1

Chapter 2
Linear Differential Equations of Second and Higher Orders

Recall, Chapter 1, a linear differential equation of 1
st
-order can be written in the form:
) ( ) ( ) (
0 1
x f y x a y x a = + '

A 2
nd
-order linear differential equation is of the form
)
0 1 2
( ) ( ) ( ) ( x f y x a y x a y x a = + ' + ' '

In general, a linear differntial equation of order n can be written in the form
) ( ) ( ) ( ) ( ... ) ( ) (
0 1 2
) 1 (
1
) (
x f y x a y x a y x a y x a y x a
n
n
n
n
= + ' + ' ' + + +
÷
÷


If , 0 ) ( = x a
n
we obtain the standard form of a linear n
th
-order differential equation
) ( ) ( ) ( ) ( ...
0 1 2
) 1 (
1
) (
x f y x a y x a y x a y a y
n
n
n
= + ' + ' ' + + +
÷
÷


Examples: The following are linear differential equations
x y x y x order
st 2
sec tan cos : 1 = + ' ÷
0 : 2
2
= + ' + ' ' ÷ y y x y x order
nd

x
x
e y y order
th
cos : 4
) 4 (
+ = ÷ ÷

If 0 ) ( ÷ x f in the equations above, the differential equation is called homogeneous.
Otherwise, it is nonhomogeneous.

For instance, the 2
nd
order differntial equation above is homogeneous, but the 1
st
- and 4
th
-
orders above are both nonhomogeneous.
2

Contents of Chapter 2:
Section 2.1: Homogeneous Linear DE of 2
nd
-order

Section 2.2: Second-Order Homogeneous Differential Equations With Real
Constant Coefficients

Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients

Section 2.6: Cauchy-Euler Equations

Section 2.7: Existence and Uniqueness Theorem, Wronskain

Section 2.8: NonHomogeneous Equations

Section 2.9: Undetermined Coefficients Solution Method

Section 2.10 Solution by Variation of Parameters Methods

Section 2.12 Modeling of Electric Ciruits

Section 2.13: Higher-Order Linear Differential Equations

Section 2.14: Higehr-Order Linear Homogeneous Differential Equations
With Constant Coefficients

Section 2.15: Higher-Order Nonhomogeneous Linear Differential Equations






3

Section 2.1: Homogeneous Linear DE of 2
nd
-order
The standard form for homogeneous linear DE of 2
nd
-order is
0 ) ( ) ( = + ' + ' ' y x q y x p y (1)

A homogeneous solution,
h
y , of (1) on an interval b x a < <
,
is any function ) (x h y =
defined and continuous on the interval ) , ( b a I = and satisfies the eqn (1) above for all
I x e , i.e.,
0 ) ( ) ( ) ( ) ( ) ( = + ' + ' ' x h x q x h x p x h

Example 1: Each of the functions
x
e y =
1
and
x
e y
÷
=
2
satisfies the homogeneous
differential equation
0 = ÷ ' ' y y (2)
So, both of
1
y and
2
y are homogeneous solutions.

Note also that
x x x x
e e e e
÷ ÷
+ ÷ ÷ 4 2 & 4 , 2 are all homogeneous solutions to the DE in (2).


Actually, for any arbitrary constants
2 1
& c c , the linear combination
x x
e c e c
÷
+
2 1
of
x
e
and
x
e
÷
is a homogeneous soluion to the DE in (2).



Theorem 1 (Homogeneous Eqn (vs) Linearity and Superposition)
For the homogeneous linear DE (1), any linear combination
2 2 1 1
y c y c + of two solutions
1
y and
2
y on an open interval I is also a solution of the DE. So, sums and constant
multiples of solutions are also solutions.

Proof: Substituting
2 2 1 1
y c y c + into eqn (1) above:
= + + ' + + ' ' + ) )( ( ) )( ( ) (
2 2 1 1 2 2 1 1 2 2 1 1
y c y c x q y c y c x p y c y c
= + ' + ' ' + + ' + ' ' ) ) ( ) ( ( ) ) ( ) ( (
2 2 2 2 1 1 1 1
y x q y x p y c y x q y x p y c

0 ) 0 ( ) 0 (
2 1
= + c c Done
This is the concept of linearity and superposition in case of homogeneaous solutions of
the homogeneous DEs.

This is not true for non linear or non homogeneous as in the following examples.

4

Example 2: Both

x y cos 1
1
+ = and x y sin 1
2
+ = are solutions to the linear nonhomogeneous
DE: 1 = + ' ' y y . But,
1
2y and
2 1
y y + are not solutions.


Example 3:
2
1
x y = and 1
2
= y are both solutions to the nonlinear homogeneous DE:
0 = ' ÷ ' ' y x y y . But, neither
1
y ÷ nor
2 1
y y + is a solution.


General and Particular Solutions:
For the homogeneous linear DE (1), the general solution, denoted
g
y , is any solution in
the form
2 2 1 1
y c y c y
g
+ = , where
1
y and
2
y are two solutions and
1
c and
2
c are any arbitrary
constants. This general solution
g
y is also called homogeneous solution .
h
y
If
1
c

and
2
c

are specified values, say 2 & 4 for instance, the solution
2 1
4 2 y y + is then
called a particular solution, .
p
y

Initial-Value Problem (IVP):
If initial conditions, say
1 0 0 0
) ( & ) ( y x y y x y = ' = , at some point
0
x are given then the eqn
1 0 0 0
) ( & ) ( 0 ) ( ) ( , y x y y x y y x q y x p y = ' = = + ' + ' '
is called an initial-value problem (IVP).


Example 4: The initial-vlaue problem (IVP)
2 ) 0 ( , 4 ) 0 ( , 0 ÷ = ' = = ÷ ' ' y y y y
has the general solution
x x
h g
e c e c y y
÷
+ = =
2 1
.
To find the values of
1
c and
2
c , we substitute the initial conditions in the solution
g
y as
follow:
2 1
4 ) 0 ( c c y + = =

and
2 1
2 ) 0 ( c c y ÷ = ÷ = ' . From these equations we compute
3 & 1
2 1
= = c c . Thus
x x
p
e e y
÷
+ = 3 is the only particular solution that satisfies the IVP.


Basis Solution:
Definition Two functions f & g are said to be linearly independent on a set S if
0 ) ( ) (
2 1
= + x g c x f c is satisfied (for all x in S) only if 0
2 1
÷ = c c . Otherwise, f & g are
linearly dependent.
For example, if 0 ) ( = x f then f & g are linearly dependent for any function g and all x in
domain g since choosing 0 & 0
2 1
= = c c , we obtain 0 0 ) 0 ( ) ( . 0 ) ( .
1 1
= + = + c x g x f c .

5

On the other hand, x x f cos ) ( = and x x g sin ) ( = are linearly independent on any set since if
0
1
= c then 0 sin . cos .
2 1
= + x c x c implies that x
c
c
x sin . cos
1
2
÷ = , i.e., x cos is a constant
multiple of x sin , which is not true.

So, two functions f & g are linearly dependent on a set S if one of them is a constant
multiple of the other one.


Definition The set } {
2 1
, y y of solutions of the DE 0 ) ( ) ( = + ' + ' ' y x q y x p y

is said to be a
basis solution of the DE on a set S if
1
y and
2
y are linearly inedependent on S.


Example 5: The set } { ,
x x
e e
÷
is a basis solution to the DE 0 = ÷ ' ' y y since each of
x x
e e
÷
& is
a solution and
x x
e e
÷
& are linearly independet ( c e
e
e
x
x
x
= =
÷
2
for any constant c).

Example 6: Since x x sin & cos are linearly independet and since each of them is a
solution to the DE 0 = + ' ' y y , then } { sin , cos x x is a basis solution to the given DE.

Remark: A basis solution of a homogeneous differential eqn is not unique. For if the set
} {
2 1
, y y

of solutions of the DE 0 ) ( ) ( = + ' + ' ' y x q y x p y

is a basis of the DE then } {
2 2 1 1
, y k y k
is also a basis solution to the DE for any nonzero constants
2 1
& k k .
How do we find a basis solution to the homogeneous 2
nd
-order differential equation
0 ) ( ) ( = + ' + ' ' y x q y x p y ?
For now, we assume we have one solution
1
y . We now use Reduction of order Method
obtain a second solution
2
y that is linearly independent from
1
y .

Reduction of order method:
Find a function u such that
1 2
uy y = is a solution to the DE above. Since
1 1 2
y u y u y ' + ' = ' and
1 1 1 2
2 y u y u y u y ' ' + ' ' + ' ' = ' ' we substitute into the equation we obtain:
0 ) ( ) )( ( ) 2 (
1 1 1 1 1
= + ' + ' + ' ' + ' ' + ' ' uy x q y u y u x p y u y u y u
¬ 0 ) 2 ) ( ( ) ) ( ) ( (
1 1 1 1 1 1
= ' ' + ' + ' + + ' + ' ' y u y y x p u y x q y x p y u
¬

0 ) / ) ( 2 (
1 1
= ' ' + ' + ' u y y x p u
Let u v ' = . Then the eqn above reduces to the separable 1
st
-order differential eqn:

6

) / 2 ) ( (
1 1
y y x p
v
v
' + ÷ =
'

Integrating both sides with respect ot x, we obtain:
í
÷ ÷ =
1
ln 2 ) ( ln y dx x p v

í
÷
= = ' ¬
dx x p
e
y
v u
) (
2
1
1

Hence dx e
y
u
dx x p
í
í
÷
=
) (
2
1
1
and dx e
y
y uy y
dx x p
í
í
÷
= =
) (
2
1
1 1 2
1
.
Since . constant
1
) (
2
1
1
2
=
í
=
í
÷
dx e
y
y
y
dx x p
, then } {
2 1
, y y is a basis solution and so the general
solution is then
2 2 1 1
y c y c y
g
+ = .

