Linear Differential equations of Second and Higher order with constant

coefficients:
Linear differential equations are those in which the dependent variable and its derivatives
occur in the first degree and are not multiple together.

Thus the general linear differential equation is of the form

dny d n 1 y d n2 y dy
n
 P1 ( x) n 1  P2 ( x) n  2        Pn 1 ( x)  Pn ( x) y  Q( x) (1)
dx dx dx dx

Where P1 ( x), P2 ( x),...........Pn ( x) are continuous real valued functions of ‘x’, Q (x) is
the function of ‘x’ only.

Equation (1) is said to be linear differential equation of n th order with variable

coefficients.

A Linear Differential equation with constant coefficients is of the form

dny d n 1 y d n2 y dy
 a  a        a   a n y  Q( x) (2)
dx n 1 dx n  2
1 2 n 1
dx n dx

Where a1 , a 2 ,......a n are all constants, Q (x) is the function of ‘x’ only.

The Operator D:
The differentiation of dependent variable with respect to the independent variable is denoted by
operator D.

d
That is D 
dx
dy d dy d2y dny
Dy  , D y  D( Dy)  ( )  2 ..............D y  n
2 n

dx dx dx dx dx
In symbolic form the equation can be written as

D n y  a1 D n 1 y  a 2 D n  2 y  a3 D n 3 y                   a n 1 Dy  a n y  Q( x)
 ( D n  a1 D n 1  a 2 D n  2  a3 D n 3                   a n 1 D  a n ) y  Q( x)

 f ( D) y  Q ( x ) (3)
Theorem:

If y  y1 , y  y 2 , y  y 3 ,                , y  y n are linearly independent solutions

of differential equations of differential equation
( D n  a1 D n1  a2 D n2  a3 D n3                  an1 D  an ) y  0 , then
y  c1 y1  c2 y 2  c3 y3          cn y n is also a solution. Where c1 , c2 , c3 ,    , cn are
constants.

Linearly Independence and Dependence:

Two functions y1 ( x) & y 2 ( x) are said to be linearly independent if

k1 y1 ( x)  k 2 y 2 ( x)  0 implies k1 & k 2 are both zeros i.e., when y1 ( x) & y 2 ( x) can not be
expressed as proportional to other. Otherwise y1 ( x) & y 2 ( x) are linearly dependent if
k1 y1 ( x)  k 2 y 2 ( x)  0 for some constants k1 & k 2 not both zero.

Complete Solutions:
To find the complete solution of the differential equation of nth order with constant
coefficients

dny d n1 y d n2 y dy

n
 a1 n1  a2 n2        an1  an y  Q( x)
dx dx dx dx
 D n y  a1 D n1 y  a2 D n2 y  a3 D n3 y                   an1 Dy  an y  Q( x)
 ( D n  a1 D n1  a2 D n2  a3 D n3                   an1 D  an ) y  Q( x)
 f ( D) y  Q( x ) (4)
The Complete solution of differential equation (4) is
Complete Solution (C.S) = Complementary Function (C.F) + Particular Integral (P. I)

That is C.S. =C.F. + P.I.  y  yc  y p

Auxiliary Equation:
Let the given differential equation is

D n y  a1 D n1 y  a2 D n2 y  a3 D n3 y                  an1 Dy  an y  0 (5)

Assume that the solution of y  e

mx
 dy d mx
Then Dy   e  memx
dx dx
(6)
d dy d dny
D y  D( Dy)  ( )  (me )  m e ..............D y  n  m n e mx
2 mx 2 mx n

dx dx dx dx
Substitute (6) in (5), we get

m n e mx  a1m n 1e mx  a2 m n 2 e mx                   an 1memx  an e mx  0

m n
 a1m n 1  a2 m n 2                   an 1m  an e mx  0

mn  a1mn1  a2 mn2                  an1m  an  0 Sincee mx

 0 (7)

Which is the required auxiliary equation of given differential equation.

