Ordinary Differential Equations

[FDM 1023]

Chapter 3

Linear Higher-Order
Differential Equations

Chapter 3: Linear Higher-Order Differential Equations

Overview
3.1. Definitions and Theorems
3.2. Reduction of Order
3.3. Homogeneous Linear Equations with
Constant Coefficients
3.4. Undetermined Coefficients
3.5. Variation of Parameters
3.6. Cauchy-Euler Equations

3.1. Definitions and Theorems

Learning Outcomes
At the end of this section you should be able to know:
1)The basic theorems on existence and uniqueness
of solutions of DE (based on IVP and BVP)
2) The definitions of linear dependence, linear
independence, Wronskian, fundamental set of
solution, homogeneous DE and non-homogeneous
DE.

3.1. Definitions and Theorems

Theorem
Existence and Uniqueness of Solution for IVP

An n-th order IVP for a linear differential equations

will have the following form

 
 
+



=
()
+

+




 
+






 
 
subject to

 
= 
,   
=  ,   
= 

3.1. Definitions and Theorems

If there is an interval I containing 
on which:
1)
  ,
  , ,
  ,

 and () are continuous
2)
  0
Then, a solution of the IVP EXISTS on I and is
UNIQUE.

3.1. Definitions and Theorems

Example 1
Show that

2  + 9     =   ,

 1 = 0,   1 = 0

has the unique solution  = 0 on the interval (, )

Solution:
The coefficients of   ,   and  are the functions 2, 9,   and
  =   which are all continuous function on , .
The coefficients of the highest derivative is 2 which is a nonzero function.
All conditions of existence of a unique solution are satisfied.
By theorem,  = 0 is the unique solution on , .

3.1. Definitions and Theorems

Example 2
The IVP 3  + 5    + 7 = 0 ,  1 = 0,   1 = 0 ,
  1 = 0 possesses the unique solution  = 0. Why?
Solution:
All the coefficients of   ,   ,   and  are non zero.
The coefficients of the highest derivative is 3 which is a nonzero function.
All conditions of existence of a unique solution are satisfied.
Hence,  = 0 is the only solution on any interval containing
 = 1.

3.1. Definitions and Theorems

Definition
Solution for BVP

A problem such as

 
+
 
+

  = ()

 



subject to

 
= 
,    = 

where the dependent variable # or its derivatives are

specified at different points is called BOUNDARY
VALUE PROBLEM (BVP).
A BVP can have zero, one or infinitely many
solutions.

3.1. Definitions and Theorems

Example
Consider   + 16 = 0 with its general solution
  = % cos 4 + % sin 4 on ,
Solution:

We will look at several boundary conditions for this DE

1)  0 = 0 , 

+


=1

 0 = % cos 4(0) + % sin 4 0 = 0

,
,
,

= % cos 4( ) + % sin 4
=1
2
2
2
There are two contradictory values for %

% = 0
% = 1

Conclusion : There is no solution (zero solution)

3.1. Definitions and Theorems

Consider   + 16 = 0 with its general solution
  = % cos 4 + % sin 4 on ,
2)  0 = 0 , 

+
-

=0

 0 = % cos 4(0) + % sin 4 0 = 0

% = 0

,
,
,

= % cos 4( ) + % sin 4
=0
8
8
8

% = 0

The solution of the BVP is  = 0

Conclusion : There is only one solution

3.1. Definitions and Theorems

Consider   + 16 = 0 with its general solution
  = % cos 4 + % sin 4 on ,
3)  0 = 0 , 

+


=0

 0 = % cos 4(0) + % sin 4 0 = 0

% = 0

,
,
,

= % cos 4( ) + % sin 4
=0
2
2
2

% = 0

The solution of the BVP is  = % sin 4 where % is any

number ( is a 1-parameter family of solutions)
Conclusion : There is infinitely many solutions

3.1. Definitions and Theorems

Definition
Linearly Dependent / Independent

A set of functions /  , /  , , / () is said to be

linearly dependent on an interval I , if there exist
constants % , % , , % (not all zero) such that
% /  + % /  + + % /  = 0
for every  in the interval, I .
If the set of functions is not linearly dependent on the
interval, it is said to be linearly independent.

