Second-Order Linear Differential Equations

A second-order linear differential equation has the form d 2y dx 2 dy dx

Px

Qx

Rxy

Gx

where P, Q, R, and G are continuous functions. We saw in Section 7.1 that equations of this type arise in the study of the motion of a spring. In Additional Topics: Applications of Second-Order Differential Equations we will further pursue this application as well as the application to electric circuits. In this section we study the case where G x 0, for all x, in Equation 1. Such equations are called homogeneous linear equations. Thus, the form of a second-order linear homogeneous differential equation is d 2y dx 2 dy dx

Px

Qx

Rxy

If G x 0 for some x, Equation 1 is nonhomogeneous and is discussed in Additional Topics: Nonhomogeneous Linear Equations. Two basic facts enable us to solve homogeneous linear equations. The rst of these says that if we know two solutions y1 and y2 of such an equation, then the linear combination y c1 y1 c2 y2 is also a solution.

3 Theorem If y1 x and y2 x are both solutions of the linear homogeneous equation (2) and c1 and c2 are any constants, then the function

y x is also a solution of Equation 2.

c1 y1 x

c2 y2 x

Proof Since y1 and y2 are solutions of Equation 2, we have

P x y1 and P x y2

Q x y1 Q x y2

R x y1 R x y2

0 0

Therefore, using the basic rules for differentiation, we have Pxy Qxy Rxy c2 y2 c2 y2 Q x y1 0 Q x c1 y1 Q x c1 y1 R x y1 c2 y2 c2 y2 R x c1 y1 R x c1 y1 Q x y2 c2 y2 c2 y2 R x y2

P x c1 y1 P x c1 y1 c1 P x y1 c1 0 Thus, y c1 y1 c2 0

c2 P x y2

c2 y2 is a solution of Equation 2.

The other fact we need is given by the following theorem, which is proved in more advanced courses. It says that the general solution is a linear combination of two linearly independent solutions y1 and y2. This means that neither y1 nor y2 is a constant multiple of the other. For instance, the functions f x x 2 and t x 5x 2 are linearly dependent, x x but f x xe are linearly independent. e and t x
1

2 SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

4 Theorem If y1 and y2 are linearly independent solutions of Equation 2, and P x is never 0, then the general solution is given by

y x

c1 y1 x

c2 y2 x

where c1 and c2 are arbitrary constants. Theorem 4 is very useful because it says that if we know two particular linearly independent solutions, then we know every solution. In general, it is not easy to discover particular solutions to a second-order linear equation. But it is always possible to do so if the coefcient functions P, Q, and R are constant functions, that is, if the differential equation has the form
5

ay

by

cy

where a, b, and c are constants and a 0. Its not hard to think of some likely candidates for particular solutions of Equation 5 if we state the equation verbally. We are looking for a function y such that a constant times its second derivative y plus another constant times y plus a third constant times y is equal to 0. We know that the exponential function y e rx (where r is a constant) has the propre rx. Furthermore, y r 2e rx. erty that its derivative is a constant multiple of itself: y rx If we substitute these expressions into Equation 5, we see that y e is a solution if ar 2e rx or But e rx is never 0. Thus, y
6

bre rx br

ce rx c e rx

0 0

ar 2

e rx is a solution of Equation 5 if r is a root of the equation ar 2 br c 0

Equation 6 is called the auxiliary equation (or characteristic equation) of the differenby cy 0. Notice that it is an algebraic equation that is obtained tial equation ay from the differential equation by replacing y by r 2, y by r, and y by 1. Sometimes the roots r1 and r 2 of the auxiliary equation can be found by factoring. In other cases they are found by using the quadratic formula:
7

r1

sb 2 2a

4ac

r2

sb 2 2a

4ac

We distinguish three cases according to the sign of the discriminant b 2

CASE I

4ac.

b2 4ac 0 In this case the roots r1 and r 2 of the auxiliary equation are real and distinct, so y1 e r 1 x and y2 e r 2 x are two linearly independent solutions of Equation 5. (Note that e r 2 x is not a constant multiple of e r 1 x.) Therefore, by Theorem 4, we have the following fact. If the roots r1 and r 2 of the auxiliary equation ar 2 unequal, then the general solution of ay by cy
8

br 0 is

0 are real and

c1 e r 1 x

c2 e r 2 x

SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS 3

In Figure 1 the graphs of the basic solutions e 3 x of the differential f x e 2 x and t x equation in Example 1 are shown in black and red, respectively. Some of the other solutions, linear combinations of f and t , are shown in blue.

