Differential Equations

Homogeneous Linear Blessed is the one

Equations with Constant who does not walk in step with the wicked
or stand in the way that sinners take
Coefficients or sit in the company of mockers,
but whose delight is in the law of the Lord,
Instructor: Johnson Carl K. Chan
and who meditates on his law day and night.
That person is like a tree planted by streams of

𝛪𝜂𝜎
water,
which yields its fruit in season
and whose leaf does not wither—
whatever they do prospers.–

𝜊
- Psalms 1:1-3

J.C. K. Chan Math 88

Math 88 A.Y. 2020-21 Summer Term
Higher-Order Linear Differential Equations

1. Homogenous Equations*
2. Nonhomogenous Equations
a. Undetermined Coefficients
b. Exponential Response Formula
c. Variation of Parameters

*further readings on Section 4.3

J.C. K. Chan Math 88
 Linear Ordinary Differential Equations
An n-th order ODE is linear when it follows

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

• The dependent variable 𝑦 and its derivatives are of the first degree and are linear.

• The coefficients 𝑎0 , 𝑎1 , … , 𝑎𝑛 depend at most on the independent variable.

J.C. K. Chan Math 88

Homogeneous vs Nonhomogeneous

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

Homogeneous

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Nonhomogeneous

J.C. K. Chan Math 88

 Equations with Constant Coefficients

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

• The coefficients 𝑎0 , 𝑎1 , … , 𝑎𝑛 are constants.

Examples 𝑦 ′′ + 2𝑦′ + 𝑦 = 𝑒 𝑥

12𝑥ሷ − 10𝑥ሶ − 7 = 0

J.C. K. Chan Math 88

Linear Equations with Constant
Coefficients

J.C. K. Chan Math 88

Linear Differential Operators
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑎𝑛 𝑥 𝐷𝑛 𝑦 + 𝑎𝑛−1 𝑥 𝐷𝑛−1 𝑦 + ⋯ + 𝑎1 𝑥 𝐷𝑦 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)

𝑎𝑛 𝑥 𝐷𝑛 + 𝑎𝑛−1 𝑥 𝐷𝑛−1 + ⋯ + 𝑎1 𝑥 𝐷 + 𝑎0 𝑥 𝑦 = 𝑓(𝑥)

𝑝 𝐷 𝑦 = 𝑓(𝑥)

J.C. K. Chan Math 88

 𝑝 𝐷 𝑦 = 𝑓(𝑥)
System Approach

0 p(D) 𝑦
input system response

Homogeneous

𝑓(𝑥) p(D) 𝑦
input system response

Nonhomogeneous

J.C. K. Chan Math 88

 Some useful rules for linear operators

Sum Rule: 𝑝 𝐷 +𝑞 𝐷 𝑦 =𝑝 𝐷 𝑦+𝑞 𝐷 𝑦

Linearity Rule: 𝑝 𝐷 𝐴𝑦1 + 𝐵𝑦2 = 𝐴𝑝 𝐷 𝑦1 + 𝐵𝑝 𝐷 𝑦2

J.C. K. Chan Math 88

 Some useful rules for linear operator

Substitution Rule: 𝑝 𝐷 𝑒 𝑎𝑥 = 𝑝 𝑎 𝑒 𝑎𝑥

𝑝 𝐷 𝑒 𝑎𝑥 𝑝 𝑎 𝑒 𝑎𝑥

Example: 𝐷2 + 3𝐷 𝑒 2𝑥

= 4𝑒 2𝑥 + 6𝑒 2𝑥 = 22 + 3 2 𝑒 2𝑥

= 10𝑒 2𝑥 = 10𝑒 2𝑥

J.C. K. Chan Math 88

 Some useful rules for linear operator
Exponential-Shift Rule:
𝑝 𝐷 𝑒 𝑎𝑥 𝑢 𝑥 = 𝑒 𝑎𝑥 𝑝 𝐷 + 𝑎 𝑢(𝑥)

Example: 𝐷2 + 3𝐷 𝑒 2𝑥 𝑥 3

= 𝑒 2𝑥 𝐷 + 2 2 + 3 𝐷 + 2 𝑥3

= 𝑒 2𝑥 𝐷2 + 5𝐷 + 10 𝑥 3

= 𝑒 2𝑥 6𝑥 + 15𝑥 2 + 10𝑥 3 = 6𝑥𝑒 2𝑥 + 15𝑥 2 𝑒 2𝑥 + 10𝑥 3 𝑒 2𝑥

J.C. K. Chan Math 88

 2 −𝑡
Practice: 𝐷 𝑒 cos 𝑡
𝑝 𝐷 𝑒 𝑎𝑥 𝑢 𝑥 = 𝑒 𝑎𝑥 𝑝 𝐷 + 𝑎 𝑢(𝑥)

