Chapter 5

Higher order Differential Equations

5.1 Initial-value and Boundary-value Problems

5.2 Homogeneous Equations

5.3 Non-homogeneous Equations

5.4 Reduction of order

5.5 Solution of Homogeneous Linear Equations with Constant Coefficients

5.6 The Method of Undetermined Coefficients

5.7 The Method of Variation of Parameters

5.8 Cauchy-Euler Equation

5.9 Non-linear Differential Equations

5.10 Exercises

In this chapter we discuss the solution of differential equations of order

two or more. In the first eight sections underlying theory and certain important

methods are presented. Ninth section is devoted to a brief introduction of non-

linear higher-order differential equations. The main goal of the present chapter

is to find general solutions of linear higher-order differential equations.

5.1 Initial-value and Boundary-Value Problems

Initial-value Problem: For a linear differential equation the following problem

is called an nth order initial-value problem:

Find a solution of the differential equation

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 dn y dn1 dy
a n ( x ) n  a n1 ( x ) n1  - - - - a1 ( x )  a 0 ( x )y  g( x ) (5.1)
dx dx dx

subject to

y(x0)=y0, y'(x0)=y1, - - - -, y(n-1)(x0)=yn-1 (5.2)

Conditions given by (5.2) are called n initial conditions. The following

theorem provides existence and uniqueness of solutions of initial-value

problems.

Theorem 5.1 (Existence and Uniqueness of Solutions).

Let an(x), an-1(x), - - - - ,a1 (x), a0(x) and g(x) be continuous on an interval

, and let an (x) 0 for every x in . If x=x0 is any point in , then there exists a

unique solution y(x) of the initial value problem (5.1)-(5.2) on the interval .

Example 5.1 The initial-value problem

d3 y d 2 y dy
6  10   7y  0
dx 3 dx 2 dx

y(1)=0, y'(1)=0, y"(1)=0

possesses the trivial solution y=0. Since the third-order equation is linear with

constant coefficients, it follows that all conditions of Theorem 5.1 are satisfied.

Hence y=0 is the only solution on any interval containing x=1.

Example 5.2 Check whether the function y=3e 2x+e-2x-3x is a solution of the

initial value problem

d2 y
 4 y  12 x  0.
dx 2

y(0)=4, y'(0)=1,

Here a2(x)=10, a1(x)= – 40 for every interval containing x=0, g(x)=12x.

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a2(x), a1(x) and g(x) are continuous on any interval  containing x=0.

y=3e2x+e-2x-3x is a solution of the initial-value problem on any interval 

containing x=0 by Theorem 5.1. It is also unique solution by the same

theorem.

Boundary-Value Problem: A boundary value problem consists of solving a

linear differential equation of order two or greater in which the dependent

variable y or its derivatives are specified at different points. A typical boundary

value problem (BVP) is solve the linear differential equation of order 2.

d2 y dy (5.3)
a2 (x) 2
 a1 ( x )  a 0 ( x )y  g( x )
dx dx

subject to

y(a)=y0, y(b)=y1 (5.4)

Conditions in (5.4) are called boundary conditions.

Remark 5.1

(i) A solution of the BVP (5.3)-(5.4), is a function (x) satisfying the

differential equation (5.3) on some interval , containing a and b, whose

graph passes through the two points (a,y o) and (b,y1).

(ii) For a second-order differential equation, other pairs of boundary

conditions could be

y'(a)=y0, y(b)=y1

y(a)=y0, y'(b)=y1

y'(a)=y0, y'(b)=y1

Example 5.3 Show that the following boundary-value problem

118
 d2 y
 16 y  0
dx 2


y(0)=0, y ( ) =0
2

has infinitely many solutions.

Solution: It can be checked that

y=c1cos4x+c2sin 4x

is a solution of the equation

d2 y
 16 y  0
dx 2

y(0)=0 =c1cos 4.0 + c2 sin 4.0

or c1=0.

 
y( )  0  c 2 sin 4
2 2

or c2 sin 2 =0, for any choice c2

Hence the boundary-value problem

d2 y
 16 y  0
dx 2


y(0)=0, y ( )=0
2

has infinitely many solutions

5.2 Homogeneous Equations

A linear nth-order differential equation of the form

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 dn y dn1y dy
a n ( x ) n  a n1( x ) n1    a1( x )  a 0 ( x )y  g( x )
dx dx dx

(5.5)

where g(x)  0 (g(x) is not identically zero) is called a non homogeneous

equation.

If g(x)=0, that is,

dn y dn1y dy
an (x) n
 a n1 ( x ) n 1
 - - - -  a1 ( x )  a 0 ( x )y  0 (5.6)
dx dx dx

is called homogeneous linear differential equation of nth-order. We shall see

in Section 5.3 that in order to solve a non homogeneous differential equation

(5.5), we must be able to solve the associated homogeneous equation (5.6).

Here we discuss the general solution of (5.6).

Throughout the discussion we assume that (i) ai(x), i=0,1,2 - - - - n are

continuous, (ii) g(x)=0 as the case for homogeneous equations or continuous,

and (iii) an(x) 0 for every x in the interval on which solution is considered.

dy
Differential Operator: Let  Dy. The symbol D is said to be a
dx

differential operator as it transforms a differentiable function into another

function.

d2 y d dy
We can write 2
 ( )  D(Dy )  D 2 y, that is, D is acting
dx dx dx

(operating) twice on y.

Continuing this process we can write

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 dn y
n
 D(D n1y )  D(D(D n2 ))
dx

We define an nth-order differential operator to be

L=an(x)Dn+an-1(x) Dn-1+ - - - - + a1(x)D+ao(x). (5.7)

By the two basic properties of differentiation, we have

D(f(x))=  Df(x), where  is a constant

D{f(x) + g(x)} =Df(x)+Dg(x)

This means that the differential operator L possesses a linearity

property; that is, L operating on a linear combination of two differentiable

functions is the same as the linear combination of L operating on the

individual functions. In symbol this means that

L{f(x)+g(x)} = L(f(x))+ L(g(x)), (5.8)

where  and  are constants.

