3 Higher-Order Differential Equations

4.1 Preliminary Theory—Linear Equations

4.1.1 Initial-Value and Boundary-Value Problems
4.1.2 Homogeneous Equations
4.1.3 Nonhomogeneous Equations
4.2 Reduction of Order
4.3 Homogeneous Linear Equations with Constant Coefficients
4.4 Undetermined Coefficients—Superposition Approach
4.5 Variation of Parameters
4.6 Cauchy-Euler Equation

3.8.4 Series Circuit Analogue

Chapter 4 in Review

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3.1 Preliminary Theory—Linear Equations

3.1.1 INITIALVALUE
I AND BOUNDARYVALUE PROBLEMS

INITIALVALUE PROBLEM we defined an initial-value problem for a general

nth-order differential equation. For a linear differential equation an nth-order
initial-value problem (IVP) is

d ny d n21y dy
Solve: a n(x) n 1 an21 (x) n21
1 Á 1 a1(x) 1 a0(x)y 5 g(x)
dx dx dx (1)
(n21)
Subject to: y(x0) 5 y0, y9(x0) 5 y1 , . . . , y (x0) 5 yn21.

Theorem 3.1.1 Existence of a Unique Solution

Let an(x), an1(x), . . . , a1(x), a0(x), and g(x) be continuous on an interval I, and let an(x)  0
for every x in this interval. If x  x0 is any point in this interval, then a solution y(x) of the
initial-value problem (1) exists on the interval and is unique.

EXAMPLE 1 Unique Solution of an IVP

The initial-value problem
3y  5y  y  7y  0, y(1)  0, y(1)  0, y(1)  0
possesses the trivial solution y  0. Since the third-order equation is linear with constant
coefficients, it follows that all the conditions of Theorem 4.1.1 are fulfilled. Hence y  0 is
the only solution on any interval containing x  1.

EXAMPLE 2 Unique Solution of an IVP

You should verify that the function y  3e2x  e2x  3x is a solution of the initial-value problem
y  4y  12x, y(0)  4, y(0)  1.
Now the differential equation is linear, the coefficients as well as g(x)  12x are continuous,
and a2(x)  1  0 on any interval I containing x  0. We conclude from Theorem 3.1.1 that
the given function is the unique solution on I.
Boundary-Value Problem Another type of problem consists of solving a linear dif-
ferential equation of order two or greater in which the dependent variable y or its derivatives are
specified at different points. A problem such as

d 2y dy
Solve: a2(x) 2
 a1(x)  a0(x)y  g(x)
dx dx
Subject to: y(a)  y0, y(b)  y1

is called a two-point boundary-value problem, or simply a boundary-value problem

(BVP). The prescribed values y(a)  y0 and y(b)  y1 are called boundary conditions (BC). A
solution of the foregoing problem is a function satisfying the differential equation on some
interval I, containing a and b, whose graph passes through the two points (a, y0) and (b, y1).
For a second-order differential equation, other pairs of boundary conditions could be
y(a)  y0, y(b)  y1
y(a)  y0, y(b)  y1
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3.1.2 Homogeneous Equations

A linear nth-order differential equation of the form

d ny d n 2 1y dy
Note y  0 is always a an(x) n  an21 (x) n21
 . . .  a1(x)  a0(x) y  0 (6)
solution of a homogeneous dx dx dx
linear equation.
is said to be homogeneous, whereas an equation

d ny d n 2 1y dy
an(x) n  an21 (x) n21
 . . .  a1(x)  a0(x) y  g(x) (7)
dx dx dx

with g(x) not identically zero is said to be nonhomogeneous. For example, 2y  3y  5y  0
is a homogeneous linear second-order differential equation, whereas x2y  6y  10y  ex is a
nonhomogeneous linear third-order differential equation. The word homogeneous in this context
does not refer to coefficients that are homogeneous functions as in Section 2.5; rather, the word
has exactly the same meaning as in Section 2.3.
We shall see that in order to solve a nonhomogeneous linear equation (7), we must first be
able to solve the associated homogeneous equation (6).
To avoid needless repetition throughout the remainder of this section, we shall, as a matter of
course, make the following important assumptions when stating definitions and theorems about
the linear equations (6) and (7). On some common interval I,
Remember these assumptions • the coefficients ai(x), i  0, 1, 2, . . ., n, are continuous;
in the definitions and
theorems of this chapter. • the right-hand member g(x) is continuous; and
• an(x)  0 for every x in the interval.

Differential Operators In calculus, differentiation is often denoted by the capital letter D;

that is, dy/dx  Dy. The symbol D is called a differential operator because it transforms a differ-
entiable function into another function. For example, D(cos 4x)  4 sin 4x, and D(5x3  6x 2) 
15x2  12x. Higher-order derivatives can be expressed in terms of D in a natural manner:

d dy d 2y d ny
a b  2  D(Dy)  D 2y and in general  D ny,
dx dx dx dx n

where y represents a sufficiently differentiable function. Polynomial expressions involving D,

such as D  3, D2  3D  4, and 5x3D3  6x2 D2  4xD  9, are also differential operators. In
general, we define an nth-order differential operator to be

L  an(x)Dn  an1(x)Dn1  . . .  a1(x)D  a0(x). (8)

Differential Equations Any linear differential equation can be expressed in terms of

the D notation. For example, the differential equation y  5y  6y  5x  3 can be written as

D2y  5Dy  6y  5x  3 or (D2  5D  6)y  5x  3.

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Theorem 3.1.2 Superposition Principle—Homogeneous Equations

Let y1, y2, . . . , yk be solutions of the homogeneous nth-order differential equation (6) on an
interval I. Then the linear combination

y  c1 y1(x)  c2 y2(x)  . . .  ck yk(x),

where the ci, i  1, 2, . . . , k are arbitrary constants, is also a solution on the interval.

Corollaries to Theorem 3.1.2

(a) A constant multiple y  c 1y 1(x) of a solution y1(x) of a homogeneous linear
differential equation is also a solution.
(b) A homogeneous linear differential equation always possesses the trivial solution y  0.

EXAMPLE 4 Superposition—Homogeneous DE
The functions y1  x2 and y2  x2 ln x are both solutions of the homogeneous linear equation
x3y  2xy  4y  0 on the interval (0, q). By the superposition principle, the linear
combination

y  c1x2  c2x2 ln x

is also a solution of the equation on the interval.

Definition 3.1.1 Linear Dependence/Independence

A set of functions f1(x), f2(x), . . ., fn(x) is said to be linearly dependent on an interval I if there
exist constants c1, c2, . . ., cn, not all zero, such that

c1 f1(x)  c2 f2(x)  . . .  cn fn(x)  0

for every x in the interval. If the set of functions is not linearly dependent on the interval, it is
said to be linearly independent.

In other words, a set of functions is linearly independent on an interval if the only constants
for which

c1 f1(x)  c2 f2(x)  . . .  cn fn(x)  0

for every x in the interval are c1  c2  . . .  cn  0.

If two functions are linearly dependent, then one is simply a constant multiple of the other.
Conversely, if f1(x)  c2 f2(x) for some constant c2, then (1) f1(x)  c2 f2(x)  0 for every x on
some interval. Hence the functions are linearly dependent, since at least one of the constants
(namely, c1  1) is not zero. We conclude that:

Two functions are linearly independent when neither is a constant multiple of the other
on an interval.
For example, the functions f1(x)  sin 2x and f2(x)  sin x cos x are linearly dependent on
(q, q) because f1(x) is a constant multiple of f2(x). Recall from the double angle formula for
the sine that sin 2x  2 sin x cos x.

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EXAMPLE 5 Linearly Dependent Functions

The functions f1(x)  cos2 x, f2(x)  sin2 x, f3(x)  sec2 x, f4(x)  tan2 x are linearly dependent
on the interval (p/2, p/2) since

c1 cos2 x  c2 sin2 x  c3 sec2 x  c4 tan2 x  0,

when c1  c2  1, c3  1, c4  1. We used here cos2 x  sin2 x  1 and 1  tan2 x  sec2 x

for every number x in the interval.

A set of n functions f1(x), f2(x), . . ., fn(x) is linearly dependent on an interval I if at least one
of the functions can be expressed as a linear combination of the remaining functions. For example,
three functions f1(x), f2(x), and f3(x) are linearly dependent on I if at least one of these functions
is a linear combination of the other two, say,

f3(x)  c1 f1(x)  c2 f2(x)

for all x in I. A set of n functions is linearly independent on I if no one function is a linear com-
bination of the other functions.

EXAMPLE 6 Linearly Dependent Functions

The functions f1(x)  !x  5, f2(x)  !x  5x, f3(x)  x 1, f4(x)  x 2 are linearly dependent
on the interval (0, q) since f2 can be written as a linear combination of f1, f3, and f4. Observe that

f2(x)  1 f1(x)  5 f3(x)  0 f4(x)

for every x in the interval (0, q).

Definition 3.1.2 Wronskian

Suppose each of the functions f1(x), f2(x), . . ., fn(x) possesses at least n 1 derivatives. The
determinant
f1 f2 ... fn
f19 f29 ... fn9
W( f 1, f2, . . . , f n)  4 4,
( ( (
f1(n 2 1) f2(n 2 1) ... fn(n 2 1)

where the primes denote derivatives, is called the Wronskian of the functions.

Theorem 3.1.3 Criterion for Linearly Independent Solutions

Let y1, y2, . . ., yn be n solutions of the homogeneous linear nth-order differential equation (6)
on an interval I. Then the set of solutions is linearly independent on I if and only if
W(y1, y2, . . ., yn)  0 for every x in the interval.

Definition 3.1.3 Fundamental Set of Solutions

Any set y1, y2, . . ., yn of n linearly independent solutions of the homogeneous linear nth-order
differential equation (6) on an interval I is said to be a fundamental set of solutions on the
interval.

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Theorem 3.1.5 General Solution—Homogeneous Equations

Let y1, y2, . . ., yn be a fundamental set of solutions of the homogeneous linear nth-order differ-
ential equation (6) on an interval I. Then the general solution of the equation on the interval is
y  c1 y1(x)  c2 y2(x)  . . .  cn yn(x),
where ci, i  1, 2, . . ., n are arbitrary constants.

EXAMPLE 7 General Solution of a Homogeneous DE

The functions y1  e3x and y2  e3x are both solutions of the homogeneous linear equation
y  9y  0 on the interval (q, q). The solutions are linearly independent because the
Wronskian
e 3x e 3x
W(e 3x, e 3x)  2 2  6 2 0
3e 3x 3e 3x
for every x. We conclude that y1 and y2 form a fundamental set of solutions,
y  c1e3x  c2e3x is the general solution of the equation on the interval.

EXAMPLE 9 General Solution of a Homogeneous DE

The functions y1  ex, y2  e2x, and y3  e3x satisfy the third-order equation
y  6y  11y  6y  0. Since
ex e 2x e 3x
2x 3x
W(e , e , e )  3 e x
x
2e 2x 3e 3x 3  2e 6x 2 0
ex 4e 2x 9e 3x
for every real value of x, the functions y1, y2, and y3 form a fundamental set of solutions on
(q, q). We conclude that y  c1ex  c2e2x  c3e3x is the general solution of the differential
equation on the interval.

Theorem 3.1.6 General Solution—Nonhomogeneous Equations

Let yp be any particular solution of the nonhomogeneous linear nth-order differential equation (7)
on an interval I, and let y1, y2, . . ., yn be a fundamental set of solutions of the associated ho-
mogeneous differential equation (6) on I. Then the general solution of the equation on the
interval is
y  c1 y1(x)  c2 y2(x)  . . .  cn yn(x)  yp (x),
where the ci, i  1, 2, . . ., n are arbitrary constants.