EXAMPLE 1 Solve the equation y

SOLUTION The auxiliary equation is

6y

0.

r2 whose roots are r tial equation is 2,

2 r

3. Therefore, by (8) the general solution of the given differeny c1 e 2x c2 e

3x

8 5f+g f+5g f+g f _1 f-g _5 g g-f 1

We could verify that this is indeed a solution by differentiating and substituting into the differential equation.
EXAMPLE 2 Solve 3

FIGURE 1

d 2y dx 2

dy dx

0. r 1 0 we use the quadratic

SOLUTION To solve the auxiliary equation 3r 2

formula: r 1 6 s13

Since the roots are real and distinct, the general solution is y
CASE II

c1 e (

1 s13 ) x 6

c2 e (

1 s13 ) x 6

b 2 4 ac 0 In this case r1 r2 ; that is, the roots of the auxiliary equation are real and equal. Lets denote by r the common value of r1 and r 2. Then, from Equations 7, we have
9

b 2a

so

2ar

0 xe rx is also

We know that y1 a solution: ay2

e rx is one solution of Equation 5. We now verify that y2 by2 cy2 a 2re rx 2ar 0 e rx r 2xe rx b e rx 0 xe rx ar 2 0 b e rx br rxe rx c xe rx cxe rx

The rst term is 0 by Equations 9; the second term is 0 because r is a root of the auxiliary equation. Since y1 e rx and y2 xe rx are linearly independent solutions, Theorem 4 provides us with the general solution.

If the auxiliary equation ar 2 br c by cy 0 is general solution of ay

10

0 has only one real root r, then the c2 xe rx

c1 e rx

EXAMPLE 3 Solve the equation 4y

SOLUTION The auxiliary equation 4r 2

12y 12r 2r 3

9y 9
2

0. 0 can be factored as 0

4 SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

Figure 2 shows the basic solutions xe 3x 2 in f x e 3x 2 and t x Example 3 and some other members of the family of solutions. Notice that all of them approach 0 as x l .

so the only root is r

3 2

. By (10) the general solution is y c1 e

3x 2

c2 xe

3x 2

f-g 8 f 5f+g f+5g _2 f+g g _5 2 g-f

b 2 4ac 0 In this case the roots r1 and r 2 of the auxiliary equation are complex numbers. (See Appendix I for information about complex numbers.) We can write
CASE III

r1

r2

i b 2a , s4ac b 2 2a .] Then,

where and are real numbers. [In fact, using Eulers equation ei cos

FIGURE 2

i sin

from Appendix I, we write the solution of the differential equation as y C1 e r 1 x C1 e e e

x x x

C2 e r 2 x cos x

C1 e i sin x

C2 e C2 e
x

cos x

i sin x

C1

C2 cos x

i C1

C2 sin x

c1 cos x

c2 sin x

where c1 C1 C2 , c2 i C1 C2 . This gives all solutions (real or complex) of the differential equation. The solutions are real when the constants c1 and c2 are real. We summarize the discussion as follows.

If the roots of the auxiliary equation ar 2 br c 0 are the complex numbers r1 i , r2 i , then the general solution of ay by cy 0 is
11

c1 cos x

c2 sin x

Figure 3 shows the graphs of the solutions in Example 4, f x e 3 x cos 2x and t x e 3 x sin 2x, together with some linear combinations. All solutions approach 0 as x l .

