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Contents

Chapter 1. First-Order Dierential Equations 5


1. Notation and Denitions 5
2. An Example of Modeling by First-Order DEs 9
3. The Geometry of First-Order DEs 9
4. Several Types of Solvable First-Order Dierential Equations 10
4.1. Separable DEs 11
4.2. First-order linear equations 12
4.3. Bernoullis equations 16
4.4. Exact DEs 18
4.5. Non-exact DEs with integrating factors 21
4.6. Homogenous DEs 23
5. The Existence and Uniqueness Theorem 25
6. Reducible Second-Order DEs 27
6.1. Dependent variable y missing 27
6.2. Independent variable x missing 28
7. Solutions to (Partial) Exercises 31
Chapter 2. Second-Order Linear Equations 37
1. Basic Theoretical Results 37
1.1. Existence and uniqueness of solutions to IVP 38
1.2. Principle of superposition 38
1.3. Linear dependence/independence and Wronskian 39
2. Reduction of Order 45
3. Second-Order Homogeneous Linear DE with Constant Coecients 49
4. Nonhomogeneous DE: Method of Undetermined Coecients 52
5. Nonhomogeneous DE: Variation of Parameters 57
6. Solutions to Selected Exercises 60
Chapter 3. Higher Order Linear Dierential Equations 63
1. Basic Theoretical Results 63
2. Reduction of Order 67
3. Linear Homogeneous DE with Constant Coecients 68
4. Nonhomogeneous DE: Method of Undetermined Coecients 71
3
4 CONTENTS
5. Nonhomogeneous DE: Method of Variation-of-Parameters 73
6. Solutions to Selected Exercises 76
CHAPTER 3
Higher Order Linear Dierential Equations
The theory and solution techniques developed in the preceding chapter for second
order linear equations can be extended directly to linear equations of higher order.
In this chapter, we just briey discuss these extensions, and leave most the proofs as
exercises.
Please read the textbook Page 219-224, and refer to Chapter Two for the proofs!
1. Basic Theoretical Results
Consider the nth-order linear DE of the form
L[y] := y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = f(x), (1.1)
where p
1
, p
2
, , p
n
, f are continuous in some interval I. The associated homogeneous
DE of (1.1) is
L[y] := y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = 0. (1.2)
The following theorem is of crucial importance.
Theorem 1.1. (Existence and Uniqueness) Consider the IVP:
_
y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = f(x),
y(x
0
) = y
0
, y

(x
0
) = y
1
, , y
(n1)
(x
0
) = y
n1
.
(1.3)
If p
1
, , p
n
, f are continuous in an interval I containing x
0
, then (1.3) has a unique
solution y(x) in I.
As before, an important property of the homogeneous equation (1.2) is the prin-
ciple of superposition.
Theorem 1.2. If {y
k
}
n
k=1
are solutions to (1.2), then any linear combination
z(x) =
n

k=1
c
k
y
k
(x), x I
is also a solution of (1.2) for any arbitrary constants {c
k
}
n
k=1
.
65
66 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
As with the second-order linear homogeneous DE, the main result to be estab-
lished is that every solution of (1.2) can be expressed as a linear combination
of its n linear independent solutions {y
k
}
n
k=1
. That is,
V =
_
y C
n
(I) : L[y] = 0
_
= span{y
1
, , y
n
}.
In the rst place, we need to extend the denition of linear dependence/independence
of two functions to n functions.
Definition 1.1. The functions f
1
, f
2
, , f
n
are said to be linearly dependent
on I if there exists a set of constants c
1
, c
2
, , c
n
, which are not all zero, such that
c
1
f
1
(x) + c
2
f
2
(x) + + c
n
f
n
(x) = 0, (1.4)
for all x I, otherwise, they are said to be linearly independent, in other words,
the equation (1.4) holds, only when c
1
= c
2
= = c
n
= 0.
Example 1.1. Determine whether the following functions are linearly dependent:
f
1
(x) = 2x 3, f
2
(x) = x
2
+ 1, f
3
(x) = 2x
2
1.
Solution: Set the equation
c
1
f
1
+ c
2
f
2
+ c
3
f
3
= 0 c
1
(2x 3) + c
2
(x
2
+ 1) + c
3
(2x
2
1) = 0. (1.5)
That is
(c
2
+ 2c
3
)x
2
+ 2c
1
x + (3c
1
+ c
2
c
3
) = 0,
which should be valid for all x. Therefore, we have
c
2
+ 2c
3
= 0, 2c
1
= 0, 3c
1
+ c
2
c
3
= 0.
This system has only zero solution: c
1
= c
2
= c
3
= 0. Hence, these three functions
are linearly independent.
As before, we may use the Wronskian to determine the linear dependence/independence.
Definition 1.2. Suppose that y
1
, y
2
, , y
n
are dierentiable up to derivatives of
order n 1. Then the Wronskian is dened by
W(y
1
, y
2
, , y
n
)(x) =