Example 7: Find a basis solution to the following DE with x y =
1
is one solution:
0
2
= + ' ÷ ' ' y y x y x
Solution: Write the DE in standard form: 0 ) / 1 ( ) / 1 (
2
= + ' ÷ ' ' y x y x y

¬

. 0 ,
) / 1 ( ) (
> = =
í í
÷
x x e e
dx x dx x p
Hence, x dx x
x
u ln
1
2
=
í
= , x x uy y ln
1 2
= = and
) ln ( ln
1 1 1 1
x c c x x x c x c y y
g h
+ = + = =



Problems:
(6) Solve x x y xy y y x / sin , 0 2
1
= = + ' + ' '

Answer: x x c x c y x x uy y
h
/ ) cos sin ( / cos
2 1 1 2
+ = ¬ ÷ = =

(4) Solve y y x ' = ' ' 3 2

Hint: Substiute y z ' = , then y z ' ' = ' and the eqution then becomes: z z x 3 2 = '
Answer:
2
2 / 5
1
c x c y + =

(5) Solve
2
) ( 2 y y y ' = ' '

Hint: Substiute y z ' = , then z
dy
dz
dx
dy
dy
y d
y =
'
= ' ' and the eqution then becomes:
2
2z
dy
dz
yz =
Answer:
2 1
1
c x c
y
+
=


7

Section 2.2: Second-Order Homogeneous Differential Equations With Real
Constant Coefficients

Consider the 2
nd
-order linear homogeneous Differential Equation
0 = + ' + ' ' cy y b y a (1)
Where a, b and c are real constants.

Idea of Solution:
Recall a first-order linear homogeneous DE
0 = + ' ky y

has the exponential solution
kx
e y
÷
= , where k is constant.
So, to find the solution of (1), let’s try
rx
e y = , where r is constant to be determined.
Substituting
rx
e y = into (1), we get the auxiliary (or characteristic) quadratic equation
0
2
= + + c br ar
(2)
The roots of this quadratic equation are:
|
.
|

\
|
÷ ÷ ÷ = |
.
|

\
|
÷ + ÷ = ac b b
a
r ac b b
a
r 4
2
2
1
& 4
2
2
1
2 1

And we have two solutions
x r
e y
1
1
= and
x r
e y
2
2
= (3)

From these two solutions, we obtain a basis solution and hence the general solution .
g
y

Types of Solutions:
There are three types of solutions depending on status of the the roots
2 1
& r r . We have
three cases of the roots:
(i) Case 1:
2 1
& r r are real and distinct
(ii) Case 2:

2 1
r r = and real
(iii) Case 3:
2 1
& r r

are complex and distinct

We now discuss the general solution in each case.

Case 1: Distinct Real Roots

R r r e =
2 1

This case occurs if the discriminant 0 4
2
> ÷ ac b , hence the roots
2 1
& r r are real and distinct
and the two solutions
x r
e y
1
1
= and
x r
e y
2
2
= are linearly independent
( t cons e y y
x r r
tan /
) (
2 1
2 1
= =
÷
).

So, in this case, the basis is } , {
2 1
x r x r
e e and the general soultion is
x r x r
e c e c
g
y
2 1
2 1
+ = .
8

Example 1: Solve the IVP: . 1 ) 0 ( , 1 ) 0 ( , 0 3 4 ÷ = ' = = + ' + ' ' y y y y y
Solution: Let
rx
e y = . Then we hav 0 3 4
2
= + + r r

The roots are
2 1
1 3 r r = ÷ = ÷ = which are real, hence
x x
e c e c
g
y
÷ ÷
+ =
2
3
1

Substituting 1 ) 0 ( , 1 ) 0 ( ÷ = ' = y y , we obtain
2 1 2 1
3 1 & 1 c c c c ÷ ÷ = ÷ + =
And the values of
2 1
&c c are 1
2 1
& 0 = = c c , so the solution is
x
e y
÷
=


Case 2: Double Real Roots R r r e =
2 1

This case occurs if the discriminant 0 4
2
= ÷ ac b , hence we have double real roots:

a
b
r r
2
2 1
÷ = =
.
Hence, the two solutions
a bx
e y y
2 /
2 1
÷
= = are dependent.

Question: How do we obtain a basis of soltuion in this case?
Answer: We apply the Rduction-of-Order method (discussed in Section 2.1) on the DE
0 ) / ( ) / ( = + ' + ' ' y a c y a b y
with a solution
a bx
e y
2 /
1
÷
= is given. Let
1 2
uy y = . Then dx e
y
u
dx x p
í
=
í
÷ ) (
2
1
1
, where
a b x p / ) ( = . So, x dx e
e
u
a bx
a bx
=
í
=
÷
÷
/
/
1
,
1 2
xy y = and the general solution is then
x r
g
e x c c y
1
) (
2 1
+ =

Example 2: Solve the IVP: . 1 ) 0 ( , 1 ) 0 ( , 0 9 6 = ' ÷ = = + ' + ' ' y y y y y
Solution: Let
rx
e y = . Then, the auxiliary (characteristic) equation is 0 9 6
2
= + + r r
.

The roots are
2 1
3 r r = ÷ = , a real double root. Hence, by case 2 above,
x x x
g
e x c c xe c e c y
3
2 1
3
2
3
1
) (
÷ ÷ ÷
+ = + =
Substituting 1 ) 0 ( , 1 ) 0 ( ÷ = ' = y y , we obtain
2 1 1
3 1 & 1 c c c + ÷ = = ÷
And from which we have 2
2
÷ = c , so the solution is
x
e x y
3
) 2 1 (
÷
+ ÷ =




9

Section 2.3: The Complex Case for the Second-Order Homogeneous Differential
Equations With Real Constant Coefficients

We are solving the 2
nd
-order linear homogeneous Differential Equation
0 = + ' + ' ' cy y b y a (1)
Where a, b and c are real constants.
Substituting
rx
e y = into (1), we get |
.
|

\
|
÷ ÷ ÷ = |
.
|

\
|
÷ + ÷ = ac b b
a
r ac b b
a
r 4
2
2
1
& 4
2
2
1
2 1


Case 3: Complex Conjugates Roots C r r e =
1 2

This case occurs if the discriminant 0 4
2
< ÷ ac b
.
Define
a
b
2
÷ = o and a b ac 2 / 4
2
÷ = | .
Since the coefficients a, b and c are real constants then the roots are complex conjugates:
| o | o i r r i r ÷ = = + =
1 2 1
& , where
1 ÷ = i
and the two solutions ,
x i x
e e y
| o
=
1
and
x i x
e e y
| o ÷
=
2
are linearly independent ( t cons
x i
e y y tan
2
/
2 1
= =
|
) . But they are complex.

Question: How do we obtain a basis of real soltuions in this case?
Answer: Using Euler’s Identities: x i x e
ix
sin cos + =
and
x i x e
ix
sin cos ÷ =
÷

Hence, x
e e
ix ix
cos
2
=
+
÷
and x
i
e e
ix ix
sin
2
=
÷
÷

To find a real basis, note that )
2 1
(
x i x i x
g
e c e c e y
| | o ÷
+ =
Choosing
2
1
2 1
= = c c , we obtain x e y
x
p
|
o
cos
1
= .
Choosing
i
c
i
c
2
1
&
2
1
2 1
÷ = = , then x e y
x
p
|
o
sin
2
=
.
Note that
2 1
&
p p
y y are real, linearly independent and homogeneous solutions of (1). So,
the basis is } sin , cos { x
x
e x
x
e |
o
|
o

and the general soultion is
) sin
2
cos
1
( x c x c
x
e y
g
| |
o
+ =

Example 3: Solve the IVP: . 1 ) 0 ( , 1 ) 0 ( , 0 5 2 = ' = = + ' + ' ' y y y y y
Solution: Let
rx
e y = . Then we hav 0 5 2
2
= + + r r

The roots are i r i r 2 1
2
& 2 1
1
÷ ÷ = + ÷ = . So, 1 ÷ = o and 2 = | , then
) 2 sin
2
2 cos
1
( x c x c e
g
y
x
+ =
÷

Substituting 1 ) 0 ( , 1 ) 0 ( = ' = y y , we obtain
2 1 1
2 1 & 1 c c c + ÷ = = . Hence,
2 1
1 c c = = , so the
solution is ) 2 sin 2 (cos x x e y
x
+ =
÷
.
11

Section 2.7 Existence and Uniqueness Theorem, Wronskain

In this section, we give a general theory for the homogeneous linear 2
nd
-order differential
equation of the form
0 ) ( ) (
0 1
= + ' + ' ' y x a y x a y (1)
where ) ( & ) (
1 0
x a x a are continuous functions on a given open interval I.
Consider solving the initial-value prorblem:
1 0 0 1
) 0 ( & ) 0 ( , 0 ) ( ) ( y y y y y x a y x a y = ' = = + ' + ' ' (2)

Theorem 1: (Existence and Uniqueness Theorem)
If ) ( & ) (
1 0
x a x a are continuous functions on some open interval I and if I x e
0
, then the
initial-value problem (2) has a unique solution ) (x y on the interval I.

Linear Independence of Solutions,Wronskian
The Wronskian ) , (
2 1
y y W of two solutions ) ( & ) (
2 1
x y x y of (1) is the determinant
2 1 2 1
2 1
2 1
2 1
det ) , ( y y y y
y y
y y
y y W ' ÷ ' =

' '
=

Theorem 2: (Linear Independence and Dependence of Solutions)
Suppose ) ( & ) (
1 0
x a x a are continuous functions on some open interval I. Then two solutions
) ( & ) (
2 1
x y x y of (1) on I are linearly dependent on I if their Wronskian is zero at some point
I x e
0
. Furthermore, if 0 = W at some I x e
0
, then 0 ÷ W on I; hence if there is I x e
1
at
which 0 = W , then ) ( & ) (
2 1
x y x y are linearly independent on I.

