WTW 286: Higher-Order Linear Di¤erential Equations

University of Pretoria

19 April 2012

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Gauss lemma (Rational Root Theorem)1
For a polynomial
r n + a1 r n 1 + + an 1r + an
with integer coe¢ cients, only possible roots that are integers are factors of
the constant term an . More generally, for a polynomial

a0 r n + a1 r n 1
+ + an 1r + an ,

with integer coe¢ cients, only irreducible rational p/q that can be roots
are such that p is a factor of the constant term an and q is factor of the
coe¢ cient a0 .

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Example
Solve
y 000 + y 0 10y = 0.

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Nonhomogeneous equations
Theorem
The general solution of

y (n ) + p1 (x )y (n 1)
+ + pn (x )y = F (x )

is the sum of a single particular solution yp and of the complementary

function
yc = c1 y1 + + cn yn
where y1 , , yn are linearly independent solutions of

y (n ) + p1 (x )y (n 1)
+ + pn (x )y = 0.

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Method of undetermined coe¢ cients
The method of undetermined coe¢ cients works for nonhomogeneous
equations with constant coe¢ cients in the way speci…ed below.
Theorem A
Consider
ay 00 + by 0 + cy = f (x ) (10a)

with the characteristic equation of the associated homogeneous equation:

ar 2 + br + c = 0. (11a)

Assume that f (x ) has the form

f (x ) = Q (x )e sx (12a)

where Q (x ) is a polynomial and s = α + ıβ. Then there exists a particular

solution yp of (10a) that has the form

yp (x ) = R (x )e sx (13a)
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where R (x ) is a polynomial such that
8
< degree(Q ) if s is not a root of (11a)
degree(R ) = 1 + degree(Q ) if s is a simple root of (11a)
:
2 + degree(Q ) if s is a double root of (11a).

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Theorem B
Consider
an y ( n ) + an 1y
(n 1 )
+ + a1 y 0 + a0 y = f ( x ) (10b)
with the characteristic equation of the associated homogeneous equation:

an r n + an 1r
n 1
+ + a1 r + a0 = 0. (11b)

Assume that f (x ) has the form

f (x ) = Q (x )e sx (12b)

where Q (x ) is a polynomial and s = α + ıβ. Then there exists a particular

solution yp of (10b) that has the form

yp (x ) = R (x )e sx (13b)

where R (x ) is a polynomial such that

8
< degree(Q ) if s is not a root of (11b)
degree(R ) = k + degree(Q ) if s is a root of (11b)
:
repeated k times.
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Remark
In the case when s is complex, Euler formula must be used to ensure that
the solution obtained from (13b) is a real-valued function.
Example and Homework
Solve the equation
y (3 ) + y 00 = 3e x + 4x 2 .
The complementary function is
x
yc (x ) = c1 + c2 x + c3 e
since the roots of the characteristic equation
r3 + r2 = 0
are
r1 = r2 = 0 and r3 = 1.

s = 1 is not a root of the characteristic equation. According to

Theorem B, the contribution of f1 (x ) = 3e x to the particular solution
is
yp1 (x ) = Ae x .
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 s = 0 is a repeated root (k = 2) of the characteristic equation.
According to Theorem B, the contribution of f2 (x ) = 4x 2 to the
particular solution is

yp2 (x ) = Bx 4 + Cx 3 + Dx 2 + Ex + F .

However, since the term Ex + F is contained in the complementary

function, we set E = F = 0. Thus, we look for a particular solution of
the form
yp (x ) = Ae x + Bx 4 + Cx 3 + Dx 2 .
By identi…cation, show that

A = 3/2, B = 1/3, C = 4/3, D = 4

and write down the particular solution as well as the general solution.
Example
The characteristic equation of a di¤erential equation

a6 y ( 6 ) + + a1 y 0 + a0 y = x 2 e 2x + x 2 sin 3x + 5e 3x
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has roots
r1 = r2 = r3 = 2, r4 = 3ı, r5 = 3ı, r6 = 3.
Determine the appropriate form of a particular solution.
The complementary function is

yc (x ) = (c1 + c2 x + c3 x 2 )e 2x + c4 cos 3x + c5 sin 3x + c6 e 3x .

s = 2 is a repeated root (k = 3) of the characteristic equation.

According to Theorem B, the contribution of f1 (x ) = x 2 e 2x to the
particular solution is

yp1 (x ) = (A0 + B0 x + C0 x 2 + D0 x 3 + E0 x 4 + F0 x 5 )e 2x .

However, the term (A0 + B0 x + C0 x 2 )e 2x is contained in the

complementary function; so we set A0 = B0 = C0 = 0.
s = 3 is a simple root (k = 1) of the characteristic equation.
According to Theorem B, the contribution of f2 (x ) = 5e 3x to the
particular solution is

yp2 (x ) = (A1 + B1 x )e 3x .
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However, the term A1 e 3x is contained in the complementary function.
So we set A1 = 0.
Note that sin 3x = (e 3ıx e 3ıx )/2ı and s = 3ı are simple roots
(k = 1) of the characteristic equation. According to Theorem B and
Euler formula, the contribution of f3 (x ) = x 2 sin 3x to the particular
solution is

yp3 (x ) = (A2 + B2 x + C2 x 2 + D2 x 3 ) cos 3x +

(A3 + B3 x + C3 x 2 + D3 x 3 ) sin 3x.

