HIGHER ORDER DIFFERENTIAL

EQUATION
CONTENT

Introduction to higher ode

General solution of a linear homogeneous equation
General solution to linear homogeneous constant coefficient Differential Equation
Second, third etc order
General solution to linear non-homogeneous constant coefficient differential equations
Complementary function
Standard trial functions for particular integral
Methods to find complimentary functions
Variation of parameter
Wronskian

Numerical methods
INTRODUCTION

We will now focus on linear Differential Equation

A common or general linear 2nd order and 3rd order is in the form

2
2
+ + = 1

3 2
+ + + = ()
3 2

Consider Equation 1 when it is homogeneous, then RHS=0

2
2 + + = 0 2

 INTRODUCTION
Properties 1 : Linearity principle
If x1 and x2 are both solution of the homogeneous equation 2 linear DE, then ax1 + bx2 is also the solution
where a and b are constants
Based on the above principles, therefore meaning ax1 + bx2 is a solution of equation 2
Example

Note
General solution of a pth order DE contains p arbritary constants which means p solution. Eg. 4th order DE
will have 4 constants or 4 solutions
However, not all pth order DE will have p solution. See example 10.31
In order to resolve this problem, idea of linear independence is introduced
Linearly dependent there are function in the set that can be written as linear combinations of some or all
remaining function
Linearly independent means sometimes the above combinations is not possible (example 10.31)
GENERAL SOLUTION OF A LINEAR
HOMOGENEOUS EQUATION
Consider a pth order DE
1 2
+ 1 1 + + 2 2 + 1 + = 0 3

If x1 , x2, x3, .xp are all solutions of the pth order homogeneous linear DE of 3, and
x1 , x2, x3, .xp are also linearly independent then the general solution of the DE is

x= A1 x1 + A2 x2 + A2 x3+ + Apxp
LINEAR CONSTANT COEFFICIENT
DIFFERENTIAL EQUATION
Non-constant coefficient DE can be fairly difficult to solve.
Most of the time we will focus on constant coefficient linear DE.
Linear constant Coefficient DE are linear Equation in which coefficient of
dependent variable (DV) and its derivative do not depend on the independent
variable. The coefficient are constant.
Consider a 2nd order linear homogeneous constant coefficient equation
2
2 + + = 0 ----------- 4 where a0

How to solve?
LINEAR CONSTANT COEFFICIENT
DIFFERENTIAL EQUATION
Remember first order linear homogeneous constant coefficient differential equation

+ = 0 0

The solution to this DE is x= Aemt where am+b= 0

By assuming x(t)=emt as one of the solution for 2nd order equation, then Equation 4 becomes
2
2 + + = 0 =

2
2 + +
=0 = 2
2
(2
+ + ) = 0

So for x(t)= emt to be a solution of the DE, then (2 + + ) = 0 (quadratic Equation)

Notice that exponentials are never zero. Therefore x(t)= emt will be a solution to equation 4 provided m is a solution to
(2 + + ) = 0
LINEAR CONSTANT COEFFICIENT
DIFFERENTIAL EQUATION
+ + = is called a characteristic equation

By
(for quadratic equation only), we can find the roots of say m1 and m2.
When we have the roots, we have the solutions to the differential equation
Thus x(t)= em1t and x(t)=em2t are solutions of the second order DE. Since it is a linear
homogeneous equation, the general solution must be
= 1 + 2 provided m1m2

Note: Root of quadratic equation can be one of the following form

1. Two different real numbers
2. A pair of complex conjugate numbers
3. A repeated root (which must be real)
CASE 1: TWO DIFFERENT REAL NUMBERS

Two different real numbers, m1m2. General solution should be

= + provided m1m2
 CASE 2: A PAIR OF COMPLEX CONJUGATE
NUMBERS
Roots of characteristic equation
= + and =
Where and are real, so solution is expressed as
= + +

= +
= [( + sin )) + ( )
= [( + ) + ( ) sin )]
By euler Formula = [ + )]
 CASE 3: A REPEATED ROOT

Second order must have two roots. Normally solution is = 1 + 2 , but when m1=m2,
and the two solution are not linearly independent.
One solution is (since m1=m2=m).
Next is to find another solution, So lets try x(t)=tp emt where p=1 or p=0 and m=k
When p=0, m=k, x(t) = ekt
When p=1, m=k, x(t) = tekt (i.e. m1=m2)

Hence solution is = + = ( + ) = root repeated two times

When p=2, m=k (i.e, m1=m2=m3)

solution is = 2 + + = ( + + )= root repeated three times

3RD AND HIGHER ORDER LINEAR HOMOGENEOUS
CONSTANT COEFFICIENT EQUATION
How to solve 3rd order and higher?
The technique that we have learned for 2nd order can be extended satisfactorily to
higher order linear homogeneous constant coefficient equation. Assume
1 2
+ 1 1 + + 2 2 + 1 + = 0

Characteristic Equation of polynomial equation with degree p in m
+ + . . + =
Has p roots whether real or complex conjugate pairs
Roots maybe simple or repeated.
Examples
END PART 1