X

BACHELOR OF SCIENCE IN CIVIL ENGINEERING

MATH 4 – DIFFERENTIAL EQUATIONS

Engr. Jahnna Maye

ENGR. JAN B. S.
FLORO Domingo
BAUTISTA

College of Engineering
 3 | Differential Equations i

PREFACE

The main purpose of this module is to provide the student with a clear and detailed
presentation of differential equation.

To achieve this objective despite of this pandemic due to COVID-19, this work has
been shaped by the comments and suggestions of the peer reviewer in the teaching
profession, as well as the other faculty members who will ensure quality of the
modules that will be distributed to the LGU.

In mathematics, a differential equation is an equation that relates one or

more functions and their derivatives. In applications, the functions generally
represent physical quantities, the derivatives represent their rates of change, and the
differential equation defines a relationship between the two. Such relations are
common; therefore, differential equations play a prominent role in many disciplines
including engineering, physics, economics, and biology.
Mainly the study of differential equations consists of the study of their solutions (the
set of functions that satisfy each equation), and of the properties of their solutions.
Only the simplest differential equations are solvable by explicit formulas; however,
many properties of solutions of a given differential equation may be determined
without computing them exactly.
Often when a closed-form expression for the solutions is not available, solutions may
be approximated numerically using computers. The theory of dynamical
systems puts emphasis on qualitative analysis of systems described by differential
equations, while many numerical methods have been developed to determine
solutions with a given degree of accuracy.
 3 | Differential Equations 1

UNIT IV: LINEAR D.E. OF ORDER n

4.0 Intended Learning Outcomes

a. Determine whether the equations linear or non-linear classify it being

homogenous or non-homogenous.
b. Solve Linear D.E. of order n.
c. Solve Higher Order DE using computer application/software.

4.1 Introduction

In our previous lessons, we focused ourselves in solving differential

equations of first order. In this section, we will be dealing with higher order
linear differential equations and we will look into some of the basic ideas behind
solving higher order linear differential equations. We will also talk about the
definitions/facts for the Principle of Superposition, linearly independent
functions and the Wronskian.

4.2 Topics/Discussion (with Assessment/Activities)

4.2.1 Introduction to Linear Differential Equation of Order n

Warm-up Activity: Order of the Differential Equation

Identify the order of the following differential equations.

𝜕3𝑦 𝜕2 𝑦 𝜕𝑦
1. 3 −4 +2 − 3𝑥 2 = cos 2𝑥 _______________
𝜕𝑥 𝜕𝑥 2 𝜕𝑥
𝑑2 𝑦 𝑑𝑦
2. 𝑑𝑥 2
+ 2 𝑑𝑥 − 4𝑦 + 2 = 0 _______________
3. 2(𝑦 ′′)3 − 4(𝑦 ′)4 − 4𝑥𝑦 = 𝑒 −2𝑥 _______________
4
𝑑2 𝑦 𝑑𝑦
4. ቄ𝑑𝑥2 ቅ + 2 ቄ𝑑𝑥ቅ − 4𝑦 + 2 = 0 _______________
2
𝑑4 𝑦 𝑑3 𝑦 𝑑𝑦
5. + 𝑥𝑦 ቄ𝑑𝑥3 ቅ − 𝑑𝑥 + 6𝑥 = 0 _______________
𝑑𝑥 4
 3 | Differential Equations 2

4.2.1.1 Standard Form of a Linear D.E.

An nth order differential equation is said to be linear if it can be

written in the standard form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥 )𝑛
+ 𝑎𝑛−1 ( 𝑥 ) 𝑛−1
+ ⋯ + 𝑎1 (𝑥 ) + 𝑎0 (𝑥 )𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
where the coefficients 𝑎0 (𝑥 ), 𝑎1 (𝑥 ), … 𝑎𝑛 (𝑥 ) and 𝑅(𝑥) are all functions of x.
If the coefficients 𝑎0 (𝑥 ), 𝑎1 (𝑥 ), … 𝑎𝑛 (𝑥 ) are all constant then it is a linear
differential equation with constant coefficient, otherwise, it has variable
coefficient. If 𝑅(𝑥 ) = 0 then it is called a homogeneous linear differential
equation, otherwise, it is nonhomogeneous linear differential equation.
Examples:
1. 3𝑦 ′′ + 2𝑦 ′ − 𝑦 = 2𝑥
Answer: Linear D.E.; nonhomogeneous; constant coefficient; 2nd order
𝑑3 𝑦 𝑑𝑦
2. 2𝑥 2 𝑑𝑥3 + (𝑥 + 1) 𝑑𝑥 − 4𝑦 = 0
Answer: Nonlinear D.E.; homogeneous; variable coefficient; 3rd order
3. 𝑦 ′′′ − 3𝑦 ′′ + 4𝑦 = sin 3𝑥
Answer: Nonlinear D.E.; nonhomogeneous; constant coefficient; 3 rd
order
𝑑4 𝑦 𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
4. (2𝑥 − 1)2 𝑑𝑥4 + 𝑑𝑥3 − 4𝑥 3 𝑑𝑥2 + √𝑥 𝑑𝑥 − 3𝑦 = ln 𝑥
Answer: Linear D.E.; nonhomogeneous; variable coefficient; 4th order
2𝑥
5. 𝑦 ′′ + (3𝑥 − 1)𝑦 ′ − 3𝑦 = 0
(𝑥−2)
Answer: Linear D.E.; homogeneous; variable coefficient; 2nd order

