Matemáticas para la Ingeniería 3

Theme 6: Higher Order Differential Equations

Francisco Rodríguez Sánchez
Universidad de Málaga

The order of an ordinary differential equation is the largest derivative n in the equation

F ( x, y, y0 , . . . , y(n ) = 0.

The Cauchy problem of order n consist to find a solution to

 
y(n = f x, y0 , y00 , . . . , y(n−1


 y ( x0 ) = y0
 0
y ( x0 ) = y00


..


 .
( n −1

 ( n −1
y ( x0 ) = y0

Similar to the first order case, it is possible to prove that the Cauchy problem has only one
∂f ∂f ∂f
solution if f is continuous and all the partial derivatives ∂y , ∂y0 , …, ∂y(n−1 are continuous.

1 Reducing the order of an ODE

Sometimes it is possible to reduce the order of an ODE of order n to an equivalent ODE of
order less than n.

Equations of the form F(x, y(k , y(k+1 , . . . , y(n ) = 0. We make the change to the variable
u = y(k .

Example 1.1. Compute y00 + 1x y0 = 3x.

The change u = y0 reduces the order to the first order equation u0 + 1x u = 3x. Hence

c1 x3
y0 = u = x2 + =⇒ y = + c1 ln x + c2
x 3

1
Equations in the form F(y, y0 , y00 , . . . , y(n ) = 0. The independent variable does not ap-
pear. Let’s consider the function: p(y) = y0 , then we have
y0 = p
dp dp dy dp
y00 = = =p
dx dy dx dy
 2
dy00 dy00 d2 p d2 p
 
000 dp dp dp
y = = p= +p 2 p= p + p2 2
dx dy dy dy dy dy dy
..
.
Example 1.2. The second order ODE y00 + (y0 )2 = 2y0 e−y changes to
dp dp
p + p2 = 2pe−y =⇒ + p = 2e−y (First order linear)
dy dy
with solution
ey
Z
0 −y
p = y = (2y + c1 )e =⇒ dy = x + c2
2y + c1
Note: We don’t know how to calculate last integral.

F is homogeneous for dependent variables. In these cases, we know that

F ( x, λy, λy0 , . . . , λy(n ) = λk F ( x, y, y0 , . . . , y(n ).
R

We change the variable z = z( x ) so that y = exp z dx , then
Z 
y = exp z dx
Z 
0
y = z exp z dx
Z  Z  Z 
y00 = z2 exp z dx + z0 exp z dx = (z2 + z0 ) exp z dx
Z 
000 3 0 00
y = (z + 3z z + z ) exp z dx
..
.
The new ODE is obtained by replacing in the equation
R R R  R k
F ( x, e z dx , z e z dx , (z2 + z0 )e z dx . . . ) = e z dx F ( x, 1, z2 + z0 , . . . ) = 0

which produces a lower order equation.

Example 1.3. For computing y y00 + (y0 )2 = 0 we use the previous change of variable and
we obtain the next equation
1
z2 + z0 + z2 = 0 =⇒ z0 + 2z2 = 0 =⇒ −z−2 z0 = 2 =⇒ = 2x + c1 .
z
R
1
 
ln(2x +c1 )
 √
Therefore y = exp 2x +c1 dx = exp 2 + k = c2 2x + c1 .
Note.- Observe that this equation could be solved differently
d y2
y y00 + (y0 )2 = 0 =⇒ yy0 = 0 =⇒ yy0 = c1 =⇒


= c1 x + c2
dx 2
y2 = 2c1 x + 2c2 (equivalent to the above solution)

2
2 Linear Ordinary Differential Equations
A linear ODE of order n is
a 0 ( x ) y ( n + a 1 ( x ) y ( n −1 + · · · + a n −1 ( x ) y 0 + a n ( x ) y = p ( x ) (1)
where a0 ( x ), a1 ( x ), . . . , an ( x ) and p( x ) are functions of x (independent of y). If p( x ) = 0
then it is a homogeneous linear ODE.

