1014 Programme 26

Homogeneous equations
1 Many practical problems in engineering give rise to second-order differential
equations of the form
d2 y dy
a 2
þ b þ cy ¼ f ðxÞ
dx dx
where a, b and c are constant coefficients and f ðxÞ is a given function of x. By the end
of this Programme you will have no difficulty with equations of this type.
Let us first take the case where f ðxÞ ¼ 0, so that the equation becomes
d2 y dy
a þ b þ cy ¼ 0
dx2 dx
This is called a linear, constant coefficient, second-order homogeneous differential
equation. We shall now look at the solutions to this equation. Let y ¼ u and y ¼ v
(where u and v are functions of x) be two solutions of the equation:
d2 u du d2 v dv
;a þb þ cu ¼ 0 and a þ b þ cv ¼ 0
dx2 dx dx2 dx
Adding these two lines together, we get:
!  
d2 u d2 v du dv
a þ þb þ þ cðu þ vÞ ¼ 0
dx2 dx2 dx dx

d du dv d2 d2 u d2 v
Now ðu þ vÞ ¼ þ and ðu þ vÞ ¼ þ , therefore the equation
dx dx dx dx2 dx2 dx2
can be written
d2 d
a ðu þ vÞ þ b ðu þ vÞ þ cðu þ vÞ ¼ 0
dx2 dx
which is our original equation with y replaced by ðu þ vÞ.
i.e. If y ¼ u and y ¼ v are solutions of the equation
d2 y dy
a þ b þ cy ¼ 0, so also is y ¼ u þ v.
dx2 dx
This is an important result and we shall be referring to it later, so make a note of it in
your record book.
Move on to Frame 2

2 d2 y dy
Our equation was a 2
þ b þ cy ¼ 0. If a ¼ 0 and b 6¼ 0, we get the first-order
dx dx
equation of the same family:
dy dy c
b þ cy ¼ 0 i.e. þ ky ¼ 0 where k ¼
dx dx b
Solving this by the method of separating variables, we have
ð ð
dy dy
¼ ky ; ¼  k dx
dx y
which gives . . . . . . . . . . . .
Second-order differential equations 1015

ln y ¼ kx þ c 3

; y ¼ ekxþc ¼ ekx :ec ¼ A ekx (since ec is a constant)

i.e. y ¼ A ekx
If we write the symbol m for k, the solution is y ¼ A emx
In the same way, y ¼ A emx will be a solution of the second-order equation
d2 y dy
a þ b þ cy ¼ 0, if it satisfies this equation.
dx2 dx
Now, if y ¼ A emx
dy
¼ Am emx
dx
d2 y
¼ Am2 emx
dx2
and substituting these expressions for the differential coefficients in the left-hand
side of the equation, we get . . . . . . . . . . . .
On to Frame 4

aAm2 emx þ bAm emx þ cA emx ¼ 0 4

Right. So dividing both sides by A emx we obtain

am2 þ bm þ c ¼ 0
which is a quadratic equation giving two values for m. Let us call these
m ¼ m1 and m ¼ m2
i.e. y ¼ A em1 x and y ¼ B em2 x are two solutions of the given equation.
Now we have already seen that if y ¼ u and y ¼ v are two solutions so also is
y ¼ u þ v.
; If y ¼ A em1 x and y ¼ B em2 x are solutions so also is
y ¼ A em1 x þ B em2 x
Note: This contains the necessary two arbitrary constants for a second-order
differential equation, so there can be no further solution.
Move to Frame 5

d2 y dy 5
The solution, then, of a þ b þ cy ¼ 0 is seen to be
dx2 dx

y ¼ A em1 x þ B em2 x
where A and B are two arbitrary constants and m1 and m2 are the roots of the
quadratic equation am2 þ bm þ c ¼ 0.
This quadratic equation is called the auxiliary equation and is obtained directly
d2 y dy d2 y dy
from the equation a 2 þ b þ cy ¼ 0, by writing m2 for 2 , m for , 1 for y.
dx dx dx dx
1016 Programme 26

Example
d2 y dy
For the equation 2 þ 5 þ 6y ¼ 0, the auxiliary equation is 2m2 þ 5m þ 6 ¼ 0:
dx2 dx
d2 y dy
In the same way, for the equation 2 þ 3 þ 2y ¼ 0, the auxiliary equation is
dx dx
............
Then on to Frame 6

6 m2 þ 3m þ 2 ¼ 0

Since the auxiliary equation is always a quadratic equation, the values of m can be
determined in the usual way.
i.e. if m2 þ 3m þ 2 ¼ 0
ðm þ 1Þðm þ 2Þ ¼ 0 ; m ¼ 1 and m ¼ 2
d2 y dy
; the solution of þ 3 þ 2y ¼ 0 is y ¼ A ex þ B e2x
dx2 dx

In the same way, if the auxiliary equation were m2 þ 4m  5 ¼ 0, this factorizes into
ðm þ 5Þðm  1Þ ¼ 0 giving m ¼ 1 or 5, and in this case the solution would be
............

