WTW 286: Higher-Order Linear Di¤erential Equations

University of Pretoria

17 April 2012

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Hgher-Order Linear Di¤erential Equations1
In what follows, we show how the analysis done for second-order linear
di¤erentiable equations extends to linear equations of any order. For
convenience, the new results are stated next to their counterparts for
second-order equations.
Nonhomogeneous equation
y 00 + p (x )y 0 + q (x )y = f (x ) (1a)
(n ) (n 1 )
y + p1 (x )y + + pn (x )y = F (x ) (1b)
with p, q and f as well as p1 , pn and F being continuous on I .
Homogeneous equation
y 00 + p (x )y 0 + q (x )y = 0 (2a)
(n ) (n 1 )
y + p1 (x )y + + pn (x )y = 0 (2b)
Initial-value problem: (1) or (2) coupled with (3)
y (a) = b0 , y 0 (a) = b1 (3a)
y (a) = b0 , y 0 (a) = b1 , , y (n 1)
(a) = bn 1 (3b)
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Nonhomogeneous equation (1)

C 2 (I ) = fu; u, u 0 , u 00 continuous on I g (4a)

C n (I ) = fu; u, u 0 , u (n ) continuous on I g (4b)

Homogeneous equation (2)

S (I ) S 2 (I ) = fu 2 C 2 (I ); u solves (2a)g (5a)

n n
S (I ) S (I ) = fu 2 C (I ); u solves (2b)g (5b)

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Theorem
S (I ) that contains the null function is a vector space subspace of C 2 (I ) or
C n (I ) as speci…ed below:
A
y1 2 S (I ), y2 2 S (I )
=) c1 y1 + c2 y2 2 S (I )
c1 2 R, c2 2 R
B
y1 2 S (I ), , yn 2 S (I )
=) c1 y1 + + cn yn 2 S (I )
c1 2 R, , cn 2 R

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Theorem
Assume that the involved functions are continuous on I that a 2 I , then:
A The initial-value problem (1a) & (3a) has a unique solution
y 2 C 2 (I )
B The initial-value problem (1b) & (3b) has a unique solution
y 2 C n (I ).

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De…nition & Theorem A1
Two solutions y1 2 S (I ) and y2 2 S (I ) are linearly independent if
c1 y1 + c2 y2 = 0 =) c1 = c2 = 0;
this is equivalent to saying that their Wronskian
y1 (x ) y2 (x )
W (y1 (x ), y2 (x )) := det 6= 0, 8x 2 I
y10 (x ) y20 (x )
De…nition & Theorem B1
The n solutions y1 2 S (I ), , yn 2 S (I ) are linearly independent if
c1 y1 + + cn yn = 0 =) c1 = = cn = 0;
this is equivalent to saying that their Wronskian
2 3
y1 (x ) yn (x )
6 0
y1 (x ) yn0 (x ) 7
6 7
W (y1 (x ), , yn (x )) := det 6 .. 7 6= 0.
4 . 5
(n 1 ) (n 1 )
y1 (x ) yn (x )
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Example (Details in class)
The functions

y1 (x ) = 1, y2 (x ) = e 2x , y3 (x ) = e 5x

are solutions of the linear equation

y 000 + 3y 00 10y 0 = 0

on R and are linearly independent.

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Theorem A2
The dimension of S (I ) is 2 i.e:
The homogeneous equation (2a) always has two linearly independent
solutions y1 and y2
Any solution Y 2 S (I ) can be represented by

Y = c1 y1 + c2 y2

where c1 and c2 are unique.

Theorem B2
The dimension of S (I ) is n i.e:
The homogeneous equation (2b) always has n linearly independent
solutions y1 , , yn
Any solution Y 2 S (I ) can be represented by

Y = c1 y1 + + cn yn

where c1 , , cn are unique

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De…nition A
Let y1 and y2 be linearly independent solutions of (2a). The
two-parameter family of solutions

y (x ) = c1 y1 (x ) + c2 y2 (x ), c1 & c2 constants,

is the general solution of (2a)

De…nition B
Let y1 , , y2 be n linearly independent solutions of (2b). The
n-parameter family of solutions

y (x ) = c1 y1 (x ) + + cn y2 (x ), c1 cn constants,

is the general solution of (2b)

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Example (Details in class)
The general solution of the equation

y 000 + 3y 00 10y 0 = 0

is
y (x ) = c1 + c2 e 2x + c3 e 5x
.

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Structure

ay 00 + by 0 + cy
= 0 (5a)
(n ) (n 1 ) 0
an y + an 1y + + a1 y + a0 y = 0 (5b)

Characteristic equation

ar 2 + br + c = 0 (6a)
n n 1
an r + an 1r + + a1 r + a0 = 0 (6b)

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Contribution of roots to the general solution
For a real root r of (6) repeated k times:

ce rx or (c1 + c2 x )e rx (7a)
k 1 rx
( c1 + c2 x + + ck x )e (7b)

For a complex root r = α + ıβ of (6) and its conjugate r̄ each of them

repeated k times:

e αx (c0 cos βx + d0 sin βx ) (8a)

k 1
e αx ∑ x j (cj cos βx + dj sin βx ) (8b)
j =0

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Solve the following equations:

y (3 ) + 3y 00 10y 0 = 0
9y (5 ) 6y (4 ) + y (3 ) = 0
y (4 ) + 2y 00 + y = 0.

Homework
Solve the …rst equation above with the initial conditions

y (0) = 1, y 0 (0) = 2, y 00 (0) = 4.

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