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4.4: Higher Order Constant Coefficient Homogeneous Equations

( \newcommand{\kernel}{\mathrm{null}\,}\)

If a0, a1, …, an are constants and a00, then

a0y(n)+a1y(n1)++any=F(x)

is said to be a constant coefficient equation. In this section we consider the homogeneous constant coefficient equation

a0y(n)+a1y(n1)++any=0.

Since Equation ??? is normal on (,), the theorems in Section 9.1 all apply with (a,b)=(,).

As in Section 5.2, we call

p(r)=a0rn+a1rn1++an

the characteristic polynomial of Equation ???. We saw in Section 5.2 that when n=2 the solutions of Equation ??? are determined by the zeros of the characteristic polynomial. This is also true when n>2, but the situation is more complicated in this case. Consequently, we take a different approach.

If k is a positive integer, let Dk stand for the k-th derivative operator; that is

Dky=y(k).

If

q(r)=b0rm+b1rm1++bm

is an arbitrary polynomial, define the operator

q(D)=b0Dm+b1Dm1++bm

such that

q(D)y=(b0Dm+b1Dm1++bm)y=b0y(m)+b1y(m1)++bmy

whenever y is a function with m derivatives. We call q(D) a polynomial operator.

With p as in Equation ???,

p(D)=a0Dn+a1Dn1++an,

so Equation ??? can be written as p(D)y=0. If r is a constant then

p(D)erx=(a0Dnerx+a1Dn1erx++anerx)=(a0rn+a1rn1++an)erx;

that is

p(D)(erx)=p(r)erx.

This shows that y=erx is a solution of Equation ??? if p(r)=0. In the simplest case, where p has n distinct real zeros r1, r2,…, rn, this argument yields n solutions

y1=er1x,y2=er2x,,yn=ernx.

It can be shown (Exercise 9.2.39) that the Wronskian of {er1x,er2x,,ernx} is nonzero if r1, r2, …, rn are distinct; hence, {er1x,er2x,,ernx} is a fundamental set of solutions of p(D)y=0 in this case.

Example 9.2.1

  1. Find the general solution of y
  2. and solve the initial value problem \label{eq:9.2.4} y'''-6y''+11y'-6y=0, \quad y(0)=4,\quad y'(0)=5,\quad y''(0)=9.
Solution a

The characteristic polynomial of Equation \ref{eq:9.2.3} is

p(r)=r^3-6r^2+11r-6=(r-1)(r-2)(r-3). \nonumber

Therefore \{e^x,e^{2x},e^{3x}\} is a set of solutions of Equation \ref{eq:9.2.3}. It is a fundamental set, since its Wronskian is

W(x)=\left|\begin{array}{rrr}e^x&e^{2x}&e^{3x}\\[4pt]e^x&2e^{2x}& 3e^{3x}\\[4pt]e^x&4e^{2x}&9e^{3x}\end{array}\right|= e^{6x}\left|\begin{array}{rrr}1&1&1\\[4pt]1&2& 3\\[4pt]1&4&9\end{array}\right|=2e^{6x}\ne0. \nonumber

Therefore the general solution of Equation \ref{eq:9.2.3} is

\label{eq:9.2.5} y=c_1e^{x}+c_2e^{2x}+c_3e^{3x}.

Solution b

We must determine c_1, c_2 and c_3 in Equation \ref{eq:9.2.5} so that y satisfies the initial conditions in Equation \ref{eq:9.2.4}. Differentiating Equation \ref{eq:9.2.5} twice yields

\label{eq:9.2.6} \begin{array}{rcl} y'&=&c_1e^{x}+2c_2e^{2x}+3c_3e^{3x}\\[4pt] y''&=&c_1e^{x}+4c_2e^{2x}+9c_3e^{3x}. \end{array}

