Chap.

2 Higher-Order Ordinary Differential

Equation
1. Linear ODE
(1) Model:

n O.D.E an ( x) y ( n ) + an1 ( x) y ( n1) + ... + a1 ( x) y ' + a0 ( x) y = R( x)

an ( x), an1 ( x),...a1 ( x), a0 ( x)

R( x) = 0 , homogeneous O.D.E
R( x) 0 , non-homogeneous O.D.E
(2) Linear Dependent & Linear Independent()
Definition: { u1 ( x), u2 ( x),...un ( x) } x [a, b]
(i) { u1 ( x), u2 ( x),...un ( x) } uk (x) n-1
, { u1 ( x), u2 ( x),...un ( x) } x [a, b]
.
e.g. u1 = x, u2 = x + 3, u3 = 2 x + 3
u3 = a1u1 + a2u2 ,with a1 = a2 = 1 u1 , u2 , u3
(ii) { u1 ( x), u2 ( x),...un ( x) } n-1
,.

e.g. u1 = x, u2 = x + 3, u3 = x 2

a1 , a2 u3 = a1u1 + a2u2 u1 , u2 , u3
(3) O.D.E

n O.D.E an ( x) y ( n ) + an1 ( x) y ( n1) + ... + a1 ( x) y ' + a0 ( x) y = R( x)

1. R( x) = 0 , homogeneous O.D.E
y1 ( x), y2 ( x),... yn ( x) n , O.D.E
y = C1 y1 ( x) + C2 y2 ( x) + ... + Cn yn ( x) ,
C1 , C2 ...Cn .
2. R( x) 0 , non-homogeneous O.D.E

y p (x) O.D.E

y1 ( x), y2 ( x),... yn ( x) n
O.D.E

y = C1 y1 ( x) + C2 y2 ( x) + ... + Cn yn ( x) + y p ( x) = yh ( x) + y p ( x)

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 yh (x) , complementary function

(4)
O.D.E: a( x) n , a( x) n1 ,..., a1 ( x), a0 ( x) = constant
O.D.E: a ( x) n , a( x) n1 ,..., a1 ( x), a0 ( x) = f ( x)
(4-1) O.D.E

1.: a2 y '' + a1 y ' + a0 y = R( x) , a2 , a1 , a0 .

2.:
(i) yh

(ii) y p

(iii) a2 y '' + a1 y ' + a0 y = R( x) y = yh + y p

(4-1-1) (homogeneous solution)

2nd-order O.D.E a2 y '' + a1 y ' + a0 y = 0

y = e mx , m , y ' = me mx , y '' = m 2 e mx

(a2 m 2 + a1m + a0 )e mx = 0

e mx 0 , (a2 m 2 + a1m + a0 ) = 0

O.D.E a2 y '' + a1 y ' + a0 y = 0

a2 m 2 + a1m + a0 = 0 m1 & m2 ,

(i) m1 & m2 (a12 4a2 a0 > 0)

y = c1e m1x + c2 e m2 x , c1 & c2 =const

(ii) m1 & m2 (a12 4a2 a0 = 0)

y = c1e m0 x + c2 xe m0 x , c1 & c2 =const

(iii) m1 & m2 (a12 4a2 a0 < 0)

y = ex ( A cos x + B sin x) , A & B =const

(4-1-2) (particular solution)
(4-1-2-1) (undetermined coefficients)
1. Limitation

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 (i) O.D.E
(ii) R(x) A(const), ex , cos x, sin x, x n
2. Methods

(i) R(x) , y p

(ii) y p O.D.E , y p

R(x) yp
k A
x
e Aex
cos x or sin x, x n A cos x + B sin x
xn
An x n + An1 x n1 + ... + A1 x + A0

x n e x
ex ( An x n + An1 x n1 + ... + A1 x + A0 )

