Linear Higher-Order Differential Equations

Chapter 3
Linear higher-order
Differential Equations
Chapter 3: Linear higher-order Differential Equations
Overview
Overview
I. Basic Definitions and Theorems
I. Reduction of order
III. Homogeneous linear equations with constant
coefficients
V. Undetermined Coefficients
V. Variation of parameters
VI. Cauchy-Euler equations
Learning
LearningObjective
Objective
At the end of this section you should be able to know
- the definitions of linear dependence , linear

independence, homogeneous DE, Wronskian,
fundamental set of solution.
- the basic theorems on existence and uniqueness

of solutions of DE, superposition of solutions.
THEOREM:
THEOREM:Existence
Existenceand
anduniqueness
uniquenessof
ofsolution
solution
dny d n 1 y dy
a n  x  n  a n 1  x  n 1  ...  a1  x   a0  x  y  g  x 
dx dx dx
y  x0   y 0 , y  x0   y1 ,..., y
  n 1
 x0   y n1
If there is an interval I containing x0 on which :
an  x  , an 1  x  , a1  x  , a0  x  and g(x) are continuous
an  x  is non-zero
Then, a solution of the IVP exists on I and is unique.
Example
Example1:1: d2y
2
 4 y  12 x
dx
y  0   4, y  0   1
y  3e 2 x  e 2 x  3 x unique solution on any interval containing 0.
1) Solution : check
2) Uniqueness : the coefficients and the function 12 x are

continuous. The coefficient of y ' ' is non-zero on any interval
containing 0. The conditions of the previous theorem are then
satisfied.
Example
Example2:2:
3 y   5 y   y   7 y  0, y 1  0, y 1  0, y 1  0
y  0 is the only solution on any interval containing x  1
All the coefficients of y , y , y , y are non-zero.

Since the third order equation is linear with constant
coefficients, all conditions of existence of a unique
solution are satisfied. Hence, y  0 is the only solution
on any interval containing x  1
BVP
BVP
A Boundary value problem can have zero, one or

infinitely many solutions
BVP:
BVP:Examples
Examples
x  16 x  0
x(t )  c1 cos 4t  c2 sin 4t is a 2-parameters family of solutions
Now, depending on the boundary values, we can have 0, 1 or

many solutions
1) x  16 x  0, x 0  0, x    1
2
x 0   0  c1  0
  No solution
x   1  c1  1
2
BVP:
BVP:Examples
Examples x(t )  c1 cos 4t  c2 sin 4t
 
2) x  16 x  0, x 0   0, x   0


8
x 0   0  c1  0
  One solution x0
x    0  c2  0
8
 
3) x  16 x  0, x 0   0, x   0
2
x 0   0  c1  0
  1-parameter family of solutions
x   0  c1  0
2 x(t )  c2 sin 4t
Definition:
Definition:Homogeneous
Homogeneous
A linear nth-order DE of the form
dny d n 1 y dy
an  x  n  an 1  x  n 1  ...  a1  x   a0  x  y  0
dx dx dx
is said to be homogeneous.
Example: 2 y   3 y   5 y  0
is a homogeneous linear second-order DE.

Superposition
Superpositionprinciple
principle
If y , y ,..., y are solutions of the homogeneous n-th
1 2 k
order DE on an interval I , then the linear combination
y  c1 y1  x   c2 y2  x   ...  ck yk  x 
where ci , i  1,2,..., k
are arbitrary constants, is also a solution on the interval I

Superposition
Superpositionprinciple
principle
Example
Example y1  x 2 and y 2  x 2 ln x
are both solutions of the homogeneous linear equation
x 3 y   2 xy   4 y  0 on the interval  0,  

.
By the Superposition principle, the linear combination

y  c1 x 2  c2 x 2 ln x is also a solution of x 3 y   2 xy   4 y  0
on  0,  
Definition:
Definition:Linear
Lineardependence
dependence
A set of functions f1  x  , f 2  x  ,..., f n  x  is said to be linearly
dependent on an interval I if there exist constants

c1 , c2 ,..., cn not all zero, such that c1 f1  x   f 2  x  c2  ...  cn f n  x   0
for every x in I
Remark:
Remark: Linear dependence: One of the functions can
be expressed as a combination of the others
Definition:
Definition:Linear
Lineardependence
dependence
Example
Example: :
The set f1  x   x  5, f 2  x   x  5 x, f 3  x   x  1
is linearly dependent on I  (0, )

