Chapter 2

Higher Order Difference and Differential Equations

2.1 Higher Order Differential Equations
2.1.0 Introduction
In Chapter 1, we saw how to solve few first-order differential equations by recognizing
them as separable, homogeneous and exact. We now turn to the solution of differential
equations of order two or higher. We will now examine various techniques for solving
linear homogeneous and non-homogeneous differential equations. First we will
concentrate on second-order equations for two main reasons. First, their theory is typical
of that of linear differential equations on any order n and second they have important
applications in many fields of science and engineering. Numerical methods for higherorder differential equations will also be presented.
Definition: For a linear differential equation, an nth-order initial value problem (IVP),
is defined as:
dny
d n 1 y
a n ( x) n + a n 1 ( x) n 1 + .... + a 0 ( x) y = g ( x)
Solve:
dx
dx
Subject: to : y ( x0 ) = y 0 , y ' ( x 0 ) = y1 ,..., y n 1 ( x0 ) = y n 1
Observe that n initial conditions for y(x) and its derivatives are specified.
Theorem 1: Let an(x), an-1(x),,a0(x) and g(x) be continuous on an interval I and
let an(x) 0 for all x in this interval. If x = x0 is any point in this interval then the
solution y(x) of the initial-value problem exists on the interval and is unique.

The requirements in the above theorem that ai(x) ,i=0,1,2,,n be continuous and
an(x)0 for every x in I are both important. For example you can easily verify that
y = cx2 + x + 3 is a solution of the initial value problem:
x2 y 2 x y + 2 y = 6,

y(0) = 3, y (0) = 1

on the interval (, ) for any choice of the parameter c. So the solution is not unique.
The continuity conditions of the Theorem 1, are satisfied, but a2(x) = x2 is zero at x =0.
Thus Theorem 1 does not apply.

Definition: For a linear differential equation, a 2nd-order boundary value problem

(BVP), is defined as:

Solve:

d2y
dy
a 2 ( x) 2 + a1 ( x) + a 0 ( x) y = g ( x)
dx
dx

Subject to:

y(a) = y0 , y(b) = y1

The values y(a) = y0 , y(b) = y1 are called boundary conditions. For a 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 are arbitrary constants.
Note that even when the conditions of Theorem 1 are fulfilled a boundary-value problem
can have several solutions , a unique solution or no solution at all. (problem # 2).
Definition: A linear nth-order differential equation of the form:

a n ( x)

dny
d n 1 y
dy
+
a
(
x
)
+ ... + a1 ( x) + a 0 ( x) y = 0
n 1
n
n 1
dx
dx
dx

(1)

is called a homogeneneous, whereas an equation of the form:

dny
d n 1 y
dy
a n ( x) n + a n 1 ( x) n 1 + ... + a1 ( x) + a 0 ( x) y = g ( x)
dx
dx
dx

(2)

is called non-homogeneous.
As we shall see in subsequent sections, in order to solve a non-homogeneous linear
equation (2), we must first be able to solve the associated homogeneous equation (1).
Note: To avoid needless repetition we will assume throughout the reminder of the chapter
that on some interval I:
the coefficients ai(x), i=0,1,2,,n are continuous;
the function g(x) is continuous;
an(x)0 for every x in the interval.
The following theorems play an important role in obtaining the general solution of a
linear differential equation:

Theorem 2: Let y1, y2, yk be solutions of the homogeneous differential equation (1),
on the interval I. Then the linear combination:

y= c1 y1(x) + c2 y2(x) + . . . + ck yk(x)

where the ci, i = 1,2,,k are arbitrary constants, is also a solution on that interval.
Corollary: If y1(x) is a solution of a linear homogeneous differential equation, any
constant multiple: y(x) = c1 y1(x) is also a solution.
Definition: A set of functions f1(x), f2(x),,fn(x) is called linear independent on an
interval I if there exists constants ci, i = 1,2,,n (not all zero), such that:

(3)

c1 f1(x) + c2 f2(x) + . . . + cn fn(x) = 0

for every x in the interval. If the only constants that satisfy (3), for all x in the
interval, are c1 =c2 =. . . = cn = 0, then the set is called linear independent.
Corollary: A set of functions f1(x), f2(x),,fn(x) is linear dependent if at least one of the
function can be expressed as a linear combination of remaining functions. (Note that if
ci0, then we can divide both sides of (3) by ci and express fi(x) as a linear
combination of the remaining functions).
Example: The set of functions: f1(x)= cos2x, f2(x) = sin2x, f3(x)= sec2x, f4(x) = tan2x
are linear dependent on the interval (- /2 , /2).
Solution: From trigonometry, we know that: cos2x + sin2x =1 and 1+ tan2x =sec2x
thus for the choice of constants c1 = c2 = c4=1, c3 = -1 the following is satisfied on the
given interval:
c1 cos2x + c2 sin2x + c3 sec2x+ c4 tan2x =0.

We are primarily interested in linear independent solutions of a differential equation. It

turns out that there a rather mechanical way to check in a set of solutions: y1, . . . ,yn of
an nth-order differential equation are linear independent:
Definition: The Wronskian of functions f1(x), f2(x),,fn(x) is the determinant:

W ( f1 , f 2 ,..., f n ) =

f1

f2

fn

f '1

f2 '

fn '

.
.

.
.

.
.

f1( n 1)

f 2( n 1)

f n( n 1)

Theorem 3: Let y1, y2,. . . ,yn be n solutions of the homogeneous linear nth-order
differential equation (1), on an interval I. Then, the sent of solutions is linearly
independent on I if and only if W(y1, y2,. . . ,yn) 0 for every x in the interval.

