Higher Order Linear Differential Equation
Higher Order Linear Differential Equation
5.1 INTRODUCTION
we shll
solve the differential equation
this section,
dy
d"y + n-1d+a+y=0 (3)
are all
constants and a, # 0.
all
d1,, a
where do. that a possible solution of Eq. (3) is
Suppose
y e (4)
Since
ay me" d*ym2e,
dr
d"yme
dx" C
dx C
takes the form
Equation (3)
a,me + a-1 e + + ame+ age =0 5)
2 e,... e
=e"
is solution of Eq. (3).
a
or the characteristic
Equation (6) is called the auxiliary equation (A.E.)
obtained from this equation by simply
equation (C.E.) of Eq. (3) and can easily be with m".
Teplacing y with m, y'" with m and so on, and y"
three cases may occuur:
wOle solving the auxiliary equation, the following
Example 51 Solve+6+11+6y
dx
0. =
Solution Here, the A.E. is
ycec (8)
Given that y = 0 when x =
0, Eq. (8) yields
9)
Also, from Eq. (8)
=qe'+2c2
dx
Using dyldr = 0 when x = 0. we have
(10)
O =C+2c
Solving Eqs. (9) and (10), we get c = c = 0, and the Solution (8) thus becomc
y = 0.
Example 5.3
dr3- dr? -6=0.
Solve
Case l. If the characteristic Eq. (6) has a root m =a, which repeats "
the general solution of Eq. (3) is
(11)
y =(C1 + Cx + Cx+ + C)e"
Higher Order linear Dilferential Equations 165
+Cn (12)
Erample
S4 Solve yd3 3+2y =0.
Solve
The A.E. is
Solution m - 3n + 2 =0
solution is
m = 1, 1, -2, and the
which gives
y = (C1 + Cx)e + c3ea
dy +24 y
Example 5.5 Solve 16 dx2 dx
+9y =0.
Solution The A.E. is 16m* + 24m + 9 =0. Solving, we get
(4m+3) = 0 or m=
The solution is
y= (C* + Co)e34x
(14)
eC cos Bx + c2 sin ir)
where c =
A constants.
+ B, c2 =
(A - B)i are the new
166 Diferential Equations nd Their Applications
= qe+£/2)*cosx+e sin-
y =
(C1 +
c) e +
C3+Cax) cos x + (Cs +C)sin x
5.3 SOLUTION OF
NONHOMOGENEOu
D I F F E R E N T I A L
LINEAR DI E A N S OF
EQUATIONS WITH CONSTANT COEFFICIENTS BY
POLYNOMIAL OPERATORS
The general solution of a
nonhomogeneous linear differential equation
d"-
Gdx"4 - 1 - + + a +4y=0)
2
M'
a , are constants, is
Qt) * 0 and "1,.
0,
wherea,
0,
= the general
when Q(r) It only remains to find the
that the complementary function.
of finding
methe
We shall be concerned
here mainly with the cases where Q(x)
icular integral. finite number of
particu of such terms as b, *, e ,
Sin ax, cos ax and a
D=y. Dy =
y,
Definition 5.3 If P(D) is a polynomial operator of
order n defined by
+ a,D", a 0 (17)
P(D) =
4,+ a,D + aD° +
+ a,D'y (18)
+ a,D")y a%y +a,Dy
+ =
PO)y =
(a0+ a,D + . .
+ ay + Ggy (19)
P(D)y =a,y" + a,-1"+ of order n
differential equation
wi
s
equation, the linear nonhomogeneous
wIth
constant coefficients can be written as
a*0 (20)
or
nY+an-Y + .+ay'+ agy =QT),
P(D)y = Q )
Pro S.1 If P(D) is a polvnomial operator (17) and y1. Y2 are two nn Orucz
Lstr)P(D)ly= g) [P(D)y]
Property 5.4 The product of two
defined as polynomial operators P(D) and Pz(D) is
Property 5.6 If
multiplication)
P(D) is
defined by Eq. (17), then
P(D) a,(D - =
. -X (23)
*An
are real or the
polynomial operator withimaginary
is to say, a roots of A.E.
if it were an
of P(D)y (6) = 0.