Complementary Function We see in Theorem 3.1.6 that the general solution of a

nonhomogeneous linear equation consists of the sum of two functions:

y  c1 y1(x)  c2 y2(x)  . . .  cn yn(x)  yp(x)  yc(x)  yp(x).

The linear combination yc(x)  c1 y1(x)  c2 y2(x)  . . .  cn yn(x), which is the general solution
of (6), is called the complementary function for equation (7). In other words, to solve a nonho-
mogeneous linear differential equation we first solve the associated homogeneous equation and
then find any particular solution of the nonhomogeneous equation. The general solution of the
nonhomogeneous equation is then

y  complementary function  any particular solution.

= yc + yp.
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3.1 Exercises Answers to selected odd-numbered problems

3.1.1 Initial-Value and Boundary-Value Problems In Problems 23–30, verify that the given functions form a
In Problems 1– 4, the given family of functions is the general fundamental set of solutions of the differential equation on
solution of the differential equation on the indicated interval. the indicated interval. Form the general solution.
Find a member of the family that is a solution of the initial-value 23. y  y  12y  0; e3x, e4x, (q, q)
problem. 24. y  4y  0; cosh 2x, sinh 2x, (q, q)
x
1. y  c1e  c2e , (q, q); y  y  0, y(0)  0, y(0)  1
x
25. y  2y  5y  0; e x cos 2x, e x sin 2x, (q, q)
4x
2. y  c1e  c2e , (q, q); y  3y  4y  0, y(0)  1,
x
26. 4y  4y  y  0; e x/2, xe x/2, (q, q)
y(0)  2
27. x2y  6xy  12y  0; x3, x4, (0, q)
3. y  c1x  c2x ln x, (0, q); x2y  xy  y  0, y(1)  3,
y(1)  1 28. x2y  xy  y  0; cos(ln x), sin(ln x), (0, q)
4. y  c 1  c 2 cos x  c 3 sin x, (q, q); y  y  0, 29. x3y  6x2y  4xy  4y  0; x, x2, x2 ln x, (0, q)
y(p)  0, y(p)  2, y(p)  1 30. y(4)  y  0; 1, x, cos x, sin x, (q, q)

11.(a) Use the family in Problem 1 to find a solution of

y  y  0 that satisfies the boundary conditions
y(0)  0, y(1)  1.
(b) The DE in part (a) has the alternative general solution
y  c3 cosh x  c4 sinh x on (q, q). Use this family to
find a solution that satisfies the boundary conditions in
part (a).
(c) Show that the solutions in parts (a) and (b) are equivalent.
In Problems 13 and 14, the given two-parameter family is a
solution of the indicated differential equation on the interval
(q, q). Determine whether a member of the family can be
found that satisfies the boundary conditions.
3.1.3 Nonhomogeneous Equations
In Problems 31–34, verify that the given two-parameter family
of functions is the general solution of the nonhomogeneous
differential equation on the indicated interval.
31. y  7y  10y  24e x ;
y  c1e2x  c2e5x  6e x, (q, q)
32. y  y  sec x;
y  c1 cos x  c2 sin x  x sin x  (cos x) ln(cos x), (p/2, p/2)
33. y  4y  4y  2e2x  4x  12;
y  c1e2x  c2xe2x  x2 e2x  x  2, (q, q)
40. Is the set of functions f1(x)  e x2, f2(x)  e x3 linearly
dependent or linearly independent on the interval
(q, q)?Discuss.

13. y  c1ex cos x  c2ex sin x; y  2y  2y  3.1 ANSWERS

0 (a) y(0)  1, y(p)  0 (b) y(0)  1, y(p)  1
1. y  12 ex  12 ex 3. y  3x  4x ln x
(c) y(0)  1, y 1p/22  1 (d) y(0)  0, y(p)  0
e sinh x
14. y  c1x2  c2x4  3; x2y  5xy  8y  24 11. (a) y  (e x 2 ex) (b) y 
e2 2 1 sinh 1
(a) y(1)  0, y(1)  4 (b) y(0)  1, y(1)  2 13. (a) y  ex cos x  ex sin x
(c) y(0)  3, y(1)  0 (d) y(1)  3, y(2)  15 (b) no solution
(c) y  ex cos x  ep/2 ex sin x
3.1.2 Homogeneous Equations (d) y  c2ex sin x, where c2 is arbitrary
In Problems 15–22, determine whether the given set of 15. dependent 17. dependent
functions is linearly dependent or linearly independent on 19. dependent 21. independent
the interval (q, q). 23. The functions satisfy the DE and are linearly inde-
15. f1(x)  x, f2(x)  x2, f3(x)  4x 3x2 pendent on the interval since W(e3x, e4x)  7ex 0;
16. f1(x)  0, f2(x)  x, f3(x)  ex y  c1e3x  c2e4x.
25. The functions satisfy the DE and are linearly inde-
17. f1(x)  5, f2(x)  cos2 x, f3(x)  sin2 x
pendent on the interval since W(ex cos 2x, ex sin 2x) 
18. f1(x)  cos 2x, f2(x)  1, f3(x)  cos2 x 2e2x 0; y  c1ex cos 2x  c2ex sin 2x.
19. f1(x)  x, f2(x)  x 1, f3(x)  x  3 27. The functions satisfy the DE and are linearly inde-
20. f1(x)  2  x, f2(x)  2  | x | pendent on the interval since W(x3, x4)  x6 0;
y  c1x3  c2x4.
21. f1(x)  1  x, f2(x)  x, f3(x)  x2
29. The functions satisfy the DE and are linearly inde-
22. f1(x)  ex, f2(x)  ex, f3(x)  sinh x
pendent on the interval since W(x, x2, x2 ln x) 
9x6 0; y  c1x  c2x2  c3x2 ln x.
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3.2 Reduction of Order

R
INTRODUCTION In the preceding section we saw that the general solution of a
homogeneous linear second-order differential equation

a2(x)y0 1 a1(x)y9 1 a0 (x)y 5 0 (1)

was a linear combination y  c1y1  c2 y2, where y1 and y2 are solutions that constitute a linearly
independent set on some interval I.
Reduction of Order Suppose y1(x) denotes a known solution of equation (1). We seek
a second solution y2(x) of (1) so that y1 and y2 are linearly independent on some interval I.
Recall that if y1 and y2 are linearly independent, then their ratio y2/y1 is nonconstant on I.

REDUCTION OF ORDER Suppose that y1 denotes a nontrivial solution of (1) and that y1
is defined on an interval I. We seek a second solution y2 so that the set consisting of y1 and y2
is linearly independent on I. Recall from Section 3.1 that if y1 and y2 are linearly independent,
then their quotient y2yy1 is nonconstant that is, y2(x)yy1(x) = u(x) or y2(x) = u(x)y1(x). The
—that
function u(x) can be found by substituting y2(x) = u(x)y1(x) into the given differential
equation. This method is called reduction of order because we must solve a linear first-
order differential equation to find u.

General Case Suppose we divide by a2(x) in order to put equation (1) in the standard form
y  P(x)y  Q(x)y  0, (3)

where P(x) and Q(x) are continuous on some interval I. Let us suppose further that y1(x)
is a known solution of (3) on I and that y1(x)  0 for every x in the interval. If we define
y  u(x)y1(x), it follows that
y  uy1  y1u, y  uy1  2y1u  y1u
y  Py  Qy  u[ y1  Py1  Qy1]  y1u  (2y1  Py1)u  0.

zero

This implies that we must have

y1u  (2y1  Py1)u  0 or y1w  (2y1  Py1)w  0, (4)
where we have let w  u. Observe that the last equation in (4) is both linear and separable.
Separating variables and integrating, we obtain
dw y19
2 dx  P dx  0
w y1

#
ln Zwy 21 Z   P dx  c or wy 21  c1e ePdx.

We solve the last equation for w, use w  u, and integrate again:
e ePdx
u  c1 # y 21
dx  c2.

By choosing c1 ⫽ 1 and c2 ⫽ 0, we find from y ⫽ u(x)y1(x) that a second solution of equation (3) is

e ⫺eP(x) dx
y2 ⫽ y1(x) # y 21(x)
dx. (5)

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EXAMPLE 1 A Second Solution

The function y1 ⫽ x2 is a solution of x2y⬙ ⫺ 3xy⬘ ⫹ 4y ⫽ 0. Find the general solution on the
interval (0, q).

SOLUTION From the standard form of the equation

3 4
y0 2 y9 ⫹ 2 y ⫽ 0,
x x

e 3edx/x
we find from (5) y2 ⫽ x 2 # x4
dx
3
d e 3edx/x ⫽ e ln x ⫽ x 3

dx
⫽ x2 #x ⫽ x 2 ln x.

The general solution on the interval (0, q) is given by y ⫽ c1y1 ⫹ c2y2; that is,
y ⫽ c1x2 ⫹ c2x2 ln x.

EXAMPLE 2 A Second Solution

The function y1 ⫽ cosh x is a solution of y⬙ ⫺ y ⫽ 0. Find the general solution .

SOLUTION From the standard form of the equation

𝑒𝑒 0
𝑦𝑦2 = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝑥𝑥 � 𝑑𝑑𝑥𝑥 = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝑥𝑥 � sech2 𝑥𝑥 𝑑𝑑𝑥𝑥
cosh2 𝑥𝑥

= 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝑥𝑥 . 𝑡𝑡𝑡𝑡𝑡𝑡𝑐𝑐ℎ𝑥𝑥 = 𝑐𝑐𝑠𝑠𝑡𝑡ℎ𝑥𝑥

𝑦𝑦2 = 𝑐𝑐𝑠𝑠𝑡𝑡ℎ𝑥𝑥

The general solution is given by y ⫽ c1y1 ⫹ c2y2; that is, 𝑦𝑦 = 𝑐𝑐1 𝑐𝑐𝑐𝑐𝑐𝑐ℎ𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑠𝑠𝑡𝑡ℎ𝑥𝑥

EXAMPLE 3 A Second Solution

The function y1 ⫽ xsin(lnx) is a solution of x2y⬙ ⫺ xy⬘ ⫹ 2y ⫽ 0. Find the general solution
on the interval (0, q).