👉 Workbook Exercise #11 1W

Practice Problem 4.1 Form of Linear Differential Equation

Differential Equations Worktextbook, Second Edition by

Perante, J., Perante, W. and Gomba, F., pp. 159 – 163.
 3 | Differential Equations 3

4.2.1.2 Differential Operators

The differential operators are a generalization of the operation of

differentiation. The simplest differential operator, denoted by capital
letter 𝐷, that acts on a function 𝑦 yields the first derivative of this function.
𝑑
The differential operator 𝐷 is actually 𝑑𝑥. Hence, the first derivative
𝑑𝑦
of y, 𝑦 ′𝑜𝑟 , is expressed in terms of 𝐷 as 𝐷𝑦. The second order
𝑑𝑥
𝑑 𝑑𝑦 𝑑2 𝑦
derivative, 𝑦 ′′𝑜𝑟 ( ) 𝑜𝑟 , is written as 𝐷 2 𝑦.
𝑑𝑥 𝑑𝑥 𝑑𝑥 2
𝑑𝑛 𝑦
Generally, nth order derivatives, 𝑑𝑥𝑛 , is expressed in terms of 𝐷 as
𝐷 𝑛 𝑦 where 𝑦 represents a differentiable function.

Examples:
1. Rewrite the differential equation 𝑦 ′′′ + 2𝑦 ′′ + 4𝑦 = √sin 𝑥 using
differential operator.
Answer: 𝐷 3 𝑦 + 2𝐷 2 𝑦 + 4𝑦 = √sin 𝑥
𝑑3 𝑦 𝑑𝑦
2. Rewrite the differential equation 5𝑥 + (𝑥 − 2) − 3𝑦 = 0 using
𝑑𝑥 3 𝑑𝑥
differential operator.
Answer: 5𝑥𝐷 3 𝑦 + (𝑥 − 2)𝐷𝑦 − 3𝑦 = 0

4.2.1.2.1 Linear Differential Operators of Order n

The linear differential operator of order 𝑛 is a linear
combination of derivative operators of order up to 𝑛,
𝐿 = 𝐷 𝑛 + 𝑎1 𝐷 𝑛−1 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛
defined by
𝐿𝑦 = 𝑦 (𝑛) + 𝑎1 𝑦 (𝑛−1) + ⋯ + 𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦,
where the 𝑎𝑖 are continuous functions of x.
Examples:
1. If 𝐿 = 𝐷 2 − 2𝑥𝐷 + 5𝑥, determine 𝐿(cos 𝑥)
Answer: 𝐿𝑦 = 𝑦 ′′ − 2𝑥𝑦 ′ + 5𝑥
Since 𝐿𝑦 = 𝐿(cos 𝑥), then 𝑦 = cos 𝑥; 𝑦 ′ = − sin 𝑥; 𝑦 ′′ = − cos 𝑥
Therefore,
𝐿𝑦 = − cos 𝑥 + 2𝑥 sin 𝑥 + 5𝑥
2. If 𝐿 = 𝐷 2 − 𝑒 3𝑥 𝐷, determine 𝐿(2𝑥 − 3𝑒 2𝑥 )
Answer: 𝐿𝑦 = 𝑦 ′′ − 𝑒 3𝑥 𝑦 ′
Since 𝐿𝑦 = 𝐿(2𝑥 − 3𝑒 2𝑥 ), then 𝑦 = 2𝑥 − 3𝑒 2𝑥 ; 𝑦 ′ = 2 − 6𝑒 2𝑥 ; 𝑦 ′′ =
−12𝑒 2𝑥
Therefore,
𝐿𝑦 = −12𝑒 2𝑥 − (𝑒 3𝑥 )(2 − 6𝑒 2𝑥 )
 3 | Differential Equations 4

