2 Order ODE: Homogeneous Linear Equations With Constant Coefficients

2nd Order ODE: Homogeneous Linear Equations
with Constant Coefficients

Hishammudin Afifi Bin Huspi
Faculty of Engineering
Universiti Malaysia Sarawak
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Second-Order Differential Equations
Learning Objective:
1. To solve the 2nd order ODE (Homogeneous
Linear Equations) with Constant Coefficients.
2. To identify the types of 2nd order Ordinary
Differential Equation
Second-Order Differential Equations
Chapter Contents:
 Preliminary Theory on Linear Equations

 Reduction of Order
 Homogeneous Linear Equations with Constant
Coefficients
 Undetermined Coefficients
 Variation of Parameters
 Cauchy-Euler Equation
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:
Recall back our first-order differential equation:
If you have a homogeneous linear equation of the first order
where coefficients ay'by  0 and both a and b are

constants; a  0
You know that you can solve it using separable variable

method or linear equation method.
BUT, do you know that you can also solve the above DE using
simple algebra.
Let us try this, ay'by  0

b
y'   y
a
b y'  ky where k is a constant
Let, k   :
a
Note that the only basic function whose derivative is a

mx
constant multiple of itself is an exponential function e .
So, the new solution method:
Substitute y  e mx
and its derivative y'  me mx
into
ay'by  0
This gives amemx  bemx  0
e (am  b)  0
mx
mx
Since e is never zero for real values of x, the above
equation can only be satisfied if am  b  0 .
By solving the value of m, we have obtained y  e mx
which
is a solution of the first order differential equation.
Let’s apply this method of solution to a second-order differential

equation
ay' 'by'cy  0 ____________ (1)
where a, b and c are constants.
If we try to find a solution of the form y  e , substitute y  e

mx mx
and its derivatives y'  memx and y' '  m2e mx into (1) gives
am2emx  bmemx  ce mx  0
e (am  bm  c)  0
mx 2
mx
Again, as e is never zero for all real value of x
am2  bm  c  0 ______________ (2)
Equation (2) above is called the auxiliary equation.
When m is chosen as a root of the quadratic equation (2), the two

roots will be  b  b 2  4ac
m
2a
 b  b 2  4ac  b  b 2  4ac
Or, m1  and m2 
2a 2a
Thus, based on the two roots, there will be 3 forms of the general
solution of equation ay' 'by'cy  0 corresponding to the 3
cases:
Case I: m1 and m2 are real and distinct (b  4ac  0),

2
Case II: m1 and m2 are real and equal (b  4ac  0),

2
Case III: m1 and m2 are conjugate complex number

(b  4ac  0)
2
(b 2  4ac  0)
CASE I: DISTINCT REAL ROOTS______________
Distinct means different or unequal.

Under the assumption that m1 and m2 are unequal, we can find
the 2 solutions,
y1  e m1 x
and y2  e
m2 x
Verified that y1 and y2 are linearly independent , thus form a

fundamental set of solutions.
Thus, the general solution is y  c1e m1 x

 c2e m2 x
(b 2  4ac  0)
CASE II: REPEATED REAL ROOTS______________
When m1 = m2 , we obtain only ONE solution y1 e m1 x

.
We can find the second solution from reduction of order

formula:   P ( x ) dx
e
y2  y1  2
dx
y1
From ay' 'by'cy  0

b c
Rewrite y ' ' y ' y  0
a a
(b 2  4ac  0)
b c
y ' ' y ' y  0
a a
b

Find e 
 P ( x ) dx  dx
e a
 b  b 2  4ac
From quadratic equation, m1 
2a
b b
when b  4ac  0, m1  
2
or   2m1
2a a
Thus, integrating factor,
b
  dx
 2 m1dx
e a
e  e 2 m1x
(b 2  4ac  0)
Using the formula:

e 
 P ( x ) dx
y2  y1  2
dx
y1
2 m1 x
e
y2  e m1x  2 m1x dx
e
y2  e m1x  dx
y2  xe m1x
Thus, the general solution is y  c1e m1 x
 c2 xe m1 x
(b 2  4ac  0)
CASE III: COMPLEX ROOTS______________
If m1 and m2 are complex, then we can write

m1    i and m2    i
where α and β are real and i   1 .
y  c1e  c2e
m1 x m2 x
From
( i ) x ( i ) x
We obtain y  c1e  c2e
x x
Or, y  c1e cos x  c2e sin x
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(a) 2 y' '5 y'3 y  0
Let, a = 2, b = -5 and c = -3 and auxiliary equations is 2m2 - 5m - 3 = 0.

