Math Differntial

SECOND ORDER
18 DIFFERENTIAL
EQUATIONS
n this chapter we study second order linear differential equations.
I These equations have numerous applications throughout science and
engineering. Among the most important of these are the description
of mechanical vibrations, oscillating currents in electrical circuits, and
the phenomena of resonance discussed in Section 3.
18.1 Second Order Linear Differential Equations

A second order linear differential equations is an equation of the form
a(t)y + b(t)y + c(t)y = f (t)
where a(t) is nonzero. The functions a(t), b(t), c(t) are the coefficients
of the equation. The function f (t) on the right is often called the
forcing function. Note that in a linear equation, y and its derivatives
occur at most to the first power (there are no terms such as y 2 , (y )2 ,
yy , etc).
Since the independent variable is time in many applications, we
shall use t instead of x as the independent variable throughout this
Scientists study the oscillations of solar coronal chapter. Thus y denotes the derivative y = dy/dt. We also assume that y exists and is
loops (gigantic loops of plasma related to
disturbances in the sun’s magnetic field).
continuous.
The following result assures us that solutions of second order linear differential equa-
tions exist. In fact, infinitely many solutions exist and, as we saw previously for first order
differential equations, we can pick out one particular solution by specifying initial val-
ues. For a second order equation, this is done by specifying the values y(t0 ) and y (t0 ) at
a point t = t0 .
In this chapter, we use t for the independent
variable and y denotes the derivative
dy THEOREM 1 Theorem Existence and Uniqueness for the Initial Value Problem
y =
dt Assume that a(t), b(t), c(t), and f (t) are continuous on an open interval (a, b) and
that a(t) = 0 for all t ∈ (a, b). Let t0 ∈ (a, b). Then the initial value problem
a(t)y + b(t)y + c(t)y = f (t), y(t0 ) = y0 , y (t0 ) = y1
has precisely one solution y(t) defined for all t ∈ (a, b).
In the first three sections of this chapter, we consider second order linear differential
equations with constant coefficients. Thus, we shall study
ay + by + cy = f (t) 1
where a, b, c are constants with a = 0 and f (t) is a continuous function.

1
2 C H A P T E R 18 SECOND ORDER DIFFERENTIAL EQUATIONS
Homogeneous Equations
Eq. (1) is called homogeneous if the forcing function f (t) is zero. Otherwise, the equation
is called inhomogeneous. Inhomogeneous equations are discussed in the next section. The
rest of this section is devoted to homogeneous equations (a, b, c are constants):
ay + by + cy = 0 2
There is a straightforward procedure for finding all solutions (2), based on the following
three facts.
A linear combination of two functions y1 (t)

(A) If y1 and y2 are solutions, then the linear combination y = c1 y1 + c2 y2 is also a
and y2 (t) is a function of the form solution for all constants c1 and c2 .
y(t) = c1 y1 (t) + c2 y2 (t)
(B) If y1 and y2 are independent solutions (defined below), then every solution is of the
form y = c1 y1 + c2 y2 .
(C) With one exception (the case of double roots described below), there exist independent
solutions either of the form eλt or of the form eαt cos ωt and eαt cos ωt.
To explain (A)-(C) greater detail, we introduce a useful way of rewriting Eq. (1) in
terms of the “differential operator"
d
D=
dt
d
By definition, Dy denotes the derivative y = y . Similarly, D 2 y denotes y , etc. We
dt
may then form the operator
P (D) = aD 2 + bD + c
By definition, P (D) applied to y is
d2 d
P (D)y = (a + b + c)y = ay + by + cy
dt dt
So in this notation,
ay + by + cy = 0 is written P (D)y = 0
For example, 2y + 3y − y = 0 is written (2D 2 + 3D − 1)y = 0.

Now we can verify (A), that is, a linear combination of solutions is a solution. This is
based on the fact that P (D) is a linear operator, by which we mean that for any functions
y1 , y2 and constants c1 , c2 , the following property holds (see Exercise 26):
P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2 3
Now if y1 and y2 are solutions, that is, if P (D)y1 = 0 and P (D)y2 = 0, then
P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2 = 0
This shows that y = c1 y1 + c2 y2 , is also a solution, verifying (A).

Next, we state (B) in a precise manner. Two functions y1 (t) and y2 (t) are called
independent (or linearly independent) if neither is a constant multiple of the other, that
See Exercise 27 for a proof of Theorem 2 based
is: both are non-zero and y2 (t) = cy1 (t) for all constants c. Fact (B) has the following
on Theorem 1.
precise statement.
S E C T I O N 18.1 Second Order Linear Differential Equations 3
THEOREM 2 Theorem If y1 (t) and y2 (t) are independent solutions of (2), then every
solution y(t) can be expressed (in just one way) as a linear combination
y(t) = c1 y1 (t) + c2 y2 (t)
We refer to the expression y(t) = c1 y1 (t) + c2 y2 (t) as a general solution. Each choice
of constants c1 and c2 gives us a particular solution.
To find solutions of the form described in (C), observe that for any λ,
d λt
Deλt = e = λeλt
dt
d 2 λt
D 2 eλt = e = λ2 eλt
dt 2
and therefore
d d
P (D)eλt = (a + b + c)eλt = (aλ2 + bλ + c) eλt
dt 2 dt
P (λ)
Eq. (4) remains true when λ = a + bi is a

In other words,
complex number. The complex exponential is
interpreted using Euler’s formula P (D)eλt = P (λ)eλt 4
e(a+bi)t = ea (cos ωbt + i sin ωbt)
This gives us a way of finding exponential solutions. Consider P (D) = D 2 + 3D + 2.
as discussed in the Appendix on Complex Then
Numbers.
P (D)eλt = (λ2 + 3λ + 2) eλt = (λ − 1)(λ + 2)eλt

P (λ)
For λ = −2, P (−2) = 0 and thus

P (D)e−2t = P (−2)e−2t = 0
Therefore, y = e−2t is a solution of y + 3y + 2y = 0.
To carry this out in general, we define the characteristic equation
P (λ) = aλ2 + bλ + c = 0 5
It follows from (4) that

P (D)eλt = 0 if and only if P (λ) = 0.
In other words, y = eλt is a solution precisely when λ is a root of the characteristic
equation.
Eq. (5) has two roots, given by the quadratic formula:
√
−b ± b2 − 4ac
λ1 , λ2 =
2a
We consider the three possible cases separately: real roots, double root, and complex roots.
Case 1: Distinct Real Roots. The roots λ1 , λ2 are real and distinct if b2 − 4ac > 0. In
this case, the exponential functions
y1 = eλ1 t , y2 = eλ2 t
are independent solutions of P (D)y = 0 (independent because y1 = eλ1 t and y2 = eλ2 t

are not constant multiples of each other if λ1 = λ2 ). By Theorem 2, every solution is a
linear combination of the two exponential solutions, so the general solution is
General Solution (distinct real roots): y = c1 eλ1 t + c2 eλ2 t
E X A M P L E 1 Initial Value Problem - Real Roots Solve the initial value problem
3 1
2y − 3y − 2y = 0, y(0) = , y (0) = −
2 8
Solution
Step 1. Solve the Characteristic Equation.
The characteristic equation
2λ2 − 3λ − 2 = (2λ + 1)(λ − 2) = 0
has roots λ = − 12 , 2.
Step 2. Write Down General Solution.
1
The functions y = e− 2 t and y = e2t are independent solutions. The general solution
is
1
y = c1 e− 2 t + c2 e2t
Step 3. Use Initial Conditions.

Observe that
1
y(0) = c1 e 2 ·0 + c2 e2·0 = c1 + c2
1
y (0) = − 12 c1 e− 2 ·0 + 2 · c2 e2·0 = − 12 c1 + 2c2
y Therefore, the initial conditions give us two equations:

y2 = e 2t
4 3
c 1 + c2 = 6
2
1
5 − 2 t 1 2t
1
y= e + e − 12 c1 + 2c2 = − 7
4 4 8
2
By Eq. (6), c2 = 3
2 − c1 . Substituting in Eq. (7), we obtain
y1 = e t/2
3 5 1
− 12 c1 + 2c2 = − 12 c1 + 2( − c1 ) = 3 − c1 = −
t 2 2 8
−2 2
This gives c1 = 25 (3 + 18 ) = 5
4 and c2 = 3
2 − c1 = 14 . The desired particular solution
FIGURE 1 Solutions of
is (see Figure 1)
2y − 3y − 2y = 0.
5 − 1 t 1 2t
y= e 2 + e
4 4
Case 2: Double Root.The characteristic equation has a double root if b2 − 4ac = 0. The
double root is
b
λ=−
2a
In this case there is only one exponential solution, namely y = eλt . However, it can
be checked that y = teλt is also a solution (see Exercise 28). Since eλt and teλt are
independent, the general solution is
General Solution (double root): y = c1 eλt + c2 teλt = (c1 + c2 t)eλt
E X A M P L E 2 Initial Value Problem - Double Root Solve the initial value problem
4y − 4y + y = 0, y(1) = 0, y (1) = 1.
Solution
Step 1. Solve the Characteristic Equation.
The characteristic equation has a double root λ = 1
2 since
1
4t 2 − 4t 2 + 1 = 4(t − )2 = 0
2
Step 2. Write Down General Solution.
1
y = (c1 + c2 t)e 2 t
Step 3. Use Initial Conditions.

The first initial condition gives
y(1) = (c1 + c2 )e1/2 = 0

y= te t/2
and thus c2 = −c1 . Next,
y
y= e t/2 1 1 1 1 1 1
y (t) =
(c1 + c2 t)e 2 t + c2 e 2 t = ( c1 + c2 + c2 t)e 2 t
2 2 2
4 1

y (1) = 2 c1 + 2 c2 e 2 = 1
1 3
y = (t − 1)e (t − 1)/2
Substituting c2 = −c1 , we obtain
t
−8 −4 4 1 1 1 1
( 12 c1 − 32 c1 )e 2 = −c1 e 2 = 1 ⇒ c1 = −e− 2 , c2 = e− 2
FIGURE 2 Solutions of
4y − 4y + y = 0. Our particular solution is (see Figure 2)
1 1 1 1
y = (−e− 2 + e− 2 t)e 2 t = (t − 1)e 2 (t−1)
Case 3: Complex Roots. If b2 − 4ac < 0, then the roots are complex:
√ √
−b ± b2 − 4ac −b 4ac − b2
λ1 , λ2 = = ± i
2a 2a 2a
We set
√
−b 4ac − b2
α= , ω=
2a 2a
and write the roots as follows:
λ1 = α + iω λ2 = α − iω
As in the case of real roots, the exponential functions y = eλ1 t and y = eλ2 t are solutions
of P (D)y = 0. However, these are complex exponentials, so we interpret them using
Euler’s formula:
eλ1 t = e(α+ωi)t = eαt eiωt = eαt (cos ωt + i sin ωt)
eλ2 t = e(α−ωi)t = eαt e−iωt = eαt (cos ωt − i sin ωt)
Since we want real solutions, we form the linear combinations:
We can avoid using Euler’s formula by verifying 1 λ1 t 1 λ1 t
directly that eαt cos ωt and eαt sin ωt satisfy the
eαt cos ωt = (e + eλ2 t ) eαt sin ωt = (e − eλ2 t )
2 2i
differential equation (see Exercise 29). However,
the approach using Euler’s formula reveals These are independent real solutions, and thus the general solution is
clearly that the cases of real and complex roots
are based on the same underlying principle. General Solution (complex roots): y = eαt (c1 sin ωt + c2 cos ωt)
E X A M P L E 3 Initial Value Problem - Complex Roots Solve the initial value problem
3
4y + 4y + 13y = 0, y(0) = 3, y (0) = .
2
Solution
Step 1. Solve the characteristic equation.
The roots of 4t 2 + 4t + 13 = 0 are

−4 ± (−4)2 − 4(4)(13) 1 √
= − ± 3i
8 2
Step 2. Write down a general solution.

A general solution is
1 √ √
y(t) = e− 2 t (c1 cos 3t + c2 sin 3t)
Step 3. Use initial conditions.