𝐿𝑦 = −12𝑒 2𝑥 − 2𝑒 3𝑥 + 6𝑒 5𝑥

4.2.1.2.2 Properties of Differential Operators

These two properties of differential operators are important in
regard to solving linear differential equations with constant
coefficients.
a. Let f(D) be a polynomial in D

𝑓 (𝐷 )𝑒 𝑚𝑥 = 𝑒 𝑚𝑥 𝑓(𝑚)
We see that if m is the root of the equation 𝑓 (𝑚) = 0, then
𝑓 (𝐷 )𝑒 𝑚𝑥 = 0
Example:
Let 𝑓 (𝐷 ) = 𝐷 2 − 𝐷 − 12.
Solution:
Then the equation for 𝑓 (𝑚) = 0 is
𝑚2 − 𝑚 − 12 = 0
(𝑚 − 4)(𝑚 + 3) = 0
Which has the roots 𝑚1 = 4 and 𝑚2 = −3

With the aid of the property; we know that 𝑓 (𝐷 )𝑒 𝑚𝑥 = 0,

Therefore
(𝐷 2 − 𝐷 − 12) 𝑒 4𝑥 = 0 and
(𝐷 2 − 𝐷 − 12) 𝑒 −3𝑥 = 0
In other words, 𝑦1 = 𝑒 4𝑥 and 𝑦2 = 𝑒 −3𝑥 are solutions to the
differential equation (𝐷 2 − 𝐷 − 12) 𝑦 = 0

b. Let f(D) be a polynomial in D

𝑒 𝑎𝑥 𝑓 (𝐷 )𝑦 = 𝑓 (𝐷 − 𝑎)𝑒 𝑎𝑥 𝑦 or
𝑒 𝑎𝑥 𝑓 (𝐷 + 𝑎)𝑦 = 𝑓 (𝐷 )𝑒 𝑎𝑥 𝑦
This is referred to as exponential shift.

Example:
𝑑2 𝑦 𝑑𝑦
Solve the differential equation 𝑑𝑥2 + 2 𝑑𝑥 + 𝑦 = 0
Solution:
𝑑2 𝑦 𝑑𝑦
+ 2 𝑑𝑥 + 𝑦 = 0
𝑑𝑥 2
2
𝐷 𝑦 + 2𝐷𝑦 + 𝑦 = 0
(𝐷 2 + 2𝐷 + 1)𝑦 = 0
(𝐷 + 1)2 𝑦 = 0
 3 | Differential Equations 5

By inspection, 𝑎 = 1, multiplying both sides of (𝐷 + 1)2 𝑦 =

0 by 𝑒 𝑎𝑥 or 𝑒 𝑥
𝑒 𝑥 (𝐷 + 1)2 𝑦 = 0
Using exponential shift
𝐷 2 (𝑒 𝑥 𝑦) = 0
Integrating both sides
𝐷(𝑒 𝑥 𝑦) = 𝑐1
Integrating again both sides
𝑒 𝑥 𝑦 = 𝑐1𝑥 + 𝑐2
𝑦 = 𝑒 −𝑥 (𝑐1 𝑥 + 𝑐2 )

4.2.1.3 Principle of Superposition

The principle of superposition states that

“If 𝑦1 (𝑥) and 𝑦2 (𝑥) are two solutions to a linear, homogeneous

differential equation then so is 𝑦(𝑥 ) = 𝑐1 𝑦1(𝑥 ) + 𝑐2 𝑦2(𝑥).”

Examples:
1. Determine the general solution to the differential equation 𝑦 ′′ + 𝑦′ −
2𝑦 = 0

Solution:
Rewriting 𝑦 ′′ + 𝑦′ − 2𝑦 = 0 using differential operator.
𝐷 2𝑦 + 𝐷𝑦 − 2𝑦 = 0
(𝐷 2 + 𝐷 − 2)𝑦 = 0
Substitute m to D then equate to zero: 𝑓(𝑚) = 0
𝑚2 + 𝑚 − 2 = 0
(𝑚 − 1)(𝑚 + 2) = 0
𝑚1 = 1 and 𝑚2 = −2
The solutions to the differential equation are
𝑦1 (𝑥 ) = 𝑒 𝑥 and 𝑦2 (𝑥 ) = 𝑒 −2𝑥
Therefore, using the Principle of Superposition, the general solution of
the differential equation 𝑦 ′′ + 𝑦′ − 2𝑦 = 0 is
𝑦(𝑥 ) = 𝑐1𝑒 𝑥 + 𝑐2 𝑒 −2𝑥

