Ordinary Differential Equation of Second Order

Chapter 12
Ordinary Differential Equation of

Second Order
Contents
12.1 Homogeneous Equation with Constant Coefficients 4
12.1.1 General Solution, Basis, Initial Solution . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
12.1.2 Reduction Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
12.1.3 Given One Solution to Find Another . . . . . . . . . . . . . . . . . . . . . . . . . . . . 8
12.1.4 Real Root, Complex Roots, Double Root of the Characteristic Equation . . . 9
12.2 Non-homogeneous Equation with constant Coefficients 13

12.2.1 The method of undetermined coefficients . . . . . . . . . . . . . . . . . . . . . . . 13
12.2.2 The method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . . . 18
12.3 Euler’s Cauchy Equation 19
12.4 Linear ODE of Higher Order; System of ODE of Higher Order 21
12.5 Exercise 23
A second-order differential equation has the general form F(x, y, y0 , y00 ) = 0. The equation solved for
y00is of the form y00 = f (x, y, y0 ).
A second-order differential equation is said to be linear if it can be written as
y00 + P(x)y0 + Q(x)y = R(x) (12.1)
Here
1. If R(x) = 0, the equation (12.1) is called homogeneous.
2. If R(x) 6= 0, the equation (12.1) is called non-homogeneous.
3. If P(x) and Q(x) are constants and R(x) = 0, the equation (12.1) is called a homogeneous having
constant coefficients.
4. Any differential equation of the second order which can not be written in the form of equation
(12.1) is said to be non-linear.
Example 12.1 y00 + 4y = sin x and y00 + 5 sin xy = x5 are particular examples of non- homogeneous.
Example 12.2 x2 y00 + xy0 + (x2 − 1)y = 0 and y00 + 6xy0 + 3xy = 0 are particular examples of homoge-
neous.
Example 12.3 y00 y + y0 = 0 and y00 y + 4xy0 + 6xy = 7x are not linear.
Definition 12.0.1 A solution of F(x, y, y0 , y00 ) = 0 on an interval I is a function ϕ(x) that satisfies the
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2 Ordinary Differential Equation of Second Order
differential equation at each point of I; that is, for all x in I
F(x, ϕ(x), ϕ 0 (x), ϕ 00 (x)) = 0

Example 12.4 Consider x2 y00 − 5xy0 + 10y = 0, x > 0. Here ϕ(x) = x3 cos(ln x) is a solution of the
second ordinary differential equation since
ϕ(x) = x3 cos(ln x)
ϕ 0 (x) = 3x2 cos(ln x) − x2 sin(ln x)
ϕ 00 (x) = 5x cos(ln x) − 5x sin(ln x)
Now, if we substitute ϕ 00 , ϕ 0 and ϕ in the equation

x2 ϕ 00 (x) − 5xϕ 0 (x)+ 10ϕ(x) = x2 (5x cos(ln x) − 5x sin(ln x)) − 5x(3x2 cos(ln x)
−x2 sin(ln x)) + 10(x3 cos(ln x))
= 5x3 cos(ln x) − 5x3 sin(ln x) − 15x3 cos(ln x)
+5x3 sin(ln x) + 10x3 cos(ln x)
= 0

12.1 Homogeneous Equation with Constant Coefficients

12.1.1 General Solution, Basis, Initial Solution
Basis
Theorem 12.1.1 If y1 (x) and y2 (x) are both solutions of the linear homogeneous equation y00 + P(x)y0 +
Q(x)y = 0, then the function y(x) = C1 y1 (x) +C2 y2 (x) is also a solution where C1 and C2 are only a
constants.
Definition 12.1.1 The set {y1 (x), y2 (x)} is called a basis or a fundamental system of solution for
y00 + P(x)y0 + Q(x)y = 0, if y1 (x) and y2 (x) are linear independent.
Definition 12.1.2 The wronskian of n functions y1 , y2 , y3 , · · · , yn of (n-1) times differentiable on an

interval I, is defined as
W (x) = W (y1 , y2 , y3 , · · · , yn )
y1 (x) y2 (x) · · · yn
y01 (x) y02 (x) · · · y0n
= .. .. .. ..
. . . .
(n−1) (n−1) (n−1)
y1 y2 ··· yn
Theorem 12.1.2 If W (y1 , y2 , y3 , · · · , yn ) 6= 0 for some x0 ∈ I, then

{y1 , y2 , y3 , · · · , yn } is linearly independent.
Example 12.5 Consider {1, sin2 t, cos2 t}

W (x) = W (1, sin2 t, cos2 t)
1 sin2 t cos2 t
= 0 sin(2t) − sin(2t)
0 2 cos(2t) −2 cos(2t)
= −2 sin(2t) cos(2t) + 2 sin(2t) cos(2t)
= 0
Therefore, {1, sin2 t, cos2 t} is linearly dependent but {t,t 2 , sin2 t} is linearly independent because
W (x) = W (t,t 2 , sin2 t)

t t2 sin2 t
= 0 2t sin(2t)
0 2 2 cos(2t)
= t(4t cos(2t) − 2 sin(2t)) − 1(2t 2 cos(2t) − 2 sin2 t)
= 4t 2 cos(2t) − 2t sin(2t)) − 2t 2 cos(2t) + 2 sin2 t
= 2t 2 cos(2t) − 2t sin(2t)) + 2 sin2 t 6= 0 for all t
Theorem 12.1.3 If y1 (x) and y2 (x) are any two solutions of y00 + P(x)y0 + Q(x)y = 0 and W (x) =
W (y1 , y2 ), then W 0 + P(x)W = 0.
Remark 12.1.4 1. The function y1 (x) and y2 (x) constitute a basis of solution for y00 + P(x)y0 +
Q(x)y = 0 in an interval I of the x-axis if and only if they are linearly independent and if neither
function is a constant multiple of the other on I.
2. Wronskian Test is a simple test whether two solutions; that is, y1 (x) and y2 (x), of the equation
y00 + P(x)y0 + Q(x)y = 0 are linearly dependent or independent on the interval
y1 (x) y2 (x)
W (x) =
y01 (x) y02 (x)
y1 (x) and y2 (x) are linearly independent on I if and only if W (x) 6= 0 on I.
Example 12.6 Consider the solution y1 (x) = cos x and y2 (x) = sin x of the equation y00 + y = 0 for all x
y1 (x) y2 (x)
W (x) = = cos2 x + sin2 x = 1 6= 0
y01 (x) y02 (x)
Therefore, y1 (x) = cos x and y2 (x) = sin x are linearly independent.
General Solution
Definition 12.1.3 The general solution of a differential equation of second order is a function
y = Φ(x,C1 ,C2 ) which is dependent on the arbitrary constants C1 and C2 such that it satisfies the
equation for any values of the constants C1 and C2 .
Theorem 12.1.5 If y1 (x) and y2 (x) are linearly independent solution of y00 + P(x)y0 + Q(x)y = 0, then
the general solution given by y(x) = C1 y1 (x) +C2 y2 (x) where C1 and C2 are arbitrary constants.
Example 12.7 Consider the solution y1 (x) = cos x and y2 (x) = sin x of the equation y00 + y0 = 0 for all
x, then y = C1 cos x +C2 sin x is the general solution for any arbitrary constants C1 and C2 for the equation
y00 + y0 = 0; since y1 (x) = cos x and y2 (x) = sin x are linearly independent.
Initial Condition
Definition 12.1.4 A function obtained from the general solution for specific values of the constants
C1 and C2 for specified initial conditions yx=x0 = y0 ; y0x=x0 = y00 is called a particular solution.
An initial value problem for the second order differential equation consists of finding a solution y of the
differential equation that also satisfies initial condition of the form y(x0 ) = y0 , y0 (x0 ) = y1 , where y0 and
y1 are given constants.
Theorem 12.1.6 If in the equation y00 = f (x, y, y0 ). The function f (x, y, y0 ) and its partial derivatives
with respect to the arguments y, y0 are continuous in some region containing the values x = x0 , y =
y0 , y0 = y00 , then there is one and only one solution , y = y(x), of the equation that satisfies the conditions:
yx=x0 = y0 and y0x=x0 = y00 . These conditions are called initial conditions.
The geometrical meaning of the initial condition is that only one curve passes through a given point
(x0 , y0 ) of the plane with given slope of the tangent line y00 .
Remark 12.1.7 The zero or trivial solution y = 0 is always a solution to y00 + P(x)y0 + Q(x)y = 0, it is
the only solution that satisfies y(x0 ) = 0 and y0 (x0 ) = 0.
Example 12.8 Solve the initial value problem y00 + y0 − 6y = 0, where y(0) = 1, y0 (0) = 0 and the
general solution of the differential equation is y = C1 e2x +C2 e−3x .
Solution: Differentiating the general solution we get y0 (x) = 2C1 e2x − 3C2 e−3x . To satsfy the initial
condition we required that
y0 (0) = 2C1 − 3C2 = 0 ⇒ 2C1 − 3C2 = 0

