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You are on page 1of 30

**SECOND ORDER (homogeneous)
**

Graham S McDonald

A Tutorial Module for learning to solve 2nd

order (homogeneous) diﬀerential equations

q Table of contents

q Begin Tutorial

c 2004 g.s.mcdonald@salford.ac.uk

Table of contents

1. Theory

2. Exercises

3. Answers

4. Solving quadratics

5. Tips on using solutions

Full worked solutions

Section 1: Theory 3

1. Theory

In this Tutorial, we will practise solving equations of the form:

a

d

2

y

dx

2

+ b

dy

dx

+ cy = 0.

i.e. second order (the highest derivative is of second order),

linear (y and/or its derivatives are to degree one) with

constant coeﬃcients (a, b and c are constants that may be zero).

There are no terms that are constants and no terms that are only

a function of x. If such terms were present, it would be conven-

tional to collect them together on the right-hand-side of the equa-

tion. Here, we simply have a zero on the right-hand-side of the equals

sign and this type of ordinary diﬀerential equation (o.d.e.) is called

“homogeneous”.

Since the o.d.e. is second order, we expect the general solution to

have two arbitrary constants (these will be denoted A and B).

Toc

Back

Section 1: Theory 4

A trial solution of the form y = Ae

mx

yields an “auxiliary equation”:

am

2

+ bm + c = 0,

that will have two roots (m

1

and m

2

).

The general solution y of the o.d.e. is then constructed from the pos-

sible forms (y

1

and y

2

) of the trial solution. The auxiliary equation

may have:

i) real diﬀerent roots,

m

1

and m

2

→y = y

1

+ y

2

= Ae

m

1

x

+ Be

m

2

x

or ii) real equal roots,

m

1

= m

2

→y = y

1

+ xy

2

= (A + Bx)e

m

1

x

or iii) complex roots,

p ±iq →y = y

1

+ y

2

≡ e

px

(Acos qx + B sin qx)

Toc

Back

Section 2: Exercises 5

2. Exercises

Find the general solution of the following equations. Where boundary

conditions are also given, derive the appropriate particular solution

too.

Click on Exercise links for full worked solutions (there are 16 exer-

cises in total).

Notation: y

=

d

2

y

dx

2

, y

=

dy

dx

Exercise 1. 2y

+ 3y

−2y = 0

Exercise 2. y

−2y

+ 2y = 0

Exercise 3. y

−2y

+ y = 0

q Theory q Answers q Solving quadratics q Tips

Toc

Back

Section 2: Exercises 6

Exercise 4. y

= −4y

Exercise 5. y

= 4y

Exercise 6. 36y

−36y

+ 13y = 0

Exercise 7. 3y

+ 2y

= 0

Exercise 8. 16y

−8y

+ y = 0

Exercise 9. y

+ 4y

+ 5y = 0 ; y(0) = 0 and y

(0) = 2

Exercise 10. y

+ 6y

+ 13y = 0 ; y(0) = 2 and y

(0) = 1

Exercise 11. y

+ 6y

+ 9y = 0 ; y(0) = 1 and y

(0) = 2

q Theory q Answers q Solving quadratics q Tips

Toc

Back

Section 2: Exercises 7

Exercise 12.

d

2

y

dx

2

+

dy

dx

+ y = 0

Exercise 13.

d

2

y

dτ

2

−6

dy

dτ

+ 9y = 0

Exercise 14.

d

2

y

dτ

2

+ 7

dy

dτ

+ 12y = 0

Exercise 15.