Example 1: x x y x x y e e sin ) ( & cos ) (
2 1
= = are solutions of 0
2
= + ' ' y y e , with 0 = e , on any
interval. Their wronskian is 0
cos sin
sin cos
det ) sin , (cos = =

÷
= e
e e e e
e e
e e
x x
x x
x x W
So, by Theorem above, x x e e sin & cos are linearly independent on all of R. Hence, the
general solution to 0
2
= + ' ' y y e is x c x c e e sin cos
2 1
+ , where
2 1
& c c are arbitrary constants.

Example (2):
x x
xe x y e x y = = ) ( & ) (
2 1
are solutions of 0 2 = + ' ÷ ' ' y y y on any interval.
Their wronskian is 0
) 1 (
det ) , (
2
= =

+
=
x
x x
x x
x x
e
e x e
xe e
xe e W
So,
x x
xe e & are linearly independent on all of R , and the general solution to 0 2 = + ' ÷ ' ' y y y
is
x
e x c c ) (
2 1
+

where
2 1
& c c are arbitrary constants.

11

Theorem 3: (Existence of a General Solution)
If ) ( & ) (
1 0
x a x a are continuous functions on some open interval I, then the differential
equation 0 ) ( ) (
0 1
= + ' + ' ' y x a y x a y has a general solution on I.

Theorem 4: (General Solution)
Suppose that equation (1) has continuous coefficients ) ( & ) (
1 0
x a x a on some open interval .
Then every solution of (1) on I is of the form ) ( ) ( ) (
2 2 1 1
x y c x y c x y
g
+ = , where ) ( & ) (
2 1
x y x y
form a basis of solutions of (1) on I and
2 1
& c c are arbitrary constants.
Hence, (1) does not have singular solutions.

12

Section 2.13 Higher-Order Linear Differential Equations

In this section, the concepts and definitions introduced to the linear differential equations of
order 2 in Sections (2.1 & 2.7) are generalized to the Linear Differential Equations of
higher-orders (n > 2):
) ( ) ( ) ( ) (
0 1
) 1 (
1
) (
... x f y x a y x a y x a y
n
n
n
= ' + + + +
÷
÷
(1)
If 0 ) ( ÷ x f , we obtain the homogeneous differential equation in (2). Otherwise, it is
nonhomogeneous.
0 ) ( ) ( ) (
0 1
) 1 (
1
) (
... = +
'
+ + +
÷
÷
y x a x a y x a y y
n
n
n
(2)
A homogeneous solution
h
y of (2) on an interval b x a < <
,
is a function ) (x h y = , defined
and continuous on the interval ) , ( b a I = , that satisfies eqn (2) above for all I x e .

Example 1: Each of the functions
x
e y =
1
,
x
e y
÷
=
2
and
x
xe y =
3
satisfies the following
3
rd
-order linear and homogeneous differential equation: 0 = + ' ÷ ' ' ÷ ' ' ' y y y y
So, all of
1
y
,
2
y

and
3
y are homogeneous solutions.
Note also that
x x x x
xe e e e 4 2 & 4 , 2 + ÷ ÷
÷ ÷
are also homogeneous solutions to the above DE.

Theorem 1 (Superposition and Linearity Principles)
For the homogeneous linear DE (2) , sums and constant multiples of solutions on an open
interval I are again solutions of (2) on I.

Proof: It is a generalization of the proof in Sec. 2.1 Done

Again, this is not true for non linear or non homogeneous.

Linear Independence and Dependence Definition
The n functions ) ( ..., ), ( ), (
2 1
x y x y x y
n
are called linearly independent on an interval I if
0 ) ( ... ) (
1 1
= + + x y c x y c
n n
(3)
For all x in I implies that all
n
c c c ..., , ,
2 1

are zero. Otherwise, they are linearly dependent.
For example, if 0 ) (
1
= x y then ) ( ..., ), ( ), (
2 1
x y x y x y
n

are linearly dependent by putting
0 ... , 1
2 1
= = = =
n
c c c

Also, ) ( ..., ), ( ), (
2 1
x y x y x y
n
are linearly dependent on I iff one of the functions can be written
as a linear combination of the other (n-1) functions.
For instance, )) ( ... ) ( (
1
) (
2 2
1
1
x y c x y c
c
x y
n n
+ + ÷ =

iff 0
1
= c
iff ) ( ..., ), ( ), (
2 1
x y x y x y
n
are linearly dependent.
13

Example 2: The functions
2
3 2 1
) ( & 2 ) ( , ) ( x x y x x y x x y = = = are linearly dependent since
) ( . 0 ) (
2
1
) (
3 2 1
x y x y x y + =



Example 3: Show that the functions
3
3
2
2 1
) ( & ) ( , ) ( x x y x x y x x y = = = are linearly
independent on any interval, say ] 3 , 1 [ = I
Solution:

Equation (3) is: 0
3
3
2
2 1
= + + x c x c x c

Putting 3 & 2 , 1 = = = x x x , into (3) we obtain the following system of linear equations:
0 27 9 3
0 8 4 2
0
3 2 1
3 2 1
3 2 1
= + +
= + +
= + +
c c c
c c c
c c c

Solving these equations we obtain 0
3 2 1
= = = c c c . Hence
3 2
& , x x x are linearly independent
on the interval ] 3 , 1 [ .

General Solution, Basis and Particular Solutions:
A basis of solution of (2) on an open interval I is a set } ..., , , {
2 1 n
y y y

of n linearly
independent solutions.

A general solution of (2), denoted ,
g
y on an open interval I is any solution of the form
n n g
y c y c y c y + + + = ...
2 2 1 1
(4)
where } ..., , , {
2 1 n
y y y is a basis (fundamental system) of solutions of (2) and
n n
c c c c & ..., , ,
1 2 1 ÷

are any arbitrary constants. This
g
y is also called homogeneous solution .
h
y

If
n n
c c c c & ..., , ,
1 2 1 ÷

in (4) are specified values, the solution is then called a particular
solution
p
y
.


Example 4: The functions
3 2
& , x x x in Example 3 above are linearly independent solutions
to the 3
rd
-order linear and homogeneous differential equation 0 6 6 3
2 3
= ÷ ' + ' ' ÷ ' ' ' y y x y x y x

on
any interval does not contain 0.
So, a general solution to the above equation is
3
3
2
2 1
x c x c x c y
g
+ + = and (for example)
3 2
5 2 3 x x x y
p
+ ÷ = is a particular solution to the DE in Example 4 above.

Initial-Value Problem, Existence and Uniqueness
Consider the IVP:
1 0
) 1 (
1 0 0 0
0 1
) 1 (
1
) (
) ( ..., , ) ( , ) (
0 ) ( ) ( ) ( ...
÷
÷
÷
÷
= = ' =
= ' + + + +
n
n
n
n
n
y x y y x y y x y
y x a y x a y x a y
(5)
14

Theorem 2: (Existence and Uniqueness Theorem)
If ) ( ..., , ) (
1 0
x a x a

are continuous functions on some open interval I and if I x e
0
, then the
initial-value problem (5) has a unique solution ) (x y on the interval I.

Example (5) Solve the IVP
4 ) 1 ( , 1 ) 1 ( , 2 ) 1 (
0 6 6 3
2 3
÷ = ' ' = ' =
= ÷ ' + ' ' ÷ ' ' '
y y y
y y x y x y x

Solution: Note that this equation is not in standard form. Its standard form is
0
6 6 3
3 2
= ÷ ' + ' ' ÷ ' ' ' y
x
y
x
y
x
y
So, the coefficeints are continuous on any interval not containing 0. Since , 0 1
0
> = x then by
Theorem 2 above, a unique solution exists on the interval where . 0 > x

In Example 4,we saw that the general solution to this eqn. is
3
3
2
2 1
x c x c x c y
g
+ + =

Substituting the given initial conditions, we obtain
3 2
3 2 1
3 2 1
6 2 4 ) 1 (
3 2 1 ) 1 (
2 ) 1 (
c c y
c c c y
c c c y
+ = ÷ = ' '
+ + = = '
+ + = =

Solving for the constants, we obtain
3 2
2 x x x y
p
÷ + = as the unique solution with x > 0.

Linear Independence of Solutions. Wronskain
The Wronskian ) ,..., (
1 n
y y W of n solutions ) ( ,..., ) (
1
x y x y
n
of (2) is the n
th
-order determinant

' ' '
=
÷ ÷ ) 1 ( ) 1 (
1
2 1
2 1
1
........
.
.
.......
......
det ) ..., , (
n
n
n
n
n
n
y y
y y y
y y y
y y W


Theorem 3: (Linear Independence and Dependence of Solutions)
Suppose ) ( ..., , ) (
1 0
x a x a


are continuous functions on some open interval I. Then n solutions
) ( ),..., (
1
x y x y
n
of the differentia equation
0 ) ( ) ( ... ) (
0 1
) 1 (
1
) (
= + ' + + +
÷
÷
y x a y x a y x a y
n
n
n
(2)
on I are linearly dependent on I if their Wronskian is zero at some point I x e
0
.
Furthermore, if 0 = W at some I x e
0
, then 0 ÷ W on I; hence if there is I x e
1
at which 0 = W
, then ) ( ,..., ) (
1
x y x y
n
are linearly independent on I.
15

Example 6:
3 2
3 2
3 2
2
6 2 0
3 2 1 det ) , , ( x
x
x x
x x x
x x x W =

=
By Example 5, the functions
3 2
& , x x x are solutions to the 3
rd
-order linear and homogeneous
differential equation 0 6 6 3
2 3
= ÷ ' + ' ' ÷ ' ' ' y y x y x y x on any interval not containing 0.
Since, 0 2
3
= = x W for any , 0 = x then the solution set } , , {
3 2
x x x is liearly independent on
) , 0 ( · = I and hence a basis of solutions of the equation above.