7 y ¼ A ex þ B e5x

The type of solution we get depends on the roots of the auxiliary equation.
1 Real and different roots to the auxiliary equation
Example 1
d2 y dy
þ 5 þ 6y ¼ 0
dx2 dx
Auxiliary equation: m2 þ 5m þ 6 ¼ 0
; ðm þ 2Þðm þ 3Þ ¼ 0 ; m ¼ 2 or m ¼ 3
; Solution is y ¼ A e2x þ B e3x

Example 2
d2 y dy
2
 7 þ 12y ¼ 0
dx dx
Auxiliary equation: m2  7m þ 12 ¼ 0
ðm  3Þðm  4Þ ¼ 0 ; m ¼ 3 or m ¼ 4
So the solution is . . . . . . . . . . . .
Move to Frame 8

8 y ¼ A e3x þ B e4x

Here you are. Do this one.

d2 y dy
Solve the equation þ 3  10y ¼ 0
dx2 dx
When you have finished, move on to Frame 9
Second-order differential equations 1017

y ¼ A e2x þ B e5x 9

Now consider the next case.

2 Real and equal roots to the auxiliary equation
d2 y dy
Let us take þ 6 þ 9y ¼ 0.
dx2 dx
The auxiliary equation is: m2 þ 6m þ 9 ¼ 0
; ðm þ 3Þðm þ 3Þ ¼ 0 ; m ¼ 3 (twice)
If m1 ¼ 3 and m2 ¼ 3 then these would give the solution y ¼ A e3x þ B e3x and
their two terms would combine to give y ¼ Ce3x . But every second-order differential
equation has two arbitrary constants, so there must be another term containing a
second constant. In fact, it can be shown that y ¼ Kx e3x also satisfies the equation,
so that the complete general solution is of the form y ¼ A e3x þ Bx e3x
i.e. y ¼ e3x ðA þ BxÞ
In general, if the auxiliary equation has real and equal roots, giving m ¼ m1 twice, the
solution of the differential equation is
y ¼ em1 x ðA þ BxÞ

Make a note of this general statement and then move on to Frame 10

Here is an example: 10
Example 1
d2 y dy
Solve 2
þ 4 þ 4y ¼ 0
dx dx
Auxiliary equation: m2 þ 4m þ 4 ¼ 0
ðm þ 2Þðm þ 2Þ ¼ 0 ; m ¼ 2 (twice)
The solution is: y ¼ e2x ðA þ BxÞ
Here is another:

Example 2
d2 y dy
Solve þ 10 þ 25y ¼ 0
dx2 dx
Auxiliary equation: m2 þ 10m þ 25 ¼ 0

ðm þ 5Þ2 ¼ 0 ; m ¼ 5 (twice)
y ¼ e5x ðA þ BxÞ

Example 3
Now here is one for you to do:
d2 y dy
Solve þ 8 þ 16y ¼ 0
dx2 dx
When you have done it, move on to Frame 11
1018 Programme 26

11 y ¼ e4x ðA þ BxÞ

d2 y dy
Because if þ 8 þ 16y ¼ 0
dx2 dx
the auxiliary equation is
m2 þ 8m þ 16 ¼ 0

; ðm þ 4Þ2 ¼ 0 ; m ¼ 4 (twice)
; y ¼ e4x ðA þ BxÞ
So, for real and different roots m ¼ m1 and m ¼ m2 the solution is
y ¼ A em1 x þ B em2 x
and for real and equal roots m ¼ m1 (twice) the solution is
y ¼ em1 x ðA þ BxÞ
Just find the values of m from the auxiliary equation and then substitute these values
in the appropriate form of the result.
Move to Frame 12

12 3 Complex roots to the auxiliary equation

Now let us see what we get when the roots of the auxiliary equation are complex.
Suppose m ¼   j, i.e. m1 ¼  þ j and m2 ¼   j. Then the solution would be of
the form:
y ¼ C eðþjÞx þ D eðjÞx ¼ C ex :e jx þ D ex :ejx
 
¼ ex C e jx þ D ejx
Now from our previous work on complex numbers, we know that:
e jx ¼ cos x þ j sin x
ejx ¼ cos x  j sin x
(
e jx ¼ cos x þ j sin x
and that
ejx ¼ cos x  j sin x

Our solution above can therefore be written:

y ¼ ex fCðcos x þ j sin xÞ þ Dðcos x  j sin xÞg
¼ ex fðC þ DÞ cos x þ jðC  DÞ sin xg
y ¼ ex fA cos x þ B sin xg
where A¼CþD and B ¼ jðC  DÞ
; If m ¼   j, the solution can be written in the form:
n o
y ¼ ex A cos x þ B sin x

Here is an example: If m ¼ 2  j3
n o
then y ¼ e2x A cos 3x þ B sin 3x

Similarly, if m ¼ 5  j2 then y ¼ . . . . . . . . . . . .
Second-order differential equations 1019

y ¼ e5x ½ A cos 2x þ B sin 2x 13

Here is one of the same kind:

d2 y dy
Solve þ 4 þ 9y ¼ 0
dx2 dx
Auxiliary equation: m2 þ 4m þ 9 ¼ 0
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffi pffiffiffi
4  16  36 4  20 4  2j 5 pffiffiffi
;m¼ ¼ ¼ ¼ 2  j 5
2 2 2
pffiffiffi
In this case  ¼ 2 and  ¼ 5
pffiffiffi pffiffiffi
Solution is: y ¼ e2x ðA cos 5x þ B sin 5xÞ

d2 y dy
Now you can solve this one:  2 þ 10y ¼ 0
dx2 dx
When you have finished it, move on to Frame 14

y ¼ ex ðA cos 3x þ B sin 3xÞ 14

Just check your working:
d2 y dy
2
 2 þ 10y ¼ 0
dx dx
Auxiliary equation: m2  2m þ 10 ¼ 0
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffiffiffiffi
2  4  40 2  36
m¼ ¼ ¼ 1  j3
2 2
y ¼ ex ðA cos 3x þ B sin 3xÞ
Move to Frame 15

