Chapter 4

(Follows from [1], Zill)

4.1 Higher Order Differential Equations

4.1.1 Initial Value and Boundary Value Problems

Initial Value Problem

Solve

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛
+ 𝑎 𝑛−1 (𝑥) 𝑛−1
+ ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Subject to

𝑦(𝑥0 ) = 𝑦0 , 𝑦 ′ (𝑥0 ) = 𝑦1 , 𝑦 ′′ (𝑥0 ) = 𝑦2 , ⋯ , 𝑦 (𝑛−1) = 𝑦𝑛−1

Existence and Uniqueness

The theorem that follows gives sufficient conditions for the existence of a unique solution of
the problem in (1).

Theorem 4.1.1 (Existence of a unique solution)

Let 𝑎𝑛 (𝑥), 𝑎𝑛−1 (𝑥), ⋯ , 𝑎1 (𝑥), 𝑎0 (𝑥) and g(x) be continuous on an interval I and let 𝑎𝑛 (𝑥) ≠ 0,
for every x in this interval. If 𝑥 = 𝑥0 is any point in this interval, then a solution y(x) of the initial-
value problem (1) exists on the interval and is unique.

Example 1 (Unique solution of an IVP)

Example 2 (Unique solution of an IVP)

Boundary Value Problem

Another type of problem consists of solving a linear differential equation of order two or greater in which
the dependent variable y or its derivatives are specified at different points. A problem such as
Solve:
𝑑2𝑦 𝑑𝑦
𝑎2 (𝑥) 2 + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥
Subject to:
𝑦(𝑎) = 𝑦𝑎 , 𝑦(𝑏) = 𝑦𝑏
is called a boundary-value problem (BVP). The prescribed values 𝑦(𝑎) = 𝑦𝑎 and 𝑦(𝑏) = 𝑦𝑏
are called boundary conditions.

Example 3 (A BVP can have many, one or no solution)

4.1.2 Homogenous Differential equation

The linear nth order differential equation
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) + 𝑎 𝑛−1 (𝑥) + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 0 (2)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
is said to be homogenous whereas the equation
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛 + 𝑎𝑛−1 (𝑥) 𝑛−1 + ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) (4)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Where g(x) is not identically zero, is said to be non-homogenous.

Differential Operator
𝑑
𝐷≔
𝑑𝑥
Superposition Principle

Theorem 4.1.2 (Superposition Principle – Homogenous Equation)

Example 4 (Superposition Principle – Homogenous Equation)

Linear Dependence and Linear Independence

Definition 4.1.1 (Linearly Dependence and Independence)

Example 5 (Linearly Dependent Set of Functions)
Example 6 (Linearly Dependent Set of Functions)

Definition 4.1.2 (Wronskian)

Theorem 4.1.3 (Criterion for Linearly Independent Solution)

Definition 4.1.2 (Fundamental set of solution)

Theorem 4.1.4 (Existence of a Fundamental set)

Theorem 4.1.5 (General solution, Homogeneous equations)

Example 7 (General solution of a homogenous DE)

4.3 Non-Homogenous Differential equation

Theorem 4.1.6 (General solution of Linear Non-homogenous DE)

Complementary Function, Particular Integral

Example 10 (General solution of Linear Non-homogenous DE)

Exercise 4.1: 1 – 3, 23 – 27, 31

4.2 Reduction of Order

Example 1, Example 2
4.3 Homogenous Linear Equations with Constant
Coefficient
𝑑2𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0 (1)
𝑑𝑥 𝑑𝑥

Auxiliary equation
Let 𝑦 = 𝑒 𝑚𝑥 be the trial solution of (1).
Then 𝑦 ′ = 𝑚𝑒 𝑚𝑥 , 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 and (1) reads as
[𝑎𝑚2 + 𝑏𝑚 + 𝑐 ]𝑒 𝑚𝑥 = 0
=> 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0 (2)
(2) is called the auxiliary equation of (1).

