Higher Order

Higher order Differential Equations
Eegunjobi A S
August 1, 2023
Second Order Differential Equations
Definition:
A second-order differential equation is an equation which contains a

second derivative, but no higher derivative. Generally, it has the form
F (x, y , y 0 , y 00 ) = 0,
where a term involving y 00 should be appeared. General form of

second order differential equation is
y 00 + p(x)y 0 + q(x)y = f (x)
A second-order differential equation y 00 + p(x)y 0 + q(x)y = f (x) is

homogeneous if and only if f (x) = 0.
Eegunjobi A S Higher order Differential Equations August 1, 2023 2 / 160

Existence and Uniqueness Theorem for Second-Order
Linear ODE
If the coefficient functions p(x); q(x); f (x) are continuous (i.e.

"well-behaved", they have no breaks and do not blow up) in an open
interval I containing the number x0 , then we are guaranteed that there
exists a unique solution y (x) to the inital value problem
y 00 + p(x)y 0 + q(x)y = f (x), y (x0 ) = A, y 0 (x0 ) = B,
for any numbers A; B, that makes sense through the open interval I.

Example
For each of the following IVPs, and intervals, decide whether the
theorem promises you that there is a unique solution.
(a)
(x 2 + 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ,

y (0) = 1, y 0 (0) = 3; −10 < x < 10
(b)
x 2 y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ,

y (0) = 1, y 0 (0) = 3; −10 < x < 10

Example conts
(c)
y 00 (x) + tan xy 0 (x) + (x 3 + 1)y (x) = ex ,

2π
y (0) = 1, y 0 (0) = 3; 0 < x <
3
(d)
(x − 5)(x − 3)y 00 (x) + y 0 (x) + y (x) = ex ,

y (0) = 1, y 0 (0) = 3; −2 < x < 2

Solution
(a) We first divide by the coefficient of y 00 (x), we have
sin x (x 3 + 1) ex
y 00 (x) + y 0
(x) + y (x) =
(x 2 + 1) (x 2 + 1) (x 2 + 1)
sin x (x 3 + 1) ex
P(x) = q(x) = , f (x) =
(x 2 + 1) (x 2 + 1) (x 2 + 1)
The numerators are all nice (continuous) functions, and the
denominator in these, x 2 + 1 never vanishes in the interval
(−10; 10), so everything is nice, and the theorem promises a
unique solution.

Solution conts
(b) Divide by the coefficient of y 00 (x), we have
sin x 0 (x 3 + 1) ex
y 00 (x) + y (x) + y (x) =
x2 x2 x2
sin x x3 + 1 ex
p(x) = q(x) = f (x) =
x2 x2 x2
The numerators are all nice (continuous) functions, but the
denominator in these, x 2 vanishes at x = 0, and x = 0 happens to
lie in the given interval, so (at least one of, but in this case all of)
p(x); q(x); f (x) blow up, so are not continuous, and there is no
guarantee.

Solution conts
(c) tan x blows up at x = π2 and since it lies in the given interval

0 < x < 2π3 , it is not continuous and there is no guarantee.
(d) After dividing by (x − 5)(x − 3) we see that the coefficient
functions blow-up at x = 3 and x = 5. But neither trouble spots lie
in the interval −2 < x < 2 so we are safe and we are guaranteed
a unique solution.
(a) and (d) are guaranteed to have a unique solution, but (b) and (c)
are not.

Example
Find the largest open interval for which the solution to
(x − 1)(x + 3)y 00 (x) + sin xy 0 (x) + cos xy (x) = x; y (0) = 1; y 0 (0) = 3
has a unique solution.
Solution
After dividing by the coefficient of y 00 (x), (x − 1)(x + 3), we get the IVP
sin x cos x x
y 00 (X ) + y 0 (x) + y (x) =
(x − 1)(x + 3) (x − 1)(x + 3) (x − 1)(x + 3)
The coefficients blow-up at x = −3 and x = 1. Our interval should

contain x0 = 0, so the largest interval is −3 < x < 1.

A second-order differential equation y 00 + p(x)y 0 + q(x)y = f (x) is
nonhomogeneous if and only if f (x) 6= 0.

Exercises
Determine whether there is a unique solution to each of the following

IVP together with given intervals.
(a) (x 3 − 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ; y (0) = 1; y 0 (0) =
3; −2 < x < 2

Exercises

3; −2 < x < 2
(b) (x 3 + 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ; y (0) = 1; y 0 (0) =
3; 1 < x < 2

Exercises

3; −2 < x < 2
3; 1 < x < 2
(c) (x 3 + 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ; y (0) = 1; y 0 (0) =
3; −3 < x < 2

Exercises

3; −2 < x < 2
3; 1 < x < 2
(c) (x 3 + 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ; y (0) = 1; y 0 (0) =
3; −3 < x < 2
(d) x 2 y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ; y (0) = 1; y 0 (0) =
1
3; 1000 <x <2

Exercises conts
Find the largest open interval for which the solutions of the following
ODEs exist and are unique
(a) (x −1)(x −4)y 00 (x)+sin xy 0 (x)+cos xy (x) = ex ; y (0) = 1; y 0 (0) = 3

Exercises conts
Find the largest open interval for which the solutions of the following
ODEs exist and are unique
(a) (x −1)(x −4)y 00 (x)+sin xy 0 (x)+cos xy (x) = ex ; y (0) = 1; y 0 (0) = 3
(b) (x + 100)(x − 200)y 00 (x) + sin xy 0 (x) + cos ex y (x) = x 3 ; y (10) =
1; y 0 (10) = 3

Theorem: Principle of superposition for Homogeneous
Equation
If y1 (x) and y2 (x) are two solutions of a second-order homogeneous

differential equations
y 00 + p(x)y 0 + q(x)y = 0
on an interval I, then any linear combination of these function is also a

solution of the equation, i.e.
c1 y1 (x) + c2 y2 (x)
is also a solution, where c1 and c2 are any constants.