A Computer Algebra System, like Maple could be very useful for evaluating
Wronskians, and checking whether or not a set of solutions forms a linear independent
set.
Example: Assume that the functions : ex, xex, x2ex are solutions of a linear differential
equation. Do they form a linear independent set?
Solution: We use the Maple command Wronkian which is included in the linalg
package:

> restart:
> with(linalg):
Warning, the protected names norm and trace have been redefined and
unprotected

We define the set of functions:

> s:= [exp(x), x*exp(x), x^2*exp(x)];
s := [ e x, x e x, x2 e x ]
Let's calculate the Wronskian. Be very careful on the spelling of the word Wronskian:
> ws:= Wronskian(s,x);
x ex
x2 e x

e x

x
x
x
x
2
x
ws := e

e +xe
2xe +x e

e x 2 e x + x e x 2 e x + 4 x e x + x2 e x
We need to calculate the determinant:
> result:= det(ws);
result := 2 ( e x )

Since the Wronskian is not zero, the given set in linearly independent.
Definition: Any set y1, y2, . . .,yn of linearly independent solutions of an nth-order
homogeneous differential equation on interval I is called a fundamental set of solutions
on that interval.

Note: To determine if a given set of functions form a fundamental set of a differential

equation, we must show that: i) each function is indeed a solution of the differential
equation; ii) the Wronskian of the given set is not-zero for each value of x.

Theorem 4: If { y1, y2, . . .,yn } is a fundamental set (i.e., linearly independent set) of
solutions to an nth-order differential equation (1), on an interval I, then the general
solution of (1) is:

y(x) = c1 y1(x) + c2 y2(x) + . . . + cn yn(x)

where c1, . . .,cn

are arbitrary constants.

Lets now examine the overall solution methodology for linear non-homogeneous
differential equations of the form (2).
Definition: Any function yp free or arbitrary parameters that statisfies (2) is called a
particular solution of the differential equation.
Theorem 5: Let yp(x) be any particular solution to the non-homogeneous differential
equation (2), and let { y1, y2, . . .,yn } be a fundamental set of solutions of the associated
homogeneous differential equation (1) on the interval I. Then the general solution of the
non-homogeneous differential equation is:

y(x) = c1 y1(x) + c2 y2(x) + . . . + cn yn(x) + yp(x)

We call the linear combination: yc(x) = c1 y1(x) + c2 y2(x) + . . . + cn yn(x) the

complimentary function/solution. Thus the solution of a linear non-homogeneous
differential equation can be written as:
y(x) = (complimentary solution ) + (any particular solution) = yc(x) + yp(x)

The above theorem can be generalized for linear non-homogeneous differential

equations where the right-hand side can be decomposed as a sum of simpler functions.
The following theorem is also known as the Superposition Principle:

Theorem 6: Consider the linear non-homogeneous differential equation of the form:

dny
d n 1 y
dy
a n ( x) n + a n 1 ( x) n 1 + ... + a1 ( x) + a 0 ( x) y = g1 ( x) + g 2 ( x) + ... + g k ( x) (4)
dx
dx
dx

where g(x) = g1(x) + g2(x) + . . . + gk(x).

If ypi(x) is a particular solution of the differential equation:
dny
d n 1 y
dy
a n ( x) n + a n 1 ( x) n 1 + ... + a1 ( x) + a 0 ( x) y = g i ( x) for i = 1,2,,k
dx
dx
dx

then the particular solution for (4) will be: yp(x) = yp1(x) + . . . + ypk(x)
Thus the general solution of (4) will be:
y(x) = (complimentary solution ) + (particular solution).
Example: If yp1(x) = 3e2x and yp2(x) = x2 + 3x are respectively particular solutions of:

y 6 y + 5 y = - 9e2x

and y 6y + 5y = 5x2 + 3x 16,

find the particular solution of: y 6y + 5y = 5x2 + 3x 16 - 9e2x

Solution: Observing that the right-hand side can be decomposed into two functions:
g1(x) = - 9e2x and g2(x) = 5x2 + 3x 16 , by the superposition principle, the
particular solution will be:
yp(x) = x2 + 3x + 3e2x

2.1.1 Homogenenous Linear Differential Equations with Constant

Coefficients
We now turn our attention to solving linear homogeneous differential equations with
constant coefficients. Solutions of any nth-order homogeneous liner differential
equations with constant coefficients are determined by the solutions of the characteristic
equation:
Definition: The equation an mn + an 1 mn 1 + . . . + a1 m + a0 = 0 is called the
characteristic equation of the nth-order linear homogeneous differential equation with
constant coefficients:
dny
d n 1 y
dy
a n n + a n 1 n 1 + ... + a1
+ a0 y = 0
dx
dx
dx

2nd Order Equations:

We begin our investigation by considering the second-order homogeneous linear

differential equation with constant coefficients
a y + b y + c y = 0

(5)

The characteristic equation is: a m2 + b m + c = 0. The following theorem gives the

form of the general solution of (5), which depends on the nature of the 1solutions of the
characteristic equation:
Theorem 7: Let a y + b y + c y = 0 be a homogeneous second-order equation with
constants (real) coefficients , and let m1 and m2 be the solutions of the characteristic
equation a m2 + b m + c = 0. Then:

If m1 m2 and both m1 and m2 are real, the set S = {e m1x , e m2 x } is a

fundamental set and the general solution is: y = c1e m1x + c 2 e m2 x

If m1 = m2, the set S = {e m1x , xe m1x } is a fundamental set and the general
solution is: y = c1e m1x + c 2 xe m1x

If m1 = a + i and m2 = a - i , the set S = {e ax cos( x), e ax sin( x)} is a

fundamental set and the general solution is: y = e ax (c1 cos( x) + c 2 sin( x) )

Example: Solve the initial value problem: y + y 2y = 0, y(0) = 4, y (0)=-5

Solution: The characteristic equation is: m2 + m 2 = 0. Solving the quadratic
equation we obtain: m1 = 1 and m2 =-2. According the Theorem 7, the general
solution is: y = c1 ex + c2 e-2x . To find the values of the coefficients we use the initial
conditions. Differentiating we get: y = c1 ex 2c2 e-2x Therefore:

y(0) = c1 + c2 = 4
y(0)= c1 - 2 c2 = -5
Solving the above system, we get: c1 = 1 and c2 = 3. Thus the general solution is:
y(x) = ex + 3 e-2 x
Higher Order Equations:

As with second-order equations, a general solution of the nth-order linear homogeneous

differential equation with constant coefficients is determined by the solutions of the
characteristic equation.

