BMA 501 Differential Equations

Lecture 2
Higher Order Linear Differential Equation
Revision

Instructor : Prof. Dr. Gamal M. Abdel-Hamid

Email : gmabrouk@mtc.edu.eg
 Homogenous Linear Differential Equation
The general from of the nth order linear differential
equation is :
(n)
an (x)d y d n 1 y dy
n
+ an-1 (x) + ........+ a1 (x) +
dx dx n  1 dx
+a0 = g(x)… (1)

Where a0(x), a1(x), ….. , an(x) and g(x) are

continuous functions of x or constants.
If g(x) = 0, then the DE (1) is said to be a linear
Homogenous DE.
If g(x) ≠ 0, then the DE (1) is said to be a linear non-
Homogenous D.E.
2
 The methods of solution depend on whether the
given D.E. is homogenous or not, if it is with constant
or variable coefficients, and other characteristics.
In this chapter, we shall obtain some fundamental
and important properties of linear differential
equations with higher orders.

A linear nth order homogenous D.E. may be written

as follows:
d (n) y d n 1
y + ........+ a1 (x) dy + a0 = 0 … (2)
an (x) dx n + a n-1
(x)
dx n 1 dx
The general solution of the nth order D.E. (2) is in the
following form:  (x, y, c1 , c2 , …., c n ) = 0 …….. (3)
Which is dependent on arbitrary constants c1, c2 …, c n .
3
 Let us define the following differential
operators d 2

d , D2 =
dx 2
D= dx
dn
, ……. , D n =
dx n
Then (2) can be rewritten as follows:

(an(x) D n + an-1(x) Dn-1 +……+ a2(x) D2 + a1(x) D + a0 )y = 0

Let L  an(x) D n + an-1(x) Dn-1 +……+ a2(x) D2 + a1(x) D

Be the nth order differential operator or polynomial
operator.
Then (2) can be rewritten as follows:
L (y) = 0 or L(D) y = 0
4
Note that:
L is a linear operator, i.e. L(c1y1+ c2y2) = c1L (y1) +
c2L(y2), Where c1 & c2 are arbitrary constants.

Theorem 1: (Superposition Principles)

Let y1 , y2 , ………. y k be solutions of a nth order
H.D.E. on an interval I. then the linear combination.
y = c1y1+ c2y2 + ……..ck y k is also a solution for the
nth order H.D.E. on the same interval I ,where c i ,
i = 1,2 , ........k are arbitrary constants.

5
Corollary 1:
A constant multiple y = c1y1(x) of a solution y1(x) of a
H.L.D.E. is also a solution .
Corollary 2:
A.H.L.D.E. always possesses the trivial solution y = 0
For example:
The function y1= x2 and y2= x2 ln x are both solution
of the H.L.D.E.
x3 y'' – 2xy'+ 4y = 0 on the interval ( 0 ,  )
Then By superposition principle, the linear
combination y = c1y1 + c2y2 is also a solution of the
H.L.D.E. in the internal ( 0 ,  ).

6
 Example 1:
Show that y1 = cos x , y2 =. sin x are two different
solutions to the following H.L.D.E. y'' + y = 0. Then
solve the I.V.P y'' + y = 0, y( 0) = 1, y'(0) = -1
Solution:
y 1  cos x  y 1'  sin x  y 1''  cos x
''
 y  y 1 0 , therefore y 1 is a solution
1
' ''
y 2  sin x  y cos x  y  sin x
2 2

 y 2''  y 2 0 , therefore y 2 is a solution

Since y1&y2 are solutions to the given D.E. , then the
linear combination
y = c1y1 + c2y = c1cos x + c2 sin x is also a solution.
Now y = c1cos x + c2 sin x  y' = -c1sin x + c2 cos x
7
 y(0) = 1  1 = c1
y'(0) = -1  -1 = c2
y = co s x – sin x is also a solution of the given D.E.
Definition:
Given a set of functions y1(x) , y2(x) …., y n(x) defined on
an interval [a , b], then the set { y1 , y2 , ….., y n } are said to be
linear independent on [ a , b ] if and only if the equation
c1 y1 (x) + c2 y2(x) + ……….. + c n y n (x) = 0 has the only
solution , c1 = c2 = …… c n = 0
If c i 0 for some i {1, 2,..., N }
1
Then y i  {c1 y 1  ......  c i  1 y i  1  c i 1 y i 1  .....  c n y n }
ci