Here is a summary of the work so far. 15

2
d y dy
Equations of the form a þ b þ cy ¼ 0
dx2 dx
Auxiliary equation: am2 þ bm þ c ¼ 0
1 Roots real and different m ¼ m1 and m ¼ m2

Solution is y ¼ A em1 x þ B em2 x

2 Real and equal roots m ¼ m1 (twice)

Solution is y ¼ em1 x ðA þ BxÞ

3 Complex roots m ¼   j

Solution is y ¼ ex ðA cos x þ B sin xÞ

In each case, we simply solve the auxiliary equation to establish the values of m and
substitute in the appropriate form of the result.
On to Frame 16
1020 Programme 26

d2 y
16 We shall now consider equations of the form  n2 y ¼ 0
dx2
This is a special case of the equation
d2 y dy
a þ b þ cy ¼ 0 when b ¼ 0
dx2 dx
d2 y d2 y c
i.e. a 2 þ cy ¼ 0 i.e. þ y¼0
dx dx2 a
d2 y
which can be written as  n2 y ¼ 0 to cover the two cases when the
dx2
coefficient of y is positive or negative.
d2 y
(a) If þ n2 y ¼ 0, m2 þ n2 ¼ 0 ; m2 ¼ n2 ; m ¼ jn
dx2
(This is like m ¼   j, when  ¼ 0 and  ¼ n)
; y ¼ A cos nx þ B sin nx
d2 y
(b) If  n2 y ¼ 0, m2  n2 ¼ 0 ; m2 ¼ n2 ; m ¼ n
dx2
; y ¼ C enx þ D enx
This last result can be written in another form which is sometimes more convenient,
so move on to the next frame and we will see what it is.

17 You will remember from your work on hyperbolic functions that

enx þ enx
cosh nx ¼ ; enx þ enx ¼ 2 cosh nx
2
enx  enx
sinh nx ¼ ; enx  enx ¼ 2 sinh nx
2
Adding these two results: 2 enx ¼ 2 cosh nx þ 2 sinh nx
; enx ¼ cosh nx þ sinh nx
Similarly, by subtracting: enx ¼ cosh nx  sinh nx
Therefore, the solution of our equation y ¼ Cenx þ Denx can be written:
y ¼ Cðcosh nx þ sinh nxÞ þ Dðcosh nx  sinh nxÞ
¼ ðC þ DÞ cosh nx þ ðC  DÞ sinh nx
i.e. y ¼ A cosh nx þ B sinh nx
Note: In this form the two results are very much alike:
d2 y
(a) þ n2 y ¼ 0 y ¼ A cos nx þ B sin nx
dx2
d2 y
(b)  n2 y ¼ 0 y ¼ A cosh nx þ B sinh nx
dx2
Make a note of these results in your record book.
Then – next frame

18 Here are some examples:

Example 1
d2 y
þ 16y ¼ 0 ; m2 ¼ 16 ; m ¼ j4
dx2
; y ¼ A cos 4x þ B sin 4x
Second-order differential equations 1021

Example 2
d2 y pffiffiffi
2
 3y ¼ 0 ; m2 ¼ 3 ; m ¼  3
dx pffiffiffi pffiffiffi
y ¼ A cosh 3x þ B sinh 3x
Similarly

Example 3
d2 y
þ 5y ¼ 0
dx2
y ¼ ............
Then move on to Frame 19

pffiffiffi pffiffiffi 19
y ¼ A cos 5x þ B sin 5x

And now this one:

Example 4
d2 y
 4y ¼ 0 ; m2 ¼ 4 ; m ¼ 2
dx2
y ¼ ............

y ¼ A cosh 2x þ B sinh 2x 20

Now before we go on to the next section of the Programme, here is a Review exercise
on what we have covered so far. The questions are set out in the next frame. Work
them all before checking your results.
So on you go to Frame 21

Review exercise 21
Solve the following:

d2 y dy
1  12 þ 36y ¼ 0
dx2 dx
d2 y
2 þ 7y ¼ 0
dx2
d2 y dy
3 þ 2  3y ¼ 0
dx2 dx
d2 y dy
4 2 þ 4 þ 3y ¼ 0
dx2 dx
d2 y
5  9y ¼ 0
dx2
For the answers, move to Frame 22
1022 Programme 26

22 Here are the answers:

1 y ¼ e6x ðA þ BxÞ
pffiffiffi pffiffiffi
2 y ¼ A cos 7x þ B sin 7x
3 y ¼ A ex þ B e3x
 
x x
4 y ¼ ex A cos pffiffiffi þ B sin pffiffiffi
2 2
5 y ¼ A cosh 3x þ B sinh 3x
By now we are ready for the next section of the Programme, so move on to Frame 23