3.1. Definitions and Theorems

Definition
Wronskian of the Functions

Suppose each of the functions /  , /  , , / ()

possesses at least 0 1 derivatives.
The determinant
W ( f1 , f 2 ,..., f n ) =
f1

f1
f1

f2
f 2

M
L

( n 1)

f2

( n 1)

fn
f n

is called the Wronskian of the functions

M
fn

( n 1)

3.1. Definitions and Theorems

Theorem
1) If 1 / , / , , / = 0 then the set of functions
/  , /  , , / () is LINEARLY DEPENDENT.

2) If 1 / , / , , / 0 then the set of functions

/  , /  , , / () is LINEARLY INDEPENDENT.

3.1. Definitions and Theorems

Example 1
Determine whether the set of functions  = cos  and
 = sin  is linearly dependent or not.
Solution: Use the Wronskian

W  , 

 
=  


cos  sin 
=
sin  cos 
= cos  sin 
=1 0

The set of functions is linearly independent.

3.1. Definitions and Theorems

Example 2
Show that the set of solution  =  ,  =   and
3 = 4 3  is linearly dependent .
Solution: Use the Wronskian

W  ,  , 3




= 


= 1
0





2
2

3
3
3
4 3 
4 6
6

3.1. Definitions and Theorems


= 1
0


2
2

2
=
2

4 3 
4 6
6

4 6

1
6
2

4 3  +0  
2
6

=  12 8 + 12 6  8 + 6 
=0
The set of functions is linearly dependent.

4 3 
4 6

3.1. Definitions and Theorems

Definition
Homogeneous DE

A linear 0-th order DE of the form

 

45 6
4 5

+
 

4 578 6
4 578

+ +
 

46
4

+

  = 0

is said to be homogeneous.

Example
2 y + 3 y 5 y = 0
is a homogeneous linear second-order DE.

3.1. Definitions and Theorems

Definition
Non-Homogeneous DE

A linear 0-th order DE of the form

 

45 6
4 5

+
 

4 578 6
4 578

+ +
 

46
4

+

  = ()

is said to be non-homogeneous.

Example
2 y + 3 y 5 y = x 2
is a non-homogeneous linear second-order DE.

3.1. Definitions and Theorems

Definition
Fundamental Set of Solutions

A set of  ,  , ,  of a linearly independent

solutions of an 0 -th order homogeneous linear
equation on an interval I is said to be a set of
fundamental set of solutions on the interval.

3.1. Definitions and Theorems

Theorem
General Solution Homogeneous Linear DE

For any 0 th order homogeneous linear DE, there is a

fundamental set of solutions on an interval I .
Let  ,  , ,  be a fundamental set of solutions of an
0-th order homogeneous linear DE on an interval I .
The general solution of the DE in an interval I is

 = %   + %   + + %  
where ci , i = 1,.., n are arbitrary constant.

3.1. Definitions and Theorems

Definition
General Solution Non-Homogeneous Linear DE

Let y1 , y 2 ,..., y n be a fundamental set of solutions the

associated homogeneous linear DE on an interval I .
The general solution of the DE on the interval I is

 = %   + %   + + %   +9 
where ci , i = 1,.., n

are arbitrary constants.

Any solution y p free of arbitrary parameters, that

satisfies the DE is said to be a particular solution.

3.1. Definitions and Theorems

Homogeneous DE
 = %   + %   + + %  

Non-Homogeneous DE
 = %   + %   + + %   +9 

3.1. Definitions and Theorems

Exercise 3.1
Determine whether the given set of functions is linearly
dependent or linearly independent on the interval
,

1.  = 1,  =   , 3 =  
2. /  = 1 +  , /  =  , /3  =