SOLUTION From the standard form of the equation

1 2
y0 2 y9 ⫹ 2 y ⫽ 0,
x x

𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙 1
𝑦𝑦2 = 𝑥𝑥𝑐𝑐𝑠𝑠𝑡𝑡(𝑙𝑙𝑡𝑡𝑥𝑥) � 2 2
𝑑𝑑𝑥𝑥 = 𝑥𝑥𝑐𝑐𝑠𝑠𝑡𝑡(𝑙𝑙𝑡𝑡𝑥𝑥) � 2
𝑑𝑑𝑥𝑥
𝑥𝑥 sin (𝑙𝑙𝑡𝑡𝑥𝑥) 𝑥𝑥 sin (𝑙𝑙𝑡𝑡𝑥𝑥)

= 𝑥𝑥𝑐𝑐𝑠𝑠𝑡𝑡(𝑙𝑙𝑡𝑡𝑥𝑥)(− cot(𝑙𝑙𝑡𝑡𝑥𝑥)) = −𝑥𝑥𝑐𝑐𝑐𝑐𝑐𝑐(𝑙𝑙𝑡𝑡𝑥𝑥)

𝑦𝑦2 = 𝑥𝑥𝑐𝑐𝑐𝑐𝑐𝑐(𝑙𝑙𝑡𝑡𝑥𝑥)

The general solution is given by y ⫽ c1y1 ⫹ c2y2; that is, 𝑦𝑦 = 𝑐𝑐1 𝑥𝑥𝑐𝑐𝑠𝑠𝑡𝑡(𝑙𝑙𝑡𝑡𝑥𝑥) + 𝑐𝑐2 𝑥𝑥𝑐𝑐𝑐𝑐𝑐𝑐(𝑙𝑙𝑡𝑡𝑥𝑥)

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3.2 Exercises Answers to selected odd-numbered

In Problems 1⫺16, the indicated function y1(x) is a solution 6. y⬙ ⫺ 25y ⫽ 0; y1 ⫽ e5x
of the given equation. Use reduction of order or formula (5), 7. 9y⬙ ⫺ 12y⬘ ⫹ 4y ⫽ 0; y1 ⫽ e2x/3
as instructed, to find a second solution y2(x). 8. 6y⬙ ⫹ y⬘ ⫺ y ⫽ 0; y1 ⫽ e x/3
1. y⬙ ⫺ 4y⬘ ⫹ 4y ⫽ 0; y1 ⫽ e2x 9. x2y⬙ ⫺ 7xy⬘ ⫹ 16y ⫽ 0; y 1 ⫽ x4
2. y⬙ ⫹ 2y⬘ ⫹ y ⫽ 0; y1 ⫽ xe⫺x 10. x2y⬙ ⫹ 2xy⬘ ⫺ 6y ⫽ 0; y 1 ⫽ x2
3. y⬙ ⫹ 16y ⫽ 0; y1 ⫽ cos 4x 11. xy⬙ ⫹ y⬘ ⫽ 0; y1 ⫽ ln x
4. y⬙ ⫹ 9y ⫽ 0; y1 ⫽ sin 3x 12. 4x2y⬙ ⫹ y ⫽ 0; y1 ⫽ x1/2 ln x
5. y⬙ ⫺ y ⫽ 0; y1 ⫽ cosh x 13. x2y⬙ ⫺ xy⬘ ⫹ 2y ⫽ 0; y1 ⫽ x sin(ln x)

3.2 ANSWERS

1. y2  xe2x 3. y2  sin 4x
5. y2  sinh x 7. y2  xe2x/3
9. y2  x4 ln | x | 11. y2  1
13. y2  x cos (ln x)

3.3 Homogeneous Linear Equations with Constant Coefficients

INTRODUCTION We have seen that the linear first-order DE y  ay  0, where a is a

constant, possesses the exponential solution y  c1eax on the interval (q, q). Therefore, it is
natural to ask whether exponential solutions exist for homogeneous linear higher-order DEs
an y(n)  an1 y(n1)  . . .  a1 y  a0 y  0, (1)

Auxiliary Equation We begin by considering the special case of a second-order equation

y  by  cy  0. (2)
mx mx 2 mx
If we try a solution of the form y  e , then after substituting y  me and y  m e equa-
tion (2) becomes
m2emx  bmemx  cemx  0 or emx(m2  bm  c)  0.
Since emx is never zero for real values of x, it is apparent that the only way that this exponential
function can satisfy the differential equation (2) is to choose m as a root of the quadratic equation
m2  bm  c  0. (3)
This last equation is called the auxiliary equation or characteristic equatin of the differential
equation (2). here will be three forms of the general solution of (1) corresponding to the three
cases:

• m1 and m2 are real and distinct (b2  4ac 0),

• m1 and m2 are real and equal (b2  4ac  0), and
• m1 and m2 are conjugate complex numbers (b2  4ac 0).

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NOTE : the roots at the auxiliary poly determine the solution at the differential equation.
General solution for second-order equations , the auxiliary equation can be factored into
(𝑚𝑚 − 𝑚𝑚1 )(𝑚𝑚 − 𝑚𝑚2 ) = 0
Case I : Distinct Real Roots
If m1 and m2 are distinct real roots then two linearly independent solutions are y1  em1x
and y2  em2x, and the general solution is

y  c1 e m1x  c2 e m2x . (4)

Case II : RepeatedReal Roots When m1  m2

then y1  em1x, y2  xe m1x. and the general solution is

y  c1 e m1x  c2xe m1x . (6)

𝑒𝑒 − ∫ 𝑏𝑏𝑑𝑑𝑑𝑑 𝑒𝑒 −𝑏𝑏𝑑𝑑
Note :: 𝑦𝑦1 = 𝑒𝑒 𝑚𝑚1 𝑎𝑎 and 𝑦𝑦2 = 𝑒𝑒 𝑚𝑚1 𝑎𝑎 ∫ 𝑒𝑒 2(𝑚𝑚1 𝑑𝑑) 𝑑𝑑𝑥𝑥 = 𝑒𝑒 𝑚𝑚1 𝑎𝑎 ∫ 𝑒𝑒 2(𝑚𝑚1 𝑑𝑑) 𝑑𝑑𝑥𝑥 where 𝑏𝑏 = −2𝑚𝑚1

Case III : Conjugate Complex Roots If m1 and m2 are complex, then we can write

m1  a  ib and m2  a  ib, where a and b 0 are real and i2  1. the general
solution in complex is
y  C1e(aib)x  C2e(aib)x.
Tow linearly independent solutions are eax cos bx , eax sin bx

and the general solution is coef y

y  c1eax cos bx  c2eax sin bx  eax (c1 cos bx  c2 sin bx). (7)

Note

Euler’s formula: eiu  cos u  i sin u, where u is any real number.

eibx  cos bx  i sin bx and eibx  cos bx – i sin bx,

If the auxiliary equation m2  k2  0 for y  k2y  0 has distinct real roots m1  k and m2  k
and the general solution of the DE is

y  c1ekx  c2ekx. (10)

Notice that if we choose c1  c2  12 and c1  12 , c2   12 in (10), we get the particular solutions

y  12 (ekx  ekx)  cosh kx and y  12 (ekx  ekx)  sinh kx. Since cosh kx and sinh kx are
linearly independent on any interval of the x-axis, an alternative form for the general solution
of y  k2y  0 is

y  c1 cosh kx  c2 sinh kx. (11)

See Problems 41, 42, and 62 in Exercises 3.3.

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EXAMPLE 1

Solve the following differential equations.

(a) 2y  5y  3y  0 (b) y  10y  25y  0 (c) y  4y  7y  0
SOLUTION We give the auxiliary equations, the roots, and the corresponding general solutions.
(a) 2m2  5m  3  (2m  1)(m  3), m1  12 , m2  3. From (4),

y  c1ex/ 2  c2e3x.

(b) m2  10m  25  (m  5)2, m1  m2  5. From (6),

y  c1e5x  c2xe5x.

(c) m2  4m  7  0, m1  2  !3i, m2  2  !3i. From (8) with a  2,

b  !3, we have

y  e2x (c1 cos !3x  c2 sin!3x).

EXAMPLE 2 An Initial-Value Problem

Solve the initial-value problem 4y  4y  17y  0, y(0)  1, y(0)  2.
SOLUTION By the quadratic formula we find that the roots of the auxiliary equation 4m2  4m 
17  0 are m1  12  2i and m2  12  2i. Thus from (7) we have y  ex/2(c1 cos 2x 
c2 sin 2x). Applying the condition y(0)  1, we see from e0(c1 cos 0  c2 sin 0)  1
that c1  1. Differentiating y  ex/2(cos 2x  c2 sin 2x) and then using y(0)  2 gives
2c2  12  2 or c2  34 . Hence the solution of the IVP is y  ex/2(cos 2x  34 sin 2x).

EXAMPLE 3
Solve the following differential equations.

1) 𝑦𝑦 ՝՝ + 3𝑦𝑦 ՝ − 5𝑦𝑦 = 0
Auxiliary equation 𝑚𝑚2 + 3𝑚𝑚 − 5 = 0
−3+√29 −3−√29
𝑚𝑚1 = 2
, 𝑚𝑚2 = 2
−3+√29 −3−√29
∴ 𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 𝑚𝑚1 𝑎𝑎 + 𝑐𝑐2 𝑒𝑒 𝑚𝑚2 𝑎𝑎 = 𝑐𝑐1 𝑒𝑒 ( 2
)
+ 𝑐𝑐2 𝑒𝑒 ( 2
)

2) 𝑦𝑦 ՝՝ − 4𝑦𝑦 ՝ + 5𝑦𝑦 = 0
Auxiliary equation 𝑚𝑚2 − 4𝑚𝑚 + 5 = 0
4 ∓√−4
𝑚𝑚 = → 𝑚𝑚1 = 2 + 𝑖𝑖 , 𝑚𝑚2 = 2 − 𝑖𝑖
2
∴ 𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 2𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐𝑥𝑥 + 𝑐𝑐2 𝑒𝑒 2𝑎𝑎 𝑐𝑐𝑖𝑖𝑠𝑠𝑥𝑥
3) 𝑦𝑦 ՝՝ − 6𝑦𝑦 ՝ + 9𝑦𝑦 = 0
Auxiliary equation 𝑚𝑚2 − 6𝑚𝑚 + 9 = 0
→ 𝑚𝑚1 = 𝑚𝑚2 = 3
∴ 𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 3𝑎𝑎 + 𝑐𝑐2 𝑥𝑥𝑒𝑒 3𝑎𝑎
FARHAN ANTARI
➤ Higher order equations : 12

In general to solve an 𝑠𝑠 𝑡𝑡 ℎ -order differential equation

r solutions of (2). Moreover, these solutions form a fundamental
𝑎𝑎𝑛𝑛 𝑦𝑦 (𝑛𝑛) + 𝑎𝑎𝑛𝑛−1 𝑦𝑦 (𝑛𝑛−1) +. . . 𝑎𝑎2 𝑦𝑦՝՝ + 𝑎𝑎1 𝑦𝑦́ + 𝑎𝑎0 𝑦𝑦 = 0
where 𝑎𝑎𝑖𝑖 (𝑖𝑖 = 0,1, . . . , 𝑠𝑠) Are real constants , we must solve an 𝑠𝑠𝑡𝑡ℎ -degree poly equation
𝑎𝑎𝑛𝑛 𝑚𝑚𝑛𝑛 + 𝑎𝑎𝑛𝑛−1 𝑚𝑚𝑛𝑛−1 +. . . +𝑎𝑎1 𝑚𝑚 + 𝑎𝑎0 = 0

(Ⅰ): if all the roots are real and distinct , then the general solution is
𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 𝑚𝑚1 𝑎𝑎 + 𝑐𝑐2 𝑒𝑒 𝑚𝑚2 𝑎𝑎 +. . . +𝑐𝑐𝑛𝑛 𝑒𝑒 𝑚𝑚𝑛𝑛𝑎𝑎 ….. (⋆)

(Ⅱ): if all roots are distinct , but some are complex then the solution is again given by ⋆ , as in
the second-order equations those terms involving complex exponential can be
combined to yield terms involving sin and cos

(Ⅲ): if 𝑚𝑚1 is a root of multiplicity 𝑝𝑝 [(𝑚𝑚 − 𝑚𝑚1 )𝑝𝑝 is a factor of the characteristic equation] then
there will be 𝑝𝑝 linearly independent solutions associated with 𝑚𝑚1 given by
𝑒𝑒 𝑚𝑚1 𝑎𝑎 , 𝑥𝑥𝑒𝑒 𝑚𝑚1 𝑎𝑎 , 𝑥𝑥 2 𝑒𝑒 𝑚𝑚1 𝑎𝑎 . . . , 𝑥𝑥 𝑝𝑝−1 𝑒𝑒 𝑚𝑚1 𝑎𝑎
and the general solution must contain the linear combination
𝑐𝑐1 𝑒𝑒 𝑚𝑚1 𝑎𝑎 + 𝑐𝑐2 𝑥𝑥𝑒𝑒 𝑚𝑚1 𝑎𝑎 +. . . +𝑐𝑐𝑝𝑝 𝑥𝑥 𝑝𝑝−1 𝑒𝑒 𝑚𝑚1 𝑎𝑎

EXAMPLE 4
Solve the following differential equations.

