Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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230 LESSON 27. HIGHER ORDER EQUATIONS The Homogeneous Equation The solutions we found for second order equations generalize to higher order equations. In fact, the solutions to the homogeneous equation are the functions e rt , te rt ,..., t k−1 e rt where each r is a root of P n (r) with multiplicity k, and these are the only solutions to the homogeneous equation, as we prove in the following two theorems. Theorem 27.3. Let r be a root of P n (r) with multiplicity k. Then e rt , te rt , ..., t k−1 e rt are solutions to the homogeneous equation L n y = 0. Proof. Since r is a root of P n (r), then P n (r) = 0. Hence L n e rt = e rt P n (r) = 0 (27.20) Suppose that r has multiplicity k. Renumber the roots r 1 , r 2 , ..., r n as r 1 , r 2 , ..., r n−k , r, ..., r. Then } {{ } k times P n (x) = a n (x − r 1 )(x − r 2 ) · · · (x − r n−k )(x − r) k (27.21) Let s ∈ {0, 1, 2, ..., k−1} so that s < k is an integer. Then by the polynomial shift property (27.10) and equation (27.21) L n (e rt t s ) = e rt P n (D + r)t s (27.22) because D k (t s ) = 0 for any integer s < k. Theorem 27.4. Suppose that the roots of P n (r) = a n r n + a n−1 r n−1 + · · · + a 0 are r 1 , ..., r k with multiplicities m 1 , m 2 , ..., m k (where m 1 + m 2 + · · · + m k = n). Then the general solution of L n y = 0 is y H = k∑ i=1 m∑ i−1 e rit j=0 C ij t j (27.23) Before we prove theorem 27.3 will consider several examples Example 27.1. Find the general solution of y ′′′ − 3y ′′ + 3y ′ − y = 0 The characteristic equation is r 3 − 3r 2 + 3r − 1 = (r − 1) 3 = 0 (27.24) which has a single root r = 1 with multiplicity 3. The general solution is therefore y = (C 1 + C 2 t + C 3 t 3 )e t (27.25)

231 Example 27.2. Find the general solution of y (4) − 2y ′′ + y = 0 The characteristic equation is 0 = r 4 − 2r 2 + r = (r 2 − 1) 2 = (r − 1) 2 (r + 1) 2 (27.26) The roots are 1 and -1, each with multiplicity 2. Thus the solution is y = e t (C 1 + C 2 t) + e −t (C 3 + C 4 t) (27.27) Example 27.3. Find the general solution of y (4) − y = 0 The characteristic equation is 0 = r 4 − 1 = (r 2 − 1)(r 2 + 1) = (r − 1)(r + 1)(r − i)(r + i) (27.28) There are four distinct roots r = ±1, ±i. The real roots give solutions e ±t ; the complex roots r = 0 ± i give terms sin t and cos t. Hence the general solution is y = C 1 e t + C 2 e −t + C 3 cos t + C 4 sin t (27.29) Example 27.4. Find the general solution of y (4) + y = 0 The characteristic equation is r 4 + 1 = 0. Therefore r = (−1) 1/4 . By Euler’s equation, − 1 = e iπ = e i(π+2kπ) (27.30) hence the four fourth-roots are [ ] i(π + 2kπ) (−1) 1/4 = exp (27.31) 4 ( π = cos 4 + kπ ) ( π + i sin 2 4 + kπ ) , k = 0, 1, 2, 3 (27.32) 2 Therefore r i = ± √ 2 2 ± i √ 2 √ 2 2 = 2 (±1 ± i) = 1 √ 2 (±1 ± i) (27.33) and the general solution of the differential equation is [ y = e t/√ 2 C 1 cos √ t + C 2 sin t ] √ 2 2 + e −t/√ 2 [ C 3 cos t √ 2 + C 4 sin √ t ] 2 (27.34)

231<br />

Example 27.2. F<strong>in</strong>d the general solution of y (4) − 2y ′′ + y = 0<br />

The characteristic equation is<br />

0 = r 4 − 2r 2 + r = (r 2 − 1) 2 = (r − 1) 2 (r + 1) 2 (27.26)<br />

The roots are 1 and -1, each with multiplicity 2. Thus the solution is<br />

y = e t (C 1 + C 2 t) + e −t (C 3 + C 4 t) (27.27)<br />

Example 27.3. F<strong>in</strong>d the general solution of y (4) − y = 0<br />

The characteristic equation is<br />

0 = r 4 − 1 = (r 2 − 1)(r 2 + 1) = (r − 1)(r + 1)(r − i)(r + i) (27.28)<br />

There are four dist<strong>in</strong>ct roots r = ±1, ±i. The real roots give solutions e ±t ;<br />

the complex roots r = 0 ± i give terms s<strong>in</strong> t and cos t. Hence the general<br />

solution is<br />

y = C 1 e t + C 2 e −t + C 3 cos t + C 4 s<strong>in</strong> t (27.29)<br />

Example 27.4. F<strong>in</strong>d the general solution of y (4) + y = 0<br />

The characteristic equation is r 4 + 1 = 0.<br />

Therefore r = (−1) 1/4 . By Euler’s equation,<br />

− 1 = e iπ = e i(π+2kπ) (27.30)<br />

hence the four fourth-roots are<br />

[ ]<br />

i(π + 2kπ)<br />

(−1) 1/4 = exp<br />

(27.31)<br />

4<br />

( π<br />

= cos<br />

4 + kπ ) ( π<br />

+ i s<strong>in</strong><br />

2<br />

4 + kπ )<br />

, k = 0, 1, 2, 3 (27.32)<br />

2<br />

Therefore<br />

r i = ±<br />

√<br />

2<br />

2 ± i √<br />

2<br />

√<br />

2<br />

2 = 2<br />

(±1 ± i) =<br />

1<br />

√<br />

2<br />

(±1 ± i) (27.33)<br />

and the general solution of the differential equation is<br />

[<br />

y = e t/√ 2<br />

C 1 cos √ t + C 2 s<strong>in</strong><br />

t ]<br />

√<br />

2 2<br />

+ e −t/√ 2<br />

[<br />

C 3 cos<br />

t √<br />

2<br />

+ C 4 s<strong>in</strong><br />

√ t ]<br />

2<br />

(27.34)

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