1

Chapter Five
Higher Order Linear Differential Equations

Section-5.1
Wronskian

5.1.1 Wronskian
Let us assume that each of the functions f1, f2 , , fn is differentiable at least ( n  1) times in the interval
a  x  b . Then the determinant
f1 f2 fn
f1 f 2 f n
W ( f1, f 2 , , f n ) 

f1( n 1) f 2( n 1) f n( n 1)

in which primes denotes the derivatives, is called wronskian of these n functions.

5.1.2 Linear Dependence and Independence

Linear dependence: Given the n functions f1, f2 , , fn , are said to be linearly dependent in some interval
a  x  b , if there exists constants c1, c2 , , cn , not all zero, such that
c1 f1  c2 f2   cn fn  0 ... (1)
Example: Is the set of functions f1( x) , f2 ( x) , f3 ( x) , f4 ( x) , f5 ( x) are linearly dependent on the interval
(0, ) , where f1( x)  x2  x  1 , f2 ( x)  5 x  2 , f3 ( x)  5 x  2 x , f4 ( x)  2 x3 , f5 ( x)  x2 ?
The functions f1( x) , f2 ( x) , f3 ( x) , f4 ( x) , f5 ( x) are linearly dependent on the interval (0, ) , because f3 can
be written as a linear combination of the other functions f1 , f2 , f4 and f5 .
i.e., f3 ( x)  2  f1( x)  1 f2 ( x)  0  f4 ( x)  2  f5( x)
Linear independence: Given the n functions f1, f2 , , fn , are said to be linearly independent in some
interval a  x  b , if they are not linearly dependent there. That is, the n functions f1, f2 , , fn , are said to
be linearly independent in some interval a  x  b , if there exists constants c1, c2 , , cn , such that
c1 f1  c2 f2   cn fn  0 ... (1)
implies that c1  c2   cn  0 .
Example: Is the set of functions f1( x) , f2 ( x) are linearly independent on the interval ( ,  ) , where
f1( x)  x 2  x , f 2 ( x)  x3 ?
The functions f1( x) , f2 ( x) are linearly independent on the interval ( ,  ) , because f1 and f2 cannot be
written as linear combination. That is, c1 f1( x)  c2 f2 ( x)  0 is only possible when c1  c2  0 .
5.1.3 Linear Dependence and Independence Theorems
Theorem-1: Let y1, y2 , , yn be n solutions of the homogeneous linear n th-order differential equation on
an interval I . Then the set of solutions is linearly independent on I if and only if W ( y1, y2 , , yn )  0 for all
x in the interval.
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Theorem-2: Let y1, y2 , , yn be n solutions of the homogeneous linear nth-order differential equation on an
interval I . Then the set of solutions is linearly dependent on I if and only if W ( y1, y2 , , yn )  0 for all x in
the interval.
Solved Problems:
Example-1 Show that the functions e x , e2 x , e3 x Example-2 Show that 1 , sin2 x , cos2 x are linearly
are linearly independent. independent.
Solution Let, f1  e x , f 2  e2 x , f3  e3x Solution Let, f1  1, f 2  sin 2 x, f3  cos2 x
Wronskian of f1, f2 , f3 is Wronskian of f1, f2 , f3 is
f1 f2 f3 f1 f2 f3
W ( f1, f2 , f3 )  f1 f 2 f3 W ( f1, f2 , f3 )  f1 f 2 f3
f1 f 2 f3 f1 f 2 f3
ex e2 x e3 x 1 sin 2 x cos 2 x
 W ( x)  e x 2e2 x 3e3 x  W ( x)  0 2sin x cos x 2cos x sin x
ex 4e2 x 9e3 x 0 2cos 2 x  2sin 2 x 2cos 2 x  2sin 2 x

1 1 1 1 sin 2 x cos 2 x
 W ( x )  e x  e 2 x  e3 x 1 2 3  W ( x)  2sin x cos x(2cos x  2sin x) 0
2 2
1 1
1 4 9 0 1 1

1 0 0  W ( x)  4sin x cos x(cos2 x  sin 2 x)  0  0 , for all x .

 c  c  c 
 W ( x )  e6 x 1 1 1 ; 2 1 2 Since W ( x )  0 , so 1 , sin2 x , cos2 x are linearly
 c2  c2  c3 
1 3 5
dependent. [Showed]
1 1
 W ( x)  e6 x  2e6 x  0 , for all x .
3 5

Since W ( x )  0 , the functions e x , e2 x , e3 x are

linearly independent. [Showed]

Example-3 By determining constants c1, c2 , c3, c4 which are not all zero and are such that
c1 f1  c2 f2  c3 f3  c4 f4  0 identically, show that the functions f1( x)  x , f 2 ( x)  e x , f3 ( x)  xe x ,
f 4 ( x)  (2  3 x)e x are linearly dependent.