Complementary Function:

Let m1 , m2 , m3            , mn be the roots of auxiliary equation (7)

Case I: If the roots are real and distinct:

If m1 , m2 , m3            , mn are real numbers and distinct then the complementary function
is C.F.  yc  c1 e  c2 e m x  c3e m x                cn e m x
m1x 2 3 n

d2y dy
Example: Solve 2
 5  6y  0
dx dx
Solution: Given differential equation is

 5  6 y  0  D 2 y  5 D  6 y  0  D 2  5 D  6y  0
d2y dy
2
(1)
dx dx
The auxiliary equation is
f (m)  0  m 2  5m  6  0
 m 2  2m  3m  6  0  (m  2)(m  3)  0  (m  2)  0 or (m  3)  0
 m  2,3 (Thatis m1  2, m2  3)

Therefore the complementary function C. F. is yc  c1 e  c2 e m x  c1 e 2 x  c2 e3 x

m1x 2

is the required solution of given differential equation.

Case II: Roots are real and equal:

If m1  m2  m3                mn  m be the roots an auxiliary equation (7) [ That

is roots are real numbers and repeated], then the complementary function is
C.F.  yc  c1  c2 x  c3 x 2                cn x n e mx

d2y dy
Example: Solve  4  4y  0
dx 2 dx
Solution: Given differential equation is

 4  4 y  0  D 2 y  4 D  4 y  0  D 2  4 D  4y  0
d2y dy
2
(1)
dx dx
The auxiliary equation is
f ( m)  0  m 2  4 m  4  0
 (m  2) 2  (m  2)(m  2)  0  (m  2)  0 or (m  2)  0
 m  2,2 (That is m1  m2  2)
Therefore the complementary function C. F. is yc  c1  c2 x e  c1  c2 x e 2 x
m2 x

Which is the required solution of given differential equation.

Case III: Roots are Complex Conjugates (That is Roots are Imaginary):

If m1    i and m2    i be the roots an auxiliary equation (7) [That is roots

are complex conjugates], then the complementary function is
C.F.  yc  c1 Cos(x)  c2 Sin(x)ex

Example: Solve D 2  27 y  0


Solution: Given differential equation is D  27 y  0
2
 (1)
The auxiliary equation is
f (m)  0  m 2  27  0
 (m  3)( m 2  3m  9)  0  (m  3)  0 or (m 2  3m  9)  0
3  9  36 3   27 3  i3 3 3 3 3
 m  3 or m     i
2 2 2 2 2
3 3 3 3 3 3
 m1  3, m2   i , m3   i
2 2 2 2
 Since we have the formula to find the roots of the quadratic equation ax 2  bx  c  0
 b  b 2  4ac
is x  and (a  b) 3  (a  b)( a 2  3ab  b 2 )
2a
Therefore the complementary function C. F. is
yc  c1e m x  c2 Cos( x)  c3 Sin( x)ex
1

 3 3 3 3  32 x
yc  c1e 3 x
 c2 Cos( x)  c3 Sin( x) e
 2 2 
Which is the required solution of given differential equation.

Case III: Roots are repeated Complex Conjugates:

If m1    i and m2    i be the repeated complex conjugate roots an auxiliary

equation (7), then the complementary function is
C.F.  yc  c1  c2 x Cos(x)  c3  c4 x Sin(x)ex

Example: Solve D 2  1 y  0
2

 
Solution: Given differential equation is D  1 y  0
2 2
(1)

f (m)  0  m  1  0
2 2

The auxiliary equation is  (m  1)( m  1)  0  m  i or m  i

2 2

 m1  0  i (1), m2  0  i (1), m3  0  i (1), m4  0  i(1)

Therefore the complementary function C. F. is
yc  c1  c2 x Cos( x)  c3  c4 x  Sin( x)ex
yc  c1  c2 x Cos( x)  c3  c4 x  Sin( x)e 0 x
 c1  c2 x Cos( x)  c3  c4 x  Sin( x)
Which is the required solution of given differential equation.

Exercise:
d3y d2y dy
1. Solve the differential equation 3
 6 2  11  6 y  0
dx dx dx
2. Solve the differential equation D y  D y  8Dy  12 y  0
3 2


3. Solve the differential equation D  6D  13 y  0
2
