DIFFERENTIAL EQUATION

MODULE 3

I. TOPICS/SUBJECT MATTER

4. Linear Differential Equation of Order n

4.1 Introduction
4.1.1 Standard form of a nth order Linear DE
4.1.2 Differential Operators
4.1.3 Linear Independence of a Set of Functions
4.2 Homogeneous Linear Differential Equation with Constant Coefficients
4.2.1 Solution of a Homogeneous Linear Ordinary DE
4.2.2 Initial and Boundary Value Problems
4.3 Non-homogeneous Differential Equation with Constant Coefficients
4.3.1. Form of the General Solution
4.3.2. Solution by Method of Undetermined Coefficients
4.3.3. Solution by Variation of Parameters

II. LESSON PRESENTATION

LESSON 12
4.1.1 Standard form of a nth order Linear DE

LINEAR EQUATION OF HIGHER ORDER

a) A linear differential equation of the higher order is one which contains the
dependent variable and all its derivatives to the first degree only.in general
form it is written:

dn y dn−1 y dy
ao n
+ a1 n−1
+ ⋯ + an−1 + an y = f(x) − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1 𝐴
dx dx dx
Where ao , a1 , … 𝑎𝑛 are all functions of x.

However, the treatment of 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1 𝐴 is primarily for special case where
theses coefficients 𝑎′𝑠 are all constants.

b) In 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1 𝐴 if we set the right side f(x) = 0, the resulting equation is

dn y dn−1 y dy
ao n
+ a1 n−1
+ ⋯ + an−1 + an y = 0 − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1 𝐵
dx dx dx

Firs ordered linear equation in standard form:

dy
+ Py = Q − − − − − − − − − − − − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1 𝐶
dx

Where P and Q are functions of x, the solution has shown to be

1 Differential Equation
 1 𝐶
𝑦 = ∅ ∫ ∅ 𝑄 𝑑𝑥 + ∅

Where ∅ = 𝑒 ∫ 𝑃𝑑𝑥 the integrating factor, this solution may be simplify written as

𝑦 = 𝑈 + 𝐶𝑉 − − − − − − − − − − − − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.3.1𝐷

The solution to a first ordered linear equations contains two parts: a particular
solution, 𝑦 = 𝑈, without any arbitrary constant, and a general solution, 𝑦 = 𝐶𝑉,
containing the necessary arbitrary element which is obtained by setting the
function at the right side, 𝑄 = 0, so 𝑦 = 𝑈 + 𝐶𝑉 is the general solution of the first
ordered linear equation.

4.1.2 Differential Operators

The concept of the differential operator D, a symbol used extensively in the

solution of linear equation of higher order.
a) In general, an operator is a symbol that is used to indicate an operation to
be performed. Let D be a symbol to denote the operation of differentiation
with respect to the independent variable, say x, that is

𝑑
𝐷=
𝑑𝑥

Note that D is not a quantity but an operator or a symbol. When this symbol is
placed before any function of x, it indicates that the function is to be
differentiated and the result of operation is the derivative of that function.

Example 4.1.2 - 1

1. D(2x 3 ) = 6x 2
2. D(cos 3x) = −3sin3x
3. D(x lnx) = 1 + lnx
4. D(e−2x ) = −2e−2x
1
5. D(x 2 + sin 4x − ln x) = 2x + 4 cos 4x −
x

b) We generalized the definition of the operator D as stated above by writing 𝐷 𝑟

to indicate the rth derivative relative to the independent variables.

𝑑𝑟
𝐷𝑟 = (𝑟 = 0,1,2, … )
𝑑𝑥 𝑟

Example 4.1.2 - 2

1. D2 (2x 3 ) = 12𝑥
2. D3 (cos 3x) = 27 sin3x
3. D0 (x lnx) = x lnx
4. D4 (e−2x ) = 16e−2x
1
5. D2 (x 2 + sin 4x − ln x) = 2 − 16 sin 4𝑥 +
𝑥2

2 Differential Equation
 c) Differential operators are linear operators, that is, if D represents a
differential operator, 𝑦1 , 𝑦2 , 𝑎𝑛𝑑 𝑦3 are functions of x, and 𝑐1 , 𝑐2 , 𝑎𝑛𝑑 𝑐3 are
constants then

