B.M.S.

COLLEGE OF ENGINEERING, BENGALURU

DEPARTMENT OF MATHEMATICS

Dept. of Math., BMSCE Unit 4: Ordinary Differential Equations of Higher Order

For the Course Code: 23MA1BSCEM

ORDINARY DIFFERENTIAL EQUATIONS OF HIGHER ORDER

Linear differential equations are those in which the dependent variable and its derivatives occur only in the
first degree and are not multiplied together.

The general nth order linear differential equation is of the form

dny d n −1 y d n−2 y
p0 n + p1 n −1 + p2 n −2 +  + pn y = X
dx dx dx ………..(1)

where p0 , p1 , p2 ,........ pn and X are all functions of x only.

In the above differential equation if

i) 𝑋 = 0 Then it is called a homogeneous linear differential equation.

ii) 𝑋 ≠ 0 Then it is called a non-homogeneous linear differential equation.
iii) 𝑝0 , 𝑝1 , 𝑝2 , … … . . 𝑝𝑛 are constants then it is called a linear ordinary differential equation with constant
coefficients.
iv) If 𝑦0 , 𝑦1 , … … . . , 𝑦𝑛 are 𝑛 independent solutions then its linear combination 𝑦 = 𝑐1 𝑦1 , +𝑐2 𝑦2 + ⋯ + 𝑐𝑛 𝑦𝑛
is also a solution.
Linear ordinary differential equations with constant coefficients

Where 𝑝0 , 𝑝1 , 𝑝2 , … … . . 𝑝𝑛 are all constants.

Note:

I) Solution: A relation between x and y which satisfies the given differential equation.

II) General solution: A solution which contains arbitrary constants.

iii) 𝑝0 , 𝑝1 , 𝑝2 , … … . . 𝑝𝑛 are functions of
x then it is called a linear ordinary differential equation with variable
coefficients.
iv) If 𝑦 = 𝑣 be any particular solution and 𝑦 = 𝑢 be the solution of the homogeneous part of the differential
equation then 𝑦 = 𝑢 + 𝑣 is called as the complete solution.
The part u is called the complementary function (C.F.) and the part v is called the particular integral
(P.I.). Thus the complete solution of the above differential equation is y = C.F + P.I . Particular integral
(P.I.) is a function which satisfies the ODE given by equation (1).

RULES FOR FINDING THE COMPLEMENTARY FUNCTION

Let us consider nth order homogeneous linear differential equation with constant coefficients

dny d n −1 y d n−2 y
+ k1 n −1 + k2 n −2 +  + kn y = 0
dx n dx dx …………….. (2)

Calculus and Differential Equations Page 1

Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order
The equation (2) in symbolic form is (𝐷 𝑛 + 𝑘1 𝐷𝑛−1 + 𝑘2 𝐷𝑛−2 … + 𝑘𝑛 )𝑦 = 0 ..………….. (3)

Further which can be written as 𝑓(𝐷)𝑦 = 𝑋

where𝑓(𝐷) = 𝐷 𝑛 + 𝑘1 𝐷𝑛−1 + 𝑘2 𝐷𝑛−2 … + 𝑘𝑛 …….. (4)

Observation:
mx
Auxiliary equation (A.E.):𝐹(𝑚) = 0. (Obtained by assuming e as a solution of 𝑓(𝐷)𝑦 = 0.

Therefore the auxiliary equation of (2) is 𝑚𝑛 + 𝑘1 𝑚𝑛−1 + 𝑘2 𝑚𝑛−2 … + 𝑘𝑛 = 0 …………….. (5)

Let 𝑚1 , 𝑚2 … … 𝑚𝑛 be the roots of equation (5).

Case I: All the roots be real & distinct

The complete solution of (3) is

y = c1em1x + c2em2 x + .............. + cnemn x

Case II: The roots are real and repeated (equal)

Suppose if two roots are equal (i.e., m1=m2=m) then the complete solution of (3) is
mx m3 x mn x
y = ( c1 + c2 x )e + c3e + .............. + cne .
Similarly if r number of roots are equal (i.e., m1=m2=………..=mr=m ) then the complete solution of
(3) is

mx mr +1 x mn x
y = (c1 + c2 x + c3 x 2 + ........ + cr x r −1 )e + cr +1e + .............. + cne

Case III: The roots are imaginary

Suppose if one pair of roots be imaginary (i.e., m1=α+iβ, m2=α-iβ) then the complete solution of
(3) is
x m3 x mn x
y = (c1 cos  x + c2 sin  x)e + c3e + .............. + cne .
Suppose if two points of imaginary roots are equal (i.e., 𝑚1 = 𝑚2 = 𝛼 + 𝑖𝛽, 𝑚3 = 𝑚4 = 𝛼 − 𝑖𝛽)
then the complete solution of (3) is
x
y =  (c1 + c2 x) cos  x + (c3 + c4 x) sin  x  e
m5 x mn x
+ c5e ............. + cn e
.

