Higher Order Linear ODEs : Non-Homogeneous

❑ Linear differential equation of order TWO : constant coefficients (𝑎0 , 𝑎1 , 𝑎2 )

𝑑2𝑦 𝑑𝑦
𝑎0 2 + 𝑎1 + 𝑎2 𝑦 = 𝑅 𝑥 ⇒ 𝑎0 𝐷2 𝑦 + 𝑎1 𝐷𝑦 + 𝑎2 𝑦 = 𝑅 𝑥 ⇒ 𝑓 𝐷 𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥
Where 𝑓 𝐷 = 𝑎0 𝐷2 + 𝑎1 𝐷 + 𝑎2
❑ Linear differential equation of order Three : constant coefficients (𝑎0 , 𝑎1 , 𝑎2 , 𝑎3 )

𝑑3𝑦 𝑑2𝑦 𝑑𝑦
𝑎0 3 + 𝑎1 2 + 𝑎2 + 𝑎3 𝑦 = 𝑅 𝑥 ⇒ 𝑎0 𝐷3 𝑦 + 𝑎1 𝐷2 𝑦 + 𝑎2 𝐷𝑦 + 𝑎3 𝑦 = 𝑅 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
⇒ 𝑓 𝐷 𝑦 = 𝑅(𝑥)
Where 𝑓 𝐷 = 𝑎0 𝐷3 + 𝑎1 𝐷2 + 𝑎2 𝐷 + 𝑎3
Example.
𝐷 3 𝑦 − 𝐷 2 𝑦 = 3𝑒 𝑥 [Non−Homogeneous, third order]
(𝐷2 +1)𝑦 = sin 𝑥 [Non−Homogeneous, second order]
(𝐷 3 − 𝐷)𝑦 = 4𝑒 −𝑥 + 3𝑒 2𝑥 Non−Homogeneous, third order
𝐷 2 𝑦 − 6𝐷𝑦 + 9𝑦 = 𝑒 𝑥 [Non−Homogeneous, second order]
1
Lesson 07: Second Order Linear Non-Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
Example. Find the general solution of the following higher order homogeneous ODE
(a) D3 + 3𝐷2 − 4 𝑦 = 0 (b) (D4 + 2D2 + 1) 𝑦 = 0 (c) D2 D + 4 2 𝑦 = 0

Solution. (a) The auxiliary equation for the ODE is,

𝑚3 + 3𝑚2 − 4 = 0 ⇒ 𝑚 − 1 𝑚 + 2 2
= 0 ⇒ 𝑚 = −2, −2, 1
Thus, the general solution is, 𝑦 = 𝑐1 + 𝑐2 𝑥 𝑒 −2𝑥 + 𝑐3 𝑒 𝑥 .

(b) The auxiliary equation for the ODE is,

𝑚4 + 2𝑚2 + 1 = 0 ⇒ 𝑚2 + 1 2
= 0 ⇒ 𝑚2 + 1 = 0 𝑜𝑟 𝑚2 + 1 = 0 ⇒ 𝑚 = ±𝑖, ±𝑖
Thus, the general solution is, 𝑦 = 𝑐1 + 𝑐2 𝑥 cos 𝑥 + 𝑐3 + 𝑐4 𝑥 sin 𝑥.

(c) The auxiliary equation for the ODE is,

𝑚2 𝑚 + 4 2
= 0 ⇒ 𝑚2 = 0 𝑜𝑟 𝑚+4 2
= 0 ⇒ 𝑚 = 0, 0 or 𝑚 = −4, −4
Thus, the general solution is, 𝑦 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 + 𝑐4 𝑥 𝑒 −4𝑥 .
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
General solutions of a non-homogeneous Linear ODEs
The solution of the non-homogeneous linear differential equation 𝑓 𝐷 𝑦 = 𝑅(𝑥) is of the form
𝑦 = 𝑦𝑐 + 𝑦𝑝 where 𝑦𝑐 : general solution of 𝑓 𝐷 𝑦 = 0 and
𝑦𝑝 : particular solution of 𝑓 𝐷 𝑦 = 𝑅(𝑥).
Here, 𝑦𝑐 is called the complementary function for 𝑓 𝐷 𝑦 = 𝑅(𝑥).

