Higher Order Linear Differential

Equations with Constant Coefficients

dny d n 1 y dy
an n  an 1 n 1  ...  a1  a0 y  f  x 
dx dx dx
where a1 , a2 , ..., an are constants.
d4y d3y d 2 y dy
Example : 4 4  2 3  x 2   f x 
dx dx dx dx
This is not the correct type because x is not a constant coefficien t.

Homogeneous Differential Equation

An equation is homogeneou s if the function f  x  on RHS is zero.

d3y d2y
Example : 2 3  8 2  y  0 homogeneou s
dx dx
d2y
2
 y  cos x not homogeneou s
dx
CA2123 Engineering Methods ➢1
 Higher Order Linear Differential
Equations with Constant Coefficients

Properties of Linear Homogeneous Differential Equation

t
d2y dy
Example:
2
 f  x    f  s  ds  c1
dx dx 0

t x

 y     f  s  ds dt  c1 x  c2
00 
In general, there are two arbitrary constants in the solution

of any second order linear differential equation with

constant coefficients.

CA2123 Engineering Methods ➢2

 Higher Order Linear Differential
Equations with Constant Coefficients

For the homogeneous differential equation

d2y dy
a 2  b  cy  0
dx dx
Basic property: If y1 and y2 are two solutions, then y  c1 y1  c2 y2 is also

a solution for any arbitrary constants c1 and c2 .

x dy x d2y 2 x
Make a trial solution of the form y  e , then   e and 2
  e
dx dx
 a 2 e x  b e x  ce x  0  a 2  b  c  0 (the characteristic equation)

   1 and    2 Different real roots

We have two solutions y1  e1x and y2  e 2 x of the differential equation.

Thus the general solution is y  Ae1x  Be 2 x .

CA2123 Engineering Methods ➢3
 Higher Order Linear Differential
Equations with Constant Coefficients
d 2 x dx
Example: To solve for xt  such that   6 x  0, x0  0, x' 0  5.
dt 2 dt
Solution: Set x  et   2    6  0    3  2  0
 1  3 and  2  2  General solution : x  Ae 3t  Be  2t
x0  0  A  B  0 
  A  1, B  1
x' 0  5  3 A- 2 B  5
The particular solution is x  e 3t  e  2 t

d3y d2y dy
Example: To solve 3
3 2 4  0
dx dx dx
Solution: Set y  ex   3  3 2  4  0     4  1  0
 1  0,  2  1 and  3  4. Thus the general solution is
y  c1  c2 e x  c3e  4 x

CA2123 Engineering Methods ➢4

 Higher Order Linear Differential
Equations with Constant Coefficients
Complex roots
d2y dy
Consider the differenti al equation 2
 2  2y  0
dx dx
Set y  e αx  α 2  2α  2  0  α1  1  i, α2  1  i.
Then the general solution is y  Ae (1i ) x  Be (1-i ) x  y  e x Ae ix  Be -ix 
 e x Acos x  i sin x   Bcos x  i sin x   e x c1 cos x  c2 sin x 
where c1  A  B and c2  i  A  B  are still arbitrary constants.

dy
Check : y  e x c1 cos x  c2 sin x    e x (c1  c2 ) cos x  (c2 -c1 ) sin x
dx
d2y
2
 e x
c1  c 2  c 2  c1  cos x  c 2  c 1  c1  c 2  sin x   e x
2c2 cos x  2c1 sin x 
dx
d2y dy
2
 2  2 y  e x
cos x 2c 2  2 c1  2c 2  2c1   e x
sin x 2c1  2c2  2c1  2c2   0
dx dx
CA2123 Engineering Methods ➢5
 Higher Order Linear Differential
Equations with Constant Coefficients

d2y dy
To solve A 2  B  Cy  0
dx dx
substitute y  e αx and if the roots of the characteristic equation

Aα 2  Bα  C  0 are complex, α1  a  ib and α2  a  ib,

then y x   e ax c1 cos bx  c2 sin bx 

Example : To solve y''  2 y'  5 y  0

let y  e αx   2  2  5  0  α1  1  2i and α2  1  2i
so the solution is y  e -x c1 sin 2 x  c2 cos 2 x  .