Initial Value Problems

An initial value problem, or more simply PVI, associated with a linear differential equation
is as follows:
(
a 0 ( x ) y ( n + a 1 ( x ) y ( n −1 + · · · + a n −1 ( x ) y 0 + a n ( x ) y = p ( x )
(2)
y ( x 0 ) = y 0 , y 0 ( x 0 ) = y 1 , . . . , y ( n −1 ( x 0 ) = y n −1
where x0 is a value of an interval I over which the function y( x ) is defined. For a second
order PVI, a solution curve must pass through the point ( x0 , y0 ) and have a slope of y1 at
this point.
A sufficient condition for the existence and uniqueness of a solution of a PVI is given by
the following theorem.
Theorem 2.1 (Existence and Uniqueness for PVI). Given the PVI of (2), let a0 ( x ), a1 ( x ), …,
an ( x ) and p( x ) be continuous functions on an interval I, and let a0 ( x ) 6= 0 for all x in the interval.
Under these conditions there exists a solution y( x ) of the PVI in the interval I and moreover it is unique.
Proof. Omitted

Boundary Problems
Sometimes a type of problems different to the initial values problems might be interesting.
It is said that a differential equation involves a boundary problem if it is of the form:


 a 0 ( x ) y ( n + a 1 ( x ) y ( n −1 + · · · + a n −1 ( x ) y 0 + a n ( x ) y = p ( x )

0 ( n −1 ( x

α1,1 y( x0 ) + α1,2 y ( x1 ) + · · · + α1,n y n −1 ) = β 1


. (3)

 ..


 α y ( x ) + α y 0 ( x ) + · · · + α y ( n −1 ( x ) = β
n,1 0 n,2 1 1,n n −1 n

where the n values x0 , x1 , . . . , xn−1 are in the domain of the solutions y and αi,j , β i are con-
stants.
A boundary problem could have no solution or unique or several or infinity solutions.
Example 2.2. It is easy to check that the lineal equation x 00 + 16x = 0 has as general solution
the family
x (t) = c1 cos 4t + c2 sin 4t
with c1 , c2 arbitrary real numbers. The following boundary problems have different solu-
tions.
(
x 00 + x 0 = 0
1.
has infinity solutions.
x (0) = 0, x π2 = 0
(
x 00 + x 0 = 0
2.
has unique (trivial) solution.
x (0) = 0, x π8 = 0
(
x 00 + x 0 = 0
3.
has no solution.
x (0) = 0, x π2 = 1

3
3 General Solution for a Linear ODE
The adjective linear comes from the fact that the solutions of a homogeneous equation form
a vector subspace of the vector space of (sufficiently) derivable functions.
Proposition 3.1. If y1 , y2 , . . . , yk are solutions of the homogeneous linear differential equation
a0 ( x )y(n + a1 ( x )y(n−1 + · · · + an−1 ( x )y0 + an ( x )y = 0, then any linear combination of these
∑ik=1 ci yi is another solution.
Proof. Straight from the linearity of the derivatives.

Solutions of the non homogeneous linear ODEs are obtained by translation of the sub-
space of solutions of the associated homogeneous equation.
Proposition 3.2. Let y p be a particular solution of a linear differential equation (1),

a 0 ( x ) y ( n + a 1 ( x ) y ( n −1 + · · · + a n −1 ( x ) y 0 + a n ( x ) y = p ( x ),

and yh a general solution for the associated homogeneous linear ODE,

a0 ( x )y(n + a1 ( x )y(n−1 + · · · + an−1 ( x )y0 + an ( x )y = 0,

then the general solution is y = y p + yh .

Proof.

a0 ( x )(y p + yh )(n + a1 ( x )(y p + yh )(n−1 + · · · + an−1 ( x )(y p + yh )0 + an ( x )(y p + yh ) =

 
(n ( n −1
= a0 ( x )y p + a1 ( x )y p + · · · + an−1 ( x )y0p + an ( x )y p +
 
(n ( n −1
a0 ( x ) y h + a1 ( x ) y h + · · · + an−1 ( x )y0h + an ( x )yh =
= p( x ) + 0 = p( x )

3.1 Second Order Linear ODEs

Considering the Theorem 2.1, a second order linear equation can be written in the form
y00 + a( x )y0 + b( x )y = p( x ). By the previous proposition 3.2, if we know a particular
solution, we only need to solve the associated homogeneous equation

y00 + a( x )y0 + b( x )y = 0.

We assume that we have y1 , y2 two solutions of the homogeneous equation satisfying

the same initial conditions y( x0 ) = y0 and y0 ( x0 ) = y00 , so, by proposition 3.1, for any two
constants c1 and c2 ,

c1 y1 ( x0 ) + c2 y2 ( x0 ) = y0
c1 y10 ( x0 ) + c2 y20 ( x0 ) = y00

and this system has a unique solution when the following determinant, called Wronskian,
is non-zero
y1 ( x0 ) y2 ( x0 )
W (y1 , y2 )( x0 ) = 6= 0.
y10 ( x0 ) y20 ( x0 )

y1 ( x ) y2 ( x )
The pair of two non-zero solutions y1 , y2 such that W (y1 , y2 ) = 6= 0 is
y10 ( x ) y20 ( x )
called Fundamental System of Solutions.