y(0) = C1 +C2 = 0 ⇒ C1 +C2 = 0
3
From the above equations, C1 = 5 and C2 = 25 . Thus the required solution of the initial value problem is
3 2
y = e2x + e−3x
5 5
12.1.2 Reduction Order
Some differential equation of second order equation of free y; that is, F(x, y0 , y00 ) = 0 can be solved by
reducing it to first order differential equation by letting y0 = u ⇒ y00 = u0 and substituting in to the equation
F(x, y0 , y00 ) = 0, where u as a function of x.
Example 12.9 Solve xy00 + 2y0 = x2 − 1.

Solution: The differential equation is free of y. Let y0 = u ⇒ y00 = u0 , then
xy00 + 2y0 = x2 − 1
0
⇒ xu + 2u = x2 − 1
2 1
u0 + u = x−
x x
2
Let p(x) = x and r(x) = x − 1x , so by first order differential equation
R Z R
u = e− p(x) dx
[ r(x)e p(x) dx
dx]
1 R2
R 2 Z
= e− x dx[ (x − )e x dx dx]
x
1 ln x2
Z
ln 12
= e x [ (x − )e dx]
x
1 1 2
Z
= [ (x − )x dx]
x2 x
1
Z
= (x3 − x) dx
x2
1 1 4 1 2
= [ x − x + c1 ]
x2 4 2
1 2 1 c1
= x − + 2
4 2 x
1 2 1 c1
y0 = x − + 2 since y0 = u
4 2 x
1 3 1 c1
y = x − x − + c2 is the required solution
12 2 x

Similarly, some differential equation of second order equation of free x; that is, F(y, y0 , y00 )
= 0 can be
dy
solved by reducing it to first order differential equation by letting y0 = u; that is, dx = u and treat u as a
function of y; that is
u = u(y) = u(y(x))
du d du dy du
⇒ y00 = = u(y(x)) = =u
dx dx dy dx dy
= uu0
substituting y0 = u and y00 = u du 0 00 0 du
dy in to the equation F(y, y , y ) = 0, we have F(y, u , u dy ) = 0.
Example 12.10 Solve 2yy00 − (y0 )2 = 1.

Solution: The differential equation 2yy00 − (y0 )2 = 1 is free of x. So, put y0 = u and y00 = u du
dy in to the
equation, then
2yy00 − (y0 )2 = 1
du
⇒ 2yu − u2 = 1
dy
du
2yu = u2 + 1
dy
2u 1
2
du = dy separable equation
u +1 y
Integrating both side
ln(u2 + 1) = ln |y| + c
u2 + 1 = c1 y, where c1 = ±ec
p
u = c1 y − 1
dy p
= c1 y − 1
dx
dy
√ = dx
c1 y − 1
p
2 c1 y − 1 = x + c2
y = c3 x 2 + c4 x + c0

12.1.3 Given One Solution to Find Another
Consider the homogeneous differential equation
y00 + P(x)y0 + Q(x)y = 0 (12.2)
suppose a non trivial solution y1 = y1 (x) is given. Now we have to find y2 = y2 (x) which is linear
independent with y1 (x). So, put u(x) = yy2 (x) , since y1 (x) and y2 (x) are linearly independent and u(x) is
1 (x)
not constant.
⇒ y2 = uy1
⇒ y02 = u0 y1 + uy01
⇒ y002 = u00 y1 + u0 y1 + u0 y01 + uy001
= u00 y1 + 2u0 y01 + +uy001
Substituting y2 , y02 and y002 in equation (12.2), we have
y00 + P(x)y0 + Q(x)y = 0

