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Higher Order Linear Differential Equations LINEAR DIFFERENTIAL OPERATORS HOMOGENEOUS EQUATIONS WITH CONS
CHAPTER 2
HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
Differential Equations
DIFEQUA DLSU-Manila
Higher Order Linear Differential Equation
I Definition: The general linear differential equation of order

n with respect to the variable y is an equation of the form
b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = R(x)

(1)
where b0 (x), b1 (x), . . . , bn (x), R(x) are functions of the
independent variable x.
I If R(x) = 0 for all x in an interval I, the above equation is
said to be a homogeneous differential equation; otherwise,
the equation is nonhomogeneous.
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Higher Order Linear Differential Equation
I Definition: The general linear differential equation of order

n with respect to the variable y is an equation of the form

(1)
where b0 (x), b1 (x), . . . , bn (x), R(x) are functions of the
independent variable x.
I If R(x) = 0 for all x in an interval I, the above equation is
said to be a homogeneous differential equation; otherwise,
the equation is nonhomogeneous.
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Examples
(a) The equation
(x − 1)y 00 + xy 0 + y = sin x
is a nonhomogeneous linear differential equation of order

two, since R(x) = sin x is not identically zero on any
interval.
(b) The equation
(cot x)y (3) + y = 0
is a homogeneous linear differential equation of order three,
since R(x) = 0 for all x.
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Examples
(a) The equation
(x − 1)y 00 + xy 0 + y = sin x

interval.
(b) The equation
(cot x)y (3) + y = 0
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Examples
(a) The equation
(x − 1)y 00 + xy 0 + y = sin x

interval.
(b) The equation
(cot x)y (3) + y = 0
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Preliminary Results
I Definition: Suppose that y1 and y2 are both solutions of the

homogeneous linear differential equation
b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = 0
Let c1 and c2 be any two arbitrary constants, and consider

the function defined by y = c1 y1 + c2 y2 . This is called a
linear combination of y1 and y2 .
I Theorem: Any linear combination of solutions to a
homogeneous linear differential equation is also a solution
of this differential equation.
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Preliminary Results
I Definition: Suppose that y1 and y2 are both solutions of the

homogeneous linear differential equation
Let c1 and c2 be any two arbitrary constants, and consider

the function defined by y = c1 y1 + c2 y2 . This is called a
linear combination of y1 and y2 .
I Theorem: Any linear combination of solutions to a
homogeneous linear differential equation is also a solution
of this differential equation.
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Example
I Verify that the functions y1 = ex and y2 = e−x are both

solutions of the homogeneous differential equation
y 00 − y = 0.
I Show that for any choice of values for c1 and c2 , the
function defined by
y = c1 y1 + c2 y2
is also a solution to this equation.
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Example
I Verify that the functions y1 = ex and y2 = e−x are both

solutions of the homogeneous differential equation
y 00 − y = 0.
I Show that for any choice of values for c1 and c2 , the
function defined by
y = c1 y1 + c2 y2
is also a solution to this equation.
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Existence and Uniqueness of Solutions

I Theorem: Let
be an n-th order linear differential equation for which the
functions b0 , b1 , . . . , bn , R are all continuous on a closed
interval I. If x0 ∈ I, then there exists a unique function
y = y (x) satisfying the given equation such that
y (x0 ) = y0 , y 0 (x0 ) = y1 , . . . , y (n−1) (x0 ) = yn−1
I Example: Find the unique solution of the homogeneous

differential equation y 00 − 2y 0 + y = 0, satisfying the
conditions y (0) = 7, y 0 (0) = 4. Use the fact that y1 = ex
and y2 = xex are both solutions of the given equation.
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Existence and Uniqueness of Solutions

I Theorem: Let
be an n-th order linear differential equation for which the
functions b0 , b1 , . . . , bn , R are all continuous on a closed
interval I. If x0 ∈ I, then there exists a unique function
y = y (x) satisfying the given equation such that
y (x0 ) = y0 , y 0 (x0 ) = y1 , . . . , y (n−1) (x0 ) = yn−1
I Example: Find the unique solution of the homogeneous

differential equation y 00 − 2y 0 + y = 0, satisfying the
conditions y (0) = 7, y 0 (0) = 4. Use the fact that y1 = ex
and y2 = xex are both solutions of the given equation.
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Linear Dependence and Independence
I Definition: A set of functions f1 , f2 , . . . , fn is said to be

linearly dependent if there exist a set of constants
c1 , c2 , . . . , cn , at least one of which is nonzero, such that
c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0
for all x in some interval a ≤ x ≤ b.

