ASSIGNMENT NO.

HIGHER ORDER
DERIVATIVES

ADRIANO, RHOD CHRISTIAN C.

BSAeE 2-9
ENGR. JIM CONRAD ASPIRIN
January 13, 2021
• Second-Order Differential Equations
We can solve a second-order differential equation of the type:
𝑑2𝑦 𝑑𝑦
2
+ 𝑃(𝑥) + 𝑄 (𝑥)𝑦 = 𝐺(𝑥)/𝑦" + 𝑝(𝑥)𝑦′ + 𝑔(𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥
Where P(x), Q(x) and G(x) are functions of x, by using:
Variation of Parameters which only works when g(x) is a polynomial, exponential, sine,
cosine, or a linear combination of those.
Undetermined Coefficients which is a little messier but works on a wider range of a
function.
Homogenous Equations
But here we begin by learning the case where g(x) = 0
y” + P(x)y’ + g(x)y = 0
We are going to use a special property of the derivative of the exponential function. At
any point, the slope (derivative) of 𝑒 𝑥 is 𝑒 𝑥 . Then we introduce a value “r” like this.
G(x) = 𝑒 𝑟𝑥 ; the first derivative is 𝑟𝑒 𝑟𝑥
The 2nd derivative is 𝑟 2 𝑒 𝑟𝑥
In other words, the first and second derivatives of f(x) are both multiples of g(x).
Example 1:
y” + y’ – 6y = 0
let y = 𝑒 𝑟𝑥 , 𝑠𝑜 𝑤𝑒 𝑔𝑒𝑡: 𝑦 ′ = 𝑟𝑒 𝑟𝑥 𝑎𝑛𝑑 𝑦" = 𝑟 2 𝑒 𝑟𝑥
Substitute these in the equation:
𝑟 2 𝑒 𝑟𝑥 + 𝑟𝑒 𝑟𝑥 − 6𝑒 𝑟𝑥 = 0
𝑒 𝑟𝑥 (𝑟 2 + 𝑟 − 6) = 0
𝑟2 + 𝑟 − 6 = 0
(𝑟 − 2) (𝑟 + 3) = 0
Roots: r = 2 ; r = -3
General Solution: 𝑦 = 𝐶1 𝑒 2𝑥 + 𝐶2 𝑒 −3𝑥
*It depends on p and q whether this method would work.
With 𝑦 = 𝑒 𝑟𝑥 𝑎𝑠 𝑎 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 𝑡ℎ𝑒 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑙 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛: 𝑦" + 𝑦′𝑝(𝑥) + 𝑞(𝑥)𝑦 = 0,
We get : 𝑟 2 + 𝑝𝑟 + 𝑞 = 0 / 𝐴𝑟 2 + 𝐵𝑟 + 𝐶 = 0
This is a quadratic equation, and there can be three (3) types of answer:
• Two real roots
• One real root (i.e. both real roots are the same)
• Two complex roots
How we solve it depends on which type, and we can easily find which type by calculating
the discriminant 𝑝2 − 4𝑞 / 𝑏 2 − 4𝑎𝑐. When it is.
• positive – we get two real roots.
• zero – we get one real root.
• negative – we get two complex roots.
Two Real Roots
When the discriminant 𝑏 2 − 4𝑎𝑐 is positive, we go straight from the differential
equation.
y" + p(x) y’ + q(x)y = 0 through the “characteristic equation”:
𝑟 2 + 𝑝𝑟 + 𝑞 = 0 / 𝐴𝑟 2 + 𝐵𝑟 + 𝐶 = 0 to the general solution
with two real roots 𝑟1 𝑎𝑛𝑑 𝑟𝑎: 𝑦 = 𝑐1 𝑒 𝑟1𝑋 + 𝑐2 𝑒 𝑟2 𝑥
Example 2: y” – qy’ + 20y = 0
Characteristic Equation: 𝑟 2 − 𝑞𝑟 + 20 = 0
Factor: (r-4) (r-5) = 0
r=4;r=5
General Solution: 𝑦 = 𝑐1 𝑒 4𝑥 + 𝑐2 𝑒 5𝑥
Example 3: 6y” + 5y’ – 6y = 0
Characteristic Equation: 6𝑟 2 + 5𝑟 − 6 = 0
Factor: (3r-2) (2r+3) = 0
2 3
𝑟= ; 𝑟 = −2
3
2 3
General Solution: 𝑦 = 𝑐1 𝑒 3 𝑥 + 𝑐2 𝑒 − 2 𝑥
One Real Root
 When the discrimination 𝑏 2 − 4𝑎𝑐 𝑖𝑠 𝑧𝑒𝑟𝑜, 𝑤𝑒 𝑔𝑒𝑡 𝑜𝑛𝑒 𝑟𝑒𝑎𝑙 𝑟𝑜𝑜𝑡.
(i.e. both real roots are equal).
Example 4: y” – 10y’ + 25y = 0
𝑟 2 − 10𝑟 + 25 = 0
(r-5) (r-5) = 0
r=5
One Solution : 𝑦 = 𝑒 5𝑥
But when 𝑒 5𝑥 𝑖𝑠 𝑎 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛,
Then 𝑥𝑒 5𝑥 𝑖𝑠 𝑎𝑙𝑠𝑜 𝑎 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛.
So, in this case, the solution is:
𝑦 = 𝑐1 𝑒 5𝑥 + 𝑐2 𝑥𝑒 5𝑥

