Prof.

Enrique Mateus Nieves

PhD in Mathematics Education.
1
HIGHER ORDER DIFFERENTIAL EQUATIONS
Homogeneous linear equations with constant coefficients of order two and
higher.
Apply reduction method to determine a solution of the nonhomogeneous equation given in the
following exercises. The indicated function y
1
(x), is a solution of the associated homogeneous
equation. Determine a second solution of the homogeneous equation and a particular solution
of the inhomogeneous ED
1.
x
1
e y ; y y
2
2 4

= = ' '
2.
1 1 = = ' + ' '
1
y ; y y
3.
x
1
x
e y ; e y y y = = + ' ' '
3
5 2 3
4.
x
1
e y ; x y y y

= = + ' ' ' ' ' 3 4
Problems for group discussion:
1. Make a convincing demonstration that the second order equation ; cy y b y u 0 = + ' + ' '
a, b, c, constant always has at least one solution of the form
x m
1
e y
1
=
, where
1
m
is
a constant.
2. Two. Explain why E. D. 1st point must have, consequently, a second solution of the
form
x m
2
e y
2
=
or form
x m
2
xe y
2
=
, where
1
m
y
2
m
are constants.
HOMOGENEOUS LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS
We have seen that the first order linear equation, 0 = + uy
dx
dy
, where a is a constant, has the
exponential solution
ax
1
e c y
1
=
ranging , ); . - therefore as natural to try to determine if
there are exponential solutions , ) . - homogeneous linear equations of higher order type:
, ) , )
0
0 1 2
1
1
= + ' + ' ' + + +

y a y a y a y a y a
n
n
n
n

(1)
Where the coefficients , 1, 0, i , a
i
= n are real constants and 0 =
n
a . To our surprise, all
solutions of the equation (1) are exponential functions or are formed from exponential
functions.
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
2
Method of solution: start with the special case of the second order equation ay + by + cy =
0. (2) If we try a solution of the form
mx
e y =
, thens
mx
me y = '
and
mx
e m y
2
= ' '
,
so that
the equation (2) becomes:, 0 = + +
mx mx mx 2
ce bme e am , or
, ) 0
2
= + + c bm am e
mx
. As
mx
e
never zero when x has real value, the only way that the
exponential function satisfies the differential equation is choosing a m such that it is a root of
the quadratic equation , ) 0
2
= + + c bm am (3).
This equation is called auxiliary equation or characteristic equation of the differential equation
(2). Examine three cases: the solutions of the auxiliary equation corresponding to distinct real
roots, real and equal roots and complex conjugate roots.
CASE I: distinct real roots:
If equation (3) has two distinct real roots,
1
m
y
2
m
, arrived at two solutions,
x m
1
e y
1
=
and
x m
2
e y
2
=
. These functions are linearly independent on , ) . - and, therefore, form a
fundamental set. Then, the general solution of equation (2) in this interval is
x m x m
H
e c e c y
2 1
2 1
+ =
(4)
CASE II: Real Estate and equal
When
2 1
m m =
we necessarily exponential only solution,
x m
1
e y
1
=
. According to the
quadratic formula,
a
b
m
1
2

=
because the only way
2 1
m m =
is 0 4 = ac b
2
. Thus, a second
solution of the equation is:
} }
= = =
x m x m
x m
x m
x m
H
xe dx e
e
e
e y
1 1
1
1
1
2
2
(5)
In this equation we take that
a
b
2m
1

=
. The general solution is therefore
x m x m
H
xe c e c y
1 1
2 1
+ =
(6)
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
3
CASE III: complex conjugate roots.
If
2 1
m , , m .
are complex, we can write
i m
1
+ =
y
i m
2
=
, where
0 and > and p > 0 and they are real, and e . i
2
1 = There is no formal difference
between this case and case I, hence,
x ) i (
e c e c y
x ) i (
H



+ =
+
2 1
However, in
practice it is preferred to work with real functions and not complex exponential. With this object
using Euler's formula: , sen i cos e
i

+ = that is a real number. The consequence of

this formula is that: , x sen i x cos e
x i

+ = and , x sen i x cos e

x -i

= (7) where we
have used x) ( cos x) (- cos = and x) ( sen x) (- sen = . Note that if the first add and
then subtract the two equations (7), we obtain respectively:
, x cos e e
x -i x i

