Topic: Ordinary Differential Equations of Higher Order

Abstract​:
In this chapter, we begin by solving homogeneous linear ordinary differential equations
with constant coefficients by using characteristic equations. Then we solve the Euler
equations and exact equations. The method of undetermined coefficients for solving
inhomogeneous linear ordinary differential equations is also presented. Furthermore,
we give the method of variation of parameters for solving second-order inhomogeneous
linear ordinary differential equations, and we introduce the power series method to
solve variable-coefficient linear ordinary differential equations and study the Bessel
equation in detail.
Keywords:

D-Operator; Complementary function; Particular Integral; General solution; Variation of

Parameters; Cauchy-Euler homogeneous linear Equation

Introduction:

We have already disussedfirst-order differential equations and their solutions, i.e. equations
whose highest derivative is the first. For example, is a first-order differential
equation. We do not yet have the tools to solve an equation like ; this equation
is second-order since its highest derivative is the second. In this chapter, we will study solution
techniques for differential equations of order 2, like , as well as higher-order
equations. However, before we proceed, it would be helpful to spend a few moments refreshing
our memories on the information we know about first-order differential equations; the
information we will gather about higher-order equations, while complementary to what we have
learned about first-order equations, can at first glance seem contradictory, so it will be helpful to
solidify our understanding of first-order equations before proceeding. Summary of First-Order
Differential Equations The equation is a first-order differential equation; the
left-hand side is the first derivative , while the right-hand side is a function of xs and ys, and
no higher-order derivatives show up. We have seen three specific forms in which a first-order
differential equation might appear, and an appropriate solution method for each form. These
forms are summarized below: Name Form Solution method Integrable integrate
Separable separate variables, integrate Linear first-order
multiply by integrating factor, integrate Given the equation , we attempt to find
a general solution or family of solutions to the equation; in particular, this general solution will
include a constant . For example, the curves graphed below are all in the family of solutions of
the form to the differential equation .

Body:
The simplest differential operator D acting on a function y, “returns” the first derivative of this
function:

1
Double D allows to obtain the second derivative of the function y(x):

Similarly, the nth power of D leads to the nth derivative:

Here we assume that the function y(x) is n times differentiable and defined on the set of real
numbers. The function y(x) itself can take complex values.
Differential operators may be more complicated depending on the form of differential
expression. For example, the nabla differential operator often appears in vector analysis. It is
defined as

,where i,j,k are the unit vectors along the coordinate axes .
As a result of acting of the operator ​∇​ on a scalar field F, we obtain the gradient of the field F:

The gradient vector always points in the direction of greatest increase of the function F, and its
length indicates the rate of increase of the function in this direction.
The scalar product of vector ​∇​ and the vector field V is known as the divergence of the vector V:

The vector product of vectors ​∇​ and V gives the curl of the vector V:

The scalar product of ​∇⋅∇​=​∇2​ corresponds to a scalar differential operator, called the Laplace
operator or Laplacian. It is also denoted by the symbol Δ:

The introduction of differential operators allows to investigate differential equations in terms

of operator theory and functional analysis. This generalized approach turns out powerful and
effective. In particular, considering application to higher order linear differential equations, we
obtain a compact way of writing equations, and in some cases, the possibility of a quick solution.
The linear homogeneous differential equation of the nth order with constant coefficients can be
written as

,where are constants which may be real or complex.

Using the ​linear differential operator​ , this equation can be represented as

Where

For each differential operator with constant coefficients, we can introduce the characteristic
polynomial

The algebraic equation

2
is called the characteristic equation of the differential equation.
According to the fundamental theorem of algebra, a polynomial of degree n has exactly n roots,
counting multiplicity. In this case the roots can be both real and complex (even if all the
coefficients of a1,a2,…,an are real).
Let us consider in more detail the different cases of the roots of the characteristic equation and
the corresponding formulas for the general solution of differential equations.

Case 1.​ All Roots of the Characteristic Equation are Real and Distinct
We assume that the characteristic equation has n roots . In this case the general
solution of the differential equation is written in a simple form:
,
where are constants depending on initial conditions.
Case 2. ​The Roots of the Characteristic Equation are Real and Multiple
Let the characteristic equation of degree n have m roots , the multiplicity of
which, respectively, is equal to . It is clear that the following
condition holds:

Then the general solution of the homogeneous differential equations with constant coefficients
has the form

It is seen that the formula of the general solution has exactly ki terms corresponding to each root
of multiplicity . These terms are formed by multiplying x to a certain degree by the
exponential function . The degree of x varies in the range from 0 to , where ki is the
multiplicity of the root .

Case 3​. The Roots of the Characteristic Equation are Complex and Distinct

If the coefficients of the differential equation are real numbers, the complex roots of the
characteristic equation will be presented in the form of conjugate pairs of complex numbers:

In this case the general solution is written as

3
Case 4. The Roots of the Characteristic Equation are Complex and Multiple

Here, each pair of complex conjugate roots α±iβ of multiplicity k produces 2k particular
solutions:

Then the part of the general solution of the differential equation corresponding to a given pair of
complex conjugate roots is constructed as follows:

Conclusion:
A differential equation is a ​mathematical​ ​equation​ that relates some ​function​ with its ​derivatives​.
In applications, the functions usually represent physical quantities, the derivatives represent their
rates of change, and the equation defines a relationship between the two. Because such relations
are extremely common, differential equations play a prominent role in many disciplines
including ​engineering​, ​physics​, ​economics​, and ​biology​.
In ​pure mathematics​, differential equations are studied from several different perspectives,
mostly concerned with their solutions—the set of functions that satisfy the equation. Only the
simplest differential equations are solvable by explicit formulas; however, some properties of
solutions of a given differential equation may be determined without finding their exact form.
If a ​closed-form expression​ for the solution is not available, the solution may be numerically
approximated using computers. The theory of ​dynamical systems​ puts emphasis
on ​qualitative​ analysis of systems described by differential equations, while many ​numerical
methods​ have been developed to determine solutions with a given degree of accuracy.

References:

1.An Introduction to Differential Equation – R. K. Ghosh & K.C. Maity, New Central Book
Agency (P) Ltd.

2. Differential Equations – J. G. Chakraorty & P. R. Ghosh, U. N. Dhur & Sons Private Ltd.
4. Engineering Mathematics,Volume-II – B.K.Pal &K. Das, U. N. Dhur & Sons Private Ltd.
5. Higher Engg. Mathematics – B.S. Grewal
6. Advanced Engineering Mathematics – E. Kreyszig
7. Differential Equations (Schaum’s outline)