Higher order differential equations Summer 2015-2016

Chapter 7
HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

7.1 Linear Differential Equations

A differential equation (D.E.) is said to be linear if the dependent variable and its derivatives occur
only in first degree.

The general nth order linear differential equations is of the form

dny d n1 y dy
a 0 ( x) a1 ( x) a n1 ( x) a n ( x) y f ( x)
dx n dx n1 dx
where a 0 ( x) 0 .
The general linear equation is usually difficult to solve and requires special techniques. However, an
important and special case occurs when the coefficients are constant. Here we shall discuss several
methods of solutions of the linear differential equation with constant coefficients.

7.2 Linear Differential Equations (LDEs) with Constant Coefficients

The general nth order linear differential equations with constant coefficients is
dny d n1 y dy
a0 n a1 n1 an1 an y f ( x )
dx dx dx
where a0, a1 , , a n are constants.
d
In terms of differential operator D , it can be written as
dx
(a0 D n a1 D n1 an1 D an ) y f ( x)
or, in symbolic form, as
L( D) y f ( x )
where L( D) a 0 D n a1 D n 1 a n1 D a n is a polynomial in D of degree n.
The equation is said to be homogeneous when f(x) = 0 and to be non-homogeneous when f ( x) 0 .

7.3 Homogeneous Equations

Superposition Principle: If y y1 ( x) and y y 2 ( x) are two solutions of the homogeneous equation

L( D) y 0 , then the linear combination y c1 y1 ( x) c2 y 2 ( x) , where and are arbitrary
constants, is also a solution of the equation.
An -th order homogeneous linear differential equation has linearly independent solutions. If
y1, y 2 , , y n are linearly independent solutions of the DEs, then the linear combination
y c1 y1 c 2 y 2 c3 y3 c n y n
is known as the general solution (GS) of the DEs.
We shall now concentrate on the solution of second order LDEs. The general form of the equation is
d2y dy
a0 2
a1 a2 y 0
dx dx
where a 0 , a1 , a 2 are constants.
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A trial solution y e mx leads to the auxiliary equation (AE)

a0 m2 a1m a2 0.
Suppose the roots of the auxiliary equation are and . The general solution, depending on the
nature of the roots, may be expressed in any one of the following forms:
(a) If m1 m2 and both real, the solution is
= +
d2y dy
Example 7.1: Find the general solution of 2y 0 .
2 dx
dx
Solution: The auxiliary equation for the D.E. is
+ =
( )( + ) =
= , .
The general solution of the D.E. can be written as
= + .

(b) If m1 m2 (say), the two solutions are not independent and becomes
= + = ( + ) =
where is a new arbitrary constant. However, it can be shown that xe x is also a solution of the DE.
Since e x and xe x are linearly independent, the general solution can be written as
y (c1 c2 x)ex

Example 7.2
Consider the equation y 2 y y 0 . Verify that y1 e x and y 2 xe x are two solutions and
hence find the solution satisfying y (0) 1, y (0) 4.

Solution: The auxiliary equation for the D.E. is + = which has the roots = , .
Therefore, = and = are two independent solutions of the differential equations. Thus
the general solution can be written as
= 1 1 + 2 2 = 1 + 2 .
Using the initial condition we have,
1 = 1 and 4 = 1 + 2 2 = 4 1 = 3.
Hence the solution becomes
= + .

(c) If m1 and m2 are complex, say m1 i and m2 i , , are real numbers and i is the
imaginary number with i 2 1 , the solution becomes complex. But
e ( i ) x ex (cos x i sin x) and e ( i ) x ex (cos x i sin x)
It can be shown that the real and imaginary parts are both solutions of the differential equation.
That is
y1 ex cos x and y 2 ex sin x
are two real solutions and they are linearly independent. Hence for m i , the corresponding
general solution is
y e x (c1 cos x c2 sin x)
The solution may also be expressed as
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y c1 ex cos( x p)
or, y c2 ex sin( x q)
Here we have used Eulers formula ei cos i sin .