Distinct real root 𝑚1 ≠ 𝑚2

=> 𝑦1 = 𝑒 𝑚1𝑥 , 𝑦2 = 𝑒 𝑚2𝑥 are two linearly independent
solutions of (1). Therefore, the general solution of (1) is
given by,
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
=> 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 (𝟑)
Repeated real root 𝑚1 = 𝑚2
=> 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏 𝒙 (𝟒)

Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

=> 𝒚 = 𝒆𝜶𝒙 [𝒄𝟏 𝒄𝒐𝒔 𝜷𝒙 + 𝒄𝟐 𝒔𝒊𝒏 𝜷𝒙] (𝟓)
Examples 1 – 4.
Exercises 4.3 1 – 18, 29 – 34, 37 – 40.
4.4 Method of undetermined coefficient for solving Non-
homogenous Linear Equations with Constant Coefficient
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑔(𝑥) (1)
𝑑𝑥 𝑑𝑥
It is discussed in Section 4.1, the general solution of (1) is
𝑦 = 𝑦𝑐 + 𝑦𝑝 . The complementary function 𝑦𝑐 is the
general solution of the associated homogeneous DE of
(1), that is,
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0.
𝑑𝑥 𝑑𝑥
From Section 4.3, we know how to find 𝑦𝑐 and this
section is to learn the method of undetermined
coefficient to find 𝑦𝑝 .

Some examples of 𝑔(𝑥) for the method of undetermined

coefficient:

𝑔(𝑥 ) = 5, 𝑔(𝑥 ) = 2𝑥 − 3, 𝑔(𝑥 ) = 2𝑥 2 + 3𝑥 + 5, …

𝑔(𝑥 ) = 5𝑒 2𝑥 , 𝑔(𝑥 ) = 5 sin 2𝑥 + 4cos 3𝑥 , ….

The method of undetermined coefficients is not

applicable to equations of form (1) when
1
𝑔(𝑥 ) = , ln 𝑥 , tan 𝑥 , sec 𝑥 , sin−1 𝑥 , and so on.
𝑥
Table 4.4.1 Trial Particular Solutions
𝑔(𝑥) 𝑦𝑝
1. 1 (any constant) 𝐴
2. 3𝑥 + 5 𝐴𝑥 + 𝐵
3. 2𝑥 2 − 5 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
4. sin 5𝑥 𝐴 cos 5𝑥 + 𝐵 sin 5𝑥
5. cos 5𝑥 𝐴 cos 5𝑥 + 𝐵 sin 5𝑥
6. 𝑒 4𝑥 𝐴𝑒 5𝑥

Examples 1, 2, 4, 7.
Example 1
Solve y ′′ + 4𝑦 ′ − 2𝑦 = 2𝑥 2 − 3𝑥 + 6 (2)

Solution
Step 1. We find 𝑦𝑐 : yc′′ + 4𝑦𝑐′ − 2𝑦𝑐 = 0.
A. E. 𝑚2 + 4𝑚 − 2 = 0 => 𝑚1,2 = −2 ± √6
Hence the complementary function is
𝑦𝑐 = 𝑐1 𝑒 −(2+√6)𝑥 + 𝑐2 𝑒 (−2+√6)𝑥 .
Step 2. 𝑦𝑝 ≡ 𝐴𝑥 2 + 𝐵𝑥 + 𝑐 => 𝑦𝑝′ = 2𝐴𝑥 + 𝐵, 𝑦𝑝′′ = 2𝐴
Substituting 𝑦𝑝 , 𝑦𝑝′ , 𝑦𝑝′′ = 2𝐴,
 𝑦𝑝′′ + 4𝑦𝑝′ − 2𝑦𝑝
= −2𝐴𝑥 2 + (8𝐴 − 2𝐵)𝑥 + (2𝐴 + 4𝐵 − 2𝐶)
= 2𝑥 2 − 3𝑥 + 6
=> −2𝐴 = 2, 8𝐴 − 2𝐵 = −3, 2𝐴 + 4𝐵 − 2𝐶 = 6
5 2
5
𝐴 = −1, 𝐵 = − , 𝐶 = −9 => 𝑦𝑝 = −𝑥 − 𝑥 − 9
2 2
Therefore, the general solution is,
𝑦 = 𝑦𝑐 + 𝑦𝑝 =>
5
𝑦 = 𝑐1 𝑒 −(2+√6)𝑥 + 𝑐2 𝑒 (−2+√6)𝑥 2
+ −𝑥 − 𝑥 − 9 
2