2 = + y . x sin i e e
x -i x i

2 =
As
x ) i (
e c e c y
x ) i (



+ =
+
2 1
is a solution to equation (2) for any choice of the
constants
1
c
and,
2
c
if 1
2 1
= = c c and , c 1
1
= 1
2
= c obtain the solutions:
x ) i (
e e y
x ) i (
1



+ =
+
y
x ) i (
e e y
x ) i (
2



=
+
But
, ) x cos e e e e y
x x i x i x
1


2 = + =

and
, ) x sin ie e e e y
x x i x i x
2


2 = =

Accordingly, the results demonstrate that the last two real functions x cos e
x

and
x sen e
x

are solutions of the equation (2). Moreover, these solutions form a fundamental,
therefore, ) . - , the general solution is:
, ) x sin c x cos c e
x sin e c x cos e c y
2
x
x x
H

+ =
+ =
1
2 1
Second order differential equations
Solve the following differential equations:
1.
0 3 5 2 = ' ' ' y y y
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
4
SOLUTION: I present the auxiliary equations, roots and corresponding general solutions.
, ), ) 3 3 1 2 0 3 5 2
2
1
1
2
= = + =
2
m ; m m m m m Hence:
x
e c e c y
x
3
2 1
2
+ =

2.
0 25 10 = + ' ' ' y y y
SOLUTION: , ) 5 0 5 0 25 10
1
2
2
= = = = +
2
m m m m m Hence:
x x
xe c e c y
5
2
5
1
+ =
3.
0 = + ' + ' ' y y y
SOLUTION:
, i
2
1
- m , i
2
1
- m m m
2
2
3
2
3
0 1
1
2
= + = = + +
Hence:
|
|

'

+ =

x
2
3
sin c x
2
3
cos c e y
x
H
2 1
2
4. Initial value problem. Solve the initial value problem
, ) 2 0 13 4 = ' = ' = + ' ' ' 0 y -1, (0) y ; y y y
SOLUTION: The roots of the auxiliary equation
i 3 2 m , i 3 2 m m m
2
= + = = +
1
2
0 13 4 so that
, ) x 3 sin c x 3 cos c e y
x
H
2 1
2
+ =
By applying the condition 1 0 = ) ( y , we see that , ) 0 sen c 0 cos c e
2 1
0
1 + = and
1
1
= c . We differentiate the above equation and then applying y(O) = 2 we get
2 3 2
2
= c or
3
4
2
= c ; therefore, the solution is:
|

'

+ = x 3 sen x 3 cos e y
x
H
3
4
2
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
5
The two differential equations,
0 = + ' ' py y
y
0 2 = ' ' ky y
, k real, are important in
applied mathematics. For the first, the auxiliary equation 0
2 2
= + k m has imaginary roots
i k m
1
= y i k m
1
= . According to equation (8), with 0 = y k, = the general solution is
kx sen c kx cos c y
2
+ =
1
(9)
Auxiliary equation the second equation, 0
2 2
= + k m , has distinct real roots k m
1
= y
k m
1
= ; therefore its general solution is
-kx
2
kx
e c e c y + =
1
(10)
Note that if we choose
2
1
2
= = c c
1
and then
2
1
2 2
1
= = c y c
1
in , ), 10 particular solutions we
kx cosh
e e
y
-kx kx
=
+
=
2
and
kx. senh
e e
y
-kx kx
=

=
2
inasmuch as kx cosh and
kx senh are linearly independent in any range of the x axis, an alternative form of the
general solution of
0 = + ' ' py y
is kx senh c kx cosh c y
2
+ =
Higher-Order Equations
In general, to solve a differential equation of order n as
, ) , )
0
0 1 2
1
1
= + ' + ' ' + + +

y a y a y a y a y a
n
n
n
n

(11)
Where n , 2 0,1, i , a
i
= are real constants, we must solve a polynomial equation of degree
n:
, ) , )
0
0 1
2
2
1
1
= + + + + +

