Linear Differential Equation (HOMOGENEOUS)

The general linear differential equation of order n is an equation that can be written

ⅆn y ⅆ n−1 y ⅆy
a0( x ) +a 1 ( x ) +…+ an−1 ( x ) +a ( x ) y =R ( x )
ⅆx n
ⅆx n−1
ⅆx n
If the value of the function R(x) is zero for all x, then the equation is called a
HOMOGENEOUS LINEAR DIFFERENTIAL EQUATION.

DIFFERENTIAL OPERATOR, D
Let D denote differentiation with respect to x, D^2 differentiation twice with respect to x, and so
on; that is, for positive integral k,

k ⅆk y
D y=
ⅆ xk
The expression
n n−1
A=a0 D +a 1 D +…+ a1−1 D+n

Is called a differential operator of order n

THE FUNDAMENTAL LAW OF OPERATION

 The commutative law of addition:
A+ B=B+ A
 The associative law of addition:
( A+ B ) +C= A+( B+C)
 The associative law of multiplication:
( AB)C= A(BC)
 The distributive law of multiplication with respect to addition:
A(B+C )= AB+ AC

THE FUNDAMENTAL LAWS OF OPERATION

And if A and B are operators with constant coefficients, then they also satisfy the commutative
law of multiplication:
AB=BA
Note: Differential operators with constant coefficients satisfy all the laws of the algebra of
polynomials with respect to the operations of addition and multiplication.

m n m+ n
If m and n are any two positive integers, then D D =D

OPERATIONS WITH OPERATORS

 Two operators A and B are said to be equal if, and only if, the same result is produced
when each acts upon the function y. That is, A=B if, and only if, Ay=By for all functions
of y possessing the derivatives necessary for the operations involved.

 The product AB of two operators A and B is defined as that operation which produces the
same result as is obtained by using the operator B followed by the operator A. Thus,

A By=A (By)
OPERATIONS WITH OPERATORS
 Note the product of two differential operators always exist and is a differential
operator. For operators with constant coefficients, but not usually for those with
variable coefficients, it is true that AB=BA.

Example 1 (WITH CONSTANT COEFFICIENT)

Let A=D+2∧B=3 D−1 , find AB∧BA

AB=( D+2 ) ( 30−1 ) AB;

2
¿ 30 −D+ 6 D−2 By=( 3 D−1 ) y

AB=3 D +5 D−2
2
¿ 3 Dy− y
dy
By=3 −y
dx
dy
A ( By ) =( D+2)(3 − y)
dx

¿3 D ( dydx )−dy +6 dydx −2 y

2
d y dy dy
( )
A By =3 2 − +6 −2 y
d x dx dx
2
d y dy dy
ABy=3 +5 −2 y ; Dy=
dx
2
dx dx
2
2 d y
D y= 2
dx
2
ABy=3 d y +5 Dy−2 y

ABy= ( 3 D 2+5 D−2 ) y

2
AB=(3 D +5 D−2)

BA: Ay=( D+2 ) y=Dy+ 2 y

dy
Ay= +2 y
dx
dy
B ( Ay )=(3 D−1)( +2 y )
dx

¿3 D ( dydx )+60 y− dydx −2 y

2
d y dy dy
¿3 2
+ 6 − −2 y
dx dx dx

BAy=3 D 2 y +5 Dy−2 y =( 302 +5 D−2 ) y

BA=( 3 D 2+5 D−2 )= AB

Example 2 (WITH VARIABLE COEFFICIENTS)
Let A=xD+2∧B=D−1 , find AB∧BA .
AB:
dy
By=( D−1 ) y=Dy− y= −y
dx

A ( By ) =( xD+2 )( dydx − y )
¿ xD ( )−xDy+2 −2 y
dy dy
dx dx
2
d y dy dy
¿x 2
−x +2 −2 y
dx dx dx
2
¿ x D y + ( 2−x ) Dy−2 y

ABy= [ x D2 + ( 2−x ) D−2 ] y

BA:
Ay=( xD+2 ) y=xDy+ 2 y d (uv )
dy
¿x +2 y ¿ udv +vdu
dx
dy
B ( Ay )=(D−1)( x +2 y)
dx

¿D x ( dydx )+2 Dy−x dydx −2 y

[ ( )( ) ]
¿ xD
dy
dx
+
dy
dx
dy dy
Dx +2 −x −2 y
dx dx
2
d y dy dy dy
¿x 2
+ + 2 −x −2 y
d x dx dx dx
2
d y dy dy
BAy=x 2
+3 −x −2 y
dx dx dx
2
¿ x D y + ( 3− x ) Dy−2 y

BAy=[ x D2 + ( 3− x ) D−2 ] y

2
BA=x D + ( 3−x ) D−2

OPERATIONS WITH OPERATORS

 The sum of two operators A and B is obtained by expressing each in the form

n n−1
a 0 D + a1 D + …+an−1 D+n

and adding the corresponding coefficients.

