Differential Equations (MA 1150)

Sukumar

Lecture 8

May 09, 2020

Overview

Higher Order Linear Differential Equations

The Wronskian and Abel’s Formula
Particular solution
Higher order constant coefficient equations
 Section 1

Higher Order Linear Differential Equations

Higher Order Linear Differential Equations

Definition An nth order differential equation is said to be linear if it can be

written in the form

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

Higher Order Linear Differential Equations

More generally, nth order linear differential equations can be written as

P0 (x)y (n) + P1 (x)y (n−1) + · · · + Pn (x)y = F (x), (1)

Suppose P0 (x) 6= 0 for all x in some open interval (a, b), then we can divide by
P0 (x) in (1) on (a, b), and obtain the equation

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

Pi (x) F (x)
where pi (x) = and f (x) = .
P0 (x) P0 (x)
Higher Order Linear Differential Equations

Convention The left side of nth order linear differential equation

P0 (x)y (n) + P1 (x)y (n−1) + · · · + Pn (x)y = F (x), (2)

is denoted by Ly ; that is,

Ly = P0 y (n) + P1 y (n−1) + · · · + Pn y .

We say that the equation Ly = F is normal on (a, b) if P0 , P1 , . . . , Pn and F

are continuous on (a, b) and P0 has no zeros on (a, b).

Homogeneous If F ≡ 0, otherwise Nonhomogeneous.

Higher Order Linear Differential Equations

Theorem Suppose Ly = F is normal on (a, b) and let x0 ∈ (a, b). Then the
initial value problem

Ly = F , y (x0 ) = k0 , y 0 (x0 ) = k1 , . . . , y (n−1) (x0 ) = kn−1

has a unique solution on (a, b).

You may compare this with the 1st order and 2nd order linear ODE.
Higher Order Linear Differential Equations

Ly = P0 y (n) + P1 y (n−1) + · · · + Pn y .
Theorem if y1 , y2 , . . ., yn are solutions of Ly = 0 on (a, b), then so is any
linear combination of {y1 , y2 , . . . , yn }.

We say that {y1 , y2 , . . . , yn } is a fundamental set of solutions of Ly = 0 on

(a, b) if every solution of Ly = 0 on (a, b) can be written as a linear
combination of {y1 , y2 , . . . , yn }.

Theorem If Ly = 0 is normal on (a, b), then a set {y1 , y2 , . . . , yn } of n

solutions of Ly = 0 on (a, b) is a fundamental set if and only if it’s linearly
independent on (a, b).
 Subsection 1

The Wronskian and Abel’s Formula

The Wronskian and Abel’s Formula

Let y1 and y2 be solutions of

y 00 + p(x)y 0 + q(x)y = 0 (3)

on (a, b).

Definition: The Wronskian of y1 and y2 is

 
 y1 y2 
W =  = y1 y20 − y10 y2 .
 
 y10 y20 

Remark: y1 and y2 are linearly independent on (a, b) if and only if W has no

zeros on (a, b).

Abel’s formula
Rx
− p(t) dt
W (x) = W (x0 )e x0
, a < x < b.
Higher Order Linear Differential Equations

Consider the following equation:

Ly = P0 y (n) + P1 y (n−1) + · · · + Pn y = 0

Theorem if y1 , y2 , . . ., yn are solutions of Ly = 0 on (a, b), then so is any

linear combination of {y1 , y2 , . . . , yn }.

We say that {y1 , y2 , . . . , yn } is a fundamental set of solutions of Ly = 0 on

(a, b) if every solution of Ly = 0 on (a, b) can be written as a linear
combination of {y1 , y2 , . . . , yn }.

Theorem If Ly = 0 is normal on (a, b), then a set {y1 , y2 , . . . , yn } of n

solutions of Ly = 0 on (a, b) is a fundamental set if and only if it is linearly
independent on (a, b).
Higher Order Linear Differential Equations

Theorem If Ly = 0 is normal on (a, b), then a set {y1 , y2 , . . . , yn } of n

solutions of Ly = 0 on (a, b) is a fundamental set if and only if it’s linearly
independent on (a, b).

