HIGHER ORDER LINEAR DIFFERENTIAL

EQUATIONS

by Assoc. Prof. Pham Huu Anh Ngoc

Department of Mathematics
International university

2013
HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

4.1 GENERAL THEORY OF

nth ORDER LINEAR EQUATIONS

Definition 1.1
An nth order linear differential equation is an equation of the
form

a0 (x)y (n) (x) + a1 (x)y (n−1) (x) + · · · + an (x)y (x) = b(x). (0.1)
HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS

4.1 GENERAL THEORY OF

nth ORDER LINEAR EQUATIONS

Definition 1.1
An nth order linear differential equation is an equation of the
form

a0 (x)y (n) (x) + a1 (x)y (n−1) (x) + · · · + an (x)y (x) = b(x). (0.1)

When a0 , a1 , ..., an are constants, we say that Equation (0.1) has

constant coefficients.

If b(x) ≡ 0, Equation (0.1) is called homogeneous; otherwise it is

nonhomogeneous.
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Assume that a0 (x), a1 (x), ..., an (x), and b(x) are continuous on an
interval I and a0 (x) is nowhere zero on I .

Then, on dividing by a0 (x), we can rewrite (0.1) in the standard form

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x), (0.2)

where p1 (x), ..., pn (x), and g (x) are continuous on I .

4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Theorem 4.1 (Existence and uniqueness of solutions)

Suppose that p1 (x), ..., pn (x), and g (x) are each continuous on an
interval (a, b) that contains the point x0 . Then for any choice of the
initial values y0 , y1 , ..., yn−1 , there exists a unique solution y (x) on
the whole interval (a, b) of the initial value problem

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x),

y (x0 ) = y0 , y 0 (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1 .
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Theorem 4.1 (Existence and uniqueness of solutions)

Suppose that p1 (x), ..., pn (x), and g (x) are each continuous on an
interval (a, b) that contains the point x0 . Then for any choice of the
initial values y0 , y1 , ..., yn−1 , there exists a unique solution y (x) on
the whole interval (a, b) of the initial value problem

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x),

y (x0 ) = y0 , y 0 (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1 .

Remark: An initial value problem of n-th order differential equations

contains n initial conditions

y (x0 ) = y0 , y 0 (x0 ) = y1 , ..., y (n−1) (x0 ) = yn−1 .

4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS
The Homogeneous Equations
The operator

L[y ] = y (n) + p1 (x)y (n−1) + · · · + pn (x)y ,

is linear and we can express Equation (0.2) in the form

L[y ] = g (x). (0.3)

• If y1 , y2 , ..., ym are solutions of the homogeneous equation

L[y ] = 0, (0.4)

then any linear combination of these functions,

y = C1 y1 + C2 y2 + · · · + Cm ym ,

is also a solution of (0.4).

4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

The determinant
y1 (x) y2 (x) ··· yn (x)
y10 (x) y20 (x) ··· yn0 (x)
.. .. ..
. . .
(n−1) (n−1) (n−1)
y1 (x) y2 (x) · · · yn (x)

is called the Wronskian of y1 , y2 , ..., yn and denoted by

W [y1 , y2 , ..., yn ](x).
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Theorem 4.2 (Representation of solutions

(Homogeneous case))
Let y1 , y2 , ..., yn be n solutions on (a, b) of

L[y ] = y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = 0, (0.5)

where p1 (x), ..., pn (x) are continuous on (a, b). If the Wronskian

W [y1 , y2 , ..., yn ](x) 6= 0

for at least one point in (a, b), then every solution of (0.5) can be
expressed in the form

y (x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x), (0.6)

where C1 , C2 , ..., Cn are constants.

4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

If y1 , y2 , ..., yn are solutions of the equation L[y ] = 0, then

W [y1 , y2 , ..., yn ](x) either is zero for every x in the interval (a, b) or
else is never zero there.

• A set of solutions y1 , y2 , ..., yn of equation L[y ] = 0 whose Wronskian is

nonzero is referred to as a fundamental set of solutions.

