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SECTION

15.3

1109

Second-Order Linear Differential Equations

Higher-Order Linear Differential Equations Applications

In this section and the following section, we discuss methods for solving higher-order

linear differential equations.

Let g1, g2, . . . , gn and f be functions of x with a common (interval) domain. An

equation of the form

ysnd 1 g sxdysn21d 1 g sxdysn22d 1 . . . 1 g sxdy9 1 g sxdy 5 f sxd

1

n21

homogeneous; otherwise, it is nonhomogeneous.

NOTE

Notice that this use of the term homogeneous differs from that in Section 5.7.

We discuss homogeneous equations in this section, and leave the nonhomogeneous case for the next section.

The functions y1, y2, . . . , yn are linearly independent if the only solution of the

equation

C1 y1 1 C2 y2 1 . . . 1 Cn yn 5 0

is the trivial one, C1 5 C2 5 . . . 5 Cn 5 0. Otherwise, this set of functions is

linearly dependent.

EXAMPLE 1

a. The functions y1sxd 5 sin x and y2 5 x are linearly independent because the only

values of C1 and C2 for which

C1 sin x 1 C2x 5 0

for all x are C1 5 0 and C2 5 0.

b. It can be shown that two functions form a linearly dependent set if and only if one

is a constant multiple of the other. For example, y1sxd 5 x and y2sxd 5 3x are

linearly dependent because

C1x 1 C2s3xd 5 0

has the nonzero solutions C1 5 23 and C2 5 1.

1110

CHAPTER 15

Differential Equations

constructing the general solution of a second-order linear homogeneous differential

equation with constant coefficients.

THEOREM 15.4

y0 1 ay9 1 by 5 0, then the general solution is

y 5 C1 y1 1 C2 y2

where C1 and C2 are constants.

Proof We prove this theorem in only one direction. If y1 and y2 are solutions, you can

obtain the following system of equations.

y20 sxd 1 ay29 sxd 1 by2sxd 5 0

Multiplying the first equation by C1, multiplying the second by C2, and adding the

resulting equations together produces

fC1 y10 sxd 1 C2 y20 sxdg 1 afC1 y19sxd 1 C2 y29sxdg 1 bfC1 y1sxd 1 C2 y2sxdg 5 0

which means that

y 5 C1 y1 1 C2 y2

is a solution, as desired. The proof that all solutions are of this form is best left to a

full course on differential equations.

Theorem 15.4 states that if you can find two linearly independent solutions, you

can obtain the general solution by forming a linear combination of the two solutions.

To find two linearly independent solutions, note that the nature of the equation

y0 1 ay9 1 by 5 0 suggests that it may have solutions of the form y 5 emx. If so, then

y9 5 memx and y0 5 m2emx. Thus, by substitution, y 5 emx is a solution if and only if

y0 1 ay9 1 by 5 0

1 amemx 1 bemx 5 0

emxsm2 1 am 1 bd 5 0.

m2emx

m2 1 am 1 b 5 0.

Characteristic equation

y0 1 ay9 1 by 5 0.

Note that the characteristic equation can be determined from its differential equation

simply by replacing y0 with m2, y9 with m, and y with 1.

SECTION 15.3

E X P L O R AT I O N

For each differential equation below

find the characteristic equation. Solve

the characteristic equation for m, and

use the values of m to find a general

solution to the differential equation.

Using your results, develop a general

solution to differential equations with

characteristic equations that have

distinct real roots.

(a) y0 2 9y 5 0

(b) y0 2 6y9 1 8y 5 0

EXAMPLE 2

1111

y0 2 4y 5 0.

Solution

m2 2 4 5 0

Characteristic equation

the given differential equation. Furthermore, because these two solutions are linearly

independent, you can apply Theorem 15.4 to conclude that the general solution is

y 5 C1e2x 1 C2e22x.

General solution

The characteristic equation in Example 2 has two distinct real roots. From

algebra, you know that this is only one of three possibilities for quadratic equations.

