Unit 1

Higher Order Linear Differential Equations and Its Applications

Linear Differential Equation with Constant Coefficients

Definition:

An equation of the form

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦 𝑑𝑦
𝑎0 𝑑𝑥 𝑛 + 𝑎1 𝑑𝑥 𝑛−1 + 𝑎2 𝑑𝑥 𝑛−2 + ⋯ + 𝑎𝑛−1 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑓(𝑥) ,………………..(1)

Where 𝑎0 , 𝑎1 , 𝑎2 , … 𝑎𝑛−1 , 𝑎𝑛 are constants and 𝑓(𝑥) is function x or constant is called nth
order Linear Differential Equation with Constant Coefficient.

Operator D:
𝑑 𝑑2 𝑑3 𝑑𝑛
Denoting 𝑑𝑥 ≡ 𝐷 , 𝑑𝑥 2 ≡ 𝐷2 , ≡ 𝐷3 , … , ≡ 𝐷𝑛
𝑑𝑥 3 𝑑𝑥 𝑛

𝑑𝑦 𝑑2 𝑦 𝑑𝑛 𝑦
so that = 𝐷𝑦, = 𝐷 2 𝑦 , … , 𝑑𝑥 𝑛 = 𝐷𝑛 𝑦.
𝑑𝑥 𝑑𝑥 2

With this notation the above equation (1) becomes

(𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷 𝑛−2 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦 = 𝑓(𝑥).

Let ∅ (𝐷) = (𝑎0 𝐷𝑛 + 𝑎1 𝐷𝑛−1 + 𝑎2 𝐷𝑛−2 + ⋯ + 𝑎𝑛−1 𝐷 + 𝑎𝑛 ).

Then ∅ (𝑫)𝒚 = 𝑓(𝑥) …………………………………………………………… (2)

Associated Differential Equation:

The equation ∅ (𝑫)𝒚 = 𝟎 is called Associated Differential Equation of equation (1).

Auxiliary Equation:

The equation ∅ (𝑫) = 𝟎 is called Auxiliary Equation of equation (1).

General Solution of LDE:

The General Solution of equation (1) is

y = Complementary Function (C.F.) + Particular Integral (P.I.) = 𝑦𝑐 + 𝑦𝑝 .

Complementary Function:

The C.F. (𝑦𝑐 ) is a solution of Associated Differential Equation ∅ (𝑫)𝒚 = 𝟎

 Rules for Finding the Complementary Function (C.F.) i.e. 𝒚𝒄 :

Sr. Type of Root Complementary Function(C.F.)

No.
1 If all the roots of Auxiliary Equation ∅ (𝐷) = 𝑦𝑐 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥
0 are real and distinct, say 𝑚1 , 𝑚2,….., 𝑚𝑛

2 If 𝑚1 = 𝑚2 = ⋯ = 𝑚𝑟 = 𝛼 (i.e. root 𝛼 𝑦𝑐 = (𝑐1 + 𝑐2 𝑥 + ⋯ + 𝑐𝑟 𝑥 𝑟−1 )𝑒 𝛼𝑥 +

repeated r-times) and remaining (n-r)-roots are 𝑐𝑟+1 𝑒 𝑚𝑟+1 𝑥 + 𝑐𝑟+2 𝑒 𝑚𝑟+2 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥
real distinct.
3 If Auxiliary Equation ∅ (𝐷) = 0 has complex 𝑦𝑐 = 𝑒 𝛼𝑥 (𝑐1 𝑐𝑜𝑠𝛽𝑥 + 𝑐2 𝑠𝑖𝑛𝛽𝑥)
roots 𝛼 + 𝑖𝛽 and 𝛼 − 𝑖𝛽.
4 If pair of complex roots is repeated twice (say 𝑦𝑐 = 𝑒 𝛼𝑥 [(𝑐1 + 𝑐2 𝑥)𝑐𝑜𝑠𝛽𝑥 + (𝑐3 + 𝑐4 𝑥)𝑠𝑖𝑛𝛽𝑥]
𝛼 + 𝑖𝛽 repeated two times)

