Chapter 3: Higher-Order Differential Equations

Chapter 3. Higher-Order Differential Equations

3.1 Theory of Linear Equations

dny d n 1 y dy
an ( x) n
 an 1 ( x ) n 1
   a1 ( x)  a0 ( x) y  g ( x). if g(x) = 0  Homogeneous
dx dx dx
g(x) ≠ 0  Nonhomogeneous

Chapter 3: Higher-Order Differential Equations

3.1.1 Initial-Value and Boundary-Value Problems

■ Initial-Value Problem

dny d n 1 y dy
an ( x) n
 an 1 ( x ) n 1
   a1 ( x)  a0 ( x) y  g ( x)
dx dx dx  Initial condition

I .C.: y ( x0 )  y0 , y ( x0 )  y1 ,  , y ( n 1) ( x0 )  yn 1.

■ Boundary-Value Problem

d2y dy
a
Solve 2 ( x ) 2
 a1 ( x)  a0 ( x) y  g ( x)
dx dx

Subject to : y (a)  y0 , y (b)  y1  Boundary condition

y(a)  y0 , y (b)  y1

y (a)  y0 , y(b)  y1

y(a)  y0 , y(b)  y1 ,
 Chapter 3: Higher-Order Differential Equations

3.1.2 Homogeneous Equations

■ Differential Operators

dy / dx  Dy  Differential operator : differential function to another function

e.g. D(cos 4 x)  4sin 4 x, D(5 x3  6 x 2 )  15 x 2  12 x

d  dy  d 2 y dny
   D( Dy )  D 2 y and in general  D n y,
dx  dx  dx 2 dx n

L  an ( x) D n  an 1 ( x) D n 1    a1 ( x) D  a0 ( x). (8)

L{ f ( x)   g ( x)}   L( f ( x))   L( g ( x)), : Linear Operator

■ Differential Equations

y  5 y  6 y  5 x  3

 D 2 y  5Dy  6 y  5 x  3

 ( D 2  5D  6) y  5 x  3

 L( y )  5 x  3  L( y )  0 and L( y )  g ( x),

Chapter 3: Higher-Order Differential Equations

Definition 3.1.1 Linear Dependence/Independence

c1 f1 ( x)  c2 f 2 ( x)    cn f n ( x)  0

A set of functions f(x) is…..

(NOT all zero )  linearly dependent
(all zero )  linearly independent

1) Linearly dependent

2) Linearly independent

e.g.) f1 ( x)  x, f 2 ( x)  x , (, )
 Chapter 3: Higher-Order Differential Equations

■ Solutions of Differential Equations

Definition 3.1.2 Wronskian

f1 f2  fn
f1 f 2  f n
W ( f1 , f 2 , , f n )  ,
  
f1( n 1) f 2 ( n 1)  f n ( n 1)

 f1 , ….. , fn are linearly independent, if and only if W ≠ 0

Proof)

e.g.) f1 = sin2 x , f2 = 1 – cos 2x

Chapter 3: Higher-Order Differential Equations

■ Superposition Principle

Theorem 3.1.2 Superposition Principle – Homogeneous Equations

Let y1 ( x), y2 ( x),  , yk ( x) be solutions of the homogeneous n-th ODE on an interval I .

Then, the linear combination y  c1 y1 ( x)  c2 y2 ( x)    ck yk ( x), where ck are arbitrary constants,

is also a solution on I .

Also, y = c1y1(x) are solutions.

y=0

Proof)

e.g.)
 Chapter 3: Higher-Order Differential Equations

Definition 3.1.3 Fundamental Set of Solutions

Any set y1 , y2 , …. , yn of n linearly independent solutions of

the homogeneous linear n-th ODE on an interval I .

Theorem 3.1.5 General Solution – Homogeneous Equations

Let y1 , y2 , …. , yn be a fundamental set of solutions of the homogeneous linear n-th ODE on an

interval I . Then, the general solution is y  c1 y1 ( x)  c2 y2 ( x)    cn yn ( x),

where cn are arbitrary constants.