4
Proposition 3.3. {y1 , y2 } is a fundamental system of solutions if and only if they are linearly inde-
pendent.

Proof. If y1 , y2 are linearly dependent, there exist constants c1 , c2 such that c1 6= 0 or c2 6= 0

and
c1 y1 + c2 y2 = 0 =⇒ c1 y10 + c2 y20 = 0.
(
αy1 + βy2 = 0
Hence the linear system has a non-trivial solution c1 , c2 , so the Wron-
αy10 + βy20 = 0
skian is zero.
Conversely,

y20 y0
W (y1 , y2 ) = 0 =⇒ y1 y20 − y2 y10 = 0 =⇒ = 1 =⇒ y2 = ky1
y2 y1

and they are linearly dependent.

For all the above reasons, if {y1 , y2 } is a fundamental system of solutions of a second
order homogeneous linear ODE, then the general solution is

y = c1 y1 + c2 y2 , with c1 , c2 constants.

Example 3.4. The homogeneous linear equation x2 y00 − 2xy0 + 2y = 0 has solutions y = x,
y = x2 . The Wronskian

x x2
W ( x, x2 ) = = x2
1 2x

is not zero. Therefore { x, x2 } is a fundamental system of solutions and the general solution
is y = c1 x + c2 x2 .

3.2 Homogeneous Linear ODEs with constant coefficients

Supposing that the equation is in the form

y00 + ay0 + by = 0 ≡ ( D2 + aD + b)y = 0, with a, b real constants

the polynomial λ2 + aλ + b is called Characteristic polynomial. We know that there are always
two complex roots r, s (which may be the same or different).

Theorem 3.5. Let r, s be the roots of the characteristic polynomial of the homogeneous linear equation
y00 + ay0 + by = 0, then

1. If r 6= s, then {erx , esx } is a fundamental system of solutions.

2. If r is the unique (double) solution, then {erx , xerx } is a fundamental system of solutions.

Proof. In the first case, function erx is solution (similar to esx ), because, for example

( D − r )( D − s)erx = ( D − r )(rerx − serx ) = r2 erx − r2 erx − rserx + rserx = 0.

Moreover {erx , esx } is a fundamental system because

erx esx
W (erx , esx ) = = ( s − r ) e (r + s ) x 6 = 0
rerx sesx

5
 In the second case, xerx is solution
( D − r )2 ( xerx ) = ( D − r )(
xre
rx
+ erx − 
rxe
rx
) = rerx − rerx = 0
and
erx xerx 1 x
W (erx , xerx ) = = e2rx = e2rx 6= 0,
rerx rx
xre + e rx r xr + 1
which prove the theorem.
From what we have seen so far, the general solution is as follows
y = c1 erx + c2 esx or y = (c1 + c2 x )erx .
Corollary 3.6. In case of non real roots α ± iβ, the set {eαx cos βx, eαx sin βx } is a fundamental
system of solutions.
Example 3.7 (Simple Harmonic Motion). It is typified by the motion of a mass m in a spring
when it is subject to a linear elastic restoring force F given by Hooke’s Law F = −kx, being
k a constant that depends on spring and x the distance on time t.

y = L cos ωt

Idle state
2π
T= 2T
L ω

−L
m

The equation is
mx 00 (t) = −kx (t)
which is a homogeneous linear ODE of second
order.q   q 
The characteristic polynomial λ + m = λ − i mk
2 k
λ + i mk = (λ − iω )(λ +
q
iω ), where ω = mk . So the solution is
x (t) = c1 cos ωt + c2 sin ωt
Considering the initial conditions x (0) = L and vi = x 0 (0) = 0, then
(
L = c1 cos 0 + c2 sin 0
=⇒ c1 = L, c2 = 0.
0 = −c1 ω sin 0 + c2 ω cos 0
Hence
x (t) = L cos ωt,

3.3 Second order non homogeneous linear ODEs with constant coefficients
As can be seen from the proposition 3.2, if the general solution yh of the associated homo-
geneous equation is known, then for the solution of the non-homogeneous linear equation
y00 + ay0 + by = p( x )
we need to find a particular solution y p . So the general solution is
y = y p + yh .
There are several methods for finding a particular solution, but only will be seen two of
them.

6
Indeterminate coefficients method.
It consists of searching for a particular solution ‘similar’ to the function p( x ), trying to find
some undefined coefficients. For example, if p( x ) is a second degree polynomial, we will
look for another polynomial of degree 2 (maybe higher) y p = Ax2 + Bx + C with indeter-
minate coefficients A, B, C.

