WEEKS 14 15

HIGHER-ORDER LINEAR
DIFFERENTIAL EQUATIONS

Engr. Maru Feriel O. Del Carmen

 WEEKS 14 15
HIGHER-ORDER LINEAR
DIFFERENTIAL EQUATIONS

Engr. Maru Feriel O. Del Carmen

WEEKLY OUTLINE
For the next two (or three) weeks, we will now be preparing to deal with higher-order linear differential
equations. Most of our discussion will focus on the differential operator and its algebraic properties.

WEEK 14 WEEK 15
 linear differential equation of order 𝒏  linear DE’s with constant coefficients
 the differential operator and its properties  homogeneous linear differential equations
 complementary solutions
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS
General form of an 𝒏th-order linear differential equation:
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝟐 𝒚 𝒅𝒚
𝒂𝟎 𝒙 + 𝒂𝟏 𝒙 + ⋯ + 𝒂𝒏−𝟐 𝒙 + 𝒂𝒏−𝟏 𝒙 + 𝒂𝒏 𝒙 𝒚 = 𝒇 𝒙
𝒅𝒙𝒏 𝒅𝒙𝒏−𝟏 𝒅𝒙𝟐 𝒅𝒙
The 𝒅𝒏/𝒅𝒙𝒏 notation (Leibniz notation) becomes too inconvenient to write especially when dealing with
higher-order DE’s. We will now turn to Euler’s big D notation:
𝒌
𝒅 𝒚
𝑫𝒌 𝒚 ≡
𝒅𝒙𝒌

Rewriting the general form (and omitting 𝒙 for all the 𝒂𝒏 ):

𝒂𝟎 𝑫𝒏 𝒚 + 𝒂𝟏 𝑫𝒏−𝟏 𝒚 + ⋯ + 𝒂𝒏−𝟐 𝑫𝟐 𝒚 + 𝒂𝒏−𝟏 𝑫𝒚 + 𝒂𝒏 𝒚 = 𝒇 𝒙
EXAMPLE
Rewrite the following equation in big D notation:
𝟐
𝟐
𝒅 𝒚 𝟐
𝒅𝒚
𝟐𝒙 − 𝒙 + 𝒙 −𝟐 + 𝟐 − 𝟐𝒙 𝒚 = 𝟎
𝒅𝒙𝟐 𝒅𝒙

Answer:
𝟐𝒙 − 𝒙𝟐 𝑫𝟐 𝒚 + 𝒙𝟐 − 𝟐 𝑫𝒚 + 𝟐 − 𝟐𝒙 𝒚 = 𝟎
HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS
MORE EXAMPLES
Rewrite the following equations in big D notation (do not simplify):
𝟏 𝒅𝟐 𝒚 𝟏 𝒅𝒚 𝒚 𝟐
− + = 𝒙
𝒙𝟐 𝒅𝒙𝟐 𝒙 𝒅𝒙 𝒙𝟐
𝒅 𝒅𝒚 𝒅𝒚
+𝒚 + + 𝒚 = 𝟐𝒆−𝒙
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝒅 𝒅𝟑 𝒚
𝒙 𝒙 𝟑 − 𝟑𝒚 + 𝟐 = 𝟒𝒙𝟑
𝒅𝒙 𝒅𝒙

Answers:
𝟏 𝟐 𝟏 𝒚 𝟐
𝑫 𝒚 − 𝑫𝒚 + = 𝒙
𝒙𝟐 𝒙 𝒙𝟐
𝑫 𝑫𝒚 + 𝒚 + 𝑫𝒚 + 𝒚 = 𝟐𝒆−𝒙
𝒙𝑫 𝒙𝑫𝟑 𝒚 − 𝟑𝒚 + 𝟐 = 𝟒𝒙𝟑
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
DIFFERENTIAL OPERATORS
For the following operations, we will take the example function 𝒚 = 𝒆𝟐𝒙 .
Perform the following operations:
𝑫𝟐 𝑫𝟑 𝒚