A number of methods are used to obtain particular integrals for non-homogeneous differential
equations. Some of the standard methods are
1. Variation of Parameters
2. Inverse Operator method
3. The method of Undetermined Coefficients

Lesson 07: Second Order Linear Non-

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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Differential Operators
𝑫
𝑑
In differential calculus, the symbol 𝐷 is often used to denote the differentiation ,
i.e.,
𝑑𝑥
𝑑𝑦 ′ 2
𝑑2𝑦 ′′
𝑑3𝑦 𝑑𝑛 𝑦
𝐷𝑦 = =𝑦, 𝐷 𝑦= 2=𝑦 , 𝐷 𝑦 = 3 = 𝑦 , … … … , 𝐷 𝑦 = 𝑛 = 𝑦𝑛
3 ′′′ 𝑛
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
1
Reversely, in integral calculus , the symbol 𝐷 is used to denote the integration ‫𝑥𝑑 ׬‬, i.e.,
1 1 1
𝑦 = න 𝑦 𝑑𝑥, 𝑦 = න න 𝑦 𝑑𝑥 𝑑𝑥, 𝑦 = න න න 𝑦 𝑑𝑥 𝑑𝑥 𝑑𝑥, …
𝐷 𝐷2 𝐷3
For example,
1 1
sin 4𝑥 = න sin 4𝑥 𝑑𝑥 = − cos 4𝑥
𝐷 4
1 1 1
sin 4𝑥 = න න sin 4𝑥 𝑑𝑥 𝑑𝑥 = න − cos 4𝑥 𝑑𝑥 = − sin 4𝑥
𝐷2 4 42
1 𝑚𝑥 1 1 1
𝑒 = න 𝑒 𝑚𝑥 𝑑𝑥 = 𝑒 𝑚𝑥 sin 𝑚𝑥 = − 2 sin 𝑚𝑥
𝐷 𝑚 𝐷2 𝑚
1 1
1 𝑚𝑥 𝑚𝑥 𝑑𝑥 𝑑𝑥 =
1 𝑚𝑥 cos 𝑚𝑥 = − 2 cos 𝑚𝑥
𝑒 = න න 𝑒 𝑒 𝐷2 𝑚
𝐷2 𝑚2
1 𝑚𝑥 1 𝑚𝑥
𝑒 = 𝑛𝑒
Lesson 07: Second Order Linear Non- 𝐷𝑛 𝑚 4
Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
In seeking a particular solution of 𝑓 𝐷 𝑦 = 𝑅(𝑥), we can write
1
𝑦𝑝 = 𝑅(𝑥)
𝑓 𝐷
Type-1: 𝑹 𝒙 = 𝒆𝒂𝒙
If 𝑅 𝑥 = 𝑒 𝑎𝑥 and 𝑓(𝑎) ≠ 0 then the particular solution of the ODE yields,
1 1 𝑎𝑥
𝑦𝑝 = 𝑒 𝑎𝑥 = 𝑒
𝑓(𝐷) 𝑓(𝑎)
Type-2: 𝑹 𝒙 = 𝒆𝒂𝒙 ⋅ 𝑽(𝒙)
i. If 𝑉 𝑥 = 1.0 and 𝑓 𝑎 = 0 then the particular solution of the ODE yields,
𝑛 𝑒 𝑎𝑥
1 1 𝑥
𝑦𝑝 = 𝑒 𝑎𝑥 = 𝑛
𝑒 𝑎𝑥 = [𝜙(𝑎) ≠ 0]
𝑓(𝐷) 𝐷 − 𝑎 𝜙(𝐷) 𝑛! 𝜙(𝑎)
ii. If 𝑉 𝑥 ≠ 1.0 then the particular solution of the ODE yields

1 1
𝑦𝑝 = 𝑒 𝑎𝑥 ⋅ 𝑉(𝑥) = 𝑒 𝑎𝑥 𝑉(𝑥)
𝑓(𝐷) 𝑓 𝐷+𝑎
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following non-homogeneous ODE:
(a) 𝐷 2 + 1 𝑦 = 𝑒 2𝑥 (b) 𝐷 2 𝐷 + 4 2 𝑦 = 96𝑒 −4𝑥 (c) 𝐷 2 − 2𝐷 + 1 𝑦 = 𝑥𝑒 𝑥
Solution. (a) Here, the auxiliary equation is, 𝑚2 + 1 = 0 ⇒ 𝑚 = ±𝑖.
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥.
1 1 1
For the particular solution, 𝑦𝑝 = 𝐷2+1 𝑒 2𝑥 = 22+1 𝑒 2𝑥 = 5 𝑒 2𝑥 .
1
The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + 5 𝑒 2𝑥 .

(b) Here, the auxiliary equation is, 𝑚2 𝑚 + 4 2 = 0 ⇒ 𝑚 = 0,0, −4, −4.

Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 + 𝑐4 𝑥 𝑒 −4𝑥 .
For the particular solution,

1 1 𝑥 2 𝑒 −4𝑥
𝑦𝑝 = 2 2
96𝑒 −4𝑥 = 96 ⋅ 2 2
𝑒 −4𝑥 = 96 ⋅ 2
= 3𝑥 2 𝑒 −4𝑥
𝐷 𝐷+4 𝐷 𝐷+4 −4 2!
The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 + 𝑐4 𝑥 𝑒 −4𝑥 + 3𝑥 2 𝑒 −4𝑥
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following non-homogeneous ODE:
(a) 𝐷 2 + 1 𝑦 = 𝑒 2𝑥 (b) 𝐷 2 𝐷 + 4 2 𝑦 = 96𝑒 −4𝑥 (c) 𝐷 2 − 2𝐷 + 1 𝑦 = 𝑥𝑒 𝑥
Solution. (c) Here, the auxiliary equation is, 𝑚2 − 2𝑚 + 1 = 0 ⇒ 𝑚 − 1 2 = 0 ⇒ 𝑚 = 1, 1.
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 + 𝑐2 𝑥 𝑒 𝑥 .
1 1 1 1
For the particular solution, 𝑦𝑝 = 𝑥𝑒 𝑥 = 𝑒 𝑥 𝑥 = 𝑒 𝑥 𝐷2 𝑥 = 6 𝑥 3 𝑒 𝑥 .
𝐷−1 2 𝐷+1−1 2

1
The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 + 𝑐2 𝑥 𝑒 𝑥 + 6 𝑥 3 𝑒 𝑥 .

Binomial Expansion Formula in 𝑥: Binomial Expansion Formula in 𝐷:

1 + 𝑥 −1 = 1 − 𝑥 + 𝑥 2 − 𝑥 3 + ⋯ ∞ 1 + 𝐷 −1 = 1 − 𝐷 + 𝐷2 − 𝐷3 + ⋯ ∞
1 − 𝑥 −1 = 1 + 𝑥 + 𝑥 2 + 𝑥 3 + ⋯ ∞ 1 − 𝐷 −1 = 1 + 𝐷 + 𝐷2 + 𝐷3 + ⋯ ∞
1 + 𝑥 −2 = 1 − 2𝑥 + 3𝑥 2 − 4𝑥 3 + ⋯ ∞ 1 + 𝐷 −2 = 1 − 2𝐷 + 3𝐷2 − 4𝐷3 + ⋯ ∞
1 + 𝑥 −2 = 1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 + ⋯ ∞ 1 + 𝐷 −2 = 1 + 2𝐷 + 3𝐷2 + 4𝐷3 + ⋯ ∞
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following differential equations:
(a) 𝑦′′ − 4𝑦′ + 4𝑦 = 12 + 9𝑥 𝑒 −𝑥 (b) 𝑦′′ + 𝑦′ − 12𝑦 = 14𝑒 −4𝑥
Solution. (a) Here, the auxiliary equation is, 𝑚2 − 4𝑚 + 4 = 0 ⇒ 𝑚 = 2, 2.
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥 .
1 1
For the particular solution, 𝑦𝑝 = 12 + 9𝑥 𝑒 −𝑥 = 𝑒 −𝑥 12 + 9𝑥
𝐷−2 2 𝐷−1−2 2

1
= 𝑒 −𝑥 2
12 + 9𝑥 = 𝑒 −𝑥 𝐷 − 3 −2
12 + 9𝑥
𝐷−3

−2
𝑒 −𝑥 𝐷 𝑒 −𝑥 2
= 1− 9𝑥 + 12 = 1+ 𝐷 9𝑥 + 12
9 3 9 3

𝑒 −𝑥 2
= 9𝑥 + 12 + ⋅ 9 = 𝑒 −𝑥 (𝑥 + 2)
9 3

The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 + 𝑐2 𝑥 𝑒 2𝑥 + 𝑥 + 2 𝑒 −𝑥

Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following differential equations:
(a) 𝑦′′ − 4𝑦′ + 4𝑦 = 12 + 9𝑥 𝑒 −𝑥 (b) 𝑦′′ + 𝑦′ − 12𝑦 = 14𝑒 −4𝑥
Solution. (b) Here, the auxiliary equation is, 𝑚2 + 𝑚 − 12 = 0 ⇒ 𝑚 + 4 𝑚 − 3 = 0
⇒ 𝑚 = −4, 3
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 𝑒 −4𝑥 + 𝑐2 𝑒 3𝑥 .
For the particular solution,

1 1 𝑥 1 𝑒 −4𝑥
𝑦𝑝 = 14𝑒 −4𝑥 = 14 1
𝑒 −4𝑥 = 14 = −2𝑥𝑒 −4𝑥
𝐷+4 𝐷−3 𝐷+4 𝐷−3 1! (−4 − 3)