In view of (5.8) L is called a linear operator.

Homogenous equation (5.6) can be expressed in terms of the D notion as

L(y)=0.

So (5.5) can be written as

L(y)=g(x)

Superposition Principle: The following theorem tells us that the sum or

superposition of two or more solutions of (5.6) is also a solution of (5.6).

Theorem 5.2 Let y1, y2, - - - -, yn be solutions of (5.6) on an interval . Then the

linear combination

y=1y1+2y2+ - - - - +nyn,

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 where =i, i=1,2, - - - - n, are arbitrary constants, is also a solution of

(5.6) on .

Corollary 5.1 (i) Every constant multiple of a solution of (5.6) is also a

solution, that is, y (x) is a solution of (5.6) whenever y(x) is a solution of (5.6)

for arbitrary constant .

(ii) (5.6) always possesses the trivial solution y(x)=0.

Linear Dependence and Linear Independence:

Definition 5.1 A set of functions f1(x), f2(x), - - - -, fn(x) is said to be linearly

independent on an interval  if the only constants for which

1f1(x)+ 2f2(x)+ - - - - +nfn(x)=0

for every x in the interval are 1=2= - - - - n=0.

A set of functions which is not linearly independent is called linearly

dependent.

Remark 5.2 An equivalent formulation for linearly dependent set:

A set of functions f1(x), f2(x), - - - - ,fn(x) are linearly dependent on an

interval  if there exist constants 1,2, - - - - -n, not all zero, such that

1f1(x)+ 2f2(x) + - - - - +nfn(x)=0

for every x in the interval.

Let the set consist of two functions only say f 1(x) and f2(x). Therefore,

assuming 10,

2
f1(x)= - f2(x), that is, f1(x) is a constant multiple of f2(x).
1

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 Thus if the set of two functions is linearly dependent then one must be

constant multiple of the other.

Conversely, let f1(x)= 2f2(x) for some constant 2. Then –f1(x)+ 2f2(x)=0

for every x in the interval.

Hence the set of two functions is linearly dependent because at least one of

the constants, namely 1= –1 is not zero.

We conclude that a set of two functions is linearly independent when

neither function is a constant multiple of the other on the interval.

Example 5.4 (i) Let f1(x) = sin 2x, f2(x)=sin x cos x

The set of f1( x) and f2(x) is linearly dependent on (-,) as f1(x) is a

constant multiple of f2 (x),

as f1(x)=sin 2x=2 sin x cos x on (-,).

(ii) Let f1(x)=ex, f2(x)=5ex. The set {f1(x), f2(x)} is linearly dependent

(iii) Let f1(x)=2+x, f2(x)=2+|x|

{f1(x), f2(x)} is linearly independent

as f1(x) and f2(x) cannot be multiples of each other.

Now we mention results characterizing linearly independent solutions

of (5.6) in terms of determinant called Wronskian.

Definition 5.2. Let each of the functions f 1(x), f2(x), - - - -, fn(x) possesses at

least n-1 derivatives. The determinant

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 f1 f 2 - - - - fn
f1 f2 - - - - fn
W(f1, f2...,fn )  (5.9)
--------------
(n1) (n1) (n1)
f1 f2 - - - - fn
where the primes denote derivatives, is called the Wronskian of the

functions.

Theorem 5.3 Let y1, y2, - - - -, yn be n solutions of (5.6) on an interval . Then

the set of solutions is linearly independent on  if and only if W(y1, y2 - - - -, yn)

0 for every x in the interval.

Definition 5.3 (Fundamental Set of Solutions). Any set y 1, y2¸- - - -, yn of n

linearly independent solutions of (5.6) on an interval  is said to be a

fundamental set of solutions on the interval.

Theorem 5.4 (Existence of a Fundamental Set) There exists a fundamental

set of solutions of (5.6) on an interval .

Theorem 5.5 (General Solution). Let y1, y2¸- - - -, yn be a fundamental set of

solutions of (5.6) on an interval . Then

y = 1y1(x) + 2y2(x) +- - - - + nyn(x)

where i, i=1,2, - - - - n are arbitrary constants, is also a solution of

(5.6). It is called the general solution of (5.6)

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Remark 5.3 Theorem 5.5 states that for any solution y(x) of (5.6) on an

interval , c1, c2, - - - - cn can be found such that

y(x) = c1y1(x) + c2y2(x)+ - - - - + cnyn(x)

Example 5.5 The set consisting of e-3x and e4x is a fundamental set of

solutions of the differential equation y"-y'-12y=0 on (-,). y=e-3x is a solution

of the given differential equation, that is, y"-y'-12y=9e -3x+3e-3x-12e-3x=0

y=e4x is a solution of the given differential equation, that is,

y"-y'-12y = 16e4x-4e4x-12e4x=0

e -3x
The set of { e-3x, e4x} is linearly independent as  e 7 x is a function
e 4x

and not constant.

In other words neither is constant multiple of the other and so { e -3x, e4x}

is independent.

3 x 4 x
ee
W(y1, 2)y  3x 4x  4e 3e 7e 0
x x x

- 3e 4e
Therefore { e-3x, e4x} is a fundamental set of solutions on interval (-,)

5.3 Non-homogeneous Equations

Any function yp, free of arbitrary parameters, that satisfies (5.5) is said

to be a particular solution or particular integral of the equation.

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Theorem 5.6 Let yp be any particular solution of the non homogenous linear

nth-order differential equation (5.5) on an interval , and let y1, y2, - - - -,yn be a

fundamental set of solutions of the associated homogenous differential

equation (5.6) on . Then the general solution of the equation on the interval

is

y=c1y1(x)+ c2y2(x) + - - - - +cnyn(x) +yp, (5.10)

where ci, i=1,2, - - - -, n are arbitrary constants.