Example 7: Since 0 4
) 2 (
) 1 ( det ) , , ( = ÷ =

+
+ ÷ =
÷
÷
÷
÷ x
x x x
x x x
x x x
x x x
e
e x e e
e x e e
xe e e
xe e e W
And since
x x x
xe e e & ,
÷
are solutions to 0 = + ' ÷ ' ' ÷ ' ' ' y y y y for all x, then by Theorem above,
} , , {
x x x
xe e e
÷
is a basis of solutions to the equation.

Theorem 4: (Existence of a General Solution)
If the coefficients ) ( ..., , ) (
1 0
x a x a


of (2) are continuous functions on some open interval I,
then (2) has a general solution on I.

Theorem 5: (General Solution)
Suppose that (2) has continuous coefficients ) ( ..., , ) (
1 0
x a x a

on some open interval . Then
every solution of (2) on I is of the form ) ( ... ) ( ) ( ) (
2 2 1 1
x y c x y c x y c x y
n n g
+ + + =
where ) ( ,..., ) (
1
x y x y
n
form a basis of solutions of (2) on I and
2 1
& c c are arbitrary constants.

Hence, (2) does not have singular solutions.

16

Section 2.14: Higehr-Order Linear Homogeneous Differential Equations
With Constant Coefficients
In this section, we discuss the solution to the Higehr-Order Homogeneous Differential
Equations with real constant coefficients 0
0 1
) 1 (
1
) (
... = ' + + + +
÷
÷
y a y a y a y
n
n
n
(1)

Since the coeffecients of (1) are all consatnts, and hence contintuous on R, then,
by Theorem 4 of Section 2.13, a general solution always exists on all of R.


To find the solution of (1), we imitate the method of in Sections 2.2 (the 2
nd
-order
homogeneous equation with constant coefficients). So, we assume an exponential
solution
rx
e y = , and we substitue it in eq. (1) we obtain the auxiliary equation:
0
0 1
1
1
... = + + + +
÷
÷
a r a r a r
n
n
n
(2)
Let
n
r r ..., ,
1
be the n roots of (2). Then we obtain the solutions
x r
n
x r
n
e y e y = = ..., ,
1
1

To find a basis of solutions, we look for n linearly independent solutions of the form
rx
e y =

Remark:
Before discussing the cases of the roots, we need the following Vandermond Determinant
of order n
:
¹
´
¦ = =
=
÷ ÷ =

=
I
s < s
÷
÷ ÷ ÷
distinct are r all if nonzero
j i some for r r if
r r
r r r
r r r
V
i
j i
j i
n j i
n n
n
n
n n
n
,
, , 0
) ( ) 1 (
.
.
1 ....... 1 1
det
1
2 / ) 1 (
1 1
2
1
1
2 1


Cases of the Roots:
As in Section 2.2, we have three cases to consider:
(iv) Case 1: all roots are real and distinct
(v) Case 2: some complex roots
(vi) Case 3: some repeated real roots.



17

Case 1: Distinct Real Roots j i R r r
j i
= e = ,
In this case, the n solutions are
x r
n
x r
n
e y e y = = ..., ,
1
1
.
Using Vandermond determinnat, the
Wronskian of these solutions is nonzero:

=
÷ ÷ ÷ x r n
n
x r n x r n
x r
n
x r x r
x r x r x r
x r x r
n
n
n
n
e r e r e r
e r e r e r
e e e
e e W
1 1
2
1
1
2 1
2 1
2 1
2 1
1
.
.
.......
det ) ,..., (
0
) ( ) 1 (
.
.
1 ....... 1 1
det
1
2 / ) 1 ( ) ... (
1 1
2
1
1
2 1
) ... (
2 1
2 1
=
÷ ÷ =

=
I
s < s
÷ + + +
÷ ÷ ÷
+ + +
j i
n j i
n n x r r r
n
n
n n
n
x r r r
r r e
r r r
r r r
e
n
n
So the solutions above form a basis and a general solution in this case is
x r
n
x r
g
n
e c e c y + + = ...
1
1

for all real x.


Theorem 1: (Basis)
n solutions
x r
n
x r
n
e y e y = = ..., ,
1
1
of (1) form a basis of solutions of (1) iff all the n roots
n
r r ..., ,
1
of (2) are distinct.

Theorem 2 (Linear Independence)
Any number of solutions
x r
k
x r
k
e y e y = = ..., ,
1
1
of (1) are linearly independent on any open

interval I iff
k
r r ..., ,
1
are distinct.

Example 1: Solve the differential Equation
0 2 2 = + ' ÷ ' ' ÷ ' ' ' y y y y
Solution: ¬ =
rx
e y 0 2 2
2 3
= + ÷ ÷ r r r

The roots of this auxiliary equation are: 2 & 1 , 1 ÷ and the general solution is then
x x x
g
e c e c e c y
2
3 2 1
+ + =
÷


18

Remark To look for the roots, we use the following helpful steps:
- By rational zero test, the rational zeros are obtained from the set }
1
2 , 1
{ ±

where 1 &
2 are the divisors of 2 (the constatnt term) and 1 is the divisor of 1 (the leading
coefficient)

- By Descarte’s rule of sign, there are 2 or no positive real roots and exactly one
negative root.

- Use synthetic division by the possible rational zeros to obtain the roots.


Case 2: Some Complex Conjugate Roots

C r r
j i
e =

Note: If the coefficients
0 1
..., , a a

are all real, then if there is a complex root, say
| o i r + = , then its conjugate | o i r ÷ = is also a root, i.e., complex roots occurd as pairs.
As in Section 2.3, the two real solutions that correspond to the complex conjugate roots
| o i r ± = are x e
x
|
o
cos and x e
x
|
o
sin .

Example 2: Solve the IVP: 299 ) 0 ( & 11 ) 0 ( , 4 ) 0 ( , 0 100 100 ÷ = ' ' = ' = = ÷ ' + ' ' ÷ ' ' ' y y y y y y y

Solution: ¬ =
rx
e y

The auxiliary equation is 0 100 100
2 3
= ÷ + ÷ r r r

-The rational zeros are divisors of 100.
- There are 3 or 1 positive root
- There are no negative roots
- By synthetic division by 1, we obtain a quadratic quation:

0 100 0 1
100 0 1
100 100 1 1 1
+ + +
÷ ÷

So, 1
1
= r is a real root. The other two roots are the roots of the quadratic equation
0 100
2
= + r which are the complex conjugate roots i r 10
3 , 2
± =
So, the general solution is x c x c e c y
x
g
10 sin 10 cos
3 2 1
+ + =

We now substitute the initial values
2 1
2 1
2 1
100 299 ) 0 (
10 11 ) 0 (
4 ) 0 (
c c y
c c y
c c y
÷ = ÷ = ' '
+ = = '
+ = =

Solving for the constants 3 2 1
& , c c c
we obtain
x x e y
x
g
10 sin 10 cos 3 + + =




19

Case 3 Some Repeated Real Roots
m
r r r = = = ....
2 1

If a real root
1
r is repeated m-times (
1
r is a root of multiplicity m), say
m
r r r = = = ....
2 1
,
then (as a generalization of the 2
nd
-order in this case) we obtain m independent solutions
as follow:
x r m x r x r
e x
m
y xe y e y
1 1 1
1
1
..., ,
2
,
÷
= = =

Example 3: Solve the DE:
0 3 3 = ' ' ÷ ' ' ' + ÷ y y
iv
y
v
y

Solution: The auxiliary equation is 0 3 3
2 3 4 5
= ÷ + ÷ r r r r
The roots are: 0, 0, 1,1 ,1 and the general solution is
x
e x d x d d x c c y ) ( ) (
2
2 1 0 1 0
+ + + + =

If a complex root, say

| o i r + = and hence its conjugate | o i r ÷ = are repeated, say
m
r r r = = = ....
2 1
and
m
r r r = = = ....
2 1
then indepndent solutions are obtained by multiplying
the solutios x e
x
|
o
cos and x e
x
|
o
sin by x for each time the roots are repeated, so we
obtain the solutions
, sin ..., , sin , sin
cos ..., , cos , cos
1
1
x e x x xe x e
x e x x xe x e
x m x x
x m x x
| | |
| | |
o o o
o o o
÷
÷


For example, if i r 2 1
1
+ = is a root of multiplicity 3 of the auxiliary equation of a
homogeneous DE with real constant coefficients, then its conjugate i r 2 1
1
÷ = is also a
repeated root of multiplicity 3. Hence, the solutions corresponding to these roots are
) 2 sin ) ( 2 cos ) ((
2
2 1 0
2
2 1 0
x x B x B B x x A x A A e
x
+ + + + +


21

Section 2.6: Cauchy-Euler Equations
Consider the 2
nd
– order Cauchy-Euler DE: 0
2
= + ' + ' ' cy y bx y ax (1)
where a , b and c are real constants. Writing this equation in standard form, we obtain

0
2
= + ' + ' ' y
ax
c
y
ax
b
y
(2)


By Theorem 4 of Section 2.13, since the coeffecients of (2) are all contintuous on } 0 /{ R ,
then a general solution always exists on any interval not containing 0.
So, a solution of (2)( hence of (1)), exists on ) , 0 ( · or ) 0 , ( · ÷ .

