Higher-Order

Linear

Differential

Equations

1
 Engineering Applied Mathematics

| Higher-Order Linear Differential Equations Chapter 4

Contents

3.1 Introduction

3.1 2nd order ordinary differential equations Forms

3.2 nth order ordinary differential equations Forms

3.3. Definitions and theorem of Linear Equations

3.4. Reduction of Order

3.5. Homogeneous Linear Equations with Constants Coefficients

3.6. Undetermined Coefficients

3.7. Variation of Parameters

 3.8. Cauchy-Euler Equations

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3.1. Introduction

In the preceding chapters we studied a few restricted types of differential equations that
can be solved in terms of familiar elementary functions. The methods we developed
require considerable skill in the techniques of integration, and their many interesting
applications have a tasty flavor of practicality. Unfortunately, however, it must be
admitted that this part of the subject tends to be a miscellaneous bag of tricks, and
conveys little insight into the general nature of differential equations and their solutions.
In the present chapter we discuss an important class of equations with a rich and far-
reaching theory. We shall see that this theory can be given a coherent and satisfying
structure based on a few simple principles.

3.2. Definitions and theorem of Linear Equations

3.2.1. Second- order Forms :

A second order ordinary differential equation can be put in a more suitable forms

General form: ( )

Normal form:
Standard form or linear form:

Or

3.2.2. nth order Forms :

A nth order ordinary differential equation can also be put in a more suitable forms

General form: ( )
Normal form: ( )
Standard form or linear form with constant coefficients:

Standard form or Linear form with variable coefficients:

3
 3.2.3. Linear Dependence and linear/ Independence

Definition 3.1. Linear Dependence and linear/ Independence

A set of functions is linearly dependent on an interval , if there
exists constants , not all zero, such that

If not linearly dependent, it is linearly independent.

For examples :
1- The sets and , represent independent set, because the only values
of that satisfies the equation is .

2- The sets and , represent dependent set, because the values of

that satisfies the equation is , for
arbitrary value of .

3- The sets and , represent independent set, because the only values of
that satisfies the equation is .

Another test:
 In other words, if there exists a set of constants and

in some interval , then the set { } is sail to be a set of linearly

independent (L.I)
 Equivalently, are linearly independent, If .where
constant.
 Equivalently, are linearly dependent, If . where
constant.

For examples :
1- The sets and , represent independent set, because .
equal function.

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2- The sets and , represent dependent set, because
Constants.

3- The sets and , represent independent set, because

. function.

3.2.4. Test use Wronskian:

Definition 3.2. Wronskian

Given the functions possesses at least – derivatives (smooth
functions). The determinant

| |

is called the Wronskian of the functions.

Theorem 3.1.
 The functions are linearly independent over an interval if
and on if

 The functions are linearly dependent over an interval if

Examples : Verify any the following sets represent dependent or independent set,
1.
2.
3.

Solution:

| | , the functions are LI.

| | , the functions are LI.

| | , the functions are LD.

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 3.2.5. Differential Operators:
In calculus, differentiation is often denoted by the capital letter D; that is, ,
where . The symbol D is called a differential operator because it transforms a
differentiable function into another function.

Definition 3.3. Differential Operators

Let us denoted to by and of Higher-order derivatives by
respectively. The linear differential equation

can be written as

( )

This implies to
( )
Or in the compact form

Where

is called a differential operator.

Properties of Differential Operator:

 [ ] .
 [ ]


Definition 3.3. Inverse Operators

The operator is called the inverse of the differential operator

If is any function of defined on the interval , then or

is the interval of . In other word,

∫
And

∫ (∫ )

Example 1: Find a) b) c) d)

6
Solution :

a). ∫ ,

b) ∫ ,

c) ∫∫ ∫( )

d) ∫

3.3. Second- order Linear differential equations:

Second order linear equations are also important for any study of the branches of
sciences and engineering because, there are many simple systematic approaches for
solving linear equations that are supported by a theoretical structure, and the second
that they have many applications. In order to advance the understanding of fluid
mechanics, heat conduction, wave motion, or electromagnetic phenomena, second order
linear differential equations must be solved.

Let us starting with the simplest second order linear, homogeneous differential
equations

Theorem 3.2.
Let , be continuous on , .There exist two
linearly independent solutions of on an interval .

i.e.
 Second order has two linearly independent solutions.

For example: and are two linear independent solutions of the

equation .
Also, and are two linear independent solutions of the
equation .

Theorem 3.3. Superposition Principles Homogeneous Equations

Let and are two solutions of on an interval . Then the linear
combination

where the and are arbitrary constants, is also a solution on the interval.

