MATHEMATICS - III (MA201)

Satyajit Pramanik1
Assistant Professor
Discipline of Mathematics
Indian Institute of Technology Gandhinagar

1 satyajit.pramanik@iitgn.ac.in
2
Contents

1 First Order Ordinary Differential Equations 5

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.2 Geometric meaning. Direction fields . . . . . . . . . . . . . . . . . . . . . . . 7
1.2.1 Direction fields . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.3 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
1.4 Exact equations and integrating factor . . . . . . . . . . . . . . . . . . . . . 9
1.5 Bernoulli equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.6 Orthogonal trajectories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.7 Initial Value Problem (IVP) . . . . . . . . . . . . . . . . . . . . . . . . . . . 14

2 Second Order ODEs 17

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
2.2 Superposition principal (Homogeneous ODE) . . . . . . . . . . . . . . . . . . 17
2.2.1 IVP (2nd order) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
2.2.2 Homogeneous Linear ODE with constant coefficients . . . . . . . . . 20
2.3 Mass-Spring System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
2.3.1 Damped mass-spring system . . . . . . . . . . . . . . . . . . . . . . . 23
2.4 Existence and Uniqueness of Solutions: Wronskian . . . . . . . . . . . . . . . 25
2.4.1 Solution to non-homogeneous linear ODEs . . . . . . . . . . . . . . . 27
2.5 Method of undetermined coefficients . . . . . . . . . . . . . . . . . . . . . . 27
2.5.1 Rules for the method of undetermined coefficients . . . . . . . . . . . 28
2.5.2 Algorithm to find the solution of non-homogeneous linear ODE . . . 30
2.5.3 Linear Independence of Solutions Wronskian . . . . . . . . . . . . . 30
2.6 Method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . . 32

3 Higher Order linear ODEs 35

3.0.1 Homogeneous Linear ODEs . . . . . . . . . . . . . . . . . . . . . . . 35
3.0.2 Homogeneous Linear ODE: Superposition Principal, General Solution 35
3.0.3 Initial Value Problem: Existence and Uniqueness . . . . . . . . . . . 37
3.0.4 Homogeneous Linear ODEs with constant coefficients (Order more
than two) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37

3
4 CONTENTS

Health warning:

The following lecture notes are meant as a rough guide to the lectures. They are not meant to
replace the lectures. You should expect that some material in these notes will not be covered
in class and that extra material will be covered during the lectures (especially examples and
applications). Nevertheless, I will try to follow the notation and the overall structure of the
notes as much as possible. Also, these notes may be updated during the course of the term.
In particular, please alert me if you catch any typos or errors. Please regularly check the
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Acknowledgement:

I would like to thank Mr. Shubhajit Roy for helping in typesetting the notes.
Chapter 1

First Order Ordinary Differential

Equations

1.1 Introduction
Definition 1.1.1. An equation that involves one or more dependent variables and derivatives
with respect to one or more independent variables is called a differential equation (DE).

• 1 dependent variable y(x) • 1 independent variable x

dependent terms are as follow:

dy d2 y
, , · · · or, y ′ (x), y ′′ (x), · · · so on
dx dx2
d()
where ()′ =
dx
It can also be written as y ′ , y ′′ , · · ·

Figure 1.1: Classification of Differential Equation

d2 y(x)
Example 1.1.1. y ′′ + 3y = sin(x) ⇒ + 3y(x) = sin(x) (ODE)
dx2
5
6 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

Example 1.1.2.
dy dw
+y = ex (1.1)
dx dx
• 2 dependent variable y, w • 1 independent variable x
Example 1.1.3. Let u(x, y) be a function of x and y. Then we get the following terms
∂u ∂u
= ux , = uy
∂x ∂y
• 2 dependent variable y, w • 1 independent variable x
So, Partial Differential Equation (PDE) example is
uxx + uyy = 0, where order is 2
Definition 1.1.2 (Order of an Equation). The order of a differential equation is the order
of the highest derivative in the equation.
Example 1.1.4. y ′′′ + 3y ′ + xy = 0, order = 3 (3rd order equation)
Definition 1.1.3 (Degree of an Equation). The integer power of the highest derivative in a
DE is called the degree of the equation.
 3   
dy dy
Example 1.1.5. 3
+3 + xy = 0, degree = 1, order = 3
dx dx
 2 2  3 
dy dy
Example 1.1.6. + 3 = 0, degree = 1, order = 3
dx2 dx3
 2 2  
dy dy
Example 1.1.7. 2
+3 = 0, degree = 2, order = 2
dx dx
Definition 1.1.4 (Linear Equation). A DE is called linear if y1 and y2 are two solutions of.
DE then, y = c1 y1 + c2 y2 is also a solution of DE.
y ′ = −Ky (k > 0) (1.2)
y1 is a solution.
y1′ = −Ky1 (1.3)
y2 is a solution.
y2′ = −Ky2 (1.4)
so, u = c1 y1 + c2 y2 (1.5)
LHS = (c1 y1 + c2 y2 )1
= c1 y11 + c2 y21
= c1 (−Ky1 ) + c2 (−Ky2 )
(1.6)
= −K(c1 y1 + c2 y2 )
| {z }
u
= −Ku
A linear equation is of degree 1 but not every degree 1 equation is linear.
1.2. GEOMETRIC MEANING. DIRECTION FIELDS 7

Definition 1.1.5 (Solution). Consider a first order equation in general form,

F (x, y, y ′ ) = 0, in I, (1.7)

or, in the explicit form

y ′ = f (x, y), in I. (1.8)
A solution to (1.7) (or, (1.8)) is a mapping h : I → R, such that h is differentiable (i.e.,
h′ (x) exists ∀x ∈ I) and h satisfies (1.7) (or, (1.8)), i.e.,

F (x, y(x), h′ (x)) = 0, in I, (1.9)

or, in the explicit form

h′ (x) = f (x, h(x)), in I. (1.10)

1.2 Geometric meaning. Direction fields

y ′ = f (x, y)

From calculus, y ′ gives the slope of the curve y(x).

1.2.1 Direction fields

Consider y ′ = f (x, y)
Step 1: Draw the curves y ′ = f (x, y) = K(const), F ≡ x + y
These curves are called isoclines (curves with equal inclinations).

Step 2: Corresponding to each isoclines draw many lines elements which has slop equal to
K.
Step 3: We can draw the solution curves using the direction of linear element.
8 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

1.3 Separable equations

If a first order ODE
F (y ′ , y, x) = 0, (1.11)
can be reduced to the form
g(y)y ′ = f (x), (1.12)
by purely algebraic manipulations. Then we can integrate with respect to x to obtain
Z Z
dy
g(y) dx = f (x)dx + c, (1.13)
dx
where c is an arbitrary constant of integration. By calculus, we obtain
Z Z
g(y)dy = f (x)dx + c. (1.14)

If the integrals in (1.14) exist, we obtain the general solution of ODE (1.11).

