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Differential Equation - p6

This document discusses higher order linear differential equations. It defines homogeneous and non-homogeneous linear differential equations of higher order. It provides the general solution for homogeneous linear differential equations of higher order with constant coefficients and solves several examples of such equations.

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Rondio Lopez
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65 views23 pages

Differential Equation - p6

This document discusses higher order linear differential equations. It defines homogeneous and non-homogeneous linear differential equations of higher order. It provides the general solution for homogeneous linear differential equations of higher order with constant coefficients and solves several examples of such equations.

Uploaded by

Rondio Lopez
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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DIFFERENTIAL EQUATION p6

EQUATION OF HIGHER ORDER


Linear Equation of Higher Order

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒙 𝒅𝒙𝒏
+ 𝒂𝒏−𝟏 𝒙 𝒅𝒙𝒏−𝟏
+ … + 𝒂𝟏 𝒙 𝒅𝒙
+ 𝒂𝟎 𝒙 𝒚 = 𝒈 𝒙 ;

when 𝒈 𝒙 = 𝟎; it is Homogeneous Linear Differential Equation of 𝒏𝒕𝒉 Order;


when 𝒈 𝒙 ≠ 𝟎; it is Nonhomogeneous Linear Differential Equation of 𝒏𝒕𝒉 Order.
HOMOGENOUS LINEAR EQUATION OF HIGHER ORDER

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒙 𝒏 + 𝒂𝒏−𝟏 𝒙 𝒏−𝟏 + … + 𝒂𝟏 𝒙 + 𝒂𝟎 𝒙 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙

𝒂𝒏 𝒙 𝒚(𝒏) + 𝒂𝒏−𝟏 𝒙 𝒚(𝒏−𝟏) + … + 𝒂𝟏 𝒙 𝒚′ + 𝒂𝟎 𝒙 𝒚 = 𝟎

𝒂𝒏 𝒙 𝑫𝒏 𝒚 + 𝒂𝒏−𝟏 𝒙 𝑫𝒏−𝟏 𝒚 + … + 𝒂𝟏 𝒙 𝑫𝒚 + 𝒂𝟎 𝒙 𝒚 = 𝟎

𝒂𝒏 𝒙 𝑫𝒏 + 𝒂𝒏−𝟏 𝒙 𝑫𝒏−𝟏 + … + 𝒂𝟏 𝒙 𝑫 + 𝒂𝟎 𝒙 𝒚 = 𝟎
HOMOGENOUS LINEAR EQUATION OF HIGHER
ORDER WITH CONSTANT COEFFICIENTS

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙

where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants


GENERAL SOLUTION
of Homogenous Linear Equation of nth- Order with Constant Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants

is 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + . . . + 𝒄𝒏 𝒚𝒏
where 𝒚𝟏 , 𝒚𝟐 , … , 𝒚𝒏 are linearly independent solutions of homogenous
linear equation of nth-order with constant coefficients for 𝒙 on the interval
𝒂 ≤ 𝒙 ≤ 𝒃 and normal on 𝒂 ≤ 𝒙 ≤ 𝒃 .
and 𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 are arbitrary constants.
𝒅𝟐 𝒚 𝒅𝒚
Solve − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎
𝒅𝒙𝟐

let 𝒚 = 𝒆𝒎𝒙
𝒅𝒚
𝒅𝒙
= 𝒎𝒆𝒎𝒙
𝒅𝟐 𝒚
= 𝒎𝟐 𝒆𝒎𝒙
𝒅𝒙𝟐

𝒅𝟐 𝒚 𝒅𝒚
Substitute in − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎
𝒅𝒙𝟐

𝒎𝟐 𝒆𝒎𝒙 − 𝟓𝒎𝒆𝒎𝒙 + 𝟔𝒆𝒎𝒙 = 𝟎


𝒆𝒎𝒙 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
𝒆𝒎𝒙 = 𝟎; 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
𝒎 − 𝟑 𝒎 − 𝟐 = 𝟎; 𝒎 − 𝟑 = 𝟎 ;𝒎 − 𝟐 = 𝟎
𝒎 = 𝟑 ;𝒎 = 𝟐
𝒚 = 𝒄𝟏 𝒆𝟑𝒙 + 𝒄𝟐 𝒆𝟐𝒙
Solve 𝟒𝒚′′′ − 𝟕𝒚′ + 𝟑𝒚 = 𝟎
Let 𝒚 = 𝒆𝒎𝒙
𝒚′ = 𝒎𝒆𝒎𝒙
𝒚′′ = 𝒎𝟐 𝒆𝒎𝒙
𝒚′′′ = 𝒎𝟑 𝒆𝒎𝒙
𝟒𝒎𝟑 𝒆𝒎𝒙 − 𝟕𝒎𝒆𝒎𝒙 + 𝟑𝒆𝒎𝒙 = 𝟎

