7.

4 Higher Order Linear Differential

Equations

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Second Order Linear Differential Equations 
Example

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Second Order Linear Differential Equations 

or

is called the second order linear differential equation. If it is

homogeneous, otherwise, it is nonhomogeneous.

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The -th Order  Linear Differential Equations

Generally, a differential equation of this form

is called a -th order linear differential equation or linear differential

equation of -th order.

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Second Order Linear Homogeneous Differential Equations

Theorem 1. If and are two solutions of (1), then

also is a solution to (1) where are arbitrary constants.

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Definition

are functions defined on the interval if there exist such that for any

where at least one of is nonzero.

Then are called linear dependent on , otherwise, they are independent
with each other.

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Example

are linear dependent on

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Theorem 2. If and are two particular solutions of (1), and they are
linear independent, then

is the general solution to (1) where are arbitrary constants.

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Example Find the general solution of

Solution. It is easy to check that , and are two particular solution of and since
then and are independent.Then the general solution of is

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Corollary. If are linear independent solutions to
(2)
then

is the general solution to (2) where are arbitrary constants.

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Theorem
The -th order linear homogeneous differential equation

has linear independent solutions.

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Theorem 3. If is a particular solution of the second order linear
nonhomogeneous differential

is the general solution to

then

also is the general solution to .

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Example Find the general solution of the following differential
equation

Solution.

are two particular solution to Then is the general solution to . More

over is a particular solution to
Thus the general solution is

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Theorem 4. If the second order linear nonhomogeneous differential
equation has the form

and and is the particular solution to

and

respectively.
Then is the particular solution of .

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