Topic 05: Solving n-th Order Linear ODEs

MA102 Mathematics II: Winter Semester of AY 2022-2023

M. Guru Prem Prasad: IIT Guwahati

Worked Out Problems during Lecture Classes

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 1 / 26
Homogeneous Linear Equation with Constant Coefficients

Recall:
To find the general solution of linear homogeneous ODE, we require a basis for Ker(L).
Equivalently we need to find a set of fundamental solution to the homogeneous equation
L(y) = 0, where
L(y) := an y(n) + an−1 y(n−1) + · · · + a1 y′ + a0 y
and an , 0, an−1 , . . . , a0 are real constants.

Thus L(erx ) = 0 provided r is a root of the auxiliary equation

P(r) = an rn + an−1 rn−1 + · · · + a0 = 0. (1)

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 2 / 26
 L(y) = 0 ,
where L(y) := an y(n) + an−1 y(n−1) + · · · + a1 y′ + a0 y.
If r1 is a non-repeated real root of P(r) = 0, then

y1 (x) = er1 x

is a solution of L(y) = 0.
If r1 is a repeated real root with multiplicity m of P(r) = 0, then

y1 (x) = er1 x , y2 (x) = x er1 x , ..., ym (x) = xm−1 er1 x

are m linearly independent solutions of L(y) = 0.

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 3 / 26
 L(y) = 0 ,
where L(y) := an y(n) + an−1 y(n−1) + · · · + a1 y′ + a0 y.
If α ± i β are a pair of non-repeated complex roots of P(r) = 0, then

y1 (x) = eα x cos(βx) and y2 (x) = eα x sin(βx)

are two linearly independent solutions of L(y) = 0.

If α ± i β are a pair of repeated complex roots with multiplicity m of P(r) = 0, then

y1 (x) = eα x cos(βx), y2 (x) = x eα x cos(βx), ..., ym (x) = xm−1 eα x cos(βx)

ym+1 (x) = eα x sin(βx), ym+2 (x) = x eα x sin(βx), ..., y2m (x) = xm−1 eα x sin(βx)
are 2m linearly independent solutions of L(y) = 0.

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 4 / 26
Students to Workout in the Class
Solve the initial value problem

y(3) + 3 y′′ − 10 y′ = 0 ;

y(0) = 7, y′ (0) = 0, y′′ (0) = 70 .

Answer:
The characteristic equation r3 + 3r2 − 10r = 0 has three distinct real roots r1 = 0, r2 = −5
and r3 = 2.
The general solution to the given ODE is

y(x) = c1 e0 x + c2 e−5 x + c3 e2 x = c1 + c2 e−5x + c3 e2x .

The solution to the given IVP is

y(x) = 2e−5x + 5e2x .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 5 / 26
Students to Workout in the Class

Find a general soluton of the following ODE:

9 y(5) − 6 y(4) + y(3) = 0 .

Answer:
The characteristic equation r5 − 6r4 + r3 = 0 has the triple root r1 = 0 and the double root
r2 = 1/3.
The general solution to the given ODE is

y(x) = c1 + c2 x + c3 x2 + c4 e x/3 + c5 x e x/3 .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 6 / 26
Students to Workout in the Class

Find a general soluton of the following ODE:

y(3) + y′ − 10 y = 0 .

Answer:
The characteristic equation r3 + r − 10 = 0 has a real root r1 = 2 and a pair of complex
roots r2 = −1 + 2i and r3 = −1 − 2i.
The general solution to the given ODE is

y(x) = c1 e2x + e−x (c2 cos(2x) + c3 sin(2x)) .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 7 / 26
Students to Workout in the Class

The roots of the characteristic equation of a certain linear homogeneous differential equation
with constant coefficients are 0, 0, 0, 0, 3, −5, −5, 2 ± 3i and 2 ± 3i. Write a general solution of
this homogeneous differential equation.

