Solution Of higher order Homogeneous linear differential equation with constant coefficients.

Linear Homogeneous Higher Order Differential Equation With Constant Coefficients.

The equation of the form

Where a0, a1, a2, ......, an are all constants and Q is a function of x alone, is called a non-homogeneous linear differential
equation of nth order with constant coefficients. Where Q=0 it is a homogeneous. The part of the symbol may be regarded
as an operator

denoted by symbol D. Similarly

Written in symbolic form, the above equation becomes

To find the solution we first find auxiliary equation (A.E.). by following steps :
Step 1 : Replace y by 1 Step 2 : Replace by m, by m2 and so on replace by mn.

By doing so, we get an algebraic equation in m of degree n called A.E. While finding out A.E., we assume Q as zero. The
solution depends upon the nature of roots of the A.E. Consider the equation …(1)
where all ai’s are constants.
Its A.E. is mn + a1mn–1 + a2mn–2 + ...... an = 0 …(2)
It is an algebraic equation in m of degree n. So, it will give n values of m on solving.
Let m = m1, m2, m3, ....., mn be the roots of the A.E. The solution of equation (1) is given by
 Homogeneous linear differential equation with constant coefficients.

To find the solution we first find auxiliary equation (A.E.). by following steps :
Step 1 : Replace y by 1 Step 2 : Replace by m, by m2 and so on replace by mn.

By doing so, we get an algebraic equation in m of degree n called A.E. While finding out A.E., we assume Q as zero. The the
solution depends upon the nature of roots of the A.E. Consider the equation …(1)
where all ai’s are constants.

Its A.E. is mn + a1mn–1 + a2mn–2 + ...... an = 0 …(2)

It is an algebraic equation in m of degree n. So, it will give n values of m on solving.
Let m = m1, m2, m3, ....., mn be the roots of the A.E. The solution of equation (1) is given by
1- when the roots of A.E. are real and distinct. The solution is
y =C1em1x + C2em2x+C3em3x+…+Cnemnx where C1, C2, C3, …, Cn are all constants.

2-When the auxiliary equation may have some multiple roots. Let r be the multiplicity of the root m1,
i.e., m = m1 is repeated r times, and the remaining (n – r) roots are real and distinct. Putting m = m1, we
obtain y1(x) = em1x as one of the solutions.
Now, the remaining (r – 1) linearly independent solutions corresponding to the multiple root m = m1
are given by y1, xy1, x2y1, x3y1, …, xr–1y1.
Hence, y(x) = (C1 + xC2 + x2C3 + … + xr–1Cr) em1x + + Cnemnx is a general solution of (1), where C1, C2, … Cr, Cn are all constants.
 Homogeneous linear differential equation with constant coefficients.

3-When the auxiliary equation may have some imaginary roots. If p + iq is a root then p – iq is also
a root of auxiliary equation. In this case, the linearly independent solutions are given by and
. If the auxiliary equation (2) has r complex conjugate pairs of roots pk ± iqk, k = 1, 2, 3, …, r,
the corresponding linearly independent solutions are
x, x, x, x,…, x, x

Therefore, the general solution corresponding to linearly independent solutions is

Note: Multiple Complex Roots

If p + iq is a multiple root of order m then p – iq is also a multiple root of order m. Then the corresponding linearly
independent solutions are

Therefore, the general solution corresponding to linearly independent solutions is

 Homogeneous linear differential equation with constant coefficients.

Example:
Solution:
Change to Auxiliary Equation and find the roots

The roots of auxiliary equation are m = 1, 2, –2, which are real and distinct.
The solution of the equation is given by
 Homogeneous linear differential equation with constant coefficients.

Example:

Solution:
Change to Auxiliary Equation and find the roots

The roots of auxiliary equation are m = 1,-1, 2, –2, which are real and distinct.
The solution of the equation is given by
 Solution Of higher order linear differential equation with constant coefficients.

Example:

Solution:
Change to Auxiliary Equation and find the roots

The solution of the equation is given by

Solution Of higher order linear differential equation with constant coefficients.
 Higher Order Linear Homogeneous Differential Equation

B-2: Linear Homogeneous Higher Order Differential Equation With Variable Coefficients
] The Euler-Cauchy differential equation].

Here we shall consider the case in which the coefficient of each derivative is proportional to the corresponding power
of the independent variable. Such equations may be called Equidimensional linear equations consider Euler’s Eq[ known
Also as Cauchy’s equation]

A linear differential equation of the form,

Such equations can be reduced to linear differential equations with constant coefficient by the substitution.

