Second Order Linear Dierential

Equations
A second order linear dierential equa-
tion is an equation which can be writ-
ten in the form
y

+p(x)y

+q(x)y = f(x) (1)

where p, q, and f are continuous
functions on some interval I.
The functions p and q are called the
coecients of the equation.
1
The function f is called the forcing
function or the nonhomogeneous term
.
Linear
Set L[y] = y

+p(x)y

+q(x)y.
Then, for any two twice dierentiable
functions y
1
(x) and y
2
(x),
L[y
1
(x) +y
2
(x)] = L[y
1
(x)] +L[y
2
(x)]
and, for any constant c,
L[cy(x)] = cL[y(x)].
That is, L is a linear dierential
operator.
2
Existence and Uniqueness
THEOREM Given the second order
linear equation (1). Let a be any
point on the interval I, and let and
be any two real numbers. Then the
initial-value problem
y

+p(x) y

+q(x) y = f(x),
y(a) = , y

(a) =
has a unique solution.
3
Homogeneous/Nonhomogeneous
Equations
The linear dierential equation
y

+p(x)y

+q(x)y = f(x) (1)

is homogeneous if the function f on
the right side is 0 for all x I. In
this case, the equation becomes
y

+p(x) y

+q(x) y = 0.
(1) is nonhomogeneous if f is not
the zero function on I.
4
Homogeneous Equations
y

+p(x) y

+q(x) y = 0 (H)
where p and q are continuous func-
tions on some interval I.
Trivial Solution The zero function,
y(x) = 0 for all x I, ( y 0) is
a solution of (H). (y 0 implies y

0 and y

0). The zero solution is

called the trivial solution. Any other
solution is a nontrivial solution.
5
Basic Theorems
THEOREM 1 If y = y(x) is a solu-
tion of (H) and if C is any real num-
ber, then
u(x) = Cy(x)
is also a solution of (H).
Any constant multiple of a solution of
(H) is also a solution of (H).
6
THEOREM 2 If y = y
1
(x) and
y = y
2
(x) are any two solutions of
(H), then
u(x) = y
1
(x) +y
2
(x)
is also a solution of (H).
The sum of any two solutions of (H) is
also a solution of (H). (Some call this
property the superposition principle).
7
DEFINITION (Linear Combinations)
Let f = f(x) and g = g(x) be func-
tions dened on some interval I, and
let C
1
and C
2
be real numbers. The
expression
C
1
f(x) +C
2
g(x)
is called a linear combination of f
and g.
8
THEOREM 3 If y = y
1
(x) and
y = y
2
(x) are any two solutions of
(H), and if C
1
and C
2
are any two
real numbers, then
y(x) = C
1
y
1
(x) +C
2
y
2
(x)
is also a solution of (H).
Any linear combination of solutions of
(H) is also a solution of (H).
9
NOTE: y(x) = C
1
y
1
(x) + C
2
y
2
x is
a two-parameter family which looks
like the general solution. Is it???
Example: y

1
x
y

15
x
2
y = 0
a. y
1
(x) = x
5
, y
2
(x) = 3x
5
y = C
1
x
5
+C
2
(3x
5
)
b. y
1
(x) = x
5
, y
2
(x) = x
3
y = C
1
x
5
+C
2
x
3
10
DEFINITION: Wronskian
Let y = y
1
(x) and y = y
2
(x) be solu-
tions of (H). The function W dened
by
W[y
1
, y
2
](x) = y
1
(x)y

2
(x) y
2
(x)y

1
(x)
is called the Wronskian of y
1
, y
2
.
Determinant notation:
W(x) = y
1
(x)y

2
(x) y
2
(x)y

1
(x)
=

y
1
(x) y
2
(x)
y

1
(x) y

2
(x)