CA2123 Engineering Methods ➢6

 Higher Order Linear Differential
Equations with Constant Coefficients
Repeated roots
d2y dy
For the differenti al equation a 2
 b  cy  0
dx dx
Set y  ex  aα 2  bα  c  0  aα  αt   0  α1  αt and α2  αt
2

 y  Ae1x  Be 2 x  y  Ce t x ( C  A  B)

This is not the general solution because there is only one constant.

Let us now examine a new trial solution of the form y  z x  e t x .

dy dz αt x d2y dz αt x d 2 z αt x
y  z  x e
t x
  zαt e  e
αt x
 2
 zαt e  2 t
2 αt x
e  2e
dx dx dx dx dx

d2y dy   2 dz d 2 z   dz  
a 2
 b  cy  0  e αt x a zαt  2 t  2   b zαt    cz   0
dx dx   dx dx   dx  
CA2123 Engineering Methods ➢7
 Higher Order Linear Differential
Equations with Constant Coefficients

 z a  b t  c   2aαt  b   a 2  0
2 dz d 2z
t
dx dx

a t2  b t  c  0 ( t is the solution of aα 2  bα  c  0)

aα 2  bα  c  0  aα  αt   0  aα 2  2a t α  a t2  0
2

 b  2aαt .

Substitution of a t2  b t  c  0 and b  2aαt into the equation

d 2z
 2
 0 or z  Ax  B. Hence, the general solution is
dx
y   Ax  B  e αt x
CA2123 Engineering Methods ➢8
 Higher Order Linear Differential
Equations with Constant Coefficients

Example:
d2y dy
2
 2  y0
dx dx
Solution: Set y  ex   2  2  1  0
   1  1  1 and  2  1  y   Ax  B  e  x
2

d3y d2y dy
Example: 3
3 2 3  y 0
dx dx dx

Solution:
Let y  e αx  α 3  3α 2  3α  1  0
 α  1  0  1  1,  2  1,  3  1.
3

We can show that y  e x , y  xe x and y  x 2 e x are all solutions.

Hence, y  Ae x  Bxe x  Cx 2 e x  A  Bx  Cx 2  e x
CA2123 Engineering Methods ➢9
 Summary

For the homogeneou s differenti al equation

d2y dy
c1 2  c2  c3 y  0
dx dx
Trial solution : y  ex  c1 2  c2  c3  0

Case 1 :   1 and    2  y  Ae x  Be x . 1 2

Case 2 : 1  a  ib and α2  a  ib  y  e ax  A cos bx  B sin bx .

Case 3 :   1 and   1  y  e x  Ax  B  1

CA2123 Engineering Methods ➢ 10

 Higher Order Linear Differential
Equations with Constant Coefficients
Non-Homogeneous Second Order Differential Equations

Examine the solution of the second order linear differential equation

d2y dy
a 2  b  cy  f  x  (1)
dx dx
in which a, b and c are constants, but f  x  is not identically equal to zero.
Equation (1) is not homogeneous because y  0 is not a solution.
If f  x   0, Eq. (1) is reduced to the corresponding homogeneous equation
d2y dy
a 2  b  cy  0 (2)
dx dx
Definition
The general solution of the non - honogeneous equation (1) is a solution of the form
y  x   yh  x   y p  x 
where yh  x  is a general solution of the homogeneous equation (2) and y p  x  is any
particular solution of Eq. (1)
CA2123 Engineering Methods ➢ 11
 Higher Order Linear Differential
Equations with Constant Coefficients
A method to find y p  x  is to make a guess
(a) f x  is a constant k
d2y dy
Example: a 2  b  cy  k
dx dx
k
It is easy to see that a particular solution is y  ,
c
since its first and second derivative s are both zero.

d2y dy
Example:  2 y7
dx2 dx
As previous example, the solution of the associated homogeneou s equation is

yh   Ax  B  e  x

The general solution is y   Ax  B  e  x  7

CA2123 Engineering Methods ➢ 12
 Higher Order Linear Differential
Equations with Constant Coefficients

