Lecture 3.

1 Higher order linear equations

Linear differential equation An nth-order linear differential equation has the form

an (t)x(n) + an−1 (t)x(n−1) + · · · + a1 (t)x0 + a0 (t)x = g(t)

Initial-value problem (IVP) An nth-order linear initial-value problem has the form
(
an (t)x(n) + an−1 (t)x(n−1) + · · · + a1 (t)x0 + a0 (t)x = g(t)
(0.1)
x(t0 ) = x0 , x0 (t0 ) = x1 , . . . , x(n−1) (t0 ) = xn−1

1 Homogeneous equations

An nth-order linear differential equation of the form

an (t)x(n) + an−1 (t)x(n−1) + · · · + a1 (t)x0 + a0 (t)x = 0 (1.1)

is said to be homogeneous.

Theorem 1 Let x1 , x2 , . . . , xk be k solutions of the homogeneous nth-order differential equation

(1.1). Then the linear combination

x = c1 x 1 + c2 x 2 + · · · + ck x k ,

where the ci , i = 1, 2, . . . , k, are arbitrary constants, is also a solution of differential equation (1.1).

Corollary (A) If both x1 and x2 are solutions of a homogeneous linear differential equation,
then the sum x1 + x2 is also a solution.
(B) If x is a solution of a homogeneous linear differential equation, then the constant
multiple c x is also a solution.
(C) A homogeneous linear differential equation always possesses the trivial solution x = 0.

Example 1 Find 5 solutions for the homogeneous linear differential equation x00 − x = 0.

We observe by inspection the following three solutions: x(t) = et , x(t) = e−t , and x(t) = 0
Note: The constant function x(t) = 0 is a solution to EVERY homogeneous linear equation!
According to part (A) of the Corollary above, x = et + e−t is also a solution. According to part (B) of
the Corollary, x(t) = 2et is another solution. We now have collected five of them.
Note: There are infinitely many other solutions that we can construct using the Corollary. We just
happened to pick these ones.

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Definition (Wronskian) Suppose each of the functions f1 (t), f2 (t), . . . , fn (t) possesses at least n − 1
derivatives. The determinant
 
f1 f2 ··· fn
 f10 f20 ··· fn0 
W (f1 , f2 , . . . , fn ) = det  .. .. ..
 

 . . . 
(n−1) (n−1) (n−1)
f1 f2 ··· fn

is called the Wronskian of the functions.

The functions f1 , . . . , fn are called fundamental if the Wronskian W (f1 , f2 , . . . , fn ) 6= 0.

Example 2 Determine whether each of the following sets of functions is fundamental

{cos(t), sin(t)} {sin(t), 2 sin(t)}

 
cos t sin t
W (cos t, sin t) = det = cos2 t + sin2 t = 1 6= 0 =⇒ {cos t, sin t} is fundamental
− sin t cos t
 
sin t 2 sin t
W (sin t, 2 sin t) = det = 2 sin t cos t−2 sin t cos t = 0 =⇒ {sin t, 2 sin t} not fundamental
cos t 2 cos t
Theorem 2 (General solution - homogeneous equations) Let x1 , x2 , . . . , xn be n solutions of
the homogeneous nth-order linear differential equation (1.1). Assume x1 , x2 , . . . , xn are fundamental.
Then the general solution of this differential equation is

x = c1 x1 (t) + c2 x2 (t) + · · · + cn xn (t),

where ci , i = 1, 2, . . . , n, are arbitrary constants.

Example 3 Find the general solution of the differential equation

x00 − x = 0

We have already observed by inspection that x1 (t) = et and x2 (t) = e−t are both solutions to this
equation. We verify they form a fundamental set:

e−t
 t 
t −t e
W (e , e ) = det t = −2 6= 0 =⇒ fundamental set
e −e−t

Therefore by Theorem 4, the general solution is x(t) = c1 et + c2 e−t .

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Example 4 Find the general solution of the following differential equations

(a)x00 + x = 0 (b)x000 = 0

(a) We have already seen that x1 (t) = cos t and x2 (t) = sin t form a fundamental set of solutions.
Therefore by Theorem 4, the general solution is x(t) = c1 cos t + c2 sin t.
(b) We provide two different methods.