11
THEOREM 4 Let y = y
1
(x) and
y = y
2
(x) be solutions of equation (H),
and let W(x) be their Wronskian. Ex-
actly one of the following holds:
(i) W(x) = 0 for all x I and y
1
is
a constant multiple of y
2
or vv.
(ii) W(x) = 0 for all x I and
y = C
1
y
1
(x) +C
2
y
2
(x)
is the general solution of (H)
12
Fundamental Set; Solution basis
DEFINITION A pair of solutions
y = y
1
(x), y = y
2
(x)
of equation (H) forms a fundamental
set of solutions (also called a solution
basis) if
W[y
1
, y
2
](x) = 0 for all x I.
13
Homogeneous Equations with Con-
stant Coecients
y

+ay

+by = 0 (1)
where a and b are constants.
Solutions: y = e
rx
is a solution if and only if
r
2
+ar +b = 0 (2)
Equation (2) is called the character-
istic equation of equation (1)
14
The solutions of the dierential equa-
tion (1) depend on the roots of its
characteristic equation (2).
1. (2) has two, distinct real roots,
r
1
= , r
2
= .
2. (2) has only one real root, r = .
3. (2) has complex conjugate roots,
r
1
= +i , r
2
= i , = 0.
15
Case I: (2) has two, distinct real roots,
r
1
= , r
2
= . Then
y
1
(x) = e
x
and y
2
(x) = e
x
are solutions of (1). = , y
1
and
y
2
are not constant multiples of each
other, {y
1
, y
2
} is a fundamental set,
W[y
1
, y
2
] = ( )e
(+)x
= 0,
and
y = C
1
e
x
+C
2
e
x
is the general solution.
16
Example: Find the general solution
of
y

2y

15y = 0.
Answer: y = C
1
e
5x
+C
2
e
3x
.
17
Case II: The characteristic equation
has only one real root, r = ; ( is
a double root). Then
y
1
(x) = e
x
and y
2
(x) = x e
x
are linearly independent solutions of equa-
tion (1) and
y = C
1
e
x
+C
2
x e
x
is the general solution.
18
Example: Find the general solution
of
y

+6y

+9y = 0.
Answer: y = C
1
e
3x
+C
2
xe
3x
.
19
Case III: The characteristic equation
has complex conjugate roots:
r
1
= +i , r
2
= +i , = 0
In this case
y
1
(x) = e
x
cos x, y
2
(x) = e
x
sin x
are linearly independent solutions of equa-
tion (1) and
y = C
1
e
x
cos x +C
2
e
x
sin x
is the general solution.
20
Example: Find the general solution
of
y

4y

+13y = 0.
Answer: y = C
1
e
2x
cos 3x+C
2
e
2x
sin 3x.
21
Examples:
1. Find the general solution of
y

+6y

+8y = 0.
2. Find the general solution of
y

10y

+25y = 0.
3. Find the solution of the initial-value
problem
y

4y

+8y = 0, y(0) = 1, y

(0) = 2.
22
4. Find the dierential equation that
has
y = C
1
e
2x
+C
2
e
3x
as its general solution.
5. y = 5xe
4x
is a solution of a sec-
ond order homogeneous equation with
constant coecients.
a. What is the equation?
b. What is the general solution?
23
6. y = 4e
2x
sin 3x is a solution of
a second order homogeneous equation
with constant coecients.
a. What is the equation?
b. What is the general solution?
24
Second Order Nonhomogeneous
Equations
y

+p(x)y

+q(x)y = f(x) (N)