To check linear independence of {y1 , y2 , . . . , yn } on (a, b), where y1 , y2 , . . . , yn

are solutions of nth order equation Ly = 0. (Assume that Ly = 0 is normal).

Suppose that there are constants c1 , c2 ,. . ., cn such that

c1 y1 + c2 y2 + · · · + cn yn = 0, a < x < b.

Differentiating n − 1 times leads to the n × n system of equations

c1 y1 (x) + c2 y2 (x)+ ··· +cn yn (x) = 0

c1 y10 (x) + c2 y20 (x)+ ··· +cn yn0 (x) = 0
.. (4)
.
(n−1) (n−1) (n−1)
c 1 y1 (x) + c2 y2 (x)+ ··· +cn yn (x) = 0
Wronskian of {y1 , y2 , . . . , yn }.

For a fixed x, let

 
 y1 (x)
 y2 (x) ··· yn (x) 

 y10 (x) y20 (x) yn0 (x) 
 
 ···
W (x) = 

.. .. .. ..
.

 . . . . 
 
 (n−1) (n−1) (n−1)

 y
1 (x) y2 (x) · · · yn (x) 

We call this determinant the Wronskian of {y1 , y2 , . . . , yn }.

If W (x) 6= 0 for some x in (a, b) then the system (4) has only the trivial
solution c1 = c2 = · · · = cn = 0.

Thus using previous theorem we conclude that

y = c1 y1 + c2 y2 + · · · + cn yn

is the general solution of Ly = 0 on (a, b).

Wronskian of {y1 , y2 , . . . , yn }.

The Wronskian of {y1 , y2 , . . . , yn } is

 
 y1 (x)
 y2 (x) ··· yn (x) 

0 0
yn0 (x) 
 
 y1 (x)
 y2 (x) ···
W (y1 , y2 , . . . , yn ; x) =  .. .. .. ..
.

 . . . . 
 
 (n−1) (n−1) (n−1)

 y
1 (x) y2 (x) · · · yn (x) 

Equivalent formulation

W (y1 , y2 , . . . , yn ; x) = W (y1 , y2 , . . . , yn ; x0 ) · ????

Wronskian of {y1 , y2 , . . . , yn }.

Theorem Suppose the homogeneous linear nth order equation

P0 (x)y (n) + P1 (x)y n−1 + · · · + Pn (x)y = 0 (5)

is normal on (a, b), let y1 , y2 , . . . , yn be solutions of (5) on (a, b), and let x0
be in (a, b).
Then the Wronskian of {y1 , y2 , . . . , yn } is given by
 Z x 
P1 (t)
W (x) = W (x0 ) exp − dt , a < x < b. (6)
x0 P0 (t)

Therefore, either W has no zeros in (a, b) or W ≡ 0 on (a, b).

Proof Similar to homogeneous linear 2nd order ODE.

Compare this with homogeneous linear 2nd order ODE.

 Subsection 2

Particular solution
Particular solution.

Theorem Suppose Ly = F is normal on (a, b). Let yp be a particular solution

of Ly = F on (a, b), and let {y1 , y2 , . . . , yn } be a fundamental set of solutions
of the complementary equation Ly = 0 on (a, b).
Then y is a solution of Ly = F on (a, b) if and only if

y = yp + c1 y1 + c2 y2 + · · · + cn yn ,

where c1 , c2 , . . . , cn are constants.

Theorem[The Principle of Superposition] Suppose for each i = 1, 2, . . . , r , the

function ypi is a particular solution of Ly = Fi on (a, b).

Then
yp = yp1 + yp2 + · · · + ypr
is a particular solution on (a, b) of

Ly = F1 (x) + F2 (x) + · · · + Fr (x).

Compare these with homogeneous linear 2nd order ODE.

 Subsection 3

Higher order constant coefficient equations

Higher order constant coefficient equations

If a0 , a1 , . . . , an are constants and a0 6= 0, then

a0 y (n) + a1 y (n−1) + · · · + an y = 0. (7)

is said to be a higher order constant coefficient equation.