4.2.1.4 Linear Independence of a Set of Functions

Suppose you have two lines on a graph. There are basically three
cases for these lines: they can be parallel (inconsistent system), they can
 3 | Differential Equations 6

both be the same line (consistent system; dependent equation), or two

different lines that intersect at some point (consistent system; independent
equation).
From a differential equation standpoint, we are usually interested
in the third scenario; these are two independent lines. Thus, we would
like to have some way of determining if two functions are linearly
independent or not.
There are two methods we can use to determine if functions are
linearly independent or not. That is by comparing the functions and by
Wronskian.
a. Comparing functions
The first method is by comparing the functions. A set of
functions {𝑓1 , 𝑓2 , … , 𝑓𝑛 } are linearly independent if no function is
a scalar multiple of the other and it is said to be linearly
dependent if there exist some constant 𝑐𝑖 ≠ 0 such that,
𝑐1𝑓1 + 𝑐2 𝑓2 + ⋯ + 𝑐𝑛 𝑓𝑛 = 0

b. The Wronskian
The second method is to take the Wronskian of the
functions. If the Wronskian equals 0, the function is dependent.
If it does not equal 0, it is independent.
For two functions, the Wronskian is
𝑓(𝑥) 𝑔(𝑥)
𝑊=[ ] = 𝑓 (𝑥 )𝑔′(𝑥 ) − 𝑓 ′(𝑥 )𝑔(𝑥)
𝑓′(𝑥) 𝑔′(𝑥)

For three functions, the Wronskian is

𝑓(𝑥) 𝑔(𝑥) ℎ(𝑥)
𝑊 = [ 𝑓′(𝑥) 𝑔′(𝑥) ℎ′(𝑥)]
𝑓′′(𝑥) 𝑔′′(𝑥) ℎ′(𝑥)

𝑓(𝑥) 𝑔(𝑥) ℎ(𝑥) 𝑓(𝑥) 𝑔(𝑥)

𝑊 = [ 𝑓′(𝑥) 𝑔′(𝑥) ℎ′(𝑥) ] 𝑓′(𝑥) 𝑔′(𝑥)
𝑓′′(𝑥) 𝑔′′(𝑥) ℎ′′(𝑥) 𝑓′′(𝑥) 𝑔′′(𝑥)

𝑊 = [𝑓 (𝑥 )𝑔′(𝑥 )ℎ′′(𝑥 ) + 𝑔(𝑥 )ℎ′ (𝑥 )𝑓 ′′(𝑥 ) +

ℎ(𝑥 )𝑓 ′(𝑥 )𝑔′′(𝑥 )] − [𝑓 ′′ (𝑥 )𝑔′(𝑥 )ℎ(𝑥 ) +
𝑔′′ (𝑥 )ℎ′(𝑥 )𝑓(𝑥 ) + ℎ′′ (𝑥 )𝑓 ′(𝑥 )𝑔(𝑥 )]
3 | Differential Equations 7

Examples:
1. Determine whether these functions are linearly dependent or
independent: 𝑓 (𝑥 ) = 4; 𝑔(𝑥 ) = 2𝑥; ℎ(𝑥 ) = −3𝑥
Answer:
By comparison, it can be seen that 𝑔(𝑥) and ℎ(𝑥) are scalar
multiple of one another. That is
2
𝑔(𝑥) = − 3 ℎ(𝑥) or
3
ℎ(𝑥) = − 2 𝑔(𝑥)
Therefore, the set of functions is linearly dependent.
By Wronskian,
4 2𝑥 −3𝑥
𝑊 = [0 2 −3 ]
0 0 0
4 2𝑥 −3𝑥 4 2𝑥
𝑊 = [0 2 −3 ] 0 2 = 0
0 0 0 0 0
The Wronskian is 0, therefore the set of functions is linearly
dependent.
2. Determine whether these functions are linearly dependent or
independent: 𝑓 (𝑥 ) = 2𝑒 𝑥 ; 𝑔(𝑥 ) = 𝑒 (𝑥+1) ; ℎ(𝑥 ) = 2𝑒 (𝑥−1)
Answer:
By comparison, it can be seen that the three functions are
scalar multiple of each other. That is
2
𝑓(𝑥) = 𝑒 𝑔(𝑥)
𝑒2
𝑔(𝑥) = ℎ(𝑥)
2
1
ℎ(𝑥) = 𝑒 𝑓(𝑥)
Remember that 𝑒 is constant.
Or,
𝑐1𝑓(𝑥) + 𝑐2𝑔(𝑥) + 𝑐3ℎ(𝑥) = 0
𝑐1(2𝑒 𝑥 ) + 𝑐2 [𝑒 (𝑥+1) ] + 𝑐3[2𝑒 (𝑥−1) ] = 0
Where,
3𝑒 2
𝑐1 = 𝑒; 𝑐2 = 1; 𝑐3 = − 2
Therefore, the set of functions is linearly dependent.
By Wronskian,
2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1)
𝑊 = [2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1) ]
2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1)
2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1) 2𝑒 𝑥 𝑒 (𝑥+1)
𝑊 = [2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1) ] 2𝑒 𝑥 𝑒 (𝑥+1) = 0
2𝑒 𝑥 𝑒 (𝑥+1) 2𝑒 (𝑥−1) 2𝑒 𝑥 𝑒 (𝑥+1)
 3 | Differential Equations 8

