MA266: LN 07

Nov. 7-11, 2021

Fall 2021

1
 Section 4.1.2:
Homogeneous Equations

2
 Homogeneous Equations
Definition: A linear 𝑛th-order differential equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥
is said to be homogeneous.

Superposition Principle: Let

𝑦1 , 𝑦2 , …, 𝑦𝑘
be solutions of the 𝑛th-order homogeneous equation on 𝐼. Then, their linear combination
𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑘 𝑦𝑘 𝑥
is also a solution on the interval 𝐼, where 𝑐1 , 𝑐2 , … , 𝑐𝑘 are arbitrary constants.

Note that:
𝑦 = 𝑐1 𝑦1 𝑥 is a solution, where 𝑐2 = 𝑐3 = ⋯ = 𝑐𝑛 = 0
𝑦=0 is a solution, where 𝑐1 = 𝑐2 = ⋯ = 𝑐𝑛 = 0.
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 Example 4: Page 123

The functions 𝑦1 = 𝑥 2 and 𝑦2 = 𝑥 2 ln 𝑥 are both solutions of the homogeneous linear equation
𝑥 3 𝑦 ′′′ − 2𝑥𝑦 ′ + 4𝑦 = 0
Show that: 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 2 ln 𝑥 is a solution of the DE.
Solution:
By the superposition principle, we have
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑥 2 + 𝑐2 𝑥 2 ln 𝑥
is a solution of the equation.
(it can be shown by substitution).

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 Linear Dependence/Independence

Linearly Dependent:A set of functions

𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 𝑥
is said to be linearly dependent on an interval 𝐼, if there exist constants 𝑐1 , 𝑐2 , …, 𝑐𝑛 , not all zero,
such that
𝑐1 𝑓1 𝑥 + 𝑐2 𝑓2 𝑥 + ⋯ + 𝑐𝑛 𝑓𝑛 𝑥 = 0
for every 𝑥 in the interval.

Linearly Independent: If the set of functions

𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 𝑥
is not linearly dependent on the interval, it is said to be linearly independent.

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 Example 5: Page 123

Show that the set of functions

𝑓1 𝑥 = cos 2 𝑥 , 𝑓2 𝑥 = sin2 𝑥 , 𝑓3 𝑥 = sec 2 𝑥 , 𝑓4 (𝑥) = tan2 𝑥
𝜋 𝜋
are linearly dependent on the interval − , .
2 2

Solution:
By using 𝑐1 = 1, 𝑐2 = 1, 𝑐3 = −1 and 𝑐4 = 1 we have
𝑐1 𝑓1 𝑥 + 𝑐2 𝑓2 𝑥 + 𝑐3 𝑓3 𝑥 + 𝑐4 𝑓4 𝑥
= cos 2 𝑥 + sin2 𝑥 − sec 2 𝑥 + tan2 𝑥
= cos 2 𝑥 + sin2 𝑥 − sec 2 𝑥 − tan2 𝑥 = 1 − 1 = 0
𝜋 𝜋
Then, this set of functions are linearly dependent on the interval − , .
2 2

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 Wronskian – Linearly Independent
Suppose each of the functions 𝑓1 , 𝑓2 , … , 𝑓𝑛 possesses (𝑛 − 1) derivatives. The determinant

𝑓1 𝑓2 ⋯ 𝑓𝑛
𝑓1′ 𝑓2′ ⋯ 𝑓𝑛′
𝑊 𝑓1 , 𝑓2 , ⋯ , 𝑓𝑛 = ⋮ ⋮ ⋮
𝑛−1 𝑛−1 𝑛−1
𝑓1 𝑓2 ⋯ 𝑓𝑛
is called the Wronskian of the functions.

Let 𝑦1 , 𝑦2 , …, 𝑦𝑛 be 𝑛 solutions of the homogeneous linear 𝑛th-order differential equation

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Then the set of solutions is linear independent on 𝐼 if and only if
𝑊 𝑦1 , 𝑦2 , ⋯ , 𝑦𝑛 ≠ 0 for every 𝑥 in 𝐼.