1) solve 𝑦𝑦՝՝՝ − 6𝑦𝑦՝՝ + 2𝑦𝑦՝ + 36𝑦𝑦 = 0

Auxiliary equation 𝑚𝑚3 − 6𝑚𝑚2 + 2𝑚𝑚 + 36 = 0
→ (𝑚𝑚 + 2)(𝑚𝑚2 − 8𝑚𝑚 + 18) = 0
𝑚𝑚1 = −2 , 𝑚𝑚2 = 4 + √2𝑖𝑖 , 𝑚𝑚3 = 4 − √2𝑖𝑖
The general solution is
𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 −2𝑎𝑎 + 𝑐𝑐2 𝑒𝑒 4𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐√2𝑥𝑥 + 𝑐𝑐3 𝑒𝑒 4𝑎𝑎 𝑐𝑐𝑖𝑖𝑠𝑠√2𝑥𝑥

2) 𝑦𝑦 (5) − 16𝑦𝑦՝ = 0
Auxiliary equation 𝑚𝑚5 − 16𝑚𝑚 = 0
→ 𝑚𝑚(𝑚𝑚1 − 2)(𝑚𝑚2 + 2)(𝑚𝑚3 2 + 4) = 0
→ 𝑚𝑚 = 0, 𝑚𝑚1 = 2, 𝑚𝑚2 = −2, 𝑚𝑚3 = 2𝑖𝑖, 𝑚𝑚4 = −2𝑖𝑖
The general solution is
𝑦𝑦 = 𝑐𝑐1 + 𝑐𝑐2 𝑒𝑒 2𝑎𝑎 + 𝑐𝑐3 𝑒𝑒 −2𝑎𝑎 + 𝑐𝑐4 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 + 𝑐𝑐5 𝑐𝑐𝑖𝑖𝑠𝑠2𝑥𝑥

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3) y(5) − 2 y(4) + 17y (3) = 0

Auxiliary equation 𝑚𝑚5− 2𝑚𝑚4 + 17𝑚𝑚3 = 0
𝑚𝑚1 = 𝑚𝑚2 = 𝑚𝑚3 = 0, 𝑚𝑚 4 = 1 + 4𝑖𝑖 , 𝑚𝑚 5 = 1 − 4𝑖𝑖
The general equation is
𝑦𝑦 = 𝑐𝑐1 + 𝑐𝑐2 𝑥𝑥 + 𝑐𝑐3 𝑥𝑥 2 + 𝑐𝑐4 𝑒𝑒 𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐4𝑥𝑥 + 𝑐𝑐5 𝑒𝑒 𝑎𝑎 𝑐𝑐𝑖𝑖𝑠𝑠4𝑥𝑥

4) 𝑦𝑦՝՝ + 𝑦𝑦՝ + 2𝑦𝑦 = 0 , 𝑦𝑦(0) = 𝑦𝑦՝(0) = 0

2
Auxiliary equation 𝑚𝑚 + 𝑚𝑚 + 2 = 0
→ 𝑚𝑚1 = 1 , 𝑚𝑚2 = −2
The general solution is
𝑦𝑦 = 𝑐𝑐1 𝑒𝑒 𝑎𝑎 + 𝑐𝑐2 𝑒𝑒 −2𝑎𝑎 , 𝑦𝑦՝ = 𝑐𝑐1 𝑒𝑒 𝑎𝑎 − 2𝑐𝑐2 𝑒𝑒 −2𝑎𝑎
𝑦𝑦(0) = 𝑐𝑐1 + 𝑐𝑐2 = 0
𝑦𝑦՝(0) = 𝑐𝑐1 − 2𝑐𝑐2 = 0
→ 𝑐𝑐1 = 𝑐𝑐2 = 0 ∴ 𝑦𝑦 = 0

5) solve the given diff. Equation subject to the indicated boundary conditions
𝜋𝜋
𝑦𝑦՝՝ + 𝑦𝑦 = 0 , 𝑦𝑦՝(0) = 0, 𝑦𝑦՝( ) = 2
2
Auxiliary equation 𝑚𝑚2 + 1 = 0 → 𝑚𝑚 = ∓𝑖𝑖
The general equation 𝑦𝑦 = 𝑐𝑐1 𝑐𝑐𝑐𝑐𝑐𝑐𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑖𝑖𝑠𝑠𝑐𝑐𝑥𝑥
𝑦𝑦՝ = −𝑐𝑐1 𝑐𝑐𝑖𝑖𝑠𝑠𝑥𝑥 + 𝑐𝑐2 𝑐𝑐𝑐𝑐𝑐𝑐𝑥𝑥
𝜋𝜋
𝑦𝑦՝(0) = 𝑐𝑐2 = 0, 𝑦𝑦՝( 2 ) = −𝑐𝑐1 = 2
∴ 𝑦𝑦 = −2𝑐𝑐𝑐𝑐𝑐𝑐𝑥𝑥

EXAMPLE 5 Third-Order DE
Solve y- + 3y0 − 4y = 0.

SOLUT ION The auxiliary equation m3 + 3m2 − 4 = 0 that one root is m1 = 1, so

m − 1 is a factor of m3 + 3m2 − 4. By division we find

m3 1 3m2 2 4 5 (m 2 1)(m2 1 4m 1 4) 5 (m 2 1)(m 1 2)2 ,

so the other roots are m 2 = m 3 = −2. Thus the general solution of the DE is
y = c1e x + c2 e−2x + c3 xe−2x. .

EXAMPLE 6 Fourth-Order DE
d 4y d 2y
Solve 4
1 2 2 1 y 5 0.
d
dx d
dx
c s
SOLUT ION The auxiliary equation m + 2m + 1 = (m2 + 1)2 = 0 has roots
2 4

m1 = m3 = i and m2 = m4 = − i. Thus the general solution of the DE is

2 4

y 5 c1 cos x 1 c2 sin x 1 c3x cos x 1 4c4 x sin x. .

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3.3 Exercises Answers to selected odd-numbered problems .

In Problems 1–14, find the general solution of the given In Problems 41 and 42, solve the given problem first using the
second-order differential equation. form of the general solution given in (10). Solve again, this time
1. 4y⬙ ⫹ y⬘ ⫽ 0 2. y⬙ ⫺ 36y ⫽ 0 using the form given in (11).
3. y⬙ ⫺ y⬘ ⫺ 6y ⫽ 0 4. y⬙ ⫺ 3y⬘ ⫹ 2y ⫽ 0 41. y  3y  0, y(0)  1, y(0)  5
5. y⬙ ⫹ 8y⬘ ⫹ 16y ⫽ 0 6. y⬙ ⫺ 10y⬘ ⫹ 25y ⫽ 0 42. y  y  0, y(0)  1, y(1)  0
7. 12y⬙ ⫺ 5y⬘ ⫺ 2y ⫽ 0 8. y⬙ ⫹ 4y⬘ ⫺ y ⫽ 0 In Problems 49–58, find a homogeneous linear differential equa-
9. y⬙ ⫹ 9y ⫽ 0 10. 3y⬙ ⫹ y ⫽ 0 tion with constant coefficients whose general solution is given.
11. y⬙ ⫺ 4y⬘ ⫹ 5y ⫽ 0 12. 2y⬙ ⫹ 2y⬘ ⫹ y ⫽ 0
49. y  c1e x  c2e 6x
13. 3y⬙ ⫹ 2y⬘ ⫹ y ⫽ 0 14. 2y⬙ ⫺ 3y⬘ ⫹ 4y ⫽ 0
50. y  c1e 5x  c2e 4x
In Problems 15–28, find the general solution of the given
51. y  c1  c2e 3x
higher-order differential equation.
15. y⵮ ⫺ 4y⬙ ⫺ 5y⬘ ⫽ 0 52. y  c1e 10x  c2xe 10x

16. y⵮ ⫺ y ⫽ 0 53. y  c1 cos 8x  c2 sin 8x

17. y⵮ ⫺ 5y⬙ ⫹ 3y⬘ ⫹ 9y ⫽ 0 54. y  c1 cosh 12x  c2 sinh 12 x

18. y⵮ ⫹ 3y⬙ ⫺ 4y⬘ ⫺ 12y ⫽ 0 55. y  c1 e x cos x  c2 e x sin x
d 3u d 2u 56. y  c1  c2 e 2x cos 5x  c3e 2x sin 5x
19. 3
⫹ 2 2 2u ⫽ 0
dt dt 57. y  c1  c2x  c3e 7x
3 2
d x d x 58. y  c1 cos x  c2 sin x  c3 cos 3x  c4 sin 3x
20. 3
2 2 2 4x ⫽ 0
dt dt
21. y⵮ ⫹ 3y⬙ ⫹ 3y⬘ ⫹ y ⫽ 0
22. y⵮ ⫺ 6y⬙ ⫹ 12y⬘ ⫺ 8y ⫽ 0 3.3 ANSWERS
(4)
23. y ⫹ y⵮ ⫹ y⬙ ⫽ 0
(4)
24. y ⫺ 2y⬙ ⫹ y ⫽ 0 1. y  c1  c2ex/4 3. y  c1e3x  c2e2x
d 4y d 2y 5. y  c1e4x  c2xe4x 7. y  c1e2x/3  c2ex/4
25. 16  24  9y  0
dx 4 dx 2 9. y  c1 cos 3x  c2 sin 3x
4
d y d y 2 11. y  e2x (c1 cos x  c2 sin x)
26. 4
2 7 2 2 18y  0 13. y  e x>3(c1 cos 13 !2x  c2 sin 13 !2x)
dx dx
d 5u d 4u d 3u d 2u du 15. y  c1  c2ex  c3e5x
27. 5
 5 4 2 2 3 2 10 2   5u  0 17. y  c1ex  c2e3x  c3xe3x
dr dr dr dr dr
19. u  c1et  et (c2 cos t  c3 sin t)
In Problems 29–36, solve the given initial-value problem.
21. y  c1ex  c2xex  c3x2 ex
29. y  16y  0, y(0)  2, y(0)  2
23. y  c1  c2x  e x>2(c3 cos 12 !3x  c4 sin 12 !3x)
d 2y
30.  y  0, y (p/3)  0, y9(p/3)  2 25. y  c1 cos 12 !3x  c2 sin 12 !3x  c3x cos 12 !3x
du2
 c4x sin 12 !3x
d 2y dy
31. 2
24 2 5y  0, y(1)  0, y9(1)  2 27. u  c1er  c2rer  c3er  c4rer  c5e5r
dt dt
29. y  2 cos 4x  12 sin 4x 31. y   13 e(t  1)  13 e5(t  1)
32. 4y  4y  3y  0, y(0)  1, y(0)  5 5
33. y  0 35. y  36  365 e6x  16 xe6x
33. y  y  2y  0, y(0)  y(0)  0
37. y  e5x  xe5x 39. y  0
34. y  2y  y  0, y(0)  5, y(0)  10
5
35. y  12y  36y  0, y(0)  0, y(0)  1, y(0)  7
41. y  12 (1 2 !3 ) e
!3x
 12 (1  5
!3 ) e
!3x
;
5
36. y  2y  5y  6y  0, y(0)  y(0)  0, y(0)  1 y  cosh !3x  !3 sinh !3x
49. y0 2 7y9  6y  0 51. y0 2 3y9  0
In Problems 3740, solve the given boundary-value problem. 53. y0  64y  0 55. y0 2 2y9  2y  0
37. y  10y  25y  0, y(0)  1, y(1)  0 57. y- 2 7y0  0
38. y  4y  0, y(0)  0, y(p)  0
39. y  y  0, y(0)  0, y(p 2)  0
40. y  2y  2y  0, y(0)  1, y(p)  1 FARHAN ANTARI
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3.4 UNDETERMINED COEFFICIENTS—SUPERPOSITION

APPROACH*

INTRODUCTION To solve a nonhomogeneous linear differential equation

an y (n)  an1 y (n1)      a1 y  a0 y  g(x), (1)

we must do two things:

• find the complementary function yc and
• find any particular solution yp of the nonhomogeneous equation (1).
Then, as was discussed in Section 4.1, the general solution of (1) is y  yc  yp. The complemen-
tary function yc is the general solution of the associated homogeneous DE of (1), that is,

an y (n)  an1 y (n1)      a1 y  a 0 y  0.

