Eriknicheskis Notes in EDEs

The standard form of Differential Equations of

Higher Order is

dny d n 1 y dy
a n ( x) n
a n 1 ( x ) n 1
... a1 ( x) a0 ( x) y g ( x)
dx dx dx

where an ( x), an1 ( x),...a1 ( x) and a 0 ( x) are

constants.

And when g ( x ) 0 , it is a homogenous differential equation of higher order but

when g ( x) 0 it is a non- homogenous differential equation of higher order .

The general solution of a non homogeneous equation of higher order is

y yc y p
Where yc complementary solution, a solution of a homogeneous equation
y p particular solution of the original equation

Solutions to Nonhomogeneous Equation of Higher Order with Constant

Coefficients using Method of Undetermined Coefficients can be summarized
by the following cases:

Case 1. When g(x) is a polynomial function

d 2 y dy
Illustrative Example 1. Find the general solution of 2 2
5x 2 3 .
dx dx

Solution:

The general solution is y y c y p

d 2 y dy
5 x 2 3 . The complement
First, the get the complement of 2
2
dx dx
d 2 y dy
of nonhomogeneous equation is homogeneous equation, 2 2 0 or
dx dx

2 D 2 D) y 0

The auxiliary equation is 2m 2 m 0 .

m 0 ; 2m 1 0
1
m 0; m
2

1|Nonhomogeneous Differential Equation of Higher Order

 1
x
Therefore, the complementary solution is y c c1 c 2 e 2

And determine y p :

The y p is primarily based on the given g (x ) of a nonhomogeneous

differential equation of higher order . Since the g ( x) 5x 2 3 in
d 2 y dy
2 2 5 x 2 3 . Then, the trial particular solution is
dx dx

y p Ax 2 Bx C .

But terms in both y c and y p must have unique terms, that is, there must
be no duplication of same terms. By comparing the terms of y p with y c
, there is already a constant term in y c . Terms in y p must be unique or
distinct. Hence, the correct y p Ax 3 Bx 2 Cx , where A , B and C
are undetermined coefficients to be solved. Terms of the trial y p were
multiplied by x .

y p Ax 3 Bx 2 Cx

Evaluate the first and second derivative of the particular solution y p

with respect to x

y' p 3Ax 2 2Bx C

y p2 6 Ax 2B

To solve coefficients A , B and C , substitute the correct y p and its

derivatives in the given nonhomogeneous differential equation
d 2 y dy
2 2 5x 2 3 .
dx dx

2(6 Ax 2B) (3 Ax 2 2Bx C ) 5x 2 3

12 Ax 4 B 3 Ax 2 2 Bx C 5 x 2 3

Consider the coefficients of x 2 in 12 Ax 4 B 3 Ax 2 2 Bx C 5 x 2 3 :

3A 5 a
5
And solve for A . A
3

Now consider the coefficients of x in 12 Ax 4 B 3 Ax 2 2 Bx C 5 x 2 3 :

12 A 2B 0 .

2|Nonhomogeneous Differential Equation of Higher Order

 5
But A substitute in 12 A 2B 0 and solve for B .
3

B 10

Finally consider the coefficients of x0 or the constants in

12 Ax 4 B 3 Ax 2 2 Bx C 5 x 2 3 :

4 A C 3 .
5
But A substitute in 4 A C 3
3
11
C
3

5 11
Hence, y p x 3 10 x 2 x
3 3

1
x 5 3 11
Therefore, the general solution is y c1 c 2 e 2
x 10 x 2 x
3 3

Case 2. When g(x) is an exponential function or contains exponential function

d2y dy
Illustrative Example 5. Find the general solution of 2
3 4 y 3x 2e 2 x .
dx dx

Solution: y yc y p

d2y dy
Find complement of 2
3 4 y 3x 2e 2 x and solve for the
dx dx
complementary solution y c .

