Lecture Note Higher Order differential equations

Higher-Order Differential Equations

1 Second Order Nonlinear Equation

In general, second-order nonlinear differential equations are hard to solve. This
section will present two substitutions which allow us to solve several important
equations of the form
d2y  dy 
= f  x, y , 
 dx 
2
dx
by solving two first order equations.

Case1: Dependent variable missing

Suppose the differential equation involves only the independent variable x and
derivatives of the dependent variable y:
d2y  dy 
= f  x, 
 dx 
2
dx
dy dv
then let v = and the equation becomes a first order equation = f ( x , v ) in v which
dx dx
can be solved by using previous techniques.

Example: Solve the initial value problem

y " = 2 x ( y ' ) , y ( 0 ) = 2, y ' ( 0 ) = 1
2

Solution:
Note that the dependent variable y doesn’t appear explicitly in the
equation. Let v = y ' .
The initial condition y ' ( 0 ) = 1 is then v ( 0 ) = 1

and the differential equation is

dv
= 2 xv2
dx
which can be solved by separation of variable.
dv
∫ v 2 = ∫ 2 xdx
1
or − = x 2 + C1
v
Applying the initial condition, we obtain C1 = −1 . Then
1 dy 1
v= or =
1− x 2
dx 1 − x 2
dy dx 1 1+ x
y = ∫ dx = ∫ = ln + C2
dx 1− x2
2 1− x
where C2 is a new arbitrary constant. By the initial condition y ( 0 ) = 2 it implies
that C2 = 2 and hence the solution is

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Lecture Note Higher Order differential equations

1 1+ x
y= ln +2
2 1− x

Example: Solve the differential equation

y'
y "− = 0, x > 0
x
Solution:
Again the dependent variable y is missing from the equation. Let v = y ' . The equation
becomes
dv v
− =0
dx x
which can be considered a first order linear equation. The integrating factor is
dx
−∫
µ ( x ) = e x = e − ln x = x −1
Multiplying the equation by the integrating factor to get
'
1 
 v = 0
x 
Anti-differentiate and solve for v to obtain
v = C1x or y ' = C1x
Anti-differentiate again to find y:
x2
y = C1 + C2
2
Case 2: Independent Variable Missing
d2y  dy 
In this case the equation is of the form 2
= f  y ,  ; that is, it involves
dx  dx 
only the dependent variable and its derivatives.
Again let v = dy dx to get
dv
= f ( y,v )
dx
In order to reduce this to an equation in just y and v, observe that, by the chain rule,
dv dv dy dv
= = v
dx dy dx dy
Thus we can obtain
dv
v = f ( y,v )
dy
which is the first-order equation in v and y.

Example: Solve the initial- value problem

y " = ( y ') y, y (0 ) = 1, y ' ( 0 ) = −2
3

Solution:
Note that the independent variable is missing from the equation. Let
dy dv d 2 y
v = ,v = 2
dx dy dx
When x = 0 , then y =1, v = −2 so v (1) = −2 . The initial value problem becomes

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Lecture Note Higher Order differential equations

dv
v = v3 y , v (1) = −2
dy
Proceed by separation of variables, assuming that v ≠ 0 .
1
dv = ydy
v2
and anti-differentiate, getting
1 y2
− = + C1
v 2
Applying the initial condition, we get C1 = 0 , then
v = −2 / y 2
Thus
dy 2
=− 2
dx y
This can be solved by separation of variables.
∫ y dy = −2∫ dx
2

and anti-differentiation,
y3
= − 2 x + C2
3
1
The initial condition y ( 0 ) = 1 implies C2 = and the final result is
3
y3 1
= −2 x + or y = (1 − 6 x )
1/3

3 3

2. Second Order Homogeneous Linear Differential Equation

2.1 Linear Independence

A Linear differential equation is one of the general forms
an ( x ) y ( n) + an−1 ( x ) y ( n−1) + L + a0 ( x ) y = R ( x )
and if an ( x ) ≠ 0 , it is said to be of order n. It is called homogeneous if R ( x ) = 0 and
non-homogenous if R ( x ) ≠ 0 . First we focus attention on the homogeneous case and
next the non-homogeneous one.

