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9/30/2014 Chapter 4 Second-Order Differential Equations 4-1

Chapter 4
Second-Order Differential
Equations
A second-order differential equation is called linear
if it can be written
) ( ) ( ) (
2
2
x r y x q
dx
dy
x p
dx
y d
= + +
where p(x), q(x) and r(x) can be any given functions
of x.
If r(x) = 0 0 ) ( ) (
2
2
= + + y x q
dx
dy
x p
dx
y d
is called homogeneous.
If r(x) = 0 ) ( ) ( ) (
2
2
x r y x q
dx
dy
x p
dx
y d
= + +
is called non-homogeneous.
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-2
Contents
1
L denotes Linear Differential Eq.
C denotes Constant-coefficient Linear Differential Eq.
Solving The Homogeneous Equations
Distinct, Real Roots L,C
1
Equal Roots L,C
Complex Conjugate Roots L,C
Wronskian Test For Linear Independence L

Solving For A Particular Solution
Solution By Undetermined Coefficients L,C
Solution By Variation of Parameters L
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-3
Second-Order Homogeneous
Equations: Constant
Coefficients
In this section, we are interested in solving
homogeneous equations of the form
0
2
2
= + + by
dx
dy
a
dx
y d
where coefficients a and b are constants. Recall that
in the first-order case,
has a solution of the form
0 = + ky
dx
dy
kx
e y

=
To solve Eq. (4.1), let us try, as a possible solution,
(4.1)
x
e y

=
Substituting Eq. (4.2) and its derivatives
x x
e
dx
y d
e
dx
dy

= =
2
2
2
(4.2)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-4
( ) 0
0
2
2
= + +
= + +

b a e
be e a e
x
x x x
Into Eq. (4.1)
Hence, Eq. (4.2) satisfies Eq. (4.1) if is a solution
of the quadratic equation
0
2
= + + b a
which is known as the characteristic equation.
Let
1
and
2
be the roots of the characteristic eq.
2
4
2
2 , 1
b a a
=
and the two solutions to the 2
nd
order homogeneous
Eq. (4.1) are
x x
e y e y
2 1
2 1
and

= =
You may verify this by substituting each solution and
its derivative into Eq. (4.1)
(4.3)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-5
From Eq. (4.3), three possible cases may arise,
depending on the sign of the discriminant a
2
4b.
Case 1: Two distinct, real roots if a
2
4b > 0
Case 2: Equal, real roots if a
2
4b = 0
Case 3: Two complex conjugate roots if a
2
4b < 0
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-6
Two Distinct, Real Roots
In this case,
x x
e y e y
2 1
2 1
and

= =
x x
Be Ae y
2 1

+ =
constitute a basis of solutions of Eq. (4.1) and the
general solution is
To solve
0
2
2
= + + by
dx
dy
a
dx
y d
0
2
= + + b a
The characteristic equation is
For real, distinct roots,
2
4
2
2 , 1
b a a
=
0 4
2
> b a
(4.1)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-7
Example 1: Solve the initial value problem
5 ) 0 ( , 4 ) 0 ( , 0 2
2
2
=
'
= = + y y y
dx
dy
dx
y d
The characteristic equation is given by
1 or 2
0 ) 1 )( 2 (
0 2
2
=
= +
= +
The general solution:
x x
Be Ae y + =
2
Putting in the initial conditions:
5 2
| 2 ) 0 (
4 ) 0 (
0
2
= + =
+ =
'
= + =
=

B A
Be Ae y
B A y
x
x x
Solving, A = 3 and B = 1. Therefore the solution is
x x
e e y + =
2
3
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-8
Example 2: Solve the boundary value problem
0 ) 1 ( , 4 ) 0 ( , 0 4 3
2
2
= = = y y y
dx
dy
dx
y d
The characteristic equation is given by
4 or 1
0 ) 4 )( 1 (
0 4 3
2
=
= +
=
The general solution:
x x
Be Ae y
4
+ =

4 1
1
4 1
4
4 1
4 4
Solving
0 ) 1 (
4 ) 0 (
e e
e
B
e e
e
A
Be Ae y
B A y

=
= + =
= + =

Putting in the boundary conditions

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9/30/2014 Chapter 4 Second-Order Differential Equations 4-9
Equal Roots
In this case, one solution is
x
e y

=
1
( )
x
x x
e Bx A
Bxe Ae y

+ =
+ =
To obtain a second independent solution, let
x
xe xy y

= =
1 2
You may proof that y
2
= xe
x
is also a solution by
substituting y
2
and its derivatives into Eq. (4.1).