However, the term A2 cos 3x + A3 sin 3x is contained in the

complementay function; so we set A2 = A3 = 0.
The desired particular solution has the form

yp (x ) = (D0 x 3 + E0 x 4 + F0 x 5 )e 2x + B1 xe 3x
(B2 x + C2 x 2 + D2 x 3 ) cos 3x +
(B3 x + C3 x 2 + D3 x 3 ) sin 3x.

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Method of variation of parameters
This method works for more general right-hand sides and for variable or
constant coe¢ cient equations as speci…ed below. (See Appendix 4 in
study guide)

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Theorem A
Assume that the di¤erential equation

y 00 + p (x )y 0 + q (x )y = f (x ) (14a)

has the complementary function

yc (x ) = c1 y1 (x ) + c2 y2 (x ). (15a)

Then, there exists a particular solution of (14a) of the form

yp (x ) = u1 (x )y1 (x ) + u2 (x )y2 (x ) (16a)

where the derivatives u10 and u20 are determined as unique solutions of the
algebraic system of equations:

u10 y1 + u20 y2 = 0
(17a)
u10 y10 + u20 y20 = f .

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Theorem B
Assume that the di¤erential equation

y (n ) + p1 (x )y (n 1)
+ + pn (x )y = F (x ) (14b)

has the complementary function

yc (x ) = c1 y1 (x ) + + cn yn (x ). (15b)

Then, there exists a particular solution of (14b) of the form

yp (x ) = u1 (x )y1 (x ) + + un (x )yn (x ) (16b)

where the derivatives u10 , , un0 are determined as unique solutions of the
algebraic system of equations:
8
>
> u10 y1 + + un0 yn = 0
>
> 0 0
>
> u1 y1 + + un0 yn0 = 0
< ..
. (17b)
>
> (n 2 ) (n 2 )
>
> 0
u1 y1 + 0
+ un yn =0
>
>
: 0 (n 1 ) 0 (n 1 )
u1 y1 + + u2 y2 =F
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Remark
The system (17) has a unique solution because its determinant, the
Wronskian, is W (y1 , , yn ) 6= 0.

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Example
Solve the di¤erential equation
1
y (3 ) y0 = .
1 + ex
1 The characteristic equation
r3 r =0
of the associated homogeneous equation has roots
r1 = 0, r2 = 1, r3 = 1.
So the complementary function of the di¤erential equation is
yc (x ) = c1 + c2 e x + c3 e x
.
2 The right-hand side does not have the form Q (x )e sx . Thus, we must
use the method of variation of parameters. We look for a particular
solution of the form
yp (x ) = u1 (x ) + u2 (x )e x + u3 (x )e x
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where u10 , u20 , u30 solve the system:
8 0
> u (x ) + e x u20 (x ) + e x u30 (x ) = 0
< 1
e x u20 (x ) e x u30 (x ) = 0 (18)
>
: 1
e x u20 (x ) + e x u30 (x ) =
1 + ex
Adding Eqs (181 ) and (182 ) as well as Eqs (182 ) and (183 ) yields the
system 8
< u10 (x ) + 2e x u20 (x ) = 0
1 (19)
: 2e x u20 (x ) = x
.
1+e
From Eqs (192 ), (191 ) and (182 ), it follows that
8
> e x
>
> u 0 (x ) =
>
> 2
2(1 + e x )
<
1
u10 (x ) = (20)
>
> 1+ ex
>
> e x
> u 0 (x ) =
: .
3
2(1 + e x )
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3 Homework. Compute the integrals and obtain the following
(constants of integration are ignored):
8
>
>
R e x dx 1 + ex
>
> u2 (x ) = = 21 ln( x ) e x
>
> x
2(1 + e ) e
< R dx 1 + ex
u1 (x ) = = ln (21)
>
> 1 + ex ex
>
> R e x dx
>
>
: u3 (x ) = = 12 ln (1 + e x ) .
2(1 + e x )
4 In summary, the general solution of the given di¤erential equation is
1 + ex
y ( x ) = c1 + c2 e x + c3 e x
+ ln( )
ex
ex 1 + ex e x 1 + ex
+ ln( x ) e x + ln .
2 e 2 ex

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For the equation
y0 2y = 3e 2x ,
1 Find a particular solution by the method of undetermined coe¢ cients.
The characteristic equation
r 2=0
of the associated homogeneous equation has the simple root
r = 2.
The complementary function is
yc (x ) = ce 2x .
The right-hand side
f (x ) = 3e 2x
is such that s = 2 is a simple root (k = 1) of the characteristic
equation. We look for a particular solution of the form
yp (x ) = R (x )e 2x = (Ax + C )e 2x
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 where C = 0, in view of the complementary function. By
identi…cation, we have

3e 2x = yp0 2yp
= Ae 2x + 2Axe 2x 2Axe 2x
= Ae 2x

i.e.
A = 3.

Thus
yp (x ) = 3xe 2x .

2 Find a particular solution by the method of variation of parameters.

In view of the complementary function, we look for a particular
function of the form
yp (x ) = u (x )e 2x .
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 Then

3e 2x = yp0 2yp
= u 0 e 2x + 2ue 2x 2ue 2x
= u 0 e 2x

i.e.
u 0 = 3 =) u (x ) = 3x
and
yp (x ) = 3xe 2x
as found earlier.
3 Find the general solution. The general solution is

y (x ) = (c + 3x )e 2x

Homework
Solve the above di¤erential equation by using the integrating factor
technique.
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