To characterize all solutions of the homogeneous equation

an ( x ) y ( n) + a n−1 ( x ) y( n −1) + L + a0 ( x ) y = 0
we require the following definition.

Definition
The function y1 ( x) , y2 ( x ) ,K , y n ( x ) are said to be linear independent is the
equation
C1 y1 + C2 y 2 + L + Cn yn = 0 for constants C1, K, Cn has only the trivial solution
C1 = C2 = L = Cn = 0 for all x in the interval I. Otherwise they are said to be
linearly dependent.

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Lecture Note Higher Order differential equations

Example:
The function y1 = cos x and y2 = x are linearly independent for the only one way we
can have C1 cos x + C2 x = 0 for all x is for C1 and C2 both to be 0. However, the
functions y1 = 1, y2 = sin 2 x and y3 = cos2x are linear dependent, because
( )
C1 (1) + C2 sin 2 x + C3 ( cos2 x ) = 0 for C1 = 1, C2 = −2, C3 = −1 , which is not the trivial
solution.

An alternate approach to settling the issue of linear independence involves the

following determinant function, called Wronskian, which is named after Josef Hoëné
de Wronski.

The Wronskian W ( y1 , y2 ,K , yn ) of n functions y1 , y2 ,K , yn having ( n − 1) th derivative

on an interval I is defined to be the determinant function
y1 y2 L yn
y1′ y′2 L y ′n
W ( y1 , y2 ,K , y n ) =
M M M
y1(
n −1 )
y2(
n −1)
yn(
n −1 )
L

2.2 Determining Linear Independence with the Wro nskian

Suppose the functions an ( x ) , an−1 ( x ) , K, a0 ( x ) in the nth order homogeneous linear
differential equatio n are all continuous on a close interval [ c, d ] . The solutions
y1 , y2 ,K , yn of this differential equation are linearly independent if and only if the
Wronskian is nonzero; that is
W ( y1 , y 2 ,K , yn ) ≠ 0
through the interval [ c, d ] .

Example:
The functions y1 = e− x , y2 = xe − x , y3 = e3x are solutions of a certain homogeneous
linear differential equation with constant coefficients. Show that these solutions are
linear independent.

Solution
−x −x 3x
e xe e
( −x
W e , xe , e
−x 3x
) = −e −x
(1 − x ) e − x 3e = 16e
3 x x

e− x ( x − 2) e − x 9e3 x
Hence the functions are linearly independent.

2.3 Characterization Theorem

Suppose y1 and y2 are linearly independent solutions of the differential
equation
ay ′′ + by ′+ cy = 0 ; that is, W ( y1 , y 2 ) ≠ 0 . Then the general solution of the equation is
y = C1 y1 + C2 y2

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Lecture Note Higher Order differential equations

for arbitrary constants C1, C2 .

Solutions of The equation ay ′′ + by ′ + c = 0 where a , b, c are all constants

We will write the corresponding equation ar 2 + br + c = 0 which is called the
characteristic equation of ay ′′ + by ′ + c = 0 .
ŸIf the characteristic equation has two real distinct roots, say, r1, r2 then the
general solution is y = C1e r1 x + C2 er2 x
ŸIf the characteristic equation has a repeated root, say, r1 = r2 = r , then the
general solution is y = C1e rx + xC2 erx = ( C1 + xC2 ) e rx
ŸIf the characteristic equation has the root of complex conjugates,
say, r1 = α + i β , r2 = α − i β , then the general solution is
y = eα x ( C1 cos β x + C2 sin β x )

Example: Find the general solution of the differential equation y′′ + 4y ′ + 4 y = 0

Solution:
The corresponding characteristic equation is
r 2 + 4r + 4 = 0
(r + 2 )
2
=0
then r1 = r2 = −2 . Thus, the fundamental solution is { y1 = e− 2x , y2 = xe −2x } and , hence
the general solution is y = C1e −2 x + xC2 e−2 x .