Write one of the functions as combination of the others
f1  x   x  5  x  5 x  5 x  5
 x  5 x  5( x  1)  f 2  x   5 f 3  x 
Definition:
Definition:Linear
Linearindependence
independence
A set of functions f1  x  , f 2  x  ,..., f n  x  is said to be linearly
independent on an interval I if the only constants
satisfying c1 f1  x   c2 f 2  x   ...  cn f n  x   0
for any x in I , are c1  c2  ...  cn  0

Definition:
Definition:Linear
Linearindependence
independence
Example
Example: :
The set f1  x   e x , f 2  x   e  x is linearly independent on
I  (, )
If c1e x  c2 e  x  0 for any real number
Then, in particular for x0 c1  c2  0
x  ln 2 1
for 2c1  c2  0
2
Solution of the system c1  c2  0
Definition:
Definition:Wronskian
Wronskian
Suppose each of the functions f1  x  , f 2  x  ,..., f n  x 
possesses at least n-1 derivatives
f1 f 2 .... fn
f1 f 2.... f n
The determinant W  f1 , f 2 ,..., f n  
. . .
 n 1  n 1  n 1
f1 f2 ... fn
is called the Wronskian of the functions.

Theorem:
Theorem:criterion
criterionfor
forlinearly
linearlyindependent
independentsolutions
solutions
Let y1 , y2 ,..., yn be n solutions of the homogeneous

linear nth order DE on an interval I.
The set will be linearly independent if and only if
W  y1 , y2 ,..., yn   0
for every x in I .
Example
Example1:1: y1  cos x y2  sin x
is a linearly independent
y1 y2
Indeed W  y1 , y2  
y1' y2'
cos x sin x

 sin x cos x
 cos 2 x  sin 2 x  1
Example
Example2:2: f 1 ( x )  x, f 2 ( x )  x 2 , f 3 ( x )  4 x  3 x 2
is a linearly dependent
f1 f2 f3 x x2 4 x-3 x 2
Indeed W  f1 , f 2 , f 3   f1' f 2' f 2'  1 2x 4- 6 x
f1' ' f 2'' f 2'' 0 2 6
2x 4- 6 x x2 4 x-3 x 2
x 1
2 6 2 6
 x(12 x  8  12 x)  (6 x 2  8 x  6 x 2 )
0
Exercise
ExerciseI:I:
Determine whether the given set of functions is linearly
independent on the interval (, )
1) f1 ( x)  5, f 2 ( x)  cos 2 x, f 3 ( x)  sin 2 x
2) . f1 ( x)  cos 2 x, f 2 ( x)  1, f 3 ( x)  cos 2 x
3) f1 ( x)  2  x, f 2 ( x)  2  x
4) f1 ( x)  1  x, f 2 ( x)  x, f 3 ( x)  x 2
Definition:
Definition:Fundamental
Fundamentalset
setof
ofsolutions
solutions
A set y1 , y2 ,..., yn of n linearly independent solutions of
a nth order homogeneous linear equation on an interval I is
said to be a fundamental set of solutions on the interval.
Theorem
Theorem
For any nth-order homogeneous linear equation, there is a
fundamental set of solutions on an interval .
Theorem
Theorem::general
generalsolution
solution
Let y1 , y2 ,..., yn be a fundamental set of solutions of a nth
order homogeneous linear DE on an interval I .
The general solution of the DE on the interval I is

y  c1 y1 ( x)  c2 y2 ( x)  ...  cn yn ( x)
where ci , i  1,.., n are arbitrary constants.
Example
Example:: y1  e x , y2  e 2 x and y3  e 3 x
are solutions of the DE y '''  6 y ''  11 y '  6 y  0
ex e2 x e3 x
 
W e x , e 2 x , e3 x  e x 2e 2 x 3e 3 x  2e 6 x  0
ex 4e 2 x 9e 3 x
y1 , y2 and y3 form a fundamental set of solutions on   ,  
We conclude y  c1e x  c2 e 2 x  c3e3 x is the general solution on

  ,  
Definition:
Definition:Non-Homogeneous
Non-Homogeneous
A linear nth-order DE of the form
dny d n 1 y dy
an  x  n  an 1  x  n 1  ...  a1  x   a0  x  y  g ( x )
dx dx dx
is said to be non-homogeneous.
Example: 2 y  3 y  5 y  x 2 is a non-homogeneous.
The associated homogeneous linear DE is 2 y  3 y  5 y  0

Definition
Definition
Any solution y p free of arbitrary parameters, that
satisfies the DE is said to be a particular solution
Theorem
Theorem::general
generalsolution
solution
Let y1 , y2 ,..., yn be a fundamental set of solutions the
associated homogeneous linear DE on an interval I.
The general solution of the DE on the interval I is

y  c1 y1 ( x)  c2 y2 ( x)  ...  cn yn ( x)  y p ( x)
where ci , i  1,.., n are arbitrary constants.

