Higher Order Ordinary Differential Equations:

Solution Methods

Bishnu P. Lamichhane∗

August 8, 2017

1 Linear Differential Equations

We recall that a linear ordinary differential equation of nth order can be written
as
an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = g(x) (1.1)
with g, a0 , a1 , . . . , an given functions of x, and y (k) is the kth derivative of y
with respect to x. We want to solve this ODE with respect to the initial values
y(x0 ) = y0 , y 0 (x0 ) = y1 , · · · , y (n−1) (x0 ) = yn−1 . (1.2)

Theorem 1 Let an (x), an−1 (x), · · · , a0 (x) and g(x) be continuous on an inter-
val I ⊂ R and an (x) 6= 0 for every x ∈ I. If x0 is any point in this interval, then
a solution y(x) of the initial value problem (1.1)–(1.2) exists on the interval and
is unique.

Definition 2 A collection of functions S = {f1 , f2 , . . . , fn } is a linearly inde-

pendent set of functions if the only constants c1 , c2 , . . . , cn for which
c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) ≡ 0
are the constants c1 = c2 = · · · = cn = 0.

Definition 3 The Wronskian of the k functions y1 (x), y2 (x), . . . , yk (x) is the

function
 
y1 (x) y2 (x) ... yk (x)
 y10 (x) y20 (x) ... yk0 (x) 
W (y1 , . . . , yk )(x) = det  .. .. ..
 
.. 
 . . . . 
(k−1) (k−1) (k−1)
y1 (x) y2 (x) . . . yk (x)
∗ School
of Mathematical and Physical Sciences, University of Newcastle, Callaghan, NSW
2308, bishnu.lamichhane@newcastle.edu.au

1
Theorem 4 If y1 , y2 , . . . , yk are (k − 1)-times continuously differentiable on
(a, b), then S = {y1 , y2 , . . . yk } is linearly dependent ⇒ W (y1 , y2 , . . . , yk ) ≡ 0.
Equivalently, W (y1 , y2 , . . . , yk ) 6≡ 0 ⇒ S is linearly independent.

Definition 5 (Fundamental set of solutions) A set of linearly independent n so-

lutions of an ordinary differential equations of nth order is called a fundamental
set of solutions.

Theorem 6 There exists a fundamental set of solutions for the homogeneous

nth order linear differential equation (1.1) on an interval I.

Theorem 7 Suppose y1 , y2 , . . . , yn are n solutions of the homogeneous linear

differential equation
an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = 0 (1.3)
on the interval (a, b). Then the following are equivalent:

(i) W (y1 , . . . , yn )(x) 6≡ 0 on (a, b)

(ii) {y1 , . . . , yn } is a fundamental set of solutions of (1.4)
(iii) every solution of (1.4) is of the form
y = c1 y1 + c2 y2 + · · · + cn yn

Theorem 8 (General solution of non-homogeneous equations) Suppose y1 , y2 , . . . , yn

are n linearly independent solutions of the homogeneous linear differential equa-
tion
an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = 0 (1.4)
on the interval (a, b). Let yp be any particular solution of the non-homogeneous
nth order linear equation (1.1) on the interval (a, b). Then the general solution
of the equation on the interval is
n
X
y(x) = ci yi (x) + yp (x),
i=1

where {ci }ni=1 are arbitrary constants.

We note that the solution of the non-homogeneous equation can be written as

n
X
y(x) = yc (x) + yp (x), with yc (x) = ci yi (x).
i=1

The function yc is called the complementary function for the ODE (1.1).

Theorem 9 (Superposition Principle) If u1 , u2 , · · · , uk are solutions of a

homogeneous linear differential equation, then the linear combination
u = c1 u1 + c2 u2 + · · · + ck uk ,
where ci , i = 1, 2, · · · , k are constants, is also a solution.

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1.1 Linear ODEs with Constant Coefficients

We consider a systematic way of solving the higher-order linear ODE’s with

constant coefficients.

A homogeneous linear ODE with constant coefficients is a differential equation

of the form
dn y dn−1 y
cn n + cn−1 n−1 + . . . + c0 y = 0, (1.5)
dx dx
where cn , cn−1 , . . . , c0 are real numbers.