The first method: This is a bit different from what we have been doing in recent examples, and just
involves taking successive anti-derivatives (i.e. indefinite integrals) to remove “primes”. This only really
works because there is only one term on the left side of the equation:

c1 t2
x000 = 0 =⇒ x00 = c1 =⇒ x0 = c1 t + c2 =⇒ general solution is x = + c2 t + c3
2

The second method: uses Theorem 4 as we did in part (a): observe by inspection that x1 = 1, x2 = t,
and x3 = t2 are all solutions. Also,
 
1 t t2
W (1, t, t2 ) = det 0 1 2t = 2 6= 0 =⇒ fundamental set
0 0 2

Therefore the general solution is x = c1 + c2 t + c3 t2 Notice that the answers from the two methods seem
to differ, but are equivalent (just relabel some constants).

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2 Nonhomogeneous equations
An nth-order linear differential equation of the form
an (t)x(n) + an−1 (t)x(n−1) + · · · + a1 (t)x0 + a0 (t)x = g(t), (2.1)
with g(t) not identically zero, is said to be nonhomogeneous. It has the associated homogeneous
equation
an (t)x(n) + an−1 (t)x(n−1) + · · · + a1 (t)x0 + a0 (t)x = 0. (2.2)

Any function xp that satisfies differential equation (2.1) is said to be a particular solution of the
differential equation (2.1).
Theorem 3 (General solution - nonhomogeneous equations) Let x1 , x2 , . . . , xn be n solutions
of the n-th order associated homogeneous differential equation (2.2). Assume x1 , x2 , . . . , xn are funda-
mental. Let xp be any particular solution of the nonhomogeneous differential equation (2.1). Then the
general solution of the differential equation (2.1) is
x = c1 x1 (t) + c2 x2 (t) + · · · + cn xn (t) + xp (t),
where ci , i = 1, 2, . . . , n, are arbitrary constants.
One can write x = c1 x1 (t) + c2 x2 (t) + · · · + cn xn (t) + xp (t) = xc (t) + xp (t), where xc (t) = c1 x1 (t) +
c2 x2 (t) + · · · + cn xn (t) is called the complementary function of differential equation (2.1).
Example 5 Find the general solution of the following differential equations
(a)x00 − x = 1 (b)x00 + x = t (c)x000 = e2t

(a) We have already seen that a fundamental set for the homogeneous equation x00 − x = 0 is x1 = et ,
x2 = e−t . Since g(t) = 1 is a constant, we guess an xp of the same form: xp = A. Now we shall plug xp
into the non-homogeneous equation to find the value of A:
x00p − xp = 1 =⇒ 0 − A = 1 =⇒ A = −1 =⇒ xp = −1
Therefore the general solution to the non-homogeneous equation is x = c1 et + c2 e−t − 1.
(b) Recall that for x00 + x = 0 we had x1 = cos t, x2 = sin t. Now since g(t) = t, we guess that xp is a
linear function of t: xp = At + B. Now we shall plug in xp to find A, B:
x00p + xp = t =⇒ 0 + At + B = t =⇒ A = 1, B = 0 =⇒ xp = t
Therefore the general solution to the non-homogeneous equation is x = c1 cos t + c2 sin t + t.
(c) We give two methods. The first is the same method we use in the homogeneous equation in Example
5(b) - since there is only one term on the left hand side, we can just integrate successively to remove
primes and include a new constant of integration each time:
1 1 1 1
x000 = e2t =⇒ x00 = e2t +c1 =⇒ x0 = e2t +c1 t+c2 =⇒ x = e2t + c1 t2 +c2 t+c3 , the general solution
2 4 8 2
The second method uses Theorem 5 as we did in parts (a),(b). Recall that for x000 = 0 we had x1 = 1,
x2 = t, x3 = t2 as a fundamental set. Now since g(t) = e2t , we guess that xp = Ae2t . Now we plug in
xp to find A:
1 1
x000
p = e
2t
=⇒ 8Ae2t = e2t =⇒ 8A = 1 =⇒ A = =⇒ xp = e2t
8 8
Therefore the general solution to the non-homogeneous equation is x = c1 + c2 t + c3 t2 + 81 e2t .