Particular Integral (P.I.):

𝟏
The P. I. (𝑦𝑝 ) is defined as 𝒚𝒑 = ∅(𝑫) 𝒇(𝒙)

There are three methods of finding 𝑦𝑝

i) General Method
ii) Variation of Parameter Method
iii) Short Cut Method
i) General Method:
1
1) 𝐷
𝑓(𝑥) = ∫ 𝑓(𝑥) 𝑑𝑥
1
2) (𝐷−𝑎)
𝑓(𝑥) = 𝑒𝑎𝑥 ∫ 𝑒−𝑎𝑥 𝑓(𝑥) 𝑑𝑥

1
3) 𝑓(𝑥) = 𝑒−𝑎𝑥 ∫ 𝑒𝑎𝑥 𝑓(𝑥) 𝑑𝑥
(𝐷+𝑎)

ii) Variation of Parameter Method

If ∅ (𝑫)𝒚 = 𝑓(𝑥) is second order LDE of constant coefficients and its 𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 , then

let 𝑦𝑝 = 𝑢𝑦1 + 𝑣𝑦2 , where 𝑢, 𝑣 are functions of 𝑥 .

Finding 𝑢, 𝑣 by using following formulae

𝑦2 𝑓(𝑥) 𝑦1 𝑓(𝑥)
𝑢 = ∫− 𝑑𝑥 and 𝑣 = ∫ 𝑑𝑥
𝑊 𝑊

𝑦1 𝑦2 ′ ′
Where 𝑊 = |𝑦 ′ 𝑦2 ′ | = 𝑦1 𝑦2 − 𝑦1 𝑦2 ≠ 0 is called Wronskian.
1

2
iii) Short Cut Method:

Short Cut Methods depend on R.H.S. of equation (1) i.e. ∅ (𝑫)𝒚 = 𝑓(𝑥)

Sr.No. Type of Function in Formulae for Particular Integral (P.I.) i.e. 𝑦𝑝

R.H.S. (𝒇(𝒙))
1 1
𝑦𝑝 = ∅(𝐷) 𝑒 𝑎𝑥 = ∅(𝑎) 𝑒 𝑎𝑥 , if ∅(𝑎) ≠ 0

1 𝑥
𝑦𝑝 = ∅(𝐷) 𝑒 𝑎𝑥 = ∅′ (𝑎) 𝑒 𝑎𝑥 ,
if ∅(𝑎) = 0, but ∅′ (𝑎) ≠ 0
𝑎𝑥
1 𝑓(𝑥) = 𝑒 1 𝑥2
𝑦𝑝 = ∅(𝐷) 𝑒 𝑎𝑥 = ∅′′ (𝑎) 𝑒 𝑎𝑥 ,
if ∅(𝑎) = 0, ∅′ (𝑎) = 0, but ∅′′ (𝑎) ≠ 0
If ∅(𝑎) = 0, then 𝐷 − 𝑎 is a factor of ∅(𝐷)

i.e. ∅(𝐷) = (𝐷 − 𝑎)𝑟 𝜑 (𝐷) and 𝜑 (𝑎) ≠ 0

1 1 𝑥𝑟
𝑦𝑝 = 𝑒 𝑎𝑥 = 𝑒 𝑎𝑥
= 𝑒 𝑎𝑥
∅(𝐷) (𝐷 − 𝑎)𝑟 𝜑 (𝐷) 𝑟! 𝜑(𝑎)

1 1
𝑦𝑝 = ∅(𝐷) 𝑎 𝑥 = ∅(𝑙𝑜𝑔𝑎) 𝑎 𝑥 ,
1 1
𝑦𝑝 = ∅(𝐷2 ) 𝑠𝑖𝑛𝑎𝑥 = ∅(−𝑎2 ) 𝑠𝑖𝑛𝑎𝑥,
if ∅(−𝑎2 ) ≠ 0

