ENGINEERING MATHEMATICS II / DAC 20103

CHAPTER 3

SECOND ORDER LINEAR DIFFERENTIAL EQUATION

3.1 Introduction

An equation of nth ordered is said to be linear if it can be expressed in the form of

dny d n 1 y dy
an ( x) n
 an 1 ( x ) n 1
 ...  a1 ( x)  a0 ( x) y  f ( x) (3.1)
dx dx dx
If
f ( x)  0  linear homogenous equation
f ( x)  0  linear nonhomogenous equation
If
dy
a ( x)  b( x) y  f ( x)  linear first order
dx
d2y dy
a( x) 2
 b( x)  c( x) y  f ( x)  linear second order equation
dx dx

Note:
dy d2y dy dny
 y' ;  y '' ;  y' ;  yn
dx dx 2 dx dx n

Example 3.1

Determine the whether the following second order linear ODE is homogeneous or not.

d2y d2y dy
(a)  16 y  0 (b) x 2  x  5 y  3x (c) y '' 3 y ' 2 y  e x
dx 2 dx 2
dx

Solution

d2y
(a)  16 y  0  homogeneous because f ( x)  0
dx 2
d2y dy
(b) x 2 2
 x  5 y  3 x  not homogeneous because f ( x)  0
dx dx
(c) y '' 3 y ' 2 y  e x  not homogeneous because f ( x)  0
d 2 y dy
(d)   y 2  0  homogeneous because f ( x)  0 but not linear because of y 2 term
dx 2 dx

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3.2 Solution of Linear Second Homogeneous Equation

Homogenous linear differential equation has solution in form of y  e mx for any constant of m.
If y  e mx , then
dy d2y
 me and
mx
2
 m 2 e mx (3.2)
dx dx

Rewrite
d2y dy
a 2
 b  cy  0  am 2 e mx  bme mx  ce mx  0
dx dx
e  am  bm  c   0
mx 2

since e mx  0
 am 2  bm  c  0
(3.3)

Equation, am2  bm  c  0 is called characteristic equation, where the solution called

the characteristic roots, m1 and m2 can be found by factorizing or using quaratic formula
b  b 2  4ac
m1 ,2 
2a

Table 3.1: General solution of homogeneous second order ODE

Characteristic equation : am2  bm  c  0

Roots of characteristic equation General Solution
Real distinct roots m1  m2 y  Aem1x  Bem2 x
Real and equal roots m1  m2  m y  ( A  Bx)emx
Imaginary/Complex m1     i ; m2     i y  e x ( A cos  x  B sin  x)
roots
A and B are constant

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Example 3.2: Real Distinct Roots

d 2 y dy
Find the general solution of   2y  0 .
dx 2 dx

Solution

Write the characteristic equation of the ODE:

d 2 y dy
  2 y  0  m2  m  2  0 .
dx 2 dx

Factorizing the characteristic equation:

m2  m  2  0  (m  2)(m  1)  0 .

Thus the two characteristic roots are

m1  2 and m2  1  two real distinct roots

So the general solution is

y  Aem1x  Bem2 x  y  Ae2 x  Be x

Example 3.3: Equal Real Roots

d2y dy
Find the general solution of 2
 2  y  0.
dx dx
Solution

Write the characteristic equation of the ODE:

d2y dy
2
 2  y  0  m 2  2m  1  0 .
dx dx

Factorizing the characteristic equation:

m2  2m  1  0  (m  1)(m  1)  0 .

Thus the two characteristic roots are

m1  1 and m2  1  two equal real roots  m  1

So the general solution is

y  ( A  Bx)emx  y  ( A  Bx)e x
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Example 3.4: Imaginary/Complex Roots

d2y dy
Find the general solution of 2
 2  5y  0 .
dx dx

Solution

Write the characteristic equation of the ODE:

d2y dy
2
 2  5 y  0  m 2  2m  5  0 .
dx dx

Use quadratic formula to find the roots:

m 2  2m  5  0  a  1 ; b  2 ; c  5
b  b 2  4ac (2)  (2) 2  4(1)(5)
m1,2  
2a 2(1)
2  16 2  (16)(1) 2  16i 2  Note : i  1  i 2  1 .
    