Proof:
Since y1 (x) and y2 (x) are solutions of the second-order homogeneous

differential equation, then
y 00 + p(x)y 0 + q(x)y
= (c1 y1 (x) + c2 y2 (x))00 + p(x)(c1 y1 (x) + c2 y2 (x))0
+ q(x)(c1 y1 (x) + c2 y2 (x))
= (c1 y100 (x) + c2 y200 (x)) + p(x)(c1 y10 (x) + c2 y20 (x))
+ q(x)(c1 y1 (x) + c2 y2 (x))

= c1 y100 (x) + p(x)y10 (x) + q(x)y1 (x)

+ c2 y200 (x) + p(x)y20 (x) + q(x)y2 (x)
= c1 (0) + c2 (0) = 0

Example
If y1 (x) = ex and y2 (x) = e−x verify that y1 (x) and y2 (x) and any
linear combination y (x) = c1 ex + c2 e−x are all solution of the
differential equation
y 00 (x) − y (x) = 0.

Solution
To show y1 (x) = ex is a solution, we have
y1 (x) = ex , y10 (x) = ex , y100 (x) = ex
Hence
y 00 (x) − y (x) = ex − ex = 0.
Therefore y1 (x) = ex is a solution.
To show y2 (x) = e−x is a solution, we have
y2 (x) = e−x , y20 (x) = −e−x , y200 (x) = e−x
Hence
y 00 (x) − y (x) = e−x − e−x = 0.
Therefore y2 (x) = e−x is a solution.

solution conts
To show y (x) = c1 ex + c2 e−x is a solution, we have
y (x) = c1 ex + c2 e−x , y(0 x) = c1 ex − c2 e−x , y(00 x) = c1 ex + c2 e−x
Hence
y 00 (x) − y (x) = c1 ex + c2 e−x − (c1 ex + c2 e−x ) = 0.
Therefore y( x) = c1 ex + c2 e−x is a solution. This mean that linear

combination of solutions is also a solution.

Definition
Initial-value problem for second-order equations. By IVP we mean
F (x, y , y 0 , y 00 ) = 0, y (x0 ) = y0 , y 0 (x0 ) = y1
Definition: Two functions f (x) and g(x) are said to be linearly

dependent on an open interval I, if for some constant c, either
f (x) = cg(x), or g(x) = cf (x)
for all x ∈ I. If f (x) and g(x) are not linearly dependent, then we say
they are linearly Independent.
Example:Determine whether the following pairs of functions are

linearly dependent or independent on (−∞, ∞).
(a) f (x) = sin 2x, g(x) = sin x cos x
(b) f (x) = ex , g(x) = x + 1

Solution
(a) Since f (x) = sin 2x = 2 sin x cos x, then f (x) = 2g(x) for all x.
Therefore they are linearly dependent on (−∞, ∞).

Solution
(a) Since f (x) = sin 2x = 2 sin x cos x, then f (x) = 2g(x) for all x.
Therefore they are linearly dependent on (−∞, ∞).
(b) We see that neither of the two functions is a constant multiple of
the other. Suppose there exit a constant k such that
ex = k (x + 1)
for all (−∞, ∞), let x = 0 and x = 1 we have
e0 = k (0 + 1), k =1
e
e1 = k (1 + 1), k=
2
x
This is contradiction, hence f (x) = e and g(x) = x + 1 are
linearly independent on (−∞, ∞).

Wronskian
Another useful tool to determine linear Independence or

dependence is Wronskian test.
Definition: Given two differentiable functions y1 (x) and y2 (x), the

fuctions
y1 (x) y2 (x)
W (y1 (x), y2 (x)) = = y1 (x)y20 (x) − y10 (x)y2 (x)
y10 (x) y20 (x)
is called the Wronskian of y1 (x) and y2 (x).

Theorem: Wronskian test
Let y1 (x) and y2 (x) be two solution of the differential equation
y 00 (x) + p(x)y 0 (x) + q(x)y (x) = 0 (∗)
on interval I. Then for the Wronskian

W (y1 (x), y2 (x)) = y1 (x)y20 (x) − y10 (x)y2 (x) of y1 (x) and y2 (x), we have
(1) Either W (y1 (x), y2 (x)) = 0 for all x ∈ I or W (y1 (x), y2 (x)) 6= 0 for
all x ∈ I.
(2) W (y1 (x), y2 (x)) 6= 0 on I if and only if y1 (x) and y2 (x) are linearly
independent.
Simply speaking, the theorem says that the Wronskian is either a zero
function or not.
If the Wronkian is not a zero function, those two functions y1 (x) and
y2 (x) are not linearly dependent, i.e. linearly independent.

Example
Show whether or not y1 (x) = cos x and y2 (x) = sin x are linearly
independent?
Solution
cos x sin x
W (y1 (x), y2 (x)) = = cos2 x + sin2 x = 1 6= 0
− sin x cos x
Hence y1 (x) and y2 (x) are linearly independent.

Exercises
Determine whether the functions y1 (x) and y2 (x) are linearly

independent on (−1, 1). Compute the W (y1 (x), y2 (x))
(a) y1 (x) = ex cos x and y2 (x) = ex sin x.
(b) y1 (x) = ln x and y2 (x) = ln x 2
(c) y1 (x) = sin2 x + cos2 x and y2 (x) = 1
(d) y1 (x) = x and y2 (x) = |x|
(e) y1 (x) = emx and y2 (x) = enx , (m 6= n)

Theorem: General solution
Let y1 (x) and y2 (x) be linearly independent solution of the differential

equation (*) on an open interval I. Then every solution of the
differential equation is a linear combination of y1 (x) and y2 (x) i.e. the
general solution of the differential equation
y (x) = c1 y1 (x) + c2 y2 (x),
where c1 and c2 are any constants.

Abel’s Theorem
If y1 (x) and y2 (x) are any two solution of y 00 + p(x)y 0 + q(x)y = 0 on

interval I, then their Wronskian W = W (y1 (x), y2 (x)) is either
identically zero or never on I.

Proof:
Let us begin by
W 0 = (y1 (x)y20 (x) − y10 (x)y2 (x))0

= y10 (x)y20 (x) + y1 (x)y200 (x) − (y20 (x)y10 (x) + y2 (x)y100 (x))
= y1 (x)y200 (x) − y2 (x)y100 (x).
Since y1 (x) and y2 (x) are both solution (*), we have
y100 (x) + p(x)y10 (x) + q(x)y1 (x) = 0,
and
y200 (x) + p(x)y20 (x) + q(x)y2 (x) = 0

Proof conts
Multiply first equation by y2 (x) and second equation by y1 (x) and

subtract the first from the second, we have
(y1 (x)y200 (x) − y2 (x)y100 (x)) + p(x)(y1 (x)y20 (x) − y10 (x)y2 (x)) = 0
or
W 0 (x) + P(x)W (x) = 0.
The general solution of this first order equation is
R
W (x) = ce− p(x)dx
.