Example
Example::
Given that yc  c1e  c2 e  c3e
x 2x 3x
is the general solution of
the DE y '''  6 y ''  11 y '  6 y  0
Find the general solution of the DE y ' ''

 6 y ''
 11 y '
 6 y  3x
Example
Example::
We have to find a particular solution y p of the non-
homogeneous equation y '''  6 y ''  11 y '  6 y  3x
Take y p  ax  b
11 1
Derive and substitute inside the DE, we obtain y p    x
12 2
1 11
General solution y  yc  y p  c1e  c2 e  c3e  x 
x 2x 3x
2 12
II. Reduction of order
Learning
LearningObjective
Objective
At the end of this section, you should be able to find a

second solution, given a non-trivial solution of a linear
second order DE.
What?
What?
Given the linear second order DE a2 ( x) y   a1 ( x) y   a0 ( x) y  0
and y1 a non-trivial solution on an interval I .
We search for a solution y2 such that  y1 , y2  is a linearly

independent set of solutions on I
Remark
Remark
If  y1 , y2  is a linearly independent set of solutions, then y2
cannot be written as a multiple of y1 .
y2 y2
y 2  Cy1  C is non constant on I
y1 y1
y2 ( x)
  u ( x)  y2 ( x)  u ( x) y1 ( x)
y1 ( x)
Example
Example:: y1  e x is solution of the DE y  y  0
on   ,  .
Find an other solution y2 such that y1 , y2 is linearly
independent on   ,  
From the previous remark, we write y2 ( x)  u ( x) y1 ( x)

y 2 ( x )  u ( x )e x
y2  ue x  e x u
y2  ue  e u  e u  e u  ue  2e u  e u
 x x
 x
 x
 x x
 x
Example
Example:: y2 solution
 y2  y2  0
ue x  2e x u   e x u   ue x  0
2e u  e u  0
x
 x
2u   u   0
2w  w  0 '
w  u
Example
Example:: w'  2 w  0
dw
 2 w ln w  ln c  2 x
dx
dw
 2dx 
u  w  ce 2 x
w
dw
 w    2dx u   ce 2 x dx  c1e 2 x  c2
Example
Example:: y2 ( x)  u ( x)e x  c1e  x  c2 e x
Now as y1 ( x)  e x , we can just choose c1  1, c2  0 then

show that they are linearly independent.
y2 ( x)  e  x y1 ( x)  e x
Compute the Wronskian:
y1 y2 e x
e -x
W  y1 , y2   ' '
 x
 2
y 1 y 2 e x
e
Example
Example::
W  y1 , y2   0
y1 and y2 are linearly independent.
y ( x)  c1e x  c2 e  x general solution

General
Generalmethodmethod
a2 ( x) y   a1 ( x) y   a0 ( x) y  0
y  P ( x) y  Q( x) y  0
y1 solution on I
y  u ( x) y1 ( x)
y   uy1'  y1u 
y   u y1'  uy1''  y1u   y1' u 
 uy1''  2u y1'  y1u 
General
Generalmethod
method
y   P( x) y   Q( x) y  (uy1  2u y1  y1u )  P(uy1  y1u )  Q ( x)uy1