[( A x + A x + ... + A x + A ) cos x]
n
n 1
n 1
1 0
x n cos x or x n sin x
n

+ [( A x + A x + ... + A x + A ) sin x ]
n
n
n 1
n 1
1 0

Note: y p yh , x m y p ,

x m y p

(4-1-2-2) (variation of parameters)

1. Concepts:
R(x) O.D.E
2. Methods

O.D.E a2 y '' + a1 y ' + a0 y = R( x)

(i) yh = c1 y1 ( x) + c2 y2 ( x)

(ii) y p = u1 ( x) y1 ( x) + u 2 ( x) y2 ( x) ( y p yh )

(iii)
R R
* y2 * y2
a2 a2
u1 =
'
u1 = dx
W ( y1 , y2 ) W ( y1 , y 2 )
R R
* y1 * y1
a2 a2
u2 =
'
u2 = dx
W ( y1 , y2 ) W ( y1 , y2 )

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 y1 y2
W: W ( y1 , y2 ) = = y1 y2' y2 y1'
y1' y2'

e3 x d
Example: ( D 2 3D + 2) y = ,D
e +1
x
dx
a.
O.D.E : m 2 3m + 2 = 0
m=1, 2 ()

O.D.E yh = c1e x + c2 e 2 x

b.
By

y p = u1 y1 + u 2 y2 , y1 = e x , y2 = e 2 x

y1 y2
W ( y1 , y2 ) = ' '
= y1 y2' y2 y1' = e 3 x
y y
1 2

e2 x e2 x
u1' =
e +1
x
u1 = e +1
x
dx = e x ln e x + 1
x
e ex
u 2' = x u1 = x dx = ln e x + 1
e +1 e +1

y p = u1 y1 + u 2 y2 = e 2 x (e x + e 2 x ) ln e x + 1

c. O.D.E

y = yh + y p = c1e x + c2 e 2 x + e 2 x (e x + e 2 x ) ln e x + 1

= yh + y p = c1e x + c3e 2 x (e x + e 2 x ) ln e x + 1

(4-2) O.D.E
(4-2-1) Cauchy-Euler Equation
1.

an ( x) y ( n ) + an1 ( x) y ( n1) + ... + a1 ( x) y ' + a0 ( x) y = R( x)

. n-order Cauchy-Euler linear O.D.E

an , an1 ,..., a1 , a0 , an 0
2. How to solve?
*Purpose: ,

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 (i) x = e t , t = ln X
dy dy dt 1 dy
y' = = =
dx dt dx x dt
dy d
xy ' = = Dt y , Dt
dt dt
dy ' 1 dy 1 d 2 y
y = ''
= 2 +
dx x dt x 2 dt 2
d 2 y dy 2
x y = 2
2 ''
= ( Dt Dt ) y = Dt ( Dt 1) y
dt dt

x 3 y ''' = Dt ( Dt 1)( Dt 2) y

x n y ( n ) = Dt ( Dt 1)...( Dt n + 1) y

(ii) (i) O.D.E, t

O.D.E.
(iii) O.D.E , y (t )
(iv) t = ln X , O.D.E y (x)

Example: x 2 y '' + 2 xy ' 2 y = 6 x

x = e t t = ln x
d
xy ' = Dt y , x 2 y '' = Dt ( Dt 1) y , Dt
dt

O.D.E Dt ( Dt 1) y + 2 Dt y 2 y = 6e t

a. ( y '' + y ' 2 y = 0 )
2
y = e mt , Dt y = me mt , Dt y = m 2 e mt

O.D.E eigen function m 2 + m 2 = 0

m= -2, 1()

O.D.E yh = c1e 2t + c2 et = c1 x 2 + c2 x

b.
2
O.D.E ( Dt + Dt 2) y = 6e t ( Dt + 2)( Dt 1) y = 6e t

y p ,

1 6
yp = * 6et = [e 2t e 2t et dt ] = 2 x ln x
( Dt + 2)( Dt 1) ( Dt 1)

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 c. O.D.E
y = c1 x 2 + c2 x + 2 x ln x

(4-2-2) O.D.E
1. Model:

2nd-order O.D.E a2 ( x) y '' + a1 ( x) y ' + a0 ( x) y = R( x)

' ''
a0 ( x) a1 ( x) + a2 ( x) = 0 , O.D.E .

