DIFFERENTIAL OPERATORS
Let r be an n-times differentiable function of independent variable t, then the operation of
d
differentiation with respect r is denoted by D i.e. D , D is known as the differential operator.
dt
dx dx d 2x
The derivative is denoted by Dx i.e. Dx likewise D 2 x 2 and the P th derivative of x
dt dt dt
d px
with respect to t is denoted by D p x . (p=1 2 …….)
dt p
This operator notation can be extended to
dx d nx d mx
(D C)x cx And (aD n bD m c) x a cx
dt dt n dt m
Note
1. In this notation the general linear differential expression with constant coefficients a0 a1 …..
an
d nx d n 1 x dx
a0 n a1 n 1 ...... an 1 an x is written as
dt dt dt
(a0 D n a1 D n 1 ........ an 1 D an ) x
2. In this case D n D n1 … D does not represent quantities to be multiplied by x but indicate
operations (differentiation) to be carried on the function x.
Definition: a 0 D n a1 D n 1 ............ a n 1 D a n where i 1, 2...............n are constants is
known as a linear differential operator of order n with constant coefficients
e.g 3D 2 4 D 6 is a linear operator of order 2 with constant coefficients.
d 2x
NB. 3D 4 D 6 x 3 2 4 6 x
2 dx
dt dt
Example
Solve D 2 4 D 3 y 7 x 2 4 y 0 6 y 0 8
Solution
The auxiliary equation is m2 4m 3 0 m 1 and m 3
yh C1e x C2e3 x
y p K 2 x 2 K1 x K 0 yp 2 K 2 x K1 and yp 2 K 2
Substituting in equation
2 K 2 8 K 2 x 4 K1 3K 2 x 2 3K1 x 3K 0 7 x 2 4
3K 2 x 2 3K1 8 K 2 x 2 K 2 4 K1 3K 0 7 x 2 4
Comparing coefficients
7
3K 2 7 K2
3
8 7 56
3K1 8 K 2 0 K1
3 3 9
112 76
2 K1 4 K 2 3K 0 4 K0 4
9 9
7 2 56 76
yp x x
3 9 9
7 2 56 76
y C1e x C2e3 x x x
3 9 9
Exercise
Solve
a) D 2
2 D 7 y 5e4 x
b) D 2
2 D 8 y 4 e2 x e3 x
c) D 2
5D 14 y 16 x 20e x
INVERSE DIFFERENTIAL OPERATOR
A particular integral of a linear differential equation F D y Q x with constant coefficient is
1
given by y Q x
F D
Consider an exponential function
y ea x Dy aea x D 2 y a 2e a x ...............D r y a r e a x
F D ea x F a ea x Da
1 1 ax
Hence y ea x e
F D F a
Example 1
Solve D 2 3D 2 y e3 x
Solution
The auxiliary equation is m2 3m 2 0 m 1 and m 2
yh C1e x C2e 2 x
Da3
1 1
Hence y p e3 x e3 x
D 1 D 2 3 1 3 2
1 3x
yp e
2
1
y C1e x C2e 2 x e3 x
2
Example 2
Solve D 2 2 D 7 y 5e4 x
Solution:
5
y C1e 2 x C2e5 x e 4 x
6
Example 3
Solve D 2 5D 6 y 2 e x e2 x
Solution:
1 2 x
y C1e 2 x C2 e3 x 2e x e
10
CASE 2
For trigonometric functions
y cos ax b Dy a sin ax b D 2 y a 2 cos ax b
D 2 y a 2 y D 2 a 2
1 1
Hence y cos ax b cos ax b
F D
2
F a 2
Example 1
Solve D 2 3D 4 y sin 2 x
Solution
The auxiliary equation is m2 3m 4 0 m 1 and m 4
yh C1e x C2e 4 x
D 2 a 2 4 Hence
1
yp sin 2 x
D 1 D 4
D 1 D 4 sin 2 x
D 2
1 D 2 16
D 2 3D 4
sin 2 x
4 1 4 16
D 2
3D 4 sin 2 x
20
D sin 2 x 3D sin 2 x 4sin 2 x
2
20
4sin 2 x 6 cos 2 x 4sin 2 x
20
1
yp 4sin 2 x 3cos 2 x
50
1
y C1e x C2e 4 x 4sin 2 x 3cos 2 x
50
Example 2
Solve D 2 4 y cos 3x
Solution
The auxiliary equation is m2 4 0 m 2i
yh C1 cos 2 x C2 sin 2 x
D 2 a 2 9 Hence
1
yp sin 3 x
D 4
2
1
sin 3 x
9 4
1 1
sin 3 x yp sin 3 x
5 5
y C1 cos 2 x C2 sin 2 x
Example 3
Find particular integral of D3 1 y cos 2 x 1
1
yp cos 2 x 1
D D2 1
Solution:
1
yp cos 2 x 1 8sin 2 x 1
65
For a polynomial
When Q x an x n an 1 x n 1 ............a1 x1 a0
1
yp Q x
F D
F D Q x
1
We expand this binomial up to the term raised to power n then operate on the function tem by
term.
