Chapter 4 : Higher Order Linear

Equations
Khamron Mekchay, Ph.D.
k.mekchay@gmail.com

Department of Mathematics
Faculty of Science
Chulalongkorn University

Chapter 4 : Higher Order Linear Equations – p. 1/14

 4.1 General Theory of nth Order Linear Equations

A general form of an nth order linear differential equation:

dn y dn−1 y dy
P0 (t) n + P1 (t) n−1 + · · · + Pn−1 (t) + Pn (t)y = G(t), or (1)
dt dt dt
dn y dn−1 y dy
+ p1 (t) n−1 + · · · + pn−1 (t) + pn (t)y = g(t). (2)
dtn dt dt
To obtain a unique solution, it is necessary to specify n initial conditions,
(n−1)
y(t0 ) = y0 , y 0 (t0 ) = y00 , . . . , y (n−1) (t0 ) = y0 , (3)

(n−1)
where y0 , y00 , . . . , y0 is any any set of prescribed real constants.
Theorem 1 If the functions p1 , p2 , . . . , pn , and g are continuous on the
open interval I, then there exists exactly one solution of y(t) of the
differential equation (2) that also satisfies the initial conditions (3), given
that t0 ∈ I. This solution exists throughout the interval I.

Chapter 4 : Higher Order Linear Equations – p. 2/14

 Homogeneous Equations

The form of a homogeneous equation is

dn y dn−1 y dy
n
+ p 1 (t) n−1
+ · · · + p n−1 (t) + pn (t)y = 0. (4)
dt dt dt
For a set of functions y1 , y2 , . . . , yn , we define the Wronskian

y1 y2 ··· yn
y10 y20 ··· 0
yn
W (y1 , y2 , . . . , yn ) = . . .
. . .
. . .
(n−1) (n−1) (n−1)
y1 y2 ··· yn

Theorem 2 If the functions y1 , y2 , . . . , yn are solutions of Eq. (4), and if

W (y1 , y2 , . . . , yn )(t) 6= 0 for at least one point in I, then y1 , y2 , . . . , yn form
a fundamental set of solutions and the general solution of (4) is

y(t) = c1 y1 (t) + c2 y2 (t) + · · · + cn yn (t).

Chapter 4 : Higher Order Linear Equations – p. 3/14
 Exercises

Verify that the given functions are solutions of the differential equation,
and determine their Wronskian.

(1.) y 000 + y 0 = 0; 1, cos t, sin t

(2.) y (4) + y 00 = 0; 1, t, cos t, sin t
(3.) y 000 + 2y 00 − y 0 − 2y = 0; et , e−t , e−2t
(4.) y (4) + 2y 000 + y 00 = 0; 1, t, e−t , te−t
(5.) ty 000 − y 00 = 0; 1, t, t3
(6.) t3 y 000 + t2 y 00 − 2ty 0 + 2y = 0; t, t2 , 1/t

Chapter 4 : Higher Order Linear Equations – p. 4/14

4.2 Homogeneous Equation with Constant Coefficients

Consider the nth order linear homogeneous differential equation

a0 y (n) + a1 y (n−1) + · · · + an−1 y 0 + an y = 0. (5)

The characteristic equation of the differential equation (5) is

Z(r) = a0 r n + a1 r n−1 + · · · + an−1 r + an = 0.

Case 1: Real and Unequal Roots. If r1 , r2 , . . . , rn are real and distinct

roots of Z(r), namely,

Z(r) = a0 (r − r1 )(r − r2 ) · · · (r − rn ),

then the general solution of homogeneous differential equation (5) is

y(t) = c1 er1 t + c2 er2 t + · · · + cn ern t .

Chapter 4 : Higher Order Linear Equations – p. 5/14

 Homogeneous Equation with Constant Coefficients

Example 1. Find the general solution of y (4) + y 000 − 7y 00 − y 0 + 6y = 0.

Solution.The characteristic equation is

r 4 + r 3 − 7r 2 − r + 6 = (r − 1)(r + 1)(r − 2)(r + 3) = 0.

Since roots are r1 = 1, r2 = −1, r3 = 2, and r4 = −3, therefore, the

general solution is

y(t) = c1 et + c2 e−t + c3 e2t + c4 e−3t .

Find the solution that satisfies the initial conditions

y(0) = 1, y 0 (0) = 0, y 00 (0) = −2, y 000 (0) = −1.

11 t 5 −t
Answer. y(t) = 8 e + 12 e − 23 e2t − 18 e−3t .

Chapter 4 : Higher Order Linear Equations – p. 6/14

 Homogeneous Equation with Constant Coefficients

Case 2: Complex Roots. If characteristic equation has complex roots,

they must occur in conjugate pairs, λ ± iµ. In that case, the corresponding
real-valued solutions are

eλt cos µt, eλt sin µt.

Example 2. Find the general solution of y (4) − y = 0.

Solution.The characteristic equation is r 4 − 1 = 0, which has roots
r = 1, −1, ±i. Thus, the general solution is

y(t) = c1 et + c2 e−t + c3 cos t + c4 sin t.

Find the solution that satisfies the initial conditions

y(0) = 7/2, y 0 (0) = −4, y 00 (0) = 5/2, y 000 (0) = −2.

1
Answer. y(t) = 3e−t + 2 cos t − sin t.
Chapter 4 : Higher Order Linear Equations – p. 7/14
 Homogeneous Equation with Constant Coefficients

Case 3: Repeated Roots.

If r1 is a repeated real root with multiplicity s ≥ 2, namely,

Z(r) = (r − r1 )s (r − r2 ) · · · (r − rk ).

Then the corresponding s solutions for r1 are

er1 t , ter1 t , t2 er1 t , . . . , ts−1 er1 t .