We look for a solution of the form y(x) = erx , where r is a complex number.
Substituting into the equation (1.5) we get

cn rn erx + cn−1 rn−1 erx + . . . + c0 erx = 0

erx cn rn + cn−1 rn−1 + . . . + c0 = 0

for all x. Since erx is not zero for any x it follows that we must have

cn rn + cn−1 rn−1 + . . . + c0 = 0. (1.6)

The polynomial cn rn +cn−1 rn−1 +. . .+c0 is called the characteristic or auxillary

equation. Suppose now that the characteristic equation has roots r1 , . . . , rn . To
the roots of (1.6) we attach solutions to the homogeneous equation (1.5) as
follows:

1. If rj is distinct from all the other roots then the function yj (x) = erj x is
a corresponding solution of (1.5).

2. If rj is of multiplicity k > 1 then we obtain a collection of k different

solutions of (1.5): {erj x , xerj x , . . . , xk−1 erj x }. For rj = 1 and k = 2 it is
straightforward to use the Wronskian to check that ex and xex are linearly
independent.

Since every polynomial of degree n factors into n terms of the form (x − zi )

where each zi is a complex number, the above procedure always gives us n
solutions f1 (x), . . . , fn (x) where each fi (x) is of the form fi (x) = xmi ezi x . The
general solution to the homogeneous higher-order linear ODE with constant
coefficients (1.5) is the linear ombination of this fundamental set of n solutions.
That is,

yg (x) := A1 f1 (x) + · · · + An fn (x) = A1 xm1 ez1 x + · · · + An xmn ezn x .

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Remark 10 Since we assume that all the ci are real, the characteristic polyno-
mial is a real polynomial, so any complex roots occur in complex conjugate pairs
α + iβ and α − iβ. In this case, the corresponding solutions are e(α+iβ)x and
e(α−iβ)x , which we can rewrite as

eαx eiβx and eαx e−iβx .

If we use the formula eiθ = cos(θ) + i sin(θ) that we learned in first year, we can
deduce that

{Aeαx eiβx +Beαx e−iβx : A, B ∈ R} = {Ceαx cos(βx)+Deαx sin(βx) : C, D ∈ R}.

So when all the ci are real, and α + iβ and α − iβ are roots of the charac-
teristic polynomial, we can replace e(α+iβ)x and e(α−iβ)x with eαx cos(βx) and
eαx sin(βx) throughout the resulting fundamental set of solutions.

As particular case of the above discussion for a linear homogeneous second order
differential equation with constant coefficients, we have the following theorem.

Theorem 11 Consider the differential equation:

ay 00 + by 0 + cy = 0, (1.7)

where a, b, c are constants. The equation ar2 + br + c = 0 is called the char-

acteristic equation of the ODE. Let r1 and r2 be the roots of the characteristic
equation.

1. If r1 and r2 are distinct and real (b2 − 4ac > 0), then (1.7) has the general
solution
y = C1 er1 x + C2 er2 x .

2. If r1 = r2 (b2 − 4ac = 0), then (1.7) has the general solution

y = (C1 + C2 x) er1 x .

3. If r1 and r2 are distinct and complex (b2 − 4ac < 0), i.e., r1 = α + iβ and
r2 = α − iβ, then the general solution is

y = C1 eαx cos βx + C2 eαx sin βx.

Example 12 Suppose we have the problem

y 00 − 6y 0 + 8y = 0, y(0) = −2, y 0 (0) = 6.

This is a second order linear homogeneous equation with constant coefficients.

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We start with a solution y = erx . Then y 0 = rerx and y 00 = r2 erx . Plugging
this function in the equation gives

y 00 − 6y 0 + 8y = 0,
r2 erx − 6rerx + 8erx = 0,
r2 − 6r + 8 = 0 (divide through by erx ),
(r − 2)(r − 4) = 0.

So if r = 2 or r = 4, then erx is a solution. So let y1 = e2x and y2 = e4x .

We note that the functions e2x and e4x are linearly independent since it is not
possible to write e4x = Ce2x for a constant C. Thus the general solution is

y = C1 e2x + C2 e4x .

Now we apply the initial conditions to determine C1 and C2 . We first note that
y 0 = 2C1 e2x + 4C2 e4x . We plug in x = 0 in y(x) and y 0 (x) to find

−2 = y(0) = C1 + C2 ,
6 = y 0 (0) = 2C1 + 4C2 .

