Differential Equations

15SCIB02C

Lecture 5

Chapter 2

Linear differential equations of higher order

 Higher order linear D.E.

 A linear differential equation of order n is a differential equation of the

form:

a n  x  y n   a n 1  x  y n 1    a1  x  y ' a 0  x  y  f  x  (1)

Where a n  x   0, and a n  x  , a n 1  x  … etc. are continuous functions.

n dn y
y  n
dx

 If f(x) = 0 for all x, then DE (1) becomes:

 a n  x  y n   a n 1  x  y n 1    a1  x  y' a 0  x  y  0 (2)

and is called a homogeneous DE.

 If an(x), an-1(x), … etc. are constants with a n  x   0, then (2) the DE is

called homogeneous DE with constant coefficients.

The general form of these equations is:

a n y   a n 1 y
n 1
  a 2 y" a1 y ' a 0 y  0
n

The auxiliary equation of this DE is:

a n r n  a n 1r n 1   a 2 r 2  a1r  a 0  0

auxiliary eq. or characteristic eq. of the DE

Solving this eq., we can have distinct real roots, simple complex roots,
multiple roots, or multiple complex roots, respectively.

The auxiliary (characteristic) eq.

a n r n  a n 1r n 1   a 2 r 2  a1r  a 0  0

The only plossible

roots are:

Case I Case II Case III

Distinct real Roots Repeated roots Complex roots

 r1  r2 r1  r2    rn r1,2    i

y  c1e r1x  c 2 e r2x y  c1e r1x  c 2 xe r1x  y  ex  c1 cos x

+   c n e rn x c3 x 2 e r1x    c n x n 1e r1x
c 2 sin  x 


Example (1): Solve the differential eq.

y" y' 6y  0

Solution

The auxiliary equation is: r 2  r  6   r  2  r  3  0

Whose roots are r1  2, r2  3.

 The general solution will then be:

y  c1e 2x  c 2 e 3x (Case I)

Test your knowledge ..

d3 y d 2 y dy
Solve   4  4 y  0 . (H.W.)
dx 3 dx 2 dx

 Example (2): Solve the differential eq.

4y" 12y ' 9y  0

Solution

The auxiliary equation is:

4r 2  12r  9  0   2r  3
2

3
Whose roots are r1  r2  
2

The general solution will then be:

y  c1e 3x / 2  c 2 xe 3x / 2 (Case II)

 Example (3): Solve the differential eq.

y" 6y' 13y  0

Solution

The auxiliary equation is: r 2  6r  13  0

6  36  52 6  16
Whose roots are r    3  2i
2 2
 b  b 2  4ac
The general solution will then be: r1,2 
2a

y  e3x  c1 cos 2x  c 2 sin 2x  (Case III)

2-Non-Homogeneous differential equations with constant

coefficients

 A non-homogeneous linear differential equation of order n is a differential

equation of the form: a n y   a n 1 y     a1 y ' a o y  f  x 
n n 1
(1)

Its general solution is given by:

 yG  yc  y p

The complementary The particular solution

solution associated obtained by one of the
with the homogeneous DE methods:

 a n y n   a n 1 y n 1  ......  a1 y' a o y  0 Method of Inverse Operators.

Method of Undertermined Coefficients

Method of Variation of Parameters.

 The method of inverse operators is easily used for solving the

nonhomogeneous DE if the right hand side of the equation, f(x), takes one
of the following forms:

Form 1: If f  x   e kx

1 kx d
yp  e provided that F  k   0 D
F k  dx

Form 2: If f  x   e kx V  x 

1
y p  e kx Vx
F D  k 
 Example (4): Find the general solution of the differential eq.

y" 7y ' 12y  e5x  24

Solution

We first solve the associated reduced equation

D 2
 7D  12  y  0

The characteristic equation is

r 2  7r  12   r  3 r  4   0

Whose roots are r  3, 4

The complementary function will then be

yc  y h  c1e3x  c 2 e 4x

The particular solution is

yp 
1
 D  3 D  4 
e 5x
 24 (Form 1)

1 1
 e5x  24 e0x
 D  3 D  4   D  3 D  4 

e5x 1 1
  24 e0x  12 e5x  24 e0 x
 5  3 5  4   0  3 0  4  12

1
The general solution is  e5x  2  yG  yc  y p
2
 Example (5): Find the general solution of the differential eq.

D 2
 D  20  y  e 4x  e5x

Solution

The characteristic equation is

r 2  r  20   r  4  r  5   0

The complementary function will then be yc  y h  c1e 4x  c 2 e5x

The particular solution is

yp 
1
 D  4  D  5
e 4x
 e5x 

 yp 
1
 D  4  D  5
e 
4x 1
 D  5 D  4 
e  5x

1  1 
4x  1  1 
5x 
  e    e 
 D  4    4  5    D  5   5  4  

1  1 4x  1  1 5x 
  e    e 
 D  4   9   D  5  9 


1 1
9  D  4
e 4x
.1 
1 1
9  D  5
e5x .1

(Form 2)

Vx
 1 1 1 1
 y p   e 4x 1  e5x 1
9  D  4  4  9  D  5  5 

1 1 1 1 1 1
  e  x 4 1  e5x 1   e 4x x  e5x x
9 D 9 D 9 9

The general solution is  yG  yc  y p

Form 3: If f  x   sin x or f  x   cos x

1  sin x
2  cos x
, F  2   0
1 sin x
  y 
F  D   F   
2 cos x p

 Example (6): Find the general solution of the differential eq.

D 2
 4  y  25sin 3x

Solution

The characteristic equation is

r2  4  0

i  1

Whose roots are r  2i

The complementary function will be

yc  c1 cos 2x  c 2 sin 2 x

The particular solution is

 1
yp  25sin
25sin 3x (Form 3)
 D 2
 4 
1
 25 sin 3x  5sin 3x
3x
 9  4 

Therefore, the general solution will be  y G  yc  y p

Form 4: If f  x   x n , r is a positive integer.

1
x n  yp  F  D  x n
1

F D

Remark: On applying the inverse operators on the power functions, we

shall need the following forms of the Binomial Theorem:

1

D

1  D  1  1  D  D2  D3  

1  D  1  1  D  D2  D3  

 Example (7): Find the particular solution to the differential eq.

D 2
 5D  4  y  x 2

Solution

yp 
1
 x 2
 
1
2 
x2 (Form 4)
 D  5D  4 
2
 5D D 
4 1  
 4 4 
 1
1   5D D 2  
 1  
4  4
 
4 
x 
2

1   5D D 2   5D D 2  
2

 1         x 
2

4  4 4   4 4  


1  5D D 2 25D 2 
 y p  1      x 2 
4 4 4 16 

1  5D 21D 2 
 1     x 2 
4 4 16 

1  2 5 2 21 2 2 
 x  Dx  D x  
4  4 16 

1 2 5 21 21 
  x   2x     2   
4 4 16 16 

1 2 5 21 
 x  x 
4  2 8 