The Wronskian is 0, therefore the set of functions is linearly

dependent.
3. Determine whether these functions are linearly dependent or
independent: 𝑓 (𝑥 ) = 3𝑥 3 ; 𝑔(𝑥 ) = 2𝑥 2
Answer:
By comparison, it can be seen that the two functions are not
scalar multiples of each other, thus these functions are linearly
independent.
By Wronskian,
3
𝑊 = [3𝑥 2 2𝑥 2 ]
9𝑥 4𝑥
𝑊 = (3𝑥 3 )(4𝑥 ) − (9𝑥 2 )(2𝑥 2 ) = −6𝑥 4
The Wronskian is −6𝑥 4 , therefore the set of functions is
linearly independent.

👉 Workbook Exercise #12

Practice Problem 4.2 Linear Independence of a Set of Functions

Differential Equations Worktextbook, Second Edition by

Perante, J., Perante, W. and Gomba, F., pp. 169 – 171.

4.2.2 Homogeneous Linear Differential Equation with Constant Coefficients

The nth order homogeneous linear differential equations are of the

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

where the coefficients 𝑎0 , 𝑎1 , … 𝑎𝑛 are constant. In terms of the differential

operator D, these equations are written in the form

𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 0

4.2.2.1 Solution of a Homogeneous Linear Ordinary DE

When 𝑦1, 𝑦2 ,…, 𝑦𝑛 are linearly independent solutions of the
homogeneous linear differential equation, by the Principle of
Superposition, the general solution of the homogeneous linear differential
equation is
 3 | Differential Equations 9

𝑦(𝑥 ) = 𝑐1 𝑦1(𝑥 ) + 𝑐2 𝑦2 (𝑥 ) + ⋯ + 𝑐𝑛 𝑦𝑛 (𝑥)

where, 𝑐1, 𝑐2,…, 𝑐𝑛 are constant.
The linearly independent solutions 𝑦1, 𝑦2 ,…, 𝑦𝑛 is determined
using the two properties of differential operators discussed previously.
If m is the distinct root of the polynomial in D, then the solution is
𝑦 = 𝑒 𝑚𝑥
If the polynomial in D has repeated root, m, then by exponential
shift, the solutions are
𝑦1 = 𝑒 𝑚𝑥
𝑦2 = 𝑥𝑒 𝑚𝑥
The number of roots equals the order of the differential equation.
The nth order homogeneous linear differential equation has n number of
roots. If the root is repeated with multiplicity s, then it should be counted
s times when determining the total number of roots. These roots are either
real or complex and either distinct or repeated.
a. Distinct roots
If 𝑚1 and 𝑚2 are distinct roots of the polynomial in D of
the
𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 0, the linearly
independent solutions 𝑦1 and 𝑦2 are
𝑦1 (𝑥) = 𝑒 𝑚1 𝑥
𝑦2 (𝑥) = 𝑒 𝑚2 𝑥
and the general solution is
𝑦(𝑥 ) = 𝑐1 𝑦1(𝑥 ) + 𝑐2𝑦2 (𝑥 )
Suppose 𝑚 represents two distinct complex roots 𝑎 ± 𝑏𝑖,
then we will use the Euler’s formula shown below to get the
equivalent of 𝑦(𝑥) = 𝑒 𝑚𝑥 .
𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃
𝑒 −𝑖𝜃 = cos 𝜃 − 𝑖 sin 𝜃
Hence,
𝑦(𝑥) = 𝑒 (𝑎±𝑏𝑖)𝑥
𝑦(𝑥) = 𝑒 𝑎𝑥 (𝑒 ±𝑏𝑥𝑖 )
By Euler’s formula, we will get the two independent linear
solution of complex number as follows
𝑦1 (𝑥 ) = 𝑒 𝑎𝑥 cos 𝑏𝑥
𝑦2 (𝑥 ) = 𝑒 𝑎𝑥 sin 𝑏𝑥
The general solution is
𝑦(𝑥 ) = 𝑐1 𝑦1(𝑥 ) + 𝑐2𝑦2 (𝑥 )
𝑦(𝑥 ) = 𝑐1 𝑒 𝑎𝑥 cos 𝑏𝑥 + 𝑐2 𝑒 𝑎𝑥 sin 𝑏𝑥
𝑦(𝑥 ) = 𝑒 𝑎𝑥 (𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥 )
3 | Differential Equations 10