Example
If y1 (x) = x, W (y1 (x), y2 (x)) = x 2 − 2, and y2 (0) = 2. Determine the

function y2 (x)
Solution
x y2
W (y1 (x), y2 (x)) = = xy20 − y2 = x 2 − 2
1 y20
y2 x 2 −2
which is y20 − x = x . This is not exact, therefore p(x) = − x1
R R 1 1
µ(x) = e P(x)dx
= e− x
dx
=
x
y20 y2 2
− 2 =1− 2
x x x

Solution conts
d y2 2
=1− 2
dx x x
Z
y2 2
= 1 − 2 dx
x x
y2 2
=x+
x x
y2 = x 2 + 2 + c
Recall that y2 (0) = 2, therefore
2 = 0 + 2 + c, c=0
y2 = x 2 + 2

Example 2
Find the function y2 (x), if
y1 (x) = e−2x , the Wronskian W (y1 , y2 ) = (2x − 3)e−2x
and y2 (0) = −2.
Solution
y1 (x) = e−2x ,
the WronskianW (y1 , y2 ) = (2x − 3)e−2x
and y2 (0) = −2.
e−2x y2
W (y1 (x), y2 (x)) = = (2x − 3)e−2x
−2e−2x y20
e−2x y20 (x) + 2e−2x y2 (x) = (2x − 3)e−2x
∴ y20 (x) + 2y2 (x) = 2x − 3
p(x) = 2
solution conts
R R
p(x)dx 2dx
µ(x) = e =e = e2x
e2x y20 (x) + 2e2x y2 (x) = (2x − 3)e2x
d
y2 (x)e2x = (2x − 3)e2x
dx

d y2 (x)e2x = (2x − 3)e2x dx
Z
y2 (x)e2x = (2x − 3)e2x dx
but Z
3 1
(2x − 3)e2x dx = − e2x + xe2x − e2x + c
2 2

solution conts
therefore
3 1
y2 (x)e2x = − e2x + xe2x − e2x + c
2 2
3 1
y2 (x) = − + x − + ce−2x
2 2
y2 (x) = x − 2 + ce−2x
but y2 (0) = −2 ∴c=0
then
y2 (x) = x − 2.

Exercises
Find y2 (x) given y1 (x), the W (y1 (x), y2 (x)), and y2 (0).
(a) y1 (x) = 2x + 1, W (y1 , y2 ) = 2x 2 + 2x + 1 and y2 (0) = 0.
(b) y1 (x) = 3x − 1, W (y1 , y2 ) = −3x 2 + 2x − 3 and y2 (0) = 1.
(c) y1 (x) = x + 1, W (y1 , y2 ) = (1 + x) cos x − sin x and y2 (0) = 0.
(d) y1 (x) = x − 2, W (y1 , y2 ) = (3 − 2x)e−2x and y2 (0) = 1.
(e) y1 (x) = 2x − 1, W (y1 , y2 ) = (2x 2 − x − 1)ex and y2 (0) = 0.
(f) y1 (x) = 4x + 1, W (y1 , y2 ) = cos x − (4x 2 + x) sin x and y2 (0) = 0.

Solution of Second-order Differential Equations
Consider the second order homogeneoud with constant coefficients of

the form
ay 00 (x) + by 0 (x) + cy (x) = 0 (a)
To solve, we start with
y (x) = emx
Differentiate this twice and substitute to Eq.(a), we have the
characteristic equation
am2 + bm + c = 0 (b)
This characteristic equation is quadratic which will yield two solutions

y1 (x) and y2 (x) which we have discussed previously.

The roots will have three possible forms.
These are:
(1) Real, distinct roots, m1 6= m2 .
(2) Complex roots, m1,2 = λ ± µi.
(3) Double roots, m1 = m2 = m.

Real, distinct roots
Solving the characteristic equation (b), with roots m1 and m2 gives the
two solutions y1 (x) = em1 x and y2 (x) = em2 x
Example: Solve the following IVP:

(a)
y 00 + 11y 0 + 24y = 0, y (0) = 0, y 0 (0) = −7
(b)
3y 00 + 2y 0 − 8y = 0, y (0) = −6, y 0 (0) = −18
(c)
4y 00 − 5y 0 = 0, y (−2) = 0, y 0 (−2) = 7

Exercises:
Solve the following IVP:

(a)
y 00 + y 0 − 6y = 0, y (0) = 2, y 0 (0) = 9
(b)
y 00 − 4y 0 + 3y = 0, y (0) = 0, y 0 (0) = −4
(c)
5
2y 00 + y 0 − y = 0, y (0) = 4, y 0 (0) = −
2
(d)
3
6y 00 − y 0 − y = 0, y (0) = 2, y 0 (0) = −
2
(e)
4y 00 + 4y 0 − 15y = 0, y (0) = 2, y 0 (0) = 11

complex roots
We are lookin at Eq.(a) with characteristic Eq.(b) having complex roots
of the form m1,2 = λ ± µi.
Since we assume y (x) = emx , therefore we will have
y1 (x) = e(λ+µi)x and y2 (x) = e(λ−µi)x
By Euler’s formula
eiθ = cos θ + i sin θ
e−iθ = cos θ − i sin θ
therefore

y1 (x) = e(λ+µi)x = eλx eiµx = eλx cos(µx) + i sin(µx)

y2 (x) = e(λ−µi)x = eλx e−iµx = eλx cos(µx) − i sin(µx)
The linear combination of these two solutions is
y (x) = c1 y1 (x) + c2 y2 (x)
Example
Find the general solution to the ODE
y 00 (x) − 2y 0 (x) + 6y (x) = 0
Solution
Let y (x) = erx , then the characteristic equation is
r 2 − 2r + 6 = 0
The roots are

p √
−(−2) ± (−2)2 − 4(1)(6) 2 ± i2 5
r= =
2(1) 2
√
r =1±i 5
√
Here λ = 1, µ = 5.
solution conts
√
5)x
√
√ √
y1 (x) = e(1+i = ex eix 5
= ex cos(x 5) + i sin(x 5)
√ √ √ √
y2 (x) = e(1−i 5)x
= ex e−ix 5 = ex cos(x 5) − i sin(x 5)
y (x) = c1 y1 (x) + c2 y2 (x)

