Part III

Higher-Order Equations and

123
Higher-Order Equations and
Power Series Method
Methods for solving some special higher-
order equations
D-operator method (the most important
method we would discuss in this part)
124
Reduction of order by substitution
Power series method
| |
F(D) e
kx
= F(k) e
kx
Theorem 1:
If k is a constant,
To prove this, we note that
Theorems Involving D-Operator :
125
kx kx
d
e ke
dx
| |
=
|
\

D e
kx
= k e
kx
.
.
D
2
e
kx
= D(De
kx
) = D(ke
kx
) = k
2
e
kx
D
n
e
kx
= k
n
e
kx
Consequently:
F(D) e
k
= (a
0
D
n
+ a
1
D
n1
+ + a
n1
D + a
n
) e
kx
= (a
0
k
n
+ a
1
k
n1
+ + a
n1
k + a
n
) e
kx
= F(k) e
kx
Examples :
126
(1) (6D
2
+ 4D 2) e
3x
= (63
2
+ 43 2) e
3x
= 64 e
3x
(2) (D
2
+ 1) e
2x
= (2
2
+ 1) e
2x
= 5 e
2x
Examples :
Theorem 2 ( Shifting Theorem) :
If k is a constant and g(x) is a function of x, then :
F(D) [e
kx
g(x)] = e
kx
F (D + k) g(x)
To prove this, we note that :
D [e
kx
g(x)] = e
kx
D g(x) + ke
kx
g(x)
127
= e
kx
(D + k) g(x)
D
2
[e
kx
g(x)] = D [e
kx
(D + k) g(x) ]
= e
kx
D(D + k) g(x) + ke
kx
(D + k) g(x)
= e
kx
(D + k) (D + k) g(x)
= e
kx
(D + k)
2
g(x)
n n n 1 n 1
n
n n
D (uv) (D u)v (D u)Dv ... (Du)D v
1 n 1
n

n
n!
uD v
n k k!(n k)!

| | | |
= + + +
| |

\ \
| |
+
|
| |
=
|

\ \
D
n
[e
kx
g(x)] = ? Leibniz's Theorem states that :
128
n n 1 n 1
n
(D u)v n (D u)Dv ... n (Du)D v
uD v

= + + +
+
3 3 2 2 3
D (uv) (D u)v 3 (D u)Dv 3 (Du)D v uD v = + + +
D
n
[g(x) e
kx
]
= e
kx
D
n
g(x) + n D (e
kx
) D
n1
g(x) +
+ n D
n1
(e
kx
) D g(x) + (D
n
e
kx
) g(x)
Replacing V by e
kx
and U by g(x), we have :
129
= e
kx
D
n
g(x) + n ke
kx
D
n1
g(x) +
+ n k
n1
e
kx
D g(x) + k
n
e
kx
g(x)
= e
kx
( D
n
+ nk D
n1
+ + nk
n1
D + k
n
) g(x)
= e
kx
(D + k)
n
g(x)
2
3x 2
d d
| |
| = + +
( 6D
2
+ 4D 2) [e
3x
x
2
] = e
3x
[ 6 (D + 3)
2
+ 4(D + 3) 2] x
2
= e
3x
( 6D
2
+ 40D + 64 ) x
2
Example: F(D) [e
kx
g(x)] = e
kx
F(D + k) g(x)
130
2
3x 2
2
d d
e 6 40 64 x
dx
dx
| |
| = + +
|
\
= e
3x
(62 + 402x + 64 x
2
)
= e
3x
(12 + 80x + 64 x
2
)
F(D) y = g(x)
Consider the following ODE, (find y as a function of x) :
F(D) : Operator Polynomial
Solving ODE Using D-Operator :
(D
2
+ 1) y = e
2x
(1)
131
1
LHS: F(D) y = y ;
F(D)
F(D) y = g(x)
F(D) 0
F(D) : Operator Polynomial
Define the inverse D-operator, such that :
1

F(D)
,
1
RHS : g(x)
F(D)
2x
1
e
F(D)
F(D) e
kx
= F(k) e
kx
(2)
To solve (1), we recall Theorem 1 :
Apply the inverse operator on both sides of eqn (2)
and we get :
=
kx kx
1
F(D)e e
=
kx
1
F(k)e
F(D)
132
=
kx kx
; F(k)
1 1
e e
F
0
(D)