Theorem 8: Let an mn + an-1 mn-1 + . . . + a1 m + a0 = 0 be the characteristic equation

of an nth-order linear homogeneous differential equations with constant coefficients.
Then:
If m is a root of multiplicity 1, then emx is a solution associated with the root m.

If m is a real root of multiplicity k >1, then the k linear independent solutions

associated with m are: {emx, xemx, x2emx,. . . , xk 1emx}
If m is complex root ( a i ) of multiplicity k > 1, then the 2k linear
independent solutions associated with m are:
{eax cos(x), xeax cos(x), . . . , xk 1 eax cos(x) } and
{eax sin(x), xeax sin(x), . . . , xk 1 eax sin(x) }
A Computer Algebra System, like Maple is used to find the roots of a characteristic
equation of order greater than two.
Example: Find the general solution of the differential equation:
y + 3 y + 3 y + y = 0
Solution: The characteristic equation is: m3 + 3m2 + 3m + 1 =0
Lets use Maple to find its roots:

> solve(m^3 + 3*m^2 + 3*m + 1=0,m);

-1, -1, -1

We observe that the root is of multiplicity three. Thus according Theorem 8, the
fundamental set of solutions associated with the root is: {e-x , x e-x , x2 e-x }. So the general
solution is:
y(x) = c1 e-x + c2 x e-x + c3 x2 e-x
Using Maples dsolve command we can also obtain the solution as:
> gensol:=dsolve(diff(y(x), x$3) + 3*diff(y(x), x$2) +
3*diff(y(x), x) + y(x) =0, y(x));
gensol := y( x ) = _C1 e

( x )

+ _C2 e

( x )

x + _C3 e

( x )

x2

Example: Find the general solution of the differential equation:

2 y(5) - 7 y(4) + 12 y + 8 y =0
Solution: The characteristic equation is: 2 m5 7m4 + 12 m3 + 8 m2 =0
Lets use Maple to find the roots:

> solve(2*m^5- 7*m^4 + 12*m^3 + 8*m^2=0, m);

0, 0,

-1
, 2 + 2 I, 2 2 I
2

Observe that one root is of multiplicity two. Also we got a pair of complex conjugates.
According to Theorem 8, the general solution is:
y(x) = c1 + c2 x + c3 e-x / 2 + e2 x (c4 cos(2x) + c5 sin(2x) )
Modeling Free Oscillations of Mass-Spring System: Assume a spring that resists
compression as well extension is suspended vertically from a fixed support. At the lower
end of the spring we attach a body of mass m . We assume m to be large, so we
disregard the mass of the spring. If we pull the body down a certain distance and then
release it, it undergoes a motion. Analyze the free undamped as well as the free damped
motion.
Solution: We will examine separately each of the cases, by setting up the differential
equation that models the motion of the spring and analyze the nature of the solutions.

Free Undamped Motion:

Hookes law states that a spring exerts a restoring force F opposite to the direction of
elongation, which is proportional to the amount of elongation s. Thus after a mass m
is attached to the spring, it stretches the spring by an amount s and attains a position of
equilibrium at which the weight is balanced by the restoring force k s. Thus m g = k s.
We refer to k as the constant of the spring. If the mass is displaced by an amount x
from the equilibrium the restoring force of the spring is: k (x + s). Assuming there are
no other forces acting on the system, Newtons second law describes the free
undeamped motion:
Fnet = m a Thus: m

d 2x
= k ( s + x) + mg = kx + mg ks = kx
dt 2

Rearranging the above, and defining 2 = k / m we obtain the equation of motion:

d 2x
+2x = 0
2
dt

(6)

Equation (6) describes the free undampled motion (simple harmonic motion). The initial
conditions associated with (6) are : the amount of initial displacement x(0) = x0 and the
initial velocity x (0) = x1. We assume that if x0 > 0 the mass is released form a point
below the equilibrium (if x0 < 0 is released above). Also if x1 > 0 the mass is released
with a downward velocity (if x1 > 0 , is released with upward velocity, if x1 = 0 is
released from rest).
To solve (6), we observe that the characteristic equation is: m2 + 2 =0 which has
complex roots: m1 = i and m2 = - i. Thus solution will be:
x(t) = c1 cos ( t) + c2 sin( t)

(6a)

2 1/ 2

The above can also be written as: x(t) = A sin( t + ) where A = c1 + c 2

and
tan = c1 / c2
The above is an oscillatory motion of period: T = 2 / and frequency f = 1 / T and
amplitude A.
2

Free Damped Motion:

The concept of free harmonic motion is somewhat unrealistic, since it assumes that no
other forces act on the system. Unless the mass is suspended in a perfect vacuum there
will be at least a resisting force due to the surrounding medium. In the study of
mechanics damping forces acting on a body are proportional to the instantaneous
velocity dx / dt of the body. Thus assuming that no other external forces are impressed
on the system, Newtons second law states:
m

d 2x
dx
= kx c
2
dt
dt

Rearranging the above and defining 2 = k / m and 2 a = c / m, we obtain the

equation of motion:
d 2x
dx
+ 2a + 2 x = 0
2
dt
dt

(7)

To (fully) obtain a solution for (7), we need two initial conditions. The adopt the same
conventions for the initial conditions as described in the case of free harmonic motion.
The characteristic equation for (7) is: m2 + 2 a m + 2 =0, and the corresponding roots
are: m1 = -a + ( a2 - 2)1 / 2 and m2 = = -a - ( a2 - 2)1 / 2 Thus the nature of the
solutions and thus the nature of the motion depends on the relationship between a and
. Note that in each case the solution contains a damping factor e- a t which causes the
displacements of the mass to become negligible as t increases. We examine three
cases:

Overdamping:
The damping constant a is large and a2 - 2 > 0. Therefore the characteristic
equation has real roots. The solution is:

x(t ) = e at c1e ( a

2 )1 / 2 t

+ c2 e (a

2 )1 / 2 t

(7a)

The above equation represent a nonoscillatory motion .

