Lecture 17
Higher Order Linear Differential Equations
x=
x
v1
v2
..
.
vn1
A=
0
0
..
.
1
0
..
.
0
1
..
.
..
.
0
0
0
p0 p1 p2
0
0
..
.
1
pn1
x(t0 ) =
x0
x00
x000
..
.
(n1)
x0
x 0 (t0 ) = x00
(n1)
x (n1) (t0 ) = x0
xn (t)
as the determinant
xn
xn0
..
6= 0
..
.
.
(n1)
x
n
Abels Theorem
In the general case the Wronskian can also
DE
x1
x2
0
x10
x
2
0
W (t) =
..
..
.
.
(n1)
(n1)
x
x2
1
Using the product rule, the
of n determinants
x10
x20
x10
x20
0
W (t) =
..
..
.
.
(n1)
(n1)
x
x2
1
..
.
xn
xn0
..
.
(n1)
xn
..
.
xn0
xn0
..
.
(n1)
xn
x1
x2
00
x100
x
2
..
..
+
..
.
.
.
(n1)
(n1)
x
x2
xn
xn00
..
.
(n1)
xn
+ +
..
.
xn
xn0
..
.
x1n x2n
xnn
x1
x10
..
.
x2
x20
..
.
n1
..
.
xn
xn0
..
.
(n1)
pn1 (t)xn
which becomes
Z
W 0 (t) = pn1 (t)W (t)
W (t) = W (t0 )e
pn1 (s) ds
t0
pn1 (s) ds
t0
W (t) = W (t0 )e
Since their Wronskian at t0 is 1, W (t) 6= 0 so they are linearly
independent thus they form a basis for the solution space. So the solution
space is n dimensional.
Inhomogeneous equations
Inhomogeneous linear equations have the form
x (n) + pn1 (t)x (n1) + pn2 (t)x (n2) + + p0 x = f (t)
If xp is any solution of the DE and xh is a solution of the associated
homogeneous equation, let
x(t) = xp (t) + xh (t)
If we call the differential operator T then
T(xp + xh ) = T(xp ) + T(xh ) = f (t) + 0 = f (t)
So x satisfies the inhomogeneous equation. So the most general solution
will be
x(t) = xp (t) + c1 x1 (t) + c2 x2 (t) + + cn xn (t)
xp (t) is called a particular integral and x1 , x2 , .xn are a basis for the
solutions of the associated homogeneous equation (f (t) = 0).
An example
Solve the IVP
x 00 x = t
x(0) = 2
x 0 (0) = 3
3 = 1 + c1 c2
so c1 = 3, c2 = 1
Reduction of order
If we are given an nth order linear homogeneous DE and a solution x1 .
Then the other solutions to the DE will satisfy an (n-1)th order DE.
x (n) + pn1 (t)x (n1) + pn2 (t)x (n2) + + p0 x = 0
Let x = ux1 then
x 0 = ux10 +x1 u 0
(n1)
(n2)
+pn2 (t)x1
An example
Given that t 4 is a solution to the DE
t 3 x 000 t 2 x 00 2tx 0 4x = 0
Let x = ut 4 then
x 0 = u 0 t 4 + 4t 3 u
x 00 = u 00 t 4 + 8t 3 u 0 + 12t 2 u
x2
x1
0
W
dt
x12
An Example
(3/t) dt
1
x2 (t) =
t
W (t) = t 3
1
ln t
dt =
t
t
Variation of parameters
To solve inhomogeneous 2nd order equations we can use a method called
variation of parameters. It is related to the integration factor method for
first order linear equations
Suppose x1 and x2 are linearly independent solutions of the homogeneous
equation
x 00 + p(t)x 0 + q(t)x = 0
and we wish to find a particular solution to the inhomogeneous equation
x 00 + p(t)x 0 + q(t)x = f (t)
Rewrite the equation in the form
0
x
0
1
x
0
=
+
x0
q(t) p(t)
x0
f (t)
=
x1 x2
x10 x20
It satisfies the DE
= A
Let
A=
x
x0
0
1
q(t) p(t)
u
u0
=
A
+
u0
u0
u0
f (t)
u0
f (t)
Then
0
0
1
x2 x2
0
u
=
f (t)
u0
W x10 x1
u
u0
x
x0
=
u
u0
=
but
0
x1 x2
x10 x20
"
0
f (t)
"
u
u0
x2 f (t)
W dt
x1 f (t)
W dt
x2 f (t)
W dt
x1 f (t)
W dt
An example
Find the general solution to
x 00 + x = tan t
The homogeneous equation has solutions given by
x1 = cos t
x2 = sin t
Z
xp = cos t
W =1
Z
tan t cos t dt
1 cos2 t
dt + sin t sin t dt
cos t
= cos t (ln | sec t + tan t| sin t) sin t cos t
Z
= cos t