Setting x=0 in Equation \ref{eq:9.2.5} and Equation \ref{eq:9.2.6} and imposing the initial conditions yields

\begin{array}{rcl} c_1+\phantom{2}c_2+\phantom{3}c_3&=&4\\[4pt] c_1+2c_2+3c_3&=&5\\[4pt] c_1+4c_2+9c_3&=&9. \end{array}\nonumber

The solution of this system is c_1=4, c_2=-1, c_3=1. Therefore the solution of Equation \ref{eq:9.2.4} is

y=4e^x-e^{2x}+e^{3x} \nonumber

(Figure 9.2.1 ).

fig090201.svg
Figure 9.2.1 : y=4e^x-e^{2x}+e^{3x}

Now we consider the case where the characteristic polynomial Equation \ref{eq:9.2.2} does not have n distinct real zeros. For this purpose it is useful to define what we mean by a factorization of a polynomial operator. We begin with an example.

Example 9.2.2

Consider the polynomial

p(r)=r^3-r^2+r-1 \nonumber

and the associated polynomial operator

p(D)=D^3-D^2+D-1. \nonumber

Since p(r) can be factored as

p(r)=(r-1)(r^2+1)=(r^2+1)(r-1), \nonumber

it is reasonable to expect that p(D) can be factored as

\label{eq:9.2.7} p(D)=(D-1)(D^2+1)=(D^2+1)(D-1).

However, before we can make this assertion we must define what we mean by saying that two operators are equal, and what we mean by the products of operators in Equation \ref{eq:9.2.7}. We say that two operators are equal if they apply to the same functions and always produce the same result. The definitions of the products in Equation \ref{eq:9.2.7} is this: if y is any three-times differentiable function then

  1. (D-1)(D^2+1)y is the function obtained by first applying D^2+1 to y and then applying D-1 to the resulting function
  2. (D^2+1)(D-1)y is the function obtained by first applying D-1 to y and then applying D^2+1 to the resulting function.

From (a):

\label{eq:9.2.8} \begin{array}{rcl} (D-1)(D^2+1)y&=&(D-1)[(D^2+1)y]\\[4pt] &=&(D-1)(y''+y)=D(y''+y)-(y''+y)\\[4pt]&=&(y'''+y')-(y''+y)\\[4pt] &=&y'''-y''+y'-y=(D^3-D^2+D-1)y. \end{array}

This implies that

(D-1)(D^2+1)=(D^3-D^2+D-1). \nonumber

From (b):

\label{eq:9.2.9} \begin{array}{rcl} (D^2+1)(D-1)y&=&(D^2+1)[(D-1)y]\\[4pt] &=&(D^2+1)(y'-y)=D^2(y'-y)+(y'-y)\\[4pt]&=&(y'''-y'')+(y'-y)\\[4pt] &=&y'''-y''+y'-y=(D^3-D^2+D-1)y, \end{array}

(D^2+1)(D-1)=(D^3-D^2+D-1), \nonumber

which completes the justification of Equation \ref{eq:9.2.7}.

Example 9.2.3

Use the result of Example 9.2.2 to find the general solution of

\label{eq:9.2.10} y'''-y''+y'-y=0.

Solution

From Equation \ref{eq:9.2.8}, we can rewrite Equation \ref{eq:9.2.10} as

(D-1)(D^2+1)y=0, \nonumber

which implies that any solution of (D^2+1)y=0 is a solution of Equation \ref{eq:9.2.10}. Therefore y_1=\cos x and y_2=\sin x are solutions of Equation \ref{eq:9.2.10}.

From Equation \ref{eq:9.2.9}, we can rewrite Equation \ref{eq:9.2.10} as

(D^2+1)(D-1)y=0, \nonumber

which implies that any solution of (D-1)y=0 is a solution of Equation \ref{eq:9.2.10}. Therefore y_3=e^x is solution of Equation \ref{eq:9.2.10}.