Idea of Solution:
We look for a function f such that f x f x ' ' '
2
& are both constant multiples of f. For
instance,
r
x x f = ) ( satifies f r r f x rf f x ) 1 ( &
2
÷ = ' ' = ' .
So we assume the solution of the form
r
x y = where r is a constant to be determined.
Substituting
r
x y = into (1), we get the characteristic (auxiliary) quadratic equation
0 ) 1 ( = + + ÷ c br r ar
(3)
Or
0 ) (
2
= + ÷ + c r a b ar
(4)
The roots
2 1
&r r of this quadratic equation are:
( ) ac a b a b
a
r 4 ) ( ) (
2
1
1
2
÷ ÷ + ÷ ÷ = and ( ) ac a b a b
a
r 4 ) ( ) (
2
1
2
2
÷ ÷ ÷ ÷ ÷ =
And we have two solutions
1
1
r
x y = and
2
2
r
x y = (5)
From these two solutions, we obtain a basis solution and hence the general solution .
g
y

Types of Solutions:
There are three types of solutions depending on the the roots
2 1
&r r . We have three cases
of the roots:
Case 1:
2 1
& r r are distinct and real
Case 2:
2 1
r r = and real
Case 3:
2 1
& r r are distinct but complex conjugates.
Note that if
2 1
&r r are distinct, then the two solutions:
1
1
r
x y = and
2
2
r
x y = are
independent since consatnt x
y
y
r r
= =
÷
1 2
1
2
(
(The Wronskian is 0 ) (
1
1 2
1
2
1
1
2 1
2 1
2 1
= ÷ = =
÷ +
÷ ÷
r r
r r
r r
x r r
x r x r
x x
W (all 0 = x )).

21

Case 1: Distinct Real Roots R r r e =
2 1

In this case, the two solutions
1
1
r
x y = and
2
2
r
x y = are independent (by the Wronskian) and
hence the general solution is
2 1
2 1
r r
g
x c x c y + =

Example 1: Solve 0 2 5 . 2
2
= ÷ ' ÷ ' ' y y x y x
Solution: Let
r
x y = . Then we hav 0 2 5 . 3
2
= ÷ ÷ r r

The roots are
2 1
2 / 1 4 r r = ÷ = = which are real, hence
2 / 1 4
1
2
÷
+ = x c x c
g
y

Case 2: Double Real Roots R r r e =
2 1

This case occurs if the discriminant 0 4 ) (
2
= ÷ ÷ ac a b , hence we have double real roots:
a
a b
r r
2
) (
2 1
÷
÷ = = . Hence, the two solutions are dependent (
a a b
x y y
2 / ) (
2 1
÷ ÷
= = ).
To obtain a basis of solution in this case, we apply the Rduction-of-Order method
(Section 2.1) on the DE 0 ) / ( ) / (
2
= + ' + ' ' y ax c y ax b y , where a solution
a a b
x y
2 / ) (
1
÷ ÷
= is given.
Let
1 2
uy y = . Then x d e
y
u
dx x p
í
=
í
÷ ) (
2
1
1
, where ) /( ) ( ax b x p = .
So, , ln
/ ) (
/
x dx
x
x
u
a a b
a b
=
í
=
÷ ÷
÷
x y y ln
1 2
= and the general solution is then
1
) ln (
2 1
r
g
x x c c y + =
In this case, the Wronskian of the solutions is then 0 /
/ ln
ln
2
1
1 1 1
1 1
= =
+ ' '
x y
x y x y y
x y y


Example 2: Solve 0 4 3
2
= + ' ÷ ' ' y y x y x
Solution: Let
r
x y = . The auxiliary equation is 0 4 4
2
= + ÷ r r . The roots are
2 1
2 r r = ÷ = , a
real double root. So,
2
2 1
) ln (
÷
+ = x x c c y
g
.

Case 3: Complex Conjugates Roots C r r e =
1 2

This case occurs if the discriminant 0 4 ) (
2
< ÷ ÷ ac a b
.
Define
a
a b
2
÷
÷ = o and a a b ac 2 / ) ( 4
2
÷ ÷ = | , then the roots are 0 & ,
2 1
= ÷ = + = | | o | o i r i r .
Note that the roots
2 2 1
r r r = = are complex conjugates and the two solutions
1
1
r
x y = &
2
2
r
x y = are linearly independent since 0 2 ) , (
1 2
2 1
= ÷ =
÷ o
|x i y y W or ( t cons x y y
i
tan /
2
2 1
= =
|
).
But, they are complex:
| o i
x x y =
1
and
| o i
x x y
÷
=
2
.

To obtain a basis of real soltuions in this case, note that
) ln sin( ) ln cos( & ) ln sin( ) ln cos(
ln ln
x i x e x x i x e x
x i i x i i
| | | |
| | | |
÷ = = + = =
÷ ÷

22

Then: ) ln cos( ) (
2
1
x x x
i i
|
| |
= +
÷
and ) ln sin( ) (
2
1
x x x
i i
i
|
| |
= ÷
÷

So, ) ln cos(
1
x x y |
o
= and ) ln sin(
2
x x y |
o
= are two real and linearly independent

solutions of (1) when the roots are complex conjugates
) tan ) ln cot( / (
2 1
t cons x y y = = |
Hence, the general soultion is )) ln sin( ) ln cos( (
2 1
x c x c x y
g
| |
o
+ =

Example 3: Solve 0 13 7
2
= + ' + ' ' y y x y x
Solution: Let
r
x y = . Then we hav 0 13 6
2
= + + r r

The roots are i r i r 2 3 & 2 3
2 1
÷ ÷ = + ÷ = , so, 3 ÷ = o and 2 = | and
)) ln 2 sin( ) ln 2 cos( (
2 1
3
x c x c x y
g
+ =
÷


Example 4: Boundary Value Problem (BVP)
Electric Field Between two Concentric Spheres
Find the electrostatic potential ) (r v v = between two concentric spheres of radii
cm r cm r 8 & 4
2 1
= = kept at potentials volts v volt v 0 & 110
2 1
= = , respectively.

Solution: Physical Information
The potential ) (r v v = satisfies 0 2 = ' + ' ' v v r
.
This is Cauchy-Euler equation, So, let
m
r v = .
Then we have 0
2
= + m m . The roots are . 1 & 0 ÷ = m
So, the potential is r c c r v / ) (
2 1
+ = . Substituting the boundary values:
8 /
2 1
0 ) 8 (
4 /
2 1
110 ) 4 (
c c v
c c v
+ = =
+ = =

The solution is then r r v / 880 110 ) ( + ÷ =


23

Section 2.8 NonHomogeneous Equations

In this section, we give a general theory for the non homogeneous linear 2
nd
-order
differential equation of the form
) ( ) ( ) (
0 1
x f y x a y x a y = + ' + ' '

(1)
where ) ( & ) (
1 0
x a x a are continuous functions on a given open interval I.
Consider also the homogeneous linear 2
nd
-order differential equation of the form:

0 ) ( ) (
0 1
= + ' + ' ' y x a y x a y (2)

Theorem 1: Relations Between Solutions of (1) & (2)
a- If
2 1
&y y are two solutions of (1) on some open interval I, then
2 1
y y ÷ is a solution
of (2) on I also.
b- If
p
y is a solution of (1) and
h
y is a solution of (2) on some open interval I, then
h p
y y + is a solution of (1) on I.

Proof: Define y x a y x a y y L ) ( ) ( ] [
0 1
+ ' + ' ' = .
Note that ] [ y L is a linear operator, i.e.,

] [ ] [ ] [
2 2 1 1 2 2 1 1
y L c y L c y c y c L + = +

a- If
2 1
&y y are solutions of (1), then ) ( ] [ ] [
2 1
x f y L y L = =
Hence, 0 ) ( ) ( ] [ ] [ ] [
2 1 2 1
= ÷ = ÷ = ÷ x f x f y L y L y y L , so
2 1
y y ÷ is a solution of (2) on I also.

b- If
p
y is a solution of (1) on some open interval I and
h
y is a solution of (2) on I
also, then 0 ] [ & ) ( ] [ = =
h p
y L x f y L . Hence ) ( 0 ) ( ] [ ] [ ] [ x f x f y L y L y y L
h p h p
= + = + = +

Definitions: General Solution of the nonhomogeneous eqn (1)
If ) ( ) (
2 2 1 1
x y c x y c y
h
+ = is a solution of (2) and if ) (x y
p
is a solution of (1), then
) ( ) ( ) (
2 2 1 1
x y x y c x y c y y y
p p h g
+ + = + =
(3)
is a general solution of (1).

A Particular Solution of the nonhomogeneous eqn (1) is a solution of the form
) ( ) ( ) (
2 2 1 1
x y x y c x y c
p
+ + where the constants
2 1
&c c are specified numbers.


General Solution of (1) Includes All Solutions
Theorem 2: Suppose the coefficients ) ( ), (
1 0
x a x a and the function ) (x f of (1) are all
continuous functions on some open interval I. Then a general solution of (1) exists on I
and every solution of (1) is obtained by assigning suitable values to the arbitrary
constants in the genearl solution (3).

24


How to Solve (1) or IVP for (1)?
We find the homogeneous solution
h
y

of equation (2) and find the particular solution
p
y
of (1).

Example 1: Find the general solution of . 4 5 4
2x
e y y y = + ' + ' '

Solution:
Step 1: Find the homogeneous solution of 0 5 4 = + ' + ' ' y y y

Since the coefficients are constants, then the solution is of the form
rx
h
e y = .
Substituting into the homogeneous equation above , we get the auxiliary
equation 0 5 4
2
= + + r r . We obtain i r i r ÷ ÷ = + ÷ = 2 & 2
1 1
and so

) sin cos (
2 1
2
x c x c e y
x
h
+ =
÷
.


Step 2: We now find the particular solution
p
y of . 4 5 4
2x
e y y y = + ' + ' '

Since
x
e x f
2
4 ) ( = and since the coefficients of the equation are conatant,
then
p
y and its derivatives should be in the form of .
2x
Ae

So, let
x
p
Ae y
2
= ,
then we have
x x x x
e Ae e A e A
2 2 2 2
4 5 ) 2 ( 4 ) 4 ( = + +
.
Solving for A, we obtain 17 / 4 = A .

Step 3: So, the general solution is then
x x
g
e x c x c e y
2
2 1
2
) 17 / 4 ( ) sin cos ( + + =
÷
.


