Linear Equation of Higher Order

General form of nth-order linear equation

dny d n −1 y
+ X n (x ) y = Q
dy
n
+ X ( x ) n −1 + ... + X n −1 ( x)
dx dx dx

X…Xn-1 , Xn,and Q can be function of x or constant

General solution y = I p (x ) + Z c (x )

For constant X ’s
Zc => Complementary function • Distinct real root
• Repeated root
• Complex root
Ip => Particular integral • Method of undetermined coefficients
• Method of variation of parameters
• Method of Inverse operators

From dny d n −1 y dy
n
+ X ( x ) n −1
+ ... + X n −1 ( x) + X n ( x) y = Q
dx dx dx

For constant coefficient

dny d n −1 y dy
n
+ a1 n −1
+ ... + an −1 + an y = Q
dx dx dx

Given: D = differential operator ; D = d

dx
dy d2y dny
ex. Dy = ; D2 y = ; Dn y =
dx dx 2 dx n

Then D n y + a1 D n −1 y + ... + an −1 Dy + an y = Q

(D n
)
+ a1 D n −1 + ... + an −1 D + an y = Q

1
 I. Determination of complementary function (Zc)

From (D n
)
+ a1 D n −1 + ... + an −1 D + an y = Q

(D n
)
+ a1 D n −1 + ... + an −1 D + an y = 0

“Homogeneous equations”

Case A: For distinct roots

(D − r1 )(D − r2 )(D − r3 )...( D − rn ) y = 0

if r1 ≠ r2 ≠ r3 ... rn

Solution ⇒
r x
y = C1e r1x + C2 e r2 x + C3e r3 x + ... + Cn e n Zc

Case B: For repeated roots

(D − r1 )(D − r2 )(D − r3 )...( D − rn ) y = 0

if r1 = r2 = r3 = ... = rn −1 ≠ rn

Solution ⇒ ( )
y = C1 + C2 x + C3 x 2 + ... + Cn−1 x n−2 e 1 + Cnern x
rx
Zc

Case C: For complex roots

(D 2
)
+ a1 D + an y = 0

if r1 = α + iβ r2 = α − iβ

Solution ⇒ y = C1er1x + C2er2 x = C1e(α +iβ ) x + C2e(α −iβ ) x

= eαx ( Acosβx + Bsinβx ) Zc

2
Exponential function

e iβ x = cos β x + i sin β x
cos x = cosh ix
e − iβx = cos β x − i sin β x
cosh 2 x = 1 + sinh 2 x
e iβ x − e − iβ x
sin β x = sinh( x ± y ) = sinh x cosh y ± cosh x sinh y
2i
e iβ x + e − iβ x cosh( x ± y ) = cosh x cosh y ± sinh x sinh y
cos β x =
2
sinh 2 x = 2 sinh x cosh x
e α x = cosh α x + sinh α x
cosh 2 x = cosh 2 x + sinh 2 x
−αx
e = cosh α x − sinh α x x
2 sinh 2 = cosh x − 1
2
e α x − e −α x 2 x
= cosh x − 1
sinh α x = 2 cosh
2
( )
2
sinh −1 x = ln x + x 2 + 1
eαx + e −αx
ln (x + − 1)
cosh α x =
2 cosh −1 x = x2
sin x = −i sinh ix d (sinh x ) = cosh xdx
sinh ix = i sin i d (cosh x ) = sinh xdx

d2y
Example dx 2
+ 5
dy
dx
+ 4y = 0 y = ???

In differential operator form (D 2

)
+ 5D + 4 y = 0

(D )
+ 4 (D + 1) y = 0

Then r = − 4, − 1

or y = C1e −4 x + C2 e − x Zc ##

Example 2
Solve the d y + 4 dy + 4 y = 0 where y(0) = 0 and dy(0)/dx = 1
2
dx dx

(D 2
)
+ 4D + 4 y = 0

(D + 2 )(D + 2 ) y = 0

Then r = − 2, − 2 or y = (C1 + C2 x )e −2 x

3
 From y = (C1 + C2 x )e −2 x

and boundary condition y(0) = 0 and dy(0)/dx = 1

0 = (C1 + C2 (0) )e −2( 0) ⇒ C1 = 0

or y = C2 xe−2 x (*)

