3-Higher Order de v-VI

V. Linear ODE of Higher Order.
Variation of Parameters
Learning Objective
At the end of the module, you should be
able to solve linear differential equations of
higher order using Variation of parameters
method.
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Derivation of the method
) ( ) ( ) ( ) (
0 1 2
x g y x a y x a y x a = +
'
+
' '
) (
) (
) (
) (
) (
) (
2 2
0
2
1
x a
x g
y
x a
x a
y
x a
x a
y = +
'
+
' '
) ( ) ( ) ( x f y x Q y x P y = +
'
+
' ' The standard
form
) ( ) ( ) ( ) (
2 2 1 1
x y x u x y x u y
p
+ =
Let
where
) (
1
x y ) (
2
x y
and
are the fundamental set of solutions on
some interval I of the homogeneous DE.
) ( ) ( ) ( ) (
2 2 1 1
x y x u x y x u y
p
+ =
2 2 2 2 1 1 1 1
u y y u u y y u y
p
'
+
'
+
'
+
'
=
'
2 2 2 2 1 1 1 1
y u y u y u y u y
p
' '
+
' '
+
' '
+
' '
=
' '
( ) ( )
2 2 1 1 2 2 1 1
u y u y y u y u
'
+
'
+
'
+
'
=
( )
'
'
+
'
+
2 2 1 1
u y u y
2 2 2 2 1 1 1 1
y u y u y u y u
' '
+
' '
+
' '
+
' '
) ( ) ( ) ( x f y x Q y x P y = +
'
+
' '
( ) ( )
2 2 1 1 2 2 1 1
u y u y P y u y u P
'
+
'
+
'
+
'
+ ( )
2 2 1 1
y u y u Q + +
) (x f =
) (
1 1 1 1
Qy y P y u +
'
+
' '
= ) (
2 2 2 2
Qy y P y u +
'
+
' '
+
( )
2 2 1 1
y u y u
' '
+
' '
+ ( )
'
'
+
'
+
2 2 1 1
u y u y
( )
2 2 1 1
u y u y P
'
+
'
+
( )
'
'
+
'
+
2 2 1 1
u y u y
( )
2 2 1 1
y u y u
' '
+
' '
= ( )
'
'
+
'
+
2 2 1 1
u y u y
( )
2 2 1 1
u y u y P
'
+
'
+
0
2 2 1 1
=
'
+
'
u y u y
) (
2 2 1 1
x f u y u y =
' '
+
' '
W
x f y
W
W
u
) (
2 1
1
= = '
W
x f y
W
W
u
) (
1 2
2
= = '
and
By the Cramers Rule:
where
) (
0
,
) (
0
,
1
1
2
2
2
1
2 1
2 1
x f y
y
W
y x f
y
W
y y
y y
W
'
=
'
=
' '
=
Summary of the Variation of Parameters
method
) ( ) ( ) ( ) (
0 1 2
x g y x a y x a y x a = +
'
+
' '
Find the complementary solution
Compute the Wronskian
2 2 1 1
y c y c y
c
+ =
)) ( ), ( (
2 1
x y x y W
) ( ) ( ) ( x f y x Q y x P y = +
'
+
' '
Write the DE in standard form
Compute
W
x f y
W
W
u
) (
2 1
1
= = '
W
x f y
W
W
u
) (
1 2
2
= = '
and
method
1
u
'
Integrate and
Finally
p c
p
y y y
y u y u y
+ =
+ =
2 2 1 1
2
u
'
The general solution:
method
Example
Solve
. ) 1 ( 4 4
2x
e x y y y + = +
'
' '
Find
0 4 4 = +
'
' '
y y y
c
y
0 4 4
2
= + m m
2
2 1
= = m m
Example
x x
c
xe c e c y
2
2
2
1
+ =
? =
p
y
Example
2 2 1 1
y u y u y
p
+ =
. ) 1 ( 4 4
2x
e x y y y + = +
'
' '
x x
c
xe c e c y
2
2
2
1
+ =
Standard form
x x
xe y e y
2
2
2
1
, = =
From y
c
f