Critical damping:
In this case, a2 - 2 = 0. The characteristic equation will have a real root of multiplicity
two (double real root). The solution is:
x(t ) = c1e at + c 2 te at = e at (c1 + c 2 t )

(7b)

The motion is very similar to that of an overdamped system. Note that since the
exponential term is never zero, and the term (c1 + c2 t) can have at most one positive
zero (root), it follows that the motion can have at most one passage through the
equilibrium position ( x(t) = 0 ).
Underdamping:
The damping coefficient is small compared to the spring constant and a2 - 2 < 0.
Therefore the characteristic equation has complex roots. The solution is:

x(t ) = e at c1 cos(t 2 a 2 ) + c 2 sin(t 2 a 2 )

The above equation can also be written as: x(t) = A e-a t sin((2 a2)1/2 t + )

2 1/ 2

A = c1 + c 2
and tan = c1 / c2.
This is an oscillatory motion, but because the coefficient e-a t the amplitudes of
vibrations tends to zero as t tends to infinity.
2
The quantity A e-a t is called the damped amplitude and the quantity
the
2 a2
quasi period of the motion.
2

Example: A 16-pound weight is attached to a 5-foot long string. At equilibrium the

spring measures 8.2 feet. If the weight is pushed up and released from rest at a point 2ft
above the equilibrium position, find an expression for the displacement function x(t) and
also graph it. Assume that the surrounding medium offers a resistance equal to the
instantaneous velocity.
Solution: From the given data, the elongation of the spring after the weight is attached
is: 8.2 5 = 3.2 ft. Using Hookes law we can calculate the constant k of the spring:
16 = k (3.2) or k = 5 lb/ft. Also the mass is: m = 16 / 32 =1/2. Thus the equation of
motion is:

1 d 2x
dx
or
= 5 x
2
2 dt
dt

d 2x
dx
+ 2 + 10 x = 0
2
dt
dt

The characteristic equation is: m2 + 2m + 10 = 0 with roots: m1, 2 = 1 3i Thus the

system is underdamped. Thus the displacement function x(t) is given by:
x(t) = e-t ( c1 cos3t + c2 sin3t )
The constants can be found from the initial conditions: x(0) = -2 (above the equilibrium)
and x(0) = 0 (released from rest). Using the initial conditions we obtain: c1 = -2 and
c2= - 2/3. Thus the equation of motion becomes:
2

x(t ) = e t 2 cos 3t sin 3t

3

Using the plotting capabilities of Maple, we can plot and visualize the underdamped
motion of the system:
> plot(exp(-t) *(-2*cos(3*t) - (2/3)*sin(3*t)),
t=0..2*Pi);

Example: A box with rectangular cross-section a x b (feet) and height H, and weight
w floats in fluid whose weight per volume (density) is . If h is the height of the
submerged box at equilibrium point, describe the motion subsequent to its being pushed
down into the fluid. Create a mathematical model describing the motion. Is the motion
oscillatory? What is the period?
Solution: At equilibrium point, the weight of the box is a force balanced by the
buoyant force exerted by the fluid. According to Archimedes Principle, the buoyant
force is equal to the weight of the displaced fluid. Thus:

Weight of the box = Buoyant Force = Weight of fluid displaced

w = (a b) h

(Note: The quantity (a b ) represent the submerged

volume of the box which is equal to the volume of
the displaced fluid)

We now consider the non-equilibrium configuration. For this, mark a line around the box
at equilibrium. Let y(t) denote the amount by which this line is displayed above or
below the surface of the fluid. Lets assume that y(t) is positive is the box rises ( line
is visible) and negative if the box descends.
Then, the buoyancy force will be: a b ( h y ) p (Note: y = y(t) )
According to Newtons second law Fnet = m a, where m is the mass of the box and a
the acceleration. The model assumes that no other forces act on the box. Therefore:
ab(h y ) + ( w) =

w d2y
g dt 2

But, w = (a b) h so substituting to the previous equation and simplifying, we obtain:

d2y
g
+ ab y (t ) = 0
2
dt
w

g
Denoting 2 = ab the equation of motion is:
w
d2y
+2y = 0
2
dt
The above denotes a free undamped motion. Lets assume that the initial conditions
are: y(0) = y0 and y (0) = u0 ( initial velocity). Solving the equation of motion and
using the initial conditions to find the appropriate constants, we obtain:

u
y (t ) = y 0 cos(tt ) + 0 sin(t )

Thus the box, bobs with periodic motion. Its period is T =

2.1.2 Non-Homegeneous Linear Differential Equations: Method of

Undetermined Coefficients:
In the previous section we learned how to solve nth-order linear homogeneous equations
with constant (real) coefficients. These techniques are also useful in solving some nonhomogeneous equations of the form:
an

dny
d n 1 y
dy
+
a
+ ... + a1
+ a 0 y = g ( x)
n 1
n
n 1
dx
dx
dx

(8)

Recall from Theorem 5, that the general solution for the above type of differential
equations is:
y(x) = (complimentary solution ) + (any particular solution) = yc(x) + yp(x)
The underlying idea in the method of undetermined coefficients, it to make a conjecture,
or an educated guess about the form of particular solution yp(x) according to the type
of function described by g(x). The method applies only linear non-homogeneous
equations of the form (8), where:
the coefficients are constants;
the function g(x) is a constant, a polynomial, and exponential of the form
eax, a since or cosine function sinx or cosx of a finite sume or
products of these functions.
Method:
1) Solve the corresponding homogeneous differential equation and obtain the
complimentary solution yc(x).
2) Determine the form of the particular solution yp(x) (see below).
3) Determine the unknown coefficients in yp(x) by substituting the yp(x) into the
given differential equation and equate like terms.
4) Form the general solution.