1 1
𝑦𝑝 = ∅(𝐷2 ) 𝑐𝑜𝑠𝑎𝑥 = ∅(−𝑎2 ) 𝑐𝑜𝑠𝑎𝑥,
if ∅(−𝑎2 ) ≠ 0

1 𝑥
𝑦𝑝 = ∅(𝐷2 ) 𝑠𝑖𝑛𝑎𝑥 = ∅′ (−𝑎2) 𝑠𝑖𝑛𝑎𝑥,
if ∅(−𝑎2 ) = 0, but ∅′ (−𝑎2 ) ≠ 0
𝑓(𝑥) = 𝑠𝑖𝑛𝑎𝑥
2 or 1 𝑥
𝑦𝑝 = ∅(𝐷2 ) 𝑐𝑜𝑠𝑎𝑥 = ∅′ (−𝑎2) 𝑐𝑜𝑠𝑎𝑥,
𝑐𝑜𝑠𝑎𝑥
if ∅(−𝑎2 ) = 0, but ∅′ (−𝑎2 ) ≠ 0

1 𝑥
𝑦𝑝 = (𝐷2 +𝑎2 ) 𝑠𝑖𝑛𝑎𝑥 = − 2𝑎 𝑐𝑜𝑠𝑎𝑥
1 𝑥
𝑦𝑝 = (𝐷2 +𝑎2 ) 𝑐𝑜𝑠𝑎𝑥 = 2𝑎 𝑠𝑖𝑛𝑎𝑥
1 𝑥 𝑟 1 𝑟𝜋
𝑦𝑝 = (𝐷2 +𝑎2 )𝑟 𝑠𝑖𝑛𝑎𝑥 = (− 2𝑎) 𝑠𝑖𝑛 (𝑎𝑥 + )
𝑟! 2

1 𝑥 𝑟 1 𝑟𝜋
𝑦𝑝 = (𝐷2 +𝑎2 )𝑟 𝑐𝑜𝑠𝑎𝑥 = (− 2𝑎) 𝑐𝑜𝑠 (𝑎𝑥 + )
𝑟! 2
1 1
𝑦𝑝 = ∅(𝐷2 ) 𝑠𝑖𝑛ℎ𝑎𝑥 = ∅(𝑎2 ) 𝑠𝑖𝑛ℎ𝑎𝑥,

3
 1 1
𝑦𝑝 = ∅(𝐷2 ) 𝑐𝑜𝑠ℎ𝑎𝑥 = ∅(𝑎2 ) 𝑐𝑜𝑠ℎ𝑎𝑥 if ∅(𝑎2 ) = 0

3 𝑓(𝑥) = 𝑥 𝑚 , 1 1
𝑦𝑝 = ∅(𝐷) 𝑥 𝑚 = 1 ± 𝜑(𝐷) 𝑥 𝑚 = [1 ± 𝜑(𝐷)]−1 𝑥 𝑚

where m is positive
integer Expand the bracket by the formula:
(1 + 𝑧)−1 = 1 − 𝑧 + 𝑧 2 − 𝑧 3 + 𝑧 4 − ⋯

(1 − 𝑧)−1 = 1 + 𝑧 + 𝑧 2 + 𝑧 3 + 𝑧 4 + ⋯
4 𝑓(𝑥) = 𝑒 𝑎𝑥 𝑉, 1 1
𝑦𝑝 = ∅(𝐷) 𝑒 𝑎𝑥 𝑉 = 𝑒 𝑎𝑥 ∅(𝐷+𝑎) 𝑉,

𝑉 is function x. 1
* Evaluate 𝑉 by using previous methods
∅(𝐷+𝑎)

5 𝑓(𝑥) = 𝑥𝑉 1 ∅′ (𝐷) 1
𝑦𝑝 = 𝑥𝑉 = {𝑥 − } 𝑉
∅(𝐷) ∅(𝐷) ∅(𝐷)

Note: Do not in any way simplify the above formula as it

may lead you to wrong result.
6 When 𝑓(𝑥) does not
belong partially or Then use either General method or Variation of
completely to any one of parameter method
the above forms.