y
1
y
2
y
n
y

1
y

2
y

n
.
.
.
.
.
.
.
.
.
y
(n1)
1
y
(n1)
2
y
(n1)
n

.
Exercise 1.1. Compute the Wronskian W(1, x, x
2
, x
3
) and W(1, x, , x
n
).
Exercise 1.2. Show that if there exists x
0
I such that W(y
1
, y
2
, , y
n
)(x
0
) =
0, then y
1
, y
2
, , y
n
are linearly independent in I. Equivalently, if y
1
, y
2
, , y
n
are
linearly dependent, then the Wronskian W(y
1
, y
2
, , y
n
)(x) 0, for all x I.
1. BASIC THEORETICAL RESULTS 67
Question 1.1. Suppose that y
1
, y
2
, , y
n
are linearly independent, can we claim
that there always exists a point x
0
I, such that W(y
1
, y
2
, , y
n
)(x
0
) = 0? Explain
why? (Recall the conclusion for two functions in Chapter Two).
We next generalize the Abels formula to higher order DE (see Problem 20 on
Page 225 of the textbook). We start with the third-order equations.
Example 1.2. Let y
1
, y
2
and y
3
be solutions to the third-order equation
y

+ p
1
(x)y

+ p
2
(x)y

+ p
3
(x)y = 0. (1.6)
Let W(x) = W(y
1
, y
2
, y
3
)(x) be the Wronskian. Show that W satises the equation
W

(x) = p
1
(x)W(x). (1.7)
Therefore, we have the Abels formula
W(y
1
, y
2
, y
3
)(x) = c exp
_

_
p
1
(x)dx
_
. (1.8)
It follows that W is either always zero or nowhere zero in I.
Solution: To prove (1.7), we dierentiate W(x) and recall that the derivative of a 3-
by-3 determinant is the sum of three 3-by-3 determinants obtained by dierentiating
the rst, second and third rows, respectively. Therefore, we have
W

(x) = det

y
1
y
2
y
3
y

1
y

2
y

3
y

1
y

2
y

. (1.9)
Since y
1
, y
2
and y
3
are solutions of (1.6), we substitute y

i
by p
1
(x)y

i
p
2
(x)y

p
3
(x)y
i
for i = 1, 2, 3. Using the addition property of the determinants, we nd that
W

(x) = det

y
1
y
2
y
3
y

1
y

2
y

3
p
1
y

1
p
1
y

2
p
1
y

= p
1
(x)W(x). (1.10)
Thus, (1.8) follows.
Using the same argument, we can derive the Alels formula for the n-order linear
homogeneous DE.
Exercise 1.3. Generalize the Abels formula to the nth order equation
y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = 0
with solutions y
1
, y
2
, , y
n
. That is to establish the Abels formula
W(y
1
, y
2
, , y
n
)(x) = c exp
_