2 2 2
2  4i
  1  2i
2
m1  1  2i and m2  1  2i

Thus the two characteristic roots are imaginary/complex root

m1  1  2i and m2  1  2i
comparing
m1     i and m2     i
  1 and   2

So the general solution is

y  e x ( A cos  x  B sin  x)  y  e x ( A cos 2 x  B sin 2 x)

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Example 3.5: Initial Value Problem

Solve y '' 4 y ' 4 y  0 with initial value problem of y(0)  3 and y '(0)  1 .

Solution

Write the characteristic equation of the ODE:

d2y dy
y '' 4 y ' 4 y  0  2  4  4 y  0  m 2  4m  4  0 .
dx dx

Factorizing the characteristic equation:

m2  4m  4  0  (m  2)(m  2)  0 .

Thus the two characteristic roots are

m1  2 and m2  2  two real equal roots

So the general solution is

y  Aem1x  Bem2 x  y  e2 x ( A  Bx)

Use the given IVP to find constant A and B:

IVP : y (0)  3 and y '(0)  1

y  e 2 x ( A  Bx )  Ae 2 x  Bxe 2 x
y '  2 Ae 2 x  ( Be 2 x  2 Bxe 2 x )  2 Ae 2 x  Be 2 x  2 Bxe 2 x
y (0)  3  3  Ae 2(0)  B(0)e 2(0)  A  3
y '(0)  1  1  2(3)e 2(0)  Be 2(0)  2 B(0)e 2(0)  6  B  B  5
 y  3e 2 x  5 xe 2 x  e 2 x (3  5 x)  particular solution

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Exercise 3.1

1. Find the general solution of the given second order homogeneous ODE.

(a) 3 y '' y '  0 (b) y '' 16 y '  0 (c) y '' 9 y '  0

(d) y '' 3 y ' 2 y  0 (e) y '' 8 y ' 16 y  0 (f) y '' 3 y ' 5 y  0

(g) 12 y '' 5 y ' 2 y  0 (h) y '' 4 y ' 5 y  0 (i) 3 y '' 2 y ' y  0

(j) 2 y '' 5 y ' 3 y  0 (k) 12 y '' 5 y ' 2 y  0 (l) y '' 10 y ' 25 y  0

(m) y '' y ' y  0 (o) y '' 2 y ' 15 y  0 (p) y '' 6 y ' 9 y  0

(q) y '' 4 y ' 13 y  0 (r) y '' y ' 6 y  0 (s) y '' 2 y ' 10 y  0

(t) y '' 2 y ' 4 y  0 (u) y '' y ' 2 y  0 (v) 4 y '' 4 y ' 3 y  0

2. Find the particular solution of the second order ODE with the given IVP.

(a) y '' 16 y '  0 ; y(0)  2, y '(0)  2 (b) y '' 6 y ' 5 y  0 ; y(0)  0, y '(0)  3

(c) 2 y '' 2 y ' y  0 ; y(0)  1, y '(0)  0 (d) y '' y ' 2 y  0 ; y(0)  0, y '(0)  0

(e) y '' 3 y ' 2 y  0 ; y(1)  0, y '(1)  0 (f) y '' 10 y ' 26 y  0 ; y(0)  1, y '(1)  0

(g) y '' 4 y ' 13 y  0 ; y(0)  1, y '(0)  2 (h) y '' y ' 6 y  0 ; y(0)  1, y '(0)  1

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3.3 Solution of Non Homogeneous Equation

Non homogeneous equation of

d2y dy
a( x) 2
 b( x )  c ( x ) y  F ( x ) (3.4)
dx dx

has solution in the form of y  yh  y p where yh is the homogenous solution and y p is

,
the particular solution.

d2y dy
a( x) 2
 b( x)  c( x) y  0  am 2  bm  c  0  yh (3.5)
dx dx
d2y dy
a( x) 2
 b( x )  c ( x ) y  F ( x )  y p (3.6)
dx dx

How to determine y p ?
d2y dy
To determine y p from non homogeneous equation, a( x) 2  b( x)  c( x) y  F ( x)
dx dx
methods of undetermined coefficients or variation of parameters are being used.