⇔ (u00 y1 + 2u0 y01 + uy001 ) + P(x)(u0 y1 + uy01 ) + Q(x)(uy1 ) = 0
⇔ u00 y1 + 2u0 y01 + P(x)u0 y1 + u(y001 + P(x)y01 + Q(x)y1 ) = 0
⇔ u00 y1 + 2u0 y01 + P(x)u0 y1 = 0, since y001 + P(x)y01 + Q(x)y1 = 0
Applying reduction of order by letting z = u0 , z0 = u00 , then
z0 y1 + z(2y1 + P(x)y1 ) = 0
z0 −2y01
⇔ = − P(x)
z y1
1 −2y01
⇔ dz = ( − P(x)) dx separable equation
z y1
Z
⇔ ln |z| + ln |y1 |2 = − P(x) dx
R
zy21 = e− P(x) dx
or
R
e− P(x) dx
z=
y21
R
du e− P(x) dx
=
dx y21
R
e− P(x) dx
Z
u= dx
y21
R e− R P(x) dx
Therefore, y2 (x) = uy1 (x) = y1 (x) 2y1
dx is another solution of equation (12.2) and which is linearly
independent with y1 .
Example 12.11 Consider x2 y00 − xy0 + y = 0 on I = (0, ∞) and y1 (x) = x is a solution. So, based on the
given one solution we can get the other. First we can rewrite the equation as
1 1
y00 − y0 + 2 y = 0
x x
−1
So, let P(x) = x , then
R
e− P(x) dx
Z
u = dx
y21
− ( −1
R
e x ) dx
Z
= dx
x2
x
Z
= dx
x2
= ln |x|
= ln x, since I = (0, ∞)
y2 (x) = y1 (x)u
= x ln x
Therefore, y = C1 x +C2 x ln x is the general solution of the given differential equation.
12.1.4 Real Root, Complex Roots, Double Root of the Characteristic Equation
Definition 12.1.5 y00 + Py0 + Qy = 0, where P and Q are constants are called homogeneous equations
with constant coefficients.
d d dy 0 d
Let D stands for the operator dx ; that is, D = dx . Then Dy = dx = y and (D − c)y = ( dx − c)y, where c is a
2
d y 3
d y
constant. Similarly, for higher derivatives, D2 y = dx 3
2 , D y = dx3 and so on. For example, D sin θ = cos θ ,
D2 sin θ = − sin θ etc.
For a homogeneous linear ordinary differential equation y00 + Py0 + Qy = 0 with constant coefficients we
can introduce the second order differential operator
f (D) = D2 + PD + QI
where I is the identity operator defined by Iy = y. Then we can write that ordinary equation as
f (D)y = (D2 + PD + QI)y = 0
If f (D) = 0 or D2 +PD+QI = 0 is called the auxiliary equation for y00 +Py0 +Qy = 0. Since Deλ x = λ eλ x
and D2 eλ x = λ 2 eλ x , then we obtain
f (D)eλ x = (D2 + PD + QI)eλ x

= (λ 2 + Pλ + Q)eλ x
= f (λ )eλ x
= 0
This confirms that eλ x is a solution of the differential equation y00 + Py0 + Qy = 0 if and only if λ is a
solution of the auxiliary equation f (λ ).
Example 12.12 The differential equation
d2y dy
2
+ 5 + 6y = 0
dx dx
has symbolic form (D2 + 5D + 6I)y = 0 and D2 + 5D + 6I = 0 is its auxiliary equation.
Theorem 12.1.8 If f (D) is a polynomial in D and f (λ ) = 0, where λ ∈ R, then f (D)eλ x = 0.
Corollary 12.1.9 If f (D) is a polynomial in D with constant coefficients, then eax f (D)y = f (D −
a)eax y.
Example 12.13 Factor f (D) = D2 − 3D − 40I and solve f (D)y = 0.

Solution: D2 − 3D − 40I = (D − 8I)(D + 5I) because I 2 = I. Now (D − 8I)y = y0 − 8y = 0 has the solution
y1 = e8x . Similarly, the solution of (D + 5I)y = 0 is y2 = e−5x . This is a basis of f (D)y = 0 on any interval.
From the factorization we obtain the ordinary differential equation, as expected
(D − 8I)(D + 5I)y = (D − 8I)(y0 + 5y)

= D(y0 + 5y) − 8(y0 + 5y)
= y00 + 5y0 − 8y − 40y
= y00 − 3y0 − 40y
= 0
Verify that this agree with the result of the previous method. This is not unexpected because we factored
f (D) in the same way as the characteristic polynomial f (λ ) = λ 2 − 3λ − 40.
Remark 12.1.10 We shall seek a solution of y00 + Py0 + Qy = 0 in the form of y = eλ x . Substituting
y = eλ x in to y00 + Py0 + Qy = 0, we find that number λ must satisfy the equation
λ 2 + Pλ + Q = 0
Since y00 = λ 2 eλ x , y0 = λ eλ x and y = eλ x . So, here

1. The equation λ 2 + Pλ + Q = 0 is called a characteristic equation (auxiliary equation) like
D2 + PD + QI = 0
2. λ is a root of the equation λ 2 + Pλ + Q = 0.
We have three cases for the solution of the second order homogeneous linear equations with constant
coefficients.
• Case I: If ( P2 )2 − Q > 0, the characteristic equation λ 2 + Pλ + Q = 0 has two distinct roots λ1 and
λ2 ; that is, r r
−P P 2 −P P
λ1 = + ( ) − Q and λ2 = − ( )2 − Q
2 2 2 2
In this case we have two linearly independent solution y = eλ1 x and y = eλ2 x . Therefore, the general
solution will be y = C1 eλ1 x +C2 eλ2 x .
• Case II: If ( P2 )2 − Q = 0, the characteristic equation λ 2 + Pλ + Q = 0 has double roots; that is,
λ1 = λ = λ2 . So, y1 (x) = eλ x is one of solution and by reduction method y2 (x) = xeλ x is another
solution. Therefore, the general solution will be
y = C1 eλ x +C2 xeλ x
Consider y1 (x) = eλ x and y2 (x) = xeλ x , here y1 and y2 are linearly independent with each other.
• Case III: If ( P2 )2 − Q < 0, the characteristic equation λ 2 + Pλ + Q = 0 has complex roots; that is,
r
−P P
λ1 = ± i Q − ( )2
2 2
q
4Q−P2
For convenience, write α = −P 2 and β = 2 . So, the roots of the characteristic equation are
λ = α ± iβ ; that is, λ1 = α + iβ and λ2 = α − iβ . This yields two solutions
y1 (x) = e(α+iβ )x and y2 (x) = e(α−iβ )x
They are linearly independent because the wronskian is
e(α+iβ )x e(α−iβ )x
W (x) = = −2iβ e2αx 6= 0
(α + iβ )e(α+iβ )x (α − iβ )e(α−iβ )x
Therefore, the general solution will be y = C1 e(α+iβ )x +C2 e(α−iβ )x .
Remark 12.1.11 eiθ = cos θ + i sin θ is Euler’s Equation

By using Euler’s Equation, we can rewrite the general solution
y = C1 e(α+iβ )x +C2 e(α−iβ )x
as y = eαx (C3 cos β x +C4 sin β x), where C3 = C1 +C2 and C4 = i(C1 −C2 )
Example 12.14 Find the general solution y00 + y0 − 6y = 0.

Solution: Let y(x) = eλ x . Then y0 (x) = λ eλ x and y00 (x) = λ 2 eλ x . If we substitute those values in to
y00 + y0 − 6y = 0
y00 + y0 − 6y = 0 ⇒ λ 2 eλ x + λ eλ x − 6eλ x = 0
⇒ (λ 2 + λ − 6)eλ x = 0
⇒ (λ 2 + λ − 6) = 0 since eλ x > 0 for all x
So, the auxiliary equation is λ 2 + λ − 6 = 0 ⇒ λ1 = 2 and λ2 = −3. Here y1 (x) = e2x and y2 (x) = e−3x
are linearly independent with each other. The general solution of the given differential equation is
y(x) = C1 e2x +C2 e−3x
Example 12.15 Solve the initial value problem y00 + y0 − 6y

