LINEAR DIFFERENTIAL EQUATIONS WITH

CONSTANT COEEFICIENTS]
General Form
dn y
dn1 y
d2 y
dy

...

a
a1
a 0 y f (x)
n 1
2
n
n1
2
dx
dx
dx
dx

an

or
dk y
f (x )
dx k

a
k 0

where
when

ak cons tan ts for k 0,1, 2, ..., n

f(x)=0 the equation is called

HOMOGENEOUS
f(x)0 the equation is called NONHOMOGENEOUS

STANDARD FORM for writing differential equations is

based on the so-called OPERATOR Notation where
d
is replaced by D
dx

thus,

dy
Dy
dx
d2 y
D2 y
2
dx
dn y
Dn y
dx n

A Linear Differential Equation (LDE) with constant

coefficient may be written as
a nD n y a n1D n1 y ... a 2D 2 y a1Dy a 0 y f (x )

or
n

a
k 0

Dk y f (x )

or

D y f (x )

if f(x) = 0 the equation is called

HOMOGENEOUS
f(x) 0 the equation is called NONHOMOGENEOUS
Properties of the operator
1. (D D )y (D D )y
2. D D D y D D D y
3. D D y D D y
4. D D D y D D D y
5. D D D y D D D D y
6. D D y D y
where k cons tan t
7. D (ky) kD y
r

r s

Polynomial operator is expressible in factored form as a

product of n linear expressions in D,
(D) (D r1 )(D r2 )(D r3 )...(D rn )

where r1, r2, r3,rn are roots of the equation D 0

COMPLETE SOLUTION OF A LINEAR
DIFFERENTIAL EQUATION WITH CONSTANT
COEFFICIENT, D y f (x)
For every non-homogeneous equation there is an
associated homogeneous equation by replacing f(x) with
0, i.e.,
D y 0

Recall: SOLUTION to a D.E. when substituted to the

DE, satisfies it

COMPLETE SOLUTION
The complete solution to the DE D y f (x) is an
equation representing the functional
dependence of y on x,
y f x, c1 , c 2 ,..., c n

The complete solution is broken up into two

distinct components
a. yc complementary function
b. yp particular integral
y y c yp

1.

COMPLEMENTARY FUNCTION, yc
a. contains all the arbitrary constants
demanded by the DE,
y c y c x, c1 , c 2 ,..., c n

b. satisfies the homegeneous DE D y 0

2.

PARTICULAR INTEGRAL, yp
a. must not contain any arbitrary constants,
yp yp (x)

b. satisfies the given DE D y

y y c yp

f (x )

satisfies the following conditions:

a. y contains arbitrary constants

b. y satisfies the differential equation
(D) y c

y p f (x )

(D) y c (D) y p f ( x )
0 f (x ) f (x)
f (x ) f (x )

Theorem
If y1, y2, y3 are each solutions of (D)y 0 , then c1y1,
c2y2, c3y3 where cs are arbitrary constants, are also
solutions. The sum y c y c y c y is also a solution.
1

HOMOGENEOUS LDE WITH CONSTANT

COEFFICIENT
General Form: (D)y 0
Standard Solution: y y c e , y 0 ; where n = no. of
roots
n

i 1

mi x

Auxiliary Equation or Characteristic Equation:

a nmn a n1mn1 ... a 0 0

- obtained by replacing the operator D

with the variable m.
- n roots

To determine yc:
1. set up the auxiliary equation
roots.
2. using n roots, set up yc

(m) 0 and

solve for its n

y c c1e m1x c 2 e m21x ... c n e mn1x

n

y c c k e mk x
k 1

Real & Distinct Roots

Gen. Soln:

yc c1em1x c 2em 2 x ... cnemn x

example1: D 4D D 6 y 0
auxiliary eqn: m 4m m 6 0
Three roots: m 1, m 2, m 3 (real & distinct)
Solution: y y c e c e c e
3

example2: D

1x

2x

3x

1 D2 4 y 0

Complex & Distinct Roots

Roots: a bi, a bi
Where a,b are real nos.; b 0; i2 = -1
Gen. Soln: y y c e c e
Using Euler Relationship:
c

a bi x

a bi x

e i cos i sin

Thus,

yc c1e ax cos bx i sin bx c 2e ax cos bx i sin bx

Simplifying,

yc e ax c1 c 2 cos bx ic1 ic 2 sin bx

Then,
y e c cos bx c
ax

*
1

example1:

*
2

sin bx

10D 26 y 0

auxiliary eqn: m 10m 26 0

roots: m 5 i
solution: y y e c cos x c sin x
2

5 x

example2:

8D 2 9 y 0

Real & Repeated Roots

Gen. Soln: If the root occurs p times
y yc c1emx c 2 xe mx ... cp x p 1emx

example1:

6D 9 y 0

auxiliary eqn: m 6m 9 0
roots: m 3, 3
solution: y y (c c x)e c e
2

3 x

example2:

3 x

c 2 xe 3x

5D3 6D2 4D 8 y 0

Complex & Repeated Roots

Gen. Soln: If the conjugate pair
times,

m a bi

repeated p

y yc e ax c1 c 2x ... cpxp 1 cos bx

e ax cp 1 cp 2x ... c 2p xp 1 sin bx
d4 y

d2 y

example1: dx 2 dx y 0
can be written as
D 2D 1 y 0
auxiliary eqn: m 2m 1 0
roots: m i, i
soln: y y c c cos x c c x sin x
4

2x

example2: 2D

8D 32 y 0

NON-HOMOGENEOUS LINEAR EQUATIONS WITH

CONSTANT COEFFICIENTS
Standard Form: D y f x ,
Complete Solution:
To determine:

y y c yp

where f x 0

 D y 0

a. yc:
b. yp:

1. method of undetermined coefficients (MUC)

2. method of variation of parameters (MVP)

Method Of Undetermined Coefficients (MUC)

- applicable to certain forms of f(x)
f (x )

yp

(cons tan t )

A (cons tan t )

xn

A 0 A 1 x A 2 x 2 ... A n x n

e mx

Ae mx

x n e mx
cos kx
sin kx

x n e mx cos kx
x e
n

mx

sin kx

A1 x A 2 x 2 ... A n x n e mx

A cos kx B sin kx

A1x A 2 x 2 ... A n x n e mx cos kx

B 0 B1 x B 2 x 2 ... Bn x n e mx sinkx

Method Of Undetermined Coefficients (MUC)

Steps:
1. Check whether f(x) contains only those terms listed in the
table.
2. Solve for the roots m, m 0 , and set up yc.
3. Assume the form of yp on the basis of the form of f(x)
- if f(x) is a multi-function, treat each term of f(x)
individually in setting up yp. i.e., y y y y ... y .
p

p1

p2

p3

pk

4. Check yp versus yc and whenever a term in any of the yp

duplicates a term in the yc, all terms in that particular yp
must be multiplied by the lowest possible integral power of
x sufficient to eliminate duplication.

5. Check duplication between yps. Necessary operations

must be carried out to see to it that no term is duplicated.
6. Substitute the assumed form of yp into the differential
equation and evaluate the coefficients of identical terms.

D 3 6D 2 11D 6 y e x cos x
example1:
solution: y y y
setting up yc:
auxiliary eqn: m3 6m 2 11m 6 0
roots: m 1, 2, 3
c

yc c1e x c 2e 2 x c 3e 3x

setting up yp:
y p1 Ae x
yp 2 B cos x C sin x

thus,

y p y p1 y p 2

y p Ae B cos x C sin x
x

Dy p Ae x B sin x C cos x

D 2 y p Ae x B cos x C sin x

D 3 y p Ae x B sin x C cos x

substituting to the DE:

Ae

6 Ae B cos x C sin x e

B sin x C cos x 6 Ae x B cos x C sin x 11 Ae x B sin x C cos x

x

24 Ae x 10B sin x 10C cos x e x cos x

ex:

24 A 1
A 1/ 24

cos x:

10C 1
C 1/ 10

sin x:

10B 0

B0
1

thus, y 24 e
solution: y y y
p

1
sin x
10

cos x

simplifying:

y c 1e x c 2 e 2 x c 3 e 3x

example2:

1 x 1
e sin x
24
10

d2 y
dy
4
4 y x 3 e 2 x xe 2 x
2
dx
dx

example3:

"

'

y 5y 6 y 5e

2 x

3x

7 cos x

exercises:
1.

