# Contents

**Chapter 1. First-Order Diﬀerential Equations 5
**

1. Notation and Deﬁnitions 5

2. An Example of Modeling by First-Order DEs 9

3. The Geometry of First-Order DEs 9

4. Several Types of Solvable First-Order Diﬀerential Equations 10

4.1. Separable DEs 11

4.2. First-order linear equations 12

4.3. Bernoulli’s equations 16

4.4. Exact DEs 18

4.5. Non-exact DEs with integrating factors 21

4.6. Homogenous DEs 23

5. The Existence and Uniqueness Theorem 25

6. Reducible Second-Order DEs 27

6.1. Dependent variable y missing 27

6.2. Independent variable x missing 28

7. Solutions to (Partial) Exercises 31

Chapter 2. Second-Order Linear Equations 37

1. Basic Theoretical Results 37

1.1. Existence and uniqueness of solutions to IVP 38

1.2. Principle of superposition 38

1.3. Linear dependence/independence and Wronskian 39

2. Reduction of Order 45

3. Second-Order Homogeneous Linear DE with Constant Coeﬃcients 49

4. Nonhomogeneous DE: Method of Undetermined Coeﬃcients 52

5. Nonhomogeneous DE: Variation of Parameters 57

6. Solutions to Selected Exercises 60

Chapter 3. Higher Order Linear Diﬀerential Equations 63

1. Basic Theoretical Results 63

2. Reduction of Order 67

3. Linear Homogeneous DE with Constant Coeﬃcients 68

4. Nonhomogeneous DE: Method of Undetermined Coeﬃcients 71

3

4 CONTENTS

5. Nonhomogeneous DE: Method of Variation-of-Parameters 73

6. Solutions to Selected Exercises 76

CHAPTER 3

Higher Order Linear Diﬀerential Equations

The theory and solution techniques developed in the preceding chapter for second

order linear equations can be extended directly to linear equations of higher order.

In this chapter, we just brieﬂy discuss these extensions, and leave most the proofs as

exercises.

Please read the textbook Page 219-224, and refer to Chapter Two for the proofs!

1. Basic Theoretical Results

Consider the nth-order linear DE of the form

L[y] := y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = f(x), (1.1)

where p

1

, p

2

, · · · , p

n

, f are continuous in some interval I. The associated homogeneous

DE of (1.1) is

L[y] := y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = 0. (1.2)

The following theorem is of crucial importance.

Theorem 1.1. (Existence and Uniqueness) Consider the IVP:

_

y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = f(x),

y(x

0

) = y

0

, y

(x

0

) = y

1

, · · · , y

(n−1)

(x

0

) = y

n−1

.

(1.3)

If p

1

, · · · , p

n

, f are continuous in an interval I containing x

0

, then (1.3) has a unique

solution y(x) in I.

As before, an important property of the homogeneous equation (1.2) is the prin-

ciple of superposition.

Theorem 1.2. If {y

k

}

n

k=1

are solutions to (1.2), then any linear combination

z(x) =

n

k=1

c

k

y

k

(x), x ∈ I

is also a solution of (1.2) for any arbitrary constants {c

k

}

n

k=1

.

65

66 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

As with the second-order linear homogeneous DE, the main result to be estab-

lished is that every solution of (1.2) can be expressed as a linear combination

of its n linear independent solutions {y

k

}

n

k=1

. That is,

V =

_

y ∈ C

n

(I) : L[y] = 0

_

= span{y

1

, · · · , y

n

}.

In the ﬁrst place, we need to extend the deﬁnition of linear dependence/independence

of two functions to n functions.

Definition 1.1. The functions f

1

, f

2

, · · · , f

n

are said to be linearly dependent

on I if there exists a set of constants c

1

, c

2

, · · · , c

n

, which are not all zero, such that

c

1

f

1

(x) + c

2

f

2

(x) +· · · + c

n

f

n

(x) = 0, (1.4)

for all x ∈ I, otherwise, they are said to be linearly independent, in other words,

the equation (1.4) holds, only when c

1

= c

2

= · · · = c

n

= 0.

Example 1.1. Determine whether the following functions are linearly dependent:

f

1

(x) = 2x −3, f

2

(x) = x

2

+ 1, f

3

(x) = 2x

2

−1.

Solution: Set the equation

c

1

f

1

+ c

2

f

2

+ c

3

f

3

= 0 ⇒ c

1

(2x −3) + c

2

(x

2

+ 1) + c

3

(2x

2

−1) = 0. (1.5)

That is

(c

2

+ 2c

3

)x

2

+ 2c

1

x + (−3c

1

+ c

2

−c

3

) = 0,

which should be valid for all x. Therefore, we have

c

2

+ 2c

3

= 0, 2c

1

= 0, −3c

1

+ c

2

−c

3

= 0.

This system has only zero solution: c

1

= c

2

= c

3

= 0. Hence, these three functions

are linearly independent.

As before, we may use the Wronskian to determine the linear dependence/independence.

Definition 1.2. Suppose that y

1

, y

2

, · · · , y

n

are diﬀerentiable up to derivatives of

order n −1. Then the Wronskian is deﬁned by

W(y

1

, y

2

, · · · , y

n

)(x) =

¸

¸

¸

¸

¸

¸

¸

¸

¸

y

1

y

2

· · · y

n

y

1

y

2

· · · y

n

.

.

.

.

.

. · · ·

.

.

.

y

(n−1)

1

y

(n−1)

2

· · · y

(n−1)

n

¸

¸

¸

¸

¸

¸

¸

¸

¸

.

Exercise 1.1. Compute the Wronskian W(1, x, x

2

, x

3

) and W(1, x, · · · , x

n

).

Exercise 1.2. Show that if there exists x

0

∈ I such that W(y

1

, y

2

, · · · , y

n

)(x

0

) =

0, then y

1

, y

2

, · · · , y

n

are linearly independent in I. Equivalently, if y

1

, y

2

, · · · , y

n

are

linearly dependent, then the Wronskian W(y

1

, y

2

, · · · , y

n

)(x) ≡ 0, for all x ∈ I.

1. BASIC THEORETICAL RESULTS 67

Question 1.1. Suppose that y

1

, y

2

, · · · , y

n

are linearly independent, can we claim

that there always exists a point x

0

∈ I, such that W(y

1

, y

2

, · · · , y

n

)(x

0

) = 0? Explain

why? (Recall the conclusion for two functions in Chapter Two).

We next generalize the Abel’s formula to higher order DE (see Problem 20 on

Page 225 of the textbook). We start with the third-order equations.

Example 1.2. Let y

1

, y

2

and y

3

be solutions to the third-order equation

y

+ p

1

(x)y

+ p

2

(x)y

+ p

3

(x)y = 0. (1.6)

Let W(x) = W(y

1

, y

2

, y

3

)(x) be the Wronskian. Show that W satisﬁes the equation

W

(x) = −p

1

(x)W(x). (1.7)

Therefore, we have the Abel’s formula

W(y

1

, y

2

, y

3

)(x) = c exp

_

−

_

p

1

(x)dx

_

. (1.8)

It follows that W is either always zero or nowhere zero in I.

Solution: To prove (1.7), we diﬀerentiate W(x) and recall that the derivative of a 3-

by-3 determinant is the sum of three 3-by-3 determinants obtained by diﬀerentiating

the ﬁrst, second and third rows, respectively. Therefore, we have

W

(x) = det

⎛

⎝

y

1

y

2

y

3

y

1

y

2

y

3

y

1

y

2

y

3

⎞

⎠

. (1.9)

Since y

1

, y

2

and y

3

are solutions of (1.6), we substitute y

i

by −p

1

(x)y

i

− p

2

(x)y

i

−

p

3

(x)y

i

for i = 1, 2, 3. Using the addition property of the determinants, we ﬁnd that

W

(x) = det

⎛

⎝

y

1

y

2

y

3

y

1

y

2

y

3

−p

1

y

1

−p

1

y

2

−p

1

y

3

⎞

⎠

= −p

1

(x)W(x). (1.10)

Thus, (1.8) follows.