= 0, where y(0) = 1 and y0 (0) = 0.
Solution: The auxiliary equation is λ 2 + λ − 6 = 0 ⇒ λ1 = 2 and λ2 = −3. The general solution of the
given differential equation is
y(x) = C1 e2x +C2 e−3x
Differentiating this solution, we get
y0 (x) = 2C1 e2x − 3C2 e−3x
This satisfy the initial conditions we required that y0 (0) = 2C1 − 3C2 = 0 and y(0) = C1 +C2 = 1. This
implies C1 = 35 and C2 = 25 . Thus the required solution of the initial value problem is
3 2
y(x) = e2x + e−3x
5 5

Example 12.16 Solve the general solution for y00 − 6y0 + 9y = 0.

y00 − 6y0 + 9y = 0
y00 − 6y0 + 9y = 0 ⇒ λ 2 eλ x − 6λ eλ x + 9eλ x = 0

⇒ (λ 2 − 6λ + 9)eλ x = 0
⇒ (λ − 3)2 = 0, since eλ x > 0 for all x
So, by reduction order and Case II the general solution is
y(x) = C1 e3x +C2 xe3x
Example 12.17 Solve the equation y00 − 6y0 + 13y = 0.

y00 − 6y0 + 13y = 0
y00 − 6y0 + 13y = 0 ⇒ λ 2 eλ x − 6λ eλ x + 13eλ x = 0

⇒ (λ 2 − 6λ + 13)eλ x = 0
⇒ λ 2 − 6λ + 13 = 0 since eλ x > 0 for all x
√
6± 36−52
So, the auxiliary equation is λ 2 − 6λ + 13 = 0 ⇒ λ = 2 = 3 ± 2i; that is, α = 3 and β = 2. The
general solution of the given differential equation is
y(x) = e3x (C1 cos 2x +C2 sin 2x)
Example 12.18 Solve the initial value problem y00 + y0 = 0, where y(0) = 2 and y0 (0) = 3.
y00 + y0 = 0
y00 + y0 = 0 ⇒ λ 2 eλ x + eλ x = 0
⇒ (λ 2 + 1)eλ x = 0
⇒ λ 2 + 1 = 0 since eλ x > 0 for all x
So, the auxiliary equation is λ 2 + 1 = 0 ⇒ λ = ±i; that is, α = 0 and β = 1. The general solution of the
given differential equation is
y(x) = C1 cos x +C2 sin x
If we differential the solution we have y0 (x) = −C1 sin x +C2 cos x
y(0) = C1 cos 0 +C2 sin 0 = 2 ⇒ C1 = 2

y0 (0) = −C1 sin 0 +C2 cos 0 = 3 ⇒ C2 = 3
Therefore, the solution of the initial value problem is
y = 2 cos x + 3 sin x
Example 12.19 Solve the initial value problem y00 + y0 − 2y = 0, y(0) = 4, y0 (0) = −5.
Solution: The characteristic equation is
λ2 +λ −2 = 0
Its roots are λ1 = 1 and λ2 = −2. So that we can obtain the general solution
y = C1 ex +C2 e−2x
Now, we can to find the particular solution from the general solution and y0 (x) = C1 ex − 2C2 e−2x . So.
y(0) = C1 +C2 = 4
y0 (0) = C1 − 2C2 = −5
Hence C1 = 1 and C2 = 3. This gives y = ex + 3e−2x is the particular solution.
Example 12.20 Solve the initial value problem y00 + y0 + 41 y = 0, y(0) = 3, y0 (0) = − 72 .
Solution: The characteristic equation is
1 1
λ2 +λ + = (λ + )2 = 0
4 2
Its has the double rootλ = 21 . This gives the general solution
1
y = (C1 +C2 x)e− 2 x
1 1
We need is derivative y0 (x) = C2 e− 2 x − 21 (C1 +C2 x)e− 2 x . From this and the initial conditions we obtain
y(0) = C1 = 3
1 7
y0 (0) = C2 − C1 = −
2 2
1
Hence C1 = 3 and C2 = −2. This gives y = (3 − 2x)e− 2 x is the particular solution.
12.2 Non-homogeneous Equation with constant Coefficients

The equation y00 + Py0 + Qy = R(x), where P and Q are constants and R(x) depends solely on x (or is
constant) is called a second-order linear differential equation with constant coefficients. If R(x) = 0,
then the equation is called second-order homogeneous equation, otherwise, it is called second-order non
homogeneous equation.
Theorem 12.2.1 The general solution of the non-homogeneous differential equation y00 + Py0 + Qy =
R(x) can be
y(x) = y p (x) + yc (x)
where y p (x) is a particular solution of y00 + Py0 + Qy = R(x) and yc (x) is a complementary solution of
y00 + Py0 + Qy = 0
There are two methods for finding the particular solution

1. The method of undetermined coefficients
2. The method of variation of parameters
12.2.1 The method of undetermined coefficients

Let y00 + Py0 + Qy = R(x).
• Case I: If R(x) is a polynomial function, then y p (x) is a polynomial of the same degree as R(x).
• Case II:If R(x) is of the form aerx , where a and r are constants, and
1. If r is not a root of the auxiliary equation, then y p (x) = a1 erx
2. If r is a root of multiple one, then y p (x) = a1 xerx
3. If r is a double root( multiple two), then y p (x) = a1 x2 erx
• Case III: If R(x) is either a cos γx or a sin γx, and
1. If iγ is not a root of the characteristic equation, then
y p (x) = a1 sin γx + a2 cos γx
2. If iγ is a root of the characteristic equation, then
y p (x) = a1 x sin γx + a2 x cos γx
Example 12.21 Solve the equation
y00 + y0 − 2y = x2
Solution: The auxiliary equation is λ 2 + λ − 2 = 0 ⇒ λ1 = 1 and λ2 = −2. Therefore yc = C1 ex +C2 e−2x .
For R(x) = x2 , we have y p (x) = c0 + c1 x + c2 x2 with the same degree as R(x). So,
y p (x) = c0 + c1 x + c2 x2
⇒ y0p (x) = c1 + 2c2 x
y00 (x) = 2c2
−3 −1 −1
Substituting the above equations in y00 + y0 − 2y = x2 , we have c0 = 4 , c1 = 2 and c2 = 2 . So,
y p (x) = − 34 − 21 x − 12 x2 . Therefore, the general solution is
y = yc + y p
3 1 1
= C1 ex +C2 e−2x − − x − x2
4 2 2

Example 12.22 Find a particular solution of the equation y00 − 6y0 + 9y = e3x .
Solution: The corresponding characteristic equation is λ 2 − 6λ + 9 = 0 ⇒ (λ − 3)2 = 0, which is a double
root λ = 3. So, y p (x) = cx2 e3x . By finding the differential values of y p and substituting in the differential
equation we will have c = 12 . Therefore,
1
y p (x) = x2 e3x
2

