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

dn y dn−1 dy
an ( 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'(x 0)=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 Ι, and let an

(x) ≠0 for every x in Ι. If x=x0 is any point in Ι, then there exists a unique solution y(x) of the

initial value problem (5.1)-(5.2) on the interval Ι.

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=3e2x+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.

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

y=3e2x+e-2x-3x is a solution of the initial-value problem on any interval Ι 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
a 2 ( x) 2
+ a1 ( x ) + a 0 ( x)y = g( x ) (5.3)
dx dx
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 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 ϕ(x) satisfying the differential

equation (5.3) on some interval Ι, containing a and b, whose graph passes through

the two points (a,yo) 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

d2 y
+ 16 y = 0
dx 2

π
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.

π π
y( ) = 0 = c 2 sin 4
2 2
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 or c2 sin 2 π=0, for any choice c2

Hence the boundary-value problem

d2 y
+ 16 y = 0
dx 2

π
y(0)=0, y ( )=0
2

has infinitely many solutions

5.2 Homogeneous Equations

A linear nth-order differential equation of the form

dn y dn −1y dy
an ( x) n
+ a n−1 ( x ) n−1
+ − − −a 1( x ) + a 0 ( x)y = g( x ) (5.5)
dx dx dx

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 differential operator
dx

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 (operating) twice on y.
dx dx dx

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 Continuing this process we can write

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(αf(x))= α Df(x), where α 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{αf(x)+βg(x)} = αL(f(x))+β L(g(x)), (5.8)

where α and β 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 Ι. Then the linear

combination

y=α1y1+α2y2+ - - - - +αnyn,

where =αi, i=1,2, - - - - n, are arbitrary constants, is also a solution of (5.6) on Ι.

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

(x) is a solution of (5.6) whenever y(x) is a solution of (5.6) for arbitrary constant α.

(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 Ι if the only constants for which

α1f1(x)+ α2f2(x)+ - - - - +αnfn(x)=0

for every x in the interval are α1=α2= - - - - αn=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 Ι if

there exist constants α1,α2, - - - - -αn, not all zero, such that

α1f1(x)+ α2f2(x) + - - - - +αnfn(x)=0

for every x in the interval.

Let the set consist of two functions only say f1(x) and f2(x). Therefore, assuming

α1≠0,

α2
f1(x)= - f2(x), that is, f1(x) is a constant multiple of f2(x).
α1

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

multiple of the other.

Conversely, let f1(x)= α2f2(x) for some constant α2. Then –f1(x)+ α2f2(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 α1= –1 is not zero.

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 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 f1(x), f2(x), - - - -, fn(x) possesses at least n-1

derivatives. The determinant

f1 f2 - - - - fn
f1′ f2′ - - - - fn′
W (f1, f 2 ..., 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 Ι. Then the set of

solutions is linearly independent on Ι if and only if W(y1, y2 - - - -, yn) ≠0 for every x in the

interval.

Definition 5.3 (Fundamental Set of Solutions). Any set y1, y2¸- - - -, yn of n linearly

independent solutions of (5.6) on an interval Ι is said to be a fundamental set of solutions

on the interval.

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

solutions of (5.6) on an interval Ι.

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

(5.6) on an interval Ι. Then

y = α1y1(x) + α2y2(x) +- - - - + αnyn(x)

where αi, i=1,2, - - - - n are arbitrary constants, is also a solution of (5.6). It is called

the general solution of (5.6)

Remark 5.3 Theorem 5.5 states that for any solution y(x) of (5.6) on an interval Ι, c 1, c 2, - -

- - cn can be found such that

y(x) = c 1y1(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=e 4x 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 and not
e 4x

constant.

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

independent.

e −3 x e 4x
W ( y 1, y 2 ) = −3 x 4x
= 4e x + 3e x = 7e x ≠ 0
- 3e 4e

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

5.3 Non-homogeneous Equations

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

particular solution or particular integral of the equation.

