Differential Equations and Vector Calculus

Higher Order Linear Equations with Constant Coefficients

The solutions of linear differential equations with constant coefficients of

the third order or higher can be found in similar ways as the solutions of
second order linear equations. For an n-th order homogeneous linear
equation with constant coefficients:

an y(n) + an−1 y(n−1) + … + a2 y″ + a1 y′ + a0 y = 0, an ≠ 0.

It has a general solution of the form

y = C1 y1 + C2 y2 + … + Cn−1 yn−1 + Cn yn

where y1, y2, … , yn−1, yn are any n linearly independent solutions of the
equation. (Thus, they form a set of fundamental solutions of the differential
equation.) The linear independence of those solutions can be determined by
their Wronskian, i.e., W(y1, y2, … , yn−1, yn)(t) ≠ 0.

Note 1: In order to determine the n unknown coefficients Ci, each n-th order
equation requires a set of n initial conditions in an initial value problem:
y(t0) = y0, y′(t0) = y′0, y″(t0) = y″0, and y(n−1)(t0) = y(n−1)0.

Note 2: The Wronskian W(y1, y2, … , yn−1, yn)(t) is defined to be the

determinant of the following n  n matrix

 y1 y2 .. .. yn 
 y' y'2 .. .. y'n 
 1
 y"1 y"2 .. .. y"n 
 .
 : : : 

 y1(n−1) y(n−1)2 yn 
n-1

Dr.Soumitra Sarkar, Asst. Prof. of Math., TDB College| Mathematics (Hons.) 2nd semester, 2020-21. Page 1
 Differential Equations and Vector Calculus

Such a set of linearly independent solutions, and therefore, a general solution

of the equation, can be found by first solving the differential equation’s
characteristic equation:

an r n + an−1 r n−1 + … + a2 r 2 + a1 r + a0 = 0.

This is a polynomial equation of degree n, therefore, it has n real and/or

complex roots (not necessarily distinct). Those necessary n linearly
independent solutions can then be found using the four rules below.

rt
(i). If r is a distinct real root, then y = e is a solution.

(ii). If r = λ  µi are distinct complex conjugate roots, then

y = eλ t cos µt and y = eλ t sin µt are solutions.

rt rt
(iii). If r is a real root appearing k times, then y = e , y = te ,
y = t2e r t, … , and y = t k−1 e r t are all solutions.

(iv). If r = λ  µi are complex conjugate roots each appears k times,

then
y = e λ tcos µt, y = e λ t sin µt,
y = t e λ tcos µt, y = t e λ tsin µt,
y = t2 e λ tcos µt, y = t2 e λ tsin µt,
: :
: :
y = t e cos µt, and y = t k−1 e λ t sin µt,
k−1 λ t

are all solutions.

Dr.Soumitra Sarkar, Asst. Prof. of Math., TDB College| Mathematics (Hons.) 2nd semester, 2020-21. Page 2
 Differential Equations and Vector Calculus

Example: y(4) − y = 0

The characteristic equation is r 4 − 1 = (r 2 + 1)(r + 1)(r − 1) = 0,

which has roots r = 1, −1, i, −i. Hence, the general solution is

y = C1 e t + C2 e −t + C3 cos t + C4 sin t.

Example: y(5) − 3 y(4) + 3 y(3) − y″ = 0

The characteristic equation is r 5 − 3r 4 + 3r 3 − r 2 = r 2(r − 1)3 = 0,

which has roots r = 0 (a double root), and 1 (a triple root). Hence, the
general solution is

y = C1e0 t + C2 t e0 t + C3 e t + C4 t e t + C5 t 2 e t

= C1 + C2 t + C3 e t + C4 t e t + C5 t 2 e t.

Example: y(4) + 4 y(3) + 8 y″ + 8 y′ + 4 y = 0

The characteristic equation is r 4 + 4r 3 + 8r 2 + 8r + 4 = (r 2 + 2r + 2)2

= 0, which has roots r = −1  i (repeated). Hence, the general solution
is

y = C1 e − t cos t + C2 e − t sin t + C3 t e − t cos t + C4 t e − t sin t .

Dr.Soumitra Sarkar, Asst. Prof. of Math., TDB College| Mathematics (Hons.) 2nd semester, 2020-21. Page 3
 Differential Equations and Vector Calculus

Example: What is a 4th order homogeneous linear equation whose general

solution is
y = C1 e t + C2 e 2t + C3 e 3t + C4 e 4t ?

The solution implies that r = 1, 2, 3, and 4 are the four roots of the
characteristic equation. Therefore, r − 1, r − 2, r − 3, and r − 4 are its
factors. Consequently, the characteristic equation is

(r − 1)(r − 2)(r − 3)(r − 4) = 0

r 4 − 10r 3 + 35r 2 − 50r + 24 = 0

Hence, an equation is

y(4) − 10 y(3) + 35 y″ − 50 y′ + 24 y = 0.