I If the above equation is satisfied only if
c1 = c2 = · · · = cn = 0, then the given functions are said to
be linearly independent.
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Linear Dependence and Independence
I Definition: A set of functions f1 , f2 , . . . , fn is said to be

linearly dependent if there exist a set of constants
c1 , c2 , . . . , cn , at least one of which is nonzero, such that
c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0
for all x in some interval a ≤ x ≤ b.

I If the above equation is satisfied only if
c1 = c2 = · · · = cn = 0, then the given functions are said to
be linearly independent.
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Example
The functions sin x, cos x and 2 sin x − cos x are linearly

dependent, since we can write
(2) sin x + (−1) cos x + (1)(2 sin x − cos x) = 0
where the coefficients c1 = 2, c2 = −1 and c3 = 1 are nonzero.
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The Wronskian
I Let f1 , f2 , . . . , fn be differentiable at least n − 1 times, and
consider the equation c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0.
Successive differentiations yield the system of equations
c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0
c1 f10 (x) + c2 f20 (x) + . . . + cn fn0 (x) = 0
..
.
(n−1) (n−1) (n−1)
c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0
on the unknowns c1 , c2 , . . . , cn .
I The determinant of the coefficient matrix is called the
Wronskian of the functions, and is given by given by

f1 (x) f2 (x) ··· fn (x)
f10 (x) f20 (x) fn0 (x)

···
W (x) = .. .. .. ..

(n−1). . . .
(n−1) (n−1)

DIFEQUA
f
1 (x) f2 (x) · · · fn (x) DLSU-Manila
I Example: Find the Wronskian of the functions

ex , cos x, sin x.
I Remark: From Linear Algebra, the homogeneous system
in the preceding slide has a nontrivial solution if and and
only if the coefficient matrix is singular. Thus, a set of
functions is linearly independent if and only if the
Wronskian of these functions is nonzero.
I Determine if the functions given above form a linearly
dependent or linearly independent set.
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ex , cos x, sin x.
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ex , cos x, sin x.
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Exercises
1. Find the unique solution of each of the given initial value
problems: y 00 + 4y = 0, y (0) = 2, y 0 (0) = 4; sin 2x and
cos 2x are both solutions of the given equation.
2. Use the Wronskian to show that each of the following sets of
functions is linearly independent.
(a) { 1, x, x 2 , . . . , x n }, n > 1 (c) { 1, sin x, cos x }

(b) { ex , e2x , e3x }
3. Find constants c1 , c2 , c3 , c4 , not all of which are zeros and

such that c1 f1 + c2 f2 + c3 f3 + c4 f4 = 0 identically on an
interval to show that the functions
f1 = x, f2 = ex , f3 = xex , f4 = (2 − 3x)ex are linearly
dependent.
4. Use the Wronskian to show that the functions
1, sin2 x, cos2 x are linearly dependent.
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The General Solution of a Homogeneous Differential

Equation
I Theorem: Let { y1 , y2 , . . . , yn } be a linearly
independent set of solutions of the homogeneous linear
differential equation
which is valid on some interval a ≤ x ≤ b.

I If the coefficients of the above equation are continuous in
this interval, then any (and hence all) solution(s) φ of the
differential equation is of the form
φ = c1 y1 + c2 y2 + . . . + cn yn , ci ∈ R
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The General Solution of a Homogeneous Differential

Equation
I Theorem: Let { y1 , y2 , . . . , yn } be a linearly
independent set of solutions of the homogeneous linear
differential equation
which is valid on some interval a ≤ x ≤ b.

I If the coefficients of the above equation are continuous in
this interval, then any (and hence all) solution(s) φ of the
differential equation is of the form
φ = c1 y1 + c2 y2 + . . . + cn yn , ci ∈ R
DIFEQUA DLSU-Manila
I Remark: To find the general solution of an n-th order linear

homogeneous differential equation, it suffices to find n
linearly independent solutions y1 , y2 , . . . , yn and write the
general solution in the form
y = c1 y1 + c2 y2 + · · · + cn yn
where the ci ’s are arbitrary constants.

I Example: Find the general solution of the homogeneous
differential equation y 00 − y = 0 by first showing that
y1 = ex and y2 = e−x are linearly independent solutions.
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I Remark: To find the general solution of an n-th order linear

homogeneous differential equation, it suffices to find n
linearly independent solutions y1 , y2 , . . . , yn and write the
general solution in the form
y = c1 y1 + c2 y2 + · · · + cn yn
where the ci ’s are arbitrary constants.