3.3.1 Method of Undetermined Coefficients

Table 3: Table of solution using method of undetermined coefficients

F ( x) yp
Polynomial of nth degree: xr ( B0  B1 x  ...  Bn x n )
Pn ( x)  A0  A1 x  ...  An xn
Exponential: Ce x x r (ke x )
Sine or cosine: C cos  x or C sin  x x r ( P cos  x + Qsin  x)
Product of Pn ( x)e x xr ( B0  B1 x  ...  Bn x n )e x
Product of Pn ( x) cos  x or Pn ( x)sin  x xr ( B0  B1 x  ...  Bn xn )cos  x
+
x (C0  C1 x  ...  Cn xn )sin  x
r

Product of Ce x cos  x or Ce x sin  x x r e x ( P cos  x  Q sin  x)

Note:
 r is the smallest non negative integers (0,1,2,…) to ensure no alike terms between
yh and y p .
 A, B, C, P, and Q are all constant
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Example 3.6: F(x) is a constant

d2y dy
Find the general solution of 2
4  2.
dx dx
Solution

Step 1: Find yh

d2y
 4 y  2  y '' 4 y  2  homogeneous characteristics equation, m 2  4  0
dx 2
m2  4  0  m 2  4  m1,2  4  4i 2  2i    0,   2 .
yh  e0 x ( A cos  x  B sin  x)  yh  A cos 2 x  B sin 2 x

Step 2: Find y p

d2y dy
2
 4  2  F ( x)  2 (polynomial of n  0)
dx dx
Polynomial  y p  x r ( B0  B1 x  ...  Bn x n )
n  0  y p  x r B0 .
r  0  y p  B0  yh  A cos 2 x  B sin 2 x  no a like term
 y p  B0  y ' p  0  y '' p  0

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

d2y
 4 y  2  y p '' 4 y p  2
dx 2
dy p d 2 yp
y p  B0  y p '   0  y p ''  0 .
dx dx 2
1 1
0  4 B0  2  B0   y p 
2 2

Step 4: Substitute y  yh  y p in ODE

1
yh  A cos 2 x  B sin 2 x ; y p 
2
1
 y  A cos 2 x  B sin 2 x 
2

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Example 3.7: F(x) is a polynomial in x, Pn (x)

d2y dy
Find the general solution of 2
 2  y  2 x 2  1 . With satisfies the conditions y(0) =1 and
dx dx
dy
 2 when x  0.
dx

Solution

Step 1: Find yh

d2y dy
2
 2  y  2 x 2  1  characteristics homogeneous equation, m 2  2m  1  0
dx dx
m  2m  1  0  ( m  1)( m  1)  0  m1,2  1  repeated equal roots
2
.
 yh  ( A  Bx)e x

Step 2: Find y p

d2y dy
2
 2  y  2x2 1
dx dx
Nonhomogeneous term, P ( x)  2 x 2  1 is polynomial of second degree (quadratic), so
y p  x r (ax 2  bx  c) .
r  0  y p  ax 2  bx  c  yh  ( A  Bx)e x  no a like term
 y p  ax 2  bx  c  y ' p  2ax  b  y '' p  2a

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

d2y dy
2
 2  y  2x2 1
dx dx
y p  ax  bx  c  y ' p  2ax  b  y '' p  2a
2

2a  2(2ax  b)  ax 2  bx  c  2 x 2  1
2a  4ax  2b  ax 2  bx  c  2 x 2  1  ax 2  (4a  b) x  (2a  2b  c)  2 x 2  1
Equating the coefficients of x 2 , x and x 0 : .
x : ax  2 x  a  2
2 2 2

x : 4a  b  0  4(2)  b  0  b  8
x 0 : 2a  2b  c  1  2(2)  2(8)  c  1  c  11
 y p  ax 2  bx  c  2 x 2  8 x  11

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Step 4: Substitute y  yh  y p in ODE

yh  ( A  Bx)e x ; y p  2 x 2  8 x  11
.
y  yh  y p  Ae x  Bxe x  2 x 2  8 x  11

Step 5: Substitute IVP to find constants A and B

IVP : y (0)  1 , y '(0)  2

y p  Ae x  Bxe x  2 x 2  8 x  11
y p '  Ae x  Be x  Bxe x  2 x 2  8
y (0)  1  A  0  0  0  11  1  A  10
y '(0)  2  10  B  0  0  8  2  B  4
 y p  10e x  4 xe x  2 x 2  8 x  11  (4 x  10)e x  2 x 2  8 x  11

Example 3.8: F(x) is a polynomial in x, Pn (x) but arises a like term in yh and yp

Find the general solution of y '' 2 y '  x .