b. Repeated real roots

If 𝑚 is a repeated roots of multiplicity s of the polynomial
in D of the 𝑎𝑛 𝐷 𝑛 𝑦 + 𝑎𝑛−1 𝐷 𝑛−1 𝑦 + ⋯ + 𝑎1 𝐷𝑦 + 𝑎0 𝑦 = 0, the
linearly independent solutions 𝑦1, 𝑦2 ,…, 𝑦𝑠 are
𝑦1 (𝑥) = 𝑒 𝑚𝑥
𝑦2 (𝑥) = 𝑥𝑒 𝑚𝑥
𝑦3 (𝑥) = 𝑥 2 𝑒 𝑚𝑥
.
.
.
𝑦𝑠 (𝑥) = 𝑥 𝑠−1 𝑒 𝑚𝑥
and the general solution is
𝑦(𝑥 ) = 𝑐1 𝑦1(𝑥 ) + 𝑐2𝑦2 (𝑥 ) + ⋯ + 𝑐𝑠 𝑦𝑠 (𝑥)
𝑦(𝑥 ) = 𝑐1 𝑒 𝑚𝑥 + 𝑐2 𝑥𝑒 𝑚𝑥 + ⋯ + 𝑐𝑠 𝑥 𝑠−1 𝑒 𝑚𝑥
Suppose 𝑚 are complex roots 𝑎 ± 𝑏𝑖 repeated twice then
the general solution is
𝑦(𝑥 ) = 𝑦(𝑥 ) = 𝑐1 𝑒 𝑚𝑥 + 𝑐2 𝑥𝑒 𝑚𝑥
𝑦(𝑥 ) = 𝑒 𝑎𝑥 (𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥 ) + 𝑥𝑒 𝑎𝑥 (𝑐3 cos 𝑏𝑥 +
𝑐4 sin 𝑏𝑥 )

Examples:
1. Find the general solution of the differential equation
(𝐷 3 − 2𝐷 2 − 𝐷 + 14)𝑦 = 0
Solution:
The roots of the polynomial in D are
𝑚1 = −2, 𝑚2 = 2 ± 𝑖√3
The linearly independents solutions are
𝑦1 (𝑥) = 𝑒 −2𝑥
𝑦2 (𝑥 ) = 𝑒 2𝑥 cos √3 𝑥
𝑦3 (𝑥) = 𝑒 2𝑥 sin √3 𝑥
Therefore, the general solution is
𝑦(𝑥 ) = 𝑐1𝑒 −2𝑥 + 𝑒 2𝑥 (𝑐2 cos √3 𝑥 + 𝑐3 sin √3 𝑥)

2. Find the general solution of the differential equation

(𝐷 4 + 3𝐷 3 − 7𝐷 2 − 15𝐷 + 18)𝑦 = 0
Solution:
The roots of the polynomial in D are
𝑚1 = 1, 𝑚2 = 2, 𝑚3 = −3 and 𝑚4 = −3
The linearly independents solutions are
𝑦1 (𝑥) = 𝑒 𝑥
 3 | Differential Equations 11

𝑦2 (𝑥) = 𝑒 2𝑥
𝑦3 (𝑥) = 𝑒 −3𝑥
𝑦4 (𝑥) = 𝑥𝑒 −3𝑥
Therefore, the general solution is
𝑦(𝑥 ) = 𝑐1𝑒 𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 −3𝑥 + 𝑐4 𝑥𝑒 −3𝑥
3. Find the general solution of the differential equation
(𝐷 4 + 4𝐷 3 + 16𝐷 2 + 24𝐷 + 36)𝑦 = 0
Solution:
The roots of the polynomial in D are
𝑚1 = −1 ± 𝑖√5, 𝑚2 = −1 ± 𝑖√5
The linearly independents solutions are
𝑦1 (𝑥 ) = 𝑒 −𝑥 cos √5 𝑥
𝑦2 (𝑥 ) = 𝑥𝑒 −𝑥 cos √5 𝑥
𝑦3 (𝑥) = 𝑒 −𝑥 sin √5 𝑥
𝑦4 (𝑥) = 𝑥𝑒 −𝑥 sin √5 𝑥
Therefore, the general solution is
𝑦(𝑥) = 𝑒 −𝑥 (𝑐1 cos √5 𝑥 + 𝑐2 sin √5 𝑥) + 𝑥𝑒 −𝑥 (𝑐3 cos √5 𝑥 + 𝑐4 sin √5 𝑥)