If complex root λ ± iµ is repeated s ≥ 2 times, then the corresponding 2s

real-valued solutions are

eλt cos µt, teλt cos µt, . . . , ts−1 eλt cos µt,
eλt sin µt, teλt sin µt, . . . , ts−1 eλt sin µt.

Chapter 4 : Higher Order Linear Equations – p. 8/14

 Homogeneous Equation with Constant Coefficients

Example 3. Find the general solution of y (4) + 2y 00 + y = 0.

Solution.The characteristic equation is

r 4 + 2r 2 + 1 = (r 2 + 1)2 = 0.

The roots are ±i with multiplicity 2. Therefore, the general solution is

y(t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

Example 4. Find the general solution if y (4) + y = 0.

Solution.The characteristic equation is r 4 + 1 = 0. The roots are the
fourth root of −1, which are
1 + i −1 + i −1 − i 1 − i
√ , √ , √ , √ .
2 2 2 2
√
t/ 2
 √ √  −t/√2  √ √ 
∴ y(t) = e c1 cos(t/ 2) + c2 sin(t/ 2) +e c3 cos(t/ 2) + c4 sin(t/ 2)

Chapter 4 : Higher Order Linear Equations – p. 9/14

 Exercises

1. Find the general solution of the given differential equation.

(1.) y 000 − y 00 − y 0 + y = 0 (2.) y 000 − 3y 00 + 3y 0 − y = 0

(3.) 2y 000 − 4y 00 − 2y 0 + 4y = 0 (4.) y (4) − 4y 000 + 4y 00 = 0
(5.) y (6) + y = 0 (6.) y (6) − y 00 = 0
(7.) y (5) − 3y (4) + 3y 000 − 3y 00 + 2y 0 = 0 (8.) y (4) − 8y 0 = 0

Chapter 4 : Higher Order Linear Equations – p. 10/14

 4.3 The Method of Undetermined Coefficients

• This method can be applied to any nth order nonhomogeneous

differential equation with some restrictions on the form of g(t), similar to
the second order equation.
Example 1. Find a particular solution of y 000 − 3y 00 + 3y 0 − y = 4et .
Solution.The characteristic equation of the corresponding homog. Eq. is

r 3 − 3r 2 + 3r − 1 = (r − 1)3 = 0 =⇒ r1 = r2 = r3 = 1.

Therefore, the complementary solution is

yc (t) = c1 et + c2 tet + c3 t2 et .

To find a particular solution Yp (t) we set Yp (t) = At3 et , since et , tet , t2 et

are all solutions of the homogeneous equation. Substitute Yp , Yp0 , Yp00 , Yp000
into the nonhomogeneous equation to solve for A, we get

t t 2 3 t
6Ae = 4e =⇒ A = 2/3 =⇒ Yp (t) = t Chapter
e . 4 : Higher Order Linear Equations – p. 11/14
3
 Examples

Example 2. Find a particular solution of the equation

y (4) + 2y 00 + y = 3 sin t − 5 cos t.

Solution.The characteristic equation of the corresponding homog. Eq. is

r 4 + 2r 2 + 1 = (r 2 + 1)2 = (r − i)2 (r + i)2 = 0 =⇒ r = i, i, −i, −i.

Thus, the complementary solution is

yc (t) = c1 cos t + c2 sin t + c3 t cos t + c4 t sin t.

We then set Yp (t) = At2 sin t + Bt2 cos t, ans substitute into the eq., we get

−8A sin T − 8B cos t = 3 sin t − 5 cos t =⇒ A = −3/8, B = 5/8.

3 5
∴ Yp (t) = − sin t + cos t.
8 8 Chapter 4 : Higher Order Linear Equations – p. 12/14
 Examples

Find a particular solution of

y 000 − 4y 0 = t + 3 cos t + e−2t .

Solution.Since the characteristic equation is r3 − 4r = 0, and roots are r = 0, ±2; hence

yc (t) = c1 + c2 e2t + c3 e−2t .

We solve separately particular solutions Yp1 , Yp2 , Yp3 of three equations

y 000 − 4y 0 = t, y 000 − 4y 0 = 3 cos t, y 000 − 4y 0 = e−2t .

We then set the forms of Yp1 , Yp2 , Yp3 to be

Yp1 (t) = t(A0 t + A1 ), Yp2 (t) = B cos t + C sin t, Yp3 (t) = Ete−2t .

Solving for unknowns, we get A0 = − 81 , A1 = 0, B = 0, C = − 53 , E = 1

8
.

1 3 1
∴ Yp (t) = Yp1 + Yp2 + Yp3 = − t2 − sin t + te−2t .
8 5 8
Chapter 4 : Higher Order Linear Equations – p. 13/14
 Exercises

1. Find the general solution of the given differential equation.

(1.) y 000 − y 00 − y 0 + y = 2e−t + 3 (2.) y (4) − y = 3t + cos t

(3.) y 000 + y 00 + y 0 + y = e−t + 4t (4.) y (4) + y 000 = sin 2t
(5.) y 000 − y 0 = 2 sin t (6.) y (4) + 2y 00 + y = 3 + cos 2t

2. Determine a suitable form for Yp (t) if the method of undetermined

coefficients is to be used.

(1.) y 000 − 2y 00 + y 0 = t3 + 2et (2.) y (4) + 4y 00 = sin 2t + tet + 4

(3.) y 000 − y 0 = te−t + 2 cos t (4.) y (4) − 2y 00 + y = sin t + et
(5.) y (4) + 2y 000 + 2y 00 = 3et + 2te−t + e−t sin t
(6.) y (4) − y 000 − y 00 + y 0 = t2 + 4 + t sin t

Chapter 4 : Higher Order Linear Equations – p. 14/14