Ordinary and Partial Dierential Equations

Lecture 5. Linear second-order dierential equations with variable coecients

Homogeneous and nonhomogeneous equations. Cauchy-Euler equations.
Bibliography: Nagle, Sna, Sieder - Fundamentals of DEs and BVPs (6th ed.) - sections 4.7 - 4.8
INTRODUCTION
A general second-order dierential equation with variable coecients is of the form
a2 (t)y + a1 (t)y + a0 (t)y = f (t)

(1)

y + p(t)y + q(t)y = g(t)

(2)

or, written in the standard form

Existence and Uniqueness Theorem:

If the function p(t), q(t) and g(t) are continuous on an interval (a, b) that contains the point t0 , then for
any choice of the initial values y0 and y1 , there exists a unique solution on the interval (a, b) of the IVP:
y + p(t)y + q(t)y = g(t)

y(t0 ) = y0

y (t0 ) = y1 .

(3)

HOMOGENEOUS EQUATIONS
A condition for the linear independence of solutions:
Two solutions y1 (t) and y2 (t) (dened on the interval I) of the homogeneous dierential equation
y + p(t)y + q(t)y = 0

(4)

are linearly independent if and only if the Wronskian



 y (t) y2 (t) 
 = y1 (t)y2 (t) y2 (t)y1 (t)
W [y1 , y2 ](t) =  1
y1 (t) y2 (t) 
is non-zero on the whole interval I.
If two linearly independent solutions y1 (t) and y2 (t) of the homogeneous equation (4) are known, the
general solution of the homogeneous equation (4) is y(t) = c1 y1 (t) + c2 y2 (t).
In general, nding two linearly independent solutions is not an easy task. However, if one particular
solution y1 (t) of the homogeneous equation (4) is known, a second linearly independent solution y2 (t)
may be found using the Reduction of Order method.
Reduction of Order:
Let y1 (t) a non-trivial solution of the homogeneous equation (4). A second, linearly independent solution
y2 (t) of eq. (4) can be found of the form y2 (t) = v(t)y1 (t), where the function v(t) is determined by
replacing y2 in eq. (4), leading to a rst-order dierential equation in v (t).
NON-HOMOGENEOUS EQUATIONS
A general solution of the non-homogeneous equation (2) on an interval I can be written as
hom
y = yp + ygen
hom
where yp is a particular solution of the non-homogeneous equation (2) and ygen
is the general solution
on I of the associated homogeneous equation (4).
hom
If the general solution ygen
of the homogeneous equation (4) is known, a particular solution yp of the
non-homogeneous equation (2) can be found using the method of Variation of Parameters.

c 2011/2012 Eva Kaslik - West University of Timisoara, Romania

CAUCHY-EULER (EQUIDIMENSIONAL) EQUATIONS

A Cauchy-Euler equation is a second-order dierential equation of the form:
at2 y + bty + cy = f (t)

(5)

where a, b, c are real constants.

Homogeneous Cauchy-Euler Equations
A homogeneous Cauchy-Euler equation is of the form
at2 y + bty + cy = 0

(6)

where a, b, c R.
looking for solutions of the form y = tr of eq. (6) we obtain the associated characteristic equation:
ar2 + (b a)r + c = 0
Method for nding the general solution of the homogeneous equation (6):
nd the roots r1 , r2 of the auxiliary equation (7);
if r1 , r2 R and r1 = r2 , then y(t) = c1 tr1 + c2 tr2 is the general solution of (6);
if r1 = r2 = r then y(t) = tr (c1 + c2 ln t) is the general solution of (6);
if r1 = r2 = + i C \ R then y(t) = t (c1 cos( ln t) + c2 sin( ln t)) is the solution of (6),
where c1 and c2 are arbitrary real constants.

(7)