DIFFERENTIAL OPERATOR

Let D denote differentaition with respect to x, D 2 differentiation twice with respect to x, and so on; that is, for
positive integral k,
dk y
Dk y = .
dx k
The expression
A = a0 Dn + a1Dn−1 + ... + an−1D + an (1)
is called a differential operator of order n. It may be defined as that operator which, when applied to any funtion* y, yields
the result
dny d n −1 y dy
Ay = a0 n
+ a1 n −1
+ ... + an −1 + an y . (2)
dx dx dx
The coefficients a0 , a1 ,..., an in the operator A may be functions of x, but here the only operators used will be those with
constant coefficients.
Two operators A and B are said to be equal if, and only if, the same result is produced when each acts upon the
function y. That is, A = B if, and only if, Ay = By for all functions y possessing the derivatives necessary for the
operations involved.

The fundamental laws of operation

Let A, B and C be any differential operators, then it satisfy the following:
(a) The commutative law of addition:
A+ B = B + A
(b) The associative law of addition:
( A + B) + C = A + ( B + C )
(c) The associative law of multiplication:
( AB ) C = A ( BC )
(d) The distributive law of multiplication with respect to addition:
A ( B + C ) = AB + AC .
(e) And if A and B are operators with constant coefficients, then they also satisfy the commutative law of multiplication:
AB = BA
Therefore, differential operators with constant coefficients satisfy all the laws of the algebra of polynomials with respect
to the operations of addition and multiplication. Since for purposes of addition and multiplication the operators with
constant coefficients behave just as algebraic polynomials behave, it is legitimate to use the tools of elementary algebra.
In particular, synthetic division may be used to factor operators with constant coefficients.

Example:
1. Let A = D + 2 and B = 3D − 1 , then show that A ( By ) = B ( Ay ) .

1|MATH 120 -Differential Eq uations

2. Let G = xD + 2 and H = D − 1 , then test if G ( Hy ) = H ( Gy ) .

Exercises:
Perform the indicated multiplication.
1. ( 4 D + 1)( D − 2 ) 2. ( 2 D − 3)( 2 D + 3)

(
3. ( D + 2 ) D 2 − 2 D + 5 ) 4. ( D − 2 )( D + 1)
2

2|MATH 120 -Differential Eq uations

In exercises 5 through 16, factor each of the operators.
5. 2 D 2 + 3D − 2 6. 2 D 2 − 5D − 12

7. D3 − 2 D 2 − 5D + 6 8. 4 D3 − 4 D 2 − 11D + 6

9. D4 − 4 D2 10. D3 − 3D 2 + 4

11. D3 − 21D + 20 12. 2 D3 − D 2 − 13D − 6

13. 2 D4 + 11D3 + 18D2 + 4 D − 8 14. 8D 4 + 36D3 − 66D 2 + 35D − 6

15. D4 + D3 − 2D2 + 4D − 24 16. D3 − 11D − 20

3|MATH 120 -Differential Eq uations

Some Properties of Differential Operators

Since for constant m and positive integral k,

Dk emx = mk emx , (1)
it is easy to find the effect an operator has upon e . Let f ( D ) be a polynomial in D ,
mx

f ( D ) = a0 D n + a1D n−1 + ... + an−1D + an . (2)

Then
f ( D ) emx = a0 mnemx + a1mn−1e mx + ... + an−1me mx + ane mx ,
so
f ( D ) emx = emx f ( m ) . (3)
If m is a root of the equation f ( m ) = 0 , then in view of equation (3),
f ( D ) emx = 0 .
Next consider the effect of the operator D − a on the product of e ax and a function y. We have
( D − a ) ( eax y ) = D ( eax y ) − aeax y
= eax Dy
and
( D − a)
2
(e y ) = e
ax ax
D2 y .
Repeating the operation, we lead to
( D − a)
n
(e y ) = e
ax ax
Dn y . (4)

Using the linearity of differential operators, we conclude that when f ( D ) is a polynomial in D with constant
coefficients, then
e ax f ( D ) y = f ( D − a ) e ax y 
The relation (5) shows us how to shift an exponential factor from left of a differential operator to the right of the
operator.

Example 1. Let f ( D ) = 2 D 2 + 5D − 12 .Example 2: Use exponential shift to find the general solution:
( D + 3)
4
y=0

Exercises:
Use exponential shift to find the general solution.
1. ( D − 2 ) y = 0
3

2. ( D + 1) y = 0
2

3. ( 2 D − 1) y = 0
2

4. ( D + 7 ) y = 0
6

4|MATH 120 -Differential Eq uations

Linear Equations with Constant Coefficients

The auxiliary equation; distinct roots

Any linear homogeneous differential equation with constant coefficients,
dny d n −1 y dy
a0 n + a1 n −1 + ... + an −1 + an y = 0 , (1)
dx dx dx
may be written in the form
f ( D) y = 0 , (2)
where f ( D ) is a linear differential operator. As we saw in the preceding chapter, if m is any root of the algebraic
equation f ( m ) = 0 , then
f ( D ) emx = 0 ,
which means simply that y = e is a solution of equation (2). The equation
mx

f ( m) = 0
is called the auxiliary equation associated with (1) or (2).
The auxiliary equation for (1) is of degree n. Let its roots be m1 , m2 ,...mn .
If these roots are all real and distinct, then the n solutions
y1 = c1em1x , y2 = c2em2 x ,..., yn = cnemn x
are linearly independent and the general solution of (1) can be written at once. It is
y1 = c1em1x + c2em2 x + ... + cnemn x ,
in which c1 , c2 , ..., cn are arbitrary constants.