Functions Annihilator
am xm + am−1 xm−1 + · · · + a1 x + a0 Dm+1
eαx D−α
m
x eαx (D − α)m+1
sin(β x) or cos(β x) D2 + β 2
xm sin(β x) or xm cos(β x) (D2 + β 2 )m
eαx sin(β x) or eαx cos(β x) D − 2αD + (α 2 + β 2 )
2
x eαx sin(β x) or xm eαx cos(β x)

m (D − 2αD + (α 2 + β 2 ))m+1
2
Example 12.23 Find a particular solution of the equation y00 + 2y0 + 2y = sin x.
Solution: The characteristic equation λ 2 + 2λ + 2 = 0 ⇒ λ = −1 ± i. So, α = −1 and β = 1. Here
yc = e−x [C1 cos x +C2 sin x]. The complex number i is not a solution of the characteristic equation. So,
the term sin x on the right side of the differential equation contributes a term
y p (x) = c1 sin x + c2 cos x

y0p (x) = c1 cos x − c2 sin x
y00p (x) = −c1 sin x − c2 cos x
1
By finding the differential values of y p and substituting in the differential equation we will have c1 = 5
and c2 = − 52 . Therefore,
1 2
y p (x) = sin x − cos x
5 5
Thus, y(x) = yc (x) + y p (x) = C1 e(−1−i)x +C2 e(−1+i)x + 15 sin x − 52 cos x.
Annihilator
Sometimes, the function R(x) in the second order differential equation y00 + Py0 + Qy = R(x) is a combi-
nation of different function. In such a case, it is simple to use the annihilators.
d
Definition 12.2.1 Let D = dx (differential operator), if a differential operator, say A, applied to a
function, say R(X), results zero; that is, AR(x) = 0, the operator A is said to be the annihilator of R(x).
Example 12.24 f (x) = x annihilated by D2 ; that is, D2 x = 0, g(x) = 8x3 − 5 annihilated by D4 since
D4 (8x3 − 5) = 0.
The Annihilator Method

We can use the annihilator method if R(x) and all of its derivatives are a finite set of linearly independent
functions. That is, R(x) must be one of Polynomial, Sine or cosine, Exponential (this includes hyperbolic
sine and hyperbolic cosine like xm eα x, xm cos(β x), xm sin(β x) ) or a linear combination of those.
Annihilator Table
2
It is difficult to find the annihilators for the functions like ex , log x, tan x.
Steps to solve f (D)y = R(x) using Annihilator

The differential equation f (D)y = R(x) has constant coefficients and the function R(x) consists of finite
sums and products of constants, polynomials, exponential functions (eαx ), sine and cosine functions.
• Step 1: Write the differential equation in factored operator form.
• Step 2: Solve the homogeneous case f (D) = 0 and get yc .
• Step 3: Apply the annihilator of R(x) to both sides of the differential equation to obtain a new
homogeneous differential equation.
• Step 4: Identify the basic form of the solution to the new differential equation and rewrite a
particular candidate solution y∗ p as y∗ p = ∑ Li eλi x , where λi is unknown constants. .
• Step 5: Delete all those terms eλi x from the the particular candidate solution y∗ p = ∑ Li eλi x which
is duplicated from the complementary solution yc found in Step 2, the remaining sum will be y p
solution.
• Step 6: Determine the specific coefficients for the particular solution y p .
• Step 7: With the particular solution y p found in Step 6 and complementary solution yc found in step
2 form the general solution y = yc + y p of the differential equation.
Example 12.25 Solve 3y00 − y0 − 2y = 2x2 + 6x − 4 with undetermined coefficient.
Solution:
• Step 1: The differential equation in factored operator form 3y00 − y0 − 2y = 2x2 + 6x − 4 is
(3D2 − D − 2)y = 2x2 + 6x − 4
• Step 2: Now we can solve the homogeneous f (D) = 0 as
3D2 − D − 2 = 0
So auxiliary equation for homogeneous is
3λ 2 − λ − 2 = 0
(λ − 1)(3λ + 2) = 0
2
⇒ λ1 = 1 and λ2 = −
3
Therefore, the complementary solution is
2
yc = C1 ex +C2 e− 3 x
• Step 3: Now, we identify the annihilator of the right side 3y00 − y0 − 2y = 2x2 + 6x − 4 of the
non-homogeneous equation
D3 (2x2 + 6x − 4) = 0
We apply the annihilator D3 to both sides of the equation (3D2 − D − 2)y = 2x2 + 6x − 4 to obtain
a new homogeneous equation
D3 (3D2 − D − 2)y = D3 (2x2 + 6x − 4)
3 2
D (3D − D − 2)y = 0 since D3 (2x2 + 6x − 4) = 0
D3 (D − 1)(3D + 2)y = 0
3
D (D − 1)(3D + 2) = 0
⇒ λ 3 (λ − 1)(3λ + 2) = 0
2
⇒ λ1 = 0, λ2 = 0, λ3 = 0, λ4 = 1 and λ5 = −
3
• Step 4: The candidate particular solution is given by
⇒ y∗ p = Aeλ1 x + Bxeλ2 x +Cx2 eλ3 x + Dxeλ4 x + Eeλ5 x
since at λ = 0 is triple root by reduction order
2
= Ae0x + Bxe0x +Cx2 e0x + Dex + Ee− 3 x
2
= A + Bx +Cx2 + Dex + Ee− 3 x
2
• Step 5: Delete the duplicate terms ex and e− 3 x in y∗ p , then y p = A + Bx +Cx2 .
• Step 6: Find first and second derivatives of y p = A + Bx +Cx2 ,
yp = A + Bx +Cx2
⇒ y0p = B + 2Cx
⇒ y00p = 2C
Substituting y p , y0p and y00p in 3y00 − y0 − 2y = 2x2 + 6x − 4, we have 3(2C) − (B + 2Cx) − 2(A + Bx +
Cx2 ) = 2x2 + 6x − 4, so A = 0, B = −2 and C = −1. Hence
y p = −2x − x2
• Step 7: Therefore, the general solution is
y = yc + y p
1
= C1 ex +C2 e− 2 x − 2x − x2
Example 12.26 Solve y00 − 4y0 + 3y = 4ex − e2x .

Solution:
• Step 1: The differential equation in factored operator form y00 − 4y0 + 3y = 4ex − e2x is
(D2 − 4D + 3)y = 4ex − e2x
D2 − 4D + 3 = 0
So auxiliary equation for homogeneous is
λ 2 − 4λ + 3 = 0
(λ − 1)(λ − 3) = 0
⇒ λ1 = 1 and λ2 = 3
Therefore, the complementary solution is
yc = C1 ex +C2 e3x
• Step 3: Since (D − 1)ex = 0 and (D − 2)e2x = 0, the annihilator of 4ex − e2x is (D − 1)(D − 2), then
apply (D − 1)(D − 2) to both sides of y00 − 4y0 + 3y = 4ex − e2x , we have
y00 − 4y0 + 3y = 4ex − e2x