Example 1
Solve D 2 4 y x 2 3x 1
Solution
The auxiliary equation is m2 4 0 m 2
yh C1e 2 x C2e 2 x
Q x F D Q x
1 1
yp
F D
yp 2
1
D 4
x 2 3x 1
y p D2 4 x 3 x 1
1 2
1
D2
x 3 x 1
1
4 1 2
4
D2
41 1 ....... x 2 3 x 1
4
1 2 D 2 x 2 3x 1
x 3x 1
4 4
1 2
x 2 3x 1
4 4
1 3 3
y p x2 x
4 4 8
1 3 3
yh C1e 2 x C2e 2 x x 2 x
4 4 8
Example 2
Solve D 2 2 D 3 y x 2 1
Solution
The auxiliary equation is m2 2m 3 0 m 1 and m 3
yh C1e x C2e3 x
Q x F D Q x
1 1
y
F D
1
y 2 Q x
D 2D 3
y D 2 2 D 3 x 1
1 2
1
2 1
3 1 D D 2 x 2 1
1
3 3
1 2
2
1 2 2 1 2
1 D D D D ... x 2 1
3 3 3 3 3
1 2
1 D D 2 D 2 x 2 1
1 4
3 3 3 9
1 2
1 D D 2 x 2 1
1
3 3 9
1
x 2 1 D x 2 1 D 2 x 2 1
2 1
3 3 9
1
x 2 1 2 x 2
2 1
3 3 9
1 1 4 2
x2 x
3 3 9 27
1 4 11
y C1e x C2 e3 x x 2 x
3 9 27
Example 3
Solve D 2 1 y x 2
Solution:
y C1e x C2e x x 2 2
Example 4
Solve D 2 2 y 2 x 1
Solution:
1
y C1e 2x
C2 e 2x
x
2
Exercise
Find particular integral
a) D 1 y e
2 x
b) D D 1 y e 3e 5
2 3x 2 x
c) D 4 y sin 2 x
2
d) D 5D 6 y x
2 2
e) D 2 y sin x
2
f) 2 D 2 D 3 y x 2 x 1
2 2
EQUATION WITH VARIABLE COEFFICIENTS
In the case of differential equation with variable coefficients there is no general method for solving
them unless the equation is of special kind e.g. Euler type of differential equation. In others the
method of approximations e.g. power series e.t.c are applied.
The Euler type of equation are in the form.
n n 1
n d y n 1 d y dy
K n ax b n
K n 1 ax b n 1
................... K1 ax b K 0 y Q x
dx dx dx
Where K n K n 1...................K 0 are constants
This equation can be reduced to a linear differential equation with constant coefficients by
putting ax b et or t ln ax b
Theorem
The transformation ax b et reduces the equation the second order differential equation
2
2 d y dy
K 2 ax b 2
K1 ax b K 0 y Q x ........................... (A) to a linear equation with
dx dx
constant coefficients.
