Consider the general equation

𝑑𝑛𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦

𝑑𝑥 𝑛
+ 𝑎𝑛−1 𝑑𝑥 𝑛−1 + 𝑎𝑛−2 𝑑𝑥 𝑛−2 + ⋯ + 𝑎1 𝑑𝑥 + 𝑎𝑜 𝑦 = 𝑓(𝑥). (1)

In terms of operator D, it can also be written as

𝐷 𝑛 + 𝑎𝑛−1 𝐷𝑛−1 + 𝑎𝑛−2 𝐷𝑛−1 + ⋯ + 𝑎1 𝐷 + 𝑎𝑜 )𝑦 = 𝑓(𝑥) (2)

The general solution of this equation is

𝑦 = 𝑦𝑐 + 𝑦𝑝

where:

𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛

𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 + ⋯ + 𝑢𝑛 𝑦𝑛 and
0 𝑦2 … 𝑦𝑛
0 𝑦2 ′ ⋯ 𝑦𝑛 ′
| ⋮ ⋮ ⋯ ⋮ |
𝑤1 𝑤 𝑓(𝑥) 𝑦2 (𝑛−1) ⋯ 𝑦𝑛 (𝑛−1)
𝑢1 = ∫ 𝑑𝑢1 = ∫ 𝑤
𝑑𝑥, 𝑤1 = 𝑦1 𝑦2 … 𝑦𝑛 ;
𝑦1 ′ 𝑦2 ′ ⋯ 𝑦𝑛 ′
| ⋮ ⋮ ⋯ ⋮ |
𝑦1 (𝑛−1) 𝑦2 (𝑛−1) ⋯ 𝑦𝑛 (𝑛−1)

𝑦1 0 … 𝑦𝑛
𝑦1 ′ 0 ⋯ 𝑦𝑛 ′
| ⋮ ⋮ ⋯ ⋮ |
𝑤2 𝑤 𝑦1 (𝑛−1) 𝑓(𝑥) ⋯ 𝑦𝑛 (𝑛−1)
𝑢2 = ∫ 𝑑𝑢2 =∫ 𝑑𝑥 , 2 = 𝑦1 𝑦2 … 𝑦𝑛 ;
𝑤 𝑤
𝑦1 ′ 𝑦2 ′ ⋯ 𝑦𝑛 ′
| ⋮ ⋮ ⋯ ⋮ |
𝑦1 (𝑛−1) 𝑦2 (𝑛−1) ⋯ 𝑦𝑛 (𝑛−1)

⋮
𝑦1 𝑦2 … 0
𝑦1 ′ 𝑦2 ′ ⋯ 0
| ⋮ ⋮ ⋯ ⋮ |
𝑤𝑛 𝑤 𝑦1 (𝑛−1) 𝑦2 (𝑛−1) ⋯ 𝑓(𝑥)
𝑢𝑛 = ∫ 𝑑𝑢𝑛 = ∫ 𝑤
𝑑𝑥 , 𝑤𝑛 = 𝑦1 𝑦2 … 𝑦𝑛 .
𝑦1 ′ 𝑦2 ′ ⋯ 𝑦𝑛 ′
| ⋮ ⋮ ⋯ ⋮ |
𝑦1 (𝑛−1) 𝑦2 (𝑛−1) ⋯ 𝑦𝑛 (𝑛−1)

Example 1. Solve the differential equation 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = (𝑥 + 1)𝑒 2𝑥

Solution:

To find 𝑦𝑐 , the Auxiliary Equation is

 𝑚2 − 4𝑚 + 4 = 0
or
(𝑚 − 2)(𝑚 − 2) = 0
and
𝑚1 = 𝑚2 = 2.
Thus,
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥

To find 𝑦𝑝 , we need to compute 𝑤, 𝑤1 and 𝑤2 , that is

𝑦1 𝑦2 𝑒 2𝑥 𝑥𝑒 2𝑥
𝑤 = |𝑦 ′ 𝑦 ′| = | 2𝑥 | = 2𝑥𝑒 4𝑥 + 𝑒 4𝑥 − 2𝑥𝑒 4𝑥 = 𝑒 4𝑥 ;
1 2 2𝑒 𝑥(2𝑒 2𝑥 ) + 𝑒 2𝑥

0 𝑦2 0 𝑥𝑒 2𝑥
𝑤1 = | |=| | = 0 − 𝑥(𝑥 + 1)𝑒 4𝑥 = −𝑥(𝑥 + 1)𝑒 4𝑥 ;
𝑓(𝑥) 𝑦2 ′ (𝑥 + 1)𝑒 2𝑥 𝑥(2𝑒 2𝑥 ) + 𝑒 2𝑥

𝑦1 0 𝑒 2𝑥 0
𝑤2 = | | = | 2𝑥 | = (𝑥 + 1)𝑒 4𝑥 − 0 = (𝑥 + 1)𝑒 4𝑥 ;
𝑦1 ′ 𝑓(𝑥) 2𝑒 (𝑥 + 1)𝑒 2𝑥

We then solve 𝑢1 ′and 𝑢2 ′.