Definition 1.3.1 (Separable equations). This method of solving ODEs is called the method
of separating variables, and (1.12) is called a separable equation.

Definition 1.3.2 (General solution). The general solution of (1.12) is a solution which
involves one arbitrary parameter/constant.

Definition 1.3.3 (Particular solution). For particular values of c in the general solution,
we get particular solutions of (1.12).

Example 1.3.1 (Radioactivity: Exponential Decay). Given an amount of a radioactive sub-

stance, say 0.5g, find the amount present at any time later.

Denote by y(t) the amount of the substance still present at any time t.
dy
= −Ky (K > 0) (1.15)
dt
1
g(y) = , f (t) = −K
y
dy
g(y) = f (t)
Z dt Z
g(y)dy = f (t)dt + ln C
Z Z
1
⇒ = −Kdt + ln C
y
⇒ ln y = −Kt + ln C
y
⇒ ln = −Kt
C
⇒ y(t) = Ce−Kt (1.16)
1.4. EXACT EQUATIONS AND INTEGRATING FACTOR 9

Equation (1.16) is the general solution of equation (1.15).

y(t = 0) = 0.5g (1.17)

Put t = 0 in equation (1.16) and we get

y(t = 0) = Ce−K 0̇ = C
⇒ 0.5g = C

Particular solution is y(t) = 0.5e−Kt

1.4 Exact equations and integrating factor

Definition 1.4.1. If a function u(x, y) has continuous partial derivatives, its total derivatives
(total differential)
∂u ∂u
du = dx + dy
∂x ∂y
considering u(x, y) = c = constant, then du = 0

Example 1.4.1. if , u = x + x2 y 3 = c then

du = 0
⇒(1 + 2xy 3 )dx + 3x2 y 2 dy = 0
(1.18)
dy 1 + 2xy 3
⇒y ′ = =−
dx 3x2 y 2

Definition 1.4.2.
M (x, y)dx + N (x, y)dy = 0 (1.19)
Equation (1.19) called an exact DE is the differential form M (x, y)dx + N (x, y)dy = 0 is
exact i.e., this form is the differential of some function u(x, y)

∂u ∂u
du = dx + dy.
∂x ∂y

The partial derivatives are:

∂ 2u ∂ 2u
=
∂x∂y ∂y∂x
Then equation (1.19) can be written as
   
∂ ∂u ∂M ∂ ∂u ∂N
= , =
∂y ∂x ∂y ∂x ∂y ∂x
(1.20)
∂M ∂N
⇒ =
∂y ∂x
10 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

Example 1.4.2.
M dx + N dy = 0
(1.21)
xdx + ydy = 0
From this, we get M = x and N = y
Theorem 1.4.1. Consider the equation
P (x, y)dx + Q(x, y)dy = 0 (1.22)
in the domain D ⊂ R2 . Suppose P and Q have it’s first order partial derivatives in D. Then
equation (1.22) is exact in D iff (⇔)
∂P (x, y) ∂Q(x, y)
= , ∀(x, y) ∈ D. (1.23)
∂y dx
Proof. Given P (x, y)dx + Q(x, y)dy = 0 is an exact equation.
Claim:
∂P ∂Q
= (1.24)
∂y ∂x
∂u ∂u
By definition, ∃ a function u = u(x, y) ∋ = P and =Q
∂x ∂y
Z
u(x, y) = P (x, y)dx + g(y) (1.25)

where g(y) is an arbitrary function of integration.

∂P ∂Q
Since and are constants,
∂y ∂x
∂ 2u ∂ 2u
=
∂x∂y ∂y∂x
(1.26)
∂P ∂Q
⇒ =
∂y ∂x
∂P ∂Q
Converse Given =
∂y ∂x
Claim: Equation (1.22) is exact. For this, we want to show the existance of a function u(x, y)
such that,
P (x, y)dx + Q(x, y)dy = du (1.27)
Suppose, we assume that such a function u exists. Then
∂u ∂u
= P and =Q
∂x Z ∂u
u(x, y) = P (x, y)dx + g(y)
∂u ∂
Z (1.28)
Q= = P (x, y)dx + g ′ (x)
∂y ∂y
Z
′ ∂
∴g (y) = − P (x, y)dx + Q(x, y)
∂y
1.4. EXACT EQUATIONS AND INTEGRATING FACTOR 11
Z
∂
We claim that Q(x, y) − P (x, y)dx is independent of x, i.e.,
∂y
 Z 
∂ ∂
Q(x, y) − P (x, y)dx = 0 (1.29)
∂x ∂y

∂2
Z
∂Q
LHS = − P (x, y)dx
∂x ∂x∂y
 Z 
∂Q ∂ ∂
= − P (x, y)dx
∂x ∂y ∂x
(1.30)
∂Q ∂P
= −
∂x ∂y
 
∂P ∂Q
=0 ∵ =
∂y ∂x
∂
R
∴ Q− ∂y
P dx is independent of x.
Z  Z 
∂
⇒ g(y) = Q(x, y) − P (x, y)dx dy + C (1.31)
∂y
where C is an arbitrary constant.
∴ We have found the existence of such u, which is given by
Z
u(x, y) = P (x, y)dx + g(y) (1.32)

where g(y) is given by Eqaution (1.31). This completes the proof.

Theorem 1.4.2. If
P (x, y)dx + Q(x, y)dy = 0, (1.33)
is such that  
1 ∂P ∂Q
R= − , (1.34)
Q ∂y ∂x
depends only on x, then (1.33) has an integrating factor F = F (x), which is given by
Z 
F (x) = exp R(x)dx . (1.35)

Theorem 1.4.3. If
P (x, y)dx + Q(x, y)dy = 0, (1.36)
is such that  
∗ 1 ∂P ∂Q
R =− − , (1.37)
Q ∂y ∂x
depends only on y, then (1.36) has an integrating factor F ∗ = F ∗ (x), which is given by
Z 
∗ ∗
F (y) = exp R (y)dy . (1.38)
12 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

Exercise 1. Find the integrating factor for

(ex+y + yey )dx + (xey − 1)dy = 0.
Example 1.4.3. The following equation
cos(x + y)dx + (3y 2 + 2y + cos(x + y))dy = 0
is exact and

