Higher Order

HIGHER ORDER LINEAR DIFFERENTIAL
EQUATIONS
Department of Mathematics
College of Arts and Sciences
Central Mindanao University
November 29, 2019
Differential Equations () Lesson 1 November 29, 2019 1 / 52

The Wronskian
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)
c1 f1 (x) + c2 f2 (x) + . . . + cn fn(n−1) (x) = 0
on the unknowns c1 , c2 , . . . , cn .

The Wronskian
The determinant of the coefficient matrix is called the Wronskian

of the functions, and is given by
f1 (x) f2 (x) ··· fn (x)

0 f20 (x) ··· fn0 (x)
f1 (x)
·
W (x) =

·

·
(n−1) (n−1) (n−1)
f1 (x) f2 (x) · · · fn (x)

The Wronskian
Theorem 6
If, on the interval a ≤ x ≤ b, b0 (x) 6= 0, b0 , b1 , . . . , bn are continuous,
and y1 , y2 , . . . , yn are solutions of the equation
b0 y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0,
then a necessary and sufficient condition that y1 , . . . , yn be linearly

independent is that the Wronskian of y1 , . . . , yn differ from zero at least
one point on the interval a ≤ x ≤ b.

The Wronskian
Example
Find the Wronskian of the functions ex , cos x, sin x. Then determine
if the given functions are linearly dependent of linearly independent.

The General Solution of a Homogeneous Differential
Equation
Theorem 7
Let {y1 , y2 , . . . , yn } be a linearly independent set of 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 (1)
which is valid on some interval a ≤ x ≤ b. Suppose further that the

equation is normal on a ≤ x ≤ b. If φ is any solution of (1), valid on
a ≤ x ≤ b, there exist constants c¯1 , c¯2 , . . . , c¯n such that
φ = c¯1 y1 + c¯2 y2 + · · · c¯n yn . (2)

Equation
Theorem 7
Let {y1 , y2 , . . . , yn } be a linearly independent set of 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 (1)
which is valid on some interval a ≤ x ≤ b. Suppose further that the

equation is normal on a ≤ x ≤ b. If φ is any solution of (1), valid on
a ≤ x ≤ b, there exist constants c¯1 , c¯2 , . . . , c¯n such that
φ = c¯1 y1 + c¯2 y2 + · · · c¯n yn . (2)
If the coefficient functions b0 , b1 , . . . , bn and the function R are

continuous on an interval I and b0 (x) is never zero on I, then equation
(1) is said to be normal on I.
Equation
We define the general solution of equation (1) to be
y = c1 y1 + c2 y2 + · · · + cn yn , (3)
where c1 , c2 , . . . , cn are arbitrary constants.

Remarks
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 c1 , c2 , . . . , cn are arbitrary constants.

Equation
Example
Find the general solution of the homogeneous differential equation
00
y − y = 0 by first showing that y1 = ex and y2 = e−x are linearly
independent solutions.

Equation
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.

Equation
Exercises
00
1 y − y 0 − 12y = 0; e3x , e4x

Equation
Exercises
00
1 y − y 0 − 12y = 0; e3x , e4x
00
2 y (4) + y = 0; x, cos x, sin x

Equation
Exercises
00
1 y − y 0 − 12y = 0; e3x , e4x
00
2 y (4) + y = 0; x, cos x, sin x
00 0
3 x2 y − 6xy + 12y = 0; x3 , x4

Equation
Exercises
00
1 y − y 0 − 12y = 0; e3x , e4x
00
2 y (4) + y = 0; x, cos x, sin x
00 0
3 x2 y − 6xy + 12y = 0; x3 , x4
00
4 y − 2y 0 + 5y = 0; ex sin 2x, ex cos 2x

Linear Differential Operator of Order n
Definition
Let D denote differentiation with respect to x, D2 differentiation
twice with respect to x, and so on; that is, for positive integral k,
dk y
Dk y = .
dxk
The expression
A = a0 Dn + a1 Dn−1 + · · · + an−1 D + an
is called a differential operator of order n. It may be defined as that

operator which, when applied to any function y, yields the result
dn y dn−1 y dy
Ay = a0 n
+ a 1 n−1
+ · · · + an−1 + an y..
dx dx dx
The coefficients a0 , a1 , . . . , an in the operator A may be functions of x.
Remarks

Remarks
Two operators A and B are equal if Ay = By for all functions y.