1na
ordinary polynomial. constant coefficients can de
la
REMARK. If P(D) is a
polynomial operator given by Eq. (17), uou
P(D)= P D)P(D)
where
P(D) and
P2(D) may be be
products of factors of Eq. (23). composite factors of P(D), i.e. P, and F2
Higher Order Linear Dilferential Equations 169
+a(D + a) + ag
P(D +a)
=
constant.
where a is a
(D+ 2D -D -
2)y = e (28)
Or
(D+2)y=v (32)
Then, Eq. (31) becomes
omes (D 1 ) v = e
(D + ce, which is a linear equation, and its
solution is
-
-e +C2e
170 Differential Equations and Their Applications
e +ce + cge*
xn) . .
. (D -
x,)y (35)
Then, Eq. (34) takes the form
(D-x)u = Qt) (36)
which is a linear equation in u. Find its solution and put it in Eq. (35) to get
(37)
Let
(D-x2)(D- x)..(D-x,)y =u()
V = (D - x3) . . . (D - x,)y (38)
Then, Eq. (37) becomes
(D - xz)v = ulr) (39)
an equation linear in v. Find its solution and put it in Eq. (38) to get
Inverse operation
Definition 5.5 Let P(D)y = Qt), where P(D) is the polynomial opei
,
in Eq. (17) and Qx) is the function consisting only of such termsre are
in ar, cos ar and a finite number of combination o f these terms, where
as
ritten
of P(D),
constantsor and k is a positive integer. The inverse operator
ing
on
Ql),
Pr(D)Q) = Yp or
PD)
Order Linear Diferential Equations 171
Higher
=
P(D)y
Also, if
2.
0. or y (0) =0
y,
= P(D0) =
YpPD)
=
Qr)
5.9 P(D) IP(D)Qt)]
Property
5.ll and the discussion
that follows this example for
Example
method of
have special methods for finding
The method. In practice, we
a longer
fnding the P.I. is
the function Q(X) of P(D)y QX) may
contain only =
mentione
the P.I. As already or a finite number of combinations of these
e", Sin ax, coS ax
Such terms as
b, x',
consider each of them.
shall now
terms. We
D ao 0
br and P(D) =
4g,
-
Then
bx (br') =-1
D ao
1
D'*l x = 0. After differentiating
One should not go beyondthe Dila terms as
the above equation, we get
ay 0
In general, if
br* (40)
+a,D + a,)y
=
P(D)y =(a,D"+
then
1 br
1D+p p
(41)
- +b,D++b,D )x*
obtained
of 1/P(D)
where (+b,Ddivision.
by ordinary +b,D++lb,DMa is the series expansion
and Their Applications
Equations
172 Differential
becomes P\Dy = b and from Eq.
1fk=0. then Eq. (40) (41)
). we have
P.l=Ypy P(D) ag 0
42
Also
PD) = D - 2D 3
with ag -3 and b = 5. Hence
P.I. =
P(D) do
Therefore, the complete solution is
y Y + , = c,e -
+ ce"-
C2e
Also
PI. =
»
PD)
Higher Order Linear Differential Equations 173
Therefore, t h e r e q u i r e d
solution is
Example
Ye= Cx + C)e*
Also
1 (2x + x2)
(D+1)
(D+1) (2x + *)
=
(1 2D + 3D+ .
)(2x+ *)
= 7- 2x +2
Hence, the complete solution is
+*-2x+2
y=Y +
yp = (C,x + c) e
Example5.15 Solve (D -
2D +4)y = *+ 3x- 5x + 2.