I Example: Find the general solution of the homogeneous
differential equation y 00 − y = 0 by first showing that
y1 = ex and y2 = e−x are linearly independent solutions.
DIFEQUA DLSU-Manila
Exercises
Verify that in each of the following, the given functions are

linearly independent solutions of the given homogeneous
differential equations. Use this to find the general solution.
(a) y 00 − y 0 − 12y = 0, e−3x , e4x
(b) y (4) + y 00 = 0, 1, x, cos x, sin x
(c) x 2 y 00 − 6xy 0 + 12y = 0, x 3, x 4
(d) y 00 − 2y 0 + 5y = 0, ex sin 2x, ex cos 2x
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Linear Differential Operator of Order n

I Definition: Let D denote the differential operator, i.e.
dy d 2y
Dy = , D2y = , and so on. An expression of the
dx dx 2
form
A = a0 D n + a1 D n−1 + . . . + an−1 D + an
is called a linear differential operator of order n.
I Two operators A and B are equal if Ay = By for all
functions y
I The sum of two operators A and B is obtained adding their
corresponding coefficients. It can be shown that
(A + B)y = Ay + By
I The product of two operators A and B is defined by
ABy = A(By )
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Linear Differential Operator of Order n

I Definition: Let D denote the differential operator, i.e.
dy d 2y
Dy = , D2y = , and so on. An expression of the
dx dx 2
form
A = a0 D n + a1 D n−1 + . . . + an−1 D + an
is called a linear differential operator of order n.
I Two operators A and B are equal if Ay = By for all
functions y
I The sum of two operators A and B is obtained adding their
corresponding coefficients. It can be shown that
(A + B)y = Ay + By
I The product of two operators A and B is defined by
ABy = A(By )
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Other Properties of Linear Differential Operators

I Property 1:
Let k be a positive integer and let m be a constant. We
have
D k (emx ) = mk emx
I Property 2: Let f (D) = a0 D n + a1 D n−1 + . . . + an−1 D + an
where the ai ’s are constant. Then we have
f (D)(emx ) = f (m)(emx )
I The equation f (m) = 0 is called the auxiliary equation of
the differential equation. It can be observed that if m is a
root of the auxiliary equation, then y = emx is a solution of
the homogeneous equation f (D)y = 0.
I Example: Find the general solution of the equation
y 00 − 3y 0 − 4y = 0.
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I Property 1:
have
D k (emx ) = mk emx
y 00 − 3y 0 − 4y = 0.
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I Property 1:
have
D k (emx ) = mk emx
y 00 − 3y 0 − 4y = 0.
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I Property 1:
have
D k (emx ) = mk emx
y 00 − 3y 0 − 4y = 0.
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Homogeneous Equation With Constant Coefficients
I Definition: A linear differential equation of the form
bo y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0
is homogeneous with constant coefficients if each bi is a

constant. Each such equation can be written in the form
f (D)y = 0.
I Examples: The following are homogeneous equations with
constant coefficients:
(a) y 00 − 2y 0 − 3y = 0
(b) y (3) − y 00 − 2y 0 = 0
DIFEQUA DLSU-Manila
bo y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0

f (D)y = 0.
(a) y 00 − 2y 0 − 3y = 0
(b) y (3) − y 00 − 2y 0 = 0
DIFEQUA DLSU-Manila
bo y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0

f (D)y = 0.
(a) y 00 − 2y 0 − 3y = 0
(b) y (3) − y 00 − 2y 0 = 0
DIFEQUA DLSU-Manila
bo y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0

f (D)y = 0.
(a) y 00 − 2y 0 − 3y = 0
(b) y (3) − y 00 − 2y 0 = 0
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The General Solution

I The general solution of an n-th order homogeneous linear
differential equation is expressible in the form
c1 y1 + c2 y2 + · · · + cn yn
where ci ∈ R and the yi ’s form a linearly independent set of

n solutions.
I From Property 2 of differential operators,
where f (m) = 0 is the auxiliary equation, it follows that

y = emx is a solution of f (D)y = 0 whenever m is a root of
the auxiliary equation.
DIFEQUA DLSU-Manila
The General Solution