𝒆𝒎𝒙 𝟒𝒎𝟑 − 𝟕𝒎 + 𝟑 = 𝟎
𝟒𝒎𝟑 − 𝟕𝒎 + 𝟑 = 𝟎
Use Synthetic Division
𝟑 𝟒 𝟐 𝟏 𝟑 𝟑
𝟒𝒎 − 𝟕𝒎 + 𝟑 = 𝟎 ; 𝒎 = ±𝟒, ±𝟐, ±𝟏, ±𝟑; ±𝟑; ±𝟑; ± 𝟑 ; ± 𝟐; ±𝟒
By Synthetic Division: 𝟒 𝟎 −𝟕 𝟑 𝒎 = 𝟏 correct
4 4 -3
3
4 4 -3 0 𝑚 = − 2 (correct)
-6 3
1
4 -2 0 𝑚=2 𝟎
3 1
(𝑚 − 1)(𝑚𝑚 + )(𝑚 − ) = 0
2 2
3 1
− 𝑥 𝑥
𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2 + 𝑐3 𝑒 2

1
𝑐2 𝑥
𝑦 = 𝑐1 𝑒 𝑥 + 3 + 𝑐3 𝑒 2
𝑥
𝑒2
Solve 𝟗𝒚′′ − 𝒚 = 𝟎
Auxiliary Equation: 𝟗𝒎𝟐 − 𝟏 = 𝟎
Roots of 𝒎: 𝟑𝒎 − 𝟏 𝟑𝒎 + 𝟏 = 𝟎
𝟑𝒎 − 𝟏 = 𝟎 ; 𝟑𝒎 + 𝟏 = 𝟎
𝟏 𝟏
𝒎= 𝟑
.−𝟑
𝟏 𝟏
− 𝒙 𝒙
General Solution: 𝒚 = 𝒄𝟏 𝒆 𝟑 + 𝒄𝟐 𝒆 𝟑
GENERAL SOLUTIONS
of Homogenous Linear Equation of nth- Order with Constant
Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 𝒏 + 𝒂𝒏−𝟏 𝒏−𝟏 + … + 𝒂𝟏 + 𝒂𝟎 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
where 𝒂𝒏 , 𝒂𝒏−𝟏 , … , 𝒂𝟏 , and 𝒂𝟎 are constants
CASE 1. DISTINCT REAL ROOTS
Roots of Auxiliary Equation: 𝒎𝟏 ≠ 𝒎𝟐 ≠ … ≠ 𝒎𝒏

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 + … + 𝒄𝒏 𝒆𝒎𝒏𝒙


Solve 𝒚′′′ − 𝟒𝒚′ = 𝟎
Auxiliary Equation: 𝒎𝟑 − 𝟒𝒎 = 𝟎
𝒎 𝒎𝟐 − 𝟒 = 𝟎
𝒎 𝒎−𝟐 𝒎+𝟐 =𝟎
𝒎 = 𝟎; 𝒎 − 𝟐 = 𝟎; 𝒎 + 𝟐 = 𝟎
𝒎 = 𝟎; 𝒎 = 𝟐; 𝒎 = −𝟐
Roots of 𝒎: 𝒎 = 𝟎, 𝟐, −𝟐
General Solution: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝟐𝒙
𝒄𝟑
𝒚 = 𝒄𝟏 + 𝒄 𝟐 𝒆𝟐𝒙 +
𝒆𝟐𝒙
Solve 𝑫𝟐 − 𝟐𝑫 − 𝟑 𝒚 = 𝟎; when 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒
Auxiliary Equation: 𝒎𝟐 − 𝟐𝒎 − 𝟑 = 𝟎
Roots of 𝒎: 𝒎+𝟏 𝒎−𝟑 =𝟎
𝒎 = −𝟏, 𝟑
General Solution: 𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
For Particular Solution: Substitute 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒 in general solution
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
𝟎 = 𝒄𝟏 𝒆−𝟎 + 𝒄𝟐 𝒆𝟑(𝟎)
𝟎 = 𝒄𝟏 + 𝒄𝟐 _______________ (1)
Differentiate the general solution
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆𝟑𝒙
𝑦 ′ = −𝑐1 𝑒 −𝑥 + 3 𝑐2 𝑒 3𝑥
Substitute 𝒙 = 𝟎, 𝒚 = 𝟎, 𝒚′ = −𝟒
−4 = −𝑐1 𝑒 −0 + 3𝑐2 𝑒 0
−4 = −𝑐1 + 3𝑐2 __________________(2)
Consider (1) and (2) and solve for 𝑐1 and 𝑐2
𝟎 = 𝒄𝟏 + 𝒄𝟐
−4 = −𝑐1 + 3𝑐2
0 1
−4 3 0 3 − −4 1 4
𝑐1 = 1 1 ; 𝑐1 = 𝑐1 = ; 𝑐1 = 1; 𝑐2 = −1
1 3 − −1 1 4
−1 3