The linear combination yc(x) = c1y1(x)+c2y2(x)+ - - - - +cnyn(x), which is

the general solution of (5.6), is called complementary function for non

homogeneous differential equation (5.5). Thus, in order to solve (5.5) we first

solve associated homogeneous linear differential equation (5.6) and then find

a particular solution of (5.5). The general solution of (5.5) is

y = complementary function + any particular solution

= yc+yp. (5.11)

Example 5.6 y=c1e2x+c2e5x+6ex is the general solution of the non

homogeneous differential equation

y"-7y'+10y=24ex on (-,).

Verification: We are required to check that y c(x)=c1e2x+c2e5x is the general

solution of y"-7y'+10y= 0 and y=6ex is a particular solution of

y"-7y'+10y=24ex

We have

y'c(x) = 2c1e2x+5c2e5x

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 y"c(x)= 4c1e2x+25c2e5x

y"-7y'+10y=(4c1e2x+25c2e5x)-7(2c1e2x+5c2e5x)

+10c1e2x+10c2e5x

=(14c1e2x-14c1e2x)+(35c2e5x-35c2e5x)

=0

Thus, yc(x) is the general solution of

y"-7y'+10y=0

We also have

y'=6ex

y"=6ex, so

y"-7y'+10y=6ex-42ex+60ex = 24ex

that is y=6ex is a particular solution of y"-7y'+10y=24ex

5.4 Reduction of order

Let a2(x) y"+a1(x) y' +ao(x)y=0 (5.12)

be linear second-order homogeneous differential equation. The main

idea is to discuss procedure to reduce (5.12) to a linear first-order differential

equation.

Theorem 5.7 If y1 is a nontrivial solution of the second-order homogeneous

linear differential equation (5.12) then the substitution y 2(x)=y1(x)u(x), followed

by the substitution w(x)= u'(x) reduces (5.12) to a first-order linear differential

equation.

Remark 5.4 (i) First order linear differential equation obtained in Theorem 5.7

can be solved by computing an integrating factor (x)=eP(x)dx (see Section 2.3)

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 (ii) This procedure holds also for higher order linear differential

equations.

Example 5.7 Let y1 be a solution of y"-y=0 on the interval (-,). Use

reduction of order to find a second solution y 2.

Verification Let y2(x)=y1(x)u(x)=u(x)ex. Differentiating this product function we

get

y'2(x)=uex+u' (x)ex

y"2(x)=uex+ u' (x)ex+ u' (x)ex+u"(x)ex

Therefore, y"2(x)-y2(x) = ex(u"+2u')=0

Since ex  0, this equation gives us

u"+2u'=0

By substituting u'=w in this equation we get

w'+2w=0

This is a linear first-order differential equation

Applying integrating factor e2dx=e2x,

we can write
dx

d 2x

e w  0 . By integrating

we obtain

e2xw=c1 or w = u'=c1e-2x. Integrating again with respect to x we get

c 1 2 x
u e  c2
2

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  c 1 2 x 
 e x  c 2 e x
Thus y2(x)=u(x)e =  2 
c
  1 e x  c 2 e x
2

By choosing c2 = 0 and c1 = -2 we get

y2(x) =e-x

x x
ee
Since W(y1,y2)  x  x  e  e
o o
=–20

e e
for every x(-,), the solutions are linearly independent in this

interval.

5.5 Homogeneous Linear Equations with Constant Coefficients

We consider in this section equations of the type

dn y dn1y d2 y dy
an n
 a n 1 n 1
 - - - -  a 2 2
 a1  a0 y  0 (5.13)
dx dx dx dx

where the coefficients an, an-1, - - - - a2, a1, a0 are real constants and an  0. We

focus mainly our attention to the case n=2, similar discussion is possible for

other higher numbers.

It is interesting to note that all solutions of (5.13) for any n in general

and n=2 in particular are exponential functions or are constructed out of

exponential function.

Let us consider the special case n=2 of (5.13) of the form

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 ay"+by'+cy=0 (5.14)

If we try a solution of the form y=e mx, then after substituting y'=memx and

y"=m2emx equation (5.14) gives us

a m2 emx+bm emx+cemx = 0

or emx(am2+bm+c)=0

Since emx0 for all x,

am2+bm+c=0 (5.15)

(5.15) is called the auxiliary equation.

Equation (5.14) can be satisfied by the roots of (5.15)

Roots of (5.15) are

 b  b 2  4ac
m1 
2a

 b  b 2  4ac
m2 
2a

We know that (i) m1 and m2 are real and distinct if b2-4ac>0

(ii) m1 and m2 are real and equal if b2-4ac=0

(iii) m1 and m2 are conjugate complex numbers if b2-4ac<0

Case (i) Distinct Real Roots

Let m1 and m2 be two distinct real roots of (5.15). We find two solutions

y1= em1x and y2=em2x

We can check that y1 and y2 are linearly independent on (-,) and

form a fundamental set

y=c1em1x+c2em2x (5.16)

is the general solution of (5.14)

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Case (ii) Repeated Roots

If m1=m2 we obtain only one exponential solution, y 1=em1x. A second

m1x
e2
 e 2 m1x dx
m
solution y2= e x 1

=em1xdx=x em 1x

In this equation we have used –b/a=2m1

The general solution in this case is

y=c1em1x+c2xem1x (5.17)

Case (iii) Conjugate Complex Roots

If m1 and m2 are complex, then m1=+i and m2 =-i , where  and 

are real and >0, i2=-1. y1=c1e(+i)x and y2=c2e(-i)x are two linearly independent

solutions. Thus

y=y1+y2=c1e(+i)x+c2e(-i)x is the general solution of (5.14)

y is in complex form. By applying Euler's formula

ei=cos+i sin ,

where  is any real number, we write the general solution in real form. From

this formula it follows that

eix = cos x+i sin x

e ix  e ix
cos  
2

e ix  e ix
sin  
2i

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 Since y=c1e(+i)x+c2e(-i)x is a solution of (5.14) for every choice of c 1

and c2, choices c1 = c2 = 1 and c1=1 and c2 = -1 give in turn two solutions

y3 = e(+i)x +e(-i)x and

y4 = e(+i)x -e(-i)x

But y3 = ex(eix+e-ix) = 2 excosx and

y4 = ex(eix-e-ix) = 2 i ex sin x

In view of Corollary 5.1 ex cosx and ex sin x are real solutions of

(5.14). Moreover, these solutions form a fundamental set on (-,).