EXAMPLE 4 Solve the equation y

6y 6r 52

13y 13 6

0. 0. By the quadratic formula, the s 16 2 3 2i

SOLUTION The auxiliary equation is r 2

roots are r 6 s36 2

3 f+g f-g _3 f 2 g

By (11) the general solution of the differential equation is y e 3x c1 cos 2x c2 sin 2x

Initial-Value and Boundary-Value Problems

_3

FIGURE 3

An initial-value problem for the second-order Equation 1 or 2 consists of nding a solution y of the differential equation that also satises initial conditions of the form y x0 y0 y x0 y1

where y0 and y1 are given constants. If P, Q, R, and G are continuous on an interval and Px 0 there, then a theorem found in more advanced books guarantees the existence and uniqueness of a solution to this initial-value problem. Examples 5 and 6 illustrate the technique for solving such a problem.

SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS 5

EXAMPLE 5 Solve the initial-value problem

y
Figure 4 shows the graph of the solution of the initial-value problem in Example 5. Compare with Figure 1.

6y

y0

y 0

SOLUTION From Example 1 we know that the general solution of the differential equa-

tion is y x Differentiating this solution, we get y x 2c1 e 2x 3c2 e

3x

20

c1 e 2x

c2 e

3x

To satisfy the initial conditions we require that

_2 0 2

12 13

y0 y 0
2 3 1

c1 2c1

c2 3c2

1 0

FIGURE 4

From (13) we have c2

c and so (12) gives

2 3 1

c1

c1

3 5

c2

2 5

Thus, the required solution of the initial-value problem is y

The solution to Example 6 is graphed in Figure 5. It appears to be a shifted sine curve and, indeed, you can verify that another way of writing the solution is

3 5

e 2x

2 5

3x

EXAMPLE 6 Solve the initial-value problem

y
0x

y0

y 0

3 i. Thus

s13 sin x 5

where tan

2 3

SOLUTION The auxiliary equation is r 2

0,

1, and since e

1 0, or r 2 1, whose roots are 1, the general solution is c1 cos x c1 sin x c2 sin x c2 cos x

y x
_2 2

Since the initial conditions become

y x

_5

y0

c1

y 0

c2

FIGURE 5

Therefore, the solution of the initial-value problem is y x 2 cos x 3 sin x

A boundary-value problem for Equation 1 consists of nding a solution y of the differential equation that also satises boundary conditions of the form y x0 y0 y x1 y1

In contrast with the situation for initial-value problems, a boundary-value problem does not always have a solution.
EXAMPLE 7 Solve the boundary-value problem

2y

y0

y1

SOLUTION The auxiliary equation is

r2

2r

or

6 SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

Figure 6 shows the graph of the solution of the boundary-value problem in Example 7.

whose only root is r

1. Therefore, the general solution is y x c1 e

x

c2 xe

The boundary conditions are satised if

_1 5

y0 y1

c1 c1 e
1

1 c2 e
1

_5

The rst condition gives c1

1, so the second condition becomes e

1

FIGURE 6

c2 e

Solving this equation for c2 by rst multiplying through by e, we get 1 c2 3e so c2 3e 1

Thus, the solution of the boundary-value problem is y

Summary: Solutions of ay

e
0

3e

1 xe

by br c

c 0

Roots of ar 2

General solution y y y c1 e r 1 x c2 e r 2 x c1 e rx c2 xe rx e x c1 cos x c2 sin x

r1, r2 real and distinct r1 r2 r r1, r2 complex: i

Exercises
A Click here for answers.
113

Click here for solutions.