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 Example (Linearly Dependent)

The functions 𝑦1 = 𝑒 7𝑥 and 𝑦2 = 𝑐𝑒 7𝑥 are solutions of the homogeneous linear equation

𝑦 ′′ − 9𝑦 ′ + 14𝑦 = 0
Show that 𝑦1 and 𝑦2 are all linearly dependent.

Solution:
We have 𝑦1 = 𝑒 7𝑥 and 𝑦2 = 𝑐𝑒 7𝑥 then
𝑦1 𝑦2 𝑒 7𝑥
𝑐𝑒 7𝑥 = 𝑒 7𝑥
𝑊 𝑦1 , 𝑦2 = 𝑦′ 𝑦2′ = 7𝑒 7𝑥 7c𝑒 7𝑥 − c𝑒 7𝑥 7𝑒 7𝑥
1 7𝑐𝑒 7𝑥
= 7c𝑒 14𝑥 − 7c𝑒 14𝑥 = 0
Which implies that 𝑦1 = 𝑒 7𝑥 and 𝑦2 = 𝑐𝑒 7𝑥 are linearly dependent.
(In other words, 𝑦2 is constant multiple of 𝑦1 )

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 Exercise 15: Page 130
Determine whether the given set of functions is linearly independent on the interval −∞, ∞ .
𝑓1 𝑥 = 𝑥, 𝑓2 𝑥 = 𝑥 2 , 𝑓3 𝑥 = 4𝑥 − 3𝑥 2

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 Exercise 16: Page 130
Determine whether the given set of functions is linearly independent on the interval −∞, ∞ .
𝑓1 𝑥 = 0, 𝑓2 𝑥 = 𝑥, 𝑓3 𝑥 = 𝑒 𝑥

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 Fundamental Set of Solutions – General Solution
Fundamental Set of Solutions: Any set of 𝑛 linearly independent solutions
𝑦1 , 𝑦2 , …, 𝑦𝑛
of the homogeneous linear 𝑛th-order differential equation:
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
on the interval 𝐼, is called a fundamental set of solutions on the interval.

General solution:
The general solution of the homogeneous DE is the linear combination of the fundamental set of
solutions, that is,
𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥
where 𝑐1 , 𝑐2 , … , 𝑐𝑘 are arbitrary constants.

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 Example 7: Page 126
The functions 𝑦1 = 𝑒 3𝑥 and 𝑦2 = 𝑒 −3𝑥 are both solutions of the homogeneous linear equation
𝑦 ′′ − 9𝑦 = 0 on −∞, ∞
show that 𝑦1 and 𝑦2 form the fundamental set of solutions and write the general solution.
Solution:
We evaluating the Wronskian:

𝑒 3𝑥 𝑒 −3𝑥
𝑊 𝑦1 , 𝑦2 = = −3𝑒 3𝑥 𝑒 −3𝑥 − 3𝑒 −3𝑥 𝑒 3𝑥 = −3 − 3 = −6 ≠ 0
3𝑒 3𝑥 −3𝑒 −3𝑥
for every 𝑥. We conclude that 𝑦1 and 𝑦2 are linearly independent.
Then, 𝑦1 and 𝑦2 form a fundamental set of solutions.
Consequently, the general solution of the equation on the interval is
𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −3𝑥
where, 𝑐1 and 𝑐2 are arbitrary constants.

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 Example 9: Page 127
The functions 𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑒 2𝑥 , and 𝑦3 = 𝑒 3𝑥 satisfy the DE: 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0.
show that 𝑦1 , 𝑦2 and 𝑦3 form the fundamental set of solutions and write the general solution.
Solution:
The Wronskian gives