⇒ (D2 − 4D + 3)y = 4ex − e2x
⇔ (D − 1)(D − 2)(D2 − 4D + 3)y = (D − 1)(D − 2)(4ex − e2x )
⇔ (D − 1)(D − 2)(D2 − 4D + 3)y = 0
(D − 1)(D − 2)(D2 − 4D + 3) = 0
(D − 1)(D − 2)(D − 1)(D − 3) = 0
(λ − 1)(λ − 2)(λ − 1)(λ − 3) = 0
⇒ λ1 = 1, λ2 = 2, λ3 = 1 and λ4 = 3
• Step 4: The candidate particular solution will be
⇒ y∗ p = Aeλ1 x + Beλ2 x +Cxeλ3 x + Dxeλ4 x

since at λ = 1 is double root by reduction order
= Aex + Be2x +Cxex + De3x
• Step 5: Delete the duplicate terms ex and e3x in y∗ p , then

• Step 6: Find first and second derivatives of y p = Be2x +Cxex ,
yp = Be2x +Cxex
⇒ y0p = 2B2x +Cex +Cxex
⇒ y00p = 4B2x + 2Cex +Cxex
Substituting y p , y0p and y00p in y00 − 4y0 + 3y = 4ex − e2x , we have
(4B2x + 2Cex +Cxex ) − 4(2B2x +Cex +Cxex ) + 3(Be2x +Cxex ) = 4ex − e2x
So B = 1 and C = −2. Hence

y p = e2x − 2xex
• Step 7: Therefore, the general solution will be

y = yc + y p
= C1 ex +C2 e3x + e2x − 2xex

Example 12.27 Solve y00 + 8y = 5x + 2e−x

with undetermined coefficient.
Solution:
• Step 1: The differential equation in factored operator form y00 + 8y = 5x + 2e−x is
(D2 + 8)y = 5x + 2e−x
D2 + 8 = 0
√
So auxiliary equation for homogeneous is λ 2 + 8 = 0 ⇒ λ = ±2 2i it is a complex root. Therefore,
the complementary solution is
√ √
yc = C1 cos(2 2x) +C2 sin(2 2x)
• Step 3: Since D2 5x = 0 and (D + 1)2e−x = 0, the annihilator of 5x + 2e−x is D2 (D + 1), then apply
D2 (D + 1) to both sides of y00 + 8y = 5x + 2e−x , we have
y00 + 8y = 5x + 2e−x
2
⇒ (D + 8)y = 5x + 2e−x
⇔ D2 (D + 1)(D2 + 8)y = D2 (D + 1)(5x + 2e−x )
⇔ D2 (D + 1)(D2 + 8)y = 0
2 2
D (D + 1)(D + 8) = 0
λ 2 (λ + 1)(λ 2 + 8) = 0
√ √
⇒ λ1 = 2 2i, λ2 = −2 2i, λ3 = 0, λ4 = 0 and λ5 = −1
• Step 4: The candidate particular solution will be
⇒ y∗ p = Aeλ1 x + Beλ2 x +Ceλ3 x + Dxeλ4 x + Eeλ5 x
since at λ = 0 is double root by reduction order, we have
√ √
= Ae2√2ix + Be−2√2ix +Ce0x + Dxe0x + Ee−1x
= Ae2 + Be−2 2ix +C + Dx + Ee−x
2ix
√ √
= F cos(2 2x) + G sin(2 2x) +C + Dx + Ee−x
since F = A + B and G = (A − B)i
√ √
• Step 5: Delete the duplicate terms cos(2 2x) and sin(2 2x) in y∗ p , then
y p = C + Dx + Ee−1
• Step 6: Find first and second derivatives of y p = C + Dx + Ee−x ,
yp = C + Dx + Ee−x
⇒ y0p = D − Ee−x
⇒ y00p = Ee−x
Substituting y p , y0p and y00p in y00 + 8y = 5x + 2e−x , we have Ee−1 + 8(C + Dx + Ee−x ) = 5x + 2e−x ,
so C = 0, D = 58 and E = 92 . Hence, y p = 85 x + 29 e−1
• Step 7: Therefore, the general solution will be
y = yc + y p
√ √ 5 2
= C1 cos(2 2x) +C2 sin(2 2x) + x + e−x
8 9

12.2.2 The method of variation of parameters

Let yc = C1 y1 +C2 y2 for y00 + Py0 + Qy = 0, where y1 and y2 are any two linearly independent solution and
C1 and C2 are any constant numbers. Then the method of variation of parameters says y p (x) = u1 y1 + u2 y2 ,
where u1 and u2 variables. So, by variation of parameters
y2 (x)R(x) y1 (x)R(x)
Z Z
u1 = − dx and u2 = dx
W (y1 , y2 ) W (y1 , y2 )
Example 12.28 Use the variation method to obtain a particular solution of the ordinary differential
x
equation y00 − 2y0 + y = ex .
Solution: The auxiliary equation is
λ 2 − 2λ + 1 = 0
⇒ yc = C1 ex +C2 xex
ex
and R(x) = x and
ex xex
W (x) = = e2x
ex ex + xex
Then
y2 (x)R(x)
Z
u1 = − dx
W (y1 , y2 )
x
xex ex
Z
= − dx
Z
e2x
= − dx
= −x
y1 (x)R(x)
Z
u2 = dx
W (y1 , y2 )
x
ex ex
Z
= dx
e2x
1
Z
= dx
x
= ln |x|
Therefore,
y p (x) = u1 y1 + u2 y2
= −xex + ln |x|(xex )
= (−1 + ln |x|)xex
Example 12.29 Use the variation method to obtain a general solution of the ordinary differential
equation y00 − 5y0 + 6y = 4e2x .
Solution: The auxiliary equation is λ 2 − 5λ + 6 = 0 ⇒ λ1 = 2 or λ2 = 3. Therefore, y1 (x) = e2x , y2 = e3x
and R(x) = 4ex . So, the complementary solution is yc = C1 e2x + C2 e3x . Next, compute the wronskian
function of y1 and y2
e2x e3x
W (x) = = e5x
2e2x 3e3x
12.3 Euler’s Cauchy Equation 17
Then
y2 (x)R(x)
Z
u1 = − dx
W (y1 , y2 )
e3x 4e2x
Z
= − dx
Z
e5x
= − 4 dx
= −4x
y1 (x)R(x)
Z
u2 = dx
W (y1 , y2 )
e2x 4e2x
Z
= dx
Z
e5x
= 4 e−x dx
= −4e−x
Therefore,
yp = u1 y1 + u2 y2
= −4xe2x − 4e−x e3x
= −4xe2x − 4e2x
= −4e2x (x + 1)
The general solution is
y = yc + y p
= C1 e2x +C2 e3x − 4e2x (x + 1)
12.3 Euler’s Cauchy Equation

Definition 12.3.1 Any differential equation of the form
an xn Dn y + an−1 xn−1 Dn−1 y + · · · + a1 xDy + a0 y = 0
where an , an−1 , · · · , a1 , a0 are constants is called Euler’s differential equation.
The second order Euler Equation (Cauchy equation) has a form
x2 y00 + axy0 + by = 0 (12.3)
where a and b are constants and x 6= 0. It can be solved by purely algebraic manipulations. Indeed
substitution y = xλ and its derivatives in to the differential equation (12.3),we get
x2 λ (λ − 2)xλ −2 + axλ xλ −1 + bxλ = 0

⇒ λ (λ − 1)xλ + aλ xλ + bxλ = 0
⇒ (λ (λ − 1) + aλ + b)xλ = 0
⇒ (λ (λ − 1) + aλ + b) = 0
Thus,
λ 2 + (a − 1)λ + b = 0 (12.4)
Therefore, y = xλis a solution if λ 2 + (a − 1)λ +b = 0
Let λ1 and λ2 be roots of equation (12.4)
• Case I: If λ1 6= λ2 and real. The general solution is
y = C1 xλ1 +C2 xλ2 , x > 0
If λ is not rational number, then xλ is denoted by xλ = eλ ln x .

