Lecture 4

Higher Order Differential Equations

The general form of a higher order L.DE is
n

an (x )

d y
dx

an 1(x )

n 1

dx

a2 (x )

n 1

a1(x )

dy
a0 (x ) y g (x )
dx

(1)

So, a linear second order DE takes the form

a2 (x )

d 2y
dx

a1 (x )

dy
a0 (x ) y g (x )
dx

(2)

If g(x)=0, equation (2) is called homogeneous equation

If g(x) is replaced by zero, equation 2 is said to be associated homogeneous
equation.

If a2 (x ), a1 (x ) and a0 (x ) are constants, equation 2 is second order DE with

constant coefficients.

Homogeneous Equations
In order to solve a non-homogeneous linear equation (2), we must first able to solve
the associated homogeneous equation

a2 (x )

d 2y
2

a1(x )

dy
a0 (x ) y 0
dx

(3)

dx
Let y 1 (x) and y 2 (x) be solutions of equation (3), then the linear combination
y C 1 y 1 (x ) C 2 y 2 (x )
where C1 and C 2 are arbitrary constants, is also a solution.
Linear independence
The two solutions y1 (x ) and y 2 (x ) muat be linearly independent, i.e.
y 1 (x ) C y 2 (x )
if a set of two functions is lineary dependent, then one function is simply
a constant multiple of the other.

Condition for linearly independent

y1
w
y 1

y2
0
y 2

W is called the Wronskian of the function

w y 1 y 2 y 1 y 2
2nd order Homogeneous Linear Equations with constant coefficients
ay by cy 0

(3)

If we try a solution of the form y e mx , then after substituting

y m e mx and y m 2 e mx

Equation (3) becomes

a m 2e mx b m e mx c e mx 0
or
(a m 2 b m c ) e mx 0
Since e mx is never zero, then
(a m 2 b m c ) 0

(4)

The last equation is called the auxiliary equation.

The two roots of equation (4), are
b b 2 4ac
m 1,2
2a
There will be three forms of the solution of equation (3) corresponding to
the three following cases

Case 1
m1 and m 2 are real distinct roots (b 2 - 4ac 0)
then the solution of equation (3) is
y C 1e m1x C 2 e m 2x
Case 2
m1 and m 2 are repeated real roots (b 2 - 4ac 0)
it follows that

m1 m 2

b
2

then the general solution is

y C 1e m1x C 2 x e m 2x
Case 3
m1 and m 2 are conjugate complex roots (b 2 - 4ac 0)
b
4ac b 2
then m1, m 2

i i
2a
2a
The general solution is
y e x (C 1 cos x C 2 sin x )

Example 1
Solve

2y 5 y 3 y 0

Differential Operator D
In calculus, differentiation is often denoted by capital letter D.
dy
Dy
dx
The symbol D is called a differential operator. Higher derivatives can
that is

be expressed in terms of D
d 2y

d 3y

D
y,

D
y and so on.
2
3
dx
dx
Any linear DE can be expressed in terms of D, for Example
2 y 5 y 3 y 0
2

2D 2 y 5Dy 3 y 0
or

(2D 2 5D 3) y 0

(2D 2 5D 3) is called polynomial differential operator, we can replace

D by m to fined the auxiliary equation
(2D 2 5D 3) 0
Exmple 2
Solve

y -10 y 25 y 0

Exmple 3
Solve

y 4 y 7 y 0

Exmple 4
Solve

y y 0