Chapter 4.

Higher-Order Differential
Equations

Le Cong Nhan

Faculty of Applied Sciences

HCMC University of Technology and Education

Ngày 26 tháng 1 năm 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 1 / 62
 Contents
1 Theory of Linear Equations
2 Homogeneous Linear Equations with Constant Coefficients
Reduction of Order
Auxiliary Equation
3 Nonhomogeneous Linear Equations with Constant Coefficients
Method of Undetermined Coefficients
Method of Variation of Parameters
4 Cauchy-Euler Equations
5 Nonlinear Equations
6 Linear Models: Initial-Value Problems
7 Linear Models: Boundary-Value Problems
8 Nonlinear Models
9 Solving Systems of Linear Equations
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 2 / 62
 4.1 Theory of Linear Equations

The nth-order linear ODE

d ny d n−1 y dy
an (x) + an−1 (x) + · · · + a1 (x) + a0 (x)y = g (x). (1)
dx n dx n−1 dx

Second-order initial-value problems:

d 2y dy
Solve : a2 (x) + a1 (x) + a0 (x)y = g (x),
dx 2 dx

Subject to : y (x0 ) = y0 , y 0 (x0 ) = y1 .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 3 / 62
Second-order boundary-value problem

d 2y dy
Solve : a2 (x) + a1 (x) + a0 (x)y = g (x),
dx 2 dx

Subject to : y (a) = y0 , y (b) = y1 .

Hình: Second-order BVP

The general boundary conditions

A1 y (a) + B1 y 0 (a) = C1
A2 y (b) + B2 y 0 (b) = C2

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 4 / 62
 Homogeneous Equations

A linear nth-order homogeneous differential equation is of the form

d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = 0. (2)
dx dx dx

Theorem 1 (Superposition principle)

Let y1 , y2 , ..., yk be solutions of the homogeneous nth-order differential equation
(2) on an interval I .Then the linear combination

y (x) = c1 y1 (x) + c2 y2 (x) + · · · + ck yk (x)

where the ci , i = 1, 2, ..., k are arbitrary constants, is also a solution on the

interval.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 5 / 62
 Linear Dependence and Linear Independence

Definition 2
A set of functions f1 (x), f2 (x), ..., fn (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) + c2 f2 (x) + · · · + cn fn (x) = 0

for every x in the interval I . If the set of functions is not linearly dependent on the
interval, it is said to be linearly independent.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 6 / 62
 Theorem 3 (Criterion for Linearly Independent Solutions)
Let y1 , y2 , ..., yn be n solutions of the homogeneous linear nth-order differential
equation (2) on an interval I . Then the set of solutions is linearly independent on
I if and only if the Wronskian determinant

f1 f2 ··· fn
f10 f20 ··· fn0
W (f1 , f2 , ..., fn ) = .. .. .. 6= 0. (3)
. . .
(n−1) (n−1) (n−1)
f1 f2 ··· fn

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 7 / 62
 Theorem 4 (General Solution-Homogeneous Equations)
Let y1 , y2 , ..., yn be a fundamental set of solutions of the homogeneous linear
nth-order differential equation (2) on an interval I . Then the general solution of
the equation on the interval is

y = c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x),

where ci , i = 1, 2, ..., n are arbitrary constants.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 8 / 62
 Nonhomogeneous Equations
A linear nth-order nonhomogeneous differential equation is of the form
d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = g (x), (4)
dx dx dx
and the associated homogeneous differential equation
d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = 0. (5)
dx dx dx

Theorem 5 (General Solution-Nonhomogeneous Equations)

Let yp be any particular solution of the nonhomogeneous linear nth-order differential
equation (4) on an interval I , and let y1 , y2 , ..., yn be a fundamental set of solutions
of the associated homogeneous differential equation (5) on an interval I . Then the
general solution of the equation on the interval is

y = c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) + yp ,

where ci , i = 1, 2, ..., n are arbitrary constants.

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 9 / 62
 Theorem 6 (Superposition principle)
Suppose ypi denotes a particular solution of the corresponding differential equation

d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y = gi (x), (6)
dx dx dx
for i = 1, 2, ..., k. Then

y = yp1 (x) + yp2 (x) + · · · + ypk ,

is a particular solution of

d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1 + · · · + a1 (x) + a0 (x)y
dx dx dx
= g1 (x) + g2 (x) + · · · + gk (x). (7)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 10 / 62
 4.2 Homogeneous Linear Equations with Constant
Coefficients

A linear nth-order homogeneous differential equation is of the form

an y (n) + an−1 y (n−1) + · · · + a1 y 0 + a0 y = 0.

where the coefficients ai , i = 0, 1, ..., n are real constants and an 6= 0.

