2 Second order linear ODE

Aim : To discuss discuss

• Fundamental solutions of second order linear ODE

• Solution of Second order linear ODE with Constant coefficients
Cases: Homogenous
Non-homogenous

Notation : • Independent variable: t

• Dependent variable: y
That is, y = y(t)

5/2/2014 Berhanu G(Dr) 1

 Second order linear ODE
• General form linear second order ode is:
y"+ p (t ) y '+ q (t ) y = r (t ) (1)

• If r(t) = 0, then (1) is called homogeneous de; otherwise called

non homogeneous (or inhomogeneous) de.

2.1. Fundamental Solutions

• General solution of (1) involves two arbitrary constants that are not
replaceable by one constant. In other word, general solution of (1) can be
formed from two independent solutions.
• Independent solutions of homogeneous DE are called fundamental solutions.
y2(t)
• Two functions y1(t) and y2(t) are dependent iff = c, a constant
y1(t)
Otherwise, they are linearly independent.
Examples: 1) α & β are distinct numbers Þ eαt and eβt are independent

2) For any rÎR, ert and tert are independent

3) For any α ,β ÎR, eαtcos(βt) and eαtsin(βt) are independent
5/2/2014 Berhanu G(Dr) 2
Definition: Given two functions y1(t) and y2(t), the Wronskian of y1 and y2 is
the function defined by
y1(t) y2(t)
w( y1(t),y2(t) ) = = y'1(t)y2 (t) - y1(t) y'2(t).
y'1(t) y'2(t)

Note: y1(t) and y2(t), linearly dependent Û w(y1,y2) = 0.

Thus, y1(t) and y2(t) are linearly independent Û w(y1,y2) ≠ 0.

Theorem: Consider a second order linear homogeneous de:

y"+ p (t ) y '+ q (t ) y = 0 (2)

1) If y1(t) and y2(t) are two independent (fundamental) solutions of (2), then
y(t) = c1 y1(t) + c2 y2(t), for any c1, c2 ÎR, (3)
is also a solution ( So, (3) forms general solution of (2) ).
2) If y(t) = u(t) + i v(t) is a complex valued solution of (2), then both
y1(t) = u(t) and y2(t) = v(t) are real valued solutions of (2).

5/2/2014 Berhanu G(Dr) 3

Theorem: Consider a non homogeneous 2nd order linear de
y"+ p (t ) y '+ q (t ) y = r (t ) (1)

If yp(t) is any one solution (particular solution) of (1) and

yh(t) is the general solution of corresponding homogenous eqn (2)

y"+ p (t ) y '+ q (t ) y = 0 (2)

then
y(t) = yh(t) + yp(t)
is the general solution of (1) .

5/2/2014 Berhanu G(Dr) 4

 2.2. Solution of homogeneous de with constant coefficient.
• Consider the de
ay" + by' + cy = 0 - - - - - - - - - - - - - - - - (H-eq)
where a,b,c Î R, a ≠ 0.
• We look for solution of the form y = ert, where r is a constant.
• y = ert solves the H-eq if and only if r is the root of quadratic equation
ar2 + br + c = 0 , - - - - - - - - - - - - - - - - (char-eq)
called the characteristic equation of the de.

Theorem: Consider the H-eq and its characteristic equation.

1) If r = α & r= β are two distinct roots of the cha-eq, then y1(t)= eαt ,and y2(t)= eβt
are fundamental solutions of the H-eq. i.e., y(t) = c1eαt + c2eβt, is general solution
2) If r =α is the only (double) root of the cha-eq, then y1(t)= eαt ,and y2(t)= teαt are
fundamental solutions of the H-eq. i.e., y(t) = c1eαt + c2teαt , is general solution
3) If r = α ± i β is the complex root of the cha-eq, then y1(t)= eαtcos(βt) , and
y2(t)= eαtsin(βt) are fundamental solutions of the H-eq. i.e.,
y(t) = eαt[c1cos(βt) + c2 sin(βt) ] , is general solution , for any c1,c2 Î R.