1.5 Bernoulli equation

Consider the following linear, non-homogeneous ODE in the standard form
y ′ + p(x)y = r(x). (1.39)
Definition 1.5.1 (Linear first-order ODE). A first-order ODE is said to be linear if it can
be brought into the standard form (1.39), and nonlinear if it cannot be brought into this form.
The forcing term, r(x), is called the input to the system and the solution of (1.39) is
called the output or response.
If r(x) ≡ 0 in (1.39), it is called a homogeneous ODE. On the other hand, if r(x) ̸= 0,
(1.39) is said be to a non-homogeneous ODE.
The homogeneous equation
y ′ + p(x)y = 0,
can be solved using the method of variable separation to obtained
 Z 
y = c exp − p(x)dx , (1.40)
Z 
where c is an arbitrary constant of integration. Multiplying (1.39) by exp p(x)dx , we
obtain  Z  Z 
d
y exp p(x)dx = r(x) exp p(x)dx .
dx
Integrating this with respect to x, we obtain the solution of the linear, non-homogeneous
ODE,  Z  Z Z  
y(x) = exp − p(x)dx c+ r(x) exp p(x)dx dx , (1.41)

where c is an arbitrary constant of integration. The response/output depends on the input

and the initial condition.
Consider the following equation
y ′ + p(x)y = g(x)y a , (a ∈ R). (1.42)
Equation (1.42) is linear and non-homogeneous for a = 1, linear and homogeneous for a = 0,
nonlinear if a ̸= 0, 1. For a ̸= 0, 1, substitute u = y 1−a . This reduces (1.42) to a linear,
non-homogeneous equation and hence can be solved using the formula (1.41).
1.6. ORTHOGONAL TRAJECTORIES 13

Figure 1.2: Orthogonal trajectories (source: Wikipedia). The family of curves in red are
orthogonal to the family in blue.

1.6 Orthogonal trajectories

We know that if θ is the angle between two straigh lines with slope m1 and m2 , then
m1 − m2
tan θ = . (1.43)
1 + m1 m2
Extending this concept to family of curves in the xy-plane, we can derive a family of curves
making a certain angle to another family. Consider that F (x, y; p) = 0 represents a family
of curve. Here, p are parameters. The slope of the members of the family is given by
y ′ = f (x, y) obtained from F (x, y, p) = 0. Using the formula (1.43), we can derive the slope
of the second family. The corresponding first-order ODE is solved to obtain the members of
the second family.
The differential equations for an orthogonal family to the first family is
1
Y ′ y ′ = −1 ⇒ Y ′ = − . (1.44)
f (x, Y )
14 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

Example 1.6.1. The orthogonal trajectories to the one-parameter family of curves y = c/x2
is x2 + 2Y 2 = C, which is again a one-parameter family of curves.

1.7 Initial Value Problem (IVP)

y ′ = f (x, y), y(x0 ) = y0 (1.45)
dy
= −Ky y(0) = 0.5
dt
Initial Conditions: Conditions given at only one point.
Example 1.7.1.
y ′ = |{z}
2x , y (0) = |{z}
1 (1.46)
|{z}
f (x,y) x0 y0

Solution of IVP is
y = x2 + 1 (1.47)
Claim: Equation (1.47) is precisely the only solution to the IVP (1.46). →Unique Solution
Example 1.7.2.
xy ′ = y − 1, y(0) = 1
y = 1 + Cx, where C is arbitrary constant
Infinitely many solutions
Example 1.7.3.
|y ′ | + |y| = 0, y(0) = 1
IVP has no solution. ODE has trivial solution only, i.e., y(x) = 0 ∀x.

Existence and Uniqueness of solutions for IVPs

Can we determine when an IVP has a solution?
Theorem 1.7.1 (Existence). Let f (x, y) be the RHS of the ODE in an IVP.
y ′ = f (x, y), y(x0 ) = y0 (1.48)
be constants at all points (x, y) in some rectangle.
R : |x − x0 | < a, |y − y0 | < b
and bound in R; thats is ∃ a number K > 0 ∋
|f (x, y)| ≤ K ∀(x, y) ∈ R
The the IVP (1.48) has at least one solution y(x). This solution exists at least for all x in
the subinterval |x − x0 | < a; hence α is the smaller of the two numbers a and kb , i.e.,
 
b
α = min a,
k
1.7. INITIAL VALUE PROBLEM (IVP) 15

If f (x, y) is constant and bounded in R then solution exists. Solution is valid for x0 − α <
b
x < x0 + α where α = min{a, }.
k
Example 1.7.4. Recast xy ′ = y − 1, y(0) = 1 in the form y ′ = f (x, y) using
y−1
f (x, y) =
x
R = {(x, y) ∈ R2 : −a <x < a, 1 − b < y < 1 + b}
y−1
Verify! to check f (x, y) = x
is constant and bounded in R.

Can we determine/provide a condition such that the uniqueness of the solution

is assumed?

Theorem 1.7.2 (Uniqueness).

y ′ = f (x, y), y(x0 ) = y0 (1.49)

∂f
Let f and be constants ∀(x, y) in the rectangle R, and bounded, say
∂y

|f (x, y)| ≤ K
∀(x, y) ∈ R
|fy (x, y)| ≤ M

Then the IVP (1.49) has (a unique solution) at most one solution.

Combining theorems 1.7.1 and 1.7.2, one can determine when a given IVP has only
one/precisely one/unique solution.

Example 1.7.5.

y′ = 1 + y2, y(0) = 0
f (x, y) = 1 + Y 2 , R : |x| < 5, |y| < 3 (a = 5, b = 3)
16 CHAPTER 1. FIRST ORDER ORDINARY DIFFERENTIAL EQUATIONS

f is constant in R containing (0, 0) and R is bounded.

Solution exists.
∂f
= 2y → constant and bounded
∂y
|f (x, y)| ≤ K ∀(x, y) ∈ R
 
1 + y 2 ) ≤ 10 = K
 
 ∂f 
  ≤ M ∀(x, y) ∈ R
 ∂y 
|2y| = 2|y| ≤ 6 = M
   
b 3 3
α = min a, = 5, =
k 10 10
3 3
Solution exists at least ∀x in − 10 <x< 10
Chapter 2

Second Order ODEs

2.1 Introduction
A 2nd order Ordinary Differential Equation is called Linear if it can be written as

y ′′ + p(x)y ′ + q(x)y = r(x) (2.1)

where p(x), q(x) and r(x) are some given functions.

A 2nd order ODE is called Non-Linear if we cannot express it in the form (2.1). Equa-
tion (2.1) is called the standard form of a second order ODE.

f1 (x)y ′′ f2 (x)y ′ f3 (x)y g(x)

+ + = (f1 (x) ̸= 0 ∀x ∈ I),
f1 (x) f1 (x) f1 (x) f1 (x)
⇒ y ′′ + p(x)y ′ + q(x)y = r(x)

Equation (2.1) is homogeneous if r(x) ≡ 0. Equation (2.1) is non-homogeneous if r(x) ̸= 0.