Example
Example
x x
xe y e y
2
2
2
1
, = =
2 1
2 1
y y
y y
W
' '
=
) 2 ( 2
2 2 2
2 2
x x x
x x
xe e e
xe e
W
+
=
Wronskian
) )( 2 ( ) 2 (
2 2 2 2 2 x x x x x
xe e xe e e W + =
x
e W
4
=
x
x
e
e x x
4
4
) 1 ( +
x
e W
4
=
x x x x u = + =
'
2
1
) 1 (
2 3
2 3
1
x x
u =
Example
= = '
W
x f y
u
) (
2
1
x x
xe y e y
2
2
2
1
, = =
x
x
e
e x
4
4
) 1 ( +
=
x
e W
4
=
1
2
+ =
'
x u
x
x
u + =
2
2
2
Example
= = '
W
x f y
u
) (
1
2
x x
xe y e y
2
2
2
1
, = =
p c
y y y + =
2 2 1 1
y u y u y y
c
+ + =
x
x
u + =
2
2
2
2 3
2 3
1
x x
u =
x x x x
xe x
x
e
x x
xe c e c y
2
2
2
2 3
2
2
2
1
)
2
( )
2 3
( + + + + =
Example
x x x x
e
x
e
x
xe c e c y
2
3
2
2
2
2
2
1
6 2
+ + + =
Solve
. 3 csc 36 4 x y y = +
' '
Example
Find
0 36 4 = +
' '
y y
.
c
y
0 36 4
2
= + m
0 9
2
= + m
i m i m 3 , 3
2 1
= =
3 , 0 = = | o
?
c
y
Example
x e c x e c y
x x
c
3 sin 3 cos
0
2
0
1
+ =
x c x c y
c
3 sin 3 cos
2 1
+ =
? =
p
y
Example
2 2 1 1
y u y u y
p
+ =
x c x c y
c
3 sin 3 cos
2 1
+ =
x y x y 3 sin , 3 cos
2 1
= =
Example
x x
x x
W
3 cos 3 3 sin 3
3 sin 3 cos
=
x c x c y
c
3 sin 3 cos
2 1
+ =
) 3 sin 3 ( 3 cos 3
2 2
x x W =
3 ] 3 sin 3 [cos 3
2 2
= + = x x W
Example
12
1
3
4
1
1
1
=
= =
'
W
W
u
4
1
1
= W
3 = W
x u
12
1
1
=
Example
12
3 cot
3
3 sin 4
3 cos
2
2
x
x
x
W
W
u = = =
'
x
x
W
3 sin 4
3 cos
2
= 3 = W
x u 3 sin ln
36
1
2
=
Example
p c
y y y + =
2 2 1 1
y u y u y y
c
+ + =
x x x x x c x c y 3 sin ) 3 sin ln
36
1
( 3 cos )
12
1
( 3 sin 3 cos
2 1
+ + + =
Example
Extending to Higher Order
Solve
) ( ) ( ) ( ) ( ) (
0 1 2 3
x g y x a y x a y x a y x a = +
'
+
' '
+
' ' '
Find the complementary solution
Compute the Wronskian
3 3 2 2 1 1
y c y c y c y
c
+ + =
)) ( ), ( ), ( (
3 2 1
x y x y x y W
) ( ) ( ) ( ) ( x f y x R y x Q y x P y = +
'
+
' '
+
' ' '
Write the DE in standard form
Compute
W
W
u
1
1
=
'
W
W
u
2
2
=
'
and
W
W
u
3
3
=
'
3 2 1
3 2 1
3 2 1
y y y
y y y
y y y
W
' ' ' ' ' '
' ' '
=
3 2
3 2
3 2
1
) (
0
0
y y x f
y y
y y
W
' ' ' '
' '
=
3 1
3 1
3 1
2
) (
0
0
y x f y
y y
y y
W
' ' ' '
' '
=
) (
0
0
2 1
2 1
2 1
3
x f y y
y y
y y
W
' ' ' '
' '
=
,
1
u
'
Integrate and
Finally
p c
y y y + =
2
u
'
3
u
'
3 3 2 2 1 1
y u y u y u y
p
+ + =
Solve
x y y tan =
'
+
' ' '
Example
0 =
'
+
' ' '
y y
c
y
0
3
= + m m
0 ) 1 (
2
= + m m
i m i m m = = =
3 2 1
, , 0
x c x c c y
c
cos sin
3 2 1
+ + =
Example
x y y tan =
'
+
' ' '
p
y
x c x c c y
c
cos sin
3 2 1
+ + =
x x
x x
x x
W
cos sin 0
sin cos 0
cos sin 1