• We use the term general solution to refer to an arbitrary linear

combination of any fundamental set of solutions of equation L[y ] = 0.
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Example 1.1 Given that y1 (x) = x, y2 (x) = x 2 , and y3 (x) = x −1 are

solutions to
x 3 y 000 + x 2 y 00 − 2xy 0 + 2y = 0, x > 0,
find the general solution.
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Example 1.1 Given that y1 (x) = x, y2 (x) = x 2 , and y3 (x) = x −1 are

solutions to
x 3 y 000 + x 2 y 00 − 2xy 0 + 2y = 0, x > 0,
find the general solution.
Solution: Since
1
x x2 x 6
1 2x − x12 = 6= 0, ∀x 6= 0,
2 x
0 2 x3

{y1 (x) = x; y2 (x) = x 2 ; y3 (x) = x1 } forms a fundamental solution set of

the given differential equation. Thus the general solution is
1
y (x) = c1 x + c2 x 2 + c3 , x ∈ R \ {0}.
x
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Definition 1.2
The m functions f1 , f2 , ..., fm are said to be linearly dependent on
an interval I if there exists constants c1 , c2 , ..., cn not all zero, such
that
c1 f1 (x) + c2 f2 (x) + · · · + cm fm (x) = 0
for all x in I . If the functions f1 , f2 , ..., fm are not linearly dependent
on I , they are said to be linearly independent on I .

The following sets of functions are linearly independent on every interval

(a, b):

{1, x, x 2 , ..., x n },
{1, cos x, sin x, cos 2x, sin 2x, ..., cos nx, sin nx}
{e α1 x , e α2 x , ..., e αn x }, (α1 , α2 , ..., αn are distinct numbers)
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Theorem 4.3
Let y1 , y2 , ..., yn be n solutions of

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = 0,

on (a, b). Then {y1 , y2 , ..., yn } is a fundamental set of solutions on

(a, b) if and only if these functions are linearly independent on (a, b).
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

The Nonhomogeneous Equations

Consider the nonhomogeneous equation

L[y ] = y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x). (0.7)

If y1 and y2 are any two solutions of (0.7), then

L[y1 − y2 ](x) = L[y1 ](x) − L[y2 ](x) = g (x) − g (x) = 0.

Hence,
The difference of any two solutions of the nonhomogeneous equation
(0.7) is a solution of the corresponding homogeneous equation.
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

It follows that
Any solution of the nonhomogeneous equation

L[y ] = y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x). (0.8)

can be written as

y (x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x) + yp (x) = yh (x) + yp (x),

where yh (x) is the general solution of the corresponding

homogeneous equation and yp (x) is some particular solution of the
nonhomogeneous equation (0.8).
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS
Theorem 4.4 (Representation of Solution
(Nonhomogeneous case))
Let yp (x) be a particular solution of the nonhomogeneous equation

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x) (0.9)

on the interval (a, b) and let {y1 , y2 , ..., yn } be a fundamental set of

solutions on (a, b) for the corresponding homogeneous equation
y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = 0. Then every
solutions of the nonhomogeneous equation on (a, b) can be
expressed in the form

y (x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x) + yp (x) (0.10)

The linear combination (0.10) is called the general solution of the

nonhomogeneous equation (0.9).
4.1 GENERAL THEORY OF
nth ORDER LINEAR EQUATIONS

Example 1.2 Given that yp (x) = x 2 is a particular solution of

y 000 − 2y 00 − y 0 + 2y = 2x 2 − 2x − 4 (0.11)

on (−∞, ∞) and that y1 (x) = e −x , y2 (x) = e x , y3 (x) = e 2x are

solutions to the corresponding homogeneous equation, find the general
solution of (0.11).
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Let’s consider the nth order linear homogeneous differential equation

L[y ] = a0 y (n) (x) + a1 y (n−1) (x) + · · · + an y (x) = 0, (0.12)

where a0 , a1 , ..., an are constants. Then e rx is a solution of Equation

(0.12) if and only if r is a root of the characteristic equation

P(r ) = a0 r n + a1 r n−1 + · · · + an−1 r + an = 0

of the differential equation (0.12).