!
x
√ √
= c1 e cos(x 5) + i sin(x 5)
!
√ √
+ c2 ex cos(x 5) − i sin(x 5)
h √ √ i
= ex (c1 + c2 ) cos(x 5) + i(c1 − c2 ) sin(x 5)
h √ √ i
= ex α cos(x 5) + β sin(x 5)
where α = c1 + c2 and β = i(c1 − c2 )

Note
If λ = 0 then we have steady oscillation
If λ > 0 then we have growing oscillation
If λ < 0 then we have decaying oscillation

More examples

(a)
y 00 − 4y 0 + 9y = 0, y (0) = 0, y 0 (0) = −8
(b)
4y 00 + 24y 0 + 37y = 0, y (π) = 1, y 0 (π) = 0
(c) π π
y 00 + 16y = 0, y = −10, y0 =3
2 2

Exercises

(a)
y 00 + 2y 0 + 5y = 0, y (0) = 1, y 0 (0) = −5
(b)
y 00 − 4y 0 + 3y = 0, y (0) = 0, y 0 (0) = −4
(c)
y 00 − 4y 0 + 13y = 0, y (0) = 1, y 0 (0) = 0
(d)
36y 00 − 36y 0 + 13y = 0, y (0) = 6, y 0 (0) = 7
(e)
4y 00 − 4y 0 + 17y = 0, y (0) = 2, y 0 (0) = 13

Repeated roots
Given Eq.(a) with characteristic Eq.(b), if the solution of Eq.(b) are

m1 = m2 = m, therefore the solution to the second order differential
equation is
y1 (x) = em1 x = emx , and y2 (x) = em2 x = emx

The first solution is acceptable but for double roots the second one is
not acceptable.
If
b2 − 4ac = 0
the we have repeated roots, i.e.

√
−b ± b2 − 4ac
m=
2a
gives
b
m=− (twice)
2a
Hence
b
y1 (x) = e− 2a x
We therefore find a means of written the second solution.
Let
b
y2 (x) = u(x)y1 = u(x)e− 2a x

Example:

(a)
y 00 + 2y 0 + y = 0, y (0) = 1, y 0 (0) = 2
(b)
y 00 + 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 3

Exercises

(a)
y 00 − 4y 0 − 5y = 0, y (−1) = 3, y 0 (−1) = 9
(b)
25
y 00 − 6y 0 + 9y = 0, y (0) = 2, y 0 (0) =
3
(c)
y 00 − 4y 0 + 4y = 0, y (1) = 1, y 0 (1) = 1
(d)
4y 00 + 20y 0 + 25y = 0
(e)
25y 00 + 30y 0 + 9y = 0, y (0) = 2, y 0 (0) = 1

Reduction of order
Considering Eq.(a), we develop a method of finding another solution
y2 (x) (which is linearly independent to y1 (x)) when one solution y1 (x)
is known.
Method of reduction of order steps
Step 1: Inserting y2 (x) = u(x)y1 into Eq.(9.1).

Then we have a first-order differential equation
u 00 + p(x)u 0 = 0, v 0 + g(x)v = 0,
which is both separable and linear by the substitution v = u 0 .
Step 2: Solving resulting equation v 0 + g(x)v = 0.

R Z R
0 − g(x)dx
u =v =e , u = e− g(x)dx dx.

Step 3: Linearly Independency(Wronskian test:Optional)
Step 4: General solution.
Thoerem:Given second order differential equation of the form
y 00 (x) + p(x)y 0 (x) + q(x)y (x) = 0, with y1 (x)
as one on the solutions. Find the other solution?
Proof: Let denote y1 (x) = y1 , u(x) = u, y2 (x) = y2 , then y2 = uy1
y 00 (x) + p(x)y 0 (x) + q(x)y (x) = 0
(uy1 )00 + p(x)(uy1 )0 + q(x)(uy1 ) = 0

Expanding and simplifying

0 = (uy1 )00 + p(x)(uy1 )0 + q(x)(uy1 )
= (u 0 y1 + uy10 )0 + p(x)(u 0 y1 + uy10 ) + q(x)(uy1 )
= u 00 y1 + u 0 y100 + u 0 y10 + uy100 + p(x)(u 0 y1 + uy10 ) + q(x)(uy1 )
= u 00 y1 + 2u 0 y10 + uy100 + p(x)u 0 y1 + p(x)uy10 + q(x)uy1

= u y100 + p(x)y10 + q(x)y1 + u 00 y1 + 2u 0 y10 + p(x)u 0 y1

= u y100 + p(x)y10 + q(x)y1 + u 00 y1 + u 0 2y10 + p(x)y1
Since y1 is a solution then y100 + p(x)y10 + q(x)y1 = 0, the we have

u 00 y1 + u 0 2y10 + p(x)y1 = 0
Let v = u 0 , we have

v 0 y1 + v 2y10 + p(x)y1 = 0
(2y10 + p(x)y1 )
v0 + v =0
y1
Assume
(2y10 + p(x)y1 )
g(x) =
y1
we have
v 0 + g(x)v = 0
This is first-order differential equation which can be solved by variable
separable. Solving we obtain:
R
v (x) = e− g(x)dx
,
ignoring the constant. Since we are looking for u(x),

then R
u 0 = v = e− g(x)dx
hence, Z R
u= e− g(x)dx
dx,
and finally, the other solution is

Z R
y2 (x) = u(x)y1 (x) = e− g(x)dx
dx y1 (x)
Example: Given that y1 (x) is a solution of the given differential

equations, find a second linearly independent solution. Hence write
the general solution
(a)
y 00 − 6y 0 + 9y = 0, y1 (x) = e3x
(b)
y 00 + 4y 0 + 4y = 0, y (0) = 1, y 0 (0) = 3

Exercises:

(a)
y 00 − y = 0, y1 (x) = ex
(b)
y 00 − 4y 0 + 4y = 0, y1 (x) = e2x
(c)
y 00 + y = 0, y1 (x) = sin x
(d)
2
y 00 tan x + y 0 (tan2 x − 2) + y = 0, y1 (x) = sin x
tan x

Non-Homogeneous second order equations
y 00 + p(x)y 0 + q(x)y = f (x) (e)

Suppose yc (x) is the general solution of the linear HOMOGENEOUS
equation
y 00 + p(x)y 0 + q(x)y = 0,
then the linear NON-HOMOGENEOUS equation Eq.(e) has the
general solution
yG = yc + yp ,
where yp (x) is any particular solution of the NON-HOMOGENEOUS
equation.
We have discussed extensively on how to solve homogeneous
equations. Our focus will be mainly on how to find a particular solution
yp (x) of NON-HOMOGENEOUS equation.