𝑦1 𝑦2 𝑦3 𝑒 𝑥
𝑒 2𝑥 𝑒 3𝑥
′
𝑊 𝑦1 , 𝑦2 , 𝑦3 = 𝑦1 𝑦2′ 𝑦3′ = 𝑒 𝑥 2𝑒 2𝑥 3𝑒 3𝑥
𝑦1′′ 𝑦2′′ 𝑦3′′ 𝑒𝑥 4𝑒 2𝑥 9𝑒 3𝑥
2𝑒 2𝑥 3𝑒 3𝑥 𝑒 2𝑥 𝑒 3𝑥 𝑒 2𝑥 𝑒 3𝑥
= 𝑒𝑥 2𝑥 3𝑥 −𝑒 𝑥
2𝑥 3𝑥 +𝑒 𝑥
4𝑒 9𝑒 4𝑒 9𝑒 2𝑒 2𝑥 3𝑒 3𝑥
= 𝑒 𝑥 18𝑒 5𝑥 − 12𝑒 5𝑥 − 𝑒 𝑥 9𝑒 5𝑥 − 4𝑒 5𝑥 + 𝑒 𝑥 3𝑒 5𝑥 − 2𝑒 5𝑥
= 𝑒 𝑥 6𝑒 5𝑥 − 𝑒 𝑥 5𝑒 5𝑥 + 𝑒 𝑥 𝑒 5𝑥 = 6𝑒 6𝑥 − 5𝑒 6𝑥 + 𝑒 6𝑥 = 2𝑒 6𝑥 ≠ 0
for every real value of 𝑥.

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 Example 9: Page 127 Continued …
The functions 𝑦1 = 𝑒 𝑥 , 𝑦2 = 𝑒 2𝑥 , and 𝑦3 = 𝑒 3𝑥 satisfy the DE: 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0.
show that 𝑦1 , 𝑦2 and 𝑦3 form the fundamental set of solutions and write the general solution.
Solution: Continued …
Since
𝑊 𝑦1 , 𝑦2 , 𝑦3 = 2𝑒 𝑥 ≠ 0
for every real value of 𝑥. We conclude that 𝑦1 , 𝑦2 and 𝑦3 are linearly independent.
Then, 𝑦1 , 𝑦2 and 𝑦3 form a fundamental set of solutions.
Consequently, the general solution of the equation on the interval is
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 3𝑥
where, 𝑐1 and 𝑐2 are arbitrary constants.

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 Exercise 23: Page 131
Verify that the functions 𝑦1 = 𝑒 −3𝑥 and 𝑦2 = 𝑒 4𝑥 form a fundamental set of solutions of the DE
𝑦 ′′ − 𝑦 ′ − 12𝑦 = 0 on the interval −∞, ∞ . Form the general solution.

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 Exercise 27: Page 131
Verify that the functions 𝑦1 = 𝑥 3 and 𝑦2 = 𝑥 4 form a fundamental set of solutions of the DE:
𝑥 2 𝑦 ′′ − 6𝑥𝑦 ′ + 12𝑦 = 0 on the interval 0, ∞ . Form the general solution.

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 Section 4.1.3:
Nonhomogeneous Equations

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 Nonhomogeneous Equations
Definition: For an 𝑛th-order differential equation of the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
if 𝑔 𝑥 ≠ 0, it is said to be nonhomogeneous.

Particular Solution:
Any function 𝑦𝑝 , free of arbitrary parameters, that satisfies (1) is said to be a particular solution
of the equation.

Example
𝑦𝑝 = −3 is a particular solution to the nonhomogeneous DE 𝑦 ′′ − 9𝑦 = 27.
Note that: 𝑦𝑝 = −3, 𝑦𝑝′ = 0, 𝑦𝑝′′ = 0
⇒ 𝐿. 𝐻. 𝑆 = 𝑦𝑝′′ − 9𝑦𝑝 = 0 − 9 −3 = 27 = 𝑅. 𝐻. 𝑆
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 General Solution
For an 𝑛th-order differential equation in the form
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥 (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Consider the associated homogeneous DE
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0 (2)
𝑑𝑥 𝑑𝑥 𝑑𝑥
If 𝑦 = 𝑦𝑝 𝑥 is any particular solution of (1) and
𝑦 = 𝑦𝑐 𝑥 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥
is the complementary solution of (2).
Then, the general solution to the nonhomogeneous DE is
𝑦 = 𝑦𝑐 𝑥 + 𝑦𝑝 𝑥 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥 + 𝑦𝑝 𝑥
where 𝑐1 , 𝑐2 , … , 𝑐𝑛 are arbitrary constants.

