SECOND ORDER LINEAR

ORDINARY DIFFERENTIAL
EQUATIONS WITH
CONSTANT COEFFICIENTS
Given the ordinary differential equation

d2y dy
a ( x ) 2 + b ( x ) + c ( x ) y = f ( x).
dx dx

The differential equation is in order 2, linear with the

coefficients a(x), b(x) and c(x) in which a ( x ) ≠ 0 .
Such differential equation is called as second order linear
ordinary differential equation of variable coefficients if there is
at least one of the coefficients is not constant.

However, if ALL of the coefficients are constant, the equation

can be written as

Syahirbanun Isa, FAST, UTHM

 d2y dy
a 2 + b + c y = f ( x)
dx dx
Such differential equation is known as second order linear
ordinary differential equation with constant coefficient.

f (x) = 0 : homogenous ( x) ≠
Ff (x) = 00 : nonhomogenous

d2y dy d2y dy
a 2 +b +c y = 0 a 2 + b + c y = f ( x)
dx dx dx dx

Syahirbanun Isa, FAST, UTHM

Homogenous differential equations
d2y dy
a 2 +b +c y = 0
dx dx
Method of solving homogenous differential equation
d2y dy
Step 1 From a 2
+ b + c y = 0 d 2
y
→ m2
dx dx dx 2

dy
change to am + bm + c = 0
2
dx
→ m1 = m

y → m0 = 1
characteristic equation
Step 2 Find roots of the characteristic equation
Step 3 Find a general solution
3 cases arise according as
the roots are real and distinct (CASE 1), real and
equal (CASE 2) or complex (CASE 3)
Step 4 If given initial / boundary condition(s), substitute into
the solution to obtain values of A and B.
Syahirbanun Isa, FAST, UTHM
 CASE 1: b2 > 4ac CASE 2: b2 = 4ac CASE 3: b2 < 4ac
Distinct real roots Equal real roots Complex roots
Suppose the roots Suppose the roots Suppose the roots
are m1 and m2 are m1 and m2, are complex
real and equal number
Then the general m1 = α + βi
such that
solution is m1 = m2 = m m2 = α − βi
y = Ae m1x + Be m2 x Then the general
Then the general
solution is solution is
Example: CASE 1 y = ( A + Bx)e mx y = eα x ( A cos β x + B sin β x)

Example: CASE 2 Example: CASE 3

Syahirbanun Isa, FAST, UTHM

Syahirbanun Isa, FAST, UTHM
 Nonhomogenous differential equations
d2y dy
a 2 + b + c y = f ( x)
dx dx
Step of solving nonhomogenous differential equation *
Step 1 Find complementary function, yc
use method to find
general solution of homogenous differential equation.
Step 2 Find particular integral, y p Undetermined coefficients

Variation of parameters
Step 3 General solution of nonhomogenous differential
equations:
y = yc + y p
Step 4 If given initial / boundary condition(s), substitute into
the solution to obtain values of A and B.

Syahirbanun Isa, FAST, UTHM

Undetermined coefficients
Consider
d2y dy
a 2 + b + c y = f ( x) ay ′′ + by ′ + c y = f ( x)
dx dx
The class of f (x) to which this method applies is actually
quite restricted. f (x) defined by one of the following:
1. x n ,where n is a positive integer or zero.
2. eλ x , λ ≠ 0
3. cos β x or sin β x, β ≠ 0
4. Linear combination of function 1-3
5. Product of function 1-3

Syahirbanun Isa, FAST, UTHM

How to solve nonhomogenous differential equation
using undetermined coefficients method?
Please refer step of solving nonhomogenous differential eqn (*)
1 Do Step 1: Find yc
2 In Step 2, use undetermined coefficients method to
find particular integral. Do the following steps:
Step 1uc Choose a correct y p according to the type of f ( x) .
Refer the Table of particular integral
Step 2uc Substitute r = 0 into the chosen y p and check
either the term in y p corresponds to any term in yc
If no? Do Step 3uc
If yes? Substitute with r = 1 and check again
If no? Do Step 3uc
If yes? Substitute with r = 2 and go to Step 3uc

Syahirbanun Isa, FAST, UTHM

 Step 3uc Find y ′′p and y ′p then substitute into the
differential equation
Step 4uc Equating the coefficients to find the unknown
coefficients
3 Do Step 3 : y = yc + y p
and Step 4 : Substitute the condition(s) if necessary.
To be easier, we will classify the 5 applicable f (x) for this
method to 5 cases and will discuss thoroughly each case.
Example: Undetermined coefficients

Syahirbanun Isa, FAST, UTHM

Table of particular integral

Syahirbanun Isa, FAST, UTHM

Variation of parameters
The method of undetermined coefficients is actually
applies in general and small class of problems. For example,
it would not apply to the apparently simple equation
d2y
2
+ y = tan x.
dx
We thus seek a method of finding a particular integral which
applies in all cases. Such method is known as variation of
parameters.
Consider
d2y dy
a 2 + b + c y = f ( x)
dx dx

Syahirbanun Isa, FAST, UTHM

How to solve nonhomogenous differential equation
using variation of parameters method?
Please refer step of solving nonhomogenous differential eqn (*)
1 Do Step 1
Rewrite yc in form yc = Ay1 + By2
2 In Step 2, use variation of parameters method to find
particular integral. Do the following steps:
y1 y2
Step 1vp Calculate the Wronskian, W =
y1′ y2′
Step 2vp Calculate
y f ( x) y f ( x)
u = −∫ 2 dx v=∫ 1 dx
aW and aW
= a ( x) + A = b( x ) + B
Step 3vp Obtain the general solution using the formula
y = uy1 + vy2
3 Do Step 4 : Substitute the condition(s) if necessary.
Example: Variation of parameters Syahirbanun Isa, FAST, UTHM