Inhomogeneous equations
23 So far we have considered equations of the form:
d2 y dy
a 2
þ b þ cy ¼ f ðxÞ for the case where f ðxÞ ¼ 0
dx dx
If f ðxÞ ¼ 0, then am2 þ bm þ c ¼ 0 giving m ¼ m1 and m ¼ m2 and the solution is in
general y ¼ A em1 x þ B em2 x .
d2 y dy
The equation a þ b þ cy ¼ f ðxÞ where f ðxÞ 6¼ 0 is called an inhomogeneous
dx2 dx
equation and the substitution y ¼ A em1 x þ B em2 x would make the left-hand side zero.
Therefore, there must be a further term in the solution which will make the LHS
equal to f ðxÞ and not zero. The complete solution will therefore be of the form
y ¼ A em1 x þ B em2 x þ X, where X is the extra function yet to be found.
m1 x m2 x
y ¼ Ae þ Be is called the complementary function (CF)
y ¼ X (a function of x) is called the particular integral (PI)
Note: The complete general solution to the inhomogeneous equation is given by:
general solution ¼ complementary function þ particular integral
Our main problem at this stage is how are we to find the particular integral for any
given equation? This is what we are now going to deal with.
So on then to Frame 24

24 d2 y dy
To solve an equation a þ b þ cy ¼ f ðxÞ
dx2 dx

(I) The complementary function is obtained by solving the equation with f ðxÞ ¼ 0, as
in the previous part of this Programme. This will give one of the following types
of solution:
(a) y ¼ A em1 x þ B em2 x
(b) y ¼ em1 x ðA þ BxÞ
(c) y ¼ ex ðA cos x þ B sin xÞ
(d) y ¼ A cos nx þ B sin nx
(e) y ¼ A cosh nx þ B sinh nx
Second-order differential equations 1023

(II) The particular integral is found by assuming the general form of the function on
the right-hand side of the given equation, substituting this in the equation, and
equating coefficients. An example will make this clear:
d2 y dy
Solve  5 þ 6y ¼ x2
dx2 dx
(1) To find the CF solve LHS ¼ 0, i.e. m2  5m þ 6 ¼ 0
; ðm  2Þðm  3Þ ¼ 0 ; m ¼ 2 or m ¼ 3
; Complementary function is y ¼ A e2x þ B e3x ð1Þ
(2) To find the PI we assume the general form of the RHS which is a second-
degree function. Let y ¼ Cx2 þ Dx þ E.
dy d2 y
Then ¼ 2Cx þ D and ¼ 2C
dx dx2
Substituting these in the given equation, we get:
2C  5ð2Cx þ DÞ þ 6ðCx2 þ Dx þ EÞ ¼ x2
2C  10Cx  5D þ 6Cx2 þ 6Dx þ 6E ¼ x2
6Cx2 þ ð6D  10CÞx þ ð2C  5D þ 6EÞ ¼ x2
Equating coefficients of powers of x, we have:
1
½x2 6C ¼ 1 ;C¼
6
10 5 5
½x 6D  10C ¼ 0 ; 6D ¼ ¼ ;D¼
6 3 18
25 2 19 19
½CT 2C  5D þ 6E ¼ 0 ; 6E ¼  ¼ ;E¼
18 6 18 108
x2 5x 19
; Particular integral is y ¼ þ þ ð2Þ
6 18 108
Complete general solution ¼ CF þ PI
x2 5x 19
General solution is y ¼ A e2x þ B e3x þ þ þ
6 18 108
This frame is quite important, since all equations of this type are solved in this way.
On to Frame 25

We have seen that to find the particular integral, we assume the general form of the 25
function on the RHS of the equation and determine the values of the constants by
substitution in the whole equation and equating coefficients. These will be useful:
If f ðxÞ ¼ k . . . ... Assume y¼C
f ðxÞ ¼ kx . . . ... y ¼ Cx þ D
2
f ðxÞ ¼ kx . . . ... y ¼ Cx2 þ Dx þ E
f ðxÞ ¼ k sin x or k cos x y ¼ C cos x þ D sin x
f ðxÞ ¼ k sinh x or k cosh x y ¼ C cosh x þ D sinh x
f ðxÞ ¼ ekx . . . ... y ¼ C ekx
This list covers all the cases you are likely to meet at this stage.
So if the function on the RHS of the equation is f ðxÞ ¼ 2x2 þ 5, you would take as
the assumed PI:
y ¼ ............
1024 Programme 26

26 y ¼ Cx2 þ Dx þ E

Correct, since the assumed PI will be the general form of the second-degree function.
What would you take as the assumed PI in each of the following cases:
1 f ðxÞ ¼ 2x  3
2 f ðxÞ ¼ e5x
3 f ðxÞ ¼ sin 4x
4 f ðxÞ ¼ 3  5x2
5 f ðxÞ ¼ 27
6 f ðxÞ ¼ 5 cosh 4x