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 Corollary 3.1
 is also a solution if is a solution.
 is also a solution if is a solution.
 A homogeneous linear DE always possesses the trivial solution y = 0.

Theorem 3.4. General Solution of homogeneous equation

Let and are two solutions of on an interval . Then the general
solution is

where the are arbitrary constants.

Theorem 3.5. Existence of a Unique Solution

Let , be continuous on , for all on . If
is any point in this interval, then a solution of ( ) exists on the
interval and is unique

Equation ) can be write in the following standard form

If , the equation (3.4) is said to be nonhomogeneous; otherwise, it is said to be

homogeneous. The equation has general solution in the form

Where is solution of the homogeneous equation called the complementary function,

which includes the two arbitrary integration constants. While the is a special solution
called a particular integral that depends only on and contains no arbitrary
constants.

Summery :
Consider the homogeneous form

 The equ. ( ) has two linearly independent solutions; and , say.

 All general solution of ( ) write as i.e. is solution of the
homogeneous equation which also called the complementary function.
 The general solution containing two arbitrary integration constants.
 The equation has always possesses the trivial solution y = 0.
 is also a solution if is a solution.
 is also a solution if is a solution.

3.3.1. The Reduction of Order Method

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In this section we give a method for finding the general solution of a second order, linear,
homogeneous differential equation ( ), called the reduction of order method. The
reduction of order method provides a way to finding a second linearly independent
solution from a known solution.

Recall that the second order DE has two linearly independent solutions, and , say.
Linearly independent solutions mean their ratio y2/y1 is non-constant; that is,

If is known, then the second linearly independent solution is

where the function is to be determined.

Theorem 3.2. Reduction of Order

Suppose that is a known non-trivial solution of

on some interval , reduction of order is finding another linearly independent solution

of the form

through the substitution of into given equation. Thus, the second

linearly independent solution is given by:
∫ ∫

Summary:
 The equation form :
 a known non-trivial solution
 Another linearly independent solution is

∫ ∫

Proof:

By differentiation

Substituting into (4.6) gives

( )
grouping terms, we obtain

( ) ( )

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Since is a solution of (3.5), the factor ( ) is zero, causing
the equation to be reduced to

( )
Put , and rearranging. The equation (3.7) reduces to the linear first order
equation

( )
That has the solution in the form

∫( )

Put , we have
∫

Or
∫ ∫

Thus, using this expression for u(x) in (3.5) shows that the second linearly independent
solution is

∫ ∫

Example: let is solution of the equation , find a second

linearly independent solution, and hence find the general solution.

Rewrite the equation in standard form, as

Since ,

Then the second linearly independent solution is given by

∫ ∫

∫
∫

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 Example: Consider the equation , and a known solution find
a second linearly independent.
Solution: rewrite the given equation as

Then,

∫ ∫

∫
∫

( )

Example: Consider the equation , and a known solution

find a second linearly independent.
Solution: rewrite the given equation as

Then,

∫ ∫

∫
∫

EXERCISES 3.1

In Problems 1–4, verify that is a solution

of the given differential equation and use it to
find a second linearly independent solution. 3-
4-
1-
2-

11
3.3.2. Solution of homogeneous equation with constant coefficients.

(Complementary Function .)

𝑑 𝑦 𝑑𝑦
𝑎 𝑎 𝑎 𝑦 𝟎
𝑑𝑥 𝑑𝑥
 ODE
 2nd order and 1st degree
 Linear
 Homogenous
 With constant coefficients.

We summarize the steps for the solution of differential equation (3.8), as

 The Auxiliary equation of Equ. (3.8) is .
 There will be three forms of the general solution of (3.8) corresponding to the
three cases of roots of auxiliary equation.
Real and different roots, , the solution is
Real and equal roots, , the solution is
Complex roots, , the solution is .
We discuss each of these cases in later.

The second order linear equation with constant coefficients is the most
straightforward second order homogeneous differential equation that may be
found in applications.
We start by seeking exponential solutions of the form , where is a
parameter to be determined. Then it follows that and .
By substituting these expressions for and in Eq. (3.8), we obtain

that is true only If

Since This last equation is called Auxiliary equation or characteristic

equation.

1- If the roots of the characteristic equation ( ) are real and different, say, and
. Then and are two solutions of ( ) and the general
solution according to theorem 3.6 is

2- If the roots of the characteristic equation (3.9) are real and equal, i.e. Then
is known solution and the second linearly independent solution according
to reduction of order is . Therefore, the general solution of (3.8) in such
case according to theorem 3.6 is

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 3- If the roots of the characteristic equation (3.9) are complex, i.e. Then
and are two solutions of (3.8) and the general solution
according to theorem 3.6 is

Where and are arbitrary constant.

