Homogeneous eq.

with constant coefficients

Take

y (n) + p1 y (n−1) + · · · + pn y = 0, p1 , . . . , pn ∈ R.

Suppose e rx is a solution of this equation. Then,

r n + p1 r n−1 + · · · + pn = 0.

This is called the characteristic equation or auxiliary equation of

the linear homogeneous ODE with constant coefficients.
This polynomial of degree n has n zeros say r1 , . . . , rn , some of
which may be equal and hence the characteristic polynomial can
be written in the form (r − r1 ) . . . (r − rn ).
Depending on the the nature of these zeros (real & unequal, real &
equal, complex), we write down the general solution of the
homogeneous DE in a similar way as we did for 2nd order
equations.
Example 1
Find a basis of solutions and general solution of the DE:

y (3) − 7y 0 + 6y = 0.

I Let y = e rx be a solution, the Auxiliary eq is given by

r 3 − 7r + 6 = 0.

I Thus, the roots are r = 1, 2, −3.

I Hence a basis of solutions is e x , e 2x , e −3x .
I The general solution is of the form

c1 e x + c2 e 2x + c3 e −3x , c1 , c2 , c3 ∈ R.
Example 2
Find the general solution of the DE:
dny
L(y ) = (D 3 − D 2 − 8D + 12)y = 0., D n y = y (n) = dx n .

I Auxiliary eq.:

r 3 − r 2 − 8r + 12 = (r − 2)2 (r + 3) = 0.

I Thus, the roots are r = 2, 2, −3.

I Hence a basis of solutions is e 2x , xe 2x , e −3x .
I The general solution is of the form

c1 e 2x + c2 xe 2x + c3 e −3x , c1 , c2 , c3 ∈ R.
Examples 3

(1) Find the general solution of the DE:

L(y ) = y (6) + 2y (5) − 2y (3) − y (2) = 0.
I Auxiliary (characteristics ) equation:

r 6 + 2r 5 − 2r 3 − r 2 = r 2 (r − 1)(r + 1)3 = 0

I Roots: r = 0, 0, 1, −1, −1, −1

I The general solution is of the form

c1 + c2 x + c3 e x + c4 e −x + c5 xe −x + c6 x 2 e −x , ci ∈ R.
Example 4

Find the general solution of the DE:

(D 6 −10D 5 +42D 4 −100D 3 +131D 2 −90D +25)(y ) = 0. D n = y (n)

I Characteristic polynomial:

(r − 1)2 (r 2 − 4r + 5)2 .

I Roots: r = 1, 1, 2 ± i, 2 ± i.
I The general solution is of the form

c1 e x +c2 xe x +c3 e 2x cos x+c4 e 2x sin x+c5 e 2x x cos x+c3 e 2x x sin x.

Method of variation of parameters

I In the case n = 2, we replaced ci in the general solution of

homogeneous eq. with functions vi (x) so that

y (x) = v1 (x)y1 (x) + v2 (x)y2 (x)

is a solution of y 00 + py 0 + qy = r .
I Gives that
y 0 = v1 y10 + v2 y20 + v10 y1 + v20 y2 ,

where we further demanded that

v10 y1 + v20 y2 = 0.
Method of variation of parameters
Substituting y , y 0 , y 00 in the given nonhomogeneous ODE, we
obtained:
v10 y10 + v20 y20 = 0,

which together with v10 y1 + v20 y2 = 0 gave:

0 y2 y1 0
r (x) y20 y10 r (x)
v10 = , v20 = .
W (y1 , y2 ) W (y1 , y2 )

Thus,
Z Z
y1 r (x) y2 r (x)
y = v1 y1 + v2 y2 = y2 dx − y1 dx.
W (y1 , y2 ) W (y1 , y2 )
Variation of parameters
For general n:
I y = v1 y1 + v2 y2 to y = v1 y1 + · · · + vn yn .
I y 0 = v1 y10 + v2 y20 + v10 y1 + v20 y2 with demand v10 y1 + v20 y2 = 0.
Changes to y 0 = v1 y10 + · · · + vn yn0 + v10 y1 + · · · + vn0 yn with
demand v10 y1 + · · · + vn0 yn = 0. Further, in

y 00 = v1 y100 + · · · + vn yn00 + v10 y10 + · · · + vn0 yn0 ,

demand v10 y10 + · · · + vn0 yn0 = 0.

