Higher Order Linear Differential Equations

Prepared By-Rootvesh Mehta

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Sci.& Hum.Dept. ,E.M.-3

Basic concepts
Definition Differential Equation -- A differential equation is an equation containing an unknown function and its derivatives. Examples are
d3y dx 3
z x
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dy dx
z y 0

6y

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Differential equations can be classified in two parts

(1) Ordinary differential equations (2) Partial differential equations An Ordinary differential equation is an equation which involves ordinary derivatives 4 d3y dy 3 6 y 3 is an example of O.D.E dx dx A partial differential equation is an equation which involves partial derivatives z z 0 Is an example of P.D.E x y
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Order of Differential Equation

The order of the differential equation is the order of the highest order derivative in the differential equation Differential Equation ORDER
dy dx 2x 3
1

d2y dx 2
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dy 3 dx

9y

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Degree of Differential Equation

The degree of a differential equation is power of the highest order derivative term in the differential equation. Differential Equation Degree

d2y dx 2
3

dy 3 dx

ay

d y dx 2

dy dx

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Solution of a differential equation

Definition--The solution of a differential equation is a function which satisfies given equation types of solutions of differential equations 1) General solution 2) Particular Solution

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General Solution- The solution of differential equation is called general if the no. of arbitrary constants equals to the order of differential equation Particular solution- If we assign particular value to arbitrary constant in general solution then it is called particular solution Example - y=3x+c is solution of the 1st order differential equation ,here its a general solution

Now ,if we take c=5 in y=3x+c then its a particular solution.

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Linear differential equations

A differential equation is called linear if unknown function and the derivative of unknown function are of first degree and they are not multiplied together dy A Differential equation of the form dx Py Q is called linear differential equation of the first order where either P and Q are functions of x or constant
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Solution of first order Linear differential equations

The solution of first order linear diff.eqn. can be obtained as follows , Integrating factor is e Pdx The General solution is

y( I .F .)

Q( I .F .)dx c

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General Form of Higher order Linear Differential Equations

General form of second2 order Linear Differential d y dy equation is P Qy R
dx 2 dx

where P and Q are functions of x or constants

General form of nth order Linear Differential equation is n n 1 n 2

d y dx n d y a0 n 1 dx
an 1 , b

Where a a constants
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0 , 1,..........,

-are constants or functions of x or

d y a1 n 2 dx

dy ......... an 2 dx

an 1 y

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Classification of Higher order Linear Differential Equations

Homogenous Linear diff.Eqns
Higher order Linear diff.Eqns Nonhomogenous Linear diff.Eqns Constant Coefficients Variable coefficients Constant Coefficients

Variable Coefficients
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General Form of Higher order Linear Differential Equations

General form of second order Linear Differential equation is d2y dy

dx
2

dx

Qy

where P and Q are functions of x or constants

General form of nth order Linear Differential equation is

dn y dx n dn 1y a0 n 1 dx dn 2y a1 n 2 dx dy ......... an 2 dx an 1 y b

--

Where a0,a1,..........,an 1 , b are constants or functions of x or constants

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Note-- This is another form of nth order linear differential equation -----------------(1) where a0,a1,..........,an 1 , an,b are functions of x or constants .Here in eqn-1 left hand side we have n+1 coefficients but we will divide eqn-1 by a 0 and therefore we get there n-coefficients so in linear diff.eqn the no. of coefficients is equal to the order of diff.eqn
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dn y a0 n dx

dn 1y a1 n 1 dx

......... an

dy 1 dx

an y

Homogenous and Non-homogenous Linear differential Eqn. of higher Order

dn y dx n dn 1y a0 n 1 dx dn 2y a1 n 2 dx dy ......... an 1 dx b

----------(1)

If b = 0 in Eqn-1 then it is called Homogenous linear differential eqn. And b is non-zero in Eqn-1 that means either b is a function of x or constant then it is called non-homogenous linear differential eqn.

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Homogenous and Non-homogenous Linear differential Eqn. of higher Order with constant and variable Coefficients

if a0,a1,.........., a n 1 , b are functions of x in the following equation d n y dn 1y dn 2y dy

dx
n

a0

dx

n 1

a1

dx

n 2

......... an

dx

then that equation is called Linear differential eqn. with variable coefficients. If a0,a1,.........., a n 1 , b are constants in given eqn.then it is called Linear differential eqn. of higher Order with constant coefficients.