The Wronskian of \{e^x,\cos x,\sin x\} is

W(x)=\left|\begin{array}{rrr}\cos x&\sin x&e^x\\[4pt]-\sin x&\cos x&e^x\\[4pt] -\cos x&-\sin x&e^x\end{array}\right|. \nonumber

Since

W(0)=\left|\begin{array}{rrr}1&0&1\\[4pt]0&1&1\\[4pt] -1&0&1\end{array}\right|=2, \nonumber

\{\cos x,\sin x,e^x\} is linearly independent and

y=c_1\cos x+c_2\sin x+c_3e^x \nonumber

is the general solution of Equation \ref{eq:9.2.10}.

Example 9.2.4

Find the general solution of

\label{eq:9.2.11} y^{(4)}-16y=0.

Solution

The characteristic polynomial of Equation \ref{eq:9.2.11} is

\begin{align*} p(r) &=r^4-16 \\[4pt] &=(r^2-4)(r^2+4) \\[4pt] &=(r-2)(r+2)(r^2+4). \end{align*}\nonumber

By arguments similar to those used in Examples 9.2.2 and 9.2.4 , it can be shown that Equation \ref{eq:9.2.11} can be written as

(D^2+4)(D+2)(D-2)y=0 \nonumber

or

(D^2+4)(D-2)(D+2)y=0 \nonumber

or

(D-2)(D+2)(D^2+4)y=0. \nonumber

Therefore y is a solution of Equation \ref{eq:9.2.11} if it is a solution of any of the three equations

(D-2)y=0,\quad (D+2)y=0, \quad(D^2+4)y=0. \nonumber

Hence, \{e^{2x},e^{-2x},\cos2x,\sin2x\} is a set of solutions of Equation \ref{eq:9.2.11}. The Wronskian of this set is

W(x)=\left|\begin{array}{rrrr} e^{2x}&e^{-2x}&\cos2x&\sin2x\\[4pt] 2e^{2x}&-2e^{-2x}&-2\sin2x&2\cos2x\\[4pt] 4e^{2x}&4e^{-2x}&-4\cos2x&-4\sin2x\\[4pt] 8e^{2x}&-8e^{-2x}&8\sin2x&-8\cos2x\\[4pt] \end{array}\right|. \nonumber

Since

W(0)=\left|\begin{array}{rrrr} 1&1&1&0\\[4pt] 2&-2&0&2\\[4pt] 4&4&-4&0\\[4pt] 8&-8&0&-8\\[4pt] \end{array}\right|=-512, \nonumber

\{e^{2x},e^{-2x},\cos2x,\sin2x\} is linearly independent, and

y_1=c_1e^{2x}+c_2e^{-2x}+c_3\cos2x+c_4\sin2x \nonumber

is the general solution of Equation \ref{eq:9.2.11}.

It is known from algebra that every polynomial

p(r)=a_0r^n+a_1r^{n-1}+\cdots+a_n \nonumber

with real coefficients can be factored as

p(r)=a_0p_1(r)p_2(r)\cdots p_k(r), \nonumber

where no pair of the polynomials p_1, p_2, …, p_k has a commom factor and each is either of the form

\label{eq:9.2.12} p_j(r)=(r-r_j)^{m_j},

where r_j is real and m_j is a positive integer, or

\label{eq:9.2.13} p_j(r)=\left[(r-\lambda_j)^2+\omega_j^2\right]^{m_j},

where \lambda_j and \omega_j are real, \omega_j\ne0, and m_j is a positive integer. If Equation \ref{eq:9.2.12} holds then r_j is a real zero of p, while if Equation \ref{eq:9.2.13} holds then \lambda+i\omega and \lambda-i\omega are complex conjugate zeros of p. In either case, m_j is the multiplicity of the zero(s).

