EEF 210E DIFFERENTIAL EQUATIONS
PROBLEM SET 3
1. Solve the differential equation 𝒚(𝟒) − 𝟒𝒚′′′ + 𝟓𝒚′′ − 𝟒𝒚′ + 𝟒𝒚 = 𝟎.
Recall: The differential equations in the form of 𝒑𝟎 𝒚(𝒏) + 𝒑𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝒏−𝟏 𝒚′ + 𝒑𝒏 𝒚 = 𝟎 are called higher
(nth) order linear homogeneous differential equations with constant coefficients. The general solution for these
equations can also be obtained via undetermined coefficients method.
To obtain the general solution, the roots of the characteristic equation of the differential equation should be found.
The characteristic equation of for 𝑦 (4) − 4𝑦 ′′′ + 5𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 is written below.
𝑘 4 − 4𝑘 3 + 5𝑘 2 − 4𝑘 + 4 = 0
The roots of the characteristic equation can be obtained via factorization. Thus, the characteristic equation can be
factorized as follows.
𝑘 4 − 4𝑘 3 + 5𝑘 2 − 4𝑘 + 4 = 0
⇒ 𝑘 4 − 2𝑘 3 − 2𝑘 3 + 4𝑘 2 + 𝑘 2 − 2𝑘 − 2𝑘 + 4 = 0
⇒ (𝑘 4 − 2𝑘 3 ) − (2𝑘 3 − 4𝑘 2 ) + (𝑘 2 − 2𝑘) − (2𝑘 − 4) = 0
⇒ 𝑘 3 (𝑘 − 2) − 2𝑘 2 (𝑘 − 2) + 𝑘(𝑘 − 2) − 2(𝑘 − 2) = 0
⇒ (𝑘 − 2)(𝑘 3 − 2𝑘 2 + 𝑘 − 2) = 0
⇒ (𝑘 − 2)[𝑘 2 (𝑘 − 2) + (𝑘 − 2)] = 0
⇒ (𝑘 − 2)(𝑘 − 2)(𝑘 2 + 1) = 0
⇒ (𝑘 − 2)2 (𝑘 2 + 1) = 0
⇒ 𝒌𝟏,𝟐 = 𝟐, 𝒌𝟑 = 𝒊, 𝒌𝟒 = 𝒌𝟑∗ = −𝒊
𝒌𝟏,𝟐 = 𝟐 is a second order repeated root and it constitutes two solutions in the form below.
𝒚𝟏 = 𝒆𝒌𝟏,𝟐 𝒙 , 𝒚𝟐 = 𝒙𝒆𝒌𝟏,𝟐 𝒙
𝒌𝟑 = 𝒊 and 𝒌𝟒 = −𝒊 are complex conjugate roots with only imaginary parts and they constitute a solution in the
form below.
𝒚𝟑,𝟒 = 𝑨 𝐜𝐨𝐬(𝒙) + 𝑩 𝐬𝐢𝐧(𝒙)
The general solution is formed by superposition of these solutions as follows.
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑐3,4 𝑦3
⇒ 𝑦 = 𝑐1 𝑒 𝑘1,2 𝑥 + 𝑐2 𝑥𝑒 𝑘1,2 𝑥 + 𝑐3,4 (𝐴 cos(𝑥) + 𝐵 sin(𝑥))
⇒ 𝒚 = 𝒄𝟏 𝒆𝟐𝒙 + 𝒄𝟐 𝒙𝒆𝟐𝒙 + 𝒄𝟑 𝐜𝐨𝐬(𝒙) + 𝒄𝟒 𝐬𝐢𝐧(𝒙)
2. Find general solution for the differential equation 𝒚′′ − 𝟓𝒚′ + 𝟒𝒚 = 𝒆𝟒𝒙 + 𝐬𝐢𝐧(𝒙).
The differential equations will be represented via differential operators as follows.
𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 𝑒 4𝑥 + sin(𝑥) ⇒ (𝐷2 − 5𝐷 + 4)𝑦 = 𝑒 4𝑥 + sin(𝑥)
The homogeneous part of the original equation is shown below.
𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 0 ⇒ (𝐷2 − 5𝐷 + 4)𝑦 = 0 ⇒ (𝐷 − 1)(𝐷 − 4)𝑦 = 0
Then, the complementary solution can be written as follows.