_
p
1
(x)dx
_
.
As with the second-order equation, we can prove that
Theorem 1.3.
68 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
(i) If W(y
1
, y
2
, , y
n
)(x
0
) = 0 for some x
0
I, then y
1
, y
2
, , y
n
are
linearly independent in I.
(ii) If they are linearly independent, and are solutions of
y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = 0
in I, then the Wronskian is nowhere zero in I.
Proof. The proof is similar to that for two functions in Chapter Two. You may
also refer to Pages 220-221 of the textbook for the proof.
We now state the main result on the solution structure of the nth order linear
homogeneous equation.
Theorem 1.4. If p
1
, p
2
, , p
n
C(I), and the functions y
1
, y
2
, , y
n
are n
linearly independent solutions (i.e., W(y
1
, y
2
, , y
n
)(x) = 0) of
y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = 0, (1.11)
then every solution can be expressed as a linear combination of the solutions y
1
, y
2
, , y
n
,
which forms a fundamental set of solutions.
For the nonhomogeneous equation
y
(n)
+ p
1
(x)y
(n1)
+ + p
n
(x)y = f(x), (1.12)
the general solution
y(x) = y
p
+ y
c
= y
p
+ c
1
y
1
+ c
2
y
2
+ + c
n
y
n
,
where y
p
is a particular solution of (1.12), and y
c
is the complementary function, i.e.,
the general solution of (1.11).
2. REDUCTION OF ORDER 69
2. Reduction of Order
The method of reduction of order has proven to be a useful approach to nd
another linear independent solution based on a given solution. Although such a
method can be extended to higher-order DE, it can only be used to reduce the order
of DE one order each time.
Example 2.1. Show that if y
1
is a solution of
y

+ p
1
(x)y

+ p
2
(x)y

+ p
3
(x)y = 0,
then the substitution y = y
1
(x)v(x) leads to the following second-order equation for
v

:
y
1
v

+ (3y

1
+ p
1
y
1
)v

+ (3y

1
+ 2p
1
y

1
+ p
2
y
1
)v

= 0. (2.1)
Note: v

satises the above second-order equation, so we need to one solution of this


equation to proceed this method.
Use the method to solve
(2 x)y

+ (2x 3)y

xy

+ y = 0, x < 2; y
1
(x) = e
x
. (2.2)
Proof: As the targeted solution is y
1
v, we have
(y
1
v)

+ p
1
(x)(y
1
v)

+ p
2
(x)(y
1
v)

+ p
3
(x)(y
1
v) = 0.
Using the fact that y
1
is a solution, we obtain (2.1).
Applying this method to (2.2), we nd if y = e
x
v is a solution, then v satises
v

+
3 x
2 x
v

= 0.
Let u = v

. We solve u and nd that


u = c
1
(x 2)e
x
.
Then we integrate twice to nd v :
v = c
1
xe
x
+ c
2
x.
Thus, the general solution is
y(x) = c
1
x + c
2
xe
x
+ c
3
e
x
.
70 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
3. Linear Homogeneous DE with Constant Coecients
In the previous chapter, we saw that the second-order homogeneous equations with
constant coecients have solutions of the form y(x) = e
rx
. This observation enabled us
to derive two linearly independent solutions needed to determine the general solution
the underlying DE. We next apply this idea to the nth-order DE.
Please read Pages 226-238 of the textbook!
Consider the nth order homogeneous equation
L[y] = a
0
y
(n)
+ a
1
y
(n1)
+ + a
n
y = 0, (3.1)
where a
0
, a
1
, , a
n
are real constants and a
0
= 0. We expect that y = e
rx
is a
solution, and therefore
L[e
rx
] = e
rx
_
a
0
r
n
+ a
1
r
n1
+ + a
n
_
= e
rx
Z(r), (3.2)
where
Z(r) = a
0
r
n
+ a
1
r
n1
+ + a
n
. (3.3)
Consequently, we conclude that y(x) = e
rx
is a solution to (3.1) if and only if r
is a root of the characteristic equation
Z(r) = a
0
r
n
+ a
1
r
n1
+ + a
n
= 0, (3.4)
where Z(r) is referred to as the characteristic polynomial as before.
The solution structure is characterized by the following theorem.
Theorem 3.1. Consider the DE
L[y] = a
0
y
(n)
+ a
1
y
(n1)
+ + a
n
y = 0. (3.5)
Let r
1
, r
2
, , r
k
be the distinct roots of the characteristic equation, and
Z(r) = (r r
1
)
m
1
(r r
2
)
m
2
(r r
k
)
m
k
where m
i
1 is the multiplicity of the root r
i
, and