Example 2: Solve the initial value problem IVP
. 1 ) 0 ( & 0 ) 0 ( , 4 5 4
2
÷ = ' = = ÷ ' + ' ' y y e y y y
x

Solution:
Step1:
x x
h
e c e c y
5
2 1
÷
+ = is the homogeneous solution of 0 5 4 = ÷ ' + ' ' y y y


Step 2: Again, as in Example (1), we assume the particular solution as
x
p
Ae y
2
= .
Then we have,
x x x x
e Ae e A e A
2 2 2 2
14 5 ) 2 ( 4 ) 4 ( = ÷ +


Solving for A, we obtain . 2 = A

Step 3:
x x x
g
e e c e c y
2 5
2 1
2 + + =
÷

Step 4: Find the coefficients
2 1
&c c such that the solution satisfies the initial values.
With , 0 ) 0 ( = y then

2 0
2 1
+ + = c c
And , 1 ) 0 ( ÷ = ' y then 4 5 1
2 1
+ ÷ = ÷ c c
Solving these two equations for
2 1
&c c , we obatin .
2
1
&
2
5
2 1
= ÷ = c c

Hence the unique particular solution to the IVP is
x x x
p
e e e y
2 5
2
2
1
2
5
+ + ÷ =
÷
.

25


Section 2.9 Undetermined Coefficients Solution Method
In this section, we solve the nonhomogeneous eqn
) ( ) ( ) (
0 1
x f y x a y x a y = + ' + ' ' (1)
by the Undetermined Coefficients Solution Method. This method requires eqn (1) to have
two properties:

1- The coefficients are constants, i.e., eqn (1) becomes:
) (
0 1 2
x f y a y a y a = + ' + ' ' (2)
In this case, the homogeneous solution
h
y is found as in Sections 2.2 & 2.3 by
assuming .
rx
h
e y =

2- The function ) (x f is a linear combination of bx or and bx bx bx e x
ax r
cosh / sinh , cos , sin , , .

Steps of Solution
Step 1: As in Sec 2.2 & 2.3 find the homogeneous solution ) ( ) (
2 2 1 1
x y c x y c y
h
+ = of
0
0 1 2
= + ' + ' ' y a y a y a (3)
Step 2: Find the particular solution
p
y of (2) according to the following rules:

(a) Basic Rule:
Choose
*
p
y

in the same form as ) (x f but with undetermined coefficients as in the
following table:

) (x f Assumed
*
p
y
n
kx
0
1
1
... A x A x A
n
n
n
n
+ + +
÷
÷

rx
ke
rx
Ae
bx k cos or bx k sin bx B bx A sin cos +
n rx
x ke
rx n
n
e A x A ) ... (
0
+ +
bx ke
rx
cos or bx ke
rx
sin
rx
e bx B bx A ) sin cos ( +
bx kx
n
cos or bx kx
n
sin bx A x A
n
n
cos ) ... (
0
+ + bx B x B
n
n
sin ) ... (
0
+ + +
bx e kx
rx n
cos or bx e kx
rx n
sin bx A x A e
n
n
rx
cos ) ... (
0
+ + bx B x B e
n
n
rx
sin ) ... (
0
+ + +

(b) Modification Rule:
26

If the assumed
*
p
y or any of its derivatives is already a homogeneous solution of (3) then
multiply
*
p
y by
r
x x x ..., , ,
2
where r is the least positive integer such that
*
p
r
y x is not a
homogeneous solution. The particular is then
*
p
r
p
y x y = .
(c) Sum Rule (Superposition)
If ) ( ... ) ( ) ( ) (
2 1
x f x f x f x f
m
+ + + = , then for each ) (x f
k
, we assume a particular solution
k
p
y

( modified if needed) and the particular solution will be the superposition
m
p p p
y y y + + = ...
1


Example 1: Solve
2
8 4 x y y = + ' '
Solution:
Step1: The homogeneous solution of 0 4 = + ' ' y y is x c x c y
h
2 sin 2 cos
2 1
+ =
Step 2: Since
2
) ( x x f = , then the assumed paticular solution is C Bx Ax y
p
+ + =
2 *
.
No modification is needed, so
*
p p
y y = .
To find A, B & C, substitute
p
y in the nonhomogeneous eqn we obtain
2 2
8 ) ( 4 2 x C Bx Ax A = + + + and from which we have 0 4 2 & 0 4 , 8 4
2 2
= + = = C A Bx x Ax
So, 1 & 0 , 2 ÷ = = = C B A and then ) 1 2 ( 2 sin 2 cos
2
2 1
÷ + + = x x c x c y
g


Example 2: Solve
x
e y y y
2
4 2 3 = + ' ÷ ' '
Solution:
Step1:
x x
h
e c e c y
2
2 1
+ =
Step 2: Since
x
e x f
2
4 ) ( = , we assume
x
p
Ae y
2 *
= which is a homogeneous solution. So
a modification is needed by multiplying by x:
x
p p
Axe xy y
2 *
= = .
To find A, substitute
p
y in the nonhomogeneous eqn we obtain
x
p
Axe y
2
= ¬
x
p
Axe y
2
2 2 =
x
p
e x A y
2
) 1 2 ( + =
'

¬

x
p
e x A y
2
) 3 6 ( 3 ÷ ÷ =
'
÷
x
p
e x A y
2
) 4 4 ( + =
ª

¬

x
p
e x A y
2
) 4 4 ( + =
ª

We add and obtain: 4 4
2 2
= ¬ = A e Ae
x x
.
So,
x x x
g
xe e c e c y
2 2
2 1
4 + + =

Example 3: Solve the IVP 1 ) 0 ( , 0 ) 0 ( , 6 2 = ' = = + ' + ' '
÷
y y e y y y
x

Solution:
Step1:
x x
h
xe c e c y
÷ ÷
+ =
2 1

Step 2: : Since
x
e x f
÷
= 6 ) ( , we assume
x
p
Ae y
÷
=
*
. Again, a modification is needed
since
x
Ae
÷
is a homogeneous solution. To modify it, multiply by x . Again
27

x
Axe
÷
is a homogeneous solution, so multiply by x again and this time
x
p p
e Ax y x y
÷
= - =
2 2
is not a homogeneous solution.

To find A, substitute
p
y in the nonhomogeneous eqn we obtain

x
p
e Ax y
÷
=
2
¬
x
p
e Ax y
÷
=
2

x
p
e x x A y
÷
+ ÷ =
'
) 2 (
2

¬

x
p
e x x A y
÷
+ ÷ =
'
) 4 2 ( 2
2

x
p
e x x A y
÷
+ ÷ =
ª
) 2 4 (
2

¬
x
p
e x x A y
÷
+ ÷ =
ª
) 2 4 (
2

We add and obtain: 3 6 2 = ¬ = A A , so,
x
g
e x x c c y
÷
+ + = ) 3 (
2
2 1


Step 3: Find the coefficients
2 1
&c c
1
0 ) 0 ( c y = = and
2 1
1 ) 0 ( c c y + ÷ = = ' , so
x
g
e x x y
÷
+ = ) 3 (
2


Example 4: Solve the IVP 1 ) 0 ( , 0 ) 0 ( , 2 cos 4 5 2 = ' = = + ' + ' '
÷
y y x xe y y y
x

Solution:
Step1: ) 2 sin 2 cos (
2 1
x c x c e y
x
h
+ =
÷

Step 2: x D Cx e x B Ax e y
x x
p
2 sin ) ( 2 cos ) ( + + + = -
÷ ÷
.
Note that part of
*
p
y is a homogeneous solution, namely
) 2 sin 2 cos ( x D x B e
x
+
÷
. So, modify
*
p
y by multiplying it by x to obtain
x Dx Cx e x Bx Ax e xy y
x x
p p
2 sin ) ( 2 cos ) (
2 2
+ + + = - =
÷ ÷

Step 3: Find the constants A, B, C & D by substituting
p
y in the nonhomogeneous
eqn. Then ] 2 sin ) ( 2 cos ) [(
2
2
1
2
x c Dx Cx x c Bx Ax e y
x
g
+ + + + + =
÷



28

Section 2.15 (a) Undetermined Coefficients Solution Method for Higher Order DEs
We now apply Undetermined Coefficients Solution Method to Higher Order
nonhomogeneous differential equations with the same properties on the coefficients and
f(x).
) ( ...
0
) 1 (
1
) (
x f y a y a y a
n
n
n
n
= + + +
÷
÷
(4)
where ) (x f is a linear combination of bx or and bx bx bx e x
ax r
cosh / sinh , cos , sin , ,

Remark: Let y a y a y a y L
n
n
n
n 0
) 1 (
1
) (
... ] [ + + + =
÷
÷

So eqn (4) becomes
) ( ] [ x f y L =
(5)
We give example using Superposition Principle:
If ) ( ... ) ( ) ( ) (
2 1
x f x f x f x f
m
+ + + = , then for each ) (x f
k
, we assume a particular solution
k
p
y

( modified if needed) and the particular solution will be the superposition
m
p p p
y y y + + = ...
1


Example 1: Without evaluating the undetermined coefficients, write the general solution of:
x e e x y y y
x x iv
sin 2 7 8 5 4
2 2 3
+ + = ' ' + ' ' ' ÷

Solution:
Step 1: Soving 0 5 4 = ' ' + ' ' ' ÷ y y y
iv
, we obtain ) sin cos ( ) (
3 2
2
1 0
x c x c e x c c y
x
h
+ + + =

Step 2: To find the form of
p
y , we find the particular solution for each ) (x f
k
.

) (x f Assumed: -
p
y Modified:
p
y
3
8x D Cx Bx Ax + + +
2 3
) (
2 3 2
D Cx Bx Ax x + + +
x
e
2
7
x
Ee
2

x
Ee
2

x e
x
sin 2
2
) cos sin (
2
x G x F e
x
+ ) cos sin (
2
x G x F xe
x
+
So, ) cos sin ( ) (
2 2 2 3 2
x G x F xe Ee D Cx Bx Ax x y
x x
p
+ + + + + + = and
p h g
y y y + = .