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

differential equation (5.5) on an interval Ι, and let y1, y2, - - - -,yn be a fundamental set of

solutions of the associated homogenous differential equation (5.6) on Ι. Then the general

solution of the equation on the interval is

y=c 1y1(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)+ - - - - +c nyn(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=c 1e2x+c 2e5x+6e x is the general solution of the non homogeneous

differential equation

y"-7y'+10y=24ex on (-∞,∞).

Verification: We are required to check that yc(x)=c 1e2x+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+5c 2e5x

y"c(x)= 4c 1e2x+25c2e5x

y"-7y'+10y=(4c 1e2x+25c2e5x)-7(2c 1e2x+5c 2e5x)

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 +10c1e2x+10c 2e5x

=(14c1e2x-14c1e2x)+(35c 2e5x-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=6e x-42e x+60ex = 24ex

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

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 y2(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 Ι(x)=e∫P(x)dx (see Section 2.3)

(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 y2.

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

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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'=c 1e-2x. Integrating again with respect to x we get

c 1 −2 x
u=− e + c2
2

 c 
Thus y2(x)=u(x)ex=  − 1 e − 2 x + c 2 e x
 2 
c
= − 1 e −x + c 2 e x
2

By choosing c 2 = 0 and c 1 = -2 we get

y2(x) =e-x

ex e−x
Since W(y1,y2) = x −x
= −e o − e 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

126
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

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

If we try a solution of the form y=emx, 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

127
 We can check that y1 and y2 are linearly independent on (-∞,∞) and form a

fundamental set

y=c 1em1x+c 2em2x (5.16)

is the general solution of (5.14)

Case (ii) Repeated Roots

If m1=m2 we obtain only one exponential solution, y1=em1x. A second solution y2=
m1x
e2
em1x ∫ e 2 m1x dx
=em1x∫dx=x em 1x

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

The general solution in this case is

y=c 1em1x+c 2xem1x (5.17)

Case (iii) Conjugate Complex Roots

If m1 and m2 are complex, then m1=α+iβ and m2 =α-iβ , where α and β are real and

>0, i2=-1. y1=c 1e(α+iβ)x and y2=c2e(α-iβ)x are two linearly independent solutions. Thus

y=y1+y2=c1e(α+iβ)x+c 2e(α-iβ)x is the general solution of (5.14)

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

eiθ=cosθ+i sin θ,

where θ is any real number, we write the general solution in real form. From this formula it

follows that

eiβx = cos βx+i sin βx

e iβ x + e − iβ x
cos β =
2

e iβx − e −iβx
sin β =
2i

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 Since y=c1e(α+iβ)x+c2e(α-iβ)x is a solution of (5.14) for every choice of c1 and c2,

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

y3 = e(α+iβ)x +e(α-iβ)x and

y4 = e(α+iβ)x -e(α-iβ)x

But y3 = eαx(eiβx+e-iβx) = 2 eαxcosβx and

y4 = eαx(eiβx-e-iβx) = 2 i eαx sin βx

In view of Corollary 5.1 e αx cosβx and eαx sin βx are real solutions of (5.14).

Moreover, these solutions form a fundamental set on (-∞,∞). Consequently the general

solution is

y =c1 eαxcosβx + c2 eαx sin βx = eαx(c1cosβx + c2 sin βx) (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 2m2-5m-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
− x
2 +c 3x
y=c1 e 2e

(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=c 1e x+c 2e-6x

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(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=c 1em1x+c2xem1x=c 1e-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=c 1e-x+c2e-2x

To find c1 and c 2 we use initial conditions

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

y(0)=1=c 1e-0+c2e-0=c1+c 2 or

c1+c 2=1

y'=-c1e-x-2c 2e-2x

y'(0)= -c 1e-0-2c2e-0 = -c 1-2c 2=2

or c 1+2c 2= -2

Thus c 1+c2=1

c1+2c2=-2

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 This gives c 2= - 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+ - - - -+ c nemnx.

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
an n
+ a n −1 n −1
+ - - - - + a 2 2
+ a1 + a 0 y = g( x ) (5.19)
dx dx dx dx

One must find complementary function yc, 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 yp 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) =eαx, exponential function.