The corresponding homogeneous equation
y

+p(x)y

+q(x)y = 0 (H)
is called the reduced equation of (N).
25
General Results
THEOREM 1. If
z = z
1
(x) and z = z
2
(x)
are solutions of equation (N), then
y(x) = z
1
(x) z
2
(x)
is a solution of equation (H).
THEOREM 2. Let
y = y
1
(x) and y = y
2
(x)
be linearly independent solutions of the reduced
equation (H) and let z = z(x) be a particular
solution of (N). Then
y(x) = C
1
y
1
(x) +C
2
y
2
(x) +z(x)
is the general solution of (N).
26
The general solution of (N) consists of the gen-
eral solution of the reduced equation (H) plus
a particular solution of (N):
y = C
1
y
1
(x) +C
2
y
2
(x)
. .
general solution of (H)
+ z(x).
. .
part. soln. of (N)
To nd the general solution of (N) you need
to nd:
(i) a linearly independent pair of solutions y
1
, y
2
of the reduced equation (H), and
(ii) a particular solution z of (N).
27
THEOREM (Superposition Principle) If z =
z
f
(x) and z = z
g
(x) are particular solutions
of
y

+p(x)y

+q(x)y = f(x)
and
y

+p(x)y

+q(x)y = g(x)
respectively, then
z(x) = z
f
(x) +z
g
(x)
is a particular solution of
y

+p(x)y

+q(x)y = f(x) +g(x).

28
Variation of Parameters
Let y = y
1
(x) and y = y
2
(x) be independent
solutions of the reduced equation (H) and let
W(x) = W(x) = y
1
y

2
y
2
y

1
be their Wronskian.
Set z(x) = y
1
(x)u(x) +y
2
(x)v(x)
where
u

(x) =
y
2
(x)f(x)
W(x)
dx, v

(x) =
y
1
(x)f(x)
W(x)
dx,
Then, z is a particular solution of the nonho-
mogeneous equation (N).
29
That is,
u(x) =
_
y
2
(x)f(x)
W(x)
dx,
v(x) =
_
y
1
(x)f(x)
W(x)
dx,
and
z(x) =
y
1
(x)
_
y
2
(x)f(x)
W(x)
dx + y
2
(x)
_
y
1
(x)f(x)
W(x)
dx
is a particular solution of (N).
30
Examples:
1. {y
1
(x) = x
2
, y
2
(x) = x
4
} is a fundamental
set of solutions of the reduced equation of
y

5
x
y

+
8
x
2
y = 4x
3
Find a particular solution z of the equation.
Answer: z(x) =
4
3
x
5
31
2. {y
1
(x) = e
2x
, y
2
(x) = e
3x
} is a funda-
mental set of solutions of the reduced equation
of
y

+y

6y = 3e
2x
Find the general solution of the equation.
Answer: y(x) = C
1
e
2x
+C
2
e
3x
+
3
5
x e
2x
32
Undetermined Coecients
A particular solution of y

+ay

+by = f(x) :
If f(x) = ce
rx
set z(x) = Ae
rx
Example: Find a particular solution of
y

5y

+6y = 7e
4x
.
Set
z = Ae
4x
where A is to be determined
Answer: z =
1
6
e
4x
.
The general solution of the dierential equa-
tion is:
y = C
1
e
2x
+C
2
e
3x
+
1
6
e
4x
.
33
If f(x) = c cos x, d sin x,
or c cos x +d sin x
set z(x) = A cos x +B sin x
Example: Find a particular solution of
y

2y

+y = 3cos 2x.
Set
z = Acos 2x +Bsin 2x
where A, B are to be determined
Answer: z =
9
25
cos 2x
12
25
sin 2x.
The general solution of the dierential equa-
tion is:
y = C
1
e
x
+C
2
xe
x

9
25
cos 2x
12
25
sin 2x.
34
Example: Find a particular solution of
y

2y

+5y = 2cos 3x 4sin 3x +7

Set
z = Acos 3x +Bsin 3x +C
where A, B, C are to be determined.
Answer: z =
8
13
cos 3x +
1
13
sin 3x +
7
5
.
35
If f(x) = ce
x
cos x, de
x
sin x
or ce
x
cos x +de
x
sin x
set z(x) = Ae
x
cos x +Be
x
sin x
Example: Find a particular solution of
y

+9y = 4e
x
sin 2x.
Set
z = Ae
x
cos 2x +Be
x
sin 2x
where A, B are to be determined.
Answer: z =
2
13
e
x
cos 2x +
6
13
e
x
sin 2x.
36
A Diculty: The trial solution z is a solution
of the reduced equation.
Examples:
1. Find a particular solution of
y

6y

+8y = 3e
2x
.
2. Find a particular solution of
y

6y

+9y = 5e
3x
.
3. Find a particular solution of
y

+4y = 4cos 2x.

