This section is devoted to an introductory study of higher order linear equations with constant coefficients. This is an extension of the study of order linear equations with constant coefficients (see, Section 8.3).
The standard form of a linear order differential equation with constant coefficients is given by
is a linear differential operator of order with constant coefficients, being real constants (called the coefficients of the linear equation) and the function is a piecewise continuous function defined on the interval We will be using the notation for the derivative of If then (8.6.1) which reduces to
is also a solution of (8.6.2). The solution is called the superposition of and
As in Section 8.3, we first take up the study of (8.6.2). It is easy to note (as in Section 8.3) that for a constant
where,
Note that is of polynomial of degree with real coefficients. Thus, it has zeros (counting with multiplicities). Also, in case of complex roots, they will occur in conjugate pairs. In view of this, we have the following theorem. The proof of the theorem is omitted.
are the linearly independent solutions of (8.6.2).
are linearly independent solutions of (8.6.2), corresponding to the root of
These are complex valued functions of However, using super-position principle, we note that
are also solutions of (8.6.2). Thus, in the case of being a complex root of we have the linearly independent solutions
By inspection, the roots of are So, the linearly independent solutions are and the solution space is
By inspection, the roots of are So, the linearly independent solutions are and the solution space is
By inspection, the roots of are So, the linearly independent solutions are and the solution space is
From the above discussion, it is clear that the linear homogeneous equation (8.6.2), admits linearly independent solutions since the algebraic equation has exactly roots (counting with multiplicity).
is called a general solution of (8.6.2), where are arbitrary real constants.
Then substituting we get
So, is a solution of (8.6.4), if and only if
We turn our attention toward the non-homogeneous equation (8.6.1). If is any solution of (8.6.1) and if is the general solution of the corresponding homogeneous equation (8.6.2), then
is a solution of (8.6.1). The solution involves arbitrary constants. Such a solution is called the GENERAL SOLUTION of (8.6.1).
Solving an equation of the form (8.6.1) usually means to find a general solution of (8.6.1). The solution is called a PARTICULAR SOLUTION which may not involve any arbitrary constants. Solving (8.6.1) essentially involves two steps (as we had seen in detail in Section 8.3).
Step 1: a) Calculation of the homogeneous solution
and
b) Calculation of the particular solution
In the ensuing discussion, we describe the method of undetermined coefficients to determine Note that a particular solution is not unique. In fact, if is a solution of (8.6.1) and is any solution of (8.6.2), then is also a solution of (8.6.1). The undetermined coefficients method is applicable for equations (8.6.1).
A K Lal 2007-09-12