Note: The above answer is not unique. Every nonzero constant multiple of
the above equation also has the same general solution. However, the
indicated equation is the only equation in the standard form that has the
given general solution.
Exercises B-4.1:

1 – 8 Find the general solution of each equation.

1. y(3) + 25y′ = 0

2. y(3) + 27y = 0

3. y(4) − 18 y″ + 81y = 0

4. y(4) − 3 y″ − 4 y = 0

5. y(4) + 32 y″ + 256 y = 0

6. y(5) + 5y(4) + 10y(3) + 10y″ + 5y′ + y = 0

7. y(5) + 2y(4) + 5y(3) = 0

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 Differential Equations and Vector Calculus

8. y(6) − y = 0

9 – 12 Solve each initial value problem.

9. y(3) + 4 y″ − 5 y′ = 0, y(0) = 4, y′(0) = −7, y″(0) = 23

10. y(3) + 3 y″ + 3 y′ + y = 0, y(0) = 7, y′(0) = −7, y″(0) = 11

11. y(4) − 10y″ + 9y = 0, y(0) = 5, y′(0) = −1, y″(0) = 21, y(3)(0) = −49

12. y(4) + 13y″ + 36y = 0, y(0) = 0, y′(0) = −3, y″(0) = 5, y(3)(0) = −3

13. Same as #10, except with initial conditions y(6561) = 7,

y′(6561) = −7, y″(6561) = 11.

14. Same as #12, except with initial conditions y(247) = 0, y′(247) = −3,
y″(247) = 5, y(3)(247) = −3

15. Find a 3rd order homogeneous linear equation which has a particular
solution y = e t − 2e −2t + 5t e −2t.

16. Find a 5th order homogeneous linear equation whose general solution is
y = C1 e −t + C2 t e −t + C3 t2 e −t + C4 cos t + C5 sin t.

17. Find a 6th order homogeneous linear equation whose general solution is
y = C1 + C2 t + C3 e−2 t cos t + C4 e−2 t sin t + C5 t e−2 t cos t + C6 t e−2 t sin t.

[Hint: the polynomial, with leading coefficient 1, that has complex conjugate
roots λ  µi has the form r 2 − 2λr + (λ2 + µ2).]

18. Find a 6th order homogeneous linear equation whose general solution is
y = C1 cos 2t + C2 sin 2t + C3 t cos 2t + C4 t sin 2t + C5 t2 cos 2t + C6 t2 sin 2t.

Dr.Soumitra Sarkar, Asst. Prof. of Math., TDB College| Mathematics (Hons.) 2nd semester, 2020-21. Page 5
 Differential Equations and Vector Calculus

Answers B-4.1:

1. y = C1 + C2 cos 5t + C3 sin 5t
3 3
t 3 3 t  C e 2 t sin 3 3 t
2. y  C1 e3t  C2 e 2 cos 3
2 2
3. y = C1 e 3t + C2 e −3t + C3 t e 3t + C4 t e −3t
4. y = C1 e 2t + C2 e −2t + C3 cos t + C4 sin t
5. y = C1 cos 4t + C2 sin 4t + C3 t cos 4t + C4 t sin 4t
6. y = C1 e −t + C2 t e −t + C3 t 2 e −t + C4 t 3 e −t + C5 t 4 e −t
7. y = C1 + C2 t + C3 t2 + C4 e −t cos 2t + C5 e −t sin 2t.
1 1 1 1
t 3 t 3 t 3 t 3t
8. y  C1 et  C2 e t  C3e 2 cos t  C4 e 2 sin t  C5 e 2 cos  C6e 2 sin
2 2 2 2
9. y = 5 − 2e t + e−5t
10. y = 7e−t + 2t2 e−t
11. y = 4et − e −t + 2e −3t
12. y = cos 2t − 3sin 2t − cos 3t + sin 3t
13. y = 7e– t + 6561 + 2(t – 6561)2 e – t + 6561
14. y = cos 2(t – 247) − 3sin 2(t – 247) − cos 3(t – 247) + sin 3(t – 247)
15. y(3) + 3y″ − 4y = 0
16. y(5) + 3y(4) + 4y(3) + 4y″ + 3y′ + y = 0
17. y(6) + 8y(5) + 26y(4) + 40y(3) + 25y″ = 0
18. y(6) + 12y(4) + 48y″ + 64y = 0

Dr.Soumitra Sarkar, Asst. Prof. of Math., TDB College| Mathematics (Hons.) 2nd semester, 2020-21. Page 6