IM DE Chapter 4 Lect 12 HIGHER LINEAR DIFFERENTIAL EQUATIONS

LECTURE 12
LINEAR DIFFERENTIAL EQUATION OF ORDER n
STANDARD FORM OF AN nth ORDER LINEAR DIFFERENTIAL EQUATION
The general linear ODE of order n is

𝑦(𝑛) + 𝑝1(𝑥)𝑦(𝑛 − 1) + . . . + 𝑝𝑛(𝑥)𝑦 = 𝑞(𝑥) (1)
If 𝑞(𝑥) ≠ 0, the equation is nonhomogeneous.
We then call
𝑦(𝑛) + 𝑝1(𝑥)𝑦(𝑛 − 1) + . . . + 𝑝𝑛(𝑥)𝑦 = 0 (2)
The associated homogeneous equation or the reduced equation.
The theory of the nth order linear ODE runs parallel to that of the second order equation. In particular, the
general solution to the associated homogeneous equation (2) is called the complementary function or
solution, and it has the form
𝑦𝑐 = 𝑐1 𝑦1 + . . . + 𝑐2 𝑦𝑛 , where 𝑐𝑖 are constants (3)
where the 𝑦𝑖 are 𝑛 solutions to (2) which are linearly independent, meaning that none of them can be
expressed as a linear combination of the others, i.e., by a relation of the form (the left side could also be
any of the other 𝑦𝑖):
𝑦𝑛 = 𝑎1 𝑦1 + . . . + 𝑎𝑛 − 1𝑦𝑛 − 1 , where 𝑎𝑖 constants
Once the associated homogeneous equation (2) has been solved by finding n independent solutions, the
solution to the original ODE (1) can be expressed as
𝑦 = 𝑦𝑝 + 𝑦𝑐 (4)
where 𝑦𝑝 is a particular solution to (1), and 𝑦𝑐 is as in (3).
DIFFERENTIAL OPERATORS
𝑑𝑦
In Calculus differentiation is often denoted by the capital letter D – that is, 𝑑𝑥 = 𝐷𝑦. The symbol
D is called a differential operator because it transforms a differentiable function into another
function. For example, 𝐷(𝑐𝑜𝑠4𝑥) = −4𝑠𝑖𝑛4𝑥 and 𝐷(5𝑥 3 − 6𝑥 2 ) = 15𝑥 2 − 12𝑥. Higher-order
derivatives can be expressed in terms of D in a natural matter:
𝑑 𝑑𝑦 𝑑2 𝑦 𝑑𝑛 𝑦
( )= = 𝐷(𝐷𝑦) = 𝐷2 𝑦 and, in general, 𝑑𝑥 𝑛 = 𝐷𝑛 𝑦,
𝑑𝑥 𝑑𝑥 𝑑𝑥 2
ES208 – DIFFERENTIAL EQUATIONS

Engr. Dennis E. Ganas
Mechanical Engineering Department MECHANICAL ENGINEERING
where 𝑦 represents a sufficiently differentiable function. Polynomial expressions involving 𝐷,
such as 𝐷 + 3, 𝐷2 + 3𝐷 − 4, and 5𝑥 3 𝐷3 − 6𝑥 2 𝐷2 + 4𝑥𝐷 + 9, are also differential operators. In
general, we define an nth-order differential operator or polynomial operator to be
𝐿 = 𝑎𝑛 (𝑥)𝐷𝑛 +𝑎𝑛−1 (𝑥)𝐷𝑛−1 + ⋯ + 𝑎1 (𝑥)𝐷 + 𝑎0 (𝑥) (5)
As a consequence of two basic properties of differentiation, 𝐷(𝑐𝑓(𝑥)) = 𝑐𝐷𝑓(𝑥), 𝑐 is a constant,