Differentiate Eq. (*) dy

dx
(
= C2 e − 2 x − 2 xe − 2 x )

From B.C. (
1 = C2 e −2(0 ) − 2(0)e −2(0 ) ) ⇒ C2 = 1

Then Eq.(*) becomes y = xe−2 x ##

Example d2y
− 2
dy
+ 2y = 0 y = ???
dx 2 dx

In differential operator form (D 2

)
− 2D + 2 y = 0

2 ± 2 2 − 4 (1)( 2 ) 2± −4
Then r = = = 1± i
2 (1) 2

or y = C1e (1+i ) x + C2 e (1−i ) x Zc ##

y = e x (C1e1+i + C2 e1−i ) ⇒ e x ( A cos x + B sin x )

4
Special class of linear equation
I. Cauchy-Euler Equations
Cauchy-Euler equation is suitable for
dny d n −1 y d2y dy
an x n n
+ an −1 x n −1 n −1 + ... + a2 x 2 2 + a1 x + a0 y = f ( x )
dx dx dx dx

d2y dy
Consider 2nd order equation a2 x 2 + a1 x + a0 y = f (x) a
dx 2 dx

dy dy dx dy t dy dy
Given x = et = ⋅ = ⋅ e = et = x
dt dx dt dx dx dx

dy 1 dy dy
= = e −t
dx x dt dt
d ⎛ dy ⎞
⎜ ⎟ ⎛ d2y dy ⎞
= e −t ⎛⎜ ⎞⎟ = e −t ⎛⎜ e −t ⎞⎟ = e −t ⎜⎜ e −t 2 − e −t ⎟⎟
and d2y dt ⎝ dx ⎠ d dy d dy
=
dx 2 dx dt ⎝ dx ⎠ dt ⎝ dt ⎠ ⎝ dt dt ⎠
dt
d2y ⎛ d 2 y dy ⎞
2
= e − 2 t ⎜⎜ 2 − ⎟⎟
dx ⎝ dt dt ⎠

dy dy d2y ⎛ d 2 y dy ⎞
Substitute = e −t and 2
= e − 2 t ⎜⎜ 2 − ⎟⎟ into Eq. (a)
dx dt dx ⎝ dt dt ⎠

+ (a1 − a2 )
d2y dy
a2 + a0 y = f ( e t )
dt 2 dt

Example d2y dy y = ???

3x 2 + 11x − 3y = 0
dx 2 dx

d2y dy
Given x = et then 3 + 8 − 3y = 0
dt 2 dt

(3D 2
)
+ 8D − 3 y = 0 (3D −1)( D + 3) y = 0

Then, r = 1/3, -3

Solution y = C1e1/3t + C2e−3t

But t = ln(x) y = C1x1/3 + C2 x−3 ##

5
System of Differential Equations

Example x′( t ) = 3 x( t ) − 4 y( t ) and y′( t ) = 4 x( t ) − 7 y( t ) determine y(t) and x(t)

Solution x′( t ) = 3 x( t ) − 4 y( t ) (D − 3)x + 4 y = 0 (1)

y′( t ) = 4 x( t ) − 7 y( t ) − 4 x + ( D + 7) y = 0 (2)

Multiplying Eq.(1) by 4 4(D − 3)x + 16 y = 0 (3)

(4)
Multiplying Eq.(2) by (D-3) − 4( D − 3)x + ( D + 7 )( D − 3) y = 0

Adding Eqs.(3) and (4) ( D + 7)( D − 3) y + 16 y = 0

(D 2
+ 4 D − 5) y = 0 r = −5, 1

y( t ) = C1 e −5t + C2et (5)

Multiplying Eq.(1) by (D+7) (D − 3)( D + 7 ) x + 4( D + 7 ) y = 0 (6)

Multiplying Eq.(2) by 4 −16x + 4( D + 7 ) y = 0 (7)

Subtraction Eqs.(7) by Eq. (6) ( D + 7)( D − 3)x + 16 x = 0

(D 2
+ 4 D − 5)x = 0 r = −5, 1

x( t ) = k1 e −5t + k2et (8)

x′( t ) = −5k1 e −5t + k2et (9)

Eq.(1) = Eq. (9) x′( t ) = 3 x( t ) − 4 y( t ) − 5k1e −5t + k 2 et = 3x( t ) − 4 y( t )