Definition 2.1.1 (Solution). If y = h(x) satisfies the equation (2.1) identically, then y =
h(x) is called a solution of equation (2.1).

2.2 Superposition principal (Homogeneous ODE)

Let,
y1 = sin mx and y2 = cos mx
are two solutions of
y ′′ + m2 y = 0 (2.2)
Claim: y(= y1 + y2 ) = sin mx + cos mx is also a solution of equation (2.2). (Verify!)
Theorem 2.2.1 (Fundamental Theorem for second order linear homogeneous linear ODEs).
For a homogeneous, linear, 2nd order ODE, any linear combination of two solutions on an
open interval I is again a solution of the ODE on I. In particular, for such equations, sums
and scalar multiples are again solutions.

17
18 CHAPTER 2. SECOND ORDER ODES

Example 2.2.1.
y ′′ + y ′ = 1
The above equation is a 2nd order, linear non-homogeneous equations.

y1 = 1 + cos x
are solutions of the ODE (Verify)
y2 = 1 + sin x

y = 2(1 + cos x) + 3(1 + sin x) is not a solution.

But is y = C1 cos x + C2 sin x + 1 a solution? (Homework)

Example 2.2.2.
yy ′′ − xy ′ = 0
2nd order, nonlinear, homogeneous. y1 = x2 and y2 = 1 are two solutions. But we can not
apply superposition principle.

2.2.1 IVP (2nd order)

 ′′
y + p(x)y ′ +q(x)y = r(x)
IV P y(x0 ) = K0 are initial
 ′
y (x0 ) = K1 conditions
Geometric Interpretation: The solution graph passes though (x0 , K0 ) and it’s tangent
direction at x = x0 is K1 .

Definition 2.2.1. As general solution of an ODE

y ′′ + p(x)y ′ + q(x)y = 0 I (2.3)

has a solution
y = C1 y1 + C2 y2 (2.4)
where y1 and y2 are two solutions of equation (2.3) such that y1 ̸= Cy2 (for some non-zero
constant C) and C1 , C2 are two arbitrary constants.
The collection {y1 , y2 } form a basis (or fundamental system) of solutions of equation (2.3)
on I.

Particular Solution: If we assign particular values to C1 and C2 , then equation(2.4) be-

comes particular solution to equation(2.3). (Not confuse with particular integral)

Basis: Solution space of equation(2.3), {y1 , y2 } ∋ y1 and y2 are LI and any solution of
equation(2.3) is a linear combination of y1 and y2 . Then {y1 , y2 } forms a basis.

Example 2.2.3.
y1 = ex y2 = e−x
forms a basis of a solutions to y ′′ − y = 0. y1 and y2 are solutions of the ODE. ex and e−x
are LI.
2.2. SUPERPOSITION PRINCIPAL (HOMOGENEOUS ODE) 19

Question 1. Can we form a basis of solutions of an ODE (2nd order) if one solution is
given?

Answer 1.
y ′′ + p(x)y ′ + q(x)y = 0 (2.5)
Given y = y1 is a solution of equation(2.5), we want to find y2 (̸= Cy1 ) is another solution
of equation(2.5).

Claim y = y2 = u(x)y1 is a solution to equation(2.5).

y ′ = y2′ = u′ y1 + uy1′
y ′′ = y2′′ = u′′ y1 + 2u′ y1′ + uy1′′

u′′ y1 + 2u′ y1′ + uy1′′ + p(u′ y1 + uy1′ ) + quy1 = 0

⇒ u′′ y1 + u′ (2y1′ + py1 ) + u( y1′′ + py1′ + qy1 ) = 0
| {z }
=0
(y1 is a solution
of equation(2.5))
⇒ u′′ y1 + u′ (2y1′ + py1 ) = 0 (2.6)
Define U = u′ and U ′ = u′′  
′
U′ +  2y1 + py1 
U =0
y1
| {z }
some function of x

1 − R pdx
Solving we get U = e (Verify)
y12
1 − R pdx
u′ = e
y12
Solving to get u and then y2 = uy1
Z
y2
=u= U dx ̸= constant
y1

∴ {y1 , y2 } (or {y1 , uy2 }) forms a basis.

20 CHAPTER 2. SECOND ORDER ODES

Example 2.2.4 (Reduction of Order).

(x2 − x)y ′′ − xy ′ + y = 0, x ̸= 0, 1

y1 = x is a solution. Let y2 = ux

(x2 − x)u′′ + (x − 2)u′ = 0

1
u = ln |x| +
x
∴ y2 = ux = 1 + x ln |x|

{x, 1 + x ln |x|} is the basis for the solution of ODE.

Definition 2.2.2 (An Exponential Function). Properties: If f is an exponential function
then
1. Derivative of it, f ′ is proportional to the function f , i.e., f ′ ∝ f

2. The proportionality constant (K) is the exponent. In general f (n) = K n f , n =

1, 2, 3, . . .

2.2.2 Homogeneous Linear ODE with constant coefficients

Consider 2nd order homogeneous linear ODEs with constant coefficients

y ′′ + ay ′ + by = 0 (2.7)

Let y = eλx (or emx ) be a solution of equation(2.7) (2.8)

Then
y ′′ = m2 emx = m2 y
y ′ = memx = my

From equation(2.7) we get

m2 y + amy + by = 0
⇒m2 am + b = 0 (y ̸= 0) → Characteristic equation/Auxiliary equation.
√
−a ± b2 − 4a
⇒m1,2 =
2
1 √ 
m1 = 2
−a + b − 4a
2
1 √ 
m2 = −a − b2 − 4a
2
∴ y1 = em1 x and y2 = em2 x are two LI solutions of equation(2.7).

m1 ̸= m2
2.2. SUPERPOSITION PRINCIPAL (HOMOGENEOUS ODE) 21

Case I: If b2 − 4a = 0, m1 = m2 = m

y1 = emx and y2 = xemx are LI

y = (C1 + C2 x)emx

Case II: m1 ̸= m2 and real

y1 = em1 x , y2 = em2 x
y = C1 em1 x + C2 em2 x

Case III: b2 − 4a < 0

a b a b
m1 = − + i , m 2 = − − i
2 2 2 2
m1 x m2 x
y1 = e , y 2 = e

Euler formula eit = cos t + i sin t

y = C1 em1 x + C2 em2 x
 
− a2 b b
=e C1 cos x + C1 sin x
2 2

Example 2.2.5.
y ′′ + y ′ − 2y = 0 (2.9)
y(0) = 4 (2.10)
y ′ (0) = −5 (2.11)
Trial solution of (2.9) is
y = emx (2.12)
Substituting Equation(2.12) in Equation(2.9) we get

m2 emx + memx − 2emx = 0

⇒ m2 + m − 2 = 0 (∵ emx ̸= 1)
(2.13)
m1,2 = −2, 1
∴ y1 = e−2x and y2 = ex are the solutions of Equation(2.9)
Are y1 and y2 LI?