• Case II: If λ1 = λ2 and real, then y1 (x) = xλ1 , y2 (x) = xλ1 ln x by reduction of order. Hence the
general solution is
y = C1 y1 +C2 y2
= C1 xλ1 +C2 xλ1 ln x
= (C1 +C2 ln x)xλ1 , x > 0
• Case III: If λ1 and λ2 complex roots, suppose that the roots λ1 and λ2 are complex conjugates say
λ1 = α − β i and λ2 = α + β i with β 6= 0. We must now explain what is meant by xλ when λ is
complex.
Remember that xλ = eλ ln x . So,
xα±β i = e(α±β i) ln x
= eα ln x · e(β ln x)i
= xα (cos(β ln x) ± i sin(±β ln x))
The general solution y = C1 y1 +C2 y2 = C1 xα cos(β ln x) +C2 xα (sin(β ln x)

Example 12.30 Solve 2x2 y00 + 3xy0 − y = 0 where x > 0.
Solution: Substitute y = xλ gives
2x2 (λ (λ − 1)xλ −2 ) + 3x(λ xλ −1 ) − xλ = 0

⇒ 2λ (λ − 1)xλ + 3λ xλ ) − xλ = 0
⇒ xλ (2λ (λ − 1) + 3λ − 1) = 0
⇒ 2λ 2 − 2λ + 3λ − 1 = 0
⇒ 2λ 2 + λ − 1 = 0
⇒ (2λ − 1)(λ + 1) = 0
1
⇒ λ1 = or λ2 = −1
2
1
Therefore, y(x) = C1 x 2 +C2 x−1 , where x > 0.
Example 12.31 Solve 4x2 y00 − 4xy0 + 3y = 0, where x > 0.

4x2 (λ (λ − 1)xλ −2 ) − 4x(λ xλ −1 )3xλ = 0 of x > 0

⇒ 4λ (λ − 1)xλ − 4λ xλ ) + 3xλ = 0
⇒ (4λ 2 − 4λ )xλ − 4λ xλ + 3xλ = 0
⇒ xλ ((4λ 2 − 4λ ) − 4λ + 3) = 0
⇒ 4λ 2 − 8λ + 3 = 0
⇒ (2λ − 3)(2λ − 1) = 0
3 1
⇒ λ1 = or λ2 =
2 2
3 1
Therefore, y(x) = C1 x 2 +C2 x 2 .
12.4 Linear ODE of Higher Order; System of ODE of Higher Order 19
Example 12.32 Solve x2 y00 + 5xy0 + 4y = 0, where x > 0.

Solution: Substitute y = xλ gives xλ (λ 2 + 4λ + 4) = 0, hence, λ1 = λ2 = −2 and the general solution
y = (C1 +C2 ln x)x−2
= x−2 (C1 +C2 ln x) where x > 0

Example 12.33 Solve x2 y00 + xy0 + y = 0, where x > 0.

x2 (λ 2 − 1)xλ + xλ xλ −1 + xλ = 0
⇒ (λ 2 − λ )xλ + λ xλ + xλ = 0
⇒ xλ (λ 2 − λ + λ + 1) = 0
⇒ λ2 +1 = 0
⇒ λ = ±i
From the above α = 0 and β = 1. There, the general solution is
y(x) = C1 xi +C2 x−i = C3 cos(ln x) +C4 sin(ln x)

12.4 Linear ODE of Higher Order; System of ODE of Higher Or-

der
A system of differential equations is a collection of equations in several unknown functions and their
derivatives, each equation having at least one derivative. A system is called linear if the unknown functions
and their derivatives enter each of the equations only to the first power. A linear system is of normal form
when it is solved for all derivatives.
Example 12.34 The system of differential equations
dx 3
= x − y + t2
dt 2
dy
= −4x − 2y + 4t + 1
dt
is linear and is of normal form. We can eliminate from the linear system all unknowns (and their
derivatives) except one, by adjoining to it the equations derived by differentiation. The resulting equation
will contain one unknown function and its derivative of first and higher order. Finding the unknown
function of this equation, we substitute its expression into the given equation and find the remaining
unknown functions.
Example 12.35 Solve the linear system

dx 3
= x − y + t2 (12.5)
dt 2
dy
= −4x − 2y + 4t + 1 (12.6)
dt
Solution: To eliminate y and dy
dt , differentiate equation (12.5). This yields
d 2 x dx dy
= − + 3t (12.7)
dt 2 dt dt
From equation (12.5) we find the expression of y in terms of t, x and dx
dt . Substitute in to equation (12.6),
dy
we get the expression dt in terms of the same quantities. Substitute this expression in to equation (12.7),
we get a second-order linear equation
d 2 x dx
+ − 6x = 3t 2 − t − 1 ⇔ x00 + x0 − 6x = 3t 2 − t − 1 (12.8)
dt 2 dt
First we have to find the homogeneous solution for x00 + x0 − 6x = 3t 2 − t − 1. The characteristic equation
is λ 2 + λ − 6 = 0.
λ2 +λ −6 = 0
(λ − 2)(λ + 3) = 0
λ1 = 2 and λ2 = −3
Therefore, x(t) = C1 e2x +C2 e−3x is a complementary solution.

Next, we have to find a particular solution for x00 + x0 − 6x = 3t 2 − t − 1. Since R(x) is a polynomial
function of degree 2, our particular solution will be x p = a2 x2 + a1 x + a0 . So,
xp = a2 x2 + a1 x + a0
x0p = 2a2 x + a1
x00p = 2a2
Substituting this, we have a2 = − 12 . Hence, x p (t) = − 12 x2 . Therefore, the general solution is
1
x = C1 e2t +C2 e−3t − t 2
2
This expression is substituted in to equation (12.5) and we find the second unknown function
dx 3
y = − + x + t2
dt 2
= −C1 e2t + 4C2 e−3t + t 2 − t
12.5 Exercise 21
12.5 Exercise
1. Find the differential equation of the family of circles of radius r whose center lies on the x-axis.
dy 2
Ans. y2 [( dx ) + 1] = r2
2. Find the differential equation of the family of parabolas with foci at the origin and axis along the
x-axis.
dy 2 dy
Ans. y( dx ) + 2x dx −y = 0
Hint: the equation of the parabolas with foci at the origin and axis along the x-axis
p is given by
x2 + y2 = x+c
12
.
3. Find the solution of the differential equation y0 = 12 (y2 − 1), then satisfy the initial condition
y(0) = 2.
3+ex
Ans. y = 3−ex
4. Find a particular solution for the differential equation y0 = 1 + 4y2 , y(0) = 0