Solve the following Homogeneous Linear Differential equations with constant coefficients:
1. y − y −12 y = 0 −3 x
Ans: y = c1e + c2e
4x

2. y − 4 y + 4 y = 0 , y(0) = 3, y(0) = 1 Ans: y = (3 − 5x)e

2x

3. 4 y + 4 y + y = 0 Ans: y = c1 + (c2 + c3 x)e

− x /2

 3x 3x  x 2
d3y y = c1e− x +  c2 cos + c3 sin  e
+y=0 2 2
4. dx3 Ans:  
d4y d2y
+ 8 2 + 16 y = 0 y = ( c1 + c2 x ) cos 2x + ( c3 + c4 x ) sin 2x
5. dx 4 dx Ans:
4 y −12 y + 5 y = 0 Ans: y = c1e + c2e5 x /2
x /2
6.

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order

−x
7. y − 4 y + y + 6 y = 0 Ans: y = c1e + c2e2 x + c3e3x

8. y + 6 y + 9 y = 0 −3x

Ans: y = ( c1 + c2 x )e .
d3y d2y dy
− 3 +3 − y = 0 x
Ans: y = ( c1 + c2 x + c3 x )e .
3 2 2
9. dx dx dx
(D + 1) y = 0
3

Ans: y = (c1 + c2 x + c3 x ) cos x + (c4 + c5 x + c6 x )sin x .

2 2 2
10.
Rules for finding the particular integral (P. I.) of
The nth order non-homogeneous linear differential equation with constant coefficients can be expressed as

.. …………………………………..(6)
The equation (6) in symbolic form is
..…………………………………(7)
Further which can be written as 𝑓(𝐷)𝑦 = 𝑋 where

1
Particular integral of is given by 𝑃. 𝐼. = 𝑓(𝐷) 𝑋

Case I: When X = e
ax

1 1 ax
P.I. = X= e , provided f (a)  0
f ( D) f (a)
1
P.I. = x eax , provided f (a)  0
If f (a) = 0 , f (a)
1
P.I. = x 2 eax , provided f (a)  0
If f (a) = 0 , f (a) and so on.
Case II: When X = cos(ax + b) or sin(axb)
1
P.I. = cos(ax + b) or sin(ax + b) , provided f (−a 2 )  0
f (−a 2 ) .
1
2 
f ( −a 2 ) = 0 P.I. = x cos(ax + b) or sin(ax + b)  , provided f (−a 2 )  0
If , 
f (−a ) .

1
P.I. = x 2 cos(ax + b) or sin(ax + b) , provided f (−a 2 )  0
f  ( −a 2
)=0, f ( −a )
 2
If
m
Case III: When X = x

1
P.I. = x m = [ f ( D)]−1 x m .
f ( D)
−1
Expand [ f ( D)] in ascending powers of D as far as the term in Dm and operate on xm term by term.
Since the D x = 0 for n  m , we need not consider terms beyond Dm.
n m

Solve the following non-Homogeneous Linear Differential equations with constant coefficients:
Problems on Case I
7 −2 x 1
−2 x y = ( c1 + c2 x ) e3 x + 3x 2e3 x + e − log 2
y2 − 6 y1 + 9 y = 6e + 7e 3x
− log 2 . Ans: 25 9
1.

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order
x3
( D − 2)
3
y = e2 x ( 6
)
y = c1 + c2 x + c3 x 2 e 2 x + e 2 x
2. . Ans:

y = ( c1e 2ix + c2e −2ix ) + e3 x

1
3. (D 2
+ 4 ) y = e3 x
. Ans: 13
 3x  x /2 1
 e + ( 3e − e )
3x −x
y =  c1 cos + c2 sin x