∴ y = C1 y1 + C2 y2
(2.14)
= C1 e−2x + C2 ex
is the general solution of Equation(2.9)
Use Equation(2.10) in Equation(2.14)

4 = C1 + C2 (2.15)
22 CHAPTER 2. SECOND ORDER ODES

Differentiating Equation(2.14) we get

y ′ = −2C1 e−2x + C2 ex (2.16)

Use Equation(2.11) in Equation(2.16)

− 5 = −2C1 + C2 (2.17)

C1 = 3, C2 = 1 (Solving Equation(2.15) and Equation(2.17))

∴ y = 3e−2x + ex is a particular solution of Equation(2.9)

Example 2.2.6.
y ′′ + 6y ′ + 9y = 0
Auxiliary equation:

m2 + 6m + 9 = 0
⇒(m + 3)2 = 0
⇒m1,2 = −3, −3

∴ The general solution of the ODE is

y = e−3x (C1 + C2 x)

where C1 and C2 are arbitrary constants.

Example 2.2.7.
y ′′ + 4y ′ + 13y = 0
Auxiliary equation:

m2 + 4m + 13 = 0
⇒(m + 2)2 = −(3)2
⇒m1,2 = −2 ± 3i

∴ The general solution of the ODE is

y = C1 e−2+3i + C2 e−2−3i

where C1 and C2 are arbitrary constants.

2.3 Mass-Spring System

From Newton’s 2nd law

Force = Mass × Acceleration

2.3. MASS-SPRING SYSTEM 23

Figure 2.1: Mechanical mass-spring system (schematic)

M y ′′ = F1 (no damping)
M y ′′ = −Ky (K→spring constant)

⇒ M y ′′ + ky = 0 (2.18)

General solution of (2.18)

r r
K K
y = A sin t + B cos (2.19)
M M
| {z }
w0

Harmonic oscillator
w0
f= → frequency
2π
Assume that initially y > 0, i.e., y(t = 0) > 0 . Can we have a positive velocity at t = 0? If
we just release it.

2.3.1 Damped mass-spring system

M y ′′ = −Ky − cy ′
c K
⇒ y ′′ + + =0
M M
24 CHAPTER 2. SECOND ORDER ODES

Auxiliary Equation:
c K
λ2 + λ+ =0
M M
⇒λ1,2 = −α ± β
c 1 √ 2
⇒α = − , β= c − 4M K
2M 2M

Case I: Critical damping

c2 − 4kM = 0 – double root, i.e., λ1 = λ2 . The general solution reads as

y(t) = (c1 + c2 t)e−αt .

In this case, the system passes through the equilibrium position (y = 0) if and only if c1 c2 < 0
at time t∗ = −c1 /c2 . This limiting case is known as the critical damping.

Case II: Over damped oscillator

c2 − 4kM > 0 – real distinct roots, i.e., λ1 ̸= λ2 . The general solution reads as

y(t) = (c1 e−(α−β)t + c2 e−(α+β)t .

This limiting case is known as the under-damping.

Case II: Under damped oscillator

c2 − 4kM < 0 – complex conjugate roots, i.e., λ̄1 = λ2 . The general solution reads as

y(t) = e−αt [c1 cos(ω ∗ t) + c2 sin(ω ∗ t)], ω ∗ = iβ.

2.4. EXISTENCE AND UNIQUENESS OF SOLUTIONS: WRONSKIAN 25

One can rewrite the solution as follows:

q
y(t) = c21 + c22 e−αt cos(ω ∗ t − arctan(c2 /c1 )).

This limiting case is known as the over-damping.

2.4 Existence and Uniqueness of Solutions: Wronskian

Let
y ′′ + p(x)y ′ + q(x)y = 0 (2.20)
with p and q be continuous on some interval I.

y(x0 ) = K0 (2.21)

y ′ (x0 ) = K1 (2.22)
where x0 ∈ I
Theorem 2.4.1 (Existence and Uniqueness Theorem for IVP). If p(x) and q(x) are con-
tinuous functions on some interval I and x0 ∈ I, then the IVP Equation(2.20),(2.21),(2.22)
has a unique solution y(x) on the interval I.

Linear Dependence
Let y1 and y2 are two solutions of Equation(2.20) such that y1 and y2 are LI on I, then
{y1 , y2 } forms a basis. If C1 y1 + C2 y2 = 0 ⇒ C1 = C2 = 0 ∀x ∈ I.
Example 2.4.1.

y1 = sin , y2 = cos x, I = [−2π, 2π]

C1 + C2 = 0
⇒ C1 sin x + C2 cos x = 0
C1 cos x − C2 sin x = 0
    
sin x cos x C1 0
=
cos x − sin x C2 0
| {z }| {z }
A c

Ac = 0 has non-trivial solutions if det A = 0.

det Av = −1 ̸= 0 ∀x ∈ [−2π, 2π]

Trivial Solution exists. ⇒ C1 = 0 = C2
   
sin x cos x y1 y2
= ′
cos x − sin x y1 y2′
 
y y
det 1′ 2′ = y1 y2′ − y2 y1′ = W(y1 , y2 ) (say)
y1 y2
26 CHAPTER 2. SECOND ORDER ODES

Wronskian of two functions y1 , y2 is

 
y1 y2
W(y1 , y2 ) = y1 y2′ − y2 y1′ = det ′ ̸ 0
=
y1 y2′

Let y1 and y2 are LD.

y1 = Ky2 or y2 = Ly1
W(y1 , y2 ) = Ky2 y2′ − y2 Ky2′ = 0 ∀x
|{z} |{z}
y1 y1′

W(y1 , y2 ) = 0

Theorem 2.4.2 (Linear Dependence and Independence of Solutions). Let the ODE (2.20)
have continuous coefficients p(x) and q(x) on an Interval I. Then two solutions y1 and y2
of Equation(2.20) on I are LD on I iff(if and only if ) their Wronskian

W(y1 , y2 ) = y1 y2′ − y2 y1′

is 0 at some point x0 in I. Furthermore, if W = 0 at an x = x0 in I, then W = 0 on I.

Example 2.4.2.
y ′′ − 2y ′ + y = 0 (2.23)
p(x) = −1, q(x) = 1
Auxiliary equation:

m2 − 2m + 1 = 0
⇒(m − 1)2 = 0
⇒m1,2 = 1, 1

General Solution:
y = (C1 + C2 x)ex
ex + C2 |{z}
= C1 |{z} xex
y1 y2

 x 
x x
e xex 
W(e , xe ) =  x

e (x + 1)ex 
= (x + 1)e2x − xe2x
= e2x ̸= 0
∴ {ex , xex } is LI.

