ES 21 Differential Equations

Linear Differential Equations of

Order n

 Standard Form of a nth Order Linear DE

A linear nth-order differential equation of the form
dny d n 1 y dy
an ( x) n
 a n 1 ( x ) n 1
 . . .  a1 ( x )  a0 ( x ) y  0
dx dx dx
 is said to be linear and homogeneous.

dny d n 1 y dy
an ( x) n
 a n 1 ( x ) n 1
 . . .  a1 ( x )  a0 ( x ) y  g ( x )
dx dx dx

 with g(x) not identically zero, is said to be linear and

nonhomogeneous.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n
Example:

1.) 2 y"3 y '5 y  0  homogeneou s linear second - order DE

2 .) x 3 y" ' 6 y ' 10 y  e x  nonhomogen eous linear thi rd - order DE

Important assumption when stating definitions and

theorems about linear equation.

 The coefficient function 𝒂𝒊 𝒙 , 𝒊 = 𝟎, 𝟏, 𝟐, . . . , 𝒏 and

𝒈 𝒙 𝒂𝒓𝒆 𝒄𝒐𝒏𝒕𝒊𝒏𝒖𝒐𝒖𝒔;
 𝒂𝒏 𝒙 ≠ 𝟎 for every 𝒙 in the interval.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 Differential Operators
In calculus differentiation is often denoted by the capital letter
𝑑𝑦
D → that is, 𝑑𝑥 = Dy.

The symbol D is called a differential operator because it

transform a differentiable function into another function.

Example: D (cos 4 x )   4 sin 4 x and D (5 x 3  6 x 2 )  15 x 2  12 x

Higher-order derivatives can be expressed in terms of D in a
natural manner:
d  dy  d 2 y d n
y
    DDy  D 2
y and in general,  D n
y,
dx  dx  dx 2
dx n

Engr. V.C. Alfarero

where y represents a sufficiently differentiable function.
 Linear Differential Equations of
Order n

 Differential Operators
In general, we define an nth-order differential operator or
polynomial operator to be
L  a n ( x ) D n  a ( n 1) ( x ) D n 1  . . .  a1 ( x ) D  a 0 ( x )
As a consequence of two basic properties of differentiation,
𝐷 𝑐𝑓 𝑥 = 𝑐𝐷𝑓 𝑥 , where 𝑐 is a constant, and 𝐷 𝑓 𝑥 + 𝑔(𝑥) =
𝐷𝑓 𝑥 + 𝐷𝑔(𝑥), the differential operator 𝐿 possesses a linearity
property; that is, 𝐿 operating on a linear combination of two
differentiable functions is the same as the linear combination of 𝐿
operating on the individual functions.

In symbols this means: L f ( x )   g ( x )   L ( f ( x ))   L ( g ( x ))

Engr. V.C. Alfarero
where 𝛼 and 𝛽 are constant.
 Linear Differential Equations of
Order n

 Differential Operators
We say that the 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential operator 𝐿 is a linear
operator.

Any linear differential equation can be expressed in terms of the 𝐷

notation.

Example:
y" 5 y ' 6 y  5 x  3 can be written as D 2 y  5 Dy  6 y  5 x  3
or ( D 2  5 D  6) y  5 x  3

We can write the linear 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equations,

L( y)  0 and L( y )  g ( x) respectively.
Engr. V.C. Alfarero
 Linear Differential Equations of
Order n

 Superposition Principle
Theorem: Superposition Principle – Homogeneous Equation
Let 𝑦1 , 𝑦2 , . . . , 𝑦𝑘 be solutions of the homogeneous 𝑛𝑡ℎ −
𝑜𝑟𝑑𝑒𝑟 differential equation on an interval 𝐼 . Then the linear
combination
y  c1 y1 ( x )  c 2 y 2 ( x )  . . .  c k y k ( x ),
where the 𝑐𝑖 , 𝑖 = 1, 2, . . . , 𝑘 are arbitrary constants, is also a
solution on the interval.