Example: Find the general solution of the differential equation 2 y ′′ +3 y ′ + 5 y = 0

Solution:
Solve the characteristic equation:
2 r 2 + 3r + 5 = 0
−3 ± 31i
r=
4
3 31i 3 31i
The roots are r1 = − + , r2 = − −
4 4 4 4
Thus, the general solution is
( −3 4) x  31 31 
y=e  C1 cos x + C2 sin x
 4 4 
Example: Solve the initial value problem 4 y ′′ + 12 y′ + 9 y = 0 subject to y ( 0 ) = 3 and
y′ ( 0 ) = −2 .
Solution:
Solve
4 r 2 + 12r + 9 = 0
( 2r + 3)
2
=0
3
r1 = r2 = −
2
Thus, the general solution is

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Lecture Note Higher Order differential equations

y = C1e( −3 2) x + C2 xe( −3 2) x
Since y ( 0 ) = 3 , we have
3 = C1e 0 + C2 ( 0 ) e0
C1 = 3
And because y′ ( 0 ) = −2 , we find y′ :
3 3
y′ = − C1e ( −3 2) x − C2 xe( −3 2) x + C2 e( −3 2) x
2 2
3 3
y′ ( 0 ) = − C1e 0 − C 2 ( 0 ) e 0 + C2e0
2 2
3
−2 = − C1 + C2
2
3 3 5
⇒ C2 = C1 − 2 = ( 3 ) − 2 =
2 2 2
Thus, the particular solution is
5 −3 2 x
y = 3e( ) + xe( )
−3 2 x

3 Higher-Order Homogeneous Linear Equations

Example: Solve y ( 4) − 5 y′′′ + 6 y ′′+4 y ′ −8 y = 0

Solution:
Solving its characteristic r 4 − 5r 3 + 6r 2 + 4r − 8 = 0 yields the roots −1,2,2,2 . Thus,
the general solution is y = C1e − x + C2e 2 x + C3 xe 2x + C4 x 2e 2 x

Example: Solve y (7 ) + 8 y( 5) +16 y′′′ = 0

Solution:
Solve the characteristic equation
r 7 + 8 r 5 + 16r 3 = 0
(
r 3 r 4 + 8r 2 + 16 = 0 )
( )
2
r3 r 2 + 4 = 0
then we have r = 0 (multiplicity of 3), ±2i (multiplicity 2)
Hence the general solution is
y = C1 + C2 x + C3 x 2 + C4 cos2 x + C5 sin2 x + C6 x cos2 x + C7 x sin2x

4 Reduction of Order
Reduction of order can be used to solve ay ′′ + by ′+ cy = f ( x ) given a solution y1 of
ay ′′ + by ′+ cy = 0 as follows:
1. Let y = vy1 and substitute into ay ′′ + by′+ cy = f
2. Differentiation and simplification lead to a second order linear equation in v
with the y term absent. Le t w = v′ to get the first-order equation
( ay1 ) w′ + ( 2ay1′ +by1 ) w = f

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Lecture Note Higher Order differential equations

3. Solve this differential equation for w

4. Anti-differentiate w to get v
5. The general solution of ay ′′ + by′+ cy = f is given y = vy1

Example:
Given y1 = x is a solution of x 2 y ′′ − xy ′ + y = 0; x > 0 . Find the solution of
x 2 y ′′ − xy ′ + y = x 4 ; x > 0 (* )
Solution:
Let y = vy1 = vx and substitute into (* )

x 2 ( vx )′′ − x ( vx )′ + vx = x4
x 2 ( v ′′x + 2v′ ) − ( v′x + v ) + vx = x 4
or
x 3v′′ + x2 v′ = x4
Let w = v′ and divide by x 3 , we obtain
dw 1
+ w=x
dx x
dx
We find the integrating factor u ( x ) = e ∫ x = e ln x = x . So, we have
x3
( wx )′ = x 2 or wx =
+ C1
3
x2 C x2 C x3
w = + 1 , v′ = + 1 ⇒ v = + C1 ln x + C2
3 x 3 x 9
Hence the general solution is
x4
y = vy1 = + C1 x ln x + C2 x
9