In general, the quadratic equation m2 1 am 1 b 5 0 has roots

m1 5

2a 1 !a2 2 4b

2

and

m2 5

2a 2 !a2 2 4b

2

1. Two distinct real roots, m1 m2

2. Two equal real roots, m1 5 m2

3. Two complex conjugate roots, m1 5 a 1 bi and m2 5 a 2 bi

In terms of the differential equation y0 1 ay9 1 by 5 0, these three cases correspond

to three different types of general solutions.

THEOREM 15.5

Solutions of y 0 1 ay9 1 by 5 0

The solutions of

y0 1 ay9 1 by 5 0

fall into one of the following three cases, depending on the solutions of the

characteristic equation, m2 1 am 1 b 5 0.

1. Distinct Real Roots If m1 m2 are distinct real roots of the characteristic

equation, then the general solution is

y 5 C1em1x 1 C2em2x.

2. Equal Real Roots If m1 5 m2 are equal real roots of the characteristic

equation, then the general solution is

y 5 C1em1x 1 C2xem1x 5 sC1 1 C2xdem1x.

3. Complex Roots If m1 5 a 1 bi and m2 5 a 2 bi are complex roots of the

characteristic equation, then the general solution is

y 5 C1eax cos bx 1 C2eax sin bx.

1112

CHAPTER 15

Differential Equations

EXAMPLE 3

y0 1 6y9 1 12y 5 0.

Solution

m2 1 6m 1 12 5 0

has two complex roots, as follows.

26 !36 2 48

2

26 !212

5

2

5 23 !23

5 23 !3i

m5

y 5 C1e23x cos!3x 1 C2e23x sin!3x.

NOTE In Example 3, note that although the characteristic equation has two complex roots, the

solution of the differential equation is real.

EXAMPLE 4

y0 1 4y9 1 4y 5 0

subject to the initial conditions ys0d 5 2 and y9s0d 5 1.

Solution

m2

1 4m 1 4 5 sm 1 2d2 5 0

has two equal roots given by m 5 22. Thus, the general solution is

y 5 C1e22x 1 C2xe22x.

General solution

2 5 C1s1d 1 C2s0ds1d 5 C1.

Furthermore, because y9 5 1 when x 5 0, we have

y9 5 22C1e22x 1 C2s22xe22x 1 e22xd

1 5 22s2ds1d 1 C2f22s0ds1d 1 1g

5 5 C2.

Therefore, the solution is

y 5 2e22x 1 5xe22x.

Particular solution

SECTION 15.3

1113

For higher-order homogeneous linear differential equations, you can find the general

solution in much the same way as you do for second-order equations. That is, you begin

by determining the n roots of the characteristic equation. Then, based on these n roots,

you form a linearly independent collection of n solutions. The major difference is that

with equations of third or higher order, roots of the characteristic equation may occur

more than twice. When this happens, the linearly independent solutions are formed by

multiplying by increasing powers of x, as demonstrated in Examples 6 and 7.

EXAMPLE 5

Solution

m3 2 m 5 0

msm 2 1dsm 1 1d 5 0

m 5 0, 1, 21.

Because the characteristic equation has three distinct roots, the general solution is

y 5 C1 1 C2e2x 1 C3e x.

EXAMPLE 6

General solution

Solution

m3 1 3m2 1 3m 1 1 5 0

sm 1 1d3 5 0

m 5 21.

Because the root m 5 21 occurs three times, the general solution is

y 5 C1e2x 1 C2 xe2x 1 C3x2e2x.

EXAMPLE 7

General solution

Solution

m4 1 2m2 1 1 5 0

sm2 1 1d2 5 0

m 5 i

Because each of the roots m1 5 a 1 bi 5 0 1 i and m2 5 a 2 bi 5 0 2 i occurs

twice, the general solution is

y 5 C1 cos x 1 C2 sin x 1 C3x cos x 1 C4x sin x.

General solution

1114

CHAPTER 15

Differential Equations

Applications

l = natural

length

y = displacement

m

of the spring causes a displacement of y.