Answers:
z
1
=
3
2
x e
2x
z
2
=
5
2
x
2
e
3x
z
3
= x sin 2x +
1
4
cos 2x
37
The Method of Undetermined
Coecients
A. Applies only to equations of the form
y

+ay

+by = f(x)
where a, b are constants and f is an ex-
ponential function.
38
B. Basic Case: If:
f(x) = ae
rx
set z = Ae
rx
.
f(x) = c cos x, d sin x, or
c cos x +d sin x,
set z = Acos x +Bsin x.
f(x) = ce
x
cos x, de
x
sin x or
ce
x
cos x +de
x
sin x,
set z = Ae
x
cos x +Be
x
sin x.
Note: If z satises the reduced equation, try
xz; if xz also satises the reduced equation,
then x
2
z will give a particular solution.
39
C. General Case:
If
f(x) = p(x)e
rx
where p is a polynomial of degree n, then
set z = P(x)e
rx
where P is a polynomial of degree n with
undetermined coecients.
Example: Find a particular solution of
y

6y = (2x
2
1)e
2x
.
Set z = (Ax
2
+Bx +C)e
2x
.
Answer: z =
_

1
2
x
2

3
4
x
9
16
_
e
2x
.
40
If
f(x) = p(x) cos x +q(x) sin x
where p, q are polynomials of degree n, then
set z = P(x) cos x +Q(x) sin x
where P, Q are polynomials of degree n with
undetermined coecients.
Example: Find a particular solution of
y

2y

3y = x cos 2x +(3x 1) sin 2x.

Set z = (Ax +B) cos 2x +(Cx +D) sin 2x.
Answer:
z =
1
169
(13x46) cos 2x
1
169
(65x9) sin 2x.
41
If
f(x) = p(x)e
x
cos x +q(x)e
x
sin x
where p, q are polynomials of degree n, then
set z = P(x)e
x
cos x +Q(x)e
x
sin x
where P, Q are polynomials of degree n with
undetermined coecients.
Example: Find a particular solution of y

+
4y = 2x e
x
cos x.
Answer:
z =
1
25
(10x 7)e
x
cos x +
1
25
(5x 1)e
x
sin x.
42
Note: If any part of z satises the reduced
equation, try xz; if any part of xz also satises
the reduced equation, then x
2
z will give a
particular solution.
43
Examples
Give the form of a particular solution of the
dierential equation:
1. y

4y

5y = 2cos 3x 5e
5x
+4.
2. y

+8y

+16y = 2x 1 +7e
4x
.
3. y

+y = 4sin x cos 2x +2e

2x
.
Answers:
z
1
= Acos 3x +Bsin 3x +Cxe
5x
+D.
z
2
= Ax +B +Cx
2
e
4x
.
z
3
= Ax cos x+Bx sin x+C cos 2x+Dsin 2x+Ee
2x
.
44
Summary:
1. Variation of parameters:
Can be applied to any linear nonhomogeneous
equations, but
requires a fundamental set of solutions of the
reduced equation.
2. Undetermined coecients:
Is limited to linear nonhomogeneous equations
with constant coecients, and
f must be an exponential function, i.e.,
f(x) = ae
rx
, f(x) = c cos x +d sin x,
f(x) = ce
x
cos x +de
x
sin x
45
In cases where both methods are applicable,
the method of undetermined coecients is usu-
ally more ecient and, hence, the preferable
method.
Vibrating Mechanical Systems
Undamped, Free Vibrations
Hookes Law: The restoring force of a spring
is proportional to the displacement:
F = ky, k > 0.
Newtons Second Law: Force equals mass
times acceleration:
F = ma = m
d
2
y
dt
2
.
Mathematical model:
m
d
2
y
dt
2
= ky
which can be written
d
2
y
dt
2
+
2
y = 0
where =
_
k/m.
46
The general solution of this equation is:
y = C
1
sin t +C
2
cos t
which can be written
y = Asin(t +).
A is called the amplitude, is called the
phase shift.
47
Damped, Free Vibrations A resistance force
R proportional to the velocity v = y