Example 1: Solve the following differential equations.

a). b) c)
Solution We will state the auxiliary equations, the roots, and the corresponding
general solutions.
a).
Its auxiliary equations . Or
The roots are .
The general solutions
b).
Its auxiliary equations . Or
The roots are .
The general solutions
c).
Its auxiliary equations .
The roots are , i.e.
The general solutions

EXERCISES 3.2

In Problems 1–18, state the auxiliary equations,

the roots, and the corresponding general
solutions. 11-
12-
5-
13-
6-
14-
7-
15-
8-
16-
9-
17-
10-
18-

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Linear, nth Order differential equations.
3.4. Homogeneous equations

Generalizations The results given in (3.8) can be immediately generalize to nth order
differential equations. In other words, all the results which we considered for second order
linear differential equations can be generalize to differential equation of any order.

We will take a short look at some of the fundamental concepts involved in solving nth
order linear differential equations in this part. We list without proof the results

𝑑𝑛 𝑦 𝑑 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑎 𝑥 𝑎 𝑥 𝑎 𝑥 𝑦 𝟎
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥
 ODE
 nth order and 1st degree
 Linear and Homogenous

By considering , to be continuous functions on ,

.

Theorem 3.7.
Let , be continuous on , .There exist
th
linear independent solutions of homogeneous n -order differential equation
on an interval .

i.e.
 3rd order has three linearly independent solutions.
 4th order has four linearly independent solutions.
 nth order has linearly independent solutions. etc.

Definition 3.8. fundamental set of solutions

Any set of linearly independent solutions is said to be a
fundamental set of solutions

Theorem 3.9. Existence of a Fundamental Set

There exists a fundamental set of solutions for homogeneous nth -order
differential equation on an interval .

Theorem 3.10. Superposition Principles Homogeneous Equations

Let be a solutions of the homogeneous nth -order differential

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 equation on an interval . Then the linear combination

where the are arbitrary constants, is also a solution on the interval.

Corollary 3.2
 is also a solution if is a solution.
 is also a solution if is a solution.
 A homogeneous linear DE always possesses the trivial solution y = 0.

Theorem 3.11. General Solution of homogeneous equation

Let be a fundamental set of solutions of the homogeneous nth -order
differential equation on an interval . Then the general solution is

where the are arbitrary constants.

Theorem 3.12. Existence of a Unique Solution

Let , and be continuous on , for all
on . If is any point in this interval, then a solution of (3.10) exists
on the interval and is unique.

3.5. Solution of the Linear, Homogeneous nth Order equation with

constant coefficients . (Complementary Function .)

𝑑𝑛 𝑦 𝑑 𝑦 𝑑𝑦
𝑎𝑛 𝑎 𝑎 𝑎 𝑦 𝟎
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥
Or 𝑭 𝑫 𝒚 𝟎
 nth order and 1st degree
 Linear and homogeneous, Where 𝑎𝑛 𝑎𝑛 𝑎 are constants.

The solutions of linear differential equations with constant coefficients of any

order greater than second order can be found in similar ways as the solutions of
second order linear equations. This is, by assume the solution of (3.11) is in the
form

Equation reduce to

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Which called Auxiliary equation or characteristic equation. which be an algebraic
equation of degree , with roots that may be real and different, real but repeated,
or complex conjugates. Those roots and the corresponding solutions can then be
found using the three rules below

Case 1. Real and distinct roots.

Let , be real and distinct roots. The solution of are

These solutions are linearly independent, since

Hence the general solution is

Case 2. Real and equal roots.

1. If two roots are equal, Then the general solution is

2. If three roots are equal, Then the general solution is

3. If roots are equal, Then the general solution is

( )

Case 3. Real distinct, repeating and complex roots.

1. If two roots are complex, i.e. Then the general solution is

2. If two complex roots are repeated twice, Then the general solution is

Example 1: Solve the following differential equations.

1.
2.
3.
Solution :

The auxiliary equation is

So the roots are
Hence, the general solution is

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 The auxiliary equation is
So the roots are
Hence, the general solution is

The auxiliary equation is

So the roots are
Hence, the general solution is

Example 1: Solve the following differential equations.

4.
5.
6.