Example 7.3
Find the general solution to ( D 2 6D 10) y 0 .

Solution: The auxiliary equation of the D.E. is + = which has the imaginary roots
= + , . The general solution is
= + .
The above rules may be extended for higher order equations. For examples,
(i) When m =1, 2,-3,-4 , the solution is
y c1e x c2 e 2 x c3e 3 x c4 e 4 x
(ii) When m 2,2,2,4 , the solution is
y (c1 c2 x c3 x 2 )e 2 x c4 e 4 x
(iii) When m 2 3i, 2 3i, 4 , the solution is
y e 2 x [(c1 c2 x) cos 3x (c3 c4 x) sin 3x] c5 e 4 x

Exercise 7.1
1. The roots of auxiliary equation of certain differential equation are given below. Write down the
corresponding complementary function.
(a) = 2, 1, 0 , (b) = 3, 3, (c) = 2 3,
(d) = 3, 1 5, (e) = 4, 3, 3.

2. Solve the following differential equations:

2 2
(a) ) + 6 = 0, (b) + 6 + 9 = 0,
2 2
2
(c) 4 + 13 = 0 ,
2

(d) (3 2 + 9 9) = 0, (e) (4 16) = 0, (f) ( D4 4D2 ) y 0,

d 2s ds ds
(g) 2 2 8s 0 , given that 2 and s = 4 when t = 0,
dt dt dt
2
(h) + 4 = 0, (0) = 10 and (0) = 8 .
2

Answers:
2. (a) = 1 2 + 2 3 , (b) = 1 3 + 2 3 ,

(c) = 2 (1 cos 3 + 2 sin 3), (d) = 1 + 2 cos 3 + 3 sin 3,

(e) = 1 2 + 2 2 + 3 cos 2 + 4 sin 2,

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(f) = 1 + 2 + 3 cos 2 + 4 sin 2,

(g) = 4 + 3 2 .
7.4 Non-homogeneous LDEs

The solution of the non-homogeneous linear differential equation

L( D) y f ( x )
is of the form
y yc y p
where y c is the general solution of L( D) y 0 and y p is a particular solution of L( D) y f ( x) .
The particular solution y p is called a particular integral or solution (PS) and the general solution y c
of the related homogeneous equation is the complementary function (CF).

A number of methods are used to obtain particular integrals for non-homogeneous differential
equations. Some of the standard methods are
(a) The method of Undetermined Coefficients
(b) Inverse Operator method
(c) Variation of Parameters

7.4.1 The method of Undetermined Coefficients

The method of undetermined coefficients is used to find particular solutions of linear ODEs with
constant coefficients. First, we assume a form for a particular solution, with coefficients to be
determined, according to the form of the right hand side of the DE. The coefficients are then
determined by substituting the assumed particular solution and their derivatives into the DE. In
general, we can use the results given in the following Table to assume the form of a particular
solution (PS).
Table 7.1 Method of undetermined coefficients
Form of () Assumed form of

1. Polynomial of degree ( = 0,1,2,3 ) Polynomial of degree

2. , 0 (Exponential)

3. sin Or cos , 0 sin + cos

Note: If the trial PS (or some terms of the PS) has any duplicate terms in , then multiply the trial
solution by where is the number of duplicated terms in . The final trial PS is the modified
expression.

Example 7.4 Solve the following differential equations.

2
= +
2

Solution: The characteristic equation 2 1 = 0 has roots = 1.

The complimentary function is = 1 + 2 .

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Let the trial solution is = 2 + 3 + 4 + 5 .

Note that some terms of match those of . Multiplication once by is necessary to eliminate

duplicates. Then the final form of the particular solution is = 2 + 3 + ( 4 + 5 ).