Solving these two equations we obtain C1 = −7 and C2 = 5. Hence, the solution

we are looking for is
y = −7e2x + 5e4x .

For another example of the first case, take the equation y 00 − k 2 y = 0. Here the
characteristic equation is r2 − k 2 = 0 or (r − k)(r + k) = 0 and hence e−kx and
ekx are the two linearly independent solutions.

Example 13 Find the general solution of

y 00 − 8y 0 + 16y = 0.

The characteristic equation is r2 − 8r + 16 = (r − 4)2 = 0. Hence a double root

r1 = r2 = 4. The general solution is, therefore,

y = (C1 + C2 x) e4x = C1 e4x + C2 xe4x .

Example 14 Find the general solution of y 00 + k 2 y = 0, for a constant k > 0.

The characteristic equation is r2 + k 2 = 0. Therefore, the roots are r = ±ik

and by the theorem we have the general solution

y = C1 cos kx + C2 sin kx.

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Examples

The general solution of

1. y 00 + 2y 0 − 3y = 0 is y(x) = Aex + Be−3x , since the characteristic equation

is (r + 3)(r − 1) = 0.

2. y 00 − 4y 0 + 4y = 0 is y(x) = Ae2x + Bxe2x , since the characteristic equation

is (r − 2)2 = 0.
3. y 00 −2y 0 +17y = 0 is y(x) = Ae(1+4i)x +Be(1−4i)x or Aex cos 4x+Bex sin 4x,
since the characteristic equation is (r − 1 + 4i)(r − 1 − 4i) = (r − (1 −
4i))(r − (1 + 4i)) = 0 .

4. y 00 + 9y = 0 is Ae3ix + Be−3ix or y(x) = A cos 3x + B sin 3x, since the

characteristic equation is (r − 3i)(r + 3i) = 0.
5. y 000 − y 0 = 0 is y(x) = Ae0.x + Bex + Ce−x = A + Bex + Ce−x , since the
characteristic equation is r(r − 1)(r + 1) = 0.

6. y 00 = 0 is y(x) = Ae0.x +Bxe0.x = A+Bx, since the characteristic equation

is r2 = 0.
7. y (5) − y (4) − y 0 + y = 0 is y(x) = Aex + Bxex + Ce−x + Deix + Ee−ix or
Aex + Bxex + Ce−x + D cos(x) + E sin(x) since the characteristic equation
is

(r − 1)2 (r + 1 − i)(r + 1 + i) = (r − 1)2 (r − (−1 + i))(r − (−1 − i)) = 0.

2 Non-Homogeneous Linear Ordinary Differen-

tial Equations

Suppose that we drop the requirement of homogeneity. This usually corresponds

to some external force to the system we are trying to model. Here we are
considering the case of equation (1.1) with g(x) 6≡ 0. We find the solution of
this ODE in two steps.

1. In the first step, we find the complete solution to the homogeneous differ-
ential equation (1.4) and call this the general solution to the homogeneous
ODE, and denote it by yc .
2. Then in the second step we find a particular solution to the non-homogeneous
DE (1.1), which we call yp . The complete solution of the ODE is obtained
by adding yc and yp .

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Hence the general solution to such equations is of the form y(x) = yc (x) + yp (x)
where yc is called the complementary function and is the general solution of
the associated homogeneous equation and yp (x) is a particular solution to the
equation itself. If there are any initial conditions given with the differential
equation, they are applied to y(x). There are three main methods for finding a
particular solution.

2.1 The Method of Undetermined Coefficients

We can use the method of undetermined coefficients to find the partic-

ular solution of the ODE with constant coefficients. Note that a linear non-
homogeneous ODE with constant coefficients is a differential equation of the
form
dn y dn−1 y
cn n + cn−1 n−1 + . . . + c0 y = g(x), (2.8)
dx dx
where cn , cn−1 , . . . , c0 are real numbers.

To do this, we look at the right-hand side of the DE, and try an arbitrary
function of that form. We substitute our guess into the DE and then try to
solve to find the coefficients.