Thus
C.F. = yc = Cje + elc, cosx + C3 sin x)
Also
P.I. 1 +4
pT-2D +3x-5x+2)
-(x*+3x
_D
*
(x +3x - 5 x +2)
+3x2-5x +2)
174 Differential Equations and Their
Applications
+3x 5x +2) -
y Ye+ yp =
Ce +
e(c2 cos x +
C3 sin x) +* +2x +6x3 -5x -
5.3.2 When Q(x) =bx" and P(D) =
In this case,
a,D" + an-D+ +a1D
ag =
0, and D is a factor of P(D). Therefore,
write by Property 5.6, we can
P(D) =D(4,D"-l +
where a #0. If both
+
aD +a)
ag =0 and a, =
0, then D is factor of
can be written
as
a
P(D) so that PD)
P(D) =
D'(4,D+
In
general, if D' is
.+
azD +a2)
a factor of P(D), then br has the form
P(D)y =
P(D)y =
D'(a,DT + +aD + a,)y =
bx, a, * 0
Thus, by definition,
m -
P.I. =
Yp D- D -6D
Higher Order Linear Diferential Equations 175
6D +1)
YeC +
C2e + Czea
Now
P.I. 1
Yp D +3D? +2D
DD+1)D +2)
2D+D)"|
2D-D + D + |
176 Differential Equations and Their
Applications
2-92 +21x)
Therefore, the complete solution is
In this case,
P(D)y Qx) becomes P(D)y
=
=
be". The
particular integral here is
bear bear
YpP(D) P(a) P(a) 0
(44)
Note thata in P(a) is same as a in e". The
later. case when P(a) = 0 will be discussed
Example 5.18 Solve (D- -2D+5)y =e".
Solusion The A.E. is m -2m +
5 0, and the roots are -1 2i. Thus
C.F. =
Now
Ye =
e(c cos 2x +
e2 sin 21)
1
PL -2D +5e
The required -1)-2(-1) +5
solution is
y=
ec cos 2x + c2 sin 2x) +
e*
Example 5.19 Solve (D
D3- 4D + 4)y -
Solution The e* =
characteristic equation is
m -
m"-4m + 4 =0 or
Thus,
(m -
)m2 -
4) =0 or m= l, 4 * *
C.F. =
c
and +
c^e + C2e
eSx
r D?- D 4D +4
-
e =.
e
(3 -
(3) -4(3) + 4 10
Higher Onder Linear Differential Equations 177
sin)ax
*P(D? *=P - d Sin ar 1 (46)
1
Y p P ( D ) cos a x P ( - d cos
P(-a2COS ar (47)
REMARK. Ifyp= FD) sin ax, then put-a for D, at for D, - for D and so
in P(D) to calculate
on,
yp
The above method fails when P(-a) = 0 and in such a case, we proceed as
follows:
From Eq. (45), we have
D22Sin
ax =Im D2 + 2e
cos ax =
Re- e
Now +a
1 elar e
D2+a2 (D-ia) (D+ ia,
1
(D ia) 2ia
Xiax
2ia
COS ax = 2a
Sinaa (48)
D2+2
178 Differential Equations and Their Applications
sin ax = -
D2 +a2 -cos ax
(4
Example 5.20 Solve (D- 3D + 2)y = 3 sin2x.
C.F. =
y, =
ce+ ce*
Now, using Eq. (45), the imaginary part of a particular integral of
(D - 3D+ 2)y = 3e2
(5)
will be a solution of Eq. (50). Hence, P(D) =D° 3D + 2 and by Eq. (4). with
-
wih
b 3, and a = 2i, we have
3 e i
3e
pP(D) P(2i)
3e2ix
(2i)-3(2i)+2
3(1-31
-20
(e)
- 3 i ) (cos 2x +isin 2x)
(cos 2x +3 sin 2x) +i(sin 2x -3 cos 2x)]
The imaginary part of this equation is
which is the required particular integral. Therefore, the complete soluno1 ofthe
given differential equation is
m -
1 = 0. Solving,
OIVing, we
w e get
Be
m =
Thus
cos 2x cos 2x
D+D? - D-1 D(-2) +(-2) -D-1
cos2 -1 ( D - cos 2x
-5(D+1)5(D_Cos 2
-- cos 2x (D-1)cos2x
s (-2)-1
=-2 sin 2x -
cos 2x)
y=
+
p
=
C\e° + (C2 + C)e* -
(2
25
sin 2x+cos 2x)
Solve (D° + 1)y = cos 2x.
