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Chapter 4

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Chapter 4

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HIGHER-ORDER LINEAR DIFFERENTIAL EQUATIONS 4-1 = INTRODUCTION TO HIGHER-ORDER LINEAR EQUATIONS The terminology of higher-order equations is the same as that of second- order equations. For example, we mentioned several times that a differential equation is linear if it does not involve any powers, products, or other non- linear functions of the dependent variable y or its derivatives. The nth-order, linear differential equation can be written in the most general form as yO + Play? + + Praw)y! + Prey = R@) 1) where P), P,...,P, are given functions that may only depend on the inde- pendent variable x. Note that a linear equation does not involve any nonlinear functions of the dependent variable (such as yy’, y'?, or 2”), but it may involve nonlinear functions of the independent variable (such as x7, e%, or x? sin x). The function R(x) represents all of the terms that do not involve the dependent variable y or any of its derivatives and is called the nonhomoge- neous term. A linear differential equation is said to be nonhomogeneous when R(x) # 0 and homogeneous when R(x) = 0. Thus, the mth-order linear homogeneous equation can be written in the most general form as + PGQYY bo + Pedy + PCy = 0 +2) When solving a linear, nonhomogeneous equation, it is often convenient to consider the homogeneous part of the equation separately. This is done by simply setting R(x) equal to zero. The resulting equation is called the related homogeneous equation or complementary equation of the given differential equation. Therefore, Equation 4-2 is the related homogeneous equation of Equation 4-1. Linear differential equations are also classified with respect to the coeffi- cients of the dependent variable y and its derivatives. If these coefficients are simply some constants, the equation is said to have constant coeffi- cients. If one or more coefficients depend on the independent variable x, then the equation is said to have variable coefficients. Therefore, the nth-order, linear differential equation with constant coefficients can be expressed in the most general form as yO + aye +--+ + ay + aay = R(x) a3 where ct), a, ..., a, are real constants (such as 3, —4.2, 3/5, or even zero). Note that the nonhomogeneous term R(x) still can be a function of x. Ms set Existence and Uniqueness if the functions P(x), P(x), ..., Py(x) and R(x) are continuous on an inter- val x , ... , Y, that are applicable to any interval, and its general solution is expressed as y=Cyyy + Coyg t+ + Cyn (4-11) where C,, C),..., C, are arbitrary constants (Figure 4-5). Differential equation: ay + ay" 44a, py +a,y=0 ayn + ay! +o +a, m+a,=0 (Characteristic equation) Constructing the General Solution Case 1: Real and Distinct Roots If the n roots of the characteristic equation m), m,...,m, are real and dif- ferent, then the n solutions of the given nth-order differential equation are em, omnes We can argue intuitively that no two such solutions are a constant multiple of each other (since no two roots are identical) and no solution can be expressed as a linear combination of the other solution. Therefore, these n solutions are linearly independent, and the general solution is y = Cye™ + Cye™,..., Cre™ (4-16) We can verify that these n solutions are indeed linearly independent by determining their Wronskian. EXAMPLE 4-3 Homogeneous Equation: Real and Distinct Roots Determine the general solution of the differential equation y” + 6y"+ By’ — 3y=0. SOLUTION This is a third-order, linear, homogeneous equation with con- stant coefficients, and its characteristic equation is m? + 6m? + 8m — 3 = 0. The leading coefficient of the characteristic equation is 1, and all other coef- ficients are real integers. Therefore, if we do not have a calculator or com- puter handy, we can try the factors of the constant term, which are +1 and +3 as possible solutions. Dividing the characteristic equation by m + 3 gives the quadratic equation m* + 3m — 1 = 0 whose roots are —3+ Vv13 2 All three roots are real and distinct. Therefore, the general solution of the given equation is =—-15 4+ V325 naa y= Cee + Ce St VIB 4 Cye SVB where C), C, and C; are arbitrary constants. Note that a third-order, linear, homogeneous equation with constant coefficients has three linearly indepen- dent solutions, and its general solution is the linear combination of them. Case 2: Repeated Roots If m, is a k-fold repeated root of the characteristic equation, then e”™, xe™, e™, ak hem (417) are the k linearly independent solutions corresponding to this root (Figure 4-8). For example, the general solution of a sixth-order, linear, homogeneous equa- tion with constant coefficients whose characteristic equation has a triple root m,, a double root m, and a distinct root m; is y = (Cye™™ + Coxe + C,xe™) + (Cye™ + Coxe™™) + Coe™ = (C, + Gx t+ Cax)e™ + (Cy + Coxde™ + Coe™ (4-18) REPEATED ROOTS If my = my =" = My Then y=eme yo =xe™e y3 = 7m yeah tems and ys(C) + Ct + Gat