Linear Differential Equation of the nth Order

A linear differential equation can be written in the form

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑 𝑛−3 𝑦 𝑑𝑦
𝑎𝑜 (𝑥) 𝑛
+ 𝑎1 (𝑥) 𝑛−1
+ 𝑎 2 (𝑥) 𝑛−2
+ 𝑎 3 (𝑥) 𝑛−3
+ ⋯ + 𝑎𝑛−1 (𝑥) + 𝑎𝑛 (𝑥)𝑦 = 𝑅(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
where 𝑅(𝑥) is a remainder in terms of 𝑥.

Differential Operators
A differential operator (𝐷) is used to denote the operation of a derivative or differentiation
with respect to the independent variable of the equation. The superscript of the differential operator
refers to the order of the derivative.

𝑛
𝑑𝑛 𝑦
𝐷 𝑦= 𝑛
𝑑𝑥

Example: What is (𝐷 − 1)(𝐷 + 3)𝑦 equal to if 𝑦 = sin 𝑥 ?

(𝐷 − 1)(𝐷 + 3)𝑦
= (𝐷2 + 2𝐷 − 3)𝑦
= 𝐷2 𝑦 + 2𝐷𝑦 − 3𝑦
= − sin 𝑥 + 2 cos 𝑥 − 3 sin 𝑥
= 2 cos 𝑥 − 4 sin 𝑥
= 2(cos 𝑥 − 2 sin 𝑥)

Homogeneous Linear Differential Equation with Constant Coefficients

Any homogeneous linear differential equation with constant coefficients,
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑 𝑛−3 𝑦 𝑑𝑦
𝑎𝑜 (𝑥) 𝑛 + 𝑎1 (𝑥) 𝑛−1 + 𝑎2 (𝑥) 𝑛−2 + 𝑎3 (𝑥) 𝑛−3 + ⋯ + 𝑎𝑛−1 (𝑥) + 𝑎𝑛 (𝑥)𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
may be written in the form ℎ(𝐷) 𝑦 = 0 where ℎ(𝐷) is a linear differential operator.
If 𝑚 is any root of the algebraic equation ℎ(𝑚) = 0, then
ℎ(𝐷)𝑒 𝑚𝑥 = 0
which means that 𝑦 = 𝑒 𝑚𝑥 is a solution of the equation and ℎ(𝑚) = 0 is called the
auxiliary equation associated to the homogeneous linear differential equation with constant
coefficients.
Method of Solution
1. Determine the auxiliary equation 𝑓(𝑚) = 0 from the given 𝑓(𝐷)𝑦 = 0.
2. Factor out 𝑓(𝑚) = 0 to get the roots 𝑚1 , 𝑚2 , 𝑚3 , … , 𝑚𝑛 . Apply the necessary method in
factoring including synthetic division and quadratic formula.
3. Classify each root whether distinct, repeated or imaginary.
4. Formulate the general solution with terms according to the classification of each root 𝑚:
Distinct: 𝑐𝑘 𝑒 𝑚𝑘 𝑥 for each root 𝑚𝑘
Repeated: 𝑒 𝑚𝑥 (𝑐𝑛−1 𝑥 𝑛−1 + 𝑐𝑛−2 𝑥 𝑛−2 + ⋯ + 𝑐1 𝑥 + 𝑐0 ) for roots 𝑚 repeated 𝑛 times
Imaginary: 𝑒 𝑎𝑥 (𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥) for roots 𝑚 = 𝑎 ± 𝑏𝑖
5. If indicated, apply the initial condition to get the values of 𝑐1 , 𝑐2 , 𝑐3 , … , 𝑐𝑛 .

Example 1: (𝐷3 + 6𝐷2 + 11𝐷 + 6)𝑦 = 0

Take the auxiliary equation
𝑚3 + 6𝑚2 + 11𝑚 + 6 = 0
Factor by synthetic division or by using the calculator EQN mode
(𝑚 + 1)(𝑚2 + 5𝑚 + 6) = 0
(𝑚 + 1)(𝑚 + 2)(𝑚 + 3) = 0
𝑚 = −1, 𝑚 = −2, 𝑚 = −3
Since the roots are distinct, the general solution will be

𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒄𝟐 𝒆−𝟐𝒙 + 𝒄𝟑 𝒆−𝟑𝒙

Example 2: (𝐷4 + 3𝐷3 − 6𝐷2 − 28𝐷 − 24)𝑦 = 0

Take the auxiliary equation
𝑚4 + 3𝑚3 − 6𝑚2 − 28𝑚 − 24 = 0
Factor by synthetic division
3 1 3 -6 -28 -24
3 18 36 24
1 6 12 8 0
(𝑚 − 3)(𝑚3 + 6𝑚2 + 12𝑚 + 8) = 0
 (𝑚 − 3)(𝑚 + 2)3 = 0
𝑚 = 3, 𝑚 = −2 (repeated 3 times)
Since there is a distinct and a repeated root, the general solution will be
𝑦 = 𝑐1 𝑒 3𝑥 + 𝑐2 𝑥 2 𝑒 −2𝑥 + 𝑐3 𝑥𝑒 −2𝑥 + 𝑐4 𝑒 −2𝑥
𝒚 = 𝒄𝟏 𝒆𝟑𝒙 + 𝒆−𝟐𝒙 (𝒄𝟐 𝒙𝟐 + 𝒄𝟑 𝒙 + 𝒄𝟒 )