Now, = 3 + ( 4 + 5 + 5 ) + ( 4 + 5 ),

2
= ( 4 + 5 + 25 ) + ( 4 + 5 + 5 )
2

Substituting the values of and its derivative into the given differential equations, we have

(4 +5 ) 2 3 + 35 = +
1 1
Now, equating like terms, we have, 2 = 0, 3 = 1, 4 = 3 , 5 = 3.
The general solution is
1 1
= + = 1 + 2 + ( 3 + 3 ).

Exercise Set 7.2

1. Determine a suitable form for a particular integral () if the method of undetermined

coefficients is to be used. Do not evaluate the constants.
(a) 6 + 9 = , (b) (2 + 3 + 2) = 12 2 ,
(c) ( 2)( + 1) = 6 + 6 , (d) 4 + 3 = 20 cos ,
(e) (2 1) = (2 sin + 4 cos ) , (f) ( + 1)( 2) = 2 3 ,
(g) (2 + 4) = 4 sin2 .

2. Using the method of undetermined coefficients to find a particular solution of the following
non-homogeneous differential equations and also find the general solution.
(a) 4 + 3 = 2 cos + 4 sin , (b) + 6 + 5 = 2 + 10 5 ,
(c) (2 + 2 + 5) = 6 sin 2 + 7 cos 2, (d) (2 4) = 2 + 2,
(e) + 2 = 4, (0) = 1, (0) = 2,
(f) (2 + 8 + 16) = 8 2 , (0) = 2, (0) = 0,
(g) 9 = sin 2, (0) = 0, (0) = 1.

Answers:
1
2. (a) = 1 + 2 3 + cos , (b) = 1 + 2 5 + 6 ( + 5 ),
(c) = ( + ) + ,

(d) = + ( + ) , (e) = ,

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(f) = + , (g) = ( ).

7.4.2 Inverse Operator Method

1
To find a particular integral of the equation L( D) y f ( x) , define an inverse operator such that
L( D)
1 1
L( D ) f ( x ) L( D) f ( x) f ( x)
L( D) L( D )
Thus a particular integral of L( D) y f ( x) is
1
yp f ( x)
L( D )
For certain form of the function f (x) , the PI can be found as follows:

Type-1
1
When f (x ) is a polynomial in x, y p may be found by expanding in ascending powers of D
L( D)
and then operating on the polynomial f (x) .

2
Example 7.6 Find the general solution of 2 = 2 2 6 .
2
Solution: The equation can be written as
(2 2) = 2 2 6
Here the auxiliary equation (A.E.) is
2 2 = 0 or ( 2)( + 1) = 0
has roots
= 2, 1.
The complementary function is
= 1 2 + 2
A particular integral is
1 1
= 2 2 (2 2 + 6) = 2
(2 2 6)
2(1 )
2
1
1 2
= 2 (1 ) (2 2 6)
2
2
1 2 2
= 2 [1 + +( ) + ] (2 2 6)
2 2
1 1 1
= 2 [1 2 + (2 + 4) 2 + ] (2 2 6)
1 1 3
= 2 [2 2 6 2 (4 6) + 4 (4)]
= 2 + 4 3
The general solution is
= + = 1 2 + 2 2 + 4 3

Type-2
When f ( x) e ax , then
1 1 ax
yp e ax e , L( a ) 0
L( D ) L( a )

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2
Example 7.7. Find the general solution of 2 + 5 = 4 3 .
2
Solution: The equation can be written as
(2 2 + 5) = 4 3
Here the auxiliary equation (A.E.) is
2 2 + 5 = 0
has roots
2420
= = 1 2
2
The complementary function is
= (1 cos 2 + 2 sin 2)
A particular integral is
1 4
= 2 2+5 4 3 = 32 2(3)+5 3
4 1
= 8 3 = 2 3
The general solution is
1
= (1 cos 2 + 2 sin 2) + 2 3