Let us consider a special case of second-order equation

ay 00 + by 0 + cy = 0.

Method of solution:
+ Reduction of order (Method of Variation of parameters)
+ Auxiliary Equation

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 11 / 62
 Reduction of Order

Let us consider a special case of second-order equation

ay 00 + by 0 + cy = 0 or y 00 + Py 0 + Qy = 0. (8)

Suppose y1 (x) denotes a known solution of equation (8). We seek a second solution
y2 (x) of (8) so that y1 and y2 are linearly independent on some interval I , that is

y2 (x) = u(x)y1 (x).

Substitute y2 into (8), one has

(u 00 y1 + 2u 0 y10 + uy100 ) + P(u 0 y1 + uy10 ) + Quy1 = 0

y1 u 00 + (2y10 + Py1 )u 0 + u(y100 + Py10 + Qy1 ) = 0
| {z }
zero
y1 u 00 + (2y10 + Py1 )u 0 = 0

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 12 / 62
 Let w = u 0 then

y1 w 0 + (2y10 + Py1 )w = 0
w0 y0
+2 1 +P =0
w y
Z1
ln |w | + 2 ln |y1 | + Pdx = c.

This implies
Z R
ln wy12 =− Pdx + c or wy12 = c1 e − Pdx
.

Use w = u 0 and integrate

R
e − Pdx
Z
u = c1 dx + c2 .
y12
Choose c1 = 1 and c2 = 0 we find that
R
e − Pdx
Z
y2 (x) = y1 (x) dx (9)
y12 (x)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 13 / 62
 Example 7
Given that y1 = e x is a solution of y 00 − y = 0 on the interval (−∞, ∞), use
reduction of order to find a second solution y2 .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 14 / 62
 Example 8
Given that y1 = x 2 is a solution of x 2 y 00 − 3xy 0 + 4y = 0. Find the general
solution on the interval (0, ∞).

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 15 / 62
 Auxiliary Equation
Let us consider a special case of second-order equation

ay 00 + by 0 + cy = 0. (10)

The auxiliary equation of the differential equation is

aλ2 + bλ + c = 0. (11)
1 If the auxiliary equation has two distinct real roots λ1 and λ2 , then

y = c1 e λ1 x + c2 e λ2 x .
2 If the auxiliary equation has a unique real root λ1 = λ2 , then

y = c1 e λ1 x + c2 xe λ1 x .
3 If the auxiliary equation has two conjugate complex roots λ1,2 = α ± iβ,
then

y = c1 e λ1 x + c2 e λ2 x or y = e αx [c1 cos βx + c2 sin βx] .

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 16 / 62
 Example 9
Solve the following differential equations.

(a) 2y 00 − 5y 0 + 3y = 0 (b) y 00 − 4y 0 + 4y = 0 (c) y 00 + 2y 0 + 2y = 0

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 17 / 62
 Higher-Order Equations
In general, to solve an nth-order differential equation

an y (n) + an−1 y (n−1) + · · · + a1 y 0 + a0 y = 0,

where ai , i = 0, 1, ..., n are real constants and an 6= 0, we must solve an nth-degree

polynomial equation

an λn + an−1 λn−1 + · + a1 λ + a0 = 0.
1 If all roots are real and distinct, then

y = c1 e λ1 x + c2 e λ2 x + · · · + cn e λn x .
2 If all roots are real and assume λ1 a root of multiplicity k, then

y = c1 e λ1 x + c2 xe λ1 x + · · · + ck x k−1 e λ1 x + · · · + cn e λn x .
| {z }
k linearly independent solutions

3 If the auxiliary equation has complex roots (always appearing in conjugate

pairs) λ1,2 = α ± iβ.
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 18 / 62
 4.3 Nonhomogeneous Linear Equations with Constant
Coefficients

A linear nth-order nonhomogeneous differential equation is of the form

an y (n) + an−1 y (n−1) + · · · + a1 y 0 + a0 y = g (x).

where the coefficients ai , i = 0, 1, ..., n are real constants and an 6= 0.

Let us consider a special case of second-order equation

ay 00 + by 0 + cy = g (x).