Using the same argument, we can derive the Alel’s formula for the n-order linear

homogeneous DE.

Exercise 1.3. Generalize the Abel’s formula to the nth order equation

y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = 0

with solutions y

1

, y

2

, · · · , y

n

. That is to establish the Abel’s formula

W(y

1

, y

2

, · · · , y

n

)(x) = c exp

_

−

_

p

1

(x)dx

_

.

As with the second-order equation, we can prove that

Theorem 1.3.

68 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

(i) If W(y

1

, y

2

, · · · , y

n

)(x

0

) = 0 for some x

0

∈ I, then y

1

, y

2

, · · · , y

n

are

linearly independent in I.

(ii) If they are linearly independent, and are solutions of

y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = 0

in I, then the Wronskian is nowhere zero in I.

Proof. The proof is similar to that for two functions in Chapter Two. You may

also refer to Pages 220-221 of the textbook for the proof.

We now state the main result on the solution structure of the nth order linear

homogeneous equation.

Theorem 1.4. If p

1

, p

2

, · · · , p

n

∈ C(I), and the functions y

1

, y

2

, · · · , y

n

are n

linearly independent solutions (i.e., W(y

1

, y

2

, · · · , y

n

)(x) = 0) of

y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = 0, (1.11)

then every solution can be expressed as a linear combination of the solutions y

1

, y

2

, · · · , y

n

,

which forms a fundamental set of solutions.

For the nonhomogeneous equation

y

(n)

+ p

1

(x)y

(n−1)

+· · · + p

n

(x)y = f(x), (1.12)

the general solution

y(x) = y

p

+ y

c

= y

p

+ c

1

y

1

+ c

2

y

2

+· · · + c

n

y

n

,

where y

p

is a particular solution of (1.12), and y

c

is the complementary function, i.e.,

the general solution of (1.11).

2. REDUCTION OF ORDER 69

2. Reduction of Order

The method of reduction of order has proven to be a useful approach to ﬁnd

another linear independent solution based on a given solution. Although such a

method can be extended to higher-order DE, it can only be used to reduce the order

of DE one order each time.

Example 2.1. Show that if y

1

is a solution of

y

+ p

1

(x)y

+ p

2

(x)y

+ p

3

(x)y = 0,

then the substitution y = y

1

(x)v(x) leads to the following second-order equation for

v

:

y

1

v

+ (3y

1

+ p

1

y

1

)v

+ (3y

1

+ 2p

1

y

1

+ p

2

y

1

)v

= 0. (2.1)

Note: v

**satisﬁes the above second-order equation, so we need to one solution of this
**

equation to proceed this method.

Use the method to solve

(2 −x)y

+ (2x −3)y

−xy

+ y = 0, x < 2; y

1

(x) = e

x

. (2.2)

Proof: As the targeted solution is y

1

v, we have

(y

1

v)

+ p

1

(x)(y

1

v)

+ p

2

(x)(y

1

v)

+ p

3

(x)(y

1

v) = 0.

Using the fact that y

1

is a solution, we obtain (2.1).

Applying this method to (2.2), we ﬁnd if y = e

x

v is a solution, then v satisﬁes

v

+

3 −x

2 −x

v

= 0.

Let u = v

**. We solve u and ﬁnd that
**

u = c

1

(x −2)e

−x

.

Then we integrate twice to ﬁnd v :

v = c

1

xe

−x

+ c

2

x.

Thus, the general solution is

y(x) = c

1

x + c

2

xe

x

+ c

3

e

x

.

70 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

3. Linear Homogeneous DE with Constant Coeﬃcients

In the previous chapter, we saw that the second-order homogeneous equations with

constant coeﬃcients have solutions of the form y(x) = e

rx

. This observation enabled us

to derive two linearly independent solutions needed to determine the general solution

the underlying DE. We next apply this idea to the nth-order DE.

Please read Pages 226-238 of the textbook!

Consider the nth order homogeneous equation

L[y] = a

0

y

(n)

+ a

1

y

(n−1)

+· · · + a

n

y = 0, (3.1)

where a

0

, a

1

, · · · , a

n

are real constants and a

0

= 0. We expect that y = e

rx

is a

solution, and therefore

L[e

rx

] = e

rx

_

a

0

r

n

+ a

1

r

n−1

+· · · + a

n

_

= e

rx

Z(r), (3.2)

where

Z(r) = a

0

r

n

+ a

1

r

n−1

+· · · + a

n

. (3.3)

Consequently, we conclude that y(x) = e

rx

is a solution to (3.1) if and only if r

is a root of the characteristic equation

Z(r) = a

0

r

n

+ a

1

r

n−1

+· · · + a

n

= 0, (3.4)

where Z(r) is referred to as the characteristic polynomial as before.

The solution structure is characterized by the following theorem.

Theorem 3.1. Consider the DE

L[y] = a

0

y

(n)

+ a

1

y

(n−1)

+· · · + a

n

y = 0. (3.5)

Let r

1

, r

2

, · · · , r

k

be the distinct roots of the characteristic equation, and

Z(r) = (r −r

1

)

m

1

(r −r

2

)

m

2

· · · (r −r

k

)

m

k

where m

i

≥ 1 is the multiplicity of the root r

i

, and

k

i=1

m

i

= n.

(i). If all r

i

are real and distinct, i.e., all m

i

= 1, then we have n distinct linearly

independent solutions e

r

1

x

, e

r

2

x

, · · · , e

rnx

, which form a fundamental set of

solutions;

(ii). If r

i

with m

i

> 1 is real, then the functions e

r

i

x

, xe

r

i

x

, · · · , x

m

i

−1

e

r

i

x

are m

i

LI solutions corresponding to this repeated root;

(iii). If r

j

is complex, say, r

j

= a+bi, with multiplicity m

j

≥ 1, then its conjugate

is a root as well, and the 2m

j

LI solutions are

e

ax

cos bx, xe

ax

cos bx, · · · , x

m

j

−1

e

ax

cos bx,

e

ax

sin bx, xe

ax

sin bx, · · · , x

m

j

−1

e

ax

sin bx.

3. LINEAR HOMOGENEOUS DE WITH CONSTANT COEFFICIENTS 71

Example 3.1. Find the general solution to

y

−y

+ y

−y = 0.

Solution: The characteristic equation is

r

3

−r

2

+ r −1 = 0 ⇒ (r −1)(r

2

+ 1) = 0 ⇒ r

1

= 1, r

2,3

= ±i.

Therefore the general solution is

y(x) = c

1

e

x

+ c

2

sin x + c

3

cos x.

Example 3.2. Solve the following equation:

y

+ 2y

+ 3y

+ 2y = 0.

Solution: The characteristic equation is

r

3

+ 2r

2

+ 3r + 2 = 0 ⇒ (r

3

+ 2r

2

+ r) + (2r + 2) = r(r + 1)

2

+ 2(r + 1)

= (r + 1)(r(r + 1) + 2) = (r + 1)(r

2

+ r + 2) = 0.

Therefore the roots are

r

1

= −1, r

2,3

=

−1 ±

√

7i

2

.

Hence, the general solution is

y(x) = c

1

e

−x

+ e

−

x

2

_

c

2

cos(

√

7

2

x) + c

3

sin(

√

7

2

x)

_

.

Example 3.3. Find the general solution to

y

(4)

+ 2y

+ y = 0.

Solution: The characteristic equation is

r

4

+ 2r

2

+ 1 = 0.

The roots are

r = i, i, −i, −i.

Therefore, the general solution is

y = c

1

cos x + c

2

sin x + c

3

xcos x + c

4

xsin x.