Solution From the relation c1 f1  c2 f2  c3 f3  c4 f4  0 , we obtain

c1x  c2e x  c3xe x  c4 (2  3x)e x  0

 c1x  (c2  2c4 )e x  (c3  3c4 ) xe x  0 ... (1)

Equating coefficients of like terms from both sides of (1), we get
c1  0 , c2  2c4  0 , c3  3c4  0 .
There are four variables having in three equations, so there is one free variable, which we let c4 . If we let
c4  1 (you may let any real number, except c4  0 ), then we obtain c3  3 , c2  2 .
Thus one set of c 's is: c1  0, c2  2, c3  3, c4  1 (Ans.)
 3

Example-4 Show that the functions x, x2 , x3 are linearly independent. If we consider these functions
are three linearly independent solutions of a differential equation, find the differential equation.
Solution

Let, f1  x, f2  x2 , f3  x3
Wronskian of f1, f2 , f3 is

f1 f2 f3 x x2 x3
W ( f1, f2 , f3 )  f1 f 2 f3  W ( x)  1 2x 3x 2
f1 f 2 f3 0 2 6x

 W ( x)  6 x3  6 x3  2 x3
 W ( x )  2 x3
Since W ( x )  0 , for all x , so the functions x, x2 , x3 are linearly independent. [Showed]
2nd Part : Since, f1, f2 , f3 are three linear independent solutions, we let its general solution is
y  c1 f1  c2 f2  c3 f3

 y  c1x  c2 x2  c3x3 ... (1)

where c1, c2 , c3 are arbitrary constants.
Now differentiating (1) successively w. r. to x, we get
y1  c1  2c2 x  3c3 x 2 ... (2)
y2  2c2  6c3x ... (3)
1
and y3  6c3  c3  y3 ... (4)
6
Putting value of c3 from (3) into (4), we get
y2  2c2  xy3
1
 c2  ( y2  xy3 ) ... (5)
2
Putting values of c3 and c2 in (5), we get
1
y1  c1  x( y2  xy3 )  3x2  y3
6
1
 c1  y1  xy2  x2 y3
2
Now putting the values of c1, c2 , c3 in (1), we obtain the desired differential equation
 1  1 1
y  x  y1  xy2  x 2 y3   x 2 ( y2  xy3 )  x3 y3
 2  2 6

 6 y  6 xy1  6 x2 y2  3x3 y3  3x 2 y2  3x3 y3  x3 y3

 6 y  6 xy1  3x2 y2  x3 y3
 x3 y3  3x2 y2  6 xy1  6 y  0 (Ans.)
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Section-5.2

Higher Order Linear Differential Equations

5.1.1 General Linear Differential Equations

The differential equation of the form
dny d n 1 y dy
a0 ( x) n
 a1( x) n 1
  an 1( x)  an ( x) y  R( x) ... (1)
dx dx dx
where the coefficients a0 ( x), a1( x),, an ( x) and function R ( x ) are to be independent of the variable y , is
called general linear equation of order n .
If R( x)  0 is identically zero, differential equation (1) is said to be linear and homogeneous. If R ( x ) is not
identically zero, differential equation (1) is said to be linear and non-homogeneous.

5.1.2 Solution of Homogeneous Linear Differential Equations

Let y1, y2 , , yn be any n solutions of the homogeneous linear differential equation
dny d n 1 y dy
a0 ( x)  a1 ( x)   an 1( x)  an ( x) y  0 ... (2)
dx n
dx n 1 dx
Then, y  c1y1  c2 y2   cn yn , where c1, c2 , , cn are n arbitrary constants, is also the solution of the
homogeneous linear differential equation (2). Since, the solution contains n arbitrary constants; this
solution is the general solution of the homogeneous linear differential equation (2).