k
i=1
m
i
= n.
(i). If all r
i
are real and distinct, i.e., all m
i
= 1, then we have n distinct linearly
independent solutions e
r
1
x
, e
r
2
x
, , e
rnx
, which form a fundamental set of
solutions;
(ii). If r
i
with m
i
> 1 is real, then the functions e
r
i
x
, xe
r
i
x
, , x
m
i
1
e
r
i
x
are m
i
LI solutions corresponding to this repeated root;
(iii). If r
j
is complex, say, r
j
= a+bi, with multiplicity m
j
1, then its conjugate
is a root as well, and the 2m
j
LI solutions are
e
ax
cos bx, xe
ax
cos bx, , x
m
j
1
e
ax
cos bx,
e
ax
sin bx, xe
ax
sin bx, , x
m
j
1
e
ax
sin bx.
3. LINEAR HOMOGENEOUS DE WITH CONSTANT COEFFICIENTS 71
Example 3.1. Find the general solution to
y

+ y

y = 0.
Solution: The characteristic equation is
r
3
r
2
+ r 1 = 0 (r 1)(r
2
+ 1) = 0 r
1
= 1, r
2,3
= i.
Therefore the general solution is
y(x) = c
1
e
x
+ c
2
sin x + c
3
cos x.
Example 3.2. Solve the following equation:
y

+ 2y

+ 3y

+ 2y = 0.
Solution: The characteristic equation is
r
3
+ 2r
2
+ 3r + 2 = 0 (r
3
+ 2r
2
+ r) + (2r + 2) = r(r + 1)
2
+ 2(r + 1)
= (r + 1)(r(r + 1) + 2) = (r + 1)(r
2
+ r + 2) = 0.
Therefore the roots are
r
1
= 1, r
2,3
=
1

7i
2
.
Hence, the general solution is
y(x) = c
1
e
x
+ e

x
2
_
c
2
cos(

7
2
x) + c
3
sin(

7
2
x)
_
.
Example 3.3. Find the general solution to
y
(4)
+ 2y

+ y = 0.
Solution: The characteristic equation is
r
4
+ 2r
2
+ 1 = 0.
The roots are
r = i, i, i, i.
Therefore, the general solution is
y = c
1
cos x + c
2
sin x + c
3
xcos x + c
4
xsin x.
Exercise 3.1. Find the general solution to the given DE:
(i) y

6y

+ 11y

6y = 0 (y = c
1
e
x
+ c
2
e
2x
+ c
3
e
3x
)
(ii) y
(4)
9y

+ 20y = 0 (y = c
1
e
2x
+ c
2
e
2x
+ c
3
e

5x
+ c
4
e

5x
))
(iii) y

6y

+2y

+36y = 0 (y = c
1
e
2x
+e
4x
(c
2
cos

2x+c
3
sin

2x)
(iv) y
(4)
+ 8y

+ 24y

+ 32y

+ 16y = 0 (y = c
1
e
2x
+ c
2
e
2x
+ c
3
x
2
e
2x
+
c
4
x
3
e
2x
)
72 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
Example 3.4. Find the general solution to a forth-order linear homogenous DE
for y(x) with real numbers as coecients if one solution is known to be x
3
e
4x
.
Solution: If x
3
e
4x
is a solution, then x
2
e
4x
, xe
4x
, and e
4x
are solutions as well. We
now have four linearly independent solutions to a fourth-order linear, homogenous
DE. Hence, the general solution is
y(x) = (c
1
+ c
2
x + c
3
x
2
+ c
4
x
3
)e
4x
.
Exercise 3.2. Find the general solution to a third-order linear homogenous equa-
tion for y(x) with real numbers as coecients if two solutions are known to be e
2x
and sin 3x. [Key : y(x) = c
1
e
2x
+ c
2
cos 3x + c
3
sin 3x].
Example 3.5. Solve y
(4)
4y
(3)
5y
(2)
+36y