Solution

Step 1: Find yh

y '' 2 y '  x  characteristics homogeneous equation, m 2  2m  0

m 2  2m  0  m(m  2)  0  m1  2 and m2  0  2 distinct real roots .
2 x 2 x
 yh  Ae  Be  Ae
0x
B

Step 2: Find y p

y '' 2 y '  x
Nonhomogeneous term, P ( x )  x is polynomial of first degree (linear), so
y p  x r (bx  c)
r  0  y p  bx  c  yh  Ae 2 x  B  a like term arises that c in y p and B in yh
r  1  y p  bx 2  cx  yh  Ae 2 x  B  no like term arises
 y p  bx 2  cx  accepted

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Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

y '' 2 y '  x
y p  bx 2  cx  y p '  2bx  c  y p ''  2b
2b  2(2bx  c)  x  4bx  (2b  2c)  x
Equating the coefficients of x and x 0 .
1
x : 4bx  x  4b  1  b 
4
1 1
x 0 : 2b  2c  0  2    2c  0  c  
4 4
1 1 1
 y p  bx 2  cx  x 2  x  x  x  1
4 4 4

Step 4: Substitute y  yh  y p in ODE

yh  Ae 2 x  B
1 2 1 1
y p  bx 2  cx  x  x  x  x  1 .
4 4 4
1
 y  yh  y p  Ae 2 x  B  x  x  1
4

Example 3.9: F(x) is an exponential function, e x

d 2 y dy
Find the general solution of   2 y  e3 x .
dx 2 dx
Solution

Step 1: Find yh

d 2 y dy
2
  2 y  e3 x  y '' y  2 y  e3 x  homogeneous characteristics equation, m 2  m  2  0
dx dx
m  m  2  0  (m  2)(m  1)  0  m1,2  2, 1
2

yh  Ae m1x  Be m2 x  Ae 2 x  Be  x

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Step 2: Find y p

d 2 y dy
2
  2 y  e3 x  y '' y  2 y  e3 x
dx dx
Nonhomegeneous equation, F ( x)  e3 x
 y p  x r  ke3 x  , r  0,1, 2,... .
r  0  y p  ke3 x  yh  Ae 2 x  Be  x  no a like term
 y p  ke3 x

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

d 2 y dy
  2 y  e3 x  y '' y  2 y  e3 x
dx 2 dx
y p  ke3 x  y p '  3ke3 x  y p ''  9ke3 x
y '' y  2 y  e3 x
9ke3 x  3ke3 x  2  ke3 x   e3 x
.

1
4ke3 x  e3 x  4k  1  k 
4
1 3x
 yp  e
4

Step 4: Substitute y  yh  y p in ODE

1
yh  Ae2 x  Be x ; y p  e3 x
4
1
 y  Ae2 x  Be x  e3 x
4

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Example 3.10: F(x) is a exponential function but arises a like term in yh and yp

Find the general solution of y '' 2 y ' y  6e x .

Solution

Step 1: Find yh

y '' 2 y ' y  6e x  homogeneous characteristics equation, m 2  2m  1  0

m 2  2m  1  0  (m  1)(m  1)  0  m1,2  1  repeated equal roots
yh  ( A  Bx)e mx  ( A  Bx)e x

Step 2: Find y p

y '' 2 y ' y  6e x
Nonhomegeneous equation, F ( x)  6e x
 y p  x r  ke x  , r  0,1, 2,...
r  0  y p  ke x  yh  Ae x  Bxe x  a like term arises that is ke x in y p and Ae x in yh .
r  1  y p  kxe x  yh  Ae x  Bxe x  a like term arises that is kxe x in y p and Bxe x in yh
r  2  y p  kx 2 e x  yh  Ae x  Bxe x  no a like term arises
 y p  kx 2 e x  accepted

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

y '' 2 y ' y  6e x
y p  kx 2 e x  y p '  2kxe x  kx 2 e x  y p ''  2ke x  2kxe x  2kxe x  kx 2e x
2ke x  2kxe x  2kxe x  kx 2 e x  2(2kxe x  kx 2 e x )  kx 2e x  6e x
.
2ke x  4kxe x  kx 2 e x  4kxe x  2kx 2 e x  kx 2 e x  6e x
2ke x  6e x  2k  6  k  3
 y p  kx 2 e x  3x 2 e x