The following table indicates what guess to make based on what is on the right-
hand side of the DE. If there is a sum of terms on the right-hand side, we add
together the guesses for the individual terms.

type of g(x) Guess for yp

n
x An x n + · · · + A1 x + A0
eαx Aeαx
sin(αx)
A sin(αx) + B cos(αx)
cos(αx)
sinh(αx)
A sinh(αx) + B cosh(αx)
cosh(αx)
xn g(x) (An xn + · · · + A1 x + A0 )×(guess for g(x) )

Example 15 Solve y 00 + 2y 0 − 3y = e2x . yc (x) = Aex + Be−3x as above. For

yp (x), guess yp (x) = ke2x . Then plugging into the ODE we get k = 15 . Thus
the general solution is Aex + Be−3x + 15 e2x .

Example 16 We want to find a general solution of the ODE

y 00 − 2y 0 + y = 16e5x .

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The characteristic equation corresponding to the homogeneous differential equa-
tion y 00 − 2y 0 + y = 0 is r2 − 2r + 1 = 0 = (r − 1)2 . Hence the complementary
function is yc (x) = Aex + Bxex for some constants A, B. Next we find the
particular solution by guessing that yp = Ce5x ; upon substituting into the dif-
ferential equation we get

yp00 − 2yp0 + yp = (C − 10C + 25C)e5x = 16Ce5x = 16e5x

in which case C = 1 and then yp (x) = e5x . Hence the general solution to the
differential equation is yg (x) = Aex + Bxex + e5x . If we were also given initial
conditions with the differential equation, we would now apply them to yg (x).

The one problem is that if the left-hand side is already one of the fundamental
set of solutions to the homogeneous ODE, we cannot use it. In this case, we
multiply by a large enough power of x to eliminate the problem, and try that
instead. If the right-hand side of the differential equation is already one of
the fundamental set of solutions to the associated homogeneous equation then
a constant multiple of it cannot be a particular solution. We now guess a
particular solution which is x times it and so on until we find a function which
is not the solution of the associated homogeneous equation. For instance, for
the equation y 00 − 2y 0 + y = 16ex we choose yp (x) = Cx2 ex since ex and xex
are in the fundamental set of solutions to the associated homogeneous equation
and cannot therefore be particular solutions to the nonhomogeneous equation.

Note 17 Often the superposition principle can also be applied for a non-homogeneous
equation. For example, if y1 and y2 are particular solutions of the differential
equations
Ly = g1 (x), and Ly = g2 (x),
respectively, where L is a linear differential operator, y1 + y2 is a particular
solution of the differential equation Ly = g1 (x) + g2 (x).

2.2 The Method of Variation of Parameters

This method was introduced by Lagrange in 1774. This method is more powerful
than the method of undetermined coefficients as it also works for linear ODEs
with non-constant coefficients. This method can be used once a fundamental
set of solutions of the associated homogeneous differential equation is known.

We consider a linear second order differential equation

a2 (x)y 00 + a1 (x)y 0 + a0 (x)y = g(x),

which can be put in the standard form

y 00 + P (x)y 0 + Q(x)y = f (x), (2.9)

8
and assume that P (x), Q(x) and f (x) are continuous functions of x in some
interval I. Let {y1 (x), y2 (x)} be two linear independent solutions of the homo-
geneous linear differential equation

y 00 + P (x)y 0 + Q(x)y = 0.

The main idea of the method of the variation of parameters is that we seek a
particular solution of (2.9) in the form

yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x).

Then yp should satisfy the differential equation (2.9). Thus we obtain

yp0 = u01 y1 +u1 y10 +u02 y2 +u2 y20 , and yp00 = u001 y1 +2u01 y10 +u1 y100 +u002 y2 +2u02 y20 +u2 y200 .

Thus we have

yp00 + P (x)yp0 + Q(x)yp

= u1 [y100 + P (x)y10 + Q(x)y1 ] + u2 [y200 + P (x)y20 + Q(x)y2 ] + y1 u001 + 2u01 y10 + 2u02 y20 +
y2 u002 + P (x) [y1 u01 + y2 u02 ]
d
= [y1 u01 + y2 u02 ] + P (x) [y1 u01 + y2 u02 ] + u01 y10 + u02 y20 = f (x),
dx
where we use the fact that y100 +P (x)y10 +Q(x)y1 = 0 and y200 +P (x)y20 +Q(x)y2 =
0. If we demand that
y1 u01 + y2 u02 = 0,
the above equation simplifies to

u01 y10 + u02 y20 = f (x).