Example 5.22
Thus,
D+1
1 - cos 2x
D(-2)++1
cos 2x
-4D
1+4D
cos 2x
(1 - 16D2
1+4Dcos2x
1-16(-22)
+4D) cos 2x
65
2x -
8 sin 2x)
65
Applications
and Their
Equations
Diferential
180
solution is
Therefore,
the required
C.F. =
C cos 2x + C2 Sin 2x
and
2x from Eq. (48)
PL.
cos 2r= D2c+4
os
2x2(2)
solution is
Hence, the required
C.F. + P.I. =
c; cos 2x + C2 sin
2x +sin
4
2x
y
I)y = sin x.
#1, ti. Thus
Solution The A.E. m -
I = 0 has the roots
p sinx
sin X
(D - 1) (D +1)
sin.
(-1-1)(D +1)
. V="
PD) V
P(D+a)
Higher Order Linear Differential Equations 181
Solve (D 20D+ )y =
e'r.
Example 5.25
Solution Here
C.F. = (c + cr)e
and
-e
P.l.D2-2D+
(D+1)-2(D+1)+1
=eD2
(C1 + c) e+ i e r
12
-1)
P(D) (D +2) -4(D +2) -12
-(x -1)
D +8D
(x-1)
-(4-9x)
64
182 Diferential Equations and Their Applications
sin x e D+2-2(D+2)*
S Sin.
P(D) (D+2)-2(D+2) +5
e +2D +5Sinx
sin x
-12 +2D +5
D+
2D+4Sin.
(2D-4)(2D-4)sin x
e
202D-4) sin x
In this case,
(D a) is a factor
-
facto v
(D - a" f(D), fD) #0, and then
=
Dbe"= bearbr"ear
Sa) 0 (53)
(D-ay" f(D) n!f(a)
Example 5.28 Solve (D +6D +9)y 2e =
Higher Order Linear Differential Equations 183
183
Solution Here
Y(C+ ct)e*
and
2e
(0-2e ) =2|r|
D+6D+9 (D-3) +6(D-3) +9 D°
Solution Here
8 sin 2x
82 8
(D-2 (D-2) (D-2)
211 +82
1 sin 2x
(1-1/2D) (D+2-2)2*-4-4
4D+4)
+cos 2x
4xe" 2x
2x + 4r +3 + +cos
Here
2x+4x+ 4x'e" + cos 2x +3
C E + P.I. =
(¢^ + C>x)e +
Solution Here
e
C.E =
(C1 +
Their Applicar
and
Equations
Differential
184
and
- (e2 -
e)
P.. +4D+4
-2x
e2t
D4D+4 D+4D+4
1
e-2 -(1)
.4/2)+1
22 +4(2) +1| (D-2+4(D-2)+4
= -p*a)
16
y=q+ee l6
Here
S4)
PDV) = P'D)y
piD[P(D)
YpP(D)
V
Solution Here
y ( e + cx) e
YpD2D +1 X Sin x
2D-2 Sin x
-2D+1Sin x (D -2D+)
2D-2
. S i n x- Sin.
-1 -2D + 1* (-1-2D+ 1)
Higher Order Linear Differential Equations 185
=-Dsinx -D(2D-2)sin x
-xcos p (cosx-sin)
(x cos x + cos x - sin x)
general solution is
Thus. the
y=y+y,
=
(c +c)e+ a cos x+cos x sin x)
dy
Example 5.32/ Solve dx +2+ y
= x cos x.
Solution Here
Y(C + Cx)e"
x COS X
pD?+2D+1
2D+2 cos X
cos (n? +2D*1
*D?+2D+1 (D +2D +1
inx-D(-sin x+cosx)
cos x)
;(sin x
-
Sin x-
y=
(c +
Solution Here
Y,=(c+ cx)e
x sin x = e'D(r sin x)
Solution Here
D s i n 2x
= Im -r
Im of e2
(D+2i) +1
Im of ei 2
= Im of .
4iD+D23
=Im of
= Im of
=
Im of
(cos 2x +isin 2x)
8
).*J
Cos 2x n
2