d2y dy
2
3 4y 0
dx dx

The auxiliary equation is m 2 3m 4 0 and its roots of the auxiliary

equation are m 4 and m 1

Hence, y c c1e 4 x c 2 e x

Find the correct particular solution y p and its derivatives. The trial
particular solution is y p Ax B Ce 2 x . And since the terms are distinctly
different from y c c1e 4 x c 2 e x . Then, the correct particular solution is equal to
the trial particular solution.

y p Ax B Ce 2 x

3|Nonhomogeneous Differential Equation of Higher Order

 y' p A 2Ce 2 x

y p2 4Ce 2 x

Substitute the correct y p and its derivatives in the

d2y dy
2
3 4 y 3x 2e 2 x .
dx dx

4Ce 2 x 3 A 2Ce 2 x 4 Ax B Ce 2 x 3x 2e 2 x

Coefficients of e 2 x : 4C 6C 4C 2
1
C
3

Coefficients of x : 4A 3
3
A
4

Coefficients of x 0 : 3A 4B 0
9
B
16

3 9 1
Hence, y p x e 2 x
4 16 3

d2y dy
Therefore, the general solution of 2
3 4 y 3x 2e 2 x is
dx dx
3 9 1
y c1e 4 x c2 e x x e 2 x
4 16 3

Case 3. When g(x) contains trigonometric functions sine or cosine.

Illustrative Example 6. Find the general solution of

d3y d2y dy
3
3 2
9 13 y 2 sin 3x .
dx dx dx

Solution:

y yc y p

4|Nonhomogeneous Differential Equation of Higher Order

Determine the y c

d3y d2y dy
The complement of 3
3 2 9 13 y 2 sin 3x is ( D 3 3D 2 9D 13) y 0 .
dx dx dx

The corresponding auxiliary equation is m 3 3m 2 9m 13 0

The roots of m 3 3m 2 9m 13 0 can be determined by Synthetic

Division:

1 - 3 9 13
- 1 4 - 13 m 1
1 - 4 13 0

Hence, one of the roots is m 1 .

m 2 4m 13 0

The other roots can be determined by quadratic formula:

4 (4) 2 4(1)13
m
2(1)

4 36
m
2
4 6i
m
2

Hence, the roots are m 1 and m 2 3i

The complementary solution is y c c1e x c 2 e 2 x sin 3x c3 cos 3x

Since the g x 2 sin 3x , then the trial particular solution is y p A sin 3x B cos 3x .

Since, the terms of the trial particular solution y p A sin 3x B cos 3x are distinctly
different to y c c1e x c 2 e 2 x sin 3x c3 cos 3x . Then, it is the correct particular
solution is equal to the trial particular solution.

y p A sin 3x B cos 3x .

y 'p 3A cos 3x 3B sin 3x

y p2 9 A sin 3x 9B cos 3x

y p3 27 A cos 3x 27B sin 3x

d3y d2y dy
Substitute y p and its derivatives in 3
3 2 9 13 y 2 sin 3x .
dx dx dx

27 A cos 3x 27B sin 3x 3 9 Asin 3x 9B cos 3x 93A cos 3x 3B sin 3x

5|Nonhomogeneous Differential Equation of Higher Order

 13 A sin 3x B cos 3x 2 sin 3x

Coefficient of cos 3x : 27 A 27B 27 A 13B 0

B0

Coefficient of sin 3x : 27B 27 A 27B 13A 2

1
A
15

1
Then, the particular solution is y p sin 3x .
15

d3y d2y dy
Therefore, the general solution of 3
3 2
9 13 y 2 sin 3x is
dx dx dx
1
y c1e x c 2 e 2 x sin 3x c3 cos 3x sin 3x
15

d2y dy
Illustrative Example 6. Find the particular solution of 2
2 3y 2x e x ;
dx dx
dy
when x 0, y 4, 0
dx

Solution:

The general solution is y y c y p

d2y dy x d2y dy
The complement of 2
2 3 y 2 x e is 2
2 3y 0
dx dx dx dx

Hence, the auxiliary equation is m 2 2m 3 0

(m 3)( m 1) 0

m3 0; m 1 0

m 3; m 1

So, the roots are 3 and 1, and the complementary solution is

y c c1e 3 x c 2 e x

Proceed now to solve for the particular solution y p . Start with the trial particular
solution y p Ax B Ce x using the g ( x) 2 x e x as reference. However the
terms of the correct particular solution y p must be distinct as compared with the
complementary solution y c . The term e x already exists in complementary
solution y c . Hence, the correct particular solution is