Exercise 3.1. Find the general solution to the given DE:

(i) y

−6y

+ 11y

−6y = 0 (y = c

1

e

x

+ c

2

e

2x

+ c

3

e

3x

)

(ii) y

(4)

−9y

+ 20y = 0 (y = c

1

e

2x

+ c

2

e

−2x

+ c

3

e

√

5x

+ c

4

e

−

√

5x

))

(iii) y

−6y

+2y

+36y = 0 (y = c

1

e

−2x

+e

4x

(c

2

cos

√

2x+c

3

sin

√

2x)

(iv) y

(4)

+ 8y

+ 24y

+ 32y

+ 16y = 0 (y = c

1

e

−2x

+ c

2

e

−2x

+ c

3

x

2

e

−2x

+

c

4

x

3

e

−2x

)

72 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

Example 3.4. Find the general solution to a forth-order linear homogenous DE

for y(x) with real numbers as coeﬃcients if one solution is known to be x

3

e

4x

.

Solution: If x

3

e

4x

is a solution, then x

2

e

4x

, xe

4x

, and e

4x

are solutions as well. We

now have four linearly independent solutions to a fourth-order linear, homogenous

DE. Hence, the general solution is

y(x) = (c

1

+ c

2

x + c

3

x

2

+ c

4

x

3

)e

4x

.

Exercise 3.2. Find the general solution to a third-order linear homogenous equa-

tion for y(x) with real numbers as coeﬃcients if two solutions are known to be e

−2x

and sin 3x. [Key : y(x) = c

1

e

−2x

+ c

2

cos 3x + c

3

sin 3x].

Example 3.5. Solve y

(4)

−4y

(3)

−5y

(2)

+36y

**−36y = 0, if one solution is xe
**

2x

.

Solution: If xe

2x

is a solution, then so is e

2x

, which implies that (r −2)

2

is a factor

of the characteristic equation

r

4

−4r

3

−5r

2

+ 36r −36 = 0.

Thus,

r

4

−4r

3

−5r

2

+ 36r −36

(r −2)

2

= r

2

−9.

The other two roots of the characteristic equation are r = ±3. Finally, the general

solution is

y(x) = c

1

e

2x

+ c

2

xe

2x

+ c

3

e

3x

+ c

4

e

−3x

.

4. NONHOMOGENEOUS DE: METHOD OF UNDETERMINED COEFFICIENTS 73

4. Nonhomogeneous DE: Method of Undetermined Coeﬃcients

We now turn our attentions to nonhomogeneous DE and illustrate how the meth-

ods for solving second-order DE introduced in Chapter 2 can be extended to the

general nth-order DE.

In this section, we consider the method of undetermined coeﬃcients. We therefore

restrict our attentions to determining a particular solution to

a

0

y

(n)

+ a

1

y

(n−1)

+· · · + a

n−1

y

+ a

n

y = f(x)

where f(x) is limited to one of the following types

(1) f(x) =

⎧

⎨

⎩

Ae

ax

(exponential function)

A

0

+ A

1

+· · · + A

k

x

k

(polynomial)

Acos bx + B sin bx (trigonometric polynomial)

(2) sum or product of functions given in (1)

In Chapter 2, we used the following “usual” trial solutions corresponding to each

type

y

p

(x) =

⎧

⎨

⎩

A

0

e

ax

,

B

0

+ B

1

x + B

2

x

2

+· · · + B

k

x

k

,

A

0

cos bx + B

0

sin bx.

However, if the “usual” trial solution contains one term that solves the associated

homogeneous DE, then we have to modify the trial solution by multiplying by x

m

,

until no any term solves the homogeneous DE. The basic rule is summarized below:

Multiply the usual trial solution by x

m

, where m is the smallest positive inte-

ger such that the resulting trial solution has No Term solves the associated

homogeneous DE.

Example 4.1. Determine a trial solution for y

(5)

−y

(4)

+ 2y

(3)

−2y

+ y

−y =

4 cos x.

Solution: The characteristic equation of the homogeneous DE is

r

5

−r

4

+ 2r

3

−2r

2

+ r −1 = 0

⇒ r

4

(r −1) + 2r

2

(r −1) + (r −1) = (r −1)(r

4

+ 2r

2

+ 1) = 0

⇒ (r −1)(r

2

+ 1)

2

= 0 ⇒ roots : 1, i, i, −i, −i.

Then the general solution to the homogeneous DE is

y

c

(x) = c

1

e

x

+ c

2

cos x + c

3

sin x + c

4

xcos x + c

5

xsin x.

74 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

The usual trial solution corresponding to the nonhomogeneous term f(x) = 4 cos x is

y

p

(x) = A

0

cos x + B

0

sin x.

However, we see that this y

p

solves the homogeneous DE. Hence, we need to modify

it by multiplying x

2

, and obtain that

y

p

(x) = x

2

(A

0

cos x + B

0

sin x)

The constants A

0

and B

0

can be determined by substituting the proposed trial solu-

tion into the given DE.

Example 4.2. Determine the form of a trial solution to the DE with the char-

acteristic equation (r

2

+ 2r + 5)(r − 1)

3

= 0 and nonhomogeneous term f(x) =

5e

x

+ 7e

−x

sin 2x.

Solution: The general solution to the associated homogeneous DE is

y

c

(x) = e

−x

(c

1

cos 2x + c

2

sin 2x) + c

3

e

x

+ c

4

xe

x

+ c

5

x

2

e

x

The usual trial solution corresponding to the nonhomogeneous term f

1

(x) = 5e

x

is

y

p

1

(x) = A

0

e

x

. However, this coincides with part of y

c

(x). According to the mod-

iﬁcation rule, we need to modify the trial solution by multiplying it by x

3

, which

gives

y

p

1

(x) = A

0

x

3

e

x

.

The usual trial solution corresponding to the nonhomogeneous term f

2

(x) = 7e

−x

sin 2x

is y

p

2

(x) = e

−x

(A

1

cos 2x + B

1

sin 2x). Once more, we need to modify it as

y

p

2

(x) = xe

−x

(A

1

cos 2x + B

1

sin 2x).

Consequently, an appropriate trial solution for the given DE is

y

p

(x) = y

p

1

(x) + y

p

2

(x) = A

0

x

3

e

x

+ xe

−x

(A

1

cos 2x + B

1

sin 2x).

Exercise 4.1. Find a particular solution to the following DE.

(i) y

−3y

+ 3y

−y = 4e

x

.

(ii) y

(4)

+ 2y

+ y = 3 sin x −5 cos x.

(iii) y

−4y

= x + 3 cos x + e

−2x

Key:

(i) y

p

(x) =

2

3

x

3

e

x

.

(ii) y

p

(x) = −

3

8

x

2

sin x +

5

8

x

2

cos x.

(iii) y

p

(x) = −

1

8

x

2

−

3

5

sin x +

1

8

xe

−2x

5. NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS 75

5. Nonhomogeneous DE: Method of Variation-of-Parameters

We now consider the generalization of the variation-of-parameter method to linear

nonhomogeneous DE of arbitrary order n :

L[y] = y

(n)

+ p

1

(x)y

(n−1)

+ p

2

y

(n−2)

+· · · + p

n

(x)y = f(x), (5.1)

where we assume that the functions p

1

, p

2

, · · · , p

n

and f are continuous in I. As

before, to use this method, it is necessary to solve the corresponding homogeneous

diﬀerential equation. In general, this may be diﬃcult unless the coeﬃcients are con-

stants. However, the method of variation-of-parameter can be applied to nonhomo-

geneous DE with f(x) in a general form as long as we are able to solve the associated

homogeneous DE.

Please read Pages 239-242 of the textbook!