1724

Solve the initial-value problem. 5y 3y 4y 5y 16y 2y 2y 12y

17. 2y 18. y

3y 0, y 3y 0, 5y 2y 36y

0,

y0 1, y0 y0 4 y 0

3,

y 0 3 y 0 y 0 y y y 0 4 2 1

Solve the differential equation. 6y 8y 2y y y 8y 41y y 0 0 y y

y0 0, 0, y 0, 0, 0,

1. y 3. y 5. y 7. 4y 9. 4y

0 0 0

2. y 4. 2y 6. 3y 8. 16y 10. 9y

4y y 5y 24y 4y dy 6 dt

8y y 0

19. 4 y 20. 2y 21. y

1, 1, 3, 0, 2, 0,

1.5 4 4

9y 0 4y

22. y 23. y

y y0 y1

d y 11. dt 2 d 2y 13. dt 2

dy 2 dt dy dt

0 0

d y 12. dt 2

24. y

y 1

2532

Solve the boundary-value problem, if possible. y 2y 3y 100 y 6y 6y 4y 0, 0, 2y 0, 25y 9y 13y y0 y0 0, y0 0, 0, 0, 3, 1, y0 2, y0 y0 y0 y y1 1, y 1, 1, 2, y y1 y 0 2 1 2 y3 5 2 0 4

25. 4 y 26. y 27. y 28. y 29. y 30. y

; 1416

Graph the two basic solutions of the differential equation and several other solutions. What features do the solutions have in common? d y dx 2
2

14. 6

dy dx dy 2 dx

2y 5y

0 0

15.

d y dx 2

dy dx

16y

d 2y 16. dx 2

31. y

SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS 7

32. 9y

18y

10 y

0,

y0

0,

33. Let L be a nonzero real number.

0, nd the values of for which this prob(b) For the case lem has a nontrivial solution and give the corresponding solution.
34. If a, b, and c are all positive constants and y x is a solution

(a) Show that the boundary-value problem y y 0, y0 0, y L 0 has only the trivial solution y 0 for the cases 0 and 0.

of the differential equation ay lim x l y x 0.

by

cy

0, show that

8 SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

Answers
S 1. y 5. y 9. y 13. y 15.

Click here for solutions.

c1 e 4x c2 e 2x e 4x c1 cos 5x c2 sin 5x 3. y x x c1 e c2 xe c1 cos x 2 c2 sin x 2 7. y c1 c2 e x 4 c1 e (1 s2 )t c2 e (1 s2 )t 11. y e t 2 [c1 cos(s3t 2) c2 sin(s3t 2)]
40

g f

_0.2

_40

All solutions approach 0 as x l and approach as x l . 2e 3x 2 e x e x/2 2xe x 2 17. y 19. y 3 cos 4x sin 4x e x 2 cos x 3 sin x 21. y 23. y e 2x ex 3 25. y 27. y 3 cos( 1 x) 4 sin( 1 x) 2 2 3 e 1 1 e3 29. No solution e 2x 2 cos 3x e sin 3x 31. y n 2 2 L2, n a positive integer; y C sin n x L 33. (b)

SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS 9

Solutions: Second-Order Linear Differential Equations

1. The auxiliary equation is r 2 6r + 8 = 0 solution is y = c1 e4x + c2 e2x . (r 4)(r 2) = 0 r = 4, r = 2. Then by (8) the general

3. The auxiliary equation is r2 + 8r + 41 = 0 r = 4 5i. Then by (11) the general solution is y = e4x (c1 cos 5x + c2 sin 5x). 5. The auxiliary equation is r2 2r + 1 = (r 1)2 = 0 y = c1 ex + c2 xex . 7. The auxiliary equation is 4r 2 + 1 = 0 r = 1. Then by (10), the general solution is 1 1 2 x + c2 sin 2 x .

r = 1 i, so y = c1 cos 2

9. The auxiliary equation is 4r 2 + r = r(4r + 1) = 0 11. The auxiliary equation is r 2 2r 1 = 0 r = 1 13. The auxiliary equation is r 2 + r + 1 = 0

r = 0, r = 1 , so y = c1 + c2 ex/4 . 4

15. r 2 8r + 16 = (r 4)2 = 0 so y = c1 e4x + c2 xe4x . and as x the solutions tend to .