36y = 0, if one solution is xe


2x
.
Solution: If xe
2x
is a solution, then so is e
2x
, which implies that (r 2)
2
is a factor
of the characteristic equation
r
4
4r
3
5r
2
+ 36r 36 = 0.
Thus,
r
4
4r
3
5r
2
+ 36r 36
(r 2)
2
= r
2
9.
The other two roots of the characteristic equation are r = 3. Finally, the general
solution is
y(x) = c
1
e
2x
+ c
2
xe
2x
+ c
3
e
3x
+ c
4
e
3x
.
4. NONHOMOGENEOUS DE: METHOD OF UNDETERMINED COEFFICIENTS 73
4. Nonhomogeneous DE: Method of Undetermined Coecients
We now turn our attentions to nonhomogeneous DE and illustrate how the meth-
ods for solving second-order DE introduced in Chapter 2 can be extended to the
general nth-order DE.
In this section, we consider the method of undetermined coecients. We therefore
restrict our attentions to determining a particular solution to
a
0
y
(n)
+ a
1
y
(n1)
+ + a
n1
y

+ a
n
y = f(x)
where f(x) is limited to one of the following types
(1) f(x) =

Ae
ax
(exponential function)
A
0
+ A
1
+ + A
k
x
k
(polynomial)
Acos bx + B sin bx (trigonometric polynomial)
(2) sum or product of functions given in (1)
In Chapter 2, we used the following usual trial solutions corresponding to each
type
y
p
(x) =

A
0
e
ax
,
B
0
+ B
1
x + B
2
x
2
+ + B
k
x
k
,
A
0
cos bx + B
0
sin bx.
However, if the usual trial solution contains one term that solves the associated
homogeneous DE, then we have to modify the trial solution by multiplying by x
m
,
until no any term solves the homogeneous DE. The basic rule is summarized below:
Multiply the usual trial solution by x
m
, where m is the smallest positive inte-
ger such that the resulting trial solution has No Term solves the associated
homogeneous DE.
Example 4.1. Determine a trial solution for y
(5)
y
(4)
+ 2y
(3)
2y

+ y

y =
4 cos x.
Solution: The characteristic equation of the homogeneous DE is
r
5
r
4
+ 2r
3
2r
2
+ r 1 = 0
r
4
(r 1) + 2r
2
(r 1) + (r 1) = (r 1)(r
4
+ 2r
2
+ 1) = 0
(r 1)(r
2
+ 1)
2
= 0 roots : 1, i, i, i, i.
Then the general solution to the homogeneous DE is
y
c
(x) = c
1
e
x
+ c
2
cos x + c
3
sin x + c
4
xcos x + c
5
xsin x.
74 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
The usual trial solution corresponding to the nonhomogeneous term f(x) = 4 cos x is
y
p
(x) = A
0
cos x + B
0
sin x.
However, we see that this y
p
solves the homogeneous DE. Hence, we need to modify
it by multiplying x
2
, and obtain that
y
p
(x) = x
2
(A
0
cos x + B
0
sin x)
The constants A
0
and B
0
can be determined by substituting the proposed trial solu-
tion into the given DE.
Example 4.2. Determine the form of a trial solution to the DE with the char-
acteristic equation (r
2
+ 2r + 5)(r 1)
3
= 0 and nonhomogeneous term f(x) =
5e
x
+ 7e
x
sin 2x.
Solution: The general solution to the associated homogeneous DE is
y
c
(x) = e
x
(c
1
cos 2x + c
2
sin 2x) + c
3
e
x
+ c
4
xe
x
+ c
5
x
2
e
x
The usual trial solution corresponding to the nonhomogeneous term f
1
(x) = 5e
x
is
y
p
1
(x) = A
0
e
x
. However, this coincides with part of y
c
(x). According to the mod-
ication rule, we need to modify the trial solution by multiplying it by x
3
, which
gives
y
p
1
(x) = A
0
x
3
e
x
.
The usual trial solution corresponding to the nonhomogeneous term f
2
(x) = 7e
x
sin 2x
is y
p
2
(x) = e
x
(A
1
cos 2x + B
1
sin 2x). Once more, we need to modify it as
y
p
2
(x) = xe
x
(A
1
cos 2x + B
1
sin 2x).
Consequently, an appropriate trial solution for the given DE is
y
p
(x) = y
p
1
(x) + y
p
2
(x) = A
0
x
3
e
x
+ xe
x
(A
1
cos 2x + B
1
sin 2x).
Exercise 4.1. Find a particular solution to the following DE.
(i) y