"

'

y 4 y 5y e
'"

'

2 x

xe

3 cos 2x

2x

6 cos x 4 sin x

2.

y 4y 5e

3.

y "'' 9 y '' x 2 x sin 3x

4.

y " 6y ' 10 y e 4 x xe 2 x 6e 3x cos 2x

Method of Variation of Parameters

(MVP)

-applied to any linear equation of any order with

constant or variable coefficients for which the yc is
available.
Derivation:
Consider the equation: a D a D a y f (x)
Solution: y y y
Setting up yc: y c y c y
To set-up yp, assume u1 and u2 as functions of x
and substitute them into c1 and c2: y u y u y .
2

Dy p u1 y u y1 u 2 y u y 2
'
1

let

'
1

'
2

u1' y1 u'2 y 2 0

Dy p u1 y u 2 y
'
1

eqn1

'
2

"
u1 y 1

D 2 yp

'
2

'
'
u1
y1

u2 y"
2

u '2 y

Substitute into the DE:

u a

a 0 u1 y1" u1 y1' u 2 y "2 u 2 y '2 a 1 u1 y1' u 2 y '2 a 2 u1 y1

"
'
u1 a 0 y 1
a 1 y1
a 2 y1

'
y"
2 a1 y 2 a 2 y 2

since y1 and y2 are solutions to the equation f(x)=0,

then

a0y

a1 y

"
1

'
1

a 2 y1 0

a 0 y "2 a 1 y '2 a 2 y 2 0
eqnA then becomes,

a 0 u1' y1' u '2 y '2 f (x )

u y
'
1

'
1

u '2 y '2

f (x )
eqn2
a0

Solving eqn1 and eqn2 will give

u1' and u '2

y1 y 2 u1' f (0x )

y' y' '

u

2
1
2
a0

Then,
u1 u1' du and

u 2 u '2 du

Steps:
1. Write yc.
2. Replace arbitrary constants, cs of yc, by functions
us (which are functions of x)
3. Obtain the equations for solving u by differentiating
as many times as the order of the DE. After each
differentiation, except in the last differentiation, set
the sum of all terms containing derivatives of us
equal to zero.
4. Solve for u , u , ... , u
5. Obtain u , u , ... , u by integration and substitute in yp.
'
1

'
2

'
n

D 2 1 y csc x cot x
example1:
Solution: y y y
Solving yc:
Auxiliary equation:
Roots: m i
y c e 0 x c1 cos x c 2 sin x
c

m2 1 0

yc c1 cos x c 2 sin x

Solving yp:
y p u1 cos x u 2 sin x

Dy p u1' cos x u1 sin x u'2 sin x u 2 cos x

u1' cos x u'2 sin x 0

Dy p u1 sin x u 2 cos x

eqn1

D 2 y p u1' sin x u1 cos x u '2 cos x u 2 sin x

Substitute into the DE:

u1' sin x u1 cos x u'2 cos x u 2 sin x u1 cos x u 2 sin x csc x cot x
u sin x u cos x csc x cot x
'
1

'
2

eqn2

0
cos x sin x u1'

sin x cos x '

u 2 csc x cot x

Solving
u1'

cos x
sin x

u'2 cot 2 x

Solving for u1 and u2

u1

cos x
dx
sin x

u 2 cot 2 x dx

u1 ln sin x

u 2 cot x x

y p ln sin x cos x cot x x sin x

Solution:

y y c yp

y c 1 cos x c 2 sin x ln sin x cos x cot x x sin x

Simplifying
y c1 cos x c 2 sin x ln sin x cos x cos x x sin x

LINEAR EQUATIONS WITH VARIABLE COEFFICIENTS WHICH CAN

BE TRANSFORMED INTO LDE WITH CONSTANT COEFFICIENT
The Cauchy-Euler Linear Equation (Euler Equation)
Standard Form:

nx

D n a n1 x n1Dn1 ... a 1 xD a 0 y f x

where a 0 , a 1 , ... , a n are constants

D

d
dx

Note: Powers of x and D in each term are equal.