Example 2 Find a particular solution of

𝑦 ′′ − 𝑦 ′ + 𝑦 = 2 sin 3𝑥 (1)
Substituting 𝑦𝑝 = 𝐴 cos 3𝑥 + 𝐵 sin 3𝑥 , 𝑦𝑝′ , 𝑦𝑝′′ into (1),
𝑦𝑝′′ − 𝑦𝑝′ + 𝑦𝑝
= (−8𝐴 − 3𝐵) cos 3𝑥 + (3𝐴 − 8𝐵) sin 3𝑥 = 2 sin 3𝑥
−8𝐴 − 3𝐵 = 0, 3𝐴 − 8𝐵 = 2
6 16
=> 𝐴 = , 𝐵=− .
73 73
6 16
Therefore, 𝑦𝑝 = cos 3𝑥 − sin 3𝑥
73 73
Example 4 A Glitch in the Method
Find a particular solution of 𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 8𝑒 𝑥
Solution 𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 4𝑥 , 𝑦𝑝 = 𝐴𝑥𝑒 𝑥
=> 𝑦𝑝′ = 𝐴𝑒 𝑥 + 𝐴𝑥𝑒 𝑥 , 𝑦𝑝′′ = 2𝐴𝑒 𝑥 + 𝐴𝑥𝑒 𝑥
𝑦𝑝′′ − 5𝑦𝑝′ + 4𝑦𝑝 = −3𝐴𝑒 𝑥 = 8𝑒 𝑥
8 8
=> 𝐴 = − => 𝑦𝑝 = − 𝑥𝑒 𝑥 
3 3

Example 7
Find a particular solution of 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥 .
𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥𝑒 𝑥 , 𝑦𝑝 = 𝐴𝑥 2 𝑒 𝑥
𝑦𝑝′′ − 2𝑦𝑝′ + 𝑦𝑝 = 2𝐴𝑒 𝑥 = 𝑒 𝑥
1 1 2 𝑥
=> 𝐴 = , 𝑦𝑝 = 𝑥 𝑒 
2 2

Exercise: 1 – 5, 8 – 13
Assignment # 1: 5, 10, 13
4.6 Variation of Parameters
𝑎2 (𝑥 )𝑦 ′′ + 𝑎1 (𝑥 )𝑦 ′ + 𝑎0 (𝑥 )𝑦 = 𝑔(𝑥 ) (5)
𝑦 ′′ + 𝑃(𝑥 )𝑦 ′ + 𝑄(𝑥 )𝑦 = 𝑓(𝑥 ) (6)
Consider trail particular integral by replacing the constant
parameters of the complementary function
𝑦𝑐 = 𝑐1 𝑦1 (𝑥 ) + 𝑐2 𝑦2 (𝑥) by variable parameters, i.e. in (6)
we substitute
𝑦𝑝 = 𝑢1 (𝑥 )𝑦1 (𝑥 ) + 𝑢2 (𝑥 )𝑦2 (𝑥 ) (7)
and the derivatives

We obtain,

𝑦1 𝑢1′ + 𝑦2 𝑢2′ = 0
=> { ′ ′
𝑦1 𝑢1 + 𝑦2′ 𝑢2′ = 𝑓(𝑥)
The solution of the system can be obtained by Cramer’s
Rule as follows.
𝑊1 𝑊2
𝑢1′ = and 𝑢2′ = (9)
𝑊 𝑊
where,
𝑦1 𝑦2 0 𝑦2 𝑦1 0
𝑊 = |𝑦 ′ 𝑦2′ |, 𝑊1 = |𝑓(𝑥) 𝑦2′ |, 𝑊2 = |𝑦1′ |
1 𝑓(𝑥)

Then 𝑢1 (𝑥 ) and 𝑢2 (𝑥 ) are obtained by integrating (9) 

Example 1
Solve 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = (𝑥 + 1)𝑒 2𝑥
Solution
A. E. 𝑚2 − 4𝑚 + 4 = 0 => 𝑦𝑐 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥
and

Example 2.

