ENG-DEQ

Differential equations
Dr. Akram Alzaghir
Assistant Professor
akramalzaghir@karabuk.edu.tr
HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Homogeneous Linear Equations with Constant Coefficients

1) Define a linear second & higher order DE
2) Find a general solution to linear second & higher homogeneous DE

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Auxiliary Equation: We begin by considering the special case of the

second order equation
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 (1)
where a, b, and c are constants. If we try to find a solution of the form 𝐲 = 𝒆𝒎𝒙
then after substitution of 𝑦 ′ = 𝑚𝑒 𝑚𝑥 and 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 , equation (1) becomes
𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0 𝑜𝑟 𝑒 𝑚𝑥 (𝑎𝑚2 + 𝑏𝑚 + 𝑐) = 0
𝑒 𝑚𝑥 ≠ 0 𝑓𝑜𝑟 𝑎𝑙𝑙 𝑥
Then we have
𝒂𝒎𝟐 + 𝒃𝒎 + 𝒄 = 𝟎 (2)
• This last equation (2) is called the auxiliary equation of the differential
equation (1).

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• In solving the auxiliary equation for m we have three cases:

• Case I: 𝑚1 and 𝑚2 are real and distinct
• Case II: 𝑚1 and 𝑚2 are real and equal/same
• Case III: 𝑚1 and 𝑚2 are conjugate complex numbers

• For CASE I: distinct real roots when 𝑚1 and 𝑚2 has two unequal real roots
• In this case the fundamental solutions are
𝑦1 = 𝑒 𝑚1 𝑥 𝑎𝑛𝑑 𝑦2 = 𝑒 𝑚2 𝑥
• Hence the the general solution is given by
𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐𝒙
Where 𝑐1 𝑎𝑛𝑑 𝑐2 are constants

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• For CASE II: repeated real roots 𝑚1 = 𝑚2

• In this case the fundamental solutions are
𝑦1 = 𝑒 𝑚1 𝑥 𝑎𝑛𝑑 𝑦2 = 𝑥𝑒 𝑚2 𝑥
• Hence the the general solution is given by
𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟐 𝒙

• For CASE III: conjugate complex roots, If 𝑚1 and 𝑚2 are complex, then we can
write 𝑚1 = 𝛼 + 𝛽𝑖 and 𝑚2 = 𝛼 − 𝛽𝑖, where 𝛼 and 𝛽 > 0 are real and 𝑖 2 = −1
• Hence the the general solution is given by
𝑦 = 𝑐1 𝑒 𝛼𝑥 𝑐𝑜𝑠(𝛽𝑥) + 𝑐2 𝑒 𝛼𝑥 𝑠𝑖𝑛(𝛽𝑥)
𝒚 = 𝒆𝜶𝒙 (𝒄𝟏 𝒄𝒐𝒔𝜷𝒙 + 𝒄𝟐 𝒔𝒊𝒏𝜷𝒙)

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 1:
• Solve the following DE: 𝑦 ′′ − 𝑦 = 0

• Solution: let a=1, b=0, and c = −1

• Then, the auxiliary equation is
𝑚2 − 1 = 0
𝑚2 = 1 → 𝑚 = ±1
𝑚1 = 1 and 𝑚2 = −1
• The general solution is given by
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥
Thus,
𝑦 = 𝑐1 𝑒 1∗𝑥 + 𝑐2 𝑒 −1∗𝑥 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 2:
• Solve the following DE: 2𝑦 ′′ − 5𝑦 ′ − 3𝑦 = 0

• Solution: the auxiliary equation is

2𝑚2 − 5𝑚 − 3 = 0
2𝑚 + 1 𝑚 − 3 = 0,
1
𝑚1 = − and 𝑚2 = 3
2
• Hence, the general solution is given by
𝑥
−
𝑦= 𝑐1 𝑒 2 + 𝑐2 𝑒 3𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 3:
• Solve the following DE: 𝑦 ′′ − 10𝑦 ′ + 25𝑦 = 0

• Solution: the auxiliary equation is

𝑚2 − 10𝑚 + 25 = 0
(𝑚 − 5)2 = 0,
𝑚1 = 5 and 𝑚2 = 5
• Hence, the general solution is given by
𝑦 = 𝑐1 𝑒 5𝑥 + 𝑐2 𝑥𝑒 5𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 4:
• Solve the following DE: 𝑦 ′′ + 4𝑦 ′ + 7𝑦 = 0