Here we shall discuss two methods:
(1) Method of variation of parameters
(2) Method of undetermined coefficients

Method of variation of parameters
We said earlier on that if y1 (x) and y2 (x) form the fundamental set of
solutions of the homogeneous equation, then the general solution is
given by
yc (x) = c1 y1 (x) + c2 y2 (x),
where c1 and c2 are constants to be determined.
We look for a particular solution yp (x) by replacing c1 and c2 with u(x)
and v (x), therefore
yp (x) = u(x)y1 (x) + v (x)y2 (x).
This techniques is called the Method of variation of parameters.
Let us find u(x) and v (x) explicitly

Proof
f (x) = yp00 + p(x)yp0 + q(x)yp

00 0
= u(x)y1 (x) + v (x)y2 (x) + p(x) u(x)y1 (x) + v (x)y2 (x)

+ q(x) u(x)y1 (x) + v (x)y2 (x)
0
= u 0 (x)y1 (x) + v 0 (x)y2 (x) + u(x)y10 (x) + v (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x) + u(x)y10 (x) + v (x)y20 (x)

+ q(x) u(x)y1 (x) + v (x)y2 (x)
0
= u 0 (x)y1 (x) + v 0 (x)y2 (x))0 + (u(x)y10 (x) + v (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x) + p(x) u(x)y10 (x) + v (x)y20 (x)

+ q(x) u(x)y1 (x) + v (x)y2 (x)
0
= u 0 (x)y1 (x) + v 0 (x)y2 (x)

+ u 0 (x)y10 (x) + u(x)y100 (x) + v 0 (x)y20 (x) + v (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x) + p(x) u(x)y10 (x) + v (x)y20 (x)

+ q(x) u(x)y1 (x) + v (x)y2 (x)

= u(x) y100 (x) + p(x)y10 (x) + q(x)y1 (x)

+ v (x) y200 (x) + p(x)y20 (x) + q(x)y2 (x)
0
+ u 0 (x)y1 (x) + v 0 (x)y2 (x) + u 0 (x)y10 (x) + v 0 (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x)

0
= u(x)(0) + v (x)(0) + u 0 (x)y1 (x) + v 0 (x)y2 (x)

+ u 0 (x)y10 (x) + v 0 (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x)
0
= u 0 (x)y1 (x) + v 0 (x)y2 (x) + u 0 (x)y10 (x) + v 0 (x)y20 (x)

+ p(x) u 0 (x)y1 (x) + v 0 (x)y2 (x)
where y100 (x) + p(x)y10 (x) + q(x)y1 (x) = 0 and

y200 (x) + p(x)y20 (x) + q(x)y2 (x) = 0, because y1 (x) and y2 (x) are
solutions of the homogeneous equation.
Suppose we give a condition on u(x) and v (x) as follows
u 0 (x)y1 (x) + v 0 (x)y2 (x) = 0

Then, above equation is simplified by
f (x) = (u 0 (x)y1 (x) + v 0 (x)y2 (x))0 + (u 0 (x)y10 (x) + v 0 (x)y20 (x))
+ p(x)(u 0 (x)y1 (x) + v 0 (x)y2 (x))
= (0)0 + (u 0 (x)y10 (x) + v 0 (x)y20 (x)) + p(x)(0)
= u 0 (x)y10 (x) + v 0 (x)y20 (x)
Therefore we have
u 0 (x)y1 (x) + v 0 (x)y2 (x) = 0, and, u 0 (x)y10 (x) + v 0 (x)y20 (x) = f (x).
Since we have two equations and two unknown u 0 (x) and v 0 (x), we
can solve for u 0 (x) and v 0 (x), using and methods. Solving these we
have
y2 (x)f (x) y1 (x)f (x)
u 0 (x) = − , v 0 (x) =
W W
which implies
Z Z
y2 (x)f (x) y1 (x)f (x)
u(x) = − dx, v (x) =
W W

where W (y1 (x), y2 (x)) = y1 (x)y20 (x) − y10 (x)y2 (x).
The particular solution is
yp (x) = u(x)y1 (x) + v (x)y2 (x)

Z y (x)f (x) Z y (x)f (x)
2 1
= − dx y1 (x) + y2 (x).
W W
The general solution of NON-HOMOGENEOUS EQUATION is
yG (x) = yc (x) + yp (x)

= c1 y1 (x) + c2 y2 (x)
Z y (x)f (x) Z y (x)f (x)
2 1
+ − dx y1 (x) + y2 (x)
W W

Example:
Solve the following second order differential equations by using

method of variation of parameter
(a)
y 00 − y 0 + 2y = cos hx
(b)
y 00 + y = sec x

Solution:
(a)
y 00 − y 0 − 2y = cos hx
Solving the homogeneous part
y 00 − y 0 − 2y = 0
The solution are y1 (x) = e2x and y2 (x) = e−x .
The complimentary solution is
yc (x) = c1 y1 (x) + c2 y2 (x) = c1 e2x + c2 e−x
ex +e−x
Therefore y1 (x) = e2x , y2 (x) = e−x and f (x) = cos hx = 2
e2x e−x
W (y1 , y2 ) = = −ex − 2ex = −3ex
2e2x −e−x

ex +e−x
y2 (x)f (x) e−x 2 e−x + e−3x
u 0 (x) = − =− =
W −3ex 6

e−x e−3x
Z
1
u(x) = (e−x + e−3x )dx = − −
6 6 18
x −x
y1 (x)f (x) e2x e +e2 e2x + 1
0
v (x) = = = −
W −3ex 6
1
Z
e 2x x
v (x) = − (e2x + 1)dx = − −
6 12 6
e−x e−3x e2x x
yp (x) = u(x)y1 (x)+v (x)y2 (x) = − − e2x + − − e−x
6 18 12 6
ex e−x xe−x
=− − −
4 18 6
The general solution is
yG (x) = yc (x) + yp (x) = c1 y1 (x) + c2 y2 (x) + u(x)y1 (x) + v (x)y2 (x)
ex e−x xe−x
= c1 e2x + c2 e−x − − −
4 18 6
(b)
y 00 + y = sec x
Solving the homogeneous part
y 00 + y = 0
The solution are y1 (x) = cos x and y2 (x) = sin x.
The complimentary solution is

