Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬

Differential Equations:

B. Second Order Differential Equations:

The second order linear differential equations with constant coefficient has the genral
form is:
ay   by   cy  F (x) …(1),
where a, b and c are constants.
If F ( x)  0 then (1) is called homogenous.
If F ( x)  0 then (1) is called non homogenous.

Ex:
1) y''-x2y'+sinx y=0 is linear, 2nd order, homo.
2) y''-(y')2+ y=sinx is non linear, 2nd order, non homo.
3) y''+2yy'=lnx

a) Homogeneous.
b) Nonhomogeneous.
- Undeterminant coefficients.
- Variation of parameters.

a) The Second order linear homogenous D.Eq. with constant coefficient:

The general form is
ay   by   cy  0 …(2)
where a, b and c are constants.

The general solution

Put y'=Dy and y''=D2y in eq. (2) (D is an operator)
 a D2y+bDy+cy=0
 (aD 2  bD  c) y  0 (using D-operator)
now substitute D by r and leave y then
ar 2  br  c  0
is called characteristic equation of the differential equation and the solution of this equation
(the roots r) give the solution of the differential equation where

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

 b  b 2  4ac
r
2a

There are two values of r :

1- real (equal and not equal).
2- complex.

Case 1: If b 2  4ac  0 then r1 and r2 are distinct (r1 r2) and real roots, and the general
solution is y  c1er1 x  c2er2 x

Case 2: If b 2  4ac  0 then r1  r2  r , and the general solution is:

y  (c1  c2 x)e rx

Case 3: If b 2  4ac  0 then the roots are two complex conjugate roots r    i , i   1 ,
and the general solution is:
y  ex (c1 cos x  c2 sin x)

Ex.1: Solve y  2 y  3 y  0

Solution:
y  2 y  3 y  0

r 2  2r  3  0 , y  1 , y  r , y  r 2
(r  1)(r  3)  0
r 1  0  r  1
r 3 0  r 3
the general solution is
y  c1e  x  c2 e 3 x

Exercise: solve
1. 4y''-12y'+5y=0 ans:y=c1e(1/2)x+ c2e(5/2)x
2. 3y''-14y'-5y=0 ans:y=c1e5x+ c2e(-1/3)x
3. 4y''+y=0 ans:y=c1cos(x/2)+ c2sin(x/2)
4. y''-8y'+16y=0 ans:y=c1e4x+ c2xe4x
5. y''+9y=0 ans:y=c1cos3x+ c2sin3x

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

b) The Second order linear non homogenous D.Eq. with constant coefficient:
The general form is: ay   by   cy  F (x) …(3)
where a, b and c are constants.

The general solution

If yh is the solution of the homo. D.Eq. ay   by   cy  0 , then the general solution of
eq. (3) is:

y  yh  y p y h (complementary function)
y p (porticular integral)

i) yh is y homo.
ii ) y p (use the table)

Methods of finding y p :

There are two methods:

1) Undetermined coefficients:
In this method y p depends on the roots r1, and r2 of characteristic equation and on the

form of F (x) in eq. (3) as follows:

F (x) Choice of y p M.R.

kx n kn x n  kn 1x n 1  kn  2 x n  2    k0 0
nth degree polynomial
ke px p
ce px
k sin x or c1 cos x  c2 sin x  i
k cos x

Note: For repeated term (root), multiply by x .

Ex.1: Use the table to write y p

1) F ( x)  3x 2 , k 3 , n2

y p  k 2 x 2  k1 x  k 0

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

 1 -3x -1
2) F ( x)  e , k  c
2 2
y p  ce 3 x

3) F ( x)  2 cos 3x , k2 ,  3
y p  c1 cos 3x  c2 sin 3x

Ex.2: Solve y   y   2 y  4 x 2 …. (1)

Solution:
y'' –y'-2y=0
the char. Eq. r2-r-2=0
(r  1)(r  2)  0
r1  1, r2  2

yh  c1e x  c2e2 x
f(x)=4x2 is polynomial of second degree then
y p  k2 x 2  k1 x  k0 ... (2)
 yp  2k2 x  k1 , yp  2k2

Substitution gives
2k 2  (2k 2 x  k1 )  2(k 2 x 2  k1 x  k 0 )  4 x 2

coeff . of x 2 : 2k 2  4  k 2  2
coeff . of x : 2k 2  2k1  0  k1  2
const : 2k 2  k1  2k 0  0  k 0  -3

y p  2 x 2  2x - 3

y g  y h  y p  (c1e  x  c2 e 2 x )  2 x 2  2 x  3

Modification rule ‫قاعدة التعديل‬

. x ‫ السابق في‬y p ‫ يضرب‬ 0 = ‫ وكان احد جذري المعادلة القياسية‬F ( x)  kxn ‫) اذا كان‬1
)2
. x ‫ السابق في‬y p ‫ يضرب‬ p = ‫ وكان احد جذري المعادلة القياسية‬F ( x)  ke ‫ اذا كان‬- a
px