d

2

x

dτ

2

+ 5

dx

dτ

+ 6x = 0

Exercise 16. 4

d

2

x

dτ

2

+ 8

dx

dτ

+ 3x = 0

q Theory q Answers q Solving quadratics q Tips

Toc

Back

Section 3: Answers 8

3. Answers

1. y = Ae

1

2

x

+ Be

−2x

,

2. y = e

x

(Acos x + B sin x) ,

3. y = (A + Bx)e

x

,

4. y = Acos 2x + B sin 2x ,

5. y = Ae

2x

+ Be

−2x

,

6. y = e

1

2

x

(Acos

x

3

+ B sin

x

2

) ,

7. y = A + Be

−

2

3

x

,

8. y = (A + Bx)e

1

4

x

,

Toc

Back

Section 3: Answers 9

9. y = e

−2x

(Acos x + B sin x); y = 2e

−2x

sin x ,

10. y = e

−3x

(Acos 2x+B sin 2x); y =

1

2

e

−3x

(4 cos 2x+7 sin 2x) ,

11. y = (A + Bx)e

−3x

; y = (1 + 5x)e

−3x

,

12. y = e

−

1

2

x

(Acos

√

3x

2

+ B sin

√

3

2

x) ,

13. y = (A + Bτ)e

3τ

,

14. y = Ae

−4τ

+ Be

−3τ

,

15. x = Ae

−2τ

+ Be

−3τ

,

16. x = Ae

−

3

2

τ

+ Be

−

1

2

τ

.

Toc

Back

Section 4: Solving quadratics 10

4. Solving quadratics

To solve the quadratic equation:

am

2

+ bm + c = 0, where a, b, c are constants,

one can sometimes identify simple linear factors that multiply together

to give the left-hand-side of the equation.

Alternatively, one can always use the quadratic formula:

m

1,2

=

−b ±

√

b

2

−4ac

2a

,

to ﬁnd the values of m (denoted m

1

and m

2

) that satisfy the quadratic

equation.

Toc

Back

Section 5: Tips on using solutions 11

5. Tips on using solutions

qWhen looking at the THEORY, ANSWERS, SOLVING QUADRAT-

ICS or TIPS pages, use the Back button (at the bottom of the page)

to return to the exercises

q Use the solutions intelligently. For example, they can help you get

started on an exercise, or they can allow you to check whether your

intermediate results are correct

q Try to make less use of the full solutions as you work your way

through the Tutorial

Toc

Back

Solutions to exercises 12

Full worked solutions

Exercise 1. 2y

+ 3y

−2y = 0

Set y = Ae

mx

→

dy

dx

= mAe

mx

= my

d

2

y

dx

2

= m

2

Ae

mx

= m

2

y

i.e. 2m

2

y + 3my −2y = 0

i.e. 2m

2

+ 3m−2 = 0 : Auxiliary Equation (A.E.)

i.e. (2m−1)(m + 2) = 0

i.e. m

1

=

1

2

and m

2

= −2 : Two Different Real Roots

i.e. y

1

= Ae

1

2

x

and y

2

= Be

−2x

: Two Independent Solutions

General solution is y = y

1

+y

2

= Ae

1

2

x

+Be

−2x

, (A, B are arbitrary

constants).

Return to Exercise 1

Toc

Back

Solutions to exercises 13

Exercise 2. y

−2y

+ 2y = 0

Set y = Ae

mx

,

dy

dx

= my,

d

2

y

dx

2

= m

2

y

→ m

2

−2m + 2 = 0 Auxiliary Equation (A.E.)

i.e. am

2

+ bm + c = 0 with solutions m =

1

2a

−b ±

√

b

2

−4ac

.

Since b

2

−4ac = (−2)

2

−4 · 1 · 2 = 4 −8 = −4 < 0 ,

expect Complex (Conjugate) Solutions.

In fact, m =

1

2

2 ±

√

−4

=

1

2

2 ±2

√

−1

= 1 ±i .

For m = p ±iq , y = e

px

(Acos qx + B sin qx)

i.e. y = e

x

(Acos x + B sin x), since p = 1 and q = 1 .

Return to Exercise 2

Toc

Back

Solutions to exercises 14

Exercise 3. y

−2y

+ y = 0

m

2

−2m + 1 = 0 (A.E.)

i.e. (m−1)

2

= 0 i.e. m = 1 (twice)

i.e. EQUAL REAL ROOTS

Multiply one solution by x, to get two independent solutions

i.e. y = y

1

+ xy

2

= Ae

x

+ xBe

x

= (A + Bx)e

x

.