Method of solution:
+ Method of undetermined coefficients
+ Method of variation of parameters

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 19 / 62
 Method of Undetermined Coefficients

Let us consider a special case of second-order equation

ay 00 + by 0 + cy = g (x), (12)

where g (x) is a linear combination of functions of the type

P(x), P(x)e αx , P(x)e αx sin βx, and P(x)e αx cos βx.

with P(x) = an x n + an−1 x n−1 + · · · + a1 x + a0 , n ∈ N, α, β ∈ R.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 20 / 62
 Example 10
Solve y 00 + 2y 0 − 3y = 4x − 5.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 21 / 62
 Example 11
Find a particular solution of y 00 − y 0 + y = 2 sin 3x.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 22 / 62
 Example 12
Solve y 00 − 2y 0 − 3y = 4x − 5 + 6xe 2x .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 23 / 62
 Example 13
Find a particular solution of y 00 − 5y 0 + 4y = 2e x .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 24 / 62
 Method of Variation of Parameters

Let us consider a special case of second-order equation

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = g (x) or y 00 + P(x)y 0 + Q(x)y = f (x). (13)

Assume that y1 and y2 form a fundamental set of solutions on I of the associated

homogeneous form of (13)

y 00 + P(x)y 0 + Q(x)y = 0. (14)

We seek a solution of (13) of the form

yp = u1 (x)y1 (x) + u2 (x)y2 (x).

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 25 / 62
 Substitute yp = u1 (x)y1 (x) + u2 (x)y2 (x) into (13) we get

yp00 + P(x)yp0 + Q(x)yp

d
= (y1 u10 + y2 u20 ) + P (y1 u10 + y2 u20 ) + y10 u10 + y20 u20 = f (x).
dx
By Cramer’s rule, the solution of the system

y1 u10 + y2 u20 = 0
y10 u10 + y20 u20 = f (x)

can be expressed in terms of determinants:

W1 y2 f (x) W2 y1 f (x)
u10 = =− and u20 = = . (15)
W W W W

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 26 / 62
 Example 14
Solve y 00 − 4y 0 + 4y = (x + 1)e 2x .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 27 / 62
 Example 15
Solve 4y 00 + 36y = csc 3x.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 28 / 62
 Example 16
Solve y ” − y = 1/x.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 29 / 62
 Higher-Order Equations
In general, to solve an nth-order differential equation

y (n) + Pn−1 (x)y (n−1) + · · · + P1 (x)y 0 + P0 (x)y = f (x).

If yc = c1 y1 +c2 y2 +· · ·+cn yn is the general solution of the associated homogeneous

equation, then a particular solution is

yp = c1 (x)y1 + c2 (x)y2 + · · · + cn (x)yn

where ck0 , k = 1, 2, ..., n are determined by



 y1 c10 + y2 c20 + · · · + yn cn0 = 0
y10 c10 + y20 c20 + · · · + yn0 cn0 = 0


..


 .
 (n−1) 0
 (n−1) 0 (n−1) 0
y1 c1 + y2 c2 + · · · + yn cn = f (x)
Wk
Cramer’s rule gives ck0 = W , k = 1, 2, ..., n.
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 30 / 62
 4.4 Cauchy-Euler Equations

Any linear differential equation of the form

d ny d n−1 y dy
an x n n
+ an−1 x n−1 n−1 + · · · + a1 x + a0 y = g (x), (16)
dx dx dx
where the coefficients ak , k = 0, 1, ..., n are constants, is known diversely as a
Cauchy-Euler equation.
Let us consider the case of second-order equation

ax 2 y 00 + bxy 0 + cy = g (x). (17)

Method of solution:
Homogeneous equation: Auxiliary equation
Nonhomogeneous equation: Method of variation of parameters

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 31 / 62
 Auxiliary Equation
Let us consider a special case of second-order equation

ax 2 y 00 + bxy 0 + cy = 0. (18)

The auxiliary equation of the differential equation is

aλ2 + (b − a)λ + c = 0. (19)

1 If the auxiliary equation has two distinct real roots λ1 and λ2 , then

y = c1 x λ1 + c2 x λ2 .
2 If the auxiliary equation has repeated real root λ1 = λ2 , then

y = c1 x λ1 + c2 x λ1 ln x.
3 If the auxiliary equation has two conjugate complex roots λ1,2 = α ± iβ,
then

y = x α [c1 cos(β ln x) + c2 sin(β ln x)] .