Example 1: Solve the equation

d3y d 2 y dy
− 4 + + 6 y = 0.
dx3 dx 2 dx

Example 2: Solve the equation

( 3D 3
)
+ 5D 2 − 2 D y = 0

5|MATH 120 -Differential Eq uations

Example 3: Solve the equation
d 2x
− 4x = 0
dt 2
dx
with the conditions that when t = 0 , x = 0 and =3
dt

Exercises
1. ( D 2 + 3D ) y = 0 ans. y = c1 + c2 e −3 x
2. ( D 3 + 2 D 2 − 15D ) y = 0 ans. y = c1 + c2e3 x + c3e−5 x
3. ( D3 − D 2 − 4 D + 4 ) y = 0 ans. y = c1e−2 x + c2e x + c3e2 x
x 3x
4. ( 4 D 3 − 13D + 6 ) y = 0 ans. y = c1e 2 + c2 e 2 + c3e −2 x
x 3x
5. ( 4 D − 15D + 5D + 6 ) y = 0
−
−2 x
4 2
ans. y = c1e + c2 e 2
+ c3e + c4e x
2

x −3 x
6. ( 4 D 4 − 45D 2 − 70 D − 24 ) y = 0
−
ans. y = c1e 4 x + c2 e −2 x + c3e 2
+ c4e 2

7. ( D 2 − ( a + b ) D + ab ) y = 0 ans. y = c1eax + c2ebx

In exercises 8 and 10, find the particular solution indicated.

8. ( D 2 − 2 D − 3) y = 0 ; when x = 0, y = 0, y ' = −4 ans. y = e − x − e3 x
e3 x − e−2 x
9. ( D 2 − D − 6 ) y = 0 ; when x = 0, y = 0, and when x = 1, y = e3 ans. y =
1 − e−5

In exercises 10 through 14, find the y value when x = 1 of the particular solution required.
10. ( D 2 − 2 D − 3) y = 0 ; when x = 0, y = 4, y ' = 0 ans. y = e3 + 3e −1  21.19
11. ( D3 − 4 D ) y = 0 ; when x = 0, y = 0, y ' = 0, y '' = 2 ans. y = sinh 2 1  1.38
12. ( D 2 − D − 6 ) y = 0 ; when x = 0, y = 3, y ' = −1 ans. y = e3 + 2e −2  20.36
e2 x − e−5 x
13. ( D 2 + 3D − 10 ) y = 0 ; when x = 0, y = 0, and when x = 2, y = 1 ans. y = −  0.14
e−10 − e4
14. ( D 3 − 2 D 2 − 5D + 6 ) y = 0 ; when x = 0, y = 1, y ' = −7, y '' = −1 ans. y  −19.8

6|MATH 120 -Differential Eq uations

The auxiliary equation; distinct roots

Suppose that in the equation

f ( D) y = 0
the operator f ( D ) has repeated factors; that is, the auxiliary equation f ( m ) = 0 has repeated roots. Then the method of
the previous section does not yield the general solution. Let the auxiliary equation have three equal roots m1 = b , m2 = b ,
m3 = b . The corresponding part of the solution yielded by the method of auxiliary equation with distinct roots is
y = c1ebx + c2ebx + c3ebx
y = ( c1 + c2 + c3 ) ebx . (2)
Now (2) can be replaced by
y = c4 ebx (3)
with c4 = c1 + c2 + c3 . Thus, corresponding to the three under consideration, this method has yielded only the solution (3).
The difficulty is present, of course, because the three solutions corresponding to the roots m1 = m2 = m3 = b are not
linearly independent.
What is needed is a method for obtaining n linearly independent solutions corresponding to n equal roots of the
auxiliary equation. Suppose that the auxiliary equation f ( m ) = 0 has equal roots
m1 = m2 = ... = mn = b .
Then the operator f ( D ) must have a factor ( D − b ) . We wish to find n linearly independent y’s for which
n

( D − b)
n
y = 0. (4)
We find that
( D − b)
n
( x e ) = 0 for k = 0,1, 2,..., ( n −1) .
k bx
(5)

The functions yk = x k ebx where k = 0,1, 2,..., ( n − 1) are linearly independent because, aside from the common factor

ebx , they contain only the repective powers x 0 , x1 , x 2 ,..., x n −1 .

The general solution of equation (4) is
y = c1ebx + c2 xebx + ... + cn x n−1ebx . (6)

Furthermore, if f ( D ) contains the factor ( D − b ) , then the equation

n

f ( D) y = 0 (1)
can be written
g ( D )( D − b ) y = 0
n
(7)

where g ( D ) contains all the factors of f ( D ) except ( D − b ) . Then any solution of

n

( D − b)
n
y=0 (4)
is also a solution of (7) and therefore of (1).

(
Example 1: Solve the equation D 4 − 7 D 3 + 18 D 2 − 20 D + 8 y = 0 . )

7|MATH 120 -Differential Eq uations

 d4y d3y d2y
Example 2: Solve the equation + 2 + =0.
dx 4 dx3 dx 2

( )
Example 3: Solve the equation D 2 + 4 D + 4 y = 0 ; when x = 0, y = 1, y ' = −1 .

( )
Example 3: Solve the equation 4 D 2 − 4 D + 1 y = 0 ; when x = 0, y = −2, y ' = 2 , find for x = 2 the y value for the
particular solution required.

8|MATH 120 -Differential Eq uations