Mat235

4/14/2010

13 Second Order Linear Differential Equations
Objectives: • Appy the second order homogeneous equation for auxiliary equation • Find the general solution for the second order nonnon-homogeneous • Identify the type of particular solution of the non non-homogeneous equation • Solve the coefficients and find the particular solutions

2nd Order Linear
• The general equation for linear differential equation
of nth order is

an

dny dx n

+ an −1

d n−1 y dx n − 1

+ … + a2

d2y dx 2

+ a1

dy + a0 y = f ( x ) dx

where f(x) and the coefficients ai (x)( i = 0, 1, 2, …, n) depend on variable x.

1

Mat235

4/14/2010

Types of 2nd ODE

• Second order homogeneous DE is
a d2 y dx 2 +b d dy + cy = 0 dx

2nd Order Homogeneous

Where a, b and c are constants. Sometimes, it can be denoted by

aD 2 y + bDy + cy = 0

2

Mat235

4/14/2010

• Now consider, mx • y=e d • dy = me mx •
dx d2 y
dx 2 =m e
2 mx

2nd Order Homogeneous
a d2 y dx 2 +b dy + cy = 0 dx

am 2 e mx + bme mx + ce mx = 0

e mx am 2 + bm + c = 0

(

)

• Since e mx ≠ 0 , then y = e mx is a solution to
equation if m is a root of

am 2 + bm + c = 0

Steps to solve second order homogeneous DE

2nd Order Homogeneous

Form a 2nd ODE
a d2 y dx 2 +b dy + cy = 0 dx

• In form of auxiliary ili equation i

Find roots of auxiliary equation

Compute the solution according to the roots of auxiliary equations

3

Mat235 4/14/2010 2nd Order Homogeneous Real and distinct roots m1 ≠ m 2 y = Ae m 1 x + Be m 2 x y = ( A + Bx ) e mx y = e α x ( A cos β x + B sin β x ) Real and repeated roots m1 = m 2 Complex roots m = α ± βi Example 1 d2 y Solve the differential equation =0 dx 2 Solution d2 y dx 2 =0 Examples m =0 Real repeated roots Auxiliary y equation q y = ( A + Bx ) e 0 x y = A + Bx m2 = 0 4 .

Mat235 4/14/2010 Example 2 d2y +4y =0 Solve the differential equation dx 2 Solution d2 y dx 2 +4y =0 m = ± 2i Complex roots Examples Auxiliary y equation q m2 + 4 = 0 y = e 0 x ( A cos 2 x + B sin 2 x ) y = A cos 2 x + B sin 2 x Example 3 Solve the differential equation Examples d2y dx 2 − dy y − 6 y = 0 . 3 m2 − m − 6 = 0 y = Ae −2 x + Be 3 x y ′ = − 2 Ae −2 x + 3 Be 3 x Real distinct roots 5 . y ( 0 ) = 1. 1 y′ ( 0 ) = 1 dx Solution d 2 y dy − −6y = 0 dx 2 dx Auxiliary equation ( m − 3 )( m + 2 ) = 0 m = −2 .

Mat235 4/14/2010 Example 3 Solution −2 x Examples + Be 3 x 3 0 + Be ( ) y = Ae A+ B = 1 B = 1− A 1 = Ae −2 ( 0 ) y ′ = − 2 Ae −2 x + 3 Be 3 x 1 = − 2 Ae −2 ( 0 ) −2 A + 3 B = 1 −2 A + 3 ( 1 − A ) = 1 + 3 Be 3(0 ) −2 A + 3 − 3 A = 1 2 −5 A = −2 A= 5 Example 3 Solution Examples 2 5 B = 1− A 2 B = 1− 5 3 B= 5 A= 2 −2 x 3 3 x e + e 5 5 1 y= 2e −2 x + 3e 3 x 5 y= ( ) 6 .

y (0 ) = 1 1.Mat235 4/14/2010 Example 4 Solve the differential equation d2y dx 2 −2 Examples dy y + y = 0 . y′ ( 0 ) = −2 dx Solution d2 y dy −2 + y=0 dx dx 2 Auxiliary equation ( m − 1 )2 m=1 =0 Real repeated roots m 2 − 2m + 1 = 0 y = ( A + Bx ) e x y ′ = ( A + Bx ) e x + Be x Example 3 Solution 0 1 = A + B (0 ) e( ) Examples y = ( A + Bx ) e x ( ) A=1 1 + B = −2 B = −3 y ′ = ( A + Bx ) e x + Be x − 2 = 1 + B ( 0 ) e + Be 0 ( ) 0 y = (1 − 3 x ) e x 7 .