2 𝑒 −𝑡 sin 𝑡

J.C. K. Chan Math 88

Superposition Principle

𝑓1 (𝑥) p(D) 𝑦1
input response

𝑓2 (𝑥) 𝑦2
p(D)
input response

𝑓3 (𝑥) 𝑦3
p(D) response
input

J.C. K. Chan Math 88

 Superposition Principle

𝑓1 𝑥 + 𝑓2 𝑥 + ⋯ + 𝑓𝑘 (𝑥) p(D) 𝑦1 + 𝑦2 + ⋯ + 𝑦𝑘
input response

J.C. K. Chan Math 88

Example
𝑦′ + 𝑦 = 𝑥 + 1

𝑦1′ + 𝑦1 = 𝑥 𝑦2′ + 𝑦2 = 1

𝑦1 𝑦2

𝑦 = 𝑦1 + 𝑦2

J.C. K. Chan Math 88

General Solution to Linear ODE
𝑦′ + 𝑦 = 0 𝑦 ′ + 𝑦 = 0 + 𝑒 2𝑥

−2𝑥 1 2𝑥
𝑦 = 𝐶𝑒 𝑦1 = 𝐶𝑒 −2𝑥 𝑦2 = 𝑒
3

1
′
𝑦 +𝑦 =𝑒 2𝑥 𝑦 = 𝐶𝑒 −2𝑥 + 𝑒 2𝑥
3

𝑦1 − response of homogeneous ODE

−2𝑥 1 2𝑥
𝑦 = 𝐶𝑒 + 𝑒 𝑦2 − response of nonhomogeneous ODE
3

J.C. K. Chan Math 88

 General Solution to Linear ODE
1
𝑦 = 𝐶𝑒 −2𝑥 + 𝑒 2𝑥
3

𝑦 = homogeneous response + nonhomogeneous response

Homogeneous response Nonhomogeneous response

other names:
• homogeneous solution 𝑦ℎ • particular solution 𝑦𝑝

• auxiliary solution 𝑦𝑎

• complimentary solution 𝑦𝑐 𝑦 = 𝑦ℎ + 𝑦𝑝

J.C. K. Chan Math 88

Homogeneous Linear Equations with
Constant Coefficients

J.C. K. Chan Math 88

 Superposition Principle - Homogeneous
𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 0

𝐷2 − 2𝐷 − 3 𝑦 = 0

𝑦1 = 𝐶1 𝑒 3𝑥 𝑦2 = 𝐶2 𝑒 −𝑥 𝑦3 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 −𝑥

= 𝐷2 − 2𝐷 − 3 𝐶1 𝑒 3𝑥 = 𝐷2 − 2𝐷 − 3 𝐶2 𝑒 −𝑥 =0

= 32 − 2 3 − 3 𝐶1 𝑒 3𝑥 = −1 2 − 2 −1 − 3 𝐶2 𝑒 3𝑥 If 𝑦1 and 𝑦2 are solutions,

then 𝑦3 = 𝑦1 + 𝑦2 is also
=0 =0 a solution.

J.C. K. Chan Math 88

 Superposition Principle - Homogeneous
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

Solution: 𝑦1 , 𝑦2 , 𝑦3 , 𝑦4 , … 𝑦𝑛

Is also a solution: 𝑦 = 𝑦1 + 𝑦2 + 𝑦3 + 𝑦4 + ⋯ + 𝑦𝑛

J.C. K. Chan Math 88

Solution of Homogeneous ODE with Constant
Coefficients
Form: 𝑦 = 𝐶𝑒 𝑟𝑡

Example (2nd–order): 𝑦 ′′ + 𝐴𝑦 ′ + 𝐵𝑦 = 0

𝐷2 + 𝐴𝐷 + 𝐵 𝑦 = 0

𝐷2 + 𝐴𝐷 + 𝐵 𝐶𝑒 𝑟𝑡 = 0
Characteristic Equation/

Auxiliary Equation 𝑟 2 + 𝐴𝑟 + 𝐵 𝐶𝑒 𝑟𝑡 = 0

𝑝 𝑟 = 𝑟 2 + 𝐴𝑟 + 𝐵 = 0

J.C. K. Chan Math 88

Case 1: Roots are real and not repeated
Form: 𝑦 = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 (second-order)

𝑦 = 𝐶1 𝑒 𝑟1 𝑥 + 𝐶2 𝑒 𝑟2 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑟𝑛 𝑥 (nth-order)

Example: 𝑦 ′′ + 4𝑦 ′ + 3𝑦 = 0

𝑝 𝑟 = 𝑟 2 + 4𝑟 + 3 = 0

𝑟+3 𝑟+1 =0
𝑟1 = −3 and 𝑟2 = −1
𝑦 = 𝐶1 𝑒 −3𝑥 + 𝐶2 𝑒 −𝑥
J.C. K. Chan Math 88
Case 2: Complex roots 𝑟 = 𝑎 ± 𝑖𝑏 and not
repeated
Form: 𝑦 = 𝑒 𝑎𝑥 (𝐶1 cos 𝑏𝑥 + 𝐶2 sin 𝑏𝑥) (second-order)

Example: 𝑦 ′′ + 4𝑦 ′ + 5𝑦 = 0

𝑝 𝑟 = 𝑟 2 + 4𝑟 + 5 = 0

𝑟 = −2 ± 𝑖

𝑦 = 𝑒 −2𝑥 (𝐶1 cos 𝑥 + 𝐶2 sin 𝑥)

J.C. K. Chan Math 88

Case 3: Repeated Roots
Form: 𝑦 = 𝐶1 𝑒 𝑟𝑥 + 𝐶2 𝑥𝑒 𝑟𝑥 (second-order)

𝑦 = 𝐶1 𝑒 𝑟𝑥 + 𝐶2 𝑥𝑒 𝑟𝑥 + ⋯ + 𝐶𝑛 𝑥 𝑛−1 𝑒 𝑟𝑛 𝑥 (nth-order)

Example: 𝑦 ′′ + 4𝑦 ′ + 4𝑦 = 0

𝑝 𝑟 = 𝑟 2 + 4𝑟 + 4 = 0

𝑟+2 𝑟+2 =0
𝑟1 = 𝑟2 = −2
𝑦 = 𝐶1 𝑒 −2𝑥 + 𝐶2 𝑥𝑒 −2𝑥
J.C. K. Chan Math 88
Find the general solution of the following:
1. 𝑦 ′′ − 4𝑦 = 0

2. 2𝑦 ′′ − 3𝑦 ′ = 0

3. 4𝑦 ′′ − 12𝑦 ′ + 9𝑦 = 0

4. 𝑦 (4) − 8𝑦 2
+ 16𝑦 = 0

J.C. K. Chan Math 88