Chapter 5

Higher Order Equations

In this chapter, we will generalize our results about second order equations to
higher orders. The basic ideas are the same. We still need the homogeneous
solution to find the general nonhomogeneous solution. We will extend the two
methods, undetermined coefficients and variation of parameters, to higher
dimensions and this will naturally involve many more terms and constants
in the solution. We also need some new notation to express nth derivatives
easily.

5.1 Linear Equations of Order n

An nth order di↵erential equation is called linear if it can be written in the
form
dn y dn 1 y dy
a0 (x) + a 1 (x) + · · · + a n 1 (x) + an (x)y = r(x) (5.1)
dxn dxn 1 dx
and nonlinear if it is not linear.(Note that a0 6= 0)
If the coefficients a0 (x), a1 (x), . . . an (x) are continuous, then the equation has
exactly n linearly independent solutions. The general solution is

y = c1 y1 + c2 y2 + · · · + cn yn (5.2)

Linear Independence: If

c1 y1 + c2 y2 + · · · + cn yn = 0 (5.3)

33
34 CHAPTER 5. HIGHER ORDER EQUATIONS

means that all the constants c1 , c2 , . . . , cn are zero, then this set of functions
is linearly independent. Otherwise, they are dependent.
For example, the functions x, x2 , x3 are linearly independent. The func-
tions cos2 x, sin2 x, cos 2x are not.
Given n functions, we can check their linear dependence by calculating
the Wronskian. The Wronskian is defined as

y1 ... yn
y10 ... yn0
W (y1 , y2 , . . . , yn ) = .. .. (5.4)
. .
(n 1) (n 1)
y1 . . . yn
and the functions are linearly dependent if and only if W = 0 at some point.

5.2 Di↵erential Operators

We can denote di↵erentiation with respect to x by the symbol D

dy d2 y
Dy = = y0, D2 y = = y 00 (5.5)
dx dx2
etc. A di↵erential operator is

L = a0 Dn + a1 Dn 1
+ · · · + an 1 D + an (5.6)

We will only work with operators where coefficients are constant.

We can add, multiply, expand and factor constant coefficient di↵eren-
tial operators using common rules of algebra. In this respect, they are like
polynomials. So, the following expressions are all equivalent:

(D 2)(D 3)y = (D 3)(D 2)y

2
= (D 5D + 6)y
= y 00 5y 0 + 6y
Let’s apply some simple operators to selected functions:
(D 2)ex = Dex 2ex
= ex 2ex = ex
5.3. HOMOGENEOUS EQUATIONS 35

(D 2)e2x = De2x 2e2x

= 2e2x 2e2x = 0
(D 2)2 xe2x = (D 2)(D 2)xe2x
= (D 2)(e2x + 2xe2x 2xe2x )
= (D 2)e2x = 0
(D2 4) sin(2x) = (D 2)(D + 2) sin(2x)
= (D 2)(2 cos(2x) + 2 sin(2x))
= 4 sin(2x) + 4 cos(2x) 4 cos(2x) 4 sin(2x)
= 8 sin 2x

5.3 Homogeneous Equations

Based on the examples in the previous section, we can easily see that:
The general solution of the equation (D a)n y = 0 is

y = eax (c0 + c1 x + . . . + cn 1 xn 1 ) (5.7)

if a is real.
Some special cases are:

D n y = 0 ) y = c0 + c1 x + . . . + cn 1 xn 1

(D a)y = 0 ) y = eax (5.8)

(D a)2 y = 0 ) y = c1 eax + c2 xeax

We can extend these results to the case of complex roots. If z = a + ib is a

root of the characteristic polynomial, then so is z = a ib. (Why?)
Consider the equation

(D a ib)n (D a + ib)n y = (D2 2aD + a2 + b2 )n y = 0 (5.9)

The solution is

y = eax cos bx(c0 + c1 x + . . . + cn 1 xn 1 )

(5.10)
+eax sin bx(k0 + k1 x + . . . + kn 1 xn 1 )

A special case is obtained if a = 0.

(D2 + b2 )y = 0 ) y = c1 cos bx + c2 sin bx (5.11)

36 CHAPTER 5. HIGHER ORDER EQUATIONS

Now we are in a position to solve very complicated-looking homogeneous

equations.

Method of Solution:

• Express the given equation using operator notation (D notation).

• Factor the polynomial.

• Find the solution for each component.

• Add the components to obtain the general solution.

Example 5.1 Find the general solution of y (4) 7y 000 + y 00 7y 0 = 0.

In operator notation, we have

(D4 7D3 + D2 7D)y = 0

Factoring this, we obtain

D(D 7)(D2 + 1)y = 0

We know that
Dy = 0 ) y = c
(D 7)y = 0 ) y = ce7x
(D2 + 1)y = 0 ) y = c1 sin x + c2 cos x
Therefore the general solution is

y = c1 + c2 e7x + c3 sin x + c4 cos x

Note that the equation is fourth order and the solution has four arbitrary
constants.

Example 5.2 Solve D3 (D 2)(D 3)2 (D2 + 4)y = 0.

Using the same method, we find:

y = c1 + c2 x + c3 x2 + c4 e2x + c5 e3x + c6 e3x x + c7 cos 2x + c8 sin 2x

5.4. NONHOMOGENEOUS EQUATIONS 37

5.4 Nonhomogeneous Equations

In this section, we will generalize the methods of undetermined coefficients
and variation of parameters to nth order equations.
Undetermined Coefficients: Method of undetermined coefficients is the
same as given on page 27. We will use the same table, but this time the
modification rule is more general. It should be:

• In case one of the terms of yp occurs in yh , multiply it by xk where k

is the smallest integer which will eliminate any duplication between yp
and yh .