The related homogeneous equation is called the complementary equation and is used to solve the non non-homogeneous equation. dx 2nd Order Non Homogeneous f (x) ≠ 0 Where a.Mat235 4/14/2010 • Second order nonnon-homogeneous DE is a d2 y dx 2 +b dy d + cy = f ( x ) . equation . constants. ( ) • Therefore. a d2 y dx 2 +b dy + cy = 0 dx • Let y = yc ( x ) 2nd Order Non Homogeneous be the general solution for equation and y = y p x be any particular solution that is nonnecessary to produce expression for f(x) in non homogeneous. b and c are constants. homogeneous . equation is the solution for nonnon-homogeneous y = yc ( x ) + y p ( x ) 8 .

multiply yp with x. Find yp’ and yp”. Equate the coefficients and determine the unknown constants (compare the coefficients). Collect all the common terms. 2nd Order NonNonHomogeneous If there is any term in yp equivalent q and yc . Substitute yp.Mat235 4/14/2010 Steps to find complementary solution Form a second order DE a d2 y dx 2 2nd Order NonNonHomogeneous +b dy + cy = 0 dx • In form of auxiliary equation am 2 + bm + c = 0 Find the roots of auxiliary equation Compute the solution according to the roots of auxiliary equations Steps to find particular solution Form a yp as same as f(x) (refer to Table 1). Compare yp and yc. yp’ and yp” into nonhomogeneous equation. 9 .

.Mat235 4/14/2010 2nd Order NonNonHomogeneous 1 2 3 4 5 f ( x ) = kx n F(x) Form of particular solution y p = C 0 + C 1 x + C 2 x 2 + ... + C n x n cos bx ( ) cos bx 6 7 + C0 + C1 x + C 2 x + ... + C n x n sin bx 2 ( ( ) ) f(x) is sum of terms in 1-6 Sum of the corresponding Example 5 d2y dy 5 − + 6 y = 10 Solve the differential equation 2 dx dx Solution Complementary solution Particular solution Examples m 2 − 5m + 6 = 0 yp = C ( m − 2 )( m − 3 ) = 0 m = 2.3 y ′p = 0 y ′′ p =0 yc = Ae 2 x + Be 3 x 10 ... + C n x n yp = C Ce ax f ( x ) = ke ax or f ( x ) = k cos bx f ( x ) = k sin bx y p = C cos bx + D sin bx or f ( x ) = ke ax sin bx f ( x ) = kx n cos bx n or f ( x ) = kx sin bx f ( x ) = ke f ( x ) = kx n e ax ax y p = C 0 + C 1 x + C 2 x 2 + . + C n x n e ax y p = e ax ( C cos bx + D sin bx ) y p = C 0 + C 1 x + C 2 x 2 + ..

2 y p = C + Dx y ′p = D y ′′ p =0 yc = Ae x + Be 2 x 11 .Mat235 4/14/2010 Example 5 d2y dy 5 − + 6 y = 10 Solve the differential equation dx dx 2 Solution d2y dx 2 Examples −5 dy + 6 y = 10 dx y = yc ( x ) + y p ( x ) 0 − 5 ( 0 ) + 6C = 10 y = Ae 2 x + Be 3 x + C= 10 5 = 6 3 5 3 Example 6 2 Solve d y − 3 dy + 2 y = 6 x Examples dx 2 dx Solution Complementary solution Particular solution m 2 − 3m + 2 = 0 ( m − 1 )( m − 2 ) = 0 m = 1.

Mat235 4/14/2010 Example 6 2 Solve d y − 3 dy + 2 y = 6 x Examples dx 2 dx Solution d2y dy − + 2y = 6x 3 dx dx 2 x0 :−3D + 2C = 0 0 − 3D + 2 ( C + Dx ) = 6 x Compare coefficients x: C= 3 ( 3) 2 = 9 2 y = yc ( x ) + y p ( x ) y = Ae x + Be 2 x + 9 + 3x 2 2D = 6 D=3 Example 7 Solve the differential equation d2y dy y + 14 + 49 y = 4 4e 5 x 2 dx dx Solution Complementary solution Particular solution Examples m 2 + 14 m + 49 = 0 ( m + 7 )2 =0 y p = Ce 5 x m = −7 y ′p = 5Ce 5 x 5x y ′′ p = 25Ce yc = ( A + Bx ) e −7 x 12 .

