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The Linear
Second-Order
Equation
Prepared by: Engr. HLBFerrer

The Linear Second-Order Equation

THEOREM 1: Existence of Solutions

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Two functions are linearly independent on an open interval I


(which can be the entire real line) if neither function is a
constant multiple of the other for all x in the interval. If one
function is a constant multiple of the other on the entire
interval, then these functions are called linearly dependent.

The Constant
Coefficient Case

The Constant Coefficient Case Solutions

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y(x) = c1 er1x + c2 er2x

CASE I: Real and Distinct Roots

EXAMPLE

EXAMPLE

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y(x) = c1 erx + c2 xerx

CASE II: Repeated Roots

EXAMPLE

EXAMPLE

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y(x) = eαx [c1 cos(βx)+ c2 sin(βx)]

CASE III: Complex Roots

EXAMPLE

EXAMPLE

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CAUCHY-EULER
DIFFERENTIAL
EQUATION

CAUCHY-EULER DIFFERENTIAL
EQUATION
The Cauchy-Euler equation is important in the
theory of linear differential equations because
it has direct application to Fourier’s method in
the study of partial differential equations.

HOMOGENEOUS CAUCHY-EULER
EQUATION

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THREE CASES IN CAUCHY-EULER


METHOD

y(x) = c1 |x|r1 + c2 |x|r2


CASE I: The roots r1 and r2 are distinct
real numbers.

y(x) = c1 |x|r1 + c2 |x|r1 ln|x|


CASE II: The roots r1 and r2 are equal
(r1 = r2).

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y(x) = |x|α [c1 cos(βln|x|) + c2 sin(βln|x|)]


CASE III: The roots r1 and r2 are
complex numbers

How to get the roots?

ar(r−1)+b(r)+c=0

How to determine the general


solution?

y (x) = y + y
c p

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EXAMPLE
x2y′′+5xy′+3y=0

EXAMPLE
2x2y′′+3xy′−15=0

EXAMPLE
x2y′′+5xy′+4y=0

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EXAMPLE
x2y′′−7xy′+16y=0

EXAMPLE
x2y′′+3xy′+4y=0

NONHOMOGENEOUS CAUCHY-EULER
EQUATION

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VARIATION OF PARAMETERS

It is a general method for finding a particular solution of a


differential equation by replacing the constants in the
solution of a related equation by functions and
determining these functions so that the original
differential equation will be satisfied.

VARIATION OF PARAMETERS

Properties of the Wronskian

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EXAMPLE
Test y1(x)=e2x and y2(x)=xe2x for linear independence.

EXAMPLE FOR NONHOMOGENEOUS


CAUCHY-EULER
x2y′′-2xy′+2y=2x3ex

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