Math 151: Elementary Differential Equations

Module 5

Lesson 1: Special Second-Ordered and Higher Order Differential Equations

Learning Objectives: At the end of the lesson, students should be able to

1. Reduce a second higher order differential equations into first-ordered differential equation.

2. Find a solution to a special second-ordered differential equations.

3. Distinguish a homogeneous to nonhomogeneous higher order linear differential equations.

4. Explore properties of linear higher order differential equations.

5. Use Wronskian to prove that a set is linearly dependent or independent.

6. Perform operation involving differential operator.

7. Find the general solution of a differential equations involving differential operators.

1 Special Second-Ordered Differential Equations

A special second-ordered differential equations can be reduced to a first-ordered differential equation.

Methods of substitution is employed using a third variable to accomplish the reduction. To find the
complete solution, there must be necessarily two arbitrary constants since the differential equation is of
second order.

In this section, we will find a solution to a special second -ordered differential equation. Three types
of special second -ordered differential equations will be presented.

First Type: An equation of the form

   
d dy d dy
+ yP (x) = Q(x) or + P y = Q.
dx dx dx dx

Second Type: A second-ordered differential equation with variable y missing. That is

 2 
d y dy
F , , x = 0.
dx2 dx

Third Type: A second-ordered differential equation with variable x missing. That is

 2 
d y dy
F , , y = 0.
dx2 dx

1
1.1 First Type Second-Ordered DE

To find a solution for  

d dy
+ Py = Q,
dx dx

dy
a. We let u = dx + P y. Then the equation reduces to
Z
du
=Q =⇒ u= Qdx + C.
dx

b. Substitute u in step (a) to get

Z
dy
+ Py = Qdx + C
dx
which is now linear of first order.

The solution is given by Z

yφ = φQdx + C2 .

Example: Find the complete solution of

 
d dy
+y = e−x .
dx dx

dy
Solution: Let u = dx + y. Then
 
d dy du
+y = e−x =⇒ = e−x
dx dx dx
Z Z
du
=⇒ = e−x dx
dx
=⇒ u = −e−x + C1

Substitute u we have
dy
+ y = −e−x + C1 .
dx
The resulting equation is linear of first order. Let

P (x) = 1 and Q(x) = −e−x + C1 .

Then we have
R R
P (x)dx 1dx
φ=e =e = ex

Thus the solution is

Z Z
yφ = φQdx + C2 =⇒ ye =x
ex (−e−x + C1 )dx + C2
Z
=⇒ yex = (−1 + C1 ex )dx + C2

=⇒ yex = −x + C1 ex + C2

=⇒ y = −xe−x + C2 e−x + C1

2
1.2 Second Type Second-Ordered DE

Given the equation

d2 y dy
 
F , , x = 0,
dx2 dx

dy dp d2 p
a. Let p = dx . Then dx = dx2 . Substitute to the given equation we have
 
dp
F , p, x = 0.
dx

b. Assuming that the solution of the given equation takes the form

p = f (x) + C1 .

dy
Then substitute p = dx to get the final solution
Z
y = (f (x1 ) + C1 )dx + C2

Example: Find the complete solution of

00
y = x cos x − 24x2 .

Solution: Let
dy 0 dp d2 y 00
p= =y =⇒ = 2 =y .
dx dx dx
Then substitute to the given equation we have

dp
− x cos x + 24x2 = 0 =⇒ dp − x cos xdx + 24x2 dx = 0
dx Z Z Z Z
2
=⇒ dp − x cos xdx + 24x dx = 0
Z
=⇒ p − x cos xdx + 8x3 = C1

Now, Z Z
x cos xdx = −x sin x − sin xdx = x sin x + cos x.

