Second Order Homogeneous Linear Differential Equation

Linear Differential Equations of Second

Order
The

general second order Linear Differential

Equation is
d2y
dy
P( x) Q( x) y R ( x)
2
dx
dx

or

y P ( x) y Q ( x ) y R ( x) (1)

x
where P(x) ,Q(x) and R (x) are functions of
only.

 The term R(x) in the above equation is isolated

from others and written on right side because it
does not contain the dependent variable y or any of
its derivatives.
If R(x) is Zero then,

y P( x) y Q( x) y 0 (2)

The solution of eq.(2) which is homogeneous linear

differential equation is given by,

y c1 y1 c2 y2

where c1 and c2 are arbitary constants

Two solutions are linearly independent .Their linear
combination provides an infinity of new solutions.
Wronskian test - Test whether two solutions of a
homogeneous differential equation are linearly
y1 , y2

independent.
Define: Wronskian of solutions

to be the 2

by
W (2x)determinant
y1 ( x) y2 ( x ) y1 ( x ) y2 ( x)

y1 ( x)

y1 ( x)

y2 ( x )
y2 ( x)

 Example:- y1 ( x) cos x, y2 ( x) sin x

are solutions of

y y 0
y1 ( x)
W ( x)
y1 ( x)

y2 ( x )
cos x sin x

y2 ( x) sin x cos x

cos 2 x sin 2 x 1 0

y1 , y2 :linearly independent.
Reduction of Order
A method for finding the second independent
homogeneous solution y2 when given the first one y1 .

Let y2 ( x) u ( x) y1 ( x)

y2 u y1 uy1, y2 u y1 2u y1 uy1
Substituting into y P( x) y Q( x) y 0

u y1 2u y1 uy1 P[u y1 uy1 ] Quy1 0

u y1 u [2 y1 Py1 ] u[ y1 Py1 Qy1 ] 0
u y1 u [2 y1 Py1 ] 0
2 y1 Py1
u
u 0 u G ( x)u 0
y1
Let

v u v G ( x )v 0

v ( x ) ce

G ( x ) dx
6

let c = 1,
u ( x)

G ( x ) dx

u ve
0

G ( x ) dx

dx

y2 ( x ) u ( x) y1 ( x) y1 ( x ) e

G ( x ) dx

dx

Q W ( x) y1 y2 y1 y2 y1 (uy1 u y1 ) y1uy1
y1uy1 y1u y1 y1uy1 u y12 vy12 0

y1 , y2 uy1

: independent solutions
Example 2.4: y 4 y 4 y 0, (3)
y ( x) e: 2ax solution
2 x
y
(
x
)

u
(
x
)
y
(
x
)

u
(
x
)
e
Let 2
1
7

 y2 u e 2 x 2e 2 xu , y2 ue 2 x 4e 2 x u 4u e 2 x

Substituting into (3),

ue2 x 4e2 xu 4ue 2 x 4(ue2 x 2e 2 xu ) 4ue 2 x 0

ue 2 x 0, Q e 2 x 0, u 0, u ( x) cx d

take c = 1, d = 0

u ( x) x

y2 ( x) u ( x)e 2 x xe 2 x

e 2 x
xe 2 x
4 x
Q W ( x)

e
0
2 x
2 x
2 x
2e
e 2 xe
y1 e 2 x , y2 xe 2 x
: independent
The general solution:

y ( x) c1e 2 x c2 xe 2 x

Second order Linear Homogeneous Differential

Equations with constant coefficients

y ay by 0

a,b are numbers ------(4)

mx
y
(
x
)

e
Let
Substituting into (4) m 2 emx amemx be mx 0

m 2 am b 0 ( Auxilliary Equation)
m1, m 2 (a a 2 4b ) / 2 --------(5)

The general solution of homogeneous D.E. (4) is

obtained depending on the nature of the two roots of the
auxilliary equation as follows :

Case 1 : Two distinct real roots if and only if a 2 4b 0

in this case we get two solutions e m1x & e m2 x

Solution is y ( x) c1e
Case 2 : Equal real roots if

m1 x

c2 e

m2 x

a 2 4b 0

Solution is y ( x) c1emx c2 xe mx

(c1 c2 x )e mx

Case 3 : Distinct complex roots if and only

a 2 if
4b 0
In this case m1 m 2 & can be written in the
form of p iq
px

y ( x ) e [c1 cos qx c2 sin qx ]

Case Roots

Basis of
solutions

General
Solution

Distinct real m1
and m2

em1x, em2x

c1em1x+c2em2x

Repeated root m

emx, xemx

c1emx+c2xemx

Complex roots
m1=p+iq,
m2=piq

e(p+iq)x, e(piq)x

epx(c1cos
qx+c2sin qx)

(6)
Example for Case 1 : y y 6 y 0
mx
Lety ( x) e
then,y me mx , y m 2 e mx

From (6) , m 2 e mx me mx 6e mx 0 m 2 m 6 0
( m 2)( m 3) 0

The general solution:

m1 2,

m2 3

y ( x) c1e 2 x c2 e3 x

Example for Case 2 :y 6 y 9 y 0

2
2
m

6
m

(
m

3)
0
Characteristic eq. :

The repeated root:

The general solution:

m3

y ( x ) (c1 c2 x )e

3x

2
y

6
y

0
Example for Case 3 :
2
m
2m 6 0
Characteristic equation:

Roots: m1 1

5i, m2 1

( 1
y
(
x
)

c
e
The general solution:
1

5i ) x

5i
c2e( 1

5i ) x