𝑫𝟑 𝑫𝟐 𝒚

𝑫 𝑫𝟐 𝒚 − 𝑫𝒚 + 𝟐𝒚

In general, the D operator obeys the fundamental laws of algebra, such as:

𝑫𝒑 𝑫𝒒 𝒚 = 𝑫𝒒 𝑫𝒑 𝒚 = 𝑫𝒑+𝒒 𝒚

𝑫𝒑 𝑫𝒒 + 𝑫𝒓 𝒚 = 𝑫𝒑 𝑫𝒒 + 𝑫𝒑 𝑫𝒓 𝒚

𝑫𝒑 𝒄𝒚 = 𝒄𝑫𝒑 𝒚
DIFFERENTIAL OPERATORS
One of the useful implications of its adherence to the laws of algebra is that it makes the D operator
“factorable” from y. This allows for easier manipulation of higher-order linear DE’s.
Take our example from earlier:
𝒅 𝒅𝒚 𝒅𝒚
+𝒚 + + 𝒚 = 𝟐𝒆−𝒙 , 𝑫 𝑫𝒚 + 𝒚 + 𝑫𝒚 + 𝒚 = 𝟐𝒆−𝒙
𝒅𝒙 𝒅𝒙 𝒅𝒙
Looking only at the LHS of the equation:
𝑫 𝑫𝒚 + 𝒚 + 𝑫𝒚 + 𝒚
𝑫𝟐 𝒚 + 𝑫𝒚 + 𝑫𝒚 + 𝒚
𝑫𝟐 𝒚 + 𝟐𝑫𝒚 + 𝒚
𝑫𝟐 𝒚 + 𝟐𝑫𝒚 + 𝒚
𝑫𝟐 + 𝟐𝑫 + 𝟏 𝒚

Alternatively, factoring could have been done right at the start:

𝑫 𝑫𝒚 + 𝒚 + 𝑫𝒚 + 𝒚
𝑫 + 𝟏 𝑫𝒚 + 𝒚
𝑫+𝟏 𝑫+𝟏 𝒚
𝑫 + 𝟏 𝟐𝒚
DIFFERENTIAL OPERATORS
We then introduce the 𝝓 𝑫 notation. The 𝝓 𝑫 operator is taken to be some power series (similar to a
polynomial) of D.
For example, in the answer earlier:
𝑫 + 𝟏 𝟐 𝒚 = 𝟐𝒆−𝒙
If we let 𝝓 𝑫 = 𝑫 + 𝟏 𝟐 , then the differential equation is equivalent to:
𝝓 𝑫 𝒚 = 𝟐𝒆−𝒙

All in all, we have simplified the original DE from:

𝒅 𝒅𝒚 𝒅𝒚
+𝒚 + + 𝒚 = 𝟐𝒆−𝒙
𝒅𝒙 𝒅𝒙 𝒅𝒙
To just
𝝓 𝑫 𝒚 = 𝟐𝒆−𝒙 , 𝑤ℎ𝑒𝑟𝑒 𝝓 𝑫 = 𝑫 + 𝟏 𝟐
DIFFERENTIAL OPERATORS ON EXPONENTIALS
The exponential function 𝒆𝒂𝒙 exhibits the interesting property of being proportional to its derivatives
and antiderivatives. From the chain rule, we know that its derivative is:
𝑫 𝒆𝒂𝒙 = 𝒂𝒆𝒂𝒙
Extending this to higher derivatives (and also basing on previous experience with differentiating
exponential functions multiple times:
𝑫𝟐 𝒆𝒂𝒙 = 𝒂 ∙ 𝒂𝒆𝒂𝒙 = 𝒂𝟐 𝒆𝒂𝒙
𝑫𝟑 𝒆𝒂𝒙 = 𝒂𝟑 𝒆𝒂𝒙
and so on…
In general: 𝑫𝒏 𝒆𝒂𝒙 = 𝒂𝒏 𝒆𝒂𝒙
By the laws of algebra, performing any combination of differential operators 𝝓 𝑫 on an exponential
gives a similar result:
𝝓 𝑫 𝒆𝒂𝒙 = 𝝓 𝒂 𝒆𝒂𝒙 [𝐀]
It is not at all obvious, but this property greatly helps in determining the solution to higher-order
differential equations.
DIFFERENTIAL OPERATORS ON EXPONENTIALS
Another useful property on exponentials is when there is a function 𝒖 involved.
Let’s say we have the following operation:
𝑫 𝒆𝒂𝒙 𝒖
Applying the chain rule:
𝑫 𝒆𝒂𝒙 𝒖 = 𝒖𝑫 𝒆𝒂𝒙 + 𝒆𝒂𝒙 𝑫 𝒖
= 𝒂𝒖𝒆𝒂𝒙 + 𝒆𝒂𝒙 𝑫 𝒖
= 𝒆𝒂𝒙 𝒂𝒖 + 𝑫𝒖
= 𝒆𝒂𝒙 𝑫 + 𝒂 𝒖