3
Thus
Z Z Z
dp
− x cos x + 24x2 = 0 =⇒ dp − x cos xdx + 24x2 dx = 0
dx
Z
=⇒ p − x cos xdx + 8x3 = C1

=⇒ p − (x sin x + cos x) + 8x3 + C1

dy
=⇒ − x sin x − cos x + 8x3 = C1
dx
Z Z Z Z Z
3
=⇒ dy − x sin xdx − cos xdx + 8x dx = C1 dx

8x4
Z
=⇒ y − x sin xdx − sin x + = C1 x + C2
4
 Z 
=⇒ y + 2x4 − sin x − −x cos x − − cos xdx = C1 x + C2

=⇒ y + 2x4 − sin x + x cos x − sin x = C1 x + C2

=⇒ y + 2x4 − 2 sin x + x cos x − C1 x − C2 = 0

1.3 Third Type Second-Ordered DE

Given the equation

d2 y dy
 
F , ,y = 0,
dx2 dx

a. Let
dy dp d2 y
p= =⇒ = 2.
dx dx dx
Then
d2 y dp dy dp dp
2
= · = p=p
dx dy dx dy dy

b.Substitute to get the final solution of the new given equation

 
dp
F p , p, y = 0.
dy

Example: Find the complete solution of

00 0
yy + 2(y )2 = 0.

Solution: Let
0 dy dp 00 d2 y
p=y = =⇒ = y = 2.
dx dx dx
Thus we have
dp
y + 2p2 = 0.
dx

4
Now,

dp dp p2
y + 2p2 = 0 =⇒ +2 =0
dx dx y
dp p2
=⇒ p +2 =0
dy y
dp dy
=⇒ +2 =0
p y
Z Z Z
dp dy
=⇒ + 2 = 0
p y
=⇒ ln |p| + 2 ln |y| = C

=⇒ ln |py 2 | = C

=⇒ py 2 = eC

dy
Since p = dx , we now have

dy 2
py 2 = eC =⇒ y = eC
dx
=⇒ y 2 dy = eC dx
Z Z Z
2 C
=⇒ y dy − e dx = 0

y3
=⇒ − eC x = C2
3
=⇒ y 3 − 3C1 x − 3C2 = 0

Exercises

Find the complete solution of the following.

 
d dy
1. dx dx = 6x + 3

d dy
2. dx {x dx + (1 + x)y} = 12
00 0 0
3. xy − 2x(y )2 + y = 0
00 0
4. y + 2y − 6x − 3 = 0
00 0
5. x2 y + 2xy = 1
00 0 0
6. yy + (y )2 = 2y
 
dy
d
7. dx x dx + 2y = −2x−3
00 0
8. 2yy + y 2 = (y )2

5
2 Linear Equations of Higher Order

A linear equation of higher order is one which contains the dependent variable and all its derivatives
to the first degree only.

The general linear differential equation of order n is an equation that can be written
dn y dn−1 y dy
b0 (x) n
+ b1 (x) n−1 + · · · + bn−1 (x) + bn (x)y = f (x) (1)
dx dx dx

The functions R(x) and bi (x); i = 0, 1, · · · , n, are to be independent of the variable y. If R(x) is
identically zero, equation (1) is said to be linear and homogeneous. If R(x) is not identically zero,
equation (1) is called linear and nonhomogeneous.

If y1 and y2 are solutions of the homogeneous equation

0
b0 (x)y (n) + b1 (x)y (n−l) + · · · + bn−1 (x)y + bn (x)y = 0, (2)

and if c1 and c2 are constants, then

y = c1 y1 + c2 y2

is a solution of equation (2).

The statement that y1 and y2 are solutions of (2) means that

(n) (n−l) 0
b0 (x)y1 + b1 (x)y1 + · · · + bn−1 (x)y1 + bn (x)y1 = 0 (∗)

and
(n) (n−l) 0
b0 (x)y2 + b1 (x)y2 + · · · + bn−1 (x)y2 + bn (x)y2 = 0 (∗∗)

Now, multiply c1 to equation (∗) and c2 to equation (∗∗) and add the results, we can conclude that
y = c1 y1 + c2 y2 is a solution of equation (2). Thus in general if yi , with i = 1, 2, · · · , k, are solutions of
equation (2), and if ci , with i = 1, 2, · · · , k, are constants, then

y = c1 y1 + c2 y2 + · · · + cn yn (3)

is a solution of equation (2). The expression in equation (3) is called a linear combination of the functions
y1 , y2 , · · · , yk .·

2.1 Properties of Linear Equations of Higher Order

Recall that
dy
+ Py = Q (4)
dx
where P and Q are functions of x. The solution is given by
Z Z
1 C
yφ = φQdx + C =⇒ y = φQdx +
φ φ

6
 R
P dx
where φ = e

The solution can be written as

y = U + CV (5)

in which Z
R R R
−
U =e P dx
e P dx
Qdx and V = e− P dx

In equation (5), if we set C = 0 then y = U, the particular solution which satisfies (4) since

dU
+ P U = Q.
dx

If we set Q = 0, y = CV satisfies (3) since

dCV
+ P CV = Q
dx

Now, y = U V is the particular solution while y = CV is the general solution of the first-ordered
linear equations. Also, possessed by higher-ordered differential equations, if we let yp be the particular
solution and yc be the general solution, then the general solution of the higher-ordered linear equation
is given by
y = yp + yc .

