4 HIGHER-ORDER D.

E
We turn now to the solution of differential equations
of order two or higher.
4.1 Preliminary Theory
4.1.1 Initial-Value Problem & Boundary-Value
Problem
Initial-Value Problem (IVP)
Solve:

 n 1
Subject to: y ( x0 )  y0 , y ( x0 )  y1 , ..., y ( x0 )  yn 1
Seek a function defined on some interval I, containing
x0, satisfies the DE and the n initial conditions.
 Existence of a Unique Solution
Let an ( x), an 1 ( x ),...a1 ( x ), a0 ( x ) and f ( x)
be continuous on an interval I, and let
 

The case of second order IVP, a solution curve

must pass through the point (x0,y0).
Boundary-Value Problem (BVP)
Solving a linear DE of order two or greater in which
the dependent variable y or its derivatives are
specified at different points.
2
d y dy
Solve: a2 ( x) 2  a1 ( x)  a0 ( x) y  f ( x)
dx dx
Subject to: y (a )  y0 , y (b)  y1
Boundary conditions.
A solution of this problem is a function satisfying
the DE on some interval I, containing a and b,
whose graph passes through the points (a,y0) and
(b,y1).
LINEAR nth –ORDER DIFFERENTIAL EQUATION:
n n 1
d y d y dy
an ( x )  an 1 ( x)  ...  a1 ( x)  a0 ( x) y  f ( x)
n n 1 dx
dx dx
If f(x) = 0 ---- Homogeneous DE
If f(x)  0 ---- Non-homogeneous DE
Note: On some common interval I,
(i) The coefficients are continuous.
(ii) The right hand member f(x) is continuous.
(iii) an(x) is not equal to zero for every
x in the interval.
To solve non-homogeneous linear equation, must first
be able to solve associated homogeneous equation.
 4.1.2 HOMOGENEOUS EQUATIONS
In the next theorem, we see that the sum, or
superposition, of two or more solutions of a
homogeneous linear DE is also a solution.

Theorem : Superposition Principle

-Homogeneous Equations
Let y1,y2,…,yk be solutions of homogeneous
linear nth order differential equation on an
interval I. Then the linear combination   ,

y  c1 y1 ( x)  c2 y2 ( x)  ...  ck yk ( x),
where the c1,c2,…ck are arbitrary constants,
is also a solution on the interval.
Will prove for the case k=2
 Proof: 2
d y dy
Let L  a2 ( x) 2  a1 ( x)  a0 ( x)
dx dx
Let y1 ( x) and y2 ( x) be solutions of the
homogeneous equation L( y )  0
i.e L( y1 )  0 and L( y2 )  0
Want to show that: y  c1 y1 ( x )  c2 y 2 ( x)
is also a solution.
L( y )  L{c1 y1 ( x)  c2 y2 ( x)}
 L{c1 y1 ( x)}  L{c2 y2 ( x)}
 c1 Ly1 ( x) c2 Ly2 ( x)
 c1  o  c2  0  0
 Examples
1. Show that y1  cos x and y2  sin x
are solutions of the DE y  y  0.
Verify that  ( x)  c1 cos x  c2 sin x
is also a solution of the DE.
Solution  
y1  cos x y1   sin x y1   cos x

LHS  y1  y1   cos x  cos x  0  RHS
 
y2  sin x y2  cos x y2   sin x

LHS  y2  y2   sin x  sin x  0  RHS
So y1 and y2 are the solutions of the DE.
For  ( x) to be a solution of the DE, need to show :
 ( x)   ( x)  0
Given  ( x)  c1 cos x  c2 sin x
So  ( x)  c1 sin x  c2 cos x
 ( x)  c1 cos x  c2 sin x
So  ( x)   ( x)  c1 cos x  c2 sin x
 c1 cos x  c2 sin x
0
or we can use the Superposition Principle directly.
2. Given that y1 and y2 are the solution of the DE
 2
y  y 0
Is y3  c1 y1  c2 y2 also a solution of the DE?
Not necessarily since the DE is not linear-
Solution
cannot use the Principle.
y3  c1 y1  c2 y2
  