yc (x) = c1 y1 (x) + c2 y2 (x) = c1 cos x + c2 sin x
Therefore y1 (x) = cos x, y2 (x) = sin x and f (x) = sec x
cos x sin x
W (y1 , y2 ) = = cos2 x + sin2 x = 1
− sin x cos x
y2 (x)f (x) sin x × sec x
u 0 (x) = − =−
W
Z 1
sin x
u(x) = − dx = ln cos x
cos x

y1 (x)f (x) cos x × sec x cos x × sec x
v 0 (x) = = =1
W W 1
Z
v (x) = dx = x
yp (x) = u(x)y1 (x) + v (x)y2 (x) = (ln cos x) cos x + x sin x
yG (x) = yc (x) + yp (x) = c1 y1 (x) + c2 y2 (x) + u(x)y1 (x) + v (x)y2 (x)

= c1 cos x + c2 sin x + (ln cos x) cos x + x sin x

Exercises:
Use the method of variation of parameters to find the general solution

of the following differential equations:
(a)
y 00 + 2y 0 − 3y = 9 = 9x
(b)
3y 00 − 2y 0 − y = 4(x − 2)e−x
(c)
y 00 − y 0 − 6y = 4(3x − 4)
(d)
x
4y 00 + 4y 0 + y = −8(x −2 + x −4 )e− 2 .

Method of Undetermined Coefficients
The method of undetermined coefficients is used to find a particular

solution for a linear differential equation with constant coefficients,
y 00 + py 0 + qy = f (x)
f (x) is one of the following:

(1) f (x) = polynomial;
(2) f (x) = exponential = eax ;
(3) f (x) = sinusoid = sin bx or, cos bx;
(4) f (x) = products of 1, 2, 3;
(5) f (x) = linear combinations of 1, 2, 3, 4.

f (x) yp (x)guess
aeax Aeax
a sin(bx) or a cos(bx) A sin(bx) + B cos(bx)
ax n n a +ve integer P(x), P a general polynomial of degree n
ax n eax n is a +ve integer P(x)eax , P a general polynomial of degree
x n (a sin(bx) + b cos(bx)) P(x)(A sin(bx) + B cos(bx))
erx (a sin(bx) + b cos(bx)) erx (A sin(bx) + B cos(bx))

Example:
(a) Find a particular solution of y 00 − 10y 0 + 25y = 30x + 3

(b) 4y 00 − 4y 0 − 3y = cos 2x
(c) y 00 − 5y 0 = 3x 3 − 4x 2 − x + 6
(d) y 000 + y 00 = ex cos x
Solution:
Exercises:
1 00 0
(a) 4y + y + y = x 2 − 2x
(b) y 00 − 8y 0 + 20y = 100x 2 − 26xex
(c) y 00 − 2y 0 + 5y = ex cos 2x
(d) y 000 − 3y 00 + 3y 0 − y = x − 4ex
(e) y 000 + 4y 00 + 3y 0 = x 2 cos x − 3x

Example:
(a) Find a particular solution of y 00 + 5y 0 + 6y = 4e−x + 5 sin x

yp (x) = ae−x + b sin x + c cos x
(b) y 00 − 6y 0 + 8y = 40 sin 2x
(c) y 00 + 2y 0 + 2y = ex (5x − 11), y (0) = −1, y 0 (0) = −3
Solution:
(a)
(b)
(c)
Exercises:
(a) y 00 − 10y 0 + 25y = 30x + 3
(b) y 00 + 2y 0 + y = sin x + 3 cos 2x
(c) y 00 + ω 2 y = Fo cos γx, y (0) = 0, y 0 (0) = 0

The Euler equation
In this section we study linear differential equations with variable
coefficients of a specific kind where explicit solutions are not difficult to
obtain. The second-order Euler equation is
ax 2 y 00 (x) + bxy 0 (x) + cy (x) = 0, x >0 (1)
where a, b, c are constants and a 6= 0.
The variable coefficients of (1) are powers that increase by x for each
derivative in (1). This suggests that solutions of (1) are likely to be
powers of x,
y = xλ (2)
y 0 = λx λ−1 , y 00 = λ(λ − 1)x λ−2
substitute all these into (1), we obtain
ax 2 λ(λ − 1)x λ−2 + bx(λx λ−1 )) + c(x λ ) = 0
aλ(λ − 1)x λ + bλx λ + c(x λ ) = 0

aλ(λ − 1) + bλ + c x λ = 0
but
x λ 6= 0
then
aλ(λ − 1) + bλ + c = 0
aλ2 + (b − a)λ + c = 0
This is called Indicial Equation.
Case 1: Distinct Real roots
If the polynomial aλ2 + (b − a)λ + c = 0 has two distinct real

roots,λ1 , λ2 , then x λ1 and x λ2 provide a fundamental set of solutions.
In this case the general solution of (1) is
y (x) = c1 x λ1 + c2 x λ2 .

example
Find the general solution of
d 2y dy
2x 2 + 7x − 3y = 0, x >0
dx 2 dx
Solution Letting y (x) = x λ Differentiate first and second times and
subtitute into the given problem , we have
2λ(λ − 1) + 7λ − 3 = 0
2λ2 + 5λ − 3 = (2λ − 1)(λ + 3) = 0

The roots are
1
λ1 = , λ2 = −3
2
1
y (x) = c1 x 2 + c2 x −3

Case 2: Complex conjugate roots
If the indicial equation has complex roots λ1 = α + iβ, λ2 = α − iβ,

then the general solution is

y (x) = c1 x α+iβ + c2 x α−iβ = x α c1 x iβ + c2 x −iβ .
Because of the property of exponential (for x > 0)
x iβ = eiβ ln x
therefore

y (x) = x α c1 x iβ + c2 x −iβ = x α c1 eiβ ln x + c2 e−iβ ln x
Note that
e±iθ = cos θ ± i sin θ

y (x) = x α c1 eiβ ln x + c2 e−iβ ln x

= x α c1 {cos(β ln x) + i sin(β ln x)} + c2 {cos(β ln x) − i sin(β ln x)}

= x α cos(β ln x){c1 + c2 } + sin(β ln x)i{c1 − c2 }

= x α A cos(β ln x) + B sin(β ln x)
where A = c1 + c2 and B = i(c1 − c2 )