5 Euler Equation
The Euler equation of order 2 is of the form
d2y dy
ax 2 2 + bx + cy = 0
dx dx
where a, b, c are constant and a ≠ 0 .

The general nth-order Euler's equation is

dny d n−1 y dy
an x n n + an −1 xn −1 n−1 + L + a1x + a0 y = 0
dx dx dx

Euler's equation is also known as Cauchy-Euler's. With this kind of equation, we shall
consider the case where x > 0 only. We will try a way to solve
ax 2 y ′′ + bxy ′ + cy = 0 (* )
Substituting y = x into (* ) gives
r

ax 2 r ( r − 1) xr −2 + bxrx r−1 + cxr = 0

 ar ( r −1) +br +c  x r = 0
So

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Lecture Note Higher Order differential equations

ar ( r −1) +br + c = 0 (** )

ŸIf (** ) has two distinct real roots r1, r2 then x r1 , xr2 provide a fundamental set
of solutions. Hence the general solution is y = C1 xr1 + C2 x r2 .

ŸIf (** ) has a complex conjugate pair of roots α ± i β , then xα +iβ , xα − iβ will be
the solutions. It can be derived to get the general solution which is of the form
y = C1x α cos ( β ln x ) + C2 xα sin ( β ln x )

ŸIf (** ) has a repeated root, say, r1 then we will find the other solution by
reduction of order again.

Let y = vx r1 , then (** ) becomes

( ) (
ax 2 v′′x r1 + v′r1x r1 −1 + vr1 ( r1 − 1) x r1 − 2 + bx v ′xr1 + vrx
1 )
r1 −1
+ cvx r1 = 0
av ′′x + v ′ ( 2 r1a + b ) x = 0 , divide by x , to get
r1 + 2 r1 +1 r1 +1

axv ′′ + av′ = 0 ⇒ xv′′ + v ′ = 0 and let w = v′ ⇒ xw′ + w = 0

C C
w = 1 ⇒ v′ = 1 , then v = C1 ln x + C2
x x
Hence y = vx = C1 xr1 ln x + C2 x r1
r1

Summary for the method

The general solution of the second order Euler-Equation
ax 2 y ′′ + bxy ′ + cy = 0; x > 0 is given as follows: Find the roots r1, r2 of the
polynomial ar 2 + ( b − a ) r + c = 0 .

ŒIf r1 ≠ r2 and r1, r2 are real, then the general solution is y = C1 xr1 + C2 x r2
•If r1 = α + i β , r2 = α − i β ; β ≠ 0 , then the general solution is
y = C1x α cos ( β ln x ) + C2 xα sin ( β ln x )
ŽIf r1 = r2 , then the general solution is y = C1x r1 + C2 x r1 ln x

d2y dy
Example: Find the general solution of 2 x 2 2
+ 7 x − 3 y = 0; x > 0
dx dx
Solution:
Substituting y = x r into the equation yields
2 r ( r − 1) + 7r − 3 = 0
( 2r −1)( r + 3 ) = 0
1
then r = , − 3 . Hence the general solution is y = C1x1 2 + C2 x−3
2

Example: Find the general solution of 9 x 2 y′′ + 15 xy ′ + 5 y = 0; x > 0

Solution:

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Lecture Note Higher Order differential equations

1 2
The polynomial ar 2 + ( b − a ) r + c is 9r 2 + 6r + 5 with the roots r = − ± i . The
3 3
general solution is thus
−1 3 2  −1 3 2 
y = C1x cos  ln x  + C2 x sin  ln x 
3  3 