D(c1 y1 + c2 y2 + c3 y3 ) = c1 Dy1 + c2 Dy2 + c3 Dy3

d) Although these operators are not algebraic terms, they obey the
fundamental laws of algebra, and for any function 𝑢 = 𝑓(𝑥), we have the
following formulas:

1. (Dr + Ds )u = (Ds + Dr )u
2. [Dr + (Ds + Dt )]u = [(Dr + Ds ) + Dt ]u
3. (Dr Ds )u = (Ds Dr )u
4. Dr (Ds Dt )u = (Dr Ds )Dt u
5. Dr (Ds + Dt )u = (Dr Ds + Dr Dt )u
6. (Dr Ds )u = (Dr+s )u
7. Dr (cu) = c Dr (u) (𝑐 𝑖𝑠 𝑎𝑛𝑦 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡)

e) These operators and algebraic sums of such operators behave as if they were
algebraic quantities and maybe so used following the stated formulas above.

THE LINEAR DIFFERENTIAL EQUATIONS OF HIGHER ORDER IN OPERATOR

FORM

(a0 Dn + a1 Dn−1 + ⋯ + an−1 D + an )y = f(x) − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐴

Or ∅(D)y = f(x) − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐵

Where ∅(D) = a0 Dn + a1 Dn−1 + ⋯ + an−1 D + an

Example 4.1.2 - 3
Let ∅(D) = 𝐷 2 − 4𝐷 + 3 operate on the function 𝑢 = 3𝑥 2 + 2 cos 𝑥. Determine the result of
the operation.

SOLUTION:

1. First Method
∅(D)u = (D2 − 4D + 3)(3x 2 + 2 cos x)
= D2 (3x 2 + 2 cos x) − 4𝐷(3x 2 + 2 cos x) + 3(3x 2 + 2 cos x)
= 6 − 2 cos x − 24x + 8 sin x + 4 cosx
= 9𝑥 2 − 24𝑥 + 6 + 8 sin 𝑥 + 4 cos 𝑥

Note that the auxiliary equation corresponding to ∅(𝐷)

∅m = m2 − 4m + 3 or (m − 3)(m − 1) = 0
Has two roots: 𝑟1 = 3 , 𝑟2 = 1
With this ∅(D) may now be written as
∅(D) = (D − 3)(D − 1) or (D − 1)(D − 3)

3 Differential Equation
 2. Second Method
∅(D)u = (D − 3)(D − 1)(3x 2 + 2 cos x)
= (D − 3)(6x − 2 sin x − 3x 2 − 2 cos x)
= 6 − 2 cos x − 6x + 2 sin 𝑥 − 18𝑥 + 6 sin 𝑥 + 9𝑥 2 + 6 cos 𝑥
= 9𝑥 2 − 24𝑥 + 6 + 8 sin 𝑥 + 4 cos 𝑥

3. Third Method
∅(D)u = (D − 1)(D − 3)(3x 2 + 2 cos x)
= (D − 1)(6x − 2 sin x − 9x 2 − 6 cos x)
= 6 − 2 cos x − 18x + 6 sin 𝑥 − 6𝑥 + 2 sin 𝑥 + 9𝑥 2 + 6 cos 𝑥
= 9𝑥 2 − 24𝑥 + 6 + 8 sin 𝑥 + 4 cos 𝑥

DERIVATIVES OF THE EXPONANTIAL 𝒆𝒎𝒙 ; EXPONENTIAL SHIFT

a) Using the operator 𝐷 it can be shown that
D(emx ) = memx
D2 (emx ) = m2 emx
And Dn (emx ) = mn emx (𝑛 = 1,2, … )

So if ∅(𝐷) is let to operate on emx we have

∅(𝐷)emx = emx (a0 mn + a1 mn−1 + ⋯ + an−1 m + an ) or

∅(𝐷)emx = emx ∅(𝑚) − − − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐶

Note that if 𝑚 = 𝑟 is a root of the auxiliary equation ∅(𝑚) = 0 then from

𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐶

∅(𝐷)emx = ∅(𝐷)erx = 0 − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐷

b) Next let (𝐷 − 𝑎) operate on the product 𝑦𝑒 𝑎𝑥 where a is any positive constant,