Explanation: 𝑦 = 𝑥𝑒 5𝑥
𝑦 ′ = 5𝑥𝑒 5𝑥 + 𝑒 5𝑥
𝑦" = 10𝑒 5𝑥 + 25𝑥𝑒 5𝑥
So, 𝑦" − 10𝑦′ + 25𝑦
= 10𝑒 5𝑥 + 25𝑥𝑒 5𝑥 − 10(5𝑥𝑒 5𝑥 + 𝑒 5𝑥 ) + 25(𝑥𝑒 5𝑥 )
= 10𝑒 5𝑥 − 10𝑒 5𝑥 + 50𝑥𝑒 5𝑥 − 50𝑥𝑒 5𝑥
=0
Example 5: (one real root)
4y” + 4y’ + y = 0
Characteristic Equation 4𝑟 2 + 4𝑟 + 1 = 0
Factor (2𝑟 + 1)2 = 0
1
𝑟 = − 2 root
1 1
General Solution: 𝑦 = 𝑐1 𝑒 − 2 𝑥 + 𝑐2 𝑥𝑒 − 2 𝑥

Complex Roots
 When the discriminant 𝑏 2 − 4𝑎𝑐 𝑖𝑠 𝑛𝑒𝑔𝑎𝑡𝑖𝑣𝑒, 𝑤𝑒 𝑔𝑒𝑡 𝑐𝑜𝑚𝑝𝑙𝑒𝑥 𝑟𝑜𝑜𝑡𝑠.
Example 6:
y” – 4y’ + 13y = 0
𝑟 2 − 4𝑟 + 13 = 0
−𝑏 ±√𝑏2 −4𝑎𝑐
𝑟= a=1
2𝑎
b = -4
c = 13
−(−4) ±√(−4)2 −4(1)(13)
𝑟= 2(1)

4 ± √−36 4 ± 6𝑖
𝑟= →𝑟=
2 2

𝑟 = 2 + 3𝑖 ; 𝑟 = 2 − 3𝑖

If we follow the method used for two real roots, then we can try the solution:
𝑦 = 𝑐1 𝑒 (2+31)𝑥 + 𝑐2 𝑒 (2−31)𝑥
But Euler’s Formula tells us that:
𝑐 𝑖𝑥 = cos(𝑥) + 𝑖 sin (𝑥)
𝑦 = 𝑒 2𝑥 (𝑐1 𝑒 3𝑖𝑥 + 𝑐2 𝑒 −3𝑖𝑥 )
𝑐1 (cos 3𝑥 + 𝑖 sin(3𝑥)) + 𝑐2 (cos(−3𝑥) + 𝑖 sin(−3𝑥))
𝑐1 cos 3𝑥+ 𝑐2 cos(−3𝑥)+𝑖 (𝑐1 sin 3𝑥+ 𝑐2 sin(−3𝑥))
𝑐1 cos 3𝑥+ 𝑐2 cos 3𝑥+𝑖 (𝑐1 sin 3𝑥− 𝑐2 sin(−3𝑥)

(𝑐1 + 𝑐2 ) cos 3𝑥 + 𝑖 (𝑐1 − 𝑐2 )𝑠𝑖𝑛3𝑥

𝑐1 cos 3𝑥 + 𝑖𝑐2 𝑠𝑖𝑛3𝑥 ; 𝑠𝑖𝑛𝑐𝑒 𝑖𝑐2 𝑖𝑠 𝑗𝑢𝑠𝑡 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡,
𝑤𝑒 𝑤𝑖𝑙𝑙 𝑤𝑟𝑖𝑡𝑒 𝑖𝑡 𝑗𝑢𝑠𝑡 "c2 " 𝑡𝑜 𝑔𝑒𝑡 𝑟𝑖𝑑 𝑜𝑓 𝑡ℎ𝑒 𝑖.
Therefore, the solution is:
𝑦 = 𝑐1 𝑒 2𝑥 cos(3𝑥) + 𝑐2 𝑒 2𝑥 sin(3𝑥)

Example 7:
𝑦” − 6𝑦 ′ + 25𝑦 = 0
𝑟 2 − 6𝑟 + 25 = 0
−𝑏±√𝑏 2 −4𝑎𝑐
𝑟= a=1
2𝑎
 b = -6
c = 25
−(−6)±√(−6)2 −4(1)(25)
𝑟= 2(1)

6 ± √−64 6±8𝑖
𝑟= 2 2

𝑟 = 3 + 4𝑖 ; 𝑟 = 3 − 4𝑖
General Solution:
𝑦 = 𝑐1 𝑒 3𝑥 cos(4𝑥) + 𝑐2 𝑒 3𝑥 sin(4𝑥)