Solution :
1-

The equation can be written as

The auxiliary equation is
So the roots are
Hence, the general solution is

2-

The equation can be written as

The auxiliary equation is
So the roots are
Hence, the general solution is
3-

The equation can be written as

The auxiliary equation is
So the roots are
Hence, the general solution is

EXERCISES 3.2

In Problems 1–8, state the auxiliary equations,

the roots, and the corresponding general
solutions.
5-
1-
6-
2-
7-

17
 3- 8-
4-

3.6. General Linear and Non-homogeneous equation

𝑑𝑛 𝑦 𝑑 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
𝑎 𝑥 𝑎 𝑥 𝑎 𝑥 𝑦 𝒈 𝒙
𝑑𝑥 𝑑𝑥 𝑑𝑥
 ODE
 nth order and 1st degree
 Linear and non-homogeneous
Where 𝑎𝑛 𝑎𝑛 𝑎 are constants or functions of 𝑥. When 𝑔 𝑥 , it is
referred to as a homogeneous differential equation and when 𝑔 𝑥 , it is
referred to as a non-homogeneous differential equation.

Theorem 3.13. General Solution of non-homogeneous equation

Any not involving any arbitrary constant, satisfying (3.12) is called a particular
solution or particular Integral (P.I). Then the general solution of (3.12) is

where the part is called the complementary function (C.F) of (3.10).

3.6.1. General Solution of

So far we have studied nth order linear, homogeneous differential equations. Now
we will embark on the analysis of nth order linear, nonhomogeneous differential
equations. In this part, we will restrict our attention to linear, nonhomogeneous
differential equations with constant coefficients.

𝑑𝑛 𝑦 𝑑 𝑦 𝑑𝑦
𝑎𝑛 𝑎 𝑎 𝑎 𝑦 𝒈 𝒙
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥
Or
𝐹 𝐷 𝑦 𝒈 𝒙
 ODE
 nth order and 1St degree
 Linear and Non-homogeneous
 With constant coefficients.
 General solution 𝑦 𝑦𝑐 𝑦𝑝
Where p Particular solution.

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3.8. Methods to find the Particular Solution,

First Method : Operator Methods

Recall that it can simply write the DEs using differential operator as:

Or Or

Consider the Equ. (3.4)

Multiply by , we have

Clearly (3.4) is satisfied if we take , thus

Particular solution ( .

Remember :


 ( )

 ( )

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 The operator method for finding the particular solution depends on the kind of as
following :

Theorem 3.14.
1. If , then , is constant.
2. If where , then

3. If and , then

4. If and , then

5. If and , then
6. If and , then [ ]
Or If & , then ,
7. If , then
8. If and , then

9. If and , then

10. If and , then

[ ]
Or If and , then
( )

11. If and , then

[ ]
Or If and , then
( )

12. If and , then

13. If and , then

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Example 1 Find the particular solution of

Since, ,then

Example 2 Find the General solution of

The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

Thus,

Example 3 Find the General solution of

The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

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Thus,

Example 4 Find the General solution of

The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

Thus,

Example 5 Find the General solution of

The equation can be written as
The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

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 ( )

( )

( )

Thus, the general solution ( )

Example 6 Find the General solution of

The equation can be written as
The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

( )

( )

Thus, the general solution ( )

Example 7 Find the General solution of

The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

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 Thus, the general solution

Example 8 Find the General solution of

The auxiliary equation is
So the roots are
Hence, the Complementary function is
The Particular solution is

Thus, the general solution

EXERCISES 3.3

In Problems 1–8, state the auxiliary equations

of and the its roots, the
complementary function , particular
solution and corresponding general 4-
solutions.
5-
1- 6-
2- 7-
3- 8-

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Second Method: Undetermined coefficients Method.
The method of undetermined coefficients for finding the particular solution also depends on
the kind of as following :

Theorem 3.15.
1. If , we assume

2. If , we assume

3. If we assume

4. If , we assume

5. If , we assume

6. If , we assume

7. If , we assume

Where are to be determined.

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 Third Method: Variation of Parameter:

The method of undetermined coefficients and operator methods work only when the coefficients a,
b, and c are constants and the right‐hand term is of a special form like polynomial functions,
exponential functions, sine and cosine functions. But the methods don’t work with other function
like rational and Etc. in such cases more powerful method of determining a particular
solution is needed. We introduce in this section method known as variation of parameters. The first
step is to obtain the general solution of the corresponding homogeneous equation, which will have
the form

Theorem 3.16. Let

is the complementary function of homogeneous form . Variation of parameters

assume the particular solution in the form:

Such that,

∫
And
∫

Example 1:
Solve the equation
First, we find of homogeneous form as
The A.E is
The roots are , then

The assumed particular solution is

Where

26
And the Wronskian

| |

And

| |
So the particular solution become,

| |

Example 2:
Solve the equation
First, we find of homogeneous form as
The A.E is
The roots are , then

