Differential Equations

1
First Order Differential Equations

Module 7: Second Order Linear Differential

𝒅𝟐 𝒚 𝒅𝒚
Equation of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙).
(Part 1)

Course Learning Outcomes:

1. Define and identify linear second order differential equations.
2. Define and identify homogeneous and non-homogeneous second order
differential equations.
3. Able to solve the general solution and particular solution of a linear 2 nd
order differential equations.

Complementary function and particular integral

If in the differential equation

𝑑2 𝑦 𝑑𝑦
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑦 = 𝑓(𝑥) eqn. (1)

the substitution y = u + v is made then:

𝑑2 (𝑢+𝑣) 𝑑(𝑢+𝑣)
𝑎 +𝑏 + 𝑐(𝑢 + 𝑣) = 𝑓(𝑥)
𝑑𝑥 2 𝑑𝑥

Rearranging gives:

𝑑2 𝑢 𝑑𝑢 𝑑2 𝑣 𝑑𝑣
(𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑢) + (𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑣) = 𝑓(𝑥)

If we let

𝑑2 𝑣 𝑑𝑣
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑣 = 𝑓(𝑥) eqn. (2)

Then

𝑑2 𝑢 𝑑𝑢
𝑎 𝑑𝑥2 + 𝑏 𝑑𝑥 + 𝑐𝑢 = 0 eqn. (3)

The general solution, u, of equation (3) will contain two unknown constants, as required for
the general solution of equation (1). The function u is called the complementary function
(C.F.).

Course Module
 If the particular solution, v, of equation (2) can be determined without containing any
unknown constants then y =u +v will give the general solution of equation (1). The function
v is called the particular integral (P.I.). Hence the general solution of equation (1) is given by:

y = C.F.+ P.I.

𝒅𝟐 𝒚 𝒅𝒚
Procedures to solve differential equations of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙)

(i) Rewrite the given differential equation as (aD2 + bD + c)y = f (x)

(ii) Substitute m for D, and solve the auxiliary equation am2 +bm +c= 0 for m.

(iii) Obtain the complementary function, u, which is achieved using the same procedure as in
Module 6 (c), page 2.

(iv) To determine the particular integral, v, firstly assume a particular integral which is
suggested by f(x), but which contains undetermined coefficients. Table 7.1 gives some
suggested substitutions for different functions f (x).

Table 7.1: Form of particular integral for different functions

(v) Substitute the suggested P.I. into the differential equation (aD2 +bD+c)v= f (x) and equate
relevant coefficients to find the constants introduced.
 Differential Equations
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First Order Differential Equations

(vi) The general solution is given by y =C.F.+P.I., i.e. y =u +v.

(vii) Given boundary conditions, arbitrary constants in the C.F. may be determined and the
particular solution of the differential equation obtained.

𝒅𝟐 𝒚 𝒅𝒚
Worked problems on differential equations of the form 𝒂 𝒅𝒙𝟐 + 𝒃 𝒅𝒙 + 𝒄𝒚 = 𝒇(𝒙)
where f(x) is a constant or polynomial.

Sample Problem 7.1.

𝑑2 𝑦 𝑑𝑦
Solve the differential equation 𝑑𝑥2 + 𝑑𝑥 − 2𝑦 = 4
Solution:

[See Table 7.1 (a)]

Course Module
Sample Problem 7.2.
𝑑2 𝑦 𝑑𝑦
Determine the particular solution of the equation 𝑑𝑥2 − 3 𝑑𝑥 = 9, given the boundary
𝑑𝑦
conditions that when 𝑥 = 0, 𝑦 = 0, 𝑑𝑥 = 0.
Solution:

[See Table 7.1 (a)]

 Differential Equations
5
First Order Differential Equations

References and Supplementary Materials

Books and Journals
1. John Bird; 2017; Higher Engineering Mathematics; 2 Park Square, Milton Park,
Abingdon, Oxon OX14 4RN; Routledge

Online Supplementary Reading Materials

1. 2nd Order Ordinary Differential Equations; http://mathworld.wolfram.com/Second-
OrderOrdinaryDifferentialEquation.html; November 21, 2019

Online Instructional Videos

1. 2nd Order Linear Homogeneous Differential Equations 1 ;
https://www.khanacademy.org/math/differential-equations/second-order-
differential-equations/linear-homogeneous-2nd-order/v/2nd-order-linear-
homogeneous-differential-equations-1; November 21, 2019

Course Module