Dr.

Faris Alzahrani

MATH 204

Chapter 3

Higher Order Linear Differential Equations

3.1 Definitions

Homogeneous and Nonhomogeneous Equations :

An nth order linear differential equation has the form

dn y d n −1 y dy
an ( x ) + a n −1 ( x ) + . . . + a 1 ( x ) + a0 ( x ) y = g ( x ).
dx n dx n−1 dx

If g( x ) = 0, then the equation is called homogeneous, otherwise it is called nonhomogeneous.

For example, the differential equation y00 − 3y0 + 5y = 0 is homogeneous, while the differential
equation y00 − 3y0 + 5y = x2 is nonhomogeneous.

Linear Independence and the Wronskian :

A set of functions f 1 , f 2 , . . . , f n is called linearly independent if

W 6= 0,

where W is called the Wronskian of f 1 , f 2 , . . . , f n given by

 
 f1 f2 ... fn
 

 
 f 10 f 20 ... f n0
 

W =  .. .. ..
.

 . . . 
 
 ( n −1) ( n −1) ( n −1) 
 f1 f2 . . . fn 

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Example. Show that the following sets of functions are linearly independent :
1. f 1 ( x ) = cos x, f 2 ( x ) = sin x

2. f 1 ( x ) = x + 1, f 2 ( x ) = x, f 3 ( x ) = x2

Theorem. Let y1 , y2 , . . . , yn be n solutions of the nth order differential equation

dn y d n −1 y dy
an ( x ) n
+ a n −1 ( x ) n − 1
+ . . . + a1 ( x ) + a0 ( x )y = 0.
dx dx dx

Then :

1. The set of solutions is linearly independent if and only if

W 6= 0.

2. If the set of solutions is linearly independent, then it is called a fundamental set of solutions.
The general solution is
y = c1 y1 + c2 y2 + . . . + c n y n .

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Example. The given functions are solutions of the given differential equation. Verify that they
form a fundamental set of solutions. Form the general solution :
1. y00 − 9y = 0; y1 = e3x , y2 = e−3x

2. y000 − 6y00 + 11y0 − 6y = 0; y1 = e x , y2 = e2x , y3 = e3x

Exercises 3.1

Q1. The given functions are solutions of the given differential equation. Verify that they form a
fundamental set of solutions. Form the general solution :
1. y00 − y0 − 12y = 0; y1 = e−3x , y2 = e4x

2. y00 − 2y0 + 5y = 0; y1 = e x cos 2x, y2 = e x sin 2x

3. 4y00 − 4y0 + y = 0; y1 = e x/2 , y2 = xe x/2

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3.2 Homogeneous Equations with Constant Coefficients

Second Order Equations :

A second order homogeneous equation with constant coefficients has the form

ay00 + by0 + cy = 0,

where a, b, c are constants. If y = emx , then the above equation becomes

am2 + bm + c emx = 0.

Since emx 6= 0, then

am2 + bm + c = 0.

This equation is called the auxiliary equation, whose roots are given by
√ √
−b + b2 − 4ac −b − b2 − 4ac
m1 = and m2 = ·
2a 2a

There are three cases :

1. If b2 − 4ac > 0, then the roots are real and m1 6= m2 . The general solution is

y = c 1 e m1 x + c 2 e m2 x .

2. If b2 − 4ac = 0, then the roots are real and m1 = m2 . The general solution is

y = c1 em1 x + c2 xem1 x .

3. If b2 − 4ac < 0, then the roots are complex and m1,2 = α ± iβ. The general solution is

 
y = eαx c1 cos βx + c2 sin βx .

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Example. Solve the following differential equations :

1. 2y00 − 5y0 − 3y = 0

2. y00 − 10y0 + 25y = 0

3. y00 + 4y0 + 7y = 0

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Example. Solve the following initial value problem :

y00 + 16y = 0, y(0) = 2, y0 (0) = −2.

Higher Order Equations :

Example. Solve the following differential equation :

y000 + 3y00 − 4y = 0.

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Example. Solve the following differential equation :

y(4) + 2y00 + y = 0.

Exercises 3.2

Q1. Solve the following differential equations :

1. y00 − y0 − 6y = 0

2. y00 + 8y0 + 16y = 0

3. y00 − 4y0 + 5y = 0

4. y000 − 4y00 − 5y0 = 0

5. y(4) + y000 + y00 = 0

Q2. Solve the following initial value problem :

π π
y00 + y = 0, y = 0, y0 = 2.
3 3

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3.3 Nonhomogeneous Equations with Constant Coefficients :

Undetermined Coefficients

A second order non-homogeneous linear equation with constant coefficients has the form

ay00 + by0 + cy = g( x ),

where a, b, c are constants and g( x ) 6= 0. The general solution is given by

y = yc + y p ,

where yc is the solution of the homogeneous equation

ay00 + by0 + cy = 0,

and y p is any particular solution of the above nonhomogeneous equation.