When you have decided all six, check you answers with those in Frame 27

27 Here are the answers:

1 f ðxÞ ¼ 2x  3 PI is of the form y ¼ Cx þ D
5x
2 f ðxÞ ¼ e y ¼ C e5x
3 f ðxÞ ¼ sin 4x y ¼ C cos 4x þ D sin 4x
2
4 f ðxÞ ¼ 3  5x y ¼ Cx2 þ Dx þ E
5 f ðxÞ ¼ 27 y¼C
6 f ðxÞ ¼ 5 cosh 4x y ¼ C cosh 4x þ D sinh 4x
All correct? If you have made a slip with any one of them, be sure that you
understand where and why your result was incorrect before moving on.
Next frame

28 Let us work through a few examples. Here is the first:

Example 1

d2 y dy
Solve 2
 5 þ 6y ¼ 24
dx dx
ð1Þ CF Solve LHS ¼ 0 ; m2  5m þ 6 ¼ 0
; ðm  2Þðm  3Þ ¼ 0 ; m ¼ 2 and m ¼ 3
; y ¼ A e2x þ B e3x ð1Þ
ð2Þ PI f ðxÞ ¼ 24, i.e. a constant. Assume y ¼ C
dy d2 y
Then ¼ 0 and ¼0
dx dx2
Substituting in the given equation:
0  5ð0Þ þ 6C ¼ 24 C ¼ 24=6 ¼ 4
; PI is y ¼ 4 ð2Þ
A e2x þ B e3x þ4
General solution is y ¼ CF þ PI, i.e. y ¼ |fflfflfflfflfflfflfflfflffl{zfflfflfflfflfflfflfflfflffl} |{z}
CF PI
Second-order differential equations 1025

Now another:
Example 2
d2 y dy
Solve  5 þ 6y ¼ 2 sin 4x
dx2 dx
(1) CF This will be the same as in the previous example, since the LHS of this
equation is the same
i.e. y ¼ A e2x þ B e3x

(2) PI The general form of the PI in this case will be . . . . . . . . . . . .

y ¼ C cos 4x þ D sin 4x 29
Note: Although the RHS is f ðxÞ ¼ 2 sin 4x, it is necessary to include the full general
function y ¼ C cos 4x þ D sin 4x since, in finding the derivatives, the cosine term will
also give rise to sin 4x.
So we have:
y ¼ C cos 4x þ D sin 4x
dy
¼ 4C sin 4x þ 4D cos 4x
dx
d2 y
¼ 16C cos 4x  16D sin 4x
dx2
We now substitute these expressions in the LHS of the equation and by equating
coefficients, find the values of C and D.
Away you go then.
Complete the job and then move on to Frame 30

2 1 1 30
C¼ D¼ y¼ ð2 cos 4x  sin 4xÞ
25 25 25

Here is the working:

 16C cos 4x  16D sin 4x þ 20C sin 4x  20D cos 4x
þ 6C cos 4x þ 6D sin 4x ¼ 2 sin 4x
ð20C  10DÞ sin 4x  ð10C þ 20DÞ cos 4x ¼ 2 sin 4x
)
20C  10D ¼ 2 40C  20D ¼ 4 2
50C ¼ 4 ;C¼
10C þ 20D ¼ 0 10C þ 20D ¼ 0 25
1
D¼
25
1
In each case the PI is y ¼ ð2 cos 4x  sin 4xÞ
25
The CF was y ¼ A e2x þ B e3x
1
The general solution is: y ¼ A e2x þ B e3x þ ð2 cos 4x  sin 4xÞ
25
1026 Programme 26

31 Here is an example we can work through together:

Example 3
d2 y dy
Solve þ 14 þ 49y ¼ 4 e5x
dx2 dx
First we have to find the CF. To do this we solve the equation . . . . . . . . . . . .

32 d2 y dy
2
þ 14 þ 49y ¼ 0
dx dx

Correct. So start off by writing down the auxiliary equation, which is . . . . . . . . . . . .

33 m2 þ 14m þ 49 ¼ 0

This gives ðm þ 7Þðm þ 7Þ ¼ 0, i.e. m ¼ 7 (twice)

; The CF is y ¼ e7x ðA þ BxÞ ð1Þ
Now for the PI. To find this we take the general form of the RHS of the given
equation, i.e. we assume y ¼ . . . . . . . . . . . .

34 y ¼ C e5x

Right. So we now differentiate twice which gives us:

dy d2 y
¼ . . . . . . . . . . . . and ¼ ............
dx dx2

35 dy d2 y
¼ 5C e5x , ¼ 25 Ce5x
dx dx2

The equation now becomes:

25C e5x þ 14:5C e5x þ 49C e5x ¼ 4 e5x
Dividing through by e5x : 25C þ 70C þ 49C ¼ 4
1
144C ¼ 4 ;C¼
36
e5x
The PI is y ¼ ð2Þ
36
e5x
So there we are. The CF is y ¼ e7x ðA þ BxÞ and the PI is y ¼
36
and the complete general solution is therefore . . . . . . . . . . . .

36 e5x
y ¼ e7x ðA þ BxÞ þ
36

Correct, because in every case, the general solution is the sum of the complementary
function and the particular integral.
Second-order differential equations 1027

Here is another example.