Example 3.8. For solving the equation y00 + 3y0 + 2y = x, first we find a general solu-
tion for the associated homogeneous through the characteristic polynomial λ2 + 3λ + 2 =
(λ + 1) (λ + 2), then
yh = c1 e− x + c2 e−2x .
For finding a particular solutions, we suppose y p = Ax + B (because ( x ) is a polynomial of
first grade). So

( Ax + B)00 + 3( Ax + B)0 + 2( Ax + B) = x
3A + 2Ax + 2B = x
A = 12
 
2A = 1
=⇒
3A + 2B = 0 B = − 34

The general solution for the non homogeneous is

1 2
y = y p + yh = x − + c1 e− x + c2 e−2x .
2 4
You should know that sometimes it is not possible to find particular solutions in the
same form as p( x ).

Example 3.9. Equation y00 + y0 = x has not particular solution as a polynomial of first
order Ax + B

( Ax + B)00 + ( Ax + B)0 = x =⇒ B = x

and this is impossible because B is a constant.

You can check that there is a particular solution in the form of a polynomial of second
grade y p = Ax2 + Bx

A = 1
2 00 2 0
( Ax + Bx ) + ( Ax + Bx ) = x =⇒ 2A + 2Ax + B = x =⇒ 2
 B = −1

Therefore
1 2
y= x − x + c1 e − x + c2
2
is the general solution.

Table 1 gives a list of proposed particular solutions depending the second term p( x ) in
the non homogeneous linear equations.

Example 3.10. Integrate the ODE 2y00 − y0 − y = x2 e x .

Factoring the characteristic polynomial 2λ2 − λ − 1 = 2(λ − 1)(λ + 12 ), then
√
y h = c1 e x + c2 e − x

7
 Table 1: Pm ( x ) and Qm ( x ) represent polynomials of grade m.

Roots of charact. Form of the particular solution

p( x ) is in the form
polynomial (k = max(m, n))
λ = 0 is not a root Qm ( x )
Pm ( x ) λ = 0 is a root
x s Qm ( x )
with multiplicity s
λ = r is not a root erx Qm ( x )
erx Pm ( x ) λ = r is a root with
x s erx Qm ( x )
multiplicity s
λ = ±iα is not a
P̄k ( x ) cos αx + Q̄k ( x ) sin αx
Pm ( x ) cos αx + Qm ( x ) sin αx root
λ = ±iα is a root x ( P̄k ( x ) cos αx + Q̄k ( x ) sin αx )
λ = β ± iα is not a
P̄k ( x ) cos αx + Q̄k ( x ) sin αx
e βx ( Pm ( x ) cos αx + Qm ( x ) sin αx ) root
λ = β ± iα is a root x ( P̄k ( x ) cos αx + Q̄k ( x ) sin αx )

Now we look for a certain solution y p = xe x ( Ax2 + Bx + C ) according to the above Table 1,

2( xe x ( Ax2 + Bx + C ))00 − ( xe x ( Ax2 + Bx + C ))0 − xe x ( Ax2 + Bx + C ) = x2 e x

e x (9Ax2 + (12A + 6B) x + (4B + 3C )) = x2 e x
A = 19 
 
9A = 1 
12A + 6B = 0 =⇒ B = − 29
4B + 3C = 0 8
C = 27
 
 3
2x2 8x x

x
yp = − + e
9 9 27

and

x3 2x2 8x
 √
y = y p + yh = − + + c1 e x + c2 e − x
9 9 27

Remark. This method does not work with equations where the independent term is a func-
tion such as
1
ln x, , tan x, arccos x, etc.
x
.

Variation of constants method.

It is possible use the general solution for the associated homogeneous equation yh = c1 y1 +
c2 y2 in order to try to find a particular solution of the non homogeneous linear equation of
the form y p = C1 y1 + C2 y2 , varying the constants for functions C1 = c1 ( x ) and C2 = c2 ( x ).

y0p = (C1 y1 + C2 y2 )0 = (C10 y1 + C20 y2 ) + (C1 y10 + C2 y20 )

To make the second derivative of y p , we don’t want to involve the second derivatives of
functions C1 and C2 , hence impose

C10 y1 + C20 y2 = 0 (4)

and the second derivative is

y00p = (C1 y10 + C2 y20 )0 = (C1 y100 + C10 y10 ) + (C2 y200 + C20 y20 ).