I The general solution of an n-th order homogeneous linear
differential equation is expressible in the form
c1 y1 + c2 y2 + · · · + cn yn
where ci ∈ R and the yi ’s form a linearly independent set of

n solutions.
I From Property 2 of differential operators,
where f (m) = 0 is the auxiliary equation, it follows that

y = emx is a solution of f (D)y = 0 whenever m is a root of
the auxiliary equation.
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I Case 1: f (m) = 0 has distinct real roots: If the auxiliary

equation f (m) = 0 has n distinct real roots, say
m1 , m2 , . . . , mn . Then the functions
y1 = em1 x , y2 = em2 x , . . . , yn = emn x
are linearly independent solutions. Hence, the general
solution of f (D)y = 0 is y = c1 y1 + c2 y2 + · · · + cn yn .
I Case 2: m is a root of multiplicity k : For each root m of
multiplicity k , the functions
y1 = emx , y2 = xemx , . . . , yk = x k −1 emx
are k linearly independent solutions of the equation
f (D)y = 0.
I Examples: Find the general solution of each of the
following equations:
(a) (4D 4 − 14D 2 + 5D + 6)y = 0
(b) y (3) + 3y 00 − 4y 0 − 12y = 0
DIFEQUA DLSU-Manila

y1 = em1 x , y2 = em2 x , . . . , yn = emn x
f (D)y = 0.
(a) (4D 4 − 14D 2 + 5D + 6)y = 0
(b) y (3) + 3y 00 − 4y 0 − 12y = 0
DIFEQUA DLSU-Manila

y1 = em1 x , y2 = em2 x , . . . , yn = emn x
f (D)y = 0.
(a) (4D 4 − 14D 2 + 5D + 6)y = 0
(b) y (3) + 3y 00 − 4y 0 − 12y = 0
DIFEQUA DLSU-Manila

y1 = em1 x , y2 = em2 x , . . . , yn = emn x
f (D)y = 0.
(a) (4D 4 − 14D 2 + 5D + 6)y = 0
(b) y (3) + 3y 00 − 4y 0 − 12y = 0
DIFEQUA DLSU-Manila

y1 = em1 x , y2 = em2 x , . . . , yn = emn x
f (D)y = 0.
(a) (4D 4 − 14D 2 + 5D + 6)y = 0
(b) y (3) + 3y 00 − 4y 0 − 12y = 0
DIFEQUA DLSU-Manila
Case 3: f (m) = 0 has complex roots
(a) If m = a + bi is a root of the auxiliary function, then so is its

conjugate m̄ = a − bi.
(b) The functions y1 = eax cos bx and y2 = eax sin bx are
linearly independent solutions of the equation f (D)y = 0.
(c) If m = a + bi is a root of multiplicity k > 1, then the solutions
eax cos bx, xeax cos bx, . . . , x k −1 eax cos bx, eax sin bx, xeax sin b
are linearly independent solutions .
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Examples
(a) Find the general solution of the equation

[(D − 1)2 + 9]y = 0.
(b) Find the general solution of the equation
(D 4 + 18D 2 + 81)y = 0
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Examples

[(D − 1)2 + 9]y = 0.
(b) Find the general solution of the equation
(D 4 + 18D 2 + 81)y = 0
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Exercises:
1. Find the general solution of the following equations.

(a) (4D 4 − 16D 3 + 7D 2 + 4D − 2)y = 0
d 3y d 2y dy
(b) 3
+ −2 =0
dx dx 2 dx
2. Find the general solution of each of the following equations:
(a) (D 3 + 2D 2 + D + 2)y = 0
(b) (D 4 + 2D 3 + 10D 2 )y = 0
3. Find the general solution of each of the following equations:
(a) (4D 3 − 13D − 6)y = 0

(b) y (3) + 2y 00 − 5y 0 − 6y = 0
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General Solution of a Nonhomogeneous Equation
Let f (D)y = R(x) be a nonhomogeneous differential equation

with constant coefficients, and let f (D)y = 0 be the associated
homogeneous differential equation.
(a) The general solution of the equation f (D)y = 0 is called the
complementary function and is denoted by yc .
(b) A particular solution of f (D)y = R(x) is denoted by yp .
(c) The general solution of f (D)y = R(x) is of the form
y = yc + yp .
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y = yc + yp .
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y = yc + yp .
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y = yc + yp .
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Finding yp : The Method of Undetermined Coefficients
(a) Let f (D)y = R(x), and let R(x) be a solution of another

homogeneous differential equation g(D)y = 0, i.e.
g(D)(R(x)) = 0.
(b) The equation g(D)f (D)y = 0 contains yc , and hence is of
the form y = yc + yq .
(c) If yp is a particular solution of f (y ) = R(x), then it is also a
solution of g(D)f (D)y = 0. Thus, yp = yc + yq for some
choice of coefficients of yc and yq .
(d) Since f (D)yp = f (D)(yc + yq ) = f (D)yq , we have yp = yq for
appropriate coefficients of yq .
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g(D)(R(x)) = 0.
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g(D)(R(x)) = 0.
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g(D)(R(x)) = 0.
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Summary: Method of Undetermined Coefficients

