4 – Higher Order Linear DE:

An Introduction
ES 21: Differential Equations for Engineers

Note: These lecture slides are not meant to be published.

• For the first part of the semester, we’ve mostly talked about first
order differential equations.

• This time, for the most part of the remaining weeks of the
semester, we will be talking about higher order linear differential
equations.
 Linear DEs of the nth Order
• The general form of linear equations of the order is

where are functions of or constants, where .

 Linear DEs of the nth Order
• The order linear differential equation

is considered normal on an interval if the functions are

continuous on and the function has no zeroes on .
 Homogeneous
• A higher order linear differential equation is considered
homogeneous if for all values of .
 Homogeneous
• Examples:
 Non-Homogeneous
• A higher order linear differential equation is considered non-
homogeneous if for all values of .
 Non-Homogeneous
• Examples:
 General Solution of a
Homogeneous Equation
• Theorem 1:
• Let be a linearly independent set of solutions to the
homogeneous equation

for all values of on the interval , and that the given equation is
normal on that same interval.
 General Solution of a
Homogeneous Equation
• Theorem 1:
• If is any solution to the given differential equation valid on the
interval , there exists a set of constants such that

• The general solution to the given differential equation is defined to

be

where are arbitrary constants.

 General Solution of a
Non-Homogeneous Equation
• For a non-homogeneous order linear equation

the general solution is given as

where is the solution to the homogeneous version of the given

differential equation, that is, when , also known as the
complementary function; and
is the particular solution to the given non-homogeneous
differential equation.
 Linear Independence
• Theorem 2:

• Given the functions , if a set of non-zero constants such that for all
values of for some interval , then the functions are said to be
linearly dependent on the given interval.

• Otherwise, if the constants are equal to zero, , then the functions

are linearly independent.
 Linear Independence
• If the functions of a set are linearly dependent, at least one of
them is a linear combination of the other.

• For example, the functions are linearly dependent, since the

second and third functions are just linear combinations of the first
function .
 Linear Independence
• If the functions of a set are linearly independent, none of them is
a linear combination of the other.

• For example, the functions , , and are linearly independent, since

the second and third functions and are not linear combinations of
the first function .

• But is there another way to test for linear independence rather

than just by inspection?
 Wronskian Determinant
• One way to test for linear independence is through the Wronskian
Determinant.
• Given , and the functions are differentiable at least times in the
interval , then if we take the derivative of

we get
 Wronskian Determinant
• The determinant of that system of equations for any fixed value of
in the interval is given by

• If for some on this interval, then , thus, the functions are linearly
independent on the given interval.
 Example 1
• Show that the functions are linearly independent.

• We can show this by solving for the Wronskian Determinant .

• Since we have three functions, the matrix for the Wronskian
Determinant will be a matrix, which means we will differentiate
the functions times, or two times.
• The first row of the matrix contains the three given functions .
 Example 1
• The second row of the matrix will contain the first derivatives of
each function, respectively.

• We differentiate one more time and fill the third row of the matrix.
 Example 1
• We now calculate the determinant.
 Example 1

• Since the Wronskian Determinant is not equal to zero, the three

functions are linearly independent.
 Differential Operator
• The differential operator, also known as the operator notation is
written as a capital , where

• Note that is not a factor, but an operator that simply indicates

differentiation.
 Differential Operator
• Examples:
 Differential Operator
• If we write the general form of order linear differential equations
using the differential operator, it would look something like this:
 Algebraic Properties of the
Differential Operator
• Commutative (Addition)

• Associative (Addition)

• Commutative (Multiplication)

• Associative (Multiplication)

• Distributive

• Index Law
 Other Properties of the
Differential Operator
• Example:

• Another application of that is for when

 Other Properties of the
Differential Operator

• So if is a root of the equation, that is , then

 Other Properties of the
Differential Operator
b) where
• This is also known as the exponential shift.
 Exercises*
• Determine if the following sets of functions are linearly
independent:

• Set 1:

• Set 2:

*not for submission