(D − a)yeax = D(yeax ) − a yeax

= a yeax + eax Dy − a yeax
Or (D − a)yeax = eax Dy
Similarly, it can be shown that
(D − a)2 yeax = eax D2 y

And in general
(D − a)𝑛 yeax = eax D𝑛 y

Or D𝑛 yeax = eax (𝐷 + 𝑎)𝑛 𝑦 − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐸

Finally using the linearity of the operator D,

D𝑛 yeax = eax ∅(𝐷 + 𝑎)𝑛 𝑦 − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐹

4 Differential Equation
Example 4.1.2 - 4
Use 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐶 and 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐷 to find the solutions to the differential
equation: (2𝐷 2 + 5𝐷 − 12)𝑦 = 0

SOLUTION:
The auxiliary equation of the given linear equation is
∅(𝑚) = 2𝑚2 + 5𝑚 − 12 = 0
= (2𝑚 − 3)(𝑚 + 4) = 0

3
With roots 𝑟1 = 𝑎𝑛𝑑 𝑟2 = −4
2

With the aid of 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐷 we have

∅(𝐷)erx = (2𝐷 2 + 5𝐷 − 12)𝑒 𝑟𝑥 = 0
𝑥⁄
a) (2𝐷 2 + 5𝐷 − 12)𝑒 3 2 =0 (𝑓𝑜𝑟 𝑟1 = 3/2)
b) (2𝐷 2 + 5𝐷 − 12)𝑒 −4𝑥 = 0 (𝑓𝑜𝑟 𝑟2 = −4)
𝑥
So 𝑦1 = 𝑒 3 ⁄2
and 𝑦2 = 𝑒 −4𝑥 are solutions to the homogenous linear equation of
2
(2𝐷 + 5𝐷 − 12)𝑦 = 0

Example 4.1.2 - 5
Use 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐸 and 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐹 to find the solutions to the differential
equation: (𝐷 + 3)4 𝑦 = 0

SOLUTION:
Since 𝑎 = 3 we multiply the given equation by 𝑒 3𝑥
𝑒 3𝑥 (𝐷 + 3)4 𝑦 = 0
Apply the exponential shift as in 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐸

𝑒 3𝑥 (𝐷 + 3)4 𝑦 = 𝐷 4 (𝑒 3𝑥 𝑦) = 0

Integrating four times, we get

𝑒 3𝑥 𝑦 = (𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑥 2 + 𝑐4 𝑥 3 )
𝒚 = (𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + 𝒄𝟒 𝒙𝟑 )𝒆−𝟑𝒙

5 Differential Equation
 ACTIVITY 1
Direction: solve and analyze each of the following problem in neat and orderly manner.
Do this in your indicated format.

a) Perform the indicated operation

1. (2D2 − 3D + 5)(x cos 𝑥 𝑥 − 3)

2. (𝐷 3 + 2𝐷 − 4)(𝑒 −𝑥 sin 𝑥 + 𝑒 2𝑥 )
3. (2𝐷 3 − 𝐷 2 + 1)(ln cos 𝑥 − 2 tan 𝑥)
4. (𝐷 2 + 3𝐷 + 2)(𝑒 −2𝑥 + 3𝑥 2 ) (𝑠𝑜𝑙𝑣𝑒 𝑢𝑠𝑖𝑛𝑔 3 𝑚𝑒𝑡ℎ𝑜𝑑𝑠)

b) Find the solutions of the following homogenous linear equations with the use of
𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐷

1. (D3 − 6D2 + 5D)y = 0

2. (4D2 − 3D − 10)y = 0

c) Solve the following differential equations using the “exponential shift” defined by
𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.2 𝐸

1. (D − 2)3 y = 0
2. (D + 7)6 y = 0

4.1.3 Linear Independence of a Set of Functions

If there exist n functions 𝑦1 , 𝑦2 , … 𝑦𝑛 𝑎𝑛𝑑 𝑐1 , 𝑐2 , … 𝑐𝑛 are constants not all zero such
that
𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛 = 0 − − − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.3 𝐴