Continuing this, in

(n−1) (n−1) (n−2) (n−2)

y (n−1) = v1 y1 + · · · + vn yn + v10 y1 + · · · + vn0 yn ,

(n−2) (n−2)
demand v10 y1 + · · · + vn0 yn = 0.
Variation of parameters
Substituting y , y 0 , . . . , y (n) , and using L(y1 ) = · · · = L(yn ) = 0, we
end up with
(n−1) (n−1)
v10 y1 + · · · + vn0 yn = r (x),
similar to v10 y10 + v20 y20 = r (x) in second order case.
" #" # " #
y1 y2 v10 0
=
y10 y20 v20 r (x)

takes the form:

 
y1 ... yn
 v10
   
 0 0 0
 y1 ... yn    
  ..   .. 
 .  =  .  .

 .. .
. .
.
 . . . 
  v0 r (x)
(n−1) (n−1) n
y1 . . . yn

Solve for vi0 , integrate to get vi , and set y = v1 y1 + · · · + vn yn .

Example 1

Solve y (3) − y (2) − y (1) + y = r (x).

Characteristic polynomial for the homogeneous equation is

m3 − m2 − m + 1 = (m − 1)2 (m + 1).

Hence, a basis of solutions is e x , xe x , e −x .

Wronskian is
 Z 
W (x) = C exp − p1 (x)dx = Ce x ,

using Abel’s formula.

Example 1

Now,
ex xe x e −x

W (x) = e x e x + xe x −e −x ,

ex 2e x + xe x e −x

which means W (0) = 4 =⇒ 4 = Ce 0 .

Also,

W (x) = 4e x .
Example 1

Now,

0 xe x e −x

W1 (x) = 0 e x + xe x −e −x = −r (x)(2x + 1).

r (x) 2e x + xe x e −x

Similarly, W2 (x) = 2r (x), W3 (x) = r (x)e 2x . Therefore,

x x x
−r (t)(2t + 1) r (t)e 2t
Z Z Z
2r (t)
y (x) = e x
dt+xe x dt+e −x dt.
0 4e t 0 4e t 0 4e t
Method of undetermined coefficients – Example 1

Find a particular solution of y (4) + 2y 00 + y = 3 sin x − 5 cos x.

Considering homogeneous eq., the auxiliary eq. is

r 4 + 2r 2 + 1 = (r 2 + 1)2 = 0.

A basis of solutions for corresponding Homogeneous equations is

cos x, sin x, x cos x, x sin x.

So we can not choose a particular solutions of the form

a cos x + b sin x or ax cos +bx sin x.

Example 2

Thus a candidate for particular solutions is

yp = x 2 (a cos x + b sin x).

(4)
Substituting in yp + 2yp00 + yp = 3 sin x − 5 cos x. we get

−8a cos x − 8b sin x = 3 sin x − 5 cos x.

Thus a particular solution is

 
2 5 3
yp = x cos x − sin x .
8 8
Example 2

Find the general solution of y (3) − y 0 = 2 sin x.

Considering homogeneous eq., the auxiliary eq. is r 3 − r = 0.

A basis of solutions for corresponding Homogeneous equations is
1, e x , e −x
Thus a candidate for particular solutions is yp = a cos x + b sin x.
Substituting in
(3)
yp − yp0 = 2 sin x =⇒ 2a sin x − 2b cos x = 2 sin x
Thus a particular solution is yp = cos x.
So the general solutions is

y = c1 + c2 e x + c3 e −x + yp = c1 + c2 e x + c3 e −x + cos x.
Example 3

Find the general solution of

y (4) + 2y (3) + y (2) + 8y 0 − 12y = 12 sin x − e −x . Considering
homogeneous eq., the auxiliary eq. is

r 4 + 2r 3 + r 2 + 8r − 12 = (r + 3)(r − 1)(r 2 + 4) = 0.

A basis of solutions for corresponding Homogeneous equations is

e −3x , e x , cos 2x, sin 2x.

Thus a candidate for particular solutions is

yp = a cos x + b sin x + de −x .
(4) (3) (2)
Substituting in yp + 2yp + yp + 8yp0 − 12yp = 12 sin x − e −x
Example 3

We have a = − 25 , b = − 54 , d = 1
20 .

Thus a particular solution is

2 4 1
yp = − cos x − sin x + e −x .
5 5 20
So the general solutions is

y = C1 e −3x + C2 e x + C3 cos 2x + C4 sin 2x + yp

i.e
2 4 1
y = C1 e −3x +C2 e x +C3 cos 2x +C4 sin 2x − cos x − sin x + e −x .
5 5 20