5.1.3 Solution of Non-Homogeneous Linear Differential Equations

Let y1, y2 , , yn be any n solutions of the homogeneous linear differential equation
dny d n 1 y dy
a0 ( x)  a1 ( x)   an 1( x)  an ( x) y  0 ... (1)
dx n
dx n 1 dx
Then, yc  c1y1  c2 y2   cn yn , where c1, c2 , , cn are n arbitrary constants, is called the complementary
solution or complementary function of the linear differential equation (1).
Also let y p be the particular solution of the non-homogeneous linear differential equation
dny d n 1 y dy
a0 ( x)  a1( x)   an 1( x)  an ( x) y  R( x) ... (1)
dx n
dx n 1 dx
Then, y  yc  y p is the general solution of the non-homogeneous linear differential equation (1).

5.2.4 General Linear Differential Equations with constant coefficients

The differential equation of the form
dny d n 1 y dy
a0 ( x)  a1   an 1  an y  R( x) ... (1)
dx n
dx n 1 dx
where the coefficients a0 , a1, , an are all constants and function R ( x ) are to be independent of the variable
y , is called general linear equation of order n .
If R( x)  0 is identically zero, the differential equation (1) is said to be linear and homogeneous. If R ( x ) is
not identically zero, differential equation (1) is said to be linear and non-homogeneous.
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5.2.5 General Solution of Homogeneous Linear Differential Equations with constant

coefficients
Let y1, y2 , , yn be any n solutions of the homogeneous linear differential equation
dny d n 1 y dy
a0 n
 a1 n 1
  an 1  an y  0 ... (2)
dx dx dx
Then, y  c1y1  c2 y2   cn yn , where c1, c2 , , cn are n arbitrary constants, is also the solution of the
homogeneous linear differential equation (2). Since, the solution contains n arbitrary constants; this
solution is the general solution of the homogeneous linear differential equation (2).

5.2.6 Differential Operator

Let D denote differentiation with respect to x , D 2 differentiation twice with respect to x , and so on; that
is, for positive integral r ,
dr y
Dr y 
dx r
The expression
A  a0 Dn  a1Dn1  a2 Dn 2   an 1D  an … (1)
is called a differential operator of order n . If y is a function which is differentiable n times then, when the
operator (1) is applied to the function y , yields the result
Ay  a0 Dn y  a1Dn1 y  a2Dn2 y   an 1Dy  an y …….(2)
dny d n 1 y d n2 y dy
or, Ay  a0  a1 n 1
 a2   an 1  an y …….(3)
dx n
dx dx n  2 dx
where the coefficients a0 , a1 , , an in the operator A may be functions of x , constant.

5.2.7 Auxiliary Equation

Consider the differential equation
dny d n 1 y dy
a0  a1   an 1  an y  0 ... (2)
dx n
dx n 1 dx
or, (a0 Dn  a1Dn1   an 1D  an ) y  0 ... (3)
where the coefficients a0 , a1,, an are all constants.
Let y  emx be a solution of the equation (2) or (3). Then we have,
dy d2y dny
Dy   memx , D 2 y  2  m 2e mx , , Dn y   m ne mx ,
dx dx dx n
Substituting these values in equation (1) or (2), we obtain the equation
(a0mn  a1mn 1   an1m  an )emx  0

Since emx  0 , hence emx will be a solution of (2) or (3) if m is a root of the algebraic equation
a0mn  a1mn 1   an 1m  an  0 ... (4)
This equation is called the Auxiliary equation or the characteristic equation of the given differential
equation.
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5.2.8 Solution of Homogeneous Linear Differential Equations

To obtain general solution of a linear homogeneous differential equation with constant coefficients, we
consider the three cases as below:
Case I: Distinct Real Roots i.e., when all the roots of auxiliary equation are real and different:
Suppose m1, m2 , , mn are n distinct real roots of the auxiliary equation (4), then
m1x
ye , y  em2 x , , y  emn x are all independent solutions of (2) or (3). Therefore, the general solution of
the differential equation (2) or (3) is
y  C1em1x  C2em2 x   Cnemn x
where C1, C2 , , Cn are arbitrary constants.
Example: If roots of an auxiliary equation be m  1, 1, 3, 4 (i.e., four distinct real roots) then the solution
will be y  C1e x  C2e x  C3e3x  C4e4 x .
Case II: Repeated Real Roots i.e., when all the roots of auxiliary equation are real and equal:
We have shown in case I, that is m1, m2 , , mn are n distinct real roots, then the general solution is
y  C1em1x  C2em2 x   Cnemn x
But if m1  m2 , i.e., two roots are equal, then the above solution becomes
y  (C1  C2 )em1x  C3em3 x   Cnemn x
It is clear from the above solution, it contains n  1 arbitrary constants, since C1  C2 is equivalent to another
only one arbitrary constant (say C1  C2  C ). So this is no longer a general solution.
To illustrate this we consider a second order linear differential equation having two equal roots of its
auxiliary equation,
( D  m1)2 y  0 ... (5)
We put (D  m1) y  z , then equation (5) becomes
( D  m1) z  0
dz d
  m1z  0 , which is a separable equation, [here, D  ]
dx dx
dz
  m1dx  0
z
 ln z  m1x  ln C2
 ln z  ln C2em1x
 z  C2em1x
 ( D  m1) y  C2em1x [ (D  m1) y  z]
dy
  m1 y  C2em1x
dx
which is a first order linear differential equation, so its integrating factor, I.F.  e
(  m1 ) dx
 em1x .
Now, multiplying both sides of the above equation by em1x , we obtain
dy
em1x  m1em1x  y  C2
dx
d
 ( yem1x )  C2
dx
 7