Step 4: Substitute y  yh  y p in ODE

yh  Ae x  Bxe x ; y p  3 x 2 e x
 y  yh  y p  Ae x  Bxe x  3 x 2 e x

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Example 3.11: F(x) is sin  x

d2y
Find the general solution of  4 y  5sin 3 x .
dx 2

Solution

Step 1: Find yh

d2y
2
 4 y  5sin 3 x  y '' 4 y  5sin 3 x  homogeneous characteristics equation, m 2  4  0
dx
m2  4  0  m 2  4  m1,2  4  4i 2  2i (complex roots,  =0,  =2)
 yh  e x ( A cos  x  B sin  x)  A cos 2 x  B sin 2 x

Step 2: Find y p

y '' 4 y  5sin 3 x
Nonhomegeneous equation, F ( x)  5sin 3 x  y p  x r ( P cos  x + Q sin  x ), r  0,1, 2,...
 y p  x r ( P cos 3 x + Q sin 3 x) .
r  0  y p  P cos 3x + Q sin 3 x  yh  A cos 2 x  B sin 2 x  no alike term arises
 y p  P cos 3 x + Q sin 3 x is accepted

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

y '' 4 y  5sin 3 x
y p  P cos 3 x + Q sin 3 x  y p '  3P sin 3 x + 3Q cos 3 x  y p ''  9 P cos 3 x  9Q sin 3 x
(9 P cos 3 x  9Q sin 3 x)  4( P cos 3 x + Q sin 3 x)  5sin 3 x
5 P cos 3 x  5Q sin 3 x  5sin 3 x
.
Equating the coefficient of:
sin 3 x : 5Q  5  Q  1
cos 3 x : 5 P  0  P  0
 y p   sin 3 x

Step 4: Substitute y  yh  y p in ODE

yh  A cos 2 x  B sin 2 x ; y p   sin 3x

 y  yh  y p  A cos 2 x  B sin 2 x  sin 3x

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Example 3.12: F(x) is cos  x

d 2 y dy
Find the general solution of   2 y  3cos 2 x .
dx 2 dx

Solution

Step 1: Find yh

d 2 y dy
  2 y  3cos 2 x  y '' y ' 2 y  3cos 2 x  homogeneous characteristics equation,
dx 2 dx
m 2  m  2  0  (m  2)(m  1)  0  m1,2  2, 1  2 real distinct roots
 yh  Ae m1x  Be m2 x  Ae 2 x  Be  x

Step 2: Find y p

d 2 y dy
  2 y  3cos 2 x  y '' y ' 2 y  3cos 2 x
dx 2 dx
Nonhomegeneous equation, F ( x)  3cos 2 x  y p  x r ( P cos  x + Qsin  x), r  0,1, 2,...
 y p  x r ( P cos 2 x + Qsin 2 x) .
r  0  y p  P cos 2 x + Qsin 2 x  yh  Ae 2 x  Be  x  no alike term arises
 y p  P cos 2 x + Qsin 2 x is accepted

Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

d 2 y dy
  2 y  3cos 2 x  y '' y ' 2 y  3cos 2 x
dx 2 dx
y p  P cos 2 x + Q sin 2 x
y p '  2 P sin 2 x  2Q cos 2 x
y p ''  4 P cos 2 x  4Q sin 2 x
y '' y ' 2 y  3cos 2 x
4 P cos 2 x  4Q sin 2 x  ( 2 P sin 2 x  2Q cos 2 x)  2( P cos 2 x + Q sin 2 x)  3cos 2 x
4 P cos 2 x  4Q sin 2 x  2 P sin 2 x  2Q cos 2 x  2 P cos 2 x  2 Q sin 2 x  3cos 2 x
(6 P  2Q) cos 2 x  (6Q  2 P) sin 2 x  3cos 2 x

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Equating the coefficient of

sin 2 x : 6Q  2 P  0  P  3Q
3  3  9
cos 2 x : 6 P  2Q)  3  18Q  2Q  3  Q    P  3     .
20  20  20
9 3
 yp   cos 2 x sin 2 x
20 20

Step 4: Substitute y  yh  y p in ODE

9 3
yh  Ae2 x  Be  x ; y p   cos 2 x sin 2 x
20 20
9 3
 y  Ae2 x  Be  x   cos 2 x sin 2 x
20 20