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 32 / 62
 Example 17
2
Solve x 2 ddxy2 − 2x dy
dx − 4y = 0.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 33 / 62
 Example 18
2
Solve 4x 2 ddxy2 + 8x dy
dx + y = 0.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 34 / 62
 Example 19
Solve the initial-value problem 4x 2 y 00 + 17y = 0, y (1) = −1, y 0 (1) = − 21 .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 35 / 62
 Example 20
Solve x 2 y 00 − 3xy 0 + 3y = 2x 4 e x .

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 36 / 62
 4.5 Nonlinear Equations

Analytic solution:
+ F (x, y 0 , y 00 ) = 0
+ F (y , y 0 , y 00 ) = 0
Numerical solution:
+ Taylor series
+ Numerical methods: Euler’s method, Runge-Kutta method.
Qualitative properties:
+ Asymptotic behavior;
+ Boundedness, etc.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 37 / 62
 4.6 Linear Models: Initial-Value Problems
Spring/Mass Systems: Free Undamped Motion

Suppose a flexible spring is suspended vertically from a rigid support and then a
mass m is attached to its free end. Assuming further that there are no retarding
forces acting on the system and assuming that the mass vibrates free of other
external forces (free motion).

Newton’s second law of motion gives

d 2x
m = −k (s + x) + mg
dt 2
= −kx + mg − ks = −kx
| {z }
zero

Hình: Spring/mass system

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 38 / 62
 DE of Free Undamped Motion

Free undamped motion

d 2x k
+ ω 2 x = 0, ω2 = (20)
dt 2 m
Subjected to two initial conditions:

x(0) = x0 , x 0 (0) = x1 . (21)

Hình: Positive direction is below equilibrium
position
The general solution of (20) is given by

x(t) = c1 cos ωt + c2 sin ωt

2π
period of free vibrations: T = ω
1 ω
frequency: f = T = 2π
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 39 / 62
 The alternative form of x(t) is

x(t) = A sin (ωt + φ) or x(t) = A cos (ωt − φ) .

p
A= c12 + c22 : amplitude of free vibrations
φ: phase angle

Example 21 (Free Undamped Motion)

A mass weighing 2 pounds stretches a spring 6 inches. At t = 0 the mass is
released from a point 8 inches below the equilibrium position with an upward
velocity of 34 ft/s. Determine the equation of free motion.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 40 / 62
 Spring/Mass Systems: Free Damped Motion

In the study of mechanics, damping forces acting

on a body are considered to be proportional to a
power of the instantaneous velocity. Assume
further that there is no other external forces
impressed on the system.
Newton’s second law of motion gives

d 2x dx
m = −kx − β
dt 2 dt
where β is a positive damping constant.

Hình: Damping devices

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 41 / 62
 DE of Free Damped Motion
Free damped motion
d 2x dx β k
+ 2α + ω 2 x = 0, with 2α = , ω 2 = . (22)
dt 2 dt m m
The auxiliary equation has solutions
p p
λ1 = −α + α2 − ω 2 , λ2 = −α − α2 − ω 2 .

1 α2 − ω 2 > 0 (overdamped): the general solution is

 √ 2 2 √
2 2

x(t) = e −αt c1 e α −ω t + c2 e − α −ω t .
2 α2 − ω 2 = 0 (critically damped): the general solution is

x(t) = e −αt (c1 + c2 t) .

3 α2 − ω 2 < 0 (underdamped): the general solution is
 p p 
x(t) = e −αt c1 cos ω 2 − α2 t + c2 sin ω 2 − α2 t .
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 42 / 62
 Example 22
The initial-value problem

d 2x dx
+5 + 4x = 0, x(0) = 1, x 0 (0) = 1
dt 2 dt
has a solution
5 −t 2 −4t
x(t) = e − e .
3 3

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 43 / 62
 Example 23 (Critical Damped Motion)
An 8-pound weight stretches a spring 2 feet. Assuming that a damping force
numerically equal to two times the instantaneous velocity acts on the system,
determine the equation of motion if the weight is released from the equilibrium
position with an upward velocity of 3 ft/s.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 44 / 62
 Example 24 (Underdamped Motion)
A 16-pound weight is attached to a 5-foot-long spring. At equilibrium the spring
measures 8.2 feet. If the weight is pushed up and released from rest at a point 2
feet above the equilibrium position, find the displacements x(t) if it is further
known that the surrounding medium offers a resistance numerically equal to the
instantaneous velocity.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 45 / 62
 DE of Driven Motion with Damping

Suppose we now take into consideration an external force f (t) acting on a vibrating
mass on a spring.