𝑤1 −𝑥(𝑥+1)𝑒 4𝑥 𝑤2 (𝑥+1)𝑒 4𝑥
𝑢1 ′ = 𝑤
= 𝑒 4𝑥
= −𝑥(𝑥 + 1) and 𝑢2 ′ = 𝑤
= 𝑒 4𝑥
= 𝑥 + 1.
Then
1 1
𝑢1 = ∫ 𝑑𝑢1 = ∫ 𝑢1′ = ∫ −𝑥(𝑥 + 1)𝑑𝑥 = − ∫(𝑥 2 + 𝑥)𝑑𝑥 = − 𝑥 3 − 𝑥 2
3 2
and
1
𝑢2 = ∫ 𝑑𝑢2 = ∫ 𝑢2′ = ∫(𝑥 + 1)𝑑𝑥 = 2 𝑥 2 + 𝑥.
Thus,
1 1 1 1 1
𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = (− 𝑥 3 − 𝑥 2 ) 𝑒 2𝑥 + ( 𝑥 2 + 𝑥) 𝑥𝑒 2𝑥 = 𝑥 3 𝑒 2𝑥 + 𝑥 2 𝑒 2𝑥
3 2 2 6 2

Hence, the general solution of the given differential equation is

1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 + 𝑥 3 𝑒 2𝑥 + 𝑥 2 𝑒 2𝑥
6 2

Example 2. Solve the differential equation 4𝑦 ′′ + 36𝑦 = 𝑐𝑠𝑐3𝑥.

Solution:

The equation is not in general form, we rewrite it into

 1
𝑦" + 9𝑦 = 𝑐𝑠𝑐3𝑥.
4

To find 𝑦𝑐 , the Auxiliary Equation is

𝑚2 + 9 = 0
or
𝑚2 = −9
and
𝑚 = 0 ± 3𝑖
Thus,
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥

To find 𝑦𝑝 , we need to compute 𝑤, 𝑤1 and 𝑤2 , that is

𝑦1 𝑦2 𝑐𝑜𝑠3𝑥 𝑠𝑖𝑛3𝑥
𝑤 = | 𝑦 ′ 𝑦 ′| = | | = 3𝑐𝑜𝑠 2 3𝑥 + 3𝑠𝑖𝑛2 3𝑥 = 3(𝑐𝑜𝑠 2 3𝑥 + 𝑠𝑖𝑛2 3𝑥) = 3(1) = 3;
1 2 −3𝑠𝑖𝑛3𝑥 3𝑐𝑜𝑠3𝑥

0 𝑦2 0 𝑠𝑖𝑛3𝑥 1 1 1
𝑤1 = | | = |1 𝑐𝑠𝑐3𝑥 (1) = − ;
𝑓(𝑥) 𝑦2 ′ 4
3𝑐𝑜𝑠3𝑥 | = 0 − 4 𝑐𝑠𝑐3𝑥(𝑠𝑖𝑛3𝑥) − 0 = − 4 4

𝑦1 0 𝑐𝑜𝑠3𝑥 0 1 1
𝑤2 = | | = |−3𝑠𝑖𝑛3𝑥 1
𝑐𝑠𝑐3𝑥 | = 𝑐𝑜𝑠3𝑥 (4 𝑐𝑠𝑐3𝑥) − 0 = 4 𝑐𝑜𝑡3𝑥;
𝑦1 ′ 𝑓(𝑥) 4

We then solve 𝑢1 ′and 𝑢2 ′.

1 1
𝑤1 − 1 𝑤2 𝑐𝑜𝑡3𝑥 1
4
𝑢1 ′ = 𝑤
= 3
= − 12 and 𝑢2 ′ = 𝑤
=4 3
= 12 𝑐𝑜𝑡3𝑥.
Then
1 1
𝑢1 = ∫ 𝑑𝑢1 = ∫ 𝑢1′ = ∫ − 12 𝑑𝑥 = − 12 𝑥
and
1 1 1 1
𝑢2 = ∫ 𝑑𝑢2 = ∫ 𝑢2′ = ∫ 12 𝑐𝑜𝑡3𝑥𝑑𝑥 = 12 ∙ 3 𝑙𝑛|𝑠𝑖𝑛3𝑥| = 36 𝑙𝑛|𝑠𝑖𝑛3𝑥|.
Thus,
1 1 1 1
𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = (− 𝑥) 𝑐𝑜𝑠3𝑥 + ( 𝑙𝑛|𝑠𝑖𝑛3𝑥|) 𝑠𝑖𝑛3𝑥 = − 𝑥𝑐𝑜𝑠3𝑥 + 𝑠𝑖𝑛3𝑥𝑙𝑛|𝑠𝑖𝑛3𝑥|
12 36 12 36

Hence, the general solution of the given differential equation is

1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠3𝑥 + 𝑐2 𝑠𝑖𝑛3𝑥 − 𝑥𝑐𝑜𝑠3𝑥 + (𝑠𝑖𝑛3𝑥)𝑙𝑛|𝑠𝑖𝑛3𝑥|
12 36
Example 3. Solve the differential equation 𝑦 ′′ + 𝑦 = 𝑐𝑜𝑠 2 𝑥.