Or we can say that:

The sum or superposition, of two or more solutions of a
homogeneous linear differential equation is also a solution.
Engr. V.C. Alfarero
 Linear Differential Equations of
Order n

 Superposition Principle
Proof:
Let 𝐿 be the differential operator and let 𝑦1 (𝑥) and 𝑦2 (𝑥) be
solutions of the homogeneous equation 𝐿(𝑦) = 0. If we define
𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 , then by linearity of 𝐿 we have,
L ( y )  Lc1 y1 ( x )  c 2 y 2 ( x )  c1 L ( y1 )  c 2 L ( y 2 )  c1 .0  c 2 .0  0

Corollaries to Theorem:
(A) A constant multiple 𝑦 = 𝑐1 𝑦1 𝑥 of a solution 𝑦1 𝑥 of a
homogeneous linear differential equation is also a solution.
(B) A homogeneous linear differential equation always
possesses the trivial solution 𝑦 = 0.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 Superposition Principle
Example:

The functions 𝑦1 = 𝑥 2 and 𝑦2 = 𝑥 2 𝑙𝑛𝑥 are both solutions of the

homogeneous linear equation 𝑥 3 𝑦′" − 2𝑥𝑦′ + 4𝑦 = 0 on the
interval (0,).

y  c1 x 2  c 2 x 2 ln x
By the superposition principle the linear combination is also a
solution of the equation on the interval.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 Linear Dependence and Linear Independence

Definition:
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 )  c 2 f 2 ( x )  . . .  c n f n ( x )  0
for every 𝑥 in the interval. If the set of functions is not linearly
dependent on the interval, it is said to be linearly
independent.

In other words, a set of functions is linearly independent on an interval 𝐼

if the only constant for which
c1 f1 ( x )  c 2 f 2 ( x )  . . .  c n f n ( x ),
Engr. V.C. Alfarero For every x in the interval are 𝑐1 = 𝑐2 = . . . = 𝑐𝑛 = 0.
 Linear Differential Equations of
Order n

 Linear Dependence and Linear Independence

Example:

The set of functions 𝑓1 𝑥 = 𝑐𝑜𝑠 2 𝑥, 𝑓2 𝑥 = 𝑠𝑖𝑛2 𝑥, 𝑓3 𝑥 =

𝑠𝑒𝑐 2 𝑥, 𝑓4 𝑥 = 𝑡𝑎𝑛2 𝑥 is linearly dependent on the interval
𝜋
− 2 , 𝜋/2 because

c1 cos 2 x  c 2 sin 2 x  c3 sec 2 x  c 4 tan 2 x  0

When 𝑐1 = 𝑐2 = 1, 𝑐3 = −1, 𝑐4 = 1. We used here 𝑐𝑜𝑠 2 𝑥 +

𝑠𝑖𝑛2 𝑥 = 1 and 1 + 𝑡𝑎𝑛2 𝑥 = 𝑠𝑒𝑐 2 𝑥.
(1) cos 2 x  (1) sin 2 x  (  1) sec 2 x  (1) tan 2 x  0

Engr. V.C. Alfarero

11  0
 Linear Differential Equations of
Order n

 Wronskian
Definition:
Suppose each of the functions 𝑓1 (𝑥) , 𝑓2 (𝑥) , . . . , 𝑓𝑛 (𝑥)
possesses at least 𝑛 − 1 derivatives. The determinant
f1 f2 . . . fn
f1 ' f2 ' fn '
. . .
W ( f1 , f 2 , . . . , fn )  0
. . .
. . .
( n 1) ( n 1) ( n 1)
f1 f2 . . . fn

Where the primes denote derivatives, is called the Wronskian

of the functions.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 Wronskian
Theorem: Criterion for Linearly Independent Solutions
Let 𝑦1 , 𝑦2 , . . . , 𝑦𝑛 be 𝑛 solutions of the homogeneous linear
𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on an interval 𝐼 . Then the set
of solutions is linearly independent on 𝐼 if and only if
𝑊 𝑦1 , 𝑦2 , . . . , 𝑦𝑛 ≠ 0 for every 𝑥 in the interval.

It follows from Theorem that when 𝑦1 , 𝑦2 , . . . , 𝑦𝑛 are 𝑛 solutions

of the homogeneous linear 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on
an interval 𝐼, the Wronskian 𝑊(𝑦1 , 𝑦2 , . . . , 𝑦𝑛 ) is either
identically zero or never zero on the interval.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 Fundamental Set of Solution

Definition:
Any set 𝑦1 , 𝑦2 , . . . , 𝑦𝑛 of 𝑛 linearly independent solutions of
the homogeneous linear 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on
an interval 𝐼 is said to be a fundamental set of solutions on
the interval.