and 𝐷{𝑓(𝑥) + 𝑔(𝑥)} = 𝐷𝑓(𝑥) + 𝐷(𝑔𝑥), the differential operator 𝐿 possesses a linearity property;
that is, 𝐿 operating on a linear combination of two differentiable functions is the same as the linear
combination of 𝐿 operating on the individual functions. In symbols this means that
𝐿{𝛼𝑓(𝑥) + 𝛽𝑔(𝑥)} = 𝛼𝐿𝑓(𝑥) + 𝛽𝐿(𝑔𝑥) (6)
where 𝛼 and 𝛽 are constants. Because of (6) we say that the nth-order differential operator 𝐿 is a
linear operator.
Any linear differential equation can be expressed in terms of 𝐷 notation. For example, the
differential equation 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 5𝑥 − 3 can be written as 𝐷2 𝑦 + 5𝐷𝑦 + 6𝑦 = 5𝑥 − 3 or
(𝐷2 + 5𝐷 + 6)𝑦 = 5𝑥 − 3.
SUPERPOSITION PRINCIPLE
Let 𝑦1 , 𝑦2 , … 𝑦𝑘 be solutions of the homogeneous nth-order differential equations on an interval

I. Then the linear combination
𝑦 = 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.
HOMOGENEOUS LINEAR DE WITH CONSTANT COEFFICIENTS
AUXILIARY EQUATION
Considering the special case of the second-order equation
𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚 = 𝟎 (7)
where 𝑎, 𝑏 and 𝑐 are constants. If we try to find a solution of the form 𝑦 = 𝑒 𝑚𝑥 , then after
substitution of 𝑦′ = 𝑚𝑒 𝑚𝑥 and 𝑦′′ = 𝑚2 𝑒 𝑚𝑥 , equation (7) becomes
𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0 or 𝑒 𝑚𝑥 (𝑎𝑚2 + 𝑏𝑚 + 𝑐) = 0

We argue that because 𝑒 𝑚𝑥 ≠ 0 for all x, it is apparent that the only way 𝑦 = 𝑒 𝑚𝑥 can satisfy the
differential equation (7) is when 𝑚 is chosen as a root of the quadratic equation

𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0. (8)
This last equation is called the auxiliary equation of the differential equation (7). Since the two
(−𝑏+√𝑏2 −4𝑎𝑐) (−𝑏−√𝑏 2 −4𝑎𝑐)
roots of (8) are 𝑚1 = and 𝑚2 = , there will be three forms of the
2𝑎 2𝑎
general solutions of (7) corresponding to the three cases:
 𝑚1 and 𝑚2 real and distinct (𝑏 2 − 4𝑎𝑐 > 0),

 𝑚1 and 𝑚2 real and equal (𝑏 2 − 4𝑎𝑐 = 0), and
 𝑚1 and 𝑚2 conjugate complex numbers (𝑏 2 − 4𝑎𝑐 < 0).
Case 1: Distinct Real Roots

Under the assumption that the auxiliary equation (8) has two unequal real roots 𝑚1 and 𝑚2 , we
find the solutions 𝑦1 = 𝑒 𝑚1 𝑥 and 𝑦2 = 𝑒 𝑚2 𝑥 . We see that these functions are linearly independent
on (−∞, ∞) and hence form a fundamental set. It follows that the general solution of (7) on this
interval is
𝒚 = 𝑪 𝟏 𝒆𝒎 𝟏 𝒙 + 𝑪 𝟐 𝒆𝒎 𝟐 𝒙 (9)
For higher-order equations,
𝒚 = 𝑪 𝟏 𝒆𝒎 𝟏 𝒙 + 𝑪 𝟐 𝒆𝒎 𝟐 𝒙 + ⋯ 𝑪 𝒏 𝒆𝒎 𝒏 𝒙
Examples:
1. Solve 𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0.
The characteristic (or auxiliary) equation is (𝑚2 − 𝑚 − 2) = 0, which can be factored into
(𝑚 + 1)(𝑚 − 2) = 0. Since the roots 𝑚 = −1 and 𝑚 = 2 are real and distinct, the
solution is
𝒚 = 𝑪𝟏 𝒆−𝒙 + 𝑪𝟐 𝒆𝟐𝒙
𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
2. Solve 𝑑𝑥 3 + 2 𝑑𝑥 2 − 5 𝑑𝑥 − 6𝑦 = 0.
We rewrite the equation as (𝑚3 + 2𝑚2 − 5𝑚 − 6) = (𝑚 − 2)(𝑚 + 1)(𝑚 + 3) = 0.