We may take open interval to be (a, b) = (−∞, ∞).

Similar to 2nd order ODE: we call

p(m) = a0 mn + a1 mn−1 + · · · + an (8)

the characteristic polynomial of (7).

Higher order constant coefficient equations

If k is a positive integer, let D k stand for the k-th derivative operator; that is

D k y = y (k) .

If
q(m) = b0 mn + b1 mn−1 + · · · + bn
is an arbitrary polynomial, define the operator

q(D) = b0 D n + b1 D n−1 + · · · + bn

such that

q(D)y = (b0 D n + b1 D n−1 + · · · + bn )y = b0 y (n) + b1 y (n−1) + · · · + bn y

whenever y is a function with n derivatives.

We call q(D) a polynomial operator.

Higher order constant coefficient equations

Recall p(m) = a0 mn + a1 mn−1 + · · · + an is the characteristic polynomial, we

have
p(D) = a0 D n + a1 D n−1 + · · · + an ,
Hence
a0 y (n) + a1 y (n−1) + · · · + an y = 0. (9)
can be written as p(D)y = 0.

If m is a constant then

p(D)e mx a0 D n e mx + a1 D n−1 e mx + · · · + an e mx


=
= (a0 mn + a1 mn−1 + · · · + an )e mx ;

that is
p(D)(e mx ) = p(m)e mx .
This shows that y = e mx is a solution of (11) if p(m) = 0.
Higher order constant coefficient equations

Example Find the general solution of

y 000 − 6y 00 + 11y 0 − 6y = 0. (10)

Solution
The characteristic polynomial is

p(m) = m3 − 6m2 + 11m − 6 = (m − 1)(m − 2)(m − 3).

Therefore {e x , e 2x , e 3x } is a set of solutions.

 x   
 e e 2x e 3x   1 1 1 
6x   = 2e 6x 6= 0.
 x 2x 3x 
 
W (x) =  e  2e 3e  = e  1 2 3 
 e x 4e 2x 9e 3x   1 4 9 
Therefore the general solution is

y = c1 e x + c2 e 2x + c3 e 3x .
Higher order constant coefficient equations

Example Solve the initial value problem

y 000 − 6y 00 + 11y 0 − 6y = 0, y (0) = 4, y 0 (0) = 5, y 00 (0) = 9. (11)

Solution Differentiating y = c1 e x + c2 e 2x + c3 e 3x two times gives

y0 = c1 e x + 2c2 e 2x + 3c3 e 3x
(12)
y 00 = c1 e x + 4c2 e 2x + 9c3 e 3x .

Set x = 0 and using the initial conditions, to get c1 = 4, c2 = −1, c3 = 1.

Therefore solution to IVP is

y = 4e x − e 2x + e 3x .
Higher order constant coefficient equations

Example find the general solution of

y 000 − y 00 + y 0 − y = 0. (13)

Solution
The characteristic polynomial is

p(m) = m3 − m2 + m − 1 = (m − 1)(m2 + 1).

Rewrite (13) as
(D − 1)(D 2 + 1)y = 0,
which implies that any solution of (D 2 + 1)y = 0 is a solution of (13).
Therefore y1 = cos x and y2 = sin x are solutions of (13).
Now rewrite (13) as
(D 2 + 1)(D − 1)y = 0,
which implies that any solution of (D − 1)y = 0 is a solution of (13).

Therefore y3 = e x is solution of (13).

Higher order constant coefficient equations

Example (continued...)

The Wronskian of {e x , cos x, sin x} is

 
 cos x
 sin x ex 

W (x) =  − sin x cos x ex .

 − cos x − sin x ex 

Note that  
 1 0 1 
 
W (0) =  0 1 1  = 2,

 −1 0 1 

Hence {cos x, sin x, e x } is linearly independent and

y = c1 cos x + c2 sin x + c3 e x

is the general solution of (13).