Theorem: Existence of a Fundamental Set

There exists a fundamental set of solutions for the
homogeneous linear nth-order differential equation on an
interval I.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n

 General Solution – Homogeneous Equation

Theorem:
Let 𝑦1 , 𝑦2 , . . . , 𝑦𝑛 be a fundamental set of solutions of the
homogeneous linear 𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on an
interval 𝐼 . Then the general solution of the equation on the
interval is
y  c1 y1 ( x )  c 2 y 2 ( x )  . . .  c n y n ( x ),

where 𝑐1 , 𝑖 = 1, 2, . . . , 𝑛 are arbitrary constants.

Theorem states that if 𝑌(𝑥) is any solution of homogeneous linear
𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on the interval, then constants
𝑐1 , 𝑐2 , . . . , 𝑐𝑛 can always be found so that.
Y ( x )  C1 y1 ( x )  C 2 y 2 ( x )  . . .  C n y n ( x ),
Engr. V.C. Alfarero
 Linear Differential Equations of
Order n

 General Solution – Homogeneous Equation

Example:
The functions 𝑦1 = 𝑒 3𝑥 and 𝑦2 = 𝑒 −3𝑥 are both solutions of the
homogeneous linear equation 𝑦" − 9𝑦 = 0 on the interval (−∞, )

e3x e 3 x
W (e 3 x , e 3 x )  3 x
 6  0
3e 3x
 3e

We conclude that 𝑦1 and 𝑦2 form a fundamental set of solutions,

and consequently, 𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −3𝑥 is the general solution of
the equation on the interval.

Engr. V.C. Alfarero

 Linear Differential Equations of
Order n
 General Solution – Nonhomogeneous Equations
Theorem:
Let 𝑦𝑝 be any particular solution of the nonhomogeneous linear
𝑛𝑡ℎ − 𝑜𝑟𝑑𝑒𝑟 differential equation on an interval 𝐼, and let 𝑦1 ,
𝑦2 , . . . , 𝑦𝑛 be a fundamental set of solutions of the associated
homogeneous differential equation on I. Then the general
solution of the equation on the interval is
y  c1 y1 ( x )  c 2 y 2 ( x )  . . .  c n y n ( x ),
where 𝑐1 , 𝑖 = 1, 2, . . . , 𝑛 are arbitrary constants.
The theorem states that the general solution of a nonhomogeneous linear
equation consists of the sum of two functions:
y  c1 y1 ( x )  c 2 y 2 ( x )  . . .  c n y n ( x )  y p ( x )  y c ( x )  y p ( x )
y = complementary function + any particular solution
Engr. V.C. Alfarero 𝑦 = 𝑦𝑐 + 𝑦𝑝
 Linear Differential Equations of
Order n
 General Solution – Nonhomogeneous Equations
Example:
11 1
By substitution the function 𝑦𝑝 = − 12 − 2 𝑥 is readily shown to be
a particular solution of the nonhomogeneous equation.
y ' " 6 y" 11 y ' 6 y  3 x
where;
y1  e x , y 2  e 2 x , y 3  e 3 x
To write the general solution, we must also solve the associated
homogenous equation 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 − 6𝑦 = 0 which is 𝑦𝑐 = 𝑐1 𝑒 𝑥 +
𝑐2 𝑒 2𝑥 + 𝑐2 𝑒 3𝑥

Hence the general solution of the interval is

11 1
Engr. V.C. Alfarero
y  y c  y p  c1e  c 2 e
x 2x
 c3 e 3x
  x
12 2
 Linear Differential Equations of
Order n
 Superposition Principle – Nonhomogeneous Equations
Theorem:
Let 𝑦𝑝 , 𝑦𝑝2 , . . . , 𝑦𝑝𝑘 be 𝑘 particular solutions of the
nonhomogeneous linear 𝑛𝑡ℎ 𝑜𝑟𝑑𝑒𝑟 differential equation on an
interval 𝐼 corresponding, in turn, to 𝑘 distinct functions 𝑔1 , 𝑔2 , .
. . , 𝑔𝑘 . That is, suppose 𝑦𝑝 denotes a particular solution of the
corresponding differential equation

a n ( x ) y ( n )  a n 1 ( x ) y ( n 1)  . . .  a1 ( x ) y ' a 0 ( x ) y  g i ( x )
where 𝑖 = 1, 2, . . . . , 𝑘 . Then

y p  y p1 ( x )  y p 2 ( x )  . . .  y pk ( x )
is a particular solution of
a n ( x ) y ( n )  a n 1 ( x ) y ( n 1)  . . .  a1(x)y'  a 0(x)y
Engr. V.C. Alfarero  g1 ( x )  g 2 ( x )  . . .  g k (x)