Example 4
d2 y dy
Solve þ 6 þ 10y ¼ 2 sin 2x
dx2 dx
ð1Þ To find CF Solve LHS ¼ 0 ; m2 þ 6m þ 10 ¼ 0
pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi pffiffiffiffiffiffiffi
6  36  40 6  4
;m¼ ¼ ¼ 3  j
2 2
y ¼ e3x ðA cos x þ B sin xÞ ð1Þ
ð2Þ To find PI Assume the general form of the RHS
i.e. y ¼ ............
On to Frame 37

y ¼ C cos 2x þ D sin 2x 37
Do not forget that we have to include the cosine term as well as the sine term, since
that will also give sin 2x when the derivatives are found.
As usual, we now differentiate twice and substitute in the given equation
2
d y dy
þ 6 þ 10y ¼ 2 sin 2x and equate coefficients of sin 2x and of cos 2x.
dx2 dx
Off you go then. Find the PI on your own.
When you have finished, check your result with that in Frame 38

1 38
y¼ ðsin 2x  2 cos 2xÞ
15

Because if:
y ¼ C cos 2x þ D sin 2x
dy
; ¼ 2C sin 2x þ 2D cos 2x
dx
d2 y
; ¼ 4C cos 2x  4D sin 2x
dx2
Substituting in the equation gives:
 4C cos 2x  4D sin 2x  12C sin 2x þ 12D cos 2x
þ 10C cos 2x þ 10D sin 2x ¼ 2 sin 2x
ð6C þ 12DÞ cos 2x þ ð6D  12CÞ sin 2x ¼ 2 sin 2x
6C þ 12D ¼ 0 ; C ¼ 2D
1
6D  12C ¼ 2 ; 6D þ 24D ¼ 2 ; 30D ¼ 2 ;D¼
15
2
;C¼
15
1
PI is y ¼ ðsin 2x  2 cos 2xÞ ð2Þ
15

So the CF is y ¼ e3x ðA cos x þ B sin xÞ

1
and the PI is y ¼ ðsin 2x  2 cos 2xÞ
15
The complete general solution is therefore y ¼ . . . . . . . . . . . .
1028 Programme 26

39 1
y ¼ e3x ðA cos x þ B sin xÞ þ ðsin 2x  2 cos 2xÞ
15

Before we do another example, list what you would assume for the PI in an equation
when the RHS function was:

1 f ðxÞ ¼ 3 cos 4x
2 f ðxÞ ¼ 2e7x
3 f ðxÞ ¼ 3 sinh x
4 f ðxÞ ¼ 2x2  7
5 f ðxÞ ¼ x þ 2ex
Jot down all five results before turning to Frame 40 to check your answers

40 1 y ¼ C cos 4x þ D sin 4x
2 y ¼ C e7x
3 y ¼ C cosh x þ D sinh x
4 y ¼ Cx2 þ Dx þ E
5 y ¼ Cx þ D þ E ex

Note that in 5 we use the general form of both the terms.

General form for x is Cx þ D
and for ex is E ex
; The general form of x þ ex is y ¼ Cx þ D þ E ex
Now do this one all on your own:

Example 5
d2 y dy
Solve  3 þ 2y ¼ x2
dx2 dx
Do not forget: find (1) the CF and (2) the PI. Then the general solution is y ¼ CF þ PI.
Off you go.
When you have finished completely, move to Frame 41

41 1
y ¼ A ex þ B e2x þ ð2x2 þ 6x þ 7Þ
4

Here is the solution in detail:

d2 y dy
 3 þ 2y ¼ x2
dx2 dx

ð1Þ CF m2  3m þ 2 ¼ 0
; ðm  1Þðm  2Þ ¼ 0 ; m ¼ 1 or 2
; y ¼ A ex þ B e2x ð1Þ
Second-order differential equations 1029

dy d2 y
ð2Þ PI y ¼ Cx2 þ Dx þ E ; ¼ 2Cx þ D ; ¼ 2C
dx dx2
2C  3ð2Cx þ DÞ þ 2ðCx2 þ Dx þ EÞ ¼ x2
2Cx2 þ ð2D  6CÞx þ ð2C  3D þ 2EÞ ¼ x2
1
2C ¼ 1 ; C ¼
2
3
2D  6C ¼ 0 ; D ¼ 3C ; D ¼
2
9 7 7
2C  3D þ 2E ¼ 0 ; 2E ¼ 3D  2C ¼ 1¼ ;E¼
2 2 4
x2 3x 7 1
; PI is y ¼ þ þ ¼ ð2x2 þ 6x þ 7Þ ð2Þ
2 2 4 4
1
General solution: y ¼ A ex þ B e2x þ ð2x2 þ 6x þ 7Þ
4
Next frame

Particular solution
All our solutions to the equation 42
2
d y dy
a þ b þ cy ¼ f ðxÞ where f ðxÞ 6¼ 0
dx2 dx
have contained two unknown arbitrary constants. For instance, in the previous
example the general solution to the differential equation
d2 y dy 1
 3 þ 2y ¼ x2 was seen to be y ¼ A ex þ B e2x þ ð2x2 þ 6x þ 7Þ
dx2 dx 4
which contains the two arbitrary constants A and B. These two constants are arbitrary
because whatever values are chosen for them, when inserted into the above equation
for y it will still be a solution to the differential equation. This means, of course, that
there is an infinite number of solutions to the differential equation, each one having
specific values for A and B. To select just one solution requires additional information
and this information is provided by what are called boundary conditions that take
the form of a given specific value of y and its derivative for a particular value of x.
When these boundary conditions are then imposed on the general solution we
obtain a particular solution. For example, in the problem of Frame 40 we might
3 dy 5
have been told that at x ¼ 0, y ¼ and ¼ .
4 dx 2
It is important to note that the values of A and B can be found only from the
complete general solution and not from the CF as soon as you obtain it. This is a
common error so do not be caught out by it. Get the complete general solution before
substituting to find A and B.
3
In this case, we are told that when x ¼ 0, y ¼ , so inserting these values gives
4
............
Move on to Frame 43
1030 Programme 26