Figure 15.9

One of the many applications of linear differential equations is describing the motion

of an oscillating spring. According to Hookes Law, a spring that is stretched (or

compressed) y units from its natural length l tends to restore itself to its natural length

by a force F that is proportional to y. That is, Fs yd 5 2ky, where k is the spring

constant and indicates the stiffness of the given spring.

Suppose a rigid object of mass m is attached to the end of a spring and causes a

displacement, as shown in Figure 15.9. Assume that the mass of the spring is

negligible compared with m. If the object is pulled down and released, the resulting

oscillations are a product of two opposing forcesthe spring force Fsyd 5 2ky and

the weight mg of the object. Under such conditions, you can use a differential

equation to find the position y of the object as a function of time t. According to

Newtons Second Law of Motion, the force acting on the weight is F 5 ma, where

a 5 d 2 yydt2 is the acceleration. Assuming that the motion is undampedthat is,

there are no other external forces acting on the objectit follows that msd 2 yydt2d 5

2ky, and you have

1 2

d2y

k

1

y 5 0.

dt2

m

EXAMPLE 8

Suppose a 4-pound weight stretches a spring 8 inches from its natural length. The

weight is pulled down an additional 6 inches and released with an initial upward

velocity of 8 feet per second. Find a formula for the position of the weight as a

function of time t.

By Hookes Law, 4 5 ks 23 d, so k 5 6. Moreover, because the weight w is

4

given by mg, it follows that m 5 wyg 5 32

5 18 . Hence, the resulting differential

equation for this undamped motion is

Solution

d2y

1 48y 5 0.

dt2

Because the characteristic equation m2 1 48 5 0 has complex roots m 5 0 4!3i,

the general solution is

y 5 C1e0 cos 4!3 t 1 C2e0 sin 4!3 t 5 C1 cos 4!3 t 1 C2 sin 4!3 t.

Using the initial conditions, you have

1

1

5 C1s1d 1 C2s0d

C1 5

2

2

y9std 5 24!3 C1 sin 4!3 t 1 4!3 C2 cos 4!3 t

1

2!3

8 5 24!3

s0d 1 4!3 C2s1d

C2 5

.

2

3

12

y5

1

2!3

cos 4!3 t 1

sin 4!3 t.

2

3

y s0d 5 12

y9s0d 5 8

SECTION 15.3

1115

force that is proportional to its velocity. A case in point would be the damping force

resulting from friction and movement through a fluid. Considering this damping

force, 2psdyydtd, the differential equation for the oscillation is

m

d2y

dy

5 2ky 2 p

dt2

dt

1 2

d2y

p dy

k

1

1 y 5 0.

dt2

m dt

m

friction and movement through a liquid.

Figure 15.10

E X E R C I S E S F O R S E C T I O N 15 . 3

In Exercises 14, verify the solution of the differential equation.

Solution

Differential Equation

solution y 5 C1 cos 10x 1 C2 sin 10x. Find the particular

solution satisfying each of the following initial conditions.

1. y 5 sC1 1 C2xde23x

y0 1 6y9 1 9y 5 0

2. y 5 C1e2x 1 C2e22x

y0 2 4y 5 0

3. y 5 C1 cos 2x 1 C2 sin 2x

y0 1 4y 5 0

4. y 5 e2x sin 3x

y0 1 2y9 1 10y 5 0

differential equation.

5. y0 2 y9 5 0

6. y0 1 2y9 5 0

7. y0 2 y9 2 6y 5 0

8. y0 1 6y9 1 5y 5 0

9. 2y0 1 3y9 2 2y 5 0

solution of the differential equation y0 1 vy 5 0, where

y9s0d 5 25.

In Exercises 3336, find the particular solution of the linear

differential equation.