4.2.2.2 Initial Boundary Value Problems

You already have enough knowledge in getting the general

solution of a homogeneous linear differential equation. The next question
will be how to get the constants 𝑐1 , 𝑐2 and so on. To get the value of
constants we need as many equations or conditions as the number of
constants. One way to do it is to specify the value of the solution at distinct
points. These are typically called boundary values. Another way to find
the constants would be to specify the value of the solution and its
derivative at a particular point. These values are called initial conditions.
We usually encounter initial value problem (IVP) and boundary
value problem (BVP) in Physics. An example of an IVP is to solve
Newton’s equations of motion for the position function of a point particle
that starts at a given initial position and velocity. An example of the BVP
is to find the equilibrium temperature of a cylindrical bar with thermal
insulation on the round surface and held at constant temperatures at the
top and bottom sides.
The solutions to BVP are more complicated to describe. A
boundary value problem may have a unique solution, or may have
infinitely many solutions, or may have no solution, depending on the
boundary conditions. With this, we will only focus our discussion on
solving the IVP.
 3 | Differential Equations 12

To get the solution of the IVP, you need to follow this:

1. Get general solution to our differential equation.
2. Get the derivative of the general solution.
3. Apply the initial conditions.
4. Solve the systems of equation to get the value of the constant.
5. Plug the value of the constants to the general equation of the
differential equation. The resulting equation is the solution to
the IVP.
Example:
1. Solve the this IVP: 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0; 𝑦(0) = −2; 𝑦′(0) = −8
Solution:
𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0
(𝐷 2 − 5𝐷 + 6)𝑦 = 0
The root of the polynomial in D are 𝑚1 = 2, 𝑚2 = 3. So, the linearly
independents solutions are
𝑦1 (𝑥) = 𝑒 2𝑥
𝑦2 (𝑥) = 𝑒 3𝑥
Therefore, the general solution is
𝑦(𝑥 ) = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥
𝑦′(𝑥 ) = 2𝑐1𝑒 2𝑥 + 3𝑐2 𝑒 3𝑥
Apply initial condition
𝑦(𝑥 ) = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥
𝑦(0) = −2
−2 = 𝑐1 + 𝑐2 eq. 1
𝑦′(𝑥 ) = 2𝑐1𝑒 + 3𝑐2 𝑒 3𝑥
2𝑥

𝑦′(0) = −8
−8 = 2𝑐1 + 3𝑐2 eq. 2
Solving simultaneously eq. 1 and eq. 2 yields,
𝑐1 = 2, 𝑐2 = −4
Therefore, the solution to the IVP is
𝑦(𝑥 ) = 2𝑒 2𝑥 − 4𝑒 3𝑥

👉 Workbook Exercise #13

Practice Problem 4.3 Homogeneous Linear Differential Equation
with Constant Coefficient

Differential Equations Worktextbook, Second Edition by

Perante, J., Perante, W. and Gomba, F., pp. 169 – 171.
 3 | Differential Equations 13

4.2.3 Non-homogeneous Differential Equation with Constant Coefficients

4.2.3.1 Form of the General Solution

𝑦 ′′ + 𝑝(𝑡)𝑦 ′ + 𝑞(𝑡)𝑦 = 𝑔(𝑡), 𝑔(𝑡) ≠ 0. equation with the standard form

Each such nonhomogeneous equation has a corresponding

homogeneous equation:

𝑦 ′′ + 𝑝(𝑡)𝑦 ′ + 𝑞 (𝑡)𝑦 = 0
nonhomogeneous second order linear equations with constant
coefficients:

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑡)

Where a, b, and c are constants, a ≠ 0; and g(t) ≠ 0. It has a

corresponding homogeneous equation 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔(𝑡).
 3 | Differential Equations 14

The term 𝑦𝑐 = 𝐶1 𝑦1 + 𝐶2 𝑦2 is called the complementary solution (or the

homogeneous solution) of the nonhomogeneous equation. The term Y is called the
particular solution (or the non-homogeneous solution) of the same equation.