Theorem 2.4.3 (Existence of a General Solution). If p(x) and q(x) are continuous on an
open interval I, then Equation(2.20) has a general solution on I.
2.5. METHOD OF UNDETERMINED COEFFICIENTS 27

p(x), q(x) continuous on I ⇒ A general solution on I

but a general solution on I ⇏ p(x), q(x) continuous on I

Theorem 2.4.4 (A general solution includes all solutions). If the ODE (2.20) has contin-
uous coefficients p(x) and q(x) on some open interval I then every solution y = Y (x) of
Equation(2.20) is of the form

Y (x) = C1 y1 (x) + C2 y2 (x)

where y1 and y2 forms a basis of solutions of equation(2.20) on I; and C1 and C2 are arbitrary
constants.
Hence equation(2.20) has NO SINGULAR SOLUTION

Question 2. Why is every theorem we say on open interval I, but not closed interval?

2.4.1 Solution to non-homogeneous linear ODEs

Consider
y ′′ + p(x)y ′ + q(x)y = r(x) (r(x) ̸= 0), (2.24)
where p(x) and q(x) are continuous in an open interval I. Let y1 and y2 be two LT solutions
of the corresponding homogeneous equation

y ′′ + p(x)y ′ + q(x)y = 0 (2.25)

then
yh (x) = C1 y1 + C2 y2 (2.26)
is called the complementary function (CF) of equation(2.24).
If yp (x) is a solution of equation(2.24) (containing no arbitrary constant) then yp (x) is called
a particular integral (PI) of equation(2.24).

Definition 2.4.1. A general solution of the non-homogeneous ODE (2.24) on an open in-
terval I is a solution of the form

y(x) = yh (x) + yp (x) (2.27)

A particular solution of equation(2.24) on I is a solution obtained from (2.27) by assigning

specific values to the arbitrary constants C1 and C2 in y.

2.5 Method of undetermined coefficients

Consider the non-homogeneous linear ODE

y ′′ + p(x)y ′ + q(x)y = r(x). (2.28)

28 CHAPTER 2. SECOND ORDER ODES

r(x) yp (x)
kx
e Cekx
n
x Kn x + Kn−1 xn−1 + . . . K1 x + K0
n

cos ωx A cos ωx + B sin ωx

sin ωx A cos ωx + B sin ωx
ax ax
e cos ωx e (A cos ωx + B sin ωx)
eax sin ωx eax (A cos ωx + B sin ωx)

Table 2.1: (Basic Rule) Table for the choice of the particular integral yp (x) for a given r(x)
provided that r(x) can not be expressed in terms of yh (x).

2.5.1 Rules for the method of undetermined coefficients

1. Rule 1 (Basic Rule): Table 2.1 applies.

2. Rule 2 (Modification Rule): If a term in your choice of yp (x) happens to be a

solution of the corresponding homogeneous equation, i.e., yh (x), multiply this term
by x (or, by x2 if this solution corresponds to the double root of the characteristic
equation).

3. Rule 3 (Sum Rule): If r(x) is a sum of functions in the first column of the table 2.1,
then choose yp (x) as the sum of corresponding functions in the second column of the
table.

Example 2.5.1.
y ′′ + 3y ′ + 2.25y = −10e−1.5x (2.29)
| {z }
r(x)

y(0) = 1 (2.30)
y ′ (0) = 0 (2.31)
corresponding homogeneous equation

y ′′ + 3y ′ + 2.25y = 0 (2.32)

Auxiliary equation:

λ2 + 3λ + 2.25 = 0
⇒λ1,2 = −1.5, −1.5

yh (x) = e−1.5x (C1 + C2 x) (2.33)

Choose
yp (x) = Cx2 e−1.5x C ← coefficients to be determined (2.34)
yp′ (x) = C(2x − 1.5x2 )e−1.5x
(2.35)
yp′′ (x) = C(2 − 6x + (1.5)2 x2 )e−1.5x
2.5. METHOD OF UNDETERMINED COEFFICIENTS 29

Use (2.34) and (2.35) on (2.29)

C(2 − 6x + 2.25x2 )e−1.5x + 3C(2x − 1.5x2 )e−1.5x + 2.25Cx2 e−1.5x = −10e−1.5x
⇒ C(2 − 6x + 2.25x2 ) + 3C(2x − 1.5x2 ) + 2.25Cx2 = −10 (2.36)
Compare the coefficients of x0 , x1 , x2 , . . . in equation(2.36) to obtain C = −5
∴ yp (x) = −5x2 e−1.5x
∴ General solution is
y(x) = yh (x) + yp (x)
(2.37)
= (C1 + C2 x)e−1.5x − 5x2 e−1.5x
where C1 and C2 are arbitrary constants. Particular Solution
y(0) = 1 ⇒ C1 = 1
y ′ (0) = 0 ⇒ C2 = 1.5
A particular solution is
y(x) = (1 + 1.5x − 5x2 )e−1.5x
Exercise 2.
y ′′ − 3y ′ + 2y = e2x
Auxiliary equation:
λ2 + 3λ + 2 = 0
⇒λ1,2 = 1, 2
yh (x) = C1 ex + C2 e2x
yp (x) = Cxe2x
Complete this problem.
Example 2.5.2.
y ′′ − 3y ′ + 2y = 5e−2x (2.38)
x 2x
yh (x) = C1 e + C2 e (2.39)
r(x) = 5e−2x is not contained in yh (x)
yp (x) = Ce−2x
Complete this problem.
Theorem 2.5.1. The sum of a solution y of
y ′′ + p(x)y ′ + q(x)y = r(x) (2.40)
on some open interval I and a solution ye of
y ′′ + p(x)y ′ + q(x)y = 0 on I is a solution of equation(2.40) (2.41)

y + ye is also a solution of equation(2.40)

30 CHAPTER 2. SECOND ORDER ODES

Proof. LHS of equation(2.40) is denoted by L[y].

∴ equation(2.40) can be written as
l[y] = r(x)
Parallely equation(2.41) can be written as L[y] = 0
To show L[y + ye] = r(x)

LHS = L[y + ye] = L[y] + L[e

y ] (because of linearity)
= r(x) + 0
= r(x)
= RHS

The difference of two solutions of equation(2.40) on I is a solution of equation(2.41) in I.

L[y1 ] = r(x)
L[y2 ] = r(x)
To show L[y1 − y2 ] = 0

2.5.2 Algorithm to find the solution of non-homogeneous linear

ODE
1. Find yh (x) which satisfies the homogeneous equation corresponding to (2.28), i.e.,

yh′′ + p(x)yh′ + q(x)yh = 0.