F(k)
(3)
which gives :
= F(D)e e
F(D)
= F(k)e
F(D)
2 2x
2 2
1 1
(D 1)y e
(D 1) (D 1)
+ =
+ +
From (1) :
2x
2
1
y e
(D 1)
=
+
(D
2
+ 1) y = e
2x
133
2x 2x
2
1 1
e e
5
(2 1)
= =
+
(D 1) +
is a particular solution of (1).
=
2x
1
y e
5
y
h
= c
1
cos x + c
2
sin x
The solution of the homogeneous equation
(D
2
+ 1)y = 0 is given by :
r
1
= + i r
2
= i
134
The general solution of (1) is therefore equal to
2x
1 2
1
y c cosx c sinx e
5
= + +
x 2 x 2
2
p
e
) D ( F
1
e
) 3 D 4 D (
1
y =
+ +
=
(D
2
+ 4D + 3) y = e
2x
The particular solution is given by :
As F(2) 0,
Example:
135
x 2 x 2
2
p
e
15
1
e
) 3 2 4 2 (
1
y =
+ +
=
3x x 2x
1 2
1
y c e c e e
15

= + +
As F(2) 0,
General solution is
2x 2x
p
3 2
1 1
y = e = e
F(D)
(D +4D +3D)
(D
3
+ 4D
2
+ 3D) y = e
2x
The particular solution is given by :
As F(2) 0,
Another Example:
136

2x 2x
p
3 2
1 1
y = e = e
30
(2 +4 2 +3 2)

= + + +
3x x 2x
0 1 2
1
y c c e c e e
30
As F(2) 0,
General solution is
Theorem 3:
If k is a constant,
F(D
2
) sin (kx) = F(k
2
) sin (kx) and
F(D
2
) cos (kx) = F(k
2
) cos (kx)
137
where F(D
2
) is a polynomial operator with D replaced by
D
2
.
Example : F(D
2
) = (D
4
+ 3D
2
1)
D
2
sin(3x) = D (3cos(3x)) = 3
2
sin(3x)
D
2
cos(3x) = D (3sin(3x)) = 3
2
cos(3x)
(1) (D
4
+ 3D
2
1) sin (2x) = ((D
2
)
2
+ 3D
2
1) sin (2x)
= (2
2
)
2
+ 3(2
2
) 1) sin (2x)
= 3 sin (2x)
Apply to the LHS, we get sin(2x).
+
4 2
1
(D 3D 1)
138
) 8 ( ) x 2 sin(
3
1
) x 2 sin(
) 1 D 3 D (
1
2 4
=
+
Therefore:
+
4 2
(D 3D 1)
Apply it to the RHS, We get
+
4 2
1
3sin(2x).
(D 3D 1)
(2) (D
4
2D
2
) cos (2x)
= ((2
2
)
2
2(2
2
)) cos (2x)
= 24 cos (2x)
139
Therefore:
) x 2 cos(
24
1
) x 2 cos(
) D 2 D (
1
2 4
=

x
h
y Ae

=
(3) (D + 1)y = 10 sin (2x)
+ = =
+ +
p
1 1
(D 1)y y 10sin(2x)
(D 1) (D 1)
140
+ + (D 1) (D 1)
2
(D 1)
10sin(2x)
D 1

2
10(D 1)
sin(2x)
D 1

2(D 1)sin(2x) =
( )

=

p
2
10 D 1
y sin(2x)
2 1
Apply Theoram 3, we get :
141
2 (2cos(2x) sin(2x) ) =
4cos(2x) 2sin(2x) = +
h p
y y y = +
= +
3x 2x
h 1 2
y e e
c c
+ = =
+ +
2
p p
2 2
5D 6) )
1 100
(D y y sin(4x
(D 5D 6) (D 5D 6)
(4) (D
2
5D + 6)y = 100 sin (4x)
(D
2
5D + 6) sin (4x) = (D
2
+ 6) sin (4x) 5D sin (4x)
142
(D
2
5D + 6) sin (4x) = (D
2
+ 6) sin (4x) 5D sin (4x)
= (4
2
+ 6) sin (4x) 5D sin (4x)
= (10 5D) sin (4x)
=
1 2
F (D)sin(4x) F (D)sin(4x)
=
2 1
1 1
sin(4x) sin(4x)
F (D) F (D)
2
1
sin(4x)
(D 5D 6)

+
1
sin(4x)
( 10 5D)
=

Therefore, y
p
is given by :
p
100
y sin(4x)
( 10 5D)
=

20
sin(4x)
2 D

=
+
143
2
20 (D 2)
sin(4x)
D 4

=

20
(D 2)sin(4x)
20

(D 2)sin(4x) = Dsin(4x) 2sin(4x) =

4cos(4x) 2sin(4x) =
2
(D 2D)y 24x ; + = (5)
x
) 2 D ( D
24
y
p
+
=
x
) 2 D ( 2
1
D 2
1
24 |

