Differential Equations (Higher-Order)
Differential Equations (Higher-Order)
High-Order DE
Higher-Order Linear Differential Equations
An nth-order linear differential equation in the dependent variable y and independent
variable x is an equation that can be expressed in the form
dny d n1 y dy
a0 ( x) n a1 ( x) n1 ........ an1 ( x) an ( x) y F ( x) ..................(i )
dx dx dx
where, a0, a1,….., an and F are continuous real functions on a real interval a x b. a0 0.
The right-hand member F(x) is called the non-homogeneous term. If F(x) is identically zero,
equ. (i) reduces to
dny d n 1 y dy
a0 ( x ) n a1 ( x ) n 1 ........ an 1 ( x ) an ( x ) y 0 ..........(ii )
dx dx dx
which is then called homogeneous linear differential equation.
For n = 2, equation (i) reduces to second-order non-homogeneous linear differential equation.
d2y dy
a0 ( x ) 2 a1 ( x ) a2 ( x ) y F ( x ) ..................(iii )
dx dx
Equation (iii) reduces to the corresponding second-order homogeneous equation as
d2y dy
a0 ( x ) 2 a1 ( x ) a2 ( x ) y 0 ..................(iv )
dx dx
d3y d 2 y dy
Example: 2 2 2y 0
dx 3 dx dx
Higher-order Linear Homogeneous DE
If f1, f2, f3,……., fn are n linearly independent solutions of the nth-order linear
homogeneous differential equation
dny d n1 y dy
a0 ( x) n a1 ( x) n1 ........ an1 ( x) an ( x) y 0 .........(ii )
dx dx dx
then the set f1, f2, f3, ………, fn is called a fundamental set solutions of equ (ii) and the general
solution may be expressed as the linear combination of the nth solutions as
f ( x) C1 f1 ( x) C2 f 2 ( x) C3 f 3 ( x) ...... Cn f n ( x)
Example:
sinx and cosx are solutions of the
d2y
2
y 0 for all values of x x .
dx
If these two solutions are linearly independent, then its general solution may be
expressed as
f ( x) C1 sin x C2 cos x
Wronskian
Let f1, f2, f3,…., fn be n real functions each of which has an (n-1)st derivatives
on a real interval a x b. The determinant
f1 f2 f3 ........ f n
f 1 f 2 f 3 ......... f n
[The prime denotes the
W ( f 1 , f 2 ,..., f n ) f 1 f 2 f 3 ........ f n derivatives]
. . .
f 1( n 1) f 2( n 1) f 3( n 1) ........ f n( n 1)
sin x cos x
W (sin x, cos x ) sin 2 x cos 2 x 1 0
cos x sin x
The general solution can be written as the linear combination of the two
solutions as
The Wronskian W(ex, e-x, e2x) 0 for all real x. Thus, we conclude
that ex, e-x and e2x are the linearly independent solutions of the given
differential equation on every real interval.
The general solution can be written as the linear combination of the two
solutions as
e2 x e3x
W (e 2 x , e 3 x ) 3e 5 x 2e 5 x e 5 x 0
2e 2 x 3e3x
The Wronskian W(e2x e3x) 0 for all real x. Thus, we conclude that e2x
and e3x are linearly independent solutions of the given differential equation on
every real interval.
(b) The general solution can be written as the linear combination of the two
solutions as
c1 c2 2 ...................( a )
Now, differentiating the general solution, we obtain
y 2c1e 2 x 3c2 e 3 x
To satisfy the condition y(0) =2, i.e., y = 3 when x= 0, we have
c1 3 and c2 1
Substituting these values of c1 and c2 into the general solution , we have
y 3e 2 x e 3 x
Methods of Solving Higher-Order Linear
Differential Equations
There are several methods of solving Higher-order DEs:
Reduction of Order
Homogeneous Linear equations with Constant Coefficients
Method of Undetermined Coefficients
Variation of Parameters
The Cauchy-Euler Equation
Homogeneous Linear Equations with
Constant Coefficients
Consider nth-order homogeneous linear differential equation in which all of the
coefficients are real constants:
dny d n 1 y dy
a0 n a1 n 1 ........ an 1 an y 0 ..........(i )
dx dx dx
where, a0, a1, ………, an are real constants.