Example: Find the general solution of x 2 y ′′ − xy ′ + y = 0; x > 0

Solution:
The polynomial ar 2 + ( b − a ) r + c = r 2 − 2r + 1 has repeated roots 1, 1. Thus the
general solution is
y = C1x ln x + C2 x , x > 0

Exercise:
Solve the 2nd order Euler's equation for x > 0
1/. x 2 y ′′ + xy ′ − y = 0 2/. x 2 y′′ + 3xy ′ + y = 0 3/. 4 x 2 y ′′ + 8 xy′ + y = 0
4/. x 2 y ′′ + 4 xy′ + 2 y = 0, y (1) = 1, y′ (1) = 0

6 Second-Order Non-homogeneous Linear Differential Equation with

constant Coefficients
We will discuss how to solve the equation of the form ay ′′ + by ′+ cy = f ( x ) where
f ( x ) ≠ 0 and a, b and c are constants.

Let y p be a particular or complementary solution of the non- homogeneous linear

equation ay ′′ + by ′+ cy = f ( x ) . Let yh be the general solution of the related
homogeneous equation ay ′′ + by ′+ cy = 0 . Then the general solution is y = y h + y p .
How to determine y p ?

Method of undetermined coefficients

ŒIf f ( x ) is an mth -degree polynomial p ( x ) , we assume

(
y p = x k A0 + A1x + L + Am x m )
where k is the multiplicity of the root 0 of the characteristic equation.

Example: Find the general solution of y "− 3 y ' = 2 x2 +1 .

Solution:
The characteristic equation is r 2 − 3r = 0 has the roots r1 = 0 and r2 = 3
Hence
yh = c1e 0x + c 2e3x = c1 + c2e 3x
Here f ( x ) = 2 x 2 + 1 , 0 is a root of the multiplicity 1, so k = 1 .
Thus y p = x ( Ao + A1 x + A2 x2 ) = A0 x + A1 x 2 + A2 x 3

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Lecture Note Higher Order differential equations

y′p = A0 + 2 A1 x + 3 A2 x 2
y′′p = 2 A1 + 6 A2 x
Substituting these into the Eq. gives
2 A1 + 6 A2 x − 3 ( A0 + 2 A1 x + 3 A2 x 2 ) = 2 x 2 + 1
2 A1 + 6 A2 x − 3 A0 − 6 A1 x − 9 A2 x 2 = 2 x 2 + 1
Equating coefficients of like powers of x,
1: 2 A1 − 3A0 = 1
x: 6 A2 − 6 A1 = 0
x2 : −9 A2 = 2
2 2 13
We get A2 = − , A1 = − , A0 = − . Thus the particular solution is
9 9 27
13 2 2
yp = − x − x 2 − x3
27 9 9
and the general solution is
13 2 2
y = y p + yh = − x − x 2 − x 3 + c1 + c2e 3x
27 9 9

•If f ( x ) is of the form of Eeα x , then y p has the form of x k Aeα x , where k is
the multiplicity of the root α of the characteristic equation.

Example: Find the general solution of

y′′ − 5y ′ − 6y = 4e 2x
Solution:
The related homogeneous equation is y′′ − 5y ′ − 6 y = 0 . The characteristic equation is
r 2 − 5r − 6 = 0 and has roots 6, − 1 . Thus, yh = c1e 6x + c2e− x . Here α = 2 so k = 0 since
2 is not a root of characteristic equation.
Thus we assign y p = Ae 2 x . Substituting this into the equation gives,

( Ae )′′ − 5 ( Ae )′ − 6 ( Ae ) = 4e
2x 2x 2x 2x

4 Ae2 x −10 Ae2 x − 6Ae 2x = 4e2 x

−12 Ae 2x = 4e2 x
1 1
So A = − . Thus y p = − e2 x . Hence, the general solution is
3 3
1
y = y p + yh = − e 2 x + c1e 6 x + c2e − x
3

ŽCase3: If f ( x ) has the form of p (x ) e α x p ( x ) is an mth -degree polynomial,

then y p is assigned to be x k ( A0 + A1x + L + Am x m ) eα x where k is the multiplicity of the
root α of the characteristic equation.