Remarks
The sum of two operators A and B is obtained adding their
corresponding coefficients. It can be shown that
(A + B)y = Ay + By.

Remarks
The sum of two operators A and B is obtained adding their
corresponding coefficients. It can be shown that
(A + B)y = Ay + By.
The product of two operators A and B is defined by ABy = A(By)

Example

Example
1 Let A = D + 2 and B = 3D − 1. Find AB and BA.

Example
1 Let A = D + 2 and B = 3D − 1. Find AB and BA.
2 Let G = xD + 2 and H = D − 1. Find GH and HG.

The Fundamental Laws of Operation
Let A, B, and C be any differential operators.

The commutative law of addition: A + B = B + A


The associative law of addition: A + (B + C) = (A + B) + C


The associative law of multiplications: (AB)C = A(BC)


The distributive law of multiplication with respect to addition:
A(B + C) = AB + AC


The distributive law of multiplication with respect to addition:
A(B + C) = AB + AC
If A and B are operators with constant coefficients, then they also
satisfy the commutative law of multiplication AB = BA.

Some Properties of Differential Operators
Property 1
Let k be a positive integer and let m be a constant. We have
Dk (emx ) = mk emx

Property 1
Let k be a positive integer and let m be a constant. We have
Dk (emx ) = mk emx
Property 2
Let f (D) = a0 Dn + a1 Dn−1 + · · · + an−1 D + an where the ai ’s are
constant. Then we have
f (D)emx = a0 mn emx + a1 mn−1 emx + · · · + an−1 memx + an emx ,
so
f (D)emx = emx f (m).

Remarks
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.

Remarks
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.
Example
00
Find the general solution of the equation y − 3y 0 + 4y = 0.

Homogeneous Equation With Constant Coefficients
Definition
A linear differential equation of the form
b0 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.

Definition
b0 y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0,

Example
The following are homogeneous equations with constant coefficients:

Definition
b0 y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0,

Example
00
1 y − 2y 0 − 3y = 0

Definition
b0 y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0,

Example
00
1 y − 2y 0 − 3y = 0
00
2 y (3) − y − 2y 0 = 0

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.

From Property 2 of differential operators,
f (D)(emx ) = f (m)(emx )
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.

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 .

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 .
Case 2: m is a root of multiplicity k: For each root m of
multiplicity k, the functions
y1 = emx , y2 = xemx , . . . , yk = xk−1 emx
are k linearly independent solutions of the equation f (D)y = 0.

Example

Example
00
1 Solve the equation y (3) − 4y + y 0 + 6y = 0.

Example
00
d2 x
2 Solve the equation 2 − 4x = 0.
dt

Example
00
d2 x
2 Solve the equation 2 − 4x = 0.
dt
3 Solve the equation (D4 − 7D3 + 18D2 − 20D + 8)y = 0.

f (m) = 0 has complex roots


Case 3: If m = a + bi is a root of the auxiliary function, then so is
its conjugate m̄ = a − bi.


The functions y1 = eax cos bx and y2 = eax sin bx are linearly
independent solutions of the equation f (D)y = 0.


The functions y1 = eax cos bx and y2 = eax sin bx are linearly
independent solutions of the equation f (D)y = 0.
If m = a + bi is a root of multiplicity k > 1, then the solutions
eax cos bx, xeax cos bx, . . . , xk−1 eax cos bx,
eax sin bx, xeax sin bx, . . . , xk−1 eax sin bx,
are linearly independent solutions .

Example
Find the general solution of each of the following equations:

Example
1 (D3 − 3D2 + 9D + 13)y = 0

Example
1 (D3 − 3D2 + 9D + 13)y = 0
2 (D4 + 8D2 + 16)y = 0

Method of Undetermined Coefficients
Solution:
1. The auxilliary equation is m3 − 3m2 + 9m + 13 = 0. Its roots are
m = −1, 2 + 3i, 2 − 3i. The 3 linearly independent solutions of the
given de are y1 = e−x , y2 = e2x cos 3x, y3 = e2x sin 3x. Thus, the general
solution of the given de if y = c1 e−x + c2 e2x cos 3x + c3 = e2x sin 3x.
2. The auxilliary equation is m4 + 8m2 + 16 = 0, that is,
(m2 + 4)2 = 0. Its roots are m = ±2i of multiplicity 2. The 4 linearly
independent solutions of the given de are
y1 = cos 2x, y2 = x cos 2x, y3 = sin 2x, y4 = x sin 2x. Thus, the general
solution of the given de if
y = c1 cos 2x + c2 x cos 2x + c3 sin 2x + c4 x sin 2x.