Identically in some interval 𝑎 ≤ 𝑥 ≤ 𝑏, then the functions 𝑦1 , 𝑦2 , … 𝑦𝑛 said to be

linearly dependent

Example 4.1.3-1
π
Consider the functions y1 = cos 2x , y2 = sin 2x and y3 = cos (2x + )
3

π 1 √3
Since cos (2x + ) = cos 2𝑥 − sin 2𝑥, then there exists the identical relation
3 2 2
1 √3
𝑦1 − 𝑦 − 𝑦3 = 0
2 2 2

1 √3
Which satisfies 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 4.1.3 𝐴 with 𝑐1 = , 𝑐2 = − 𝑎𝑛𝑑 𝑐3 = −1 . we therefore
2 2
say that these three functions are “linearly dependent”.

6 Differential Equation
LESSON 13
4.2 THE HOMOGENOUS LINEAR WITH CONSTANT COEFFICIENT

The complementary function Yc : solution to the homogenous linear equation

The determination of the complementary function Yc which represents the general

solution of the homogenous linear equation with constant coefficients.

∅(D)y = (ao Dn + a1 Dn−1 + ⋯ an−1 D + an )y = o Equation (10)

Is the independent on the nature of the roots of the auxiliary equation

a0 mn + a1 mn−1 + ⋯ + an−1 m + an = 0 Equation (10.1)

The four cases on this solution are listed as follows:

CASE 1: When the n roots r1 , r2 , … , rn of the auxiliary equation are real and distinct.

CASE 2: When there are p(p ≥ n) equal roots r1 = r2 = ⋯ = rp of the auxiliary equation
and the rest real and distinct.

CASE 3: When the auxiliary equation has two conjugate roots r1 = a + bi and r2 = a − bi,
and the rest real and distinct.

CASE 4: When the conjugate complex roots a ± bi occurs p times (p > 1) in the
auxiliary equation and the rest real and distinc

SOLUTION CASE 1

First, consider the second ordered homogenous linear equation with constant
coefficients.

(ao D2 + a1 D + a2 )y = 0 Equation (10.2)

Assume that the roots of the corresponding auxiliary equation

a o m2 + a1 m + a 2 = 0

are r1 and r2 which are further assumed to be real and distinct. The factored form of
Equation (10.2) may now be written as

ao (D − r1 )(D − r2 )y = 0 Equation (10.2-a)

y = c1 er1x + c2 er2 x + c3 er3 x ----------- The solution

if the n roots r1 , r2 , … , rn of the auxiliary equation of ∅(D)y = 0 are real and distinct then
the solution is

y = c1 er1x + c2 er2 x + ⋯ + cn ern x

7 Differential Equation
Example 1:

Determine the solution of (D3 − 4D2 + 3D)y = 0

Solution:

a) The auxiliary equation of the given equation

m3 + 4m2 + 3m = 0 or m(m − 1)(m − 3) = 0

With roots r1 = 0, 𝑟2 = 1 𝑎𝑛𝑑 𝑟3 = 3, which are all real and distinct.

b) The factored form of the given equation is

D(D − 1)(D − 3)y = 0

Whose solution is in accordance with the generalized rule of CASE 1 is

y = c1 er1x + c2 er2 x + c3 er3 x

y = c1 e0 + c2 ex + c3 e3x
y = c1 + c2 ex + c3 e3x

SOLUTION CASE 2

a o m 2 + a1 m + a 2 = 0 ----- auxiliary equation

ao (D − r1 )(D − r2 )y = 0

y = er1 x (c1 + c2 x + c3 x 2 ) ----------The solution

if the auxiliary equation corresponding to the 𝑛𝑡ℎ - order linear equation

∅(D)y = 0 has p(p ≤ n) equal and real roots, r1 = r2 = ⋯ = rp and the rest real
and distinct.
r p+1x
y = er1 x (c1 + c2 x + ⋯ + cp−1 x p−2 + cp x p−1 ) + cp + 1e + ⋯ + cn ern x

Example 1:

Determine the solution of (4D3 − 4D2 + D)y = 0.