Suppose that we know a fundamental set of solutions y

1

, y

2

, · · · , y

n

of the homo-

geneous equation

L[y] = 0. (5.2)

Then the general solution of (5.2) is

y

c

(x) = c

1

y

1

(x) + c

2

y

2

(x) +· · · + c

n

y

n

(x). (5.3)

We now vary the constants and look for a particular solution to (5.1) of the form

y

p

(x) = u

1

(x)y

1

(x) + u

2

(x)y

2

(x) +· · · + u

n

(x)y

n

(x). (5.4)

To determine the unknown functions u

1

, u

2

, · · · , u

n

, we substitute y

p

(x) into equation

(5.1), but this will only give one equation. Therefore, we enforce u

1

, u

2

, · · · , u

n

to

satisfy n − 1 additional equations so that the derivatives of order ≥ 2 of u

i

will not

appear. More precisely, the unknown functions u

1

, u

2

, · · · , u

n

satisfy

⎧

⎪

⎪

⎪

⎪

⎪

⎪

⎪

⎪

⎨

⎪

⎪

⎪

⎪

⎪

⎪

⎪

⎪

⎩

y

1

u

1

+ y

2

u

2

+· · · + y

n

u

n

= 0,

y

1

u

1

+ y

2

u

2

+· · · + y

n

u

n

= 0,

.

.

.

.

.

.

.

.

.

.

.

.

y

(n−2)

1

u

1

+ y

(n−2)

2

u

2

+· · · + y

(n−2)

n

u

n

= 0,

y

(n−1)

1

u

1

+ y

(n−1)

2

u

2

+· · · + y

(n−1)

n

u

n

= f(x).

(5.5)

The matrix form is of the form

⎛

⎜

⎜

⎜

⎝

y

1

x

2

. . . y

n

y

1

y

2

. . . y

n

.

.

.

.

.

.

.

.

.

.

.

.

y

(n−1)

1

y

(n−1)

2

. . . y

(n−1)

n

⎞

⎟

⎟

⎟

⎠

⎛

⎜

⎜

⎜

⎝

u

1

u

2

.

.

.

u

n

⎞

⎟

⎟

⎟

⎠

=

⎛

⎜

⎜

⎜

⎝

0

0

.

.

.

f(x)

⎞

⎟

⎟

⎟

⎠

. (5.6)

76 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

We see that the determinant of the coeﬃcient matrix is precisely the Wronskiam

W(y

1

, y

2

, · · · , y

n

)(x) = 0 for all x, since y

1

, y

2

, · · · , y

n

are LI solutions of (5.2). Using

the Cramer’s rule, we can write the solution of (5.6) in the form

u

m

(x) =

f(x)W

m

(x)

W(x)

, m = 1, · · · , n, (5.7)

where W(x) = W(y

1

, y

2

, · · · , y

n

)(x), and W

m

is the determinant obtained from W by

replacing the mth column by the column (0, 0, · · · , 0, 1).

Therefore, by (5.7), we have

u

m

(x) =

_

f(x)W

m

(x)

W(x)

dx,

and the particular solution is

y

p

(x) =

n

m=1

y

m

(x)

_

f(x)W

m

(x)

W(x)

dx. (5.8)

Finally, the general solution of (5.1) becomes

y(x) =

n

m=1

_

_

f(x)W

m

(x)

W(x)

dx + c

m

_

y

m

(x) (5.9)

Example 5.1. Find the general solution to

y

−3y

+ 3y

−y = 36e

x

ln x, x > 0.

Solution: The characteristic equation of the associated homogeneous equation is

r

3

−3r

2

+ 3r −1 = 0 ⇒ (r −1)

3

= 0.

The LI solutions are

y

1

(x) = e

x

, y

2

(x) = xe

x

, y

3

(x) = x

2

e

x

According to the variation-of-parameters method, the particular solution is of the

form

y

p

(x) = e

x

u

1

(x) + xe

x

u

2

(x) + x

2

e

x

u

3

(x),

where u

1

, u

2

, u

3

satisfy (after divided by e

x

)

⎧

⎪

⎨

⎪

⎩

u

1

+ xu

2

+ x

2

u

3

= 0,

u

1

+ (x + 1)u

2

+ (x

2

+ 2x)u

3

= 0,

u

1

+ (x + 2)u

2

+ (x

2

+ 4x + 2)u

3

= 36 ln x.

5. NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS 77

To solve this system, we reduce its augmented matrix to the row-echelon form

⎛

⎝

1 x x

2

0

1 x + 1 x

2

+ 2x 0

1 x + 2 x

2

+ 4x + 2 36 ln x

⎞

⎠

∼

⎛

⎝

1 x x

2

0

0 1 2x 0

0 2 4x + 2 36 ln x

⎞

⎠

∼

⎛

⎝

1 x x

2

0

0 1 2x 0

0 0 2 36 ln x

⎞

⎠

∼

⎛

⎝

1 x x

2

0

0 1 2x 0

0 0 1 18 ln x

⎞

⎠

.

(5.10)

Consequently, we ﬁnd that

u

1

= 18x

2

ln x, u

2

= −36 ln x u

3

= 18 ln x.

Using integration by parts yields

u

1

(x) = 18

_

x

2

ln xdx = 2x

3

(3 ln x −1),

u

2

(x) = −36

_

xln xdx = 9x

2

(1 −2 ln x),

u

3

(x) = 18

_

ln xdx = 18x(ln x −1),

where we have set the integrating constants to be zero. So

y

p

(x) = e

x

u

1

+ xe

x

u

2

+ x

2

e

x

u

3

= x

3

e

x

(6 ln x −11).

The general solution is

y(x) = e

x

x

3

(6 ln x −1) + c

1

+ c

2

x + c

3

x

2

.

Exercise 5.1. Find the general solution to the following DE.

(i) y

+ y

= sec x.

_

Key : y(x) = c

1

+ c

2

cos x + c

3

sin x + ln |sec x + tan x| −xcos x + (sin x) ln |cos x|

¸

.

(ii) y

−3y

+ 2y

=

e

x

1+e

−x

.

_

Key : y(x) = −

1

2

(e

x

+ 1)

2

ln(e

x

+ 1) + c

1

+ c

2

e

x

+ c

3

e

2x

_

.

(iii) Given that x, x

2

, and

1

x

are the solutions of the homogeneous equation cor-

responding to

x

3

y

+ x

2

y

−2xy

+ 2y = 2x

4

, x > 0,

determine a particular solution.

_

Key : y

p

(x) =

x

4

15

_

.

78 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

6. Solutions to Selected Exercises

Exercise 4.1

(i) We ﬁnd that the general solution to the associated homogeneous equation is

y

c

(x) = (c

1

+ c

2

x + c

3

x

2

)e

x

.

For f(x) = 4e

x

, the trial solution should be

y

p

(x) = Ax

3

e

x

.

We plug it into the original equation and ﬁnd that A = 2/3.

(ii) We ﬁnd that the general solution to the associated homogeneous equation is

y

c

(x) = (c

1

+ c

2

x) cos x + (c

3

+ c

4

x) sin x.

For f(x) = 3 sin x −5 cos x, the trial solution should be

y

p

(x) = x

2

(Acos x + B sin x).

We plug it into the original equation to ﬁnd A = −3/8 and B = 5/8.

(iii) We ﬁnd that the general solution to the associated homogeneous equation is

y

c

(x) = c

1

+ c

2

e

−2x

+ c

3

e

2x

.

For f(x) = x + 3 cos x + e

−2x

, the trial solution should be

y

p

(x) = x(A + Bx) + C cos x + Dsin x + Exe

−2x

.

We plug it into the original equation to ﬁnd

A = 0, B = −

1

8

, C = 0, D = −

3

5

, E =

1

8

.

Exercise 5.1

(i) We ﬁnd that the general solution to the associated homogeneous equation is

y

c

(x) = c

1

+ c

2

cos x + c

3

sin x.

We look for a particular solution of the form

y

p

(x) = u

1

(x) + u

2

(x) cos x + u

3

(x) sin x.