We have
y(0) = e0 (c1 cos 0 + c2 sin 0) = c1
so the first initial condition y(0) = 3 gives us c1 = 3. Therefore
y
1 √ √
3 y(t) = e− 2 t (3 cos 3t + c2 sin 3t)
1 1 √ √
y (t) = − e− 2 t (3 cos 3t + c2 sin 3t)
2
1
1 √ √ √ √
x
+ e− 2 t (−3 3 sin 3t + 3c2 cos 3t)
2 4 6
3 √ 3
−1 y (0) = − + 3c2 =
2 2
FIGURE 3 Graph of √ the solution
√ √ √
y(t) = e−t/2 (3 cos 3t + 3 sin 3t). We obtain c2 = 3. The desired particular solution is (see Figure 3)
1
√ √ √
y(t) = e− 2 t 3 cos 3t + 3 sin 3t 8
There is a second way of writing the general solutions in the case of complex roots
using the identity (see Exercise 31)
c1 cos ωt + c2 sin ωt = C cos(ωt − θ) 9

where C = c12 + c22 , cos θ = c1 /C, sin θ = c2 /C. The value of θ itself if given by
⎧
⎪
⎪ tan−1 c2
if c1 >0
⎨ c1
tan−1 c2
+π if c1 <0
θ= c1 10
⎪
⎪
π
if c1 = 0 and c2 > 0
⎩ 2π
−2 if c1 = 0 and c2 < 0
Eq. (11) shows that y(t) has the shape of a Thus the general solution may be written
cosine wave whose amplitude grows (or decays
if α < 0) exponentially like eαt . y(t) = Ceαt cos(ωt − θ) (C, θ any constants) 11
E X A M P L E 4 Write the solution in Example 3 in the form (11).
1
√ √ √
Solution The solution in Example 3 is y = e− 2 t 3 cos 3t + 3 sin 3t . We have
√ √ √
C = c1 + c2 = 32 + ( 3)2 = 12 = 2 3
2 2
√
−1 c2 −1 3 1 π
θ = tan = tan = tan−1 √ =
c1 3 3 6
Therefore,
√ 1 √ π
y(t) = 2 3e− 2 t cos( 3t − )
6
18.1 SUMMARY
• A second order linear differential equation has the form
a(t)y + b(t)y + c(t)y = f (t)
The equation is called homogeneous if f (t) = 0 and inhomogeneous otherwise. This

equation may be rewritten
P (D)y = f (t)
d
where D = and P (D) = aD 2 + bD + c.
dt
• The general second order homogeneous linear differential equation with constant coef-
ficients has the form
ay + by + cy = 0 12
where a, b, c are constants and a = 0.

• The general solution (12) depends on the nature of the roots of the characteristic equation
P (λ) = aλ2 + bλ + c = 0.
Roots of Characteristic Equation General Solution

distinct real roots λ1 , λ2 c1eλ1 t + c2 eλ2 t
double root λ (c1 + c2 t)eλt
complex roots λ = α ± ωi eαt (c1 cos ωt + c2 sin ωt)
• In case of complex roots, the general solution may be written in the form
e−αt (c1 cos ωt + c2 sin ωt) = Ceαt cos(ωt − θ)

where C = c12 + c22 and tan θ = c2 /c1 . The value of θ itself is given in (10).
18.1 EXERCISES
Preliminary Questions
1. Which of the following differential equations are linear? 3. What is the characteristic equation of y + 6y + 5y = 0?
(a) ty − y 2 y + 4y = et (b) ty − t 2 y + 4y = et
4. It is claimed that y = t 3 is a solution of t 2 y − 6y = 0. How can
(c) ty − t 2 y + 4y = ey (d) y y − t 2 y + 4y = et you verify this claim?
2. Which of the following are linear differential equations with con-
stant coefficients? 5. Find two independent solutions of y − 5y + 6y = 0.
(a) y + 2ty = t 2 (b) 4y − 2y + 7y = t 2 6. Every solution of y − 9y = 0 may be written as a linear combi-
(c) y − 17y 2 = 0 (d) 2y = 7y + y nation of e3t and e−3t . Describe the general solution of y + 9y = 0.
Exercises
1. Show that y(t) = t 4 − 6t 2 + 3 satisfies y − ty + 4y = 0. (c) Let y(t) be the solution satisfying y(0) = 1, y (0) = 0. Show that
y = e2t (c1 cos 3t + c2 sin 3t) where c1 = 1 and 2c1 + 3c2 = 0. Find
2. Verify that y(t) = t 3 − 9t 2 + 18t − 6 is a solution of the initial y(t).
value problem
7. Write each of the following expressions in the form C cos(4t − θ )
ty + (1 − t)y + 3y = 0 y(0) = −6, y (0) = 18 for suitable constants C and θ.
√
(a) 3 √ 3 cos 4t + 9 sin 4t
3. Verify that y(t) = (1 − 2t 2 )e−t /2 is a solution to the initial value
2
(b) −3√ 3 cos 4t + 9 sin 4t
problem (c) 3 √ 3 cos 4t − 9 sin 4t
(d) −3 3 cos 4t − 9 sin 4t
y = (t 2 − 5)y y(0) = 1, y (0) = 0
8. Solve the initial value problem
4. Show that y = c1 t + c2 t ln t is a general solution of
y − 2y + 2y = 0, y(0) = 1, y (0) = 2
t 2 y − ty + y = 0
and write your answer in the form y(t) = Cet cos(t − θ).
Find the particular solution satisfying y(1) = 4, y (1) = 3. Exercises 9–16: Find the general solution of the differential equation.
5. Consider y − 5y + 6y = 0. 9. y + 6y + 8y = 0 10. y + 25y = 0
(a) What is the characteristic equation and what are its roots? 11. y − 25y = 0 12. y − 2y − 3y = 0
(b) Verify directly that y = e2t and y = e3t are solutions.
13. y + 2y + 2y = 0 14. y − 4y + 4y = 0
(c) Let y be a solution satisfying y(0) = 1, y (0) = 0. Show that
y = c1 e2t + c2 e3t where c1 + c2 = 1 and 2c1 + 3c2 = 0. Then solve 15. 2y − 2y + 5y = 0. 16. 4y + 12y + 9y = 0
for c1 and c2 . Exercises 17–24: Find the particular solution of the differential equa-
tion satisfying the initial conditions.
6. Consider y − 4y + 13y = 0.
(a) What is the characteristic equation and what are its roots? 17. y − 4y = 0; y(0) = 1, y (0) = 0
(b) Verify directly that y = e2t sin 3t and y = e2t cos 3t are solutions. 18. y − 4y = 0; y(1) = 0, y (1) = 1
S E C T I O N 18.2 Inhomogeneous Equations 9
19. 2y + y − 3y = 0; y(0) = 1, y (0) = −1 25. Show that for k = 0, cosh(kt) and sinh(kt) are independent so-
lutions of y − k 2 y = 0. Conclude that a general solution is given
20. y − 6y + 13y = 0; y(0) = 2, y (0) = 1 by
21. 4y + 20y + 25y = 0; y(0) = 2, y (0) = 0 y = c1 cosh(kt) + c2 sinh(kt)
22. 2y + 6y = 0; y(1) = 3, y (1) = 9 This is an alternate to the general solution y = c1 ekt + c2 e−kt
23. 3y − 5y − 2y = 0; y(1) = 2, y (1) = −2 26. Verify (3), which states that for all constants c1 , c2 ,
24. 9y + 18y + 10y = 0; y(π) = 3, y (π) = −3 P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2
Further Insights and Challenges

27. In this exercise, we prove Theorem 2: if y1 and y2 are independent (a) Suppose that a = 2, c = 3. Calculate lim y(t) where y(t) satis-
t→∞
solutions of fies y(0) = 10, y (0) = 6.
ay + by + cy = 0 (b) Prove that if a and c are positive, then lim y(t) = K where
t→∞
K = y(0) + ac y (0).
then every solution y may be expressed as a linear combination of y1
and y2 . 31. Use the addition law for the cosine function to verify the identity
(a) Use the uniqueness part of Theorem 1 to prove that the vectors (9) with the given values of C and θ. Recall that by definition, tan−1 x
takes values in (− π2 , π2 ).
u = y1 (0), y1 (0) , v = y2 (0), y2 (0)
32. Uniqueness via Energy This exercise proves the uniqueness of
are not multiples of each other. It follows that u and v span R 2 , that is, solutions to the initial value problem (Theorem 1) for
every vector w in R 2 is of the form w = c1 u + c2 v.

(b) Set w = y(0), y (0) . Let c1 , c2 be constants such that w = ay + by + cy = 0
c1 u + c2 v and set g(t) = c1 y1 (t) + c2 y2 (t). Use Theorem 1 to prove
that y(t) = g(t). in the case where a, b, c ≥ 0. Define the energy E(t) of a solution by
28. Double Roots Suppose that the characteristic equation of ay + E(t) = ay (t)2 + cy(t)2
by + cy = 0 has a double root λ. Verify directly that y = teλt is a
solution of ay + by + cy = 0. Hint: in the case of a double root, (a) Prove that E (t) = −2b(y )2 . Hint: Use the Chain Rule to calculate
λ = −b/(2a). E (t).
(b) Conclude that E(t) is a nonincreasing function of t such that
29. Complex Roots Suppose that the characteristic equation of ay +
E(t) ≥ 0 for all t.
by + cy = 0has complex roots λ = α ± ωi where α = −b/(2a)
and ω = 2a 1 4ac − b2 . Verify directly that y = eαt cos ωt and (c) Use (b) to show that if y(t0 ) = y (t0 ) = 0, then y(t) = 0 for all t.
y = eαt sin ωt are solutions. Suggestion: a nice approach is to show (d) Prove that if y1 and y2 are solutions satisfying the same initial
first that the function u(t) = y(t)e−αt satisfies conditions:
u + ω2 u = 0 y1 (t0 ) = y2 (t0 ), y1 (t0 ) = y2 (t0 )
30. Let y(t) be a solution of ay + cy = 0. then y1 = y2 . Hint: Apply (c) to y = y1 − y2 .
18.2 Inhomogeneous Equations

We now consider an inhomogeneous linear differential equation where the forcing function
f (t) is nonzero:
ay + by + cy = f (t) 1
As before, we set P (D) = aD 2 + bD + c and write (1) as P (D)y = f .
There is an important relationship between solutions of (1) and solutions of the asso-
ciated homogeneous equation
ay + by + cy = 0
In fact, the next theorem tells us that if we find a single particular solution yp (t) of (1), then
we obtain all solutions by adding on solutions of the associated homogeneous equation.
THEOREM 1 Let yp (t) be a particular solution of (1). If yh (t) is any solution of the
associated homogeneous equation, then
y(t) = yp (t) + yh (t)
is also solution of (1). Furthermore, every solution is obtained as a sum y(t) = yp (t) +
yh (t) in this way.
Proof If P (D)yp = f and P (D)yh = 0, then
P (D)(yp + yh ) = P (D)yp + P (D)yh = f + 0 = f
This proves that y = yp + yh is a solution of the inhomogeneous equation. On the other

hand, if y(t) is any solution of (1), set g(t) = yp (t) − yh (t). Then
P (D)g = P (D)y − P (D)yp = f (t) − f (t) = 0
Thus g(t) is a solution of the associated homogeneous equation and y(t) = yp (t) + g(t)
as required.
By Theorem 1, if y1 and y2 are independent solutions of the associated homogenous

equation, then (1) has general solution
y(t) = yp (t) + c1 y1 (t) + c2 y2 (t) (c1 , c2 any constants)
This leaves us with the problem of finding a single particular solution yp . Solutions
are guaranteed to exist (by Theorem 1 in Section 1), but in many cases it is impossible
to write them down in terms of elementary functions. However, this is possible for cer-
tain special classes of forcing functions. In the remainder of this section we discuss two
important techniques for finding such explicit solutions.
Method of Undetermined Coefﬁcients

This method can be used whenever the forcing function is an exponential function, poly-
nomial, sine or cosine (or when it is sum of products of such functions). We shall focus
on the following cases:
(i) f (t) = Aeαt for some constants A, α

(ii) f (t) = A cos βt + B cos βt for some constants A, B, and β
(iii) f (t) = eαt (A cos βt + B cos βt) for some constants A, B, α, β
(iv) Any polynomial f (t) = Am t m + Am−1 t m−1 + · · · + A1 t + A0
In each case, we look for a particular “trial" solution yp (t) consisting of terms of the same
form as the forcing function and its derivatives (see Table 1 in the section summary).
This strategy works because, for these special classes of functions, P (D)yp has the same
general form as yp itself. For example, if yp is an exponential function, then P (D)yp is

an exponential of the same type. If yp is a sum of sines and cosines, then so is P (D)yp ,
etc.
To apply this method when the forcing function is an exponential function, as in the
equation
ay + by + cy = Ceαt
we take a trial function of the form
yp = Aeαt (A an unknown constant)
Then
P (D)yp = (aD 2 + bD + cD)(Aeαt ) = P (α)Aeαt
So yP satisfies P (D)yp = Ceαt if P (α)A = C. If P (α) in nonzero, then A = C/P (α)

and we obtain the particular solution
C αt
yp = e
P (α)
E X A M P L E 1 Exponential Forcing Function Solve the initial value problem
y − 4y + 3y = 5e−4t , y(0) = 4, y (0) = −1 2
Solution
Step 1. Find the coefficients of a “trial" solution.
We look first for a solution of the form: yp (t) = Ae−4t . Let P (D) = D 2 − 4D + 3.
Then P (−4) = 35 and
P (D)yp = P (D)(Ae−4t ) = P (−4)Ae−4t = 35Ae−4t
So yp is a particular solution if P (D)yp = 35Ae−4t = 5e−4t . Thus A = 5/35 = 1/7

and we obtain
1 −4t
yp (t) = e
7
Step 2. Solve the homogeneous equation.
The roots of the characteristic equation
P (λ) = λ2 − 4λ + 3 = (λ − 1)(λ − 3) = 0
are λ = 1, 3. The homogeneous equation has general solution
yh (t) = c1 et + c2 e3t
Step 3. Write down the general solution.