=
Example
1
cos sin
sin cos
1 =

=
x x
x x
W
x y y tan =
'
+
' ' '
x x x
x x
x x
W
cos sin tan
sin cos 0
cos sin 0
1

=
x
x x
x x
x W tan
sin cos
cos sin
tan
1
=
=
Example
x y y tan =
'
+
' ' '
x x
x
x
W
cos tan 0
sin 0 0
cos 0 1
2
=
x
x
x x
x
W
cos
sin
cos tan
sin 0
1
2
2
=
=
Example
x y y tan =
'
+
' ' '
x x
x
x
W
tan sin 0
0 cos 0
0 sin 1
3
=
x
x x
x
W sin
tan sin
0 cos
1
3
=
=
Example
x
x
W
W
u tan
1
tan
1
1
=
= =
'
}
= xdx u tan
1
Example
x u cos ln
1
=
x
x
x
x
W
W
u
cos
sin
1
cos
sin
2
2
2
2
=
= =
'
} }

= = dx
x
x
dx
x
x
u
cos
cos 1
cos
sin
2 2
2
x x x u
dx x x u
sin tan sec ln
) cos (sec
2
2
+ =
=
}
Example
x
x
W
W
u sin
1
sin
3
3
=
= =
'
}
= xdx u sin
3
Example
x x u cos ) cos (
3
= =
3 3 2 2 1 1
y u y u y u y
p
+ + =
p c
y y y + =
Complete it.
Example
VI-The Cauchy-Euler Equation-
At the end of the section, students
should be able to identify and solve a
Cauchy-Euler equation.
Learning Outcome
The Cauchy-Euler Equation
A linear DE of the form
) ( ...
0 1
1
1
1
1
x g y a
dx
dy
x a
dx
y d
x a
dx
y d
x a
n
n
n
n
n
n
n
n
= + + + +

where the coefficients are

constants.
0 1
,..., , a a a
n n
2
nd
order Cauchy-Euler equation
) (
2
2
2
x g cy
dx
dy
bx
dx
y d
ax = + +
constants.
c b a , ,
Homogeneous
0
2
2
2
= + + cy
dx
dy
bx
dx
y d
ax
constants.
c b a , ,
Method of Solution
0
2
2
2
= + + cy
dx
dy
bx
dx
y d
ax
Let be the form of
solution.
m
x y =
0
2
2
2
= + + cy
dx
dy
bx
dx
y d
ax
m
x y =
1
=
'
m
mx y
2
) 1 (

=
' '
m
x m m y
Substitute
into the
DE.
Method of Solution
The Auxiliary Equation
0 ) 1 ( = + + c bm m am
0 ) (
2
= + + c m a b am
Case I- Distinct Real Roots
If are two distinct real roots
of the auxiliary equation, then the
general solution is
2 1
, m m
.
2 1
2 1
m m
x c x c y + =
Case II- Repeated Real Roots
If are two repeated real roots
of the auxiliary equation, then the
general solution is
2 1
, m m
. ln
1 1
2 1
x x c x c y
m m
+ =
Case III- Conjugate Complex Roots
If
are two conjugate complex roots of
the auxiliary equation, then the
general solution is
i m i m | o | o = + =
2 1
,
)]. ln sin( ) ln cos( [
2 1
x c x c x y | |
o
+ =
.
2 1
i i
x c x c y
| o | o +
+ =
or
Example
Solve
. 0 4 2
2
2
2
= y
dx
dy
x
dx
y d
x
. 0 4 2
2
2
2
= y
dx
dy
x
dx
y d
x
0 ) (
2
= + + c m a b am
The Auxiliary Equation:
0 4 ) 1 2 ( 1
2
= + m m
4 , 2 , 1 = = = c b a
0 4 3
2
= m m
Example
0 4 3
2
= m m
0 ) 1 )( 4 ( = + m m
1 , 4
2 1
= = m m
Example
.
1
2
4
1

+ = x c x c y
Solve
. 0 8 4
2
2
2
= + + y
dx
dy
x
dx
y d
x
Example
. 0 8 4
2
2
2
= + + y
dx
dy
x
dx
y d
x
The Auxiliary Equation:
0 1 ) 4 8 ( 4
2
= + + m m
0 1 4 4
2
= + + m m
0 ) 1 2 (
2
= + m
Example
1 , 8 , 4 = = = c b a
2
1
,
2
1
2 1
= = m m
Example
. ln
1 1
2 1
x x c x c y
m m
+ =
x x c x c y ln
2
1
2
2
1
1

+ =
Solve
.
2
1
) 1 ( , 1 ) 1 ( , 0 17 4
2
=
'
= = +
' '
y y y y x
Example
0 17 4
2
= +
' '
y y x
The Auxiliary Equation
0 17 ) 4 0 ( 4
2
= + + m m
0 17 4 4
2
= + m m
) 4 ( 2
) 17 )( 4 ( 4 16 ) 4 (
= m
Example
17 , 0 , 4 = = = c b a
) 4 ( 2
) 17 )( 4 ( 4 16 ) 4 (
= m
8
16 ) 4 ( i
m