and y i depends on the set {y1,y2, ... yi-1, yi+1....,y n} , so the

set {y1 , …. y n} is linearly dependent .
8
For example:
The functions: 1, x, 3x – 5 are L D ,
since , 3x-5 = 3(x) – 5(1)
The functions: co s x, sin x, sin (x + 2), are L D ,
since , sin (x+2) = cos2 (sin x) + sin2 (co s x)
Definition:
Suppose each of the function f1(x), …..,fn(x)
possesses at least n-1 derivatives. The determinant
f1 f2 ... fn
f 1' f 2' ... f n'
w (f 1 , f 2 ........., f n ) 
. . . .
f 1( n  1) f 2( n  1) f n( n  1)

is called the wronskian of the function.

9
Example 3:
If y1 = ex and y2 = e2x, then the wronskian
of y1 and y2 is : x 2x
e e
W ( y1 y 2 )  x 2x
e 3 x
e 2e

Theorem 2: (Criterion for Linearly Independent

Solutions)
Let y1, y2, ……, y n be n solutions of the H.L. nth
order D.E. (2) 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 I .

10
Example 4:
Examine the set for being L/D or L/I on the given interval .
1 ) 1 , x , 3x – 5 on 
1 x 3x  5
w 0 1 3 0  L / D
0 0 0
2) Co s x , sin x on 

cos x sin x
W 10  L / I
 sin x cos x

11
3) ex , e-x , cos h x on , where cos h x = ½[ ex + e-x ]
x x
x x e e
e e
2
e x  e x
w ex e x 0  L / D
2
x x
e e
ex e x
2
Definition:
Given the nth order linear homogenous equation L(y) = 0 If
y1(x), y2(x), ……, y n(x) are n linearly independent solutions.
Then the set {y1,y2, ......., y n} are called a fundamental set
of solutions and the general solution of the H.D.E is given
by :
Y n = c1y1 + c2y2 + ……..+ c n y n, where c1 , c2 , ……, c n are
arbitrary constants. 12
Theorem 3:
Let y1 , y2 , ……., y n be n solutions for L (y) = 0. Then the
following statements are equivalent :
• y1 , y2 , ……., y n are L/I.
• W (y1 , y2 , ……., y n ) ≠ 0 , for all x I .
• y1 , y2 , ……., y n are fundamental set of solutions.
• The general solution of L ( y ) = 0 is
Y g = c1y1 + c2y2 + ……. + c n y n

Example 5:
Show that y1= 2x3 , y2 = x -1 are two linearly independent
solutions to the HLDE:
x2 y'' – x y' – 3y = 0 , on ( 0 ,  ) .
Write the general solution, and then solve the I.V.P.
x2y'' – x y' – 3 y = 0 , y (1) = 0 , y1(1) = 8.
Solution :
13
 3 1
2x x
w  2 1  8 x 0,  x (0, )
6x  2
x
Since y1 , y2 are L/I solutions , then the general solution is :
y g = c1y1 + c2y2 = c1 2x3 + c2 x -1
y (1 ) = 0  0 = 2 c1 + c2
y`(1) = 8  8 = 6 c1 – c2
 c1 = 1 & c2 = 2

2
 yg=x +
3

14
Example 6:
Show that y1= ex , y2 = ex , y2 = e2x , y3 = e3x are solution to
the given D.E. y''' – 6 y'' – 6 y = 0 ,
Then write the general solution
Solution : x 2x 3x
e e e
w ex 2e 2 x 3e 3 x  2e 6 x 0
x 2x 3x
e 4e 9e
 y1 , y2 , y3 are L/I on 

 Y g = c1ex + c2e2x + ……. + c3e3x

15
 Homogenous Linear Differential Equations with
constant coefficients
The general homogenous linear differential equations with
constant coefficients take the following form:

an y(n) + an-1y(n-1) + …………..+a2y'' + a1y'+ a0 y = 0

Or (a n D n + an-1D(n-1) + ……….+ a2 D2 + a1D +a0 ) y = 0 … (1)
Where the coefficients a0, a1, ……., an are real constants
and an ≠ 0
The simplest case of the H.L.D.E.(1) is the first order D.E
which takes the form : a1y' + a0y = 0 …. (2)
The general solution of (2) is obtained by separating variables
and integrating both sides, to obtain y = A e kx ,
A is an arbitrary constant , k = -a0 /a1
16
The above solution of the 1st order D.E. (2) , suggests that
y =e m x, may be a solution of the nth order D.E.(1).
Now substituting for: y' = m e m x , y'' = m2emx , .....,
y(n) = mn e m x
[ an m n +an-1 mn-1 + ......... + a0 ] e m x = 0 … (3)
since e m x ≠ 0 , hence ,
F (m ) =an m n + an-1mn-1 + …+a2m2 + a1m + a0 = 0 . ..(4)
Equation (4) is called the auxiliary equation associated with
the homogenous D.E. (1). The auxiliary equation (4) is an
algebraic equation of degree n, with the n roots m1, m2, ….,
m n.
To obtain the general solution of D.E. (1), we should consider
the following cases:

17
Case I: Distinct Real Roots:
If the roots of the auxiliary equation (4) m1 , m2, …, m n are real
and distinct, i . e m1 ≠ m2, ……≠ m n. Then we have n linearly
independent solutions, which are
m1x m 2x m nx
y 1 e , y 2 e ,.........., y n e
and the general solution of (1) is
m1x m 2x mnx
y GS c1e  c 2e c ne
where c1 , c2 , ……, c n are arbitrary constants.

Example 7:
Solve the equation ( D2 – 2 D – 3 ) y = 0 , y (0) = 1 , y1(0) = 2
Solution:

18
The auxiliary equation is: m2 – 2 m – 3 = 0  m = -1 or m = + 3
Hence the general solution is: y GS = c1 e-x + + c2 e3x
Since y = 1 when x = 0 , we have 1 = c 1 + c2
Now , y' = - c1 e-x +3 c2 e3x
Since y' = 2 when x = 0 , we have 2 = - c1 + 3c2
Therefore, c1 = 1 ,c =
3
4 2
4
, and the particular solution is 4y = e-x + 3 e2x
Example 8:
Find the general solution of the D.E. (D3 – 4 D2 + D + 6 ) y = 0
Solution:
The auxiliary equation is:
m3 – 4 m2 + m + 6 = 0  m = -1 , 2 , 3 .
Hence, the general solution is: y GS = c1 e-x + c2 e2x + c3 e3x
where c1, c2 and c3 are arbitrary constants .

19
Case II: Repeated Real Roots:
If the roots of auxiliary equation are real and repeated, i. e
m1 = m2 = … = m n, then the general solution of D.E. (1) is :
y G.S. = (c1 + c2x + c3x2+ ..... + ckxk-1) e m x,
where c1 , c2 , ........, are arbitrary constants.
Example 9:
Solve the equation ( D2 + 4 D + 4 ) y = 0 , y(0) = 1 , y'(0) = 3
Solution :
The auxiliary equation is: m2 + 4 m + 4 = 0  m = 2 , 2
Then the general solution is :
y GS = c1 e2x + c2 x e2x = (c1 + c2 x ) e2x
Since y(0) = 1  1 = c1
y'(0) = 3  3 = 2c1 + c2  c2 = 1
Then the solution is : y = (1 + x ) e2x

20
Example 10:
Solve the following equation , y'''+ 3y'' - 4 y = 0
Solution:
The auxiliary equation is: m3 + 3m2 – 4 = 0
By inspection: m3 + 3m2 – 4 = 0 has a root m1 = 1 and
so (m – 1) is a factor , divide by (m – 1)
 m3 + 3 m2 – 4 = ( m – 1 ) (m2 + 4 m + 4 )
 m3 + 3 m 2 – 4 = ( m – 1 ) ( m + 2 ) 2
So the other roots are m2 = m3 = - 2. Thus the general
solution of the D.E. is ,
y = c1 ex + c2 e -2x + x c3 e -2x

21
Case III: Conjugate Complex Roots:
If m1 and m2 are complex conjugate numbers, then ,
m1 =  + i  and m2 =  - i , where  ,  are real numbers
and i =  1
Then the general solution of (1) is :
y = c1e(+i B )x + c2e(-i B) x = e  x(c1eiBx + c2 e i B x )

e +i x
= co s x sin  x…. Euler’ s formula
e i x + e-i x = 2 co s  x ,
and e i x - e-i x = 2 sin  x

22
Example 12:
Solve the DE : (D2+4D+13)y = 0 , y (0) = 1 , y`(0) = 2
Solution:
The auxiliary solution is: m2 + 4 m + 13 = 0, and hence ,
m = -2 + 3i
The general solution is therefore: y = e-2x [c1 cos 3x + c2 sin 3x ]
Since: y (0) = 1  1 = c1
4
Now y (0) = 2 
'
2 = - 2 c1 + 3 c2  c2 =
3
Hence the solution is: 3y = e-2x (3 cos 3x + 4 sin 3 x )