Then the characteristic roots are 2, -1, and -3. They are real and distinct, so the solution is
𝒚 = 𝑪𝟏 𝒆𝟐𝒙 + 𝑪𝟐 𝒆−𝒙 + 𝑪𝟑 𝒆−𝟑𝒙
3. Solve (3𝐷3 + 5𝐷2 − 2𝐷)𝑦

1
The auxiliary equation is 3𝑚3 + 5𝑚2 − 2𝑚 = 0 and its roots are 𝑚 = 0, −2, 3.
Therefore the solution is
𝟏
𝒚 = 𝑪𝟏 + 𝑪𝟐 𝒆−𝟐𝒙 + 𝑪𝟑 𝒆𝟑𝒙

CASE 2: Conjugate Complex (Imaginary) Roots
If 𝑚1 and 𝑚2 are complex, then we can write 𝑚1 = 𝛼 + 𝑖𝛽 and 𝑚2 = 𝛼 − 𝑖𝛽, where 𝛼 and 𝛽 > 0
are real and 𝑖 2 =-1. Formally, there is no difference between this case and Case 1, and hence
𝑦 = 𝐶1 𝑒 (𝛼+𝑖𝛽 )𝑥 + 𝐶2 𝑒 (𝛼−𝑖𝛽)𝑥
However, in practice we prefer to work with real functions instead of complex exponentials. To
this end we use the Euler’s formula:
𝒆𝒊𝜽 = 𝒄𝒐𝒔𝜽 + 𝒊𝒔𝒊𝒏𝜽

where 𝜃 is any real number. It follows from this formula that
𝑒 𝑖𝛽𝑥 = 𝑐𝑜𝑠𝛽𝑥 + 𝑖𝑠𝑖𝑛𝛽𝑥 and 𝑒 −𝑖𝛽𝑥 = 𝑐𝑜𝑠𝛽𝑥 − 𝑖𝑠𝑖𝑛𝛽𝑥 (10)
Where we have used 𝑐𝑜𝑠(−𝛽𝑥)= 𝑐𝑜𝑠𝛽𝑥 and 𝑠𝑖𝑛(−𝛽𝑥)=−𝑠𝑖𝑛𝛽𝑥. Note that by first adding and
then subtracting the two equations in (10), we obtain, respectively,
𝑒 𝑖𝛽𝑥 + 𝑒 −𝑖𝛽𝑥 = 2𝑐𝑜𝑠𝛽𝑥 and 𝑒 𝑖𝛽𝑥 − 𝑒 −𝑖𝛽𝑥 = 2𝑖𝑠𝑖𝑛𝛽𝑥
But 𝑦1 = 𝑒 𝛼𝑥 (𝑒 𝑖𝛽𝑥 + 𝑒 −𝑖𝛽𝑥 ) = 2𝑒 𝛼𝑥 𝑐𝑜𝑠𝛽𝑥 and 𝑦2 = 𝑒 𝛼𝑥 (𝑒 𝑖𝛽𝑥 − 𝑒 −𝑖𝛽𝑥 ) = 2𝑖𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥

Hence, the last two results show that 𝑒 𝛼𝑥 𝑐𝑜𝑠𝛽𝑥 and 𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥 are real solutions of (7).
Moreover, these solutions form a fundamental set on (−∞, ∞). Consequently, the general
solution is
𝒚 = 𝑪𝟏 𝒆𝜶𝒙 𝒄𝒐𝒔𝜷𝒙 + 𝑪𝟐 𝒆𝜶𝒙 𝒔𝒊𝒏𝜷𝒙 or 𝒚 = 𝒆𝜶𝒙 (𝑪𝟏 𝒄𝒐𝒔𝜷𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝜷𝒙)
Examples:
1. Solve 𝑦 ′′ + 4𝑦 ′ + 7𝑦 = 0
Rewriting into auxiliary equations, 𝑚2 + 4𝑚 + 7 = 0, using the quadratic formula, the

roots are found to be 𝑚 = −2 ± √3𝑖 The corresponding general solution is,
𝒚 = 𝑪𝟏 𝒆−𝟐𝒕 𝒄𝒐𝒔√𝟑𝒕 + 𝑪𝟐 𝒆−𝟐𝒕 𝒔𝒊𝒏√𝟑𝒕
2. Solve 3𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0
1 1
The auxiliary equation is 3𝑚2 + 2𝑚 + 1 = 0 and the roots are 𝑚 = − 3 ± 3 √3𝑖. Thus,
the general solution becomes,
𝒙 𝟏 𝒙 𝟏
𝒚 = 𝑪𝟏 𝒆−𝟑 𝒄𝒐𝒔 √𝟐𝒙 + 𝑪𝟐 𝒆−𝟑 𝒔𝒊𝒏 √𝟐𝒙
𝟑 𝟑

𝒙 𝟏 𝟏
𝒐𝒓 𝒚 = 𝒆−𝟑 [ 𝑪𝟏 𝒄𝒐𝒔 √𝟐𝒙 + 𝑪𝟐 𝒔𝒊𝒏 √𝟐𝒙]
𝟑 𝟑
3. Solve (𝐷3 − 3𝐷2 + 9𝐷 + 13)𝑦 = 0.

The auxiliary equation is 𝑚3 − 3𝑚2 + 9𝑚 + 13 = 0. One root, 𝑚 = −1, is easily found.
When the factor (𝑚 + 1) is removed by synthetic division, it is seen that the other two
roots are solutions in quadratic equation, 𝑚2 − 4𝑚 + 13 = 0. Those roots are found to be
𝑚2 = 2 + 3𝑖 and 𝑚3 = 2 − 3𝑖. Hence the general solution of the differential equation is
𝒚 = 𝑪𝟏 𝒆−𝒙 + 𝑪𝟐 𝒆𝟐𝒙 𝒄𝒐𝒔𝟑𝒙 + 𝑪𝟑 𝒆𝟐𝒙 𝒔𝒊𝒏𝟑𝒙
CASE 3a: Repeated Real Roots

When 𝑚1 = 𝑚2 , we necessarily obtain only one exponential solution, 𝑦1 = 𝑒 𝑚𝑥 . From the
−𝑏
quadratic formula w find that 𝑚1 = 2𝑎 since the only way to have 𝑚1 = 𝑚2 is to have 𝑏 2 −
4𝑎𝑐 = 0. It follows that a second solution of the equation is
𝑚1 𝑥
𝑒 2𝑚1 𝑥
𝑦2 = 𝑒 ∫ 2𝑚 𝑥 𝑑𝑥 = 𝑒 𝑚1 𝑥 ∫ 𝑑𝑥 = 𝑥 𝑒 𝑚1 𝑥
𝑒 1
The general solution is then
𝒚 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒙𝒆𝒎𝟐 𝒙
For higher-order equations,
Just add
𝒚 = 𝑪𝟏 𝒆𝒎𝟏 𝒙 + 𝑪𝟐 𝒙𝒆𝒎𝟐 𝒙 + 𝑪𝟑 𝒙𝟐 𝒆𝒎𝟑 𝒙 … + 𝑪𝒌 𝒙𝒌−𝟏 𝒆𝒎𝒌 𝒙 𝑥, 𝑥 2 , 𝑥 3 ..!
Examples:
1. Solve 𝑦 (5) − 3 𝑦 (4) + 3𝑦 (3) − 𝑦″ = 0
The characteristic equation is 𝑚5 − 3𝑚4 + 3𝑚3 − 𝑚2 = 𝑚2 (𝑚 − 1)3 = 0,