Thus we have two equations in two unknowns {u1 , u2 }

y1 u01 + y2 u02 = 0
u01 y10 + u02 y20 = f (x).

Thus we can u1 and u2 by integrating these two equations

y2 f (x) y1 f (x)
u01 = − , and u02 = ,
W W
where  
y y2 
W =  10
y1 y20 
is the Wronskian of y1 and y2 .

Example 18 Let x > 0. Given that the set {x, x ln(x)} is a fundamental set of
solutions of x2 y 00 − xy 0 + y = 0 solve the IVP x2 y 00 − xy 0 + y = 2x3 with y(1) = 1
and y 0 (1) = 2.

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Solution: We try a particular solution of the form yp = xu1 (x)+(x ln(x))u2 (x),
in which case

yp0 = u1 (x) + xu01 (x) + (ln(x) + 1)u2 (x) + (x ln(x))u02 (x)

and then we set

xu01 (x) + (x ln(x))u02 (x) = 0 (2.10)

then yp0 = u1 + (ln x + 1)u2 and so

1
yp00 = u01 + u2 + (ln(x) + 1)u02 .
x
If we put the differential equation in the standard form we have f (x) = 2x.
Hence

u01 = −2x ln(x) and u02 = 2x. (2.11)

Integrating we have
x2
u1 = − x2 ln(x) and u2 = x2 .
2

Note that we do not introduce constants of integration here as they will add
unnecessary solutions to the homogeneous equation to our particular solution.
Hence we compute

yp (x) = xu1 (x) + (x ln(x))u2 (x)

 x2  x3
= −x x2 ln(x) − + (x ln(x))x2 =
2 2

which means that the general solution to the differential equation is

x3
yg (x) = yc (x) + yp (x) = + Ax + Bx ln(x).
2

Now we apply the initial conditions to get

1 1 1
yg (1) = + A + 0 = A + = 1 and so A = then
2 2 2
2
3x 1
yg0 (x) = + + B(ln(x) + 1) so
2 2
yg0 (1) = 2 + B = 2 and so B = 0.

Therefore, the solution to the initial value problem is then

x3 1
y(x) = + x.
2 2

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3 Reduction of Order for Linear Homogeneous
Differential Equations

We consider the following linear second order homogeneous ordinary differential

equation:
y 00 + P (x)y 0 + Q(x)y = 0 (3.12)
We want to find a fundamental set of solutions of a homogeneous linear differ-
ential equation such as (3.12). If we know one non–trivial solution y = y1 (x) of
(3.12) then one can attempt to complete a fundamental set of solutions by the
method of reduction of order. The basic idea is to substitute y(x) = y1 (x)v(x)
into the equation and then solve the resulting differential equation for v. We
illustrate this by some examples.

3.1 Examples
(i) Given that y(x) = cosh x is a solution of y 00 −y = 0 we may use reduction of
order to find a second linearly independent solution as follows. Substitute
y(x) = v(x) cosh x into the differential equation:

y 00 − y = v 00 cosh x + 2v 0 sinh x + v(cosh x − cosh x) = 0 so

v 00 cosh x + 2v 0 sinh x = 0 then
 
0 0 sinh x
(v ) + 2 v 0 = 0,
cosh x

which is a first order linear differential equation in v 0 . The integrating

factor for this equation is
sinh x
R
e2 cosh x .dx = e2 ln(cosh x) = (cosh x)2 ,

therefore
 0 A
(cosh x)2 v 0 = 0 × cosh2 x so that v 0 = 2 = A sech2 x,
cosh x

hence v(x) = A tanh x + B where A, B are constants. Then

y(x) = v(x) cosh(x) = A sinh x + B cosh x

is the general solution of the differential equation. Hence the second lin-
early independent solution is y(x) = sinh x.
(ii) It is easy to see that y(x) = x is a solution of x2 y 00 − xy 0 + y = 0 [if y = x
then y 0 = x, y 00 = 0 and then clearly x2 (0) − x(1) + x = 0]. We may
now use reduction of order to find a second, linearly independent solution,

11
 and also the general solution for x > 0. Substitute y(x) = xv(x) into the
differential equation:

y − xy 0 + x2 y 00 = xv − x[v + xv 0 ] + x2 [2v 0 + xv 00 ] = 0 so
v(x − x) + v 0 (−x2 + 2x2 ) + x3 v 00 = 0 and then
1
(v 0 )0 + v 0 = 0, since x > 0,
x

which is a first order linear differential equation in v 0 . The integrating

factor is R 1
e x .dx = eln |x| = x provided x > 0,

therefore

0
xv 0 = 0 × x = 0 so
A
v0 = and then
x
v = A ln x + B,

where A, B are constants. Thus the general solution of the differential

equation is
y(x) = xv(x) = Ax ln x + Bx.