Summary:
To solve a linear second-order differential equation of the form
𝑦" + 𝑝(𝑥) 𝑦′ + 𝑞(𝑥)𝑦 = 0
Where p and q are constants, we must find the roots of the characteristic equation.
𝐴𝑟 2 + 𝐵𝑟 + 𝐶 = 0
There are three cases, depending on the discriminant 𝑏 2 − 4𝑎𝑐.
When it is Positive, we get two real roots and the solution is
𝑦 = 𝑐1 𝑒 𝑟1𝑥 + 𝑐2 𝑒 𝑟2𝑥
Zero, we get one real root and the solution is
𝑦 = 𝑐1 𝑒 𝑟𝑥 + 𝑐2 𝑥𝑒 𝑟𝑥
Negative, we get two complex roots and the solution is
(𝑟1 = 𝜆 + 𝑖𝜇 𝑎𝑛𝑑 𝑟2 = 𝜆 − 𝑖𝜇)
𝑦 = 𝑒 𝑟𝑥 (𝑐1 cos 𝜇𝑥 + 𝑐2 sin 𝜇𝑥 or
𝑦 = 𝑐1 𝑒 𝜆𝑥 cos 𝜇𝑥 + 𝑐2 𝑒 𝜆𝑥 sin 𝜇𝑥

Theorem of Superposition
Suppose that we have a linear homogenous second order differential equation
𝑑2 𝑦 𝑑𝑦
+ 𝑝(𝑥) 𝑑𝑥 + 𝑞(𝑥)𝑦 = 0 𝑡ℎ𝑎𝑡 𝑦 = 𝑦1 (𝑥)𝑎𝑛𝑑 𝑦 = 𝑦2 (𝑥)𝑎𝑟𝑒 𝑏𝑜𝑡ℎ 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠. The following
𝑑𝑥 2
theorem says that any linear combination 𝑦 = 𝐶1 𝑦1 (𝑥) + 𝐶2 𝑦2 (𝑥) is also a solution to this
differential equation for any constants 𝐶1 𝑎𝑛𝑑 𝐶2.

Theorem 1: 𝐼𝑓 𝑦" + 𝑝(𝑥)𝑦1 + 𝑞(𝑥)𝑦 = 0 is a second linear differential equation and

𝑦 = 𝑦1 (𝑥) 𝑎𝑛𝑑 𝑦 = 𝑦2 (𝑥) are both solutions, then for 𝐶1 𝑎𝑛𝑑 𝐶2 as constants,
𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 is also a solution.
Proof: Suppose that 𝑦 = 𝑦1 𝑎𝑛𝑑 𝑦 = 𝑦2 𝑎𝑟𝑒 𝑏𝑜𝑡ℎ 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛𝑠 𝑡𝑜 𝑦" + 𝑦′ 𝑝(𝑥) + 𝑞(𝑥)𝑦 = 0
𝑑2 𝑦1 𝑑𝑦1 𝑑2 𝑦2 𝑑𝑦2
Then we have that: + 𝑝(𝑥) + 𝑞(𝑥)𝑦1 = 0 𝑎𝑛𝑑 + 𝑝(𝑥) + 𝑞(𝑥)𝑦2 = 0
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 2 𝑑𝑥

• If 𝐶1 𝑎𝑛𝑑 𝐶2 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠 𝑤𝑒 𝑝𝑙𝑢𝑔 𝑦 = 𝐶1 𝑦1 (𝑥) + 𝐶2 𝑦2 (𝑥) into a differential

equation, we get that.
𝑑2 𝑑
(𝐶1 𝑦1 + 𝐶2 𝑦2 ) + 𝑝(𝑥) (𝐶1 𝑦1 + 𝐶2 𝑦2 ) + 𝑞(𝑥)(𝐶1 𝑦1 + 𝐶2 𝑦2 )
𝑑𝑥 2 𝑑𝑥

𝑑 2 𝑦1 𝑑2 𝑦2 𝑑𝑦1 𝑑𝑦2
= 𝐶1 + 𝐶2 + 𝑝(𝑥) 𝐶1 + 𝑝(𝑥)𝐶2 + 𝑞(𝑥)𝐶1 𝑦1 + 𝑞(𝑥)𝐶2 𝑦2
𝑑𝑥 2 𝑑𝑥 2 𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦1 𝑑2 𝑦 𝑑𝑦2
= 𝐶1 [ 𝑑𝑥 21 + 𝑝(𝑥) + 𝑞(𝑥)𝑦1 ] + 𝐶2 [ 𝑑𝑥 22 + 𝑝(𝑥) + 𝑞(𝑥)𝑦2 ]
𝑑𝑥 𝑑𝑥

=0 =0
=0
➢ Therefore 𝑦 = 𝐶1 𝑦1 + 𝐶2 𝑦2 is also a solution to this differential equation.