40. 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.
The general solution of the equation f (D)y = 0 is called the
complementary function and is denoted by yc .


A particular solution of f (D)y = R(x) is denoted by yp .


A particular solution of f (D)y = R(x) is denoted by yp .
The general solution of f (D)y = R(x) is of the form y = yc + yp .

Example
Consider the equation
D2 (D − 1)y = 3ex + sin x.
Solution: The auxilliary equation of D2 (D − 1)y = 0 has roots

m = 0, 0, 1 and so the complementary function is
y = c1 + c2 x + c3 ex .
On the right-hand side, m0 = 1, ±i and so yp = Aex + B cos x + C sin x.

Now,
Dyp = Aex − B sin x + C cos x

D2 yp = Aex − B cos x − C sin x
D3 yp = Aex + B sin x − C cos x.

Solution: (con’t)
Now,
D2 (D − 1)yp = (D3 − D2 )yp

= D3 yp − D2 yp
= Aex + B sin x − C cos x − (Aex − B cos x − C sin x)
= (B + C) sin x + (B − C) cos x.
Thus,

Finding yp : The Method of Undetermined Coefficients
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.


The equation g(D)f (D)y = 0 contains yc , and hence is of the form
y = yc + yq .


y = yc + yq .
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 .


y = yc + yq .
Since f (D)yp = f (D)(yc + yq ) = f (D)yq , we have yp = yq for
appropriate coefficients of yq .


y = yc + yq .
Find the general solution yc of the homogeneous equation
f (D)y = 0.


y = yc + yq .
f (D)y = 0.

Summary: Method of Undetermined Coefficients

f (D)y = 0.


f (D)y = 0.
Find an equation g(D)y = 0 for which R(x) is a particular
solution.


f (D)y = 0.
solution.
Find the general solution y = yc + yq of the equation
g(D)f (D)y = 0.


f (D)y = 0.
solution.
g(D)f (D)y = 0.
Solve for the coefficients of yq such that yq = yp by solving
f (D)yp = R(x).


f (D)y = 0.
solution.
g(D)f (D)y = 0.
Solve for the coefficients of yq such that yq = yp by solving
f (D)yp = R(x).
Form the general solution y = yc + yp of the nonhomogeneous
equation f (D)y = R(x).

Example

Example
1 Solve the equation (D2 + D − 2)y = 2x − 40 cos 2x.

Example
2 Solve the equation (D2 + 1)y = sin x

Example
2 Solve the equation (D2 + 1)y = sin x
3 Determine y so that it will satisfy the equation
000
y − y 0 = 4e−x + 3e2x with the conditions that when
x = 0, y = 0, y 0 = −1, y 00 = 2.

Solution:
(3) Note that m = 0, 1, −1 and m0 = −1, 2. Thus,
yc = c1 + c2 ex + c3 e−x
and
yp = Axe−x + Be2x .
Now,
yp0 = A(−xe−x + e−x ) + 2Be2x

yp00 = A(xe−x − 2e−x ) + 4Be2x
yp000 = A(−xe−x + 3e−x ) + 8Be2x .
Thus,
4e−x + 3e2x = yp000 − yp0 = 2Ae−x + 6Be2x .

Solution: (con’t.)
1
Hence, 2A = 4 and 6B = 3, that is, A = 2 and B = . Now, when
2
x = 0,
1
0 = c1 + c2 + c3 +
2
−1 = c2 − c3 + 3
2 = c2 + c3 − 2
9
and so c1 = − , c2 = 0, c3 = 4. Therefore, the final result is
2
9 1
y = − + 4e−x + 2xe−x + e2x .
2 2

Solution by Inspection
Given
(b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x).
A particular solution yp can be found when R(x) is of a particular
form. We consider the following cases:
R0
Case 1: R(x) = R0 is a constant, bn 6= 0. Set yp = .
bn

Given
(b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x).
R0
bn
Case 2: R(x) = R0 is a constant, bn = 0. In this case, let Dk be
the lowest power of D such that the coefficient bn−k 6= 0. Set
R0 xk
yp = .
bn−k k!