I Find the general solution yc of the homogeneous equation
f (D)y = 0.
I Find an equation g(D)y = 0 for which R(x) is a particular
solution.
I Find the general solution y = yc + yq of the equation
g(D)f (D)y = 0.
I Solve for the coefficients of yq such that yq = yp by solving
f (D)yp = R(x)
I Form the general solution y = yc + yp of the
nonhomogeneous equation f (D)y = R(x).
I Examples:
(D 2 + 4)y = 5ex − 4x.
(b) Find the general solution of the equation (D 2 − 1)y = 8xex .
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila

f (D)y = 0.
solution.
g(D)f (D)y = 0.
f (D)yp = R(x)
I Examples:
(D 2 + 4)y = 5ex − 4x.
DIFEQUA DLSU-Manila
Exercises
Find the general solution of each of the following equations

using the method of undetermined coefficients.
(a) (D 2 + D)y = sin x (e) (D 2 + 1)y = cos x

(b) (D 2 − 4)y = 8e2x − 12 (f) y 00 + 25y = 6 sin x
(c) (D 2 − 1)y =
e−x (2 sin x + 4 cos x) (g) y 00 − 2y 0 − 3y = 4ex − 9
(d) (D 3 − D)y = x (h) y (3) + y 00 = 8x 2
DIFEQUA DLSU-Manila
Solution by Inspection
I A particular solution yp can be found when R(x) is of a
particular form. We consider the following cases:
R0
I Case 1: R(x) = R0 is a constant, bn 6= 0 : Set yp =
bn
I Case 2: R(x) = R0 is a constant, bn = 0. IN this case, let
D k be the lowest power of D such that the coefficient
R0 x k
bn−k 6= 0. Set yp = .
bn−k k !
I Case 3: R(x) = Aemx where A is a constant. In this case,
set yp = cemx and solve for c.
I Case 4: R(x) = R1 (x) + R2 (x). Let y1 be a particular
solution to f (D)y = R1 (x0 and let y1 be a particular
solution to f (D)y = R2 (x). Then yp = y1 + y2 .
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R0
bn
R0 x k
bn−k 6= 0. Set yp = .
bn−k k !
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R0
bn
R0 x k
bn−k 6= 0. Set yp = .
bn−k k !
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R0
bn
R0 x k
bn−k 6= 0. Set yp = .
bn−k k !
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R0
bn
R0 x k
bn−k 6= 0. Set yp = .
bn−k k !
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Examples
Solve the following by inspection:
(a) (D 2 + 4)y = 12 (c) (D 2 + 1)y = ex + 3e2x

(b) (D 5 − D 3 )y = 24 (d) (D 2 + 2D + 5)y = 4ex − 10
DIFEQUA DLSU-Manila
Solution by Inspection, cont.
I Case 5: The powers of D in f (D) are all even and either

R(x) = A cos kx or R(x) = A sin kx. Since the derivatives
are all even, set yp = c cos kx or yp = c sin kx, respectively.
I Case 6: The powers of D in f (D) are all odd and either
are all even, set yp = c sin kx or yp = c cos kx, respectively.
I Examples: Solve the following equations by inspection:
(a) (D 3 − 5D)y = 4 cos 3x
(b) (3D 4 − 2D 2 + 4)y = 12 sin 2x
DIFEQUA DLSU-Manila

(a) (D 3 − 5D)y = 4 cos 3x
(b) (3D 4 − 2D 2 + 4)y = 12 sin 2x
DIFEQUA DLSU-Manila

(a) (D 3 − 5D)y = 4 cos 3x
(b) (3D 4 − 2D 2 + 4)y = 12 sin 2x
DIFEQUA DLSU-Manila
Exercises
Solve the following equations by inspection:

(a) (D 2 + 4D + 4)y = 8
(b) (D 2 − 2D − 3)y = e2x
(c) (D 2 + 2D + 5)y = 4ex − 10
(d) (D 3 − D)y = 5 cos 2x
(e) (D 2 + 1)y = −2x + cos 2x
(f) y (3) − 6y 00 = 3 − cos x
(g) y (3) − 3y 00 + 3y 0 − y = x − 4ex
DIFEQUA DLSU-Manila
Exponential Shift
I Exponential Shift: Let a ∈ R. If k is a positive integer, then