For the homogeneous equations, yc is also called the complementary function.

2.2 Linear Independence of the Functions

If there exists n functions y1 , y2 , · · · , yn and C1 , C2 , · · · , Cn are constants not all zero such that

C1 y1 + C2 y2 + · · · Cn yn = 0

identically in some interval a ≤ x ≤ b then the functions y1 , y2 , · · · , yn are linearly dependent. If

C1 = C2 = · · · = Cn = 0, then the functions are linearly independent.

Example: Consider the function

 π
y1 = cos 2x, y2 = sin 2x and y3 = cos 2x +
3

Then y3 is a linear combination of y1 and y2 since

 π
y3 = cos 2x +
3
π π
= cos 2x cos − sin 2x sin
3√ 3
1 3
= cos 2x − sin 2x
2 2
√ √
3 3
and so we have y3 − 21 y1 + 2 y2 = 0 where c1 = − 12 , c2 = 2 and y3 = 1. Therefore, y1 , y2 and y3 are
linearly dependent.

7
 Note the following:

1. If y1 , y2 , · · · , yn are linearly dependent, then the linear combination

c1 y1 + c2 y2 + · · · cn yn

may still be expressed in a form with less than n arbitrary constants and therefore fo a homogeneous
linear equation, will not represent the general solution yc .

2. If y1 , y2 , · · · , yn are linearly independent functions all the constants are essential and the linear
combination of the functions make up the general solution.

3. To solve for higher-ordered linear equations, we have the following steps:

(i) Find n linear independent functions y1 , y2 , · · · , yn which are a solution to the homogeneous
equation.

(ii) Form the linear combination c1 y1 + c2 y2 + · · · cn yn representing the complementary function

yc .

2.3 The Wronskian

In this section, we shall obtain a sufficient condition that n functions be linearly independent over
an interval a ≤ x ≤ b. Assume each of the functions y1 , y2 , · · · , yn is differentiable at least (n − 1) times
in the interval a ≤ x ≤ b. Then from the equation

c1 y1 + c2 y2 + · · · + cn yn = 0

it follows by successive differentiation that

0 0 0
c1 y1 + c2 y2 + · · · + cn yn = 0
00 00 00
c1 y1 + c2 y2 + · · · + cn yn = 0
..
.
(n−1) (n−1)
c1 y1 + c2 y2 + · · · + cn yn(n−1) = 0

Considered as a system of equations in c1 , c2 , · · · , cn , the n linear equations directly above will have
no solution except the one with each of the c0 s equal to zero, if the determinant of the system does not
vanish. That is, if

8
 y1 y2 ··· yn
0 0 0
y1 y2 ··· yn
00 00 00
W = y1 y2 ··· yn 6= 0
..
.
(n−1) (n−1) (n−1)
y1 y2 ··· yn
then the functions y1 , y2 , · · · , yn are linearly independent. The determinant is called the Wronskian of
the n functions involved.

Example: Test for linear independence of ex , e2x , e3x .

Solution: We have

y1 = ex y2 = e2x y3 = e3x
0 0 0
y1 = ex y2 = 2e2x y3 = 3e3x
00 00 00
y1 = ex y2 = 4e2x y3 = 9e3x

Thus,

ex e2x e3x
W = ex 2e2x 2e3x
ex 4e2x 9e3x

= 18e6x + 3e6x + 4e6x − (2e6x + 12e6x + 9e6x )

= 2e6x 6= 0

Therefore, the functions ex , e2x , e3x are linearly independent.

Exercises

Test for linear independence of the following functions.

1. 1, x, x2

2. ex , cos x, sin x

3. 5ex , e5x , 5, x

4. Obtain the Wronskian of the functions

1, x, x2 , · · · , xn−1 for n > 1.