Return to Exercise 3

Toc

Back

Solutions to exercises 15

Exercise 4. y

= −4y

m

2

= −4 i.e. m =

√

−1 ·

√

4 = i · (±2) = ±2i

(A.E.) i.e. complex conjugate solutions of form p ±iq

with p = 0, q = 2 .

General solution, y = e

px

(Acos qx + B sin qx)

i.e. y = e

0

(Acos 2x + B sin 2x)

i.e. y = Acos 2x + B sin 2x .

Return to Exercise 4

Toc

Back

Solutions to exercises 16

Exercise 5. y

= 4y

A.E. is m

2

= 4

i.e. m = ±2

i.e. real diﬀerent roots

∴ y = y

1

+ y

2

= Ae

2x

+ Be

−2x

.

Return to Exercise 5

Toc

Back

Solutions to exercises 17

Exercise 6. 3y

−36y

+ 13y = 0

A.E. is 36m

2

−36m + 13 = 0

i.e. m =

1

2·36

36 ±

(−36)

2

−4 · 36 · 13

=

1

2

1 ±

1 −

4·13

36

=

1

2

±

1

2

−16

36

=

1

2

±

i

2

·

4

6

i.e. m =

1

2

±

1

3

i

∴ y = e

1

2

x

Acos

1

3

x

+ B sin

1

3

x

.

Return to Exercise 6

Toc

Back

Solutions to exercises 18

Exercise 7. 3y

+ 2y

= 0

A.E. is 3m

2

+ 2m = 0 i.e. m(3m + 2) = 0

i.e. m

1

= 0 and m

2

= −

2

3

Real diﬀerent roots : y = Ae

0·x

+ Be

−

2

3

x

i.e. y = A + Be

−

2

3

x

.

Return to Exercise 7

Toc

Back

Solutions to exercises 19

Exercise 8. 16y

−8y

+ y = 0

A.E. is 16m

2

−8m + 1 = 0 i.e. (4m−1)

2

= 0

i.e. m =

1

4

(twice)

Real equal roots: y = (A + Bx)e

1

4

x

.

Return to Exercise 8

Toc

Back

Solutions to exercises 20

Exercise 9. y

+ 4y

+ 5y = 0 ; y(0) = 0 and y

(0) = 2

A.E. m

2

+ 4m + 5 = 0, m =

1

2

−4 ±

√

16 −20

= −2 ±

2

2

i = −2 ±i

General solution is y = e

−2x

(Acos x + B sin x) .

Particular solution has y = 0 when x = 0

i.e. 0 = e

0

(Acos(0) + B sin(0))

= 1 · (A + 0) = A

i.e. A = 0 .

And

dy

dx

= 2 when x = 0

Toc

Back

Solutions to exercises 21

A = 0 gives y = e

−2x

B sin x

dy

dx

= −2e

−2x

B sin x + e

−2x

B cos x

= Be

−2x

(cos x −2 sin x)

i.e. 2 = B · e

0

[cos(0) −2 sin(0)]

= B · 1[1 −0]

i.e. B = 2 .

∴ particular solution is y = 2e

−2x

sin x .

Return to Exercise 9

Toc

Back

Solutions to exercises 22

Exercise 10. y

+ 6y

+ 13y = 0 ; y(0) = 2 and y

(0) = 1

A.E. m

2

+ 6m + 13 = 0 i.e. m =

1

2

−6 ±

√

36 −52

= −3 ±

1

2

√

−16

i.e. m = −3 ±2i

General solution is y = e

−3x

(Acos 2x + B sin 2x) .

Particular solution has y = 2 when x = 0

i.e. 2 = e

0

(Acos(0) + B sin(0))

i.e. A = 2 .

Toc

Back

Solutions to exercises 23

dy

dx

= −3e

−3x

(Acos 2x + B sin 2x) + e

−3x

(−2Asin 2x + 2B cos 2x)

= e

−3x

[(2B −3A) cos 2x −(3B + 2A) sin 2x]

1 = e

0

[(2B −3A) cos(0) −(3B + 2A) sin(0)]

i.e.

dy

dx

= 1 when x = 0

i.e. 1 = 2B −3A

i.e. 1 = 2B −6 (using A = 2)

i.e.

