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d 2y dy
1 Psxd 1 Qsxd 1 Rsxdy − Gsxd
dx 2 dx
where P, Q, R, and G are continuous functions. Recall that equations of this type arise in
the study of the motion of a spring. In Chapter 10 we also saw equations in this form in the
context of jellyfish locomotion (for example, see Exercise 10.1.34).
In this section we study the case where Gsxd − 0, for all x, in Equation 1. Such equa-
tions are called homogeneous linear equations. Thus the form of a second-order linear
homogeneous differential equation is
d 2y dy
2 Psxd 1 Qsxd 1 Rsxd y − 0
dx 2 dx
3 Theorem If y1sxd and y2sxd are both solutions of the linear homogeneous
equation (2) and c1 and c2 are any constants, then the function
− c1s0d 1 c2s0d − 0
The other fact we need is given by the following theorem, which is proved in more
advanced courses. It says that the general solution is a linear combination of two linearly
independent solutions y1 and y2. This means that neither y1 nor y2 is a constant multiple of
the other. For instance, the functions f sxd − x 2 and tsxd − 5x 2 are linearly dependent, but
f sxd − e x and tsxd − xe x are linearly independent.
1
2 ■ SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS
Theorem 4 is very useful because it says that if we know two particular linearly indepen-
dent solutions, then we know every solution.
In general, it’s not easy to discover particular solutions to a second-order linear equa-
tion. But it is always possible to do so if the coefficient functions P, Q, and R are constant
functions, that is, if the differential equation has the form
5 ay0 1 by9 1 cy − 0
or sar 2 1 br 1 cde rx − 0
6 ar 2 1 br 1 c − 0
Equation 6 is called the auxiliary equation (or characteristic equation) of the differential
equation ay0 1 by9 1 cy − 0. Notice that it is an algebraic equation that is obtained from
the differential equation by replacing y0 by r 2, y9 by r, and y by 1.
Sometimes the roots r1 and r 2 of the auxiliary equation can be found by factoring. In
other cases they are found by using the quadratic formula:
2b 1 sb 2 2 4ac 2b 2 sb 2 2 4ac
7 r1 − r 2 −
2a 2a
CASE I b2 2 4ac . 0
In this case the roots r1 and r 2 of the auxiliary equation are real and distinct, so y1 − e r x1
and y2 − e r x are two linearly independent solutions of Equation 5. (Note that e r x is not a
2 2
8 If the roots r1 and r 2 of the auxiliary equation ar 2 1 br 1 c − 0 are real and
unequal, then the general solution of ay0 1 by9 1 cy − 0 is
y − c1 e r x 1 c2 e r
1 2 x
SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS ■ 3
In Figure 1 the graphs of the basic EXAMPLE 1 Solve the equation y0 1 y9 2 6y − 0.
solutions f sxd − e 2x and tsxd − e23x of
SOLUTION The auxiliary equation is
the differential equation in Example 1
are shown in blue and red, respectively.
Some of the other solutions, linear
r 2 1 r 2 6 − sr 2 2dsr 1 3d − 0
combinations of f and t, are shown
in black. whose roots are r − 2, 23. Therefore, by (8), the general solution of the given differen-
tial equation is
8
5f+g
y − c1 e 2x 1 c2 e23x
f+5g
f+g We could verify that this is indeed a solution by differentiating and substituting into the dif-
f g ferential equation. n
_1 1
g-f
f-g d 2y dy
EXAMPLE 2 Solve 3 2 1 2 y − 0.
_5 dx dx
Since the roots are real and distinct, the general solution is
b
9 r−2 so 2ar 1 b − 0
2a
− 0se rx d 1 0sxe rx d − 0
_2 2
f+g g-f EXAMPLE 3 Solve the equation 4y0 1 12y9 1 9y − 0.
g
SOLUTION The auxiliary equation 4r 2 1 12r 1 9 − 0 can be factored as
_5
FIGURE 2 s2r 1 3d2 − 0
4 ■ SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS
y − c1 e23xy2 1 c2 xe23xy2 n
r1 − 1 i r 2 − 2 i
where and are real numbers. [In fact, − 2bys2ad, − s4ac 2 b 2 ys2ad.] Then,
using Euler’s formula
e i − cos 1 i sin
y − C1 e r x 1 C2 e r x − C1 e s1idx 1 C2 e s2idx
1 2
where c1 − C1 1 C2, c2 − isC1 2 C2d. This gives all solutions (real or complex) of the
differential equation. The solutions are real when the constants c1 and c2 are real. We sum-
marize the discussion as follows.