b 2  4ac  (5) 2  4(2)(3)  49  0
This is Case I where m1 and m2 are distinct real roots (b  4ac  0).
2
Thus,  b  b 2
 4ac
 b  b  4ac
2
m 
m1  2
2a
2a 1
m1  3 m2  
2
Examples:
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(a) 2 y' '5 y'3 y  0
For Case I, general solution is y  c1e m1 x

 c2e m2 x
1
 x
Thus, y  c1e  c2e
3x 2
Examples:
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(b) y' '10 y'25 y  0
Let, a = 1, b = -10 and c = 25 and auxiliary equations is m2 - 10m + 25 = 0.

b 2  4ac  (10) 2  4(1)(25)  0
This is Case II where m1 and m2 are repeated real roots (b  4ac  0) .
2
Thus, m1 = m2.
m2  10m  25  (m  5)(m  5)  0
Thus, m1 = m2 = 5
Examples:
(a) 2 y' '5 y'3 y  0 (b) y ' '10 y '25 y  0 (c) y' '4 y'7 y  0
Solutions:
(b) y ' '10 y '25 y  0
For Case II, general solution is y  c1e m1 x

 c2 xe m1 x
Thus, y  c1e  c2 xe
5x 5x
Examples:
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(c) y' '4 y'7 y  0
Let, a = 1, b = 4 and c = 7 and auxiliary equations is m2 + 4m + 7 = 0.

b 2  4ac  (4) 2  4(1)(7)  12  0
This is Case III where m1 and m2 are complex roots (b  4ac  0)
2
Examples:
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(c) y' '4 y'7 y  0
From m2  4m  7  0 :
 b  b 2  4ac  b  b 2  4ac
m1  m2 
2a 2a
 4   12  4   12
m1  m2 
2 2
 4  2 3i  4  2 3i
m1  m2 
2 2
Examples:
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0
Solutions:
(c) y' '4 y'7 y  0
m1  2  3i m2  2  3i
which gives   2 and  3

( i ) x ( i ) x
For Case III, general solution is y  c1e  c2e
x x
y  c1e cos x  c2e sin x
2 x 2 x
Thus, y  c1e cos 3x  c2e sin 3x
General Solution
m1 and m2 are real 2
Case I m1 ≠ m2
b - 4ac > 0 y  c1em1x  c2em2 x
m1 and m2 are real 2

Case II
m1 = m2
b - 4ac = 0 y  c1em1x  c2 xe m1x
m1 and m2 are y  c1e( i ) x  c2e( i ) x

Case III conjugate complex b2 - 4ac < 0
number y  c1ex cos x  c2ex sin x

2 Order ODE: Homogeneous Linear Equations With Constant Coefficients

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2 Order ODE: Homogeneous Linear Equations With Constant Coefficients

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2nd Order ODE: Homogeneous Linear Equations

with Constant Coefficients

 Preliminary Theory on Linear Equations

Recall back our first-order differential equation:

If you have a homogeneous linear equation of the first order

where coefficients ay'by  0 and both a and b are

You know that you can solve it using separable variable

Let us try this, ay'by  0

Note that the only basic function whose derivative is a

So, the new solution method:

Let’s apply this method of solution to a second-order differential

where a, b and c are constants.

If we try to find a solution of the form y  e , substitute y  e

am2  bm  c  0 ______________ (2)

Equation (2) above is called the auxiliary equation.

When m is chosen as a root of the quadratic equation (2), the two

Case I: m1 and m2 are real and distinct (b  4ac  0),

Case II: m1 and m2 are real and equal (b  4ac  0),

Case III: m1 and m2 are conjugate complex number

Distinct means different or unequal.

Verified that y1 and y2 are linearly independent , thus form a

Thus, the general solution is y  c1e m1 x

When m1 = m2 , we obtain only ONE solution y1 e m1 x

We can find the second solution from reduction of order

From ay' 'by'cy  0

Using the formula:

If m1 and m2 are complex, then we can write

Let, a = 2, b = -5 and c = -3 and auxiliary equations is 2m2 - 5m - 3 = 0.

For Case I, general solution is y  c1e m1 x

Let, a = 1, b = -10 and c = 25 and auxiliary equations is m2 - 10m + 25 = 0.

For Case II, general solution is y  c1e m1 x

Let, a = 1, b = 4 and c = 7 and auxiliary equations is m2 + 4m + 7 = 0.

which gives   2 and  3

m1 and m2 are real 2

m1 and m2 are y  c1e( i ) x  c2e( i ) x

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