SOLUTION:

a) The auxiliary equation of the given equation is

4m3 − m + m = 0 or m(2m − 1)(2m − 1) = 0

1
With roots; r1 = r2 = and r3 = 0
2

8 Differential Equation
 b) The given D.E. in the factored form is

D(2D − 1)(2D − 1)y = 0

And since this falls under CASE 2 then its solution is

y = er1 x (c1 + c2 x) + c3 er3 x 𝑜𝑟 y = ex⁄2 (c1 + c2 x) + c3 e0

and y = ex⁄2 (c1 + c2 x) + c3

SOLUTION CASE 3

ao m2 + a1 m + a2 = 0 ----------------------- Auxiliary equation

ao (D − r1 )(D − r2 )y = 0

y = eax (c1 cos bx + c2 sin bx) --------------- the solution

if the roots of the auxiliary equation ∅(m) = 0 are two conjugate complex
numbers, 𝑟1 = 𝑎 + 𝑏𝑖 and 𝑟2 = 𝑎 − 𝑏𝑖, and the rst real and distinct. Then the
solution to ∅(𝐷)𝑦 = 0 is

y = eax (c1 cos bx + c2 sin bx) + c3 er3x + ⋯ + cn ern x

Example 1:

Find the solution of (D2 − 4D + 5)y = 0.

Solution:

a) The auxiliary of the given equation m2 − 4m + m = 0

Has the complex root: r1 = 2 + i and r2 = 2 − i.

b) The solution under CASE 3 is

y = eax (c1 cos bx + c2 sin bx)

with a = 2 and b = 1, and so

𝐲 = 𝐞𝟐𝐱 (𝐜𝟏 𝐜𝐨𝐬 𝐱 + 𝐜𝟐 𝐬𝐢𝐧 𝐱)

9 Differential Equation
SOLUTION CASE 4

When the conjugate complex roots, 𝑎 ± 𝑏𝑖. Result from the auxiliary equation of
the linear equation∅(𝐷)𝑦 = 0, the procedure in finding the solution is similar to
that which is given in the three previous cases and can therefore be generalized
as follows:

“If the conjugate complex roots 𝑎 ± 𝑏𝑖 occur p times (𝑝 > 1) in the auxiliary
equation ∅(𝑚) = 0, the general solution is

y = eax {(c1 + c2 x + ⋯ + cp−1 x p−2 + cp x p−1 ) cos bx + (k1 + k 2 x + ⋯ + k p−1 x p−2 + k p x p−1 )sinbx}

Example:

Find the solution of (D4 + 18D2 + 81)y = 0

Solution:
a) The auxiliary equation of the given D.E. is m4 + 18m2 + 81 = 0

And its roots are: r1 = r2 = 3i and r3 = r4 = −3i = 0

b) The solution by the method of CASE 4 is

y = eax {(c1 + c2 x) cos bx + (c3 + c4 x) sin bx}

with p = 2, a = 0 and b = 3 to give finally

𝐲 = (𝐜𝟏 + 𝐜𝟐 𝐱) 𝐜𝐨𝐬 𝟑𝐱 + (𝐜𝟑 + 𝐜𝟒 𝐱) 𝐬𝐢𝐧 𝟑𝐱

ACTIVITY 2
Direction: solve and analyze each of the following problem in neat and orderly manner.
Do this in your indicated format.

Find the general solution of the following homogenous linear equations:

1. (D2 + 5D + 6)y = 0
2. (2D2 − 5D − 3)y = 0
3. (9D2 − 6D + 1)y = 0
4. (D4 − 2D3 + D2 )y = 0
5. (D4 − 2D2 )y = 0
6. (D3 + 8)y = 0
7. (D4 − 81)y = 0
8. (𝐷 5 + 9𝐷 3 )𝑦 = 0

10 Differential Equation
 LESSON 14
THE NON-HOMOGENOUS LINEAR EQUATION WITH CONSTANT COEFFICIENT

The three methods of finding the particular solution to the non-homogeneous

linear equation pf the nth order are listed as follows:

a. Method of Reduction Order

b. Method of undetermined Coefficients
c. Method of Variation of parameters

a. METHOD 1: REDUCTION ORDER

This method may be advantageously applied in finding YP under the following
conditions:

a) The roots of the auxiliary equation ∅(𝑚) = 0 are all real.