4.2.3.2 Solution by Method of Undetermined Coefficients

• The Method of Undetermined Coefficients (sometimes referred to as the

method of Judicious Guessing) is a systematic way (almost, but not
quite, like using “educated guesses”) to determine the general
form/type of the particular solution Y(t) based on the nonhomogeneous
term g(t) in the given equation.
• The basic idea is that many of the most familiar and commonly
encountered functions have derivatives that vary little (in the form/type
of function) from their parent functions: exponential, polynomials, sine
and cosine. Consequently, when those functions appear in g(t), we can
predict the type of function that the solution Y would be.
• Write down the (best guess) form of Y, leaving the coefficient(s)
undetermined. Then compute Y′ and Y″, put them into the equation, and
solve for the unknown coefficient(s). We shall see how this idea is put
into practice in the following three simple examples.

Example 1. 𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 𝑒 2𝑡

The corresponding homogeneous equation y″ − 2y′ − 3y = 0 has

characteristic equation 𝑟 2 − 2𝑟 − 3 = (𝑟 + 1)(𝑟 − 3) = 0. So the
complementary solution is 𝑦 𝑐 = 𝐶1 𝑒 −𝑡 + 𝐶2 𝑒 3𝑡 .

Solution:

Let 𝑌 = 𝐴𝑒 2𝑡 , then 𝑌 ′ = 2𝐴𝑒 2𝑡 , and 𝑌 ′′ = 4𝐴𝑒 2𝑡 . Substitute them

back into the original differential equation:

4𝐴𝑒 2𝑡 − 2(2𝐴𝑒 2𝑡 ) − 3(𝐴𝑒 2𝑡 ) = 𝑒 2𝑡

−3𝐴𝑒 2𝑡 = 𝑒 2𝑡
1
𝐴=−
3
1 2𝑡
Hence, 𝑌(𝑡) = − 3 𝑒
 3 | Differential Equations 15

1
Therefore, 𝑦 = 𝑦𝑐 + 𝑌 = 𝐶1 𝑒 −𝑡 + 𝐶2 𝑒 3𝑡 − 3 𝑒 2𝑡

Example 2. 𝑦 ′′ − 2𝑦 ′ − 3𝑦 = 3𝑡 2 + 4𝑡 − 5

Solution:

The corresponding homogeneous equation is still y″ − 2y′ − 3y = 0.

Therefore, the complementary solution remains 𝑦𝑐 = 𝐶1 𝑒 −𝑡 + 𝐶2 𝑒 3𝑡 .

Now g(t) = 3t 2 + 4t − 5. It is a degree 2 (i.e., quadratic) polynomial. Since

polynomials, like exponential functions, do not change form after
differentiation: the derivative of a polynomial is just another polynomial
of one degree less (until it eventually reaches zero). We expect that Y(t)
will, therefore, be a polynomial of the same degree as that of g(t). (Why will
their degrees be the same?)

So, we will let Y be a generic quadratic polynomial: 𝑌 = 𝐴𝑡 2 + 𝐵𝑡 + 𝐶. It

follows 𝑌 ′ = 2𝐴 𝑡 + 𝐵, and 𝑌 ″ = 2𝐴. Substitute them into the equation:

(2𝐴) − 2(2𝐴𝑡 + 𝐵) − 3(𝐴𝑡 2 + 𝐵𝑡 + 𝐶 ) = 3𝑡 2 + 4𝑡 − 5

−3𝐴𝑡 2 + (−4𝐴 − 3𝐵)𝑡 + (2𝐴 − 2𝐵 − 3𝐶 ) = 3𝑡 2 + 4𝑡 − 5

The corresponding terms on both sides should have the same

coefficients, therefore, equating the coefficients of like terms.

𝑡 2: 3 = −3𝐴 𝐴 = −1
𝑡: 4 = −4𝐴 − 3𝐵 → 𝐵=0
1: − 5 = 2𝐴 − 2𝐵 − 3𝐶 𝐶=1

Therefore, 𝑌 = −𝑡 2 + 1, 𝑎𝑛𝑑 𝑦 = 𝑦𝑐 + 𝑌 = 𝐶1 𝑒 −𝑡 + 𝐶2 𝑒 3𝑡 − 𝑡 2 + 1.
 3 | Differential Equations 16

4.3 References
1. J. Perante, W. Perante, F. Gomba (2014) , Differential Equations 2nd
Edition Worktext book
2. E. Rainville, P. Bedient (1989), Elementary Differential Equation, 7th
Edition.

4.4 Acknowledgement

The images, tables, figures and information contained in this module were
taken from the references cited above.
 3 | Differential Equations 17

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