Example 7 General Solution of a Homogeneous DE

3 x e3 x e 3 x
3x
W (e , e )  6  0
3e3 x  3e 3 x

 y1  e3 x , y2  e 3 x Fundamental Set

General solution of DE  y  c1e3 x  c2 e 3 x

Chapter 3: Higher-Order Differential Equations

Example 9 General Solution of a Homogeneous DE

ex e2 x e3 x
W (e x , e 2 x , e3 x )  e x 2e 2 x 3e3 x  2e6 x  0
e x 4e 2 x 9e3 x

 y1  e x , y2  e 2 x , y3  e3 x Fundamental Set

General solution of DE  y1  c1e x  c2 e 2 x  c3e3 x

 Chapter 3: Higher-Order Differential Equations

3.1.3 Nonhomogeneous Equations

dny d n 1 y dy
an ( x) n
 an 1 ( x ) n 1
   a1 ( x)  a0 ( x) y  g ( x). g(x) ≠ 0  Nonhomogeneous
dx dx dx

Theorem 3.1.6 General Solution – Nonhomogeneous Equations

Let y1 , y2 , …. , yn be a fundamental set of solutions of the homogeneous linear n-th ODE on I.

Let yp be any particular solution of the nonhomogeneous linear n-th ODE on I .

Then, the general solution is y  c1 y1 ( x)  c2 y2 ( x)    cn yn ( x)  y p ( x)  yc ( x)  y p ( x). ,

(cn = constant)

 yc ( x)  c1 y1 ( x)  c2 y2 ( x)    cn yn ( x) : Complementary Function

 yp (x) : Particular Solution

y  complementary function  any particular solution.

Chapter 3: Higher-Order Differential Equations

d2 y dy
a
Proof) When n = 2 , suppose y1 and yp are both solutions of 2 ( x) 2
 a1(x)  a0 (x) y  g(x) .
dx dx

Example 10 General Solution of a Nonhomogeneous DE

y  6 y  11y  6 y  3x.

 y p  (11/12)  (1/ 2) x

y  6 y  11 y  6 y  0.

 yc  c1e x  c2 e 2 x  c3e3 x

11 1
general solution: y  yc  y p  c1e x  c2 e 2 x  c3e3 x   x.
12 2
 Chapter 3: Higher-Order Differential Equations

■ Another Superposition Principle

Theorem 3.1.7 Superposition Principle – Nonhomogeneous Equations

Let yP1 , yP2 , …. , yPk be k particular solutions of the nonhomogeneous linear n-th ODE on I

correspondingly, in turn, to k distinct functions g1 , g2 , …. gk .

an ( x) y ( n )  an 1 ( x) y ( n 1)    a1 ( x) y  a0 ( x) y  gi ( x), (i  1, 2,...k )

Then y p  y p1 ( x)  y p2 ( x)    y pk ( x) is a particular solution of

an ( x) y ( n )  an 1 ( x) y ( n 1)    a1 ( x) y  a0 ( x) y  g1 ( x)  g 2 ( x)    g k ( x).

Proof) (For k  2 only)

L( y p )  L{ y p1 ( x)  y p2 ( x)}  L( y p1 ( x))  L( y p2 ( x))  g1 ( x)  g 2 ( x).

Chapter 3: Higher-Order Differential Equations

Example 11 Superposition – Nonhomogeneous DE

y p1  4 x 2 is a particular solution of y  3 y  4 y  16 x 2  24 x  8

y p2  e 2 x is a particular solution of y  3 y  4 y  2e 2 x

y p3  xe x is a particular solution of y  3 y  4 y  2 xe x  e x

Then, y  y p1  y p2  y p3  4 x 2  e 2 x  xe x , is a solution of

y  3 y  4 y    24 x 8  2
16 x 2 
 e 2 x  2 x
xe ex .
g1 ( x) g 2 ( x) g3 ( x)

Chapters 3.2 ~ 3.12 : no lecture note.