Given
(b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x).
R0
bn
R0 xk
yp = .
bn−k k!
Case 3: R(x) = Aemx where A is a constant. In this case, set
yp = cemx and solve for c.

Given
(b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x).
R0
bn
R0 xk
yp = .
bn−k k!
Case 3: R(x) = Aemx where A is a constant. In this case, set
yp = cemx and solve for c.
Case 4: R(x) = R1 (x) + R2 (x). Let y1 be a particular solution to
f (D)y = R1 (x) and let y2 be a particular solution to
f (D)y = R2 (x). Then yp = y1 + y2 .

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.


Case 5: The powers of D in f (D) are all even and either
even, set yp = c cos kx or yp = c sin kx, respectively.
Case 6: The powers of D in f (D) are all odd and either
odd, set yp = c sin kx or yp = c cos kx, respectively

Example
Solve the equation

Example
Solve the equation
1 (D2 − 3D + 2)y = 16

Example
Solve the equation
1 (D2 − 3D + 2)y = 16
d5 y d3 y
2 + 4 =7
dx5 dx3

Example
Solve the equation
1 (D2 − 3D + 2)y = 16
d5 y d3 y
2 + 4 =7
dx5 dx3
3 (D2 + 4)y = e5x

Example
Solve the equation
1 (D2 − 3D + 2)y = 16
d5 y d3 y
2 + 4 =7
dx5 dx3
3 (D2 + 4)y = e5x
4 (D2 + 4)y = sin 3x

Example
Solve the equation
1 (D2 − 3D + 2)y = 16
d5 y d3 y
2 + 4 =7
dx5 dx3
3 (D2 + 4)y = e5x
4 (D2 + 4)y = sin 3x
5 (D3 − 5D)y = 4 cos 3x

Example
Solve the equation
1 (D2 − 3D + 2)y = 16
d5 y d3 y
2 + 4 =7
dx5 dx3
3 (D2 + 4)y = e5x
4 (D2 + 4)y = sin 3x
5 (D3 − 5D)y = 4 cos 3x
6 (D2 − 9)y = 3ex + x − sin 4x

Solution: Recall: (b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x)

(1) Note that m = 1, 2. Then
yc = c1 ex + c2 e2x .
By Case 1, R(x) = R0 = 16 is constant. Thus,
R0 16
yp = = = 8.
bn 2
Hence, the general solution is
y = c1 ex + c2 e2x + 8.


(2) The auxilliary equation is m5 + 4m3 = 0 and its roots are
m = 0, 0, 0, ±2i. Then
yc = c1 + c2 x + c3 x2 + c4 cos 2x + c5 sin 2x.
By Case 2,
7x3 7x3
yp = = .
3!4 24
Hence, the general solution is
7x3
y = c1 + c2 x + c3 x2 + + c4 cos 2x + c5 sin 2x.
24

(3) The auxilliary equation is m2 + 4 = 0 and its roots are m = 0 ± 2i.
Then yc = c1 cos 2x + c2 sin 2x. By Case 3, set yp = ce5x . Now,
(D2 + 4)(ce5x ) = D2 (ce5x ) + 4ce5x
= D(D(ce5x )) + 4ce5x
= D(5ce5x ) + 4ce5x
= 25ce5x + 4ce5x
= 29ce5x .
1
Then solve for c, that is, e5x = 29ce5x and so, c = . Thus,
29
1 5x
yp = e and so the general solution is
29
1
y = c1 cos 2x + c2 sin 2x + e5x .
29
(4) The auxilliary equation is m2 + 4 = 0 and its roots are m = 0 ± 2i.
Then yc = c1 cos 2x + c2 sin 2x. Since the power of D is even, by Case 5,
set yp = c sin 3x. Now,
(D2 + 4)yp = (D2 + 4)(c sin 3x) = D2 (c sin 3x) + 4c sin 3x

= D(D(c sin 3x)) + 4c sin 3x
= D(3c cos 3x) + 4c sin 3x
= −9c sin 3c + 4c sin 3x
= −5c sin 3x.
1 1
Thus, c = − and so yp = c sin 3x = − sin 3x. The general solution is
5 5
1
y = c1 cos 2x + c2 sin 2x − sin 3x.
5
Solution:
Recall: (b0 Dn + b1 Dn−1 + · · · + bn−1 D + bn )y = R(x)
(6) The auxilliary equation is m2 − 9 = 0 and its roots are m = 3, −3.
Then yc = c1 e3x + c2 e−3x . Let R1 (x) = 3ex , R2 (x) = x, and
3 1 1
R3 (x) = − sin 4x. Thus, y1 = − ex , y2 = − x and y3 = sin 4x.
8 9 25
3 1 1
Hence, the particular solution is yp = − ex − x + sin 4x and the
8 9 25
general solution is
3 1 1
y = c1 e3x + c2 e−3x − ex − x + sin 4x.
8 9 25

Exponential Shift
Let a ∈ R. If k is a positive integer, then (D − a)k(eax y) = eax Dk y.