5. By determining constants c1 , c2 , c3 , c4 , which are not all zero and are such that

c1 y1 + c2 y2 + c3 y3 + c4 y4 = 0

9
 identically, show that the functions

y1 = x, y2 = ex , y3 = xex , y4 = (2 − 3x)ex

are linearly dependent.

6. Show that 1, sin x, cos x are linearly independent.

7. Show that 1, sin2 x, cos2 x are linearly dependent.

2.4 Differential Operators

Let D denote differentiation with respect to x, D2 differentiation twice with respect to x, and so on;
that is, for positive integral k,
dk y
Dk y =
dxk
The expression 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
dn y d(n−1) y dy
Ay = a0 n
+ a1 (n−1)
+ · · · + an−1 + an y
dx dx dx
The coefficients a0 , a1 , · · · , an in the operator A may be functions of x, but in this module the only
operators used will be those with constant coefficients.

Example: D2 [2x3 ] = D[6x2 ] = 12x

Two operators A and B are said to be equal if, and only if, the same result is produced when each
acts upon the function y. That is, A = B if, and only if, Ay = By for all functions y possessing the
derivatives necessary for the operations involved.

The product AB of two operators A and B is defined as that operator which produces the same result
as is obtained by using the operator B followed by the operator A. Thus ABy = A(By). The product
of two differential operators always exists and is a differential operator. For operators with constant
coefficients, but not usually for those with variable coefficients, it is true that AB = BA.

Example 1: Let A = D + 2 and B = 3D − 1. Then

dy
By = (3D − l)y = 3 − y.
dx
and
dy
A(By) = (D + 2)(3 − y)
dx
d2 y dy dy
=3 − +6 − 2y
dx2 dx dx
d2 y dy
=3 2 +5 − 2y
dx dx
= (3D2 + 5D − 2)y.

10
Hence AB = (D + 2)(3D − 1) = 3D2 + 5D − 2. Now consider BA. Acting upon y, the operator BA yields
dy
B(Ay) = (3D − 1)( + 2y)
dx
2
d y dy dy
=3 2 +6 − − 2y
dx dx dx
= (3D2 + 5D − 2)y.

Therefore, BA = 3D2 + 5D − 2 = AB.

Example 2: Let G = xD + 2, and H = D − 1. Then

dy
G(Hy) = (xD + 2)( − y)
dx
d2 y dy dy
=x −x +2 − 2y
dx2 dx dx
d2 y dy
=x 2 + (2 − x) − 2y
dx dx
= (xD2 + (2 − x)D − 2)y.

On the other hand,

dy
H(Gy) = (D − 1)(x + 2y)
dx
d2 y dy dy dy
=x + +2 −x − 2y
dx2 dx dx dx
d2 y dy
=x 2 + (3 − x) − 2y
dx dx
= (xD2 + (3 − x)D − 2)y.

2.5 The linear Differential Equation of Higher Order in Operator Form

Recall
dn y d(n−1) y dy
a0 n
+ a1 (n−1) + · · · + an−1 + an y = f (x)
dx dx dx
Then it can be written as

(a0 Dn + a1 Dn−1 + · · · + an−1 D + an D0 )y = f (x) =⇒ φ(D)y = f (x)

where φ(D) = a0 Dn + a1 Dn−1 + · · · + an−1 D + an and φ(D) is a polynomial function of D with constant
coefficients associated with the equation in auxiliary equation of the form

φ(m) = a0 mn + a1 mn−1 + · · · + an−1 m + an .

Let r1 , r2 , · · · , rn be the roots of the equation

φ(m) = a0 (m − r1 )(m − r2 ) · · · (m − rn ) = 0.

and we can write the linear equation as

φ(D)y = a0 (D − r1 )(D − r2 ) · · · (D − rn ) = f (x).

11
Example: Let φ(D) = D2 − 4D + 3 operate on the function U = 3x2 + 2 cos x. Determine the result of
the operation.

First Method:

φ(D)U = (D2 − 4D + 3)(3x2 + 2 cos x)

= D2 (3x2 + 2 cos x) − 4D(3x2 + 2 cos x) + 3(3x2 + 2 cos x)

= D(6x − 2 sin x) − 4(6x − 2 sin x) + 3(3x2 + 2 cos x)

= 6 − 2 cos x − 24x + 8 sin x + 9x2 + 6 cos x

= 6 − 24x + 9x2 + 4 cos x + 8 sin x

Note that the auxiliary equation is given by φ(m) = m2 − 4m + 3 = 0 =⇒ (m − 3)(m − 1) = 0.

