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7-Differential-Equation-of-Higher-Order

The document discusses the general solutions of higher-order homogeneous linear differential equations with constant coefficients, detailing cases based on the nature of the roots of the auxiliary equation. It provides specific examples for distinct real roots, repeated real roots, and imaginary roots, along with their corresponding general solutions. Additionally, it introduces the concept of nonhomogeneous linear differential equations and the use of differential operators for higher-order equations.
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0% found this document useful (0 votes)
7 views

7-Differential-Equation-of-Higher-Order

The document discusses the general solutions of higher-order homogeneous linear differential equations with constant coefficients, detailing cases based on the nature of the roots of the auxiliary equation. It provides specific examples for distinct real roots, repeated real roots, and imaginary roots, along with their corresponding general solutions. Additionally, it introduces the concept of nonhomogeneous linear differential equations and the use of differential operators for higher-order equations.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Differential Equation of Higher Order

General Solution of Homogeneous Linear Differential Equation of Higher


Order 𝒏 with Constant Coefficients

𝒚 = 𝒄𝟏 𝒚𝟏 (𝒙) + 𝒄𝟐 𝒚𝟐 (𝒙) + ∙ ∙ ∙ + 𝒄𝒏 𝒚𝒏 (𝒙)


Where 𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 are arbitrary constants and

𝒚𝟏 (𝒙), 𝒚𝟐 (𝒙), … , 𝒚𝒏 (𝒙) are linear independent functions

Case 1. The roots of auxiliary equation are distinct real roots 𝒎


𝒎𝟏 ≠ 𝒎 𝟐 ≠ ∙ ∙ ∙ ≠ 𝒎𝒏
The general solution is 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒆𝒎𝒏 𝒙

Find the general solution of 𝒚′′′ + 𝟏𝟏𝒚′′ + 𝟑𝟎𝒚′ = 𝟎

Auxiliary Equation: 𝑚3 + 11𝑚2 + 30𝑚 = 0

Roots of Auxiliary Equation: 𝑚(𝑚2 + 11𝑚 + 30) = 0

𝑚(𝑚 + 5)(𝑚 + 6) = 0
𝑚1 = 0; 𝑚2 = −5; 𝑚3 = −6

Substitute in 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒆𝒎𝒏 𝒙

𝑦 = 𝑐1 𝑒 0∙𝑥 + 𝑐2 𝑒 −5𝑥 + 𝑐3 𝑒 −6𝑥


𝑦 = 𝑐1 + 𝑐2 𝑒 −5𝑥 + 𝑐3 𝑒 −6𝑥 is the general solution of 𝒚′′′ + 𝟏𝟏𝒚′′ + 𝟑𝟎𝒚′ = 𝟎
Case 2. The roots of auxiliary equation are repeated real roots 𝒎
𝒎𝟏 = 𝒎𝟐 = ∙ ∙ ∙ = 𝒎𝒏
The general solution is 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏 𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝟏 𝒙

Find the general solution of 𝒚(𝟑) + 𝟑𝒚′′ + 𝟑𝒚′ + 𝒚 = 𝟎

Auxiliary Equation: 𝑚3 + 3𝑚2 + 3𝑚 + 1 = 0

Roots of Auxiliary Equation: (𝑚 + 1)3 = 0


(𝑚 + 1)(𝑚 + 1)(𝑚 + 1) = 0
𝑚1 = −1; 𝑚2 = −1; 𝑚3 = −1

Substitute in 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏 𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝟏 𝒙

𝒚 = 𝒄𝟏 𝒆−𝟏∙𝒙 + 𝒄𝟐 𝒙𝒆−𝟏∙𝒙 + 𝒄𝟑 𝒙𝟐 𝒆−𝟏∙𝒙


𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒙𝒆−∙𝒙 + 𝒄𝟑 𝒙𝟐 𝒆−∙𝒙 is the general solution of
𝒚(𝟑) + 𝟑𝒚′′ + 𝟑𝒚′ + 𝒚 = 𝟎
Case 3. The roots of auxiliary equation are imaginary roots 𝒎
𝒎 = 𝒂 ± 𝒃𝒊
Where 𝒂 and 𝒃 are real numbers and 𝒊 is imaginary number.