'' ' '
 u ( y1''  Py1'  Qy1 )  y1u   (2 y1'  Py1 )u1'  0
0
y1u   (2 y1'  Py1 )u '  0
y1 w  (2 y1'  Py1 ) w  0 w  u
General
Generalmethod
method
y1 w  ( 2 y1'  Py1 ) w  0
y1dw  (2 y1'  Py1 ) wdx
dw 2 y1'
 (  P) dx
w y1
dw y1'
 w    2 y1 dx   Pdx
ln w  ln c  2 ln y1   Pdx
ln(cwy12 )    Pdx
General
Generalmethod
method
ln(cwy12 )    Pdx
e   Pdx
w 2
y1
u  w integrate to get u
  Pdx
e
u 2
dx
y 1
General
Generalmethod
method
e   Pdx
u   2 dx
y1
y2  y1u
e   Pdx
y2  y1  2 dx
y1
Example 2
Given that y1  x
2
is a solution of
x y  3xy  4 y  0
2
on the interval (0, ), use reduction

of order to find the general solution.
Example 2
Let y  uy1  ux 2
y  2 xu  x u 
2
y  2[u  xu]  2 xu  x u

2
 2u  4 xu  x u 
 2
Example 2
x y  3xy  4 y  0
2
x (2u  4 xu  x u)  3x(2 xu  x u)  4ux  0

2 2 2 2
x u  x u  0
3 4
Example 2
x u  x u   0
3 4
Let w  u 
x w  x w  0
3 4
Example 2
x w  x w  0
3 4
1
w  w  0
x
dw w

dx x
Example 2 dw dx

w x
dw dx
 w

x
c
w
x
u'  w u  c ln x
c 1 u  ln x
Example 2
y2  uy1 y2  x 2 ln x
y  c1 x ln x  c2 x
2 2
General solution
Exercise
ExerciseII:
II:
Find the second solution if the first solution is given as
indicated
1) y  6 y  9 y  0 y1  e 3 x
2) y . 36 y  0 y1  cos 6 x
3) xy  y  0 y1  ln x
4) x 2 y  2 xy  6 y  0 y1  x 2
III. Homogeneous linear equations with
constant coefficients
Learning
LearningObjective
Objective
At the end of the module, students should be able to solve
homogeneous linear ODEs with constant coefficients using
the auxiliary equation.
The Second-Order ODE
Given
ay  by  cy  0
where a, b and c are constants.
Let the solution of the DE be
ye mx
Substitute the above function into the DE
ay  by  cy  0
am e 2 mx
 bme mx
 ce mx
0
e (am  bm  c)  0
mx 2
since e mx
0
(am  bm  c)  0
2
(am  bm  c)  0
2
is called the auxiliary equation of the

DE
DE
ay  by  cy  0
AE
am  bm  c  0
2
Case 1: Distinct Real Roots
(am  bm  c)  0
2
a (m  m1 )(m  m2 )  0
roots m1 , m2
Case 1: Distinct Real Roots
The general solution is of the form
y  c1e m1 x
 c2 e m2 x
.
where x  (, )
Case 2: Repeated Real Roots
(am  bm  c)  0
2
2
a (m  m1 )  0
root m  m1
Case 2: Repeated Real Roots
y  c1e m1 x
 c2 xe .
m1 x
where x  (, )
Case 3: Conjugate complex Roots
(am  bm  c)  0
2
m1    i
m2    i
x
y  e (c1 cos x  c2 sin x).
Example
Solve
y  5 y  4 y  0.
Example
y  5 y  4 y  0.
Auxiliary Equation:
m  5m  4  0
2
(m  1)(m  4)  0
Example
m1  1, m2  4
y  c1e m1 x
 c2 e m2 x
y  c1e  c2 e
x 4x
Example
Solve
2 y  6 y  2 y  0.
Example
2 y  6 y  2 y  0.
The auxiliary equation:
2m  6m  2  0
2
3 5 3 5
m1  , m2 
2 2
Example
3 5 3 5
m1  , m2 
2 2
The general solution:
3 5 3 5
x x
y  c1e 2
 c2 e 2
Example
Solve
y  6 y  9 y  0.
Example
y  6 y  9 y  0.
Auxiliary Equation:
m  6m  9  0
2
Example
m  6m  9  0
2
(m  3)(m  3)  0
m1  3, m2  3
Example
y  c1e m1 x
 c2 xe m1 x
3 x 3 x
y  c1e  c2 xe
Example
Solve
4 y  4 y  2 y  0.
Example
4 y  4 y  2 y  0.
The auxiliary equation:
4m  4m  2  0
2
Example
4m  4m  2  0
2
 4  16  4( 4)(2)
m
2(4)
 4  4i  4  4i
m1  , m2 
8 8
 1  1i  1  1i
m1  , m2 
2 2
Example
 1  1i  1  1i 1 1
m1  , m2     , 
2 2 2 2
The general solution:

x x
y  c1e cos x  c2 e sin x
0.5 x 0.5 x
y  c1e cos 0.5 x  c2 e sin 0.5 x
Higher-Order Equations
We can extend the three cases
in the 2nd –order to higher order.
Only, need to know how to factor

the obtained auxiliary equation.
Example
Solve y  3y  4 y  0
''' ''
auxiliary equation m  3m  4  0
3 2
1 is solution  m 3  3m 2  4  (m  1)(m 2  4m  4)
 (m  1)(m  2) 2
2 x 2 x
general solution y  c1e  c2 e
x
 c3 xe
IV. UNDETERMINED COEFFICIENTS-
SUPERPOSITION APPROACH-
Learning
LearningObjective
Objective
At the end of the module, you should be
able to solve the nonhomogeneous linear
DE using the Undetermined Coefficients -
Superposition Approach.
Recall
Given
a2 ( x) y  a1 ( x) y  a0 ( x) y  g ( x)
The solution is y  yc  y p
Recall
yc is obtained from solving

a2 ( x) y  a1 ( x) y  a0 ( x) y  0.
yp is a particular solution of
a2 ( x) y  a1 ( x) y  a0 ( x) y  g ( x).
In this section, we will use the method

of undetermined coefficients to find
yp
SUPERPOSITION APPROACH
The basic idea of the method

Making a smart guess of the general
form of yp by referring to kind of
functions that make up g (x).

Remark
This method only works if:
• g (x) has one of the forms below:

constant, polynomial, exponential, sine or
cosine and combination of these functions.
• The coefficients are
constants. ai , i  0,1,..., n
To summarize
a2 y  a1 y  a0 y  g ( x).
polynomial, exponential,
sine or cosine and combination
of these functions.
constant
Some example of possible g(x)

g ( x)  8
g ( x)  x  5 x
2
g ( x)  sin 2 x  3 x cos 3 x
2 x
g ( x)  12 x  5  e
4 x
g ( x)  xe sin x  (3 x  1)e
x 2
These set of functions has the property that

derivatives of their sums and products are
again sums and products of these set of
functions.
Form of y p
g ( x)  8 A
g ( x)  x  5 x
2
Ax  Bx  C
2
g ( x)  sin 2 x A sin 2 x  B cos 2 x

2 x 2 x
g ( x)  5e Ae
4 x
g ( x)  (3 x  1)  e
2 4 x
( Ax  Bx  C )  De
2
g ( x)  x sin 3 x ( Ax  B)(C sin 3x  D cos 3x)

Example 1
Solve
y  4 y  2 y  2 x  3x  6.
2
Example 1
Find yc by solving the homogeneous form.
y  4 y  2 y  0
Example 1
yc
y  4 y  2 y  0
The Auxiliary Equation:
m  4m  2  0
2
m1  2  6 , m2  2  6
Example 1
( 2  6 ) x ( 2  6 ) x
yc  c1e  c2 e
Next is to find yp .
Example 1
y  4 y  2 y  2 x  3x  6
2
y p  Ax  Bx  C
2
yp  2 Ax  B Substitute
into the left hand
side of the DE
yp  2 A above
Example 1
 
y  4 y  2 y  2 x  3x  6
2
2 A  4(2 Ax  B)  2( Ax  Bx  C )  2 x  3x  6
2 2
 2 Ax  (8 A  2 B) x  2 A  4 B  2C  2 x  3x  6
2 2
From comparison:
 2 A  2  A  1
5
8 A  2 B  3  B  
2
2 A  4 B  2C  6  C  9
Example 1 5
yp  x  x  9
2
2
the general solution is
y  yc  y p
( 2  6 ) x ( 2  6 ) x 5
y  c1e  c2 e  x  x  9.
2
2
Example 2
Find the general solution of

y  y  y  2 sin 3 x.
Example 2
Find yc y  y  y  0
The Auxiliary Equation: m  m 1  0
2
 (1)  (1)  4(1)(1)

2
m
2(1)
1 i 3 1 i 3
m1  m2 
2 2
Example 2
1 i 3 1 i 3
m1  m2 
2 2
1 3
  , 
2 2
1x 3 1x 3
yc  c1e cos
2
x  c2 e sin
2
x
2 2
Example 2
Find yp
y  y  y  2 sin 3 x.
y p  A cos 3 x  B sin 3 x
yp  3 A sin 3x  3B cos 3x
yp  9 A cos 3x  9 B sin 3x