  d ( ye
 m1x
)   C2dx

 yem1x  C2 x  C1
 y  (C1  C2 x)em1x
Therefore, when two roots of the auxiliary equation (4) are equal and all other roots are distinct, i.e., m1  m2
and m3, m4 , , mn are n  2 distinct real roots, then the general solution of the differential equation is
y  (C1  C2 x)em1x  C3em3 x   Cnemn x
Hence, if all the roots are equal i.e., m1  m2   mn (say  m) , then the general solution of the differential
n 1
equation is y  (C1  C2 x  C3x  2
 Cn x )e mx

where C1, C2 , , Cn are arbitrary constants.

Examples:
(i) If roots of an auxiliary equation be m  2, 2, 2 (i.e., three real and equal roots) then the solution will be
y  (C1  C2 x  C3x 2 )e2 x .
(ii) If roots of an auxiliary equation be m  1, 2, 3, 3, 3 (i.e., two real and distinct roots and three real and
equal roots) then the solution will be y  C1e x  C2e2 x  (C3  C4 x  C5 x 2 )e3x .
Case III: Conjugate complex roots:
Let a  ib be the conjugate complex roots of the auxiliary equation of a second order linear homogeneous
differential equation. Since roots are distinct, we let m1  a  ib and m2  a  ib , then the general solution is
y  C1e( a ib) x  C2e( a ib) x

 y  C1eax  eibx  C2eax  eibx

 y  eax C1(cos bx  i sin bx)  C2 (cos bx  i sin bx)

 y  eax (C1  C2 )cos bx  (C1  C2 )i sin bx

 y  eax  A cos bx  B sin bx 

where A  C1  C2 and B  (C1  C2 )i are two new arbitrary constants.
i.e., if a  ib be the conjugate complex roots of the auxiliary equation of a second order linear homogeneous
differential equation, then its general solution is y  eax (C1 cos bx  C2 sin bx) .
Repeated conjugate complex roots: If the auxiliary equation of a 4th order differential equation has two
equal conjugate complex roots a  ib , i.e., m1  a  ib, m2  a  ib, m3  a  ib and m4  a  ib , then its general
solution will be
y  eax (C1  C2 x)cos bx  (C3  C4 x)sin bx 

where C1, C2 , C3, and C4 are arbitrary constants.

Examples:
(i) If conjugate complex roots of an auxiliary equation be 3  2i , i.e., m1  3  2i and m2  3  2i , then the
solution will be y  e3x (C1 cos2x  C2 sin 2x) .
(ii) If conjugate complex roots of an auxiliary equation be  2i , i.e., m1  2i and m2  2i are pure
imaginary, then the solution will be y  e0 x (C1 cos2 x  C2 sin 2 x)  C1 cos2x  C2 sin 2x .
 8

(iii) If conjugate complex roots of an auxiliary equation be 1  4i repeated twice i.e.,

m1  1  4i, m2  1  4i, m3  1  4i and m4  1  4i , then its general solution will be
y  e x (C1  C2 x)cos 4 x  (C3  C4 x)sin 4 x 
Solved Problems:
d2y dy
Example-1 Solve the Differential Equation 3  2y  0
dx 2 dx

Solution Given differential equation can be written as follows

( D2  3D  2) y  0 ... (1)
Let y  emx be the trial solution of the differential equation (1), then get
Dy  memx and D 2 y  m2emx
Putting these values in equation (1), we obtain
(m2  3m  2)emx  0

Since emx  0, the auxiliary equation of the homogeneous differential equation (1), is
m2  3m  2  0
 (m  1)(m  2)  0
 m  1, 2
Therefore, the general solution of (1) is
y  C1e x  C2e2 x . (Ans)
d3y d2y dy
Example-2 Solve the Differential Equation 3
6 2
 11  6y  0
dx dx dx