2. Assume yp (x) based on the form of r(x) and yh (x).

3. Plug yp (x) in (2.28) and obtain the coefficients.

4. The general solution of (2.28) is

y(x) = yh (x) + yp (x). (2.42)

5. If initial conditions are given, use them in (2.42) to obtain the arbitrary constants and
derive the particular solution.

2.5.3 Linear Independence of Solutions Wronskian

 
y 1 y 2 
W (y1 , y2 ) =  ′  
y1 y2′ 
 
 y1
 ′ y2 ··· yn 
 y1 y2′ ··· yn′ 
W (y1 , y2 , . . . , yn ) =  .. .. .. 

..
 . . . . 
 (n−1) (n−1) (n−1) 

y 1 y2 · · · yn
2.5. METHOD OF UNDETERMINED COEFFICIENTS 31

K1 y1 + K2 y 2 + ··· + Kn yn = 0 on I
K1 y1′ + K2 y2′ + ··· + Kn yn′ = 0 on I
.. .. ... ..
. . .
(n−1) (n−1) (n−1)
K1 y 1 + K 2 y2 + ··· + Kn yn = 0 on I
K1 , K2 , . . . , Kn should be zero. W ̸= 0

Theorem 2.5.2 (Linear dependence of independence of solutions). Let the ODE have
continuous coefficients p0 (x), p1 (x), . . . , Pn−1 (x) on an open interval I. Then n solutions
y1 , y2 , . . . , yn of on I are LD on I iff their Wronskian is zero for x = x0 in I. Furthermore,
if W is zero for x = x0 , then W is identically zero on I. Hence if there is an x1 in I at
which W is not zero, then y1 , y2 , . . . , yn are LI, so that they form a basis of solutions of on I

Usefulness of Able’s formula

 Z x 
W (y1 , y2 ) = W (y1 (x0 ), y2 (x0 ))exp − p(x)dx
| {z } x0
(if )=0 | {z }
̸=0
compute
 Z}|x z {
y1 y2′ − y2 y1′ = W0 exp − p(x)dx
(given) x0

y1 y2′ − y2 y1′ = f (x) (say)

If someone provides you either y1 or y2 , then we compute the other function such that the
basis {y1 , y2 } is obtained.

Example 2.5.3.
 Z x 
2
W (x = 0) = 1 p(x) = 2x ⇒ exp − p(x)dx = e−x
x0
y1 = ex
2
ex y2′ − y2 ex = e−x
2 −x)
y2′ − y2 = e−(x

Theorem 2.5.3 (Existence of a General Solution). If the coefficients p0 (x), p1 (x), . . . , pn−1 (x)
of are continuous on some open interval I, then has a general solution on I.

Theorem 2.5.4 (General Solution includes all solutions). If the ODE has continuous coef-
ficients p0 (x), p1 (x), . . . , pn−1 (x) on some interval I, then every solution y = Y (x) of on I is
of the form
Y (x) = C1 y1 (x) + C2 y2 (x) + · · · + Cn yn (x)

where y1 , y2 , . . . , yn is a basis of solutions of on I and C1 , C2 , . . . , Cn are suitable constants.

32 CHAPTER 2. SECOND ORDER ODES

2.6 Method of variation of parameters

Let y1 and y2 be two LI solutions of the homogeneous equation corresponding to (2.28) on
some open interval I. We have the Wronskian

W ≡ y1 y2′ − y2 y1′ ̸= 0. (2.43)

Then yh (x) := c1 y1 (x) + c2 y2 (x) is the complementary function of equation (2.28). Then the
particular integral is
Z Z
y2 (x)r(x) y1 (x)r(x)
yp (x) = −y1 (x) dx + y2 (x) dx.
W (y1 , y2 ) W (y1 , y2 )

Example 2.6.1. Consider the following non-homogeneous, linear, second order ODE

y ′′ + y = sec x.

We have y1 (x) = cos x and y2 (x) = sin x so that W (y1 , y2 ) = 1 ̸= 0. Therefore, we have
yh (x) = c1 cos x + c2 sin x, where c1 and c2 are arbitrary constants.
The particular integral is
Z Z
y2 (x)r(x) y1 (x)r(x)
yp (x) = −y1 (x) dx + y2 (x) dx
W (y1 , y2 ) W (y1 , y2 )
Z Z
sin x cos x
= − cos x dx + sin x dx
cos x cos x
= cos x ln|cos x| + x sin x. (2.44)

The general solution is y(x) := yh (x) + yp (x) = c1 cos x + c2 sin x + cos x ln|cos x| + x sin x,
where c1 and c2 are arbitrary constants.

Example 2.6.2.
y ′′ + 9y = sec x (2.45)
The complementary function of (2.45) is
Since yp (x) is a solution of (2.28), we have

yp′′ + p(x)yp′ + q(x)yp = r(x) (2.46)

yp′ = y1′ u + y1 u′ + y2′ v + y2 v ′ (2.47)

We impose a condition

y1 u′ + y2 v ′ = 0 (Why this constraint and not something else?) (2.48)

Equation(2.47) simplifies to
yp′ = y1′ u + y2′ v (2.49)
yp′′ = y1′′ u + y”1 u′ + y2′′ v + y2′ v (2.50)
2.6. METHOD OF VARIATION OF PARAMETERS 33

Use (2.43),(2.49),(2.50) in (2.28)

(y1′′ u + y1′ u′ + y2′′ v + y2′ v ′ ) + p(x)(y1′ u + y2′ v ) + q(x)(y1 u + y2 v ) = r(x)

| {z } | {z } | {z }
yp′′ (x) yp′ (x) yp (x)

u(y1′′ + py1′ + qy1 ) + v(y2′′ + py2′ + qy2 ) + y1′ u′ + y2′ v ′ = r(x)

| {z } | {z }
≡0 ≡0
(by 2a) (by 2b)

⇒ y1′ u′ + y2′ v ′ = r(x) (2.51)

y1
v ′ = − u′ (y2 ̸= 0)
y2
y1
y1′ u′ − y2′ u′ = r(x)
y2
⇒ u (y1 y2 − y2 y1′ ) = −y2 r(x)
′ ′

r(x)
⇒ u′ = −y2
W (y1 , y2 )
Variable separable form Integrate to obtain
Z
y2 (x)r(x)
u=− dx (2.52)
W (y1 , y2 )
y1 ′
v′ = − u
y2
y1 r(x)
≠ − (̸ − ̸ y2 )
̸ y2 W (y1 , y2 )
y1 r(x)
=
W (y1 , y2 )
Integrate to obtain Z
y1 (x)r(x)
v= dx (2.53)
W (y1 , y2 )
Z Z
y2 (x)r(x) y1 (x)r(x)
∴ yp (x) = −y1 (x) dx + y2 (x) dx
W (y1 , y2 ) W (y1 , y2 )
Z Z
r(x) r(x)
= −y1 (x) y2 (x) dx + y2 (x) y1 (x) dx
W (y1 , y2 ) W (y1 , y2 )
34 CHAPTER 2. SECOND ORDER ODES
Chapter 3

Higher Order linear ODEs

3.0.1 Homogeneous Linear ODEs

General form of an nth order ODE is

F (x, y, y ′ , . . . , y (n) ) = 0 (3.1)

In an nth order equation, the derivatives of lower orders than n may or may not appear.
ODE(3.1) is called linear if it can be written as

y (n) + pn−1 (x)y (n−1) + · · · + p1 (x)y ′ + p0 (x)y = r(x) (3.2)

The coefficients p0 , p1 , . . . , pn−1 and the function r are any functions of x.