The general solution of Eq. (2) is
1 −4t
y(t) = yp (t) + yh (t) = e + c1 et + c2 e3t
7
Step 4. Find the particular solution.

We have
1 −4t
y(t) = e + c1 et + c2 e3t
7
4
y (t) = − e−4t + c1 et + 3c2 e3t
7
The initial conditions yield the equations
1
y(0) = + c 1 + c2 = 4
7
4
y (0) = − + c1 + 3c2 = −1
7
Subtract the second equation from the first to obtain
5 15
− 2c2 = 5 ⇒ c2 = −
7 7
The first equation then yields
1 15
+ c1 − =4 ⇒ c1 = 6
7 7
y Thus, the solution to the initial value problem is (see Figure 1)
4 1 −4t 15
y(t) = e + 6et − e3t
7 7
E X A M P L E 2 Polynomial Forcing Function Find the general solution of the differen-

t tial equation
−1 1
FIGURE 1 The particular solution y − 4y + 3y = 3t 2 − 5.

y(t) = 71 e−4t + 32 17 3t
5 e − 7 e
t
of Solution
y − 4y + 3y = 5e−4t .
Step 1. Find the coefficients of a “trial" solution.
The forcing function f (t) = 3t 2 − 5 is a polynomial of degree two, so we consider a
trial solution of the same type
yp (t) = At 2 + Bt + C
We have
yp (t) = 2At + B
yp (t) = 2A
yp − 4yp + 3yp = (2A) − 4(2At + B) + 3(At 2 + Bt + C)
= 3At 2 + (−8A + 3B)t + (2A − 4B + 3C)

this must equal f (t)
Therefore, yp is a particular solution if
3At 2 + (−8A + 3)t + (2A − 4B + 3C) = 3t 2 − 5

Equate coefficients of powers of t on both sides:
3A = 3 − 8A + 3B = 0 2A − 4B + 3C = −5
The first equation yields A = 1 and the second equation then yields B = 83 . By the
third equation,
1 1 32 11
C= (−5 − 2A + 4B) = (−5 − 2 + ) =
3 3 3 9
This yields the particular solution
8 11
yp (t) = t 2 + t +
3 9
Step 2. Solve the homogeneous equation.
As in Example 1, the associated homogeneous equation y − 4y + 3y = 0 has general
solution yh (t) = c1 et + c2 e3t .
Step 3. Write down the general solution.
Our inhomogeneous equation y + 2y − 8y = 3t 2 − 5 has general solution
8 11
y(t) = yp (t) + yh (t) = t 2 + t + + c1 et + c2 e3t
3 9
Solutions of inhomogeneous equations are additive in the following sense: if y1 (t)

and y2 (t) satisfy
ay1 + by1 + cy1 = f (t)

ay2 + by2 + cy2 = g(t)
then for all constants A, B, y(t) = Ay1 (t) + By2 (t) is a solution of
The additivity of solutions described here is
often referred to as the Principle of ay + by + cy = Af (t) + Bg(t)
Superposition. It holds for all linear differential
equations and plays a fundamental role in
physical applications. E X A M P L E 3 Additivity Find a particular solution of
y − 4y + 3y = 3t 2 − 5t + 45e−4t 3
Solution According to Examples 1 and 2,
8 11
y1 (t) = t 2 + t + is a solution of y − 4y + 3y = 3t 2 − 5t
3 9
1 −4t
y2 (t) = e is a solution of y − 4y + 3y = 5e−4t
7
Thus 9y2 satisfies y − 4y + 3y = 45e−4t and the sum
8 11 9 −4t
yp (t) = y1 (t) + 9y2 (t) = t 2 + t + + e y2 (t)
3 9 7
is a particular solution of Eq. (3).
E X A M P L E 4 Exponential-trigonometric forcing function Find any particular solution

of
y + 6y + 8y = 10e5t cos 7t.
Solution Although the forcing function has no sine term, our trial solution must include
both cosine and sine:
yp = e5t (A cos 7t + B sin 7t)
After simplification, we obtain

yp = e5t (5A + 7B) cos 7t + (−7A + 5B) sin 7t

yp = e5t (−24A + 70B) cos 7t − (70A + 24B) sin 7t

yp + 6yp + 8yp = 14e5t (A + 8B) cos 7t + (−8A + B) sin 7t
We choose A and B so that

14e5t (A + 8B) cos 7t + (−8A + B) sin 7t = 10e5t cos 7t
The coefficient of sin 7t on the left must equal zero. Thus −8A + B = 0 or B = 8A.
Matching the coefficients of cos 7t, we obtain
1 8
14(A + 8B) = 14(A + 64A) = 910A = 10 ⇒ A= ,B =
91 91
This yields the particular solution
1 8
yp (t) = e5t ( cos 7t + sin 7t)
91 91
The method we have used so far must be modified when the forcing function f (t)
contains terms that satisfy the associated homogeneous equation. To see why, consider
the equation
y − y = et
If we were to proceed as before, we would try to find a solution of the form y = Aet . But
this is not a solution for any value of A because
y − y = Aet − Aet = 0 = et
Further modification is required if the forcing

Here is a general rule: if f (t) satisfies the associated homogeneous equation, multiply
function is t k times a solution of the associated each term of the previous trial solution by t (or t 2 if the characteristic equation has a
homogeneous equation for some k ≥ 1. We omit double root), as in the following examples.
discussion of these cases.
Solutions of
Equation homogeneous Trial solution
equation
y − 3y + 2y = et y = et , e2t yp (t) = Atet instead of et
y − 2y + y = et y = et , tet yp (t) = At 2 et instead of et
y − 2y + y = tet y = et , tet yp (t) = At 3 et instead of tet
y + y = cos t y = sin t, cos t yp (t) = At cos t + Bt sin t
y = 1 y = 1, t yp (t) = At 2
E X A M P L E 5 Exponential forcing function - an exceptional case Find the general so-

lution of y − 4y + 3y = e3t .
Solution f (t) = e3t is a solution of the associated homogeneous equation since 3 is

a root of the characteristic equation λ2 − 4λ + 3λ = (λ − 3)(λ − 1) = 0. Therefore, we
use the trial function yp (t) = Ate3t :
yp (t) = A(1 + 3t)e3t
yp (t) = A(6 + 9t)e3t
yp − 4yp + 3yp = A(6 + 9t)e3t − 4A(1 + 3t)e3t + 3Ate3t = 2Ae3t
So yp (t) is a solution if 2Ae3t = e3t . Thus A = 1

2 and the general solution is
1 3t
y(t) = te + c1 et + c2 e3t
2
E X A M P L E 6 Polynomial forcing function - an exceptional case Find the general so-

lution of y + 7y = 1.
Solution Since y = 1 satisfies y + 7y = 1, we use the trial solution yp (t) = At.

Substitute yp in the differential equation:
yp + 7yp = 0 + 7A = 1
So A = 17 and yp (t) = 17 t. The characteristic equation λ2 + 7λ = 0 has roots λ = 0, −7,

and the general solution is
1
y(t) = t + c1 + c2 e−7t
7
In the next example, we use the theory we have developed to analyze the following
physical situation∗ . Consider a tube rotating counterclockwise about its midpoint in a
plane at a constant angular velocity of ω radians per second (Figure 2 (A)). If we assume
that the tube is horizontal at time t = 0, then it makes an angle θ = ωt with the horizontal
at time t. Our goal is to determine the motion of a small ball of mass m inside the tube
that is free to slide back and forth without friction.
The position of the ball at time t is determined by its distance r(t) from the midpoint
of the tube, which we place at the origin. Gravity exerts a force −mg on the ball. The only
force acting on the ball in the radial direction is the radial component of gravity:
F = −mg sin θ = −mg sin ωt
Newton’s Law of Motion F = ma, can be used to show that r(t) satisfies the differential
equation
mr − mω2 r = −mg sin ωt 4
The term mω2 r, referred to as the centrifugal force, is a so-called “fictitious force" that
appears because system is rotating.
∗ This example is adapted from p. 380-381 in Ordinary Differential Equations by M. Tenenbaum and H. Pollard,
Dover Publications, NY 1963
r(t)
− mg
(A) (B)
FIGURE 2
E X A M P L E 7 Ball is a Rotating Tube Describe the motion of the ball in the rotating
tube. Is it possible for the ball to remain inside the tube indefinitely?
Solution By the Method of Undetermined Coefficients, (4) has a particular solution of

the form rp (t) = A sin ωt:
rp − ω2 rp = −Aω2 sin ωt − ω2 (A sin ωt) = −g sin ωt
Thus A = 12 g/ω2 and

g
rp (t) = sin ωt
2ω2
The roots of the characteristic equation λ2 − ω2 = 0 are λ = ±ω, so the general solution
is
g
r(t) = c1 eωt + c2 e−ωt + sin ωt
2ω2
Since ω > 0, the term eωt tends to infinity as t → ∞. So if c1 = 0, then r(t) increases
until the ball flies out of the tube. The ball remains inside the tube indefinitely if and only
if c1 = 0. In this case,
g
r(t) = c2 e−ωt + sin ωt
2ω2
Note that since the first term tends to zero as t → ∞, r(t) approaches the particular
solution rp (t).
The particular solution rp (t) is the unique periodic solution of (4). It is interesting to
determine the ball’s path in this case. Since θ = ωt, the path satisfies the polar equation
1
r = (g/ω2 ) sin θ. This is the equation of a circle of radius 14 g/ω2 shown in Figure 2 (B).
2
Variation of Parameters
A second method for finding a particular solution to
ay + by + cy = f (t) 5
consists of seeking a particular solution of the form
yp (t) = u1 (t)y1 (t) + u2 (t)y2 (t) 6

where y1 (t) and y2 (t) are independent solutions of the associated homogeneous equation.
This method is called variation of parameters because we replace the constants in the
general solution y = c1 y1 + c2 y2 of the homogeneous equation with functions u1 and u2 .
To describe the method, we define the Wronskian determinant W for any two func-
tions y1 and y2 :

y y2
W = 1 = y1 y2 − y1 y2
y1 y2
In Exercise 54, we verify that if y1 and y2 are solutions of the homogeneous equation,
then function
yp (t) = u1 (t)y1 (t) + u2 (t)y2 (t)
satisfies (5) if u1 and u2 satisfy the differential equations
−y2 f y1 f
u1 = u2 = 7
aW aW
Thus, we obtain a particular solution if we can solve these equations for u1 and u2 . As you
may expect, this can be done explicitly only for certain choices of forcing function f (t).
When it applies, the Method of Indeterminate
Coefficients is easier to carry out than Variation
of Parameters. However, Variation of Parameters E X A M P L E 8 Find the general solution of y + y = sec t.
applies to more general types of forcing
functions and also to linear differential equations
whose coefficients are not necessarily constant.
Solution
But keep in mind that in many cases, it is not
possible to express the solutions in terms of
Step 1. Find independent solutions of the associated homogeneous equation.
elementary functions. Two independent solutions of solutions of
y + y = 0
are y1 (t) = cos t and y2 (t) = sin t.

Step 2. Calculate the Wronskian.
W = y1 y2 − y1 y2 = cos t (cos t) − (− sin t)(sin t) = cos2 t + sin2 t = 1
Step 3. Solve the differential equations for u1 and u2 .