and
acting in a direction opposite to the motion:
R = cy

with c > 0.
Force Equation:
F = ky(t) cy

(t).
Newtons Second Law: F = ma = my

Mathematical Model:
my

(t) = ky(t) cy

(t)
or
y

+
c
m
y

+
k
m
y = 0 (c, k, m constant)
48
Characteristic equation:
r
2
+
c
m
r +
k
m
= 0.
Roots
r =
c
_
c
2
4km
2m
.
There are three cases to consider:
c
2
4km < 0,
c
2
4km > 0,
c
2
4km = 0.
49
Case 1: c
2
4km < 0. Complex roots:
(Underdamped)
r
1
=
c
2m
+i, r
2
=
c
2m
i
where =
_
4kmc
2
2m
.
General solution:
y = e
(c/2m)t
(C
1
cos t +C
2
sin t)
or
y(t) = Ae
(c/2m)t
sin(t +
0
)
where A and
0
are constants, A > 0,
0

[0, 2). The motion is oscillatory.
50
Underdamped Case:
51
Case 2: c
2
4km > 0. Two distinct real
roots:
(Overdamped)
r
1
=
c +
_
c
2
4km
2m
, r
2
=
c
_
c
2
4km
2m
.
General solution:
y(t) = y = C
1
e
r
1
t
+C
2
e
r
2
t
.
The motion is nonoscillatory.
Since
_
c
2
4km <
_
c
2
= c,
r
1
and r
2
are both negative and y(t) 0
as t .
52
Case 3: c
2
4km = 0. One real root:
(Critically Damped)
r
1
=
c
2m
,
General solution:
y(t) = y = C
1
e
(c/2m) t
+C
2
t e
(c/2m) t
.
The motion is nonoscillatory and y(t) 0 as
t .
53
Overdamped and Critically Damped Cases:
54
Forced Vibrations
Apply an external force G to an undamped,
freely vibrating system
Force Equation:
F = ky +G.
Mathematical Model:
my

= ky +G or y

+
k
m
y =
G
m
,
a nonhomogeneous equation.
55
A periodic external force:
G = F
0
cos t,
F
0
and positive constants.
Force Equation:
F = kx +F
0
cos t
Mathematical Model:
y

+
k
m
y =
F
0
m
cos t
or
y

+
2
y =
F
0
m
cos t
where =
_
k/m.
/2 is called the natural frequency of the
system, /2 is called the applied frequency.
56
Case 1: = .
y

+
2
y =
F
0
m
cos t
General solution, reduced equation:
y = Asin(t +
0
).
Form of particular solution (undetermined co-
ecients):
z = Acos t +Bsin t.
A particular solution:
z =
F
0
/m

2
cos t.
General solution:
y = Asin(t +
0
) +
F
0
/m

2
cos t.
57
Case 2: = .
y

+
2
y =
F
0
m
cos t
General solution, reduced equation:
y = Asin(t +
0
).
Form of particular solution (undetermined co-
ecients):
z = At cos t +Bt sin t.
A particular solution:
F
0
2m
t sin t.
General solution:
y = Asin(t +
0
) +
F
0
2m
t sin t.
Resonance: Unbounded oscillation!
58
Resonance
y = Asin(t +
0
) +
F
0
2m
t sin t.
59