Differential Equation of Higher Order
Differential Equation of Higher Order
𝒅𝒏 𝒚 𝒅𝒏−𝟏𝒚 𝒅𝒚
𝒃𝟎 (𝒙) 𝒏
+ 𝒃𝟏 ( 𝒙 ) 𝒏−𝟏
+ ∙∙∙ +𝒃𝒏−𝟏 (𝒙) + 𝒃𝒏 (𝒙)𝒚 = 𝑹(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙
When 𝑹(𝒙) = 𝟎, it is homogeneous linear differential equation of order 𝒏 ; and
𝒅𝟑 𝒚 𝒅𝟐 𝒚
𝟐
𝟏 𝒅𝒚 Nonlinear homogeneous differential
𝒙𝟐 − (𝟑𝒙 − 𝟐) ( ) + − 𝟒𝒙𝒚 = 𝟎 equation of order 3
𝒅𝒙𝟑 𝒅𝒙𝟐 𝒙 𝒅𝒙
𝒅𝟑 𝒚 𝒅𝟐 𝒚
𝟐
𝟏 𝒅𝒚 Nonlinear nonhomogeneous differential
𝒙𝟐 − (𝟑𝒙 − 𝟐) ( ) + − 𝟒𝒙𝒚 = 𝟓𝒙 − 𝟏 equation of order 3
𝒅𝒙𝟑 𝒅𝒙𝟐 𝒙 𝒅𝒙
𝒅𝟐 𝒚 𝟏 𝒅𝒚 Nonlinear nonhomogeneous differential
𝒙𝟐 𝒚 + − 𝟒𝒙𝟐 𝒚𝟐 = −𝟏
𝒅𝒙𝟐 𝒙 𝒅𝒙 equation of order 2
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝟏 𝒅𝒚
𝒙𝟐 − (𝟑𝒙 − 𝟐) + − 𝟒𝒙𝒚 = 𝟎
𝒅𝒙𝟑 𝒅𝒙𝟐 𝒙 𝒅𝒙
𝟏
𝒙𝟐 𝒚(𝟑) − (𝟑𝒙 − 𝟐)𝒚′′ + 𝒚′ − 𝟒𝒙𝒚 = 𝟎
𝒙
Homogeneous Linear Differential Equations of Higher Order
𝒏 with Constant Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ∙∙∙ +𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
Where 𝒂𝟎 , 𝒂𝟏 , ∙ ∙ ∙ 𝒂𝒏−𝟏 and 𝒂𝒏 are constants.
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
𝟑 − 𝟒 𝟐 + 𝟑 − 𝟒𝒚 = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙
𝒅𝟐 𝒚
= 𝒎𝟐 𝒆𝒎𝒙
𝒅𝒙𝟐
𝒅𝟐 𝒚 𝒅𝒚
Substitute in − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎.
𝒅𝒙𝟐
𝒆𝒎𝒙 = 𝟎 ; 𝒎𝟐 − 𝟓𝒎 + 𝟔 = 𝟎
(𝒎 − 𝟑)(𝒎 − 𝟐) = 𝟎
𝒎 − 𝟑 = 𝟎; 𝒎 − 𝟐 = 𝟎 Roots of
Auxiliary
𝒎 = 𝟑 ;𝒎 = 𝟐
Equation
𝒅𝟐 𝒚 𝒅𝒚
𝒚 = 𝒄𝟏 𝒆𝟑𝒙 + 𝒄𝟐 𝒆𝟐𝒙 is the general solution of − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎.
𝒅𝒙𝟐
𝒅𝟐 𝒚 𝒅𝒚
Substitute in − 𝟓 𝒅𝒙 + 𝟔𝒚 = 𝟎
𝒅𝒙𝟐
(𝟗𝒄𝟏 𝒆𝟑𝒙 + 𝟒𝒄𝟐 𝒆𝟐𝒙 ) − 𝟓(𝟑𝒄𝟏 𝒆𝟑𝒙 + 𝟐𝒄𝟐 𝒆𝟐𝒙 ) + 𝟔(𝒄𝟏 𝒆𝟑𝒙 + 𝒄𝟐 𝒆𝟐𝒙 ) = 𝟎
𝟗𝒄𝟏 𝒆𝟑𝒙 + 𝟒𝒄𝟐 𝒆𝟐𝒙 − 𝟏𝟓𝒄𝟏 𝒆𝟑𝒙 − 𝟏𝟎𝒄𝟐 𝒆𝟐𝒙 + 𝟔𝒄𝟏 𝒆𝟑𝒙 + 𝟔𝒄𝟐 𝒆𝟐𝒙 = 𝟎
0=0
𝒅𝟐 𝒚 𝒅𝒚
b) − 𝟔 𝒅𝒙 + 𝟗𝒚 = 𝟎
𝒅𝒙𝟐
𝒅𝟐 𝒚 𝒅𝒚
𝒚 = 𝒄𝟏 𝒆𝟑𝒙 + 𝒄𝟐 𝒙𝒆𝟑𝒙 is the general solution of − 𝟔 𝒅𝒙 + 𝟗𝒚 = 𝟎
𝒅𝒙𝟐
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
C) Solve 𝟑
+𝟕 + 𝟏𝟐 =𝟎
𝒅𝒙 𝒅𝒙𝟐 𝒅𝒙
𝒅𝟑 𝒚 𝒅𝟐 𝒚 𝒅𝒚
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆−𝟑𝒙 + 𝒄𝟑 𝒆−𝟒𝒙 is the general solution of + 𝟕 𝒅𝒙𝟐 + 𝟏𝟐 𝒅𝒙 = 𝟎
𝒅𝒙𝟑
Eliminate the arbitrary constants in 𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆𝟕𝒙
Solution:
𝒎 = 𝟎; 𝒎 = 𝟕
𝒎 = 𝟎 ;𝒎 − 𝟕 = 𝟎
𝒎(𝒎 − 𝟕) = 𝟎
𝒎𝟐 − 𝟕𝒎 = 𝟎
𝒅𝟐 𝒚 𝒅𝒚
− 𝟕 𝒅𝒙 = 0
𝒅𝒙𝟐
Case 1. The roots of auxiliary equation are distinct real roots 𝒎
𝒎𝟏 ≠ 𝒎 𝟐 ≠ ∙ ∙ ∙ ≠ 𝒎𝒏
The general solution is 𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒆𝒎𝒏 𝒙
- 2 -6 -4 𝒎 = −𝟐
1 3 2 0 or 𝑚2 + 3𝑚 + 2 = 0
(𝒎 + 𝟐)(𝒎 + 𝟏) = 𝟎
𝒎 = −𝟐; 𝒎 = −𝟏
𝒚𝟏 = 𝒆−𝒙 ; 𝒚𝟐 = 𝒙𝒆−𝒙 ; 𝒚𝟑 = 𝒆−𝟐𝒙 ; 𝒚𝟒 = 𝒙𝒆−𝟐𝒙
𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒙𝒆−𝒙 + 𝒄𝟑 𝒆−𝟐𝒙 + 𝒄𝟒 𝒙𝒆−𝟐𝒙 is the general solution of
𝒚(𝟒) + 𝟔𝒚(𝟑) + 𝟏𝟑𝒚′′ + 𝟏𝟐𝒚′ + 𝟒𝒚 = 𝟎
Case 3. The roots of auxiliary equation are imaginary roots 𝒎
𝒎 = 𝒂 + 𝒃𝒊
Where 𝒂 and 𝒃 are real numbers and 𝒊 is imaginary number.