Answer:

y(x) = c1 + c2 x + c3 x2 + c4 x3 + c5 e3x + c6 e−5x + c7 xe−5x

+e2x (c8 cos(3x) + c9 sin(3x)) + x e2x (c10 cos(3x) + c11 sin(3x)) .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 8 / 26
Students to Workout in the Class (Method of Undetermined Coefficients)
Solve y′′ − 2y′ − 3y = 4x − 5 + 6xe2x by finding a particular solution using the method of
undetermined coefficients.
Complementary Function: The general solution of the associated homogeneous equation
y′′ − 2y′ − 3y = 0 is
yc (x) = c1 e−x + c2 e3x .
A guess for a particular solution is
 
y p (x) = (Ax + B) + Cxe2x + De2x .
Observe that the functions in the assumed trial particular solution is NOT a solution of the
associated homogeneous equation (That is, not a part of yc (x)).

−4 23 −4
A= , B= , C = −2, D= .
3 9 3
The general solution of given non-homogeneous ODE is
!
4x 23 4 2x
y(x) = yc (x) + y p (x) = c1 e −x
+ c2 e −
3x
+ − 2x + e .
3 9 3
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 9 / 26
Method of Undetermined Coefficients: Form of y p (x)
Assume that NO function in the assumed particular solution is a part of the complementary
function.
Non-Homogeneous Term Form of y p (x)
k (Non-zero Constant)
5x + 7
3x2 − 2
x3 − x + 1
sin(4x)
cos(3x)
(9x − 2)e5x
x2 e5x
e3x sin(4x)
5x2 sin(4x)
xe3x cos(4x)
xe3x cos(4x) + x2 e3x sin(4x)
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 10 / 26
Method of Undetermined Coefficients: Form of y p (x)
Assume that NO function in the assumed particular solution is a part of the complementary
function.
Non-Homogeneous Term Form of y p (x)
k (Non-zero Constant) A
5x + 7 Ax + B
3x2 − 2 Ax2 + Bx + C
x3 − x + 1 Ax3 + Bx2 + Cx + D
sin(4x) A cos(4x) + B sin(4x)
cos(3x) A cos(3x) + B sin(3x)
(9x − 2)e5x (Ax + B)e5x
x2 e5x (Ax2 + Bx + C)e5x
e3x sin(4x) Ae3x cos(4x) + Be3x sin(4x)
5x2 sin(4x) (Ax2 + Bx + C) cos(4x) + (Dx2 + Ex + F) sin(4x)
xe3x cos(4x) (Ax + B)e3x cos(4x) + (Cx + D)e3x sin(4x)
xe3x cos(4x) + x2 e3x sin(4x) (Ax2 + Bx + C)e3x cos(4x) + (Dx2 + Ex + F)e3x sin(4x)
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 11 / 26
Students to Workout in the Class (Method of Undetermined Coefficients)

Find a particular solution of y′′ − 5y′ + 4y = 8e x by the method of undetermined coefficients.

Answer:
8
y p (x) = − x e x .
3

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 12 / 26
Students to Workout in the Class (Method of Undetermined Coefficients)

Find a particular solution of y′′ − 2y′ + y = e x by the method of undetermined coefficients.

Answer:
1 2 x
y p (x) = x e .
2

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 13 / 26
Students to Workout in the Class (Method of Undetermined Coefficients)

While using the method of undetermined coefficients, find the form of a particular solution of
y(4) + y(3) = 1 − x2 e−x .
Answer:
yc (x) = c1 + c2 x + c3 x2 + c4 e−x .
Normally we think of
y p (x) = A + (Bx2 + Cx + D) e−x .
We see that the duplications between yc and y p are eliminated when A is multiplied by x3 and
(Bx2 + Cx + D) e−x is multiplied by x.
Therefore, we choose
h i
y p (x) = x3 (A) + x (Bx2 + Cx + D) e−x = Ax3 + (Bx3 + Cx2 + Dx) e−x .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 14 / 26
Students to Workout in the Class (Annihilator Method)
Find a particular solution of y′′ + 4y = cos x by using Annihilator Method.
Answer: Set L = D2 + 4.
Observe that (D2 + 1) cos x = D2 cos x + cos x = − cos x + cos x = 0. Therefore, take

Q = D2 + 1 so that Q(L(y)) = Q(cos x) = 0 .

Ker(QL) = {c1 cos(2x) + c2 sin(2x)+A cos(x) + B sin(x) : c1 , c2 , A and B are arbitrary real constants
= {yc (x) + y p (x)}, where yc (x) = c1 cos(2x) + c2 sin(2x) and y p (x) = A cos(x) + B sin(x) .
Now, L(y p ) = cos x gives that

3A cos x + 3B sin x = cos x .