33. y0 2 y9 2 30y 5 0

34. y0 1 2y9 1 3y 5 0

ys0d 5 1, y9s0d 5 24

ys0d 5 2, y9s0d 5 1

11. y0 1 6y9 1 9y 5 0

15. y0 1 y 5 0

16. y0 1 4y 5 0

17. y0 2 9y 5 0

18. y0 2 2y 5 0

19. y0 2 2y9 1 4y 5 0

21. y0 2 3y9 1 y 5 0

argument to explain why the graph cannot be a solution of the

differential equation. It is not necessary to solve the differential

equation.

26. ys4d 2 y0 5 0

37. y0 5 y9

25.

ys4d

2y50

36. y0 1 2y9 1 3y 5 0

35. y0 1 16y 5 0

ys0d 5 0, y9s0d 5 2

ys0d 5 2, y9s0d 5 1

38. y0 5 2 12 y9

28. y999 2 y0 2 y9 1 y 5 0

3 2 1

3 2

x

1

1116

CHAPTER 15

Differential Equations

a 32-pound weight suspended on a spring. Assume that the

weight stretches the spring 23 foot from its natural position.

39. The weight is pulled 12 foot below the equilibrium position and

released.

40. The weight is raised 32 foot above the equilibrium position and

released.

41. The weight is raised 23 foot above the equilibrium position

1

and started off with a downward velocity of 2 foot per second.

42. The weight is pulled 21 foot below the equilibrium position and started off with an upward velocity of

foot per second.

1

2

43. The weight is pulled 12 foot below the equilibrium position and

released. The motion takes place in a medium that furnishes a

1

damping force of magnitude 8 speed at all times.

1

below the equilibrium position and released. The motion takes

place in a medium that furnishes a damping force of magnitude

1

4 v at all times.

||

equation with the graph of a particular solution. [The graphs

are labeled (a), (b), (c), and (d).] The correct match can be made

by comparing the frequency of the oscillations or the rate at

which the oscillations are being damped with the appropriate

coefficient in the differential equation.

(a)

(b)

x

1

y0 1 ay9 1 by 5 0

has complex roots given by m1 5 a 1 bi and m2 5 a 2 bi,

show that

y 5 C1ea x cos bx 1 C2eax sin b x

is a solution.

statement is true or false. If it is false, explain why or give an

example that shows it is false.

51. y 5 C1e3x 1 C2e23x is the general solution of y0 2 6y9 1

9 5 0.

52. y 5 sC1 1 C2 xdsin x 1 sC3 1 C4xdcos x is the general solution of ys4d 1 2y0 1 y 5 0.

53. y 5 x is a solution of an y snd 1 an21y sn21d 1 . . . 1 a1 y9 1

a0 y 5 0 if and only if a1 5 a0 5 0.

54. It is possible to choose a and b such that y 5 x 2e x is a solution

of y0 1 ay9 1 by 5 0.

The Wronskian of two differentiable functions f and g, denoted

by W( f, g), is defined as the function given by the determinant

Wx f, gc 5

y

3

| |

f

f9

g

.

g9

least one value of x for which Wx f, gc 0. In Exercises 5558,

use the Wronskian to verify the linear independence of the two

functions.

55. y1 5 eax

56. y1 5 eax

y2 5 ebx, a b

(c)

(d)

y

3

y

3

46. y0 1 25y 5 0

48. y0 1 y9 1

37

4

y50

y0 1 ay9 1 by 5 0

has two equal real roots given by m 5 r, show that

y 5 C1erx 1 C2 xerx

is a solution.

cos bx, b 0

y2 5 x2

x 2 y0 1 axy9 1 by 5 0,

x > 0

y2 5

58. y1 5 x

45. y0 1 9y 5 0

sin bx

eax

y2 5 xeax

x

2

57. y1 5

eax

(a) Show that this equation can be transformed into a secondorder linear equation with constant coefficients by using the

substitution x 5 et.

(b) Solve x 2 y0 1 6xy9 1 6y 5 0.

60. Solve

y0 1 Ay 5 0

where A is constant, subject to the conditions ys0d 5 0 and

yspd 5 0.

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