8
Now applying y p is solution, we have

(C1 y100 + C10 y10 ) + (C2 y200 + C20 y20 ) + a C1 y10 + C2 y20 + b(C1 y1 + C2 y2 ) = p( x )

C1 (y100 + ay10 + by1 ) +C2 (y200 + ay20 + by2 ) +C10 y10 + C20 y20 = p( x )
| {z } | {z }

=
0 0
C10 y10 + C20 y20 = p( x ) (5)

Joining equations (4) and (5) we obtain the system

C10 y1 + C20 y2 = 0


C1 y10 + C20 y20 = p( x )

0

which has solution because Wronskian W (y1 , y2 ) 6= 0. Last, making integration we obtain
C1 and C2 , thus y p .
Best way to understand this method, as usually, is solving exercises.

Example 3.11. We are going to use this method of variation of constants to solve the same
2
problem that Exercise 3.10, 2y00 − y0 − y = x2 e x .
1
By characteristic polynomial, yh = c1 e x + c2 e− 2 x . The particular solution y p = C1 e x +
1
C2 e− 2 x , gives the linear system
1
C10 e x + C20 e− 2 x = 0
)
1 2
C10 e x + C20 − 12 e− 2 x = x2 e x

1
ex e− 2 x 1 12 x 1 3
√
with Wronskian W = 1 = − e − e 2x = − e x . Cramer’s method for
2 2
e x − 2 e− 2 x
1

solving linear systems gives

1
0 e− 2 x
x2 x 1 2√
0 2 e − 12 e− 2 x − x2 e x x2
Z 2
x x3
C1 = √ = √ = =⇒ C1 = dx =
− 32 e x − 32 e x 3 3 9
ex 0
x2 x x2 2x
ex e 2 e x2 √ 3x
C20 = 3
√2 = √ =− e =⇒
− 2 ex − 32 e x 3

3x
x2 √ 3x 18x2 − 24x + 16 e 2
Z
=⇒ C2 = − e dx = − .
3 81
Therefore, the general solution of the non homogeneous equation is
 3
2x2 8x 16

x x
y= − + − + c1 e x + c2 e − 2
9 9 27 81

9
Example 3.12 (Application of Fourier Series. RLC circuit).

An RLC circuit is an electrical circuit con-

R L
sisting of a resistor R, an inductor L and a
capacitor C, connected in series (or in paral-
I lel). It knows that these circuits are governed
+ by the following linear differential equation
− E C of second order with constant coefficients

∂2 q ∂q 1
L + R + q = E(t)
∂t2 ∂t C
With the notation we have seen in the previous chapter, we express this equation of the
form ax 00 + bx 0 + cx = f (t) with a, b, c positive real numbers. Solutions x = x p + xh of this
EDO are depending of the roots λ1 , λ2 of characteristic polynomial aλ2 + bλ + c, then
1. λ1 6= λ2 are negative real numbers and xh = k1 eλ1 t + k2 eλ2 t .

2. λ = λ1 = λ2 is a unique negative double root and xh = (k1 t + k2 )eλt .

3. λ = α ± iβ complex roots. Necessarily α is negative and xh = eαt (k1 cos βt +

k2 sin βt).
Observe that limt→∞ xh = 0 in the three cases.
Now, for a particular solution, we assume f (t) is T-periodic admitting a Fourier series
expansion, f (t) = ∑∞n=−∞ cn e
inωt with ω = 2π . For each adding c einωt of this series
T n
cn einωt
we obtain (by variation of constants) a particular solution x pn = a(inω )2 +b(nωi )+c
. Calling
1
Y (s) = as2 +bs+c
the function of system transfer, the particular solution is a T-periodic function
∞
xp = ∑ cn Y (nωi )einωt .
n=−∞

Finally, observe that the general solution of the system is xh + x p → x p if t → ∞, therefore

x p is a good approximation to the solution when time t is big. Hence, x p is the stationary
state of the system and xh is the transitory state.

4 Linear ODEs of order n

Similar to the second order equations, they can be written in the form

y ( n ) + a 1 ( x ) y ( n −1) + · · · + a n ( x ) y = p ( x )

with every ai ( x ) and p( x ) functions depending of x.The associated homogeneous equation

will be written y(n) + a1 ( x )y(n−1) + · · · + an ( x )y = 0.
The system of n nonzero solutions y1 , y2 , . . . , y : n which have Wronskian

y1 y2 . . . yn
y10 y20 . . . y0n
W ( y1 , y2 , . . . , y n ) =
... ...
6= 0
(n) (n) (n)
y1 y2 . . . yn

is called Fundamental System of Solutions.