3y

+ 3y

y = 4e
x
.
(ii) y
(4)
+ 2y

+ y = 3 sin x 5 cos x.
(iii) y

4y

= x + 3 cos x + e
2x
Key:
(i) y
p
(x) =
2
3
x
3
e
x
.
(ii) y
p
(x) =
3
8
x
2
sin x +
5
8
x
2
cos x.
(iii) y
p
(x) =
1
8
x
2

3
5
sin x +
1
8
xe
2x
5. NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS 75
5. Nonhomogeneous DE: Method of Variation-of-Parameters
We now consider the generalization of the variation-of-parameter method to linear
nonhomogeneous DE of arbitrary order n :
L[y] = y
(n)
+ p
1
(x)y
(n1)
+ p
2
y
(n2)
+ + p
n
(x)y = f(x), (5.1)
where we assume that the functions p
1
, p
2
, , p
n
and f are continuous in I. As
before, to use this method, it is necessary to solve the corresponding homogeneous
dierential equation. In general, this may be dicult unless the coecients are con-
stants. However, the method of variation-of-parameter can be applied to nonhomo-
geneous DE with f(x) in a general form as long as we are able to solve the associated
homogeneous DE.
Please read Pages 239-242 of the textbook!
Suppose that we know a fundamental set of solutions y
1
, y
2
, , y
n
of the homo-
geneous equation
L[y] = 0. (5.2)
Then the general solution of (5.2) is
y
c
(x) = c
1
y
1
(x) + c
2
y
2
(x) + + c
n
y
n
(x). (5.3)
We now vary the constants and look for a particular solution to (5.1) of the form
y
p
(x) = u
1
(x)y
1
(x) + u
2
(x)y
2
(x) + + u
n
(x)y
n
(x). (5.4)
To determine the unknown functions u
1
, u
2
, , u
n
, we substitute y
p
(x) into equation
(5.1), but this will only give one equation. Therefore, we enforce u
1
, u
2
, , u
n
to
satisfy n 1 additional equations so that the derivatives of order 2 of u
i
will not
appear. More precisely, the unknown functions u
1
, u
2
, , u
n
satisfy

y
1
u

1
+ y
2
u

2
+ + y
n
u

n
= 0,
y

1
u

1
+ y
2
u

2
+ + y
n
u

n
= 0,
.
.
.
.
.
.
.
.
.
.
.
.
y
(n2)
1
u

1
+ y
(n2)
2
u

2
+ + y
(n2)
n
u

n
= 0,
y
(n1)
1
u

1
+ y
(n1)
2
u

2
+ + y
(n1)
n
u

n
= f(x).
(5.5)
The matrix form is of the form

y
1
x
2
. . . y
n
y

1
y

2
. . . y

n
.
.
.
.
.
.
.
.
.
.
.
.
y
(n1)
1
y
(n1)
2
. . . y
(n1)
n

1
u

2
.
.
.
u

0
0
.
.
.
f(x)

