Second Order Constant

Coefficient Homogeneous Linear

Differential equations

In this lecture
•We give methods for finding the general
solution of a second order homogeneous
linear differential equations with constant
coefficients.
A second order homogeneous linear DE
with constant coefficients is an equation of
the form

y  py  qy  0 … (1)

where the coefficients p and q are

constants (independent of x and y).
We want to find the general solution of such
equations. For this we shall first look at a first
order equation.
Look at the first order equation
y  2 y  0
We note that ye 2x
is a solution.

Hence we “guess” a solution of the second

order equation (1) as

ye mx
m a constant.

Substituting in(1) we get

 (m  pm  q )e
2 mx
0
Since e mx
 0, we find that m satisfies

the so called “Auxiliary equation”

(m  pm  q )  0
2

The above is a quadratic equation in m. And

so the general solution of (1) depends on the
nature of the roots of the auxiliary equation.
Case (1) The Auxiliary equation has two
real and distinct roots, m1, m2 say.

Hence y  e and y  e
m1 x m2 x

are two solutions of (1).

They are LI as their Wronskian is
( m1  m2 ) x
(m2  m1 )e  0 as m1  m2
Hence the general solution of (1) is
y  c1e m1 x
 c2e m2 x
c1, c2 are arbitrary
constants.
 Case (2) The Auxiliary equation has two
real and equal roots, m1, m1 say.
The roots m1 and m2 are equal real numbers iff
p2 – 4q = 0.
Hence y  y1  e m1 x
is one solution of (1).
with p
m1  
2
1   pdx
v   2e
A second LI solution is
y = y2 = v y1 where y1

Hence v
1
e   pdx
dx  x
 px
e
 m1 x
Thus a second LI solution is y2 = v y1= xe
Hence the general solution of (1) is
y  c1e m1 x
 c2 xe m1 x
c1, c2 are arbitrary
constants.
Case (3) The Auxiliary equation has two
complex roots, say,   i ,   i
Hence
ye (  i  ) x x
e  cos  x  i sin  x 
is a “complex” solution of (1).
 x
Hence its real part y1  e cos  x
x
and its imaginary part y2  e sin  x
are two real solutions of the d.e. (1)
The Wronskian of y1 , y 2 is  e 2 x  0
Thus {y1, y2} is LI.
Hence the general solution of (1) is

ye x
 c1 cos  x  c2 sin  x 
c1, c2 are arbitrary constants.
 Summary
D.E. (a0 D  a1D  a2 ) y  0
2

Auxiliary equation: a m 2  a m  a  0
0 1 2
m1,m2 are the roots of the Auxiliary equation

y  c1e m1 x
 c2e m2 x

y  c1e m1 x
 c2 x e m1 x

y
  i e x  c cos  x  c sin  x 
1 2

( c1, c2 are arbitrary constants)

Problems Find the general Solution of

1. y  y  2 y  0
i.e. ( D  D  2) y  0
2

Auxiliary equation: m 2  m  2  0
Roots: 1, -2 (real and distinct)
Thus the general solution is
2 x
y  c1e  c2e
x

( c1, c2 are arbitrary constants)

2. Find the general solution of
3 y  5 y  2 y  0
i.e. (3D 2  5 D  2) y  0
Auxiliary equation: 3m 2  5m  2  0
Roots: 1, 2/3 (real and distinct)
Thus the general solution is
2
x
y  c1e  c2e
x 3

( c1, c2 are arbitrary constants)

3. Find the general solution of
y  4 y  4 y  0
i.e. ( D 2  4 D  4) y  0
Auxiliary equation: m 2  4m  4  0
Roots: 2, 2 (real and equal)
Thus the general solution is

y  c1e  c2 xe
2x 2x

( c1, c2 are arbitrary constants)

4. Find the general solution of
2 y  2 2 y  y  0
i.e.(2 D  2 2 D  1) y  0
2

Auxiliary equation: 2m 2  2 2m  1  0
1 1
Roots: , (real and equal)
2 2
Thus the general solution is
1 1
x x
y  c1e 2
 c2 xe 2

( c1, c2 are arbitrary constants)

5. Find the general solution of
y  4 y  0
i.e. ( D  4) y  0
2

Auxiliary equation: m 40

2

Roots: 2i, 2i (complex)

Thus the general solution is

y  c1 cos 2 x  c2 sin 2 x
( c1, c2 are arbitrary constants)
6. Find the general solution of
y  4 y  8 y  0
i.e. ( D 2  4 D  8) y  0
Auxiliary equation: m 2  4m  8  0
Roots: 2  2i, 2  2i (complex)
Thus the general solution is
ye 2 x
 c1 cos 2 x  c2 sin 2 x 
( c1, c2 are arbitrary constants)
7. Find the solution of the initial-value problem
1
2 y  y  3 y  0; y (0)  2, y(0) 
2
Given d.e. is (2 D 2  D  3) y  0
Auxiliary equation: 2m 2  m  3  0
3
Roots: 1, (Real and distinct)
2
Thus the general solution is
3
x
x
y  c1e  c2e 2