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Distinct Real Roots

If the roots r1 , r2 , ..., rn of the characteristic equation are real and

distinct, then n linearly independent solutions of the equation

L[y ] = a0 y (n) (x) + a1 y (n−1) (x) + · · · + an y (x) = 0 (0.13)

are
y1 (x) = e r1 x , y2 (x) = e r2 x , ..., yn (x) = e rn x .
Thus the general solution of Equation (0.13) is

y (x) = C1 e r1 x + C2 e r2 x + · · · + Cn e rn x

where C1 , C2 , ..., Cn are arbitrary constants.

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Example 2.1 Find the general solution of

y 000 − 2y 00 − 5y 0 + 6y = 0.
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Example 2.1 Find the general solution of

y 000 − 2y 00 − 5y 0 + 6y = 0.

Solution: The characteristic equation of the given differential equation is:

k 3 − 2k 2 − 5k + 6 = 0, or equivalently, (k − 1)(k + 2)(k − 3) = 0.

Then {e x , e −2x , e 3x } is a fundamental solution set of the given

differential equation. Therefore, the general solution is given by

y (x) = c1 e x + c2 e −2x + c3 e 3x , x ∈ R.
Example 2.2 Find the general solution of

y (4) + y 000 − 7y 00 − y 0 + 6y = 0.

Also find the solution that satisfies the initial conditions

y (0) = 1, y 0 (0) = 0, y 00 (0) = −2, y 000 (0) = −1

and plot its graph.

Example 2.2 Find the general solution of

y (4) + y 000 − 7y 00 − y 0 + 6y = 0.

Also find the solution that satisfies the initial conditions

y (0) = 1, y 0 (0) = 0, y 00 (0) = −2, y 000 (0) = −1

and plot its graph.

Solution:
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Complex Roots

If the characteristic equation has a complex root α + iβ, then so is its

conjugate α − iβ. Take the real and imaginary parts of the complex root

e (α+iβ)x = e αx cos βx + ie αx sin βx

to get two real-valued solutions

e αx cos βx and e αx sin βx.

Example 2.3 Find the general solution of the equation

y (4) − y = 0 (14).
Example 2.3 Find the general solution of the equation

y (4) − y = 0 (14).

Solution: The characteristic equation is

Example 2.4 Find the general solution of y (4) + y = 0.
Example 2.4 Find the general solution of y (4) + y = 0.
Solution:
The general solution is
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Repeated Roots

• If r is a root of multiplicity m of the characteristic equation, then

e rx , xe rx , ..., x m−1 e rx

are solutions of the differential equation L[y ] = 0.

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Repeated Roots

• If r is a root of multiplicity m of the characteristic equation, then

e rx , xe rx , ..., x m−1 e rx

are solutions of the differential equation L[y ] = 0.

• If a complex root α + iβ is repeated m times, then α − iβ is also a root

of multiplicity m. We can find 2m linearly independent real solutions

e αx cos βx, xe αx cos βx, ..., x m−1 e αx cos βx,

eαx sin βx, xe αx sin βx, ..., x m−1 e αx sin βx.

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Example 2.5 Find the general solution of

y (4) + 2y 00 + y = 0 (19).

Solution:
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Example: Suppose that a 14-th order homogeneous linear differential
equation with constant coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What is the general solution of the differential equation?

Solution: The general solution of the differential equation is given by

y (x) =
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Example: Suppose that a 14-th order homogeneous linear differential
equation with constant coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What is the general solution of the differential equation?

Solution: The general solution of the differential equation is given by

y (x) = C1 e −3x + C2 e x
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Example: Suppose that a 14-th order homogeneous linear differential
equation with constant coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What is the general solution of the differential equation?

Solution: The general solution of the differential equation is given by

y (x) = C1 e −3x + C2 e x + C3 + xC4

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Example: Suppose that a 14-th order homogeneous linear differential
equation with constant coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What is the general solution of the differential equation?

