Module 8

8.1 Higher Order Differential Equations

Recall that the linear nth order differential equation is of the form

𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦

𝑎𝑛 (𝑥) + 𝑎𝑛−1 (𝑥) + 𝑎𝑛−2 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎𝑜 (𝑥)𝑦 = 𝑔(𝑥). (1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2 𝑑𝑥

When 𝑔(𝑥) = 0, equation (1) becomes the nth Order Homogeneous Differential Equation

𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦

𝑎𝑛 (𝑥) + 𝑎𝑛−1 (𝑥) + 𝑎𝑛−2 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎𝑜 (𝑥)𝑦 = 0 (2)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2 𝑑𝑥

𝑑
Now, if we let = 𝐷, then equation (2) becomes
𝑑𝑥

𝑎𝑛 (𝑥)𝐷 𝑛 𝑦 + 𝑎𝑛−1 (𝑥)𝐷 𝑛−1 𝑦 + 𝑎𝑛−2 (𝑥)𝐷 𝑛−2 𝑦 + ⋯ + 𝑎1 (𝑥)𝐷𝑦 + 𝑎𝑜 (𝑥)𝑦 = 0

Or
[𝑎𝑛 (𝑥)𝐷 𝑛 + 𝑎𝑛−1 (𝑥)𝐷 𝑛−1 + 𝑎𝑛−2 (𝑥)𝐷 𝑛−2 + ⋯ + 𝑎1 (𝑥)𝐷 + 𝑎0 (𝑥)]𝑦 = 0 (3)

where 𝐷 is called the differential operator.

Example 1. Write the equivalent equations of the following in differential operators.

a. 𝑦” − 𝑦 ′ − 2𝑦 = 0
𝒅𝟐 𝒙
b. − 16𝑥 =0
𝒅𝒕𝟐
c. 𝑦′′′ + 2𝑦" + 5𝑦′ − 26𝑦 = 0
𝑑3 𝑟 𝑑2 𝑟 𝑑𝑟
d. −5 + 25 − 125𝑟 = 0
𝑑𝑡 3 𝑑𝑡 2 𝑑𝑡

Solution:
a. (𝐷 2 − 𝐷 − 2)𝑦 = 0
b. (𝐷 2 − 16)𝑥 = 0
c. (𝐷 3 + 2𝐷 2 + 5𝐷 − 26)𝑦 = 0
d. (𝐷 3 − 5𝐷 2 + 25𝐷 − 125)𝑟 = 0
8.2 Homogeneous Differential Equations with Constant Coefficients

In equation (3), when 𝑎𝑛 (𝑥), 𝑎𝑛−1 (𝑥), … , 𝑎1 (𝑥), 𝑎𝑜 (𝑥) are all constants, then it reduces to

(𝑎𝑛 𝐷 𝑛 + 𝑎𝑛−1 𝐷 𝑛−1 + 𝑎𝑛−2 𝐷 𝑛−2 + ⋯ + 𝑎1 𝐷 + 𝑎0 )𝑦 = 0, (4)

Or
𝑓(𝐷)𝑦 = 0 (5)
where:
𝑓(𝐷) = 𝑎𝑛 𝐷 𝑛 + 𝑎𝑛−1 𝐷 𝑛−1 + 𝑎𝑛−2 𝐷 𝑛−2 + ⋯ + 𝑎1 𝐷 + 𝑎0 .

If 𝑦 = 𝑒 𝑚𝑥 is a solution of (5), then 𝑚 is a root of the equation

𝑓(𝑚) = 0 (6)

called the Auxiliary Equation of (4).