Example
Find the general solution of
d 2y dy
9x 2
2
+ 15x + 5y = 0, x > 0
dx dx
Solution: Letting y (x) = x λ Differentiate first and second times and
subtitute into the given problem , we have
9λ(λ − 1) + 15λ + 5 = 0
9λ2 + 6λ + 5 = (3λ + 1)2 + 4 = 0
The roots are
1 2
λ1,2 = − ± i
3 3
Since
1 2 1 2
x λ = x − 3 ±i 3 = x − 3 x ±i 3 ,
the general solution is
1
2 2
y (x) = x − 3 A cos( ln x) + B sin( ln x) .
3 3
Case 3: Repeated Real Roots
If the indicial equation has a repeated root λ = λ1 = λ2 , then only one
homogeneous solution is y1 (x) = x λ1 . The second is always
y2 (x) = x λ1 ln x
Example: Find the general solution of
d 2y dy
2
x2
− 7x + 16y = 0, x > 0
dx dx
Solution Letting y (x) = x r yields the indicial equation
r (r − 1) − 7r + 16 = r 2 − 8r + 16 = (r − 4)2 = 0,
which has repeated roots r = 4 twice. Since we have one solution
y1 (x) = x 4 , the second solution in the fundamental set of solutions can
be found by reduction of order which will give y2 (x) = x 4 ln x
yG = c1 y1 (x) + c2 y2 (x) = c1 x 4 + c2 x 4 ln x
Exercises
Solve the second-order Euler equation for x > 0.

(a)
x 2 y 00 − xy 0 + 2y = 0, y (1) = 0, y 0 (1) = 2.
(b)
x 2 y 00 + 4xy 0 + 2y = 0, y (1) = 1, y 0 (1) = 0.
(c)
x 2 y 00 + 6xy 0 + 6y = 0, y (2) = 0, y 0 (2) = 1.
(d)
x 2 y 00 − 3xy 0 + 4y = 0, y (e) = 2, y 0 (e) = −3.

NON-HOMOGENEOUS EQUATIONS- Euler equation
We can not use the method of undetermined coefficients described in
constant coefficient ay 00 + by 0 + cy = f (x) to non-homogeneous
a(x)y 00 + b(x)y 0 + c(x)y = f (x.)
As a result of that, we employ method of variation of parameters to
solve non-constant coefficients problems.
Example: Solve x 2 y 00 − 3xy 0 + 3y = 2x 4 ex

First step: Solve x 2 y 00 − 3xy 0 + 3y = 0
Let y (x) = x λ , then we have λ1 = 1 λ2 = 3 Therefore
yc = c1 x + c2 x 3 =⇒ y1 (x) = x y2 (x) = x 3
x x3
W (y1 , y2 ) = = 3x 3 − x 3 = 2x 3
1 3x 2
3 0 3
∴ y 00 − y + 2 y = 2x 2 ex =⇒ f (x) = 2x 2 ex
x x

Z
y2 (x)f (x)
u(x) = − dx
W
2x 5 ex
Z Z
=− dx = − x 2 ex dx
2x 3
= −x 2 ex + 2xex − 2ex
Z
y1 (x)f (x)
v (x) = dx
W
2x 3 ex
Z Z
= dx = ex dx = −ex
2x 3
yp = u(x)y1 + v (x)y2 = −2x 3 ex + 2x 2 ex − 2xex

yG = yc + y + p = c1 x + c2 x 3 − 2x 3 ex + 2x 2 ex − 2xex

Exercises
Solve the second-order Euler equation for x > 0.

(a) 2x 2 y 00 + 5xy 0 + y = x 2 − x
(b) x 2 y 00 + xy 0 − y = ln x
(c) x 2 y 00 − 3xy 0 + 13y = 4 + 3x
(d) x 2 y 00 − 2xy 0 + 2y = x 4 ex

SIMULTANEOUS LINEAR DIFFERENTIAL
EQUATIONS WITH CONSTANT COEFFICIENTS
Differential equations, in which there are two or more dependent

variables and a single independent variable are called simultaneous
linear equations.
Our objective is to solve a system of linear differential equations with

constant coefficients.
We obtained the solution by eliminating all but one of the dependent

variables and then solving the resultant equations by usual methods.

Example
Solve the simultaneous ODEs

(a) x 0 (t) = 7x(t) − y (t), y 0 (t) = 2x(t) + 5y (t)
(b) y 00 (t) + y 0 (t) − 2y (t) = sin t, x 0 (t) + x(t) − 3y (t) = 0
(c) 2x 00 (t) + 3y 0 (t) = 4, 2y 00 (t) − 3x 0 (t) = 0

Solution
(a) x 0 (t) = 7x(t) − y (t), y 0 (t) = 2x(t) + 5y (t)
y 0 (t) − 5y (t)
From y 0 (t) = 2x(t) + 5y (t) =⇒ x(t) =
2
d y 0 (t) − 5y (t) y 0 (t) − 5y (t)
∴ −7 + y (t) = 0
dt 2 2
1
=⇒ (y 00 (t) − 5y 0 (t) − 7y 0 (t) + 35y (t)) + y (t) = 0
2
=⇒ y 00 (t) − 12y 0 (t) + 35y (t) + 2y (t) = 0
=⇒ y 00 (t) − 12y 0 (t) + 37y (t) = 0

Solve y 00 (t) − 12y 0 (t) + 37y (t) = 0 we have m2 − 12m + 37 = 0
∴m =6±i

y (t) = e6t c1 cos t + c2 sin t
To find x(t), recall the
y 0 (t) − 5y (t)
x(t) =
2

∴ y 0 (t) = 6e6t c1 cos t + c2 sin t + e6t − c1 sin t + c2 cos t

= e6t cos t 6c1 − c2 + e6t sin t 6c2 − c1
y 0 (t) − 5y (t) (c1 + c2 ) 6t (c2 − c1 ) 6t

x(t) = = e cos t + e sin t
2 2 2

(b) y 00 (t) + y 0 (t) − 2y (t) = cos t, x 0 (t) + x(t) − 3y (t) = 0
Solving this first y 00 (t) + y 0 (t) − 2y (t) = cot t
we have
y 00 (t)+y 0 (t)−2y (t) = 0 =⇒ m2 +m−2 = 0 =⇒ m1 = −2, m2 = 1
yc (t) = c1 e−2t + c2 et
yp (t) = A sin t + B cos t
Solve for A and B, we have
1 3 1 3
A= B=− =⇒ yp (t) = sin t − cos t
10 10 10 10
1 3
yG (t) = yc (t) + yp (t) = c1 e−2t + c2 et + sin t − cos t
10 10