which has roots 𝑚 = 0, 0, 1, 1, 1. Hence, the general solution is
𝑦 = 𝐶1 𝑒 (0)𝑥 + 𝐶2 𝑥𝑒 (0)𝑥 + 𝐶3 𝑒 𝑥 + 𝐶4 𝑥𝑒 𝑥 + 𝐶5 𝑥 2 𝑒 𝑥 or
𝒚 = 𝑪𝟏 + 𝑪𝟐 𝒙 + 𝑪𝟑 𝒆𝒙 + 𝑪𝟒 𝒙𝒆𝒙 + 𝑪𝟓 𝒙𝟐 𝒆𝒙
𝑑4 𝑦 𝑑3 𝑦 𝑑2 𝑦
2. Solve + 2 𝑑𝑥 3 + 𝑑𝑥 2 = 0
𝑑𝑥 4
The auxiliary equation is 𝑚4 + 2𝑚3 + 𝑚2 = 0, with roots 𝑚 = 0,0, −1, −1. Hence the
desired solution is

𝒚 = 𝑪𝟏 + 𝑪𝟐 𝒙 + 𝑪𝟑 𝒆−𝒙 + 𝑪𝟒 𝒙𝒆−𝒙
3. Solve (𝐷3 − 4𝐷2 + 4𝐷)𝑦 = 0.
The auxiliary equation is 𝑚3 − 4𝑚2 + 4𝑚 = 0, with roots 𝑚 = 0, 2, 2. Thus, the desired

solution is
𝒚 = 𝑪𝟏 + 𝑪𝟐 𝒆𝟐𝒙 + 𝑪𝟑 𝒙𝒆𝟐𝒙
CASE 3b: Repeated Conjugate Complex Roots

If 𝑚 = 𝛼 ± 𝛽𝑖 are complex conjugate roots each appears k times, then the general solution is,
𝒚 = 𝑪𝟏 𝒆𝜶𝒙 𝒄𝒐𝒔 𝜷𝒙 + 𝑪𝟐 𝒆𝜶𝒙 𝒔𝒊𝒏 𝜷𝒙 + 𝑪𝟑 𝒙𝒆𝜶𝒙 𝒄𝒐𝒔 𝜷𝒙 + 𝑪𝟒 𝒙𝒆𝜶𝒙 𝒔𝒊𝒏 𝜷𝒙

+ ⋯ 𝑪𝒌 𝒙𝒌−𝟏 𝒆𝜶𝒕 𝒄𝒐𝒔 𝜷𝒙 + 𝑪𝒌 𝒙𝒌−𝟏 𝒆𝜶𝒕 𝒔𝒊𝒏 𝜷𝒙
Examples:
1. Solve 𝑦 (4) + 𝑦 (3) + 8𝑦″ + 8𝑦′ + 4𝑦 = 0
The characteristic equation is 𝑚4 + 4𝑚3 + 8𝑚2 + 8𝑚 + 4 = (𝑚2 + 2𝑚 +