11 If the roots of the auxiliary equation ar 2 1 br 1 c − 0 are the complex numbers
r1 − 1 i, r 2 − 2 i, then the general solution of ay0 1 by9 1 cy − 0 is
Figure 3 shows the graphs of the solu- EXAMPLE 4 Solve the equation y0 2 6y9 1 13y − 0.
tions in Example 4, f sxd − e 3x cos 2x
and tsxd − e 3x sin 2x, together with SOLUTION The auxiliary equation is r 2 2 6r 1 13 − 0. By the quadratic formula, the
some linear combinations. All solutions roots are
approach 0 as x l 2`. 6 6 s36 2 52 6 6 s216
r− − − 3 6 2i
3 2 2
f+g
g By (11), the general solution of the differential equation is
f-g f
_3 2 y − e 3xsc1 cos 2x 1 c2 sin 2xd n
SOLUTION From Example 1 we know that the general solution of the differential equa-
tion is
ysxd − c1 e 2x 1 c2 e23x
Differentiating this solution, we get
Figure 4 shows the graph of the solu- y9sxd − 2c1 e 2x 2 3c2 e23x
tion of the initial-value problem in
Example 5. Compare with Figure 1. To satisfy the initial conditions we require that
20 12 ys0d − c1 1 c2 − 1
c1 1 23 c1 − 1 c1 − 35 c2 − 25
_2 2
0
Thus the required solution of the initial-value problem is
FIGURE 4
y − 35 e 2x 1 25 e23x n
SOLUTION The auxiliary equation is r 2 1 1 − 0, or r 2 − 21, whose roots are 6i. Thus
− 0, − 1, and since e 0x − 1, the general solution is
ysxd − c1 cos x 1 c2 sin x
Since y9sxd − 2c1 sin x 1 c2 cos x
The solution to Example 6 is graphed in the initial conditions become
Figure 5. It appears to be a shifted sine
curve and, indeed, you can verify that ys0d − c1 − 2 y9s0d − c2 − 3
another way of writing the solution is
y − s13 sinsx 1 d where tan − 23 Therefore the solution of the initial-value problem is
5
ysxd − 2 cos x 1 3 sin x n
ysx 0 d − y0 ysx1 d − y1
_5
FIGURE 5
In contrast with the situation for initial-value problems, a boundary-value problem does not
always have a solution. The method is illustrated in Example 7.
r 2 1 2r 1 1 − 0 or sr 1 1d2 − 0
6 ■ SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS
ys0d − c1 − 1
Figure 6 shows the graph of the solu-
tion of the boundary-value problem in ys1d − c1 e21 1 c2 e21 − 3
Example 7.
The first condition gives c1 − 1, so the second condition becomes
5
e21 1 c2 e21 − 3
_5
Thus the solution of the boundary-value problem is
r1 − r2 − r y − c1 e rx 1 c2 xe rx
r1, r2 complex: 6 i y − e xsc1 cos x 1 c2 sin xd
SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS ■ 7
Exercises
1–13 ■ Solve the differential equation. 22. 4 y 0 2 20 y9 1 25y − 0, ys0d − 2, y9s0d − 23
1. y0 2 y9 2 6y − 0 2.
y0 1 4 y9 1 4 y − 0 23. y 0 2 y9 2 12y − 0, ys1d − 0, y9s1d − 1
3. y0 1 16y − 0 4.
y0 2 8y9 1 12y − 0 24. 4 y 0 1 4y9 1 3y − 0, ys0d − 0, y9s0d − 1
5. 9y0 2 12y9 1 4 y − 0 6.
25y0 1 9y − 0
25–32 ■ Solve the boundary-value problem, if possible.
7. y9 − 2y0 8.
y0 2 4 y9 1 y − 0
25. y0 1 4y − 0, ys0d − 5, ysy4d − 3
9. y0 2 4 y9 1 13y − 0 10.
y0 1 3y9 − 0
26. y0 − 4y, ys0d − 1, ys1d − 0
d 2y dy
11. 2 12 2y−0 27. y 0 1 4y9 1 4y − 0, ys0d − 2, ys1d − 0
dt 2 dt
d 2y dy 28. y 0 2 8y9 1 17y − 0, ys0d − 3, ysd − 2
12. 8 2 1 12 1 5y − 0
dt dt 29. y 0 − y9, ys0d − 1, ys1d − 2
d 2P dP 30. 4y 0 2 4y9 1 y − 0, ys0d − 4, ys2d − 0
13. 100 2 1 200 1 101P − 0
dt dt
31. y 0 1 4y9 1 20 y − 0, ys0d − 1, ys d − 2
32. y 0 1 4y9 1 20 y − 0, ys0d − 1, ysd − e 22
; 14–16 ■ Graph the two basic solutions along with several other
solutions of the differential equation. What features do the solutions
have in common? 33. Let L be a nonzero real number.