\
|
+
=
2x
h 1 2
y e
c c

= +
2
1 2
r 2r 0 ; r 0 & r 2 + = = =
144
x
2 D
1
D
1
12
|

\
|
+
=
) x ( f x
D
1
Let =
x Df(x) =
d
or x f(x)
dx
=
2
x
Integrating both sides gives : f(x) xdx
2
= =

=
+ | |
+
|
\
1 1 1
x x
D D 2 2
1
2
x ...
8
D
4
D
2
D
1
2
1
3 2
|
|

\
|
+ +

=
1 1
x 0....
2 2
| |
= +
|
\
2 3
1 D D D
x x x x ...
2 2 4 8
| |

| = + +
|
\
145
3 x 6 x 6
2
+ =
p h
y y y + =
2
p
x x 1
y 12
2 2 4
| |
| = +
|
\
4 3
x y ) 1 D ( D = (6)
4
3
p
x
) 1 D ( D
1
y

=
4
3
2
x
1 D
1
D
1 D D
(
(

+

=
146
4 4
3 2
x
D 1
1
x
D
1
D
1
D
1
(

+
(

=
210
x
30
x
5
x
7 6 5
=
4 4 3 2
x ] D D D D 1 [ + + + + +
5 6 7
p
x x x
5 30 210
y = 24 x 24 x 12 x 4 x
2 3 4

r
3
(r 1) = 0 r = 0, 0, 0, 1
4 3
x y ) 1 D ( D =
147
y
h
= (c
1
+ c
2
x + c
3
x
2
) e
0
+ c
4
e
x
= (c
1
+ c
2
x + c
3
x
2
) + c
4
e
x
h p
y y y = +
0 q p pr 2 r
2 2 2
= + + +
+ + + =
2 2 2 ax
(D 2pD p q )y e (7)
where p, q and a are non-zero constants.
2
q 4 p 4 p 4 p 2
r
2 2 2
1
+
=
148
2
r
1
=
qi p + =
( )
px
h 1 2
y e cos(qx) sin(qx)
c c

= +
qi p r
2
=
Particular solution can be obtained by the undetermined
coefficient method.
Trial solution : y
p
= C e
ax
D-operator Method :
ax
p
1
y e =
149
ax
p
2 2 2
1
y e
D 2pD p q
=
+ + +
ax
2 2 2
e
q p ap 2 a
1
+ + +
=
p h
y y y + =
Summary
D-Operator method
F(D)e
kx
=F(k)e
kx
Shifting method:
150
Shifting method:
F(D) [e
kx
g(x)] = e
kx
F(D+k) g(x)
F(D
2
) sinkx = F(-k
2
) sinkx
F(D
2
) coskx = F(-k
2
) coskx
Methods for solving some special higher-
order equations
D-operator method (the most important
method we would discuss in this part)
151
Reduction of order by substitution
Power series method
Reduction of Order
dx
dP
y =
2
2
dP dP
P or dx
dx
P
= =
2
y (y ) =
(1)
= Let y P
152
1
x C
P
= +
1
P
x C
=
+
1
y ln(x C) C = + +
dy 1 1
; dy dx
dx x C x C
= =
+ +

P 2
dx
dP
x =
x
dx 2
P
dP
=
2
ln P lnx C = +
2
1
or P C x =
y 2 y x = (2)
2
1 dy
= =
dP
, y y P
dx
Let :
153
2
2
1
2
d y
i.e., C x
dx
=
2
3
1
C x C
3
1
dx
dy
+ =
3 2
4
1
C x C x C
12
1
y + + =
3 2
4
4
C x C x C + + =
Power Series Method:
Solve the differential equation:
y' = x + y
subject to the condition y(1) = 0
The Taylor series for y(x), in powers of x 1, is :
y"(1) = 1 + y'(1) = 2
y(1) = 0 , y' = x + y , y(1)' = 1 + y(1) = 1
(n)
(1)
y
n
y(1) + y'(1)(x - 1) + ... + + ...
(x-1)
n!
y" = 1 + y' y'" = y"
y'"(1) = y"(1) = 2
(n+1) (n)
y (x) = y (x) = 2 for n 2 Recurrence Eqn
155
) 1 x (
! 3
1
2 ) 1 x (
! 2
1
2 ) 1 x ( 1 0 ) x ( y
3 2
+ + + + =

+
2 n
n
! n
) 1 (x
2 ) 1 x ( =
x
n
n 2
1
(x 1)
2 2 1 (x 1)
n
e
!

( = + +
(

n
(x 1)
2 2 2(x 1)

+

= +

n
x
n 2
x
Since : 2e 2 1 x
n!