4.6 Exercise
Assignment # 1: 9
4.7 Cauchy – Euler Equation
2
2
𝑑 𝑦 𝑑𝑦
𝑎𝑥 + 𝑏𝑥 + 𝑐𝑦 = 0 (1)
𝑑𝑥 2 𝑑𝑥

Auxiliary equation
Let 𝑦 = 𝑥 𝑚 be the trial solution of (1).
Then 𝑦 ′ = 𝑚𝑥 𝑚−1 , 𝑦 ′′ = 𝑚(𝑚 − 1)𝑥 𝑚−2 and (1) reads
as
[𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 ]𝑥 𝑚 = 0
=> 𝑎𝑚2 + (𝑏 − 𝑎)𝑚 + 𝑐 = 0 (2)
(2) is called the auxiliary equation of (1).

Distinct real root 𝑚1 ≠ 𝑚2

=> 𝑦1 = 𝑥 𝑚1 , 𝑦2 = 𝑥 𝑚2 are two linearly independent
solutions of (1). Therefore, the general solution of (1) is
given by,
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
=> 𝒚 = 𝒄𝟏 𝑥 𝑚1 + 𝒄𝟐 𝑥 𝑚2 (𝟑)
Example 1
Solve 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ − 4𝑦 = 0
Solution A.E. 𝑚2 + (−2 − 1)𝑚 − 4 = 0
=> 𝑚2 − 3𝑚 − 4 = 0 => 𝑚1 = −1, 𝑚2 = 4
𝑦 = 𝑐1 𝑥 −1 + 𝑐2 𝑥 4 
Repeated real root 𝑚1 = 𝑚2
=> 𝒚 = 𝒄𝟏 𝒙𝒎𝟏 + 𝒄𝟐 𝒙𝒎𝟏 ln 𝑥 (4)
Example 2
Solve 4𝑥 2 𝑦 ′′ + 8𝑥𝑦 ′ + 𝑦 = 0
Solution A.E. 4𝑚2 + (8 − 4)𝑚 + 1 = 0
2
1 1
=> 4𝑚 + 4𝑚 + 4 = 0 => 𝑚1 = − , 𝑚2 = −
2 2
𝑦 = 𝑐1 𝑥 −1/2 + 𝑐2 𝑥 −1/2 ln 𝑥 

Conjugate Complex root 𝑚1,2 = 𝛼 ± 𝑖𝛽

=> 𝒚 = 𝒙𝜶 [𝒄𝟏 𝒄𝒐𝒔 𝜷(𝒍𝒏 𝒙) + 𝒄𝟐 𝒔𝒊𝒏 𝜷(𝒍𝒏𝒙)] (𝟓)

Example 3
1
Solve 4𝑥 2 𝑦 ′′ + 17𝑦 = 0, 𝑦(1) = −1, 𝑦 ′ (1) = −
2
Solution A.E. 4𝑚2 + (0 − 4)𝑚 + 17 = 0
1 1
=> 4𝑚2 − 4𝑚 + 17 = 0 => 𝑚1 = + 2𝑖, 𝑚2 = − 2𝑖
2 2
1
𝑦= 𝑥 2 [𝑐1 cos(2 ln 𝑥) + 𝑐2 sin(2 ln 𝑥)]
Using initial condition, one can find 𝑐1 = −1, 𝑐2 = 0.
1
Therefore, the solution of the IVP is 𝑦 = −𝑥 cos 2𝑥 
2

Examples 1 - 3, 5, 6.
Exercise 1 – 14, 19 – 23, 31-35.
Assignment # 1: 22, 35
[1] A First Course in Differential Equations with
Modeling and Applications, (10th Edition), Author-
Dennis G. Zill.