TARLAC STATE UNIVERSITY

College of Engineering and Technology

M222C | ADVANCED MATHEMATICS FOR CE

Solutions of higher order

ordinary differential equations
(Part 2 – Solutions of 2nd & Higher Order Homogeneous Linear ODEs
with Constant Coefficients)

ENGR. CHARMAINE CZENINIA O. REGUINDIN

SOLUTIONS OF 2 ORDER
ND
HOMOGENEOUS LINEAR
ODES WITH CONSTANT
COEFFFICIENTS
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GENERAL SOLUTION Of HOMOGENEOUS LINEAR ODES

Consider the linear ODE
𝑦" − 𝑦 = 0
𝑦" = 𝑦
𝑦1 𝑥 = 𝑒 𝑥 𝑦2 𝑥 = 𝑒 −𝑥
Or generally,
𝑐1 𝑦1 𝑥 = 𝑐1 𝑒 𝑥 𝑐2 𝑦2 𝑥 = 𝑐2 𝑒 −𝑥

Generally, we seek a solution of the form 𝒚 = 𝒆𝝀𝒙

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Characteristics equation
Given the ODE
𝑦" + 𝑎𝑦′ + 𝑏𝑦 = 0

Generally, we seek a solution of the form 𝒚 = 𝒆𝝀𝒙

𝑦′ = 𝜆𝑒 𝜆𝑥 What is the value of 𝜆?

𝑦" = 𝜆2 𝑒 𝜆𝑥
Substituting to the ODE
𝜆2 𝑒 𝜆𝑥 + 𝑎𝜆𝑒 𝜆𝑥 + 𝑏𝑒 𝜆𝑥 = 0 𝑒 𝜆𝑥 ≠ 0
Solve the roots
(𝜆2 +𝑎𝜆 + 𝑏)𝑒 𝜆𝑥 = 0 by quadratic
CHARACTERISTIC formula
EQUATION 𝜆2 + 𝑎𝜆 + 𝑏 = 0
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General solution of 2nd order homogeneous linear order

(𝜆2 +𝑎𝜆 + 𝑏) = 0
The solution to the ODE depends on the nature of the
roots of the characteristic equation
Two Distinct Real Roots 𝐲 = 𝒄𝟏 𝒆𝝀𝟏 𝒙 + 𝒄𝟐 𝒆𝝀𝟐 𝒙

Real Double Root λ = 𝜆1 = 𝜆2

𝐲 = 𝒄𝟏 𝒆𝝀𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝝀𝟐 𝒙

Complex Conjugate Roots 𝜆1 = 𝑎 + 𝑖𝑏 𝜆2 = 𝑎 − 𝑖𝑏

𝒚 = 𝒆𝒂𝒙 (𝒄𝟏 𝐜𝐨𝐬 𝒃𝒙 + 𝒄𝟐 𝐬𝐢𝐧 𝒃𝒙)

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General solution of 2nd order homogeneous linear ODE

EXAMPLE 2.5

Find the general solution of following ODEs:

1. 𝑦” + 2𝑦’ + 𝑦 = 0 3. 𝑦’’ − 9𝑦 = 0
2. 𝑦’’ + 9𝑦′ = 0 4. 𝑦’’ + 4𝑦’ + 7𝑦 = 0

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General solution of 2nd order homogeneous linear order

EXAMPLE 2.5

Find the general solution of following ODEs:

1. 𝑦” + 2𝑦’ + 𝑦 = 0 3. 𝑦’’ − 9𝑦 = 0
2. 𝑦’’ + 9𝑦′ = 0 4. 𝑦’’ + 4𝑦’ + 7𝑦 = 0

ANSWERS

1. 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −𝑥 3. 𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 −3𝑥
2. 𝑦 = 𝑐1 + 𝑐2 𝑒 −9𝑥 4. 𝑦 = 𝑒 −2𝑥 (𝑐1 cos 3 𝑥 + 𝑐2 sin 3 𝑥)

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General solution of 2nd order homogeneous linear order

EXAMPLE 2.6

Solve the initial value problems:

1. 𝑦′′ + 6𝑦′ + 5𝑦 = 0 𝑦(0) = 3, 𝑦′(0) = −1
2. 𝑦’’ + 6𝑦′ + 9𝑦 = 0 𝑦(0) = 3, 𝑦′(0) = −1
3. 𝑦′′ + 4𝑦′ + 13𝑦 = 0 𝑦(0) = 2, 𝑦′(0) = −3

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General solution of 2nd order homogeneous linear order

