Higher Order Linear Differential

Equations
Prepared By-Rootvesh Mehta
1 Sci.& Hum.Dept. ,E.M.-3 19/07/2013
Basic concepts
Definition-
Differential Equation -- A differential equation
is an equation containing an unknown
function and its derivatives. Examples are


19/07/2013 Sci.& Hum.Dept. ,E.M.-3 2
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d
0
z z
x y
c c
+ =
c c
19/07/2013 Sci.& Hum.Dept. ,E.M.-3 3
Differential equations can be
classified in two parts
(1) Ordinary differential equations
(2) Partial differential equations
An Ordinary differential equation is an
equation which involves ordinary derivatives
is an example of O.D.E
A partial differential equation is an equation
which involves partial derivatives
Is an example of P.D.E
3 6
4
3
3
= +
|
.
|

\
|
+ y
dx
dy
dx
y d
0
z z
x y
c c
+ =
c c
Order of Differential Equation
The order of the differential equation is the
order of the highest order derivative in the
differential equation
Differential Equation ORDER
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3 2 + = x
dx
dy
1
0 9 3
2
2
= + + y
dx
dy
dx
y d
2
Degree of Differential Equation
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The degree of a differential equation is power of the highest order
derivative term in the differential equation.
Differential Equation Degree
0 3
2
2
= + + ay
dx
dy
dx
y d
0 3
5
3
2
2
= +
|
.
|

\
|
+
|
|
.
|

\
|
dx
dy
dx
y d
1
3
Solution of a differential equation

Definition--The solution of a differential
equation is a function which satisfies given
equation
types of solutions of differential equations
1) General solution
2) Particular Solution

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General Solution- The solution of differential equation
is called general if the no. of arbitrary constants equals
to the order of differential equation
Particular solution- If we assign particular value to
arbitrary constant in general solution then it is called
particular solution
Example - y=3x+c is solution of the 1
st
order differential
equation ,here its a general solution


Now ,if we take c=5 in y=3x+c then its a particular
solution.

Linear differential equations

A differential equation is called linear if
unknown function and the derivative of
unknown function are of first degree and they
are not multiplied together
A Differential equation of the form
is called linear differential equation of the first
order where either P and Q are functions of x
or constant

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dy
Py Q
dx
+ =
Solution of first order Linear
differential equations
The solution of first order linear diff.eqn. can
be obtained as follows ,
Integrating factor is
The General solution is

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Pdx
e
}
( . .) ( . .) y I F Q I F dx c = +
}
General Form of Higher order Linear
Differential Equations
General form of second order Linear Differential
equation is

where P and Q are functions of x or constants

General form of n
th
order Linear Differential equation
is

--
Where are constants or functions of x or
constants

19/07/2013 Sci.& Hum.Dept. ,E.M.-3 10
2
2
d y dy
P Qy R
dx dx
+ + =
1 2
0 1 2 1
1 2
.........
n n n
n n
n n n
d y d y d y dy
a a a a y b
dx dx dx dx



+ + + + + =
0 1 1 , ,..........,
,
n
a a a b

Classification of Higher order Linear

Differential Equations
Higher order
Linear diff.Eqns
Homogenous
Linear diff.Eqns
Constant
Coefficients
Variable
coefficients
Non-
homogenous
Linear diff.Eqns
Constant
Coefficients
Variable
Coefficients
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General Form of Higher order Linear Differential
Equations
General form of second order Linear Differential
equation is

where P and Q are functions of x or constants

General form of n
th
order Linear Differential
equation is

--
Where are constants or functions of x
or constants


19/07/2013 12
2
2
d y dy
P Qy R
dx dx
+ + =
Sci.& Hum.Dept. ,E.M.-3
1 2
0 1 2 1
1 2
.........
n n n
n n
n n n
d y d y d y dy
a a a a y b
dx dx dx dx



+ + + + + =
0 1 1 , ,..........,
,
n
a a a b

Note---
19/07/2013 Sci.& Hum.Dept. ,E.M.-3 13
This is another form of nth order linear
differential equation