Example: Write the form of y p , given that

y′′ − y′ = x3 + x + e x − 2 xe x

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Lecture Note Higher Order differential equations

Solution:
The characteristic equation is r 2 − r = 0 which has the roots 0 , 1 .
So yh = c1 + c2 e x . Here f ( x ) = ( x 3 + x )+ (1− 2 x ) e x . The first term is a third-degree
polynomial. Since 0 is a root of multiplicity 1 of the characteristic equation, y p must
include a term of the form x k ( A0 + A1 x + A2 x 2 + A3 x 3 ) with k = 1 .

The second term is the form p (x ) e α x where p ( x ) = 1 − 2 x is the first-degree

polynomial and α = 1 which is also the root of the characteristic equation. So y p must
also include a term of the form x k ( A4 + A5 x ) e x with k = 1 . So y p has the form
( )
y p = x A0 + A1 x + A2 x2 + A3 x3 + x ( A4 + A5 x) ex

Example: Give the form for y p if y′′ − 2 y ′ + y = 7 xe x

is to be solved by the method of undetermined coefficients.

Solution:
The characteristic equation is r 2 − 2r + 1 = 0 which has root 1 of multiplicity 2.
Thus yh = c1e x + c2 xe x .
Here f ( x ) has the form p (x ) e α x where p ( x ) = 7 x is a first-degree polynomial
and α = 1 . Since α = 1 is a root of multiplicity 2, we obtain k = 2 . So the form for y p is
x 2 ( A0 + A1 x ) e x
•Case 4: If f ( x ) = E1 cos β x + E2 sin β x , where at least one of the constants
E1, E2 is nonzero, then y p has the form x k ( A0 cos β x + B0 sin β x ) where k is the
multiplicity of β i as a root of the characteristic equation.

Example: Write the form of y p , if

y′′ + 2 y ′ + 2 y = 3e − x + 4cos x
is to be solved by the method of undetermined coefficient.
Solution:
The characteristic equation is r 2 + 2r + 2 = 0 with the roots r = −1 ± i .
Thus
yh = c1e− x cos x + c2 e− x sin x
Here f ( x ) = 3e − x + 4cos x . Consider the first term 3e− x . Since α = −1 is not the root of
the characteristic equation, by case 2, we have k = 0 . So y p includes a term of A1e− x .
Now consider the second term 4cos x . Since i is not a root of the characteristic
equation, k=0. Hence y p includes terms of the form A2 cos x + A3 sin x
Thus y p = A1e − x + A2 cos x + A3 sin x , where A1 , A2 , A3 are constants to be determined.

Example: Give the form for y p if

y′′ + 4 y = s i n 2x

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Lecture Note Higher Order differential equations

is to be solved by the method of undetermined coefficients.

Solution:
The characteristic equation is r 2 + 4 = 0 with the roots ±2i .
So yh = c1 cos2 x + c2 sin2x . f ( x ) = sin2x , that is β = 2 . Since 2i is a roots of the
characteristic equation of multiplicity 1, we have k = 1 .
Hence
y p = x ( A0 cos2 x + B0 sin2x )

•Case 5: If f ( x ) = p ( x ) sin β x + q ( x ) cos β x , where p ( x ) is an mth -degree

polynomial in x and q ( x ) is an nth -degree polynomial in x , then
( ) ( )
y p = x k  A0 + A1 x + L + As x s cos β x + B0 + B1 x + L + Bs x s sin β x 
where k is the multiplicity of β i as a root of the characteristic polynomial and s is
the larger of m , n .