The general solution is 𝒚 = 𝒄𝟏 𝒆𝒂𝒙 𝒔𝒊𝒏 𝒃𝒙 + 𝒄𝟐 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃𝒙

Find the general solution of 𝒚′′ + 𝟐𝒚′ + 𝟏𝟎𝒚 = 𝟎

Auxiliary Equation: 𝒎𝟐 + 𝟐𝒎 + 𝟏𝟎 = 𝟎

−𝒃 ± √𝒃𝟐−𝟒𝒂𝒄
Roots of Auxiliary Equation: Use Quadratic Formula 𝒎= 𝟐𝒂

−𝟐 ± √𝟐𝟐−𝟒(𝟏)𝟏𝟎
𝒎= 𝟐(𝟏)

−𝟐 ± √𝟒−𝟒𝟎
𝒎= 𝟐
−𝟐 ± √−𝟑𝟔
𝒎=
𝟐
−𝟐 ± 𝟔𝒊
𝒎= 𝟐

𝒎 = −𝟏 ± 𝟑𝒊
Substitute in 𝒚 = 𝒄𝟏 𝒆𝒂𝒙 𝒔𝒊𝒏 𝒃𝒙 + 𝒄𝟐 𝒆𝒂𝒙 𝒄𝒐𝒔 𝒃𝒙

𝒚 = 𝒄𝟏 𝒆−𝟏∙𝒙 𝒔𝒊𝒏 𝟑𝒙 + 𝒄𝟐 𝒆−𝟏∙𝒙 𝒄𝒐𝒔 𝟑𝒙


𝒚 = 𝒄𝟏 𝒆−𝒙 𝒔𝒊𝒏 𝟑𝒙 + 𝒄𝟐 𝒆−∙𝒙 𝒄𝒐𝒔 𝟑𝒙 is the general solution of
𝒚′′ + 𝟐𝒚′ + 𝟏𝟎𝒚 = 𝟎
𝒅𝟒 𝒚 𝒅𝟐 𝒚
Solve − 𝟐 𝒅𝒙𝟐 + 𝒚 = 𝟎
𝒅𝒙𝟒

Auxiliary Equation: 𝒎𝟒 − 𝟐𝒎𝟐 + 𝟏 = 𝟎

Roots of Auxiliary Equation: (𝒎𝟐 − 𝟏)𝟐 = 𝟎

(𝒎𝟐 − 𝟏)(𝒎𝟐 − 𝟏) = 𝟎
(𝒎 + 𝟏)(𝒎 − 𝟏)(𝒎 + 𝟏)(𝒎 − 𝟏) = 𝟎

(𝒎 + 𝟏)𝟐 (𝒎 − 𝟏)𝟐 = 𝟎

𝒎𝟏 = 𝒎𝟐 = −𝟏 and 𝒎𝟑 = 𝒎𝟒 = 𝟏

Substitute in 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏𝒙 + ∙ ∙ ∙ + 𝒄𝒏 𝒙𝒏−𝟏 𝒆𝒎𝟏 𝒙


𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒙𝒆−𝒙 + 𝒄𝟑 𝒆𝒙 + 𝒄𝟒 𝒙𝒆𝒙

𝒅𝟔 𝒚 𝒅𝟐 𝒚
Solve − =𝟎
𝒅𝒙𝟔 𝒅𝒙𝟐
Auxiliary Equation: 𝒎𝟔 − 𝒎𝟐 = 𝟎

Roots of Auxiliary Equation: 𝒎𝟐 (𝒎𝟒 − 𝟏) = 𝟎

𝒎𝟐 (𝒎𝟐 − 𝟏)(𝒎𝟐 + 1) = 0

𝒎𝟐 (𝒎 − 𝟏)(𝒎 + 𝟏)(𝒎𝟐 + 1) = 0
− 𝟎 ± √𝟎𝟐 −𝟒(𝟏)(𝟏)
𝒎𝟏 = 𝒎𝟐 = 𝟎; 𝒎𝟑 = 𝟏; 𝒎𝟒 = −𝟏; 𝒎 = 𝟐(𝟏)

± √−𝟒)
𝒎𝟏 = 𝒎𝟐 = 𝟎; 𝒎𝟑 = 𝟏; 𝒎𝟒 = −𝟏; 𝒎 = 𝟐
± 𝟐𝒊
𝒎𝟏 = 𝒎𝟐 = 𝟎; 𝒎𝟑 = 𝟏; 𝒎𝟒 = −𝟏; 𝒎 = 𝟐