-----------------(1)
where are functions of x or constants
.Here in eqn-1 left hand side we have n+1
coefficients but we will divide eqn-1 by and
therefore we get there n-coefficients so in linear
diff.eqn the no. of coefficients is equal to the
order of diff.eqn

1
0 1 1
1
.........
n n
n n
n n
d y d y dy
a a a a y b
dx dx dx

+ + + + =
0 1 1 , ,.........., ,
,
n n
a a a a b

0
a
Homogenous and Non-homogenous
Linear differential Eqn. of higher Order
----------(1)

If b = 0 in Eqn-1 then it is called Homogenous
linear differential eqn. And b is non-zero in
Eqn-1 that means either b is a function of x or
constant then it is called non-homogenous
linear differential eqn.
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1 2
0 1 1
1 2
.........
n n n
n
n n n
d y d y d y dy
a a a b
dx dx dx dx

+ + + + =
Sci.& Hum.Dept. ,E.M.-3
Homogenous and Non-homogenous Linear differential Eqn. of
higher Order with constant and variable Coefficients
if are functions of x in the following
equation

then that equation is called Linear differential eqn.
with variable coefficients.
If are constants in given eqn.then it is
called Linear differential eqn. of higher Order with
constant coefficients.
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1 2
0 1 1
1 2
.........
n n n
n
n n n
d y d y d y dy
a a a b
dx dx dx dx

+ + + + =
0 1 1 , ,..........,
,
n
a a a b

0 1 1 , ,..........,
,
n
a a a b

Sci.& Hum.Dept. ,E.M.-3

Linear combination of functions
Let are functions and

are constants then the expression


Is called linear combination of functions



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1 1 2 2
( ) ( ) ...... ( )
n n
f x c f x c f x c + + +
1 2 , ,......., n
c c c
1 2
( ), ( ), .... ( )
n
f x f x f x
1 2
( ), ( ), .... ( )
n
f x f x f x
Linear independent and Dependent
functions
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Let are functions and
are constants and If

and all

then the given functions are called linearly
independent functions and if

and at least one then the given
functions are called linearly dependent functions
1 2
( ), ( ), .... ( )
n
f x f x f x
1 2 , ,......., n
c c c
1 1 2 2
0 ( ) ( ) ...... ( )
n n
f x c f x c f x c + + + =
1 2
0
, ,......., n
c c c
1 1 2 2
0 ( ) ( ) ...... ( )
n n
f x c f x c f x c + + + =
0
i
c =
Sci.& Hum.Dept. ,E.M.-3
Wronskian Test for Linearly
Independent -Dependent
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Let are n functions and
their first n-1 derivatives exists then the
Wronskian or Wronski Determinant is denoted
by and defined as
1 2
( ), ( ), .... ( )
n
f x f x f x
1 2 , ,........,
( )
n
W f f f
1
1
1
1 1
1
' '
'' ''
( ) ( )
....
....
....
....................
....................
.......
n
n
n
n n
n
f f
f f
f f
f f

Wronskian Test
If then given functions

are Linearly Independent and

if are solutions of given differential
equation and

then given functions are linearly dependent but for functions which
are not solutions of given Diff.Eqn and


then they may or may not be linearly dependent

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1 2
0
, ,........,
( )
n
W f f f =
1 2
( ), ( ), .... ( )
n
f x f x f x
1 2
( ), ( ), .... ( )
n
f x f x f x
1 2
0
, ,........,
( )
n
W f f f =
1 2
0
, ,........,
( )
n
W f f f =
Example
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Using Wronskian test check whether given
functions f(x)=sinx and g(x) =cosx are linearly
independent or dependent?
Using Wronskian test check whether given
functions

are linearly independent or dependent?
( ) , ( )
x x
f x e g x e

= =
Solution of homogenous linear
differential equations of higher order
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Superposition Principle for Linearity
Find Second Solution if one is
given(Method of reduction of order)
If is the one solution of second order
homogenous linear differential equation