(D − a)k (eax y ) = eax D k y .
I If f (D) is a linear differential operator, then
eax f (D)y = f (D − a)(eax y ).
I The above equation is called an equation of exponential
shift. It can be used to simplify the process of solving a
given equation.
I Example: Use exponential shift to solve the equation
(D − 2)3 y = 0.
DIFEQUA DLSU-Manila
Exponential Shift

given equation.
(D − 2)3 y = 0.
DIFEQUA DLSU-Manila
Exponential Shift

given equation.
(D − 2)3 y = 0.
DIFEQUA DLSU-Manila
Exponential Shift

given equation.
(D − 2)3 y = 0.
DIFEQUA DLSU-Manila
Solution of Nonhomogeneous Equations by

Exponential Shift
I When a nonhomogeneous differential equation of the form
f (D)y = R(x) is such that R(x) contains the factor e−ax ,
exponential shift is a convenient tool to use to obtain the
solution.
I This equation is of the form
f (D)y = e−ax h(x) or, equivalently, eax f (D)y = h(x)
from which we get f (D − a)(eax y ) = h(x).
I If f (D − a) contains a factor of the form D k , then k -fold
antidifferentiation will remove this factor.
I Examples: Use exponential shift to solve the following
differential equations:
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila

Exponential Shift
solution.
(a) (D + 2)2 y = 12xe−2x
(b) D 2 (D + 3)2 y = 9e−3x
DIFEQUA DLSU-Manila
Exercises
Solve the following differential equations using exponential

shift.
(a) (D 2 − D − 2)y = 36xe2x
(b) (D − 4)3 y = 15x 2 e4x
(c) D 2 (D − 2)2 y = 16e2x
(d) (D − 2)2 y = 4 − 8x + 6xe2x
DIFEQUA DLSU-Manila
Reduction of Order
I Let y 00 + Py 0 + Qy = R be a nonhomogeneous equation

with possibly nonconstant coefficients.
I Let y1 be a solution of the associated homogeneous
differential equation y 00 + py 0 + Qy = 0.
I Find a function v such that y = vy1 is a solution of the
nonhomogeneous equation.
I The method is called reduction of order since it involves
converting the equation to a linear equation of order one.
DIFEQUA DLSU-Manila
Reduction of Order

DIFEQUA DLSU-Manila
Reduction of Order

DIFEQUA DLSU-Manila
Reduction of Order

DIFEQUA DLSU-Manila
Procedure for Reduction of order

I The substitution y = vy1 converts the equation
y 00 + Py 0 + Qy = R into the form v 00 y1 + v 0 (2y10 + Py1 ) = R.
I Set w = v 0 to convert the above equation into a first order
equation which is linear with respect to w.
I Solve for w = v 0 , and use antidifferentiation to find v .
I The general solution is y = vy1 .
I Examples:
(a) Use reduction of order to solve the equation
(D 2 + 1)y = csc3 x.
(b) Verify that y1 = ex is a solution of the second order
equation (x − 1)y 00 − xy 0 + y = 0. Use this to solve the
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila

I Examples:
(D 2 + 1)y = csc3 x.
equation (x − 1)y 00 − xy 0 + y = 1.
DIFEQUA DLSU-Manila
Exercises
1. Use reduction of order to solve the following equations:

(a) (D 2 − 1)y = x − 1
(b) (D 2 + 1)y = sec3 x
(c) (D 2 + 2D + 1)y = (ex − 1)−2
2. Verify that y1 = x is a solution of the homogeneous equation
2x 2 y 00 + xy 0 − y = 0. Then use reduction of order to obtain
the general solution of the homogeneous equation.
3. Show that one solution of the equation
(1 − x 2 )y 00 − 2xy 0 + 2y = 0 is the function y1 = x. Use
reduction of order to find the general solution.
DIFEQUA DLSU-Manila
Variation of Parameters
I Let y1 and y2 be linearly independent solutions of the
homogeneous equation y 00 + Py 0 + Qy = 0.
I We look for two functions A(x) and B(x) such that
yp = A(x)y1 + B(x)y2 is a particular solution of the
nonhomogeneous equation y 00 + Py 0 + Qy = R.
I A linear system of the form
A0 y1 + B 0 y2 = 0
A0 y10 + B 0 y20 = R(x)
can be obtained, to solve for the values of A0 (x) and B 0 (x).

