Chapter 4.

Higher-Order Differential
Equations

Le Cong Nhan

Faculty of Applied Sciences

HCMC University of Technology and Education

Ngày 26 tháng 1 năm 2022

Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations
Equations Ngày
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Contents

1 Theory of Linear
Linear Equations
2
Homogeneous Linear
Homogeneous Linear Equations with Constant
Constant Coefficients
Coefficients
Reduction of Order
Auxiliary Equation
3 Nonhomogeneous
Nonhomogene ous Linear Equations
Equations with Constant Coefficients
Coefficients
Method of Undetermined Coefficients
Method of Variation of Parameters
4 Cauchy-Euler Equations

5
Nonlinear Equations
6 Linear Models: Initial-Value
Initial-Value Problems
7 Linear Models: Boundary-Value
Boundary-Value Problems
8 Nonlinear Models
9 Solving
Solving Systems of Linear
Linear Equations
Equations
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations
Equations Ngày
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4.1 Theory of Linear Equations

The nth-order linear ODE

d ny d n −1 y dy
an (x ) n + an−1 (x ) n−1 + · · · + a1 (x ) + a0 (x )y = g (x ). (1)
dx dx dx

Second-order initial-value problems:

d 2y dy
Solve : a2 (x ) + a1 (x ) + a0 (x )y = g (x ),
dx 2 dx
Subject to : y (x0 ) = y0 , y  (x0 ) = y1 .
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations
Equations Ngày
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Second-order boundary-value problem

d 2y dy
Solve : a2 (x ) 2 + a1 (x ) + a0 (x )y = g (x ),
dx dx

Subject to : y (a) = y 0 , y (b) = y1 .

Hình: Second-order BVP

The general boundary conditions

A1 y (a) + B1 y  (a) = C1

A2 y (b ) + B2 y  (b ) = C2
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations
Equations Ngày
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Homogeneous Equations

A linear nth-order homogeneous differential equation is of the form

d ny d n −1 y dy
an (x ) n + an−1 (x ) n−1 + · · · + a1 (x ) + a0 (x )y = 0 . (2)
dx dx dx

Theorem 1 (Superposition principle)

Let y1 , y2 ,..., yk be solutions of the homogeneous nth-order differential equation
(2) on an interval I .Then the linear combination

y (x ) = c 1 y1 (x ) + c2 y2 (x ) + · · · + ck yk (x )
where the ci , i = 1 , 2, ..., k are arbitrary constants, is also a solution on the
interval.
Le Cong Nhan (Faculty of Applied Sciences HCMC University
Chapter of 4. Technology and Education)
Higher-Order Differential Equations
Equations Ngày
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