− 5k1e −5t + k 2 et = 3 x( t ) − 4 y( t ) = 3[k1e −5t + k 2 et ]− 4[C1e −5t + C2 et ]

− 5k1e −5t = (3k1 − 4C1 )e −5t

C1
k1 =
2

k 2 e t = (3k 2 − 4C2 )e t k 2 = 2C2

C1
Then y( t ) = C1 e −5t + C2et and x( t ) = k1 e −5t + k2et = e −5t + 2C2et
2

6
 II. Determination of particular solution (Ip)
A. Method of undetermined coefficients
Advantage: It is good for elementary polynomial forcing function
Disadvantages: It can be used only on equations with constant coefficient
It is quite tedious to apply with the trigonometric forcing
function
dny d n −1 y dy
From n
+ a1 n −1 + ... + an −1 + an y = Q
dx dx dx

Solving steps 1. Check that the linear equation has constant coefficients
2. Check that the form of Q is one of the types suitable
for this method
3. Solving the corresponding homogeneous equation
4. Find the appropriate form of Ip (also called “Trial integral”)
which is related to Q
5. Solve for Ip

Form of particular solutions

Note: If one part of Ip is similar to that of Zc, the Ip is multipled by x or x2 or

x3….until it is different

7
Example d2y
− y = x2 y = ???
dx 2

For Zc (D 2
)
− 1y = 0 ⇒ r = ±1

Then Z c = C1e x + C2 e − x

For Ip: the suitable form is I p = A1 x 2 + A2 x + A3

Substituting Ip in the linear equation with the following terms

y = A1 x 2 + A2 x + A3

Dy = 2 A1 x + A2

D 2 y = 2A1

Then (D 2
) ( )
− 1 y = 2 A1 − A1 x 2 + A2 x + A3 = x 2

− A1 x 2 − A2 x + (2 A1 − A3 ) = x 2

Comparing the coefficient − A1 = 1 ⇒ A1 = −1

− A2 x = 0 ⇒ A2 = 0

2 A1 − A3 = 0 ⇒ 2(− 1) − A3 = 0 ⇒ A3 = −2

Then I p = A1 x 2 + A2 x + A3 = −x2 − 2

The complete solution is then (

y = Z c + I p = C1e x + C2 e − x − x 2 + 2 )

8
Example d2y
− y = ex y = ???
dx 2

For Zc (D 2
)
− 1y = 0 ⇒ r = ±1

Then Z c = C1e x + C2 e − x

For Ip: the suitable form is I p = Ae x

Due to ex is present in both Q and Zc, then multiplying Ip by x

I p = Axe x

Substituting Ip in the linear equation with the following terms

y = Axe x

(
Dy = A e x + xe x ) = Ae x + Axe x

(
D 2 y = Ae x + A e x + xe x ) = 2 Ae x + Axe x

(D 2
)
− 1y = (2 Ae x
)
+ Axe x − Axe x = e x

1
2 Ae x = e x 2A = 1 ⇒ A =
2

Then 1 x
I p = Axe x = xe
2

1 x
The complete solution is then y = Z c + I p = C1e x + C2 e − x + xe
2

9
Example y′′ − 8 y′ + 16 y = 6 xe 4 x y = ???

For Zc (D − 4 )(D − 4) y = 0 ⇒ r = 4, 4

Then Z c = (C1 + C2 x )e 4 x

For Ip: the suitable form is Ip = ( A1 x + A2 )e 4 x = A1 xe 4 x + A2 e 4 x

Due to e4x is present in both Q and Zc, then multiplying Ip by x

I p = A1 x 2 e 4 x + A2 xe 4 x

Dy = (2 A1 + 4 A2 )xe 4 x + 4 A1 x 2 e 4 x + A2 e 4 x

D 2 y = (16 A1 + 16 A2 )xe 4 x + 16 A1 x 2 e 4 x + (2 A1 + 8 A2 )e 4 x

(D 2
)
− 8D + 16 y = (16 A1 − 32 A1 + 16 A1 )x 2e 4 x
+ (16 A1 + 16 A2 − 16 A1 − 32 A2 + 16 A2 )xe 4 x
(
+ 2 A1 + 8 A2 − 8 A2 e 4 x )
= 6 xe 4 x