By arguments similar to those used in our examples, it can be shown that

\label{eq:9.2.14} p(D)=a_0p_1(D)p_2(D)\cdots p_k(D)

and that the order of the factors on the right can be chosen arbitrarily. Therefore, if p_j(D)y=0 for some j then p(D)y=0. To see this, we simply rewrite Equation \ref{eq:9.2.14} so that p_j(D) is applied first. Therefore the problem of finding solutions of p(D)y=0 with p as in Equation \ref{eq:9.2.14} reduces to finding solutions of each of these equations

p_j(D)y=0,\quad 1\le j\le k, \nonumber

where p_j is a power of a first degree term or of an irreducible quadratic. To find a fundamental set of solutions \{y_1,y_2,\dots,y_n\} of p(D)y=0, we find fundamental set of solutions of each of the equations and take \{y_1,y_2,\dots,y_n\} to be the set of all functions in these separate fundamental sets. In Exercise 9.2.40 we sketch the proof that \{y_1,y_2,\dots,y_n\} is linearly independent, and therefore a fundamental set of solutions of p(D)y=0.

To apply this procedure to general homogeneous constant coefficient equations, we must be able to find fundamental sets of solutions of equations of the form

(D-a)^my=0 \nonumber

and

\left[(D-\lambda)^2+\omega^2\right]^my=0, \nonumber

where m is an arbitrary positive integer. The next two theorems show how to do this.

Theorem 9.2.1

If m is a positive integer, then

\label{eq:9.2.15} \{e^{ax}, xe^{ax},\dots, x^{m-1}e^{ax}\}

is a fundamental set of solutions of

\label{eq:9.2.16} (D-a)^my=0.

Proof

We’ll show that if

f(x)=c_1+c_2x+\cdots+c_mx^{m-1} \nonumber

is an arbitrary polynomial of degree \le m-1, then y=e^{ax}f is a solution of Equation \ref{eq:9.2.16}. First note that if g is any differentiable function then

(D-a)e^{ax}g=De^{ax}g-ae^{ax}g=ae^{ax}g+e^{ax}g'-ae^{ax}g, \nonumber

so

\label{eq:9.2.17} (D-a)e^{ax}g=e^{ax}g'.

Therefore

\begin{array}{lcll} (D-a)e^{ax}f&=&e^{ax}f'&\mbox{(from \eqref{eq:9.2.17} with $g=f$)}\\[4pt] (D-a)^2e^{ax}f&=& (D-a)e^{ax}f'=e^{ax}f'' &\mbox{(from \eqref{eq:9.2.17} with $g=f'$)}\\[4pt] (D-a)^3e^{ax}f&=& (D-a)e^{ax}f''=e^{ax}f''' &\mbox{(from \eqref{eq:9.2.17} with $g=f''$)}\\[4pt] &\vdots&\\[4pt] (D-a)^me^{ax}f &=&(D-a)e^{ax}f^{(m-1)}=e^{ax}f^{(m)} &\mbox{(from \eqref{eq:9.2.17} with $g=f^{(m-1)}$)}. \end{array}\nonumber

Since f^{(m)}=0, the last equation implies that y=e^{ax}f is a solution of Equation \ref{eq:9.2.16} if f is any polynomial of degree \le m-1. In particular, each function in Equation \ref{eq:9.2.15} is a solution of Equation \ref{eq:9.2.16}. To see that Equation \ref{eq:9.2.15} is linearly independent (and therefore a fundamental set of solutions of Equation \ref{eq:9.2.16}), note that if

c_1e^{ax}+c_2xe^{ax}+c\dots+c_{m-1}x^{m-1}e^{ax}=0 \nonumber

for all x in some interval (a,b), then

c_1+c_2x+c\dots+c_{m-1}x^{m-1}=0 \nonumber

for all x in (a,b). However, we know from algebra that if this polynomial has more than m-1 zeros then c_1=c_2=\cdots=c_n=0.

Example 9.2.5

Find the general solution of

\label{eq:9.2.18} y'''+3y''+3y'+y=0.