From x 0 (t) + x(t) − 3y (t) = 0 we have x 0 (t) + x(t) − 3y (t) = 0
1 3
=⇒ x 0 (t) + x(t) = 3 c1 e−2t + c2 et + sin t − cos t
10 10
Compare with y 0 + p(t)y = f (t) we have p(t) = 1 Hence
R R
p(t)dt dt
µ(t) = e =e = et
1 3
x 0 (t)et + x(t)et = 3et c1 e−2t + c2 et + sin t − cos t
10 10
d 1 3
(x(t)et ) = 3et c1 e−2t + c2 et + sin t − cos t
dt 10 10
Z 1 3
x(t)et = 3et c1 e−2t + c2 et + sin t − cos t dt
10 10
3 2 t 3
x(t)et = −3c1 e−t + c2 e2t − e sin t − et cos t
2 10 5
3 2 3
x(t) = −3c1 e−2t + c2 et − sin t − cos t
2 10 5
(c) 2x 00 (t) + 3y 0 (t) = 4, 2y 00 (t) − 3x 0 (t) = 0

Exercises
Solve the simultaneous ODEs

(a) x 00 (t) + 4x(t) + 5y (t) = t 2 , y 00 (t) + 5x(t) + 4y (t) = t + 1
(b) y 00 (t) + y 0 (t) − 2y (t) = sin t, x 0 (t) + x(t) − 3y (t) = 0
(c) 2x 00 (t) + 3y 0 (t) = 4, 2y 00 (t) − 3x 0 (t) = 0, x(0) = y (0) =
0, x 0 (0) = y 0 (0) = 0

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Higher order Differential Equations

A second-order differential equation is an equation which contains a

where a term involving y 00 should be appeared. General form of

y 00 + p(x)y 0 + q(x)y = f (x)

A second-order differential equation y 00 + p(x)y 0 + q(x)y = f (x) is

Eegunjobi A S Higher order Differential Equations August 1, 2023 2 / 160

If the coefficient functions p(x); q(x); f (x) are continuous (i.e.

y 00 + p(x)y 0 + q(x)y = f (x), y (x0 ) = A, y 0 (x0 ) = B,

Eegunjobi A S Higher order Differential Equations August 1, 2023 3 / 160

(x 2 + 1)y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ,

x 2 y 00 (x) + sin xy 0 (x) + (x 3 + 1)y (x) = ex ,

Eegunjobi A S Higher order Differential Equations August 1, 2023 4 / 160

y 00 (x) + tan xy 0 (x) + (x 3 + 1)y (x) = ex ,

(x − 5)(x − 3)y 00 (x) + y 0 (x) + y (x) = ex ,

Eegunjobi A S Higher order Differential Equations August 1, 2023 5 / 160

(a) We first divide by the coefficient of y 00 (x), we have

Eegunjobi A S Higher order Differential Equations August 1, 2023 6 / 160

(b) Divide by the coefficient of y 00 (x), we have

Eegunjobi A S Higher order Differential Equations August 1, 2023 7 / 160

(c) tan x blows up at x = π2 and since it lies in the given interval

Eegunjobi A S Higher order Differential Equations August 1, 2023 8 / 160

Find the largest open interval for which the solution to

(x − 1)(x + 3)y 00 (x) + sin xy 0 (x) + cos xy (x) = x; y (0) = 1; y 0 (0) = 3

has a unique solution.

The coefficients blow-up at x = −3 and x = 1. Our interval should

Eegunjobi A S Higher order Differential Equations August 1, 2023 9 / 160

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Determine whether there is a unique solution to each of the following

Eegunjobi A S Higher order Differential Equations August 1, 2023 11 / 160

Determine whether there is a unique solution to each of the following

Eegunjobi A S Higher order Differential Equations August 1, 2023 11 / 160

Determine whether there is a unique solution to each of the following

Eegunjobi A S Higher order Differential Equations August 1, 2023 11 / 160

Determine whether there is a unique solution to each of the following

Eegunjobi A S Higher order Differential Equations August 1, 2023 11 / 160

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Eegunjobi A S Higher order Differential Equations August 1, 2023 12 / 160

If y1 (x) and y2 (x) are two solutions of a second-order homogeneous

on an interval I, then any linear combination of these function is also a

is also a solution, where c1 and c2 are any constants.

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Since y1 (x) and y2 (x) are solutions of the second-order homogeneous

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Eegunjobi A S Higher order Differential Equations August 1, 2023 15 / 160

To show y1 (x) = ex is a solution, we have

y1 (x) = ex , y10 (x) = ex , y100 (x) = ex

y2 (x) = e−x , y20 (x) = −e−x , y200 (x) = e−x

Eegunjobi A S Higher order Differential Equations August 1, 2023 16 / 160

To show y (x) = c1 ex + c2 e−x is a solution, we have

y (x) = c1 ex + c2 e−x , y(0 x) = c1 ex − c2 e−x , y(00 x) = c1 ex + c2 e−x

y 00 (x) − y (x) = c1 ex + c2 e−x − (c1 ex + c2 e−x ) = 0.

Therefore y( x) = c1 ex + c2 e−x is a solution. This mean that linear

Eegunjobi A S Higher order Differential Equations August 1, 2023 17 / 160

F (x, y , y 0 , y 00 ) = 0, y (x0 ) = y0 , y 0 (x0 ) = y1

Definition: Two functions f (x) and g(x) are said to be linearly

f (x) = cg(x), or g(x) = cf (x)

Example:Determine whether the following pairs of functions are

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Eegunjobi A S Higher order Differential Equations August 1, 2023 19 / 160

for all (−∞, ∞), let x = 0 and x = 1 we have

Eegunjobi A S Higher order Differential Equations August 1, 2023 19 / 160

Another useful tool to determine linear Independence or

Definition: Given two differentiable functions y1 (x) and y2 (x), the

is called the Wronskian of y1 (x) and y2 (x).