Example 2: Suppose the homogeneous solution and ) (x f

of (2) are given, write the
general sloution in each of the following cases:
(i)
x
h
e c x x c c x x c c y
2
5 4 3 2 1
2 sin ) ( 2 cos ) ( + + + + = and
x x
e x e x x f
2 2
2 sin 10 2 cos ) ( + + =
Then:
x x
p
Ee x D x C e x B x A y
2 2
) 2 sin 2 cos ( ) 2 sin 2 cos ( + + + + = -
Modification is needed for the first and third terms of -
p
y

The modified
p
y is then
x x
p
Exe x D x C e x B x A x y
2 2 2
) 2 sin 2 cos ( ) 2 sin 2 cos ( + + + + =

29


(ii)
x x
h
He e G Fx Ex x D x C B Ax y + + + + + + + =
2 2
) ( ) sin cos ( ) (
and
x x
e e x x x x f 5 2 cos ) (
2 2 3
+ + + =
Then:
x x
p
Je I Hx Gx e F Ex Dx Cx x B x A y
2 2 2 2 3
) ( ) ( ) sin cos ( + + + + + + + + + = -
Modification is needed for all the terms
The modified
p
y
is then
x x
p
Jxe I Hx Gx e x F Ex Dx Cx x x B x A x y
2 2 2 3 2 3 2
) ( ) ( ) sin cos ( + + + + + + + + + =

31

Section 2.10 Solution by Variation of Parameters Methods

In this section, we use the Variation of Parameters Method to solve the
nonhomogeneous DE
) ( ) ( ) (
0 1
x f y x a y x a y = + ' + ' ' (1)
where ) ( & ) ( ), (
1 0
x f x a x a are continuous functions on a given open interval I .

Contrary to the method of Undetermined Coefficients, this method requires no specific
conditions on the coefficients ) ( ), (
1 0
x a x a nor on the function ) (x f other than being
continuous on an open interval I.


How does this method (Variation of Parameters ) work?

Steps of the Solution Method:
Step 1: Find the homogeneous solution ) ( ) (
2 2 1 1
x y c x y c y
h
+ = of the homogeneous
equation: 0 ) ( ) (
0 1
= + ' + ' ' y x a y x a y (2)

Step 2: Find the particular solution
p
y as follow:
2 2 1 1
) ( ) ( y x u y x u y
p
+ = (3)
where
2 1
&u u are variables (functions of x) to be determined.

The general solution is then
p h g
y y y + =

Remark(1): This way of finding
p
y resembles the method of finding a 2
nd
- order
linearly

independent solution
1 2
uy y = from a given one
1
y .

Computation of
2 1
&u u :
2 2 1 1
y u y u y
p
+ =

¬

) (
2 2 1 1 2 2 1 1
y u y u y u y u y
p
' + ' + ' + ' = '

In order not to obtain 2
nd
- order differential equation in the new variables
2 1
&u u , we
require 0
2 2 1 1
= ' + ' y u y u (4)
Then
2 2 1 1 2 2 1 1
y u y u y u y u y
p
' ' + ' ' + ' ' + ' ' = ' '
Substituting
p p p
y y y ' ' ' & , in equation (1) as a particular solution and simplifying we obtain:
) ( ) ( ) ) ( ) ( (
) ) ( ) ( ( ) ( ) (
2 2 1 1 2 0 2 1 2 2
1 0 1 1 1 1 0 1
x f y u y u y x a y x a y u
y x a y x a y u y x a y x a y
p p p
= ' ' + ' ' + + ' + ' '
+ + ' + ' ' = + ' + ' '
(5)
Since
2 1
& y y are homogeneous solution satisfying (2), then (5) simplifies to
31

) (
2 2 1 1
x f y u y u = ' ' + ' '

(6)

We now have two equations relating
2 1
&u u ' ' , namely (4) and (6):
0
2 2 1 1
= ' + ' y u y u

) (
2 2 1 1
x f y u y u = ' ' + ' '

Using Cramer’s Rule, we solve for
2 1
&u u ' ' and obtain:

W
W
u
W
W
u
2
2
1
1
& = ' = ' , where
1
1
1
2 2
2
2
1
) (
) (
0
, ) (
) (
0
y x f
x f y
y
W y x f
y x f
y
W =
'
= ÷ =
'
=
and =
' '
=
2 1
2 1
y y
y y
W The wronkain of
2 1
& y y .
Integrating both
2 1
&u u ' ' and substituting
2 1
&u u in (3), we obtain dx u y dx u y y
p
2
2 1 1
í í
' + ' =


Remark(2) Note that equation (1) is put in standard form

) ( ) ( ) (
0 1
x f y x a y x a y = + ' + ' '


Example (1) Solve x y y sec = + ' '
Solution:
Step1: x c x c y
h
sin cos
2 1
+ = and hence 1
cos sin
sin cos
1
=
÷
=
x x
x x
W
Step 2: x u x u y
p
sin cos
2 1
+ = .
Then x x x y x f
x x
x
W tan sin sec ) (
cos sec
sin 0
2 1
÷ = ÷ = ÷ = =
and
1 cos sec ) (
sec sin
0 cos
1 2
= = =
÷
= x x y x f
x x
x
W


So,
í
= ÷ = ¬ ÷ = ' x xdx u x u cos ln tan tan
1 1
and
í
= = ¬ = ' x dx u u
2 2
1
And the general solution is x x x x x c x c y
g
sin cos ) cos (ln ) sin cos (
2 1
+ + + =


32

Section 2.15(b) Solution of Nonhomogeneous Higher Order Differential Equations
using Variation of Parameters Method

In this section, we generalize the Method Variation of Parameters to solve the higher
order nonhomogeneous eqn
) ( ) ( ) ( ... ) (
0 1
) 1 (
1
) (
x f y x a y x a y x a y
n
n
n
= + ' + + +
÷
÷
(1)

Steps of the Solution Method
Step 1: Find the homogeneous solution ) ( ... ) (
1 1
x y c x y c y
n n h
+ + = of the homogeneous
equation

0 ) ( ) ( ... ) (
0 1
) 1 (
1
) (
= + ' + + +
÷
÷
y x a y x a y x a y
n
n
n
(2)
Step 2: Find the particular solution
p
y as follow:
n n p
y x u y x u y ) ( ... ) (
1 1
+ + =
(3)

Where
n
u u u ..., , ,
2 1
are variables (functions of x) to be determined.

The general solution is then
p h g
y y y + =


Computation of
n
u u ..., ,
1

Given
n n p
y u y u y + + = ...
1 1

¬
) ... ( ...
1 1 1 1 n n n n p
y u y u y u y u y ' + + ' + ' + + ' = '
In order not to obtain higher order differential equations in the new variables
n
u u ..., ,
1
,
we require 0 ...
1 1
= ' + + '
n n
y u y u (4)
We continue computing
) 1 (
..., ,
÷
' '
n
p p
y y and in each step we set:
1 ..., , 1 , 0 ...
) 1 ( ) 1 (
1 1
÷ = = ' + + '
÷ ÷
n k y u y u
k
n n
k
(5)

Then compute
) (n
p
y and substitue each of
) ( ) 1 (
& ..., , , ,
n
p
n
p p p p
y y y y y
÷
' ' ' in equation (1), we get
) (
) ... ( ) ) ( ... ) ( (
....... ) ) ( ... ) ( (
) ) ( ... ) ( ( ) ( ...
) 1 ( ) 1 (
1 1 0 1
2 0 2 1 2 2
1 0 1 1 1 1 0
) (
x f
y u y u y x a y x a y u
y x a y x a y u
y x a y x a y u y x a y
n
n n
n
n n n n n
n
n p
p
n
=
' + + ' + + + ' + ' '
+ + + + ' + ' '
+ + + ' + ' ' = + +
÷ ÷
÷
÷
÷

(6)

Using the fact that each of
n
y y y ..., ,
2 1
is a homogeneous solution satisfying equation (2),
we then obtain ) ( ...
) 1 ( ) 1 (
2 2
) 1 (
1 1
x f y u y u y u
n
n n
n n
= ' + + ' + '
÷ ÷ ÷
(7)

33

So, from equations (4), (5) and (7) we obtain the following sytem of linear equations in
n
u u ' ' ..., ,
1
:
0 ...
2 2 1 1
= ' + + ' + '
n n
y u y u y u

0 ...
2 2 1 1
= ' ' + + ' ' + ' '
n n
y u y u y u

.
.
.
) ( ...
) 1 (
2 2
) 1 (
1 1
) 1 (
x f y u y u y u
n
n n
n
n
= ' + + ' + '
÷ ÷
÷



To solve for each of
n
u u ' ' ..., ,
1
, we apply Cramer’s Rule:
W
W
u
k
k
= ' , n k ..., , 2 , 1 = (8)

Where W is the Wronskian of ) ( ),..., (
1
x y x y
n
, namley

' ' '
=
÷ ÷ ÷ ) 1 ( ) 1 (
2
) 1 (
1
2 1
2 1
. .
. . .
. . .
. . .
. . .
det
n
n
n n
n
n
y y y
y y y
y y y
W and

' '
=
÷ ÷
. . . ). ( . .
. 0 .
. .
0
0
det
) 1 ( ) 1 (
1
1
1
n
n
n
n
n
k
y x f y
y y
y y
W

Where the column

) (
.
.
.
0
0
x f
replaces the kth column of the matrix of the wronskian W.
Integrating each of
n
u u ' ' & ... ,
1
obtained from (8) and substituting
n
u u ..., ,
1
in (3), we obtain
dx u y dx u y y
n
n p
í í
' + + ' = ...
1 1



Remark(2) Note that equation (1) is put in standard form.