2)2 = 0, which has roots 𝑚 = −1 ± 𝑖, −1 ± 𝑖 (repeated). Hence, the general
solution is
𝑦 = 𝐶1 𝑒 −𝑥 𝑐𝑜𝑠 𝑥 + 𝐶2 𝑒 −𝑥 𝑠𝑖𝑛 𝑥 + 𝐶3 𝑥𝑒 −𝑥 𝑐𝑜𝑠 𝑥 + 𝐶4 𝑥𝑒 −𝑥 𝑠𝑖𝑛 𝑥 or
𝒚 = 𝒆−𝒙 [𝑪𝟏 𝒄𝒐𝒔 𝒙 + 𝑪𝟐 𝒔𝒊𝒏 𝒙 + 𝑪𝟑 𝒙𝒄𝒐𝒔 𝒙 + 𝑪𝟒 𝒙𝒔𝒊𝒏 𝒙]
𝑑4 𝑦 𝑑2 𝑦
2. Solve 16 𝑑𝑥 4 + 24 𝑑𝑥 2 + 9𝑦 = 0.
The auxiliary equation is 16𝑚4 + 24𝑚2 + 9 = (4𝑚2 + 3)2 = 0 and the roots are
1 1
𝑚 = ± 2 √3𝑖, ± 2 √3𝑖. The general solution becomes
𝟏 𝟏 𝟏 𝟏
𝒚 = 𝑪𝟏 𝒄𝒐𝒔 √𝟑𝒙 + 𝑪𝟐 𝒔𝒊𝒏 √𝟑𝒙 + 𝑪𝟑 𝒙𝒄𝒐𝒔 √𝟑𝒙 + 𝑪𝟒 𝒙𝒔𝒊𝒏 √𝟑𝒙
𝟐 𝟐 𝟐 𝟐


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LECTURE 12

LINEAR DIFFERENTIAL EQUATION OF ORDER n

STANDARD FORM OF AN nth ORDER LINEAR DIFFERENTIAL EQUATION

The general linear ODE of order n is

where 𝑦𝑝 is a particular solution to (1), and 𝑦𝑐 is as in (3).

ES208 – DIFFERENTIAL EQUATIONS

As a consequence of two basic properties of differentiation, 𝐷(𝑐𝑓(𝑥)) = 𝑐𝐷𝑓(𝑥), 𝑐 is a constant,

Let 𝑦1 , 𝑦2 , … 𝑦𝑘 be solutions of the homogeneous nth-order differential equations on an interval

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

HOMOGENEOUS LINEAR DE WITH CONSTANT COEFFICIENTS

𝑎𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0 or 𝑒 𝑚𝑥 (𝑎𝑚2 + 𝑏𝑚 + 𝑐) = 0

ES208 – DIFFERENTIAL EQUATIONS

 𝑚1 and 𝑚2 real and distinct (𝑏 2 − 4𝑎𝑐 > 0),

Case 1: Distinct Real Roots

We rewrite the equation as (𝑚3 + 2𝑚2 − 5𝑚 − 6) = (𝑚 − 2)(𝑚 + 1)(𝑚 + 3) = 0.

𝒚 = 𝑪𝟏 𝒆𝟐𝒙 + 𝑪𝟐 𝒆−𝒙 + 𝑪𝟑 𝒆−𝟑𝒙

3. Solve (3𝐷3 + 5𝐷2 − 2𝐷)𝑦

ES208 – DIFFERENTIAL EQUATIONS

𝒆𝒊𝜽 = 𝒄𝒐𝒔𝜽 + 𝒊𝒔𝒊𝒏𝜽

𝑒 𝑖𝛽𝑥 = 𝑐𝑜𝑠𝛽𝑥 + 𝑖𝑠𝑖𝑛𝛽𝑥 and 𝑒 −𝑖𝛽𝑥 = 𝑐𝑜𝑠𝛽𝑥 − 𝑖𝑠𝑖𝑛𝛽𝑥 (10)

𝑒 𝑖𝛽𝑥 + 𝑒 −𝑖𝛽𝑥 = 2𝑐𝑜𝑠𝛽𝑥 and 𝑒 𝑖𝛽𝑥 − 𝑒 −𝑖𝛽𝑥 = 2𝑖𝑠𝑖𝑛𝛽𝑥

But 𝑦1 = 𝑒 𝛼𝑥 (𝑒 𝑖𝛽𝑥 + 𝑒 −𝑖𝛽𝑥 ) = 2𝑒 𝛼𝑥 𝑐𝑜𝑠𝛽𝑥 and 𝑦2 = 𝑒 𝛼𝑥 (𝑒 𝑖𝛽𝑥 − 𝑒 −𝑖𝛽𝑥 ) = 2𝑖𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥

𝒚 = 𝑪𝟏 𝒆𝜶𝒙 𝒄𝒐𝒔𝜷𝒙 + 𝑪𝟐 𝒆𝜶𝒙 𝒔𝒊𝒏𝜷𝒙 or 𝒚 = 𝒆𝜶𝒙 (𝑪𝟏 𝒄𝒐𝒔𝜷𝒙 + 𝑪𝟐 𝒔𝒊𝒏𝜷𝒙)

Rewriting into auxiliary equations, 𝑚2 + 4𝑚 + 7 = 0, using the quadratic formula, the

𝒚 = 𝑪𝟏 𝒆−𝟐𝒕 𝒄𝒐𝒔√𝟑𝒕 + 𝑪𝟐 𝒆−𝟐𝒕 𝒔𝒊𝒏√𝟑𝒕

ES208 – DIFFERENTIAL EQUATIONS

3. Solve (𝐷3 − 3𝐷2 + 9𝐷 + 13)𝑦 = 0.

𝒚 = 𝑪𝟏 𝒆−𝒙 + 𝑪𝟐 𝒆𝟐𝒙 𝒄𝒐𝒔𝟑𝒙 + 𝑪𝟑 𝒆𝟐𝒙 𝒔𝒊𝒏𝟑𝒙

CASE 3a: Repeated Real Roots

The general solution is then

1. Solve 𝑦 (5) − 3 𝑦 (4) + 3𝑦 (3) − 𝑦″ = 0

The characteristic equation is 𝑚5 − 3𝑚4 + 3𝑚3 − 𝑚2 = 𝑚2 (𝑚 − 1)3 = 0,

ES208 – DIFFERENTIAL EQUATIONS

3. Solve (𝐷3 − 4𝐷2 + 4𝐷)𝑦 = 0.

The auxiliary equation is 𝑚3 − 4𝑚2 + 4𝑚 = 0, with roots 𝑚 = 0, 2, 2. Thus, the desired

CASE 3b: Repeated Conjugate Complex Roots

𝒚 = 𝑪𝟏 𝒆𝜶𝒙 𝒄𝒐𝒔 𝜷𝒙 + 𝑪𝟐 𝒆𝜶𝒙 𝒔𝒊𝒏 𝜷𝒙 + 𝑪𝟑 𝒙𝒆𝜶𝒙 𝒄𝒐𝒔 𝜷𝒙 + 𝑪𝟒 𝒙𝒆𝜶𝒙 𝒔𝒊𝒏 𝜷𝒙

1. Solve 𝑦 (4) + 𝑦 (3) + 8𝑦″ + 8𝑦′ + 4𝑦 = 0

The characteristic equation is 𝑚4 + 4𝑚3 + 8𝑚2 + 8𝑚 + 4 = (𝑚2 + 2𝑚 +

𝑦 = 𝐶1 𝑒 −𝑥 𝑐𝑜𝑠 𝑥 + 𝐶2 𝑒 −𝑥 𝑠𝑖𝑛 𝑥 + 𝐶3 𝑥𝑒 −𝑥 𝑐𝑜𝑠 𝑥 + 𝐶4 𝑥𝑒 −𝑥 𝑠𝑖𝑛 𝑥 or

𝒚 = 𝒆−𝒙 [𝑪𝟏 𝒄𝒐𝒔 𝒙 + 𝑪𝟐 𝒔𝒊𝒏 𝒙 + 𝑪𝟑 𝒙𝒄𝒐𝒔 𝒙 + 𝑪𝟒 𝒙𝒔𝒊𝒏 𝒙]

ES208 – DIFFERENTIAL EQUATIONS

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