1
=⇒ A= and B=0.
3
1
y p (x) = cos x .
3
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 15 / 26
Students to Workout in the Class (Annihilator Method)
Find a particular solution of y′′ + 9y = x2 e3x by using Annihilator Method.
Answer: Set L = D2 + 9.
Observe that (D − 3)3 x2 e3x = 0. Therefore, take
Q = (D − 3)3 so that Q(L(y)) = Q(x2 e3x ) = 0 .

 
Ker(QL) = {c1 cos(3x) + c2 sin(3x)+ Ax2 + Bx + C e3x : c1 , c2 , A, B, C are arbitrary real constants
 
= {yc (x) + y p (x)}, where yc (x) = c1 cos(3x) + c2 sin(3x) and y p (x) = Ax2 + Bx + C e3x .
y′p = (2Ax + B)e3x + 3y p and y′′p = (2A + 3B)e3x + 6Axe3x + 3y′p = (2A + 6B)e3x + 12Axe3x + 9y p .
Now, L(y p ) = x2 e3x gives that
(2A + 6B + 18C) e3x + (12A + 18B) x e3x + 18A x2 e3x = x2 e3x .
1 −1 1
=⇒ A= , B= , and C= .
18 27 162
x2
!
x 1
y p (x) = − + e3x .
18 27 162
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 16 / 26
Students to Workout in the Class (Operator Method - Successive
Integrations)
Find a particular integral of y′′ + y′ − 2y = e x by using Operator Method (Successive
Integrations).
Given Differential equation can be written as

(D2 + D − 2) y = e x .

By using operator method successive integrations, a particular integral y p (x) can be found as
follows: " #
1 1 1 1
y p (x) = ex = ex = ex
+ D − 2)
(D2 (D − 1)(D + 2) (D − 1) (D + 2)
" x#
x ex
" Z # Z
1 1 e 1 x
= e −2x
e e dx =
2x x
= e e−x e x dx = .
(D − 1) (D − 1) 3 3 3
x ex
y p (x) = .
3
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 17 / 26
Students to Workout in the Class (Operator Method - Partial Fractions)
Find a particular integral of y′′ + y′ − 2y = e x by using Operator Method (Partial Fractions).
" #
1 1 1 1
= − .
(D2 + D − 2) 3 (D − 1) (D + 2)
By using operator method - Partial Fractions, a particular integral y p (x) can be found as follows:
" #
1 1 1
y p (x) = ex − ex
(D − 1) 3 (D + 2)

ex
" Z Z # " #
1 x 1
= e −x x
e e dx − e −2x
e e dx =
2x x x
xe −
3 3 3
x ex ex
y p (x) = − .
3 9
Note: For a non-homogeneous ODE, the particular solutions y p (x) may be different if we use
different different methods for finding y p .
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 18 / 26
Students to Workout in the Class (Operator Method - Series Expansion:
g(x) = Polynomial)
Find a particular integral of y′′′ − 5y′′ + 3y′ + 2y = 2x3 + 4x2 − 6x + 5 by using Operator
Method (Series Expansion).
Observe that g(x) = 2x3 + 4x2 − 6x + 5 is a polynomial of degree 3, so we will find a particular
solution using operator method - series expansion. Since the degree of polynomial g(x) is 3, in
the series expansion, the terms involving D4 and higher powers will not contribute.
1  
y p (x) = 2x 3
+ 4x 2
− 6x + 5
D3 − 5D2 + 3D + 2 
 
1 1
 

  
=  2x3 + 4x2 − 6x + 5 
 
 1 + D −5D +3D
  3 2

2

 
  


2

 !2 !3 
D3 − 5D2 + 3D D3 − 5D2 + 3D D3 − 5D2 + 3D
!
1   3
= + +  2x + 4x2 −


 1 − − · · ·
2 2 2 2

 
5 39 169
= x3 − x2 + x −
2 2 4
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 19 / 26
Students to Workout in the Class (Operator Method - g(x) = eαx )

Find a particular integral of y′′ + y′ − 2y = e3x by using Operator Method.

