4.

Linear Differential Equations

of Second and Higher Order
Introduction
• Ordinary differential equations may be divided into two large classes,
namely, linear equations and nonlinear equations.
• Linear equations are much simpler because their solutions have general
properties that facilitate working with them, and there are standard
methods for solving many practically important linear differential
equations.
• We will start on second-order equations because they have important
applications in mechanics and in electric circuit theory and the second-
order equations theory is typical of that of linear differential equations of
any order 𝑛 (but involves much simpler formulas), so that the transition to
higher order 𝑛 needs only very few new ideas.
Linear Differential Equation of Second Order
• A second-order de is called linear if it can be written
𝑦 ′′ + 𝑝 𝑥 𝑦 ′ + 𝑞 𝑥 𝑦 = 𝑟 𝑥 (1)
and nonlinear if it cannot be written in this form.
• The characteristic feature of this equation is that it is linear in the
unknown function 𝑦 and its derivatives, whereas 𝑝 and 𝑞 as well as 𝑟
on the right may be any given functions of 𝑥.
• If the first term is, say, 𝑓 𝑥 𝑦′′, we have to divide by 𝑓 𝑥 to get the
“standard form” (1), with 𝑦′′ as the first term, which is practical.
Homogeneous Linear Equations of Second
Order
• If 𝑟(𝑥) ≡ 0 (that is, 𝑟 𝑥 = 0 for all 𝑥 considered), then (1) becomes
simply
𝑦" + 𝑝(𝑥)𝑦′ + 𝑞(𝑥)𝑦 = 0 (2)
and is called homogeneous linear differential equation of second
order.
• If 𝑟(𝑥) ≠ 0, then (1) is called nonhomogeneous linear differential
equation of second order.
• The functions 𝑝 and 𝑞 in (1) and (2) are called coefficients of the
equations.
Example 1: Solutions of a Homogeneous
Linear DE

We can even go an important step further. We can multiply 𝑒 𝑥 and 𝑒 −𝑥 by different constants, say, -3
2
and 5 (or any other numbers) and then take the sum
Theorem 1: Fundamental Theorem for the
Homogeneous Linear DE of Second Order
but the following functions are not solutions of this differential equation:
−𝑥 2 and 𝑥2 + 1
General Solution
Example 4
General Solution•Basis•Particular Solution
How to Obtain a Basis if One Solution is
Known. Reduction of Order
Example 7
Reference
• Kreyszig, E. Advanced Engineering Mathematics, 8th Edition. Wiley, India (2007).