2. How to solve?
*Purpose: , 2nd-order 1st-order linear O.D.E

(i) a2 ( x) y '' + a1 ( x) y ' + a0 ( x) y = R( x) ---1

'
[a2 ( x) y ' ]' = a2 ( x) y '' + a2 ( x) y ' ,1

'
[a2 ( x) y ' ]' + [a1 ( x) a2 ( x)] y ' + a0 ( x) y = R ( x) ---2

' ' ' ''

{[ a1 ( x) a2 ( x)] y}' = [a1 ( x) a2 ( x)] y ' + [a1 ( x) a2 ( x)] y

' ' ' ''

[a1 ( x) a2 ( x)] y ' = {[ a1 ( x) a2 ( x)] y}' [a1 ( x) a2 ( x)] y ,2

' ' ''

[a2 ( x) y ' ]' + {[ a1 ( x) a2 ( x)] y}' + [a0 ( x) a1 ( x) + a2 ( x)] y = R ( x)

' ''
(ii) [a0 ( x) a1 ( x) + a2 ( x)] = 0

'
O.D.E [a2 ( x) y ' ]' + {[a1 ( x) a2 ( x)] y}' = R( x)

a2 ( x) y ' + [a1 ( x) a2 ( x)] y = R( x)dx + c

'

(iii) 1st-order linear O.D.E ,

* n O.D.E:

an ( x) y ( n ) + an1 ( x) y ( n1) + ... + a1 ( x) y ' + a0 ( x) y = R( x)

' ''
: a0 ( x) a1 ( x) + a2 ( x) ... + (1) n a ( n ) ( x) = 0

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(4-2-3) ,
1. Model:

2nd-order O.D.E a2 ( x) y '' + a1 ( x) y ' + a0 ( x) y = 0

y1 ( x) O.D.E , ?
2. How to solve?
By variation of parameters:
y2 ( x) = u ( x) * y1 ( x) --- valid for all linear O.D.E
' ''
y2 = u ' y1 + uy1' , y2 = u '' y1 + 2u ' y1' + uy1'' O.D.E

a2 [u '' y1 + 2u ' y1' + uy1'' ] + a1[u ' y1 + uy1' ] + a0uy1 = 0

[a2uy1'' + a1u ' y1 + a0uy1 ] + [a2u '' y1 + 2a2u ' y1' + a1u ' y1 ] = 0

y1 is a solution for a2uy1'' + a1u ' y1 + a0uy1 = 0

a2 y1u '' + (2a2 y1' + a1 y1 )u ' = 0

a2 y1u '' = (2a2 y1' + a1 y1 )u '
u '' 2a2 y1' + a1 y1 2 y1' a1
= =
u' a2 y1 y1 a2
w = u ' , w' = u ''
w' 2 y1' a
w y1 a12 dx
=

a1 1 a
ln w = ln y1 * exp( 1 dx)
2
dx w= 2
a2 y1 a2
a1 a1
1 ( dx )
1 ( a2 dx )
u = 2 * e a2 dx y2 ( x) = u * y1 = y1 2
e dx
y1 y1

Example: ( x 2 1) y '' 2 xy ' + 2 y = 0 , given that y1 = x is a solution

a. a2 ( x) = x 2 1 , a1 ( x) = 2 x
& y1 = x is a solution
b. By variation of parameters
2 x
dx 2
e x 2 1
e ln( x 1) x2 1
u ( x) = dx = dx = x 2 dx
x2 x2
1 1
u ( x) = (1 2
)dx = x +
x x

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 1
y2 = uy1 = ( x + ) x = 1 + x 2
x
c. O.D.E y = c1 y1 + c2 y2 = c1 x + c2 (1 + x 2 )