Example 3
2 2 2
Let A=3 D −D+ x−2∧B=x D +4 D+7. Find A+ B .
 2
A=3 D −D+ x−2
2 2
B=x D + 4 D+7

A+ B= ( 3+ x 2 ) D2 +3 D+ x +5

LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS

 Any homogeneous linear differential equation with constant coefficients,
( x ) dn y d n−1 y dy
a0 n
+ a 1 ( x ) n−1
+…+ an−1 ( x ) +a n (x) y=0 →(1)
dx dx dx

may be written in the form

f ( D ) y=0→ ( 2 ) where f(D) is a linear differential operator.

If m is any root of the algebraic equation f(m), then f ( D ) e mx =0 →(3)

which simply means that y=emx is a solution of (2). The equation f(m)=0 is called the auxiliary
equation associated with equations (1) and (2).

THE AUXILIARY EQUATION: DISTINCT ROOTS

The auxiliary equation for (1) is of degree of n. Let its roots be m1 ,m2 , … ., mn .If these roots are
all real and distinct, then the n solutions

m1 x m2 x mn x
y 1=e , y 2=e , … , y n=e

are all linear independent and the general solution of (1) can be written at once. It is

y= y 1+ y 2 +…+ y n
m1 x m2 x mn x
y=C 1 e +C 2 e + …+C n e

where C 1 , C 2 , … , Cn are arbitrary constants.

Example 4
Solve the equation
3 2
d y d y dy
3
−4 2 + +6 y =0 f ( D ) y=0
dx d x dx

( D3−4 D2 + D+6 ) y=0

f ( m) =0 ; m1=−1
3
m −4 +m+6=0
2
m2=2

m3=3

General Solution:
m1 x m2 x mn x
y=C 1 e +C 2 e + C3 e

−x 2x 3x
y=C 1 e +C2 e +C3 e
Example 5
Solve the equation
2
d y
2
−4 y=0 f ( D ) y=0
dx
2
D y−4 y=0
2
( D −4) y=0

X.E. m2−4=0 m1=−2 , m2=2

√ m 2= √ 4 y=C 1 e
m1 x
+C 2 e
m2 x

−2 x 2x
m=± 2 y=C 1 e + C2 e

THE AUXILIARY EQUATION: REPEATED ROOTS

Let the root be repeated roots m1 ,m2 , … ., mn ,each equal to b, the solutions of (1) are
bx bx n−1 bx
y 1=e , y 2=x e , … , y n=x e

the general solution,

bx bx n−1 bx
y=C 1 e +C 2 x e +…+C n x e
n−1 bx
y=(C ¿¿ 1+ C2 x+ …+C n x )e ¿

where C 1 , C 2 , … , Cn are arbitrary constants.

Example 6
Solve the equation
4 3 2
d y d y d y dy
4
−7 3 +18 2 −20 +8 y=0
dx dx dx dx

( D 4−7 D3 +18 D2−20 D+8 ) y =0

AE;
4 3 2
m −7 m + 8 m −20 m+ 8=0
4 3 2 1
let m=1 m m m m k
1 -7 18 -20 8 m=1 , 2 ,2 , 2
1 -6 12 18
1 -6 12 -8 0

R=0
m=2
1 -6 12 -8
m=2 , m=2
2 -8 8
1 -4 4 0

2
m mk

( m2−4 m+4 )=0

( m−2 )( m−2 ) =0
m=1 , 2 ,2 , 2 , b=2

y=C 1 em x + ( C 2+C 3 x+C 4 x 2 ) e bx

n

y=C 1 e x + ( C 2+C 3 x +C 4 x 2 ) e2 x

THE AUXILIARY EQUATION: IMAGINARY ROOTS

From elementary algebra we know that if the auxiliary equation has any imaginary roots, those
roots must occur in conjugate pairs. Let the root be imaginary rootsm=a ±ib (b ≠ 0), then the
general solution is
ax ax
y=C 1 e cosbx+C 2 e sinbx

where C 1 , C 2 , … , Cn are arbitrary constants.

Example 7
Solve the equation
3 2 2
d y d y d y dy
3
−3 2
+9 2
−20 +13 y =0
dx dx dx dx

A.E.
3 2
m −3 m +9 m=13=0
m1=−1

m2=2−3i m=2 ± 3
m3=2+3 i a=2 , b=3
m1=−1

m1=2 ±3 i ¿
−x ax ax
y=C 1 e +C2 e cosbx +C 3 e sinbx
−x 2x 2x
y=C 1 e +C2 e cos 3 x+C 3 e sin 3 x