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 Example 10: Page 128
11 1
Verify that 𝑦𝑝 = − − 𝑥 is a particular solution of the nonhomogeneous linear equation
12 2
𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 3𝑥
Write the general solution of the DE if 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 3𝑥 .
Solution:
11 1 ′
1
𝑦𝑝 = − − 𝑥, 𝑦𝑝 = − , 𝑦𝑝′′ = 0, 𝑦𝑝′′′ = 0.
12 2 2
Plug these into the given equation, then we see that we obtain 3𝑥.
11 11 1 11 11
𝑦𝑝′′′ − 6𝑦𝑝′′ + 11𝑦𝑝′ − 6𝑦𝑝 = 0 + 0 − −6 − − 𝑥 =− + + 3𝑥 = 3𝑥
2 12 2 2 2
Then, 𝑦𝑝 satisfies the DE.
The general solution is:
11 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 3𝑥 − − 𝑥
12 2
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 Superposition Principle
Let
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑦𝑝1 𝑥 be a particular solution of 𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔1 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑦𝑝2 𝑥 be a particular solution of 𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔2 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
⋮
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑦𝑝𝑘 𝑥 be a particular solution of 𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔𝑘 𝑥 .
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Note that the L.H.S of the above equations are all the same. Then
𝑦𝑝 𝑥 = 𝑦𝑝1 𝑥 +𝑦𝑝2 𝑥 + ⋯ + 𝑦𝑝𝑘 𝑥
is particular solution of
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔1 𝑥 +𝑔2 𝑥 + ⋯ + 𝑔𝑘 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

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 Example 11: Page 129
If
𝑦𝑝1 = −4𝑥 2 is a particular solution of 𝑦 ′′ − 3𝑦 ′ + 4𝑦 = −16𝑥 2 + 24𝑥 − 8,
𝑦𝑝2 = 𝑒 2𝑥 is a particular solution of 𝑦 ′′ − 3𝑦 ′ + 4𝑦 = 2𝑒 2𝑥 , and
𝑦𝑝3 = 𝑥𝑒 𝑥 is a particular solution of 𝑦 ′′ − 3𝑦 ′ + 4𝑦 = 2𝑥𝑒 𝑥 − 𝑒 𝑥 ,
Find a particular solution of the DE
𝑦 ′′ − 3𝑦 ′ + 4𝑦 = −16𝑥 2 + 24𝑥 − 8 + 2𝑒 2𝑥 + 2𝑥𝑒 𝑥 − 𝑒 𝑥

Solution:
By the superposition principle we have:
𝑦𝑝 = 𝑦𝑝1 + 𝑦𝑝2 + 𝑦𝑝3 = −4𝑥 2 + 𝑒 2𝑥 + 𝑥𝑒 𝑥
is a solution of
𝑦 ′′ − 3𝑦 ′ + 4𝑦 = −16𝑥 2 + 24𝑥 − 8 + 2𝑒 2𝑥 + 2𝑥𝑒 𝑥 − 𝑒 𝑥

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 Exercise 31: Page 131
Verify that the given two-parameter family of functions 𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 5𝑥 + 6𝑒 𝑥 is the general
solution of the nonhomogeneous DE 𝑦 ′′ − 7𝑦 ′ + 10𝑦 = 24𝑒 𝑥 on the interval −∞, ∞ .

23
 Exercise 35: Page 131

Verify that 𝑦𝑝1 = 3𝑒 2𝑥 and 𝑦𝑝2 = 𝑥 2 + 3𝑥 are, respectively, particular solutions of the Des:
𝑦 ′′ − 6𝑦 ′ + 5𝑦 = −9𝑒 2𝑥 and 𝑦 ′′ − 6𝑦 ′ + 5𝑦 = 5𝑥 2 + 3𝑥 − 16.
Find a particular solution of the DE: 𝑦 ′′ − 6𝑦 ′ + 5𝑦 = 5𝑥 2 + 3𝑥 − 16 − 9𝑒 2𝑥

24