The second solution of the differential equation which is linearly indepen-

dent from y(x) = x is then y(x) = x ln x. We check
 
x x ln x
W (x, x ln x) = det = x 6≡ 0 on (0, ∞) or (−∞, 0),
1 ln x + 1

which we would expect from the standard form of the differential equation

d2 y  1  dy  1 
+ − + y = 0.
dx2 x dx x2

This shows that at least one coefficient is discontinuous at x = 0.

General Case

In general, we can find a fundamental set of solutions for a second order differ-
ential equation of the form (3.12) by using the method of reduction of order. Let
P (x) and Q(x) be continuous in some interval I, and let y1 (x) be a known solu-
tion of (3.12), which is non-zero in the interval I. We now define y = u(x)y1 (x)
and plug into the differential equation to obtain

y 0 = uy10 + y1 u0 , y 00 = uy100 + 2y10 u0 + y1 u00 .

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Thus

y 00 + P y 0 + Qy = u [y100 + P y10 + Qy1 ] + y1 u00 + (2y10 + P y1 )u0 = 0,

which reduces to
y1 u00 + (2y10 + P y1 )u0 = 0.
Now we can introduce w = u0 , and write the above equation as

y1 w0 + (2y10 + P y1 )w = 0.

This equation can be solved by using the method of the separation of variables

dw y0
+ 2 1 dx + P dx = 0.
w y1
Integrating we have Z
ln |wy12 | = − P dx + c.

Hence the solution u is

R
e− P dx
Z
u = c1 dx + c2 .
y12

The second solution is obtained by using c1 = 1 and c2 = 0 and thus

R
e− P dx
Z
y2 (x) = y1 (x) dx.
y12

3.2 Reduction of Order for Non-Homogeneous Differen-

tial Equations

A reduction of order can be attempted once one non-trivial solution of the

associated homogeneous differential equation is known. For example, given that
y(x) = x is a solution of x2 y 00 − xy 0 + y = 0 for x > 0 we may find the general
solution of x2 y 00 − xy 0 + y = 2x3 as follows. Try y(x) = xv(x) in the non
homogeneous differential equation. Then

y = xy 0 + x2 y 00 = xv − x[v + xv 0 ] + x2 [2v 0 + xv 00 ] = x3 v 00 + x2 v 0 = 2x3

which leaves us the first order linear equation in v 0

1 0
(v 0 )0 + v =2
x

13
 1
R
which had integrating factor e x dx = eln |x| = x since x > 0, and so

(xv 0 )0 = 2x hence
xv 0 = x2 + A that is
A
v0 = x + which has solution
x
x2
v= + A ln x + B for x > 0 and constants A, B.
2

x3
Therefore the general solution to the differential equation is y(x) = +
2
[Ax ln x + Bx] = yp (x) + yc (x). Hence, in one calculation we not only re-
cover the second linearly independent solution of the associated homogeneous
equation, but also the particular solution.

3.3 Reduction of Order for Non-Linear Differential Equa-

tions

We consider the method of reduction of order for two cases of the general second
order differential equation of the form

F (x, y, y 0 , y 00 ) = 0.

Dependent variable y is missing

In this case we can reduce the order of the differential equation by using the
substitution
dy
p= .
dx

Example 19 Solve y 00 = 2x(y 0 )2 . Let p = y 0 and thus the differential equation

becomes
dp
= 2xp2 .
dx
This can be solve by using the method of separation of variables so that

−p−1 = x2 + c21 .

Now using the expression for p with p = y 0 , we have

dy 1
=− 2 .
dx x + c21
The solution is thus
1 x
y=− tan−1 + c2 .
c1 c1

14
Independent variable x is missing

A similar substitution can be used when the independent variable x is missing

from the equation. As before we use p = y 0 , and thus using the chain rule
dp dp dy dp
y 00 = = =p .
dx dy dx dy
Thus the second order equation can be reduced to a first order equation in this
case as well.