. x 2 ‫ السابق في‬y p ‫ يضرب‬ p = ‫ وكان جذري المعادلة القياسية‬F ( x)  kepx ‫ اذا كان‬- b

k cos x
. x ‫ السابق في‬y p ‫ يضرب‬ r  i ,   0 ‫ وكان‬F ( x)   ‫اذا كان‬ )3
k sin x

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

Exercise: Find the general solution

1) y''=9x2+2x-1
2) y''-y'-2y=sin2x
3) y''-5=3ex-2x+1
4) y''+2y'+y=3e-x
5) y''-y'-2y=x2-x

2- Variation of parameters.
Let yh=c1u1+c2u2 be the homogenous solution of ay  by  cy  F(x) and the particular

solution has the form y p  u 1 v1  u 2 v 2 where v1 and v2 are unknown functions of x which

must be determined, first solve the following linear equations for v'1 and v'2:
v'1u1+ v'2u2=0

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

v'1u'1+ v'2u'2=F(x)
which can be solved with respect to v'1 and v'2 by Grammar rule as follows
u1 u2 0 u2 u 0
D , D1  , D2  1
u 1 u 2 F( x ) u 2 u 1 F( x )

D1 D
and v1  , v2  2
D D
by integration of v'1 and v'2 with respect to x we can find v1 and v2.

Ex.1:

Solve y  y  2y  e 3x ……. (1)

yh  c1e x  c2e2 x , hence


u1  e  x  u1  e  x

u2  e 2 x  u2  2e 2 x
yp= v1u1+v2u2
 
v1 u1  v2 u2  0
   
v1 u1  v2 u2  F ( x)

 
v 1 (e  x )  v 2 ( e 2 x )  0
 
v1 (e  x )  v 2 (2e 2 x )  e 3x
Solving this system by Cramer rule gives
e x e 2x 0 e 2x e x 0
D x
 3e x , D1   e 5 x , D 2  x
 e 2x
e 2e 2x
e 3x
2e 2x
e e 3x

 e5 x  1 4 x 1 1
v'1  x
 e  v1   e 4 x   e 4 x ,
3e 3 3 12
2x
e 1 1 1
v' 2  x  e x  v 2   e x  e x
3e 3 3 3
1 1 1
 y p   e 4 x e  x  e x e 2 x  e 3x
2 3 4
1
the general solution is : y  c1e  x  c 2 e 2 x  e 3x
4

Ex.2: solve

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

y''+y=secx
Solution:
y''+y=0
r2+1=0 r2=-1  r = ± i =0, =1
yh=c1cosx + c2sinx, u1=cosx, u2=sinx, f(x)=secx
yp= v1u1+v2u2
= v1cosx +v2sinx then
 
v1 (cos x )  v 2 (sin x )  0
 
v1 ( sin x )  v 2 (cos x )  sec x

cos x sin x
D  cos 2 x  sin 2 x  1,
 sin x cos x
0 sin x 1
D1    sin x sec x   sin x   tan x,
sec x cos x cos x
cos x 0
D2   cos x sec x  1
 sin x sec x

 tan x  sin x
v1    tan x  v1   dx  ln | cos x |
1 cos x
v' 2  1  v 2   dx  x

yp = ln |cosx| cosx + x sinx

yg = c1cosx + c2sinx + ln |cosx| cosx + x sinx

Exercise
1. y''-2y'+y = ex lnx
ex
2. y''-2y'+y =
x5
3. y''+4y=sin22x

Problems: Find the general solution

1- y  2 y  y  4e x ln x
2- y  4 y  20 y  23sin t  15 cos t y(0)  0 , y(0)  -1

3- y  4 y  3 y  4e3 x y(0)  -1 , y(0)  3

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Mathematics: Lecture 2 ‫مدرس مساعد ازهار مالك‬
Differential Equations:

4- y  y  x 2  x

12e x
5- y  2 y  y 
x3
6- y  4 y  4 sec 2 x

References:
1- calculus & Analytic Geometry (Thomas).
2- Calculus (Haward Anton).
3- Advanced Mathematics for Engineering Studies )‫ رياض احمد عزت‬.‫(أ‬
4- Modern Introduction Differential Equations, Schaum's Outline Series.

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