2, so y = c1 e(1+ 2)t + c2 e(1 2)t . i h r = 1 23 i, so y = et/2 c1 cos 23 t + c2 sin 23 t . 2

The graphs are all asymptotic to the x-axis as x ,

17. 2r 2 + 5r + 3 = (2r + 3)(r + 1) = 0, so r = 3 , r = 1 and the general solution is y = c1 e3x/2 + c2 ex . 2 solution to the initial-value problem is y = 2e3x/2 + ex . 19. 4r 2 4r + 1 = (2r 1)2 = 0 r = c1 = 1 and y0 (0) = 1.5
x/2 1 2 c1 1 2

Then y(0) = 3 c1 + c2 = 3 and y0 (0) = 4 3 c1 c2 = 4, so c1 = 2 and c2 = 1. Thus the 2

and the general solution is y = c1 ex/2 + c2 xex/2 . Then y(0) = 1

y=e

2xe

x/2

+ c2 = 1.5, so c2 = 2 and the solution to the initial-value problem is

21. r 2 + 16 = 0 r = 4i and the general solution is y = e0x (c1 cos 4x + c2 sin 4x) = c1 cos 4x + c2 sin 4x. Then y = 3 c1 = 3 c1 = 3 and y 0 = 4 4c2 = 4 c2 = 1, so the 4 4 solution to the initial-value problem is y = 3 cos 4x sin 4x. c2 = 3 and the solution to the initial-value problem is y = ex (2 cos x + 3 sin x). 25. 4r2 + 1 = 0 r = 1 i and the general solution is y = c1 cos 1 x + c2 sin 1 x . Then 3 = y(0) = c1 and 2 2 2 4 = y() = c2 , so the solution of the boundary-value problem is y = 3 cos 1 x 4 sin 1 x . 2 2 and 1 = y (0) = c2 c1 1 = y(0) = c1 + c2 and 0 = y(3) = c1 e3 + c2 e6 so c2 = 1/(1 e3 ) and c1 = e3 /(e3 1). The solution of the boundary-value problem is y = 29. r 2 6r + 25 = 0 and 2 = y() = c1 e3 e2x ex+3 . + e3 1 1 e3 23. r2 + 2r + 2 = 0
0

r = 1 i and the general solution is y = ex (c1 cos x + c2 sin x). Then 2 = y(0) = c1

27. r 2 3r + 2 = (r 2)(r 1) = 0 r = 1, r = 2 and the general solution is y = c1 ex + c2 e2x . Then

r = 3 4i and the general solution is y = e3x (c1 cos 4x + c2 sin 4x). But 1 = y(0) = c1 c1 = 2/e3 , so there is no solution.

10 SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS

31. r 2 + 4r + 13 = 0

y = e2x (2 cos 3x e sin 3x).

r = 2 3i and the general solution is y = e2x (c1 cos 3x + c2 sin 3x). But 2 = y(0) = c1 and 1 = y = e (c2 ), so the solution to the boundary-value problem is 2

33. (a) Case 1 ( = 0): y 00 + y = 0 y 00 = 0 which has an auxiliary equation r 2 = 0 r = 0 y = c1 + c2 x where y(0) = 0 and y(L) = 0. Thus, 0 = y(0) = c1 and 0 = y(L) = c2 L c1 = c2 = 0. Thus, y = 0. Case 2 ( < 0): y 00 + y = 0 has auxiliary equation r2 = r = (distinct and real since < 0) y = c1 e
L x

+ c 2 e

where y(0) = 0 and y(L) = 0. Thus, 0 = y(0) = c1 + c2 () and

0 = y(L) = c1 e

+ c2 e

(). c2 = 0 and thus

Multiplying () by e

c1 = 0 from (). Thus, y = 0 for the cases = 0 and < 0. (b) y 00 + y = 0 has an auxiliary equation r 2 + = 0

and subtracting () gives c2 e L e L = 0 r = i

y = c1 cos x + c2 sin x where y(0) = 0 and y(L) = 0. Thus, 0 = y(0) = c1 and 0 = y(L) = c2 sin L since c1 = 0. Since we L = n where n is an integer cannot have a trivial solution, c2 6= 0 and thus sin L = 0 = n2 2 /L2 and y = c2 sin(nx/L) where n is an integer.