4__Ordinary_Differential_Equations_of_Higher_Order__Linear_Equations_with_Constant_Coefficients_
4__Ordinary_Differential_Equations_of_Higher_Order__Linear_Equations_with_Constant_Coefficients_
Temirlan Ashimov
Astana IT University
dn y dn´1 y dy
a0 (x) n
+ a 1 (x) n´1
+ . . . + an´1 (x) + an (x)y = 0(2)
dx dx dx
and is then called homogeneous.
d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = F(x)(3)
dx dx
and Equation(2) reduces to the corresponding second-order
homogeneous equation
d2 y dy
a0 (x) 2
+ a1 (x) + a2 (x)y = 0.(4)
dx dx
Here we assume that a0 , a1 , a2 , and F are continuous real
functions on a real interval a ď x ď b and that a0 (x) ‰ 0 for any
x on a a ď x ď b.
d2 y dy
2
+ 3x + x3 y = ex
dx dx
is a linear ordinary differential equation of the second order.
d3 y d2 y dy
3
+ x 2
+ 3x2 ´ 5y = sin x
dx dx dx
is a linear ordinary differential equation of third order.
dn y dn´1 y dy
a0 (x) n
+ a1 (x) n´1
+ . . . + an´1 (x) + an (x)y = 0.(5)
dx dx dx
We first state the following basic theorem:
Linear combination
c1 f1 + c2 f2 + . . . cm fm
Linear Independence
c1 = c2 = . . . = cn = 0.
Linear Independence
General Solution
THEOREM: The n-th order homogeneous linear differential
equation
dn y dn´1 y dy
a0 (x) n
+ a 1 (x) n´1
+ . . . + an´1 (x) + an (x)y = 0(6)
dx dx dx
always possesses n solutions that are linearly independent.
Further, if f1 , f2 , . . . , fn are n linear independent solutions of (6),
then every solution f of (6) can be expressed as a linear
combination
c1 f1 + c2 f2 + . . . cn fn
of these n linear independent solutions by proper choice of the
constant c1 , c2 , . . . , cn .
Temirlan Ashimov Astana IT University
Ordinary Differential Equations of Higher-Order. Linear Equations with Constant Coefficients.
Higher-Order Linear Differential Equations Methods of Solving Linear Equations with Constant Coefficients
General Solution
General Solution
d2 y
+y = 0
dx2
and its general solution
dn y dn´1 y dy
a0 (x) + a 1 (x) + . . . + an´1 (x) + an (x)y = F(x).(7)
dxn dxn´1 dx
The basic theorem dealing with this equation is the following .
dn y dn´1 y dy
a0 (x) n
+ a1 (x) n´1
+ . . . + an´1 (x) + an (x)y = 0(8).
dx dx dx
THEOREM
HYPOTHESIS: Let yp be a given solution of the n-th order
nonhomogeneous linear equation (7) involving no arbitrary
constants. Let
yc = c1 y1 + c2 y2 + . . . + cn yn
be the general solution of the corresponding homogeneous
equation (8).
CONCLUSION: Then every solution φ of the n-th order
nonhomogeneous equation (7) can be expressed in the form
yc + yp ,
that is,
c1 y1 + c2 y2 + . . . + cn yn + yp
for suitable choice of the n arbitrary constants c1 , c2 , . . . , cn .
Temirlan Ashimov Astana IT University
Ordinary Differential Equations of Higher-Order. Linear Equations with Constant Coefficients.
Higher-Order Linear Differential Equations Methods of Solving Linear Equations with Constant Coefficients
dn y dn´1 y dy
a0 (x) n
+ a1 (x) n´1
+ . . . + an´1 (x) + an (x)y = F(x)(7)
dx dx dx
and the corresponding homogeneous equation
dn y dn´1 y dy
a0 (x) n
+ a 1 (x) n´1
+ . . . + an´1 (x) + an (x)y = 0(8)
dx dx dx
d2 y
+y = x
dx2
The complementary function is the general solution
yc = c1 sin x + c2 cos x
d2 y
+ y = 0.
dx2
yp = x.
y = yc + yp = c1 sin x + c2 cos x + x.
dn y dn´1 y dy
a0 n
+ a1 n´1
+ . . . + an´1 + an y = 0(9)
dx dx dx
where a0 , a1 , . . . , an´1 , an are real constants.
or
ekx (a0 kn + a1 kn´1 + . . . + an´1 k + an ) = 0.
Since ekx ‰ 0, we obtain the polynomial (auxiliary) equation in
the unknown k:
y = c1 e3x + c2 e3x .
d2 y dy
´ 6 + 9y = 0
dx2 dx
By the theorem, we obtain the general solution
y = c1 e3x + c2 xe3x
dn y dn´1 y dy
a0 n
+ a1 n´1
+ . . . + an´1 + an y = F(x), (11)
dx dx dx
where the coefficients a0 , a1 , . . . , an are constants but where the
nonhomogeneous term F is (in general) a nonconstant function
of x. Recall that the general solution of (11) may be written
y = yc + yp
1
A = ´ , B = 2, C = ´1,
2
and hence we obtain the particular integral
1
yp = ´ + 2 sin x ´ cos x.
2
Thus the general solution of the differential equation is
1
y = yc + yp = c1 e3x + c2 e´x ´ + 2 sin x ´ cos x.
2