Consequently the general solution is

y =c1 excosx + c2 ex sin x = ex(c1cosx + c2 sin x) (5.18)

Example 5.8 Solve the following differential equations:

(i) 2y"-5y-3y=0

(ii) y"+5y'-6y=0

(iii) y"+8y'+16y=0

(iv) y"+4y'+7y=0

Solution of (i) The auxiliary equation is 2m 2-5m-3=0 which can be written as

(2m+1)(m-3)=0

1
Therefore two roots are m1=- , m2=3
2

The solution is of the form (5.16), that is,

1
y=c1 e  2 x +c2e3x

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(ii) The auxiliary equation is m2+5m-6=0. This can be written in the form

(m-1)(m+6)=0.

Roots are m1=1, m2= - 6. Then the solution is of the form (5.16), that is,

y=c1ex+c2e-6x

(iii) The auxiliary equation is m2+8m+16=0 or (m+4)2 = 0.

Roots are m1=m2= -4. The solution is of the form (5.17), that is,

y=c1em1x+c2xem1x=c1e-4x+c2xe-4x

(iv) The auxiliary equation is m2+4m+7=0.

Roots m1 and m2 are given by m1  2  i 3 , m 2  2  i 3

The solution is of the form (5.18), that is,

y  e -2x (c 1 cos 3 x  c 2 sin 3 x)

Example 5.9 Solve the initial-value problem

y"+3y'+2y=0

y(0) = 1, y'(0)=2

Solution: The auxiliary equation is

m2+3m+2=0

Roots m1 and m2 are

m1 = - 1 and m2 = -2

Therefore the solution is of the form (5.17), that is,

y=c1e-x+c2e-2x

To find c1 and c2 we use initial conditions

y(0)=1 and y'(0)=2

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 y(0)=1=c1e-0+c2e-0=c1+c2 or

c1+c2=1

y'=-c1e-x-2c2e-2x

y'(0)= -c1e-0-2c2e-0 = -c1-2c2=2

or c1+2c2= -2

Thus c1+c2=1

c1+2c2=-2

This gives c2= - 3 and c1=4

Therefore, y = 4e-x-3e-2x

Remark 5.5 : In general, to solve an nth-order differential equation (5.13) we

must solve an nth-degree polynomial equation:

anmn+an-1mn-1+- - - - +a2m2+a1m+a0=0

If all roots (say m1,m2,- - - - mn) of this equation are real and distinct,

then the general solution of (5.13) is y=c 1em1x+c2em 2x+ - - - -+ cnemnx.

It is difficult to summarize other two cases because the roots of any

auxiliary equation of degree greater than 2 can occur in many combinations.

The Method of Undetermined Coefficients

In order to solve non homogeneous linear differential equations with

constant coefficients

dn y dn1y d2 y dy
a n n  a n1 n1  - - - - a 2 2
 a1  a 0 y  g( x ) (5.19)
dx dx dx dx

134
 One must find complementary function y c, that is, the general solution

of (5.13) (See Theorem 5.6) and a particular solution of (5.19). A process of

finding a particular solution y p of (5.19) is known as the method of

Undetermined Coefficients. The underlying idea in this method is to guess

about the form of yp that is motivated by the form of g(x) in (5.19). The method

is limited to those equations of the type (5.19) where g(x) is of the following

forms:

(a) g(x) is constant

(b) g(x) is polynomial function (function of the form

g(x)= a0+a1x+a2x2+- - - -+anxn

(c) g(x) =ex, exponential function.

(d) g(x) = sin x or cos x

or finite sum and products of these functions.

It may be observed that this method is not applicable in cases where

1
g(x) =lnx, g(x)= , g(x)=tan x, g(x)=sin-1x etc.
x
The method is illustrated through the following examples.

Example 5.10 Find a general form of a particular solution y p for the following

equations

(a) 3y" + 2y = 5e2x + 2x3

(b) 3y" + 2y = x2e –3x

(c) 3y” + 2y = 20 sin 2x

Solution : (a) The particular solution yp will be of the form

135
 yp = Ae2x+B+Cx+Dx2+Ex3

(b) The general form of yp will be of the form

yp = Ae-3x +Bxe-3x+ Cx2e-3x

(c) yp=A sin 2x + B cos 2x

Example 5.11 Find a particular solution yp of differential equation

y”-y'+y=2 sin 3x

Solution: A natural first guess for a particular solution would be A sin 3x. But

since successive differentiations of sin 3x produce sin 3x and cos 3x, we are

prompted instead to assume a particular solution that includes both of these

terms:

yp=A cos 3x + B sin 3x.

Differentiating yp and substituting the results into the differential

equation gives:

yp'= - 3A sin 3x + 3B cos 3x

yp" = -9A cos 3x – 9B sin 3x

yp"-yp'+yp= -9A cos 3x - 9B sin 3x +3A sin 3x - 3B cos 3x+A cos 3x +B sin 3x =

2 sin 3x

or y"p-yp'=yp=(-8A-3B) cos 3x+(3A-8B) sin 3x = 2 sin 3x + 0 cos 3x

Comparing the coefficients of cos 3x and sin 3x we get

-8A-3B=0

3A-8B=2

Solving for A and B we get

136
 6  16
A= , and B = ,
73 73

Thus a particular solution yp is given by

6 16
yp= cos 3 x  sin 3x
73 73

Example 5.12 Find a particular solution of y" +3y'+2y=5x2.

