DIFFERENTIAL EQUATION p6

EQUATION OF HIGHER ORDER

Linear Equation of Higher Order

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒙 𝒅𝒙𝒏
+ 𝒂𝒏−𝟏 𝒙 𝒅𝒙𝒏−𝟏
+ … + 𝒂𝟏 𝒙 𝒅𝒙
+ 𝒂𝟎 𝒙 𝒚 = 𝒈 𝒙 ;

when 𝒈 𝒙 = 𝟎; it is Homogeneous Linear Differential Equation of 𝒏𝒕𝒉 Order;

when 𝒈 𝒙 ≠ 𝟎; it is Nonhomogeneous Linear Differential Equation of 𝒏𝒕𝒉 Order.
HOMOGENOUS LINEAR EQUATION OF HIGHER ORDER

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒙 𝒏 + 𝒂𝒏−𝟏 𝒙 𝒏−𝟏 + … + 𝒂𝟏 𝒙 + 𝒂𝟎 𝒙 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙

𝒂𝒏 𝒙 𝒚(𝒏) + 𝒂𝒏−𝟏 𝒙 𝒚(𝒏−𝟏) + … + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝟎

𝒂𝒏 𝒙 𝑫𝒏 𝒚 + 𝒂𝒏−𝟏 𝒙 𝑫𝒏−𝟏 𝒚 + … + 𝒂𝟏 𝒙 𝑫𝒚 + 𝒂𝟎 𝒙 𝒚 = 𝟎

𝒂𝒏 𝒙 𝑫𝒏 + 𝒂𝒏−𝟏 𝒙 𝑫𝒏−𝟏 + … + 𝒂𝟏 𝒙 𝑫 + 𝒂𝟎 𝒙 𝒚 = 𝟎
HOMOGENOUS LINEAR EQUATION OF HIGHER
ORDER WITH CONSTANT COEFFICIENTS

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙

where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants

GENERAL SOLUTION
of Homogenous Linear Equation of nth- Order with Constant Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants

is 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + . . . + 𝒄𝒏 𝒚𝒏
where 𝒚𝟏 , 𝒚𝟐 , … , 𝒚𝒏 are linearly independent solutions of homogenous
linear equation of nth-order with constant coefficients for 𝒙 on the interval
𝒂 ≤ 𝒙 ≤ 𝒃 and normal on 𝒂 ≤ 𝒙 ≤ 𝒃 .
and 𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 are arbitrary constants.
 𝒅𝟐 𝒚 𝒅𝒚
Solve − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎
𝒅𝒙𝟐

let 𝒚 = 𝒆𝒎𝒙
𝒅𝒚
𝒅𝒙
= 𝒎𝒆𝒎𝒙
𝒅𝟐 𝒚
= 𝒎𝟐 𝒆𝒎𝒙
𝒅𝒙𝟐

𝒅𝟐 𝒚 𝒅𝒚
Substitute in − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎
𝒅𝒙𝟐

𝒎𝟐 𝒆𝒎𝒙 − 𝟓𝒎𝒆𝒎𝒙 + 𝟔𝒆𝒎𝒙 = 𝟎

𝒆𝒎𝒙 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
𝒆𝒎𝒙 = 𝟎; 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
𝒎 − 𝟑 𝒎 − 𝟐 = 𝟎; 𝒎 − 𝟑 = 𝟎 ;𝒎 − 𝟐 = 𝟎
𝒎 = 𝟑 ;𝒎 = 𝟐
𝒚 = 𝒄𝟏 𝒆𝟑𝒙 + 𝒄𝟐 𝒆𝟐𝒙
Solve 𝟒𝒚′′′ − 𝟕𝒚′ + 𝟑𝒚 = 𝟎
Let 𝒚 = 𝒆𝒎𝒙
𝒚′ = 𝒎𝒆𝒎𝒙
𝒚′′ = 𝒎𝟐 𝒆𝒎𝒙
𝒚′′′ = 𝒎𝟑 𝒆𝒎𝒙
𝟒𝒎𝟑 𝒆𝒎𝒙 − 𝟕𝒎𝒆𝒎𝒙 + 𝟑𝒆𝒎𝒙 = 𝟎