The assumed particular solution is

Where

And the Wronskian

| |

27
And

So the particular solution become,

( ) ( )

In Problems 1–7, use the variation of parameter

method to find the particular solution, then write
the general solution. 4-

1- 5-

2- 6-
7-
3-

28
3.7. General solution of linear Equation with variable coefficients
3.7.1. Cauchy-Euler linear equation

𝑑𝑛 𝑦 𝑑 𝑦 𝑑𝑦
𝒂𝒏 𝒙𝒏 𝑛
𝒂𝟐 𝒙𝟐 𝒂𝟏 𝒙 𝒂𝟎 𝑦 𝑔 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
 ODE
 nth Higher order and 1st degree
 Linear
 With variable coefficients

The differential equation is called the Cauchy-Euler differential equation of

order . Where are constants and .

The Cauchy-Euler equation is important in the theory of linear differential equations because
it has direct application to Fourier’s method in the solve of partial differential equations.

To solve a homogeneous Cauchy-Euler equation we assume that be the solution of

a given differential equation, where is to be determined. By substitute into the
equation (3.17), we get

Since each term of a Cauchy–Euler equation becomes a polynomial in , i.e.

29
Solve the obtained polynomial equation (3.18) for . Therefore, for each obtained value of
, is a solution to the Cauchy-Euler differential equation. Equation is called
the auxiliary equation of Cauchy-Euler.

In particular, A second order Cauchy-Euler equation is of the form

If , then the equation is called homogeneous. The Auxiliary equation of Equ.

(3.19) is

There will be three forms of the general solution of (3.29) corresponding to the three cases of
roots of auxiliary equation (3.20).

Real and different roots, , produce two linear independent solutions,

. So the general solution is

Real and equal roots, ,produce one solution, . The second independent
solution can reach by reducing of order as . So the general solution is

Complex roots, , produce the general solution in the form

To solve the second order Cauchy-Euler differential equation, follow the instructions
provided below.

Step 1: Write the auxiliary equation of Cauchy-Euler Equation. And solve it for .
Step 2: Determine the roots of auxiliary equation.

Step 3: For each obtained value of , is a solution to the Cauchy-Euler equation. The general
solution to eq. (3.19) consists of a linear combination of two linearly independent solutions. If
there is only one value for , then is one solution to the differential equation, and we can
reach the second independent solution by reducing order.

One can also solve the inhomogeneous Euler-Cauchy differential equation, where the right hand
side of eq. (3.19) is replaced by a known function of , . With this transformation Cauchy-
Euler Homogeneous linear equation can be transformed into a linear equation with constant
coefficients by the transformation:

30
 Equation reducte to

The equation can be solved as we shown in previous section.

Example 1: Solve
Solution:
- The Auxiliary equation is

Or
i.e
- The roots are
- So the general solution is

Example 2: Solve
Solution:
- The Auxiliary equation is

Or
i.e.
- The roots are
- So the general solution is

Example 3: Solve
Solution:
By used the transform , the given equation reduce to
̅ ̅ ̅
Or
̅ ̅
- The Auxiliary equation is

Or
i.e.
- The roots are
- So the complementary function is
- The particular solution is

̅ ̅

31
 Example 4: Solve
Solution:
By used the transform , the given equation reduce to
̅ ̅ ̅
Or
̅ ̅
- The Auxiliary equation is

i.e.
- The roots are
- So the complementary function is
- The particular solution is

̅ ̅

̅ ̅

̅ ̅

Exc:
Solve
Solve

In Problems 1–8, find the general solution of the

following differential equations
1- 5-
2- 6-
3- 7-
4- 8-

3.7.2. Lagrange’s linear equation

𝒏
𝑑𝑛 𝑦 𝑑 𝑦
𝟐
𝑑𝑦
𝒂 𝒃𝒙 𝒂 𝒃𝒙 𝒂 𝒃𝒙 𝑦 𝑔 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥
ODE, nth Higher order, 1st degree, Linear, Non-Homogenous
With variable coefficients

32
 𝟐
𝑑 𝑦 𝑑 𝑦 𝑑𝑦
𝒂 𝒃𝒙 𝒂 𝒃𝒙 𝟐 𝒂 𝒃𝒙 𝑦 𝑔 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
rd st
ODE, 3 order, 1 degree, Linear, Non-Homogenous
With variable coefficients

𝟐
𝑑 𝑦 𝑑𝑦
𝒂 𝒃𝒙 𝒂 𝒃𝒙 𝑦 𝑔 𝑥
𝑑𝑥 𝑑𝑥
ODE, 2nd order, 1st degree, Linear, Non-Homogenous
With variable coefficients

33