We guess that yp is of the form

yp=A+Bx+Cx2

y’p=B+2Cx

y”p=2C

yp"+3yp'+2yp = 2C+3B+6Cx+2A+2Bx+2C x2=5x2

or (2C+3B+2A)+(6C+2B)x+2Cx2=0+0x+5x2

This implies that

2A+3B+2C=0

2B+6C=0

2C=5. Thus

5 15 3 45 5 35
C= ,B   , A   BC   
2 2 2 4 2 4

Therefore

35 15 5
yp=  x  x2
4 2 2

Example 5.13 Solve the differential equation y"-10y'+25y=30x+3 by

undetermined coefficients.

Solution: Step 1. Find the complementary function of y"-10y’+25y=0

Step 2. Find yp.

137
Step 1. The auxiliary equation is

m2-10m +25=0

(m-5)2=0

m1=5, m2=5

Solution is of the form (5.17), that is,

y=c1 e5x+c2xe5x

Step 2. Let yp = Ax+B

yp'=A

yp"=0

0-10A+25(Ax+B)=30x+3

(-10A+25B)+25Ax=30x+3

This implies

-10A+25B=3, 25A = 30

6
Thus A=
5
6
 10.  25B  3 gives
5
3
B=
5
6 3
yp= x
5 5

The general solution is

6 3
y=c1e5x+c2xe5x+ x
5 5

Example 5.14 Solve the differential equation y"+4y=3 sin 2x by undetermined

coefficients.

138
Solution: Step 1 Find complementary function

Auxiliary equation is

m2+4=0

m= 2i

Solution is of the form (5.19), that is,

yc(x)=e0.x(c1cos 2x + c2sin 2x)

Step 2 Finding a particular solution yp.

yp=Ax sin2x+ Bxcos2x

yp'=A sin 2x+2Ax cos 2x+B cos 2x-2Bx sin 2x

yp"=2A cos 2x+2A cos 2x-4Ax sin 2x-2B sin 2x –2B sin 2x-4Bx cos 2x

= 4A cos 2x-4Ax sin 2x-4B sin 2x-4 Bx cos 2x

yp" + 4yp= (4A cos 2x – 4Ax sin 2x – 4 B sin 2x – 4Bx cos 2x)

+ (4Ax sin 2x + 4Bx cos 2x)=3 sin 2x

or 4A cos 2x-4B sin 2x = 3 sin 2x

3
-4B=3 or B= - 4

A= 0
3
yp= - x cos 2x
4
3
y= yc+yp = c1 cos 2x+c2 sin 2x - x cos 2x
4
Undetermined Coefficients-Annihilator Approach: Differential equation

(5.19) can be written in terms of operators D, D 2, D3, - - - - Dn as

Ly=g(x) (5.20)

where L=anDn+an-1Dn-1+ - - - - +a1D+a0 (5.21)

L is said to be an annihilator operator of a function f if

139
 L (f(x)) = 0,

where f(x), is sufficiently differentiable.

The differential operator Dn annihilates each of the functions

1,x,x2,- - -, xn-1 (5.22)

The differential operator (D-)n annihilates each of the functions

ex, xex, x2ex, - - - -, xn-1ex (5.23)

Example 5.15 Find a differential operator that annihilates the function

4e2x-10xe2x

Solution: n=2, =2, (D-2)2 is a differential operator which annihilates

4e2x-10xe2x, that is, (D-2)2 (4e2x-10xe2x)=0.

The differential operator [D2-2D+(2+2)]n annihilates each of the functions.

excos x, xexcos x, x2excos x, - - - - xn-1excos x,

esin x, xex sin x, x2ex sin x, - - - - xn-1exsin x, (5.24)

Remark 5.6 (i) If L annihilates y1 and y2 then it also annihilates their linear

combination, that is y1, +y2, where  and  are real numbers.

(ii) Let L1 and L2 be annihilator operator for y 1 and y2 respectively. However L1

(y2)  0 and L2(y1) 0 . Then L1L2 annihilates  y1+y2.

Steps for solution:

(i) Find the complementary solution yc of L(y)=0

(ii) Operate on both sides of L(y)=g(x) with a differential operator L 1 that

annihilates the function g(x).

140
(iii) Find the general solution of the higher-order homogeneous differential

equation L1L(y)=0.

(iv) Delete from the solution in step (iii) all those terms that are duplicate in

the complementary solution yc found in step (i). From a linear

combination yp of the terms that remain. This is the form of a particular

solution of L(y)=g(x).

(v) Substitute yp found in step (iv) into L(y)=g(x). Match coefficients of the

various functions on each side of the equality, and solve the resulting

system of equations for the unknown coefficients in y p.

(vi) With the particular solution found in step (v), form the general solution

y=yc+ yp of the given differential equation.

Example 5.16: Solve y"+3y'+2y=4x2 using undetermined coefficients.

Step: 1. Solve the homogeneous equation

y"+3y'+2y=0

The auxiliary equation is

m2+3m+2=0

Roots of this equation are

m1= -1 and m2= -2, and so complementary function is of the form

(5.16), that is,

yc=c1e-x+c2e-2x

Step: 2. Now, since 4x2 is annihilated by the differential operator D3, we find

that D3(D2+3D+2)y=4D3x 2 is the same as

D3(D2+3D+2)y=0 (5.25)

141
The auxiliary equation of the fifth order in (5.25),

m3(m2+3m+2)=0

or m3(m+1)(m+2)=0,

has roots m1=m2 = m3=0, m4=-1, and m5=-2.