Canceling terms shows the null results

2 A1e 4 x = 6 xe 4 x

Hence, A1 is indeterminate. Next try with the higher power

I p = A1 x 3e 4 x + A2 x 2 e 4 x

We will get 6 A1 xe 4 x = 6 xe 4 x ⇒ A1 = 1
⇒ A2 = 0

The complete solution is then y = (C1 + C2 x )e 4 x + x 3e 4 x = (C1 + C2 x + x 3 )e 4 x

10
B. Method of variation of parameters

Advantage: It can be applied even when the coefficients are not constant

dny d n −1 y dy
n
+ X ( x) n −1 + ... + X n −1 ( x) + X n ( x) y = Q
dx dx dx

Given the 3rd order linear equation (D 3

)
+ X 1D 2 + X 2 D + X 3 y = Q

The complementary solution is Z c = C1 y1 + C2 y2 + C3 y3

Then the Ip is defined by I p = L1 y1 + L2 y2 + L3 y3 (*)

For L1, L2 and L3 L1′ y1 + L2′ y2 + L3′ y3 = 0

L1′ y1′ + L2′ y2′ + L3′ y3′ = 0

L1′ y1′′ + L2′ y2′′ + L3′ y3′′ = Q

Differential of Eq. (*) becomes,

=0
dI p
= Dy = L1 y1′ + L2 y′2 + L3 y3′ + L1′ y1 + L2′ y2 + L3′ y3
dx
=0
d 2I p
= D 2 y = L1 y1′′ + L2 y2′′ + L3 y3′′ + L1′ y1′ + L2′ y′2 + L3′ y3′
dx 2
=Q
d 3I p
= D y = L1 y1′′′+ L2 y2′′′ + L3 y3′′′+ L1′ y1′′ + L2′ y2′′ + L3′ y3′′
3

dx3

Solving of L1′, L2′ , L3′ by integration

Let’s see the Example =>>>

11
Example y′′ − 2 y′ = e x sin x y = ???

For Zc D(D − 2 )y = 0 ⇒ r = 0, 2

Then Z c = C1 + C2 e 2 x

For Ip: I p = L1 + L2 e 2 x

Then
dI p
dx
( )
= L1′ + L2′ e 2 x + 2 L2 e 2 x = L1′ + L2′ e 2 x + 2 L2 e 2 x

But L1′ + L2′ e 2 x = 0 (1)

dI p
or = 2 L2 e 2 x
dx
d 2I p
= 2 L2′ e 2 x + 4 L2 e 2 x
dx 2
1 −x
But 2 L2′ e 2 x = Q = e x sin x L2′ = e sin x (2)
2

1 −x
Substituting L2′ = e sin x into Eq. (1); then
2
⎛1 ⎞ 1
L1′ + ⎜ e − x sin x ⎟e 2 x = 0 L1′ = − e − x sin x
2
⎝ 2 ⎠

Solving for L1 , L2 by integration

e − x sin xdx = − e x (sin x − cos x ) L1 = − e x (sin x − cos x )

1 1 1
∫ L1′dx = −
2∫ 4
⇒
4

L2 = − e − x (sin x + cos x )
1
1
e − x sin xdx = − e − x (sin x + cos x )
1 ⇒
∫ L2′ dx =
2∫ 4 4

I p = L1 + L2 e 2 x = − e x (sin x − cos x ) − e − x (sin x + cos x ) ⋅ e 2 x

1 1
Then
4 4

= − e x (sin x − cos x ) − e x (sin x + cos x ) = − e x sin x

1 1 1
4 4 2
1 x
Complete solution is then y = C1 + C2 e − e sin x
2x
##
2

12
Example y′′′ + y′ = csc x y = ???

For Zc (D 3
+ D )y = 0 ⇒ r = 0, ±i

Then Z c = C1 + C2 e ix + C3e − ix = C1 + C2 cos x + C3 sin x

For Ip: I p = L1 + L2 cos x + L3 sin x

dI p
= L1′ + (L2′ cos x − L2 sin x ) + (L3′ sin x + L3 cos x )
dx

But L1′ + L2′ cos x + L3′ sin x = 0 (1)

dI p
Then = − L2 sin x + L3 cos x
dx
d 2I p
= − L2′ sin x − L2 cos x + L3′ cos x − L3 sin x
dx 2

