Lecture 4

Higher Order Differential Equations

The general form of a higher order L.DE is

a2 (x )
n n 1
d y d y dy
an (x ) n
an 1 (x ) n 1
a1 (x ) a0 (x ) y g (x ) (1)
dx dx dx

So, a linear second order DE takes the form

d 2y dy
a2 (x ) 2
a1 (x ) a0 (x ) y g (x ) (2)
dx dx
If g(x)=0, equation (2) is called homogeneous equation
If g(x) is replaced by zero, equation 2 is said to be associated homogeneous
equation.
If a2 (x ), a1 (x ) and a0 (x ) are constants, equation 2 is second order DE with
constant coefficients.
 Homogeneous Equations

In order to solve a non-homogeneous linear equation (2), we must first able to solve
the associated homogeneous equation

d 2y dy
a2 (x ) 2
a1 (x ) a0 (x ) y 0 (3)
dx dx
Let y 1 (x) and y 2 (x) be solutions of equation (3), then the linear combination
y C1 y 1 (x ) C 2 y 2 (x )
where C1 and C 2 are arbitrary constants, is also a solution.

Linear independence
The two solutions y1 (x ) and y 2 (x ) must be linearly independent, i.e.
y 1 (x ) C y 2 (x )
if a set of two functions is lineary dependent, then one function is simply
a constant multiple of the other.
Condition for linearly independent
y1 y2
w 0
y 1 y 2
W is called the Wronskian of the function
w y 1 y 2 y 1 y 2

2nd order Homogeneous Linear Equations with constant coefficients

ay by cy 0 (3)

If we try a solution of the form y e mx , then after substituting

y m e mx and y m 2 e mx
Equation (3) becomes
a m 2e mx b m e mx c e mx 0
or
(a m 2 b m c ) e mx 0
Since e mx is never zero, then
(a m 2 b m c ) 0 (4)
The last equation is called the auxiliary equation.
The two roots of equation (4), are

b b 2 4ac
m 1,2
2a
There will be three forms of the solution of equation (3) corresponding to
the three following cases
Case 1
m1 and m 2 are real distinct roots (b 2 - 4ac 0)
then the solution of equation (3) is
y C 1e m1x C 2 e m 2x
Case 2
m1 and m 2 are repeated real roots (b 2 - 4ac 0)
b
it follows that m1 m 2
2
then the general solution is
y C 1e m1x C 2 x e m 2x
Case 3
m1 and m 2 are conjugate complex roots (b 2 - 4ac 0)

b 4ac b 2
then m1, m 2 i i
2a 2a
The general solution is
y e x (C 1 cos x C 2 sin x )
Example 1

Solve 2y 5 y 3 y 0

Differential Operator D
In calculus, differentiation is often denoted by capital letter D.
dy
that is Dy
dx
The symbol D is called a differential operator. Higher derivatives can
be expressed in terms of D
d 2y d 3y
D y,
2
D 3y and so on.
dx 2 dx 3
Any linear DE can be expressed in terms of D, for Example
2 y 5 y 3 y 0
2 D 2 y 5Dy 3 y 0
or (2 D 2 5D 3) y 0
 (2D 2 5D 3) is called polynomial differential operator, we can replace
D by m to fined the auxiliary equation
(2 D 2 5D 3) 0
Exmple 2

Solve y -10 y 25 y 0

Exmple 3

Solve y 4 y 7 y 0

Exmple 4

Solve y y 0