Method of Undetermined Coefficient To obtaining a particular solution yp for a nonhomogeneous

linear DE . It is limited to linear DEs such as (1) where

• the coefficients ai, i  0, 1, . . . , n are constants and

• g(x) is a constant k, a polynomial function, an exponential function ea x, a sine or cosine function sin bx or
cos bx, or finite sums and products of these functions.

How to find 𝑦𝑦𝑝𝑝 ?

1. If 𝑔𝑔(𝑥𝑥) = 𝑃𝑃𝑛𝑛 (𝑥𝑥) an nth degree polynomials in 𝑥𝑥.
Assume 𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑛𝑛 𝑥𝑥 𝑛𝑛 + 𝐴𝐴𝑛𝑛−1 𝑥𝑥 𝑛𝑛−1 + ⋯ + 𝐴𝐴1 𝑥𝑥 + 𝐴𝐴0 where 𝐴𝐴0 , 𝐴𝐴1 , … , 𝐴𝐴𝑛𝑛 are constants to be
determined
2. If 𝑔𝑔(𝑥𝑥) = 𝑘𝑘𝑒𝑒 𝑎𝑎𝑎𝑎 . Assume 𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑒𝑒 𝑎𝑎𝑎𝑎 where 𝐴𝐴 is a constant to be determined
3. If 𝑔𝑔(𝑥𝑥) = 𝑘𝑘1 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 + 𝑘𝑘2 cos 𝑠𝑠𝑥𝑥. Assume 𝑦𝑦𝑝𝑝 = 𝐴𝐴𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 + 𝐵𝐵cos 𝑠𝑠𝑥𝑥. where 𝐴𝐴 𝑎𝑎𝑠𝑠𝑎𝑎 𝐵𝐵 are
constants to be determined

Generalization:

If 𝑔𝑔(𝑥𝑥) is product of terms considered in case 1 through case 3 take 𝑦𝑦𝑝𝑝 the product of the corresponding
assumed solution

EXAMPLE 1 General Solution Using Undetermined Coefficient

Solve y  4y  2y  2x2  3x  6. (2)

SOLUTION Step 1. We first solve the associated homogeneous equation

y  4y  2y  0. From the quadratic formula we find that the roots of the auxil-
iary equation m2  4m  2  0 are m1  2  16 and m2  2  16. Hence
the complementary function is

yc  c1e(216 ) x  c2 e(216 ) x.

Step 2. Now, because the function g(x) is a quadratic polynomial, let us assume a
particular solution that is also in the form of a quadratic polynomial:

yp  Ax2  Bx  C.
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Substituting yp and the derivatives

yp  2Ax  B and yp  2A
into the given differential equation (2), we get
yp  4yp  2yp  2A  8Ax  4B  2Ax 2  2Bx  2C  2x2  3x  6.

2A x2  (8A  2B) x  (2A  4B  2C )  2 x2  3 x  6

That is, 2A  2, 8A  2B  3, 2A  4B  2C  6.

Solving this system of equations leads to the values A  1, B  52, and C  9.
Thus a particular solution is
5
yp  x2  x  9.
2
Step 3. The general solution of the given equation is
5
y  yc  yp  c1e(216 ) x  c2e(216 ) x  x 2  x  9.
2

EXAMPLE 2 Particular Solution Using Undetermined Coefficient

Find a particular solution of y  y  y  2 sin 3x.

SOLUTION A natural first guess for a particular solution would be A sin 3x. But
because successive differentiations of sin 3x produce sin 3x and cos 3x, we are
prompted instead to assume a particular solution that includes both of these terms:
yp  A cos 3x  B sin 3x.
Differentiating yp and substituting the results into the differential equation gives,
after regrouping,
y p  yp  yp  (8A  3B) cos 3x  (3A  8B) sin 3x  2 sin 3x

From the resulting system of equations,

8A  3B  0, 3A  8B  2,
we get A  736 and B  16
73 . A particular solution of the equation is

6 16
yp  cos 3x  sin 3x.
73 73

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EXAMPLE 3 Forming yp by Superposition

Solve y  2y  3y  4x  5  6xe2x. (3)

SOLUTION

Step 1. First, the solution of the associated homogeneous equation y  2y  3y  0

is found to be yc  c1ex  c2e3x.

Step 2. g(x)  g1(x)  g 2(x)  polynomial  exponentials.

yp  yp1  yp2,
where yp1  Ax  B and yp2  Cxe2x  Ee2x

yp  Ax  B  Cxe2x  Ee2x

From this identity we obtain the four equations

3A  4, 2A  3B  5, 3C  6, 2C  3E  0.
The last equation in this system results from the interpretation that the coefficient of
e 2x in the right member of (4) is zero. Solving, we find A  43, B  239, C  2, and
E  43. Consequently,
U 4
yp   x 
23 4
 2xe2x  e2x.
3 9 3

Step 3. The general solution of the equation is

4 23 4 2x
y  c1ex  c2e3x 
3
x
9 冢
 2x 
3
e . 冣
Rule: If any 𝑦𝑦𝑝𝑝𝑖𝑖 contain terms that duplicate terms in 𝑦𝑦𝑐𝑐 then 𝑦𝑦𝑝𝑝𝑖𝑖 must multiplied 𝑥𝑥 𝑛𝑛 where n is the
smallest integer that eliminate that duplication.

EXAMPLE 4 A Glitch in the Method

Solve y  5y  4y  8ex.

SOLUTION

Step 1. First, the solution of the associated homogeneous equation y  5y + 4y  0

is found to be yc  c1ex  c2e4x.

Step 2. If we assume yc Aex. Observe that our assumption is already present in yc. This means that ex
is a solution of the associated homogeneous differential equation, and a constant multiple Aex when substituted
into the differential equation necessarily produces zero. yp  Axe x. (Modified)

Substituting yp  Axe x, yp  Axe x  Ae x and y p  Axe x  2Ae x into the differential equation
and simplifying gives
y p  5yp  4yp  3Ae x  8e x.
From the last equality we see that the value of A is now determined as A  83.
Therefore a particular solution of the given equation is yp  83 xe x.

y  c1ex  c2e4x 8 xe x.
3
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TABLE 3.4.1 Trial Particular Solutions

g(x) Form of y p

1. 1 (any constant) A
2. 5x  7 Ax  B
3. 3x 2  2 Ax 2  Bx  C
4. x3  x  1 Ax 3  Bx 2  Cx  E
5. sin 4x A cos 4x  B sin 4x
6. cos 4x A cos 4x  B sin 4x
7. e 5x Ae 5x
8. (9x  2)e 5x (Ax  B) e 5x
9. x 2e 5x (Ax 2  Bx  C) e 5x
10. e 3x sin 4x Ae 3x cos 4 x  Be3x sin 4x
11. 5x 2 sin 4x (Ax 2  Bx  C) cos 4x  (Ex 2  Fx  G ) sin 4x
12. xe 3x cos 4x (Ax  B) e 3x cos 4x  (Cx  E) e 3x sin 4x

EXAMPLE 5 Forms of Particular Solutions — Case I

Determine the form of a particular solution of

(a) y  8y  25y  5x 3ex  7ex (b) y  4y  x cos x
SOLUTION
(a) We can write g(x)  (5x3  7)ex. We assume a particular solution of the form
yp  (Ax3  Bx2  Cx  E)ex.
Note that there is no duplication between the terms in yp and the terms in the complementary solution
yc  e4x(c1 cos 3x  c2 sin 3x).

(b) The function g(x)  x cos x is similar to entry 11 in Table 4.4.1 except, of course, that we use a linear
rather than a quadratic polynomial and cos x and sin x instead of cos 4x and sin 4x in the form of yp:

yp  (Ax  B) cos x  (Cx  D) sin x.

Again observe that there is no duplication of terms between yp and yc  c1 cos 2x  c2 sin 2x.

Form Rule for Case I : The form of y p is a linear combination of all linearly independent functions that
are generated by repeated differentiations of g (x).

EXAMPLE 6 Forming yp by Superposition — Case I

Determine the form of a particular solution of

y  9y  14y  3x2  5 sin 2x  7xe6x.

SOLUTION

Corresponding to 3x 2 we assume yp1  Ax2  Bx  C.

Corresponding to  5 sin 2x we assume yp2  E cos 2x  F sin 2x.
Corresponding to 7xe 6x we assume yp3  (Gx  H)e6x.
The assumption for the particular solution is then

yp  yp1  yp2  yp3  Ax2  Bx  C  E cos 2x  F sin 2x  (Gx  H)e6x.

No term in this assumption duplicates a term in yc  c1e2x  c2 e7x.

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EXAMPLE 7 Particular Solution —Case II

Find a particular solution of y  2y  y  ex.

SOLUTION The complementary function is yc  c1ex  c2xe x. The assumption yp  Ae x will fail, since it is
apparent from yc that ex is a solution of the associated homogeneous equation y  2y  y  0. Moreover, we
will not be able to find a particular solution of the form yp  Axe x, since the term xe x is also duplicated in yc.
We next try

yp  Ax 2ex.

Substituting into the given differential equation yields 2Ae x  ex, so A  12. Thus a particular solution is
yp  12 x2ex.

MultiplicationRule for Case II If any ypi contains terms that duplicate terms in yc, then that ypi must be
multiplied by xn, where n is the smallest positive integer that eliminates that duplication.

EXAMPLE 8 An Initial-Value Problem

Solve y  y  4x  10 sin x

SOLUTION The solution of the associated homogeneous equation y  y  0 is yc  c1 cos x  c2 sin x.

Because g(x)  4x 10 sin x is the sum of a linear polynomial and a sine function, our normal assumption
for yp, assume yp1  Ax  B and yp2  C cos x  E sin x:

yp  Ax  B  C cos x  E sin x. (Initially)

But there is an obvious duplication of the terms cos x and sin x in this assumed form and two terms in the
complementary function. This duplication can be eliminated by
simply multiplying yp2 by x. Instead of (5) we now use
yp  Ax  B  Cx cos x  Ex sin x. (Modified)
Differentiating this expression and substituting the results into the differential equation gives
yp  yp  Ax  B  2C sin x  2E cos x  4x  10 sin x,
and so A  4, B  0, 2C  10, and 2E  0. The solutions of the system are immediate: A  4, B
 0, C  5, and E  0. Therefore yp  4x  5x cos x. The general solution of the given equation is
y  yc  yp  c1 cos x  c2 sin x  4x  5x cos x.