But − L2′ sin x + L3′ cos x = 0 (2)

d 2I p
Then = − L2 cos x − L3 sin x
dx 2
d 3I p
= − L2′ cos x − L2 sin x − L3′ sin x − L3 cos x
dx 3

But − L2′ cos x − L3′ sin x = Q = csc x (3)

From Eq. (1)-(3); solving for L1′, L2′ , L3′

L1′ = csc x ⇒ L1 = − ln(csc x + cot x )

L2′ = − cot x ⇒ L2 = − ln sin x

L3′ = −1 ⇒ L3 = − x

Then I p = − ln (csc x + cot x ) − cos x ln sin x − x sin x

or y = C1 + C2 cos x + C3 sin x − ln (csc x + cot x ) − cos x ln sin x − x sin x

13
Example y′′ − 8 y′ + 16 y = 6 xe 4 x y = ???

For Zc (D )
− 4 (D − 4 ) y = 0 ⇒ r = 4, 4

Z c = C1e 4 x + C2 xe 4 x

Then I p = L1e 4 x + L2 xe 4 x
dI p
= L1′e 4 x + 4 L1e 4 x + L2′ xe 4 x + L2 e 4 x + 4 L2 xe 4 x
dx

But L1′e 4 x + L2′ xe 4 x = 0 (1)

dI p
= 4 L1e 4 x + L2 e 4 x + 4 L2 xe 4 x
dx
d 2I p
= 4L1′e4 x + 16xL1e4 x + L2′ e4 x + 4L2e4 x + 4L2′ xe4 x + 4L2e4 x + 16L2 xe4 x
dx2

But 4L1′e4 x + L2′ e4 x + 4L2′ xe4 x = 6 xe4 x (2)

From Eq. (1)-(2); solving for L1′, L2′

L1′ = −6x 2 ⇒ L1 = −2x 3

L2′ = 6 x ⇒ L2 = 3x 2

Then I p = L1e 4 x + L2 xe 4 x = −2 x 3e 4 x + 3x 3e 4 x = x 3e 4 x

or (
y = C1e 4 x + C2 xe 4 x + x 3e 4 x = C1 + C2 x + x 3 e 4 x )

14
C. Method of Inverse operators

Advantage: The quickest and safest to use with exponential or

trigonometric forcing function

Disadvantages: - It can used only on equations with constant

coefficient
- The necessary amount of new material
- It is quite tedious to apply with polynomial
forcing function
d
This method builds on the differential operator ; D =
dx

ex. dy
Dy =
dx
d2y
D2 y =
dx 2
M
dny
Dn y =
dx n

I. Operation on exponential
Rule 1: P ( D) e rx = P( r )e rx

1 1 rx
Inverse operator of Rule 1: e rx = e
P (D ) P (r )

Rule 2: ( )
P ( D) f ( x )e rx = e rx P(D + r ) f ( x)

Inverse operator of Rule 2:

1
P (D )
( )
f ( x )e rx = e rx
1
P (D + r )
f ( x)

Polynomial expansion
p( p − 1) 2 p ( p − 1)( p − 2 ) 3
(1 + f ) p = 1 + pf + f + f + .... +
2! 3!

15
Example y′ − 2 y = e x y = ???

For Zc (D )
− 2y = 0 ⇒ r = 2

Z c = C1e 2 x

For Ip (D − 2)I p = ex Ip =
1
ex
D−2

1st way ⇒ Introducing the polynomial expansion

p( p − 1) 2 p ( p − 1)( p − 2 ) 3
(1 + f ) p = 1 + pf + f + f + .... +
2! 3!

1 1
From =
D−2 ⎛ D⎞
− 2⎜1 − ⎟
⎝ 2⎠

Seting f = -D/2 and p = -1

1⎡ ⎤
2 3
1 ⎛1 ⎞ ⎛1 ⎞ ⎛1 ⎞
= − ⎢1 + ⎜ D ⎟ + ⎜ D ⎟ + ⎜ D ⎟ + .... + ⎥
⎛ D⎞ 2⎢ ⎝2 ⎠ ⎝2 ⎠ ⎝2 ⎠ ⎥
− 2⎜1 − ⎟ ⎣ ⎦
⎝ 2⎠

1⎡ ⎤
2 3
1 ⎛1 ⎞ ⎛1 ⎞ ⎛1 ⎞
Then Ip = e x = − ⎢1 + ⎜ D ⎟ + ⎜ D ⎟ + ⎜ D ⎟ + .... + ⎥ e x
D−2 2⎢
⎣ ⎝2 ⎠ ⎝2 ⎠ ⎝2 ⎠ ⎥
⎦