8.2.1 The Auxiliary Equation has Distinct Real Roots 𝑚1 , 𝑚2 , … , 𝑚𝑛

General Solution:

𝑦 = 𝑐1𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛 𝑥

Example 2. Solve the following differential equations:

a. 2𝑦” − 5𝑦 ′ − 3𝑦 = 0
b. 𝑦 ′′′ − 4𝑦 ′′ + 𝑦 ′ + 6𝑦 = 0
𝑑4 𝑥 𝑑3 𝑥 𝑑2 𝑥 𝑑𝑥
c. − 10 + 35 − 50 + 24𝑥 = 0
𝑑𝑡 4 𝑑𝑡 3 𝑑𝑡 2 𝑑𝑡
d. (𝐷 3 − 2𝐷 2 − 𝐷 + 2)𝑦 = 0

Solution:
a. 𝑓(𝐷)𝑦 = 0: (2𝐷 2 − 5𝐷 − 3)𝑦 = 0
𝑓(𝑚) = 0: 2𝑚2 − 5𝑚 − 3 = 0 (Auxiliary Equation)

Solving for the roots, we have

2𝑚2 − 5𝑚 − 3 = 0
(2𝑚 + 1)(𝑚 − 3) = 0
2𝑚 + 1 = 0 and 𝑚 − 3 = 0
Or
1
𝑚1 = − and 𝑚2 = 3
2
Hence, the solutions is
1
− 𝑥
𝑦 = 𝑐1 𝑒 2 + 𝑐2 𝑒3𝑥
b. 𝑓(𝐷)𝑦 = 0: (𝐷 3 − 4𝐷 2 + 𝐷 + 6)𝑦 = 0
𝑓(𝑚) = 0: 𝑚3 − 4𝑚2 + 𝑚 + 6 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚3 − 4𝑚2 + 𝑚 + 6 = 0
By synthetic division,

1 −4 1 6 - 1 (trial number)
-1 5 -6
1 -5 6 0

Thus, -1 is a root, or (𝑚 + 1) is a factor. The auxiliary equation now becomes

(𝑚 + 1)(𝑚2 − 5𝑚 + 6) = 0
(𝑚 + 1)(𝑚 − 2)(𝑚 − 3) = 0
or
𝑚1 = −1, 𝑚2 = 2, and 𝑚3 = 3.

Hence, the solutions is

𝑦 = 𝑐1 𝑒− 𝑥 + 𝑐2 𝑒2𝑥 + 𝑐3 𝑒3𝑥

c. 𝑓(𝐷)𝑥 = 0: (𝐷 4 − 10𝐷 3 + 35𝐷 2 − 50𝐷 + 24)𝑥 = 0

𝑓(𝑚) = 0: 𝑚4 − 10𝑚3 + 35𝑚2 − 50𝑚 + 24 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚4 − 10𝑚3 + 35𝑚2 − 50𝑚 + 24 = 0

By synthetic division,

1 − 10 35 − 50 24 1 (trial number)
1 -9 26 -24
1 -9 26 -24 0

Thus, 1 is a root, or (𝑚 − 1) is a factor. The auxiliary equation now becomes

(𝑚 − 1)(𝑚3 − 9𝑚2 + 26𝑚 − 24) = 0

 By synthetic division again,

1 −9 26 − 24 2 (trial number)
2 -14 24
1 -7 12 0
Thus, 2 is another root, or (𝑚 − 2) is a factor. The characteristic equation now becomes

(𝑚 − 1)(𝑚 − 2)(𝑚2 − 7𝑚 + 12) = 0

(𝑚 − 1)(𝑚 − 2)(𝑚 − 3)(𝑚 − 4) = 0
or
𝑚1 = 1, 𝑚2 = 2, 𝑚3 = 3 and 𝑚4 = 4.
Hence, the solutions is
𝑥 = 𝑐1 𝑒 𝑡 + 𝑐2 𝑒2𝑡 + 𝑐3 𝑒3𝑡 + 𝑐4 𝑒4𝑡

d. 𝑓(𝐷)𝑦 = 0: (𝐷 3 − 2𝐷 2 − 𝐷 + 2)𝑦 = 0
𝑓(𝑚) = 0: 𝑚3 − 2𝑚2 − 𝑚 + 2 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚3 − 2𝑚2 − 𝑚 + 2 = 0
By synthetic division,