dx dx 2 dx n
Substituting these into equ. (i), we have
equ. (ii). Hence, to solve equ. (i), we write the auxiliary equation and solve it for m.
y c1e x c2 e 2 x c3e 3 x
Case 2: Real and Repeated Roots
d2y dy
Example 4.22: Consider the differential equation 2 6 9 y 0 .........(i )
dx dx
Solution: Taking y e m x is a solution of the equation.
dy d2y
me mx
and 2
m 2 e mx
dx dx
Substituting these into equ. (i), we have
m 2 e mx 6me mx 9e mx 0 or , e mx (m 2 6m 9) 0
Since emx 0, then the auxiliary equation is given by
m 2 6m 9 0 ...............(ii )
Hence, m 3m 3m 9 0
2 or , (m 3)(m 3) 0
m1 3, m2 3
The roots are real and repeated. Hence, e3x and e3x are not the linearly independent
solutions. The one solution is y1 = c1e3x.
We verify that e3x and e3x are linearly independent or not. Their Wronskian is
e3x e3x
W (e , e )
3x 3x
3e 6 x 3e 6 x 0
3e 3 x 3e 3 x
Hence, the solutions e3x and e3x are not linearly independent.
Now, we let y e 3x
v , where v is to be determined.
dy 3 x dv
e 3e 3 x v
dx dx
d 2 y 3x d 2 v 3 x dv 3 x dv
2
e 2
3 e 3e 9e 3 x v
dx dx dx dx
2
3x d v 3 x dv
e 2
6 e 9e 3 x v
dx dx
Substituting these into equation (i), we have
d 2v 3 x dv 3 x dv
e 3x
2
6 e 9 e 3x
v 6 e 18e 3 x v 9e 3 x v 0
dx dx dx
2
3x d v
e 0
dx 2
dv
Letting w , we have first-order equation
dx
e3x
dw
0 or ,
dw
0 or , w c
dx dx
Choosing c = 1, w 1
dv
Recalling w , we find v x c0
dx
where c0 is the arbitrary constant. Choosing c0=0, we obtain the solution
y 2 c2 xe 3 x
The general solution of the given equation is given by Test : The Wronskian is
y y1 y 2 W (e , xe )
3x 3x
e3x xe 3 x
3e 3 x ( 3xe 3 x e 3 x )
y (c1 c2 x ) e 3 x 3xe 6 x e 6 x 3xe 6 x e 6 x 0
3x
Thus, e and xe 3 x are linearly
independent solutions.
Theorem:
If the auxiliary equation has the real root m occurring k times, then the general
solution of the DE corresponding to k-fold repeated root is given by
y (c1 c2 x c3 x 2 ....... ck x k 1 ) e mx
d4y d3y d2y dy
Example 4.24: Find the general solution of 4
5 3
6 2
4 8y 0
dx dx dx dx
The auxiliary equation is m 4 5m 3 6m 2 4m 8 0
The four roots are 2, 2, 2, -1
The solution corresponding to the three-fold root 2 is y1 (c1 c2 x c3 x ) e
2 2x
x
The solution corresponding to the simple root -1 is y 2 c4 e
The general solution of the given equation is given by
y y1 y 2 (c1 c2 x c3 x 2 ) e 2 x c4 e x
Case 3: Complex Conjugate Roots
d2y
Example 4.25: Find the general solution of 2
y 0 .........(i )
dx
Solution: Taking y e m x is a solution of the equation.
dy d2y
me mx
and 2
m 2 mx
e
dx dx
Substituting these into equ. (i), we have
me2 mx
e mx
0 or , e mx (m 2 1) 0
Since emx 0, then the auxiliary equation is given by
m 2 1 0 ...............(ii )
Solving it, we find
m 1 i2 i
The roots are complex conjugate complex numbers +i and -i.