Example: Give the form for y p if

y′′ + 4 y = x2 cos2 x − x sin2 x + sin2x
is to be solved by the method of undetermined coefficients.

Solution:
The characteristic equation is r 2 + 4 = 0 which has the roots ±2i .
So
yh = c1 cos2 x + c2 sin2x .
Here f ( x ) = x 2 cos2 x − x sin2 x + sin2 x = x 2 cos2x + ( 1− x ) sin2x , that is, it has the
form of
p ( x ) cos β x + q ( x ) sin β x
where p ( x ) = x 2 is a second-degree polynomial and q ( x ) = 1 − x is a 1st degree
polynomial, and β = 2 . Since 2i is a root of the characteristic equation of multiplicity
1, we obtain k = 1 . Hence
( ) ( )
y p = x  A1 + A2 x + A3 x 2 cos2 x + A4 + A5 x + A6 x 2 sin2x 

‘Case 6: If f ( x ) = E1eα x cos β x + E2eα x sin β x , where E1, E2 are constants at

least one of which is nonzero, then
y p = x k  A0eα x cos β x + B0eα x sin β x 
where k is the multiplicity of α + β i as a root of the characteristic polynomial.

Example: Give the form for y p if y′′ + 2y ′ + 2y = 5x − x cos x

is to be solved by the method of undetermined coefficients.
Solution:
The roots of the characteristic equation r 2 + 2r + 2 = 0 are −1 ± i . So
yh = c1e− x cos x + c2 e− x sin x

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Lecture Note Higher Order differential equations

Here f ( x ) = 5e − x cos x which is of the form eα x cos β x , where α = −1, β = 1 . Since

−1 + i is a root of the characteristic equation of multiplicity 1, we obtain k = 1 . Thus
y p = x ( A0e − x cos x + B0 e− x sin x ) .

We can summary the 6 cases as in the table below:

k is the
multiplicity
If f ( x ) is of the form y p then includes of the root
1. p ( x ) , an mth -degree
polynomial
(
x k A0 + A1 x + L + Am x m ) 0

2. Eeα x x k Aeα x α
3. p (x ) e α x , p ( x ) is an
mth-degree polynomial
(
x k A0 + A1x + L + Am x m eα x ) α

4. E1 cos β x + E2 sin β x x k ( A0 cos β x + B0 sin β x ) βi

5. p ( x ) cos β x + q ( x ) sin β x x k ( A0 + A1x + L + As x s ) cos β x +

where p ( x ) is an mth-degree (
x k B0 + B1x + L + Bs x s sin β x) βi
polynomial and q ( x ) is nth - s is larger of m, n
degree polynomial
6. E1eα x cos β x + E2eα x sin β x x k eα x ( A0 cos β x + B0 sin β x ) α + βi

Example: Give the form for y p if

y′′ + 2 y ′ + 2 y = e − x cos2 x + e− x sin2 x + e− x − 3cos x
is to be solved by undetermined coefficients

Solution:
The characteristic equation is r 2 + 2r + 2 = 0 which has roots −1 ± i
Here f ( x ) is the some of 3 groups of terms
e − x cos2 x + e − x sin2x : since −1 + 2i is not a root, we include
A0e − x cos2 x + B0e − x s i n 2x (by case 6)
e−x : Since −1 is not a root, we include A2 e− x
−3cos x : since i is not a root, we include
A1 cos x + B1 sin x
Hence
y p = A0e− x cos2 x + B0 e− x sin2 x + A1 cos x + B1 sin x + A2e − x

7 Variations of Parameters

This method can be used to seek for the particular solution of nth-order equation
an ( x ) y ( n) + an−1 ( x ) y ( n−1) + L + a0 ( x ) y = f ( x ) where y1 , y2 ,K , yn are n linearly
independent solution of the homogeneous equation are known, we seek a solution of
the form y p = v1 ( x ) y1 ( x ) + v2 ( x ) y2 ( x ) + L + vn ( x ) y n ( x )