If f (D) is a linear differential operator, then
eax f (D)y = f (D − a)(eax y).
The above equation is called an equation of exponential shift. It can be

used to simplify the process of solving a given equation.

Exponential Shift
Example
Use exponential shift to solve the equation (D + 3)4 y = 0.

Solution of Nonhomogeneous Equations by Exponential
Shift
When a nonhomogeneous differential equation of the form

f (D)y = R(x) is such that R(x) contains the factor eax ,
exponential shift is a convenient tool to use to obtain the solution.

Shift

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).

Shift

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).
If f (D − a) contains a factor of the form Dk , then k-fold
antidifferentiation will remove this factor.

Shift
Example
Use exponential shift to solve the following differential equations:

Shift
Example
1 (D + 2)2 y = 12xe−2x

Shift
Example
1 (D + 2)2 y = 12xe−2x
2 D2 (D + 3)2 y = 9e−3x

Reduction of Order
00 0
Let y + P y + Qy = R be a nonhomogeneous equation with
possibly nonconstant coefficients.

Reduction of Order
00 0
Let y1 be a solution of the associated homogeneous differential
00 0
equation y + P y + Qy = 0.

Reduction of Order
00 0
00 0
Find a function v such that y = vy1 is a solution of the
nonhomogeneous equation.

Reduction of Order
00 0
00 0
Find a function v such that y = vy1 is a solution of the
nonhomogeneous equation.
The method is called reduction of order since it involves
converting the equation to a linear equation of order one.

Procedure for Reduction of order
00 0
The substitution y = vy1 converts the equation y + P y + Qy = R
00 0 0
into the form v y1 + v (2y1 + P y1 ) = R.

00 0
00 0 0
0
Set w = v to convert the above equation into a first order
equation which is linear with respect to w.

00 0
00 0 0
0
0
Solve for w = v , and use antidifferentiation to find v.

00 0
00 0 0
0
0
Solve for w = v , and use antidifferentiation to find v.
The general solution is y = vy1 .

Reduction of order
Example

Reduction of order
Example
1 Use reduction of order to solve the equation (D2 + 1)y = csc3 x.

Reduction of order
Example
1 Use reduction of order to solve the equation (D2 + 1)y = csc3 x.
2 Verify that y1 = ex is a solution of the second order equation
00 0
(x − 1)y − xy + y = 0. Use this to solve the equation
00 0
(x − 1)y − xy + y = 1.

Variation of Parameters
Let y1 and y2 be linearly independent solutions of the

00 0
homogeneous equation y + P y + Qy = 0.


00 0
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
00 0
nonhomogeneous equation y + P y + Qy = R.


00 0
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
00 0
nonhomogeneous equation y + P y + Qy = R.
A linear system of the form
0 0
A y1 + B y2 = 0
0 0 0 0
A y1 + B y2 = R(x)
0 0
can be obtained, to solve for the values of A (x) and B (x). Then
A(x) and B(x) may be obtained by antidifferentiation.

Example

Example

Inverse Differential Operators
Given a differential equation of the form f (D)y = R(x) we wish to

1
define the operator such that the function defined by
f (D)
1
y= R(x) is a solution of the given equation.
f (D)


1
f (D)
1
f (D)
1
The operator is called the inverse differential operator of
f (D)
f (D).


1
f (D)
1
f (D)
1
The operator is called the inverse differential operator of
f (D)
f (D).
1
We will determine the value y = R(x) for some special cases
f (D)
of R(x).