y3  c1 y1  c2 y2

y3  y3  c1 y1  c2 y2  c1 y1  c2 y2 
2 2

  2 2 2 2
 c1 y1  c2 y2  c1 y1  2c1c2 y1 y2  c2 y2
Not necessarily zero!!
 The next two concepts are basic to study of
linear differential equations.
Linear Dependence And
Linear Independence
Definition:
A set of function f 1 ( x ), f 2 ( x ),..., f n ( x )
is said to be linearly dependent on an interval I
if there exist constants c1 , c 2 ,..., c n , not all zero,
such that
c1 f1 ( x)  c 2 f 2 ( x)  ...  c n f n ( x)  0
for every x in the interval.
If the set of functions is not linearly dependent
on the interval, it is said to be linearly independent.
Note
i) A set of function is linearly independent on an
interval I if the only constants for which
c1 f1 ( x)  c2 f 2 ( x)  ...  cn f n ( x)  0
for every x in the interval are
c1  c2  ...  cn  0

ii) If two functions are linearly dependent, then

one is simply a constant multiple of the other.
iii) Two functions are linearly independent when
neither is a constant of the other.
 Examples
Determine whether f and g are linearly independent or
linearly dependent.
1. 
f ( x)  sin 2 x, g x  sin x cos x
Solution
f ( x)  sin 2 x  2 sin x cos x  2 g ( x)
So f and g are linearly dependent.
 
2. f ( x )  sin x, g x   cos x  .
Solution  2
    cos x cos  / 2  sin x sin  / 2
g x   cos x  
 2    sin x   f (x)
So f and g are linearly dependent.
 3. f ( x)  e , g x   xe
x x

Solution
g x   xe  xf (x)
x

x is not constant. So f and g are linearly independent.

4. The set of functions
2 2
f1 ( x)  cos x, f 2 ( x)  sin x,
2 2
f 3 ( x)  sec x, f 4 ( x)  tan x
is linearly dependent on the int. (-/2, /2)

when c1  c2  1, c3  1 and c4  1
Can look at it another way:
A set of functions f1(x), f2(x),…fn(x) is linearly dependent
on an interval if at least one function can be expressed
as a linear combination of the remaining functions.
Example
The set of functions
f1 ( x)  x  5, f 2 ( x)  x  5 x,
2
f 3 ( x)  x  1, f 4 ( x)  x
is linearly dependent on the int. (0, )
since
f 2 ( x )  1  f1 ( x )  5  f 3 ( x )  0  f 4 ( x )
Solution of Differential Equations

We are interested in linear independent solutions of

a linear differential equation.
In order to check whether the set of n solutions
y1,y2,…yn of a homogeneous linear nth-order d.e
is linearly independent, we can use
the definition OR determinant.
 Definition: Wronskian (W)
Suppose each of the functions, f 1 ( x), f 2 ( x),..., f n ( x)
possesses at least (n –1) derivatives.
The determinant
f1 f2 ... fn
f1 f 2 ... f n
W ( f1 , f 2 ,..., f n ) 
... ... ... ...
( n 1) ( n 1) ( n 1)
f1 f2 ... f n
where the primes denote derivatives,
is called the Wronskian of the functions.
 Note:
f1 f2  
W ( f1 , f 2 )     f1 f 2  f 2 f1 .
f1 f2
Examples
Find the Wronskian of the functions:
x x
1. y1  e , y2  e .
Solution
y1 y2 e x
e x
W ( y1 , y2 )      e x x
e  e x x
e
y1 y2 
e e x x