Transformation into an LDE with Constant Coefficient
Let

z ln x or x e z , then, dz
d
dx
d
Dz
dz
Dx

Dx y

, then, D x y

1
dx
x

dy
dx

dy dy dz dz dy 1 dy 1

Dz y
dx dx dz dx dz x dz x

xD x y D z y

For the third derivative,

D 2x y

d
D x y d 1 D z y 1 d D z y 12 D z y
dx
dx x
x dx
x

1 d
D z y dz 12 D z y
x dx
dz x
1 d
D z y dz 12 D z y
x dz
dx x
1 2 1
1
Dz y 2 Dz y
x
x x
1
D 2z y D z y
2
x
x 2D 2x y D 2z y D z y

D z y D z y 1

For the third derivative,

x 3D 3x y D z D z 1 D z 2 y

Observe that

xD x y D z y

x 2D 2x y D z D z 1 y

x 3D 3x y D z D z 1 D z 2 y

thus,

x nD nx y D z D z 1 D z 2... D z n 1 y

Substitute in the Euler Equation

a nD z D z 1...D z n 1 ... a 2D z D z 1 a1D z a 0 y f z

LDE with constant coefficient where z = independent var

Summary:
1. Substitute the formula x e z
x nD nx y D z D z 1 D z 2... D z n 1 y
2. Solve the LDE with constant coefficients using MUC or MVP taking
note that z, not x, is the independent variable.
3. Resubstitute z ln x to obtain the solution as a function of x
example1: x 2D 2 xD 1 y
Solution:

1
x

1. Substitute the formula x e z

xD x y D z y

x D 2x y D z D z 1 y
2

Thus,

D z D z 1 D z 1 y e z

2. Solve the LDE with constant coefficients using MUC or MVP taking note
that z, not x, is the independent variable.
Solving usin MUC:

D z D z 1 D z 1 y D z 2 2D z 1y e z

Auxiliary equation: m2-2m+1 = 0 m=1 two times

yc=(c1+c2z)ez
For yp
yp=Ae-z
Dzyp=-Ae-z
Dz2yp=Ae-z
(Dz2 - 2Dz + 1)yp = Ae-z-2(-Ae-z)+Ae-z = 4Ae-z = e-z
A=
Thus
y = yc + yp
y = (c1+c2z)ez + e-z
3. Resubstitute z ln x to obtain the solution as a function of x
y = (c1+c2lnx)x + 1/4x
example2:

x D
4

2 x 3D 2 x 2 y 4 x 2 x 4

The Legendre Linear Equation

Standard Form:
p 0 ax b n

n1
dn y
y
dy
n1 d

p
ax

b
... p n1 ax b
p n y Q x
1
n
n1
dx
dx
dx

Substitution
Substitute the formula

ax b e z

ax b D x y aD z y

then,

ax b 2 D 2x y a 2 D z D z 1 y

 ax b 3 D 3x y a 3 D z D z 1 D z 2 y
thus,

0a

ax b n Dnx y a n D z D z 1 D z 2... D z n 1 y

D z D z 1 D z 2 ... D z n 1 p1 a n1D z D z 1 D z 2 ... D z n 2 ... p n1aD z p n y Q

Note: D z
example1: x 2 2

d2 y
dx

x 2

d
dz

dy
y 3x 4
dx

example2: 3x 2 2 D 2 3 3x 2 D 36y 3x 2 4x 1