Thus its general solution must be

y=c 1 +c 2 x+c 3 x 2 + c 4 e - x +c 5 e - 2 x (5.26)

The terms in the box in (5.26) constitute the complementary function of

the given equation. We can very well argue that a particular solution yp of the

given equation should also satisfy (5.25). This means that the terms

remaining in (5.26) must be the basic form of yp :

yp=A+Bx+Cx2 (5.27)
where, c1, c2, c3 are replaced by A,B and C respectively. For (5.27) to be a

particular solution of the given equation, it is necessary to find specific

coefficients A, B and C.

Differentiating (5.27), we obtain

y'p=B+2Cx, y"p=2C;

Substituting these values into the given equation

y”+3y'+2y=4x2, we get

yp"+3y'p+2yp=2C+3B+6Cx+2A+2Bx+2Cx2=4x2

or (2C+3B+2A)+(6C+2B)x+2Cx2=(constant terms)0 + 0x+4x2

Comparing constant terms, coefficients of x and x 2, we get

2C+3B+2A=0, 6C+2B=0, and 2C=4

This implies C=2, B= -6, and A=7. Thus yp =7-6x+2x2.

142
Step 3. The general solution of the given equation is

y=yc+ yp or y=c1e-x+c2e-2x+7-6x+2x2

Example: 5.17 Solve the differential equation

y"-9y=54

by undetermined coefficient approach.

Solution: Applying D to the differential equation we obtain D(D 2-9)y=0

The auxiliary equation is

m(m2-9)=0. Roots are

Then general solution is y=c1e3x+c2e-3x+c3.

yc

and a particular solution is yp = A.

Putting values of yp,yp', yp" in the given differential equation we get

0-9A=54 or A = - 6

Thus, the general solution is

y=c1 e3x+c2e-3x-6

Example 5.18 Solve y"-2y'+5y=exsin x using Undetermined Coefficients -

Annihilator approach.

Solution: Applying D2-2D+2 to the differential equation we obtain

(D2-2D+2)(D2-2D+5)y=0

Then the general solution is

y=ex(c1cos 2x+c2sin 2x) + ex(c3cos x +c4sin x),

yc

143
and

yp=Aexcos x+Bex sin x.

yp'=Aex cos x - Aex sin x + Bex sin x + Bex cos x

yp" = (Aex cos x – Aex sin x)- (Aex sin x + Aex cos x)

+(Bex sin x + Bex cos x) +( Bex cos x – Bex sin x)

Substituting yp, yp,' yp" in the given equation we get:

(Aex cos x – Aex sin x) – (Aex sin x +Aex cos x) +(Bexsin x + Bex cosx)

+ (Bex cos x – Bex sin x) -2A excos x -2Aex sin x + 2Bex sin x + 2Bex cos x +

5(Aexcos x+Bex sin x) = ex sin x +0.ex cos x + 0. constant term

or 3Aex cos x + 3Bex sin x = ex sin x.

Equating coefficients gives A=0 and B=1/3.

The general solution is

1 x
y=ex (c1 cos 2 x + c2 sin 2x) + e sin x
3

5.7 The Method of Variation of Parameters

The method of variation of parameters described below is applied to

solve a linear second order non-homogeneous differential equation of the

form a2(x)y"+a1(x)y' +ao(x)y = g(x) which can be written in the standard form

y"+P(x)y' + Q (x)y=f (x) (5.28)

In (5.28) we assume that P(x), Q(x) and f (x) are continuous on some

interval . As we have seen earlier in Section 5.5 there is no difficulty in

finding the complementary function yc of (5.28) when P(x) and Q(x) are

constant functions.

144
Step 1. Find complementary function yc of (5.28) of the form yc=c1y1+c2y2

Step 2. Find Wronksian W of y1 and y2, that is,

y1 y 2
W(y1,y2 ) 
'y 1 'y 2
0 y2 y1 0
Step 3. Write W1  , W2 =

f ( x ) y' 2 y'1 f ( x )
and find u1 and u2 by integrating

W1 W
u 1' = ,u 2 '  2
W W

Step 4. Find a particular solution which is of the form y p=u1y1+u2y2

Step 5. The general solution of the equation is y=y c+yp

Example 5.19 Solve the differential equation y"-y=xex

by applying the method of variation of parameters.

Solution: Corresponding homogeneous equation is y"-y = 0

The auxiliary equation is

m2-1=0. Roots are

m1=1, m2= -1

The complementary function is

145
 y=c1ex+c2e-x

x x
ee 0 0
W   e e 2
e x  e x
x
0e
W1  x x   x
xe  e
x
e0 2x
W2  xe
x x
e xe
x x
u'1  
2 2

xe2 x 1
u' 2    xe2 x
2 2

Integrating u'1 and u'2 we get

x2
u1 
4

u2 = -(xe2x/4) + (e2x/8)

The general solution is

146
 y=yc + yp where

yc = c1 ex+c2e-x
x4 x
e – (xe2x/4)e-x+(e2x/8)e-x
yp = u1y1+u2y2 =
4
1 1 1
Thus y=c1ex+c2e-x+ x4ex- xex+ ex
4 4 8

Example 5.20 Apply the method of variation of parameters to solve the

differential equation

y"-y=coshx

Solution The auxiliary equation is

m2-1=0, so m1=1 and m2=-1 and

complementary function yc = c1ex+c2e-x=c1y1+c2y2

x x
ee
W ( y 1, y 2 )  x  x   2
e e
1
f(x)=coshx = (e-x+ex)
2

x
o e x
W1  x  e coshx
coshx e

147
 x
eo
W2  x  e coshx x

e coshx
u1 
W1 1 1
 cosh x e  x  e 2 x  1
W 2 4
 

u2 
W2 cos hx e x
W

2
1
  1  e 2x
4
 
 1 2 x 1
u1  e  x
8 4

1 1
u2   x  e 2x
4 8

 1 1   1 1 
y p    e  2 x  x  e x    x  e 2 x e  x
 8 4   4 8 

The general solution is

y=yc+yp

5.8 Cauchy-Euler Equation

Second-order equations of the form

d2 y dy
ax 2 2
 bx  cy  g( x ) (5.29)
dx dx

where a, b and c are constants, a 0, and g(x) is continuous on a given

interval are called Cauchy-Euler equations.

