MATHEMATICAL METHODS FOR ENGINEERS II (EE203) Lecture#5 HIGHER ORDER (n-Order) DE

Fahri Heltha

SCHOOL OF ENGINEERING UCSI UNIVERSITY Jan-April 2012

SUMMARY
Basically, the solution techniques for homogenous and non-homogenous n-order DE are the same as for 2nd order DE. We extend 2nd order DE solution for n-order DE. After this lecture: You are ready for

TEST 1: ?? Feb 2012

Homogenous n-Order DE
We now pay attention to the higher order DE of arbitrary order n, Where

y (n)

dny n dt

Lets see now the case of linear homogenous DE with constant coefficient:

an y ( n ) an 1 (t ) y ( n 1) ... a1 (t ) y ' a0 (t ) y 0
As in the case of 2nd order DE, then we need to check the roots of the polynomial characteristic equation (auxiliary equation=A.E). Then there are basically the three cases: real distinct roots, repeated roots and complex roots. But, these are not always the case since the roots may be complex roots and repeated for instance. So, for each nth order differential equation well need to form a set of n linearly independent functions (i.e. a fundamental set of solutions) in order to get a general solution.

Homogenous n-Order DE 1. Real distinct roots

If there are k distinct roots of A.E as: m1 , m2 , ...., mk . Then the solution will have the form:

c1e m1t c2 e m2t .... ck e mk t

2. Real repeated roots
Lets suppose that m is a root of multiplicity k (i.e. m occurs k times in auxiliary/characteristic equation). The form of the solution here is a natural extension of the work we get in the 2nd order case:

c1e c2te c3t e .... ck t

mt mt 2 mt

k 1 mt

Homogenous n-Order DE 3. Complex roots

If the complex roots: j occurs only once. In this case well get the standard solution like the 2nd order case:

c1e cos(t ) c2 e sin(t )

If the complex roots: j has multiplicity k (occurs k times). In this case well get the standard solution:

c11e cos(t ) c12 e sin(t ) c21tet cos(t ) c22tet sin(t ) .... .... ck1t
k 1 t

e cos(t ) ck 2t

k 1 t

e sin(t )

Finding roots of polynomial order more than 3 is not simple. We confine our subject up to 3-rd order DE only.
Example 3: Find general solution for:
0 y ( 3) 4 y

Auxiliary equation:

r 3 4r (r 2 4)r 0

r1=0 (distinct), r2,3=j2 (complex conjugate) General solution to the DE:

y(t ) A B cos 2t C sin 2t

Non-Homogenous n-Order DE
The linear non-homogenous nth order DE has the general form as:

y ( n ) p n 1 (t ) y ( n 1) ... p1 (t ) y ' p 0 (t ) y g (tt)) r(

For corresponding homogenous DE, then we have:

(1)

y ( n ) pn 1 (t ) y ( n 1) ... p1 (t ) y ' p0 (t ) y 0
Lets suppose that solutions to (2).

(2)

y1 (t ), y 2 (t ),....., y n (t )

are a fundamental set of the

Now, just as we did with the 2nd order, the general solution to (1) has the form:

y (t ) c1 y1 (t ) c2 y2 (t ) ... cn yn (t ) Yp (t ) yc (t ) Yp (t )

y c (t ) c1 y1 (t ) c 2 y 2 (t ) ... c n y n (t )
Y p (t )
is the particular solution.

is complementary solution.

Non-Homogenous n-Order DE

Like in the case of 2nd order DE, we have two methods to find the solutions: Undetermined Coefficients and Variation of Parameters.

The method of undetermined coefficient is identical to what we have in the 2nd order DE.
Thus, we will only discuss:

Variation of Parameters (Wronskian).

Non-Homogenous n-Order DE
Solution by Variation of Parameters
A particular solution to (1) is then given by:

r (t )W1 (t ) r (t )W2 (t ) Y p (t ) y1 (t ) dt y2 (t ) dt ... W (t ) W (t ) r (t )Wn (t ) ... yn (t ) d W (t ) Y p (t ) y1u1 y2u 2 ... yn u n

r r r

Non-Homogenous n-Order DE
Solution by Variation of Parameters
Wronskian W is:

And Wi we get by replacing ith column of W with the column [0,0,...,1]T. For example for n=2 (2nd order):
W y1 y
' 1

y2 y
' 2

W1

0 1

y2 y
' 2

W2

y1 0 y1' 1

Non-Homogenous n-Order DE
Therefore, this also works for 2nd order system.

r (t )W1 (t ) r (t )W2 (t ) Yp (t ) y1 (t ) dt y2 (t ) dt ... W (t ) W (t ) r (t )Wn (t ) ... yn (t ) d W (t )

For

2nd

order DE:

W1

0 1

y2 y
' 2

y2

W2

y1 0 y
' 1

y1

r (t ) y2 (t ) r (t ) y1 (t ) Yp (t ) y1 (t ) dt y2 (t ) dt W (t ) W (t )
Same as what we have in 2nd order DE.

Example 1contd

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