Since W = 1, the differential equation for u1 in (7) is
−y2 f
u1 = = −y2 f = − sin t (sec t) = − tan t
aW

The solution is u1 = − tan t dt = ln | cos t| + C. We set C = 0 and take u1 =
ln | cos t| since we need just solution. Similarly, the differential equation for u2 is
y1 f
u2 = = y1 f = cos t (sec t) = 1
aW

The general solution is u2 = dt = t + C. We take u2 = t. Thus
u1 = ln | cos t|, u2 = t
Step 4. Write down the particular and general solutions.
yp (t) = u1 (t)y1 (t) + u2 (t)y2 (t) = ln | cos t| cos t + t sin t
The general solution to the inhomogeneous differential equation is

y(t) = ln | cos t| cos t + t sin t + c1 cos t + c2 sin t
18.2 SUMMARY
• We consider the inhomogeneous second order linear differential equation
ay + by + cy = f (t) 8
where a, b, c are constants and f (t) is a non-zero “forcing" function. The associated
homogeneous equation is the equation
ay + by + cy = 0
• The general solution of Eq. (8) is
y(t) = yp (t) + c1 y1 (t) + c2 y2 (t)
where yp (t) is any particular solution and y1 (t), y2 (t) are independent solutions of the
associated homogeneous equation.
• Method of Undetermined Coefficients: look for a particular solution having the same
form as the forcing function. The following trial solutions should be used if f (t) is not t k
times a solution of the associated homogeneous equation.
Forcing function f (t) Trial solution
eαt yp (t) = Aeαt
t m eαt yp (t) = A1 eαt + A2 teαt + · · · + Am t m eαt
cos βt or sin βt yp (t) = A cos βt + B sin βt
eαt cos βt or eαt sin βt yp (t) = eαt (A cos βt + B sin βt)
an t n + an−1 t n−1 + · · · a0 An t n + An−1 t n−1 + · · · A0

TABLE 1
• If f (t) is a solution of the associated homogeneous equation, multiply the above trial
function by t (or t 2 if the characteristic equation has double roots).
• The Wronskian of two functions y1 and y2 is the 2 × 2 determinant

y 1 y2
W = = y1 y − y y2
y1 y2 2 1
• Variation of Parameters: Let y1 and y2 be independent solutions of the associated

homogeneous equation and let u1 and u2 be solutions of the differential equations
−y2 f y1 f
u1 = u2 = 9
aW aW
Then yp = u1 (t)y1 (t) + u2 (t)y2 (t) is a particular solution of the inhomogeneous equation
(8).
18.2 EXERCISES
1. What is the homogeneous equation associated to 4y + 3y + 9y = 3. Suppose that y(t) is a solution of (10). Is 5y(t) also a solution of
sin 2t? (10)? If not, which differential equation does 5y(t) satisfy?
Questions 2 - 4, refer to the inhomogeneous equation with non-zero 4. Describe a general solution of (10) in terms of a particular solu-
forcing function f (t): tion yp (t) and independent solutions y1 (t) and y2 (t) of the associated
ay + by + cy = f (t) 10 homogeneous equation.
2. Which of the following conclusions are correct? If y1 and y2 are 5. Which trial function would be used in the method of undetermined
solutions of 10, then coefficients applied to the equation y + 7y + 10y = e9t .
(a) The sum y1 + y2 is also a solution of (10). 6. Why is y = Ae2t not suitable as a trial function for y − 7y +
(b) The sum y1 + y2 is a solution of the associated homogeneous 10y = e2t ?
equation.
(c) The difference y1 − y2 is a solution of the associated homogeneous 7. Is yp (t) = A sin 2t suitable as a trial function for y − 7y +
equation. 10y = sin 2t?
Exercises
1. Find a solution of y + 3y − 10y = e5t of the form y = Ae5t . 12. y − 4y + 9y = et + 2e−t
2. Find a solution of y + 3y − 10y = 19 − 50t 2 of the form 13. y + 3y + 10y = cos 2t.
y = At 2 + Bt + C.
14. y + 3y = cos 5t − 13 sin 5t
3. Show that y = A cos 2t + B sin 2t is a solution of y + y − 6y =
15. 3y − y = sin t
3 cos 2t − 2 sin 2t if
16. y + y − 2y = cos 2t − 3 sin 2t
−10A + 2B = 3, 2A + 10B = 2
17. y − 3y = et sin t
4. The general solution of y + y − 2y = 0 is y = c1 et + c2 e−2t .
Show that y + y − 2y = et has a particular solution of the form 18. y − 16y = 72t 2 e3t
y = Atet but does not have any solution of the form y = Aet . 19. y + 16y = cos 4t − sin 4t
In Exercises 5 - 24, use the method of undetermined coefficients to find 20. y + y − 2y = et
a particular solution of the inhomogeneous differential equation.
21. y + y = tet
5. 3y + 5y = t 3
22. y − 2y = 130e−6t cos 4t
6. y − y + 3y = 9t 2 + 6t
23. y + 2y = 4
7. y − y + y = t 3
24. y + 2y − 4y = tet
8. y + 4y + y = e3t
In Exercises 25 - 30, find the general solution of the inhomogeneous
9. y − 3y + 8y = e−t differential equation.
10. y − 3y + 8y = 4 − 9e−t 25. y − 2y + 3y = sin 3t
11. y − 3y + 8y = 4t − 9e−t 26. y + y = 12e−t
27. y + 4y = 12 sin 2t (c) Assume that m = 2 kg and r = 4 kg/s. How far does the mass
travel if v0 = 1.5m/s?
28. y − 6y + 9y = t
29. y − 2y + y = e−3t cos 2t 48. In the situation of Exercise 47, suppose that the mass is subject to
a constant force of F Newtons. In this case, Newton’s Law of Motion
30. y + 3y − 10y = 27t 2 e−t
gives mx (t) + rx (t) = F .
In Exercises 31 - 38, solve the initial value problem. (a) Show that if x(0) = 0 and x (0) = 0, then
31. y − y = t, y(0) = 1, y (0) = 1 1 − e−rt/m
F
32. y + 2y + y = e2t , y(0) = −2, y (0) = 3 x(t) = t − Fm
r r2
33. y − 5y − 6y = cos 2t, y(0) = 0, y (0) = 1
(b) Show that the mass has a terminal velocity of F /r, that is,
34. y − 6y + 9y = 36, y(0) = 2, y (0) = 1 lim x (t) = F /r. Without friction, the velocity would increase indef-
→∞
35. y − 2y = e3t , y(0) = e, y (0) = 0 initely since we would have mx (t) = F and x (t) = (F /m)t.
36. y − 2y − 8y = cos 2t, y(0) = −1, y (0) = 12 Exercises 49 - 52 refer to example 7. Let r0 = r(0) denote the initial
position and r0 = r (0) the initial radial velocity of the ball.
37. y − 5y + 4y = et , y(0) = 2, y (0) = 3
38. y − 2y − 3y = 120 cos 3t, y(0) = 4, y (0) = 0 49. Suppose that r0 = 0.6 m and r0 = 0.
(a) Determine r(t) if ω = 6π rad/s.
In Exercises 39 - 43, use variation of parameters to find a particular
solution of the inhomogeneous differential equation. (b) For which value of ω will the ball remain in the tube indefinitely?
39. y + y = e4t 50. Prove that the ball remains in the tube indefinitely if and only if
40. y + 4y = t the initial values satisfy
41. y − 6y = 1 g
r0 ω + r0 =
2ω
42. y − 2y + y = t 1/2 et
43. y − y = cos2 t 51. Suppose that r0 = 0 and that ω = 3π rad/s. What initial radial
velocity r0 must the ball have in order to executed periodic motion in
44. y + 2y = t 2 et a circle?
45. y + 4y + 4y = e−2t ln t
52. Suppose that the tube in Figure 2 (A) rotates on a horizontal table
46. y − 4y + 3y = (t sin t)e2t top without friction. In this case, r(t) satisfies (??) with the gravita-
tional term −mg sin ωt replaced by zero. Show that only two types of
47. A mass of m kg slides along a groove in a horizontal surface.
behavior are possible: either the ball either flies out of the tube or it
Assume that the mass is subject to a friction force −rx (t) where
approaches the origin as t → ∞.
x(t) is the mass’s position at time t. By Newton’s Second Law,
mx (t) + rx (t) = 0.
53. Verify the following additivity property. if y1 and y2 are solutions
(a) Determine the general solution x(t) subject to the initial condition of
x(0) = 0.
(b) Prove that if the mass is given an initial velocity v0 = x (0), then ay1 + by1 + cy1 = f (t)
m
lim x(t) = v0 ay2 + by2 + cy2 = g(t)
t→∞ r
We interpret this as saying that the mass travels a distance mv0 /r before then y = y1 + y2 is a solution of
coming to a halt. However, the actual solution x(t) describes a mass
that moves more and more slowly, as it approaches its limit. ay + by + cy = f (t) + g(t)

54. Variation of Parameters. Show that if u1 and u2 satisfy (7), then Then use these two equation to verify directly that yp = u1 y1 + u2 y2
the following two equations hold: is a solution of ay + by + cy = f if y1 and y2 are independent so-
lutions of the homogeneous equation ay + by + cy = 0.
u1 y1 + u2 y2 = 0 and u1 y1 + u2 y2 = a −1 f
S E C T I O N 18.3 Oscillations and Resonance 21
18.3 Oscillations and Resonance

Oscillations occur everywhere in the physical world, from the swinging of a pendulum
In this section, the unknown function is denoted and the tremors of an earthquake to the ubiquitous vibrations of atoms, molecules, and
x(t) instead of y(t).
subatomic particles. Many oscillating systems are modeled accurately by second order,
constant coefficient differential equations, so we may use the techniques developed in this
chapter to predict their behavior. Countless experiments have confirmed the validity of
these mathematical predictions.
Our analysis of oscillations is divided into three cases:
1. simple harmonic motion

2. damped harmonic motion
3. forced oscillations
A typical example of simple harmonic motion is the motion of a mass m attached

to the end of the spring. Let x(t) be the position of the mass at time t, where x = 0 is
the equilibrium position (Figure 1). Hooke’s Law, which is valid for small displacements
from equilibrium, states that the spring exerts a restoring force F (x) = −kx where k > 0
is the spring constant (in units of force per unit distance). The velocity and acceleration
of the mass are
0 x
Equilibrium v(t) = x (t), a(t) = x (t)
position
FIGURE 1 Mass m oscillating at the end Newton’s law, F = ma yields −kx(t) = mx (t) or
of a spring
mx (t) + kx(t) = 0 1
This is the differential equation for simple harmonic motion. The characteristic equation
mλ2 + k = 0 has two purely imaginary roots ±ω0 i, where

k
ω0 =
m
The general solution of (1) may be written in two ways:
x(t) = c1 cos ω0 t + c2 sin ω0 t or x(t) = C cos(ω0 t − θ ) 2

where C = c12 + c22 and tan θ = c2 /c1 .
The maximum value of |x(t)|, called the amplitude, is equal to C. The constant ω0
(in radians per unit time) is called the natural angular frequency of the oscillator. The
frequency of the oscillations (in cycles per second) is f = ω0 /(2π ) and the time required
k
• Natural Angular frequency: ω0 = to complete one cycle, called the period, is equal to T = 2π/ω0 .
m
• Frequency: f = ω0 /(2π )

• Amplitude: C = c12 + c22 E X A M P L E 1 Simple Harmonic Motion A 1.5 kg mass is attached to a spring with
2π spring constant k = 50 N/m. The mass is stretched 0.5 meters past equilibrium and
• Period: T =
ω0 released with initial velocity 1 m/s (directed away from equilibrium).
(a) Determine the motion of the spring.

(b) Write the motion in the form x(t) = A cos(ω0 t − θ).
Solution
(a) The position x of the mass satisfies Eq. (1) with m = 1.5 and k = 50:
x(t)
1.5x + 50x = 0
1.12
0.5
The angular frequency is

t k 50
1 2 3 ω0 = = ≈ 5.77
m 1.5
−1.12 By Eq. (2), the general solution is
FIGURE 2 Simple Harmonic Motion of

x(t) = c1 cos 5.77t + c2 sin 5.77t
the Spring in Example 1: We use the initial conditions to determine the constants c1 and c2 :
x(t) = 1.12 cos(5.77t − 1.11)
x(0) = c1 cos 0 + c2 sin 0 = c1 = 0.5
x (0) = −c1 sin 0 + c2 cos 0 = c2 = 1
Therefore
x(t) = 0.5 cos 5.77t + sin 5.77t
(b) As shown in Section 1, we can rewrite the solution as x(t) = C cos(ω0 t − θ ), where
c2
C = c12 + c22 = .52 + 12 ≈ 1.12, tan θ = = 1/0.5 = 2
c1
Since c1 > 0, we choose θ in the interval [0, π2 ). Thus θ = tan−1 2 ≈ 1.11 and (Figure 2)
x(t) = 1.12 cos(5.77t − 1.11)
CONCEPTUAL INSIGHT We are able to solve for x(t) because the restoring force F (x) =
−kx in Hooke’s Law is linear in x. However, Hooke’s Law is valid only if the spring
is not stretched too far. Some physical systems, such as a pendulum undergoing large
oscillations and certain molecular vibrations, are more accurately modeled by nonlinear
restoring forces such as F (x) = −kx + cx 3 . The resulting oscillatory motion, called
anharmonic, is more complicated than simple harmonic motion and cannot be described
explicitly in terms of elementary functions.
The differential equation of simple harmonic motion does not take into account fric-
tional forces, which diminish and eventually extinguish the oscillations of any physical
system (unless new energy is added to the system). In many situations, it is reasonable
to assume that the frictional force is proportional to velocity x (t) and thus is equal to
−rx (t) where r > 0 is the frictional constant (the minus sign appears because the friction
acts opposite to the direction of motion). The total force acting on the mass becomes
F = −rx − kx and Newton’s law gives −rx (t) − kx(t) = mx (t) or
mx (t) + rx (t) + kx(t) = 0 3
This is the equation of a damped oscillator or damped harmonic motion. It is nothing more
than a homogeneous second order differential equation (of the type studied in Section 2)
with the added restriction that the coefficients m, r, and k be positive.
CONCEPTUAL INSIGHT The motion of a damped oscillator depends on the size of the
frictional forces. If the frictional forces are small (that is, if r is small), we would
expect the oscillations to die out slowly over time (Figure 3). The oscillator is said to
be underdamped. But if r is large enough, the damping may be so great that the mass
is never able to oscillate (Figure 4). Instead, it simply slows down as it approaches the
equilibrium position (Figure 4). In this case, the oscillator is said to be overdamped.
x(t)
x(t)
t
FIGURE 3 Underdamped oscillations decay FIGURE 4 Overdamped motion: amplitude
exponentially decays exponentially
We now show that overdamping occurs if the roots of the characteristic equation are
real and underdamping occurs if they are complex. The roots of the characteristic equation
mλ2 + rλ + k = 0
are
√
−r ± r 2 − 4mk
λ 1 , λ2 = 4
2m
Case 1: Real roots (Overdamping)
√ The roots are real if r 2 − 4mk > 0. Since m, r, and
k are positive, we have r > r − 4mk. It follows that both λ1 and λ2 are negative.
2
Therefore, the general solution of (3) is a sum of decaying exponentials:
x(t) = c1 eλ1 t + c2 eλ2 t (λ1 , λ2 both negative)
In other words, x(t) decreases to zero exponentially without oscillating as t → ∞.