𝒆𝒎𝒙 𝟒𝒎𝟑 − 𝟕𝒎 + 𝟑 = 𝟎
𝟒𝒎𝟑 − 𝟕𝒎 + 𝟑 = 𝟎
Use Synthetic Division
 𝟑 𝟒 𝟐 𝟏 𝟑 𝟑
𝟒𝒎 − 𝟕𝒎 + 𝟑 = 𝟎 ; 𝒎 = ±𝟒, ±𝟐, ±𝟏, ±𝟑; ±𝟑; ±𝟑; ± 𝟑 ; ± 𝟐; ±𝟒
By Synthetic Division: 𝟒 𝟎 −𝟕 𝟑 𝒎 = 𝟏 correct
4 4 -3
3
4 4 -3 0 𝑚 = − 2 (correct)
-6 3
1
4 -2 0 𝑚=2 𝟎
3 1
(𝑚 − 1)(𝑚𝑚 + )(𝑚 − ) = 0
2 2
3 1
− 𝑥 𝑥
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2 + 𝑐3 𝑒 2

1
𝑐2 𝑥
𝑦 = 𝑐1 𝑒 𝑥 + 3 + 𝑐3 𝑒 2
𝑥
𝑒2
Solve 𝟗𝒚′′ − 𝒚 = 𝟎
Auxiliary Equation: 𝟗𝒎𝟐 − 𝟏 = 𝟎
Roots of 𝒎: 𝟑𝒎 − 𝟏 𝟑𝒎 + 𝟏 = 𝟎
𝟑𝒎 − 𝟏 = 𝟎 ; 𝟑𝒎 + 𝟏 = 𝟎
𝟏 𝟏
𝒎= 𝟑
.−𝟑
𝟏 𝟏
− 𝒙 𝒙
General Solution: 𝒚 = 𝒄𝟏 𝒆 𝟑 + 𝒄𝟐 𝒆 𝟑
GENERAL SOLUTIONS
of Homogenous Linear Equation of nth- Order with Constant
Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants
CASE 1. DISTINCT REAL ROOTS
Roots of Auxiliary Equation: 𝒎𝟏 ≠ 𝒎𝟐 ≠ … ≠ 𝒎𝒏

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 + … + 𝒄𝒏 𝒆𝒎𝒏𝒙

Solve 𝒚′′′ − 𝟒𝒚′ = 𝟎
Auxiliary Equation: 𝒎𝟑 − 𝟒𝒎 = 𝟎
𝒎 𝒎𝟐 − 𝟒 = 𝟎
𝒎 𝒎−𝟐 𝒎+𝟐 =𝟎
𝒎 = 𝟎; 𝒎 − 𝟐 = 𝟎; 𝒎 + 𝟐 = 𝟎
𝒎 = 𝟎; 𝒎 = 𝟐; 𝒎 = −𝟐
Roots of 𝒎: 𝒎 = 𝟎, 𝟐, −𝟐
General Solution: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝟐𝒙
𝒄𝟑
𝒚 = 𝒄𝟏 + 𝒄 𝟐 𝒆𝟐𝒙 +
𝒆𝟐𝒙
Solve 𝑫𝟐 − 𝟐𝑫 − 𝟑 𝒚 = 𝟎; when 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒
Auxiliary Equation: 𝒎𝟐 − 𝟐𝒎 − 𝟑 = 𝟎
Roots of 𝒎: 𝒎+𝟏 𝒎−𝟑 =𝟎
𝒎 = −𝟏, 𝟑
General Solution: 𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
For Particular Solution: Substitute 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒 in general solution
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
𝟎 = 𝒄𝟏 𝒆−𝟎 + 𝒄𝟐 𝒆𝟑(𝟎)
𝟎 = 𝒄𝟏 + 𝒄𝟐 _______________ (1)
Differentiate the general solution
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
𝑦 ′ = −𝑐1 𝑒 −𝑥 + 3 𝑐2 𝑒 3𝑥
Substitute 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒
−4 = −𝑐1 𝑒 −0 + 3𝑐2 𝑒 0
−4 = −𝑐1 + 3𝑐2 __________________(2)
Consider (1) and (2) and solve for 𝑐1 and 𝑐2
𝟎 = 𝒄𝟏 + 𝒄𝟐
−4 = −𝑐1 + 3𝑐2
0 1
−4 3 0 3 − −4 1 4
𝑐1 = 1 1 ; 𝑐1 = 𝑐1 = ; 𝑐1 = 1; 𝑐2 = −1
1 3 − −1 1 4
−1 3