. (5.6)
76 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
We see that the determinant of the coecient matrix is precisely the Wronskiam
W(y
1
, y
2
, , y
n
)(x) = 0 for all x, since y
1
, y
2
, , y
n
are LI solutions of (5.2). Using
the Cramers rule, we can write the solution of (5.6) in the form
u

m
(x) =
f(x)W
m
(x)
W(x)
, m = 1, , n, (5.7)
where W(x) = W(y
1
, y
2
, , y
n
)(x), and W
m
is the determinant obtained from W by
replacing the mth column by the column (0, 0, , 0, 1).
Therefore, by (5.7), we have
u
m
(x) =
_
f(x)W
m
(x)
W(x)
dx,
and the particular solution is
y
p
(x) =
n

m=1
y
m
(x)
_
f(x)W
m
(x)
W(x)
dx. (5.8)
Finally, the general solution of (5.1) becomes
y(x) =
n

m=1
_
_
f(x)W
m
(x)
W(x)
dx + c
m
_
y
m
(x) (5.9)
Example 5.1. Find the general solution to
y

3y

+ 3y

y = 36e
x
ln x, x > 0.
Solution: The characteristic equation of the associated homogeneous equation is
r
3
3r
2
+ 3r 1 = 0 (r 1)
3
= 0.
The LI solutions are
y
1
(x) = e
x
, y
2
(x) = xe
x
, y
3
(x) = x
2
e
x
According to the variation-of-parameters method, the particular solution is of the
form
y
p
(x) = e
x
u
1
(x) + xe
x
u
2
(x) + x
2
e
x
u
3
(x),
where u
1
, u
2
, u
3
satisfy (after divided by e
x
)

1
+ xu

2
+ x
2
u

3
= 0,
u

1
+ (x + 1)u

2
+ (x
2
+ 2x)u

3
= 0,
u

1
+ (x + 2)u

2
+ (x
2
+ 4x + 2)u

3
= 36 ln x.
5. NONHOMOGENEOUS DE: METHOD OF VARIATION-OF-PARAMETERS 77
To solve this system, we reduce its augmented matrix to the row-echelon form

1 x x
2
0
1 x + 1 x
2
+ 2x 0
1 x + 2 x
2
+ 4x + 2 36 ln x

1 x x
2
0
0 1 2x 0
0 2 4x + 2 36 ln x

1 x x
2
0
0 1 2x 0
0 0 2 36 ln x

1 x x
2
0
0 1 2x 0
0 0 1 18 ln x

.
(5.10)
Consequently, we nd that
u

1
= 18x
2
ln x, u

2
= 36 ln x u

3
= 18 ln x.
Using integration by parts yields
u
1
(x) = 18
_
x
2
ln xdx = 2x
3
(3 ln x 1),
u
2
(x) = 36
_
xln xdx = 9x
2
(1 2 ln x),
u
3
(x) = 18
_
ln xdx = 18x(ln x 1),
where we have set the integrating constants to be zero. So
y
p
(x) = e
x
u
1
+ xe
x
u
2
+ x
2
e
x
u
3
= x
3
e
x
(6 ln x 11).
The general solution is
y(x) = e
x
x
3
(6 ln x 1) + c
1
+ c
2
x + c
3
x
2
.
Exercise 5.1. Find the general solution to the following DE.
(i) y

+ y

= sec x.
_
Key : y(x) = c
1
+ c
2
cos x + c
3
sin x + ln |sec x + tan x| xcos x + (sin x) ln |cos x|

.
(ii) y

3y

+ 2y

=
e
x
1+e
x
.
_
Key : y(x) =
1
2
(e
x
+ 1)
2
ln(e
x
+ 1) + c
1
+ c
2
e
x
+ c
3
e
2x
_
.
(iii) Given that x, x
2
, and
1
x
are the solutions of the homogeneous equation cor-
responding to
x
3
y