We call this form (3.2) the standard form. An nth order ODE that cannot be written in the
form (3.2) is called nonlinear.

Homogeneous ODE
If r(x) ≡ 0 in (3.2) then, (3.2) is called a homogeneous equation - otherwise, non-homogeneous.

y (n) + pn−1 y (n−1) + · · · + p1 y ′ + p0 y = 0 (3.3)

Solution
If there is a function y = h(x) such that it has n times derivatives and it satisfies equation(3.2)
identically in some interval I.

3.0.2 Homogeneous Linear ODE: Superposition Principal, Gen-

eral Solution
Theorem 3.0.1 (Fundamental Theorem for the Homogeneous Linear ODE). For a homo-
geneous linear ODE (3.3), sums and constant multiples of solution on some open interval I
are again solutions on I.
ALERT! Superposition principle fails for non-homogeneous equations and non-
linear equations.

35
36 CHAPTER 3. HIGHER ORDER LINEAR ODES

Definition 3.0.1 (General Solution, Basis, Particular Solution). A general solution of (3.3)
on an open interval I is a solution of (3.3) on I of the form
n
X
y(x) = Ck yk (x) (3.4)
k=1

where C1 , C2 , . . . , Cn are arbitrary constants and y1 , y2 , . . . , yn is a basis (or fundamental system)

of solution of (3.3) in I; that is there solutions are LI on I, as defined below.

A particular solution (3.3) on I is obtained if we assign specific values to the n constants

C1 , C2 , . . . , Cn .

Definition 3.0.2 (Linear Independence and Dependence). Consider n functions y1 (x), y2 (x),
. . . , yn (x) defined on some interval I. These functions are LI on I if the equation

K1 y1 (x) + K2 y2 (x) + · · · + Kn yn (x) = 0 on I (3.5)

implies that all K1 , K2 , . . . , Kn are zero.

These forms are called LD on I if this equation also hold on I for some K1 , K2 , . . . , Kn not
all zero.

Example 3.0.1. y1 = x, y2 = x4 , y3 = x9 are LI on an interval I = (−2, 2)

K 1 x + K 2 x4 + K 3 x 9 = 0

x = −1 − K1 + K2 − K3 = 0
x=1 K1 + K2 + K3 = 0

Example 3.0.2. Solve the 4th order ODE

y (4) − 5y ′′ + 4y = 0 (3.6)

Trial Solution y = eλx

Auxiliary equation

λ4 − 5λ2 + 4 = 0
(λ2 − 4)(λ2 − 1) = 0 (3.7)
λ2 = 1, 4, λ = ±1, ±2

Roots are λ1,2,3,4 = +1, −1, +2, −2.

Four LI solutions are
e−2x e−x ex e2x
(V erif y!)
y1 y2 y3 y4
General solution
y(x) = C1 e−2x + C2 e−x + C3 e2 x + C4 e2x
 37

3.0.3 Initial Value Problem: Existence and Uniqueness

An initial value problem (IVP) for the ODE (3.3) consists of (3.3) and n initial conditions
y(x0 ) = K0 , y ′ (x0 ) = K1 , . . . , y (n−1) (x0 ) = Kn−1 (3.8)
with given x0 in the open interval I considere3d, and given K0 , K1 , . . . , Kn−1 .
Theorem 3.0.2. If the coefficients p0 (x), p1 (x), . . . , Pn−1 (x) of (3.3) are continuous on some
open interval I and x0 is in I, then the IVP (3.3),(3.8) has a unique solution y(x) on I.

3.0.4 Homogeneous Linear ODEs with constant coefficients (Or-

der more than two)
y (n) + an−1 y (n−1) + · · · + a1 y ′ + a0 y = 0 (3.9)
λx mx
Trial solution of (3.9) y = e (e ).
Auxiliary/Characteristic equation
λn + an−1 λn−1 + · · · + a1 λ + a0 = 0 (3.10)
Roots of (3.10) are λ1 , λ2 , . . . , λn

y1 = eλ1 x , y2 = eλ2 x , . . . , yn = eλn x

are solutions of (3.9).
 
 e λ1 x eλ2 x
· · · e λn x 
 
 λ′ eλ1 x ′ λ2 x
λ2 e · · · λn e λn x 
 1
If W (y1 , y2 , . . . , yn ) =   ̸= 0

.. .. . . ..
 . . . . 
 n−1 λ1 x n−1 λ2 x n−1 λn x 

λ1 e λ2 e · · · λn e
Write n
X
y(x) = Ck yk (x) (3.11)
k=1

Case I(a): Roots are real and distinct

General solution is given by (3.11).

Case I(b): Roots are real and repeated

All are distinct but
λ3 = λ4 → multiplicity 2
λ1 = λ2 ̸= λ3 = λ4 → multiplicity 2 (# of such roots is 2)
λ1 = λ2 = λ3 ̸= λ4 → multiplicity 3
Let λ1 be a root of multiplicity m, m ≤ n. For m < n, λm+1 , λm+2 , . . . , λn distinct roots
| {z }
has multiplicity 1/simple root
and different from λ1 .
L[eλx ] = (characteristic polynomial)eλx
38 CHAPTER 3. HIGHER ORDER LINEAR ODES
 n
dn−1

d d
+ an−1 n−1 + · · · + a1 + a0 y = 0
dy n dy dy
| {z }
:=L(linear differential operator)

λn + an−1 λn−1 + · · · + a1 λ + a0 = (λ − λ1 )m h(x)

|{z}
↑
P olynomial
of order
n−m
h(x) = (λ − λm+1 )(λ − λm+2 ) · · · (λ − λn )
∂ ∂
L[eλx ] = [(λ − λ1 )m (λ − λm+1 )(λ − λm+2 ) · · · (λ − λn )eλx ]
∂λ ∂λ | {z }
h(x)
∂
= m(λ − λ1 )m−1 h(x)eλx + (λ − λ1 )m [h(x)eλx ]
∂λ