1 ⎡ ⎤
2 3
⎛1⎞ ⎛1⎞ ⎛1⎞
Using Rule 1 I p = − e x ⎢1 + ⎜ ⎟ + ⎜ ⎟ + ⎜ ⎟ + .... + ⎥ = −e x
2 ⎢ ⎝2⎠ ⎝2⎠ ⎝2⎠ ⎥
⎣ ⎦

=2

Then I p = −e x

2nd way ⇒ Introducing the inverse operators of Rule 1

1 1 x
From Ip = ex = e = −e x
D−2 1− 2

The general solution becomes y = C1e 2 x − e x

16
Example y′′ − 4 y′ + 4 y = xe 2 x y = ???

For Zc (D 2
)
− 4D + 4 y = 0 ⇒ (D − 2) y = 0 ⇒ r = 2, 2
2

Z c = (C1 + C2 x )e x

1
Ip = xe2x
For Ip (D − 2)2
1 1
Introducing the inverse operators of Rule 1 Ip = xex = xex
(2 − 2)2
0

Introducing the inverse operators of Rule 2 by replacing D = D+2

1 1
Ip = xe2x = e2x x
(D + 2 − 2)2 D2
2
1 2x 1 x e2 x x3
From I p = e2 x x = e =
D2 D 2 6
e2 x x3
The general solution becomes y = (C1 + C2 x )e x +
6

Example y′′ − 8 y′ + 16 y = 6 xe 4 x y = ???

For Zc (D )
− 4 (D − 4 ) y = 0 ⇒ r = 4, 4

Then Z c = (C1 + C2 x )e 4 x

1
For Ip Ip = 6xe4x
(D − 4)2
Introducing the inverse operators of Rule 2 by replacing D = D+4
1 1
Ip = 6xe4 x = 6e4x x
(D + 4 − 4)2 D2

1 1 x2
From I p = 6e4 x 2
x = 6e4 x = e4 x x3
D D 2

The general solution becomes y = (C1 + C2 x )e 4 x + x 3e 4 x

17
II. Operation on trigonometric functions
From Euler formular eix = cos( x) + i sin( x)

Real part => Re(eix) = cos (x)

Imaginary part => Im(eix) = sin (x)

Example y′′ − y = cos(x) I p = ???

y′′ − y = Re al(eix )
1 ⎡ 1 ⎤
Then Ip = Re al(eix ) = Re al⎢ 2 eix ⎥
D2 −1 ⎣ D −1 ⎦

⎡ 1 ⎤ ⎡ 1 ⎤
Using Rule 1, with r = i I p = Re al⎢ 2 eix ⎥ = Re al⎢− eix ⎥
⎣ i − 1 ⎦ ⎣ 2 ⎦

1
I p = − cos x
2

Example y′′ + y = sin(x) I p = ???

y′′ + y = Im(e ix )

Then 1 ⎡ 1 ⎤
Ip = Im(eix ) = Im⎢ eix ⎥
D2 +1 ⎣ (D − i )(D + i ) ⎦

Using Rule 1 for nonzero factor (D+i)

⎡ ⎤
e ix ⎥ = Im ⎡⎢
1 1 ix 1 ⎤
I p = Im ⎢ e
⎣ ( D − i )( i + i ) ⎦ ⎣ D − i 2i ⎥⎦

Using Rule 2, that f(x) = 1

⎡ 1 ix 1 ⎤ ⎡ eix 1 ⎤
I p = Im⎢ e ⎥ = Im ⎢ (1)⎥
⎣ D − i 2i ⎦ ⎣ 2i D ⎦

⎡ eix ⎤ ⎡ eix ⎤ ⎡ 1 ⎤ 1
I p = Im⎢ x ⎥ = x Im⎢ ⎥ = x Im⎢− ieix ⎥ = − x cos( x)
⎣ 2 i ⎦ ⎣ ⎦
2 i ⎣ 2 ⎦ 2

18