𝒚𝒄 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆𝟒𝒙
The annihilator term can be obtained by the right-hand side of the equation via differential operators as follows.
𝑒 4𝑥 + sin(𝑥) ⇒ (𝐷 − 4)(𝐷2 + 1)
When the left-hand side of the equation is multiplied by the annihilator term, it can be written as below.
(𝐷 − 1)(𝐷 − 4)(𝐷 − 4)(𝐷2 + 1) = 0 ⇒ (𝐷 − 1)(𝐷 − 4)2 (𝐷2 + 1) = 0
Thus, the general solution of the equation will be in the form below.
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆𝟒𝒙 + 𝑨𝒙𝒆𝟒𝒙 + 𝑩𝐜𝐨𝐬(𝒙) + 𝑪𝐬𝐢𝐧(𝒙)
The particular solution of the equation and its first and second derivatives are obtained as follows.
𝒚𝒑 = 𝑨𝒙𝒆𝟒𝒙 + 𝑩𝐜𝐨𝐬(𝒙) + 𝑪𝐬𝐢𝐧(𝒙)
𝑦𝑝′ = 𝐴𝑒 4𝑥 + 4𝐴𝑥𝑒 4𝑥 − 𝐵sin(𝑥) + 𝐶cos(𝑥)
𝑦𝑝′′ = 8𝐴𝑒 4𝑥 + 16𝐴𝑥𝑒 4𝑥 − 𝐵cos(𝑥) − 𝐶sin(𝑥)
To find the coefficient values, the particular solution and its derivatives can be plugged into the original equation.
𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 𝑒 4𝑥 + sin(𝑥)
⇒ (8𝐴𝑒 4𝑥 + 16𝐴𝑥𝑒 4𝑥 − 𝐵cos(𝑥) − 𝐶sin(𝑥)) − 5(𝐴𝑒 4𝑥 + 4𝐴𝑥𝑒 4𝑥 − 𝐵sin(𝑥) + 𝐶cos(𝑥)) + 4(𝐴𝑥𝑒 4𝑥 + 𝐵cos(𝑥) + 𝐶sin(𝑥)) = 𝑒 4𝑥 + sin(𝑥)
⇒ 3𝐴𝑒 4𝑥 + 0𝐴𝑥𝑒 4𝑥 + (3𝐵 − 5𝐶) cos(𝑥) + (5𝐵 + 3𝐶) sin(𝑥) = 𝑒 4𝑥 + sin(𝑥)
𝟏 𝟓 34 𝟑 𝟓
⇒ 3𝐴 = 1 ⇒ 𝑨 = 𝟑 3𝐵 − 5𝐶 = 0 ⇒ 𝑩 = 𝟑 𝑪 5𝐵 + 3𝐶 = 𝐶 = 1 ⇒ 𝑪 = 𝟑𝟒 , 𝑩 = 𝟑𝟒
3
The particular solution is given below.
𝟏 𝟓 𝟑
𝒚𝒑 = 𝒙𝒆𝟒𝒙 + 𝐜𝐨𝐬(𝒙) + 𝐬𝐢𝐧(𝒙)
𝟑 𝟑𝟒 𝟑𝟒
Finally, the general solution is obtained as follows.
𝟏 𝟓 𝟑
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆𝟒𝒙 + 𝒙𝒆𝟒𝒙 + 𝐜𝐨𝐬(𝒙) + 𝐬𝐢𝐧(𝒙)
𝟑 𝟑𝟒 𝟑𝟒
3. Find the general solution for the differential equation 𝒚′′′ − 𝟐𝒚′′ − 𝒚′ + 𝟐𝒚 = 𝟐𝒆𝒙 .
Recall: The differential equations in the form of 𝒑𝟎 𝒚(𝒏) + 𝒑𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝒏−𝟏 𝒚′ + 𝒑𝒏 𝒚 = 𝒈(𝒙) are called
higher (nth) order linear nonhomogeneous differential equations with constant coefficients. The general solution
for these equations can also be obtained via variation of parameters method using Wronskian (if the
complementary solution is already known).
First, the complementary solution can be found by identifying the roots of the characteristic equation of the
differential equation 𝑦 ′′′ − 2𝑦 ′′ − 𝑦 ′ + 2𝑦 = 0. The roots of the characteristic equation can be identified via
factorization method. Thus, the characteristic equation can be factorized as follows.