Example 2
y  y  y  2 sin 3 x.
(9 A cos 3 x  9 B sin 3 x)  (3 A sin 3 x  3B cos 3 x)
 ( A cos 3x  B sin 3x)  2 sin 3x
(8 A  3B) cos 3x  (8B  3 A) sin 3x  2 sin 3x

By comparison:  8 A  3B  0
3 A  8B  2
16
Example 2  73B  16  B  
73
16 2
 8 A  ( )  0  A  
73 73
2 16
y p   cos 3x  sin 3x
73 73
Therefore y  yc  y p
1x 3 1x 3 2 16
y  c1e cos
2
x  c2 e sin
2
x  cos 3x  sin 3x
2 2 73 73
Remark
To guess the particular solution, things

to consider:
• types of functions that make up g(x).
• types of functions that make

up the complementary function.
Example 3
Solve
y  2 y  3 y  4 x  5  6 xe .
2x
Example 3
Find yc y  2 y  3 y  0
m  2m  3  0
2
(m  3)(m  1)  0
m1  3, m2  1
x
yc  c1e  c2 e
3x
Example 3
Find y p
y  2 y  3 y  4 x  5  6 xe .
2x
y p1  Ax  B
Two problems
to solve
y p2  (Cx  D)e 2x
Example 3
Find y p1
y  2 y  3 y  4 x  5
y p1  Ax  B
yp1  A
yp1  0
Example 3
y  2 y  3 y  4 x  5
0  2( A)  3( Ax  B )  4 x  5
By Comparison: 4
 3A  4  A  
3
 2 A  3 B  5
4 23
 2( )  3B  5  B 
3 9
Example 3
4 23
y p1   x 
3 9
Example 3
Find y p 2
y  2 y  3 y  6 xe 2x
y p2  (Cx  D)e 2x
yp2  Ce  2(Cx  D)e

2x 2x
yp2  2Ce  4(Cx  D )e  2Ce

2x 2x 2x
Example 3
y  2 y  3 y  6 xe 2x
4Ce  4(Cx  D)e  2(Ce  2(Cx  D)e )

2x 2x 2x 2x
 3(Cx  D)e  6 xe
2x 2x
(2C  3D)e  3Cxe

2x 2x
 6 xe 2x
By Comparison:  3C  6  C  2
4
2C  3D  0  2(2)  3D  0 D
3
Example 3
4 2x
y p2  (2 x  )e
3
Example 3
y  yc  y p1  y p2
4
x
y  c1e  c2 e  x 
3x 23 4
 (2 x  )e 2x
3 9 3
Example 4
Find the particular solution of
y  5 y  4 y  8e .
x
Example 4
Find yc
y  5 y  4 y  0
m  5m  4  0
2
(m  4)(m  1)  0
m1  4, m2  1
yc  c1e  c2 e
4x x
Example 4
Find y p
y  5 y  4 y  8e x
y p  Ae x
Problem, why?
Example 4
y  5 y  4 y  8e x
y p  Axe x
yp  A(e  xe )
x x

y p  A(e  e  xe )
x x x
Example 4
y  5 y  4 y  8e x
A(e  e  xe )  5 A(e  xe )  4 Axe  8e

x x x x x x x
 3 Ae  8e
x x
By Comparison:
8
 3A  8  A  
3
Example 4
y  yc  y p
8 x
y  c1e  c2 e  xe
4x x
3
Case 1
No function in the assumed particular
solution is a solution of the
associated homogeneous DE.
Rule from Case 1
The form of y p is a linear combination

of all linearly independent functions
that are generated by repeated
differentiation of g (x).
Example 5
Determine the form of y p
y  9 y  14 y  3 x  5 sin 2 x  7 xe .
2 6x
Example 5 g ( x)  3 x  5 sin 2 x  7 xe .
2 6x
y p  y p1  y p2  y p3
y p1  Ax  Bx  C.
2
y p 2  D cos 2 x  E sin 2 x
y p 3  ( Fx  G )e 6x
Case 2
A function in the assumed particular
solution is also a solution of the
associated homogeneous DE.
Rule from case 2

