Higher Order linear ODEs: Theory

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)

 Some necessary definitions
Definition: Let I be an interval and n be a positive integer.
Consider the map D : C 1 (I) → C(I) given by D(f ) = f 0 .
More generally, for any k ∈ {1, . . . , n}, consider the map
Dk : C k (I) → C(I) given by Dk (f ) = f (k) , where f (k)
denotes the k-th derivative of f .
Observe that Dk = D ◦ D ◦ · · · ◦ D (k times) and by
convention, D0 = I, the identity map.
The operators (or maps) Dk are called differentiation
operators. A differential operator from C n (I) to C(I) is a
map between appropriate vector spaces which can be
expressed as a function of the differentiation operator D.
Examples: Take L = Dn or L = eD or
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 , where
a0 , a1 , . . . , an ∈ C(I).

SHB/SU MA-102 (2020)

Definition: Let I be an interval and n be a positive integer. A
differential operator L : C n (I) → C(I) of the form
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 ,
where a0 , a1 , . . . , an ∈ C(I), is called a linear differential
operator.
In other words, for a linear differential operator L of the above
form, we have:
L(y)(x) = an (x)y (n) (x) + an−1 (x)y (n−1) (x) + · · · + a1 (x)y 0 (x)

+a0 (x)y(x) ∀ x ∈ I.

Check that: A differential equation of the form

L(y)(x) = g(x), where L is a linear differential operator and g
is a function, is a linear differential equation.
SHB/SU MA-102 (2020)
Homogeneous and Non-homogeneous Linear ODEs

Consider a linear differential equation L(y)(x) = g(x), where

L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 .

If all the functions a0 , . . . , an are constant functions, then we

say that the linear differential equation L(y)(x) = g(x) is with
constant coefficients.
If g(x) = 0, then we say that the linear differential equation is
homogeneous, and non-homogeneous otherwise.

SHB/SU MA-102 (2020)

Existence and Uniqueness Results

Theorem (Existence and uniqueness theorem for linear IVP of

order n)
Consider a linear differential equation L(y)(x) = g(x) where
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 .
Suppose that aj , g ∈ C(a, b) and an (x) 6= 0 for all x ∈ (a, b).
Let x0 ∈ (a, b). Then the initial value problem (IVP)
(Ly)(x) = g(x), y (j) (x0 ) = αj , j = 0, . . . , n − 1,

where αj ∈ R, has a unique solution y(x) for all x ∈ (a, b).

In particular, if g=0 and αj = 0, j = 0, . . . , n − 1, then

y(x) = 0 for all x ∈ (a, b).

SHB/SU MA-102 (2020)

Example:
• The IVP
(1 + x2 )y 00 + xy 0 − y = tan x, y(1) = 1, y 0 (1) = 2 has a
unique solution that exists on (−π/2, π/2).
• The IVP y 00 + 3x2 y 0 + ex y = sin x, y(0) = 1, y 0 (0) = 0
has a unique solution that exists on (−∞, ∞).
• The IVP y 00 − y = 0, y(1) = 0, y 0 (1) = 0 has a trivial
solution y(x) = 0 for all x ∈ R.

SHB/SU MA-102 (2020)

Superposition Principles

Theorem:(Superposition principle for homogeneous equation)

Let yi ∈ C n (a, b), i = 1, · · · , k be any solutions of Ly = 0 on
(a, b). Then y(x) = c1 y1 (x) + c2 y2 (x) + · · · + ck yk (x), where
ci , i = 1, · · · , k are arbitrary constants, is also a solution on
(a, b).

Example: y1 (x) = e2x and y2 (x) = xe2x are two solutions of

y 00 − 4y 0 + 4y = 0. Note that y(x) = c1 y1 + c2 y2 is also a
solution of y 00 − 4y 0 + 4y = 0.

SHB/SU MA-102 (2020)

Superposition Principles

Theorem:(Superposition principle for non-homogeneous

equation)
Let ypi ∈ C n (a, b) be solutions of L(y) = gi (x) for each
i = 1, · · · , k on (a, b). Then
yp (x) = c1 yp1 (x) + c2 yp2 (x) + · · · + ck ypk (x),
where ci , i = 1, · · ·P
, k are arbitrary constants, is also a
solution of L(y) = ki=1 ci gi (x) on (a, b).

Example: Note that yp1 (x) = ex is solution of

y 00 − 2y 0 + 2y = ex and yp2 (x) = x2 is a solution of
y 00 − 2y 0 + 2y = 2 − 4x + 2x2 . Then 10ex + 7x2 is a solution
of y 00 − 2y 0 + 2y = 10ex + 7(2 − 4x + 2x2 ).

SHB/SU MA-102 (2020)

Solution of linear ODEs: The theory
Consider a linear differential operator L : C n (I) → C(I) of
the form
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 ,

where a0 , a1 , . . . , an ∈ C(I),
Problem: Given g ∈ C(R), find y ∈ C n (R) such that Ly = g.
Since L : C n (R) → C(R) is a linear transformation, the
solution set of
Ly = g
is given by
Ker(L) + yP := {y + yp : y ∈ Ker(L)}
where yp is a particular solution (PS) satisfying LyP = g and
Ker(L) = {y ∈ C n (R) |Ly = 0}.
SHB/SU MA-102 (2020)
Solution of linear ODEs: The theory

Note that Ker(L) is a vector space.