Thus the roots are r1 = 1 and r2 = 3. Therefore,

φ(D) = (D − 1)(D − 3)

Second Method:

φ(D)U = (D − 1)(D − 3)(3x2 + 2 cos x)

= (D − 1)(6x − 2 sin x − 9x2 − 6 cos x)

= 6 − 2 cos x − 18x + 6 sin x − 6x + 2 sin x + 9x2 + 6 cos x

= 6 − 24x + 9x2 + 4 cos x + 8 sin x

2.5.1 Derivative of ex

For constant m and positive integral k,

Dk emx = mk emx .

That is,

D(emx ) = memx

D2 (emx ) = m2 emx
..
.

Dn (emx ) = mn emx .

So, if φ(D) is to operate on emx , we have

φ(D)emx = (a0 Dn + a1 Dn−1 + · · · + an−1 D + an )emx

= a0 mn emx + a1 mn−1 emx + · · · + an−1 memx + an emx

= emx (a0 mn + a1 mn−1 + · · · + an−1 m + an )

= emx φ(m)

12
Let (D − a) operate on yeax where a is any positive constant. Then

(D − a)(yeax ) = D(yeax − ayeax

= yaeax + eax Dy − ayeax

= eax Dy

(D − a)2 (yeax ) = eax D2 y

In general,
(D − a)n (yeax ) = eax Dn y or Dn (yeax ) = eax (D + a)n y

and
φ(D)yeax = eax φ(D + a)y

Example 1: Find the solutions to the differential equation (2D2 + 5D − 12)y = 0.

Solution: Form the auxiliary equation we have

φ(m) = 2m2 + 5m − 12 = 0

(2m − 3)(m + 4) = 0
3
m= , m = −4
2
3
The roots are r1 = 2 and r2 = −4. Now,

φ(D)erx = (2D2 + 5D − 12)erx = 0.

Then if r1 = 23 , we have (2D2 + 5D − 12)e3/2x . If r2 = −4, we have (2D2 + 5D − 12)e−4x Thus y1 = e3/2x
and y2 = e−4x are solutions to the homogeneous linear equation (2D2 + 5D − 12)y = 0.

Note that y = y1 + y2 + · · · + yn can be written as y = er1 x + er2 x + · · · + ern x if the solutions are
linearly independent.

To obtain the general solution of the homogeneous linear equation, we will test for linear independence
using Wronskian. Let

y1 = e3/2x y2 = e−4x
0 3 3/2x 0
y1 = e y2 = −4e−4x
2

13
Thus,

e3/2x e−4x
W =
3 3/2x
2e −4e−4x
 
−5x/2 3 −5x/2
= −4e − e
2
11
= − e−5x/2 6= 0
2

Therefore, y1 and y2 are linearly independent. Consequently, the general solution of the linear homoge-
neous equation is
y = e3/2x + e−4x .

Example 2: Find the solution of (D2 + 2D + 1)y = 0.

Solution: We have (D + 1)2 y = 0 which implies that r = −1 the root of the given equation. Thus we
have one solution y1 = e−x Since the given equation is of degree 2, we need another solution. Suppose
y2 = xex is a solution of (D2 + 2D + 1)y = 0. Does it satisfy the equation? Now,

(D2 + 2D + 1)y = 0

(D2 + 2D + 1)xe−x = 0

D2 (xe−x ) + 2D(xe−x ) + xe−x = 0

D(−xe−x + e−x ) + 2(−xe−x + e−x ) + xe−x = 0

xe−x − e−x − e−x − 2xe−x + 2e−x + xe−x = 0

0=0

Thus, y2 is a solution of (D2 + 2D + 1)y = 0. Therefore,

y = e−x + xe−x

is a solution of (D2 + 2D + 1)y = 0.

In general, for a homogeneous linear differential equations of the form,

(D − a)n y = 0,

the solution is given by

y = c1 eax + c2 xeax + c3 x2 eax + · · · + cn xn−1 eax .

