ENGINEERING MATHEMATICS II

[FEM 1023]
 CHAPTER 2

HIGH ORDER LINEAR ORDINARY

DIFFERENTIAL EQUATIONS
 Overview

2.1. Definition and Theorem

2.2. Homogeneous Constant Coefficient Equation

2.3. Homogeneous Cauchy-Euler Equation

2.4. Undetermined Coefficients Method

2.5.Variation of Parameters Method

 2.1. Definition and Theorem

Learning Outcomes
At the end of this section you should be able to know:

1) The basic theorems on existence and uniqueness of

solutions of DE (based on IVP and BVP)

2) The definitions of linear dependence, linear

independence, Wronskian, homogeneous DE and non-
homogeneous DE.
 2.1. Definition and Theorem

Theorem
Existence and Uniqueness of Solution for IVP
An n-th order IVP for a linear differential equations will
have the following form

subject to
 2.1. Definition and Theorem

Then, a solution of the IVP EXISTS on I and is

UNIQUE.
 2.1. Definition and Theorem
Example 1
Show that

Solution:

The coefficients of the highest derivative is 2 which is a non-zero

function.
All conditions of existence of a unique solution are satisfied.
 2.1. Definition and Theorem

Example 2

Solution:

The coefficients of the highest derivative is 3 which is a non-zero

function.
All conditions of existence of a unique solution are satisfied.
 2.1. Definition and Theorem
Definition
Solution for BVP
A problem such as

subject to

A BVP can have zero, one or infinitely many

solutions.
 2.1. Definition and Theorem

Definition
Linearly Dependent / Independent

If the set of functions is not linearly dependent on the

interval, it is said to be linearly independent.
 2.1. Definition and Theorem

Definition
Wronskian of the Functions

The determinant
f1 f2  fn
f1 f 2  f n
W  f1 , f 2 ,..., f n  
   
 n 1  n 1  n 1
f1 f2  fn
is called the Wronskian of the functions.
2.1. Definition and Theorem

Theorem
 2.1. Definition and Theorem

Example 1

Solution: Use the Wronskian

The set of functions is linearly independent.

 2.1. Definition and Theorem

Example 2

Solution: Use the Wronskian

 2.1. Definition and Theorem

The set of functions is linearly dependent.

 2.1. Definition and Theorem

Example 3
Determine whether the functions is linearly independent
or not.

Example 4
Determine whether the functions is linearly independent
or not.
 2.1. Definition and Theorem

Definition
Homogeneous DE

is said to be homogeneous.

Example
2 y  3 y  5 y  0
is a homogeneous linear second-order DE.
 2.1. Definition and Theorem

Definition
Non-Homogeneous DE

is said to be non-homogeneous.

Example
2 y  3 y  5 y  x 2
is a non-homogeneous linear second-order DE.
 2.1. Definition and Theorem

Definition
Fundamental Set of Solutions

I
 2.1. Definition and Theorem

Theorem
General Solution – Homogeneous Linear DE

I
The general solution of the DE in an interval I is

where ci , i  1,.., n are arbitrary constant.

 2.1. Definition and Theorem

Theorem
General Solution – Non-Homogeneous Linear DE
Let y1 , y2 ,..., yn be a fundamental set of solutions the
associated homogeneous linear DE on an interval I .

The general solution of the DE on the interval I is

where ci , i  1,.., n are arbitrary constants.

Any solution y p free of arbitrary parameters, that satisfies

the DE is said to be a particular solution.
2.1. Definition and Theorem

Homogeneous DE

Non-Homogeneous DE