +
αx
ι(c1 + c2 )e sin βx
 αx
⇒ y = e [ A cos βx + B sin βx ]
As

A = ( c1 + c 2 ).. and .. B = ι( c1 + c 2 )
The solution corresponding to the roots a ± ib of
the characteristic equation is

y c = e ( A cos bx + B sin bx )
ax
Solve ( D 4 + 4) y = 0
+4 = 0
Soln: The Auxiliary eq is m
4

⇒ ( m ) + 2 + 4m − 4m = 0
2 2 2 2 2

⇒ ( m + 2) − ( 2m ) = 0
2 2 2

⇒ ( m + 2m + 2)( m − 2m + 2) = 0
2 2

By using quadratic formula we see that

1 ± i and − 1 ± i are the roots of the
characteristic equation.
∴ solution is
y = (c1 cos x + c2 sin x )e x

−x
+ (c3 cos x + c4 sin x )e
Solve
4 2
d y d y dy
4
− 2
+4 −4 y = 0
dx dx dx
Soln: This DE can be written as
( D − D + 4 D − 4) y = 0
4 2

The Auxiliary eq is m 4 − m 2 + 4m − 4 = 0
Here m = 1 is one of the roots of this equation
and by synthetic division
1 1 -1 4 -4
1 0 4
1 0 4 0

⇒( m + 4)( m −1) = 0
2
 ⇒ m = 1.. and .. ± 2ι
Therefore the general solution is

y = Ae x
+ ( B cos 2 x + C sin 2 x )
Solve
( D + 6 D + 15 D
4 3 2

+ 20 D + 12 ) y = 0
Solve
(D − D ) y = 0
4 3

when ... y ( 0) = 1 = y ( 0),

/

y (1) = 3e .. and .. y (1) = e

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