Then A(x) and B(x) may be obtained by antidifferentiation.
DIFEQUA DLSU-Manila
A0 y1 + B 0 y2 = 0
A0 y10 + B 0 y20 = R(x)

DIFEQUA DLSU-Manila
A0 y1 + B 0 y2 = 0
A0 y10 + B 0 y20 = R(x)

DIFEQUA DLSU-Manila
Examples
1. Solve the equation(D 2 + 1)y = csc x cot x using the

method of variation of parameters.
2. Show that y1 = x and y2 = x 2 are linearly independent
solutions of the homogeneous equation
x 2 y 00 − 2xy 0 + 2y = 0. Then use variation of parameters to
find the general solution of the equation
x 2 y 00 − 2xy 0 + 2y = 3x 2 .
DIFEQUA DLSU-Manila
Examples

x 2 y 00 − 2xy 0 + 2y = 3x 2 .
DIFEQUA DLSU-Manila
Examples

x 2 y 00 − 2xy 0 + 2y = 3x 2 .
DIFEQUA DLSU-Manila
Exercises
1. Use variation of parameters to solve each of the following
equations:
(a) (D 2 + 1)y = sec3 x (c) (D 2 + 2D + 2)y = e−x csc x

(b) (D 2 − 3D + 2)y = cos(e−x ) (d) (D 2 + 1)y = sec2 x csc x
2. Verify that y1 = x and y2 = ex are solutions of the

homogeneous equation (1 − x)y 00 + xy 0 − y = 0 Then use
variation of parameters to find the general solution of the
equation (1 − x)y 00 + xy 0 − y = 2(x − 1)2 e−x .
3. Verify that y1 = x −1/2 cos x and y2 = x −1/2 sin x form
linearly independent solutions to the equation
x 2 y 00 + xy 0 + x 2 − 41 y = 0 . Then use variation of

parameters to find the general solution of

x 2 y 00 + xy 0 + x 2 − 14 y = x 3/2 .
DIFEQUA DLSU-Manila
Inverse Differential Operators

I Given a differential equation of the form f (D)y = R(x) we
1
wish to define the operator such that the function
f (D)
defined by
1
y= R(x)
f (D)
is a solution of the given equation.
1
I The operator is called the inverse differential operator
f (D)
of f (DS).
I We will determine the value
1
y= R(x)
f (D)
for some special cases of R(x).
DIFEQUA DLSU-Manila

1
f (D)
defined by
1
y= R(x)
f (D)
1
f (D)
of f (DS).
1
y= R(x)
f (D)
DIFEQUA DLSU-Manila

1
f (D)
defined by
1
y= R(x)
f (D)
1
f (D)
of f (DS).
1
y= R(x)
f (D)
DIFEQUA DLSU-Manila
Case 1: R(x) = eax

We know that f (D)(eax ) = eax f (a).
I If f (a) 6= 0, define
1 eax
yp = (eax ) =
f (D) f (a)
I If f (a) = 0, then f (D) = (D − a)k φ(D), where φ(a) 6= 0. We

define
1 x k eax
yp = (eax ) =
f (D) k !φ(a)
I Examples: Use inverse operators to solve the following
equations:
(a) (D 2 − 1)y = e2x
(b) D(D − 2)2 y = e2x
DIFEQUA DLSU-Manila
Case 1: R(x) = eax

1 eax
yp = (eax ) =
f (D) f (a)

define
1 x k eax
yp = (eax ) =
f (D) k !φ(a)
equations:
(a) (D 2 − 1)y = e2x
(b) D(D − 2)2 y = e2x
DIFEQUA DLSU-Manila
Case 1: R(x) = eax

1 eax
yp = (eax ) =
f (D) f (a)

define
1 x k eax
yp = (eax ) =
f (D) k !φ(a)
equations:
(a) (D 2 − 1)y = e2x
(b) D(D − 2)2 y = e2x
DIFEQUA DLSU-Manila
Case 1: R(x) = eax

1 eax
yp = (eax ) =
f (D) f (a)

define
1 x k eax
yp = (eax ) =
f (D) k !φ(a)
equations:
(a) (D 2 − 1)y = e2x
(b) D(D − 2)2 y = e2x
DIFEQUA DLSU-Manila
Case 1: R(x) = eax