Case 1: R(x) = eax

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

Case 1: R(x) = eax

We know that f (D)(eax ) = eax f (a).
If f (a) 6= 0, define
1 ax eax
yp = e = .
f (D) f (a)
If f (a) = 0, then f (D) = (D − a)k φ(D), where φ(a) 6= 0. We define
1 ax xk eax
yp = e = .
f (D) k!φ(a)
Example
Use inverse operators to solve the following equations:

Case 2: f (D) = D2 + a2 , R(x) = sin ax or R(x) = cos ax

We can define
1 x
yp = (sin ax) = − cos ax
D2 + a2 2a
1 x
yp = (cos ax) = sin ax
D2 +a 2 2a

Case 2: f (D) = D2 + a2 , R(x) = sin ax or R(x) = cos ax

We can define
1 x
yp = (sin ax) = − cos ax
D2 + a2 2a
1 x
yp = (cos ax) = sin ax
D2 +a 2 2a
Example
Use inverse operators to solve the following equations:

Thank you!

Higher Order

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Higher Order

Uploaded by

Copyright:

Available Formats

HIGHER ORDER LINEAR DIFFERENTIAL

November 29, 2019

Differential Equations () Lesson 1 November 29, 2019 1 / 52

Let f1 , f2 , . . . , fn be differentiable at least n−1 times, and consider the

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

Differential Equations () Lesson 1 November 29, 2019 2 / 52

The determinant of the coefficient matrix is called the Wronskian

f1 (x) f2 (x) ··· fn (x)

Differential Equations () Lesson 1 November 29, 2019 3 / 52

b0 y (n) + b1 y (n−1) + · · · + bn−1 y 0 + bn y = 0,

then a necessary and sufficient condition that y1 , . . . , yn be linearly

Differential Equations () Lesson 1 November 29, 2019 4 / 52

Differential Equations () Lesson 1 November 29, 2019 5 / 52

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

which is valid on some interval a ≤ x ≤ b. Suppose further that the

φ = c¯1 y1 + c¯2 y2 + · · · c¯n yn . (2)

Differential Equations () Lesson 1 November 29, 2019 6 / 52

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

which is valid on some interval a ≤ x ≤ b. Suppose further that the

φ = c¯1 y1 + c¯2 y2 + · · · c¯n yn . (2)

If the coefficient functions b0 , b1 , . . . , bn and the function R are

We define the general solution of equation (1) to be

where c1 , c2 , . . . , cn are arbitrary constants.

where c1 , c2 , . . . , cn are arbitrary constants.

Differential Equations () Lesson 1 November 29, 2019 7 / 52

Differential Equations () Lesson 1 November 29, 2019 8 / 52

Differential Equations () Lesson 1 November 29, 2019 9 / 52

Differential Equations () Lesson 1 November 29, 2019 9 / 52

Differential Equations () Lesson 1 November 29, 2019 9 / 52

Differential Equations () Lesson 1 November 29, 2019 9 / 52

Differential Equations () Lesson 1 November 29, 2019 9 / 52

is called a differential operator of order n. It may be defined as that

Differential Equations () Lesson 1 November 29, 2019 11 / 52

Differential Equations () Lesson 1 November 29, 2019 11 / 52

Differential Equations () Lesson 1 November 29, 2019 11 / 52

Differential Equations () Lesson 1 November 29, 2019 11 / 52

Differential Equations () Lesson 1 November 29, 2019 12 / 52

Differential Equations () Lesson 1 November 29, 2019 12 / 52

Differential Equations () Lesson 1 November 29, 2019 12 / 52

Let A, B, and C be any differential operators.

Differential Equations () Lesson 1 November 29, 2019 13 / 52

Let A, B, and C be any differential operators.

Differential Equations () Lesson 1 November 29, 2019 13 / 52

Let A, B, and C be any differential operators.

Differential Equations () Lesson 1 November 29, 2019 13 / 52

Let A, B, and C be any differential operators.

Differential Equations () Lesson 1 November 29, 2019 13 / 52

Let A, B, and C be any differential operators.

Differential Equations () Lesson 1 November 29, 2019 13 / 52

Differential Equations () Lesson 1 November 29, 2019 14 / 52

f (D)emx = a0 mn emx + a1 mn−1 emx + · · · + an−1 memx + an emx ,

Differential Equations () Lesson 1 November 29, 2019 14 / 52

Differential Equations () Lesson 1 November 29, 2019 15 / 52

Differential Equations () Lesson 1 November 29, 2019 15 / 52

b0 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

Differential Equations () Lesson 1 November 29, 2019 16 / 52

b0 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

Differential Equations () Lesson 1 November 29, 2019 16 / 52

b0 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

Differential Equations () Lesson 1 November 29, 2019 16 / 52