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Linear combination of functions

Let
f1 ( x ), f 2 ( x ), .... f n ( x )

are functions and

c1, c2 ,......., c n

are constants then the expression

f1 ( x )c1 f 2 ( x )c2 ...... f n ( x )cn

Is called linear combination of functions

f1 ( x ), f 2 ( x ), .... f n ( x )

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Linear independent and Dependent functions

Let
f1 ( x ), f 2 ( x ), .... f n ( x )

c1, c2 ,......., c n f1 ( x )c1 f 2 ( x )c2 ......

are functions and are constants and If

f n ( x )cn
0

and all
c1, c 2 , ......., c n

then the given functions are called linearly independent functions and if
f1 ( x )c1 f 2 ( x )c2 ...... f n ( x )cn 0

0 then the given and at least one ci functions are called linearly dependent functions
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Wronskian Test for Linearly Independent -Dependent

Let f1 ( x ), f 2 ( x ), .... f n ( x ) are n functions and their first n-1 derivatives exists then the Wronskian or Wronski Determinant is denoted by W ( f1, f 2 ,........, f n ) and defined as
f1 .... fn f1' .... f n' f1'' .... f n '' .................... .................... f1( n 1) ....... f n ( n

1)

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Wronskian Test
If

W ( f1, f 2 ,........, f n )

then given functions

f1 ( x ), f 2 ( x ), .... f n ( x )

are Linearly Independent and

if f1 ( x ), f 2 ( x ), .... f n ( x ) are solutions of given differential equation and

W ( f1, f 2 ,........, f n ) 0

then given functions are linearly dependent but for functions which are not solutions of given Diff.Eqn and

W ( f1, f 2 ,........, f n )

then they may or may not be linearly dependent

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Example
Using Wronskian test check whether given functions f(x)=sinx and g(x) =cosx are linearly independent or dependent? Using Wronskian test check whether given functions x x
f ( x) e , g( x ) e

are linearly independent or dependent?

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Solution of homogenous linear differential equations of higher order

Superposition Principle for Linearity

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Find Second Solution if one is given(Method of reduction of order)

If y is the one solution of second order homogenous linear differential equation
1

py

qy

0
uy1

Then second sol. y2 pdx 1 u e dx 2 y1

where

this method is also known as method of reduction of order

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Solution of homogeneous linear differential

here

A differential equation of the type y+ay+by=0, a,b real numbers, is a homogeneous linear second order differential equation with constant coefficients. Homogeneous linear second order differential equations can always be solved by certain substitutions.

To solve the equation y+ay+by=0 substitute y = emx and try to determine m so that this substitution is a solution to the differential equation.
Compute as follows:

y 0

emx

me mx and y 0

m 2 emx . m2 am b 0.

ay

cy

m 2 emx am emx b emx

This follows since emx0 for all x.

The equation m2 + am+ b = 0 is the Characteristic Equation or Auxiliary equation of the differential equation y + ay + by = 0.
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So here we get two roots of Auxiliary eqn. and comparing them with ax 2 bx c 0 we get a==1,b= a and c=b and therefore b2 4ac a 2 4b therefore roots are
m1, m2 b b 2 4ac 2a a a 2 4b 2

In this case the functions y = em1x and y = em2x are both solutions to the original given differential equation and the general solution is

2 Now if 0 then CASE---1 CE m +am+b=0 has two different real solutions m1 and m2

C1 em1x C2 em2x

The fact that all these functions are solutions can be verified by a direct calculation.

Example

0
y

CE

m2

1
x

1 or m

1.

General Solution

C1 e x C2 e

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Solving Homogeneous 2nd Order Linear Equations: Case II

CE has real double root m(that means equal root) y e mx is one solution of equation now Then second sol. y2 uy1 And
u

In this case the functions y = emx and y =

1 e 2 y1

pdx

dx

ax

ax

dx

xemx

are both solutions to the original equation and the general sol.is
y
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C1 e x

C2 x e x
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Sci.& Hum.Dept. ,E.M.-3

Solving Homogeneous 2nd Order Linear Equations: Case III

Now,auxi.eqn has two complex solutions
m1 , m2 p iq

Now, by Eulers formula So, our solutions

em1x em2 x e( p e( p
iq ) x iq ) x

ei

cos

i sin

e px eiqx e px e
iqx

e px (cos qx i sin qx) e px (cos qx i sin qx)

So , the general sol. is

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c1e m1x

c1e m2 x
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So, General solution in case-3 is

y c1e (cos qx i sin qx) c2e (cos qx i sin qx) e [(c1 cos qx c2 cos qx) (c1i sin qx c2i sin qx)] e [(c1 c2 )cos qx (c1 c2 )i sin qx)] e [c 1 cos qx c 2 sin qx]
px px px

px

px

y
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e [c1 cos qx c 2 sin qx ]

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px

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Solution of non- homogeneous linear diff.eqn.with constant coefficients

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The General Solution of nonhomogeneous linear diff.eqn.with constant coefficients is of the form
Y = Complimentary function + Particular integral

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The meaning of particular integral

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Methods of finding Particular integral

General method Shortcut methods Method of variation Of parameters Method of undetermined coefficients

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