b) The order of ∅(𝐷)𝑦 = 𝑓(𝑥)is not too large.
c) The functional operator ∅(𝐷)is expressible in the factored form
∅(𝐷) = ao (D − r1 )(D − r2 ) … (D − rn )
The following procedure outlines the determination of the particular integral YP by
the method of reduction of order:

1. First write the given equation in the factored based from the roots of the
auxiliary equation
ao (D − r1 )(D − r2 ) … (D − rn )𝑦 = 𝑓(𝑥)
Let (D − r2 )(D − r3 ) … (D − rn )y = z

dz
And so ao (D − r1 )z = f(x) or ao − ao r1 z = f(x)
dx
This resulting equation is first-ordered whose solution takes the form

𝐳 = 𝐠(𝐱)
This method can also be used for the case where the roots of the auxiliary equation are
complex numbers.

2. Substitute this back to the equation (D − r2 )(D − r3 ) … (D − rn )y = z to give

(D − r2 )(D − r3 ) … (D − rn )y = g(x)

And let (D − r3 )(D − r4 ) … (D − rn )y = v which now reduce to

(D − r2 )v = g(x)

This is again linear of the first order which will have a solution v = h(x)

3. Once more, substitute this to equation (D − r3 )(D − r4 ) … (D − rn )y = v and

repeat the procedure all over until the last factor is reached, that is,

(D − rn )y = ∅(x)

Which will give the solution y = Yp = F(x)

11 Differential Equation
 REMARK: Since Yp is a particular solution, the constant of integration must be
omitted in the procedure outlined above.

EXAMPLE:

Find the general solution of (D2 − 4)y = 4x − 3ex

Solution:

a) The auxiliary equation m2 − 4 = 0 or (m − 2)(m + 2) = 0

Have the roots: r1 = 2 and r2 = −2.

b) The factored form of the given equation is

(D − 2)(D + 2)y = 4x − 3ex

c) To get the complementary function 𝑌𝑐 , consider the corresponding homogeneous

equation

(D − 2)(D + 2)y = 0

Whose solution by the method Yc = c1 e2x + c2 e−2x

d) For the particular Yp , use the method of reduction of order:

Let z = (D + 2)y and so (D − 2)z = 4x − 3ex

This is first ordered linear equation with P = −2, Q = 4x − 3ex and ∅ = e−2x
Therefore, use the equation z∅ = ∫ ∅dx (c is omitted)

Or ze−2x = ∫ e−2x (4x − 3ex )dx which by integration by parts, yields

z = −2x − 1 + 3ex

Substitute this back to 𝑧 = (𝐷 + 2)𝑦 to give

𝑑𝑦
+ 2𝑦 = −2x − 1 + 3ex
𝑑𝑥

Which is again linear of the firs order with P = +2, Q = −2x − 1 + 3ex and ∅ = e2x
The solution is

𝑦∅ = ∫ ∅𝑄 𝑑𝑥 (c is omitted)

ye−2x = ∫ e2x (−2x − 1 + 3ex )dx

Finally, using integration by parts once more we get

y = Yp = ex − x

12 Differential Equation
 e) The general solution is therefore

𝑦 = Yp + Yc or y = ex − x + c1 e2x + c2 e−2x

b. METHOD 2: UNDETERMINED COEFFICIENTS

This second method for finding Yp has decided advantage since it requires
no integration but only differentiation. However, it can only be applied to
special types of the right-hand function(x), namely:

a) For f(x) = Kx p eqx (q = 0 and q ≠ 0).

b) For f(x) = Kx p eqx cos bx or Kx p eqx sin bx where p is a positive integer or
zero, q and b are any real constants including zero and K is any
constant.

The following rules on finding the particular integral Yp are given here
without proof.