However, x(t) may pass through zero exactly once under suitable initial conditions (see
Figure 7 and Exercise 22).
Case 2: Complex roots (Underdamping) The roots are complex if r 2 − 4mk < 0. The
roots then have imaginary part
√
4mk − r 2 k r2
ω= = − 5
2m m 4m2
and may be written
r r
λ1 = − + ωi, λ2 = − − ωi
2m 2m
The general solution of (3) is
r
x(t) = e− 2m t c1 cos ωt + c2 sin ωt or x(t) = Ce− 2m t cos(ωt − θ )
r
The system oscillates with angular frequency ω but the amplitude e− 2m t C decreases
r
exponentially as t → ∞.
Case 3: Double root (Critical Damping) This borderline case between underdamping
and overdamping is called critical damping. It occurs if r 2 − 4mk = 0. The general
solution is
x(t) = (c1 + c2 t)e− 2m t

r
CONCEPTUAL INSIGHT Figure 6 shows why critical damping is important. An oscillator

FIGURE 5 A shock absorber is an (with fixed m and k) approaches equilibrium most rapidly if r is chosen so that it is
oscillator that is critically damped. critically damped (Exercise 26). For this reason, shock absorbers in motorcycles and
automobiles are designed to be critically damped (Figure 5). If the shock absorber were
underdamped, the vehicle would bounce up and down repeatedly at each bump in the
x
road. But an overdamped shock absorber would take too long to return to equilibrium.
1
Critical damping
0.5 Overdamping E X A M P L E 2 Underdamped vs. Overdamped Oscillation Let x(t) be the position of
a 2 kg mass oscillating at the end of a spring with constant k = 3 N/m. Assume that
t x(0) = 2 m, x (0) = −4 m/s. Compare the motion x(t) in the two cases:
1 2 3 4
Return to equilibrium
(a) Frictional constant r = 5.
−0.5
in critically damped case (b) Frictional constant r = 2.
Underdamping
FIGURE 6 Graphs of oscillatory motion Solution
with fixed m and k.
(a) If r = 5, x(t) satisfies the differential equation (m = 2, k = 3),
2x + 5x + 3x = 0
The characteristic equation 2λ2 + 5λ + 3 = (2λ + 3)(λ + 1) = 0 has roots λ = − 32 , −1.

The roots are real, so the oscillation is overdamped. The general solution is
3
x(t) = c1 e− 2 t + c2 e− t
The initial conditions yield
x(0) = c1 e0 + c2 e0 = c1 + c2 = 2
3 3
x (0) = − c1 e0 − c2 e0 = − c1 − c2 = −4
2 2
The first equation yields c1 = 2 − c2 and the second equation then gives us
x(t) 3
2
− (2 − c2 ) − c2 = −4 ⇒ c1 = 4, c2 = −2
2
Therefore the particular solution (Figure 7) is
3
x(t) = 4e− 2 t − 2e−t
t
2 4 6
(b) If r = 2, then x(t) satisfies
FIGURE 7 Overdamped Oscillation:
2x + 2x + 3x = 0
3
x(t) = 4e− 2 t − 2e−t
1 1√
The characteristic equation 2λ2 + 2λ + 3 = 0 has roots − ± 5i. Since the roots are
2 2
complex, the oscillation is overdamped. The general solution is
√ √
− 12 t 5 5
x(t) = e (c1 cos t + c2 sin t)
2 2
x(t)
The first initial condition yields
2
x(0) = c1 = 2
After simplification, and using c1 = 2, we have
t √ √
2 4 6 8
1 1 √ 5 √ 5
x (t) = e− 2 t ((−5 + 5B) cos t − (5 5 + B) sin t)
5 2 2
FIGURE 8 Underdamped Oscillation: 1 √
1
√ √ √ x (0) = −1 + √ B = −4 ⇒ B = −3 5
x(t) = e− 2 t (2 cos 25 t − 3 5 sin 25 t) 5
Therefore the particular solution (Figure 8) is
√ √
− 12 t 5 √ 5
x(t) = e (2 cos t − 3 5 sin t)
2 2
R
Excursion: Analogy Between Circuits and Springs
A series RLC circuit is made up of three components: a charged capacitor (C), an inductor
L C
(L), and a resistor (R), connected as in Figure 9. A capacitor consists of two parallel
conducting plates separated by a small distance. An inductor (also called a solenoid ) is a
FIGURE 9 An RLC Circuit helical coil of tightly wound wire.
When a mass oscillates at the end of spring, there is a cyclical exchange between
the potential energy of the stretched or compressed spring and the kinetic energy of the
moving mass. A similar cycle occurs in an RLC circuit where the exchange is between
electric potential energy and magnetic field energy (Figure 11). A flow of current causes
charge to accumulate on the plates of the capacitor, thereby setting up an electric field
between the plates. This corresponds to the stretching of a spring. When the charge on
the plates reaches a maximum, current begins to flows in the opposite direction. The
capacitor’s electric potential energy decreases but the current flow through the inductor
creates a magnetic field, analogous to the kinetic energy of the mass. Similarly, when the
magnetic field reaches maximum strength, it begins to collapse, inducing a current that
recharges the capacitor but with opposite polarity.
Faraday’s Law of Induction is used to derive the following differential equation for
the quantity of charge Q = Q(t) on a plate of the capacitor at time t:
1
LQ + RQ + Q=0 6
C
Apart from notation, this is identical to the differential equation (3) for damped oscil-
lation. We conclude that the charge Q(t) varies according to damped harmonic motion
(Figure 10).
FIGURE 10 When a charged capacitor is The current I = I (t) is equal to the rate at which charge flows through the circuit and
connected in series to an inductor and thus I (t) = Q (t). If we differentiate both sides of Eq. (6) with respect to t, we obtain
resistor, the current undergoes damped
oscillation. Image courtesy of 1
http://www.pha.jhu.edu/dept/ LI + RI + I =0 7
C
lecdemo/EM-L2c.html
Thus, the current I (t) also varies according to damped harmonic motion.
In SI units, charge is measured in coulombs (symbol: C), capacitance in farads (sym-
bol: F), resistance in ohms (symbol: capital omega ), inductance in henries (symbol: H),
and current in amperes (symbol: A).
I=0 I = Imax I=0 I = Imax
C +Qmax C Q=0 C −Qmax C Q=0

++++ −−−−
E L L E L L
−−−− ++++
max max
=0 =0
m m m m
x=0 x=0 x=0 x=0

FIGURE 11
E X A M P L E 3 Let Q(t) be the charge at time t is a series RLC circuit with inductance
One microfarad (μF) is 10−6 farads and one
millihenry (mH) is 10−3 henries.
L = 10 mH, capacitance C = 1.6 μF , and resistance R = 1.5 . Determine:
(a) the differential equations satisfied by Q(t) and I (t).

(b) the frequency f of the current oscillation in the circuit.
(c) the general form of the current I (t) in the circuit.
Correspondence between the quantities R, L and
C of an RLC circuit and r, m, k in a mass-spring
system: Solution (a) In SI units, L = 10−2 H, R = 1.5, and C = 1.6 × 10−6 . According to (6)
and (7), the charge Q(t) and current I (t) satisfy the same equation:
Spring-Mass
RLC Circuit 1 1
System LQ + RQ + Q ⇒ 10−2 Q + 1.5Q + Q=0
R r C 1.6 × 10−6
L m 1 1
1/C k LI + RI + I ⇒ 10−2 I + 1.5Q + I =0 8
√
ω0 = k/m
√
ω0 = 1/ LC
C 1.6 × 10−6
(b) Compare (8) with the differential equation for damped harmonic motion:
1
LI + RI + I =0 ↔ mx + rx + kx = 0
C
Formula (5) for the angular frequency of damped harmonic motion translates to a formula
for the angular frequency ω of the RLC system (see the table in the margin):

k r2 1 R2
ω= − 2
↔ ω= −
m 4m LC 4L2

damped harmonic motion RLC circuit
In our case,

1 1.52
ω= − ≈ 7905 rad/s
(10−2 )(1.6 × 10−6 ) 4(10−2 )2
The frequency of oscillation is f = ω/(2π ) = 7905/(2π ) or approximately 1258 cycles

per second.
R
(c) The roots of the characteristic equation of (8) are − ± ωi ≈ −75 ± 7905i, so the
2L
general solution of (8) is
I (t) = e−75t (c1 cos 7905t + c2 sin 7905t)
Forced Oscillations
Although friction causes oscillations to decay over time, the oscillations can be maintained
if an outside force is applied. Think of a child swinging back and forth on a swing. You can
keep the motion going indefinitely by giving the child a periodic push. If the magnitude
of the applied force at time t is f (t), then the oscillation x(t) satisfies the inhomogeneous
differential equation for forced oscillations:
mx + rx + kx = f (t) 9
A particularly important case is where the forcing function is sinusoidal, that is,
f (t) = F0 cos ωt or f (t) = F0 sin ωt where F0 is a constant. Since the sine and cosine
functions are horizontal shifts of each other, it suffices to consider the case where f (t) is
a cosine:
mx + rx + kx = F0 cos ωt 10
The angular velocity ω is called the driving frequency of the oscillator.

We know, by the Method of Undetermined Coefficients, that (10) has a solution of
the form x = A cos(ωt − δ). To simplify the algebra involved in finding A and δ, we shall
replace the forcing function F0 cos ωt by the complex exponential F0 eiωt (interpreted
using Euler’s formula):
mx + rx + kx = F0 eiωt = F0 (cos ωt + i sin ωt) 11
Now set P (D) = mD 2 + rD + k and rewrite (11) as
P (D)x(t) = F0 x(t) = F0 eiωt 12
Let us look for a solution of (12) is the form
xc (t) = Aei(ωt−δ) (A, δ real numbers with A > 0)
Since P (D)xc (t) = P (iω)xc (t), (12) yields

REMINDER The formula
P (D)eλt = P (λ)eλt P (iω)Aeω−iδ = F0 eiωt

applies even if λ is complex.
This gives P (iω)Ae−iδ = F0 or
F0 F0 F0
Ae−iδ = = =
P (iω) m(iω)2 + riω + k (k − mω2 ) + rωi
We must assume that r > 0 or that ω = ω0 . Otherwise the denominator is zero. After
some algebraic manipulations (Exercise 27), we find that A and δ may be written in terms
of the following quantities

k r 1
ω0 = γ = A(ω) =
m m (ω2 − ω2 )2 + γ 2 ω2
0
as follows
F0 γω
A = A(ω) , tan δ = 13
m ω02 − ω2
We call A(ω) the amplitude factor and δ the phase shift. A precise formula for δ is given
in Theorem 1 below (see Figure 12). By Euler’s Theorem,

xc (t) = Aei(ωt−δ) = A cos(ωt − δ) + i sin(ωt − δ)
The real and imaginary parts of xc (t) satisfy the real and imaginary parts of (11). However,
the real part of (11) is (10) and hence, the real part xp (t) = A cos(ωt − δ) of xc (t) is the
desired particular solution of (10). It is a sinusoidal wave whose amplitude A is constant
in time. For this reason, xp (t) is called the steady-state solution. Here is a summary of
our results.
THEOREM 1 Theorem Periodic Forcing Function - Steady State Solution Assume

π that r > 0 or that ω = ω0 . Then the differential equation
mx + rx + kx = F0 cos ωt 14
π
2
has steady-state solution

F0
xp (t) = A(ω) cos(ωt − δ) 15
0 m
FIGURE 12 Phase shift as a function of ω
where

1 k r
A(ω) = , (ω0 = , γ = )
(ω02 − ω2 )2 + γ 2 ω2 m m
The phase shift δ is determined as follows:

⎧
⎪
⎪ −1 γω
⎪
⎪ tan if ω < ω0
⎨ ω0 −ω
2 2
δ=
⎪
⎪ tan−1 γω
+π if ω > ω0
⎪
⎪ ω02 −ω2
⎩ π
2 if ω = ω0
The general solution of (14) has the form

x(t) = xp (t) + xh (t)
where xh (t) is a solution of the associated homogeneous equation
mx + rx + kx = 0
If r > 0, then xh (t) decays to zero exponentially. For this reason, xh (t) is called the
transient term. It dies out as t gets large and plays no role in the long term behavior of
the forced oscillator. In other words, x(t) behaves like xp (t) for t large.
E X A M P L E 4 Steady-state and Transients Compare the steady-state solution with

the solution of the initial value problem
9x + 6x + 37x = 18 cos 3t, x(0) = 0, x (0) = 0
Solution The driving frequency is ω = 3.