𝑘 3 − 2𝑘 2 − 𝑘 + 2 = 0
⇒ 𝑘 2 (𝑘 − 2) − (𝑘 − 2) = 0
⇒ (𝑘 2 − 1)(𝑘 − 2) = 0
⇒ 𝒌𝟏 = 𝟏, 𝒌𝟐 = −𝟏, 𝒌𝟑 = 𝟐
𝑘1 = 1, 𝑘2 = −1, and 𝑘3 = 2 are all distinct and real roots, the solutions will be written as follows.
𝒚𝟏 = 𝒆𝒌𝟏 𝒙 = 𝒆𝒙 , 𝒚𝟐 = 𝒆𝒌𝟐 𝒙 = 𝒆−𝒙 , 𝒚𝟑 = 𝒆𝒌𝟑 𝒙 = 𝒆𝟐𝒙
Thus, the complementary solution is given below.
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑐3 𝑦3 ⇒ 𝒚𝒄 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒆𝟐𝒙
Second, the following Wronskians based on 𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑒 −𝑥 , 𝑦3 = 𝑒 2𝑥 should be calculated.
𝑒 𝑥 𝑒 −𝑥 𝑒 2𝑥
𝑊(𝑦1 , 𝑦2 , 𝑦3 ) = |𝑒 𝑥
−𝑒 −𝑥
2𝑒 2𝑥 | = −6𝑒 2𝑥
𝑒 𝑥 𝑒 −𝑥 4𝑒 2𝑥
0 𝑒 −𝑥 𝑒 2𝑥 𝑒𝑥 0 𝑒 2𝑥 𝑒𝑥 𝑒 −𝑥 0
𝑊1 = |0 −𝑒 −𝑥 2𝑒 2𝑥 | = 3𝑒 𝑥 , 𝑊2 = |𝑒 𝑥 0 2𝑒 2𝑥 | = −𝑒 3𝑥 , 𝑊3 = |𝑒 𝑥 −𝑒 −𝑥 0| = −2
1 𝑒 −𝑥 4𝑒 2𝑥 𝑒𝑥 1 4𝑒 2𝑥 𝑒𝑥 𝑒 −𝑥 1
Then, the particular solution of the equation 𝑦𝑝 = 𝑦1 𝑢1 + 𝑦2 𝑢2 + 𝑦3 𝑢3 is obtained as follows.
𝑊1 𝑔(𝑥) 3𝑒 𝑥 2𝑒 𝑥
𝒖𝟏 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = −𝒙
𝑊(𝑦1 , 𝑦2 , 𝑦3 ) −6𝑒 2𝑥
𝑊2 𝑔(𝑥) −𝑒 3𝑥 2𝑒 𝑥 𝟏
𝒖𝟐 = ∫ 𝑑𝑥 = ∫ 2𝑥
𝑑𝑥 = 𝒆𝟐𝒙
𝑊(𝑦1 , 𝑦2 , 𝑦3 ) −6𝑒 𝟔
𝑊3 𝑔(𝑥) −2 ⋅ 2𝑒 𝑥 𝟐 −𝒙
𝒖𝟑 = ∫ 𝑑𝑥 = ∫ 𝑑𝑥 = − 𝒆
𝑊(𝑦1 , 𝑦2 , 𝑦3 ) −6𝑒 2𝑥 𝟑
𝑦𝑝 = 𝑦1 𝑢1 + 𝑦2 𝑢2 + 𝑦3 𝑢3
1 2 1 2 1
⇒ 𝑦𝑝 = 𝑒 𝑥 ⋅ (−𝑥) + 𝑒 −𝑥 ⋅ ( 𝑒 2𝑥 ) + 𝑒 2𝑥 ⋅ (− 𝑒 −𝑥 ) = −𝑥𝑒 𝑥 + 𝑒 𝑥 − 𝑒 𝑥 = −𝑥𝑒 𝑥 − 𝑒 𝑥
6 3 6 3 2
⇒ 𝒚𝒑 = −𝒙𝒆𝒙
Finally, the general solution is written by superposition as 𝑦 = 𝑦𝑐 + 𝑦𝑝 .
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒆𝟐𝒙 − 𝒙𝒆𝒙
