Higher-Order Differential Equations

Higher-Order Differential
Equations
Linear Homogeneous Differential Equations with Constant Coefficients
Introduction
• We now turn to differential equations of order two or higher.
• We will examine the underlying theory of linear DEs and methods for
solving certain kinds of linear equations.
• These include Homogeneous Linear DEs with Constant Coefficients,
Nonhomogeneous Linear DEs, and Cauchy-Euler Equations.
• The difficulties that surround higher-order nonlinear DEs and the few
methods that yield analytics solutions for such equations are
examined next.
Initial-Value Problem
In the previous meetings, we defined an initial-value problem for a
general nth-order differential equation. For a linear differential
equation, an nth-order initial value problem is:
dny d n1 y d2y dy
an ( x) n  an1 ( x) n1  ...  a2 ( x) 2  a1 ( x)  a0 ( x) y  g ( x)
dx dx dx dx
y ( x0 )  y0 , y ' ( x0 )  y1, y ' ' ( x0 )  y2 , ..., y ( n1) ( x0 )  yn1
Existence of a Unique Solution
Theorem:
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 nth-order initial-value problem
exists on the interval and is unique.
Unique Solution of IVP
For example, the initial-value problem
y'' - 4y = 12x, y(0) = 4, y'(0) = 1
has a solution y = 3e2x + e-2x - 3x.
Now the differential equation is linear, the coefficients as well as g(x) =
12x are continuous, and a2(x) = 1 ≠ 0 on any interval containing x=0.
We conclude from the theorem that the given function is a unique

solution.
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
d 2y dy
a 2 ( x ) 2  a1 ( x )  a0(x) y  g (x)
dx dx
y ( a )  y 0 , y (b )  y1
is called a two-point boundary-value problem, or simply a boundary-

value problem (BVP). The prescribed values y(a) = y0 and y(b) = y1 are
called boundary conditions (BC).
d 2y dy
a 2 ( x ) 2  a1 ( x )  a0(x) y  g (x)
Boundary-Value Problem dx dx
y ( a )  y 0 , y (b )  y1
A solution of the forgoing problem is a function satisfying the

differential equation on some interval I, containing a and b, whose
graph passes through two points (a, y0) and (b,y1).
For second-order differential equation,
other pairs of boundary conditions could be:
y'(a) = y0, y(b) = y1
y(a) = y0, y'(b) = y1
y'(a) = y0, y'(b) = y1
where y0 and y1 denote arbitrary constants.
Boundary-Value Problem
Even when the conditions of the theorem for
existence of a unique solution for an IVP are
fulfilled, a BVP may have several solutions (as
suggested in Figure 3.1.1), a unique solution,
or no solution at all.
A BVP Can Have Many, One, or No Solutions
A two-parameter family of solutions of the differential
equation x” + 16x = 0 is
x = c1 cos 4t + c2 sin 4t
Suppose we now wish to determine that solution of
the equation that further satisfies the boundary
conditions x(0) = 0, x(π/2) = 0. Observe that the first
condition 0 = c1 cos 4(0) + c2 sin 4(0) implies that c1 = 0. But in the
second condition 0 = c1 cos 4(π/2) + c2 sin 4(π/2), 0 = c2 sin 2π is
satisfied for any choice of c2 since sin 2π = 0. Hence, the BVP
x” + 16x = 0, x(0) = 0, x(π/2) = 0
has infinitely many solutions.
Superposition Principle
Theorem:
The sum of two or more solutions of a homogeneous linear differential
equation is also a solution.
y = c1y1(x) + c2y2(x) +...+ ckyk(x)
where c1, c2, ...,ck are arbitrary constants.
A constant multiple y = c1y1(x) of a solution y1(x) of a homogeneous

differential equation is also a solution.
A homogeneous linear differential equation always possesses the trivial
solution y = 0.
Superposition Principle
The functions y1 = x2 and y2 = x2 ln(x) are both solutions of the
homogeneous linear equation x3y''' - 2xy' + 4y = 0 on the interval (0,∞).
By the superposition principle, the linear combination
y = c1x2 + c2x2 ln(x)
is also a solution of the equation on the interval (0,∞)
Linear Dependence
A set of functions f1(x), f2(x), ..., fn(x) is said to be linearly dependent on
an interval I if there exists constants c1, c2, ..., cn not all zero such that
c1f1(x) + c2f2(x) +...+ cnfn(x) = 0
for every x in the interval.
Otherwise, they are linearly independent.