Since y
1
= e
x
and y
2
= xe
x
are independent (we will
prove this later) they form the basis for the general
solution, which is
To solve
0
2
2
= + + by
dx
dy
a
dx
y d
0
2
= + + b a
The characteristic equation is
For equal roots,
2 2
4
2
a b a a
=

=
0 4
2
= b a
(4.1)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-10
Example 3: Solve
0 16 8
2
2
= + + y
dx
dy
dx
y d
The characteristic equation is given by
roots) double (Equal, 4
0 ) 4 (
0 16 8
2
2
=
= +
= + +
Hence the basis is
( )
x
e Bx A y
4
+ =
x x
xe e
4 4
and

and the general solution is
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-11
Example 4: Solve the initial value problem
1 ) 0 ( , 3 ) 0 ( , 0 4 4
2
2
=
'
= = + y y y
dx
dy
dx
y d
The characteristic equation is given by
2
0 ) 2 (
0 4 4
2
2
=
=
= +
The general solution:
x
e Bx A y
2
) ( + =
5 1 ) ( 2 ) 0 (
3 ) 0 (
= = + =
'
= =
B A B y
A y
Putting in the boundary conditions
By differentiating
x x
e Bx A Be y
2 2
) ( 2 + + =
'
Therefore the solution is
x
e x y
2
) 5 3 ( =
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-12
) sin( ) cos(
) sin( ) cos(
formula Euler g Usin
) (
) (
nx i nx e
nx i nx e
nx i
nx i
=
+ =
Complex, Conjugate Roots
To solve
0
2
2
= + + by
dx
dy
a
dx
y d
0
2
= + + b a
The characteristic equation is
For complex roots,
0 4
2
< b a
1 = i
The general solution is
( ) | |
| | nx D C i nx D C e
nx i nx D nx i nx C e
e De e Ce
De Ce
De Ce y
mx
mx
inx mx inx mx
x in m x in m
x x
sin ) ( cos ) (
) sin (cos sin cos
) ( ) (
2 1
+ + =
+ + =
+ =
+ =
+ =

+

in m
a b
i
a
b a a
=

=

=
2
4
2
2
4
2
2
2 , 1
| | nx B nx A e y
mx
sin cos + =
(4.1)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-13
Example 5: Solve the boundary value problem
1 )
4
( , 1 ) 0 ( , 0 5 2
2
2
=
t
= = + + y y y
dx
dy
dx
y d
The characteristic equation is given by
i 2 1
0 5 2
2
=
= + +
The general solution:
) 2 sin 2 cos ( x B x A e y
x
+ =

4 4
1
2
sin
2
cos
4
1 1 0 sin 0 cos ) 0 (
t t
= =
|
.
|

\
|
t
+
t
=
|
.
|

\
|
t
= = + =
e B B A e y
A B A y
Putting in the boundary conditions
Therefore the solution is
) 2 sin 2 (cos
4
x e x e y
x t
+ =
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-14
Wronskian Test For
Linear Independence of
Solutions
Consider
0 ) ( ) (
2
2
= + + y x q
dx
dy
x p
dx
y d
Suppose p(x) and q(x) are continuous functions of x
on some interval I, the Wronskian Test is used to
test the independence of the solutions y
1
and y
2
. The
Wronskian is defined
( )
dx
dy
y
dx
dy
y
dx
dy
dx
dy
y y
y y W
1
2
2
1 2 1
2 1
2 1
, = =
Note:
1. Two solutions y
1
and y
2
are linearly
independent (and hence is a basis for the
solution of Eq. (1)), if for some x in interval I,
the Wronskian W = 0.
2. Conversely, y
1
and y
2
are linearly dependent if
and only if W = 0 for some x in I.
3. If W = 0, for some x in I, W 0 on I.
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-15
Example 6:
0
2
2
2
= + y w
dx
y d
iw
w
=
= + 0
2 2
The two solutions are:
wx y wx y sin cos
2 1
= =
The characteristic equation is given by
We want to check for independence of the two
solutions
( )
w
wx wx w
wx w wx w
wx wx
dx
wx d
dx
wx d
wx wx
wx wx W
=
+ =