Then, we have the system:

⎧

⎪

⎨

⎪

⎩

u

1

+ cos x u

2

+ sin x u

3

= 0,

−sin x u

2

+ cos x u

3

= 0,

−cos x u

2

−sin x u

3

= sec x.

6. SOLUTIONS TO SELECTED EXERCISES 79

This gives

u

1

= sec x, u

2

= −1, u

3

= −tan x.

Therefore,

u

1

= ln |sec x + tan x| , u

2

= −x, u

3

= ln | cos x|.

The GS is

y(x) = c

1

+ c

2

cos x + c

3

sin x + ln |sec x + tan x| −xcos x + (sin x) ln |cos x| .

(ii) We ﬁnd that the general solution to the associated homogeneous equation is

y

c

(x) = c

1

+ c

2

e

x

+ c

3

e

2x

.

We look for a particular solution of the form

y

p

(x) = u

1

(x) + u

2

(x)e

x

+ u

3

(x)e

2x

.

Then, we have the system:

⎧

⎪

⎨

⎪

⎩

u

1

+ e

x

u

2

+ e

2x

u

3

= 0,

e

x

u

2

+ 2e

2x

u

3

= 0,

e

x

u

2

+ 4e

2x

u

3

=

e

x

1+e

−x

.

This gives

u

1

=

1

2

e

x

1 + e

−x

, u

2

= −

1

1 + e

−x

, u

3

=

1

2

e

−x

1 + e

−x

.

Therefore,

u

1

=

e

x

2

−

1

2

ln(1 + e

x

), u

2

= −ln(1 + e

x

), u

3

=

1

2

−

1

2

ln(1 + e

x

).

Correspondingly,

y

p

(x) = −

1

2

(e

x

+ 1)

2

ln(e

x

+ 1) +

e

x

2

+

e

2x

2

.

The GS is

y(x) = −

1

2

(e

x

+ 1)

2

ln(e

x

+ 1) + c

1

+ c

2

e

x

+ c

3

e

2x

.

(iii) We write the equation in the standard form

y

+

1

x

y

−

2

x

2

y

+

2

x

3

y = 2x.

We look for a particular solution of the form

y

p

(x) = xu

1

+ x

2

u

2

+

1

x

u

3

.

80 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

Then, we have the system:

⎧

⎪

⎨

⎪

⎩

xu

1

+ x

2

u

2

+

1

x

u

3

= 0,

u

1

+ 2x u

2

−

1

x

2

u

3

= 0,

2u

2

+

2

x

3

u

3

= 2x.

This gives

u

1

= −x

2

, u

2

=

2

3

x, u

3

=

x

4

3

.

Therefore,

u

1

= −

x

3

3

, u

2

=

x

2

3

, u

3

=

x

5

15

.

Correspondingly,

y

p

(x) =

x

4

15

.

Note: This equation is a third-order Euler equation, so we may use the

transform t = ln x to convert it to a third-order equation with constant

coeﬃcients. Then the method of undetermined coeﬃcients may be applied

to ﬁnd the particular solution.

Nonhomogeneous DE: Method of Variation-of-Parameters Solutions to Selected Exercises
73 76
. 6.4
CONTENTS
5.

· · · .2) is the principle of superposition.
x∈I
is also a solution of (1. The associated homogeneous DE of (1. an important property of the homogeneous equation (1. As before. pn . (1. In this chapter. (1. pn .1) is L[y] := y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0. y (x0 ) = y1 . and refer to Chapter Two for the proofs! 1. f are continuous in an interval I containing x0 . Theorem 1. f are continuous in some interval I.2. and leave most the proofs as exercises.1. Basic Theoretical Results Consider the nth-order linear DE of the form L[y] := y (n) + p1 (x)y (n−1) + · · · + pn (x)y = f (x). If {yk }n are solutions to (1. y (n−1) (x0 ) = yn−1 . · · · . then (1.2)
If p1 .2) for any arbitrary constants {ck }n . we just brieﬂy discuss these extensions. Please read the textbook Page 219-224.CHAPTER 3
Higher Order Linear Diﬀerential Equations
The theory and solution techniques developed in the preceding chapter for second order linear equations can be extended directly to linear equations of higher order. y(x0 ) = y0 .1)
where p1 . (Existence and Uniqueness) Consider the IVP: y (n) + p1 (x)y (n−1) + · · · + pn (x)y = f (x).3) (1. then any linear combination k=1
n
z(x) =
k=1
ck yk (x). · · · . p2 .3) has a unique solution y(x) in I. The following theorem is of crucial importance.2). k=1
65
. Theorem 1.

. That is. . . · · · .
⇒
c1 (2x − 3) + c2 (x2 + 1) + c3 (2x2 − 1) = 0. · · · . · · · .
Exercise 1. yn )(x) = y1 y1 . · · · .2) can be expressed as a linear combination of its n linear independent solutions {yk }n . Definition 1. x. such that c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0. . HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
As with the second-order linear homogeneous DE. they are said to be linearly independent. we have c2 + 2c3 = 0. Determine whether the following functions are linearly dependent: f1 (x) = 2x − 3. the equation (1.2. Suppose that y1 . fn are said to be linearly dependent on I if there exists a set of constants c1 . yn }. if y1 . yn are diﬀerentiable up to derivatives of order n − 1. y2 .5)
y2 y2 . · · · . This system has only zero solution: c1 = c2 = c3 = 0. we may use the Wronskian to determine the linear dependence/independence. only when c1 = c2 = · · · = cn = 0. y1
(n−1)
f2 (x) = x2 + 1. Show that if there exists x0 ∈ I such that W (y1 . Equivalently. Example 1. Definition 1. ··· . yn are linearly independent in I.1. Solution: Set the equation c1 f1 + c2 f2 + c3 f3 = 0 That is (c2 + 2c3 )x2 + 2c1 x + (−3c1 + c2 − c3 ) = 0. the main result to be established is that every solution of (1. yn are linearly dependent. otherwise. yn )(x0 ) = 0. · · · . −3c1 + c2 − c3 = 0. y2
(n−1)
yn yn . Exercise 1. y2 . (1.1. then the Wronskian W (y1 . y2 .
f3 (x) = 2x2 − 1. then y1 . yn )(x) ≡ 0. k=1 V = y ∈ C n (I) : L[y] = 0 = span{y1 . Hence.4) for all x ∈ I. (n−1) · · · yn
··· ···
. xn ). cn .2. x. Therefore. · · · . As before. y2 . y2 . The functions f1 . · · · . f2 .
. we need to extend the deﬁnition of linear dependence/independence of two functions to n functions. In the ﬁrst place. for all x ∈ I. · · · .1. these three functions are linearly independent.4) holds. 2c1 = 0. x3 ) and W (1. . which are not all zero. in other words. c2 . · · · .66
3.
(1. Then the Wronskian is deﬁned by W (y1 . y2 . Compute the Wronskian W (1. x2 . which should be valid for all x.