Then second sol. where


this method is also known as method of
reduction of order
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1
y
0 y py qy
'' '
+ + =
2 1
y uy =
2
1
1 pdx
u e dx
y

}
=
}
Sci.& Hum.Dept. ,E.M.-3
Solution of homogeneous linear differential
here
19/07/2013 Sci.& Hum.Dept. ,E.M.-3
' '' = = =
2
e and e .
mx mx mx
y y me y m
'' ' + + = + + = + + =
2 2
0 e e e 0 0.
mx mx mx
y ay cy m am b m am b
To solve the equation y+ay+by=0 substitute y = e
mx
and try to determine m so that
this substitution is a solution to the differential equation.
Compute as follows:
Homogeneous linear second order differential equations can always be solved by
certain substitutions.
This follows since e
mx
0 for all x.
The equation m
2
+ am+ b = 0 is the Characteristic Equation or Auxiliary
equation of the differential equation y + ay + by = 0.
23
A differential equation of the type
y+ay+by=0, a,b real numbers,
is a homogeneous linear second order differential
equation with constant coefficients.
23
So here we get two roots of Auxiliary eqn. and comparing them with
we get a==1,b= a and c=b and therefore
therefore roots are


Now if then CASE---1 CE m
2
+am+b=0 has two different real
solutions m
1
and m
2



= +
1 2
1 2
e e
m x m x
y C C
In this case the functions y = e
m
1
x
and y = e
m
2
x
are both solutions to the original
given differential equation and the general solution is
Example
0 y y '' = CE =
2
1 0 m = = 1 or m 1. m
1 2
e e
x x
y C C

= +
General Solution
The fact that all these functions are solutions can be verified by a direct calculation.
3/4/2014 24
2
0 ax bx c + + =
2 2
4 4 b ac a b A = =
2 2
1, 2
4 4
2 2
b b ac a a b
m m
a

= =
0 A >
Sci.& Hum.Dept. ,E.M.-3 24
Solving Homogeneous 2
nd
Order Linear
Equations: Case II
CE has real double root m(that means equal
root) is one solution of equation now
Then second sol. And

In this case the functions y = e
mx
and y =
xe
mx
are both solutions to the original
equation and the general sol.is
25
mx
y e =
2 1
y uy =
2
1
1 1 pdx
ax
ax
u e dx e dx x
y e

}
= = =
} }
= +
1 2
e e
x x
y C C x
3/4/2014
Sci.& Hum.Dept. ,E.M.-3 19/07/2013
Solving Homogeneous 2
nd
Order Linear
Equations: Case III
Now,auxi.eqn has two complex solutions

Now, by Eulers formula
So, our solutions


So , the general sol. is
26
1 2
, m m p iq =
cos sin
i
e i
u
u u = +
1
2
( )
( )
(cos sin )
(cos sin )
m x p iq x px iqx px
m x p iq x px iqx px
e e e e e qx i qx
e e e e e qx i qx
+

= = = +
= = =
Sci.& Hum.Dept. ,E.M.-3 19/07/2013
1 2
1 1
m x m x
y c e c e = +
So, General solution in case-3 is
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1 2
1 2 1 2
1 2 1 2
1 2
(cos sin ) (cos sin )
[( cos cos ) ( sin sin )]
[( ) cos ( ) sin )]
[ cos sin ]
px px
px
px
px
y c e qx i qx c e qx i qx
e c qx c qx c i qx c i qx
e c c qx c c i qx
e c qx c qx
- -
= + +
= + +
= + +
= +
1 2
[ cos sin ]
px
y e c qx c qx = +
Sci.& Hum.Dept. ,E.M.-3
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Sci.& Hum.Dept. ,E.M.-3
Solution of non- homogeneous linear
diff.eqn.with constant coefficients
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The General Solution of non-
homogeneous linear diff.eqn.with
constant coefficients is of the form
Y = Complimentary function +
Particular integral
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The meaning of particular integral
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General method
Shortcut methods
Method of variation Of parameters
Method of undetermined coefficients

19/07/2013 Sci.& Hum.Dept. ,E.M.-3 35
Methods of finding Particular integral