McGill University

Math 325A: Differential Equations

LECTURE 12: SOLUTIONS FOR EQUATIONS WITH CONSTANTS

COEFFICIENTS (II)
HIGHER ORDER DIFFERENTIAL EQUATIONS (IV)

(Text: pp. 338-367, Chap. 6)

1 Introduction
We adopt the differential operator D and write the linear equation in the following form:

L(y) = (a0 D(n) + a1 D(n1) + + an )y = P (D)y = b(x).

2 The Method with Differential Operator

2.1 Basic Equalities (II).
We may prove the following basic identity of differential operators: for any scalar a,

(D a) = eax Deax
(1)
(D a)n = eax Dn eax

where the factors eax , eax are interpreted as linear operators. This identity is just the fact that

dy ax d ax
ay = e (e y) .
dx dx

The formula (1) may be extensively used in solving the type of linear equations under discussion.
Let write the equation (??) with the differential operator in the following form:

L(y) = (aD2 + bD + c)y = (D)y = 0, (2)

where
(D) = (aD2 + bD + c)
is a polynomial of D. We now re-consider the cases above-discussed with the previous method.

2.2 Cases (I) ( b2 4ac > 0)

The polynomial (r) have two distinct real roots r1 > r2 . Then, we can factorize the polynomial
(D) = (D r1 )(D r2 ) and re-write the equation as:

L(y) = (D r1 )(D r2 )y = 0.

letting
z = (D r2 )y,

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in terms the basic equalities, we derive
(D r1 )z = er1 Der1 z = 0,
er2 z = A, z = Aer1 .
Furthermore, from
(D r2 )y = er2 Der2 y = z = Aer1 ,
we derive
D er2 y = z = Aer1 r2
and
y = Aer1 + Ber2 ,
A
where A = (r1 r2 ) , B are arbitrary constants. It is seen that, in general, to solve the equation

L(y) = (D r1 )(D r2 ) (D rn )y = 0,
where ri 6= rj , (i 6= j), one can first solve each factor equations
(D ri )yi = 0, (i = 1, 2, , n)
separately. The general solution can be written in the form:
y(x) = y1 (x) + y2 (x) + + yn (x).

2.3 Cases (II) ( b2 4ac = 0)

. The polynomial (r) have double real roots r1 = r2 . Then, we can factorize the polynomial
(D) = (D r1 )2 and re-write the equation as:
L(y) = (D r1 )2 y = 0.
In terms the basic equalities, we derive
(D r1 )2 y = er1 x D2 er1 x y = 0,
we derive
D er2 x y = z = Ae(r1 r2 )x
hence,
D2 er1 x y = 0.
One can solve
er1 x y = A + Bx,
or
y = (A + Bx)er1 x .
In general, for the equation,
L(y) = (D r1 )n y = 0.
we have the general solution:

y = A1 + A2 x + + An xn1 er1 x .
So, we may write
ker((D a)n ) = {(a0 + ax + + an1 xn1 )eax | a0 , a1 , . . . , an1 R}.

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2.4 Cases (III) ( b2 4ac < 0)
The polynomial (r) have two complex conjugate roots r1,2 = i. Then, we can factorize the
polynomial (D) = (D )2 + 2 , and re-write the equation as:

L(y) = (D )2 + 2 y = 0. (3)

Let us consider the special case first:

L(z) = D2 + 2 z = 0.

From the formulas:

D(cos x) = sin x, D(sin x) = cos x,
it follows that
z(x) = A cos x + B sin x.
To solve for y(x), we re-write the equation (3) as
x 2 x
e D e + 2 y = 0.

Then
D2 (ex y) + 2 ex y = D2 + 2 ex y = 0.
Thus, we derive
ex y(x) = A cos x + B sin x,
or

y(x) = ex A cos x + B sin x . (4)

One may also consider case (I) with the complex number r1 , r2 and obtain the complex solution:

y(x) = ex Aeix + Beix . (5)

2.5 Theorems
In summary, it can be proved that the following results hold:

2.5.1 ker (D a)m = span(eax , xeax , . . . , xm1 eax )

It means that (D a)m y = 0 has a set of fundamental solutions:
n o
eax , xeax , . . . , xm1 eax

2.5.2 ker (D a)2 + b2 )m = span eax f (x), xeax f (x), . . . , xm1 eax f (x) , f (x) = cos(bx) or
sin(bx)

It means that (D a)2 + b2 )m y = 0 has a set of fundamental solutions:
n o
eax f (x), xeax f (x), . . . , xm1 eax f (x) ,

where f (x) = cos(bx) or sin(bx).