4. (D 2
− D + 1) y = sinh x
. Ans:  2 2  6
D ( D + 1) y = 12e − x y = c1 + ( c2 + c3 x ) e− x − 6x2e− x
2
5. . Ans:
2
d y dy dy 3 −2 x e x e− x
+ 4 + 5 y = − cosh x, y = 0, = 1 at x = 0 y = e ( cos x + 3sin x ) − −
6. dx 2 dx dx . Ans: 5 10 2 .
−x e3 x
(D 2
+ 2 D + 1) y = 2e 3x y = ( c1 + c2 x ) e +
7. . Ans: 8
x 3e 2 x
( D − 2)
3
y=e 2x y = ( c1 + c2 x + c3 x 2 ) e 2 x +
8. . Ans: 6
−2 x x
xe x 2e 1
( D + 2 )( D − 1)
2
y = e −2 x + 2sinh x y = c1e −2 x
+ ( c2 + c3 x ) e +
x
+ + e− x
9. . Ans: 9 6 4
Problems on Case II
1 x
( D 2 + 4 ) y = sin 3x + cos 2 x y = c1 cos 2 x + c2 sin 2 x − sin 3x + sin 2 x
1. . Ans: 5 4
1  sin 3 x − cos 3 x 31cos 5 x − 25sin 5 x 
y = c1e x + c2e −6 x +  +
2. ( D 2
+ 5 D − 6 ) y = sin ( 4 x ) sin x
Ans: 2 30 1586 
.
d 2x 2 kt
+ n x = k cos ( nt +  ) x = c1 cos nt + c2 sin nt + sin ( nt +  )
3. dt 2 . Ans: 2n
2
e2 x 1 2
y = ( c1 + c2 x ) e− x +
d y dy 3
2
+ 2 + y = e2 x − cos 2 x − − sin 2 x + cos 2 x
4. dx dx . Ans: 9 2 25 50
x
(D 3
+ 4 D ) y = sin 2 x y = c1 + c2 cos 2 x + +c3 sin 2 x − sin 2 x
5. . Ans: 8
6. y + 4 y + 4 y = 3sin x + 4cos x, y(0) = 1and y(0) = 0 Ans: y = (1 + x)e
-2 x
+ sin x
1
P.I. = cos ( 2 x − 1) − 8sin ( 2 x − 1) 
Find the PI of (
D 3
+ 1) y = cos(2 x − 1) 65 
7. . Ans:
3 2
= e− x + sin 2 x x 2 e− x 3
d y d y dy 2
3
+2 2 + y = c1 + ( c2 + c3 x ) e− x − + cos2 x − sin 2 x
8. dx dx dx . Ans: 2 50 25
Problems on Case III

1. (D 2
− 1) y = 2 x 4 − 3x + 1
Ans:
y = c1e x + c2e − x −  2 x 4 + 24 x 2 − 3x + 49 
.
 x  6 4
y = ( c1 + c2 x + c3 x 2 + c4 x3 ) + c5e x + c6 e− x − 
x
+ + x 2 + 2
2. ( D − D ) y = x Ans:
6 4 2
 360 12 .

( D2 + 4D + 4 ) y = x 2 + 2 x, y(0) = 0, y(0) = 0 Ans: y = − 8 (1 + 2 x ) e + 8 ( 2 x + 3) .

3 −2 x 1 2

3.
( D − 2) y = 8x2
2
Ans: y = (c1 + c2 x)e + 2 x + 4 x + 3 .
2x 2
4. .

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order
1 3 1 −2 x 1
5. ( D 2 + 2 ) y = x3 + e−2 x + cos 3x Ans: y = (c1 cos 2 x + c2 sin 2 x) + 2  x − 3x  + 6 e − 7 cos3x .
x
3 3
6. (D 2
+ D + 1) y = x 3
. Ans:
y = e (c1 cos
2
2
x + c2 sin
2
x) + x 3 − 3x 2 + 6

Alternative method for finding Particular Integral - Method of variation of parameters

This method is quite general and applied to equations of the form

𝑦 ′′ + 𝑃𝑦 ′ + 𝑄𝑦 = 𝑅 where 𝑃, 𝑄 and 𝑅 are functions of x.
Let C. F. = 𝑐1 𝑢(𝑥) + 𝑐2 𝑣(𝑥)

Then P. I. = 𝐴(𝑥)𝑢(𝑥) + 𝐵(𝑥)𝑣(𝑥)

𝑣𝑅 𝑢𝑅 𝑢 𝑣
Where 𝐴(𝑥) = − ∫ 𝑊 𝑑𝑥, 𝐵(𝑥) = ∫ 𝑊 𝑑𝑥 and 𝑊 = | ′ | is called the Wronskian of 𝑢, 𝑣. Hence the
𝑢 𝑣′
complete solution is given by 𝑦 = C. F. +P. I.

Problems

1. y + y = sec x Ans: y = c1 cos x + c2 sin x + cos x log(cos x) + x sin x

d2y 1
+y=
1 + sin x Ans: y = c1 cos x + c2 sin x + sin x log(1 + sin x) − x cos x − 1
2
2. dx
d2y dy 1
2
− 2 = e x sin x y = c1 + c2e2 x − e x sin x
3. dx dx Ans: 2
d2y dy 1
−3 + 2y = y = ( e x + e 2 x ) log (1 + e x ) + ( c1 − 1 − x ) e x + ( c2 − x ) e 2 x
4. dx 2
dx 1 + e− x Ans: .
x 1
2
 − x −2 x
( D 2 + 2D + 1) y = e− x log x y = c1e− x + c2 xe− x +  − log x  e + e ( x log x − x )
5. . Ans: 2 2 
2
d y 2
−y=
6.
dx 2
(1 + e x ) Ans:
y = c1e x + c2 e − x − 1 + e x log(e − x + 1) − e − x log ( e x + 1)
.
3x
e
y − 6 y + 9 y = y = ( c1 + c2 x ) e3x − e3x log ( x + 1) .
7. x2 Ans:

8. y − 2 y + 2 y = ex tan x . Ans:

y = ( c1 cos x + c2 sin x ) ex − ex cos x log ( sec x + tan x ) .