Example 5.3 Solve the equation (D 1)4 y = xex .

The homogeneous solution is yh = (c0 + c1 x + c2 x2 + c3 x3 )ex . According to

the table, we should choose yp as Aex + Bxex , but this already occurs in
the homogeneous solution. Multiplying by x, x2 , x3 are not enough, so, we
should multiply by x4 .
yp = Ax4 ex + Bx5 ex
Inserting this in the equation, we obtain:

24Aex + 120Bxex = xex

Therefore A = 0, B = 1/120 and the general solution is

1 5 x
y = (c0 + c1 x + c2 x2 + c3 x3 )ex + xe
120
Variation of Parameters: The idea is the same as in second order equa-
tions, but there are more unknowns to find and more integrals to evaluate.
Consider
dn y dn 1 y dy
a0 (x) + a 1 (x) + · · · + a n 1 (x) + an (x)y = r(x) (5.12)
dxn dxn 1 dx
Let the homogeneous solution be yh = c1 y1 + · · · + cn yn
Then the particular solution is yp = v1 y1 + · · · + vn yn
Here, vi are functions of x. Since we have n functions, we can impose n 1
conditions on them. The first condition will be

v10 y1 + · · · + vn0 yn = 0 (5.13)

38 CHAPTER 5. HIGHER ORDER EQUATIONS

Then we will proceed similarly to simplify the steps. Eventually, we will

obtain the system

v10 y1 + ··· + vn0 yn = 0

v10 y10 + ··· + vn0 yn0 = 0
.. .. ..
. . . (5.14)
(n 1) (n 1)
v10 y1 + ··· + vn0 yn = 0
(n) (n) r(x)
v10 y1 + ··· + vn0 yn = a0 (x)

Then, we will solve this linear system to find vi0 , and integrate them to
obtain yp .
Z Z
yp = y1 v1 dx + · · · + yn vn0 dx
0
(5.15)

Example 5.4 Find the general solution of

x3 y 000 6x2 y 00 + 15xy 0 15y = 8x6

We can find the homogeneous solution yh = c1 x + c2 x3 + c3 x5 using our

method for Cauchy-Euler equations. Then, the particular solution will be
yp = xv1 + x3 v2 + x5 v3 . Using the above equations, we obtain the system

xv10 + x3 v20 + x5 v30 = 0

v10 + 3x2 v20 + 5x4 v30 = 0
6xv20 + 20x3 v30 = 8x3
The solution of this system is v10 = x4 , v20 = 2x2 , v30 = 1 therefore the
particular solution is
Z Z Z
4 3 2 5 8 6
yp = x x dx + x ( 2x ) dx + x dx = x
15
and the general solution is

8 6
y = c1 x + c2 x3 + c3 x5 + x
15
EXERCISES 39

Exercises
1) D5 y = 0
2) (D 1)3 y = 0
3) y 000 4y 00 + 13y 0 = 0
4) (D 2)2 (D + 3)3 y = 0
5) (D2 + 2)3 y = 0
d4 y d2 y
6) + 5 + 4y = 0
dx4 dx2
7) (D2 + 9)2 (D2 9)2 y = 0
d4 y d3 y d2 y
8) 2 + 2 =0
dx4 dx3 dx2
9) y 000 3y 00 + 12y 0 10y = 0
10) (D2 + 2D + 17)2 y = 0
11) (D4 + 2D2 + 1)y = x2
12) (D3 + 2D2 D 2)y = 1 4x3
p p p
F13) (2D4 + 4D3 + 8D2 )y = 40e x [ 3 sin( 3x) + 3 cos( 3x)]
14) (D3 4D2 + 5D 2)y = 4 cos x + sin x
15) (D3 9D)y = 8xex
40 CHAPTER 5. HIGHER ORDER EQUATIONS

Answers
1) y = c0 + c1 x + c2 x2 + c3 x3 + c4 x4
2) y = c1 ex + c2 xex + c3 x2 ex
3) y = c1 e2x cos 3x + c2 e2x sin 3x + c3
4) y = c1 e2x + c2 xe2x + c3 e 3x + c4 xe 3x + c5 x2 e 3x
p p p p
5) y = c1 cos 2x + c2 sin 2x + c3 x cos 2x + c4 x sin 2x
p p
+ c5 x2 cos 2x + c6 x2 sin 2x
6) y = c1 cos 2x + c2 sin 2x + c3 cos x + c4 sin x
7) y = c1 e3x + c2 xe3x + c3 e 3x + c4 xe 3x
+ c5 cos 3x + c6 sin 3x
+ c7 x cos 3x + c8 x sin 3x
8) y = c1 + c2 x + c3 ex cos x + c4 ex sin x
9) y = c1 ex + c2 ex cos 3x + c3 ex sin 3x
x x x x
10) y = c1 e sin 4x + c2 e cos 4x + c3 xe sin 4x + c4 xe cos 4x
11) y = c1 cos x + c2 sin x + c3 x cos x + c4 x sin x + x2 4
12) y = c1 ex + c2 e x 2x
+ 2x3 3x2 + 15x 8
+ c3 e
p p p
13) y = c1 + c2 x + c3 e x cos 3x + c4 e x sin 3x + 5xe x
cos 3x
14) y = c1 ex + c2 xex + c3 e2x + 0.2 cos x + 0.9 sin x
3
15) y = c1 + c2 e3x + c3 e 3x + ex xex
4