(d) g(x) = sin βx or cos βx

131
 or finite sum and products of these functions.

It may be observed that this method is not applicable in cases where g(x) =lnx,
1
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 yp for the following equations

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

(b) 3y" + 2y = x2e –3x

(c) 3y” + 2y = 20 sin 2x

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

yp = Ae2x+B+Cx+Dx2+Ex 3

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

yp = Ae-3x +Bxe-3x+ Cx 2e-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

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 -8A-3B=0

3A-8B=2

Solving for A and B we get

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+Cx 2

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+2Cx 2=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

133
 Step 2. Find yp.

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=c 1 e5x+c 2xe5x

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=c 1e5x+c 2xe5x+ x+
5 5

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

Solution: Step 1 Find complementary function

Auxiliary equation is

134
 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

-4B=3 or B= - 34

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, D2, D3, - - - - Dn as

Ly=g(x) (5.20)

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

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

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)

135
The differential operator (D-α)n annihilates each of the functions

eαx, xeαx, x2eαx, - - - -, xn-1eαx (5.23)

Example 5.15 Find a differential operator that annihilates the function

4e2x-10xe2x

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

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

The differential operator [D2-2αD+(α2+β2)]n annihilates each of the functions.

eαxcos βx, xeαxcos βx, x2eαxcos βx, - - - - x n-1eαxcos βx,

(5.24)
eαsin βx, xeαx sin βx, x2eαx sin βx, - - - - xn-1eαxsin βx,

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

that is αy1, +βy2, where α and β are real numbers.

(ii) Let L1 and L2 be annihilator operator for y1 and y2 respectively. However L1 (y2) ≠ 0

and L2(y1)≠ 0 . Then L1L2 annihilates α y1+βy2.

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 L1 that

annihilates the function g(x).

(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 yp.

136
(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=4x 2 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=c 1e-x+c 2e-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)

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, c 1, c 2, 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.

137
 Differentiating (5.27), we obtain

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

Substituting these values into the given equation

y”+3y'+2y=4x 2, we get

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

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

Comparing constant terms, coefficients of x and x2, 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.

Step 3. The general solution of the given equation is

y=yc+ yp or y=c 1e-x+c 2e-2x+7-6x+2x 2

Example: 5.17 Solve the differential equation

y"-9y=54

by undetermined coefficient approach.

Solution: Applying D to the differential equation we obtain D(D2-9)y=0

The auxiliary equation is

m(m2-9)=0. Roots are

m1=0, m2=3, m3= -3

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=c 1 e3x+c 2e-3x-6

138
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=e x(c1cos 2x+c2sin 2x) + ex(c 3cos x +c4sin x),

yc

and

yp=Ae xcos 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 +[Link] 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=e x (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)

139
 In (5.28) we assume that P(x), Q(x) and f (x) are continuous on some interval Ι. 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.

Step 1. Find complementary function yc of (5.28) of the form yc=c 1y1+c 2y2

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

y1 y 2
W ( y 1, y 2 ) =
y' 1 y' 2

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

and find u1 and u2 by integrating

W1 W
u1' = ,u 2 ' = 2
W W

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

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

y=c 1ex+c 2e-x

ex e− x
W= = − e 0 − e − 0 = −2
x −x
e −e

0 e−x
W1 = = −x
xe x − e − x

140
 ex 0
W2 = = xe 2 x
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

y=yc + yp where

yc = c1 e x+c2e-x
x4 x
yp = u1y1+u2y2 = e – (xe2x/4)e-x+(e2x/8)e-x
4
1 1 1
Thus y=c 1ex+c 2e-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+c 2e-x=c 1y1+c 2y2

ex e−x
W ( y 1, y 2 ) = =−2
e x − e −x

1 -x x
f(x)=coshx = (e +e )
2

141
 o e −x
W1 = −x
= − e − x cosh x
cos hx − e

ex o
W2 = x
= e x cos hx
e cosh x

W1 1 1
u′1 = = cosh x e − x = e −2 x + 1
W 2 4
( )
W2 cos hx e x 1
u′2 =
W
=
−2
= − 1+ e2x
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=x m, y' = mx m-1, y" = m(m-1)xm-2 in (5.29) we get

d2 y dy
ax 2 2
+ bx + cy = am(m-1)x m+bmxm+cxm
dx dx

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

Thus y=xm is a solution of

142
 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=c 1xm 1+c2xm2 (5.32)