Rule 1: 𝑤ℎ𝑒𝑛 𝑓(𝑥) = 𝐾𝑥 𝑝 𝑒 𝑞𝑥

a) for q = 0 and an ≠ 0 in ∅(D)y = f(x):

YP = Ax p + Bx p−1 + ⋯ + Lx + M.

b) for q − 0 and an = 0 in ∅(D)y = f(x):

YP = (Ax p + Bx p−1 + ⋯ + Lx + M. )𝑥 𝑟

Where r is the number of times O appear as a root of the auxiliary

equation ∅(m) = 0.

Rule 2: 𝑤ℎ𝑒𝑛 𝑓(𝑥) = 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑐𝑜𝑠 𝑏𝑥 𝑜𝑟 𝐾𝑥 𝑝 𝑒 𝑞𝑥 𝑠𝑖𝑛 𝑏𝑥

Yp = (A1 x p + B1 x p−1 + ⋯ + L1 x + M1 )𝑥 𝑟 cos 𝑏𝑥 + 𝑒 𝑞𝑥 (A2 x p + B2 x p−1 + ⋯ + L2 x + M2 )𝑥 𝑟 sin 𝑏𝑥

Where the number of times 𝑞 + 𝑏𝑖 appears as a root of the auxiliary

equation ∅(m) = 0.

REMARK:
1) to find the undetermined coefficients A,B,… in 𝑌𝑃 , 𝑦 = 𝑌𝑃 and its
derivatives are substituted to the given equation which will then
result into an identity equation. The coefficient of like terms in the
identity equation are equated and the simultaneous equations thus
formed are solved for these unknown coefficients A,B,…
2) If f(x) contains more than one term the combination of the different
𝑌𝑃 ′𝑠 for each term is taken to rep[resent the particular integral or
𝑌𝑃 = 𝑌𝑃1 + 𝑌𝑃2 + ⋯

13 Differential Equation
 EXAMPLE:

Find the solution of (𝐃𝟐 − 𝟒)𝐲 = 𝟒𝐱 − 𝟑𝐞𝐱

SOLUTION:

a) This linear equation is the same as example under Reduction order where the
complementary function has found out to be

Yc = c1 e2x + c2 e−2x

b) To find 𝑌𝑝 by the method of undetermined coefficients we have, by rule 1

i. For 4x: (q = 0, an = 4 ≠ 0, p = 1)

Y𝑃1 = Ax p + Bx p−1 + ⋯ + Lx + M

Y𝑃1 = Ax + Bx 0 or Ax + B

ii. For −𝟑𝐞𝐱 : (q = 1, p = 0, r = 0 since q = 1 a root of the auxiliary equation)

YP2 = eqx (Ax p + Bx p−1 + ⋯ + Lx + M )x r

YP2 = ex (Ax 0 )x 0 or Aex

So 𝑌𝑃 = 𝑌𝑃1 + 𝑌𝑃2

Or YP = Ax + b + Cex (A in YP2 was changed to C)

And 𝑌′𝑃 = 𝐴 + Cex 𝑌"𝑃 = Cex

c) Substitute YP and its derivative to the given equation

(𝐃𝟐 − 𝟒)𝐲 = 𝟒𝐱 − 𝟑𝐞𝐱

To get Cex − 4(Ax + B + Cex ) = 4x − 3ex

Or −3Cex − 4𝐴𝑥 − 4𝐵 = 4x − 3ex

Therefore −3C = −3 or C = 1
And −4A = 4 or A = −1
𝐵=0

So finally we have YP = Ax + b + Cex

YP = −x + ex

d) The general solution to the given equation is

𝑦 = Yp + Yc 𝑜𝑟 y = ex − x + c1 e2x + c2 e−2x

14 Differential Equation
 METHOD 3: VARIATION OF PARAMETERS

These methods were developed by the French mathematician langrange and

apply to linear equations of any order with either constant or variable
coefficients. It is more general than elegant than the two previous methods
discussed for the primary reason that it gives the general solutions, 𝑦 = 𝑌𝑝 + 𝑌𝑐 ,
directly. However, the knowledge of the complementary function 𝑌𝑐 still plays an
important role in the determination of this general solution.
Consider the second-ordered non homogenous linear equation
(𝑎0 𝐷 2 + 𝑎1 𝐷 + 𝑎2 )𝑦 = 𝑓(𝑥) − − − − − − − − − − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3.1
Where 𝑎0 , 𝑎1 𝑎𝑛𝑑 𝑎2 are constants (or dependent on the variable x)