EXAMPLE 2.6

Solve the initial value problems:

1. 𝑦′′ + 6𝑦′ + 5𝑦 = 0 𝑦(0) = 3, 𝑦′(0) = −1
2. 𝑦’’ + 6𝑦′ + 9𝑦 = 0 𝑦(0) = 3, 𝑦′(0) = −1
3. 𝑦′′ + 4𝑦′ + 13𝑦 = 0 𝑦(0) = 2, 𝑦′(0) = −3

ANSWERS
7 1
1. 𝑦 = 2 𝑒 −𝑥 − 2 𝑒 −5𝑥 1
3. 𝑦 = 𝑒 −2𝑥 (2 cos 3𝑥 + sin 3𝑥)
3
2. 𝑦 = 𝑒 −3𝑥 (3 + 8𝑥)
College of Engineering and Technology M222C | Advanced Mathematics for CE
SOLUTIONS OF HIGHER
ORDER HOMOGENEOUS
LINEAR ODES WITH
CONSTANT
COEFFFICIENTS
Characteristic equation of nth order homogeneous linear NOR

ode
Given the ODE, 𝑑𝑛𝑦
(𝑛) 𝑛−1 ′+ 𝑎0 Where 𝑦 (𝑛) =
𝑦 + 𝑎𝑛−1 𝑥 𝑦 + ∙ ∙ ∙ + 𝑎1 ∙ 𝑦 𝑦=0 𝑑𝑥 𝑛

Generally, we seek a solution of the form 𝒚 = 𝒆𝝀𝒙

What is the value of 𝜆?
𝑦′ = 𝜆𝑒 𝜆𝑥
𝑦" = 𝜆 𝑒 2 𝜆𝑥
… 𝑦 (𝑛) 𝑛 𝜆𝑥
=𝜆 𝑒
Substituting to the ODE
𝜆𝑛 𝑒 𝜆𝑥 + 𝑎(𝑛−1) 𝜆𝑛−1 𝑒 𝜆𝑥 + ⋯ + 𝑎1 𝜆𝑒 𝜆𝑥 + 𝑎0 𝑒 𝜆𝑥 = 0 𝑒 𝜆𝑥 ≠ 0

(𝜆𝑛 +𝑎(𝑛−1) 𝜆𝑛−1 + ⋯ + 𝑎1 𝜆 + 𝑎0 )𝑒 𝜆𝑥 = 0

𝜆 are the roots of this
equation
CHARACTERISTIC
EQUATION 𝜆𝑛 + 𝑎(𝑛−1) 𝜆𝑛−1 + ⋯ + 𝑎1 𝜆 + 𝑎0 = 0

The solution to the ODE depends on the nature of the roots

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General solution of nth order homogeneous linear ode

𝑏𝑛 𝜆𝑛 + 𝑏𝑛−1 𝜆𝑛−1 + ⋯ + 𝑏1 𝜆 + 𝑏0 = 0
The solution to the ODE depends on the nature of the roots of the characteristic
equation

If 𝜆′𝑠 are distinct, then the solution is

y = 𝑐1 𝑒 𝜆1 𝑥 + 𝑐2 𝑒 𝜆2 𝑥 + ⋯ + 𝑐2 𝑒 𝜆2 𝑥
If 𝜆𝑗 is a root of order 𝑘, then
𝑒 𝜆𝑗𝑥 , 𝑒 𝜆𝑗𝑥 , … , 𝑥 𝑘−1 𝑒 𝜆𝑗𝑥
is a fundamental set of 𝑘 linearly independent solutions of the ODE

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General solution of nth order homogeneous linear ode

EXAMPLE 2.7

1. 𝑦′′′ − 2𝑦” − 𝑦′ + 2𝑦 = 0
2. 𝑦 (4) + 8𝑦” + 16𝑦 = 0
3. 𝑦′′′ − 𝑦" + 100𝑦′ − 100𝑦 = 0
𝑦(0) = 4, 𝑦′(0) = 11, 𝑦"(0) = −299

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General solution of nth order homogeneous linear ode

EXAMPLE 2.7

1. 𝑦′′′ − 2𝑦” − 𝑦′ + 2𝑦 = 0
2. 𝑦 (4) + 8𝑦” + 16 = 0
3. 𝑦′′′ − 𝑦" + 100𝑦′ − 100𝑦 = 0
𝑦(0) = 4, 𝑦′(0) = 11, 𝑦"(0) = −299