2
2. y1  1  x, y2  2 x.
Solution
y1 y2 1 x 2x
W ( y1 , y2 )    
y1 y2 1 2

 2  2x  2x
2
Theorem
Criterion for Linearly Independent Solutions
Let y1 , y 2 ,..., y n be n solutions of the homogeneous
linear nth – order differential equation on an interval I
Then the set of solutions is linearly independent on I

if and only if W ( y1 , y2 ,..., yn )  0

for every x in the interval.
 Suppose that the functions below are solutions of
the homogeneous differential equation.
Determine whether the set of solutions is lin. ind or not.
x x
1. y1  e , y2  xe .
Solution
x x
e xe 2x 2x 2x
W ( y1 , y2 )  x x x e  xe  xe
e e  xe
2x
e 0
So the set of sol. {y1, y2} is lin. independent.
2. y1  sin x, y2  cosx   / 2.
sin x cos( x   / 2)
W ( y1 , y2 ) 
cos x  sin( x   / 2)
  sin x sin( x   / 2)  cos x cosx   / 2
  sin x (sin x cos( / 2)  cos x sin  / 2)
 cos x (cos x cos( / 2)  sin x sin  / 2)
0 1
  sin x cos x  cos x sin x  0
So the set of sol. {y1, y2} is lin. dependent.
 2
3. y1  x  1, y2  x  2 x  1 where x  1.
Solution
2
x 1 x  2x 1
W ( y1 , y2 ) 
1 2x  2
2
 ( x  1)( 2 x  2)  ( x  2 x  1)
2 2
 2x  2x  2x  2  x  2x 1
 x  2 x  1  0 since x  1.
2

Hence the set of sol. {y1, y2} is lin. independent.

Definition
Any set y1 , y2 ,..., yn of n linearly independent
solutions of the homogeneous linear nth order
diff. equation on an interval I , is said to be
fundamental set of solutions on the interval.

Existence of a Fundamental Set: Theorem

There exists a fundamental set of solutions
for the homogeneous nth-order diff. equation
on an interval I.
 Theorem
Let { y1 , y2 ,..., yn } be a fundamental set of solutions
of the homogeneous linear nth order diff. equation
on an interval I .
Then the general solution of the equation on the int. is

y  c1 y1 ( x)  c2 y2 ( x)  ...  cn yn ( x),
where the c1,c2,…cn are arbitrary constants.
 Examples
Verify that the given functions are linearly ind. sol’s
of the DE on the indicated interval and then form
the general solution.
x 2 x
1. y1  e ; y2  e , x  R
DE : y  y  2 y  0
Solution

i) Verify whether y1 and y2 are the sol’s of the DE.

Do that!!!!
ii) Check for independency.
x 2 x
e e
W ( y1 , y2 )  x 2 x
x
 2e  e x
e  2e
x
 3e  0 on R
So the set of sol. {y1, y2} is lin. independent.

iii) Form the general solution.

From the theorem, the general sol. of the eq. is
x 2 x
y  c1e  c2 e
 2. y1  cos (ln x) ; y2  sin (ln x) , 0  x  
DE : x y  xy  y  0.
2

Solution
i) Verify whether y1 and y2 are the sol’s of the DE.
For y1:

y1   sin(ln x)  1 / x
 2
y1   cos(ln x)  1 / x  1 / x  1 / x  sin(ln x)
2
  2 2
So x y  xy  y  x (1 / x  cos(ln x)  1 / x  sin(ln x))
 x(1 / x  sin(ln x))  cos(ln x)
 0 So y1 is the sol’s of the DE.
 Check for y2!!
ii) Check for independency.
cos(ln x) sin(ln x)
W ( y1 , y2 ) 
 sin(ln x)1 / x cos(ln x)1 / x
2 2
 1 / x cos (ln x)  1 / x sin (ln x)
 1 / x  0 since 0  x  
So the set of sol. {y1, y2} is lin. independent.

From the theorem, the general sol. of the eq. is

y  c1 cos(ln x)  c2 sin(ln x)
4.1.3 NON-HOMOGENEOUS EQUATIONS

Will see this in section 4.3

Suggested Exe: 4.1. No: 1-30