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2.5.3 ker(P (D)Q(D)) = ker(P (D)) + ker(Q(D)) = {y1 + y2 | y1 ker(P (D)), y2 ker(Q(D))}
If P (X), Q(X) are two polynomials with constant coefficients that have no common roots.

Example 1. By using the differential operation method, one can easily solve some inhomogeneous
equations. For instance, let us reconsider the example 1. One may write the DE y 00 + 2y 0 + y = x
in the operator form as
(D2 + 2D + I)(y) = x.
The operator (D2 + 2D + I) = (D) can be factored as (D + I)2 . With (1), we derive that

(D + I)2 = ex Dex ex Dex = ex D2 ex .

Consequently, the DE (D + I)2 (y) = x can be written ex D2 ex (y) = x or

d2 x
(e y) = xex
dx
which on integrating twice gives

ex y = xex 2ex + Ax + B, y = x 2 + Axex + Bex .

We leave it to the reader to prove that

ker((D a)n ) = {(a0 + ax + + an1 xn1 )eax | a0 , a1 , . . . , an1 R}.

Example 2. Now consider the DE y 00 3y 0 + 2y = ex . In operator form this equation is

(D2 3D + 2I)(y) = ex .

Since (D2 3D + 2I) = (D I)(D 2I), this DE can be written

(D I)(D 2I)(y) = ex .

Now let z = (D 2I)(y). Then (D I)(z) = ex , a first order linear DE which has the solution
z = xex + Aex . Now z = (D 2I)(y) is the linear first order DE

y 0 2y = xex + Aex

which has the solution y = ex xex Aex + Be2x . Notice that Aex + Be2x is the general solution
of the associated homogeneous DE y 00 3y 0 + 2y = 0 and that ex xex is a particular solution of
the original DE y 00 3y 0 + 2y = ex .

Example 3. Consider the DE

y 00 + 2y 0 + 5y = sin(x)
which in operator form is (D2 + 2D + 5I)(y) = sin(x). Now

D2 + 2D + 5I = (D + I)2 + 4I

and so the associated homogeneous DE has the general solution

Aex cos(2x) + Bex sin(2x).

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All that remains is to find a particular solution of the original DE. We leave it to the reader to show
that there is a particular solution of the form C cos(x) + D sin(x).

Example 4. Solve the initial value problem

y 000 3y 00 + 7y 0 5y = 0, y(0) = 1, y 0 (0) = y 00 (0) = 0.

The DE in operator form is (D3 3D2 + 7D 3)(y) = 0. Since

(r) = r3 3r2 + 7r 5 = (r 1)(r2 2r + 5) = (r 1) (r 1)2 + 4 ,

we have

L(y) = (D3 3D2 + 7D 3)(y)

= (D 1) (D 1)2 + 4 (y)

= (D 1)2 + 4 (D 1)(y)
= 0. (6)

From here, it is seen that the solutions for

(D 1)(y) = 0, (7)

namely,

y(x) = c1 ex , (8)

and the solutions for

(D 1)2 + 4 (y) = 0, (9)

namely,

y(x) = c2 ex cos(2x) + c3 ex sin(2x), (10)

must be the solutions for our equation (6). Thus, we derive that the following linear combination

y = c1 ex + c2 ex cos(2x) + c3 ex sin(2x), (11)

must be the solutions for our equation (6). In solution (11), there are three arbitrary constants
(c1 , c2 , c3 ). One can prove that this solution is the general solution, which covers all possible solutions
of (6). For instance, given the I.C.s: y(0) = 1, y 0 (0) = 0, y 00 (0) = 0, from (11), we can derive

c1 + c2 = 1,

c1 + c2 + 2c3 = 0,
c1 3c2 + 4c3 = 0,
and find c1 = 5/4, c2 = 1/4, c3 = 1/2.