If any y pi contains terms that
duplicate terms in yc , then that
y pi must be multiplied by x n , where

n is the smallest positive integer that
eliminates that duplication.
Example 6
Determine the form of y p
y  2 y  y  e . x
Example 6 y  2 y  y  0
m  2m  1  0
2
(m  1)  0
2
yc  c1e  c2 xe
x x
 y p  Ax e 2 x
Example 7
Determine the form of yp
y  6 y  9 y  6 x  2  12e ,
2 3x
given that
yc  c1e  c2 xe .
3x 3x
Example 7
g ( x)  6 x  2  12e ,
2 3x
y p1  Ax  Bx  C
2
yc  c1e  c2 xe
3x 3x
 y p2  Dx e 2 3x
y p  y p1  y p2
Example 8
y  y  e cos x
x
given that
x
yc  c1  c2 x  c3e .
Example 8
g ( x)  e cos x
x
x
yc  c1  c2 x  c3e .
y p  ( A cos x  B sin x)e x

Example
y ( 4)
 y  1  x e
2 x
given that
x
yc  c1  c2 x  c3 x  c4e .
2
Example
2 x
g ( x)  1  x e
x
yc  c1  c2 x  c3 x  c4e .
2
x
y p  dx  (ax  bx)e
3 2

Linear Higher-Order Differential Equations

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Linear Higher-Order Differential Equations

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Chapter 3

At the end of this section you should be able to know

- the definitions of linear dependence , linear

- the basic theorems on existence and uniqueness

If there is an interval I containing x0 on which :

an  x  , an 1  x  , a1  x  , a0  x  and g(x) are continuous

y  3e 2 x  e 2 x  3 x unique solution on any interval containing 0.

2) Uniqueness : the coefficients and the function 12 x are

All the coefficients of y , y , y , y are non-zero.

A Boundary value problem can have zero, one or

x(t )  c1 cos 4t  c2 sin 4t is a 2-parameters family of solutions

Now, depending on the boundary values, we can have 0, 1 or

is a homogeneous linear second-order DE.

are arbitrary constants, is also a solution on the interval I

x 3 y   2 xy   4 y  0 on the interval  0,  

By the Superposition principle, the linear combination

A set of functions f1  x  , f 2  x  ,..., f n  x  is said to be linearly

dependent on an interval I if there exist constants

is linearly dependent on I  (0, )

independent on an interval I if the only constants

for any x in I , are c1  c2  ...  cn  0

is called the Wronskian of the functions.

Let y1 , y2 ,..., yn be n solutions of the homogeneous

The set will be linearly independent if and only if

The general solution of the DE on the interval I is

are solutions of the DE y '''  6 y ''  11 y '  6 y  0

y1 , y2 and y3 form a fundamental set of solutions on   ,  

We conclude y  c1e x  c2 e 2 x  c3e3 x is the general solution on

Example: 2 y  3 y  5 y  x 2 is a non-homogeneous.

The associated homogeneous linear DE is 2 y  3 y  5 y  0

The general solution of the DE on the interval I is

where ci , i  1,.., n are arbitrary constants.

the DE y '''  6 y ''  11 y '  6 y  0

Find the general solution of the DE y ' ''

At the end of this section, you should be able to find a

Given the linear second order DE a2 ( x) y   a1 ( x) y   a0 ( x) y  0

and y1 a non-trivial solution on an interval I .

We search for a solution y2 such that  y1 , y2  is a linearly

From the previous remark, we write y2 ( x)  u ( x) y1 ( x)

Now as y1 ( x)  e x , we can just choose c1  1, c2  0 then

Compute the Wronskian:

y1 and y2 are linearly independent.

y ( x)  c1e x  c2 e  x general solution

y   P( x) y   Q( x) y  (uy1  2u y1  y1u )  P(uy1  y1u )  Q ( x)uy1

 u ( y1''  Py1'  Qy1 )  y1u   (2 y1'  Py1 )u1'  0

y1u   (2 y1'  Py1 )u '  0

on the interval (0, ), use reduction

y  2[u  xu]  2 xu  x u

x (2u  4 xu  x u)  3x(2 xu  x u)  4ux  0

The Second-Order ODE

Let the solution of the DE be

Substitute the above function into the DE

is called the auxiliary equation of the

The general solution is of the form

The general solution:

Only, need to know how to factor

yc is obtained from solving

In this section, we will use the method

The basic idea of the method

form of yp by referring to kind of

functions that make up g (x).

• g (x) has one of the forms below: