Chapter 4

CHAPTER 4
Higher Order Linear

Equations
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Differential Equation
Objectives
4.1
4.2
4.3
4.4
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General theory of nth Order Linear Equations

Homogeneous equation with constant coefficients
The method of undetermined coefficients
The method of variation of parameters
4.1 General theory of nth Order Linear Equations
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Continued:
The linear differential operator L of order n defined by Eq. (2) is
similar to the second order operator introduced in Chapter 3. The
mathematical theory associated with Eq. (2) is completely
analogous to that for the second order linear equation; for this
reason this is simply state the results for the nth order problem.
Since Eq. (2) involves the nth derivative of y with respect to t, it
will, require n integrations to solve Eq. (2). Each of these
integrations introduces an arbitrary constant. Hence we expect
that to obtain a unique solution it is necessary to specify n initial
conditions
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Continued:
Theorem 4.1.1:
If the functions p1, p2, . . . , pn, and g are continuous on the open
interval I, then there exists exactly one solution y = (t) of the
differential equation (2) that also satisfies the initial conditions (3),
where t0 is any point in I. This solution exists throughout the interval I.
However, if the coefficients p1, . . . , pn are constants, then we can
construct the solution of the initial value problem (2), (3) much as in
Chapter 3; (Sections 4.2 through 4.4.) Even though we may find a
solution in this case, we do not know that it is unique without the use
of Theorem 4.1.1.
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Continued:
The Homogeneous Equation: As in the corresponding second order
problem, we first discuss the homogeneous equation
If the functions y1, y2, . . . , yn are solutions of Eq. (4), then it follows
by direct computation that the linear combination
where c1, . . . , cn are arbitrary constants, it is possible to choose the

constants c1, . . . , cn. That is, for any choice of the point t0 in I, we
must be able to determine c1, . . . , cn so that the equations
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Continued:
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Continued:
Therefore a necessary and sufficient condition for the existence of a
solution of Eqs. (6) for arbitrary values of
is that the
Wronskian is not zero at t = t0. Since t0 can be any point in the
interval I, it is necessary and sufficient that
be
nonzero at every point in the interval. Just as for the second order
linear equation, it can be shown that if y1, y2, . . . , yn are solutions
of Eq. (4), then
either is zero for every t in the
interval I or else is never zero there
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Continued:
Theorem 4.1.2:
If the functions
the functions
are continuous on the open interval I, if

are solutions of Eq. (4), and if
for at least one point in I, then every
solution of Eq. (4) can be expressed as a linear combination of the
solutions
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Continued:
A set of solutions y1, . . . , yn of Eq. (4) whose Wronskian is nonzero is
referred to as a fundamental set of solutions. The existence of a
fundamental set of solutions can be demonstrated in precisely the
same way as for the second order linear equation (Theorem 3.2.5).
Since all solutions of Eq. (4) are of the form (5),we use the term
general solution to refer to an arbitrary linear combination of any
fundamental set of solutions of Eq. (4).
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Continued:
The Nonhomogeneous Equation. Now consider the nonhomogeneous
equation (2)
Solution:
where Y is some particular solution of the nonhomogeneous equation

(2). To find a particular solution Y(t) in Eq. (16), the methods of
undetermined coefficients and variation of parameters are again
available
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Continued:
The method of reduction of order (Section 3.4) also applies to nth
order linear equations. If y1 is one solution of Eq. (4), then the
substitution y = v(t)y1(t) leads to a linear differential equation of
order n 1 for v . However, if n 3, the reduced equation is itself at
least of second order, and only rarely will it be significantly simpler
than the original equation. Thus, in practice, reduction of order is
seldom useful for equations of higher than second order.
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4.2 Homogeneous Equations with Constant

Coefficients
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Continued:
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Continued:
Example 1:
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Continued:
Solution:
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Continued:
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Continued:
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Continued:
Example 2:
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Continued:
Solution:
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Continued:
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Continued:
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Continued:
Example 3:
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Continued:
Solution:
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Continued:
Example 4:
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Continued:
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Continued:
Example 5:
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Continued:
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Continued:
Example 6:
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Continued:
Example 7:
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4.3 The Method of Undetermined Coefficients
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Continued:
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Continued:
Example 1:
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Continued:
Solution:
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Continued:
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Continued:
Example 2:
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Continued:
Solution:
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Continued:
Example 3:
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Continued:
Solution:
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Continued:
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Continued:
Example 4:
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Continued:
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Continued:
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Continued:
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Continued:
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4.4 The Method of Variation of Parameters

The method of variation of parameters for determining a particular
solution of the nonhomogeneous nth order linear DE is a direct
extension of the method for the second order differential equation
(see Section 3.6). As before, to use the method of variation of
parameters, it is first necessary to solve the corresponding
homogeneous differential equation. However, the method of
variation of parameters is still more general than the method of
undetermined coefficients in that it leads to an expression for the
particular solution for any continuous function g, whereas the method
of undetermined coefficients is restricted in practice to a limited class
of functions g.
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Continued:
Suppose then that we know a fundamental set of solutions y1, y2, . . .
, yn of the homogeneous equation. Then the general solution of the
homogeneous equation is
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Continued:
We continue this process by calculating the successive derivatives
After each differentiation we set equal to zero the sum
of terms involving derivatives of
In this way we obtain
n 2 further conditions similar Eq. (5); that is,
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Continued:
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Continued:
Example 1:
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Continued:
Solution:
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Continued:
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Continued:
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Continued:
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Continued:
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Continued:
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Continued:
Example 2:
fundamental set of
solutions of the complementary equation. Then find the general
solution on
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Continued:
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Continued:
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Continued:
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Continued:
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Continued:
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Higher Order Linear

General theory of nth Order Linear Equations

4.1 General theory of nth Order Linear Equations

where c1, . . . , cn are arbitrary constants, it is possible to choose the

are continuous on the open interval I, if

where Y is some particular solution of the nonhomogeneous equation

4.2 Homogeneous Equations with Constant

4.3 The Method of Undetermined Coefficients

4.4 The Method of Variation of Parameters

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