=
=
) sin (cos
cos sin
sin cos
sin cos
sin cos
sin , cos
2 2
Hence the two solutions are linearly independent on
any interval when w = 0.
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-16
We are now interested in solving nonhomogeneous
equations of the form
) (
2
2
x r by
dx
dy
a
dx
y d
= + +
where r(x) = 0 and coefficients a and b are constants.
The corresponding homogeneous equation is
Nonhomogeneous Equations
0
2
2
= + + by
dx
dy
a
dx
y d
To solve the nonhomogeneous Eq. (4.4), we have to
solve the homogeneous equation Eq. (4.5) and then
find any particular solutions y
p
of Eq. (4.4).
) ( ) ( ) ( x y x y x y
p h
+ =
where y
h
(x) is a general solution of the homogeneous
equation Eq. (4.5).
(4.4)
(4.5)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-17
Example 7: Solve the initial value problem
3 ) 0 ( , 1 ) 0 ( 10 3 4
2
2
2
=
'
= = +

y y e y
dx
dy
dx
y d
x
3 or 1
0 3 4
2
=
= +
First, solve the homogeneous equation.The
characteristic equation is given by
The general solution to the homogeneous equation is
x x
h
Be Ae y
3
+ =
Next, we find a particular solution to the
nonhomogeneous equation. Noting that the RHS is of
the form e
2x
, we try
x
p
Ce y
2
=
Find derivatives
x
p
x
p
Ce
dx
y d
Ce
dx
dy
2
2
2
2
4
2

=
=
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-18
Substituting y
p
and its derivatives into the
nonhomogeneous eq.
x
p
x
x x
x x x x
e y
C e
e Ce
e Ce Ce Ce
2
2
2 2
2 2 2 2
3
2
Therefore
3
2
0
10 15
10 3 8 4

=
= =
=
= + +

The general solution is given by

x x x
p h
e Be Ae
y y y
2 3
3
2

+ + =
+ =
Putting in the initial conditions:
3
3
4
3
|
3
4
3 ) 0 (
1
3
2
) 0 (
0
2 3
= + =
+ =
'
= + + =
=

B A
e Be Ae y
B A y
x
x x x
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-19
Solving,
1 ,
3
4
= = B A
The general solution is
x x x
p h
e e e
y y y
2 3
3
2
3
4

+ =
+ =
Note: The arbitrary constants A and B are solved
only after the general solution y = y
h
+ y
p
is found.
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-20
Solution By Undetermined
Coefficients
This approach is to find the particular solution if the
RHS r(x) is of simple form. Given
) (
2
2
x r by
dx
dy
a
dx
y d
= + +
where a and b are constants, the following rules
apply.
Rule 1: Choose the form of the particular solution
y
p
(x) according to the table given below.
If r(x) equals Choose y
p
(x) equals
x
ke
x
Ce