Determining the form of yp(x):

If g(x) contain a term of the form xm , then the associated particular solution
contains a linear combination of elements form the set: S = { xm, xm-1,. . . , x, 1}
If g(x) contains a term of the form xm ekx then the associated particular solution
has a linear combination of elements from the set:
S = { xmekx, xm 1 ekx, . . ., x0 ekx}
If g(x) contains a term of the form xm eax cos(x) or of the form xm eax sin(x)
then the associated particular solution has a linear combination of elements form
the set:
S = { xm eax cos(x), xm -1 eax cos(x) ,. . . ., xeax cos(x), eax cos(x),
{ xm eax sin(x), xm -1 eax sin(x) ,. . . ., xeaxsins(x), eax sins(x)}
If any of the functions is the set S appears in the general solution yc(x) of the
corresponding homogeneous equation, multiply each function in the set S by
xr to obtain a set S where r is the smallest integer so that each function in S
is not a function in S

Trials for the particular solution yp(x):

Form of yp(x)
g(x)
3 x 10
Ax+B
Ax3 + Bx2 + Cx + D
2x3 + 12x 3
sin5x
A sin5x + B cos 5x
2
3x
(Ax2 + Bx + C) e3x
( 5x + 4) e
3 2x
3
2
x e sin5x
(Ax + Bx + Cx + D) e2x cos5x + (Ex3 + Fx2 + Gx + H) e2x sin5x

Example: Solve y 2 y - 3y = 4x 5 + 6xe2x

Solution: First we solve the associated homogeneous differential equation:
y 2y 3y = 0
The characteristic equation is: m2 2m -3 =0, with roots m1,2 = -1, 3

Thus the complimentary solution is: yc(x) = c1 e-x + c2 e3x

Observe that g(x) consists of a polynomial and an exponential type function. Thus we
seek a particular solution of the form:
yp(x) = Ax + B + C x e2x + E e2x
Differentiate the above, substitute to the given non-homogeneous differential equation
and group like terms:
-3Ax 2A 3B 3Cx e2x + ( 2C - 3E) e2x = 4x 5 + 6x e2x
Equating like terms, we obtain a linear system of algebraic equations (to be solved by
hand or by using a Computer Algebra System):
3 A = 4, -2A 3B = -5, -3C = 6, 2C 3E = 0

Solving the above we have: A = - 4/3, B= 23/9, C = -2, E = -4/3

Thus the general solution is:
4
23
4
x
2 xe 2 x e 2 x
3
9
3
could be determined if initial or boundary conditions

y ( x) = y c ( x) + y p ( x) = c1e x + c 2 e 3 x
Note the values of c1 and c2
were available.

Example: Solve y 6 y + 9y = 6x2 + 2 12 e3x

Solution: It is easy to determine that the complimentary solution is:

yc(x) = c1 e3x + c2 x e3x

(The characteristic equation has a double root)

From the form of g(x) we seek (at first), a particular solution of the form:
yp(x) = A x2 + Bx + C + D e3x
Inspection of this solution shows that one term is duplicated in the complimentary
solution. To avoid duplication, we need to multiply the exponential part of the particular
solution by x2 (smallest integer is r = 2). Thus the correct form of the particular
solution is:
yp(x) = A x2 + Bx + C + D x2 e3x
Differentiating, substituting into the differential equation and collecting like terms, gives:
-9A x2 + (-12 A + 9 B ) x + 2A 6B + 9C + 2 D e3x = 6x2 + 2 12 e3x
Equating like terms, we obtain the values for the parameters. Thus the general solution
is:
y(x) = c1 e3x + c2 x e3x + 2/3 x2 + 8/9 x + 2/3 6 x2 e3x
Example: Determine the correct form of the particular solution of:

y(4) + y + 1 x2 e-x
Solution: The characteristic equation of the associated homogeneous differential
equation is: m4 + m3 = 0. The roots are: 0, 0, 0, -1
Thus the complimentary solution is: yc(x) = c1 + c2 x + c3 x2 + c4 e-x
Our initial guess for a particular solution is:
yp(x) = A + (B x2 + C x + D) e-x
Observe that the first part of the particular solution has a term (constant term) which also
exists in the complimentary solution. To eliminate duplications, we must multiply the
first part of the particular solution by x2
Thus the final form of the particular solution is: yp(x) = Ax2 + (B x2 + C x + D) e-x

Lets explore the use of Maple in the solution process on linear non-homogeneous
differential equations, with the method of undetermined coefficients:
Example: Solve : y + 4 y + 14 y + 20 y = 10 e-2x e-x cos(3x)
Solution: First we find the solution of the associated homogeneous differential
equation:

> restart:
> homog_solut:= dsolve(diff( y(x), x$3) + 4*diff(y(x), x$2)
+ 14*diff(y(x), x) + 20*y(x) =0, y(x));
homog_solut := y( x ) = _C1 e

( 2 x )

+ _C2 e

( x )

sin( 3 x ) + _C3 e

( x )

cos( 3 x )

We consider at first the following form for: yp(x)=A e-2x + e-x (B cos3x + C sin3x )
Since there re duplications with terms of the complimentary solution, we multiply the
above by x and the revised version for the particular solution (avoiding duplications) is:
yp(x) = A x e-2x + x e-x ( B cos3x + C sin3x )
Maple can be very helpful in obtaining the values for the parameters A,B, C, D. This can
be achieved as follows:
> restart:
> yp:=(x)-> A*x*exp(-2*x) + x*exp(-x)*( B* cos(3*x) +
C*sin(3*x));
yp := x A x e

( 2 x )

+xe

( x )

( B cos( 3 x ) + C sin( 3 x ) )

>
> left_side:= simplify(diff(yp(x), x$3) + 4* diff(yp(x),
x$2) + 14*diff(yp(x), x) + 20 * yp(x));
left_side := 10 A e
+6e

( x )

( 2 x )

18 e

( x )

B cos( 3 x ) 18 e

( x )

C sin( 3 x ) 6 e

( x )

B sin( 3 x )

C cos( 3 x )

The following command mathes the like terms from both sides and produces a set which
contain the numeric values for the parameters A, B, C:
> match(10*exp(-2*x) - exp(-x)*cos(3*x) = left_side,x,
'val');
true
> val;
{C =