Hence, the general solution is given by
y Ae i x B e i x
i
Using Euler’s formula e cos i sin , we have
y A cos x Ai sin x B cos x iB sin x or , y ( A B ) cos x i ( A B ) sin x
y Ae ( 34i ) x B e ( 34i ) x
or , y Ae 3 x .e 4ix Be 3 x .e 4ix or , y ( A e 4ix B e 4ix ) e 3 x
1
Using Euler’s formula e cos i sin , we have
y [ A(cos 4 x i sin 4 x ) B(cos 4 x i sin 4 x ) ] e 3 x
[( A B ) cos 4 x i ( A B ) sin 4 x ] e 3 x
(c1 sin 4 x c2 cos 4 x ) e 3 x .........(ii ) where, c1 = i(A-B) and c2 = A+B
From this, we have
dy
(4c1 cos 4 x 3c1 sin 4 x )e 3 x ( 4c2 sin 4 x 3 cos 4 x ) e 3 x
dx
[(3c1 4c2 ) sin 4 x (4c1 3c2 ) cos 4 x ].............(iii )
y (2 sin 4 x 3 cos 4 x ) e 3x
Exercises- 4.2
## Find the general solution of each of the differential equations:
d2y dy d 2
y dy
1. 5 6 y 0 4 . 3 14 5y 0
dx 2 dx dx 2
dx
d2y dy d2y dy
7. 2 8 16 y 0 9. 2
4 13 y 0
dx dx dx dx
d3y d2y dy
14. 4 3 4 2 7 2 y 0 d3y d2y dy
dx dx dx 16. 3 4 2 5 6 y 0
dx dx dx
d 3 y d 2 y dy
17. 3 2 y 0
dx dx dx
## Solve the initial-value problems of the followings:
d 2 y dy d2y dy
25. 2
12 y 0 , y ( 0 ) 3, y ( 0 ) 5 . 29 . 2
6 9 y 0, y (0) 2, y (0) 3.
dx dx dx dx
2 2
d y dy d y dy
33. 2
4 29 y 0 , y ( 0 ) 0 , y ( 0 ) 5 . 37 . 9 2
6 5 y 0, y (0) 6, y (0) 0.
dx dx dx dx
3 2
d y d y dy
39. 3
6 2
11 6 y 0, y (0) 0, y (0) 0, y (0) 2.
dx dx dx
d3y d2y dy
42. 5 9 5 y 0, y (0) 0, y (0) 1, y (0) 6.
dx 3 dx 2 dx
Exercises- 4.2 Answer sheet
1. y c1e 2 x c1e 3 x
4. y c1e 5 x c1e x / 3
7. y (c1 c1 x )e 34
9. y e 2 x (c1 sin 3x c2 cos 3x )
14. y c1e 2 x c1e x / 2 c3 xe x / 2
7 7
16. y c1e 3 x e x / 2 [ c2 sin( ) x c3 cos( ) x ]
2 2
17. y c1e x c2 sin x c3 cos x
25. y 2e 4 x e 3 x
29. y (3x 2)e 3 x
33. y e 2 x sin 5 x
x
2 2
37. y 3 e [sin x 2 cos x ]
3
3 3
39. y e x 2e 2 x e 3 x
dny d n 1 y dy
a0 n a1 n 1 ........ an 1 an y F ( x ) ..........(i )
dx dx dx
where, the coefficients a0, a1, ………, an are real constants but the nonhomogeneous
term F(x) is a nonconstant function of x.
y yc y p
where,
yc is the complementary function, that is, the general solution of the corresponding
homogeneous equation.
yp is the particular integral, that is, any solution of nonhomogeneous function.
UC functions defined as finite products of two or more of these four basics are denied
respectively by
f ( x ) 2 x sin x x 2 cos x,
f ( x ) 2 sin x 4 x cos x x 2 sin x,
f ( x ) 6 cos x 6 x sin x x 2 cos x , ...........
