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ES21 Handout

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HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
- n2
- linear in y, dy
- absence of y dy

Linear Differential Equation (nth order) w/ Constant Coefficients

Form:



if f(x)=0, homogeneous
f(x)0, non-homogeneous

Any linear homogeneous differential equation with constant coefficients with , homogeneous,
may be written in the form

where f(D) is a linear differential operator.
Operator:



Example:



Solution of Homogeneous Differential Equation:


If m is any root of the algebraic equation f(m)=0, then


which means that simply that

is a solution of .

Steps:
1. Set up the characteristic or auxiliary equation, f(m)=0
2. Find the roots (m) of the auxiliary equation (To determine the roots, we may use

)
3. Obtain y
c
=complimentary function








ES21 Handout
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Case A. Real, Distinct Roots


Solution:



Example:


Auxiliary equation:


Solution:




Case B. Real, Repeated Roots


Solution:



Example:


Auxiliary equation:




Solution




Case C. Distinct, Imaginary Roots


Solution:



Example:


Auxiliary equation:




Solution



ES21 Handout
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Case D. Repeated, Imaginary Roots
Solution:



Example:





Solution:




Exercises:
A. Identify the (a) differential operator, (b) auxiliary equation,(c) find the roots and (d) find the
complimentary function from the following:
1.


2.


3.


4.


B. Find the general solution.
1.


2.


3.


4.


5. Find the solution of a fourth-order linear homogeneous differential equations for x(t) with
real constant coefficients if the roots of its characteristic equation are and
.
6.


7.

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