Proof:
Let ax b et t ln ax b
dt a
a et
dx ax b
dy dy dt dy
a et (a)
dx dt dx dt
d y d t dy d t dy dt
2
ae ae
dx 2 dx dt dt dt dx
t d 2 y dy
a e 2
a et a e t
dt dt
d 2 y dy
a 2 e 2t 2 (b)
dt dt
Substituting (a) and (b) in (A)
d 2 y dy dy
K 2 e 2t a 2 e 2t 2 K1et a e t K0 y F t
dt dt dt
d2y dy
A1 2
A2 K 0 y F t ............................................ (B)
dt dt
Where A1 K 2 a 2 and A2 K1a K 2 a 2
Equation (B) is a second order linear differential equation with constant coefficients.
Note
a) This result can be generalized to a n th order differential equation.
b) The leading coefficients K n ax b in (A) is zero for ax b 0 thus the theorem does
n
not include ax b 0
c) In the above prove assumption is that ax b 0 . If ax b 0 the substitution
ax b et
is the correct one. In general unless stated we assume ax b 0 in order
to obtain a general solution of Cauchy Euler equation.
Example 1:
d2y dy
Obtain the general solution of x 2
2 x 2 y x3
2
dx dt
Solution: This equation is Euler’s equation with n 2 assuming x 0 let x et thus t ln x
dy dy
et
dx dt
2 t d y dy
2 2
d y
e 2
dt dx dt
d2y dy
Substituting in the equation we have 2
3 2 y e3t (since x et )
dt dt
The auxiliary equation is m 3m 2 0 whose roots are m 2 and m 1
2
yh c1e2t c2et
To find y p let y p Ae3t yp 3 Ae3t yp 9 Ae3t thus substituting in the equation we have
1 1 1
A thus y p e 3t the general solution is y c1e 2t c2et e3t
2 2 2
t
Replacing e by, x we have the general solution as
1
y c1 x 2 c2 x x 3
2
Example 2:
d2y dy
Obtain the general solution of x 1 2 x 1 2 y 2sin sin x 1
2
2
dx dt
x 1 et thus t ln x 1 a 1 b 1
dy dy dy
aet et
dx dt dt
2
d y d y dy
2
d 2 y dy
a 2 e 2t 2 e 2t 2
dt dx dt dx dt
Substituting in the equation we have
d2y
y 2sin t
dt 2
The auxiliary equation is m2 1 0 whose roots are m i
yh C1 cos t C2 sin t
y p At cos t Bt sin t
yp A cos t At sin t B sin t Bt cos t
To find y p let
yp A sin t A sin t At cos t B cos t B cos t Bt sin t
yp 2 A sin t At cos t 2 B cos t Bt sin t
Substituting in the equation
2 A sin t At cos t 2 B cos t Bt sin t 2 A sin t At cos t Bt sin t 2sin t
2 At sin t 2 Bt cos t 2sin t
2 A 2 A 1
2B 0 B0
y p t cos t
Solution is y C1 cos t C2 sin t t cos t
Replacing t by ln x 1 , we have the general solution as
y C1 cos ln x 1 C2 sin ln x 1 ln x 1 cos ln x 1
Find the general solution
d2y dy
x 2 2 5 x 8 y 4 ln x
dx dx
Solution
1 3
y c1 x 2 c2 x 4 ln x
2 8
EXERCISE
1. Find the general solution
d2y dy
a) x 2 2
x 4y 0
dx dx
d2y dy
1 2 x 1 2 x 2 y ln 1 2 x
2
b) 2
dx dx
d2y dy
c) 3x 2 2
4x 3y 0
dx dx
2. Solve the initial value problems
2
2 d y dy
a) x 2
2 x 10 y 0 y (1) 5 y1 4
dx dx
2
d y dy
b) x 2 2 5 x 3 y 0 y (1) 1 y1 5
dx dx