Type-3
When f ( x) e axV ( x) , then
1 1
yp e axV e ax V
L( D ) L( D a )
To find y p L(1D) e ax , when L ( a ) 0 , proceed as follows:
1 1
(i) yp e ax 1 e ax 1
L( D) L( D a )
(ii) Since L(a) 0, ( D a) is a factor of L (D ) and can be written as
L( D) ( D a) ( D) , with (a) 0
Differentiating with respect to D,
L ( D) ( D a) ( D) ( D)
and hence L (a ) (a )
Thus,
1 1 1 ax 1 1 1 ax 1 xeax
yp e ax e e ax e 1
L( D) D a ( D) (a) D a (a) D (a)
1 e ax e ax
But e ax
L ( D) L (a) (a)
Thus, when L(a) = 0, we have
1 ax 1
yp e x e ax
L( D) L( D)

Example 7.8 Find the general solution of the following differential equations:
(a) 4 + 4 = (12 + 9) (b) + 12 = 14 4
Solution:
(a) Here the auxiliary equation (A.E.) is
2 4 + 4 = 0 or ( 2)2 = 0
has roots
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= 2, 2
The complementary function is
= (1 + 2 ) 2
A particular integral is
1 1
= (2)2 (12 + 9) = (12)2 (12 + 9)
1 1 2
= (3)2 (12 + 9) = (3)2 (1 3 ) (12 + 9)
2
= 9 (1 + 3 + ) (12 + 9) = (12 + 9 + 6)
9
= ( + 2)
The general solution is
= (1 + 2 ) 2 + + 2

(b) Here the auxiliary equation (A.E.) is

2 + 12 = 0 or ( + 4)( 3) = 0
has roots
= 4, 3
The complementary function is
= 1 4 + 2 3
A particular integral is
1 1
= 2 +12 14 4 = 14 2+1 4 ( (4)2 4 12 = 0)
1
= 14 4 = 2 4
2(4)+1
The general solution is
= + = 1 4 + 2 3 2 4

Type-4
When f ( x) sin ax or cos ax
Suppose L( D) F ( D 2 ) i.e. it is a even function of D only. Then
1 1
yp sin ax sin ax, F (a 2 ) 0
2 2
F (D ) F (a )
1 1
yp cos ax cos ax, F (a 2 ) 0
2 2
F (D ) F (a )
(i) Consider the case F (a 2 ) 0.
iax
Using the relation e cos ax i sin ax , the PI, can be obtained as follows.
1 1
e iax x e iax since F (a 2 ) 0.
2
F (D ) F ( D )2

1 1
or (cos ax i sin ax) x (cos ax i sin ax)
F (D 2 ) F ( D 2 )
Equating real and imaginary parts,
1 1
cos ax x cos ax
F (D 2 ) F ( D 2 )
1 1
sin ax x sin ax
F (D 2 ) F ( D 2 )
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(ii) A PI when L (D ) is not even powers of D only is illustrated by an example below.

Example 7.9 Solve the following differential equations:

(a) (2 4) = 13 cos 3 (b) (2 + 25) = sin 5
(c) (2 + 2 + 3) = cos 2

Solution:
(a) Here the auxiliary equation (A.E.) is
2 4 = 0 or ( + 2)( 2) = 0
has roots
= 2, 2
The complementary function is
= 1 2 + 2 2
A particular integral is
1 13
= 2 4 13 cos 3 = 32 4 cos 3 = cos 3
The general solution is
= + = 1 2 + 2 2 cos 3

(b) Here the auxiliary equation (A.E.) is

2 + 25 = 0
has roots
= 5
The complementary function is
= 1 cos 5 + 2 sin 5
A particular integral is
1
= 2 +25 sin 5 ( 52 + 25 = 0)
1 cos 5
= 2 sin 5 = 2 5
1
= 10 cos 5
The general solution is
1
= + = 1 cos 5 + 2 sin 5 10 cos 5