EXAMPLE 9 Using the Multiplication Rule

Solve y  6y  9y  6x2  2  12e3x.

SOLUTION The complementary function is yc  c1e3x  c2xe 3x. And assumption for a particular solution
would be

yp  Ax2  Bx  C  Ee3x.
yp1 yp2

Inspection of these functions shows that the one term in yp2 is duplicated in yc. If we multiply yp2 by x
we note that the term xe 3x is still part of yc. But multiplying yp2 by x2 eliminates all duplications.
Thus the operative form of a particular solution is
yp  Ax2  Bx  C  Ex2e3x.
Differentiating this last form, substituting into the differential equation, and collecting like terms gives

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y p  6yp  9yp  9Ax2  (12A  9B)x  2A  6B  9C  2Ee3x  6x2  2  12e3x.

It follows from this identity that A  32 , B  98 , C  23 , and E  6. Hence the general
solution y  y c  y p is y  c1 e 3x  c2 xe 3x  23x 2  98x  23  6x 2 e 3x.

EXAMPLE 10 Third-Order DE —Case I

Solve y  y  ex cos x.

SOLUTION From the characteristic equation m3  m2  0 we find m1  m2  0 and m3  1. Hence the
complementary solution is yc  c1  c2x  c3ex. With g(x)  ex cos x, we should assume that

yp  Aex cos x  Bex sin x.

Because there are no functions in yp that duplicate functions in the complementary solution, we proceed in
the usual manner. From

y p  y p  (2A  4B)ex cos x  (4A  2B)ex sin x  ex cos x

we get 2A  4B  1 and 4A  2B  0. This system gives A  101 and B  15,so a particular solution
is yp  101 e x cos x  15 ex sin x .The general solution of the equation is
1 x 1
y  yc  yp  c1  c2x  c3ex  e cos x  ex sin x.
10 5
EXAMPLE 11 Fourth-Order DE —Case II

Determine the form of a particular solution of y(4)  y  1  x2ex.

SOLUTION Comparing yc  c1  c2x  c3 x2  c4ex with our normal assumption for a particular solution

yp  A  Bx2ex  Cxex  Eex,

yp1 yp2

we see that the duplications between yc and yp are eliminated when yp1 is multiplied by x3 and yp2 is multiplied
by x. Thus the correct assumption for a particular solution is
yp  Ax 3  Bx 3ex  Cx2ex  Exe x.

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3.4 Exercises Answers to selected odd-numbered problems .

In Problems 1–26, solve the given differential equation by In Problems 41 and 42, solve the given initial-value problem in
undetermined coefficients. which the input function g(x) is discontinuous. [Hint: Solve each
1. y⬙ ⫹ 3y⬘ ⫹ 2y ⫽ 6 problem on two intervals, and then find a solution so that y and
2. 4y⬙ ⫹ 9y ⫽ 15 y⬘ are continuous at x ⫽ p/2 (Problem 41) and at x ⫽ p
3. y⬙ ⫺ 10y⬘ ⫹ 25y ⫽ 30x ⫹ 3 (Problem 42).]
4. y⬙ ⫹ y⬘ – 6y ⫽ 2x
1 2
41. y⬙ ⫹ 4y ⫽ g(x), y(0) ⫽ 1, y⬘(0) ⫽ 2, where
5. 4 y⬙ ⫹ y⬘ ⫹ y ⫽ x ⫺ 2x
6. y⬙ ⫺ 8y⬘ ⫹ 20y ⫽ 100x2 ⫺ 26xex sin x, 0 # x # p/2
7. y⬙ ⫹ 3y ⫽ ⫺48x2 e3x g(x) ⫽ e
0, x . p/2
8. 4y⬙ ⫺ 4y⬘ – 3y ⫽ cos 2x
9. y⬙ ⫺ y⬘ ⫽ ⫺3 42. y⬙ ⫺ 2y⬘ ⫹ 10y ⫽ g(x), y(0) ⫽ 0, y⬘(0) ⫽ 0, where
10. y⬙ ⫹ 2y⬘ ⫽ 2x ⫹ 5 ⫺ e⫺2x
11. y⬙ ⫺ y⬘ ⫹ 14 y ⫽ 3 ⫹ ex/2 20, 0 # x # p
g(x) ⫽ e
12. y⬙ ⫺ 16y ⫽ 2e4x 0, x . p
13. y⬙ ⫹ 4y ⫽ 3 sin 2x
14. y⬙ – 4y ⫽ (x2 ⫺ 3) sin 2x
15. y⬙ ⫹ y ⫽ 2x sin x 3.4 ANSWERS
16. y⬙ ⫺ 5y⬘ ⫽ 2x3 ⫺ 4x2 ⫺ x ⫹ 6
17. y⬙ ⫺ 2y⬘ ⫹ 5y ⫽ ex cos 2x 1. y  c1ex  c2e2x  3
18. y⬙ ⫺ 2y⬘ ⫹ 2y ⫽ e2x (cos x ⫺ 3 sin x) 3. y  c1e5x  c2xe5x  65 x  3
5
19. y⬙ ⫹ 2y⬘ ⫹ y ⫽ sin x ⫹ 3 cos 2x 7
5. y  c1e2x  c2xe2x  x2  4x 
20. y⬙ ⫹ 2y⬘ – 24y ⫽ 16 ⫺ (x ⫹ 2)e4x 2

21. y⵮ ⫺ 6y⬙ ⫽ 3 ⫺ cos x 7. y  c1 cos !3x  c2 sin !3x

22. y⵮ ⫺ 2y⬙ ⫺ 4y⬘ ⫹ 8y ⫽ 6xe2x  (4x 2  4x 2 43)e 3x
23. y⵮ ⫺ 3y⬙ ⫹ 3y⬘ – y ⫽ x ⫺ 4ex 9. y  c1  c2ex  3x
24. y⵮ ⫺ y⬙ ⫺ 4y⬘ ⫹ 4y ⫽ 5 ⫺ ex ⫹ e2x 11. y  c1ex/2  c2xex/2  12  12 x2 ex/2
25. y(4) ⫹ 2y⬙ ⫹ y ⫽ (x ⫺ 1)2
26. y(4) ⫺ y⬙ ⫽ 4x ⫹ 2xe⫺x 13. y  c1 cos 2x  c2 sin 2x  34 x cos 2x
15. y  c1 cos x  c2 sin x  12 x2 cos x  12 x sin x
In Problems 27–36, solve the given initial-value problem.
17. y  c1ex cos 2x  c2ex sin 2x  14 xex sin 2x
1
27. y⬙ ⫹ 4y ⫽ ⫺2, y (p/8) ⫽ y9(p/8) ⫽ 2
2, 1 9
19. y  c1ex  c2xex  2 cos x  12
25 sin 2x  25 cos 2x
28. 2y⬙ ⫹ 3y⬘ ⫺ 2y ⫽ 14x2 ⫺ 4x ⫺ 11, 6
y(0) ⫽ 0, y⬘(0) ⫽ 0 21. y  c1  c2x  c3e6x  14 x2  cos x  371 sin x
37

29. 5y⬙ ⫹ y⬘ ⫽ ⫺6x, y(0) ⫽ 0, y⬘(0) ⫽ ⫺10 23. y  c1ex  c2xex  c3x2 ex  x  3  23 x3 ex
25. y  c1 cos x  c2 sin x  c3x cos x  c4x sin x
30. y⬙ ⫹ 4y⬘ ⫹ 4y ⫽ (3 ⫹ x)e⫺2x, y(0) ⫽ 2, y⬘(0) ⫽ 5  x2  2x  3
31. y⬙ ⫹ 4y⬘ ⫹ 5y ⫽ 35e⫺4x, y(0) ⫽ ⫺3, y⬘(0) ⫽ 1 27. y  !2 sin 2x 2 1
2
32. y⬙ ⫺ y ⫽ cosh x, y(0) ⫽ 2, y⬘(0) ⫽ 12 29. y  200  200e  3x2  30x
x/5

35. y⵮ – 2y⬙ ⫹ y⬘ ⫽ 2 ⫺ 24ex ⫹ 40e5x, y(0) ⫽ 12 , y⬘(0) ⫽ 52 , 31. y  10e 2x

cos x  9e2x sin x  7e4x
y⬙(0) ⫽ ⫺ 92 F0 F0
33. x  2
sin vt 2 t cos vt
36. y⵮ ⫹ 8y ⫽ 2x ⫺ 5 ⫹ 8e⫺2x, y(0) ⫽ ⫺5, y⬘(0) ⫽ 3, y⬙(0) ⫽ ⫺ 4 2v 2v
35. y  11  11ex  9xex  2x  12x2 ex  12 e5x
37. y  6 cos x  6(cot 1) sin x  x2  1
In Problems 37–40, solve the given boundary-value problem.
4 sin !3x
37. y⬙ ⫹ y ⫽ x2 ⫹ 1, y(0) ⫽ 5, y(1) ⫽ 0 39. y   2x
sin !3  !3 cos !3
38. y⬙ ⫺ 2y⬘ ⫹ 2y ⫽ 2x ⫺ 2, y(0) ⫽ 0, y(p) ⫽ p
cos 2x  56 sin 2x  13 sin x, 0 # x # p>2
39. y⬙ ⫹3y ⫽ 6x, y(0) ⫽ 0, y(1) ⫹ y⬘(1) ⫽ 0 41. y  e 2 5
3 cos 2x  6 sin 2x, x . p>2
40. y⬙ ⫹ 3y ⫽ 6x, y(0) ⫹ y⬘(0) ⫽ 0, y(1) ⫽ 0

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3.5 Variation of Parameters

INTRODUCTION The method of variation of parameters used to find a particular solution of a

linear first-order differential equation is applicable to linear higher-order equations as well. Variation of
parameters has a distinct advantage over the method of the preceding section in that it always yields a
particular solution yp provided the associated homogeneous equation can be solved. In addition,
the method presented in this section, unlike undetermined coefficients, is not limited to cases
U
Some Assumptions To adapt the method of variation of parameters to a linear second-order
differential equation

a2(x)y  a1(x)y  a0(x)y  g(x), (1)

we put (1) in the standard form

y  P(x)y  Q(x)y  f (x)

Method of Variation of Parameters

Let y1(x) and y2(x) are linearly independent solutions of the corresponding homogeneous equation
y  P(x)y  Q(x)y  0 and suppose the particular solution can be written as the form

yp(x)  u1(x)y1(x)  u2(x)y2(x), (3)

yp  u1y1  y1u1  u2 y2  y2u2

Let y1u1  y2u2  0. by assumption

yp  u1y1  u1y1  u2y2  u2 y2.
Substituting (3) and the foregoing derivatives into (2) and grouping terms yields

zero zero

yp  P(x)yp  Q(x)yp  u1[y1  Py1  Qy1]  u2[ y2  Py2  Qy2]  y1u1  y2u2  f (x).

implies that y1u1  y2u2  f (x).

Because we seek to determine two unknown functions u1 and u2,

y1u1  y2u2  0.
(4)
y1u1  y2u2  f (x).