Mat235 4/14/2010 Example 7 Solve the differential equation d2y dy y 5x + 14 + 49 y = 4 4e dx dx 2 Solution d2y dx 2 + 14 dy + 4 y = 4e 5 x dx Compare coefficients Examples 25Ce 5 x + 14 5Ce 5 x + 49Ce 5 x = 4e 5 x ( ) 144C = 4 C= 4 1 = 144 36 ( 25C + 70C + 49C ) e 5 x = 4e 5 x 144Ce 5 x = 4e 5 x Example 7 Solve the differential equation d2y dy y + 14 + 49 y = 4 4e 5 x 2 dx dx Solution Examples yc = ( A + Bx ) e − 7 x 1 5x yp = e 36 y = yc ( x ) + y p ( x ) y = ( A + Bx ) e −7 x + 1 5x e 36 13 .

Mat235 4/14/2010 Example 8 d 2 y dy Solve the differential equation − − 2 y = e2 x Examples dx 2 dx Solution Complementary solution Particular solution m2 − m − 2 = 0 ( m − 2 )( m + 1 ) = 0 m = − 1. 2 y p = Ce 2 x = Cxe 2 x yc = Ae − x + Be 2 x y ′p = 2Cxe 2 x + Ce 2 x = ( 2Cx + C ) e 2 x Example 8 d 2 y dy Solve the differential equation − − 2 y = e2 x Examples dx 2 dx Solution y p = Cxe 2 x y ′p = 2Cxe 2 x + Ce 2 x = ( 2Cx + C ) e 2 x 2x y ′′ + 2Ce 2 x p = 2 ( 2Cx + C ) e = ( 4Cx + 4C ) e 2 x 14 .

Mat235 4/14/2010 Example 8 d 2 y dy Solve the differential equation − − 2 y = e2 x Examples dx 2 dx Solution d2y dx 2 − dy − 2 y = e2 x dx ( 4Cx + 4C ) e 2 x − ( 2Cx + C ) e 2 x − 2Cxe 2 x = e 2 x ( 4Cx + 4C − 2Cx − C − 2Cx ) e 2 x = e 2 x 3Ce 2 x = e 2 x 3C = 1 C= 1 3 Example 8 d 2 y dy Solve the differential equation − − 2 y = e2 x Examples dx 2 dx Solution yc = Ae − x + Be 2 x yp = 1 2x xe 3 y = yc ( x ) + y p ( x ) y = Ae − x + Be 2 x + 1 2x xe 3 15 .

Mat235 4/14/2010 Example 9 2 Solve d y + y = 12 sin 2 x dx 2 Solution Complementary solution Examples m2 + 1 = 0 m 2 = −1 m = ±i yc = e 0 x ( A cos x + B sin x ) yc = A cos x + B sin x Example 9 2 d y Solve + y = 12 sin 2 x dx 2 Solution Particular solution Examples y p = C cos 2 x + D sin 2 x y ′p = − 2C sin 2 x + 2 D cos 2 x y ′′ p = − 4C cos 2 x − 4 D sin 2 x 16 .

Mat235 4/14/2010 Example 9 2 Solve d y + y = 12 sin 2 x dx 2 Solution Examples −4C cos 2 x − 4 D sin 2 x + C cos 2 x + D sin 2 x = 12 sin 2 x Compare coefficient Sin 2x −4 D + D = 12 − 3 D = 12 D = −4 Cos 2x − 4C + C = 0 C =0 Example 9 2 d y Solve + y = 12 sin 2 x dx 2 Solution Examples yc = A cos x + B sin x y p = − 4 sin 2 x y = yc ( x ) + y p ( x ) y = A cos x + B sin x − 4 sin 2 x 17 .

Mat235 4/14/2010 Example 10 2 Solve d y + y = 12 sin x dx 2 Solution Complementary solution Examples m2 + 1 = 0 m 2 = −1 m = ±i yc = e 0 x ( A cos x + B sin x ) yc = A cos x + B sin x Example 10 2 d y Solve + y = 12 sin x dx 2 Solution Particular solution Examples y p = C cos x + D sin x = Cx cos x + Dx sin x y ′p = − Cx sin x + C cos x + Dx cos x + D sin x = ( − Cx + D ) sin x + ( C + Dx ) cos x 18 .