Now, let’s try a second-order derivative:

𝑫𝟐 𝒆𝒂𝒙 𝒖 = 𝑫 𝑫 𝒆𝒂𝒙 𝒖
= 𝑫 𝒆𝒂𝒙 𝑫 + 𝒂 𝒖
But, if we let 𝒗 = 𝑫 + 𝒂 𝒖,
𝑫 𝒆𝒂𝒙 𝑫 + 𝒂 𝒖 = 𝑫 𝒆𝒂𝒙 𝒗
This is almost the same expression evaluated earlier, with u just replaced with v. So, it must follow
that:
𝑫 𝒆𝒂𝒙 𝒗 = 𝒆𝒂𝒙 𝑫 + 𝒂 𝒗
= 𝒆𝒂𝒙 𝑫 + 𝒂 𝑫 + 𝒂 𝒖 = 𝒆𝒂𝒙 𝑫 + 𝒂 𝟐 𝒖
DIFFERENTIAL OPERATORS ON EXPONENTIALS
Thus, we have shown that:
𝑫𝟐 𝒆𝒂𝒙 𝒖 = 𝒆𝒂𝒙 𝑫 + 𝒂 𝟐 𝒖
In general: 𝑫𝒏 𝒆𝒂𝒙 𝒖 = 𝒆𝒂𝒙 𝑫 + 𝒂 𝒏 𝒖
By the laws of algebra, performing any combination of differential operators 𝝓 𝑫 on an exponential
gives a similar result:
𝝓 𝑫 𝒆𝒂𝒙 𝒖 = 𝒆𝒂𝒙 𝝓 𝑫 + 𝒂 𝒖 [𝐁]

In summary:
𝝓 𝑫 𝒆𝒂𝒙 = 𝝓 𝒂 𝒆𝒂𝒙 𝐀
𝝓 𝑫 𝒆𝒂𝒙 𝒖 = 𝒆𝒂𝒙 𝝓 𝑫 + 𝒂 𝒖 [𝐁]
Let’s use these properties, with some examples needing derivatives, to demonstrate its usefulness.
EXAMPLES
DIFFERENTIAL OPERATORS ON EXPONENTIALS
EXAMPLES
DIFFERENTIAL OPERATORS ON EXPONENTIALS
EXAMPLES
DIFFERENTIAL OPERATORS ON EXPONENTIALS
EXAMPLES
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
OUTLINE
For this week’s lectures, you should be able to:
 recognize the general form of a linear differential equation of order 𝒏
 use Euler’s notation in writing derivatives
 be familiar with the D operator and its algebraic properties
 derive useful formulas in applying the D operator on exponential functions
Thank you for your time to
attend the lecture.
Any questions?
Just PM me!

Engr. Maru Feriel O. Del Carmen