By Cramer’s rule, the solution of the system in (4) can be expressed in terms of determinants:

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W1 y2 f ( x) W2 y1 f ( x)
u19   and u29   (5)
W W W W
y1 y2 0 y2 y 0
where W2 2 , W1  2 2 , W2  2 1 2. (6)
y19 y29 f (x) y29 y19 f (x)

EXAMPLE 1 General Solution Using Variation of Parameters

Solve y  4y  4y  (x  1)e2x.
SOLUTION From auxiliary equation m2  4m  4  (m  2)2  0 we have yc  c1e2x  c2xe2x.
Let yp  u1 (x)e2x  u2(x)xe2x.
e 2x xe 2x
W(e 2x, xe 2x)  2 2  e 4x.
2e 2x 2xe  e 2x
2x

Since the given differential equation is already in form (2) (that is, the coefficient of y is 1),
we identify f (x)  (x  1)e2x. From (6) we obtain
0 xe 2x 4x e 2x 0
W1  2 2x 2x 2x 2  (x  1)xe , W2  2 2x 2  (x  1)e 4x,
(x  1)e 2xe  e 2e (x  1)e 2x
and so from (5)
(x  1)xe 4x 2
(x  1)e 4x
u19    x 2 x, u29   x  1.
e 4x e 4x
Integrating the foregoing derivatives gives
1 1 1
u1   x 3 2 x 2 and u2  x 2  x.
3 2 2
Hence from (3) we have
1 1 1 1 1
yp  a x 3 2 x 2 b e 2x  a x 2  xb xe 2x  x 3 e 2x  x 2e 2x
3 2 2 6 2

1 3 2x 1 2 2x
and the G.S is y  yc  yp  c1e2x  c2xe2x  xe  xe .
6 2

EXAMPLE 2 General Solution Using Variation of Parameters

Solve 4y  36y  csc 3x.
SOLUTION We first put the equation in the standard form (2) by dividing by 4:
1
y  9y  csc 3x.
4
Since the roots of the auxiliary equation m2  9  0 are m1  3i and m2  3i, the comple-
mentary function is yc  c1 cos 3x  c2 sin 3x. Using y1  cos 3x, y2  sin 3x, and f (x) 
1
4 csc 3x, we obtain

cos 3x sin 3x
W(cos 3x, sin 3x)  2 2  3,
3 sin 3x 3 cos 3x
0 sin 3x 1 cos 3x 0 1 cos 3x
W1  2 1 2 , W2  2 1 2  .
4 csc 3x 3 cos3x 4 3 sin 3x 4 csc 3x 4 sin 3x
Integrating
W1 1 W2 1 cos 3x
u19   and u29  
W 12 W 12 sin 3x
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gives
1 1
u1   x and u2  ln |sin 3x|.
12 36
Thus from (3) a particular solution is
1 1
yp   x cos 3x  (sin 3x) ln | sin 3x |.
12 36

The general solution of the equation is

1 1
y  yc  yp  c1 cos 3x  c2 sin 3x  x cos 3x  (sin 3x) ln | sin 3x |. (7)
12 36

Higher-Order Equations The method we have just examined for nonhomogeneous

second-order differential equations can be generalized to linear nth-order equations that have
been put into the standard form
y(n)  Pn1(x)y(n1)  . . .  P1(x)y  P0(x)y  f (x). (8)
If yc  c1y1  c2 y2  . . .  cn yn is the complementary function for (8), then a particular solution is
yp(x)  u1(x)y1(x)  u2(x)y2(x)  . . .  un(x)yn(x),
where the u,
k k  1, 2, . . ., n, are determined by the n equations

y1u1  y2u2  . . .  ynun  0

y1u1  y2u2  . . .  ynun  0
  (9)
(n1) (n1)
y1 u1  y2 u2  . . . (n1)
 yn un  f (x).

In this case, Cramer’s rule gives

Wk
u⬘k ⫽ , k ⫽ 1, 2, . . ., n,
W

where W is the Wronskian of y1, y2, . . ., yn and Wk is the determinant obtained by replacing the
kth column of the Wronskian by the column consisting of the right-hand side of (9), that is, the
column (0, 0, . . ., f (x)). When n ⫽ 3, the particular solution is yp ⫽ u1y1 ⫹ u2y2 ⫹ u3y3, where y1,
y2, and y3 constitute a linearly independent set of solutions of the associated homogeneous DE,
and u1, u2, u3 are determined from
lowest possible or that does the job.
W1 W2 W3
u19 ⫽ , u29 ⫽ , u39 ⫽ , (10)
W W W
y1 y2 y3 0 y2 y3 y1 0 y3 y1 y2 0
W ⫽ 3 y19 y29 y39 3 , W1 ⫽ 3 0 y29 y39 3 , W2 ⫽ 3 y19 0 y39 3 , and W3 ⫽ 3 y19 y29 0 3 .
y10 y20 y30 f ( x) y20 y30 y10 f ( x) y30 y10 y20 f ( x)

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EXAMPLE 3 General Solution Using Variation of Parameters

Solve y⵮ ⫹ y⬘ ⫽ tan x

SOLUTION

To solve the homogeneous equation solve

𝑚𝑚3 + 𝑚𝑚 = 0 → 𝑚𝑚(𝑚𝑚2 + 1) = 0 → 𝑚𝑚 = 0 𝑐𝑐𝑜𝑜 𝑚𝑚 = ∓𝑠𝑠

𝑦𝑦𝑐𝑐 = 𝑐𝑐1 + 𝑐𝑐2 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 + 𝑐𝑐3 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥

Let
1 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥
𝑦𝑦𝑝𝑝 = 𝑢𝑢1 + 𝑢𝑢2 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 + 𝑢𝑢3 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 → 𝑊𝑊 = �0 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 � = sin2 𝑥𝑥 + cos 2 𝑥𝑥 = 1
0 −𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥
0 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 1 0 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥
𝑊𝑊1 = � 0 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 � = 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 , 𝑊𝑊2 = �0 0 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 � = −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥
𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 −𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 0 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥
1 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 0 sin2 𝑥𝑥
𝑊𝑊3 = �0 −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 0 � = −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 = −
𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥
0 −𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥
𝑊𝑊1
𝑢𝑢́1 = = 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 → 𝑢𝑢1 = � 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥 𝑎𝑎𝑥𝑥 = ln|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥|
𝑊𝑊
𝑊𝑊2
𝑢𝑢́2 = = −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 → 𝑢𝑢2 = � −𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 𝑎𝑎𝑥𝑥 = cos 𝑥𝑥
𝑊𝑊
𝑊𝑊3
𝑢𝑢́3 = = 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 − 𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 → 𝑢𝑢1 = �(𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 − 𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥) 𝑎𝑎𝑥𝑥 = sin 𝑥𝑥 − 𝑙𝑙𝑠𝑠|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 + 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥|
𝑊𝑊
𝑦𝑦𝑝𝑝 = 𝑙𝑙𝑠𝑠|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥| + cos2 𝑥𝑥 + sin2 𝑥𝑥 − 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 ln |𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 + 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥|

𝑦𝑦𝑝𝑝 = 𝑙𝑙𝑠𝑠|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥| − 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 ln|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 + 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥| + 1

𝑏𝑏𝑢𝑢𝑡𝑡 1 𝑠𝑠𝑠𝑠 𝑎𝑎 𝑝𝑝𝑎𝑎𝑜𝑜𝑡𝑡 𝑐𝑐𝑜𝑜 𝑦𝑦𝑐𝑐

𝑦𝑦𝑝𝑝 = 𝑙𝑙𝑠𝑠|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥| − 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 ln|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 + 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥|

The general solution is 𝑦𝑦 = 𝑦𝑦𝑐𝑐 + 𝑦𝑦𝑝𝑝

𝑦𝑦 = 𝑐𝑐1 + 𝑐𝑐2 𝑐𝑐𝑐𝑐𝑠𝑠𝑥𝑥 + 𝑐𝑐3 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 + ln|𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥| − 𝑠𝑠𝑠𝑠𝑠𝑠𝑥𝑥 ln |𝑠𝑠𝑒𝑒𝑐𝑐𝑥𝑥 + 𝑡𝑡𝑎𝑎𝑠𝑠𝑥𝑥|

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3.5 Exercises Answers to selected odd-numbered problems

In Problems 1–18, solve each differential equation by variation 21. y⬙ ⫹ 2y⬘ ⫺ 8y ⫽ 2e⫺2x ⫺ e⫺x
of parameters.
22. y⬙ ⫺ 4y⬘ ⫹ 4y ⫽ (12x 2 ⫺ 6x)e2x
1. y⬙ ⫹ y ⫽ sec x 2. y⬙ ⫹ y ⫽ tan x
3. y⬙ ⫹ y ⫽ sin x 4. y⬙ ⫹ y ⫽ sec u tan u In Problems 27 and 28, the indicated functions are known
5. y⬙ ⫹ y ⫽ cos2 x 6. y⬙ ⫹ y ⫽ sec2 x linearly independent solutions of the associated homogeneous
differential equation on the interval (0, q). Find the general
7. y⬙ ⫺ y ⫽ cosh x 8. y⬙ ⫺ y ⫽ sinh 2x
solution of the given nonhomogeneous equation.
9x
9. y⬙ ⫺ 9y ⫽ 3x 10. 4y⬙ ⫺ y ⫽ ex/2 ⫹ 3 27. x2y⬙ ⫹ xy⬘ ⫹ (x2 ⫺ 14 )y ⫽ x 3/2 ; y1 ⫽ x ⫺1/2 cos x,
e
y2 ⫽ x ⫺1>2 sin x
1
11. y⬙ ⫹ 3y⬘ ⫹ 2y ⫽ 28. x2y⬙ ⫹ xy⬘ ⫹ y ⫽ sec(ln x); y1 ⫽ cos(ln x), y2 ⫽ sin(ln x)
1 ⫹ ex
ex
12. y⬙ ⫺ 2y⬘ ⫹ y ⫽ In Problems 29 and 30, solve the given third-order differential
1 ⫹ x2
equation by variation of parameters.
13. y⬙ ⫹ 3y⬘ ⫹ 2y ⫽ sin ex 14. y⬙ ⫺ 2y⬘ ⫹ y ⫽ et arctan t
15. y⬙ ⫹ 2y⬘ ⫹ y ⫽ e⫺t ln t 16. 2y⬙ ⫹ y⬘ ⫽ 6x 29. y⵮ ⫹ y⬘ ⫽ tan x 30. y⵮ ⫹ 4y⬘ ⫽ sec 2x
17. 3y⬙ ⫺ 6y⬘ ⫹ 6y ⫽ ex sec x
18. 4y⬙ ⫺ 4y⬘ ⫹ y ⫽ e x>2 "1 2 x 2 3.5 ANSWERS
In Problems 19–22, solve each differential equation by variation
1. y  c1 cos x  c2 sin x  x sin x  cos x ln | cos x |
of parameters subject to the initial conditions y(0) ⫽ 1, y⬘(0) ⫽ 0.
3. y  c1 cos x  c2 sin x  12 x cos x
x/2
19. 4y⬙ ⫺ y ⫽ xe 1
5. y  c1 cos x  c2 sin x  2  16 cos 2x
20. 2y⬙ ⫹ y⬘ ⫺ y ⫽ x ⫹ 1
7. y  c1ex  c2ex  12 x sinh x
9. y  c1e 3x  c3e 3x 2 14xe 3x (1  3x)
34. Find the general solution of x4y  x3y – 4x2y  1 given that
y1  x2 is a solution of the associated homogeneous equation. 11. y  c1ex  c2e2x  (ex  e2x) ln (1  ex)
13. y  c1e2x  c2ex  e2x sin ex
15. y  c1et  c2tet  12 t 2 et ln t  34 t 2 et
17. y  c1ex sin x  c2ex cos x  13 xex sin x
 13 ex cos x ln | cos x |
19. y  14 ex/2  34 ex/2  18 x2 ex/2  14 xex/2
25 2x
21. y  49 e4x  36 e  14 e2x  19 ex

27. y  c1x1/2 cos x  c2x1/2 sin x  x1/2

29. y  c1  c2 cos x  c3 sin x
 ln | cos x | sin x ln | sec x  tan x |

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3.6 Cauchy-Euler Equations

CAUCHYEULER EQUATION A linear differential equation of the form

d ny d n21y dy
d
anx n n 1 an21 xn21
n21
1 Á 1 a1 x 1 a0 y 5 g(x), (1)
d
dx d
dx d
dx

same same

d ny d n21y Á
an x n ––––n 1 an21x n21 –––––– 1 .
dx dx n21

Second-order homogeneous equation

ax2y"+ bxy' + cy = 0 (2)

METHOD OF SOLUTION We try a solution of the form y = xm, where m is to be determined.