=
(
( = + +
(

156
n
2
x
n
1
(x 1)
(x 1 2e 2 (x ) 2
n!
1)

= +

x 1
y(x) 2e 2 (x 1)

=
n 2
(x 1)
2 2
n!
2(x 1)

=
+

= +

Example: Solve the initial value problem
Assume solution of the form :
y = a
0
+ a
1
x + a
2
x
2
+ ... + a
n1
x
n1
+ a
n
x
n
+ ... (1)
y' y = x , y(0) = 1
157
y' = a
1
+ 2a
2
x + 3a
3
x
2
+ ... + na
n
x
n1
+ ... (2)
y' y = (a
1
a
0
) + (2a
2
a
1
)x + (3a
3
a
2
) x
2
+ ... + (na
n
a
n1
)x
n1
+ ... (3)
Comparing (3) with y' y = x, we get :
2a
2
a
1
= 1
3a
3
a
2
= 0
na
n
a
n1
= 0
a
1
a
0
= 0 a
1
= a
0

From (1) : y(0) = a

0
+ 0 + ... = 1
158
a
0
= 1 , a
1
= 1
1
2
a 1
a
1
2
=
+
=
! 3
2
2 3
2
3
1
3
a
a
2
3
=

= = =
4 n
2 2
, a , a
4! n!
= =
2 3 n
x x x
y 1 x 2 2 2
2! 3! n!
= + + + + + +

! n
x

! 3
x
! 2
x
2 x 1
n 3 2
|
|

\
|
+ + + + + + =
x
159
) x 1 e ( 2 x 1
x
+ + =
x 1 e 2 y
x
=
Summary
Reduction of order:
By substitution, the order of the equation may be
lowered (mostly applies to equations without zero-
order derivative item, such as
y""-y"= g(x) )
160
Power series method
Mostly by using the Taylor power series and building
up a relationship between lower-order derivatives and
higher-order derivative. For example, from y"-y=2, we
have y"'-y'=0,
y""-y"=0, etc.)
Final Review: first-order equations (1)
Variable separable equation (the basic case)
M(x)dx + N(y)dy = 0
Methods for transforming other equations into variable
separable equations:
161
dy
=F(ax +by)
dx

separable equations:
Let v ax by = +
dy y
F
dx x
| |
=
|
\
y
Let v
x
=
Exact Differential Equations:
Final Review: first-order equations (2)
M N
Linear Equations:
dy
Py Q
dx
+ =
1 Pdx
Let = e , y = Qdx

Bernoullis Equations: n
dy
Py Qy
dx
+ =
1 n
Let z y

=
162
M N
M(x, y)dx N(x, y)dy 0, where
y x

+ = =

Solution: F(x,y)=c
where F/x=M(x,y), and F/y=N(x,y)
Applications of ODE (Based on the meaning of Derivate:
Derivate measures the rate of change)
Final Review: second-order equations (1)
Linear second-order homogenous ODE (the basic case)
a. Two equal/unequal real number roots
1 2
r x r x
h 1 2 1 2
y c e c e , when r r = +
1
r x
h 1 2 1 2
y (c c x)e , when r r = + =
b. Imaginary roots
163
b. Imaginary roots
x
h 1 2
y e (c cos x c sin x)

= +
Linear second-order non-homogenous equations with
constant coefficients
General solution=general solution of homogenous equation
+ particular solution
Variation of parameters:
Particular Solution:
p 1 1 2 2
y u v u v = +
where
u F
=
Final Review: second-order equations (2)
Methods for finding particular solutions:
164
2
1
1 2 1 2
u F
v '
u u ' u ' u

1
2
1 2 1 2
u F
v '
u u ' u ' u
=

Undetermined coefficients (3 special F(x) functions):

Three different cases, depending on whether 0 is
a root of the characteristic equation.
2
F(x) ax bx c : = + +
rx
F(x) e : =
Three different cases (Ae
rx
, Axe
rx
, Ax
2
e
rx
), depending
Final Review: second-order equations (3)
165
F(x) sinkx, coskx : =
Three different cases (Ae
rx
, Axe
rx
, Ax
2
e
rx
), depending
on whether r is a root of the characteristic equation.
Two different cases as below, depending on whether
ki is a root of the characteristic equation.
Bcoskx Csinkx; Bxcoskx Cxsinkx + +
D-Operator method
F(D) e
kx
= F(k)e
kx
Shifting method: F(D) [e
kx
g(x)] = e
kx
F(D+k) g(x)
F(D
2
) sinkx = F(-k
2
) sinkx;
F(D
2
) coskx = F(-k
2
) coskx
Final Review: second- and higher-order equations
166
F(D ) coskx = F(-k ) coskx
Reduction of order by substitution
Power series method