Mat235 4/14/2010 Example 10 2 Solve d y + y = 12 sin x dx 2 Solution Particular solution Examples y ′′ p = ( − Cx + D ) cos x − C sin x − ( C + Dx ) sin x + D cos x = ( − Cx + 2 D ) cos x + ( − 2C − Dx ) sin x ( −Cx + 2 D ) cos x + ( −2C − Dx ) sin x + Cx cos x + Dx sin x = 12 sin x Example 10 2 d y Solve + y = 12 sin x dx 2 Solution Examples ( −Cx + 2 D ) cos x + ( −2C − Dx ) sin x + Cx cos x + Dx sin x = 12 sin x Compare coefficient Sin x − 2C = 12 C = −6 Cos x 2D = 0 D=0 19 .

Mat235 4/14/2010 Example 10 2 Solve d y + y = 12 sin x dx 2 Solution Examples yc = A cos x + B sin x y p = − 6 x cos x y = yc ( x ) + y p ( x ) y = A cos x + B sin x − 6 x cos x Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Complementary solution Examples m2 − 9 = 0 ( m − 3 )( m + 3 ) = 0 m = 3 . −3 yc = Ae −3 x + Be 3 x 20 .

Mat235 4/14/2010 Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Particular solution Examples y p = ( C + Dx ) e − 3 x = Cx + Dx 2 e −3 x y ′p = − 3 Cx + Dx 2 e −3 x + ( C + 2 Dx ) e −3 x = −3Cx − 3 Dx 2 + C + 2 Dx e −3 x ( ( ) ( ) ) Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Examples 2 −3 x y ′′ p = − 3 − 3Cx − 3 Dx + C + 2 Dx e ( = ( 9Cx + 9 Dx + ( −3C − 6 Dx + 2D ) e −3 x ( ) = 9Cx + 9 Dx 2 − 3C − 6 Dx − 3C − 6 Dx + 2 D e −3 x 2 ) − 6C − 12 Dx + 2 D e −3 x ) 21 .

Mat235 4/14/2010 Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Examples ( 9Cx + 9 Dx − 6C − 12 Dx + 2 D ) e − 9 ( Cx + Dx ) e = −72 xe 2 2 −3 x −3 x −3 x ( −6C − 12 Dx + 2 D ) e −3 x = − 72 xe −3 x Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Examples ( −6C − 12 Dx + 2 D ) e −3 x e −3 x : −6C + 2 D = 0 D=6 = − 72 xe −3 x Compare coefficient D = 3C C= 6 =2 3 xe −3 x : − 12 D = − 72 22 .

2 x c = Ae − 2 t + Be 2 t 23 .Mat235 4/14/2010 Example 11 −3 x Solve the differential equation y′′ − 9 y = −72 xe Solution Examples yc = Ae − 3 x + Be 3 x y p = 2 x + 6 x 2 e −3 x ( ) y = yc ( x ) + y p ( x ) y = Ae −3 x + Be 3 x + 2 x + 6 x 2 e −3 x ( ) Example 12 2 d x Solve − 4 x = t cos t dt 2 Solution Complementary solution Examples m2 − 4 = 0 ( m − 2 )( m + 2 ) = 0 m = −2 .

Mat235 4/14/2010 Example 12 2 Solve d x − 4 x = t cos t dt 2 Solution Particular solution Examples x p = ( C + Dt ) cos t + ( E + Ft ) sin t x ′p = D cos t − ( C + Dt ) sin t + F sin t + ( E + Ft ) cos t x ′p = ( D + E + Ft ) cos t + ( − C − Dt + F ) sin t Example 12 2 d x Solve − 4 x = t cos t dt 2 Solution Particular solution Examples x ′′ p = F cos t − ( D + E + Ft ) sin t − D sin t + ( − C − Dt + F ) cos t x ′′ p = ( 2 F − C − Dt ) cos t − ( 2 D + E + Ft ) sin t ( 2F − C − Dt ) cos t − ( 2 D + E + Ft ) sin t −4 ⎡ ⎣ ( C + Dt ) cos t + ( E + Ft ) sin t ⎤ ⎦ = t cos t 24 .