23
Example 16:
d3y d2y dy
Solve the DE : 3
– 6 2 + 12 - 8y = 0,
dx dx dx
y(0) = 1 and y`(0) = 0 y``(0) = 0
Solution:
The auxiliary equation is: m3 – 6 m2 + 12 m - 8 = 0 ,
 (m-2)3 = 0
The roots are: m = 2,2,2 and the general solution is :
y = ( A + B x + Cx2 )e2x
y' = (2A + B + 2(B+C)x +2 Cx2) e2x
y'' = (4A + 4B + 2C +2(2B+3C)x +2 Cx2 ) e2x
Sin ce : y(0) = 1  1 = A
y'(0) = 0  0 = 2 A + B  B = - 2
y''(0) = 0  0 = 4 A + 4B + 2C  c = 2
and the solution is : y = ( 1 – 2x + 2x2 ) e2x

24
Non-homogenous linear D.E. with constant
coefficients:

25
26
To solve a non-homogenous linear D.E.:
1. Solve the associated homogenous D.E.
2. Find the particular solution.
3. Find the Summation.

27
 1
Operating on both sides by the differential ,
F (D )
1
then (1) becomes, y g ( x) (2)
F ( D)

28
 1
y e ax is given by
F ( D)
1 ax
yp  e , F (a)  0
F (a)

29
 1
, we obtain
F (a) F ( D)

1 1
y e ax  e ax , F (a)  0
F ( D) F (a)

30
 10  2 x
y p  e
(  1)
x  3x  2x
 y G .S . y c  y p c1e  c 2e  10 e
31
32
33
34
Since : 1 1
D 2  3D  2  4  3D  2
1
=
3D  2
1 3D  2
3D  2 9D 2  4
3D  2
9(  4)  4
35
36
 1
y xn
F ( D)

So, if a formula expansion of 1 is given by the following

formula: F (D )
1
F ( D)

37
Expanding by the binominal theorem

38
39
40
41
42
In Addition to the above four cases we have TWO Special
cases:
• The first special case is obtained from case I:
We have


yp= 1 e ax , F (a) ≠ 0
F (a)

But, if F() = 0 , we proceed as follows,

43
 1
Let y p = ea x R(x) , where R(x) = 1 = e0x ,
F ( D)
So we can apply the shift rule as follows,

ax 1 ox
y p e e
F ( D  a)
Example 49:
Solve the following D.E.
(D2 – 4 ) y = e2x
Solution:
y c = c1 e2x + c2 e-2x
To get y p,
1
yp= 2 e2x
D 4
,
y p= 1 e2x hence by applying the first special case we get,
4 4
44
 1
yp= e2x . e0x
( D  2) 2  4
1
= e 2x
2 e0x
D  4
1
= e2x 2 e0x
D  2D
1  1 0x 
= e2x  e 
D D2 
1 1 = x
=e 2x   e2x
D  4 4
 y G = c e + c2e +
1 2x
x e2x
-2x

45
Solve the following D.E.
(D-)2 y = ex sec2 x tan x
Solution:
The A.E. is ( m -  )2 = 0 , its roots are  , 
y c = (c1 + c2x)e 
To obtain a particular integral
1
y p= 2 e sec x tan x
 2
(D   )
Applying the shifting rule,
y p = ex 1 1
sec x tan x = e
2 x
sec2 x tan x
(D     )2 D 2

Integrating two successive times to obtain ,

y p = 1 ex ( tan x –x ) , hence
2
46
 1
y G. = y c + y p = (c1 + c2 x) e +
x
ex ( tan x - x )
2
• The second special case is obtained from case II:
1
From case two we have, y p = cos ax , hence
F (D 2 )
1
yp= 2 cos a x , F(-a2)≠ 0
F ( a )
But, if F (-a2) = 0, then we may write
1 1
yp= 2 Re (e ) = Re [
i a x
2 e iax ]
F (D ) F (D )
where co s ax = R(e i a x) (the real part of the exponential
function) and
sin ax = I(e i a x) (the imaginary part of the exponential function
which is reduced to the first special case ,
47
i.e. the application of the second case leads to the first
special case
Note that: e i a x = co s ax + i sin ax
1 1
and co s ax = [ e i a x + e-i a x ] & sin ax = [e iax
– e -i a x
]
2 2i
Important Rules:
1 x
cos x = sin x
D 2  2 2
1 x
sin x =  co s x
D 2  2 2