By putting y=xm, y' = mxm-1, y" = m(m-1)xm-2 in (5.29) we get

d2 y dy
ax 2 2
 bx  cy  am(m-1)xm+bmxm+cxm
dx dx

148
 = (am(m-1)+bm+c)xm

Thus y=xm is a solution of

d2 y dy
ax 2  bx  cy  0
dx 2
dx (5.30)

whenever m is a solution of the auxiliary equation

am (m-1) + bm+c=0 or am2 + (b-a) m +c=0 (5.31)

There are three different cases to be considered:

Case 1: District Real Roots Let m1 and m2 be real roots of (5.31) such that

m1m2. Then y1 = xm1 and y2=xm2 form a fundamental set of solutions. Hence

the general solution is

y=c1xm1+c2xm2 (5.32)

Case 2: Repeated Roots

If the roots of (5.31) are repeated, that is, m 1=m2 then the general

solution is of the form

y=c1xm1+c2xm1lnx (5.33)

Case 3. Conjugate Complex Roots

If the roots of (5.31) are the conjugate pair m 1=  +i, m2=  -i, where

 and  >o are real , then a solution is

y=c1x  +i + c2x -i

This solution can be written in the real form as

y=x [c1cos ( ln x) +c2 sin ( ln x)] (5.34)

Verification: xi=(elnx)i=eilnx

149
which, by Euler's formula, is the same as

xi=cos ( lnx)+i sin (lnx)

Similarly, x -i=cos (lnx) - i sin (lnx)

By adding and subtracting, the last two results yield

xi+x-i= 2 cos (lnx) and

xi-x-i= 2 i sin (lnx), respectively.

By the fact y=c1x+i+c2x-i is a solution for any values of the constants,

we see, in turn, for c1=c2=1 and c1=1,c2= -1 that

y1= x(xi+x-i) and

y2= x(xi-x-i)

or y1=2xcos (lnx) and

y2=2ixsin (lnx)

are also solutions.

Since Wronskian for xcos (lnx) and xsin (lnx) in x2-1 0, >0, on

the interval (0, ), we conclude that y1=xcos (lnx) and y2=xsin (lnx)

constitute a fundamental set of real solutions of the differential equation.

Hence we get the general solution in the real form

y=x[c1ços (lnx) + c2 sin (lnx)].

Remark 5.7 The method described above holds true for similar equations of

order n.

Example: 5.21 solve the differential equations

(a) x2y"-2y=0

150
 (b) x2y"-3xy'-2y=0

(c) x2y"+xy'+y=0 subject to initial conditions y(1)=1,y'(1)=2

Solution (a) The auxiliary equation is

m2-m-2=0 or (m+1) (m-2) =0

so m1= -1, m2=2

The general solution is

y=c1x-1+c2x2

(b) The auxiliary equation is

m2-4m-2=0

4  16  8
m
2

1
 2 24
2

 2 6

The general solution is

y=c1x2+ 6
+ c2x2- 6

(c) The auxiliary equation is m2+1=0 so that the general solution is given by

y=c1cos (lnx) +c2 sin (lnx).

1 1
y'= -c1 sin (lnx)+c2 cos (lnx)
x x

The initial conditions imply c1= 1 and c2=2.

Thus y=cos (lnx)+2 sin (lnx).

5.9 Non linear Differential Equations

151
 The main objective of this book, in general and this chapter in

particular, is to study linear differential equations. However, we present here

few important general features along with solution of two classes of non linear

differential equations, one in which dependent variable is missing and the other

where independent variable is missing.

General features of non linear equations

There are several significant differences between linear and non linear

differential equations. We have seen in Theorem 5.5 that a linear combination

of solutions of homogeneous linear differential equations is also a solution.

Non linear equations do not possess this property called superposability. As we

have seen in Sections (5.5)-(5.7) linear differential equations with constant

coefficients can be solved. This does not hold for nonlinear differential

equations. Even when we can solve a non linear first-order differential equation

in the form of one parameter family, this family does not, as a rule, represent a

general solution. In other words non linear first-order differential equations can

possess singular solutions where as linear equations cannot. There is a major

difference in the realm of solvability of two classes of differential equations.

Given a linear differential equation there is a strong possibility that we can find

some form of a solution that one can look at an explicit solution or a series

solution (to be discussed in Chapter 6). On the other hand, non linear

differential equations of higher order are not amenable to solution by analytic

methods. We have to rely only on numerical and qualitative analysis of non

linear differential equations.

152
 It may be pointed out that non linear differential equations represent

significant real world problems but their discussion is beyond the preview of

this book.

153
Special kind of non linear differential equations

Case 1: Dependent Variable y missing

Second order differential equations of the form F(x, y',y")=0, where

dependent variable y is missing can sometimes be solved using first-order

methods. This can be reduced to the first order by substitution u=y'.

d2 y dy 2
Example 5.22 Solve 2
 2x( )  0
dx dx
dy
Solution: Let u= Then the given differential equation can be written as
dx

du du
= 2xu2 or 2 = 2xdx
dx u

or

 u-2 du =  2x dx

-u-1=x2 + c12

The constant of integration is written as c12 for convenience.