em EXAMPLE 44 Homogeneous Equation: Repeated Real Roots Determine the general solution of the differential equation y + 8y” + 18y" + l6y’ + Sy = 0. SOLUTION This is a fourth-order, linear, homogeneous equation with constant coefficients, and its characteristic equation is m* + 8m* + 18m? + 16m +5 =0. This is a fourth-degree polynomial equation; thus, it has four roots. They are determined to be —1, —1, —1, and 5. Note that —1 is a triple (three-fold) root, whereas 5 is a single root. All roots are real. Therefore, the general solution of the given equation is y = (C, + Cx + Cy?)e™ + Cye™, where C,, C,, Cy, and C, are arbitrary constants. Note that a fourth-order, linear, homogeneous equation with constant coefficients has four linearly independent solutions, and its general solution is the linear combination of them. Case 3: Complex Roots If a complex root a + fi is repeated k times, its conjugate a — Bi also must be repeated k times, assuming the coefficients of the characteristic equation are real. The procedure for repeated roots discussed earlier also applies to complex roots. Thus, the part of the general solution correspond- ing to a k-fold complex conjugate pair a + Bi is y = e(C, cos Bx + Cy sin Bx) + xe“(C, cos Bx + Cysin Bx) +> + %'e"(Cy_, cos Bx + CysinBx) (4-20) where C,, C),..., Cy are arbitrary constants (Figure 4-9). REPEATED COMPLEX ROOTS If m2 =M3.4= 2418 then y, =e™ cos Bx y2=e™ sin Bx y3=xe™ cos Ax yy =xe™ sin Br and y=e*(C) cos fr + Cy sin Ax) + xe™(C3 cos Bx + Cy sin Bx) EXAMPLE 4-5 — Homogeneous Equation: Repeated Complex Roots Determine the general solution of the differential equation: y™ + 18y"+ Bly = 0. SOLUTION This is a fourth-order linear, homogeneous equation with con- stant coefficients, and its characteristic equation is m*+ 18m7+ 81 = (m? + 9)? = 0 whose four roots are —3i, -3i, 3i, and 3i. We notice that the complex conjugate pair -++3/ is a two-fold root of the characteristic equation. Therefore, the general solution of the given differential equation is y = (C, cos 3x + Cysin 3x) + x(C3cos 3x + C, sin 3x), where C,, C), Cy and Cy are arbitrary constants. Note that a fourth-order, linear, homogeneous equa- tion with constant coefficients has four linearly independent solutions, and its general solution is the linear combination of them. 4-5 = THEORY OF NONHOMOGENEOUS EQUATIONS THEOREM 4-6 General Solution of Linear Nonhomogeneous Equations| If y, is a particular solution of the linear nonhomogeneous equation yO + Py(x)yD + + P, Gy’ + Pry = ROX) where the functions P(x), P(x),...,P,(x) and R(x) are continuous in an interval x, ,...,P, and R are continuous in the interval of interest, then a particular solution of this nonhomogeneous differential equa- tion is given by Yp = MY, + ayy + + HAY (4-47) where R@)Wi) uy = | =~ ax, k = 1,2,..., 0 (4-48) ‘ eee 20095) Here W(y), ¥2,.-..¥,) is the Wronskian of the fundamental set of solutions, and W,(x) is the determinant obtained by deleting the kth column and the last row from W(y,.Y2,....Yq) and multiplying it by (—1)"*. EXAMPLE 4-10 Variation of Parameters Determine the general solution of the differential equation y” + 2y" = e* using (a) the method of undetermined coefficients and (b) the method of variation of parameters for the particular solution. SOLUTION The leading coefficient of the differential equation is 1; thus, its nonhomogeneous term is R(x) = ¢*. First we will find its homogeneous solu- tion. The characteristic equation of the related homogeneous equation is nm + 2m? = 0 or m°(m + 2) = 0. The roots of this equation are 0, 0, and -2. Noting that m= 0 is a double root, we have y; = e’ = 1, y2 =xe"=x, and y3 = e°™. Thus, the general solution of the related homogeneous equation is Ya = Cy + Cox + Coe. (a) The proper form of the particular solution corresponding to the nonho- Mogeneous term R(x) = e* is y, = Ae. Note that the assumed form of the particular solution does not duplicate any function in the homogeneous solution. Substituting this into the given differential equation and solving for the undetermined coefficent yields A = 1/3. Therefore, the particular solution is y, = ¢/3. The general solution of the given differential equation is the sum of the homogeneous and the particular solutions: y(x) = Cy + Cyx + Ce + 13. (b) Before we apply the method of variation of parameters, we determine the Wronkskian W(y), yo, y3) and the functions W,, W,, and W; as 1 x et W(y1,Y2,¥3) = ]O 1 —2e*|=4e* 0 0 4de* 2c _) |* e€ = o W(x) = (-1)°4 1 2-2 = —2xe™* — e* 2 1 cmd _ W(x) = (-1)*? 0 —2-2|= 2 = 1 W,(x) = (-1)*3 0 The functions w,, u, and uz are determined by substituting these quantities into Equation 4-45: _ ee _ — —e*) WO ya I) de _ (ROW) fee) = Fee =| 4e dense (ROW) [ee ai B= [Feces |e e oe Thus, the particular solution (from Equation 4-38) is. Vp = Han F Uay2 + Uys Ll 1 1 Ly = (-de + te) tyext pee 1 =se 3 dx = TE ea 2 4 which is the same result obtained with the method of undetermined coeffi- cients (but with much more effort). The general solution is also the same as the one obtained in part (a).

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