BASIC THEORETICAL RESULTS
67
Question 1.3.9) W (x) = det ⎝ y1 y2 y3 ⎠ . y2 .7)
It follows that W is either always zero or nowhere zero in I. 3. y2 and y3 are solutions of (1. Exercise 1.3. can we claim that there always exists a point x0 ∈ I.6). That is to establish the Abel’s formula W (y1 .
As with the second-order equation. Let y1 . y2 and y3 be solutions to the third-order equation y + p1 (x)y + p2 (x)y + p3 (x)y = 0. we can prove that Theorem 1. y2 . we have ⎛ ⎞ y1 y2 y 3 (1. y2 . Solution: To prove (1. yn are linearly independent.6)
Let W (x) = W (y1 . 2. we have the Abel’s formula W (y1 .10) W (x) = det ⎝ y1 −p1 y1 −p1 y2 −p1 y3 Thus. respectively. · · · . yn )(x0 ) = 0? Explain why? (Recall the conclusion for two functions in Chapter Two). y1 y2 y3 Since y1 . we substitute yi by −p1 (x)yi − p2 (x)yi − p3 (x)yi for i = 1. (1.8) (1. Using the addition property of the determinants.1. Therefore. yn )(x) = c exp − p1 (x)dx . · · · . y3 )(x) be the Wronskian. yn . Therefore. (1. Example 1.7). · · · .
. We start with the third-order equations. Suppose that y1 . we diﬀerentiate W (x) and recall that the derivative of a 3by-3 determinant is the sum of three 3-by-3 determinants obtained by diﬀerentiating the ﬁrst. such that W (y1 . (1. y2 .1. y2 . Generalize the Abel’s formula to the nth order equation y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0 with solutions y1 .2. second and third rows. Using the same argument. y2 . · · · . We next generalize the Abel’s formula to higher order DE (see Problem 20 on Page 225 of the textbook). we ﬁnd that ⎛ ⎞ y2 y3 y1 y2 y3 ⎠ = −p1 (x)W (x). y3 )(x) = c exp − p1 (x)dx . Show that W satisﬁes the equation W (x) = −p1 (x)W (x). we can derive the Alel’s formula for the n-order linear homogeneous DE.8) follows. (1.

y2 .. y2 . the general solution of (1. (ii) If they are linearly independent. We now state the main result on the solution structure of the nth order linear homogeneous equation. For the nonhomogeneous equation y (n) + p1 (x)y (n−1) + · · · + pn (x)y = f (x). and the functions y1 . then y1 .e. (1.. · · · . pn ∈ C(I). HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
(i) If W (y1 .68
3. which forms a fundamental set of solutions. The proof is similar to that for two functions in Chapter Two. · · · . y2 . · · · . · · · . y2 . the general solution y(x) = yp + yc = yp + c1 y1 + c2 y2 + · · · + cn yn .11). yn are n linearly independent solutions (i. yn )(x0 ) = 0 for some x0 ∈ I. then the Wronskian is nowhere zero in I. (1. W (y1 . Theorem 1. yn are linearly independent in I. · · · . You may also refer to Pages 220-221 of the textbook for the proof. p2 . yn . Proof. · · · . and are solutions of y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0 in I. i.11) then every solution can be expressed as a linear combination of the solutions y1 . where yp is a particular solution of (1.e. y2 .12).4. and yc is the complementary function. If p1 . yn )(x) = 0) of y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0.12)
.

Proof: As the targeted solution is y1 v. Use the method to solve (2 − x)y + (2x − 3)y − xy + y = 0.2)
. Note: v satisﬁes the above second-order equation. so we need to one solution of this equation to proceed this method. Thus. we obtain (2.1) y1 v + (3y1 + p1 y1 )v + (3y1 + 2p1 y1 + p2 y1 )v = 0.1. we ﬁnd if y = ex v is a solution. then the substitution y = y1 (x)v(x) leads to the following second-order equation for v : (2. we have (y1 v) + p1 (x)(y1 v) + p2 (x)(y1 v) + p3 (x)(y1 v) = 0. Show that if y1 is a solution of y + p1 (x)y + p2 (x)y + p3 (x)y = 0.1).2. it can only be used to reduce the order of DE one order each time. (2. Applying this method to (2. Then we integrate twice to ﬁnd v : v = c1 xe−x + c2 x. y1 (x) = ex . the general solution is y(x) = c1 x + c2 xex + c3 ex . Reduction of Order The method of reduction of order has proven to be a useful approach to ﬁnd another linear independent solution based on a given solution. Example 2. then v satisﬁes 3−x v + v = 0.2). Using the fact that y1 is a solution. Although such a method can be extended to higher-order DE. We solve u and ﬁnd that u = c1 (x − 2)e−x . x < 2. REDUCTION OF ORDER
69
2. 2−x Let u = v .

and
k i=1 mi
(3. If rj is complex. If all ri are real and distinct. and therefore L[erx ] = erx a0 rn + a1 rn−1 + · · · + an = erx Z(r). Let r1 . where Z(r) is referred to as the characteristic polynomial as before. r2 . which form a fundamental set of solutions. xeri x . (ii). we saw that the second-order homogeneous equations with constant coeﬃcients have solutions of the form y(x) = erx .2)
(3. We expect that y = erx is a solution. say. er2 x . xmi −1 eri x are mi LI solutions corresponding to this repeated root. xmj −1 eax sin bx. Linear Homogeneous DE with Constant Coeﬃcients In the previous chapter. If ri with mi > 1 is real. then its conjugate is a root as well. i. ern x . (3. · · · . an are real constants and a0 = 0. a1 . Consider the DE L[y] = a0 y (n) + a1 y (n−1) + · · · + an y = 0. and the 2mj LI solutions are eax cos bx.
(i). xmj −1 eax cos bx.. we conclude that y(x) = is a solution to (3. all mi = 1. This observation enabled us to derive two linearly independent solutions needed to determine the general solution the underlying DE.3) Consequently. xeax sin bx. where Z(r) = a0 rn + a1 rn−1 + · · · + an . We next apply this idea to the nth-order DE. and Z(r) = (r − r1 )m1 (r − r2 )m2 · · · (r − rk )mk where mi ≥ 1 is the multiplicity of the root ri . HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
3.5)
= n.e. · · · .70
3. with multiplicity mj ≥ 1.4)
(3. eax sin bx. (iii).1. The solution structure is characterized by the following theorem.1) if and only if r is a root of the characteristic equation Z(r) = a0 rn + a1 rn−1 + · · · + an = 0. rj = a + bi. Theorem 3. then we have n distinct linearly independent solutions er1 x . · · · . Please read Pages 226-238 of the textbook! Consider the nth order homogeneous equation L[y] = a0 y (n) + a1 y (n−1) + · · · + an y = 0. · · · . · · · .
. erx (3. · · · . xeax cos bx.1) where a0 . then the functions eri x . rk be the distinct roots of the characteristic equation.

+e
−x 2
√ 7 7 c2 cos( x) + c3 sin( x) .
Therefore the general solution is y(x) = c1 ex + c2 sin x + c3 cos x. Solution: The characteristic equation is r3 + 2r2 + 3r + 2 = 0 Therefore the roots are r1 = −1.2. Solution: The characteristic equation is r3 − r2 + r − 1 = 0 ⇒ (r − 1)(r2 + 1) = 0 ⇒ r1 = 1. The roots are r = i.1.3
. Therefore. −i. Solution: The characteristic equation is r4 + 2r2 + 1 = 0.3. LINEAR HOMOGENEOUS DE WITH CONSTANT COEFFICIENTS
71
Example 3. Example 3. the general solution is y(x) = c1 e
−x
⇒
(r3 + 2r2 + r) + (2r + 2) = r(r + 1)2 + 2(r + 1) = (r + 1)(r(r + 1) + 2) = (r + 1)(r2 + r + 2) = 0. Hence. the general solution is y = c1 cos x + c2 sin x + c3 x cos x + c4 x sin x. −i.3 = ±i. i.1. −1 ± = 2 √ 7i
r2. Find the general solution to y − y + y − y = 0. Find the general solution to y (4) + 2y + y = 0. Exercise 3. r2. Find the general solution to the given DE: (i) (ii) (iii) (iv) (y = c1 ex + c2 e2x + c3 e3x ) y − 6y + 11y − 6y = 0 √ √ (y = c1 e2x + c2 e−2x + c3 e 5x + c4 e− 5x )) y (4) − 9y + 20y = 0 √ √ (y = c1 e−2x + e4x (c2 cos 2x + c3 sin 2x) y − 6y + 2y + 36y = 0 (y = c1 e−2x + c2 e−2x + c3 x2 e−2x + y (4) + 8y + 24y + 32y + 16y = 0 c4 x3 e−2x )
. Solve the following equation: y + 2y + 3y + 2y = 0. 2 2
√
Example 3.3.

