Module 3: Ordinary Differential Equations

Lesson 31

Linear Differential Equation of Higher Order

In connection to the last lesson, we discuss solution methodologies of getting particular

integral of the linear differential equations of higher order. In particular, in this lesson
we present operator method which is somewhat easier than other methods for finding
particular integrals.

31.1 Determination of Particular Integral (P.I.)

As we have seen in the earlier lesson that a general nonhomogeneous linear differential
equations with constant coefficients can be written in operator form as f (D)y = F (x).
The operator, 1/f (D) is called inverse operator which gives a particular integral when
operated on both the sides of the given differential equation. Hence, a particular integral
1
of the given differential equation is given as f (D) F (x). First we give a rather general idea
of getting a particular integral with this method and then state some other useful direct
results. Note that the operator f (D) can be expressed as (D − α1 )(D − α2 ) . . . (D − αn ) and
thus a particular integral is given as
1 1 1 1
F (x) = ... F (x) (31.1)
f (D) D − α1 D − α2 D − αn

1
We give a general idea of evaluating an expression of the type F (x). This procedure
D−α
can be repeatedly applied to find a particular integral (31.1). However, applicability of this
method depends upon the form of F (x).
We give a general theorem that can be applied to any problem for finding particular inte-
gral of a differential equation.

31.1.1 Theorem 1

If F (x) is function of x and α is a constant, then

1
Z
F (x) = eαx F (x)e−αx dx.
D−α
 Linear Differential Equation of Higher Order

Proof: Let us assume that

1
y= F (x)
D−α
On operating (D − α) both sides, we get
dy
(D − α)y = F (x) ⇒ − αy = F (x)
dx
The above equation is a linear differential equation of first order whose integrating factor
R
is e− αdx = e−αx . Hence, the solution is given by
Z Z
αx
ye−αx
= F (x)e
−αx
dx ⇒ y=e F (x)e−αx dx

Since our interest is finding a particular integrals, the constant of integration is dropped.
Thus,
1
Z
F (x) = eαx F (x)e−αx dx.
D−α

Now we state some useful result those will be used to find P.I. of certain special forms of
F (x).

31.1.2 Theorem 2

If α is a constant, then f (D)eαx = f (α)eαx

Proof: We know that Deαx = αeαx and similarly D2 eαx = α2 eαx . With induction we can
prove that Dn eαx = αn eαx for any natural number n. This proves the result f (D)eαx =
f (α)eαx .

31.1.3 Theorem 3

If α is a constant and g(x) is any function, then f (D) (eαx g(x)) = eαx f (D + α)g(x)
Proof: We know that D (eαx g(x)) = αeαx g(x) + eαx Dg(x) = eαx (α + D)g(x). Similar to the
proof of previous theorem we can prove with induction that Dn eαx g(x) = eαx (α + D)n g(x)
for any natural number n. This proves the result f (D) (eαx g(x)) = eαx f (D + α)g(x). This
result is known as shifting property of operator f (D).

2
 Linear Differential Equation of Higher Order

31.1.4 Theorem 4

If α and β are arbitrary constants, then

f (D 2 ) sin(αx + β) = f (−α2 ) sin(αx + β) and f (D 2) cos(αx + β) = f (−α2 ) cos(αx + β)

Proof: It can easily be verified that D2 sin(αx + β) = −α2 sin(αx + β) and D2 cos(αx + β) =
−α2 cos(αx + β). In other words, we can replace D 2 by −α2 and this proves the desired
result.
Now we describe the method for some special form of F (x).

31.2 Rule I: F (x) is of the form eax

We know from Theorem 31.1.2 that f (D)eαx = f (α)eαx . Operating on both sides by
1/f (D) we get
1 1 αx
eαx = f (α)eαx ⇒ eαx = f (α) e
f (D) f (D)
This implies that
1 αx 1 αx
e = e , provided f (α) 6= 0
f (D) f (α)
If f (α) = 0, then (D − α) is a factor of f (D), say f (D) = (D − α)g(D). Then
1 αx 1 1 αx 1 1 αx
e = e = e provided g(α) 6= 0
f (D) (D − α) g(D) (D − α) g(α)

Now using Theorem 31.1.1, we get

1 αx 1 1 1 αx
e = eαx = e x
f (D) g(α) (D − α) g(α)

In case g(α) = 0 then , say f (D) = (D − α)2 h(D). In this case we get

1 αx 1 1 αx 1 x2 αx
e = e = e provided h(α) 6= 0
f (D) h(α) (D − α)2 g(α) 2!

Again, if h(α) = 0, the same procedure can be repeated. To conclude, we have the follow-
ing results:
1 αx 1 αx
(i) e = e , where f (α) 6= 0
f (D) f (α)

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 Linear Differential Equation of Higher Order

(ii) If f (α) = 0, then f (D) must posses a factor of the type (D − α)r , say f (D) =
(D − α)r g(D) where g(α) 6= 0. Then the following formula is applicable
1 αx xr αx
e = e
(D − α)r r!
.