(b) f x  is a polynomial Trial solution : polynomial form

d2y dy
Example: 2 2  7  4 y  4 x 2  10 x  23 25¥ . -7 dd¥ 4y
-

= 4×2-23
dx dx
xx 't 8 (X )
yp =

Consider the associated homogeneous equation yp=dx2tP×t8 (✓)

d2y dy 29¥ 7d¥43
-
=x+ ,

2 2  7  4y  0 Yp= xsinzxtpcoszx ( ✓,
Yp
=
xxtp ( ✓)
dx dx Yp=&sIn2x (x )

xyxztpx
to
sin if 2× =

yp
=

1
1  x
Let yh  e x  2 2  7  4  0  α1   and α2  4  yh  x   Ae 2  Be 4 x
2

Let y p  αx 2  βx  γ   4αx 2  14α  4 β  x  4α  7 β  4γ  4 x 2  10 x  23

  4  4,  14α  4 β   10 and 4α  7 β  4γ  23
 α  1, β  1 and   3  y p  x    x2  x  3
1
 x
y  yh  y p  Ae 2
 Be 4 x  x 2  x  3
CA2123 Engineering Methods ➢ 13
 Higher Order Linear Differential
Equations with Constant Coefficients
(c) f x   p sin kx  q cos kx Trial solution : y p   sin kx   cos kx

d2y dy
Example : 2
 2  2 y  8 cos 3 x  19 sin 3 x
dx dx
Consider t he associated homogeneou s equation
d2y dy
2
 2  2y  0
dx dx
Let y  e αx  α 2  2α  2  0  α1  1  i, α2  1  i
 yh  e x  A cos x  B sin x 

To determine a particular solution, we may make a trial solution of the form

dy p
y p  α sin 3 x  β cos 3 x   3α cos 3 x  3 β sin 3 x
dx
d 2 yp
 2
 9α sin 3 x  9 β cos 3 x
dx
CA2123 Engineering Methods ➢ 14
 Higher Order Linear Differential
Equations with Constant Coefficients

dy p d 2 yp
Substituti on of y p , and 2
into the defferenti al equation leads to
dx dx
 7α  6 β  sin 3x   7 β  6α cos 3x  8 cos 3x  19 sin 3x

Comparing the correspond ing coefficien ts on both sides, we have

 7α  6 β  19  1 
  
 7 β  6α  8  β  2
Hence, the particular solution is
y p  sin 3x  2 cos 3 x
Finally, the general solution is
y  y h  y p  sin 3 x  2 cos 3 x  e x  A cos x  B sin x 

CA2123 Engineering Methods ➢ 15

 Higher Order Linear Differential
Equations with Constant Coefficients
(d) f x   p sinh kx  q cosh kx Trial solution : y p   sinh kx   cosh kx
d2y dy
Example : 2
 5  6 y  93 cosh 5 x  75 sinh 5 x
dx dx
The solution t o the associated homogeneou s equation is y h  Ae 2 x  Be3 x
To find a particular solution, we may make a trial solution of the form
dy p
y p  α sinh 5 x   cosh 5 x   5α cosh 5 x  5 sinh 5 x
dx
d 2 yp
  25α sinh 5 x  25 cosh 5 x
dx 2
Substituti ng into the differenti al equation yields
31α  25 β sinh 5 x  31β  25α cosh 5 x  93 cosh 5 x  75 sinh 5 x
31α  25 β  75   0
     y p  3 cosh 5 x
 31β  25α  93   3
Finally, the general solution is
y  yh  y p  Ae 2 x  Be3 x  3 cosh 5 x
CA2123 Engineering Methods ➢ 16
 Higher Order Linear Differential
Equations with Constant Coefficients
(e) f x   pe x Trial solution : y p  Aex
d2y dy
Example : 9 2  6  y  50e 3 x
dx dx
The general solution t o the associated homogeneou s equation is
1

 y h   Ax  B e
 x
3

To find a particular solution, we may make a trial solution of the form

dy p d 2 yp
y p  αe 3x
  3αe 3x
  9αe 3 x
dx dx 2
Substituti ng into the differenti al equation yields
1 1
81αe 3 x  18αe 3 x  αe 3 x  50e 3 x  α   y p  e3 x
2 2
Finally, the general solution is
1
1
y  y h  y p   Ax  B e
 x
3
 e3 x
2
CA2123 Engineering Methods ➢ 17
 Higher Order Linear Differential
Equations with Constant Coefficients
If this method fails, HOW !!!
Example : y ' ' y  2e x
Homogeneou s equation is y ' ' y  0
Let y  e αx  α 2  1  0  α1, 2  1  y h  Ae x  Be  x