7

2

= B.

∴ Particular solution is y =

1

2

e

−3x

(4 cos 2x + 7 sin 2x) .

Return to Exercise 10

Toc

Back

Solutions to exercises 24

Exercise 11. y

+ 6y

+ 9y = 0 ; y(0) = 1 and y

(0) = 2

A.E. is m

2

+ 6m + 9 = 0 i.e. (m + 3)

2

= 0

i.e. m = −3 (twice)

General solution : y = (A + Bx)e

−3x

.

Particular solution has y = 1 when x = 0

i.e. 1 = (A + 0)e

0

i.e. A = 1 .

Toc

Back

Solutions to exercises 25

dy

dx

= Be

−3x

+ (A + Bx) · (−3)e

−3x

= e

−3x

[B −3(A + Bx)]

i.e. 2 = e

0

[B −3(A + 0)], since

dy

dx

= 2 when x = 0

i.e. 2 = B −3A

i.e. B = 5 (using A = 1) .

∴ Particular solution is y = (1 + 5x)e

−3x

.

Return to Exercise 11

Toc

Back

Solutions to exercises 26

Exercise 12.

d

2

y

dx

2

+

dy

dx

+ y = 0

Set y = Ae

mx

,

dy

dx

= my ,

d

2

y

dx

2

= m

2

y

A.E. m

2

+ m + 1 = 0

i.e. m =

1

2

[−1 ±

√

1 −4] = −

1

2

±

√

3

2

i i.e. p ±iq with p = −

1

2

q =

√

3

2

General solution: y = e

px

(Acos qx + B sin qx)

i.e. y = e

−

x

2

Acos

√

3x

2

+ B sin

√

3x

2

.

Return to Exercise 12

Toc

Back

Solutions to exercises 27

Exercise 13.

d

2

y

dτ

2

−6

dy

dτ

+ 9y = 0

A.E. m

2

−6m + 9 = 0

i.e. (m−3)

2

= 0

i.e. m = 3 (twice)

and y = Ae

3τ

(twice)

To get two independent solutions, multiply one by τ

i.e. y = (A + Bτ)e

3τ

.

Return to Exercise 13

Toc

Back

Solutions to exercises 28

Exercise 14.

d

2

y

dτ

2

+ 7

dy

dτ

+ 12y = 0

A.E. m

2

+ 7m + 12 = 0

i.e. (m + 4)(m + 3) = 0

i.e. m

1

= −4 and m

2

= −3

i.e. two diﬀerent real roots giving two independent solutions

i.e. y

1

= Ae

−4τ

and y

2

= Be

−3τ

general solution is y = y

1

+ y

2

= Ae

−4τ

+ Be

−3τ

.

Return to Exercise 14

Toc

Back

Solutions to exercises 29

Exercise 15.

d

2

x

dτ

2

+ 5

dx

dτ

+ 6x = 0

Set x = Ae

mτ

, i.e.

dx

dτ

= mx, and

d

2

x

dτ

2

= m

2

x

A.E. m

2

+ 5m + 6 = 0

i.e. (m + 2)(m + 3) = 0

i.e. m

1

= −2 and m

2

= −3 (two diﬀerent real roots)

These give two independent solutions x(τ)

i.e. x

1

= Ae

−2τ

and x

2

= Be

−3τ

general solution is x(τ) = Ae

−2τ

+ Be

−3τ

.

Return to Exercise 15

Toc

Back

Solutions to exercises 30

Exercise 16. 4

d

2

x

dτ

2

+ 8

dx

dτ

+ 3x = 0

A.E. 4m

2

+ 8m + 3 = 0

i.e. (2m + 3)(2m + 1) = 0

i.e. m

1

= −

3

2

and m

2

= −

1

2

(diﬀerent real roots)

i.e. x

1

(τ) = Ae

−

3

2

τ

and x

2

(τ) = Be

−

1

2

τ

(independent solutions)

∴ general solution is x(τ) = Ae

−

3

2

τ

+ Be

−

1

2

τ

.

Return to Exercise 16

Toc

Back

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