A First Course

in Differential Equations
with Modeling
Applications, 12E
Chapter 4: Higher-Order
Differential Equations

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 11
 Section 4.3
Homogeneous Linear Equations with Constant
Coefficients

Zill,
Zill, AAFirst
FirstCourse
Course in in Differential
Differential Equations
Equations with Modeling
with Modeling Applications,
Applications, 12th©Edition.
12th Edition. © 2024 All
2024 Cengage. Cengage. All RightsMay
Rights Reserved. Reserved.
not be May
not be scanned,
scanned, copied orcopied or duplicated,
duplicated, or posted toor posted accessible
a publicly to a publicly accessible
website, in wholewebsite, in whole or in part.
or in part. 2
 Auxiliary Equation (1 of 3)
Consider the special case of the second order equation

ay″ + by′ + cy = 0

where a, b, and c are constants. Finding a solution of the form y = e , then after
mx

substitution of y ¢¢ = m e mx , and y ¢¢ = m 2e mx , above equation becomes

am 2e mx + bme m x + ce mx = 0 or e mx am 2 + bm + c = 0. ( )

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 3
 Auxiliary Equation (2 of 3)
Because e ¹ 0 for all x, it is apparent that the only way y = e mx can satisfy the
mx

differential equation ay″ + by′ + cy = 0 is when m is chosen as a root of the

quadratic equation

am 2 + bm + c = 0.

This equation is called the auxiliary equation of the above differential equation.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 4
 Auxiliary Equation (3 of 3)
Since the two roots of am 2 + bm + c = 0 are m1 = -b + b 2 - 4ac 2a and ( )
( )
m2 = -b - b 2 - 4ac 2a , there will be three forms of the general solution of
ay″ + by′ + cy = 0 corresponding to the three cases:
• m1 and m2 real and distinct b 2
- 4ac > 0 , ( )
• m1 and m2 real and equal b - 4ac = 0 , and
2
( )
• m1 and m2 conjugate complex numbers b 2 - 4ac < 0 . ( )

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 5
 Case I: Distinct Real Roots
Under the assumption that the auxiliary equation am 2 + bm + c = 0 has two
unequal real roots m1 and m2, find two solutions, 1y = e mx
and y 2 = e m x
. These 1 2

functions are linearly independent ( -¥, ¥ ) and hence form a fundamental set.

It follows that the general solution of ay″ + by′ + cy = 0 on this interval is

y = c1e m1x + c2e m2 x .

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 6
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 7
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 8
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 9
 Case II: Repeated Real Roots
When m1 = m2, only one exponential solution, y1 = e
m1x
is obtained.

A second solution of the equation is

e ò
- P ( x )dx

y 2 = y1 ( x ) ò 2 dx
y1 ( x )

2 m1x
e
y 2 = e m1x ò 2m x dx = e m1x ò dx = xe m1x .
e 1
The general solution is then

y = c1e m1x + c2 xe m1x .

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 10
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 11
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 12
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 13
 Case III: Conjugate Complex Roots (1 of 4)
If m1 and m2 are complex, then write m1 = α + iβ and m2 = α − iβ, where α and
β > 0 are real and i 2 = -1.

There is no difference between this case and Case I, and hence

y = c 1 e (a + i b ) c + c 2e (a - i b ) c .

To this end use Euler’s formula:

e iq = cos q + i sinq ,
where θ is any real number.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 14
 Case III: Conjugate Complex Roots (2 of 4)
It follows from this formula that

e i b x = cos b x + i sin b x and e - i b x = cos b x - i sin b x ,

Consequently, the general solution is

y = c1ea x cos b x + c2ea x sin b x = ea x ( c1 cos b x + c2 sin b x ) .

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 15
 Example: An Initial-Value Problem (1 of 3)
Solve 4y″ + 4y′ + 17y = 0, y(0) = −1, y′ (0) = 2.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 16
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 17
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 18
 Example: An Initial-Value Problem (3 of 3)
- x /2 æ 3 ö
Hence the solution of the initial value-problem is y = e ç - cos 2 x + sin2 x ÷ .
è 4 ø

The following figure shows that the solution is oscillatory, but y → 0 as x → ¥.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 19
 Two Equations Worth Knowing (1 of 2)
The two differential equations

y ¢¢ + k 2 y = 0 and y ¢¢ - k 2 y = 0,

where k is real are important in applied mathematics. For y ¢¢ + k 2 y = 0

the auxiliary equation m 2 + k 2 = 0 has imaginary roots m1 = ki and m2 = −ki. With
α = 0 and β = k in
y = c1ea x cos b x + c2ea x sin b x = ea x ( c1 cos b x + c2 sin b x ) .
The general solution of the differential equation is seen to be
y = c1 cos kx + c2 sin kx.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 20
 Two Equations Worth Knowing (2 of 2)
On the other hand, the auxiliary equation m - k = 0 for y ¢¢ - k 2 y = 0 has
2 2

distinct real roots m1 = k and m2 = −k, and so by y = c1e m1x + c2e m 2 x . The general
solution of the differential equation is,
y = c1e kx + c2e - kx .
1 1 1
Notice that if c1 = c2 = and c1 = , c2 = - , then the particular solutions are
2 2 2
1 kx
y=
2
(
e + e - kx = cosh kx)
and
1 kx
(
y = e - e - kx = sinh kx.
2
)
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 21
 Higher-Order Equations (1 of 2)
To solve an nth-order differential equation
an y ( n ) + an -1y ( n -1) + × × × + a2 y ¢¢ + a1y ¢ + a0 y = 0,
where the a i, i = 0, 1, ... , n are real constants, solve an nth-degree polynomial
equation
an m n + an -1m n -1 + × × × + a2m 2 + a1m + a0 = 0.

If all the roots of above polynomial equations are real and distinct, then the
general solution of the nth-order differential equation is

y = c1e m1x + c2e m2 x + × × × + cn e mn x .

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 22
 Higher-Order Equations (2 of 2)
When m1 is a root of multiplicity k of an nth-degree auxiliary equation (that is, k
roots are equal to m1), it can be shown that the linearly independent solutions are

m1x m1x 2 m1x k -1 m1x

e , xe ,x e ,..., x e
and the general solution must contain the linear combination

c1e m1x + c2 xe m1x + c3 x 2e m1x + × × × + ck x k -1e m1x .

Finally, it should be remembered that when the coefficients are real, complex
roots of an auxiliary equation always appear in conjugate pairs.

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 23
 Example: Fourth-Order Differential Equation (1 of 2)
d 4y d 2y
Solve 4
+ 2 2 + y = 0.
dx dx

Solution

Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 24
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 25
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 26
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 27
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 28
Zill, A First Course in Differential Equations with Modeling Applications, 12th Edition. © 2024 Cengage. All Rights Reserved. May not be
scanned, copied or duplicated, or posted to a publicly accessible website, in whole or in part. 29