To find a particular solution, try y p  Ce x  y ' p  Ce x  y ' ' p  Ce x

Substituti ng into the differenti al equation yields
Ce x  Ce x  2e x  0  2 (contradiction)
The guess of the particular solution fails because Ce x is part of y h , i.e. Ae x .
Alternative method :
Try y p  Cxe x  y ' p  Cxe x  Ce x  y ' ' p  Cxe x  2Ce x
Substituti on  Cxe x  2Ce x  Cxe x  2e x  C  1  y p  xe x
 The general solution : y  yh  y p  Ae x  Be  x  xe x
CA2123 Engineering Methods ➢ 18
 Higher Order Linear Differential
Equations with Constant Coefficients

Example: y''  2 y'  y  e  x

Solution: Homogeneou s equation : y''  2 y'  y  0

Let y  e αx  α 2  2α  1  0  α1, 2  1  y h   Ax  B e  x

Try y p  Ce  x but this is the part of homogeneou s solution y h , i.e., Be  x

try again  y p  Cxe  x , this is also the part of y h , i.e., Axe  x
Try y p  Cx 2 e  x  y ' p  Cx 2 e  x  2Cxe  x  y ' ' p  Cx 2 e  x  4Cxe  x  2Ce  x
1 1 2 x
Substituti on into the differenti al equation  C   yp  x e
2 2
1
The general solution : y  yh  y p   Ax  B e  x  x 2 e  x
2

CA2123 Engineering Methods ➢ 19

 Higher Order Linear Differential
Equations with Constant Coefficients

Example: Solve the differential equation:

d2y 2 3 x
.
 y  10  5 x  x  16e
dx2

Solution:

 2  1  0    1  yh  Ae x  Be  x .
d 2 yp
y p  Cx 2  Dx  E  Fe 3 x   2C  9 Fe 3 x .
dx2
 C  5, D  1, E  0, F  2.
 y  yh  y p  5 x 2  x  2e 3 x  Ae x  Be  x .

CA2123 Engineering Methods ➢ 20

 Summary

Different real roots

For the homogeneou s differenti al equation
d2y dy
a 2  b  cy  0
dx dx
Basic property : If y1 and y 2 are two solutions, then y  c1 y1  c2 y 2 is also
a solution for any arbitrary constants c1 and c2 .
2
dy d y
Make a trial solution of the form y  Aex , then  Aex and 2
 A 2 x
e
dx dx
 aA 2 ex  bAex  cAex  0  a 2  b  c  0    1 and    2

We have two solutions y  Ae x and y  Be x of the differenti al equation.

1 2

Thus the general solution is y  Ae x  Be x .

1 2

CA2123 Engineering Methods ➢ 21

 Summary

Complex roots

d2y dy
Consider the differential equation 2
 2  2y  0
dx dx
Set y  eαx  α 2  2α  2  0  α1  1  i, α2  1  i.

Then the general solution is y  Ae(1i )x  Be(1-i )x  

y  e x Aeix  Be-ix 
 e x  A  cos x  i sin x   B  cos x  i sin x    e x  c1 cos x  c2 sin x 

where c1  A  B and c2  i  A  B  are still arbitrary constants.

CA2123 Engineering Methods ➢ 22

 Summary

Repeated roots

d2y dy
For the differential equation a 2  b  cy  0
dx dx

a  α  α1   0
x 2
Set y  e  aα  bα  c  0
2


   1 and   1

y   Ax  B  eα1x

CA2123 Engineering Methods ➢ 23

 Summary

Non-Homogeneous Second Order Differential Equations

Examine the solution of the second order linear differenti al equation
d2y dy
a 2  b  cy  f x  (1)
dx dx
in which a, b and c are constants, but f x  is not identically equal to zero.
Equation (1) is not homogeneou s because y  0 is not a solution.