Step 1. Compute the steady-state solution.
We have ω02 = k/m = 37/9 and γ = r/m = 6/9 = 2/3. For ω = 3 we obtain
1 1
A(3) = = ≈ 0.189
(ω02 − ω2 )2 + γ 2 ω2 ((37/9) − 32 )2 + (2/3)2 (32 )
γω 2
tan δ = = ≈ −0.409
ω02 − ω2 (37/9) − 32
Since ω > ω0 , δ = tan−1 (−0.409) + π = 2.753. Now apply (15) with F0 /m =

18/9 = 2:

18
xp (t) = (0.189) cos(3t − 2.753) = 0.378 cos(3t − 2.753)
9
Step 2. Find the general solution.
The characteristic equation 9λ2 + 6λ + 37 = 0 has roots − 13 ± 2i by the quadratic
formula. Hence the solution of the associated homogeneous equation is
1
xh (t) = e− 3 t (c1 cos 2t + c2 sin 2t)
and the general solution is
1
x(t) = 0.378 cos(3t − 2.753) + e− 3 t (c1 cos 2t + c2 sin 2t)
Step 3. Use initial conditions.

We have
1
x (t) = −1.134 sin(3t − 2.753) + e− 3 t (−2c1 sin 2t + 2c2 cos 2t)
1 1
− e− 3 t (c1 cos 2t + c2 sin 2t)
3
The initial conditions give us
x(0) = 0.378 cos(−2.753) + c1 = 0
1
x (0) = −1.134 sin(−2.753) + 2c2 − c1 = 0
x 3
x(t) Substitute c1 = −0.378 cos(2.753) ≈ 0.350 in the second equation:
xp(t)
0.5
1
−1.134 sin(−2.753) + 2c2 − (0.350) = 0 ⇒ c2 ≈ −0.156
3
t
5 10 The solution to our initial value problem is
1
x(t) = 0.378 cos(3t − 2.753) + e− 3 t (0.350 cos 2t − 0.156 sin 2t)
FIGURE 13 Comparison of x(t) with the Figure 13 shows that for t large, the transient terms dies out and x(t) is indistinguishable
steady state solution xp (t). from xp (t).
CONCEPTUAL INSIGHT The graph of the amplitude factor A(ω) is called a resonance
curve. It is of great importance because it describes how the response of an oscillator
varies with the angular frequency ω of the driving force. Figures 14 and 15 show typical
resonance curves. the precise shape depends√ m and k, but as long the system is not too
heavily damped (more precisely, if r ≤ 2mk), there is a unique frequency ωr , called
the resonant frequency, at which A(ω) takes on a maximum value.
Resonance is a fundamental concept that appears throughout science and engineer-
ing. For example, it is the basis of all wireless communication. The atmosphere is filled
with countless electromagnetic signals of all different frequencies. How does a receiver
tune in to a signal of one given frequency ωr while ignoring all other signals? By em-
ploying an oscillator (an RLC circuit) whose resonance curve is sharply peaked at ωr
(Figure 15). The oscillator responds to the desired signal because A(ωr ) is large, but it
is insensitive to signals whose frequencies ω are not too close to ωr because A(ω) is
small.
A( ) A( )
r r
FIGURE 14 A resonance curve is a graph of the FIGURE 15 A more sharply-peaked

√ resonance
response A(ω) as a function of the driving curve occurs when the ratio km/r is large.
frequency.
The next theorem gives a formula for the resonant frequency (verification is left as
Exercise 28).
√
THEOREM 2 Resonant Frequency If r ≤ mk, then A(ω) takes on its maximum
value at the resonant frequency

1
ωr = ω02 − γ 2
2
The maximum value is
1
A(ωr ) =
γ ω2 + 1
4
E X A M P L E 5 Determine, for the driven oscillator

1
2x + x + 8x = 12 cos ωt
4
(a) the amplitude factor A(ω).

(b) the resonant frequency if ω = 1.8.
(c) the steady state solution xp (t) for ω = 1.8.
Solution (a) We have m = 2, r = 14 , and k = 8, and thus

k 8 r 1/4 1
ω0 = = = 2, γ = = =
m 2 m 2 8
1 1
A(ω) = =
(ω02 − ω2 ) + γ 2 ω2 (22 − ω 2 )2 + ω2 /64
(b) For ω = 1.8, the resonant frequency is (Figure 16)

1 2 1 1
A( ) ωr = ω0 − γ = 22 − ( )2 ≈ 1.998
2
4
2 2 8
(c) For ω = 1.8,
3
1
2
A(1.8) = ≈ 1.26
A(1.8)
(22 − 1.82 )2 + (1.8)2 /64
1.26
1
γω ( 18 )(1.8)
tan δ = = ≈ 0.30
ω02 − ω2 22 − 1.82
1 1.8 1.998 3 4 5
Resonant frequency Thus δ = tan−1 (0.30) ≈ 0.29 and since F0 /m = 12/2 = 6, the steady state solution for
FIGURE 16 Resonance curve for ω = 1.8 is
Example 5. x(t) = (1.26)(6) cos(1.8t − 0.3) = 7.56 cos(1.8t − 0.3)
Excursion: Micro Diving Boards

A diving board is an example of an oscillator. When you jump off a diving board, the board
flaps up and down for a few seconds at its natural frequency fr (approximately 2–4 cycles
per second). You can “tune into” the diving board by jumping up and down at the end of
the board at its resonant frequency (which is very close to its natural frequency). If you
do this, you will achieve an oscillatory state of large amplitude. On the other hand, if you
jump at a frequency far from fr , your oscillations will remain small.
Scientists in the field of nanotechnology use microscopic diving boards of lengths
on the order of 10 to 100 microns (10−6 m) called microcantilevers to probe atomic and
FIGURE 17 Microcantilever (circled) molecular structures. These microcantilevers resonate at frequencies on the order of 105
with tiny magnetic particles on the free end cycles per second or more. In one experiment in 2006, scientists at NIST (National Institute
vibrates at its resonant frequency (Photo of Standards and Technology) attached tiny magnetic particles to the tip of a cantilever and
credit: Ying-Ju Wang, NIST ).
induced the cantilever to vibrate at its resonant frequency∗ . As the particles vibrated up
and down on the cantilever, they created an oscillating magnetic field which the scientists
used to make the atoms in a rubidium gas spin like wobbly tops. Techniques of this type
may eventually be used in high-performance magnetic sensors, power-efficient chip-scale
atomic devices such as clocks, or perhaps serve as components in quantum computers of
the future.
∗Y-J. Wang, M. Eardley, S. Knappe, J. Moreland, L. Hollberg, and J. Kitching. Magnetic resonance in an atomic
vapor excited by a mechanical resonator. Physical Review Letters, December 2006.
18.3 SUMMARY
• An undriven linear oscillator is modeled by the differential equation
mx + rx + kx = 0 16
where m > 0, k > 0, and r ≥ 0. Let λ1 , λ2 be the roots of the characteristic equation
mλ2 + rλ + k = 0. Set

ω0 = k/m
•Simple harmonic motion: mx + ky = 0: λ1 , λ2 = ±ω0 i.

General solution:
x(t) = c1 cos ω0 t + c2 sin ω0 t or x(t) = C cos(ω0 t − θ)
• Damped harmonic motion (r > 0).

r k r2
1. Underdamping (r 2 − 4mk < 0): λ1 , λ2 = − ± ωi where ω = − .
2m m 4m2
General solution:
x(t) = e− 2m t (c1 cos ωt + c2 sin(ωt)) or x(t) = Ce− 2m t cos(ωt − θ )

r r
2. Overdamping (r 2 − 4mk > 0): λ1 , λ2 are real, negative, and distinct. General solution:
x(t) = c1 eλ1 t + c2 eλ2 t
3. Critical damping (r 2 = 4mk): the characteristic equation has a double root λ = − 2m

r
.
General solution:
−r
x(t) = (c1 + c2 t)e 2m t
• Periodic forcing function:
mx + rx + kx = F0 cos ωt
Steady-state solution:

F0
xp (t) = A(ω) cos(ωt − δ)
m
r 1 γω
γ = , A(ω) = , tan δ =
m (ω02 − ω2 )2 + γ 2 ω2 ω02− ω2
– The general solution is a sum x(t) = xp (t) + xh (t) with transient term xh (t) (a
solution of the associated homogeneous equation).
– As t → ∞, the transient term xh (t) decays exponentially. So for large t, x(t) ≈ xp (t)
and the system oscillates at the driving frequency ω.
√
– A(ω) measures the response of the oscillator to the driving force. If r ≤ mk, then

maximum response occurs at the resonant frequency ωr = ω02 − 12 γ 2 .
18.3 EXERCISES
1. In simple (undamped) harmonic motion, the roots of the charac- (b) x + 4x + 4x = 0
teristic equation are (c) x + 4x + 5x = 0
(a) real and distinct
(b) purely imaginary 3. Let ω0 be the natural angular frequency of a an oscillator with zero
(c) complex numbers with positive real part damping and let ω be the angular frequency when the damping constant
r is positive. Which of the following statements is correct?
2. Determine if the oscillating system is underdamped, overdamped,
or critically damped: (a) ω is larger than ω0 .
(a) x + 4x + 3x = 0 (b) ω is smaller than ω0 .
Exercises
In Exercises 1-8, a mass of m kg oscillates at the end of a spring with 9. A pendulum, consisting of a mass m swinging from a cord of length
spring constant k and frictional constant r. Let x(t) denote the position has moment of inertia I = m2 (assuming the cord has zero mass).
of the mass at time t. Gravity exerts a torque τ = −mg sin θ and the law τ = I θ yields
1. Assume that m = 800 g, k = 25 N/m, and r = 0. The mass is θ = −(g/) sin θ. If the angle θ is small, we may use the approxima-
stretched 20 cm past equilibrium and released with zero initial veloc- tion sin θ ≈ θ to obtain the differential equation θ + (g/)θ = 0.
ity. (a) Solve for θ(t).
(a) Set up the differential equation for x(t). (b) Determine θ(t) and find the period of oscillation if = 2 m and
(b) Determine x(t). Note: the unit N/m is equal to one kg/sec2 . the mass is released at an angle θ0 = .25 rad with zero initial velocity.
(c) Rather than a mass and cord, assume that a solid rod of mass m
(c) Find the time t at which the mass first arrives at the equilibrium swings about a pivot at one end. In this case, I = 13 m2 . Write down
position x = 0. the differential equation for θ(t) (both the exact one and the small angle
approximation) and determine the period of oscillation if = 2.
2. Repeat exercise 1, but assume a frictional force with r = 4 kg/s.
Is the system underdamped or overdamped?
3. Repeat Exercises 1 (a) and (b) with r = 12 kg/s. Is the system

underdamped or overdamped? Does the mass pass through equilibrium
at any time t > 0?
4. Assume that m = 4 kg, r = 8 kg/s, and k = 13 N/m. Find the −mg sin
motion x(t) of the mass under initial conditions x(0) = 6 m, x (0) = 2
m/s.
−mg
5. Assume that m = 0.2 kg, k = 25 N/m. Determine the angular FIGURE 18
frequency ω of oscillation for the cases (a) r = 0 and (b) r = 2 kg/s.
10. Match graphs (A)-(C) in Figure 19 with the following solutions of
6. In the case of damped oscillations, x(t) = Ce−αt cos(ωt − θ). The
the overdamped oscillator x + 4x + 3x = 0.
amplitude at time t is Ce−αt . How long does it take for the amplitude
to decrease by 90% if m = 5 g, r = 2 g/s, and k = 6 g/s2 . (a) x = 5e−t − 4e−3t
(b) x = −e−t + 2e−3t
1 1
7. At time t = 0, a 4-kg mass attached to a spring with k = 5 N/m (c) x = e−t + e−3t
and r = 12 kg/s is pulled 34 m beyond equilibrium and released (with 2 2
zero initial velocity). y y y
(a) Solve for the position x(t) of the mass.
2 1 1
(b) Show that the mass never passes through equilibrium.
1 t
(c) Show that the mass passes through equilibrium exactly once if it 1 2 3 4
is given an initial velocity of −3 m/s. When does this occur? t t −1
1 2 3 4 1 2 3 4
8. Assume that m = 4 g and k = 9 g/s2 . Assume further that
x(0) = 10 cm and x (0) = 0. Determine the type of damping for the (A) (B) (C)
values r = 4, 12, 20 and plot the solutions x(t) on the same set of axes. FIGURE 19
11. Find the steady-state solution of the driven oscillator (b) Show that if r > 0, then lim y(t) = − mg
k .
t→∞
1
x + 2x + 3x = 40 cos ωt 17 Exercises 17–20 deal with (undriven) RLC circuits as described in this
4 section before Example 3.
for ω = 2 and ω = 6 (See Example 5).
17. Let Q(t) be the charge (in amperes) in an undriven RLC circuit
12. Solve (17) for ω = 2 with initial conditions x(0) = 2 and with L = 0.02H, R = 3, and C = 3 × 10−5 F.
x (0) = 4. (a) Find the frequency ω/(2π) (in cycles/s) of the damped oscillation.
13. Determine the resonant frequency of the driven oscillator (b) Write the solution in the form C cos(ωt − δ).
x + 4x + 9x = 24 cos ωt 18 18. Determine the charge Q(t) in an RLC circuit with L = .01H,
Then find the steady state solution with ω = 3. R = 2, and C = 1.5 · 10−6 F. Assume that Q(0) = 0 and
Q (0) = 100 C/sec.
14. Find the solution of (18) with ω = 3 such that x(0) = 3,
x (0) = 10. 19. Find the current I (t) at time t in an RLC circuit with L = 1.2H,
R = 430, and C = .0001F, assuming that I (0) = 10 A and I (0) = 0
15. Make a plot of the resonance curve of the oscillator
A/s.
5x + 2x + 10x = 50 cos ωt 17 20. Suppose that L = .02H and C = 5 × 10−5 F in an RLC-circuit.
16. Oscillating Mass with Gravity A mass m oscillates at the end of How large must R be so that the oscillation is overdamped?
a vertical spring with spring constant k. Since gravity exerts a force
21. Let
−mg on the mass, the vertical position y(t) of the mass satisfies the
differential equation 2 √
x(t) = 4 cos 100t + sin 100t + e−50t cos(50 19t)
85
my + ry + ky = −mg 18
(a) Verify that x(t) is a solution of
where r ≥ 0 is a damping factor. Choose the origin of the vertical axis
so that y = 0 is the equilibrium position of the end of the unstretched 1
spring. x + 10x + 5000x = 400 cos 100t
10
(a) Show that y = f (t) − mg k is a solution of Eq. (18), where f (t) is (b) Which part of x(t) is the steady state solution xp (t)?
any solution to my + ry + ky = 0. Thus, in the presence of gravity,
the mass oscillates about the equilibrium position y = −mg/k rather (c) Plot x(t) and xp (t) on the same set of axis. Estimate the
than y = 0. time required for the transient motion to effectively disappear.