43 A þ B ¼ 1
Because
3 7
¼AþBþ ; A þ B ¼ 1
4 4
dy 5
We are also told that when x ¼ 0, ¼ , so we must first differentiate the general
dx 2
solution
1
y ¼ A ex þ B e2x þ ð2x2 þ 6x þ 7Þ
4
dy dy
to obtain an expression for . So, ¼ ............
dx dx

44 dy 1
¼ A ex þ 2B e2x þ ð2x þ 3Þ
dx 2

dy 5
Now we are given that when x ¼ 0, ¼
dx 2
5 3
; ¼ A þ 2B þ ; A þ 2B ¼ 1
2 2 )
So we have A þ B ¼ 1
and A þ 2B ¼ 1
and these simultaneous equations give:
A ¼ ............ B ¼ ............
Then on to Frame 45

45 A ¼ 3 B¼2

Substituting these values in the general solution

1
y ¼ A ex þ B e2x þ ð2x2 þ 6x þ 7Þ
4
gives the particular solution:
1
y ¼ 2 e2x  3 ex þ ð2x2 þ 6x þ 7Þ
4
And here is one for you, all on your own:
d2 y dy 5
Solve the equation þ 4 þ 5y ¼ 13 e3x , given that when x ¼ 0, y ¼ and
dx2 dx 2
dy 1
¼ . Remember:
dx 2
(1) Find the CF.
(2) Find the PI.
(3) The general solution is y ¼ CF þ PI.
(4) Finally insert the given conditions to obtain the particular solution.
When you have finished, check with the solution in Frame 46
Second-order differential equations 1031

e3x 46
y ¼ e2x ð2 cos x þ 3 sin xÞ þ
2

Because
d2 y dy
þ 4 þ 5y ¼ 13 e3x
dx2 dx pffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi
4 
16  20 4  j2
ð1Þ CF m þ 4m þ 5 ¼ 0 ; m ¼
2
¼
2 2
; m ¼ 2  j ; y ¼ e2x ðA cos x þ B sin xÞ ð1Þ
2
dy d y
ð2Þ PI y ¼ C e3x ;
¼ 3C e3x , ¼ 9C e3x
dx dx2
; 9C e3x þ 12C e3x þ 5C e3x ¼ 13 e3x
1 e3x
26C ¼ 13 ;C¼ ; PI is y ¼ ð2Þ
2 2
e3x 5
General solution y ¼ e2x ðA cos x þ B sin xÞ þ ; x ¼ 0, y ¼
2 2
5 1 e3x
; ¼Aþ ;A¼2 y ¼ e2x ð2 cos x þ B sin xÞ þ
2 2 2
dy 3 e3x
¼ e2x ð2 sin x þ B cos xÞ  2 e2x ð2 cos x þ B sin xÞ þ
dx 2
dy 1 1 3
x ¼ 0, ¼ ; ¼B4þ ;B¼3
dx 2 2 2
e3x
; Particular solution is y ¼ e2x ð2 cos x þ 3 sin xÞ þ
2

Since the CF makes the LHS ¼ 0, it is pointless to use as a PI a term already contained 47
in the CF. If this occurs, multiply the assumed PI by x and proceed as before. If this
too is already included in the CF, multiply by a further x and proceed as usual. Here is
an example:
d2 y dy
Solve  2  8y ¼ 3 e2x
dx2 dx
ð1Þ CF m2  2m  8 ¼ 0 ; ðm þ 2Þðm  4Þ ¼ 0 ; m ¼ 2 or 4
4x 2x
y ¼ Ae þ Be ð1Þ
2x 2x
ð2Þ PI The general form of the RHS is C e , but this term in e is already
contained in the CF. Assume y ¼ Cx e2x , and continue as usual:
y ¼ Cx e2x
dy
¼ Cxð2 e2x Þ þ C e2x ¼ C e2x ð1  2xÞ
dx
d2 y
¼ C e2x ð2Þ  2C e2x ð1  2xÞ ¼ C e2x ð4x  4Þ
dx2
1032 Programme 26

Substituting in the given equation, we get:

C e2x ð4x  4Þ  2:C e2x ð1  2xÞ  8Cx e2x ¼ 3e2x
ð4C þ 4C  8CÞx  4C  2C ¼ 3
1
 6C ¼ 3 ; C ¼ 
2
1 2x
PI is y ¼  x e ð2Þ
2
x e2x
General solution: y ¼ A e4x þ B e2x 
2
So remember, if the general form of the RHS is already included in the CF, multiply
the assumed general form of the PI by x and continue as before.
Here is one final example for you to work:
d2 y dy
Solve þ  2y ¼ ex
dx2 dx
Finish it off and then move to Frame 48