n
kx
n n
n n
C x C x C x C + + + +

1
1
2 1

)
`

e
e
x k
x k
sin
cos
x D x C e + e sin cos

e
e
o
o
x ke
x ke
x
x
sin
cos
) sin cos ( x D x C e
x
e + e
o
(4.4)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-21
Rule 2: If the choice of y
p
(x) is one of the solutions of
the homogeneous part, multiply y
p
(x) by x (see
Example 9 and 10).
Rule 3: If r(x) is a sum of expressions of the first
column, then let y
p
(x) be the sum of the corresponding
expressions in the second column.
Example 8: Solve
2
2
2
8 4 x y
dx
y d
= +
i 2
0 4
2
=
= +
First, solve the homogeneous equation.The
characteristic equation is given by
The general solution to the homogeneous equation is
x B x A y
h
2 sin 2 cos + =
To find a particular solution, we refer to Rule 1 of
Table. Let
3 2
2
1
C x C x C y
p
+ + =
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-22
Find derivatives
1
2
2
2 1
2
2
C
dx
y d
C x C
dx
dy
p
p
=
+ =
Substituting y
p
and its derivatives into the
nonhomogeneous eq.
( )
1 , 0 , 2
cients, coeffi Comparing
8 4 2
3 2 1
2
3 2
2
1 1
= = =
= + + +
C C C
x C x C x C C
1 2
2
= x y
p
1 2 2 sin 2 cos
2
+ + =
+ =
x x B x A
y y y
p h
The particular solution is
and the general solution is
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-23
Example 9: (Demonstrating Rule 2) Solve
x
e y
dx
dy
dx
y d
= + 2 3
2
2
2 or 1 =
The roots of the characteristic equation is given by
Hence
x x
h
Be Ae y
2
+ =
To find a particular solution, Rule 1 suggests that we
let y
p
= Ce
x
. But we see that e
x
is a solution of the
homogeneous equation. Hence, by Rule 2, let
x
p
Cxe y =
Find derivatives
( ) ( )
x x
p
x x
p
e xe C
dx
y d
e xe C
dx
dy
2 ,
2
2
+ = + =
Substitution gives
( )
x x x x
e Cxe e x C e x C = + + + 2 1 3 ) 2 (
x x x
xe Be Ae y + =
2
Comparing coefficients of e
x
, a general solution is
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-24
Example 10: (Demonstrating Rule 2) Solve
x
e y
dx
dy
dx
y d

= + + 2
2
2
The characteristic equation has a double root = 1
and the solution to the homogeneous equation is
( )
x
h
e Bx A y

+ =
We need y
p
. Rule 1 suggests that we let y
p
= Ce
-x
. But
we see that e
x
is a solution of the homogeneous
equation. Hence, we let y
p
= Cxe
x
. Again, this is a
solution of homogeneous equation. Finally, by Rule
2, we let y
p
= Cx
2
e
-x
.
Find derivatives
( ) ( )
( ) ( ) ( )
( )
x
x x
p
x x x
p
e x x C
e x e x x C
dx
y d
e x x C xe e x C
dx
dy

+ =
+ =
= + =
2 4
2 2 2
2 2
2
2
2
2
2 2
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-25
Substitution gives
2 1
2
) 2 ( 2 ) 2 4 (
2 2 2
=
=
= + + +


C
e Ce
e e Cx e x x C e x x C
x x
x x x x
( )
x x
e x e Bx A y

+ + =
2
2
1
The general solution is
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-26
Solution By Variation Of
Parameters
We have ) ( ) ( ) (
2
2
x r y x q
dx
dy
x p
dx
y d
= + +
with arbitrary functions p, q and r that are continuous
on some interval I. Let y
1
and y
2
be two independent
solutions (their Wronskian = 0) of the homogeneous
equation
0 ) ( ) (
2
2
= + + y x q
dx
dy
x p
dx
y d
Then, the particular solution y
p
(x) can be expressed
in the form
) ( ) ( ) ( ) ( ) (
2 1
x y x v x y x u x y
p
+ =
where u(x) and v(x) satisfy the constraints:
) (
0
2 1
2 1
x r
dx
dy
dx
dv
dx
dy
dx
du
y
dx
dv
y
dx
du
= +
= +
(4.4)
(4.5)
(4.6)
(4.7)
(4.8)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-27
(

=
(
(

(
(

r
dx
dv
dx
du
dx
dy
dx
dy
y y
0
2 1
2 1
Notice that Eq. (4.7) and (4.8) form 2 simultaneous
equations on du/dx and dv/dx. Both equations can be
expressed as a single matrix equation as
u(x) and v(x) can be solved as follows. Let
r
dx
dy
y
W
dx
dy
r
y
W
dx
dy
dx
dy
y y
W
1
1
2 2
2
1
2 1
2 1
0 0
= =
=
Using Cramers rule, the solution to Eq. (4.9) is
(
(
(