If {y1 , . . . , yn } ⊂ C n (R) is a basis of Ker(L), then the general

solution (GS) of Ly = g is given by
y = c1 y1 + · · · + cn yn + yP .

Moral: (The GS of Ly = g) = (The GS of Ly = 0 )

+ (a PS yp satisfying Lyp = g)

SHB/SU MA-102 (2020)

Solution of linear ODEs: The theory
The next result shows that the homogeneous linear equation
Ly = 0 has no more than n linearly independent solutions,
that is, dim(Ker(L)) = n.

Theorem: Let L = nj=0 aj Dj where aj ∈ C(a, b),

P

j = 0, . . . , n, and an (x) 6= 0 for all x ∈ (a, b). Then

dim(Ker(L)) = n.

Proof: Choose x0 ∈ (a, b). Define T : Ker(L) → Rn by

T y := [y(x0 ), y 0 (x0 ), . . . , y (n−1) (x0 )]> .

Then T is linear. By uniqueness theorem, T (y) = 0 implies
y = 0. Therefore, T is one-to-one. The existence of solution
shows that T is onto. Thus, T is bijective. Hence
dim(Ker(L)) = n.

SHB/SU MA-102 (2020)

Solution of linear ODEs: The theory

Recall that all solutions of Ly = g are given by the affine

subspace
Ker(L) + yP ,
where LyP = g is a particular solution.

Hence what we need to do is to find

• a basis {y1 , . . . , yn } of Ker(L) and
• a particular solution yP .
Then the general solution of Ly = g is given by

y := c1 y1 + · · · + cn yn + yP .

SHB/SU MA-102 (2020)

Wronskian
Definition: If {f1 , . . . , fn } ⊂ C n−1 (R) or C n−1 (I), then
 
 f1
 0 ··· fn 
 f ··· fn0 
W (f1 , · · · , fn ) :=  1 
 (n−1) (n−1) 

f
1 · · · fn
is called the Wronskian of f1 , . . . , fn on R or I respectively.
Theorem: Let y1 , y2 , . . . , yn ∈ C n (a, b) be solutions of
Lf = 0, where ai ∈ C(a, b), i = 0, . . . , n, and an (x) = 6 0 for
all x ∈ (a, b). If
W (y1 , . . . , yn )(x0 ) 6= 0
for some x0 ∈ (a, b), then every solution y of Lf = 0 can be
expressed in the form y = C1 y1 + · · · + Cn yn , where
C1 , . . . , Cn are constants.
SHB/SU MA-102 (2020)
Theorem: Let y1 , y2 , . . . , yn ∈ C n (a, b) be solutions of
L(y) = 0, where ai ∈ C((a, b)), i = 0, . . . , n, and an (x) 6= 0
for all x ∈ (a, b). If every solution y of Lf = 0 can be
expressed in the form
y = C1 y 1 + · · · + Cn y n ,

where C1 , . . . , Cn are constants (or equivalently if {y1 , . . . , yn }

is a basis of Ker L,) then W (y1 , . . . , yn )(x0 ) 6= 0 for some
x0 ∈ (a, b).
Example: The functions y1 = e2x and y2 = e−2x are both
solutions of y 00 − 4y = 0 on (−∞, ∞). The Wronskian
 2x 
−2x 
 e e
W (y1 , y2 ) =  2x  = −4 6= 0.
2e −2e−2x 

The general solution is y = c1 e2x + c2 e−2x .

SHB/SU MA-102 (2020)

Theorem: (Abel’s formula) Let y1 , . . . , yn be any n solutions
to
Ly = y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0
on (a, b). Then, for x0 ∈ (a, b), we have
 Z x 
W (y1 , . . . , yn )(x) = W (y1 , . . . , yn )(x0 ) exp − p1 (t)dt ,
x0

for all x ∈ (a, b).

SHB/SU MA-102 (2020)

Corollary: The Wronskian of solutions W (y1 , . . . , yn )(x) is
either identically zero or never zero on (a, b).

Definition: A set of n linearly independent solutions of Ly = 0

that spans Ker(L) are called fundamental solutions.

Fact: Let y1 , y2 , . . . , yn ∈ C n ((a, b)) be solutions of L(y) = 0.

Then the following statements are equivalent:
• {y1 , y2 , . . . , yn } is a fundamental solution set on (a, b).
• {y1 , y2 , . . . , yn } are linearly independent on (a, b).
• W (y1 , y2 , . . . , yn )(x) 6= 0 on (a, b).

SHB/SU MA-102 (2020)

Theorem: Let yp (x) ∈ C n (a, b) be a particular solution to
L(y) = g(x) on (a, b) and let {y1 , y2 , . . . , yn } ∈ C n (a, b) be a
fundamental solution set of L(y) = 0 on (a, b). Then a general
solution of L(y) = g on (a, b) can be expressed in the form
y(x) = C1 y1 (x) + · · · + Cn yn (x) + yp (x)

Example: Given that yp = x2 is a particular solution to

y 00 − y = 2 − x2 and y1 (x) = ex and y2 (x) = e−x are solution
to y 00 − y = 0. A general solution is
y(x) = C1 ex + C2 e−x + x2 .

SHB/SU MA-102 (2020)