Higher-Order Linear Differential Equations

nth order linear differential equation: (1) y(n) + pn1( x) y(n1) +L+ p1( x) y '+ p0 ( x) y = f ( x) where p0 , p1, K, pn1, and f are continuous functions on some interval I .

(1) is homogeneous if f ( x) 0 on I : (H ) y( n) + pn1( x) y( n1) + L+ p1( x) y + p0 ( x) y = 0. If f ( x) is not identically zero on I , then (1) is nonhomogeneous. ( N ) y( n) + pn1( x) y( n1) +L + p1( x) y + p0 ( x) y = f ( x).

L[ y ] = y

(n)

+ pn 1 y

( n 1)

+ L + p1 y '+ p0 y

is a linear ( differential ) operator: L[ y1 + y2 ] = L[ y1 ] + L[ y 2 ], L[cy ] = cL[ y ]. Equations (H) and (N) can be written (H) (N) L[ y ] = 0, L[ y ] = f ( x )

Existence and Uniqueness Theorem: Let a be any point on I and let 0 , 1 ,L , n 1 be any n real numbers. The initial-value problem L[ y ] = f ( x ); y ( a ) = 0 , y '( a ) = 1 , K , y ( n 1) ( a ) = n 1 has a unique solution.

Homogeneous Equations
(H ) y ( n ) + p n 1 ( x ) y ( n 1) + L + p1 ( x ) y + p 0 ( x ) y = 0.

THEOREM: (1) If y = y1 ( x ) and y = y 2 ( x ) are solutions of (H), then u = y1 + y 2 is a solution of (H). (2) If y = y ( x ) is a solution of (H) and c is a rea l number, then u = cy is a solution of (H). (3) If y = y1 , y = y 2 , K , y = y k are solutions of (H) and c1 , c2 , L , ck are real numbers, then u ( x ) = c1 y1 ( x ) + c 2 y 2 ( x ) + L + ck y k ( x ) is a solution of (H).

General Solution of (H)

Let y = y1 ( x), y = y2 ( x), K, y = yn ( x) be n solutions of (H). Then (GS ) y = C1 y1 ( x) + C2 y2 ( x) + L + Cn yn ( x)

is a solution of (H) for any choice of constants C1 , C2 , L, Cn . Under what conditions is (GS) the general solution of (H)?

The Wronskian
Let y1 W ( x) = y '1 y2 L yn y '2 L y 'n

y1( n1) y2( n1) L yn( n1) W is called the Wronskian of y1,K, yn .

THEOREM: Let y1 , y2 , K, yn be n solutions of (H) and let W be their Wronskian. Exactly one of the following holds: 1. W ( x) 0 on I and y1 , y2 , K, yn are linearly dependent. 2. W ( x) 0 for all x I and y1 , y2 , K, yn are linearly independent. In this case y = C1 y1 ( x) + C2 y2 ( x) + L + Cn yn ( x) is the general solution of (H).

A set of n linearly independent solutions of (H) is called a fundamental set. A set of n solutions {y1, y2 ,K, yn} is a fundamental set if and only if their Wronskian W ( x) 0 for all x I .

Homogeneous Equations with Constant Coefficients

y ( n ) + an 1 y ( n 1) + L + a1 y '+ a0 y = 0. y = e rx is a solution if and only if r is a root of the polynomial equation p ( r ) = r n + an 1r n 1 + L + a1r + a0 = 0. p ( r ) = 0 is called the characteristic equation; p ( r ) is called the characteristic polynomial

Linear independence of solutions: a. If r1 , r2 , L , rk are distinct numbers, then y1 = e r1x , y 2 = e r2 x , K , yk = e rk x are linearly independent functions. b. If is a number, then y1 = e x , y2 = xe x , K , yk = x k 1e x are linearly independent functions. c. If + i , i are complex conjugates, then y1 = e x cos x, y2 = e x sin x are linearly independent functions

Nonhomogeneous Equations
Given the nonhomogeneous equation (N ) y ( n ) + p n 1 ( x ) y ( n 1) + L + p1 ( x ) y + p 0 ( x ) y = f ( x )

The corresponding homogeneous equation (H) y ( n ) + p n 1 ( x ) y ( n 1) + L + p1 ( x ) y + p 0 ( x ) y = 0 is called the reduced equation of (N).

THEOREM: If z = z1 ( x) and z = z2 ( x) are solutions of (N), then y = z1 ( x) z2 ( x) is a solution of the reduced equation (H).

THEOREM: Let y = y1 (x), y = y2 (x), K, y = yn (x) be a fundamental set of solutions of the reduced equation (H) and let z = z( x) be a particular solution of (N). Then y = C1 y1 ( x) + C2 y2 ( x) + L + Cn yn ( x) + z( x) is the general solution of (N).

Finding a particular solution of (N)

1. Variation of Parameters 2. Undetermined Coefficients

Undetermined Coefficients
If f ( x ) = ce ax c cos bx + d sin bx try z ( x ) = * z = Ae ax z = A cos bx + B sin bx

c e ax cos bx + de ax sin bx z = A e ax cos bx + B e ax sin bx * If z satisfies the reduced equation, then u = x k z , where k is the least integer such that u is not a solution of the reduced equation, will give a particular solution.