(a) Show that the boundary-value problem y 0 1 y − 0,
d 2y dy ys0d − 0, ysLd − 0 has only the trivial solution y − 0 for
14. 14 1 20y − 0
dx 2 dx the cases − 0 and , 0.
d 2y dy (b) For the case . 0, find the values of for which this prob
15. 5 22 2 3y − 0 lem has a nontrivial solution and give the corre-sponding
dx 2 dx
solution.
d 2y dy
16. 9 16 1y−0 34. If a, b, and c are all positive constants and ysxd is a solution
dx 2 dx
of the differential equation ay 0 1 by9 1 cy − 0, show that
lim x l ` ysxd − 0.
17–24 ■ Solve the initial-value problem.
35. C
onsider the boundary-value problem y 0 2 2y9 1 2y − 0,
17. y0 2 6y9 1 8y − 0, ys0d − 2, y9s0d − 2 ysad − c, ysbd − d.
(a) If this problem has a unique solution, how are a and b
18. y0 1 4y − 0, ysd − 5, y9sd − 24
related?
19. 9y 0 1 12y9 1 4y − 0, ys0d − 1, y9s0d − 0 (b) If this problem has no solution, how are a, b, c, and d
related?
20. 2y0 1 y9 2 y − 0, ys0d − 3, y9s0d − 3
(c) If this problem has infinitely many solutions, how are
21. y 0 2 6y9 1 10y − 0, ys0d − 2, y9s0d − 3 a, b, c, and d related?
8 ■ SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS
Answers
Solutions
1. The auxiliary equation is − − 6 = 0 ⇒ ( − 3)( + 2) = 0 ⇒ = 3, = −2. Then by (8) the general solution
is = 1 3 + 2 −2 .
5. The auxiliary equation is 92 − 12 + 4 = 0 ⇒ (3 − 2)2 = 0 ⇒ = 23 . Then by (10), the general solution is
= 1 23 + 2 23 .
0 = 41 4 + 22 2 , so (0) = 2 ⇒ 1 + 2 = 2 and 0 (0) = 2 ⇒ 41 + 22 = 2, giving 1 = −1 and 2 = 3.
19. 92 + 12 + 4 = (3 + 2)2 = 0 ⇒ = − 23 and the general solution is = 1 −23 + 2 −23 . Then (0) = 1 ⇒
1 = 1 and, since 0 = − 23 1 −23 + 2 1 − 23 −23 , 0 (0) = 0 ⇒ − 23 1 + 2 = 0, so 2 = 23 and the solution to
21. 2 − 6 + 10 = 0 ⇒ = 3 ± and the general solution is = 3 (1 cos + 2 sin ). Then 2 = (0) = 1 and
3 = 0 (0) = 2 + 31 ⇒ 2 = −3 and the solution to the initial-value problem is = 3 (2 cos − 3 sin ).
0 = (1) = 1 4 + 2 −3 and 1 = 0 (1) = 41 4 − 32 −3 so 1 = 17 −4 , 2 = − 17 3 and the solution to the initial-value
25. 2 + 4 = 0 ⇒ = ±2 and the general solution is = 1 cos 2 + 2 sin 2. Then 5 = (0) = 1 and 3 = (4) = 2 ,
so the solution of the boundary-value problem is = 5 cos 2 + 3 sin 2.
27. 2 + 4 + 4 = ( + 2)2 = 0 ⇒ = −2 and the general solution is = 1 −2 + 2 −2 . Then 2 = (0) = 1 and
0 = (1) = 1 −2 + 2 −2 so 2 = −2, and the solution of the boundary-value problem is = 2−2 − 2−2 .
31. 2 + 4 + 20 = 0 ⇒ = −2 ± 4 and the general solution is = −2 (1 cos 4 + 2 sin 4). But 1 = (0) = 1 and
35. (a) 2 − 2 + 2 = 0 ⇒ = 1 ± and the general solution is = (1 cos + 2 sin ). If () = and () = then
(1 cos + 2 sin ) = ⇒ 1 cos + 2 sin = − and (1 cos + 2 sin ) = ⇒
1 cos + 2 sin = − . This gives a linear system in 1 and 2 which has a unique solution if the lines are not parallel.
If the lines are not vertical or horizontal, we have parallel lines if cos = cos and sin = sin for some nonzero
SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS ■ 11
(b) The linear system has no solution if the lines are parallel but not identical. From part (a) the lines are parallel if
− cos
− = . If the lines are not horizontal, they are identical if − = − ⇒ == ⇒
− cos
cos sin
= − . (If = 0 then = 0 also.) If they are horizontal then cos = 0, but = also (and sin 6= 0) so
cos sin
sin cos
we require = − . Thus the system has no solution if − = and 6= − unless cos = 0, in
sin cos
sin
which case 6= − .
sin
(c) The linear system has infinitely many solution if the lines are identical (and necessarily parallel). From part (b) this occurs
cos sin
when − = and = − unless cos = 0, in which case = − .
cos sin