(c) Here the auxiliary equation (A.E.) is

2 + 2 + 3 = 0
has roots
2412
= = 1 2
2
The complementary function is
= (1 cos(2 ) + 2 sin(2 ))
A particular integral is
1 1 1
yp cos 2 x cos 2 x cos 2 x
D 2 2D 3 4 2D 3 2D 1

2D 1 2D 1 1
2
cos 2 x cos 2 x (4 sin 2 x cos 2 x)
4 D 1 4(2 2 ) 1 17
1
= (4 sin 2 cos 2)
17

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The general solution is

1
= (1 cos(2 ) + 2 sin(2 )) + 17 (4 sin 2 cos 2)

Example 7.10. Find the general solution of the following differential equations:
(a) 2 + 10 = 5 + 4 + 3 (b) 4 + 3 = 20 2 cos 3

Solution;
(a) Here the auxiliary equation (A.E.) is
2 2 + 10 = 0
has roots
2440
= = 1 3
2
The complementary function is
= (1 cos 3 + 2 sin 3)
A particular integral is
1
= 2 2+10 (5 + 4 + 3 ) = 1 + 2
where
1
1 1 2 2
1 = 2 2+10 (5 + 4) = 10 (1 ) (5 + 4)
10
1 2
= 10 (1 + 5 10 + ) (5 + 4)
1 1
= 10 (5 + 4 + 1) = 2 ( + 1)
1 1 1
2 = 2 2+10 3 = 32 2(3)+10 3 = 13 3
The general solution is
= + 1 + 2
1 1
= (1 cos 3 + 2 sin 3) + 2 ( + 1) + 13 3

(b) Here the auxiliary equation (A.E.) is

2 4 + 3 = 0 or ( 1)( 3) = 0
has roots
= 1, 3
The complementary function is
= 1 + 2 3
A particular integral is
1
= 2 +3 20 2 cos 3
1
= 20 2 (+2)2 4(+2)+3 cos 3
1
= 20 2 2 1 cos 3 = 2 2 cos 3
The general solution is
= 1 + 2 3 2 2 cos 3

Exercise Set 7.3

1. Solve the following differential equations and justify your answers:
d2y dy d2y
(a) 6 9y x2 x , (b) 2
4 y x3 ,
2 dx dx
dx
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(c) (2 2 3) = 5, given that y 1, y ' 1 when x = 0.

Answers
1
1. (a) = 1 3 + 2 3 + 27 (3 2 + 7 + 4)

2. Solve the following differential equations and justify your answers:

d2y dy 2 x d2y
(a) 2
2 2y e , (b) 2
9 y 6e3 x ,
dx dx dx
(c) (D 4D 4) y e given that y(0) 1 and y (0) 5 ,
2 2x

(d) (2 + 4 + 4) = 2 cos(2 + 1), (e) (2 6 + 9) = ( 2 + sin 2) 3 .

Answers
1
2. (a) y = (1 cos + 2 sin ) + 10 2 ,
1
(b) y = 1 3 + 2 3 3 , (c) y= 2 + 3 2 + 2 2 2 ,
1
(d) = (1 + 2 ) 2 4 2 cos(2 + 1),

3
(e) = (1 + 2 ) 3 + ( 4 3 sin 2).
12

3. Solve the following differential equations and justify your answers:

2 d2y
(a) 9 = cos 3, (b) 2 4 y 5sin(3x 2),
2 dx
(c) ( D 25) y cos5x,
2
(d) ( D2 9) y cos x sin 3x,
d2y dy d2y dy
(e) 2
4 13 y sin 3x, (f) 2
2 y cos 2 x,
dx dx dx dx
(g) (2 1)(2 9) = cos 2, (h) (4 1) = sin ,
(i) 4 y 4 y 5 y 17 cos x , given that y 2, y 7 1 when x = 0.
2

Answer
1
3. (a) 1 3 + 2 3 18 cos 3

(b) = 1 cos 2 + 2 sin 2 sin(3 + 2)