Example 3: Find the general solution of (D − 3)4 y = 0

Solution: The auxiliary equation is (m − 3)4 = 0 in which the roots are r1 = r2 = r3 = r4 = 3. Therefore,
the solution is given by
y = c1 e3x + c2 xe3x + c3 x2 e3x + c4 x3 e3x

14
 Exercises

1. Perform the indicated multiplications.

a. (4D + 1)(D − 2).

b. (2D − 3)(2D + 3).

c. (D + 2)(D2 − 2D + 5).

d. (xD − 1)D.

e. (xD + 2)(xD − 1).

2. Perform the indicated operations

a. (2D− 3D + 5)(x cos x − 3).

b. (D2 + 3D + 2)(e−2x + 3x2 ).

c. (D3 + 2D − 4)(e−x sin x + e2x ).

3. Find the general solution of the following.

a. (D − 2)3 y = 0.

b. (D + 1)2 y = 0.

c. (2D2 − 1)2 y = 0.

d. (D2 + 6D + 7)6 y = 0.

e. (D + 7)6 y = 0.

f. (D3 − 3D2 − D + 3)y = 0.

g. (D3 − 6D2 + 12D − 8)y = 0.

4. Prove that the set of functions

eax , xeax , x2 eax , · · · , xn−1 eax

is a linearly independent set on any interval.

15
Lesson 2: Homogeneous Higher Order Differential Equations
Learning Objectives: At the end of the lesson, students should be able to

1. Determine the roots of the auxiliary equation of homogeneous higher order differential equations.

2. Distinguish the type of solution according to the roots of homogeneous higher order differential
equations.

3. Find the general solution of homogeneous higher order differential equations.

3 Solutions to Homogeneous Higher Order Linear Differential

Equations

Any linear homogeneous differential equation with constant coefficients,

dn y dn−1 y dy
a0 (x) n
+ a1 (x) n−1
+ · · · + an−1 (x) + an (x)y = f (x)
dx dx dx

may be written in the form

f (D)y = 0,

where f (D) is a linear differential operator. In this section, we will solve differential equations with
constant coefficients specifically a homogeneous higher order linear equations.

Theorem 1: When the roots of the auxiliary equation corresponding to the homogeneous higher order
linear differential equation are all real and distinct, i.e, r1 6= r2 6= r3 6= · · · 6= rn , then the solution is

y = c1 er1 x + c2 er1 x + · · · + cn ern x

Example 1: Find the solution of

d2 y dy
+ − 6y = 0.
dx2 dx

00 0
Solution: The given DE can be written as y + y − 6y = 0. Its auxiliary equation is

r2 + r − 6 = 0

(r + 3)(r − 2) = 0

r = −3, r = 2

Thus the roots are real and distinct and hence the solution is

y = c1 e2x + c2 e−3x .

Example 2: Determine the solution of (D3 − 4D2 + 3D)y = 0.

16
Solution: Solving for the auxiliary equation to obtain the roots we have

r3 − 4r2 + 3r = 0

r(r2 − 4r + 3) = 0

r(r − 3)(r − 1) = 0

r = 0, r = 3, r = 1

Thus the roots are real and distinct. Hence the solution is

y = c1 + c2 ex + c3 e3x .

Theorem 2: When the roots of the auxiliary equation corresponding to the homogeneous higher order
linear differential equation are all real and equal, i.e, r1 = r2 = r3 = · · · = rn , then the solution is

y = c1 er1 x + c2 xer1 x + c3 x2 + · · · + cn xn ern x

Example 1: Find the solution of

d4 y d3 y d2 y
4
− 2 3 + 2 = 0.
dx dx dx

000 00
Solution: The given DE can be written as y (iv) − 2y + y = 0. Solving its auxiliary equation to get the
roots we have

r4 − 2r3 + r2 = 0

r2 (r2 − 2r + 1) = 0

r2 (r − 1)2 = 0

r = 0, 0 r = −1, −1

Thus the roots are real and equal and hence the solution is

y = c1 + c2 x + c3 ex + c4 ex

Example 2: Determine the solution of (4D3 − 4D2 + D)y = 0.

Solution: Solving for the auxiliary equation to obtain the roots we have

4r3 − 4r2 + r = 0

r(4r2 − 4r + 1) = 0

r(2r − 1)2 = 0
1 1
r = 0, , r = ,
2 2

Therefore the roots are distinct and some are equal. Hence the solution is

y = c1 + c2 ex/2 + c3 xex/2 .