Example 3: (𝐷4 + 6𝐷3 + 9𝐷2 )𝑦 = 0

Take the auxiliary equation
𝑚4 + 6𝑚3 + 9𝑚2 = 0
Factor out the left expression
𝑚2 (𝑚2 + 6𝑚 + 9) = 0
𝑚2 (𝑚 + 3)2 = 0
𝑚 = 0 (repeated 2 times), 𝑚 = −3 (repeated 2 times)
Since there are repeated roots, the general solution is written as
𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 + 𝒆−𝟑𝒙 (𝒄𝟑 𝒙 + 𝒄𝟒 )

Example 4: (𝐷5 + 𝐷4 − 5𝐷3 − 𝐷2 + 8𝐷 − 4)𝑦 = 0

Take the auxiliary equation
𝑚5 + 𝑚4 − 5𝑚3 − 𝑚2 + 8𝑚 − 4 = 0
Factor by synthetic division
1 1 1 -5 -1 8 -4
1 2 -3 -4 4
1 1 2 -3 -4 4 0
1 3 0 -4
1 3 0 -4 0
2 3 2
(𝑚 − 1) (𝑚 + 3𝑚 − 4) = 0
(𝑚 − 1)3 (𝑚 + 2)2 = 0
𝑚 = 1 (repeated 3 times), 𝑚 = −2(repeated 2 times)
The general solution is written as
𝒚 = 𝒆𝒙 (𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙 + 𝒄𝟑 ) + 𝒆−𝟐𝒙 (𝒄𝟒 𝒙 + 𝒄𝟓 )
Example 5: (𝐷3 − 3𝐷2 + 9𝐷 + 13)𝑦 = 0
Take the auxiliary equation
𝑚3 − 3𝑚2 + 9𝑚 + 13 = 0
Factor the expression
(𝑚 + 1)(𝑚2 − 4𝑚 + 13) = 0
To get the factors of the second expression, apply the quadratic formula

−𝑏 ± √𝑏 2 − 4𝑎𝑐
𝑥=
2𝑎

−(−4) ± √(−4)2 − 4(1)(13)

𝑚=
2(1)

4 ± √−36 4 ± 6𝑖
𝑚= = = 2 ± 3𝑖
2 2
Hence, the remaining roots are imaginary.
𝑚 = −1, 𝑚 = 2 ± 3𝑖
The general solution is written as

𝒚 = 𝒄𝟏 𝒆−𝒙 + 𝒆𝟐𝒙 (𝒄𝟐 𝐜𝐨𝐬 𝟑𝒙 + 𝒄𝟑 𝐬𝐢𝐧 𝟑𝒙)

Example 6: Find the particular solution of (𝐷2 − 2𝐷 − 3)𝑦 = 0 when 𝑥 = 0, 𝑦 = 0, 𝑦 ′ = −4.

Take the auxiliary equation
𝑚2 − 2𝑚 − 3 = 0
Factor
(𝑚 + 1)(𝑚 − 3) = 0
𝑚 = −1, 𝑚 = 3
The general solution can be written as
𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 3𝑥
To get the equivalent of 𝑐1 and 𝑐2 , determine the first derivative y’ and apply the initial
condition to both equations
𝑦 ′ = −𝑐1 𝑒 −𝑥 + 3𝑐2 𝑒 3𝑥
For 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 3𝑥 , when 𝑥 = 0, 𝑦 = 0
0 = 𝑐1 + 𝑐2 → 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 1

For 𝑦 ′ = −𝑐1 𝑒 −𝑥 + 3𝑐2 𝑒 3𝑥 , when 𝑥 = 0, 𝑦 = −4

−4 = −𝑐1 + 3𝑐2 → 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 2

Solve equations 1 and 2 simultaneously by elimination

0 = 𝑐1 + 𝑐2
−4 = −𝑐1 + 3𝑐2
−4 = 4𝑐2
Hence 𝑐2 = −1 and 𝑐1 = 1.
Then, the particular solution is

𝒚 = 𝒆−𝒙 − 𝒆𝟑𝒙
 Assignment 14
Find the general/particular solution of the following homogeneous linear differential
equations with constant coefficients.
1. (7𝐷2 + 41𝐷 − 56)𝑦 = 0

2. (𝐷3 − 8𝐷2 − 4𝐷 + 32)𝑦 = 0

3. (𝐷3 + 𝐷2 − 21𝐷 − 45)𝑦 = 0

4. (4𝐷3 − 8𝐷2 + 5𝐷 − 1)𝑦 = 0

5. (𝐷3 + 5𝐷2 + 16𝐷 + 80)𝑦 = 0

6. (4𝐷6 + 4𝐷5 − 3𝐷4 − 2𝐷 3 + 𝐷2 )𝑦 = 0

7. (𝐷4 + 16𝐷2 + 36𝐷 + 19)𝑦 = 0

8. (𝐷4 + 16𝐷2 + 64)𝑦 = 0

9. (𝐷2 − 13𝐷 + 12)𝑦 = 0 ; 𝑦(0) = 1, 𝑦 ′ (0) = 11

10. (𝐷3 + 3𝐷2 − 46𝐷 + 72)𝑦 = 0 ; 𝑦(0) = 3, 𝑦 ′ (0) = −3, 𝑦 ′′ (0) = 0

11. (16𝐷3 + 12𝐷2 − 1)𝑦 = 0 ; 𝑦(0) = 1, 𝑦 ′ (0) = 0, 𝑦 ′′ (0) = −1

12. (𝐷3 − 4𝐷2 + 29𝐷)𝑦 = 0 ; 𝑦(0) = 0, 𝑦 ′ (0) = 1, 𝑦 ′′ (0) = −1