( c1, c2 are arbitrary constants)

 x = 0 gives y = c1  c2 =2
Differentiating the general solution, we get
3
3 x
y  c1e  c2e
x 2
2
3 1
x = 0 gives y = c1  c2 
2 2
Solving we get c1  1, c2  1
Thus the solution to the given problem is
3
x
x
y e e 2
8. Find the solution of the initial-value problem
y  4 y  13 y  0; y (0)  0, y(0)  3
Given d.e. is ( D 2  4 D  13) y  0
Auxiliary equation: m 2  4m  13  0
Roots: 2  3i (Complex)
Thus the general solution is
ye 2 x
 c1 cos3x  c2 sin 3x 
( c1, c2 are arbitrary constants)
 x = 0 gives y = c1 =0
Differentiating the general solution, we get
y  e  3c1 sin 3 x  3c2 cos3 x 
 2 x

 2e 2 x
 c1 cos3x  c2 sin 3x 
x = 0 gives y = 3c2  2c1  3
Solving we get c1  0, c2  1
Thus the solution to the given problem is
2 x
y  e sin 3 x
Euler’s Equidimensional equation
The second order homogeneous LDE
x y  px y  qy  0
2

(p and q are constants)

is called an Euler’s Equidimensional equation.
dx
z
We put x = e . Note that e x
z

dz
dy dy dz dy 1
 y     
dx dz dx dz x
 2
d d y 1 1 dy 1
y  y  2      2
dx dz x x dz x
2
dy d y dy
 xy  , x y  2 
2

dz dz dz
Hence the given Euler’s equation becomes
2
d y dy
2
  p  1  qy  0
dz dz
which is a constant coefficient homogeneous
l.d.e.(with z as independent variable) and
hence can be solved.
9. Find the general solution of
x y  xy  4 y  0
2

Putting x = ez, the given equation becomes

2
d y
2
 4y  0
dz
Auxiliary equation: m 40
2

Roots: 2, 2 (Real and distinct)

Thus the general solution is
2 z
y  c1e  c2e
2z 1
 c1 x  c2 2
2

x
( c1, c2 are arbitrary constants)
10. Find the general solution of
x y  xy  9 y  0
2

Putting x = ez, the given equation becomes

2
d y
2
 9y  0
dz
Auxiliary equation: m 9  0
2

Roots: 3i (Complex)

Thus the general solution is
y  c1 cos3z  c2 sin 3z ( c1, c2 are arbitrary constants)

 c1 cos(3ln x)  c2 sin(3ln x)
Problem 6 (page 98):
Consider the general homogeneous
equation y  P ( x ) y  Q ( x ) y  0 (1)
& change the independent variable from
x to z= z(x), where z(x) is an unspecified
function of x. Show that (1) can be
transformed in this way into an equation
with constant coefficient if and only if
 Q  2 PQ  is constant, in which case
3/ 2
Q
will effect the desired result.
z   Q( x)dx
Let y "  P ( x) y ' Q( x) y  0 (1)
where P(x) and Q(x) are function of x and
let independent variable be changed from x
to z = z(x).
2 2
dy dy dz d y d  dy  dz dy d z
 . and    .  .
dx dz dx dx 2 dx  dz  dx dz dx 2
2 2
d y d  dy  dz dz dy d z
i.e.   . .  . 2
dx 2 dz  dz  dx dx dz dx

Substituting in (1) we get

 d 2 y   dz 2 dy d 2 z dy dz
 2     . 2  P( x) .  Q( x) y  0
 dz   dx  dz dx dz dx
2
d y dy
i.e. 2
 p1  q1 y  0 ... (2)
dz dz
2
d z dz Q
 P & q1 
 dz / dx 
2 dx 2
p  dx
where 1
 dz / dx  2

Q
Let q1   k (Const .)
 dz / dx  2
 dz
Q( x)  k  dz / dx 
2
or   Q( x) / k
dx
2
d z 1 1
 Q ( x)
2 k 2 Q( x)
dx
d z / dx  P ( x)dz / dx
2
Q / 2 kQ  P Q / k
p1  
 dz / dx  2
Q/k
Q  2 PQ k  Q  2 PQ  k
p1  .   .
2 k Q 2  Q3/ 2  2
Thus, Eq (2) can be solved if and only if
 Q  2 PQ 
p1   3/ 2 
 const.
 Q 
2
Now  dz   Q dz
    Q/k
 dx  k dx
1
z   Q ( x)dx
k
 Problem 7, (Page 98): Solve
 
xy  x  1 y  x y  0
2 3

Solution: Compare the given eqn with

y  P ( x) y  Q ( x) y  0
 x2  1 
y    y  x y  0
2
 x 
x 1
2
P( x)  , Q( x)  x 2
x
 2
 dz  dz
We choose z such that    x   x
2
 dx  dx
or z  x / 2
2

Now changing the independent variable

from x to z, by using the above given
relation the given eqn is transformed into
2
d y dy
2
 p1  q1 y  0
dz dz
 d 2z dz
Where P
dx 2 dx 1  x ( x 2
 1) / x
p1  2
 2
 1
 
dz x
 
 dx 
Q 2
x 2
q1   1 d y
dy
 dz / dx  2
x 2  2   y0
dz dz
Solve the above eqn we get
ye x / 4 
 
3 / 4 x  c2 sin
2
  2
2

c1 cos 3/4 x
 
Solve the DE y  3xy  x y  0
2

Solution is not possible by the above

method, because p1 is not constant.