Newton’s second law of motion gives

d 2x dx
m = −kx − β + f (t)
dt 2 dt
or
d 2x dx
+ 2α + ω 2 x = F (t),
dt 2 dt
where F (t) = f (t)/m, 2α = β/m and
Hình: Oscillatory vertical motion of the ω 2 = k/m.
support

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 46 / 62
 Example 25
Interpret and solve the initial-value problem

1 d 2x dx 1 0
2
+ 1.2 + 2x = 5 cos 4t, x(0) = , x (0) = 0.
5 dt dt 2

Solution of the problem is

   
−3t 38 86 25 50
x(t) = e cos t − sin t + − cos 4t + sin 4t .
51 51 102 51
| {z } | {z }
transient term steady-state term

Remark: When F is a periodic function, such as

F (t) = F0 sin γt or F (t) = F0 cos γt

Two phenomena may occur:

Transient and Steady-State Terms (trạng thái tạm thời và trạng trái bền
vững)
Pure Resonance (cộng hưởng thuần túy)
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 47 / 62
 Example 26 (Undamped Forced Motion)
Solve the initial-value problem

d 2x
+ ω 2 x = F0 sin γt, x(0) = 0, x 0 (0) = 0.
dt 2
where F0 is a constant and γ 6= ω.

The solution is given by

F0
x(t) = (−γ sin ωt + ω sin γt) , γ 6= ω.
ω (ω 2 − γ 2 )
For γ = ω we define the solution to be
−γ sin ωt + ω sin γt
x(t) = lim F0
γ→ω ω (ω 2 − γ 2 )
F0 F0
= 2
sin ωt − t cos ωt.
2ω 2ω
Let t → ∞ then x(t) becomes large.
This phenomenon is known as pure resonance.
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 48 / 62
 Series Circuits

The current in a circuit after a switch is closed is denoted by i(t) and the charge
on a capacitor at time t denoted by q(t).
Voltage drops across
an inductor (cuộn cảm) L: henrys, (h) is
di
L dt .
a resistor (điện trở) R: ohms, (Ω) is iR.
1
a capacitor (tụ điện) C : farads, (f) is C q.

Kirchhoff’s second law:

Hình: LRC-series circuit di 1 dq

E (t) = L + iR + q, where i = .
dt C dt
The linear second-order differential equation

d 2q dq 1
L 2
+R + q = E (t). (23)
dt dt C

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 49 / 62
 4.7 Linear Models: Boundary-Value Problems

Now suppose that the x-axis coincides with the axis of symmetry and that the
deflection y (x), measured from this axis, is positive if downward.
The bending moment M(x) at a point x along
the beam is related to the load per unit length
w (x) by the equation

d 2M
= w (x).
dx 2
In addition, the bending moment M(x) is
proportional to the curvature κ of the elastic
Hình: Deflection of a homogeneous curve
beam
M = EI κ.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 50 / 62
 When y (x) is small then y 0 ≈ 0 and so
3/2
κ = y 00 / 1 + (y 0 )2 ≈ y 00


Thus M = EIy 00 and

d 4y
EI = w (x). (24)
dx 4

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 51 / 62
 Example 27
A beam of length L is embedded at both ends. Find the deflection of the beam if
a constant load W0 is uniformly distributed along its length-that is, w (x) = W0 ,
0 < x < L.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 52 / 62
 Eigenvalues and Eigenfunctions

Second-order boundary-value problem

d 2y dy
Solve : a2 (x) + a1 (x) + a0 (x)y = g (x), a<x <b
dx 2 dx

Subject to : A1 y (a) + B1 y 0 (a) = C1

A2 y (b) + B2 y 0 (b) = C2 .

Example 28
Solve the homogeneous boundary-value problem

y 00 + λy = 0, y (0) = 0, y (L) = 0.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 53 / 62
 Buckling of a Thin Vertical Column
Considera long slender vertical column of uniform cross section and length L. Let
y (x) denote the deflection of the column when a constant vertical compressive
force, or load, P is applied to its top.

The bending moments at any point

along the column satisfies:

d 2y
EI = −Py , (25)
dx 2
where
E is Young’s modulus of elasticity
I is the moment of inertia of a
cross section about a vertical line
through its centroid.
Hình: Elastic column buckling under a
compressive force

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 54 / 62
 Example 29 (The Euler load)
Find the deflection of a thin vertical homogeneous column of length L subjected
to a constant axial load P if the column is hinged at both ends.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 55 / 62
 4.8 Nonlinear Models
Nonlinear Springs

The mathematical model for the motion of spring in Section 3.6 has the form

d 2x
m + F (x) = 0, (26)
dt 2
where F (x) is the restoring force1 .