Linear Dependence
The functions f1 = cos2x, f2 = sin2x, f3 = sec2x, f4 = tan2x are linearly
dependent on the interval (-π/2,π/2) since
c1 cos2x + c2 sin2x + c3 sec2x + c4 tan2x
is equal to zero when c1 = c2 = c4 =1 and c3 = -1.
A set of functions f1(x), f2(x), ..., fn(x) is linearly dependent on an

interval if at least one function can be expressed as a linear
combination of the remaining functions.
General Solution - Homogeneous Equations
Let y1, y2, ..., yn be a fundamental set of solutions of the homogeneous
linear nth-order differential equation on an interval I. Then the general
solution of the equation on the interval is
y = c1y1(x) + c2y2(x) +...+ cnyn(x)
where c1, c2, ..., cn are arbitrary constants.

Reduction of Order
Suppose y1(x) denotes a known solution of equation
2
d y dy
a
2(x) 2 a
1(
x ) a0(x)y0
dx dx
We seek a second solution y2(x) of the equation so that y1 and y2 are
linearly independent on some interval I. If y1 and y2 are linearly
independent, then their ratio y2/y1 is nonconstant on I; that is,
y2/y1 = u(x) or y2(x) = u(x) y1(x). The idea is to find u(x) by substituting
y2(x) = u(x) y1(x) into the given differential equation.
This method is called reduction of order since we must solve a first-
order equation to find u(x).
Example 1 (Reduction of Order)
Given that y1 = ex is a solution of y” - y = 0 on the interval (-∞,∞), use
the reduction of order to find a second solution y2.
Ans: y2 = e-x
Reduction of Order
u(x) can also be found using the formula:
 e  Pdx 
u  c1   2
dx  c2

 1y 
Where P is the coefficient of y' in the standard form y” + P(x)y' + Q(x)y

= 0. By choosing c1 = 1 and c2 = 0, we find from y2 = u(x)y1(x) that a
second solution is:
e 
 Pdx 
y2  y 1   2
 dx

 y1 
Homogeneous Linear Equations with
Constant Coefficients
We have seen that a linear first-order DE y' + ay = 0, where a is a
constant, possesses the exponential solution y = c1eax. Similarly,
homogeneous linear higher order DEs any(n) + ... +a1y' + a0y = 0 where
the coefficients a0, a1, ... an are real constants have solutions that are
either exponential functions or are constructed out of exponential
functions.
Auxillary Equation
We begin by a special case of a second-order equation
ay'' + by' + cy = 0
If we try a solution in the form y = emx, then after substituting y' = memx
and y'' = m2emx, the equation becomes
a(m2emx) + b(memx) + c(emx) = 0 or emx(am2 + bm + c) = 0
Since emx is never zero for real values of x, it is apparent that the only
way that this exponential function can satisfy the differential equation
is to choose m as a root of the quadratic equation am2 + bm + c =0.
This is called the auxillary or characteristic equation.
Auxillary Equation
Since the two roots of the auxillary equation are:
 b  b 2  4 ac  b  b 2  4 ac
m1  and m2 
2a 2a
there will be three forms of the general equation corresponding to the
three cases:
• m1 and m2 are real and distinct (b2 - 4ac > 0)
• m1 and m2 are real and equal (b2 - 4ac = 0)
• m1 and m2 are conjugate complex numbers (b2 - 4ac < 0)
Auxillary Equation
Case 1. Distinct Real Roots
y = c1em1x + c2em2x
Case 2. Repeated Real Roots

y = c1em1x + c2xem1x
Case 3. Conjugate Complex Roots

If m1 and m2 are complex, then we can write m1 = α + βi and m2 = α - βi
y = eαx(c1 cos βx + c2 sin βx)
Example 2 (Homogeneous LDE with Constant
Coefficients)
Solve: y''' + 3y'' - 4y = 0
Ans: y = c1ex + c2e-2x + c3xe-2x

Coefficients)
Solve the IVP: y'' + 16y = 0, y(0) = 2, y'(0) = -2
Coefficients)
Solve the BVP: y'' - 10y' +25y = 0, y(0) = 1, y(1) = 0

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Higher-Order Differential

We conclude from the theorem that the given function is a unique

is called a two-point boundary-value problem, or simply a boundary-

A solution of the forgoing problem is a function satisfying the

A constant multiple y = c1y1(x) of a solution y1(x) of a homogeneous

Otherwise, they are linearly independent.

A set of functions f1(x), f2(x), ..., fn(x) is linearly dependent on an

y = c1y1(x) + c2y2(x) +...+ cnyn(x)

where c1, c2, ..., cn are arbitrary constants.

Where P is the coefficient of y' in the standard form y” + P(x)y' + Q(x)y

Case 2. Repeated Real Roots

Case 3. Conjugate Complex Roots

Ans: y = c1ex + c2e-2x + c3xe-2x

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