-1
, B = 3 C, A = 1 }
60

>
Therefore the general solution is:
1

y ( x) = c1e 2 x + c 2 e x sin(3x) + c3 e x cos(3x) + xe 2 x + xe x 3 cos(3x) sin(3x)

60

2.1.3 Non-Homegeneous Linear Differential Equations: Method of

Variation of Parameters :
The method of variations of parameters is more general than the previous method since it
applies for any type of function g(x) in a non-homogeneous linear differential equation
of order two or higher. First we present the method for 2nd order equations, followed by
its generalization for nth order equations:
Method for second order equations:
Given a second order equation:

a2(x) y + a1(x) y + a0(x) y = g(x)

1) Divide by a2(x) to rewrite the equation in the standard form:

y + p(x) y + q(x) y = f(x)
2) Find the complimentary solution yc(x) = c1 y1(x) + c2 y2(x) of the associated
homogeneous equation.
3) Let W =

4) Let u1 ' =

y1

y2

y1 '

y2 '

y ( x) f ( x)
y 2 ( x) f ( x)
and u 2 ' = 1
W
W

5) Integrate to obtain u1(x) and u2(x)

6) A particular solution is: yp(x) = u1(x) y1(x) + u2(x) y2(x)
7) The general solution is: y(x) = yc(x) + yp(x)

Method for higher order equation:

The method we have just examined can be generalized to linear nth-order equations that
can be put in the standard for:
y(n) + Pn 1(x) y(n 1) + . . . + P1(x) y + P0(x) y = f(x)
If yc(x) = c1 y1 + . . . + cn yn is the complimentary solution of the associated
homogeneous equation, then the particular solution has the form:
yp(x) = u1(x) y1(x) + u2(x) y2(x)+ . . . + un(x) yn(x)
where the uk k = 1,2,, n are determined by solving the linear system:
y1 u1

y2 u2

y1 u1

+ y2 u2

+... +

yn un =

+ . . . + y un =

...............................
y1(n 1) u1 +

y2(n 1) u1 + . . . +

yn(n 1) u1 = f(x)

Using Cramers rule the above system can be solved yielding:

u k ' ( x) =

Wk
W

k = 1,2,3,,n

where W is the Wronskian of y1, y2, . . ., yn and Wk is the determinant obtained by

replacing the kth column of the Wronskian by the column consisting of the elements
( 0, 0, 0, . . . , f(x) )
Example: Solve 4 y + 36 y = csc(3x)
Solution: Note that the method of variation of undetermined coefficients cannot be
applied because of the special nature of the function g(x). Thus we will use the method
of variation of parameters.
We first bring the differential equation into the standard form:

y + 9 y = 1/4 csc(3x)
We can easily obtain the solution of the associated homogeneous equation to be:
yc(x) = c1 cos3x + c2 sin3x
Thus y1(x) = cos3x and y2(x) = sin3x. Also f(x) = 1/4 csc(3x)
The W (cos 3x, sin 3x) =

cos 3x
sin 3x
=3
3 sin 3x 3 cos 3 x

The W1 =

0
sin 3 x
1
=
(1 / 4) csc 3 x 3 cos 3x
4

and W2 =

cos 3x
0
cos 3x
=
3 sin 3x (1 / 4) csc 3x 4 sin 3x

W
W1
1
cos 3 x
=
and u 2 ' = 2 =
12
W 12 sin 3 x
W
Integrating the above, we obtain:

Thus, u1 ' =

u1 ( x) =

1
x
12

and

u 2 ( x) =

ln(sin 3x)
36

Thus the particular solution is:

y p ( x) =

1
1
x cos(3 x) + (sin(3 x) ) ln (sin(3x) )
12
36

The general solution is: y(x) = yc(x) + yp(x)

Example: A mass m = 1/5 Kg is attached to a spring with constant k = 2 Nt/m. An
external force f(t) = 5 cos(4t) is acting on the vibrating mass. The motion is damped
with a coefficient c = 1.2 Assume that the mass is released from rest at 1/2 ft below
the equilibrium. Construct a model for the equation of motion. Solve the model,
characterize and visualize the components of the solution.
Solution: The external force f(t) acting on the vibrating mass represents a driving
force causing an oscillatory motion. Using Newtons second law Fnet = m a we obtain:

d 2x
dx
= kx c + f (t )
2
dt
dt

which can be written (standard form):

d 2x
dx
+ 2
+ 2 x = F (t )
2
dt
dt

where F(t) = f(t) /m 2 = c/ m and 2 = k / m

For the given situation, the equation of motion can be modeled as an initial value
problem:
1 d 2x
dx
+ 1.2 + 2 x = 5 cos(4t )
2
5 dt
dt
In standard for the above can be written as:

x(0) = 1/2 and x (0) =0

d 2x
dx
+ 6 + 10 x = 25 cos(4t )
2
dt
dt

The associated homogeneous differential equation has a characteristic equation with

roots: m1 = =3 + i and m2 = -3 i Thus the solution is:
xc (t ) = e 3t (c1 cos(t ) + c 2 sin(t ) )
We call the above the transient tem or transient solution. Observe that xc(t) thends to
zero as time t tends to infinity.
Using the method of undetermined coefficients we assume a particular solution of the
form: xp(t) = A cos(4t) + B sin(4t). This describes an oscillatory (perpetual) motion. It is
called the steady-state term or steady-state solution.
Differentiating and substituting into the non-homogeneous differential equation gives:
(-6A + 24B) cos4t + (-24A 6B) sin4t = 25 cos4t
Equating like terms and solving the resulting system we obtain: A = -25/102, B = 50/51
Thus the solution is:
x(t ) = e 3t (c1 cos(t ) + c 2 sin(t ) )