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Theorem 3: When the roots of the auxiliary equation corresponding to the homogeneous higher order
linear differential equation are conjugate complex numbers, i.e, r = a + bi, then the solution is

y = c1 eax cos bx + c2 eax sin bx

Example 1: Find the solution of

(D2 + 9)y = 0.

Solution: Solving its auxiliary equation to get the roots we have

r2 + 9 = 0

r = ±3i

Therefore the solution is given by

y = c1 cos 3x + c2 sin 3x.

Example 2: Find the solution of

(D2 − 4D + 5)y = 0.

Solution: Solving its auxiliary equation to get the roots we have

r2 − 4D + 5 = 0

r =2±i

r1 = 2 + i , r2 = 2 − i

Therefore the solution is given by

y = c1 e2x cos x + c2 e2x sin x.

Theorem 4: When the roots of the auxiliary equation corresponding to the homogeneous higher order
linear differential equation are equal conjugate complex numbers, i.e, the roots a + bi, occurs p times,
then the solution is

y = eax (c1 + c2 x + c3 x2 + · · · + cp xp−1 ) cos bx + eax (c1 + c2 x + c3 x2 + · · · + cp xp−1 ) sin bx

Example 1: Find the solution of

(D4 + 8D2 + 16)y = 0.

Solution: Solving its auxiliary equation to get the roots we have

r4 + 8r2 + 16 = 0

(r2 + 4)2 = 0

r2 + 4 = 0

r = ±2i of multiplicity 2

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Hence the solution is
y = (c1 + c2 x) cos 2x + (c3 + c4 x) sin 2x

Example 2: Find the solution of

(D4 + 2D3 + 10D2 )y = 0.

Solution: Solving its auxiliary equation to get the roots we have

r4 + 2r3 + 10r2 = 0

r2 (r2 + 2r + 10)2 = 0

r2 + 4 = 0

r = 0, 0 r = −1 ± 3i

Hence the solution is

y = c1 + c2 x + c3 e−x cos 3x + c4 e−x sin 3x

Example 3: Find the solution of

(D6 + 9D4 + 24D2 + 16)y = 0.

Solution: The auxiliary equation is given by r6 + 9r4 + 24r2 + 16 = 0. Let r2 = m. Then we have

m3 + 9m2 + 24m + 16 = 0.

We will use synthetic division to get the roots and so we get the first root m = −4. We then have

(m + 4)(m2 + 5m + 4) = 0

(m + 4)(m + 4)(m + 1) = 0

m = −4, −4 m = −1

Thus the roots are

r2 = −4, −4 =⇒ r = ±2i, ±2i

and
r2 = −1 =⇒ r = ±i

Hence the solution is

y = (c1 cos x + c2 sin x)e0x + (c3 + c4 x)e0x cos 2x + (c5 + c6 x)e0x sin 2x

= c1 cos x + c2 sin x + (c3 + c4 x) cos 2x + (c5 + c6 x) sin 2x

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 Exercises

Find the general solution. When the operator D is used, it is implied that the independent variable is x.

1. (D2 + 5D + 6)y = 0.

2. (D3 + 2D2 − 15D)y = 0.

3. (D4 − 2D3 − 13D2 + 38D − 24)y = 0.

4. (9D3 + 6D2 + D)y = 0.

5. (2D4 − 5D3 − 3D2 )y = 0.

6. (D3 − 3D2 + 4)y = 0.

7. (D2 − 4D + 7)y = 0.

8. (D3 + 7D2 + 19D + 13)y = 0;

9. (D4 − 2D3 + 2D2 − 2D + l)y = 0.

10. (D5 + D4 7D3 − 11D2 − 5D − 12)y = 0.

11. (D4 − D3 − 3D2 + D + 2)y = 0.

12. (D6 − 4D4 + 4D2 )y = 0

13. (D5 − 2D3 − 2D2 − 3D − 2)y = 0.

14. (D5 − 15D3 + l0D2 + 60D − 72)y = 0.

15. (D4 + 2D3 − 6D2 − 16D − 8)y = 0.

0 00 0
16. (D4 + 6D3 + 9D2 )y = 0; when x = 0, y = 0, y = 0, y = 6, and as x → ∞, y → 1. For this
particular solution, find the value of y when x = 1.
0 00
17. (D3 + 6D2 + 12D + 8)y = 0; when x = 0, y = 1, y = −2, y = 2.

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