Solution: The general solution of the differential equation is given by

y (x) = C1 e −3x + C2 e x + C3 + xC4 + C5 e 2x + C6 xe 2x + C7 x 2 e 2x + C8 x 3 e 2x +

4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS
Example: Suppose that a 14-th order homogeneous linear differential
equation with constant coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What is the general solution of the differential equation?

Solution: The general solution of the differential equation is given by

y (x) = C1 e −3x + C2 e x + C3 + xC4 + C5 e 2x + C6 xe 2x + C7 x 2 e 2x + C8 x 3 e 2x +

C9 e 3x cos 4x + C10 e 3x sin 4x + C11 xe 3x cos 4x + C12 xe 3x sin 4x

+C13 x 2 e 3x cos 4x + C14 x 2 e 3x sin 4x.
4.2 HOMOGENEOUS EQUATIONS
WITH CONSTANT COEFFICIENTS

Example 2.6 Find the general solution of

y (4) − 3y 000 + 3y 00 − y 0 = 0.

Example 2.7 Find the general solution of the equation

y (5) − y (4) + 8y 000 − 8y 00 + 16y 0 − 16y = 0.

The Method of Undetermined Coefficients

The method of undetermined coefficients can be applied to linear n-th

order differential equations

y (n) (x) + p1 y (n−1) (x) + · · · + pn y (x) = g (x).

If g(t) is a sum of polynomials, exponentials, sines, and cosines, or

products of such functions, it is possible to find a particular solution
yp (t) by choosing a suitable combination of polynomials, exponentials,
and so forth, multiplied by a number of undetermined constants.

The main difference in using this method for higher order equations
stems from the fact that roots of the characteristic equation may have
multiplicity greater than 2.
Example 3.1 Find the general solution of

y 000 − 3y 00 + 3y 0 − y = 4e t .
Example 3.1 Find the general solution of

y 000 − 3y 00 + 3y 0 − y = 4e t .

Solution: The homogeneous equation corresponding to the given

equation is
y 000 − 3y 00 + 3y 0 − y = 0.
The characteristic equation is

r 3 − 3r 2 + 3r − 1 = (r − 1)3 = 0.

So the general solution of the homogeneous equation is

yc (t) = c1 e t + c2 te t + c3 t 2 e t .
Since r = 1 is a root of multiplicity 3 of the characteristic equation, we
find a particular yp (t) of y 000 − 3y 00 + 3y 0 − y = 4e t in the form

yp (t) = At 3 e t .
Since r = 1 is a root of multiplicity 3 of the characteristic equation, we
find a particular yp (t) of y 000 − 3y 00 + 3y 0 − y = 4e t in the form

yp (t) = At 3 e t .

Evaluate yp000 , yp00 , yp0 and substitute them into the equation

y 000 − 3y 00 + 3y 0 − y = 4e t ,

to get
6Ae t = 4e t .
Thus A = 32 and yp (t) = 23 t 3 e t . Finally the general solution of
y 000 − 3y 00 + 3y 0 − y = 4e t is

2
y = c1 e t + c2 te t + c3 t 2 e t + t 3 e t .
3
Example 3.2 Find a particular solution of the equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Example 3.2 Find a particular solution of the equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Solution: The homogeneous equation corresponding to the given

equation is y (4) + 2y 00 + y = 0. The characteristic equation is
r 4 + 2r 2 + 1 = 0. So the general solution of the homogeneous equation is

yc (t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

Example 3.2 Find a particular solution of the equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Solution: The homogeneous equation corresponding to the given

equation is y (4) + 2y 00 + y = 0. The characteristic equation is
r 4 + 2r 2 + 1 = 0. So the general solution of the homogeneous equation is

yc (t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

Since r = i is a double root of the characteristic equation, we find a

particular yp (t) of y (4) + 2y 00 + y = 3 sin t − 5 cos t in the form
yp (t) = t 2 (A sin t + B cos t).
Example 3.2 Find a particular solution of the equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Solution: The homogeneous equation corresponding to the given

equation is y (4) + 2y 00 + y = 0. The characteristic equation is
r 4 + 2r 2 + 1 = 0. So the general solution of the homogeneous equation is

yc (t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

Since r = i is a double root of the characteristic equation, we find a

particular yp (t) of y (4) + 2y 00 + y = 3 sin t − 5 cos t in the form
yp (t) = t 2 (A sin t + B cos t).