25
50
cos(4t ) + sin( 4t )
102
51

Using the initial conditions x(0) = 1/2 and x (0) =0 and substituting in the above
equation and its derivatives, we obtain the values for c1 and c2 Therefore:
86
50
38
25
x(t ) = e 3t cos(t ) sin(t )
cos(4t ) + sin( 4t )
51
51
51
102
We can use Maple to visualize the components of the motion:
> restart:
> with(plots):
Warning, the name changecoords has been redefined

We first graph the general solution x(t):

> p1:=plot(exp(-3*t)*(38/51*cos(t) - 86/51*sin(t)) - 25/102*
cos(4*t) + 50/51*sin(4*t), t = 0..Pi,color = red):
> display(p1);

The steady-state solution can be visualized as:

> p2:=plot(-25/102*cos(4*t) + 50/51*sin(4*t),
color = blue):
> display(p2);

t = 0..Pi,

The tansient solution can be visualized as:

> p3:= plot(exp(-3*t)*(38/51*cos(t) - 86/51* sin(t)), t=
0..Pi, color= cyan):
> display(p3);

Superimposing all the graphs :

> display({p1,p2,p3});

Example: Consider the case of a forced undamped motion described by the equation:

d 2x
+ 2 x = F0 sin(t ) with x(0) =0 and x (0) =0
2
dt
Use a Computer Algebra System to examine the motion. As times increases what
happens to the magnitude on x(t) as the period of free oscillations T = 2 /
approaches the period of the external force T = 2 / (i.e., when = ) ?
Solution:
We use Maples dsolve command in which we can incorporate the given initial
conditions:
> dsolve({diff(x(t), t$2) + omega^2 * x(t) =
F0*sin(gamma*t),x(0) = 0, D(x)(0) =0},x(t));
x( t ) =

> combine(%);
x( t ) =

sin( t ) F0 F0 sin( t )

2 + 2
( 2 + 2 )
sin( t ) F0 F0 sin( t )
3 + 2

Lets take the limit as approaches the value of :

> limit(%,gamma= omega);
1 F0 ( sin( t ) + cos( t ) t )
x( t ) =
2
2
> expand(%);
x( t ) =

1 F0 sin( t ) 1 F0 cos( t ) t

2
2

Allowing sufficient time, or taking the limit t :

> limit(%, t =infinity);

lim x( t ) = undefined
t

The value of x(t) becomes infinite (undefined). This phenomenon is called pure
resonance. Thus the displacements of the spring / mass system will become bigger and
bigger thus forcing the spring beyond its elastic limit and the system will fail.
Example: Consider a long slender vertical column of length L which has uniform
cross section. The column is hinged at both ends. Find and analyze the deflection if the
column is subjected to a vertical load P.
Solution: During the eighteenth century, Leonard Euler was one of the first
mathematicians to analyze how a thin elastic column buckles under a compressive axial
force. Let y(x) represent the deflection of the column when a constant vertical
compressive force, or load P, is applied to its top. From engineering analysis, using the
equation of bending moments we get:

d2y
EI 2 = Py
dx

or

d2y
EI 2 + Py = 0
dx

where E is the Youngs module of elasticity and I the moment of inertia.

Since the vertical column is hinged at the two ends: y(0) = y(L) =0
Thus the model for deflection is represented by the boundary value problem (BVL):
EI

d2y
+ Py = 0
dx 2

y(0) = 0 and y(L) = 0

Observe that y = 0 is a perfectly good solution for this problem. This solution has the
interpretation: If the load P is not great enough then there is no deflection. Thus the
important question is: For what values of P will the column bend? That is, can we find
non-trivial solution.
Bringing the above equation into the standard form we obtain:
y + y = 0,

y(0) = 0, y(L) =0

where = (P / EI ) Note that > 0.

The characteristic equation has roots: m1, 2 = i

( )

Thus the solution is:

( )

y ( x) = c1 cos x + c 2 sin x

Using the initial condition y(0) =0 we get c1 =0.

From y(L) =0 we obtain c 2 sin L = 0 . If c2 =0 then y=0 (trivial solution). Thus

c2 0. Thus the previous relation implies: sin L = 0

Therefore:
n 2 2
, n= 1,2,3,. . .
L2
The deflection curves y(x) (also called eigenfunctions) are given by:

L = n

or

nx
y ( x) = c 2 sin
n = 1,2,3,

L
corresponding the eigenvalues n = ( n2 2 / L2 )
Physically this implies that the column will buckle of deflect if and only if the
compressive force has one of the values:
Pn = ( n2 2 E I / L2 ) n = 1,2,3,
The different forces are called critical loads. The deflection curve corresponding to the
smallest critical load P1 is called the Euler load and the corresponding curve
y1(x) = c2 sin ( x / L) is called the first buckling mode.

2.1.4

Homework Problems and Projects

Problems
1) Find an interval centered around x = 0 for which the initial value problems
have a unique solution:

( x 5) y + 3y =x,

y + (tanx ) y = ex , y(0) = 1, y (0) =0

y(0)= 0, y (0) =1

d2y
+ 16 y = 0 has solution the expression
dx 2
y(x) = c1 cos(4x) + c2 sin(4 x). Show that :

2) The differential equation:

i)
ii)
iii)

The given differential equation with boundary conditions: y(0) = 0, y(/2)=0

has infinite solutions;
The given differential equation with boundary conditions: y(0) = 0, y(/8) =0
has only one solution;
The given differential equation with boundary conditions: y(0) = 0, y(/2) =0
has no solution.