xe4x . then so is e2x . Find the general solution to a third-order linear homogenous equation for y(x) with real numbers as coeﬃcients if two solutions are known to be e−2x and sin 3x. Hence. r4 − 4r3 − 5r2 + 36r − 36 = r2 − 9. homogenous DE. Solution: If xe2x is a solution. Solve y (4) − 4y (3) − 5y (2) + 36y − 36y = 0.
.72
3. the general solution is y(x) = (c1 + c2 x + c3 x2 + c4 x3 )e4x . Example 3. then x2 e4x . Exercise 3. Finally. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
Example 3. Thus. which implies that (r − 2)2 is a factor of the characteristic equation r4 − 4r3 − 5r2 + 36r − 36 = 0. Find the general solution to a forth-order linear homogenous DE for y(x) with real numbers as coeﬃcients if one solution is known to be x3 e4x . [Key : y(x) = c1 e−2x + c2 cos 3x + c3 sin 3x]. Solution: If x3 e4x is a solution. and e4x are solutions as well. if one solution is xe2x .4. the general solution is y(x) = c1 e2x + c2 xe2x + c3 e3x + c4 e−3x .5.2. (r − 2)2 The other two roots of the characteristic equation are r = ±3. We now have four linearly independent solutions to a fourth-order linear.

Solution: The characteristic equation of the homogeneous DE is r5 − r4 + 2r3 − 2r2 + r − 1 = 0 ⇒ r4 (r − 1) + 2r2 (r − 1) + (r − 1) = (r − 1)(r4 + 2r2 + 1) = 0 ⇒ (r − 1)(r2 + 1)2 = 0 ⇒ roots : 1.4. Nonhomogeneous DE: Method of Undetermined Coeﬃcients We now turn our attentions to nonhomogeneous DE and illustrate how the methods for solving second-order DE introduced in Chapter 2 can be extended to the general nth-order DE. Example 4. In this section. until no any term solves the homogeneous DE. −i. However.
Then the general solution to the homogeneous DE is yc (x) = c1 ex + c2 cos x + c3 sin x + c4 x cos x + c5 x sin x. −i. we consider the method of undetermined coeﬃcients. i. where m is the smallest positive integer such that the resulting trial solution has No Term solves the associated homogeneous DE. yp (x) = B + B1 x + B2 x2 + · · · + Bk xk . Determine a trial solution for y (5) − y (4) + 2y (3) − 2y + y − y = 4 cos x. The basic rule is summarized below: Multiply the usual trial solution by xm .1. if the “usual” trial solution contains one term that solves the associated homogeneous DE. we used the following “usual” trial solutions corresponding to each type ⎧ ⎨ A0 eax .
. NONHOMOGENEOUS DE: METHOD OF UNDETERMINED COEFFICIENTS
73
4. ⎩ 0 A0 cos bx + B0 sin bx. We therefore restrict our attentions to determining a particular solution to a0 y (n) + a1 y (n−1) + · · · + an−1 y + an y = f (x) where f (x) is limited to one of the following types ⎧ (exponential function) ⎨ Aeax f (x) = A0 + A1 + · · · + Ak xk (polynomial) ⎩ A cos bx + B sin bx (trigonometric polynomial)
(1)
(2) sum or product of functions given in (1) In Chapter 2. i. then we have to modify the trial solution by multiplying by xm .

(ii) y (4) + 2y + y = 3 sin x − 5 cos x. The usual trial solution corresponding to the nonhomogeneous term f2 (x) = 7e−x sin 2x is yp2 (x) = e−x (A1 cos 2x + B1 sin 2x). we see that this yp solves the homogeneous DE. Once more. However. Determine the form of a trial solution to the DE with the characteristic equation (r2 + 2r + 5)(r − 1)3 = 0 and nonhomogeneous term f (x) = 5ex + 7e−x sin 2x. (i) y − 3y + 3y − y = 4ex .74
3. which gives yp1 (x) = A0 x3 ex . 3 (ii) yp (x) = − 3 x2 sin x + 5 x2 cos x. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
The usual trial solution corresponding to the nonhomogeneous term f (x) = 4 cos x is yp (x) = A0 cos x + B0 sin x. 8 8 (iii) yp (x) = − 1 x2 − 3 sin x + 1 xe−2x 8 5 8
. Consequently. we need to modify it as yp2 (x) = xe−x (A1 cos 2x + B1 sin 2x). (iii) y − 4y = x + 3 cos x + e−2x Key: (i) yp (x) = 2 x3 ex . Find a particular solution to the following DE. Example 4. However. we need to modify it by multiplying x2 .1. According to the modiﬁcation rule. an appropriate trial solution for the given DE is yp (x) = yp1 (x) + yp2 (x) = A0 x3 ex + xe−x (A1 cos 2x + B1 sin 2x).2. we need to modify the trial solution by multiplying it by x3 . Hence. Exercise 4. this coincides with part of yc (x). and obtain that yp (x) = x2 (A0 cos x + B0 sin x) The constants A0 and B0 can be determined by substituting the proposed trial solution into the given DE. Solution: The general solution to the associated homogeneous DE is yc (x) = e−x (c1 cos 2x + c2 sin 2x) + c3 ex + c4 xex + c5 x2 ex The usual trial solution corresponding to the nonhomogeneous term f1 (x) = 5ex is yp1 (x) = A0 ex .

. · · · . . . un to satisfy n − 1 additional equations so that the derivatives of order ≥ 2 of ui will not appear. u2 . (n−1) (n−1) (n−1) y2 .2) is yc (x) = c1 y1 (x) + c2 y2 (x) + · · · + cn yn (x).5) . un ⎞ ⎛ 0 0 . . un . ... More precisely. the unknown functions u1 . . (5. ⎜ . .3) (5. ⎝ . . ⎪ 1 1 ⎪ 2 2 n n ⎪ ⎪ ⎨ . . we substitute yp (x) into equation (5. In general. pn and f are continuous in I. it is necessary to solve the corresponding homogeneous diﬀerential equation. . Nonhomogeneous DE: Method of Variation-of-Parameters We now consider the generalization of the variation-of-parameter method to linear nonhomogeneous DE of arbitrary order n : L[y] = y (n) + p1 (x)y (n−1) + p2 y (n−2) + · · · + pn (x)y = f (x). . . (5.1) of the form yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x) + · · · + un (x)yn (x). y2 . to use this method. yn y1 ⎞⎛ ⎟⎜ ⎟⎜ ⎟⎜ ⎠⎝ u1 u2 . . y1 The matrix form is of the form ⎛ y1 x2 . yn ⎜ . (5. . Then the general solution of (5. NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS
75
5. but this will only give one equation. . . Therefore. the method of variation-of-parameter can be applied to nonhomogeneous DE with f (x) in a general form as long as we are able to solve the associated homogeneous DE. . .1)
where we assume that the functions p1 . · · · . u2 .6)
⎟ ⎜ ⎟ ⎜ ⎟=⎜ ⎠ ⎝
. this may be diﬃcult unless the coeﬃcients are constants. yn of the homogeneous equation L[y] = 0. Please read Pages 239-242 of the textbook! Suppose that we know a fundamental set of solutions y1 .5. . However. we enforce u1 . ⎪ ⎪ ⎪ y u + y u + · · · + y u = 0. · · · .2)
We now vary the constants and look for a particular solution to (5. ⎠ (5.1). ⎪ ⎪ (n−2) ⎪ (n−2) (n−2) ⎪ y ⎪ 1 u 1 + y2 u 2 + · · · + yn un = 0. (5. . . · · · . p2 . f (x) ⎞ ⎟ ⎟ ⎟.. un satisfy ⎧ ⎪ y1 u1 + y2 u2 + · · · + yn un = 0. yn ⎜ y1 y2 . ⎪ ⎪ ⎪ ⎩ (n−1) (n−1) (n−1) u 1 + y2 u 2 + · · · + yn un = f (x). · · · . . As before. .4)
To determine the unknown functions u1 . . .. u2 .