Ans. 1
2 tan−1 ( 2y ) = x + c0
5. Find a particular solution for the differential equationy0 = y − x, y(0) = 3
Ans. y = x + 1 + 2ex
6. Find the general solution for the differential equation yy0 + 36x = 0.
Ans. y2 + 36x2 = c0
4x2 +y2
7. Find the general solution for the differential equation y0 = xy .
p
Ans. y = 2x2 (c + 4 ln x)
8. Find a particular solution for the differential equation 2xyy0 = 3y2 + x2 , y(1) = 2
x3 1
Ans. y2 +x2
= 5
9. Find the general solution (2x + 1y − xy2 )dx + (2y + 1x − yx2 )dy = 0.
Ans. c0 = x2 = xy + xy + y2
dy
10. Find the general solution for the differential equation dx + xy = x3 y3 .
1
Ans. y = q
2
x2 +1+c0 ex
11. Find the general solution for the differential equation (x2 − y)dx + xdy = 0.
Ans. x − xy = c0
12. Find the general solution for the differential equation (x2 + y2 )dx + (x − 2y)dy = 0.
x3
Ans. 3 − xy − y3 = c0
13. Find the general solution for the differential equation (y − 3x2 )dx − (4y − x)dy = 0.
Ans. 2y2 − xy + xy + x3 = c0
14. Find the general solution for the differential equation (2x tan ydx + (x2 − 2 sin y)dy = 0.
Ans. x2 sin y + 2 sin2 y = c
15. Find the general solution for the differential equation 3y2 y0 − ay3 − x − 1 = 0.
Ans. a2 y3 = ceax − a(x + 1) − 1

x2
16. Find the general solution for the differential equation y0 + 4x2 y = (4x2 − x)e− 2 .
x2 4x3
Ans. y = e− 2 + ce− 3
17. Find the initial value problem for the differential equation y0 + 2y sin 2x = 2ecos 2x , y(0) = 0.
Ans. y = 2xecos 2x
1
18. Find the initial value problem for the differential equation y0 + xy2 = 2xe x , y(1) = 14
1
Ans. y = e x (x2 + 14
e − 1)
0 3
19. Solve the for the differential equation y − ( x+1 )y = (x + 1)3 .
Ans. y = (x + 1)3 (x + c0 )
√
20. Solve the differential equation xy0 + y = x.
2√ c0
Ans. y = 3 x+ x

Ordinary Differential Equation of Second Order

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Ordinary Differential Equation of Second Order

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Chapter 12

Ordinary Differential Equation of

12.2 Non-homogeneous Equation with constant Coefficients 13

12.3 Euler’s Cauchy Equation 19

12.4 Linear ODE of Higher Order; System of ODE of Higher Order 21

y00 + P(x)y0 + Q(x)y = R(x) (12.1)

differential equation at each point of I; that is, for all x in I

F(x, ϕ(x), ϕ 0 (x), ϕ 00 (x)) = 0

Now, if we substitute ϕ 00 , ϕ 0 and ϕ in the equation

12.1 Homogeneous Equation with Constant Coefficients

Definition 12.1.2 The wronskian of n functions y1 , y2 , y3 , · · · , yn of (n-1) times differentiable on an

Theorem 12.1.2 If W (y1 , y2 , y3 , · · · , yn ) 6= 0 for some x0 ∈ I, then

Example 12.5 Consider {1, sin2 t, cos2 t}

W (x) = W (t,t 2 , sin2 t)

y1 (x) and y2 (x) are linearly independent on I if and only if W (x) 6= 0 on I.

Therefore, y1 (x) = cos x and y2 (x) = sin x are linearly independent.

y0 (0) = 2C1 − 3C2 = 0 ⇒ 2C1 − 3C2 = 0

12.1.2 Reduction Order

Example 12.9 Solve xy00 + 2y0 = x2 − 1.

Example 12.10 Solve 2yy00 − (y0 )2 = 1.

12.1.3 Given One Solution to Find Another

Consider the homogeneous differential equation

y00 + P(x)y0 + Q(x)y = 0 (12.2)

Substituting y2 , y02 and y002 in equation (12.2), we have

y00 + P(x)y0 + Q(x)y = 0

Applying reduction of order by letting z = u0 , z0 = u00 , then

Therefore, y = C1 x +C2 x ln x is the general solution of the given differential equation.

f (D)y = (D2 + PD + QI)y = 0

f (D)eλ x = (D2 + PD + QI)eλ x

Theorem 12.1.8 If f (D) is a polynomial in D and f (λ ) = 0, where λ ∈ R, then f (D)eλ x = 0.

Example 12.13 Factor f (D) = D2 − 3D − 40I and solve f (D)y = 0.

(D − 8I)(D + 5I)y = (D − 8I)(y0 + 5y)

Since y00 = λ 2 eλ x , y0 = λ eλ x and y = eλ x . So, here

y1 (x) = e(α+iβ )x and y2 (x) = e(α−iβ )x

They are linearly independent because the wronskian is

Therefore, the general solution will be y = C1 e(α+iβ )x +C2 e(α−iβ )x .

Remark 12.1.11 eiθ = cos θ + i sin θ is Euler’s Equation

y = C1 e(α+iβ )x +C2 e(α−iβ )x

Example 12.14 Find the general solution y00 + y0 − 6y = 0.

y(x) = C1 e2x +C2 e−3x

Example 12.15 Solve the initial value problem y00 + y0 − 6y

y0 (x) = 2C1 e2x − 3C2 e−3x

Example 12.16 Solve the general solution for y00 − 6y0 + 9y = 0.

y00 − 6y0 + 9y = 0 ⇒ λ 2 eλ x − 6λ eλ x + 9eλ x = 0

So, by reduction order and Case II the general solution is

y(x) = C1 e3x +C2 xe3x

Example 12.17 Solve the equation y00 − 6y0 + 13y = 0.

y00 − 6y0 + 13y = 0 ⇒ λ 2 eλ x − 6λ eλ x + 13eλ x = 0

y(x) = e3x (C1 cos 2x +C2 sin 2x)

y(0) = C1 cos 0 +C2 sin 0 = 2 ⇒ C1 = 2

Therefore, the solution of the initial value problem is

Hence C1 = 1 and C2 = 3. This gives y = ex + 3e−2x is the particular solution.

12.2 Non-homogeneous Equation with constant Coefficients

There are two methods for finding the particular solution

12.2.1 The method of undetermined coefficients

x eαx sin(β x) or xm eαx cos(β x)

y p (x) = c1 sin x + c2 cos x

The Annihilator Method

Steps to solve f (D)y = R(x) using Annihilator

• Step 7: Therefore, the general solution is

Example 12.26 Solve y00 − 4y0 + 3y = 4ex − e2x .

(D2 − 4D + 3)y = 4ex − e2x

• Step 2: Now we can solve the homogeneous f (D) = 0 as