When we substitute y = xm, the second-order equation (2) becomes

am(m 2 1)xm 1 bmx m 1 cx m 5 (am(m 2 1) 1 bm 1 c) xm 5 0.

Thus y 5 x m is a solution of the differential equation whenever m is a solution of the

auxiliary equation
am(m 2 1) 1 bm 1 c 5 0 or am2 1 (b 2 a)m 1 c 5 0. (3)
There are three different cases :

CASE I: DISTINCT REAL ROOTS Let m1 and m2 denote the real roots of (3) such
that m1 Þ m2. Then y1 5 xm1 and y2 5 xm2 form a fundamental set of
solutions. Hence the general solution of (2) is

y 5 c1 xm1 1 c2 xm2. (4)

EXAMPLE 1 Distinct Roots

Solve x2 y"- 2xy' - 4y = 0

SOLUTION Assume y = xm
m
as the solution ay'few y"= m(m the
mxm2to1 ,understand
5 times 2 origin 2
1)xm2and, the difference between this
and substitute back into the differential equation:

YZ 
2YZh
 Z

x2
?
m(m
2
1)xm22
2
2x
?
mxm2
1
2
4xm

5 xm(m(m 2 1) 2 2m 2 4) 5 xm(m2 2 3m 2 4) 5 0

if m2 − 3m − 4 = 0. Now (m + 1)(m − 4) = 0 implies m1 = −1,into

m2 =a linear
4, so equa
the general solution is
y = c1x−1 + c2x4. .

CASE II: REPEATED REAL ROOTS If the roots of (3) are repeated (that is, m1 = m2), then
we obtain only one solution y1 5 xm1. The second solution y25 xm1 ln x.
x
The general solution of (2) is then
y 5 c1 xm1 1 c2 xm1 ln x. (5)

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EXAMPLE 2 Repeated Roots

Solve 4x2 y"+ 8xy' + y = 0

SOLUTION Assume y = xm

x2 y"- 2xy' - 4y 5 xm (4m(m 2 1) 1 8m 1 1) 5 xm (4m2 1 4m 1 1) 5 0

when 4m 2 + 4m + 1 = 0 or (2m + 1) 2 = 0. Since m1 5 212, it follows from (5) that

the general solution is y = c1x −1/2 + c2 x −1/2 ln x. .

For higher-order equations, if m1 is a root of multiplicity k, then it can be shown that

xm1, xm1 ln x, xm1(ln x)2, . . . , xm1(ln x)k21
are klinearly
linearlyindependent
independentsolutions. The general solution
solutions.Correspondingly, of the differential
the general solution ofequation
the dif-
must then contain a linear combination of these k solutions. solutions.

CASE III: CONJUGATE COMPLEX ROOTS If the roots of (3) are the conjugate pair
m1 =  + i, m2 =  − i. Then the general solution is
linearly independent
2 solutions. Correspondingly -

y 5 x [c1 cos( ln x) 1 c2 sin( ln x)]. (6)

EXAMPLE 3

Solve 4x2y0 1 17y 5 0 .

SOLUT ION let y = xm yields

4x2y0 1 17y 5 xm (4m(m 2 1) 1 17) 5 xm (4m2 2 4m 1 17) 5 0

when 4m2 − 4m + 17 = 0. From the quadratic formula we find that the roots are m1
5 12 1 2i and m2 5 21 2 2i. we see from (6) that the general solution of the
differential equation is
y 5 x 1 /2 [c1 cos(2 ln x) 1 c2 sin(2 ln x)].

EXAMPLE 4 Third-Order Equation

Solve x3y''' + 5x2y"+ 7xy' +8y = 0

SOLUTION The first three derivatives of y = x m are
x xm21, y" = m(m 2 1)xm22, y''' = m(m 2 1)(m 2 2)xm23,
y' = m
so the given differential equation becomes

x3y''' + 5x2y"+ 7xy' +8y 5 x3m(m 2 1)(m 2 2)xm23 1 5x2m(m 2 1)xm22 1 7xmxm21 1 8xm
5 xm (m(m 2 1)(m 2 2) 1 5m(m 2 1) 1 7m 18) = 0
5 xm (m3 1 2m2 1 4m 1 8) 5 0.

The auxiliary equation is

(m3 1 2m2 1 4m 1 8) 5 (m 1 2)(m2 1 4) 5 0.

The roots of the auxilary equation are m 1 = − 2, m2 = 2i, and m3 = − 2i.

Hence the general solution is
y = c1x−2 + c2 cos(2 ln x) + c3 sin(2 ln x). .

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EXAMPLE 5 Variation of Parameters

Solve x2y0 − 3xy9 + 3y = 2x4 ex.

SOLUTION Since the equation is nonhomogeneous, we first solve the associated homogeneous
equation. From the auxiliary equation (m − 1)(m − 3) = 0 we find yc = c1x + c2x3. Now before
x of parameters to find a particular solution yp = u1y1 + u2y2, recall that the
using variation
formulasp u91 5 W1yWy and u92 5 W2yW, 2

where W1, W2, and W are the determinants

determinants defined in previous
defined on page 162,section , were derived
were derived under under the assumption
that the differential equation has been put into the standard form y0 + P(x)y9 + Q(x)y = f (x). Therefore
we divide the given equation by x2, and from
3 3
y0 2 y9 1 2 y 5 2x2 e x
x x
we make the identification f (x) = 2x 2 e x. Now with y1 = x, y 2 = x 3, and

W5 * x x3
1 3x * 3
2 5 2x , W1 5
0
2x2ex * 3x*
x3 5 x
2 5 22x e , W2 5
x
1 * 0
*
2x2 ex
5 2x3 ex,

2x5 ex 2x3 ex
we find u91 5 2 5 2x2 ex and u92 5 5 ex.
2x3 2x3
The integral of the last function is immediate, but in the case of u91 we integrate
by parts twice. The results are u1 = −x 2 e x + 2xe x − 2e x and u2 = e x. Hence
yp = u1 y1 + u2 y2 is

yp 5 (2x2 ex 1 2xex 2 2ex )x 1 ex x3 5 2x2ex 2 2xex.

Finally, y 5 yc 1 yp 5 c1 x 1 c2 x3 1 2x2 ex 2 2xex. .

A Generalization The second-order differential equation

d 2y dy
a(x 2 x0)2  b(x 2 x0)  cy  0 (6)
dx 2 dx
is a generalization of equation (1). Note that (6) reduces to (1) when x0  0. We can solve
Cauchy–Euler equations of the form given in (6) exactly as we did in (1), namely, by seeking
solutions y  (x  x0)m and using
dy d 2y
 m(x 2 x0)m2 1 and  m(m 2 1)(x 2 x0)m2 2.
dx dx 2

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3.6 Exercises Answers to selected odd-numbered problems

In Problems 1–18, solve the given differential equation.
In Problems 39–42, use the substitution y  (x  x0)m to solve
1. x2y  2y  0 2. 4x2y  y  0
the given equation.
3. xy  y  0 4. xy  3y  0
39. (x  3)2 y  8(x + 3)y  14y  0
5. x2y  xy  4y  0 6. x2y  5xy  3y  0
40. (x  1)2 y  (x  1)y  5y  0
7. x2y  3xy  2y  0 8. x2y  3xy  4y  0 41. (x  2)2 y  (x  2)y  y  0
p
9. 25x y  25xy  y  0 10. 4x2y  4xy  y  0
2
42. (x  4)2 y  5(x  4)y  9y  0
11. x2y  5xy  4y  0 12. x2y  8xy  6y  0
2
13. 3x y  6xy  y  0 14. x2y  7xy  41y  0
15. x3y  6y  0 16. x3y  xy  y  0
(4)
17. xy  6y  0
3.5 ANSWERS
18. x4y(4)  6x3y  9x2y  3xy  y  0 1. y  c1x1  c2x2
3. y  c1  c2 ln x
In Problems 19–24, solve the given differential equation by
variation of parameters. 5. y  c1 cos(2 ln x)  c2 sin(2 ln x)

19. xy  4y  x4 20. 2x2y  5xy  y  x2  x 7. y  c1x (2 2 !6)  c2x (2  !6)
2
21. x y  xy  y  2x 22. x2y  2xy  2y  x4 ex 9. y  c1 cos( 15 ln x)  c2 sin( 15 ln x)
1 11. y  c1x2  c2x2 ln x
23. x2y  xy  y  ln x 24. x2y  xy  y 
x1 13. y  x 1>2 [c1 cos ( 16 !3 ln x)  c2 sin ( 16 !3 ln x)]
In Problems 25–30, solve the given initial-value problem. 15. y  c1x 3  c2 cos (!2 ln x)  c3 sin (!2 ln x)
25. x2y  3xy  0, y(1)  0, y(1)  4 17. y  c1  c2x  c3x2  c4x3
26. x2y  5xy  8y  0, y(2)  32, y(2)  0 19. y  c1  c2x5  15 x5 ln x
27. x2y  xy  y  0, y(1)  1, y(1)  2 21. y  c1x  c2x ln x  x(ln x)2
2
28. x y  3xy  4y  0, y(1)  5, y(1)  3 23. y  c1x1  c2x  ln x
29. xy  y  x, y(1)  1, y(1)   1 25. y  2  2x2 27. y  cos(ln x)  2 sin(ln x)
2
2
30. x y  5xy  8y  8x , 6
y1 122  0, y1 122 0 29. y  3
4  ln x  1 2
4x

In Problems 31 and 32, solve the given boundary-value problem. 31. y  c1(x 2 2 x 6), c1 any real constant

31. xy  7xy  12y  0, y(0)  0, y(1)  0 33. x 2y0 2 xy9 2 8y  0 35. x 2y0  7xy9  9y  0
32. x2y  3xy  5y  0, y(1)  0, y(e)  1 37. x 2y0  xy9  y  0
39. y  c1(x  3)2  c2(x  3)7
In Problems 33–38, find a homogeneous Cauchy–Euler 41. y  c1(x  2)  c2(x  2) ln (x  2)
differential equation whose general solution is given.
33. y  c1 x4  c2 x2
34. y  c1  c2 x5
35. y  c1 x 3  c2 x 3 ln x
36. y  c1  c2 x  c3 x ln x
37. y  c1 cos(ln x)  c2 sin(ln x)
38. y  c1 x 1/2cos(12 ln x)  c2 x 1/2 sin(12 ln x)

FARHAN ANTARI