1 eax
yp = (eax ) =
f (D) f (a)

define
1 x k eax
yp = (eax ) =
f (D) k !φ(a)
equations:
(a) (D 2 − 1)y = e2x
(b) D(D − 2)2 y = e2x
DIFEQUA DLSU-Manila
Case 2:
f (D) = D 2 + a2 , R(x) = sin ax or R(x) = cos ax
I We can define
1 x
yp = (sin ax) = − cos ax
D2 +a 2 2a
1 x
yp = 2 2
(cos ax) = sin ax
D +a 2a
I Example: Use inverse operators to solve the equation
(D 2 + 9)y = sin 3x.
I Example: Solve the differential equation
(D 2 − 2D + 5)y = ex cos 2x by first using the exponential
shift followed by an inverse differential operator.
DIFEQUA DLSU-Manila
Case 2:
I We can define
1 x
D2 +a 2 2a
1 x
yp = 2 2
(cos ax) = sin ax
D +a 2a
(D 2 + 9)y = sin 3x.
DIFEQUA DLSU-Manila
Case 2:
I We can define
1 x
D2 +a 2 2a
1 x
yp = 2 2
(cos ax) = sin ax
D +a 2a
(D 2 + 9)y = sin 3x.
DIFEQUA DLSU-Manila
Exercises
Solve the following equations using inverse differential

operators.
(a) y 00 + y = 12 cos 2x − sin x
(b) (D 2 + 3D − 4)y = 15ex
(c) D 2 (D − 2)3 y = 48e2x
(d) (D 2 + 4)y = cos 2x
(e) (D 2 − 2D + 10)y = ex cos 3x
DIFEQUA DLSU-Manila

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Higher Order Linear Differential Equations LINEAR DIFFERENTIAL OPERATORS HOMOGENEOUS EQUATIONS WITH CONS

Higher Order Linear Differential Equation

I Definition: The general linear differential equation of order

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = R(x)

Higher Order Linear Differential Equation

I Definition: The general linear differential equation of order

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = R(x)

(a) The equation

is a nonhomogeneous linear differential equation of order

(a) The equation

is a nonhomogeneous linear differential equation of order

(a) The equation

is a nonhomogeneous linear differential equation of order

I Definition: Suppose that y1 and y2 are both solutions of the

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = 0

Let c1 and c2 be any two arbitrary constants, and consider

I Definition: Suppose that y1 and y2 are both solutions of the

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = 0

Let c1 and c2 be any two arbitrary constants, and consider

I Verify that the functions y1 = ex and y2 = e−x are both

is also a solution to this equation.

I Verify that the functions y1 = ex and y2 = e−x are both

is also a solution to this equation.

Existence and Uniqueness of Solutions

y (x0 ) = y0 , y 0 (x0 ) = y1 , . . . , y (n−1) (x0 ) = yn−1

I Example: Find the unique solution of the homogeneous

Existence and Uniqueness of Solutions

y (x0 ) = y0 , y 0 (x0 ) = y1 , . . . , y (n−1) (x0 ) = yn−1

I Example: Find the unique solution of the homogeneous

Linear Dependence and Independence

I Definition: A set of functions f1 , f2 , . . . , fn is said to be

c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0

for all x in some interval a ≤ x ≤ b.

Linear Dependence and Independence

I Definition: A set of functions f1 , f2 , . . . , fn is said to be

c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0

for all x in some interval a ≤ x ≤ b.

The functions sin x, cos x and 2 sin x − cos x are linearly

(2) sin x + (−1) cos x + (1)(2 sin x − cos x) = 0

where the coefficients c1 = 2, c2 = −1 and c3 = 1 are nonzero.

I Example: Find the Wronskian of the functions

I Example: Find the Wronskian of the functions

I Example: Find the Wronskian of the functions

(a) { 1, x, x 2 , . . . , x n }, n > 1 (c) { 1, sin x, cos x }

3. Find constants c1 , c2 , c3 , c4 , not all of which are zeros and

The General Solution of a Homogeneous Differential

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = 0

which is valid on some interval a ≤ x ≤ b.

The General Solution of a Homogeneous Differential

b0 (x)y (n) + b1 (x)y (n−1) + . . . + bn−1 (x)y 0 + bn (x)y = 0

which is valid on some interval a ≤ x ≤ b.

I Remark: To find the general solution of an n-th order linear

where the ci ’s are arbitrary constants.

I Remark: To find the general solution of an n-th order linear

where the ci ’s are arbitrary constants.

Verify that in each of the following, the given functions are

Linear Differential Operator of Order n

Linear Differential Operator of Order n

Other Properties of Linear Differential Operators

Other Properties of Linear Differential Operators

Other Properties of Linear Differential Operators

Other Properties of Linear Differential Operators

Homogeneous Equation With Constant Coefficients