Let x= , 𝑧 =𝑙𝑛𝑥 𝑑𝑧 1
=
𝑑𝑥 𝑥
𝑑 𝑦 𝑑 𝑦 𝑑𝑧 𝑑𝑦 = =
= . …(1) 𝑥 =𝐷𝑦 Differentiating (1)
𝑑𝑥 𝑑 𝑧 𝑑𝑥 𝑑𝑥

= 𝑑𝑧 1 =
𝑠𝑖𝑛𝑐𝑒 =
𝑑𝑥 𝑥
= - =D2y-Dy =D(D-1)y = D(D-1) (D-2)y and so on
Or
 Higher Order Linear Homogeneous Differential Equation

Example: Solve

Since = D(D-1) (D-2)

Solution: Let x= , 𝑧 =𝑙𝑛𝑥
Equation (1) becomes D(D-1) (D-2)y + (D3-D2+2)y=0
Algebraic Equation can be written as m3-m2+2=0 m=-1,1 ±i

yc=c1e-z+ez(c2cos z+c3 sin z)=+x[c2cos (lnx)+c3 sin (lnx)]

 Nonhomogeneous Linear ODEs
Method of Undetermined Coefficients
Example: Solve the initial value problem
Solution:

The corresponding homogeneous equation is y’’’+3y’’+3y’+y=0 The Auxiliary eq is m3+3m2+3m+1=0

It has the triple root m=-1,-1,-1. Hence a general solution of the homogeneous ODE is

The Particular solution yp=Cx3e-x

Substitution of these expressions into main equation

 Nonhomogeneous Linear ODEs

Hence the answer to our problem is

Y=
 7 5 3
Nonhomogeneous Linear ODEs
𝑑 𝑦 𝑑 𝑦 𝑑 𝑦
7
− 7 5
−18 3
=− 5+ 4 𝑥 𝑒 3𝑥
+sin ⁡( √ 2 𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥
Example: -

Solution: The characteristic equation is m3-m=0 m(m+1)(m-1)=0 m=0,1,-1

Yc=c1+c2ex+c3e-x

The corresponding terms of right hand side of the differential equation in the particular integral are
2x+1 The polynomial Ax+B
4cosx The trigonometrical Ccosx+Dsinx
2ex The Exponential Ee x

Removing the duplications with the homogeneous solution, the terms in the particular integral becomes.

2x+1 =Ax2+Bx
4cosx =Ccosx+Dsinx
2ex =Exex
 Nonhomogeneous Linear ODEs

Example: -

Solution: The characteristic equation is m3-m=0 m(m+1)(m-1)=0 m=0,1,-1

Yc=c1+c2ex+c3e-x
yp=Ax2+Bx+ C cos x+ D sin x+ Exex

Y’p=2Ax+b-csinx+Dcos x+Eex +Exex

Y’’p=2A-ccosx-Dsin x+2Eex +Exex

Y’’’p=csinx-Dcos x+3Eex +Exex Substitue y’p and y’’’p in the differential equation we get

csinx-Dcos x+3Eex +Exex- 2Ax-b+csinx-Dcos x-Eex –Exex=

A=-1,B=-1, D=2,C=0,E=1

Yp= -x2-x+ 2 sin x+ xex Y= c1+c2ex+c3e-x -x2-x+ 2 sin x+ xex

 Method of undetermined Coefficients. Cauchy’s linear differential equation

We know that the complete solution y=yc+yp Make R.H.S=0 then we get

(D3+1)y=0 Auxiliary equation is m3+1=0 Use diminishing of the roots to find all the roots of Auxiliary Equation.

m3+0m2+0m+1=0
1 0 0 1=0
m 1
m=-1 -1 Now we can find the roots m+1=0 then m=-1
-1 1
m2-m+=-1+ m2-m+ =-1+
1 -1 1 0 m2-m+1=0
+1)=0
(m -m +1)=0
(m 2
( m −
1 2 −3
2
=
4 ) =± ±
∴ m=-1, +, - yc=(c2cos

For non-homogeneous term we have to find yp

D3y+y= +z …(1)
yp=A +Bz+C y’p=A +B ,y’’p=A ,y’’’p=A

A = +z 2A =1 then A= =1 =0
yc yp
yp=+z

The Complete Solution in terms of z is y=yc+yp = (c2cos

Since =x , z=logx yc yp

The Complete Solution in terms of x is y=yc+yp= (c2cos