a m a m a m a m a
n
n
n
n

(12)
If all the roots of equation (12) are real and distinct, the general solution of equation (11) is
. e c e c e c y
x m
n
x m
2
x m
n 2 1
+ + + =
1
It's difficult to summarize the analogous cases II and III because the roots of an auxiliary
equation of degree greater than two can occur in many combinations. For example, a quintic
could have five distinct real roots, or three distinct real roots and two complex, or four real and
complex, five reals but equal, but two equals five reals, and so on. When
1
m
is a root of an
equation k multiplicity auxiliary degree n (ie roots equals k), one can show that the solutions
are linearly independent
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
6
. e x e x , xe , e
x m k x m x m x m
1 1 1 1
1 2
+ +
Finally, remember that when the coefficients are real, complex roots of auxiliary equation
always appear in conjugate pairs. Thus, for example, a cubic polynomial equation may have
two complex zeros at most.
Third-order differential equation
Resolve
0 4 3 = ' ' + ' ' ' y y y
y + 3~ - 4y = 0.
SOLUTION: In reviewing 0 4 3
2 3
= + m m we should note that one of its roots is 1 =
1
m .
If we divide 4 3
2 3
+ m m eight
, m 1
we see that
, ), ) , ), ) , m m m m m m m 2 2 1 4 4 1 4 3
2 2 3
+ = + + = + and then the other roots are
2 = =
3 2
m m . Thus, the general solution is
. xe c e c e c y
-2x -2x
2
x
3 1
+ + =
Fourth-order differential equation
Resolve 0 2
2
2
4
4
= + + y
dx
y d
dx
y d
SOLUTION: The auxiliary equation is
, ) 0 1 0 1 3
2
2 2 4
= + = + + m m m
and has the
roots i m m
3 1
= = y i m m
4 2
= = . Thus, according to the case II, the solution is:
. e c xe c e c e c y
-ix
4
ix -ix
2
ix
+ + + =
3 1
According to Euler's formula, we can write the grouping
-ix
2
ix
e c e c +
1
in the form
x sen c x cos c
2
+
1
With a change in the definition of the constants. equally,
, )
-ix
4
ix
e c e c x +
3
can be expressed in the form
, ) x sen c x cos c x
4
+
3
Accordingly, the
general solution is.
x. sin x c x cos x c x sin c x cos c y
4 2
+ + + =
3 1
Prof. Enrique Mateus Nieves
PhD in Mathematics Education.
7
General Exercises Nonhomogeneous linear equations with constant coefficients
of order two and higher.
For each of the following E. D. finds the general solution:
1.
0 4 = ' + ' ' y y
2.
0 5 2 = ' ' ' y y
3.
0 36 = ' ' y y
4.
0 8 = ' ' y y
5.
0 9 = + ' ' y y
6.
0 3 = + ' ' y y
7.
0 6 = ' ' ' y y y
8.
0 2 3 = + ' ' ' y y y
9.
0 16 8
2
2
= + + y
dx
dy
dx
y d
10.
0 25 10
2
2
= + y
dx
dy
dx
y d
11.
0 5 3 = ' + ' ' y y y
12.
0 4 8 = ' + ' ' y y y
13.
0 2 5 12 = ' ' ' y y y
14.
0 2 8 = ' + ' ' y y y
15.
0 5 4 = + ' ' ' y y y
16
0 4 3 2 = + ' ' ' y y y
17.
0 2 3 = + ' + ' ' y y y
18.
0 2 2 = + ' + ' ' y y y
19.
0 5 4 = ' ' ' ' ' ' y y y
20.
0 4 4 = ' + ' ' + ' ' ' y y y
21.
0 = ' ' ' y y
22.
0 5 = ' ' + ' ' ' y y
23.
0 9 3 5 = + ' + ' ' ' ' ' y y y y
24.
0 12 4 3 = ' ' ' + ' ' ' y y y y
25.
0 2 = ' ' + ' ' ' y y y
26.
0 4 = ' ' ' ' ' y y y
27. 0 9
2
2
3
3
4
4
= + + + y
dx
y d
dx
y d
dx
y d
28.
0 5 10 2 5
2
2
3
3
4
4
5
5
= + + + y
dx
dy
dx
y d
dx
y d
dx
y d
dx
y d