𝒎𝟏 = 𝒎𝟐 = 𝟎; 𝒎𝟑 = 𝟏; 𝒎𝟒 = −𝟏; 𝒎 = 𝟎 ± 𝒊

Case 2
Case 1
Case 3
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 𝒆𝟎𝒙 + 𝒄𝟒 𝒙𝒆𝟎𝒙 + 𝒄𝟓 𝒆𝟎𝒙 𝒔𝒊𝒏 𝟏𝒙 + 𝒄𝟔 𝒆𝟎𝒙 𝒄𝒐𝒔 𝟏𝒙
𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙 + 𝒄𝟑 + 𝒄𝟒 𝒙 + 𝒄𝟓 𝒔𝒊𝒏 𝒙 + 𝒄𝟔 𝒄𝒐𝒔 𝒙
𝒅𝟔 𝒚 𝒅𝟐 𝒚
is the general solution of − =𝟎
𝒅𝒙𝟔 𝒅𝒙𝟐
General nonhomogeneous linear differential equation
of Higher order 𝑛
𝒅𝒏 𝒚 𝒅𝒏−𝟏𝒚 𝒅𝒚
𝒃𝟎 (𝒙) 𝒏
+ 𝒃𝟏 ( 𝒙 ) 𝒏−𝟏
+ ∙∙∙ +𝒃𝒏−𝟏 (𝒙) + 𝒃𝒏 (𝒙)𝒚 = 𝑹(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙
When 𝑹(𝒙) ≠ 𝟎, it is nonhomogeneous linear differential equation of order 𝒏.

Sometimes, differential operators, 𝑫, 𝑫𝟐 ; … , 𝑫𝒏 are used for higher order


differential equation.
𝒅 𝒅𝟐 𝒅𝒏
= 𝑫; = 𝑫𝟐 ; = 𝑫𝒏
𝒅𝒙 𝒅𝒙𝟐 𝒅𝒙𝒏

𝒅𝒏 𝒚 𝒅𝒏−𝟏𝒚 𝒅𝒚
𝒃𝟎 (𝒙) 𝒏 + 𝒃𝟏 (𝒙) 𝒏−𝟏 + ∙∙∙ +𝒃𝒏−𝟏 (𝒙) + 𝒃𝒏 (𝒙)𝒚 = 𝑹(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙

𝒃𝟎 (𝒙)𝑫𝒏 𝒚 + 𝒃𝟏 (𝒙)𝑫𝒏−𝟏𝒚 + ∙∙∙ +𝒃𝒏−𝟏 (𝒙)𝑫𝒚 + 𝒃𝒏 (𝒙)𝒚 = 𝑹(𝒙)


[𝒃𝟎 (𝒙)𝑫𝒏 + 𝒃𝟏 (𝒙)𝑫𝒏−𝟏 + ∙∙∙ +𝒃𝒏−𝟏 (𝒙)𝑫 + 𝒃𝒏 (𝒙)]𝒚 = 𝑹(𝒙)

Nonhomogeneous Linear Differential Equations of Higher Order


𝒏 with Constant Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏𝒚 𝒅𝒚
𝒂𝟎 𝒏 + 𝒂𝟏 𝒏−𝟏 + ∙∙∙ +𝒂𝒏−𝟏 + 𝒂𝒏 𝒚 = 𝑹(𝒙)
𝒅𝒙 𝒅𝒙 𝒅𝒙
Where 𝒂𝟎 , 𝒂𝟏 , ∙ ∙ ∙ 𝒂𝒏−𝟏 and 𝒂𝒏 are constants.

(𝒂𝟎 𝑫𝒏 + 𝒂𝟏 𝑫𝒏−𝟏 + . . . + 𝒂𝒏−𝟏 𝑫 + 𝒂𝒏 )𝒚 = 𝑹(𝒙)


General Solution of Nonhomogeneous Differential Equation of
Higher Order 𝒏 with Constant Coefficients
𝒚 = 𝒚𝒄 + 𝒚𝒑
Where 𝒚 is the general solution;

𝒚𝒄 is the complementary solution; and

𝒚𝒑 is the particular solution

Case 1. When 𝑹(𝒙) is polynomial function

Find the general solution of the following:

a) (𝑫𝟐 − 𝟓𝑫 + 𝟔)𝒚 = 𝟒𝒙𝟐 − 𝟑𝒙 + 𝟓

b) (𝑫𝟑 + 𝟕𝑫𝟐 + 𝟏𝟐𝑫)𝒚 = 𝟓𝒙𝟐 − 𝟒

For a) (𝑫𝟐 − 𝟓𝑫 + 𝟔)𝒚 = 𝟒𝒙𝟐 − 𝟑𝒙 + 𝟓

Remember for nonhomogeneous linear differential equation of order 𝒏 with constant


coefficients, the general solution is

𝒚 = 𝒚𝒄 + 𝒚𝒑

Solve for 𝑦𝑐 : (𝐷2 − 5𝐷 + 6)𝑦 = 0

Auxiliary equation: 𝑚2 − 5𝑚 + 6 = 0

Roots: (𝑚 − 3)(𝑚 − 2) = 0

𝑚1 = 3; 𝑚2 = 2

Apply Case 1:

𝑦𝑐 = 𝑐1𝑒 3𝑥 + 𝑐2 𝑒 2𝑥
Solve for 𝑦𝑝 : 𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶 where A, B and C are constants to be solved.