48 x ex
y ¼ A ex þ B e2x þ
3

Here is the working:

d2 y dy
To solve þ  2y ¼ ex
dx2 dx
ð1Þ CF m2 þ m  2 ¼ 0
ðm  1Þðm þ 2Þ ¼ 0 ; m ¼ 1 or  2
; y ¼ A ex þ B e2x ð1Þ
x
(2) PI Take y ¼ C e . But this is already included in the CF. Therefore, assume
y ¼ Cx ex .
dy
Then ¼ Cx ex þ C ex ¼ C ex ðx þ 1Þ
dx
d2 y
¼ C ex þ Cx ex þ C ex ¼ C ex ðx þ 2Þ
dx2
; C ex ðx þ 2Þ þ C ex ðx þ 1Þ  2Cx ex ¼ ex
Cðx þ 2Þ þ Cðx þ 1Þ  2Cx ¼ 1
1
3C ¼ 1 ; C ¼
3
x ex
PI is y ¼ ð2Þ
3
and so the general solution is
x ex
y ¼ A ex þ B e2x þ
3

You are now almost at the end of the Programme. Before you work through the Can
you? checklist and the Test exercise, however, look down the Review summary
given in Frame 49. It lists the main points that we have established during this
Programme, and you may find it very useful.
So on now to Frame 49
Second-order differential equations 1033

Review summary 49
d2 y dy
1 Solution of equations of the form a þ b þ cy ¼ f ðxÞ [1]
dx2 dx
(1) Auxiliary equation: am2 þ bm þ c ¼ 0
(2) Types of solutions:
(a) Real and different roots m ¼ m1 and m ¼ m2
m1 x m2 x
y ¼ Ae þ Be
(b) Real and equal roots m ¼ m1 (twice)
m1 x
y¼e ðA þ BxÞ
(c) Complex roots m ¼   j
x
y ¼ e ðA cos x þ B sin xÞ

d2 y
2 Equations of the form þ n2 y ¼ 0 [16]
dx2
y ¼ A cos nx þ B sin nx

d2 y
3 Equations of the form  n2 y ¼ 0 [17]
dx2
y ¼ A cosh nx þ B sinh nx
4 General solution [23]
y ¼ complementary function þ particular integral

d2 y dy
5 (1) To find CF solve a þ b þ cy ¼ 0 [24]
dx2 dx
(2) To find PI assume the general form of the RHS. [24]
Note: If the general form of the RHS is already included in the CF, multiply by
x and proceed as before, etc. Determine the complete general solution before
substituting to find the values of the arbitrary constants A and B.
Now all that remains is the Can you? checklist
and the Test exercise, so on to Frame 50

Can you?
Checklist 26
Check this list before and after you try the end of Programme test.
On a scale of 1 to 5 how confident are you that you can: Frames
. Use the auxiliary equation to solve certain second-order
homogeneous equations? 1 to 22

Yes No
. Use the complementary function and the particular integral to
solve certain second-order inhomogeneous equations? 23 to 48

Yes No
1034 Programme 26

Test exercise 26
Here are eight differential equations for you to solve, similar to those we have dealt
with in the Programme. They are quite straightforward, so you should have no
difficulty with them. Set your work out neatly and take your time: this will help you
to avoid making unnecessary slips.
Solve the following:

d2 y dy
1   2y ¼ 8
dx2 dx
d2 y
2  4y ¼ 10 e3x
dx2
d2 y dy
3 2
þ 2 þ y ¼ e2x
dx dx
d2 y
4 þ 25y ¼ 5x2 þ x
dx2
d2 y dy
5  2 þ y ¼ 4 sin x
dx2 dx
d2 y dy dy
6 þ 4 þ 5y ¼ 2 e2x , given that x ¼ 0, y ¼ 1 and ¼ 2.
dx2 dx dx
d2 y dy
7 3  2  y ¼ 2x  3
dx2 dx
d2 y dy
8  6 þ 8y ¼ 8 e4x
dx2 dx

Further problems 26
Solve the following equations:

d2 y dy d2 y dy
1 2  7  4y ¼ e3x 2  6 þ 9y ¼ 54x þ 18
dx2 dx dx2 dx

d2 y dy d2 y dy
3 2
 5 þ 6y ¼ 100 sin 4x 4 2
þ 2 þ y ¼ 4 sinh x
dx dx dx dx

d2 y dy d2 y dy
5 þ  2y ¼ 2 cosh 2x 6  6 þ 10y ¼ 20  e2x
dx2 dx dx2 dx

d2 y dy d2 y dy
7 þ 4 þ 4y ¼ 2 cos2 x 8  4 þ 3y ¼ x þ e2x
dx2 dx dx2 dx

d2 y dy d2 y
9  2 þ 3y ¼ x2  1 10  9y ¼ e3x þ sin 3x
dx2 dx dx2

11 For a horizontal cantilever of length l, with load w per unit length, the
equation of bending is
d2 y w
EI ¼ ðl  xÞ2
dx2 2
dy
where E, I, w and l are constants. If y ¼ 0 and ¼ 0 at x ¼ 0, find y in
dx
terms of x. Hence find the value of y when x ¼ l.