Therefore.1) becomes
n
y(x) =
m=1
f (x)Wm (x) dx + cm ym (x) W (x)
(5. 0. W (x)
(5. since y1 . y2 .
According to the variation-of-parameters method.7). y3 (x) = x2 ex ⇒ (r − 1)3 = 0. 0. n. the general solution of (5. yn are LI solutions of (5. the particular solution is of the form yp (x) = ex u1 (x) + xex u2 (x) + x2 ex u3 (x). · · · .9)
Example 5. where u1 . by (5. we have um (x) = and the particular solution is
n
f (x)Wm (x) dx. u3 satisfy (after divided by ex ) ⎧ 2 ⎪ u1 + xu2 + x u3 = 0. · · · . yn )(x).6) in the form um (x) = f (x)Wm (x) .7)
where W (x) = W (y1 . W (x)
yp (x) =
m=1
ym (x)
f (x)Wm (x) dx. · · · .1. · · · .76
3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
We see that the determinant of the coeﬃcient matrix is precisely the Wronskiam W (y1 . W (x) m = 1. y2 . yn )(x) = 0 for all x. ⎪ 1 ⎩ u1 + (x + 2)u2 + (x2 + 4x + 2)u3 = 36 ln x.
.8)
Finally. y2 . and Wm is the determinant obtained from W by replacing the mth column by the column (0. y2 (x) = xex .
Solution: The characteristic equation of the associated homogeneous equation is r3 − 3r2 + 3r − 1 = 0 The LI solutions are y1 (x) = ex . · · · . 1). (5. Find the general solution to y − 3y + 3y − y = 36ex ln x. u2 . we can write the solution of (5.2). Using the Cramer’s rule. ⎨ u + (x + 1)u2 + (x2 + 2x)u3 = 0. x > 0.

ln xdx = 18x(ln x − 1). NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS
77
To solve this system. Key : yp (x) = x4 . Key : y(x) = c1 + c2 cos x + c3 sin x + ln |sec x + tan x| − x cos x + (sin x) ln |cos x| .10) 2 2 0 0 1 x x 1 x x ⎠ ∼ ⎝ 0 1 2x ⎠. 0 0 ∼ ⎝ 0 1 2x 0 0 2 36 ln x 0 0 1 18 ln x Consequently. we ﬁnd that u1 = 18x2 ln x.
where we have set the integrating constants to be zero. (ii) y − 3y + 2y =
ex . 1+e−x
1 Key : y(x) = − (ex + 1)2 ln(ex + 1) + c1 + c2 ex + c3 e2x . The general solution is y(x) = ex x3 (6 ln x − 1) + c1 + c2 x + c3 x2 . Exercise 5. Find the general solution to the following DE.1. we reduce its augmented matrix to the row-echelon form ⎛ ⎞ ⎛ ⎞ 0 1 x x2 0 1 x x2 ⎝ 1 x+1 ⎠∼⎝ 0 1 ⎠ x2 + 2x 0 2x 0 2 + 4x + 2 36 ln x 0 2 4x + 2 36 ln x 1 x+2 x ⎛ ⎞ ⎛ ⎞ (5. So yp (x) = ex u1 + xex u2 + x2 ex u3 = x3 ex (6 ln x − 11). Using integration by parts yields u1 (x) = 18 u2 (x) = −36 u3 (x) = 18 x2 ln xdx = 2x3 (3 ln x − 1).
. (i) y + y = sec x. u2 = −36 ln x u3 = 18 ln x. x ln xdx = 9x2 (1 − 2 ln x). and x are the solutions of the homogeneous equation corresponding to x3 y + x2 y − 2xy + 2y = 2x4 . x2 . 15 x > 0.5. 2 1 (iii) Given that x. determine a particular solution.

Solutions to Selected Exercises
Exercise 4. We plug it into the original equation to ﬁnd 1 3 A = 0. B = − .1 (i) We ﬁnd that the general solution to the associated homogeneous equation is yc (x) = c1 + c2 cos x + c3 sin x. ⎨ − sin x u2 + cos x u3 = 0. 8
. We look for a particular solution of the form yp (x) = u1 (x) + u2 (x) cos x + u3 (x) sin x. We plug it into the original equation to ﬁnd A = −3/8 and B = 5/8. For f (x) = 3 sin x − 5 cos x. D = − . we have the system: ⎧ ⎪ u1 + cos x u2 + sin x u3 = 0. ⎪ ⎩ − cos x u2 − sin x u3 = sec x. the trial solution should be yp (x) = Ax3 ex . (ii) We ﬁnd that the general solution to the associated homogeneous equation is yc (x) = (c1 + c2 x) cos x + (c3 + c4 x) sin x. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
6. We plug it into the original equation and ﬁnd that A = 2/3. C = 0. For f (x) = 4ex . the trial solution should be yp (x) = x(A + Bx) + C cos x + D sin x + Exe−2x . 1 E= . Then. For f (x) = x + 3 cos x + e−2x . the trial solution should be yp (x) = x2 (A cos x + B sin x). (iii) We ﬁnd that the general solution to the associated homogeneous equation is yc (x) = c1 + c2 e−2x + c3 e2x .78
3. 8 5 Exercise 5.1 (i) We ﬁnd that the general solution to the associated homogeneous equation is yc (x) = (c1 + c2 x + c3 x2 )ex .

2 2 1 ex . u3 = ln | cos x|. u3 = − tan x. 2 1 + e−x u2 = −x. u2 = −1. x
. ⎨ ex u2 + 2e2x u3 = 0. 2 2 Correspondingly. (ii) We ﬁnd that the general solution to the associated homogeneous equation is yc (x) = c1 + c2 ex + c3 e2x .6. u1 = ex 1 − ln(1 + ex ). ⎪ ⎩ ex ex u2 + 4e2x u3 = 1+e−x . Then. This gives u1 = Therefore. we have the system: ⎧ x 2x ⎪ u1 + e u2 + e u3 = 0. 2 2 2 The GS is 1 y(x) = − (ex + 1)2 ln(ex + 1) + c1 + c2 ex + c3 e2x . u2 = − ln(1 + ex ). 2 1 + e−x u2 = − 1 . u1 = ln |sec x + tan x| . u3 = 1 1 − ln(1 + ex ). Therefore. We look for a particular solution of the form yp (x) = u1 (x) + u2 (x)ex + u3 (x)e2x . The GS is y(x) = c1 + c2 cos x + c3 sin x + ln |sec x + tan x| − x cos x + (sin x) ln |cos x| .
1 ex e2x yp (x) = − (ex + 1)2 ln(ex + 1) + + . SOLUTIONS TO SELECTED EXERCISES
79
This gives u1 = sec x. 1 + e−x u3 = 1 e−x . 2 (iii) We write the equation in the standard form 1 2 2 y − 2 y + 3 y = 2x. x x x We look for a particular solution of the form y + yp (x) = xu1 + x2 u2 + 1 u3 .

3 x5 . 3 2 u2 = x. u1 = − Correspondingly. x3 . Then the method of undetermined coeﬃcients may be applied to ﬁnd the particular solution. we have the system: ⎧ 1 2 ⎪ xu1 + x u2 + x u3 = 0. ⎨ 1 u + 2x u2 − x2 u3 = 0. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
Then. 3 u3 = u3 = x4 . This gives u1 = −x2 . Therefore. 15
x4 . 15 Note: This equation is a third-order Euler equation.80
3.
. 3 u2 = yp (x) = x2 . ⎪ 1 ⎩ 2 2u2 + x3 u3 = 2x. so we may use the transform t = ln x to convert it to a third-order equation with constant coeﬃcients.