Solution Given differential equation can be written as follows

( D3  6D2  11D  6) y  0 ... (1)

Let y  emx be the trial solution of the differential equation (1), then get
Dy  memx , D2 y  m2emx and D3 y  m3emx
Putting these values in equation (1), we obtain
(m3  6m2  11m  6)emx  0

Since emx  0 , the auxiliary equation of the homogeneous differential equation (1), is
m3  6m2  11m  6  0
 m3  m2  5m2  5m  6m  6  0
 (m  1)(m2  5m  6)  0
 (m  1)(m2  2m  3m  6)  0
 (m  1){m(m  2)  3(m  2)}  0
 (m  1)(m  2)(m  3)  0
 m  1,  2,  3
Therefore, the general solution of (1) is
y  C1e x  C2e2 x  C3e3x . (Ans.)
 9

d3y d2y dy
Example-3 Solve the Differential Equation 3
2 2
4  8y  0
dx dx dx

Solution Given differential equation can be written as follows

( D3  2D2  4D  8) y  0 ... (1)

Let y  emx be the trial solution of the differential equation (1), then get
Dy  memx , D2 y  m2emx and D3 y  m3emx
Putting these values in equation (1), we obtain
(m3  2m2  4m  8)emx  0

Since emx  0 , the auxiliary equation of the homogeneous differential equation (1), is
m3  2m2  4m  8  0
 m3  2m2  4m2  8m  4m  8  0
 m2 (m  2)  4m(m  2)  4(m  2)  0
 (m  2)(m2  4m  4)  0
 (m  2)(m  2)2  0
 m  2, 2, 2
Therefore, the general solution of (1) is
y  C1e2 x  (C2  C3 x)e2 x . (Ans)

Example-4 Solve the Differential Equation ( D4  5D2  6) y  0

Solution Given differential equation

( D4  5D2  6) y  0 ... (1)

Let y  emx be the trial solution of the differential equation (1), then the auxiliary equation of (1), is
m4  5m2  6  0
 m4  3m2  2m2  6  0
 m2 (m2  3)  2(m2  3)  0
 (m2  3)(m2  2)  0
 m  i 2,  i 3
Therefore, the general solution or complete solution of (1) is
y  C1 cos 2 x  C2 sin 2 x  C3 cos 3 x  C4 sin 3 x . (Ans.)

Example-5 Solve the Differential Equation ( D4  D3  D  1) y  0

Solution Given differential equation

( D4  D3  D  1) y  0 ... (1)
Let y  emx be the trial solution of the differential equation (1), then the auxiliary equation of (1), is
m4  m3  m  1  0
 10

 (m  1)(m3  1)  0
 (m  1)(m  1)(m2  m  1)  0
 m  1, 1 and m2  m  1  0
1  12  4  1  1
 m
2 1
1  3 1  i 3
 m 
2 2
Therefore, the complete solution of (1) is

x
 3 3 
y  (C1  C2 x)e x  e 2  C3 cos x  C4 sin x  (Ans.)
 2 2 

Example-6 Solve the Differential Equation

( D2  6D  25) y  0, y(0)  3, y(0)  1

Solution Given differential equation

( D2  6D  25) y  0 ... (1)

and initial conditions
y (0)  3 ... (2)
y(0)  1 ... (3)
Let y  emx be the trial solution of the differential equation (1), then the auxiliary equation of (1), is
m2  6m  25  0
( 6)  ( 6) 2  4  1  25
 m
2 1
6  64 6  8i
 m   3  4i
2 2
Therefore, the complete solution of (1) is
y( x)  e3x (C1 cos4 x  C2 sin 4 x) ... (4)
We also have y( x)  3e3x (C1 cos 4 x  C2 sin 4 x)  e3x (4C1 sin 4 x  4C2 cos 4 x) ... (5)
Using initial condition y (0)  3 , i.e., putting x  0, y  3 in equation (4), we get
y(0)  C1 1  C1  3
Again using initial condition y(0)  1 , i.e., putting x  0, y  1 in equation (5), we get
y(0)  3(C1 1  C2  0)  (4C1  0  4C2 1)
 1  3C1  4C2
 1  9  4C2
 C2  2
Putting values of C1 and C2 in equation (4), we obtain the required solution
y( x)  e3x (3cos4 x  2sin 4 x) (Ans.)