Example. Solve the following differential equations :

1. y00 − 10y0 + 25y = 30x + 3

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2. y00 − 4y0 − 12y = 3e5x

Example. Find a particular solution of the following differential equations :

1. y00 − y0 + y = 2 sin 3x

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2. y00 − 5y0 + 4y = 8e x

3. y00 − 2y0 + y = e x

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Example. Determine the form of a particular solution of the following differential equations :

1. y00 − 8y0 + 25y = 5x3 e− x − 7e− x

2. y00 + 4y = x cos x

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3. y00 − 9y0 + 14y = 3x2 − 5 sin 2x + 7xe6x

Exercises 3.3

Q1. Solve the following differential equations :

1. y00 + 3y0 + 2y = 6

2. 5y00 + y0 = −6x

3. y00 + 4y0 + 4y = 4x2 − 8x

4. 4y00 − 4y0 − 3y = cos 2x

5. y00 − 16y = 2e4x

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3.4 Nonhomogeneous Equations with Constant Coefficients :

Variation of Parameters

Consider a second order nonhomogeneous equation with constant coefficients of the form

y00 + by0 + cy = g( x ),


a=1

where b, c are constants and g( x ) 6= 0. Again, the general solution is given by

y = yc + y p .

If yc = c1 y1 + c2 y2 , then y p = u1 y1 + u2 y2 , where

y2 g ( x ) y1 g ( x )
Z Z
u1 = − dx and u2 = dx
W W

and W is the Wronskian of y1 and y2 .

Example. Solve the following differential equations :

1. y00 − 4y0 + 4y = ( x + 1)e2x

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2. 4y00 + 36y = csc 3x

3. y00 + y = tan x

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Exercises 3.4

Q1. Solve the following differential equations :

1. y00 + y = sec x 2. y00 + y = cos2 x

3.5 Cauchy-Euler Equation

A second order Cauchy-Euler equation is a differential equation with variable coefficients of the
form
d2 y dy
a2 x 2 + a 1 x + a0 y = g ( x ),
dx2 dx
where a0 , a1 , a2 are constants. The substitution x = et or t = ln x transforms the Cauchy-Euler

equation into the following differential equation with constant coefficients

d2 y dy
a2 2
+ ( a1 − a2 ) + a0 y = g ( e t ).
dt dt

Example. Solve the following differential equations :

d2 y dy
1. x2 2
− 2x − 4y = 0
dx dx

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2. 4x2 y00 + 8xy0 + y = 0

Example. Solve the following initial value problem :

x2 y00 + xy0 + y = 0, y(1) = 1, y0 (1) = 2.

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Example. Solve the following differential equations :

1. x2 y00 + 10xy0 + 8y = x2

2. x2 y00 − xy0 + y = ln x

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Exercises 3.5

Q1. Solve the following differential equations :

1. x2 y00 − 2y = 0

2. x2 y00 + xy0 + 4y = 0

3. x2 y00 + 5xy0 + 4y = 0

4. x2 y00 − xy0 + y = 2x

5. x2 y00 − 4xy0 + 6y = ln x2

3.6 Systems of Linear Differential Equations

Differential Operators :

Differential equations can be written using the following notations

d d2 dn
= D, = D2 , ..., = Dn ,
dx dx2 dx n

where D is called the differential operator. For example, the differential equation

d2 y dy
+ 5 + 6y = e x
dx2 dx

can be written as
D2 y + 5Dy + 6y = e x

or
( D2 + 5D + 6)y = e x .

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Example. Solve the following systems of differential equations :

1. Dx + ( D + 2)y = 0
( D − 3) x − 2y = 0

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dx
2. = 2x − y
dt
dy
=x
dt

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3. Dx + y = t
x − Dy = t

Exercises 3.6

Q1. Solve the following systems of differential equations :

1. ( D − 4) x − 7y = 0 2. Dx − 4y = 1
x − ( D + 2) y = 0 x + Dy = 2

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Answers 3.1

A1.
1. Verify, y = c1 e−3x + c2 e4x 2. Verify, y = c1 e x cos 2x + c2 e x sin 2x

x x
3. Verify, y = c1 e 2 + c2 xe 2

Answers 3.2

A1.
1. y = c1 e−2x + c2 e3x 2. y = c1 e−4x + c2 xe−4x

3. y = e2x c1 cos x + c2 sin x 4. y = c1 + c2 e− x + c3 e5x

 

−x
h √ √
i
3 3


5. y = c1 + c2 x + e 2 c3 cos 2 x + c4 sin 2 x

√
A2. y = − 3 cos x + sin x

Answers 3.3

A1.
−x
1. y = c1 e− x + c2 e−2x + 3 2. y = c1 + c2 e 5 + 30x − 3x2

−x 3x
3. y = c1 e−2x + c2 xe−2x + 72 − 4x + x2 4. y = c1 e 2 19
+ c2 e 2 − 425 8
cos 2x − 425 sin 2x

5. y = c1 e4x + c2 e−4x + 41 xe4x

Answers 3.4

A1.
1. y = c1 cos x + c2 sin x + cos x ln | cos x | + x sin x

2. y = c1 cos x + c2 sin x + 13 cos4 x + sin2 x − 13 sin4 x

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Answers 3.5

A1.
1. y = c1 x −1 + c2 x2 2. y = c1 cos(2 ln x ) + c2 sin(2 ln x )

3. y = c1 x −2 + c2 x −2 ln x 4. y = c1 x + c2 x ln x + x (ln x )2

5. y = c1 x2 + c2 x3 + 5
18 + 13 ln x

Answers 3.6

A1.
1. x = c1 e−3t + c2 e5t 2. x = 2 + c1 cos 2t + c2 sin 2t
h i h i
y = 17 −7c1 e−3t + c2 e5t y = 14 −1 − 2c1 sin 2t + 2c2 cos 2t

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