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Example 3.13: Mixing of F(x)

d2y dy
Find the general solution of 2
 2  y  x 2  e x  cos x .
dx dx

Solution

Step 1: Find yh

d2y dy
2
 2  y  x 2  e x  cos x  y '' 2 y ' y  x 2  e x  cos x
dx dx
homogeneous characteristics equation,
m 2  2m  1  0  (m  1)(m  1)  0  m1,2  1  2 real equal roots
 yh  ( A  Bx)e mx  ( A  Bx)e  x

Step 2: Find y p

d2y dy
2
 2  y  x 2  e x  cos x  y '' 2 y ' y  x 2  e x  cos x
dx dx
Nonhomegeneous equation, F ( x)  x 2  e x  cos x  mixing of 3 functions
F1 ( x)  x 2  polynomial order 2  y p1  x r (ax 2  bx  c) 

F2 ( x)  e x  exponential  y p2  x r (ke x )  y  yh  y p1  y p2  y p3

F3 ( x)  cos x  cos  y p3  x r ( A cos x  B sin x) 
F1 ( x)  x  polynomial order 2  y p1  x (ax  bx  c), r  0,1, 2,...
2 r 2

r  0  y p1  ax 2  bx  c  yh  Ae  x  Bxe  x  no alike term arises

 y p1  ax 2  bx  c
F2 ( x)  e x  exponential  y p2  x r (ke x )
y p2  x r (ke x ), r  0,1, 2,...
r  0  y p2  ke x  yh  Ae  x  Bxe  x  no alike term arises
 y p2  ke x
F3 ( x)  cos x  y p3  x r ( A1 cos x  B1 sin x)
r  0  y p3  A1 cos x  B1 sin x  yh  Ae  x  Bxe  x  no alike term arises
 y p3  A1 cos x  B1 sin x .

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Step 3: Substitute y p  B0  y ' p  0  y '' p  0 in ODE

d2y dy
2
 2  y  x 2  e x  cos x  y '' 2 y ' y  x 2  e x  cos x
dx dx

y '' 2 y ' y  x 2
F1 ( x)  x 2  y p1  ax 2  bx  c
y p1  ax 2  bx  c  y p1 '  2ax  b  y p1 ''  2a
2a  2(2ax  b)  (ax 2  bx  c)  x 2  ax 2  (4a  2b) x  (2a  2b  c)  x 2
Equating the coefficients :
x 2  ax 2  x 2  a  1 

x  4a  2b  0  4  2b  0  b  2   y p1  x  2 x  2
2

x 0  2a  2b  c  0  2  4  c  0  c  2 
y '' 2 y ' y  e x
F2 ( x)  e x
y p2  ke x  y p2 '  ke x  y p2 ''  ke x
ke x  2ke x  ke x  e x  4ke x  e x
Equating the coefficients :
1 1
e x : 4ke x  e x  k    y p2  ke x  e x
4 4
y '' 2 y ' y  cos x
F3 ( x)  cos x
y p3  A1 cos x  B1 sin x  y p3 '   A1 sin x  B1 cos x  y p3 ''   A1 cos x  B1 sin x
 A1 cos x  B1 sin x  2( A1 sin x  B1 cos x)  A1 cos x  B1 sin x  cos x
2 A1 sin x  2 B1 cos x  cos x
Equating the coefficients :
sin x : 2 A1 sin x  0  A1  0 
 1
1   y p3  sin x
cos x : 2 B1 cos x  cos x  2 B1  1  B1   2
2

Step 4: Substitute y  yh  y p 1  y p 2  y p3

1 1
yh  Ae x  Bxe x ; y p1  x 2  2 x  2 ; y p2  ke x  e x ; y p3  sin x
4 2
1 1
 y  Ae x  Bxe x  x 2  2 x  2  e x  sin x.
4 2