Cauchy’s or Euler’s Homogeneous Linear differential equation of nth order:

An equation of the form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦 𝑑𝑦
𝑎0 𝑥 𝑛 𝑑𝑥 𝑛 + 𝑎1 𝑥 𝑛−1 𝑑𝑥 𝑛−1 + 𝑎2 𝑥 𝑛−2 𝑑𝑥 𝑛−2 + ⋯ + 𝑎𝑛−1 𝑥 𝑑𝑥 + 𝑎𝑛 𝑦 = 𝑓(𝑥) ,………………. (1)

Where 𝑎0 , 𝑎1 , 𝑎2 , … 𝑎𝑛−1 , 𝑎𝑛 are constants and 𝑓(𝑥) is function x or constant is called nth
order Cauchy’s or Euler’s Homogeneous Linear Differential Equation. It can be reduced to nth
order Linear Differential Equation with Constant Coefficient by using substitution

𝒙 = 𝒆𝒛 i.e. 𝒛 = 𝒍𝒐𝒈𝒙.

𝑑𝑦 𝑑2 𝑦 𝑑𝑛 𝑦
𝑥 = 𝐷𝑦, 𝑥2 = 𝐷(𝐷 − 1)𝑦, … … … , 𝑥 𝑛
= 𝐷(𝐷 − 1) … (𝐷 − 𝑛 + 1)𝑦
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 𝑛
𝑑
Where ≡ 𝐷.
𝑑𝑧

Legendre’s Linear differential equation of nth order:

An equation of the form

4
 𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑎0 (𝑎𝑥 + 𝑏)𝑛 + 𝑎1 (𝑎𝑥 + 𝑏)𝑛−1 + 𝑎2 (𝑎𝑥 + 𝑏)𝑛−2 + ⋯ + 𝑎𝑛−1 (𝑎𝑥 + 𝑏) + 𝑎𝑛 𝑦 = 𝑓(𝑥) … .(1)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥 𝑛−2 𝑑𝑥

Where 𝑎0 , 𝑎1 , 𝑎2 , … 𝑎𝑛−1 , 𝑎𝑛 are constants and 𝑓(𝑥) is function x or constant is called nth
order Legendre’s Linear Differential Equation. It can be reduced to nth order Linear Differential
Equation with Constant Coefficient by using substitution

𝑎𝒙 + 𝒃 = 𝒆𝒛 i.e. 𝒛 = 𝒍𝒐𝒈(𝒂𝒙 + 𝒃).

𝑑𝑦
(𝑎𝑥 + 𝑏) = 𝑎𝐷𝑦,
𝑑𝑥
2 𝑛
𝑑 𝑦 𝑑 𝑦
(𝑎𝑥 + 𝑏)2 = 𝑎2𝐷(𝐷 − 1)𝑦, … , (𝑎𝑥 + 𝑏)𝑛 𝑛 = 𝑎𝑛 𝐷(𝐷 − 1) … (𝐷 − 𝑛 + 1)𝑦
𝑑𝑥2 𝑑𝑥
𝑑
Where ≡ 𝐷.
𝑑𝑧

Symmetrical Simultaneous Differential Equations:

𝑑𝑥 𝑑𝑦 𝑑𝑧
An equation of the form = = where 𝑃, 𝑄, 𝑅 are the functions of 𝑥, 𝑦 and 𝑧 are said to
𝑃 𝑄 𝑅
be symmetrical simultaneous differential equations.

There are mainly two methods of solving such equations.

1) Method of combination or grouping.

2) Method of multipliers.

The solutions of such a system consist of two independent relations of the type:

𝐹1 (𝑥, 𝑦, 𝑧) = 𝑐1 , 𝐹2 (𝑥, 𝑦, 𝑧) = 𝑐2 .

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