Case 2: Repeated Roots

If the roots of (5.31) are repeated, that is, m1=m2 then the general solution is of the

form

y=c 1xm 1+c2xm1lnx (5.33)

Case 3. Conjugate Complex Roots

If the roots of (5.31) are the conjugate pair m1= α +iβ, m2= α -iβ, where α and β >o

are real , then a solution is

y=c 1x α +iβ + c2xα -iβ

This solution can be written in the real form as

y=xα [c1cos (β ln x) +c2 sin (β ln x)] (5.34)

Verification: xiβ=(elnx)iβ=eiβlnx

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

xiβ=cos (β lnx)+i sin (βlnx)

Similarly, x -iβ=cos (βlnx) - i sin (βlnx)

By adding and subtracting, the last two results yield

xiβ+x-iβ= 2 cos (βlnx) and

xiβ-x-iβ= 2 i sin (βlnx), respectively.

143
 By the fact y=c 1xα+iβ+c 2xα-iβ is a solution for any values of the constants, we see, in

turn, for c 1=c 2=1 and c 1=1,c2= -1 that

y1= x α(xiβ+x-iβ) and

y2= x α(xiβ-x-iβ)

or y1=2xαcos (βlnx) and

y2=2ixαsin (βlnx)

are also solutions.

Since Wronskian for x αcos (βlnx) and xαsin (βlnx) in βx 2α-1≠ 0, β>0, on the interval

(0, ∝), we conclude that y1=xαcos (βlnx) and y2=xαsin (βlnx)

constitute a fundamental set of real solutions of the differential equation. Hence we get the

general solution in the real form

y=x α[c1ços (βlnx) + c2 sin (βlnx)].

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

(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=c 1x-1+c2x 2

(b) The auxiliary equation is

m2-4m-2=0

144
 4 ± 16 + 8
m=
2

1
= 2± 24
2

= 2± 6

The general solution is

y=c 1x2+ 6
+ c2x 2- 6

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

y=c 1cos (lnx) +c2 sin (lnx).

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

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

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

5.9 Non linear Differential Equations

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

145
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.

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.

146
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 du
Solution: Let u= Then the given differential equation can be written as = 2xu2 or
dx dx

du
= 2xdx
u2

or

∫ u-2 du = ∫ 2x dx

-u-1=x 2 + c 12

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 2
x + c1

1 x
or y = - tan −1 + c 2
c1 c1

Case 2: Independent variable x Missing

We consider equation of the form

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

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

147
 du du dy du
y"= = =u
dx dy dx dy

The given differential equation can be written as

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

2
d 2 y 1  dy 
Example: 5.23 Solve 2 =  
dx y  dx 

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

du 1
or = dy
u y

ln|u| = ln |y|+c1

which in turn gives

u=c 2y, where the constant ± ec1 has been designated as c2

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

then we have

dy
∫ y
= c 2 ∫ dx

or ln|y| = c2x+c3

or y=c 4ec2x

5.10 Exercises

Initial-value and Boundary-value Problems

1. Give an example to show that the condition an(x)≠0 is essential for the validity of

Theorem 5.1

148
2. Show that y=c1e x+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(π)=0, y'(π)=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'(π)=0

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

y(0) = 0, y(π)=0

Homogenous Equations.

6. Show that the function y1 = ex and y2=4ex are linearly dependent on the interval (-

∞,∞).

7. Show that the set of functions y1=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

149
 (b) x2, x 3

(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+x 2e2x+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=5x2+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.

15. If y1=1 is a solution of (1-x2)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.

150
 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

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

Solve the given initial-value problems

25. y"+4y=-2

π 1 π
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

151
 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

e −x
36. y"+2y'+y=
x3

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

152
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

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.

153