Particular Solution: 𝒚 = 𝟏𝒆−𝒙 + (−𝟏)𝒆𝟑𝒙 or : 𝒚 = 𝒆−𝒙 − 𝒆𝟑𝒙


CASE 2. REPEATED REAL ROOTS
Roots of Auxiliary Equation: 𝒎𝟏 = 𝒎𝟐 = … = 𝒎𝒏 = 𝒎

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒎𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝒙 + … + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝒙


𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
Solve 𝟒 𝒅𝒙𝟑 + 𝟒 𝒅𝒙𝟐 + 𝒅𝒙 =𝟎

Auxiliary Equation: 𝟒𝒎𝟑 + 𝟒𝒎𝟐 + 𝒎 = 𝟎

Roots of Equation: 𝒎 𝟒𝒎𝟐 + 𝟒𝒎 + 𝟏 = 𝟎


𝒎(𝟒𝒎 + 𝟏)𝟐 = 𝟎
𝒎 = 𝟎; 𝟒𝒎 + 𝟏 = 𝟎; 𝟒𝒎 + 𝟏 = 𝟎
𝟏 𝟏
𝒎 = 𝟎; 𝒎 = −𝟒 ; 𝒎= −𝟒
𝟏 𝟏
𝒎= 𝟎, − 𝟒 , − 𝟒
𝟏 𝟏
−𝟒𝒙 −𝟒𝒙
General Solution: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒆 + 𝒄𝟑 𝒙𝒆 or
𝟏 𝟏
−𝟒𝒙 −𝟒𝒙
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆 + 𝒄𝟑 𝒙𝒆
Solve 𝐷 4 − 𝐷 2 𝑦 = 0
Solve 𝒚(𝟓) = 𝟎
Auxiliary Equation: 𝒎𝟓 = 𝟎
Roots of Equation: 𝒎 = 𝟎, 𝟎, 𝟎, 𝟎, 𝟎

General Equation: 𝒚 = 𝒄𝟏 𝒆𝟎𝒙 + 𝒄𝟐 𝒙𝒆𝟎𝒙 + 𝒄𝟑 𝒙𝟐 𝒆𝟎𝒙 + 𝒄𝟒 𝒙𝟑 𝒆𝟎𝒙 + 𝒄𝟒 𝒙𝟒 𝒆𝟎𝒙


or 𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝟐 + 𝒄𝟒 𝒙𝟑 + 𝒄𝟒 𝒙𝟒
CASE 3. IMAGINARY ROOTS
Roots of Auxiliary Equation: 𝒎 = 𝒂 ± 𝒃𝒊

−𝒃± 𝒃𝟐 −𝟒𝒂𝒄
𝒂𝒎𝟐 + 𝒃𝒎 + 𝒄 = 𝟎 ; 𝒎= 𝟐𝒂

𝒃𝟐 − 𝟒𝒂𝒄 < 𝟎 , yields imaginary roots

General Solution: 𝒚 = 𝒄𝟏 𝒆𝒂𝒙 𝒔𝒊𝒏 𝒃𝒙 + 𝒄𝟐 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃𝒙


Solve 𝒚′′ − 𝟐𝒚′ + 𝟓𝒚 = 𝟎
Auxiliary Equation: 𝒎𝟐 − 𝟐𝒎 + 𝟓 = 𝟎

−(−𝟐)± (−𝟐)𝟐 −𝟒(𝟏)(𝟓)


Roots of Equation: 𝒎= 𝟐(𝟏)

𝟐± 𝟒−𝟐𝟎
𝒎= 𝟐

𝟐± −𝟏𝟔
𝒎= 𝟐
𝟐±𝟒𝒊
𝒎= 𝟐

𝒎 = 𝟏 ± 𝟐𝒊
General Equation: 𝒚 = 𝒄𝟏 𝒆𝒙 𝒔𝒊𝒏 𝟐𝒙 + 𝒄𝟐 𝒆𝒙 𝒄𝒐𝒔 𝟐𝒙
𝑑4 𝑥 𝑑3 𝑥 𝑑2 𝑥
Solve 𝑑𝑡 4
+ 2 𝑑𝑡 3 + 10 𝑑𝑡 2 =0
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Tim Mayer, 2021

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