The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 −4𝑥 + 𝑐2 𝑒 3𝑥 − 2𝑥𝑒 −4𝑥

Lesson 07: Second Order Linear Non-

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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Type-3: 𝑹 𝒙 = 𝐬𝐢𝐧(𝒂𝒙) or 𝑹 𝒙 = 𝐜𝐨𝐬(𝒂𝒙)
If 𝑅 𝑥 = sin(𝑎𝑥) or 𝑅 𝑥 = cos(𝑎𝑥) and suppose 𝑓 𝐷 = 𝐹(𝐷2 ) then the particular
solution of the ODE yields,
1 1 1
𝑦𝑝 = sin 𝑎𝑥 = sin 𝑎𝑥 = sin 𝑎𝑥 [𝐹(−𝑎2 ) ≠ 0]
𝑓(𝐷) 𝐹(𝐷2 ) 𝐹(−𝑎2 )
1 1 1
𝑦𝑝 = cos 𝑎𝑥 = cos 𝑎𝑥 = cos 𝑎𝑥 [𝐹(−𝑎2 ) ≠ 0]
𝑓(𝐷) 𝐹(𝐷2 ) 𝐹(−𝑎2 )

If 𝑭(−𝒂𝟐 ) = 𝟎 then the particular solution of the ODE yields,

1 1
𝑦𝑝 = sin 𝑎𝑥 = 𝑥 sin 𝑎𝑥
𝑓(𝐷) 𝑓′(𝐷)
1 1
𝑦𝑝 = cos 𝑎𝑥 = 𝑥 cos 𝑎𝑥
𝑓(𝐷) 𝑓′(𝐷)

For the special case of 𝑭 𝑫𝟐 = 𝑫𝟐 + 𝒂𝟐 and if 𝑭(−𝒂𝟐 ) = 𝟎, then

1 𝑥 1 𝑥
𝑦𝑝 = sin 𝑎𝑥 = − cos 𝑎𝑥 𝑎𝑛𝑑 𝑦𝑝 = cos 𝑎𝑥 = sin 𝑎𝑥
𝐷2 + 𝑎2 2𝑎 𝐷2 + 𝑎2 2𝑎
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following non-homogeneous ODE:
(a) 𝐷 2 + 1 𝑦 = 3 sin 2𝑥 (b) (𝐷 2 + 25)𝑦 = sin 5𝑥
(c) 𝐷 2 − 2𝐷 + 5 𝑦 = 𝑒 𝑥 cos 2𝑥
Solution. (a) Here, the auxiliary equation is, 𝑚2 + 1 = 0 ⇒ 𝑚 = ± 𝑖.
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥.
1 3
For the particular solution, 𝑦𝑝 = 𝐷2+1 3 sin 2𝑥 = −22+1 sin 2𝑥 = − sin 2𝑥.

The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 − sin 2𝑥.

(b) Here, the auxiliary equation is, 𝑚2 + 25 = 0 ⇒ 𝑚 = ±5𝑖.

Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 cos 5𝑥 + 𝑐2 sin 5𝑥.
1 𝑥 𝑥
For the particular solution, 𝑦𝑝 = 𝐷2+25 sin 5𝑥 = − 2⋅5 cos 5𝑥 = − 10 cos 5𝑥.
𝑥
The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 5𝑥 + 𝑐2 sin 5𝑥 − 10 cos 5𝑥.
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
𝟏
Inverse Operator Method
𝒇(𝑫)
Example. Find the general solution of the following non-homogeneous ODE:
(a) 𝐷 2 + 1 𝑦 = 3 sin 2𝑥 (b) (𝐷 2 + 25)𝑦 = sin 5𝑥
(c) 𝐷 2 − 2𝐷 + 5 𝑦 = 𝑒 𝑥 cos 2𝑥
Solution. (c) Here, the auxiliary equation is,
𝑚2 − 2𝑚 + 5 = 0 ⇒ 𝑚 − 1 2 + 4 = 0 ⇒ 𝑚 = 1 ± 2𝑖
Therefore, the complementary solution yields, 𝑦𝑐 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 𝑒 𝑥 .
1 1
For the particular solution, 𝑦𝑝 = 𝐷2−2𝐷+5 𝑒 𝑥 cos 2𝑥 = 𝑒 𝑥 cos 2𝑥
𝐷−1 2 +4

1 1
= 𝑒𝑥 cos 2𝑥 = 𝑒 𝑥 𝐷2+4 cos 2𝑥
𝐷+1−1 2 +4

𝑥 1
= 𝑒𝑥 ⋅ sin 2𝑥 = 𝑥𝑒 𝑥 sin 2𝑥
2⋅2 4
1
The general solution becomes, 𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 cos 2𝑥 + 𝑐2 sin 2𝑥 𝑒 𝑥 + 4 𝑥𝑒 𝑥 sin 2𝑥.
Lesson 07: Second Order Linear Non-
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Homogenous ODEs-Inverse Operator
 Higher Order Linear ODEs : Non-Homogeneous
Exercise Problems:

Lesson 07: Second Order Linear Non-

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Homogenous ODEs-Inverse Operator