1
(c) = 1 cos 5 + 2 sin 5 + 10 sin 5

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1 1
(d) = 1 cos 3 + 2 sin 3 + 8 cos + 6 cos 3

1
(e) ) = 2 (1 cos 3 + 2 sin 3) + 40 (sin 3 + 3 cos 3)

1
(f) = (1 + 2 ) 25 (3 cos 2 4 sin 2)

1
(g) = 1 + 2 + 3 3 + 4 4 + 65 cos 2

1
(h) = 1 + 2 + 3 cos + 4 sin + 4 cos

(i) = 2 (cos 4 sin ) + cos 4 sin

4. Solve the following differential equations and justify your answers:

(a) (D2 2D) y x e2 x , (b) (D2 4D 4) y x cos 2 x,
(c) (D2 2D 1) y e2 x sin x, (d) ( D2 4D 12) y e2 x cos 4 x,
d2y dy
(e) 2
4 5 y e2 x ( x 2 1),
dx dx
(f) y 4 y 4 3 cos x 5e x , given that y 1, y 1 at x = 0.

Answer:
1 1
4. (a) = 1 + 2 2 4 ( 2 + ) + 2 2 ,

1
(b) = 1 2 + 2 2 + 8 (2 1 + sin 2) ,

1
(c) = 1 + 2 2 cos ,

(e) = 2 (1 cos + 2 sin ) + ( 2 1) 2 ,

(f) = sin 2 2 cos 2 + 1 + cos ,

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7.5 Application of Higher order Linear Differential Equations

Differential equations are greatly used in game development. For example , In a simple video game
involving a jumping motion, a differential equation is used to model the velocity of a character after
the command is given to return them to the ground in a simulated gravitational field.

Example 7.11: A circuit consists of an inductance of 0.05 henry, a resistance of 50 ohms, and a
condenser of capacitance 1.25 104 farad. If = = 0 when = 0, find and in terms of
when there is a constant e.m.f.= 240 volts.

Solution: Given that, = 0.05 , = 50, = 1.25 104 , = 240 .

The circuit equation,
2
2 + + =

becomes,
2 10000
0.05 2 + 50 + = 240
1.25
Multiply by 20, we get
2
2
+ 1000 + 160000 = 4800

Here the auxiliary equation (A.E.) is

2 + 1000 + 160000 = 0
has roots

= 500 300
= 800, 200
The complementary function is
= 800 + 200
A particular integral is
1 4800
= 4800 = = 0.03
2 + 1000 + 160000 160000
The general solution is
= 800 + 200 + 0.03
Differentiating with respect to t,

= = 800 800 200 200

Using initial condition

= = 0 at = 0
we have
+ + 0.03 = 0
and 800 200 = 0 or = 4
Solving we have
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A = 0.01 and = 0.04

Thus
= 0.01 800 0.04 200 + 0.03
= 8 800 + 8 200

Exercise Set 7.4

1. The equation for a circuit with applied voltage is
2 1
2 + + =


Find the solution for () and () = if = 1, = 100, = 104 and = 1000 given

that = 0 and = 0 at = 0.
2. Suppose that a series circuit consisting of an inductor (L), a resistor (R), and a capacitor(C) is
open, and there is an initial charge q0 106 on the capacitor. The differential equations for such
a circuit is

2 1
+ + =
2
Determine the variation of the charge and current after the switch is closed for the following
cases:

(a) L 0.2, C 105 , R 3 102

(b) L 1, C 4 106 , R 103

(c) L 2, C 105 , R 4 102

Answers:

q 0.1
1 RCt
10 3
e
sin 50 3t 3 cos 3t ,
1.
20
i e 50t sin 50 3t.
3
2. (a) q 106 (2e 500t e 1000t ) coulombs; t in sec

(b) q 106 (1 500t )e 500t coulombs; t in sec

1
(c) q 10 6 e 100t (cos 200t sin 200t ) coulombs; t in sec
2

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