By the Hook’s law, the restoring force is

linear F (x) = kx: The spring is referred as a
linear spring.
If F (x) = kx + k1 x 3 , where k1 > 0 (hard
spring) or k1 < 0 (soft spring), then the
spring is referred as a nonlinear spring.
Hình: Hard and soft springs

1 the force exerted by the spring that tends to restore the mass to the equilibrium position
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 56 / 62
 Rocket Motion
Falling body problem: The differential equation of a free-falling body of mass m
near the surface of the Earth is given by
d 2s d 2s
= −mg m or simply = −g
dt 2 dt 2
where s represents the distance from the surface of the Earth to the object and the
positive direction is considered to be upward.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 57 / 62
 Rocket Motion
Falling body problem: The differential equation of a free-falling body of mass m
near the surface of the Earth is given by
d 2s d 2s
= −mg m or simply = −g
dt 2 dt 2
where s represents the distance from the surface of the Earth to the object and the
positive direction is considered to be upward.

Rocket Motion: Suppose a rocket is launched

vertically upward from the ground as shown in the
figure. If the positive direction is upward and air
resistance is ignored, then the differential equation
of motion after fuel burnout is
d 2y Mm d 2y M
m 2
= −k 2 or simply 2
= −k 2
dt y dt y
Hình: Satellite launched from the
suface of the Earth
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 57 / 62
 Variable Mass

The second law of motion states that when a body of mass m moves through a
force field with velocity v , the time rate of change of the momentum mv of the
body is equal to applied or net force F acting on the body:
d
F = (mv ). (27)
dt

Example 30
A uniform 10-foot-long heavy rope is coiled loosely on the ground. One end of the
rope is pulled vertically upward by means of a constant force of 5 lb. The rope
weighs l lb per foot. Determine the height x(t) of the end above ground level at
time t.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 58 / 62
 4.9 Solving Systems of Linear Equations

Let x1 (t) and x2 (t) denote the vertical displacements of the masses from their
equilibrium positions.

The motion of the coupled system is represented

by the system of linear second-order equations:

d 2 x1
m1 = −k1 x1 + k2 (x2 − x1 )
dt 2 | {z } | {z }
elongation of spring A compression of spring B

d 2 x2
m2 2 = −k2 (x2 − x1 )
dt | {z }
elongation of spring B

Hình: Coupled spring/mass

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 59 / 62
 The Method of Systematic Elimination

The method of systematic elimination for solving systems of linear equations

with constant coefficients is based on the algebraic principle of elimination of
variables.

Differential Operator Notation:

dy d 2y 2 d ny
= Dy , = D y , ......, = Dny
dx dx 2 dx n
The linear equation

an y (n) + an−1 y (n−1) + · · · + a1 y 0 + a0 y = g (t)

where the coefficients ai , i = 0, 1, ..., n are constants, can be written as

an D n + an−1 D n−1 + · · · + a1 D + a0 y = g (t)

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 60 / 62
 Example 31
A system of couple spring/mass with k1 = 6, k2 = 4, m1 = m2 = 1 can be
modeled by the system of linear second-order equations
(
x100 + 10x1 − 4x2 = 0
x200 − 4x1 + 4x2 = 0

subjected to x1 (0) = 0, x10 (0) = 1, x2 (0) = 0, and x20 (0) = −1.

Le Cong Nhan (Faculty of Applied Sciences HCMC University

Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 61 / 62
 Chapter Review
In this chapter, we study the nth-order differential equation
d ny
= f x, y , ..., y n−1


dx n

1 Theory of linear equations

Initial-value and boundary-value problems
Homogeneous equations
+ Reduction of order
+ Auxiliary Equation
Nonhomogeneous equations
+ Method of Undetermined Coefficients
+ Method of Variation of Parameters
2 Nonlinear equations:
Analytic solution:
+ F (x, y 0 , y 00 ) = 0
+ F (y , y 0 , y 00 ) = 0
Numerical solution:
+ Taylor series
+ Numerical methods: Euler’s method, Runge-Kutta method.
Qualitative properties: Asymptotic behavior; Boundedness, etc.
3 Applications
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations Ngày 26 tháng 1 năm 2022 62 / 62