31.3 Example Problems

31.3.1 Problem 1

Find the general solution of the differential equation (D2 − 3D + 2)y = e3x .
Solution: The auxiliary equation is
(m2 − 3m + 2) = 0 ⇒ (m − 1)(m − 2) = 0 ⇒ m = 1, 2.

The complimentary function is given as

C.F. = c1 ex + c2 e2x

The particular integral is

1 3x 1 3x 1 3x
P.I. = e = e = e .
D 2 − 3D + 2 32 − 3.3 + 2 2
1
The general solution is: y = c1 ex + c2 e2x + e3x .
2

31.3.2 Problem 2

Solve (4D2 − 12D + 9)y = 144e3x/2

Solution: The auxiliary equation is
(4m2 − 12m + 9) = 0 ⇒ m = 3/2, 3/2.

The complimentary function is

C.F. = (c1 + c2 x)e3x/2

The particular integral is

144 3x/2 144 1 3x/2 x2 3x/2
P.I. = e = e = 36 e
(2D − 3)2 4 (D − 3/2)2 2!
2
The required solution is: y = (c1 + c2 x)e3x/2 + 36 x2! e3x/2 .

4
 Linear Differential Equation of Higher Order

31.4 Rule II: F (x) is of the form cos ax or sin ax

We express f (D) as a function of D2 , say f (D) = φ(D2 ). From Theorem 31.1.4 we know
that φ(D2 ) sin(αx + β) = φ(−α2 ) sin(αx + β). Applying [φ(D2 )]−1 both sides we obtain
1
sin(αx + β) = 2
φ(−α2 ) sin(αx + β)
φ(D )

If φ(−α2 ) 6= 0, we can divide the above equation by φ(−α2 ) to get

1 1
2
sin(αx + β) = sin(αx + β)
φ(D ) φ(−α2 )
Similarly,
1 1
2
cos(αx + β) = cos(αx + β), provided φ(−α2 ) 6= 0
φ(D ) φ(−α2 )

In case, φ(−α2 ) = 0, we can rewrite sin(αx + β) = Im(ei(αx+β) ) and cos(αx + β) =

Re(ei(αx+β) ). Now case I can be applied as
   
1 1 i(αx+β) 1 i(αx+β)
sin(αx + β) = Im e = Im e provided f (iα) 6= 0
f (D) f (D) f (iα)
Similarly,
 
1 1 i(αx+β)
cos(αx + β) = Re e provided f (iα) 6= 0
f (D) f (iα)

31.5 Example Problems

31.5.1 Problem 1

Solve the differential equation (D2 + 1)y = cos 2x.

Solution: The characteristic equation of the corresponding homogeneous equation is

(m2 + 1) = 0 ⇒ m = ±i

Hence, C.F. = (c1 cos x + c2 sin x). The particular integral is given by
1 1 1
P.I. = cos 2x = cos 2x = cos 2x.
D2 +1 2
(−2 + 1) −3
1
The required solution is: y = (c1 cos x + c2 sin x) − cos 2x.
3

5
 Linear Differential Equation of Higher Order

31.5.2 Problem 2

Solve the differential equation (D2 − 4D + 3)y = sin x.

Solution: The roots of the characteristic equations are 1 and 3. The complementary
function is C.F. = c1 ex + c2 e3x . The particular integral is
1
P.I. = sin x
D2 − 4D + 3
Replacing D2 by −1, we get
1 1 1 1 1 + 2D
P.I. = sin x = sin x = sin x
2 − 4D 2 1 − 2D 2 1 − 4D 2
Again, replacing D2 by −1, we obtain
1 1
P.I. = (1 + 2D) sin x = (sin x + 2 cos x)
10 10
Hence the complete solution is
1
y = c1 ex + c2 e3x + (sin x + 2 cos x),
10
where c1 and c2 are arbitrary constants.

Suggested Readings

McQuarrie, D.A. (2009). Mathematical Methods for Scientist and Engineers. First Indian
Edition. Viva Books Pvt. Ltd. New Delhi.
Raisinghania, M.D. (2005). Ordinary & Partial Differential Equation. Eighth Edition. S.
Chand & Company Ltd., New Delhi.
Kreyszig, E. (1993). Advanced Engineering Mathematics. Seventh Edition, John Willey
& Sons, Inc., New York.
Arfken, G.B. (2001). Mathematical Methods for Physicists. Fifth Edition, Harcourt Aca-
demic Press, San Diego.
Grewal, B.S. (2007). Higher Engineering Mathematics. Fourteenth Edition. Khanna
Publishilers, New Delhi.
Edwards, C.H., Penney, D.E. (2007). Elementary Differential Equations with Boundary
Value Problems. Sixth Edition. Pearson Higher Ed, USA.