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**Lecture#3 HOMOGENOUS SECOND ORDER ODE
**

Fahri Heltha

SCHOOL OF ENGINEERING UCSI UNIVERSITY © Jan-Apr 2012

.SUMMARY OF THIS LECTURE • Homogenous Second order ODE with constant coefficient is solved by auxiliary equation (characteristic equation). • A second solution (y2) of Homogenous Second order DE with non-constant coefficient can be solved by reduction of order. provided that a solution (y1) is firstly known.

b and c are constants.Homogenous 2nd Order DE with constant coefficient The general form of the second order differential equation with constant coefficients is d2y dy a 2 b cy Q( x) dt dt ay' 'by'cy Q(t ) For the homogenous second order differential equation is d2y dy a 2 b cy 0 dt dt With a. ay' 'by'cy 0 .

Homogenous 2nd Order DE with constant coefficient The equation: am2 + bm + c = 0 is called the Auxiliary Equation (A.E. 2 b b 2 4ac 2a . The roots of the A.E.) or Characteristic Equation. are given by the well-known quadratic formula: ABC Formula m1. we must determine the roots of the A.E. The general solution of the differential equation depends on the solution of the A. To find the general solution.E.

Homogenous 2nd Order DE with constant coefficient Summary of general solution for homogenous 2nd order DE with constant coefficient: Case 1 2 3 Roots of A.E. Real distinct roots: m1 and m2 Real repeated roots: m Complex conjugate roots: m1 = α + jω m2= α − jω Condition b2 − 4ac > 0 b2 − 4ac = 0 b2 − 4ac < 0 General solution y Ae m1t Be m2t y e mt ( A Bt ) y et ( A cos t B sin t ) .

y' '4 y 0 .

Solution: 2. 3. …….. . ……..

Example: Solve the following initial value problem .

Example: Solve the following initial value problem .

b(x) and c(x) are now non-constants. if we already know one solution to the differential equation we can use the method that is called reduction of order. In general. . However. finding solutions to these kinds of DE can be much more difficult than finding solutions to constant coefficient differential equations. Let’s take a quick look at an example to see how this is done.REDUCTION OF ORDER We are now going to look at the solution for non-constant coefficient second order DE of the form: a( x) y' 'b( x) y'c( x) y 0 With a(x).

the second solution and the derivatives needed are: Plugging these into the DE gives: We will solve this by making the following change of variable to reduce the order. Without this known solution we won’t be able to do reduction order. . Reduction of order requires that a solution already be known. We will then assume the second solution is: y 2 (t ) v(t ) y1 (t ) Thus.Example: Find the general solution to 2t 2 y ' 'ty'3 y 0 Solution: given that y1 (t ) t 1 is a solution.

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REDUCTION OF ORDER Short method for reduction of order For the given ODE: y' ' p( x) y'q( x) y 0 where y1 is known. Then y2 can be determined by: y2 vy1 And v can be calculated by: v' e p ( x ) dx y 2 1 v e p ( x ) dx y 2 1 dx ~end~ .

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