=
(
(
(

W
W
W
W
dx
dv
dx
du
2
1
(4.9)
(4.10)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-28
Integrating,
(
(
(

}
}
=
(

dx
W
W
dx
W
W
v
u
2
1
The particular solution is
}
+
}
=
+ =
dx
W
W
x y dx
W
W
x y
x y x v x y x u x y
p
2
2
1
1
2 1
) ( ) (
) ( ) ( ) ( ) ( ) (
(4.11)
(4.12)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-29
Proof: Given
If y
1
and y
2
are two independent solutions of the
homogeneous equation, let the particular solution be
) ( ) ( ) (
2
2
x r y x q
dx
dy
x p
dx
y d
= + +
) ( ) ( ) ( ) ( ) (
2 1
x y x v x y x u x y
p
+ =
Differentiating
|
.
|

\
|
+ +
|
.
|

\
|
+ =
dx
dv
y
dx
dy
v
dx
du
y
dx
dy
u
dx
dy
p
2
2
1
1
Let us impose a constraint of
0
2 1
= +
dx
dv
y
dx
du
y Constraint Eq. (4.7)
Substituting into Eq. (4.14),
dx
dy
v
dx
dy
u
dx
dy
p
2 1
+ =
(4.4)
(4.13)
(4.14)
(4.15)
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-30
Differentiating again,
2
2
2
2
2
1
2
1
2
2
dx
y d
v
dx
dy
dx
dv
dx
y d
u
dx
dy
dx
du
dx
y d
p
+ + + =
Substituting Eq. (4.13), (4.15) and (4.16) into (4.4),
and collecting terms
r
dx
dy
dx
dv
dx
dy
dx
du
qy
dx
dy
p
dx
y d
v qy
dx
dy
p
dx
y d
u
= + +
(
(

+ + +
(
(

+ +
2 1
2
2
2
2
2
1
1
2
1
2
The terms in the square brackets are zero because y
1

and y
2
are solutions of the homogeneous equation. So
Eq. (4.17) becomes
r
dx
dy
dx
dv
dx
dy
dx
du
= +
2 1
which is the second constraint, Eq. (4.8). (Proved)
(4.16)
(4.17)
_______________________________________________________________
9/30/2014 Chapter 4 Second-Order Differential Equations 4-31
Example 11: Solve
x y
dx
y d
sec
2
2
= +
The characteristic equation is
x B x A y
h
sin cos + =
i =
=
= +
1
0 1
2
2
and the solution to the homogeneous equation is
Hence, let
x y x y sin , cos
2 1
= =
x
dx
dy
x
dx
dy
cos , sin
2 1
= =
(

=
(
(

x
dx
dv
dx
du
x x
x x
sec
0
cos sin
sin cos
Then
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-32
1 sec cos
sec sin
0 cos
0
tan sin sec
cos sec
sin 0
0
1 sin cos
cos sin
sin cos
1
1
2
2
2
1
2 2
2 1
2 1
= =

= =
= = = =
= + =

= =
x x
x x
x
r
dx
dy
y
W
x x x
x x
x
dx
dy
r
y
W
x x
x x
x x
dx
dy
dx
dy
y y
W
Let
1
tan
2
1
= =
= =
W
W
dx
dv
x
W
W
dx
du
Integrating
x dx v
x x d
x
dx
x
x
xdx u
= =
= =
= =
}
}
} }
1
cos ln ) (cos
cos
1
cos
sin
tan
Solving the simultaneous equations,
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9/30/2014 Chapter 4 Second-Order Differential Equations 4-33
Therefore,
x x x x
x y x v x y x u y
p
sin cos ln cos
) ( ) ( ) ( ) (
2 1
+ =
+ =
x x x x x B x A y sin cos ln cos sin cos + + + =
and the general solutions is