Mat235 4/14/2010 Example 12 2 Solve d x − 4 x = t cos t dt 2 Solution Examples Compare coefficient tcos t ( 2F − C − Dt ) cos t − ( 2 D + E + Ft ) sin t −4 ⎡ ⎣ ( C + Dt ) cos t + ( E + Ft ) sin t ⎤ ⎦ = t cos t −D − 4D = 1 −5 D = 1 1 D=− 5 t sin t −5 F = 0 F =0 Example 12 2 d x Solve − 4 x = t cos t dt 2 Solution Examples D=− 1 5 F =0 Compare coefficient cos t ( 2F − C − Dt ) cos t − ( 2 D + E + Ft ) sin t −4 ⎡ ⎣ ( C + Dt ) cos t + ( E + Ft ) sin t ⎤ ⎦ = t cos t 2F − C − 4C = 0 C =0 sin tD −2 − E − 4E = 0 2 E= 25 25 .

Mat235 4/14/2010 Example 12 2 Solve d x − 4 x = t cos t dt 2 Solution Examples x c = Ae −2 t + Be 2 t x p = − x = xc ( t ) + x p ( t ) x = Ae −2 t + Be 2 t − 1 2 t cos t + sin t 5 25 1 2 t cos t + sin t 5 25 Example 13 2 d x Solve = te t + cos t 2 dt Solution Examples Complementary solution m2 = 0 m =0 x c = ( A + Bt ) e 0 t x c = A + Bt 26 .

Mat235 4/14/2010 Example 13 2 Solve d x = te t + cos t dt 2 Solution Particular solution Examples x p = ( C + Dt ) e t + E cos t + F sin t x ′p = De t + ( C + Dt ) e t − E sin t + F cos t = ( C + D + Dt ) e t − E sin t + F cos t Example 13 2 d x Solve = te t + cos t 2 dt Solution Examples t t x ′′ p = De + ( C + D + Dt ) e − E cos t − F sin t = ( C + 2 D + Dt ) e t − E cos t − F sin t ( C + 2 D + Dt ) e t − E cos t − F sin t = te t + cos t 27 .

Mat235 4/14/2010 Example 13 2 Solve d x = te t + cos t dt 2 Solution Examples ( C + 2 D + Dt ) e t − E cos t − F sin t = te t + cos t Compare coefficient te t : D = 1 et : C + 2 D = 0 C = −2 cos t : − E = 1 E = −1 F =0 sin t : − F = 0 Example 13 2 d x Solve = te t + cos t 2 dt Solution Examples xc = A + Bt x p = ( − 2 + t ) e t − cos t x = xc ( t ) + x p ( t ) x = A + Bt + ( − 2 + t ) e t − cos t 28 .

y ( 0 ) = 0. y′ ( 0 ) = 0 dx 2 Solution Examples y p = Ce 2 x 4Ce 2 x + Ce 2 x = 10e 2 x 5Ce 2 x = 10e 2 x 5C = 10 C =2 y ′p = 2C 2Ce 2 x 2x y ′′ p = 4Ce 29 .Mat235 4/14/2010 Example 14 Find the particular solution for d2y + y = 10e 2 x . y ( 0 ) = 0. y′ ( 0 ) = 0 2 dx Solution Complementary solution Examples m2 + 1 = 0 m = ±i yc = e 0 x ( A cos x + B sin x ) = A cos x + B sin x Example 14 Find the particular solution for d2y 2x + y = 10e .

y′ ( 0 ) = 0 2 dx Solution Examples yc = A cos x + B sin x y p = 2e 2 x y = yc ( x ) + y p ( x ) y = A cos x + B sin x + 2e 2 x Example 14 Find the particular solution for d2y 2x + y = 10e . y ( 0 ) = 0. y ( 0 ) = 0.Mat235 4/14/2010 Example 14 Find the particular solution for d2y + y = 10e 2 x . y′ ( 0 ) = 0 dx 2 Solution Examples y = A cos x + B sin x + 2e 2 x y ′ = − A sin x + B cos x + 4e 2 x 2 0 0 = A cos 0 + B sin 0 + 2e ( ) 2 0 0 = − A sin 0 + B cos 0 + 4e ( ) A = −2 B = −4 30 .

y ( 0 ) = 0. y′ ( 0 ) = 0 2 dx Solution Examples y = − 2 cos x − 4 sin x + 2e 2 x 31 .Mat235 4/14/2010 Example 14 Find the particular solution for d2y + y = 10e 2 x .