Proposition 4.1. {y1 , y2 , . . . , yn } is a fundamental system of solutions if and only if they are lin-
early independent.

10
 If {y1 , y2 , . . . , yn } is a fundamental system of solutions of a homogeneous linear ODE,
then the general solution is

y = c1 y1 + c2 y2 + · · · + cn yn , with ci constants.

4.1 Homogeneous Linear ODEs with constant coefficients

We suppose that the equation is in the form

y(n) + a1 y(n−1) + · · · + an y = 0 ≡ ( D n + a1 D n−1 + · · · + an )y = 0, with ai constants.

The characteristic polynomial is p(λ) = λn + a1 λn−1 + · · · + an . We know that there are

always n complex roots ri (equal or different). Now, we can distinguish between different
situations of roots to construct a fundamental system of solutions:

• If r is simple root of p(λ), we consider the function erx .

• If r is a doble root of p(λ), we consider the functions erx and xerx .

• In general, if r is a root of p(λ) with multiplicity k, we consider the set of functions

{erx , xerx , x2 erx , . . . , x k−1 erx }.
All this functions establish a fundamental system of solutions and provide a general solution
for the homogeneous linear ODE.

Example 4.2. Find the general solution of y(4) − 5y00 + 4y = 0.

The characteristic polynomial is p(λ) = λ4 − 5λ2 + 4 = (λ − 2)(λ + 2)(λ − 1)(λ + 1).
It has four simple roots, then the general solution is

y = c1 e2x + c2 e−2x + c3 e x + c4 e− x .

Example 4.3. Find the general solution of y(4) − 8y00 + 16y = 0.

The characteristic polynomial is p(λ) = λ4 − 8λ2 + 16 = (λ − 2)2 (λ + 2)2 . It has two
real doble roots r1 = 2 and r2 = −2, then the general solution is

y = (c1 + c2 x )e2x + (c3 + c4 x )e−2x .

Example 4.4. Find the general solution of y(4) − 2y000 + 2y00 − 2y0 + y = 0.
The characteristic polynomial is p(λ) = λ4 − 2λ3 + 2λ2 − 2λ + 1 = (λ − 1)2 (λ2 + 1).
It has a real doble roots r1 = 1 and two non real simple roots r2 = i, r3 = −i, then the
general solution is

y = (c1 + c2 x )e x + c3 eix + c4 e−ix =

= (c1 + c2 x )e x + d1 cos x + d2 sin x.

Example 4.5. Find the general solution of y(4) + 8y00 + 16y = 0.

2
The characteristic polynomial is p(λ) = λ4 + 8λ2 + 16 = λ2 + 4 . It has two non
real doble roots r1 = 2i, r2 = −2i, then the general solution is

y = c1 e2ix + c2 xe2ix + c3 e−2ix + c4 xe−2ix =

= c1 cos 2x + ic1 sin 2x + c2 x cos 2x + ic2 x sin 2x +
+ c3 cos(−2x ) + ic3 sin(−2x ) + c4 x cos(−2x ) + ic4 x sin(−2x ) =
= (d1 + d2 x ) cos 2x + (d3 + d4 x ) sin 2x.

11
4.2 Non homogeneous linear ODEs with constant coefficients
A particular solution is solved in a similar way as the case of second-order equations. Meth-
ods of indeterminate coefficients and variation of constants are valid for equations of order
higher than two.

5 Cauchy-Euler Equation
As we have seen, linear equations with constant coefficients all have a solution method. Linear
equations with variable coefficients (functions), on the other hand, have no method for solving them,
and some of them are even integrated by series expansion. An exception to this fact are the so-called
Cauchy-Euler equations:
Definition 5.1. A Cauchy-Euler equation is a linear ODE of the form:
a0 x n y(n + a1 x n−1 y(n−1 + · · · + an−1 xy0 + an y = p( x ),
with a0 , a1 , . . . , an are constants real numbers.

5.1 Solutions for Homogeneous Equations

To solve them, as we saw above, we make use of the associated homogeneous equation
a0 x n y(n + a1 x n−1 y(n−1 + · · · + an−1 xy0 + an y = 0.
According to the theorem 2 on page 3, no unique solution is guaranteed in intervals in which a0 x n =
0, so we will seek solutions in the interval (0, inf).
We are going to describe a method for second order equations. Higher order ones are solved in
similar way.
To determinate a solution for
ax2 y00 + bxy0 + cy = 0 (6)
To find a solution of the form y = xm ,
where m is a number just to be determined, we substitute into
the equation for obtaining the auxiliary polynomial equation
 
a m (m − 1) x m + b mx m + cx m = 0 =⇒ a m2 + (b − a)m + c x m = 0 ∀ x, then
a m2 + ( b − a ) m + c = 0
and its solutions, r and s, determinate the fundamental system of solutions.
Proposition 5.2. Considering the homogeneous second order equation (6) and r, s roots of the auxiliary poly-
nomial
p(λ) = aλ2 + (b − a)λ + c
we have the following cases:
1. r 6= s: Then { xr , x s } is a fundamental system. In case of non real solution r, s = α ± iβ, then a
fundamental system is { x α cos( β ln x ), x α sin( β ln x )}.
2. r = s: Then { xr , xr ln x } is a fundamental system.