Example 20 Solve yy 00 = (y 0 )2 . Let p = y 0 . Then the equation can be written

as
dp dp dy
yp = u2 or = .
dy p y
Integrating this equation we have

ln |p| = ln |y| + c1 ,

and hence p = c2 y. This one with p = y 0

dy
= c2 y.
dx
Thus the general solution of the non-linear differential equation is

y = c4 ec2 x .

4 Cauchy-Euler Differential Equations

A linear differential equation of the form

an xn y (n) + an−1 xn−1 y (n−1) + · · · + a0 y(x) = g(x),

where an , an−1 , · · · , a0 are constants, is knowns is a Cauchy-Euler differential

equation of order n. A simple way to transform this linear differential equation
to a linear differential equation with constant coefficient is use the substitution
x = eu . In fact, we can use a trial solution of the form

y = xm

to solve the above differential equation. We note that the coefficient of y (n) is
zero at x = 0 for this equation. Hence the previous existence results cannot be
applied for this equation. We plan to find a general solution of this equation
defined on the interval (0, ∞).

15
 To simplify the presentation we consider the second order Cauchy-Euler equa-
tion of the form
d2 y dy
ax2 2 + bx + cy = g(x). (4.13)
dx dx
As before we first find the complementary function yc , which is the general
solution of the homogeneous equation

d2 y dy
ax2 + bx + cy = 0,
dx2 dx
and a particular solution yp of the (4.13). Then the general solution of (4.13)
is written as y = yc + yp .

Now using the trial solution y = xm we have the auxiliary equation

am2 + (b − a)m + c = 0.

We now consider three different cases.

Case I: Two distinct real roots. Let m1 and m2 be two real roots. Then y1 = xm1
and y2 = xm2 form a fundamental set of solutions. Hence the general
solution is
y = c1 x m 1 + c2 x m 2 .

Case II: Real repeated root. Let m be the repeated root. The solution is given by

y = c1 xm ln(x) + c2 xm

We arrive at this solution by a change of variables for the ODE

d2 y dy
ax2 2
+ bx + cy = 0.
dx dx
Let t = ln(x) and x = et , and y(x) = φ(ln(x)) = φ(t). Differentiating with
respect to x we have

d2 y 1 d2 φ dφ
 
dy 1 dφ
= and = − .
dx x dt dx2 x2 dt2 dt

Substituting into the ODE, φ(t) satisfies

d2 φ dφ
a + (b − a) + cφ = 0.
dt2 dt

This equation in φ(t) can be easily solved using its characteristic polyno-
mial
am2 + (b − a)m + c = 0.

16
 Now, let m1 be the repeated root of this polynomial. If the roots are
equal, the general solution is given by

φ(t) = c1 em1 t + c2 tem1 t .

Thus the solution y(x) is found by setting t = ln(x), hence φ(ln(x)) = y(x).
Hence
y(x) = c1 xm1 + c2 ln(x)xm1 .

Case III: Complex roots. Let α ± iβ be two complex conjugate roots. The solution
is given by
y = c1 xα cos(β ln(x)) + c2 xα sin(β ln(x)).
This is derived by setting x = et and using Euler’s formula.

Example 21 Find the general solution of x2 y 00 −3xy 0 +3y = 0. We try y = xm .

Then the auxiliary equation is

m(m − 1) − 3m + 3 = 0 or m = 1, 3.

Hence the general solution of this differential equation is

y = Cx + Dx3 .

Exercises

1. Solve 4x2 y 00 + 8xy 0 + y = 0.

2. Find the solution of the IVP
1
4x2 y 00 + 17y = 0, y(1) = −1, y 0 (1) = − .
2

3. Solve x3 y (3) + 5x2 y 00 + 7xy 0 + 8y = 0.

4. Solve x2 y 00 − 3xy 0 + 3y = 2x4 ex .

Note 22 A second order equation of the form

a(x − x0 )2 y 00 + b(x − x0 )y 0 + cy = 0,

is also Cauchy-Euler differential equation. It can be solved by using a trial

solution of the form y = (x − x0 )m .