If f x   0, Eq. (1) is reduced to the correspond ing homogeneou s equation

d2y dy
a 2  b  cy  0 (2)
dx dx
Definition
The general solution of the non - honogeneou s equation (1) is a solution of the form
y x   yh x   y p x 
where yh x  is a general solution of the homogeneou s equation (1) and y p x  is any
particular solution of Eq. (2)
CA2123 Engineering Methods ➢ 24
 Summary

A method to find y p  x  is to make a guess

(a) f x  is a constant k Trial solution : y  

(b) f x  is a polynomial Trial solution : polynomial form

(c) f x   p sin kx  q cos kx Trial solution : y   sin kx   cos kx

(d) f x   p sinh kx  q cosh kx Trial solution : y   sinh kx   cosh kx

(e) f x   pex Trial solution : y  Aex

CA2123 Engineering Methods ➢ 25

 Case studies in structural engineering
A simply supported beam of length L and flexural rigidity
Example:
EI supports a distributed load w. Solve the differential
4
equation EI d y
4
 w under boundary conditions:
dx
y  0   0, y  0   0; y  L   0, y  L   0

Solution:
d4y d4y x w  ky  kw0 sin
x
EI 4  w  EI 4  ky  kw0 sin L
dx dx L y

d4y x
 EI 4  ky  kw0 sin
dx L
d4y x  4 k 
 4
  y   w0 sin
4 4
  
dx L  EI 
CA2123 Engineering Methods ➢ 26
 Case studies in structural engineering

4
d y
Let yyhh  ee .
rtrx
Substituting yh  e into
rx
4
  4
y0
dx

yields r4  4  0  r 2

 2 r2  2  0 
 r1   , r2   , r3  i , r4  i

yh  c1e x  c2e  x  c3ei x  c4e i x . Note that

eeiixx  cos x  isin

sinxx, , eeiixx  cos
cosxx  isin
sinxx

yh  c1e x  c2e  x  d1 cos  x  d 2 sin  x,

 d1 d1c3cc3 4, cd4 2, d 2c3ic43  c4 

where
CA2123 Engineering Methods ➢ 27
 Case studies in structural engineering

x x
Let y p  A sin  B cos . Substituting y p into the equation yields
L L
   4  x   
4
 x x
  
A   4
A  sin    
B   4
B  cos   4
w0 sin
  L   L   L   L L

L4 4 w0 L4 4 w0 x
A 4 4 4 , B0  y p  4 4 4 sin
 L  L L

x  x L4 4 w0 x
y  yh  y p  c1e  c2e  d1 cos  x  d 2 sin  x  4 4 4 sin
 L L

x  x  L4 4 w0 x
y  c1 e  c2 e  d1 sin  x  d 2 cos  x  cos
L  L
4 4 4
L

CA2123 Engineering Methods ➢ 28

 Case studies in structural engineering
 x  x   
2
L4 2 w0 x
y    c1e  c2e  d1 cos  x  d 2 sin  x    4 4 4 sin
2

 L
    L  L
 
x  0 , y  0 , y  0; x  L, y  0, y  0

 y  0   0 c1  c2  d1  0  d1  0
    
 y  0   0 c1  c2  d1  0 c1  c2  0

 y  L   0 c1e L  c2 e  L  d 2 sin  L  0
   L
 y  L   0
 L
c
1 e  c2 e  d 2 sin  L  0

 d2  0  c1  c2  0
  L  L
,  L  L
 c1  c2  0
c1e  c2 e  0 c1e  c2e  0
L4 4 w0 x
 y  4 4 4 sin
 L L
CA2123 Engineering Methods ➢ 29
 Assignment 7

1. Determine the solutions of the following differential equations

d2y dy d2y dy
(a) 2
 7  12 y  0 ; (b) 2
 3  2 y  0, y 0  2 and y' 0   1
dx dx dx dx

2. Determine the general solution of the following differential equations

d2y dy d2y dy
(a) 3 2  2  y  x  1 ; (b)  5  4 y  4 x 2
 2x  4 .
dx dx dx 2 dx

Due Date: 30 Oct 2017

CA2123 Engineering Methods ➢ 30