Higher order constant coefficient equations

Example find the general solution of

y (4) − 16y = 0. (14)

Solution
The characteristic polynomial is
p(m) = m4 − 16 = (m2 − 4)(m2 + 4) = (m − 2)(m + 2)(m2 + 4)
it can be written as
(D 2 + 4)(D + 2)(D − 2)y = 0
or
(D 2 + 4)(D − 2)(D + 2)y = 0
or
(D − 2)(D + 2)(D 2 + 4)y = 0.
Therefore y is a solution if it is a solution of any of the three equations
(D − 2)y = 0, (D + 2)y = 0, (D 2 + 4)y = 0.
Higher order constant coefficient equations

Hence, {e 2x , e −2x , cos 2x, sin 2x} is a set of solutions.

e −2x
 
 e 2x cos 2x sin 2x 
 2e 2x −2e −2x −2 sin 2x
 
2 cos 2x 
W (x) =  2x −2x
.
4e 4e −4 cos 2x −4 sin 2x 
 8e 2x −8e −2x
 
8 sin 2x −8 cos 2x 
Since  

 1 1 1 0 

 2 −2 0 2 
 = − 512 6= 0,
W (0) = 
 4 4 −4 0 

 8 −8 0 −8 

{e 2x , e −2x , cos 2x, sin 2x} is linearly independent, and

y1 = c1 e 2x + c2 e −2x + c3 cos 2x + c4 sin 2x

is the general solution of y (4) − 16y = 0.

Higher order constant coefficient equations

Example find the general solution of

y 000 + 3y 00 + 3y 0 + y = 0. (15)

Solution
The characteristic polynomial is

p(m) = m3 + 3m2 + 3m + 1 = (m + 1)3 .

it can be written as
(D + 1)3 y = 0.
Therefore the general solution of (15) is

y = e −x (c1 + c2 x + c3 x 2 ).
Higher order constant coefficient equations

Theorem: If ω 6= 0 and m is a positive integer, then

{e λx cos ωx, xe λx cos ωx, . . . , x m−1 e λx cos ωx,

e λx sin ωx, xe λx sin ωx, . . . , x m−1 e λx sin ωx}

is a fundamental set of solutions of

[(D − λ)2 + ω 2 ]m y = 0.

Example: Find the general solution of

(D 2 + 4D + 13)3 y = 0. (16)

We can re-write D 2 + 4D + 13 as

[(D + 2)2 + 9]3 y = 0.

Therefore the general solution would be

y = (c1 + c2 x + c3 x 2 )e −2x cos 3x + (c4 + c5 x + c6 x 2 )e −2x sin 3x.

Higher order constant coefficient equations

Example: Find a particular solution of

y 000 + 3y 00 + 2y 0 − y = e x (21 + 24x + 28x 2 + 5x 3 ). (17)

Solution. Let y = u(x)e x and

y = ue x ,
y0 = e x (u 0 + u),
y 00 = e x (u 00 + 2u 0 + u),
000
y = e x (u 000 + 3u 00 + 3u 0 + u)

Substitute into (17), and also canceling e x gives

(u 000 + 3u 00 + 3u 0 + u) + 3(u 00 + 2u 0 + u) + 2(u 0 + u) − u = 21 + 24x + 28x 2 + 5x 3 ,

Higher order constant coefficient equations

A particular solution is of the form

up = A + Bx + Cx 2 + Dx 3 .

Then

up0 = B + 2Cx + 3Dx 2

up00 = 2C + 6Dx
up000 = 6D.

Substituting this, we get

up000 + 6up00 + 11up0 + 5up = 6D + 6(2C + 6Dx) + 11(B + 2Cx + 3Dx 2 )

+5(A + Bx + Cx 2 + Dx 3 )
= (5A + 11B + 12C + 6D) + (5B + 22C + 36D)x
+(5C + 33D)x 2 + 5Dx 3 .
Higher order constant coefficient equations

Comparing coefficients of like powers of x on both sides,

5D = 5
5C + 33D = 28
5B + 22C + 36D = 24
5A + 11B + 12C + 6D = 21.

Solving these equations, we get

D = 1, C = −1, B = 2, A = 1

Therefore
up = 1 + 2x − x 2 + x 3
and hence
yp = e x up = e x (1 + 2x − x 2 + x 3 )
is a particular solution of (17)