=
i m i m 2
2
1
, 2
2
1
2 1
= + =
Example
i m i m 2
2
1
, 2
2
1
2 1
= + =
)]. ln sin( ) ln cos( [
2 1
x c x c x y | |
o
+ =
)] ln 2 sin( ) ln 2 cos( [
2 1
2
1
x c x c x y + =
Example
)] ln 2 sin( ) ln 2 cos( [
2 1
2
1
x c x c x y + =
.
2
1
) 1 ( , 1 ) 1 ( =
'
= y y
1 ) 1 ( = y
1 ))] 1 ln( 2 sin( )) 1 ln( 2 cos( [ ) 1 (
2 1
2
1
= + c c
1
1
= c
Example
)] ln 2 sin( ) ln 2 cos( [
2 1
2
1
x c x c x y + =
2
1
) 1 ( =
'
y
)] ln 2 cos(
2
) ln 2 sin(
2
[
)] ln 2 sin( ) ln 2 cos( [
2
1
2 1
2
1
2 1
2
1
x
x
c
x
x
c
x
x c x c x y
+ +
+ =
'

Example
2
1
) 1 ( =
'
y
2
1
)] 1 ln 2 cos(
1
2
) 1 ln 2 sin(
1
2
[ ) 1 (
)] 1 ln 2 sin( ) 1 ln 2 cos( [ ) 1 (
2
1
2 1
2
1
2 1
2
1
= + +
+
c c
c c
Example
2
1
2
2
1
2
= + c
0
2
= c
)] ln 2 [cos(
2
1
x x y =
)] ln 2 sin( ) ln 2 cos( [
2 1
2
1
x c x c x y + =
The solution is
Example
Solve
. 0 8 7 5
2 3
= +
'
+
' '
+
' ' '
y y x y x y x
Example
. 0 8 7 5
2 3
= +
'
+
' '
+
' ' '
y y x y x y x
Let the solution be
m
x y =
1
=
'
m
mx y
2
) 1 (

=
' '
m
x m m y
3
) 2 )( 1 (

=
' ' '
m
x m m m y
Example
0 8 7 5
2 3
= +
'
+
' '
+
' ' '
y y x y x y x
0 8 7
) 1 )( ( 5 ) 2 )( 1 )( (
1
2 2 3 3
= + +
+

m m
m m
x xmx
x m m x x m m m x
Example
0 ] 8 7
) 1 )( ( 5 ) 2 )( 1 )( [(
= + +
+
m
m m m m m x
m
0 ] 8 4 2 [
2 3
= + + + m m m x
m
0 =
0 8 4 2
2 3
= + + + m m m
Example
0 ) 4 )( 2 (
2
= + + m m
i m i m m 2 , 2 , 2
3 2 1
= = =
The general solution
)] ln 2 sin( ) ln 2 cos( [
3 2
0 2
1
x c x c x x c y + + =

) ln 2 sin( ) ln 2 cos(
3 2
2
1
x c x c x c y + + =

Example
i m i m m 2 , 2 , 2
3 2 1
= = =
NON HOMOGENEOUS
) (
2
2
2
x g cy
dx
dy
bx
dx
y d
ax = + +
constants.
c b a , ,
) (
2
2
2
x g cy
dx
dy
bx
dx
y d
ax = + +
p c
y y y + =
NON HOMOGENEOUS
p
y
Find by solving the homogeneous DE
Find using Variation of Parameters
method
c
y
p c
y y y + =
Example
. 4 2
2 4
2
2
2
x x y
dx
dy
x
dx
y d
x + =
.
1
2
4
1

+ = x c x c y
c
p
y
Example
.
1
2
4
1

+ = x c x c y
c
4
1
x y =
1
2

= x y
2 3
1 4
4

=
x x
x x
W
2 2 2
5 4 x x x = =
Example
. 4 2
2 4
2
2
2
x x y
dx
dy
x
dx
y d
x + =
Standard form
1
4 2
2
2 2
2
+ = x y
x dx
dy
x dx
y d
1 ) (
2
+ = x x f
Example
4
1
x y =
1
2

= x y
2 2
1
1
1
0
+
=
x x
x
W
1
= x x
1 ) (
2
+ = x x f
) (
5
1
5
) (
3 1
2
1
1
'
1

+ =
+
= = x x
x
x x
W
W
u
)
2
1
(ln
5
1
2
1
x
x u =
Example
4
1
x y =
1
2

= x y
1 4
0
2 3
4
2
+
=
x x
x
W
4 6
x x + =
1 ) (
2
+ = x x f
) (
5
1
5
2 4
2
4 6
2
'
2
x x
x
x x
W
W
u + =
+
= =
)
3 5
(
5
1
3 5
2
x x
u + =
Example
4
1
x y =
1
2

= x y
)
3 5
(
5
1
3 5
2
x x
u + = )
2
1
(ln
5
1
2
1
x
x u =
2 2 1 1
u y u y y
p
+ =
|
|
.
|
\
|
=
3 5 2
ln
5
1
2 4 2
4
x x x
x x y
p
|
|
.
|
\
|
=
5 6
5
ln
5
1
4 2
4
x x
x x y
p

3-Higher Order de v-VI

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3-Higher Order de v-VI

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V. Linear ODE of Higher Order.

where the coefficients are

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