22. Assume that a mass-spring system is overdamped. Write the gen- (b) Suppose that λ1 , λ2 are negative and λ1 > λ2 . Show that the func-
eral solution in the form tion x = c1 eλ1 t + c2 eλ2 t decays like eλ1 if c1 = 0 and like eλ2 t if
c1 = 0.
x(t) = c1 e−λ1 t + c2 e−λ2 t
24. Consider x + 7x + 12x = 0.
where λ1 > λ2 (so the characteristic equation has roots −λ1 and −λ2 ). (a) The roots of the characteristic equation are real and negative. Com-
(a) Show that if the initial condition satisfies x(0) > 0, then x(t0 ) = 0 pute them and label them −λ1 and −λ2 where λ1 > λ2 .
has a solution for t0 > 0 if and only if c1 > −c2 > 0. (b) Graph the two solutions x1 (t) = e−λ1 t and x2 (t) =
(b) Use (a) to show that if x(0) > 0, then x(t0 ) = 0 has a solution for 1 (e−λ1 t + e−λ2 t ) on the same set over axes over [0, 1]. Which so-
t0 > 0 if and only if 2
lution decays more rapidly?
x (0) < −λ1 x(0) 25. Decay Rate as a Function of Friction If r, m, k are posi-
This shows that in an overdamped system, the mass passes through tive and r 2 > 4mk, then the roots of the characteristic equation of
equilibrium (and does so precisely once) only if it is released with mx + rx + kx = 0 are real and negative. Label the roots −λ1 , −λ2
a sufficiently large negative intial velocity x (0) directed towards the where λ1 > λ2 .
equilibrium position. (a) Show that a solution has exponential decay rate λ2 unless it has the
special form ce−λ1 t .
23. Decay Rate Let λ > 0. We say that a function f (t) decays like
(b) Prove that λ1 is an increasing function of r, λ2 is a decreasing
e−λt (or has exponential decay rate λ) if lim f (t)/e−λt exists and is function of r (Figure 20), and that
t→∞
nonzero.
(a) Show that 2e−3t + 25e−7t decays like e−3t . lim λ = ∞,
r→∞ 1
lim λ = 0
r→∞ 2
S E C T I O N 18.4 Power Series Solutions 35
Roots (d) Show that a solution has the form x = ce−λ1 t if and only if
x (0) = −λ1 x(0). Conclude that if r is large, then the decay to equilib-
rium is very slow unless the initial velocity has just the right magnitude
x (0) = −λ1 x(0).
1
r 26. Critical Damping The goal is to damp a mass-spring system

2m
r
in such a way that for generic initial conditions, the mass returns to
2
4mk r equilibrium as rapidly as possible. Use Exercise 25 to show that this is
(double root) achieved when the system is critically damped.
FIGURE 20 Roots as a function of friction r
27. Verify the formulas in (13).
(c) Explain: As r tends to ∞, the special solutions y = ce−λ1 t (with
c = 0) decay more and more rapidly but all other solutions decay more 28. Verify Theorem 2. Hint: find the minimum value of the denomina-
and more slowly. tor of A(ω).
18.4 Power Series Solutions

Many differential equation arising in applications cannot be solved explicitly in terms of
elementary function. One way of studying solutions of these equations is to represent them
as power series. This technique was discussed in Section 11.6 [ET Section 10.6] (review
if necessary). The key idea is that a differential equation leads to relations that allow us
to solve for the coefficients of the power series.
Recall that if a power series has a positive radius of convergence, then we may
compute its derivatives using termwise differentiation:
∞

y = f (x) = an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · 1
n=0
∞

y = f (x) = (n + 1)an+1 x n = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + · · · 2
n=0
∞

y = f (x) = (n + 1)(n + 2)an+2 x n = 2a2 + (3 · 2)a3 x + (4 · 3)a4 x 2 · · · 3
n=0
Note that
y(0) = a0 , y (0) = a1 4
E X A M P L E 1 Power Series for Sine and Cosine Find the power series solution of
y + y = 0.
Solution
Step 1. Find the recursion relation.

Substitute the power series (3) and (1) for y and y in the differential equation:

y + y = 2a2 + (3 · 2)a3 x + (4 · 3)a4 x 2 + · · · + a0 + a1 x + a2 x 2 + · · ·
= (2a2 + a0 ) + (6a3 + a1 )x + (12a4 + a2 )x 2 + · · ·

∞

= (an + (n + 2)(n + 1)an+2 )x n
n=0
=0
This equation is satisfied only if the coefficient of x n is zero for all n ≥ 0. In other
words, an + (n + 2)(n + 2)an+2 = 0. We obtain the recursion relation
an
an+2 = − 5
(n + 2)(n + 1)
Step 2. Apply the recursion relation.

Eq. (5) relates an to an+2 , so a0 determines all of the even coefficients a2 , a4 , a6 · · · .
Similarly, a1 determines all of the odd coefficients a3 , a5 , a7 , · · · . More precisely,
applying (5) successively, we obtain
a0 a2 a0 a4 a0
a2 = − , a4 = − = , a6 = − =− ,...
2·1 4·3 4·3·2·1 6·5 6·5·4·3·2·1
The general pattern in
a0
a2n = (−1)n
(2n)!
Similar reasoning shows that
a1
a2n+1 = (−1)n
(2n + 1)!
Step 3. Determine the solutions.
We find that y(x) is a sum of two power series consisting of the even and odd powers
of x. Call these y1 (x) and y2 (x):
x2 x4 x3 x5
y(x) = a0 1 − + − · · · + a1 x − + − ···
2! 4! 3! 5!
∞ ∞
x 2n x 2n+1
= a0 (−1)n + a1 (−1)n
(2n)! (2n + 1)!
n=0 n=0

call this y1 (x) call this y2 (x)
The ratio test shows that these power series converge for all x, and therefore y1 and
y2 each represent solutions. They are clearly independent, so the general solution
y = a0 y1 + a1 y1 has two arbitrary constants a0 and a1 , as we should expect.
Step 4. Identify the solutions.
We recognize that y1 and y2 are the Taylor series of cos x and sin x. This is not unex-
pected, because we know that cos x and sin x are independent solutions of y + y = 0.
To apply the power series method to a general second order linear differential equation
of the form
y + b(x)y + c(x) = f (x) 6
we need to know that the power series solutions converge. The next theorem (stated without
proof) guarantees convergence, provided that b(x), c(x), and f (x) are represented by their
Taylor series. We will apply this theorem only in the case of power series centered at a = 0.
THEOREM 1 Assume that b(x), c(x), and f (x) are represented by their Taylor series
centered at a in an interval I = {x : |x − a| < R}. Then for all initial values y0 , y0 ,
(6) has a unique solution y(x) such that y(a) = y0 and y (a) = y0 . Furthermore, y(x)
is represented in I by a convergent power series centered at a.
E X A M P L E 2 Airy Functions Find the two independent power series solution of

Eq. 7 is a special case of the Airy equation
y ± k 2 xy = 0, named after George Biddell y + xy = 0 7
Airy, who was British Royal Astronomer in the
years 1835-1881. Among other achievements, he satisfying y(0) = 1, y (0) = 0 and y(0) = 0, y (0) = 1
computed the density of the Earth by swinging a
pendulum at the top and bottom of a deep mine.
However, Airy was not a popular personality and
Solution
was criticized for some bad scientific decisions. Step 1. Find the recursion relation.
For example, he urged his government to stop
Substitute the power series for y and y in the differential equation:
funding the development by Babbage of a
calculating engine (a mechanical forerunner of ∞
∞

the modern computer), believing it to be a y + xy = (n + 1)(n + 2)an+2 x n + x an x n
worthless project.
n=0 n=0

= 2a2 + (3 · 2)a3 x + (4 · 3)a4 x 2 + · · · + a0 x + a1 x 2 + a2 x 3 + · · ·
= 2a2 + ((3 · 2)a3 + a0 )x + ((4 · 3)a4 + a1 )x 2 + ((5 · 4)a5 + a2 )x 3 + · · ·

=0
The coefficient of x n must be zero for all n ≥ 0, giving us a2 = 0 and for n ≥ 1,
an−1
(n + 2)(n + 1)an+2 + an−1 = 0 ⇒ an+2 = −
(n + 2)(n + 1)
We rewrite this relation, replacing n by n + 1 to obtain the recursion formula
an
an+3 = − 8
(n + 3)(n + 2)
This condition relates an to an+3 . So a0 determines the coefficients a3 , a6 , a9 · · · . Sim-
ilarly, a1 determines a4 , a7 , a10 , · · · and a2 determines a5 , a8 , a11 , · · · . In particular,
since a2 = 0, (8) implies
a2 = a5 = a8 = a11 = · · · = 0
In other words, a3n+2 = 0 for all n ≥ 0.
Step 2. Use first initial condition.
The initial condition y(0) = a0 = 1 together with (8) gives us
a0 1
FIGURE 1 A caricature of Airy published a3 = − =−
in the magazine Vanity Fair in 1875. 3·2 3·2
a3 1
a6 = − =
6·5 6·5·3·2
a6 1
a9 = − =−
9·8 9·8·6·5·3·2
In general, the coefficient of x 3n is the product of all the whole numbers from 3n down
to 1 with every third number omitted. The condition y (0) = a1 = 0, and (8) yield:
a1 = 1 ⇒ a4 = 0 ⇒ a7 = 0 ⇒ ···
In other words, a3n+1 = 0 for all n, and since a3n+2 = 0 by Step 1, we obtain the
solution
x3 x6 x9
y1 (x) = 1 − + −
3·2 6·5·3·2 9·8·6·5·3·2
Step 3. Use Second initial condition.
The initial condition y(0) = a0 = 0 together with (8) gives us
a0 = 0 ⇒ a3 = 0 ⇒ a6 = 0 ⇒ ···
In other words, a3n = 0 for all n. The initial condition y (0) = a1 = 1 and (8) yield:
1
a4 = −
4·3
a3 1
a7 = − =
7·6 7·6·4·3
a7 1
a10 = − =−
10 · 9 10 · 9 · 7 · 6 · 4 · 3
Again, since a3n+2 = 0 by Step 1, we obtain the solution
x4 x7 x 10
y2 (x) = x − + − ···
4 · 3 7 · 6 · 4 · 3 10 · 9 · 7 · 6 · 4 · 3
The coefficient of x 3n+1 is the product of all the whole numbers from 3n + 1 down to
1 with every third number omitted.
By Theorem 1, the power series for y1 and y2 converge for all x, and thus we obtain our
two independent solutions.
The partial sums of a power series solution are polynomials that provide approximate
solutions to the differential equation. Figure 2 compares the graph of y2 (x) with partial
sum through degree 19:
x4 x7 x 10 x 13 x 16 x 19
T19 (x) = x − + − + − +
12 504 45360 7076160 1698278400 580811212800
We see that T19 (x) provides a good approximation on the interval [0, 3] (in fact, the error
on this interval is at most 0.0002).
3
T19(x)
2
1 y1(x)
x
5 10 15
FIGURE 2 Comparison of the Airy
−1
function y2 (x) and T19 (x).
The coefficients of a power series solution do not always satisfy a recursion relation,
so it may be impossible to find a simple formula for the coefficients. However, if the
coefficients b(x) and c(x) in (6) are represented by their Taylor series, then we can calculate
a finite number of coefficients, and thereby approximate the solutions to any desired degree
of accuracy on a given finite interval.
E X A M P L E 3 Find the terms of degree ≤ 3 in the power series solution of the initial
value problem
y − ex y = 0, y(0) = 1, y (0) = 1
Solution We make use of the Taylor series for ex :
1 1
ex = 1 + x + x 3 + x 3 + higher order terms
2 6
Since y(0) = a0 = 1 and y (0) = a1 = 1, we have
y(x) = 1 + x + a2 x 2 + a3 x 3 + higher order terms