𝑌𝑐 = 𝑐1 𝑈 + 𝑐2 𝑉 (𝑐𝑜𝑚𝑝𝑙𝑒𝑚𝑒𝑛𝑡𝑎𝑟𝑦 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛) − − − − − − − − − 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3.2

Where U and V are known functions of x, we replace the constants 𝑐1 and 𝑐2 by

unknown parameters P and Q and assume the general solution of 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 3.1
to take the form.

𝑦 = 𝑃𝑈 + 𝑄𝑉

For linear equations with order higher than the second, the general solution is
again based from the complementary function of the corresponding
homogeneous equation, that is

𝑌𝑐 = 𝑐1 𝑈 + 𝑐2 𝑉 + 𝑐3 𝑊 + ⋯

Where U, V, W, are known function of x. as in the case of the second-ordered

equation just discussed, 𝑐1 , 𝑐2 , 𝑐3 , … are replaced by the unknown parameters P,
Q, R, to give us the general solution in the form

𝑦 = 𝑃𝑈 + 𝑄𝑉 + 𝑅𝑊 + ⋯

EXAMPLE
Determine the general solution of (D2 − 4)y = 4x − 3ex

Solution:
a) This problem is the same as the one considered in Reduction order. The
complementary function has been determined to be

𝑌𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 −2𝑥

b) To find the general solution, use the method of variation of parameters, from
the complementary function above, we have

15 Differential Equation
 𝑦 = 𝑃𝑒 2𝑥 + 𝑄𝑒 −2𝑥 𝟏

Obtained by replacing 𝑐1 and 𝑐2 by P and Q, respectively

Then y ′ = 2Pe2x − 2Qe−2x + P ′ e2x + Q′ e−2x and then set

P ′ e2x + Q′ e−2x = 0 𝟐

So that y ′ = 2Pe2x − 2Qe−2x 𝟑

A second differentiation gives

𝑦 ′′ = 4𝑃𝑒 2𝑥 + 4Qe−2x + 2P ′ e2x + 2Q′ e−2x 𝟒

Equation 1 and 4 are substituted to the given equation to give

4𝑃𝑒 2𝑥 + 4Qe−2x + 2P ′ e2x + 2Q′ e−2x − 4(𝑃𝑒 2𝑥 + Qe−2x ) = 4𝑥 − 3𝑒 𝑥

Or 2P ′ e2x + 2Q′ e−2x = 4𝑥 − 3𝑒 𝑥 𝟓

Solve equations 2 and 5 simultaneously to give

3 3 3𝑥
P ′ = 𝑥e−2x − 𝑒 −𝑥 𝑎𝑛𝑑 Q′ = −𝑥e2x + 𝑒
4 4

Integration of these two derivatives, leads to the following solutions

1 1 3
P = − xe−2x − e−2x + e−x + c1
2 4 4
1 2x 1 2x 1 3x
Q = − xe − e + e + c2
2 4 4

c) Substitute these parameters to the general solution (1), or

𝑥 1 3 𝑥 1 ex
𝑦 = − − + ex + 𝑐1 e2x + + + + 𝑐2 e−2x
2 4 4 2 4 4

Or 𝑦 = ex − 𝑥 + 𝑐1 e2x + 𝑐2 e−2x

16 Differential Equation
ACTIVITY 3
Direction: solve and analyze each of the following problem in neat and orderly manner.
Do this in your indicated format.

Determine the general solutions of the following non homogenous linear

equations.
1. (D2 + D)y = sin 𝑥
2. (D2 − 4D + 4)y = e𝑥
3. (D2 − 3D + 2)y = 2x 3 − 9𝑥 2 + 6𝑥
4. (D2 + 4D + 5)y = 50x + 13𝑒 3𝑥
5. (D3 − D2 + 𝐷 − 1)y = 4 sin 𝑥
6. (D3 − D)y = x

-------------------------------END OF MODULE 3------------------------------

17 Differential Equation