6|Nonhomogeneous Differential Equation of Higher Order

 y p Ax B Cxe x --------------------- (1)

y' p A C xe x e x ) ----------------------(2)

y 2 p C ( xe x 2e x ) ----------------------(3)

d2y dy
Substitute (1), (2) and (3) in 2
2 3y 2x e x
dx dx

C ( xe x 2e x ) 2 A C ( xe x e x ) 3 Ax B Cxe x 2 x e x

By Method of Undetermined Coefficients:

Equate coefficients of xe x : 00
1
Equate coefficients of e x : 4C 1 ; C
4
2
Equate coefficients of x : 3A 2 ; A
3
2 4
Equate coefficients of x 0 : 2 A 3B 0 ; But A ; so B
3 9

2 4 1
Hence, y p x xe x
3 9 4
2 4 1
Therefore, the general solution is y c1e 3 x c 2 e x x xe x
3 9 4

d2y dy
For particular solution of 2
2 3 y 2 x e x , substitute initial condition
dx dx
2 4 1
x 0, y 4 in the general solution y c1e 3 x c 2 e x x xe x
3 9 4

4
4 c1 c 2
9

40 9c1 9c2 ________________ (1)

2 4 1
From the general solution y c1e 3 x c 2 e x x xe x , its first derivative
3 9 4
with respect to x is
dy
dx
2 1

3c1e 3 x c 2 e x xe x e x
3 4

dy
Substitute initial condition x 0, 0
dx
2 1
0 3c1 c 2
3 4

11 36c1 12c2 _________________ (2)

7|Nonhomogeneous Differential Equation of Higher Order

 Solve for c1 and c2 using Determinants:

40 9c1 9c2 ________________ (1)

11 3c1 12c2 ________________ (2)

40 9
11 12 579
c1 ;
9 9 135
3 12

9 40
9 11 261
and c 2
9 9 135
3 12

dy
Therefore, the particular solution when x 0, y 4, 0 is
dx
579 3 x 261 x 2 4 1
y e e x xe x
135 135 3 9 4

Exercises: Solve the following equations as indicated.

1. General solution: 4 y ( 4) 45 y ( 2) 70 y'24 y 4 x 3

d 2 y dy
2. Particular solution: 6 y 100 , when x 0, y 0, and
dx 2 dx
when x 1 y e 3

3. General solution: 4 y ( 4) 4 y (3) 23 y ( 2) 12 y'36 y 5e 2 x 3x

4. Particular solution: y ( 4) 3 y (3) 2 y ( 2) 2e x 5e 2 x , when x 0,

y 0, y ' 4 , y ( 2)
6 , y ( 3)
14

5. General solution: y (5) y ( 4) 7 y (3) 11y ( 2) 8 y'12 y e x cos 2 x 4

6. Particular solution: y (3) y ( 2) 4 y'4 y 4 x 4 sin 2 x , when x 0,

y 0, y ' 1 , y ( 2) 5

d 2x dx dx
7. 2
2b k 2 x sin x , k b 0 ; when t 0, x 0, , v0
dt dt dt

d2y dy
8. 2
(a b) aby cos x ; a and b real and unequal.
dx dx

8|Nonhomogeneous Differential Equation of Higher Order

 9. Find for x 2 the value y for the particular solution required.
y (3) 5 y ( 2) 3 y'9 y 5x 2 3e 2 x 2 sin x cos x when x 0, y 1,
when x 1, y 0, y ' 1 , and also as x , y 0

10. Find for x 1 the value y for the particular solution required.
y (3) 2 y ( 2) 5 y'6 y x sin x when x 0, y 1, y ' 7 , y ( 2) 1

Say No to the good

so that you can say Yes to the best.

9|Nonhomogeneous Differential Equation of Higher Order