2. Non-Linear ODE
(1) Model:
An n-order non-linear O.D.E: f ( x, y ' ,... y <n> ) = 0
non-linear, generally hard to solve!
However, there exists two special cases that can be easily resolved!
(i) Dependent variable y is missing.
(ii) independent variable x is missing
(2) Missing y type
O.D.E y , O.D.E
f ( x, y ' ,... y <n> ) = 0
u = y ' , u ' = y '' , u <n1> = y n O.D.E
f ( x, u, u ' ,...u <n1> ) = 0
Y ,, u
y n O.D.E, u (n-1) O.D.E!

Example: Find (1 + x 2 ) y '' + 1 + ( y ' ) 2 = 0

y is missing
u = y ' , u ' = y ''
(1 + x 2 )u ' + 1 + u 2 = 0
du dx
+ =0
(1 + u ) (1 + x 2 )
2

tan 1 u + tan 1 x = c1
u+x * c* x dy
= c1 , u = *1 =
1 ux c1 x + 1 dx
c1* x
dy = dx + k 2
c1* x + 1
2 1
y = k1 x + (k1 + 1) ln x + k1 + k 2 , k 2 =
c1*
(3) Missing x type
O.D.E x , O.D.E
f ( y, y ' ,... y <n> ) = 0 , y
y ' = p (y )

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 dp dp d dp d2p
y '' =
=p , y ''' = ( y '' ) = p ( ) 2 + p 2 2
dx dy dx dy dy
O.D.E
dp d <n1> p
f ( y , p, ,... ) = 0 y ,p (n-1) O.D.E.
dy dy n1

Example: yy '' + +( y ' ) 2 y ' = 0

x is missing
dp
y ' = p , y '' = p
dy
dp
yp + p2 p = 0
dx
dp dy
+ =0
p 1 y

ln p 1 + ln p = c1

( p 1) y = c1* , y ' = p
( y ' 1) y = c1*
c1* + y dy
y' = =
y dx
c1* + y dy
y' = =
y dx

3. Coupled linear D.E

(1) Model:

a1 x ' + a2 y ' + a3 x + a4 y = a5t + a6

b1 x ' + b2 y ' + b3 x + b4 y = b5t + b6

(2) How to solve?

By elimination: &, O.D.E O.D.E.
(3) By
Assume a coupled D.E.
2 x ' y ' + x + y = t
x' + y ' + 4 x = 3

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(2 D + 1) x ( D 1) y = t ---
1

d
( D + 4) x + Dy = t 2 ,where D
---
dt
2 : y = (3D + 5) x t + 3
1 + ---3

3 1 (3D 2)( D + 2) x = 4

2t
x = c1e 2t + c2 e 3
+1 ---
4

4
3

2t
y = (3D + 5)(c1e 2t + c2 e 3
+ 1) t + 3

2t
= c1e 2t 7c2 e 3
t 2

x y .
(4) By
Assume a coupled D.E.
2 x ' y ' + x + y = t
x' + y ' + 4 x = 3

(2 D + 1) x ( D 1) y = t ---
1

d
( D + 4) x + Dy = t 2 ,where D
---
dt
2 D + 1 ( D 1) t ( D 1)
x=
D+4 D 3 D
2t
( D + 2)(3D 2) x = 4 x = c1e 2t + c2 e 3
+1 ---
3

2 D + 1 ( D 1) t ( D 1)
y=
D+4 D 3 D
2t
( D + 2)(3D 2) y = 4t + 4 y = d1e 2t d 2 e 3
t 2 ---
4

3 &
4
2

2 2t 2t 2 2t
2c1e 2t + c2 e 3 + 4c1e 2t + 4c2 e 3 + 4 + (2d1e 2t + d 2 e 3 1) = 3
3 3
d1 = c1 , d 2 = 7c1
2t
y = c1e 2t 7c2 e 3
t 2

10 Edited by Prof. Yung-Jung Hsu