y (x) = 2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 + higher order terms
We substitute these series in the differential equation, ignoring all terms of degree four
and higher. We use the symbol ≈ to indicate that these terms have been dropped. Then
the equation y = ex y becomes
1 1
2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 ≈ (1 + x + x 2 + x 3 )(1 + x + a2 x 2 + a3 x 3 )
2 6
Expand the right-hand side and drop powers of degree four and higher:
1 1 3 2
(1 + x + x 2 + x 3 )(1 + x + a2 x 2 + a3 x 3 ) ≈ 1 + 2x + (a2 + )x 2 + (a3 + a2 + )x 3
2 6 2 3
Thus we obtain
3 2
2a2 + 6a3 x + 12a4 x 2 + 20a5 x 3 = 1 + 2x + (a2 + )x 2 + (a3 + a2 + )x 3
2 3
Equate coefficients on both sides:
3 2
2a2 = 1, 6a3 = 2, 12a4 = a2 + , 20a5 = a3 + a2 +
2 3
Although we only need to find a2 and a3 , these equations also gives us a4 and a5 :
1 1 1 3 1 1 2 3
a2 = , a3 = , a4 = (a2 + ) = , a5 = (a3 + a2 + ) =
2 3 12 2 6 20 3 40
Therefore
1 1 1 3
y(x) = 1 + x + x 2 + x 3 + x 4 + x 5 + higher order terms
2 3 6 40
18.4 SUMMARY
• To find a power series solution of a second order differential equation, substitute the
power series for y, y , and y in the differential equation and solve for the coefficients.
∞

y= an x n = a0 + a1 x + a2 x 2 + a3 x 3 + · · · 9
n=0
∞

y = (n + 1)an+1 x n = a1 + 2a2 x + 3a3 x 2 + 4a4 x 3 + · · · 10
n=0
∞

y = (n + 1)(n + 2)an+2 x n = 2a2 + (3 · 2)a3 x + (4 · 3)a4 x 2 + · · · 11
n=0
Note that y(0) = a0 and y (0) = a1 .

• The resulting power series for y(x) need not have a nonzero radius of convergence.
However, if the differential equation has the form
y + a(x)y + b(x) = f (x)
and if b(x), c(x) and f (x) are represented by their Taylor series on an interval {x : |x| <
R}, then the power series for y(x) converges in the same interval.
18.4 EXERCISES
an−2
1. What is the coefficient of x 5 in the power series for y (x) (in terms 3. Rewrite an+2 = , replacing n by n + 2.
of the coefficients an for y(x)). (n + 3)(n − 4)
4. What must be assumed about c(x) to guarantee that a power series
2. What are a2 and a3 if y + y + y = 0 and a0 = a1 = 4? solution y(x) of y + y + c(x)y = 0 converges for |x| < 10?
Exercises
1. Find the power series solution of the initial value problem (a) Find the recursion relation satisfied by the coefficients of y(x).
y − y = 0, y(0) = 1, y (0) = 0 (b) Show that the following power series is a solution:
Identify the resulting function y(x). 1 2 3 7 · 3 6 11 · 7 · 3 8

y1 (x) = 1 − x − x4 − x − x − ···
2. Let y(x) be a power series solution of the initial value problem 2! 4! 6! 8!
y − xy = 0, y(0) = 1, y (0) = 0 The coefficient of x 2k for k ≥ 2 is
(a) Show that the coefficients of y(x) satisfy (4k − 5)(4k − 9) · · · 11 · 7 · 3

a2k = −
an (2k)!
an+3 = (n ≥ 0)
(n + 3)(n + 2)
(c) Find a power series solution y2 (x) containing only odd powers of
Hint: see Example 2. x.
(b) Show that the only non-zero coefficients are a0 , a3 , a6 , . . . . De- (d) Find the power series solution satisfying y(0) = 2, y (0) = 4.
scribe a formula for these coefficients.
(c) Write out the first four non-zero terms of the power series. 4. Let y(x) be a power series solution of
3. Let y(x) be a power series solution of
x 1
y + y − y=0 13
y − 2xy + y = 0 12 1 − x2 1 − x2
(a) Show that the coefficients of y(x) satisfy 9. Show that x 2 y − xy + (1 − x)y = 0 has a unique power series
solution satisfying y (0) = 1.
(n − 1)2
an+2 = an (n ≥ 1)
(n + 2)(n + 1) 10. Show that x 2 y + (1 + x 3 )xy − y = 0 has a unique power series
Hint: multiply (13) by (1 − x 2 ). solution satisfying y (0) = 1.
(b) Prove that a3 = a5 = a7 = · · · = 0.
(c) Determine the solution with initial values y(0) = 0, y (0) = 1. 11. Let μ be a constant. Solutions of the differential equation
(d) Find a formula for the coefficients a2n in terms of a0 .
(e) Determine the solution with initial values y(0) = 1, y (0) = 0. (1 − x 2 )y − 2xy + μy = 0 14
This power series converges only for |x| < 1.
5. Find the terms of degree ≤ 5 in the power series solution of are called Legendre functions.
(a) Find the recursion relation expressing an+2 in terms of an .
y − xy = sin x, y(0) = 1, y (0) = 1
(b) Find the power series solution to (14) for μ = 12 satisfying
6. Find the terms of degree ≤ 4 in the power series solution of y(0) = 0 and y (0) = −3.
y + xy + (cos x)y = 1, y(0) = 3, y (0) = −2 (c) Show that (14) has a polynomial solution y if and only if μ =
m(m + 1) for some whole number m. Show further that the degree of
7. Find the terms of degree ≤ 6 in the power series solution of
y is m and that y is even (involving only even powers of x) if m is even
y + xy = ex , y(0) = 1, y (0) = 0 and odd polynomial if m is odd.
8. Find the terms of degree ≤ 4 in the power series representation of (d) The Legendre Polynomial Pm (x) is the polynomial solution for
the general solution of μ = m(m + 1) satisfying Pm (1) = 1. Calculate P4 (x) and P5 (x).
Legendre polynomials are used to describe the states of the hydrogen
y + (sin x)y + y = 0 atom and in many other physical applications.

Exercises 12 - 15 refer to the Bessel differential equation: 13. Prove the relations
1 n2 d d
y + y + (1 − )y = 0 15 J0 (x) = −J1 (x), xJ1 (x) = xJ0 (x)
dx dx
x x2
12. (a) Show that for each whole number n, (15) has a unique solution Hint: show that J0 satisfies (15) with n = 1 and that x −1 (xJ1 ) satisfies
with power series expansion (15) with n = 0.
yn (x) = x n + cn+2 x n+2 + cn+4 x n+4 + · · · 14. Figure 3 suggests that the zeroes of J0 (x) and J1 (x) alternate or
“separate each other", that is, between any two consecutive zeros of J0
(b) The function Jn (x) = yn (x)/(2n n!) is called the Bessel function there lies precisely one root of J1 (x). In this exercise we prove this fact.
of the first kind of order n. Show that Let α and β be consecutive zeroes of J0 (x). Assume that α, β > 0.
∞
(a) Use Exercise 13 and Rolle’s Theorem to prove that J1 (x) has a
(−1)k root x0 such that α ≤ x0 ≤ β.
Jn (x) = x 2k+n
22k+n k!(n + k)! (b) Prove that x0 = α, β. Thus x0 lies between α and β. Hint: if α is a
k=0
root of both J0 (x) and J1 (x), then J0 (α) = 0 and J0 (α) = 0. Derive a
contradiction from the Uniqueness Theorem for initial value problems,
which implies that J0 (x) = 0 for all x > 0.
1 J0(x) (c) Repeat this argument to show that between any two zeroes of J1 (x)
there lies a zero of J0 (x).
J1(x)
15. Prove the following generalization of the relations in Exercise 15:
d −n
2 4 6 8 10 12 x Jn (x) = −x −n Jn+1 (x),
dx
−0.4
d n+1
x Jn+1 (x) = x n+1 Jn (x)
FIGURE 3 The first two Bessel functions of the first kind dx

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SECOND ORDER

18.1 Second Order Linear Differential Equations

a(t)y + b(t)y + c(t)y = f (t), y(t0 ) = y0 , y (t0 ) = y1

where a, b, c are constants with a = 0 and f (t) is a continuous function.

A linear combination of two functions y1 (t)

By definition, P (D) applied to y is

For example, 2y + 3y − y = 0 is written (2D 2 + 3D − 1)y = 0.

P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2 3

P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2 = 0

This shows that y = c1 y1 + c2 y2 , is also a solution, verifying (A).

y(t) = c1 y1 (t) + c2 y2 (t)

Eq. (4) remains true when λ = a + bi is a

For λ = −2, P (−2) = 0 and thus

It follows from (4) that

are independent solutions of P (D)y = 0 (independent because y1 = eλ1 t and y2 = eλ2 t

General Solution (distinct real roots): y = c1 eλ1 t + c2 eλ2 t

Step 3. Use Initial Conditions.

y Therefore, the initial conditions give us two equations:

General Solution (double root): y = c1 eλt + c2 teλt = (c1 + c2 t)eλt

Step 3. Use Initial Conditions.

y(1) = (c1 + c2 )e1/2 = 0

Step 2. Write down a general solution.

Step 3. Use initial conditions.

c1 cos ωt + c2 sin ωt = C cos(ωt − θ) 9

E X A M P L E 4 Write the solution in Example 3 in the form (11).

a(t)y + b(t)y + c(t)y = f (t)

The equation is called homogeneous if f (t) = 0 and inhomogeneous otherwise. This

where a, b, c are constants and a = 0.

Roots of Characteristic Equation General Solution

e−αt (c1 cos ωt + c2 sin ωt) = Ceαt cos(ωt − θ)

21. 4y + 20y + 25y = 0; y(0) = 2, y (0) = 0 y = c1 cosh(kt) + c2 sinh(kt)

24. 9y + 18y + 10y = 0; y(π) = 3, y (π) = −3 P (D)(c1 y1 + c2 y2 ) = c1 P (D)y1 + c2 P (D)y2

Further Insights and Challenges

u + ω2 u = 0 y1 (t0 ) = y2 (t0 ), y1 (t0 ) = y2 (t0 )

30. Let y(t) be a solution of ay + cy = 0. then y1 = y2 . Hint: Apply (c) to y = y1 − y2 .

18.2 Inhomogeneous Equations

y(t) = yp (t) + yh (t)

Proof If P (D)yp = f and P (D)yh = 0, then

P (D)(yp + yh ) = P (D)yp + P (D)yh = f + 0 = f

This proves that y = yp + yh is a solution of the inhomogeneous equation. On the other

P (D)g = P (D)y − P (D)yp = f (t) − f (t) = 0

By Theorem 1, if y1 and y2 are independent solutions of the associated homogenous

y(t) = yp (t) + c1 y1 (t) + c2 y2 (t) (c1 , c2 any constants)

Method of Undetermined Coefﬁcients

(i) f (t) = Aeαt for some constants A, α

general form as yp itself. For example, if yp is an exponential function, then P (D)yp is

we take a trial function of the form

yp = Aeαt (A an unknown constant)

P (D)yp = (aD 2 + bD + cD)(Aeαt ) = P (α)Aeαt

So yP satisfies P (D)yp = Ceαt if P (α)A = C. If P (α) in nonzero, then A = C/P (α)

E X A M P L E 1 Exponential Forcing Function Solve the initial value problem

y − 4y + 3y = 5e−4t , y(0) = 4, y (0) = −1 2

P (D)yp = P (D)(Ae−4t ) = P (−4)Ae−4t = 35Ae−4t

So yp is a particular solution if P (D)yp = 35Ae−4t = 5e−4t . Thus A = 5/35 = 1/7

are λ = 1, 3. The homogeneous equation has general solution

Step 3. Write down the general solution.

Step 4. Find the particular solution.

E X A M P L E 2 Polynomial Forcing Function Find the general solution of the differen-

FIGURE 1 The particular solution y − 4y + 3y = 3t 2 − 5.

yp − 4yp + 3yp = (2A) − 4(2At + B) + 3(At 2 + Bt + C)

= 3At 2 + (−8A + 3B)t + (2A − 4B + 3C)

Therefore, yp is a particular solution if

3At 2 + (−8A + 3)t + (2A − 4B + 3C) = 3t 2 − 5