3) Show that the set of functions: f1(x)= x1 / 3 + 4, f2(x) = x1 / 3 + 4x, f3(x)= x 1,

f4(x)= x2 are linear dependent.
4) Show that the given functions form a fundamental set of solutions of the
differential equation on the indicated interval:

y - 4 y = 0; { cosh(2x), sinh(2x) }, I = (, )

x2 y + x y + y = 0; { cos(ln(x)) , sin(ln(x)) }, I = (0, )

(Be careful to insert all appropriate parentheses when using Maple)

y(4) + y = 0; { 1, x, cos(x), sin(x) }, I = (, )

5) Solve (find the general solution of) the following differential equations:
12 y - 5 y 2 y =0

y + y = 0, y (0) = 0, y ( / 2) = 2

d2y
+ y = 0 , y( / 3) =0, y ( / 3) = 2
d 2

6) Solve(find the general solution of) the following differential equations. Use also
the dsolve command in Maple to check your answers :

24 y + 2y 5 y y = 0

y(4) + 4y + 24 y + 40 y + 100 y = 0

7) An 8-pound weight stretches a spring 2 feet. Assuming that the dumping force is
numerically equal to 2 times the instantaneous velocity, determine the equation of
motion if the weight is released from the equilibrium position with an upward
velocity of 3 ft/s. Characterize and graph the equation of motion.
8) A 32-pound weight stretches a spring 2 ft. Determine the amplitude and the
period of motion if the weight is released 1 ft above the equilibrium position with an
initial upward velocity of 2 ft/s. How many complete vibrations will the weight
have completed at the end of 4 seconds?
9) A cylinder of height H, radius R and weight f, float with its axis vertical in a
fluid whose weight per unit volume is . Assume that h is the height at
equilibrium of the submerged part of the cylinder, describe the motion of the cylinder

subsequent to its being pushed down into the fluid and released. Create a
mathematical model for describing the motion. Solve the model. Find an expression
for the period of the motion. Explain the creation and the solution methodology of
the model.
10) Two roots of the characteristic equation with real coefficients are: m1 = -1
and m2 = 5+ i. Find the corresponding homogeneous linear equation.
11) Solve the following differential equations (You may use Maple ONLY to help
you determine the parameters in the particular solution). You must show all the steps
of the solution process:

y + 4 y = ( x2 3) sin(2x)

y + y = 2 x sin(x)

y(4) - y = 4 x + 2 x e-x

y + 4 y + 4 y = ( 3 + x) e-2x

12) Solve the following differential equations (You may use Maple ONLY to help
you determine the parameters in the particular solution). You must show all the steps
of the solution process:
y 4 y + 8 y = ( 2 x2 3 x) e2x cos(2x) + (10 x2 x 1) e2x sin(2x)

13) Solve he following differential equations:

y + y = sec2x

3 y 6 y + 6y = ex sec x

y ' '2 y '+ y =

ex
1+ x2

14) A 4 lb weight is attached to a spring whose constant is 2 lb /ft. The medium offers
resistance to the motion of the weight numerically equal to the instantaneous velocity
(coefficient of damping is c = 1). Assume that the weight is released from a point 1 ft
above the equilibrium position, with a downward velocity of 8 ft/s.
Construct a model for the equation of motion
Solve the model
Find the time at which the weight passes the equilibrium point
Find the time at which the weight attains its extreme displacement from the
equilibrium point
15) A weight of mass m =1 is attached from a spring whose constant is 5 lb/ft.
Initially the mass is released 1 ft below the equilibrium position with a downward
velocity of 5 ft/s. The motion takes place in a medium that offers a damping force
numerically equal to 2 times the instantaneous velocity. Assume that an external force
f(t) = 12 cos(2t) + 3 sin(2t) is acting on the system:
Find the equation of motion for the system
Solve the model
Graph (separately) the transient and steady-state solutions
Superimpose the equation of motion with the above graphs

16) Assume that a thin vertical column of uniform cross section is embedded at its base
( x =0) and thus does not move. The column is free at its top ( x = L). A load P is
applied to its free end. The load causes a small initial deflection . The differential
equation for the deflection y(x) is:
EI

d2y
+ Py =
dx 2
Write appropriate initial and boundary conditions and solve the above differential
equation assuming 0
Solve the differential equation for the deflection y(x)
Show that the Euler load for this column is one fourth of the Euler load for a
column that is hinged at the two ends.

Projects:

1) Consider an RLC-circuit, consisting of an Ohms resistor of resistance R [ohms], an

inductor of inductance L [henrys], a capacitor of capacitance C [farads] and a battery
of electromotive force E(t) [volts]. The equation for the current I(t) is obtained by
considering the three voltage drops:
EL = L I(t)
ER = R I(t)

(voltage drop across the inductor)

(voltage drop across the resistor)

1
I (t )dt
(voltage drop across the capacitor)
C
Note that the charge Q(t ) = I (t )dt
EC =

According to Kirchhoffs law, the sum of the voltage drops is equal to the electromotive
force E(t). Assume a sinusoidal force E(t) = E0 sin( t).
a) Use Kirchhoffs law to generate a model for the current I(t) for a sinusoidal
electromotive force E(t).
b) Consider R = 100 ohms, L = 0.1 henry, C = 10-3 farad and E(t) =155 sin(377 t)
and assume that the charge and current is zero at t =0:
Write the model to this particular RLC circuit

Find the transient and steady state solution

Find the general solution I(t). Use the initial conditions I(0) = Q(0) =0 to
calculate the values of all constants

Superimpose the graphs of the transient and steady-state solution. What

happens to the current after a short time?
Clearly explain the construction and solution methodology of the models in the above
cases.
2) A bead is constrained to slide along a frictionless rod of length L. The rod is rotating in
a vertical plane with constant angular velocity about a pivot P fixed at midpoint of
the rod. The design allows the bead to move along the entire length of the rod. Let r(t)
denote the position of the bead from the midpoint. Using Newtons second law and
taking into account the gravitational, and inertia forces (coriolis, centrifugal), the
differential equation of motion is:
d 2r
m 2 = m 2 r mg sin(t )
dt
a) Solve the differential equation subject to the initial conditions r(0) = r0 and
r (0) = u0
b) Determine the initial conditions for which the bead exhibits simple harmonic
motion
c) What is the minimum length L of the rod for which in can accommodate

the simple harmonic motion of the bead?

d) For initial conditions other than those obtained in part b), the bead will
eventually fly off the rod. Explain why this is the case?
e) Assume that = 1 rad/s. Superimpose plots of the solution r(t) for initial
conditions r(0) = 0 and r (0) = u0 where u0 = 0, 10, 15, 16, 16.1, 17
For which case(s) the bead stays always on the rod? Explain!