Proof.
1. For proving that { xr , x s } is a fundamental system only check that the Wronskian
xr xs
W ( xr , x s ) = = (s − r ) xr+s−1 6= 0.
rxr−1 sx s−1
It is obvious c1 xr + c2 x s are solutions of (6), and moreover is r, s are not real, then x α±iβ =
x α e±iβ ln x , β 6= 0, therefore
c1 x α+iβ + c2 x α−iβ = c1 x α (cos( β ln x ) + i sin( β ln x )) + c2 x α (cos( β ln x ) − i sin( β ln x ))
= (c1 + c2 ) x α cos( β ln x ) + (c1 i − c2 i ) x α sin( β ln x )
= k1 x α cos( β ln x ) + k2 x α sin( β ln x )

12
 −b . We let as an exercise to check that y = x r ln x is
2. From (b − a)2 = 4ac, the root is r = a2a
another solution of (6) and the Wronskinano W ( xr , xr ln x ) 6= 0.

Example 5.3. Solve the following boundary problem:

(
x2 y00 + 5xy0 + 4y = 0
y(1) = 1, y(e) = 0.

Obtaining the auxiliary equation from solution y = x m :

m(m − 1) x m + 5mx m + 4x m = (m2 + 4m + 4) x m = 0

therefore the auxiliary polynomial is

λ2 + 4λ + 4 = (λ + 2)2

and the general solution is

c1 + c2 ln x
y = c1 x −2 + c2 x −2 ln x = , for x > 0.
x2
The boundary conditions give us the algebraic equations
(
c1 + c2 0
12
=1
c1 + c2 1
e2
=0

and hence the solution to the problem for x > 0 is

1 − ln x
y= .
x2

Homogeneous Cauchy-Euler equations with order bigger than two

The same methodology is followed, but the polynomial degree increases.

Example 5.4. Find a fundamental system of solutions for the ODE

x3 y000 + 5x2 y00 + 7xy0 + 8y = 0.

In this case, the solution y = x m forces

 
(m(m − 1)(m − 2) + 5m(m − 1) + 7m + 8) x m = m3 + 2m2 + 4m + 8 x m = 0,

hence the auxiliary polynomial is

λ3 + 2λ2 + 4λ + 8 = (λ + 2)(λ2 + 4)

and the fundamental system of solutions is

n o
x −2 , cos(2 ln x ), sin(2 ln x ) .

5.2 Solutions for Non Homogeneous Equations

The general solution is in the form y = y p + yh . Usually, in order to find a particular solution, apply
the variation of constants method to the equivalent equation y00 + P( x )y0 + Q( x )y = g( x ).

Example 5.5. Solve the equation xy00 − 4y0 = x5 .

This equation is equivalent to the Cauchy-Euler

x2 y00 − 4xy0 = x6 .

13
The associated homogeneous is solved from the auxiliary polynomial p(λ) = λ2 − 5λ = λ(λ − 5),
therefore
yh = c1 + c2 x5 , for x > 0.
In the order hand, as for x>0suming y p = C1 ( x ) + C2 ( x ) x5 , and the equivalent equation

4 0
y00 − y = x4
x
we need to solve the following system
( ( 5
( 6
C10 + C20 x5 = 0 C10 = − x5 x
C1 = − 30
=⇒ =⇒
C10 · 0 + 5C20 x4 = x4 C20 = 15 x
C2 = 5

x 6 x6 x6
and so y p = − 30 + 5 = 6 . Finally

x6
y = c1 + c2 x 5 + , for x > 0.
6

5.3 An alternative way: reducing to a constant coefficient equation

The general solution of the homogeneous Cauchy-Euler equations can be expressed to other form

y = c1 xr + c2 x s = c1 er ln x + c2 es ln x ,

and it suggests the change of variable t = lnx ⇐⇒ x = et for x < 0. This change turns the
Cauchy-Euler equation into a constant coefficients one.