(iv )
Evaluate yp , yp000 , yp00 , yp0 and substitute them into the given equation, to
get
−8A sin t − 8B cos t = 3 sin t − 5 cos t.
Thus, A = − 83 , B = 58 . Hence, the particular solution is given by

yp (t) = − 38 t 2 sint + 58 t 2 cost.

Example 3.3 Find the general solution of

y 000 − 3y 00 + 4y = xe 2x .

Example 3.4 Find a particular solution of

y 000 − 4y 0 = t + 3 cos t + e −2t .

Example 3.5 Solve the initial value problem

y 000 − y 0 = 4e −x + 3e 2x ,
y (0) = 0, y 0 (0) = −1, and y 00 (0) = 2.
The method of variation of parameters

The method of variation of parameters for determining a particular

solution of the nonhomogeneous n-th order linear differential equation

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x).

is a DIRECT EXTENSION of the method for second order differential

equations.
The method of variation of parameters

The method of variation of parameters for determining a particular

solution of the nonhomogeneous n-th order linear differential equation

y (n) (x) + p1 (x)y (n−1) (x) + · · · + pn (x)y (x) = g (x).

is a DIRECT EXTENSION of the method for second order differential

equations.

Suppose that we know a fundamental set of solutions y1 , y2 , ..., yn of the

homogeneous equation. We find a particular solution of the
nonhomogeneous n-th order linear differential equation in the form

yp (t) = u1 (t)y1 (t) + u2 (t)y2 (t) + + un (t)yn (t).

To obtain u1 (t), u2 (t), ., un (t), we solve the following linear system for
u10 , u20 , ..., un0

Integrate u10 , u20 , ..., un0 , to get u1 , u2 , ..., un .

Example Find the general solution of

y 000 − 3y 00 + 3y 0 − y = 4e x .
Example Find the general solution of

y 000 − 3y 00 + 3y 0 − y = 4e x .

Solution: The homogeneous equation corresponding to the given

equation is
y 000 − 3y 00 + 3y 0 − y = 0.
The characteristic equation is

r 3 − 3r 2 + 3r − 1 = (r − 1)3 = 0.

So the general solution of the homogeneous equation is

yc (x) = c1 e x + c2 xe x + c3 x 2 e x .
Example Find the general solution of

y 000 − 3y 00 + 3y 0 − y = 4e x .

Solution: The homogeneous equation corresponding to the given

equation is
y 000 − 3y 00 + 3y 0 − y = 0.
The characteristic equation is

r 3 − 3r 2 + 3r − 1 = (r − 1)3 = 0.

So the general solution of the homogeneous equation is

yc (x) = c1 e x + c2 xe x + c3 x 2 e x .

We find a particular solution of the differential equation

y 000 − 3y 00 + 3y 0 − y = 4e x as

yp (x) = u1 (x)e x + u2 (x)xe x + u3 (x)x 2 e x .

Solving the linear system

we have
u10 (x) = 2x 2 , u20 (x) = −4x, u30 (x) = 2.
Thus u1 (x) = 23 x 3 , u2 (x) = −2x 2 , u3 (x) = 2x and

2 3 x 2
yp (x) = u1 (x)e x +u2 (x)xe x +u3 (x)x 2 e x = x e −2x 3 e x +2x 3 e x = x 3 e x .
3 3
So the general solution of the nonhomogeneous equation is
2
y (x) = c1 e x + c2 xe x + c3 x 2 e x + x 3 e x .
3
Exercises and Assignments

Pages Exercises Assignments

222-224 7, 11 8, 10, 12, 16, 17, 19
235-237 3, 9, 12, 15 6, 7, 10, 11, 16, 19