1 −2 −1 2 2 (trial number)
2 0 -2
1 0 -1 0

Thus, 2 is a root, or (𝑚 − 2) is a factor. The auxiliary equation now becomes

(𝑚 − 2)(𝑚2 − 1) = 0
(𝑚 − 2)(𝑚 − 1)(𝑚 + 1) = 0
or
𝑚1 = −1, 𝑚2 = 1, and 𝑚3 = 2
Hence, the solutions is

𝑦 = 𝑐1 𝑒− 𝑥 + 𝑐2 𝑒𝑥 + 𝑐3 𝑒2𝑥
8.2.2 The Auxiliary Equation Has Repeated Roots 𝑚1 = 𝑚2 = ⋯ = 𝑚𝑛 = 𝑚

General Solution:

𝑦 = 𝑐1 𝑒 𝑚𝑥 + 𝑐2𝑥𝑒 𝑚𝑥 + 𝑐3 𝑥 2 𝑒 𝑚𝑥 + ⋯ +𝑐𝑛 𝑥 𝑛−1 𝑒 𝑚𝑥

𝑦 = 𝑒𝑚𝑥 (𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑥2 + ⋯ +𝑐𝑛 𝑥𝑛−1)

Example 3. Solve the following differential equations:

a. 𝑦” − 6𝑦 ′ + 9 = 0
𝑑4 𝑥 𝑑3 𝑥 𝑑2 𝑥
b. +2 3+ 2 = 0`
𝑑𝑡 4 𝑑𝑡 𝑑𝑡
4 3 2
c. (𝐷 − 7𝐷 + 18𝐷 − 20𝐷 + 8)𝑦 = 0
d. 𝑦 ′′′ − 3𝑦 ′ − 2 = 0; when 𝑥 = 0, 𝑦 = 0, 𝑦 ′ = 9, 𝑦 ′′ = 0

Solution:
a. 𝑓(𝐷)𝑦 = 0: (𝐷 2 − 6𝐷 + 9)𝑦 = 0
𝑓(𝑚) = 0: 𝑚2 − 6𝑚 + 9 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚2 − 6𝑚 + 9 = 0
(𝑚 − 3)(𝑚 − 3) = 0
𝑚1 = 3 and 𝑚2 = 3
Or
𝑚1 = 𝑚2 = 3
Hence, the solutions is

𝑦 = 𝑐1 𝑒3𝑥 + 𝑐2 𝑥𝑒3𝑥

𝑦 = 𝑒3𝑥 (𝑐1 + 𝑐2 𝑥)

b. 𝑓(𝐷)𝑥 = 0: (𝐷 4 + 2𝐷 3 + 𝐷 2 )𝑥 = 0
𝑓(𝑚) = 0: 𝑚4 + 2𝑚3 + 𝑚2 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚4 + 2𝑚3 + 𝑚2 = 0

By factoring 𝑚2 ,
𝑚2 (𝑚2 + 2𝑚 + 1) = 0
𝑚2 (𝑚 + 1)(𝑚 + 1) = 0
or
𝑚1 = 𝑚2 = 0, and 𝑚3 = 𝑚4 = −1
 Hence, the solutions is
𝑥 = 𝑐1 + 𝑐2 𝑡 + 𝑐3 𝑒−𝑡 + 𝑐4 𝑡𝑒−𝑡

c. 𝑓(𝐷)𝑦 = 0: (𝐷 4 − 7𝐷 3 + 18𝐷 2 − 20𝐷 + 8)𝑦 = 0

𝑓(𝑚) = 0: 𝑚4 − 7𝑚3 + 18𝑚2 − 20𝑚 + 8 = 0 (Auxiliary Equation)

Solving for the roots, we have

𝑚4 − 7𝑚3 + 18𝑚2 − 20𝑚 + 8 = 0

By synthetic division,

1 −7 18 − 20 8 2 (trial number)
2 -10 16 -8
1 -5 8 -4 0
Thus, 2 is a root, or (𝑚 − 2) is a factor. The auxiliary equation now becomes

(𝑚 − 2)(𝑚3 − 5𝑚2 + 8𝑚 − 4) = 0

By synthetic division again,

1 −5 8 −4 2 (trial number)
2 -6 4
1 -3 2 0

Thus, 2 is another root, or (𝑚 − 2) is another factor. The auxiliary equation now becomes