dy
Since u-1= 1/ , it follows that
dx

dy 1
=- 2 2
dx x  c1

dx
or  dy = - 2
x  c1
2

1 x
or y = - tan 1  c2
c1 c1

Case 2: Independent variable x Missing

We consider equation of the form

154
 F(y,y',y")=0

dy
Let u=y'= . By chain rule
dx

du du dy du
y"= dx  dy dx  u dy

The given differential equation can be written as

du
F(y,u, u dy )=0

2
d2 y 1  dy 
Example: 5.23 Solve   
dx 2 y  dx 

du du 1
Solution: F(y,u, u dy )= u dy  y u  0
2

du 1
or  dy
u y

ln|u| = ln |y|+c1

which in turn gives

u=c2y, where the constant  ec1 has been designated as c2

dy
Substitute u= , separate variables once again, integrate, and relabel
dx

constant, then we have

dy
 y
 c 2  dx

or ln|y| = c2x+c3

or y=c4ec2x

5.10 Exercises

155
Initial-value and Boundary-value Problems

1. Give an example to show that the condition a n(x)0 is essential for

the validity of Theorem 5.1

2. Show that y=c1ex+c2e-x is the general solution of the differential

equation y"-y=0 on the interval (-,). Find a member of the family that

is a solution of the initial value problem:

y"-y=0, y(0)=0,y'(0)=1

3. Show that y"-2y'+xy=sin x

y()=0, y'()=3

has a unique solution on –<x<

4. Show that the initial-value problem

(x+1)y"+4y'=x2+1, y(1)=2, y'(1)=-5

on the interval –<x< does not satisfy. Theorem 5.1

5. Determine whether a member of the family of curves y=c 1 ex cos x

+c2ex sin x can be found that satisfies the boundary value problems:

(i) y"-2y'+2y=0 with the boundary conditions

y(0) =1, y'()=0

(ii) y"-2y'+2y=0 with the boundary conditions.

y(0) = 0, y()=0

Homogenous Equations.

6. Show that the function y 1 = ex and y2=4ex are linearly dependent on

the interval (-,).

156
7. Show that the set of functions y 1=x, y2=x2 is a fundamental set of

solutions of equation y''' =0 on the interval (-,).

8. Determine whether the following functions are linearly dependent or

independent by using the Wronskian. Each set of functions is a solution

of se of some homogeneous linear differential equation.

(a) ex, sin x

(b) x2, x3

(c) x, ex, sin x

9. Show that the set of functions y1=e-x, and y2=xe-x is a fundamental

set of solutions on the interval (-,) of the differential equation.

y"+2y'+y=0.

10. Show that {ex/2, xex/2} is a fundamental set of solutions of the

differential equation 4y"-4y'+y=0 on (-,).

Nonhomogeneous Equations

11. Verify that y=c1e2x+c2xe2x+x2e2x+x-2 is the general solution of the

nonhomogeneous differential equation y" - 4y'+4y=2e2x+4x-12 on(-,).

12. Verify that yp=3e2x is a particular solution of differential equation

y"-6y'+5y= -9e2x.

13. Find particular solutions of the equation y"-6y'+5y=5x 2+3x-16 - 9e2x.

Reduction of Order

14. Let y1=e2x be a solution of y"-4y'+4y=0. Find second solution of this

equation by reduction of order.

157
15. If y1=1 is a solution of (1-x 2)y"+2xy'=0, find second solution of this

equation by reduction of order.

Homogeneous Linear Equations with Constant Coefficients

16. Write down the auxiliary equations of the differential equations.

(i) 4y"+4y'+17y=0

(ii) y"-10y'+25y=0

(iii) y"-16y'+64y=0

(iv) y"+3y'+2y=0

17. Solve the initial-value problem.

4y"+4y'-3y=0

y(0)=1, y'(0)=5

Find the general solution of the following differential equations:

18. y"-3y'+2y=0

19. 3y"+y=0

20. 3y"+2y'+y=0

d2 y
21.  4y  0
dx 2

d2 y dy
22. 2
5  4y  0
dx dx

The Method of Undetermined Coefficients

Solve the differential equation by undetermined coefficients

23. y"-16y=2e4x

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24. y"-5y'=2x3-4x2-x+6

Solve the given initial-value problems

25. y"+4y=-2

  1  
y   , y'    2
8 2 8

26. 5y"+y'=-6x

y(0)=0,y'(0)=-10

Solve the following differential Equations.

27. y"-9y=54

28. y"+3y'=4x-5

29. y"+2y'+y=x2e-x

30. y"+y=4 cosx -sinx

Solve the following initial-value problems by Undetermined

Coefficients-Annihilator approach.

31. y"+y'=x, y(0)=1, y'(0)=0

32. y"+5y'-6y=10e2x

y(0)=0, y'(0)=2

Variation of Parameters

Using the method of variation of parameters solve the following

differential equations:

33. y"-y'-2y=e2x

34. y"+4y=tan22x

35. y"+2y'+y=e-xln x

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 e x
36. y"+2y'+y= 3
x

1
37. y"-y=
x

38. y"+y=sin x

ex
39. y"-2y'+y=
1 x 2

40. 2y"+y'-y=x+1 subject to initial-value conditions

y(0)=1, y'(0)=0

41. y"+2y'-8y=2e-2x-e-x subject to initial-value conditions y(0)=1, y'(0)=0.

Cauchy-Euler Equation

Sole the following differential equations:

42. (1+x)2y"+(1+x)y'+y=2sin [log(1+x)]

43. x2y"-xy'+y=ln x, x>0

44. x2y"-xy'-3y=x2 ln x

45. x2y"-xy'-2y=0

46. x2y"+xy'+9y=0

47. 3x2y"+6xy’+y=0

48. 4x2y"+y=0

49. x2y"+5xy'+4y=0

50. x2y"-5xy'+8y=8x6, subject to initial conditions

 1  1
y   0, y'    0
2  2

Nonlinear Differential Equations

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 Solve the following nonlinear differential equations

51. y"+(y')2+1=0

52. x2y"+(y')2=0

53. y'y"=4x, subject to initial conditions

y(1) = 5, y'(1)=2

54. 2y"=3y2, subject to initial conditions y(0) = 1, y'(0)=1.

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