• Solution: the auxiliary equation is

𝑚2 + 4𝑚 + 7 = 0
𝑚2 + 4𝑚 + 4 + 3 = 0 , it can be solved using quadratic equation as well
(𝑚 + 2)2 +3 = 0
(𝑚 + 2)2 = −3, take square root of both sides
𝑚 + 2 = ± 3𝑖 𝑚2 + 4𝑚 + 7 = 0
1
𝑚 = −2 ± 3𝑖 𝑚= (−𝑏 ± 𝑏 2 − 4𝑎𝑐)
2𝑎
Since m = 𝛼 ± 𝛽𝑖, then 𝛼 = −2 𝑎𝑛𝑑 𝛽 = 3 1
𝑚 = −4 ± 16 − 4 ∗ 7
• Thus, the general solution is given by 2
1
−2𝑥 𝑚 = −4 ± −12
𝑦 = 𝑒 (𝑐1 𝑐𝑜𝑠 3𝑥 + 𝑐2 𝑠𝑖𝑛 3𝑥) 2
1
𝑚= −4 ± 2𝑖 3 = −2 ± 𝑖 3
2
Dr. Akram Almohammedi ENG-DEQ Differential equations
HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 5:
• Solve the following IVP: 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0, y(0)=4, 𝑦 ′ 0 = −5

• Solution: the auxiliary equation is

𝑚2 + 𝑚 − 2 = 0
(𝑚 + 2)(𝑚 − 1) = 0
𝑚1 = −2 and 𝑚2 = 1
• Hence, the general solution is given by
𝒚 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝒄𝟐 𝒆𝒙
• When y(0)=4, we get 4 = 𝑐1 𝑒 −2∗0 + 𝑐2 𝑒 0 → 𝒄𝟏 + 𝒄𝟐 = 𝟒 (𝟏)
• When 𝑦 ′ 0 = −5,
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 𝑥 → 𝒚′ = −𝟐𝒄𝟏 𝒆−𝟐𝒙 + 𝒄𝟐 𝒆𝒙
−5 = −2𝑐1 𝑒 −2∗0 + 𝑐2 𝑒 0 → −𝟐𝒄𝟏 + 𝒄𝟐 = −𝟓 𝟐

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

Cont. Example 5:

By elimination (1) and (2)

𝑐1 + 𝑐2 = 4 (1)
−2𝑐1 + 𝑐2 = −5 2
−3𝑐1 = −9

𝒄𝟏 = 𝟑
3 + 𝑐2 = 4
𝑐2 = 4 − 3 = 𝟏
The solution of IVP is
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 𝑥
𝑦 = 3𝑒 −2𝑥 + 𝑒 𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• HIGHER ORDER EQUATIONS In general, to solve an nth-order differential

equation, where the 𝑎𝑖 , i =0, 1, . . . , n, are real constants, we must solve an nth-
degree polynomial equation:

• If all the roots are real and distinct, then the general solution is

• When 𝑚1 is a root of multiplicity k of an nth-degree auxiliary equation (that is, k

roots are equal to 𝑚1 ), it can be shown that the linearly independent solutions are

• and the general solution must contain the linear combination

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 6:
• Solve the following DE: 𝑦 ′′′ − 2𝑦 ′′ − 𝑦 ′ + 2𝑦 = 0

• Solution: the auxiliary equation is

𝑚3 − 2𝑚2 − 𝑚 + 2 = 0
(𝑚3 − 2𝑚2 ) − (𝑚 − 2) = 0
𝑚2 (𝑚 − 2) − (𝑚 − 2) = 0
𝑚 − 2 𝑚2 − 1 = 0
𝑚1 = 2 or 𝑚2 = 1 𝑜𝑟 𝑚3 = −1
• Thus, the general solution is given by
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 𝑥 + 𝑐3 𝑒 −𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 7:
• Solve the following DE: 𝑦 ′′′ − 2𝑦 ′′ − 4𝑦 ′ + 8𝑦 = 0

• Solution: the auxiliary equation is

𝑚3 − 2𝑚2 − 4𝑚 + 8 = 0
𝑚2 (𝑚 − 2) − 4(𝑚 − 2) = 0
𝑚 − 2 𝑚2 − 4 = 0
𝑚1 = 2 or 𝑚2 = 2 𝑜𝑟 𝑚3 = −2
• Thus, the general solution is given by
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 + 𝑐3 𝑒 −2𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 8:
𝑑4 𝑦 𝑑2 𝑦
• Solve the following DE: + 2 2 +𝑦 =0
𝑑𝑥 4 𝑑𝑥

Dr. Akram Almohammedi ENG-DEQ Differential equations

HIGHER-ORDER DIFFERENTIAL EQUATIONS

• Example 9: 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 8𝑥
• Find DE:

• Solution:
𝑚1 = 1 & 𝑚2 = 8
𝑚−1 𝑚−8 =0
𝑚2 − 9𝑚 + 8 = 0
• Thus, the DE is
𝑦 ′′ − 9𝑦 ′ + 8𝑦 = 0

Dr. Akram Almohammedi ENG-DEQ Differential equations