𝑦𝑝 is derived from 𝑅(𝑥). And


always check if the terms in the
𝑦𝑝 are independent functions as
compared to 𝑦𝑐

𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶

𝑦𝑝′ = 2𝐴𝑥 + 𝐵

𝑦𝑝′′ = 2A

Substitute in (𝑫𝟐 − 𝟓𝑫 + 𝟔)𝒚 = 𝟒𝒙𝟐 − 𝟑𝒙 + 𝟓

𝟐𝑨 − 𝟓(𝟐𝑨𝒙 + 𝑩) + 𝟔(𝑨𝒙𝟐 + 𝑩𝒙 + 𝑪) = 𝟒𝒙𝟐 − 𝟑𝒙 + 𝟓


Equate corresponding coefficients of 𝒙𝟐 , 𝒙 and constants.
𝟐
Coefficients 𝒙𝟐 : 𝟔𝑨 = 𝟒; ∴ 𝑨= 𝟑
𝟐 𝟏𝟏
Coefficients 𝒙 : −𝟏𝟎𝑨 + 𝟔𝑩 = −𝟑 ; −𝟏𝟎 (𝟑) + 𝟔𝑩 = −𝟑 ; ∴ 𝑩 = 𝟏𝟖
𝟐 𝟏𝟏 𝟏𝟐𝟏
Constants: 𝟐𝑨 − 𝟓𝑩 + 𝟔𝑪 = 𝟓; 𝟐 (𝟑) − 𝟓 (𝟏𝟖) + 𝟔𝑪 = 𝟓; ∴ 𝑪 = 𝟏𝟎𝟖

Substitute in 𝑦𝑝 = 𝐴𝑥 2 + 𝐵𝑥 + 𝐶
𝟐 𝟏𝟏 𝟏𝟐𝟏
𝑦𝑝 = 𝑥2 + 𝑥+
𝟑 𝟏𝟖 𝟏𝟎𝟖
Substitute in 𝒚 = 𝒚𝒄 + 𝒚 𝒑
𝟐 𝟏𝟏 𝟏𝟐𝟏
𝑐1 𝑒 3𝑥 + 𝑐2 𝑒 2𝑥 + 𝟑 𝑥 2 + 𝟏𝟖 𝑥 + 𝟏𝟎𝟖 is the general solution of

(𝑫𝟐 − 𝟓𝑫 + 𝟔)𝒚 = 𝟒𝒙𝟐 − 𝟑𝒙 + 𝟓

Case 2. When 𝑹(𝒙) is exponential function

Find the general solution of the following

a) (𝑫𝟐 − 𝟖𝑫 + 𝟕)𝒚 = 𝒆−𝟑𝒙


b) (𝑫𝟑 + 𝟏𝟎𝑫𝟐 + 𝟐𝟓𝑫)𝒚 = 𝒆𝟑𝒙 + 𝒆−𝒙 + 𝟒𝒙

For a) (𝑫𝟐 − 𝟖𝑫 + 𝟕)𝒚 = 𝟏𝟏𝒆−𝟑𝒙

Solve for 𝑦𝑐 :

(𝑫𝟐 − 𝟖𝑫 + 𝟕)𝒚 = 𝟎
Auxiliary Equation: 𝑚2 − 8𝑚 + 7 = 0

Roots: (𝑚 − 1)(𝑚 − 7) = 0

𝑚1 = 1; 𝑚2 = 7

𝑦𝑐 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 7𝑥
Solve for 𝑦𝑝 : 𝑦𝑝 = 𝐴𝑒 −3𝑥
𝑦𝑝′ = −3𝐴𝑒 −3𝑥
𝑦𝑝′′ = 9𝐴𝑒 −3𝑥
Substitute in (𝑫𝟐 − 𝟖𝑫 + 𝟕)𝒚 = 𝟏𝟏𝒆−𝟑𝒙

9𝐴𝑒 −3𝑥 − 8(−3𝐴𝑒 −3𝑥 ) + 7𝐴𝑒 −3𝑥 = 11𝑒 −3𝑥


Coefficient of 𝑒 −3𝑥 : 9𝐴 + 24𝐴 + 7𝐴 = 11
11
𝐴= 40

Substitute in 𝑦𝑝 = 𝐴𝑒 −3𝑥
11
𝑦𝑝 = 40 𝑒 −3𝑥

11
Substitute in 𝑦 = 𝑐1 𝑒𝑥 + 𝑐2 𝑒7𝑥 + 𝑒−3𝑥
40

Case 3. When 𝑹(𝒙) is sine or cosine functions

a) ( 𝑫𝟐 − 𝟒𝑫 + 𝟒)𝒚 = 𝒔𝒊𝒏 𝟑𝒙
b) 𝑫𝟒 − 𝟒𝑫𝟑 + 𝟖𝑫)𝒚 = 𝒄𝒐𝒔 𝟑𝒙 + 𝒔𝒊𝒏𝒙

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