Particular Solution: 𝒚 = 𝟏𝒆−𝒙 + (−𝟏)𝒆𝟑𝒙 or : 𝒚 = 𝒆−𝒙 − 𝒆𝟑𝒙

CASE 2. REPEATED REAL ROOTS
Roots of Auxiliary Equation: 𝒎𝟏 = 𝒎𝟐 = … = 𝒎𝒏 = 𝒎

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒎𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝒙 + … + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝒙

 𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
Solve 𝟒 𝒅𝒙𝟑 + 𝟒 𝒅𝒙𝟐 + 𝒅𝒙 =𝟎

Auxiliary Equation: 𝟒𝒎𝟑 + 𝟒𝒎𝟐 + 𝒎 = 𝟎

Roots of Equation: 𝒎 𝟒𝒎𝟐 + 𝟒𝒎 + 𝟏 = 𝟎

𝒎(𝟒𝒎 + 𝟏)𝟐 = 𝟎
𝒎 = 𝟎; 𝟒𝒎 + 𝟏 = 𝟎; 𝟒𝒎 + 𝟏 = 𝟎
𝟏 𝟏
𝒎 = 𝟎; 𝒎 = −𝟒 ; 𝒎= −𝟒
𝟏 𝟏
𝒎= 𝟎, − 𝟒 , − 𝟒
𝟏 𝟏
−𝟒𝒙 −𝟒𝒙
General Solution: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒆 + 𝒄𝟑 𝒙𝒆 or
𝟏 𝟏
−𝟒𝒙 −𝟒𝒙
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆 + 𝒄𝟑 𝒙𝒆
Solve 𝐷 4 − 𝐷 2 𝑦 = 0
Solve 𝒚(𝟓) = 𝟎
Auxiliary Equation: 𝒎𝟓 = 𝟎
Roots of Equation: 𝒎 = 𝟎, 𝟎, 𝟎, 𝟎, 𝟎

General Equation: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒙𝒆𝟎𝒙 + 𝒄𝟑 𝒙𝟐 𝒆𝟎𝒙 + 𝒄𝟒 𝒙𝟑 𝒆𝟎𝒙 + 𝒄𝟒 𝒙𝟒 𝒆𝟎𝒙

or 𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + 𝒄𝟒 𝒙𝟑 + 𝒄𝟒 𝒙𝟒
CASE 3. IMAGINARY ROOTS
Roots of Auxiliary Equation: 𝒎 = 𝒂 ± 𝒃𝒊

−𝒃± 𝒃𝟐 −𝟒𝒂𝒄
𝒂𝒎𝟐 + 𝒃𝒎 + 𝒄 = 𝟎 ; 𝒎= 𝟐𝒂

𝒃𝟐 − 𝟒𝒂𝒄 < 𝟎 , yields imaginary roots

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒂𝒙 𝒔𝒊𝒏 𝒃𝒙 + 𝒄𝟐 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃𝒙

Solve 𝒚′′ − 𝟐𝒚′ + 𝟓𝒚 = 𝟎
Auxiliary Equation: 𝒎𝟐 − 𝟐𝒎 + 𝟓 = 𝟎

−(−𝟐)± (−𝟐)𝟐 −𝟒(𝟏)(𝟓)

Roots of Equation: 𝒎= 𝟐(𝟏)

𝟐± 𝟒−𝟐𝟎
𝒎= 𝟐

𝟐± −𝟏𝟔
𝒎= 𝟐
𝟐±𝟒𝒊
𝒎= 𝟐

𝒎 = 𝟏 ± 𝟐𝒊
General Equation: 𝒚 = 𝒄𝟏 𝒆𝒙 𝒔𝒊𝒏 𝟐𝒙 + 𝒄𝟐 𝒆𝒙 𝒄𝒐𝒔 𝟐𝒙
 𝑑4 𝑥 𝑑3 𝑥 𝑑2 𝑥
Solve 𝑑𝑡 4
+ 2 𝑑𝑡 3 + 10 𝑑𝑡 2 =0
 If you can’t teach yourself, no one can.

Tim Mayer, 2021

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