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Exercises
Exercise 1
Reduce the order and solve, if possible, the following differential equations:
a) y00 = (y0 )2 − y(y0 )3 . b) y000 = (y00 )2 .
1
c) x2 y00 = (y0 )2 − 2xy0 + 2x2 . d) y(5 − y(4) = 0.
x
e) y00 − y0 tan x = 1
2 sin 2x. f) yy − (y0 )2 = 6xy2 .
00

Solutions:
y2
a) y = −c1 e−y + 2 − y = x + c2 . b) y = − (c1 + x ) ln (c1 + x ) + x + c2 x + c3 .
x2 ln(c1 x −1) x c2 3 c3 2
c) y = 2 − c21
− c1 + c2 . d) y = c1 e x + 6x +
+ c4 x + c5 .
2x

e) y = − x+sin6x cos x + c1 ln(sec x + tan x ) + c2 . f) y = exp x3 + c1 x + c2 .

Exercise 2
The non-free fall of a solid through a fluid (e.g. air) with friction can be modelled by the
differential equation

mx 00 = mg − kx 0

where x = x (t) is the height of the solid as a function of time and constants: m is the mass
of the solid, g is gravity and k > 0 is a constant that depends on the fluid.
a) Calculate the function x assuming the solid starts from rest, x 0 (0) = 0, and height
x (0) = h.
b) What can you say about the falling speed x 0 as time t goes to infinity?
Solutions:
kt
gm2 e− m gmt g m2 gm
a) x = k2
+ k +h− k2
. b) v f = k .

Exercise 3
Answer the questions in the exercise 2 above if friction is proportional to the square of ve-
locity:

my00 = mg − k (y0 )2 .

Remark: This happens when the solid is heavy enough and fluid turbulence occurs.
Hint: Transform the equation to express it as a Riccati equation.

Exercise 4
Find the differential equation having as a set of solutions:
a) y = Ce x + De2x . b) yeCx = 1. c) y = Ax2 + Bx + C + D sin x + E cos x.

Exercise 5
Let {e x , cos x, sin x } be a fundamental system of solutions of a homogeneous linear dif-
ferential equation. Find the particular solution that satisfies the initial conditions y(0) =
3, y0 (0) = 4, y00 (0) = −1.

15
Exercise 6
All roots of characteristic polynomial of a higher order linear ODE are:

λ1 = 0 (single), λ2 = 2 (triple), λ3 = 1 + i, λ4 = 1 − i (both double)

Determine the general solution of that equation.

Exercise 7
Find the general solution of the ODE

(cos x − sin x )y00 + 2y0 sin x − (sin x + cos x )y = e x (cos x − sin x )2

knowing that y1 = sin x, y2 = e x are solutions of the associated homogeneous equation.

Solution: y = e x (sin x + cos x ) + c1 sin x + c2 e x .

Exercise 8
Integrate the following ODEs:
1
a) y00 − 3y0 + 2y = ( x2 + x )e2x . b) y00 + 3y0 + 2y = .
1 + ex
c) y(4) − y000 − 3y00 + 5y0 − 2y = 0. d) 2y00 + y0 − y = 0 con y(0) = y0 (0) = 1.
e) y00 − 2y0 + y = ln x. f) y00 + 5y0 + 6y = 3e−2x .
g) y000 + y0 = tan x.
h) y(4) − y = 8e x con y(0) = −1, y0 (0) = 0, y00 (0) = 1, y000 (0) = 0
Solutions:
 
a) y = 1 3
3x − 12 x2 + x + c2 e2x + c1 e x . b) e− x ln (e x + 1) + e−2 x ln (e x + 1) − e− x .
x
e− x
c) y = (c1 + c2 x + c3 x2 )e x + c4 e−2x . d) y = 4e2
3 − 3 . e) —
f) y = (3x + c1 )e−2x + c2 e−3x .
(sin x +1) ln(sin x +1)−sin x −1 sin x −1) ln(sin x −1)−sin x +1
g) y = − 2 +( 2 + c1 sin x − c2 cos x.
h) y = 2 sin x + cos x + (2x − 3)e x + e− x .

Exercise 9
Find the general solution of the Cauchy-Euler ODE x2 y00 − xy0 − 3y = 5x4 ,

a) using the change of variable x = et .

b) using the method described in the subsection 5.1 and 5.2.

Solution: y = x4 + c1 x3 + c2 1x .

Exercise 10
Solve the third order equation with initial conditions:
(
y000 = 3yy0
y(0) = 1, y0 (0) = 1, y00 (0) = 32 .

Solution: y = (2−4x)2 .

16