9.
d2y
dx 2
+ a 2 y = cosecax
. Ans:


x
a  a ( )
y =  c1 −  cos ax + c2 + 1 2 log sin ax  sin ax

.
2
x
(D 2
− 2 D + 1) y = e x log x y = ( c1 + c2 x ) e x + e x ( 2log x − 3)
10. Ans: 4 .

LINEAR DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS

The linear differential equations with variable coefficients can be reduced to linear differential equations with
constant coefficients by suitable substitutions.
Cauchy’s linear differential equation:

An equation of the form

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order
n n −1 n−2
d y d y d y dy
xn n
+ k1 x n −1 n−1 + k2 x n −2 n−2 + + kn −1 x + kn y = X
dx dx dx dx ………….(1)

Using the substitution 𝑥 = 𝑒 𝑡 in equation (1) we get 𝑥𝐷𝑦 = 𝐷1 𝑦, 𝑥 2 𝐷2 𝑦 = 𝐷1 (𝐷1 − 1)𝑦,.

Similarly 𝑥 3 𝐷3 𝑦 = 𝐷1 (𝐷1 − 1)(𝐷1 − 2)𝑦 and so on, where 𝐷 = 𝑑/𝑑𝑥, 𝐷1 = 𝑑/𝑑𝑡
After making these substitutions in equation (1), there results a linear equation with constant coefficients
which can be solved as before.

Problems

d2 y 2y 1 c2 1  2 1 
x − = x+ 2 y = c1 x 2 + +  x −  log x
1. dx 2
x x Ans: x 3 x
2
d y dy
x2 2
− 4x + 6 y = 4x − 6 y = c1 x 2 + c2 x3 + 2 x − 1
2. dx dx Ans:
d2y dy 1  x 1
x2 + 3x + y = y = c + c log x + log 
(1 − x )
2 2
3.
dx dx
. Ans: 1 2 x − 1 x

x
d2y dy
+ 4 x + 2 y = ee
2 x
y= +
(
c1 c2 + e
x
)
2
4. dx dx Ans: x x2
5.

Ans. y=

6. Ans.
Legendre’s linear differential equation:

An equation of the form

n −1 n−2
dny n −1 d y n−2 d y dy
( ax + b ) + k1 ( ax + b ) + k2 ( ax + b ) + + kn −1 ( ax + b ) + kn y = X
n
n n −1 n−2
dx dx dx dx …….(2) is
t
called the Legendre’s linear differential equation. Using the substitution ax + b = e in equation (1) we get

( ax + b) D y = aD1 y , ( ax + b )2 D 2 y = a 2 D1 ( D 1 −1) y , ( ax + b )3 D3 y = a3 D1 ( D 1 −1)( D1 − 2 ) y and so on

𝑑 𝑑
where 𝐷 = 𝑑𝑥 , 𝐷1 = 𝑑𝑡. After making these substitutions in (1), there results a linear equation with constant
coefficients, which can be solved as before.

Problems

7. ( x + 2 ) y + 3 ( x + 2 ) y − 3 y = 0 y = c1 ( x + 2 ) + c2 ( x + 2 )
2 −3
Ans:
( 2 x + 3) y − ( 2 x + 3) y − 12 y = 6 x
2
8.
3 3 3  57
y = c1 ( 2 x + 3) + c2 ( 2 x + 3) − ( 2 x + 3) + , where a, b =
a b

Ans: 14 4 4
d2y dy
(1 + x ) + (1 + x ) + y = sin[2log(1 + x)]
2
2
9. dx dx
1
y = c1 cos log(1 + x) + c2 sin log(1 + x) − sin[2log(1 + x)]
Ans: 3

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order
3 2
3 d y 2 d y dy
( x − 1) 3 + 2 ( x − 1) 2 − 4 ( x − 1) + 4 y = 4log( x − 1)
10. dx dx dx
y = c1 ( x − 1) + c2 ( x − 1) + c3 ( x − 1) + log ( x + 1) + 1
2 −3
Ans: .
2
d y dy
( 3x + 2 ) + 5 ( 3x + 2 ) − 3 y = x 2 + x + 1
2
2
11. dx dx
1/ 3 −1 1  1 2 1 
y = c1 ( 3x + 2) + c2 ( 3x + 2) +  (3x + 2 ) + (3x + 2 ) − 7 
Ans: 27 15 4 

APPLICATIONS

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order

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Dept. of Mathematics, BMSCE Unit 4: ODE of Higher order

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