Here the non-homogeneous term is g(x) = e3x and α = 3 is NOT a root of auxiliary equation
P(r) = r2 + r − 2 = 0.
1 3x 1 3x 1 3x
y p (x) = e = e = e .
P(D) P(3) 10

e3x
y p (x) = .
10

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 20 / 26
More on Operator Method with g(x) = Aeαx

Consider the following n-th order non-homogeneous linear ODE with constant coefficients

(Pn (D))y = (an Dn + an−1 Dn−1 + · · · + a1 D + a0 )y = g, where g(x) = Aeαx .

Then, it has a particular solution of the following form:

A eαx
if Pn (α) , 0 ,




 Pn (α)
y p (x) = 


A xk eαx (k−1)
if Pn (α) = P′n (α) = · · · = Pn (α) = 0 but P(k)
n (α) , 0 , k = 1, 2, . . . , n .




P(k)

n (α)

Find a particular integral of (D − 2)(D − 4)3 y = 5e4x by using Operator Method.

Answer
5x3 e4x
!
−1
y p (x) = = 5x3 e4x .
P′′′ (4) 36

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 21 / 26
Students to Workout in the Class (Method of Variation of Parameters)
Using the Method of Variation of Parameters, find a particular integral of y′′ + y = tan(x).
Then, find its general solution.
Answer:
A Fundamental Set of Solutions of Associated Homogeneous Equation is
{y1 (x) = cos(x), y2 (x) = sin(x)}. We seek a particular solution of the form

y p (x) = v1 (x) y1 (x) + v2 (x) y2 (x) .

y p (x) = [sin(x) − ln | sec(x) + tan(x)| ] cos(x) + (− cos(x)) sin(x)

= [− ln | sec(x) + tan(x)| ] cos(x) .
The general solution of the given non-homogeneous ODE is given by

y(x) = c1 cos(x) + c2 sin(x) + [− ln | sec(x) + tan(x)| ] cos(x) .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 22 / 26
Students to Workout in the Class (Method of Reduction of Order)
Given that y1 (x) = x is a solution of x2 y′′ + xy′ − y = 0, find its general solution.
Assume that the second linearly independent solution is y2 (x) = v(x)y1 (x).
Rewriting the given ODE as
1 (−1)
y′′ + P(x)y′ + Q(x) = 0, where P(x) = and Q(x) = 2 .
x x
R R dx
1
e− = e− x =
P(x) dx
.
! x
Z Z Z
1 R
1 1 (−1)
v(x) = 2
e − P(x) dx
dx = 2
· dx = x−3 dx = .
(y1 (x)) x x 2x2
!
−1 (−1)
=⇒ y2 (x) = v(x) y1 (x) = 2
x= .
2x 2x
The general solution of the given equation is given by
!
−1
y(x) = c1 x + c2 .
2x
M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 23 / 26
Students to Workout in the Class (Method of Reduction of Order)

Given that y1 (x) = e2x is a solution of (2x + 1) y′′ − 4(x + 1) y′ + 4y = 0, find a linearly
independent solution by reducing the order. Write the general solution.
Answer:
The general solution of the given equation is given by

y(x) = c1 e2x + c2 (x + 1) .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 24 / 26
Students to Workout in the Class (Method of Reduction of Order)

Given that y1 (x) = x is a solution of (1 − x2 ) y′′ − 2x y′ + 2 y = 0, find the second linearly

independent solution by reducing the order.
This ODE is a special case of the Legendre equation (1 − x2 ) y′′ − 2x y′ + p(p + 1) y = 0 of
order p with p = 1.
Answer:
The second linearly independent solution of the given equation is

1+x
!
x
y2 (x) = 1 − ln for |x| < 1 .
2 1−x

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 25 / 26
Students to Workout in the Class (Cauchy-Euler Equation)

d2 y dy
Find the general solution of x2 dx2 − 5x dx + 8y = 2x3 .
The transformation x = et reduces the given equation to a linear differential equation with
constant coefficients as
d2 y dy
2
− 6 + 8y = 2e3t .
dt dt

yc = c1 e2t + c2 e4t .
y p = −2e3t .
y(et ) = c1 e2t + c2 e4t − 2e3t .
Since x = et , we get
y(x) = c1 x2 + c2 x4 − 2x3 .

M. Guru Prem Prasad: IIT Guwahati Topic 05: Solving n-th Order Linear ODEs 26 / 26