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Lecture Note Higher Order differential equations

To find vi ( i = 1,..., n ) , first solve the following linear equations simultaneously for v′i :
 v1′ y1 + v′2 y2 + L + v′n yn = 0
 ′ ′
 v1 y1 + v′2 y′2 + L + v′n y′n = 0
 M M M M

 v′ y ( n −2 ) (
+ v2′ y2
n −2 )
+ + vn′ yn
( n −2 )
= 0
1 1
 v′ y ( n −1) +
( n −1)
v2′ y2 + + vn′ yn( )
n −1
= f ( x) an ( x)
 1 1

Then integrate each v′i to obtain vi , disregarding all constants of integration. This is
permissible because we are seeking only one particular solution.

Example:
1. For the special case n = 1 , the system reduces to
v1′ y1 = f ( x ) a1 ( x )
2. For the case n=2, it becomes
 v1′ y1 + v2′ y2 = 0
 ′ ′
 v1 y1 + v2′ y′2 = f ( x) a2 ( x)
3. For the case n=3:
 v1′ y1 + v2′ y2 + v3′ y3 = 0

 v1′ y1′ + v2′ y2′ + v3′ y3′ = 0
 v′ y ′′ + v′ y′′ + v′ y′′ = f ( x) a ( x )
1 1 2 2 3 3 3

Scope of the Method

The method of variation of parameters can be applied to all linear differential
equation. It is therefore more powerful than the method of undetermined coefficients,
which is restricted to linear differential equations with constant coefficients and
particular forms of f ( x ) . Nonetheless, in those cases where both methods are
applicable, the method of undetermined coefficients is usually the more efficient and,
hence, preferable.

As a practical matter, the integration for v′i may be impossible to perform. In such an
event, other methods must be employed.

ex
Example1: Solve y′′ − 2 y′ + y =
x
Solution:
Here n=2 and yh = c1e x + c2 xe x ; and hence y p = v1e x + v2 xe x
Since y1 = e x , y2 = xe x and f ( x ) = e x x , it follows that
 v1′e x + v2′ xe x = 0

 x
 v1′e + v1′ e + xe

x x
= ( ex
x
)
By solving the system, we obtain v1′ = −1 and v2′ = 1 x . Thus,

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Lecture Note Higher Order differential equations

∫ ∫ ∫ ∫
dx
v1 = v1′d x = − dx = − x v2 = v′2 dx = = ln x
x
Hence is y p = − xe x + xe x ln x . The general solution is therefore
y = yh + y p = c1e x + c2 xe x − xe x + xe x ln x
= c1e x + c3 xe x + xe x ln x , ( c3 = c2 − 1)

Example2: Solve y′′′ − y ′′ = e x using the method of variation of parameters.

Solution:
The characteristic equation is r 3 − r 2 = 0 with roots 0, 0 and 1. Hence homogeneous
solution is yh = c 1 + c2 x + c3 e x , implying that
y p = v1 y1 + v2 y2 + v3 y3
So we have, here,
y1 = 1, y 2 = x , y 3 = e x and f ( x ) = e x
Thus we must solve the system below for v1′ , v2′ , v′3
v1′ ⋅ 1 + v′2 x + v′3e x = 0
v1′ ⋅ 0 + v2′ ⋅1 + v3′ e x = 0
v1′ ⋅ 0 + v2′ ⋅ 0 + v3′ e x = e x
From the system, we obtain
v′3 = 1, v2′ = −e x , v1′ = xe x − e x
It implies that
v3 = x, v2 = −e x , v1 = xe x − 2e x
Therefore
( ) ( ) ( )
y p = v1 y1 +v2 y2 + v3 y3 = xe x − 2e x 1 + −e x x + x e x = xe x − 2e x
The general solution is
y = y p + yh = xe x − 2e x + c1 + c2 x + c3 e x
= c1 + c2 x + xe x + c4 e x , ( c4 = c3 − 2)

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