34

Example (1) Solve x x y y x y x y x ln 6 6 3
4 2 3
= ÷ ' + ' ' ÷ ' ' '
Solution: This is a 3
rd
- order Cauchy-Euler differential equation as seen in Section 2.6.
Step 1: Solve the homogeneous equation 0 6 6 3
2 3
= ÷ ' + ' ' ÷ ' ' ' y y x y x y x
We substitut
r
x y = and obtain the auxiliary equation 0 6 11 6
2 3
= ÷ + ÷ r r r
Its roots are 1, 2 & 3 and the homogeneous solution is then
3
3
2
2 1
x c x c x c y
h
+ + =
Step 2: Compute:
3 2
3 2
2
6 2 0
3 2 1 x
x
x x
x x x
W = =
Step3: Compute
3
3
3
2 1
x u x u x u y
p
+ + =
Write the equation in standard form: ) ( ln
6 6 1
3
3 2
x f x x y
x
y
x
y
x
y = = ÷ ' + ' ' ÷ ' ' '
Then compute: x x
x x x
x x
x x
W ln
6 2 ln
3 2 0
0
5 2
3 2
1
= = , x x
x x x
x
x x
W ln 2
6 ln 0
3 0 1
0
4 2
3
2
÷ = = , and
x x
x x
x x
x x x
W ln
ln 2 0
3 2 1
3 2
3 2
3
= =


So,
3
1
2
3
5
1
1
18
) 1 ln 3 (
2
ln
2
ln
x
x
u
x x
x
x x
W
W
u
÷
= ¬ ÷ = = = '


2
2
3
4
2
2
4
) 1 ln 2 (
2
ln
2
ln
x
x
u
x x
x
x x
W
W
u
÷
÷ = ¬ ÷ = ÷ = = '
And x
x
u
x
x
x x
W
W
u
2
) 1 (ln
2
ln
2
ln
3
3
3
3
3
÷
= ¬ = = =
So the particular solution is then:
36
) 11 ln 6 (
2
) 1 (ln
4
) 1 ln 2 (
18
) 1 ln 3 (
4 4 4 4
3 3 2 2 1 1
÷
=
÷
+
÷
÷
÷
= + + =
x x x x x x x x
y u y u y u y
p


And the general solution is ) 11 ln 6 (
36
) (
4
3
3
2
2 1
÷ + + + = x
x
x c x c x c y
g


35

Example (2) Solve
2
11
4 3 3 4
3
x y y x y x = ÷ ' + ' ' '
Solution: Again this is 3
rd
-order Cauchy-Euler differential equation
Step 1: Solve the homogeneous equation 0 3 3 4
3
= ÷ ' + ' ' ' y y x y x
We substitut
r
x y = and obtain the characterestic equation 0 3 11 12 4
2 3
= ÷ + ÷ r r r
Its roots are 1,
2
1
&
2
3
and the homogeneous solution is then
2
3
2
1
3 2 1
x c x c x c y
h
+ + =
Step 2: Compute:
4
1
4
3
4
1
0
2
3
2
1
1
2
1
2
3
2
1
2
1
2
3
2
1
÷ =
÷
=
÷ ÷
÷
x x
x x
x x x
W
Step 3: To obtain
2
3
2
1
3 2 1
x u x u x u y
p
+ + = , write the equation in standard form:
) (
4
3
4
3
2
5
3 2
x f x y
x
y
x
y = = ÷ ' + ' ' '
Then compute:
2
7
2
1
2
3
2
5
2
1
2
1
2
3
2
1
1
4
3
4
1
2
3
2
1
0
0
x
x x x
x x
x x
W =
÷
=
÷ ÷
÷
¬
2
7
1
1
4x
W
W
u ÷ = = ' ¬

2
9
1
9
8
x u ÷ =

4
2
2
1
4
3
0
2
3
0 1
0
2
1
2
5
2
1
2
3
x
x x
x
x x
W ÷ = =
÷

¬

4 2
2
2x
W
W
u = = ' ¬
5
2
5
2
x u =

and
3
3
2
1
4
3
0
0
2
1
1
0
2
5
2
1
2
1
2
1
x
x x
x
x x
W ÷ = =
÷
÷
¬
3 3
3
2x
W
W
u = = '

¬
4
3
2
1
x u =

36

So the particular solution is then:
2
11
2
3
4
2
1
5
2
9
90
1
.
2
1
.
5
2
.
9
8
x x x x x x x y
p
= + ÷ = +


And the general solution is
2
11
3 2 1
90
1
2
3
2
1
x x c x c x c y
g
+ + + =

37

Section 2.12 Modeling of Electric Ciruits

In this section we study an RLC – series circuit, where, as in Sectin 1.7, R represents
resistance, L represents inductance and C represents capacitance.

RLC- Series Circuit
Find the current in the given RLC- series circuit for a periodic electromotive force
wt E V sin
0
=


Solution: By Kirchhoff’s voltage law
¯
= 0 v , we have:

wt E t V dt t I
C
RI
dt
dI
L sin ) ( ) (
1
0
= = + +
í
or
L
wt w E
I
LC dt
dI
L
R
dt
I d cos 1
0
2
2
= + + (1)

The general solution to this equation is:
p h g
I I I + = (2)
To find
h
I , we solve the homogeneous differential equation
0
1
2
2
= + + I
LC dt
dI
L
R
dt
I d
(3)


With R, L and C being constants, we use undetermined coefficients method. So assume
rt
h
e I = and find r as the root of the auxiliary equation 0
1
2
= + +
LC
r
L
R
r
The roots are:
LC L
R
L
R
r
1
2 2
2
2 , 1
÷ |
.
|

\
|
± ÷ =
38

Define
¦
¦
¹
¦
¦
´
¦
< ÷ ÷
> ÷ ÷
= =
0
1
,
1
0
1
,
1
&
2
2 2
2 2
LC
if
LC
LC
if
LC
L
R
o o
o o
| o

Cases of the roots The homogeneous solution
1- Two distinct reals
t t
h
e c e c I
) (
2
) (
1
| o | o ÷ ÷ + ÷
+ =
2- One repeated real:
t
h
e t c c I
o ÷
+ = ) (
2 1

3- Two complex roots ) sin cos (
2 1
t c t c e I
t
h
| |
o
+ =
÷


Recall: From Section 1.7: An electrical system is said to be in steady-state if the
variables describing the behaviour are either periodic or constant. Otherwise, transient

Remark If , 0 > R then 0 > o and 0 lim =
÷
· ÷
t
t
e
o
. Hence the homogeneous current tends to
zero and the steady state current tend to the particular current .
p
I

To find
p
I , we use undetermined coefficients method.
Since
L
wt w E
dt
t dV
L
cos ) ( 1
0
= is a cosine function and assuming jw r =
2 , 1
, we let
wt B wt A I
p
sin cos + = .
Then wt wA wt wB I
p
sin cos ÷ = '
And wt B w wt A w I
p
sin cos
2 2
÷ ÷ = ' '

Substituting these into equation (1), we obtain
L
wt w E
wt
LC
B
L
RwA
B w wt
LC
A
L
RwB
A w
cos
sin ) ( cos ) (
0 2 2
= + ÷ ÷ + + + ÷


From this we have the two linear equations in the unknowns A and B:
0 )
1
(
)
1
(
2
0
2
= + ÷ + ÷
= + + ÷
B
C
Lw A wR
w E B wR A
C
Lw


Using Cramer’s Rule, we solve for A & B and obtain
39


2 2
0
2 2
1
1
0
2 2
1
2
1
0
2
2
2
2
0
) (
) (
) ) ((
) (
1
1
1
0
R S
S E
R
wC
wL
wC
wL E
R
wC
wL w
wC
wL E w
C
Lw wR
wR
C
Lw
C
Lw
wR wE
A
+
÷
=
+ ÷
÷ ÷
= =
+ ÷
÷ ÷
==
+ ÷ ÷
+ ÷
+ ÷
=

Where
wC
wL S
1
÷ = is called reactance. Similarly,
2 2
0
2
2
0
2
1
1
0
1
R S
R E
C
Lw wR
wR
C
Lw
wR
wE
C
Lw
B
+
=
+ ÷ ÷
+ ÷
÷
+ ÷
=


With this we have: ) sin cos (
2 2 2 2 2 2
0
wt
R S
R
wt
R S
S
R S
E
I
p
+
+
+
÷
+
=

Note that
B
A
R
S
÷ = and
2 2
2 2
0
B A
R S
E
+ =
+
.

To write the solution in amplitude/phase form ) sin(
0
o ÷ = wt I I
p
, note that the two terms
2 2 2 2
&
R S
R
R S
S
+ +
can be represented as the sine and cosine, respectively of an angle o
in a right triangle. Then we have:
2 2 2 2
cos , sin
R S
R
R S
S
+
=
+
= o o
and
p
I becomes
) sin( ) sin cos cos sin (
0
2 2
0
o o o ÷ = + ÷
+
= wt I wt wt
R S
E
I
p

Where
R
S
R S
E
I =
+
= o tan &
2 2
0
0

The quantity
2 2
R S + is called the impedence and it is equal to the ratio .
0
0
I
E

41

Example
Find the current in an RLC- series circuit with R= 8 ohms, L=2 henrys, C =0.1 farad
and t V 5 sin 160 =
.
Solution , 0 1
1
& 2
2
2
< ÷ = ÷ = =
LC L
R
o o Hence the roots are complex conjugate

j r ± ÷ = 2
2 , 1

and the homogeneous solution is then ) sin cos (
2 1
2
t c t c e I
t
h
+ =
÷


To find the steady state current (the particular current) we copmute:
8 2 10
1
= ÷ = ÷ =
wC
wL S , 1 tan & 2 10
64 64
160
2 2
0
0
= = =
+
=
+
=
R
S
R S
E
I o

So, ) 5 sin( 2 10
4
t
÷ = t I
p
and the general solution is then
) 5 sin( 2 10 ) sin cos (
4
2 1
2 t
÷ + + =
÷
t t c t c e I
t

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