48
Example 55:
Solve the following DE:
y'' + 4y = 8 co s 2x
Solution:
y c = c1cos 2x+ c2 sin 2x
To find a particular integral

yp= 1
2 8 co s 2 x
D 4
1
= 8 co s 2x
( D  2i ) ( D  2i )
 1 
= Re  8 e 2 ix 
 ( D  2i ) ( D  2i ) 
1
=R e 8 e 2 ix
( D  2i ) ( 2i  2i )
49
 1
= Re 8 e2ix
4i (D - 2 i )
8 1
= Re e2ix
4i e ox
( D  2i )  2i
2 1 2
=Re e2ix
i 1= Re e2ix
x
D i
= R e ( - 2 i x e2ix )
=Re ( - 2 i x ( co s 2x + i sin 2x ) )
=R e ( - 2 i x co s 2x + 2x sin 2x ) )
The real part of y p yields the particular integral 2x sin 2 x
i.e. y p = 2 x sin 2x
And the general solution is
y G = y c + y p = c1cos 2x + c2sin 2x + 2x sin 2x

50
2- Method of undetermined coefficients:

5
5
We have TWO different cases:
5
5
5
56
57
58
59
By solving them simultaneously, we find

The general solution of the equation is:

60
61
62
63
64
65
66
67
68
=0

=0

69
• Solving (5) and (6) using Cramer’s rule to get
y1 y2
, where  (7)
y`1 y`2

70
 1
1e  x

1
 x
, and
1e

71
 y1 y2 ex e2x 3x
  x 2x
e
y`1 y`2 e 2e

2x x
 y2 e 1 e
This gives, u `( x)  g ( x)  3 x x

 e 1 e 1 e x

72
 And y1 ex 1 e 2x
v`( x )  g ( x )  3 x x

 e 1 e 1 e x
e 2x
Hence, v ( x )   x
dx
1 e

e  2x z (1  z )  1
1  e  x dx 1  z dx   1  z dz
 1 
  1   dx  z  ln 1  z
 1 z 

 x  x
 v ( x)  e  ln 1  e
73
74
 cos 3 x sin 3 x
 3,
 3 sin 3 x 3 cos 3 x
 y2 sin3x cosec3x 1
 ( ) =
 3 4 12

y1 ( x ) cos3x cosec3x
 ( ) 1 cos 3 x
 3 4
12 sin 3 x
1 cos 3 x 1
 12 sin 3x dx 36

75
These equation represents the general solution of the D.E.

76
77
Example 66:
Find the general solution of the following DE

78
79
Prove 80
81
82
83
84
85
86
87
88
89
dy dy dt dy a
 
dx dt dx dt ax  b
90
91
92
93
Hence: 1 1
 2t
yp  2 e  4 t
(   1) (   9)
2
  8  9
2

-1
1  2t 1   4
 8 2

yP  e  1 t
( 4  1) ( 4  9) 9  9 
e  2t 1   4  8 2 
yP   1 t
39 9  9 
e  2t t 1 ln x
yp   , y p  2

39 9 39 x 9
y G y c  y p

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 2t t
y1 y2 e e
    e 3t
y`1 y`2 2e 2t et
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  y 2 ( x)  et
g ( x)  3t cos (e  t ) e  2t cos (e  t )
  e
u (t ) e  2t cos (e  t ) dt

and
y1 e 2t t
 v`(t )  g (t )  cos ( e )
 e  3t

  e  t cos (e  t )
t
 v (t ) sin (e )

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  
 y p e 2t  e  t sin (e  t )  cos (e  t )  e t sin (e  t )

 y G y c  y p

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 System of Linear Differential Equations with
Constant Coefficients
Definition: (System of Differential Equations)
A System of Differential Equations is a simultaneous
ordinary D.E. involves two (or more) equations which contain
the derivations of two (or more) unknown functions of a single
independent variable.

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a) Systematic Elimination Technique:

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Now (2) and (3) do not satisfy the system (1) for every choice
of c1, c2, c3 & c4.

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101
Example 77:

Report

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103
104
D3 1 1 1 D3 1 D3 1
x t & y
1 D1 4e D1 1 D1 1 4e t

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106
 D 2
o 2 D  2
e t
o
 D D  y  D 
 2 D 1  2D 2  o D 1
2 o 2 et
tz  D
 2D D  1  2D o

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 Any Question

Assignment # 2:
Sheet: 3 &4 odd Numbers
Due date: /4/2024

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