Solution:

To find 𝑦𝑐 , the Auxiliary Equation is

𝑚2 + 1 = 0
or
𝑚2 = −1
and
𝑚 = 0 ± 𝑖.
Thus,
𝑦𝑐 = 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥

To find 𝑦𝑝 , we need to compute 𝑤, 𝑤1 and 𝑤2 , that is

𝑦1 𝑦2 𝑐𝑜𝑠𝑥 𝑠𝑖𝑛𝑥
𝑤 = |𝑦 ′ 𝑦 ′| = | | = 𝑐𝑜𝑠2 𝑥 + 𝑠𝑖𝑛2 𝑥 = 1;
1 2 −𝑠𝑖𝑛𝑥 𝑐𝑜𝑠𝑥

0 𝑦2 0 𝑠𝑖𝑛𝑥
𝑤1 = | |=| 2 | = 0 − 𝑠𝑖𝑛𝑥𝑐𝑜𝑠 2 𝑥 = −𝑠𝑖𝑛𝑥𝑐𝑜𝑠 2 𝑥;
𝑓(𝑥) 𝑦2 ′ 𝑐𝑜𝑠 𝑥 𝑐𝑜𝑠𝑥

𝑦1 0 𝑐𝑜𝑠𝑥 0
𝑤2 = | |=| | = 𝑐𝑜𝑠 3 𝑥;
𝑦1 ′ 𝑓(𝑥) −𝑠𝑖𝑛𝑥 𝑐𝑜𝑠 2 𝑥

We then solve 𝑢1 ′and 𝑢2 ′.

𝑤1 −𝑠𝑖𝑛𝑥𝑐𝑜𝑠2 𝑥 𝑤2 𝑐𝑜𝑠3 𝑥
𝑢1 ′ = 𝑤
= 1
= −𝑠𝑖𝑛𝑥𝑐𝑜𝑠 2 𝑥 and 𝑢2 ′ = 𝑤
= 1
= 𝑐𝑜𝑠 3 𝑥.
Then
1
𝑢1 = ∫ 𝑑𝑢1 = ∫ 𝑢1′ = ∫ −𝑠𝑖𝑛𝑥𝑐𝑜𝑠 2 𝑥 𝑑𝑥 = ∫ 𝑐𝑜𝑠 2 𝑥(−𝑠𝑖𝑛𝑥𝑑𝑥) = 3 𝑐𝑜𝑠 3 𝑥
and
𝑢2 = ∫ 𝑑𝑢2 = ∫ 𝑢2′ = ∫ 𝑐𝑜𝑠 3 𝑥𝑑𝑥 = ∫(1 − 𝑠𝑖𝑛2 𝑥)𝑐𝑜𝑠𝑥𝑑𝑥 ∫ 𝑐𝑜𝑠𝑥𝑑𝑥 − ∫ 𝑠𝑖𝑛2 𝑥𝑐𝑜𝑠𝑥𝑑𝑥
1
= −𝑠𝑖𝑛𝑥 − 𝑠𝑖𝑛3 𝑥
3
Thus,
1 1 1 1
𝑦𝑝 = 𝑢1 𝑦1 + 𝑢2 𝑦2 = ( 𝑐𝑜𝑠 3 𝑥) 𝑐𝑜𝑠𝑥 + (−𝑠𝑖𝑛𝑥 − 𝑠𝑖𝑛3 𝑥) 𝑠𝑖𝑛𝑥 = 𝑐𝑜𝑠 4 𝑥 − 𝑠𝑖𝑛2 𝑥 − 𝑠𝑖𝑛4 𝑥
3 3 3 3

Hence, the general solution of the given differential equation is

1 1
𝑦 = 𝑦𝑐 + 𝑦𝑝 = 𝑐1 𝑐𝑜𝑠𝑥 + 𝑐2 𝑠𝑖𝑛𝑥 + 𝑐𝑜𝑠 4 𝑥 − 𝑠𝑖𝑛2 𝑥 − 𝑠𝑖𝑛4 𝑥
3 3
Try this!

Solve the following differential Equations.

1. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐 2 𝑥
9𝑥
2. (𝐷 2 − 9)𝑦 = 𝑒 3𝑥
3. 𝑦" + 3𝑦′ + 2𝑦 = 𝑠𝑖𝑛𝑒 𝑥
𝑥
4. 4𝑦 ′′ − 𝑦 = 𝑥𝑒 2 ; 𝑦(0) = 1, 𝑦 ′ (0) = 0
5. 𝑦 ′′′ + 𝑦′ = 𝑡𝑎𝑛𝑥