LINEAR DIFFERENTIAL EQUATIONS OF ORDER ‘n’

If n is any positive integer greater than 1 and if we write p = dy/dx, then a differential equation of first
order and of n-th degree may be expressed in the form
a0p” + a1pn-1 + …. + an – 1p + an = 0

where a0, a1, … an-1, an are real or complex valued continuous functions defined on D.

1.1. Standard Form of a ‘n - th’ Order Linear DE

The solutions of linear differential equations with constant coefficients of the third order
or higher can be found in similar ways as the solutions of second order linear equations. For an
n-th order homogeneous linear equation with constant coefficients:

It has a general solution of the form:

where y1, y2, … , yn−1, yn are any n linearly independent solutions of the equation. (Thus, they
form a set of fundamental solutions of the differential equation.) The linear independence of
those solutions can be determined by their Wronskian, i.e., W(y1, y2, … , yn−1, yn)(t) ≠ 0.

In order to determine the n unknown coefficients Ci each n-th order equation requires a
set of n initial conditions in an initial value problem: y(t0) = y0, y′(t0) = y′0, y″(t0) = y″0, and
y(n−1)(t0) = y(n−1)0.

The Wronskian W(y1, y2, … , yn−1, yn)(t) is defined to be the determinant of the following
n × m matrix

Such a set of linearly independent solutions, and therefore, a general solution of the equation,
can be found by first solving the differential equation’s characteristic equation:

This is a polynomial equation of degree n, therefore, it has n real and/or complex roots (not
necessarily distinct). Those necessary n linearly independent solutions can then be found using
the four rules below.
a. If r is a distinct real root, then y = ert is a solution.
b. If r = ƛ µi are distinct complex conjugate roots, then y = eƛt cos µt and y = eƛt sin µt are
solutions.
c. If r is a real root, appearing k times, then y = ert and y = tert , y = t2 ert and y = tk-1 ert are all
solutions.
d. If r = ƛ µi are complex conjugate roots each appear k times, then
y = eƛt cos µt -------- y = eƛt sin µt
y = teƛt cos µt ------- y = teƛt sin µt
y = t2 eƛt cos µt ------ y = t2 eƛt sin µt
y = tk -1 eƛt cos µt ------ y = tk -1 eƛt sin µt are all solutions.

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 1.2. Differential Operators
Let D denote differentiation with respect to x, D2 differentiation twice with respect to x
and so on; that is for integral, k.
Dky =
The expression
A = a0Dn + a1Dn-1 +… + an-1D + an

is called a differential operator of order n. It may be defined as that operator which when applied
to any function y yields the result;
Ay = a0 + a1

Some Properties of Differential Operators

Since for constant m and positive integral k,

Dk emx = mk emx

It is easy to find the effect that an operator has upon emx. Let f(D) be a polynomial in D,

f(D) = a0Dn + a1Dn-1 + … + an-1 D + an

Then;
f(D)emx = a0mnemx + a1mn-1emx + … + an-1m emx + anemx
so
f(D)emx = emx f(m)

If m is a root of the equation f(m) = 0, then;

f(D)emx = 0

Next consider the effect of the operator D – a on the product of eax and a function y, we have:

(D –a)(eaxy) = D(eaxy) – aeax y

= eax Dy

and
(D – a)2(eaxy) = (D – a)(eax Dy)
= eax Dy
Repeating the operation, we are led to;

(D – a)n (eaxy) = eax Dn y

Using the linearity of differential operators, we conclude that when f(D) is a polynomial in D with
constant coefficients, then:
eax f(D)y = f (D – a)(eax Dy)

1.3. Principle of Superposition

The superposition principle, the general solution to a nonhomogeneous equation is the sum of
the general solution to the homogeneous equation and one particular solution. That is, if the general
solution to ay” + by’ + cy = 0 is c1y1(t) + c2y2(t), and if a particular solution to ay” + by’ + cy = f(t) is yp(t),
then the general solution to ay” + by’ + cy = f(t) is c1y1(t) + c2y2(t) + yp(t).

1.4. Linear Independence of a Set of Functions

Given the functions f1, f2,... fn if constants c1, c2,……cn not all zeroes, exist such that:

c1 f1(x) + c2 f2(x) + …. + cn fn(x) = 0

for all x in some interval a x b then the functions f1, f2,….fn are linearly dependent on the interval. If
no such relation exists the functions are said to be linearly independent. That is the functions f1, f2, …..fn
are linearly independent on the interval implies that

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 c1 = c2 = …. = cn = 0

It should be clear that if the functions of a set are linearly dependent at least one of them is a linear
combination of the others; if they are linearly independent none of them is a linear combination of the
others.

2. Homogeneous Linear Differential Equation with Constant Coefficients

2.1. Solution of a Homogeneous Linear Ordinary DE
A homogeneous linear ordinary differential equation with constant coefficients have the form:

where the coefficients an, an-1,…. a1, a0 are real numbers and an 0
Substituting y(t) = ert in the differential equation gives;

If r is a solution of the polynomial equation;

Then y(t) = ert is a solution of the differential equation.

2.1.1. Simple real solution. If r is a simple real solution of the polynomial equation, then we
assign to it the function
ert

2.1.2. Repeated real solutions. If r is a real solution repeated k times, then we assign to it k
solutions
ert, tert, …. tk-1ert

2.1.3. Simple complex solution. If r = a + bi is a complex solution of the polynomial equation,

then a+ bi is also a solution, so we assign to r two solutions

eat cos (bt), eat sin (bt)

2.1.4. Repeated complex solutions. If r = a + bi is a complex solution of polynomial equation

repeated k times, then we assign to it k pairs of solutions

eat cos (bt), eat sin (bt), teat cos (bt), teat sin (bt), … tk-1eat cos (bt), tk-1eat sin (bt)

2.2. Initial and Boundary Value Problems (IVBP)

An initial and boundary value problem is a system of ordinary differential equations with solution
and derivative values specified at more than one point. Most commonly, the solution and derivatives
are specified at just two points (the boundaries) defining a two-point boundary value problem.

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