(𝑚 − 2)(𝑚 − 2)(𝑚2 − 3𝑚 + 2) = 0
(𝑚 − 2)(𝑚 − 2)(𝑚 − 1)(𝑚 − 2) = 0
or
𝑚1 = 1 and 𝑚2 = 𝑚3 = 𝑚4 = 2

Hence, the solutions is

𝑦 = 𝑐1 𝑒𝑥 + 𝑐2 𝑒2𝑥 + 𝑐3 𝑥𝑒2𝑥 + 𝑐4 𝑥2𝑒2𝑥

d. 𝑓(𝐷)𝑦 = 0: (𝐷 3 − 3𝐷 − 2)𝑦 = 0
𝑓(𝑚) = 0: 𝑚3 − 3𝑚 − 2 = 0 (Auxiliary Equation)
Solving for the roots, we have

𝑚3 − 3𝑚 − 2 = 0

By synthetic division,

1 0 −3 −2 2 (trial number)
2 4 2
1 2 1 0
Thus, 2 is a root, or (𝑚 − 2) is a factor. The auxiliary equation now becomes

(𝑚 − 2)(𝑚2 + 2𝑚 + 1) = 0
(𝑚 − 2)(𝑚 + 1)(𝑚 + 1) = 0
or
𝑚1 = 2 and 𝑚2 = 𝑚3 = −1

Hence, the general solutions is

𝑦 = 𝑐1 𝑒2𝑥 + 𝑐2 𝑒−𝑥 + 𝑐3 𝑥𝑒−𝑥
(1)

Now, the first and second derivatives of the above equation are

𝑦 ′ = 2𝑐1 𝑒2𝑥 − 𝑐2 𝑒−𝑥 + 𝑐3 (𝑒−𝑥 − 𝑥𝑒−𝑥 ) (2)

and
𝑦 ′′ = 4𝑐1 𝑒2𝑥 + 𝑐2 𝑒−𝑥 + 𝑐3 [−𝑒−𝑥 − (−𝑥𝑒−𝑥 + 𝑒−𝑥 )]

𝑦 ′′ = 4𝑐1 𝑒2𝑥 + 𝑐2 𝑒−𝑥 + 𝑐3 (𝑥𝑒−𝑥 − 2𝑒−𝑥 ) (3)

respectively.

When 𝑥 = 0, 𝑦 = 0, using (1),

0 = 𝑐1 + 𝑐2
(4)

When 𝑥 = 0, 𝑦′ = 9, using (2),

9 = 2𝑐1 − 𝑐2 + 𝑐3
(5)

When 𝑥 = 0, 𝑦′′ = 0, using (3),

0 = 4𝑐1 + 𝑐2 − 2𝑐3
 (6)

Eliminating 𝑐2 , (4) + (5),

0 = 𝑐1 + 𝑐2

9 = 2𝑐1 − 𝑐2 + 𝑐3

9 = 3𝑐 1 + 𝑐 3 (7)

Also, (5) + (6),

9 = 2𝑐1 − 𝑐2 + 𝑐3

0 = 4𝑐1 + 𝑐2 − 2𝑐3

9 = 6𝑐 1 − 𝑐 3 (8)

And eliminating 𝑐3, (7) + (8),

9 = 3𝑐 1 + 𝑐 3

9 = 6𝑐 1 − 𝑐 3
18 = 9𝑐1

Or 𝑐1 = 2

Form (4),
𝑐2 = −2

and from (7),

𝑐3 = 3

Thus, the particular solution of the differential equation is

𝑦 = 2𝑒2𝑥 − 2𝑒−𝑥 + 3𝑥𝑒−𝑥

8.2.3 The Auxiliary Equation has imaginary Roots 𝑚1 = 𝑎 ± 𝑏𝑖

General Solution:

𝑦 = 𝑐1 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐2𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥

𝑦 = 𝑒𝑎𝑥 (𝑐1𝑐𝑜𝑠𝑏𝑥 + 𝑐2 𝑠𝑖𝑛𝑏𝑥)

D
Example 4. Solve (𝐷 2 − 2𝑑 + 5)𝑦 = 0
 𝑓(𝑚) = 0: 𝑚2 − 2𝑚 + 5 = 0

Solving for the roots,

𝑚2 − 2𝑚 + 5 = 0
Using quadratic formula,
2 ± √(−2)2 − 4(1)(5)
𝑚=
2(1)
𝑚 = 1 ± 2𝑖

Thus, the solution of the differential equation is

𝑦 = 𝑐1 𝑒 𝑥 𝑐𝑜𝑠2𝑥 + 𝑐2𝑒 𝑥 𝑠𝑖𝑛2𝑥

or
𝑦 = 𝑒 𝑥 (𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥)

D
Example 5. Solve (𝐷 3 − 3𝐷 2 + 9𝑑 + 13)𝑦 = 0

𝑓(𝑚) = 0: 𝑚3 − 3𝑚2 + 9𝑚 + 13 = 0

Solving for the roots,

𝑚3 − 3𝑚2 + 9𝑚 + 13 = 0

By synthetic division,

1 −3 9 13 -1 (trial number)
-1 4 -13
(m+1) 1 -4 13 0
Thus, -1 is a root, or (𝑚 + 2) is a factor. The auxiliary equation now becomes
(m+1)
(𝑚 + 2)(𝑚2 − 4𝑚 + 13) = 0
or
-1
𝑚1 = −2 and 𝑚2 − 4𝑚 + 13 = 0

Using quadratic formula,

4 ± √(−4)2 − 4(1)(13)
𝑚=
2(1)

𝑚 = 2 ± 3𝑖

Thus, the solution of the differential equation is

𝑦 = 𝑐1 𝑒 −𝑥 + 𝑒 2𝑥 (𝑐2 𝑐𝑜𝑠3𝑥 + 𝑐3 𝑠𝑖𝑛3𝑥)

Example 6. Solve 𝑦 ′′ + 9𝑦 = 0

Solution:

𝑓(𝑚) = 0: 𝑚2 + 9 = 0 (Auxiliary Equation)

Solving for the roots,

𝑚2 = −9
𝑚 = ±3𝑖

Thus, the solution of the differential equation is

𝑦 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥)

8.2.4 The Auxiliary Equation has repeated imaginary Roots (𝑚 = 𝑎 ± 𝑏𝑖)𝑛 .

General Solution:

𝑦 = 𝑐1𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐2𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥+𝑥(𝑐3 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐4𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥)+…

+𝑥 𝑛−1 (𝑐𝑛+1 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐𝑛+2 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥)

Example 7. Solve (𝐷 4 + 8𝐷 2 + 16) = 0

Solution:

𝑓(𝑚) = 0: 𝑚4 + 8𝑚2 + 16 = 0 (Auxiliary Equation)

Solving the roots,

𝑚4 + 8𝑚2 + 16 = 0
(𝑚2 + 4)(𝑚2 + 4) = 0
Or
𝑚 = ±2𝑖 (twice)

Thus, the solution of the differential equation is

𝑦 = 𝑐1 𝑐𝑜𝑠2𝑥 + 𝑐2 𝑠𝑖𝑛2𝑥 + 𝑥(𝑐3 𝑐𝑜𝑠2𝑥 + 𝑐4 𝑠𝑖𝑛2𝑥)

Try This!

1. (4𝐷 3 + 4𝐷 2 + 𝐷)𝑦 = 0
2. (4𝐷 4 + 4𝐷 3 − 3𝐷 2 − 2𝐷 + 1)𝑦 = 0
3. (2𝐷 4 + 11𝐷 3 − 4𝐷 2 − 69𝐷 + 34)𝑦 = 0
4. (𝐷 3 + 7𝐷 2 + 19𝐷 + 13)𝑦 = 0
5. (𝐷 6 + 9𝐷 4 + 24𝐷 2 + 16)𝑦 = 0