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5 Green’s functions
We note that the solution of the following second order initial value problem
y 00 + P (x)y 0 + Q(x)y = f (x), y(x0 ) = y0 , y 0 (x0 ) = y1
can be expressed as
y(x) = yh (x) + yp (x),
where yh (x) is the solution of the associated homogeneous ODE with inhomo-
geneous initial conditions
y 00 + P (x)y 0 + Q(x)y = 0, y(x0 ) = y0 , y 0 (x0 ) = y1 ,
and yp (x) is the solution of the non-homogeneous ODE with homogeneous initial
conditions
y 00 + P (x)y 0 + Q(x)y = f (x), y(x0 ) = 0, y 0 (x0 ) = 0.
The solution of this initial value problem is called a rest solution as it describes
a physical system initially at rest. We now proceed to construct the solution
yp of this initial value problem using Green’s function. Let y1 and y2 be two
fundamental solutions of the homogeneous ODE
y 00 + P (x)y 0 + Q(x)y = 0
in the interval I. Using the method of variation of parameters we can write a
particular solution of the ODE
y 00 + P (x)y 0 + Q(x)y = f (x)
in the form
yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x),
where u1 and u2 are given by
 
y2 (x)f (x) y1 (x)f (x) y (x) y2 (x)
u01 (x) = − , and u02 (x) = with W (x) =  10
y1 (x) y20 (x)

W (x) W (x)
Thus we have
Z x Z x
y2 (t)f (t) y1 (t)f (t)
yp (x) = −y1 (x) dt + y2 (x) dt.
x0 W (t) x0 W (t)
We can simplify the above expression for yp as
Z x
yp (x) = G(x, t)f (t) dt,
x0

where the function G(x, t) defined as

y1 (t)y2 (x) − y2 (t)y1 (x)
G(x, t) =
W (t)
is called the Green’s function for the differential equation
y 00 + P (x)y 0 + Q(x)y = f (x).

18
Remark 23 The Green’s function for the differential equation does not depend
on the right hand side function f (x), and hence this is the same for the linear
differential operator L = D2 + P (x)D + Q(x).

Example 24 Find a particular solution of y 00 − y = f (x) using the associated

Green’s function. Here two fundamental solutions are y1 = ex and y2 = e−x ,
and thus W (t) = −2. Thus the Green’s function is

et e−x − ex e−t ex−t − e−(x−t)

G(x, t) = = = sinh(x − t)
−2 2
Hence a particular solution yp is given by
Z x Z x
yp (x) = G(x, t)f (t) dt = sinh(x − t)f (t) dt.
x0 x0

We note that the particular solution yp satisfies the initial value problem

y 00 − y = f (x), y(x0 ) = 0, y 0 (x0 ) = 0.

Example 25 Solve the initial value problem

y 00 + 4y = f (x), y(0) = 1, y 0 (0) = 2,

where the forcing term f (x) is given by


0 if x < 0

f (x) = sin(x) + cos(2x) if 0 ≤ x ≤ 2π

0 if x > 2π.


First we write the general solution of the associated homogeneous ODE as

yg (x) = C1 sin(2x) + C2 cos(2x).

With the initial conditions we have

1 = C2 , and 2 = 2C1 .

Hence
yg (x) = sin(2x) + cos(2x)
is the solution of the initial value problem

y 00 + 4y = 0, y(0) = 1, y 0 (0) = 2.

Now we write a particular solution of the ODE in terms of the Green’s function

1 x
Z
yp (x) = sin(2(x − t))f (t) dt.
2 0

19
Now we consider three cases. If x < 0, we have f (x) = 0, and thus yp (x) = 0.
If 0 ≤ x ≤ 2π, we have

1 x
Z
1
yp (x) = sin(2(x − t)) sin(t) dt = sin (x) (3x cos x − 2 cos x + 2) .
2 0 3

When x > 2π, we have

1 2π 1 x 1 2π
Z Z Z
yp (x) = sin(2(x−t))f (t) dt+ sin(2(x−t))f (t) dt = sin(2(x−t)) sin(t) dt = π sin(2x).
2 0 2 2π 2 0

Hence a particular solution is


0 if x < 0

yp (x) = 13 sin (x) (3x cos x − 2 cos x + 2) if 0 ≤ x ≤ 2π

π sin(2x) if x > 2π.


Finally, the unique solution of the initial value problem is

y(x) = yg (x) + yp (x).

20