ANSWERS

1. 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥 + 𝑐3 𝑒 2𝑥
3. 𝑦 = 𝑒 −𝑥 + 3 cos 10𝑥 + sin 10𝑥)
2. 𝑦 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 + 𝑐3 𝑥 cos 2𝑥 + 𝑐4 sin 2𝑥

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EULER CAUCHY
EQUATIONS
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Euler-Cauchy equations
They are ODEs of the form 𝑥 2 𝑦" + 𝑎𝑥𝑦′ + 𝑏𝑦 = 0
Let 𝑦 = 𝑥 𝑚 𝑑𝑦
= 𝑚𝑥 𝑚−1
𝑑𝑥
𝑑2𝑦 𝑚−2
= 𝑚(𝑚 − 1)𝑥
𝑑𝑥 2
Substituting to the DE 𝑚(𝑚 − 1)𝑥 𝑚 + 𝑎𝑚𝑥 𝑚 + 𝑏𝑥 𝑚 = 0
Characteristic Equation: 𝑚 𝑚 − 1 + 𝑎𝑚 + 𝑏 = 0, OR

𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 0
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Euler-Cauchy equations
Characteristic Equation: 𝑚2 + 𝑎 − 1 𝑚 + 𝑏 = 0

Nature of Roots:
Distinct Real Roots
𝑦 = 𝑐1 𝑥 𝑚1 + 𝑐2 𝑥 𝑚2

A Real Double Root (𝑚1 = 𝑚2 = 𝑚)

𝑦 = (𝑐1 + 𝑐2 ln 𝑥)𝑥 𝑚

Complex Conjugate Roots

(𝑚1 = 𝑐 + 𝑖𝑑, 𝑚2 = 𝑐 − 𝑖𝑑)
𝑦 = 𝑥 𝑐 (𝑐1 cos 𝑑 ln 𝑥 + 𝑐2 sin 𝑑 ln 𝑥
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Euler-Cauchy equations

EXAMPLE 2.8
Solve for the given ODE
a. 2𝑥 2 𝑦" + 3𝑥𝑦′ − 𝑦 = 0
b. 𝑥 2 𝑦" + 5𝑥𝑦′ + 4𝑦 = 0
c. 𝑥 2 𝑦" + 𝑥𝑦′ + 𝑦 = 0

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Euler-Cauchy equations

EXAMPLE 2.8
Solve for the given ODE
a. 2𝑥 2 𝑦" + 3𝑥𝑦′ − 𝑦 = 0
b. 𝑥 2 𝑦" + 5𝑥𝑦′ + 4𝑦 = 0
c. 𝑥 2 𝑦" + 𝑥𝑦′ + 𝑦 = 0

ANSWERS
1
a. 𝑦 = 𝑐1 𝑥 + 𝑐2 𝑥 −1 2
c. 𝑦 = 𝑐1 cos ln 𝑥 + 𝑐2 sin ln 𝑥
b. 𝑦 = 𝑥 −2 (𝑐1 + 𝑐2 ln 𝑥)

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Practice problem
Find a real general solution. Show the details of your work:

1. 𝑥 2 𝑦" − 20𝑦 = 0
2. 5𝑥 2 𝑦" − 23𝑥𝑦′ + 16.2𝑦 = 0
3. 𝑥 2𝑦" − 0.7𝑥𝑦′ − 0.1𝑦 = 0

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Homework 1

Solve the following initial value problem and present its particular solution:

1. 𝑦" + 𝑦′ + 9.25𝑦 = 0, 𝑦 0 = 2, 𝑦′ 0 = 8

2. 𝑦" + 𝑦′ − 2𝑦 = 0, 𝑦 0 = −4, 𝑦 ′ 0 = −5

3. 𝑦" + 𝑦′ + 0.25𝑦 = 0, 𝑦 0 = 3, 𝑦 ′ 0 = −3.5

Find a real general solution. Show the details of your work:

1. 𝑥 2𝑦" − 20𝑦 = 0
2. 5𝑥 2 𝑦" − 23𝑥𝑦′ + 16.2𝑦 = 0
3. 𝑥 2 𝑦" − 0.7𝑥𝑦′ − 0.1𝑦 = 0
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reference
Kreyszig, E., Kreyszig H., and Norminton, E. Advanced Engineering Mathematics –
10th ed. (2011). John Wiley & Sons, Inc, Hoboken, N.J.

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NOR|2022

Thank you!
Joshua 1:9
Have I not commanded you? Be strong and courageous. Do not be afraid; do not be
discouraged, for the Lord your God will be with you wherever you go.