+ x
2
y

2xy

+ 2y = 2x
4
, x > 0,
determine a particular solution.
_
Key : y
p
(x) =
x
4
15
_
.
78 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
6. Solutions to Selected Exercises
Exercise 4.1
(i) We nd that the general solution to the associated homogeneous equation is
y
c
(x) = (c
1
+ c
2
x + c
3
x
2
)e
x
.
For f(x) = 4e
x
, the trial solution should be
y
p
(x) = Ax
3
e
x
.
We plug it into the original equation and nd that A = 2/3.
(ii) We nd that the general solution to the associated homogeneous equation is
y
c
(x) = (c
1
+ c
2
x) cos x + (c
3
+ c
4
x) sin x.
For f(x) = 3 sin x 5 cos x, the trial solution should be
y
p
(x) = x
2
(Acos x + B sin x).
We plug it into the original equation to nd A = 3/8 and B = 5/8.
(iii) We nd that the general solution to the associated homogeneous equation is
y
c
(x) = c
1
+ c
2
e
2x
+ c
3
e
2x
.
For f(x) = x + 3 cos x + e
2x
, the trial solution should be
y
p
(x) = x(A + Bx) + C cos x + Dsin x + Exe
2x
.
We plug it into the original equation to nd
A = 0, B =
1
8
, C = 0, D =
3
5
, E =
1
8
.
Exercise 5.1
(i) We nd that the general solution to the associated homogeneous equation is
y
c
(x) = c
1
+ c
2
cos x + c
3
sin x.
We look for a particular solution of the form
y
p
(x) = u
1
(x) + u
2
(x) cos x + u
3
(x) sin x.
Then, we have the system:

1
+ cos x u

2
+ sin x u

3
= 0,
sin x u

2
+ cos x u

3
= 0,
cos x u

2
sin x u

3
= sec x.
6. SOLUTIONS TO SELECTED EXERCISES 79
This gives
u

1
= sec x, u

2
= 1, u

3
= tan x.
Therefore,
u
1
= ln |sec x + tan x| , u
2
= x, u
3
= ln | cos x|.
The GS is
y(x) = c
1
+ c
2
cos x + c
3
sin x + ln |sec x + tan x| xcos x + (sin x) ln |cos x| .
(ii) We nd that the general solution to the associated homogeneous equation is
y
c
(x) = c
1
+ c
2
e
x
+ c
3
e
2x
.
We look for a particular solution of the form
y
p
(x) = u
1
(x) + u
2
(x)e
x
+ u
3
(x)e
2x
.
Then, we have the system:

1
+ e
x
u

2
+ e
2x
u

3
= 0,
e
x
u

2
+ 2e
2x
u

3
= 0,
e
x
u

2
+ 4e
2x
u

3
=
e
x
1+e
x
.
This gives
u

1
=
1
2
e
x
1 + e
x
, u

2
=
1
1 + e
x
, u

3
=
1
2
e
x
1 + e
x
.
Therefore,
u
1
=
e
x
2

1
2
ln(1 + e
x
), u
2
= ln(1 + e
x
), u
3
=
1
2

1
2
ln(1 + e
x
).
Correspondingly,
y
p
(x) =
1
2
(e
x
+ 1)
2
ln(e
x
+ 1) +
e
x
2
+
e
2x
2
.
The GS is
y(x) =
1
2
(e
x
+ 1)
2
ln(e
x
+ 1) + c
1
+ c
2
e
x
+ c
3
e
2x
.
(iii) We write the equation in the standard form
y

+
1
x
y

2
x
2
y

+
2
x
3
y = 2x.
We look for a particular solution of the form
y
p
(x) = xu
1
+ x
2
u
2
+
1
x
u
3
.
80 3. HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS
Then, we have the system:

xu

1
+ x
2
u

2
+
1
x
u

3
= 0,
u

1
+ 2x u

1
x
2
u

3
= 0,
2u

2
+
2
x
3
u

3
= 2x.
This gives
u

1
= x
2
, u

2
=
2
3
x, u

3
=
x
4
3
.
Therefore,
u
1
=
x
3
3
, u
2
=
x
2
3
, u
3
=
x
5
15
.
Correspondingly,
y
p
(x) =
x
4
15
.
Note: This equation is a third-order Euler equation, so we may use the
transform t = ln x to convert it to a third-order equation with constant
coecients. Then the method of undetermined coecients may be applied
to nd the particular solution.

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