5/2/2014 Berhanu G(Dr) 5

Examples:
1. Find the solution of the IVP: y" + 2y' - 3y = 0
y(0)=4, y'(0)= 0
The cha-eq is r2 + 2r - 3 = 0 and its roots are r = -3 and r = 1. so,
y(t) = c1e-3t + c2et, c1,c2 ÎR, is the general solution of the DE.
Then applying the initial conditions:

y(0)= 4 Þ c1 + c 2 = 4
Þ c1= 1, c2 = 3
y'(0)= 0 Þ -3c1 + c2 = 0

Therefore, y(t) = e-3t + 3et is solution of the IVP

2. Find general solution of a) y" - 2y' + y = 0

b) y" + 4y' + 5 y = 0
For char-eq of (a), r =1 is the only root. Thus, y(t) = (c1+ c2t)et
For char-eq of (b), r = -2 + i is complex root. Thus,
y(t) = e-2t (c1cost + c2sint) , for any c1,c2 Î R.

5/2/2014 Berhanu G(Dr) 6

 2.3. Solution of non-homogeneous de with constant coefficient

• Aim to solve non-homogeneous equation:

ay" + by' + cy = r(t), - - - - - - - - - - - - - - - - - (NH-eq)

where r(t) is a given continuous function.

Recall : If yh(t) is the general solution of corresponding H-eq

ay" + by' + cy = 0 - - - - - - - - - - - - - - - - - (H-eq)
and yp(t) is any particular (one) solution of the NH-eq, then
y(t) = yh(t) + yp(t)
is the general solution of the NH-eq

• Two methods to determine yp(t):

1) The methods of undetermined coefficients

2) The method of variation of parameters

5/2/2014 Berhanu G(Dr) 7

The method of variation of parameters (MOVP) to determine yp(t):
• Given the above NH-eq, suppose y1(t) and y2(t) are fundamental
solutions its corresponding H-eq. Then, the general solution of its H-eq is
yh(t) = c1 y1(t) + c2 y2(t), for any c1, c2 ÎR,

• In the MOVP the parameters c1 and c2 are made to vary. Hence we set
yp(t) = u1(t) y1(t) + u2(t) y2(t),

and choose u1(t) and u2(t) such that yp(t) solves the given NH-eq.

If we do this, we can obtain

y (t ) r (t ) y (t ) r (t )
u (t ) = - ò 2 dt and u (t ) = ò 1 dt
1 W (y ,y ) 2 W (y ,y )
1 2 1 2
Hence,
y 2 (t ) r (t ) y1 (t ) r (t )
y p (t ) = - y1 (t ) ò W ( y , y ) dt + y (t ) ò W ( y , y ) dt
1 2 2 1 2

Is a particular solution of the NH-eq.

5/2/2014 Berhanu G(Dr) 8

 Example: Consider the de et
y"- 2 y '+ y = 2 , t > 0.
t
Since r = 1 is the double root of the corresponding homog. eqn.,
y1(t)= et, and y2(t) = tet are fundamental solutions. Thus,
yh(t) = c1 et + c2t et.
Hence, yp(t) = u1(t) et + u2(t)t et, where

y (t )t - 2 e t y1 (t )t - 2 e t e t te t
u (t ) = - ò 2 and u (t ) = ò But, W ( y , y ) = = e 2t
1 2
1 W (y , y )
1 2
2 W (y , y )
1 2 e t e t + te t

Thus, te t t - 2 et et t - 2 e t 1
u (t ) = - ò dt = - ln( t ), and u (t ) = ò dt = -
1 e 2t 2 e 2t t
1
Þ y (t ) = - ln(t )et - tet = -(ln t +1)et .
p t

Therefore, y (t ) = c et + c tet - (ln t +1)et , for any c ,c ÎR

1 2 1 2
is the general solution of the de.
5/2/2014 Berhanu G(Dr) 9