y p A e x B sin x C cos x
Then
y p A e x B cos x C sin x
Substituting y p , y p and y p into equ. (i) for y, dy/dx and d2y/dx2, we have
( A e x B sin x C cos x ) 2( A e x B cos x C sin x ) 3( Ae x B sin x C cos x ) 2e x 10 sin x
1 x x
y y c y p c1e c2 e e 2 sin x cos x ........... (ii )
3x
2
Then we have dy 1 x
y x
3c1e c2 e e 2 cos x sin x .............(iii )
3x
dx 2
Applying the initial conditions y(0) = 2 and y(0) = 4 to equs. (ii) and (iii), we have
1
2 c1e 0 c2 e 0 e 0 2 sin 0 cos 0
2
1
4 3c1e 0 c2 e 0 e 0 2 cos 0 sin 0
2
Simplifying, we have
7 5
c1 c2 , 3c1 c2
2 2
7 5 3
or , 4 c1 6 c1
2 2 2
7 3
c2 2
2 2
Hence, the general solution of the initial-value problem is
3 3x x 1 x
y e 2 e e 2 sin x cos x
2 2
Example 4.37: Find the general solution of the differential equation
d2y dy
2
3 2 y 2 x 2 e x 2 xe x 4e 3 x ......................(i )
dx dx
Solution: The corresponding homogeneous equation is
d2y dy
2
3 2y 0
dx dx
The auxiliary equation of the homogeneous equation is
m 2 3m 2 0
or , (m 1)(m 2) 0 m 1, 2
Thus the complementary function is
y c c1e x c2 e 2 x
The nonhomogeneous term is the linear combination 2 x 2 e x 2 xe x 4e 3 x of the four UC
function x 2 , e x , xe x and e 3 x . .
(i) Form the UC set of each of these four UC functions. We find
S1 {x 2 , x, 1},
S 2 {e x }
S 3 {xe x , e x }
S 4 {e 3 x}
2) We note that S2 is completely included in S3, so S2 is omitted from further consideration,
we have
S1 {x 2 , x, 1}, S 3 {xe x , e x }, S 4 {e 3 x}
3) We now observe that S 3 {xe x , e x } includes ex, which is included in the complementary
function. Thus, we multiply each member of S3 by x to obtain the revised set as
S 3 {x 2 e x , xe x }
4) Thus the UC sets are
S1 {x 2 , x, 1}
S 4 {e 3 x }
S 3 {x 2 e x , xe x },
y p Ax 2 B x C De 3 x E x 2 e x F xe x
y p 2 Ax B 3De 3 x E x 2 e x 2 E x e x Fxe x F e x
y p x 2 3x 7 2 2e 3 x x 2 e x 3xe x
Therefore, the general solution is given by
y yc y p
y c1e x c2 e 2 x x 2 3x 7 2 2e 3 x x 2 e x 3xe x
Example 4.38: Find the general solution of the differential equation
d4y d2y
4
2
3 x 2
4 sin x 2 cos x ......................(i )
dx dx
Solution: The corresponding homogeneous equation is
d4y d2y
0
dx 4 dx 2
The auxiliary equation of the homogeneous equation is
m4 m2 0
or , m 2 (m 2 1) 0 m 0, 0, i , i
Two roots are repeated and other two roots are complex conjugate.
Thus, the complementary function is
y c c1e 0 c2 xe 0 c3 sin x c4 cos x
c1 c2 x c3 sin x c4 cos x
The nonhomogeneous term is the linear combination 3x 2 4 sin x 2 cos x of the four UC
function x 2 , sin x and cos x.
(i) Form the UC set of each of these four UC functions. We find
S1 {x 2 , x, 1},
S 2 {sin x, cos x}
S 3 {cos x, sin x}
2) We observe that S2 and S3 are identical and so we retain only one of them, we have
S1 {x 2 , x, 1}, S 3 {sin x, cos x}
x sin 4 x 3 cos 4 x
5. y e (c1 sin 3 x c2 cos 3 x)
26 52
2x3
17. y c1 c2 sin x c3 cos x 4 x 2 x sin x
3
2 x x
x e 3 xe
19. y c1e x c2 e 2 x c3e 3 x 4 xe 2 x e 4 x
4 4
1 2 1
21. y c1 sin x c2 cos x x cos x x sin x
4 4
27. y 3e 3 x 2e 5 x 3xe 2 x 4e 2 x
35. y ( x 5)e x 3x 2 e x 2 xe 2 x 4e 2 x