Solution

The characteristic polynomial of Equation \ref{eq:9.2.18} is

p(r)=r^3+3r^2+3r+1=(r+1)^3. \nonumber

Therefore Equation \ref{eq:9.2.18} can be written as

(D+1)^3y=0, \nonumber

so Theorem 9.2.1 implies that the general solution of Equation \ref{eq:9.2.18} is

y=e^{-x}(c_1+c_2x+c_3x^2). \nonumber

The proof of the next theorem is sketched in Exercise 9.2.41.

Theorem 9.2.2

If \omega \ne0 and m is a positive integer, then

\begin{array}{rl} \{e^{\lambda x}\cos\omega x, xe^{\lambda x}\cos\omega x, &\dots, x^{m-1}e^{\lambda x}\cos\omega x,\\[4pt] e^{\lambda x}\sin\omega x, xe^{\lambda x}\sin\omega x,& \dots, x^{m-1}e^{\lambda x}\sin\omega x\} \end{array}\nonumber

is a fundamental set of solutions of

[(D-\lambda)^2+\omega^2]^my=0. \nonumber

Example 9.2.6

Find the general solution of

\label{eq:9.2.19} (D^2+4D+13)^3y=0.

Solution

The characteristic polynomial of Equation \ref{eq:9.2.19} is

p(r)=(r^2+4r+13)^3=\left((r+2)^2+9\right)^3. \nonumber

Therefore Equation \ref{eq:9.2.19} can be be written as

[(D+2)^2+9]^3y=0, \nonumber

so Theorem 9.2.2 implies that the general solution of Equation \ref{eq:9.2.19} is

y=(a_1+a_2x+a_3x^2)e^{-2x}\cos3x +(b_1+b_2x+b_3x^2)e^{-2x}\sin3x. \nonumber

Example 9.2.7

Find the general solution of

\label{eq:9.2.20} y^{(4)}+4y'''+6y''+4y'=0.

Solution

The characteristic polynomial of Equation \ref{eq:9.2.20} is

\begin{aligned} p(r)&=r^4+4r^3+6r^2+4r\\[4pt] &=r(r^3+4r^2+6r+4)\\[4pt] &=r(r+2)(r^2+2r+2)\\[4pt] &=r(r+2)[(r+1)^2+1].\end{aligned}\nonumber

Therefore Equation \ref{eq:9.2.20} can be written as

[(D+1)^2+1](D+2)Dy=0. \nonumber

Fundamental sets of solutions of

\left[(D+1)^2+1\right] y=0,\quad (D+2) y=0,\quad \text{and} \quad Dy=0. \nonumber

are given by

\{e^{-x}\cos x,e^{-x}\sin x\},\quad \{e^{-2x}\},\quad \text{and} \quad \{1\}, \nonumber

respectively. Therefore the general solution of Equation \ref{eq:9.2.20} is

y=e^{-x}(c_1\cos x+c_2\sin x)+c_3e^{-2x}+c_4. \nonumber

Example 9.2.8

Find a fundamental set of solutions of

\label{eq:9.2.21} [(D+1)^2+1]^2(D-1)^3(D+1)D^2y=0.

Solution

A fundamental set of solutions of Equation \ref{eq:9.2.21} can be obtained by combining fundamental sets of solutions of

  • \left[(D+1)^{2}+1\right]^{2} y=0
  • (D-1)^{3} y=0
  • (D+1) y=0
  • D^{2} y=0

Fundamental sets of solutions of these equations are given by

  • \{e^{-x} \cos x, x e^{-x} \cos x, e^{-x} \sin x, x e^{-x} \sin x\}
  • \left\{e^{x}, x e^{x}, x^{2} e^{x}\right\}
  • \left\{e^{-x}\right\},
  • \{1, x\}

respectively. These ten functions form a fundamental set of solutions of Equation \ref{eq:9.2.21}.


This page titled 4.4: Higher Order Constant Coefficient Homogeneous Equations is shared under a CC BY-NC-SA 3.0 license and was authored, remixed, and/or curated by Zoya Kravets.

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