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Exercise 3.2

1. Find the general solution of the given second order non homogeneous ODE.

(a) y '' 9 y  54 (b) y '' y '  3 (c) y '' 4 y ' 4 y  2 x  6

(d) y '' y ' 12 y  e4 x (e) y '' 25 y  20sin 5x (f) y '' 25 y  6sin x

(g) y '' y ' 6 y  18x 2  5 (h) y '' y '   x  x 2 (i) y '' y ' 6 y  e2 x

(j) y '' 9 y  2e x (k) y '' 4 y  2cos x (l) y '' 4 y  2sin 2 x

(m) y '' 2 y ' y  sin 3x (n) y '' 2 y ' 2 y  1  x 2 (0) 2 y '' y  4 x  1

(p) y '' 2 y ' y  x 2  3x  sin 2 x

2. Solve the ODE with the initial value problem (IVP).

(a) y '' 64 y  16 ; y(0)  1, y '(0)  0


(b) y '' 4 y  sin x ; y (0)  , y '(0)  0
6

(c) y '' 3 y ' 2 y  4  x ; y(0)  4, y '(0)  2

(d) y '' 2 y  y  6e x ; y(0)  0, y '(0)  2

(e) y '' 3 y ' 4 y  10e x  250cos3x ; y(0)  13, y '(0)  30

(f) y '' 2 y ' y  x 2  3x  sin 2 x ; y(0)  0, y '(0)  1

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3.3.2 Solution By Variation of Parameters

Use the following steps to solve non homogeneous second order ODE by method of variation
of parameters.

Step 1: Express the given equation in the form of

d2y dy
a 2
 b  cy  F ( x) (3.7)
dx dx

then determine the value of a and F(x).

Step 3: Find the homogeneous solution, yh  Ay1  By2 then determine y1 and y2 .

Step 4: Calculate the Wronskian,

y1 y2
W  y1 y2 ' y2 y1 ' (3.8)
y1 ' y2 '

Step 5: Calculate u and v from

 
y2 F ( x ) y1F ( x)
u dx  A and v  dx  B (3.9)
aW aW

Step 6: Obtain the general solution using the formula

y  uy1  vy2 (3.10)

Example 3.14

Find the general solution of y '' 6 y ' 8 y  e2 x .

Solution

Step 1: y '' 6 y ' 8 y  e2 x  a  1 and F ( x)  e2 x

Step 2: The homogeneous equation is y '' 6 y ' 8 y  0  m2  6m  8  0

Step 3: Solve the homogeneous solution and find y1 and y 2

m 2  6m  8  0  (m  2)(m  4)  0  m1,2  2, 4

yh  Ae2 x  Be 4 x  y1  e 2 x and y2  e 4 x

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Step 4: Find the Wronskian

y1 y2
W  y1 y2 ' y2 y1 '
y1 ' y2 '
y1  e 2 x  y1 '  2e 2 x
y2  e 4 x  y2 '  4e 4 x

 y1 y2 ' y2 y1 '   e 2 x  4e 4 x    e 4 x  2e 2 x   2e 6 x

y1 y2
W
y1 ' y2 '

Step 5: Find u and v

a  1, F ( x)  e 2 x , y1  e 2 x , y2  e 4 x , W  2e 6 x
(e4 x )(e2 x )
  
y2 F ( x ) 1 1
u dx  A   6 x
dx  A   dx  A  x  A
aW (1)(2e ) 2 2
(e2 x )(e2 x )
  
y1 F ( x) 1 2x 1
v dx  B  6 x
dx  B   e dx  B   e 2 x  B
aW (1)(2e ) 2 4

Step 6: Write the general solution

y  uy1  vy2
1   1 
y   x  A  (e 2 x )    e 2 x  B  (e 4 x )
2   4 
1 1
 xe 2 x  e 2 x  Ae 2 x  Be 4 x
2 4

Example 3.15

Find the general solution of y '' 4 y ' 4 y  ( x  1)e2 x .

Solution

Step 1: y '' 4 y ' 4 y  ( x  1)e2 x  a  1, F ( x)  ( x  1)e2 x

Step 2: The homogeneous equation is y '' 4 y ' 4 y  ( x  1)e2 x  m2  4m  4  0

Step 3: Solve the homogeneous solution and find y1 and y 2

m 2  4m  4  0  (m  2)(m  2)  0  m1,2  2
yh  ( A  Bx)e 2 x  Ae 2 x  Bxe 2 x  y1  e 2 x and y2  xe 2 x

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Step 4: Find the Wronskian

y1 y2
W  y1 y2 ' y2 y1 '
y1 ' y2 '
y1  e 2 x  y1 '  2e 2 x
y2  xe 2 x  y2 '  e 2 x  2 xe 2 x

 y1 y2 ' y2 y1 '   e 2 x  e 2 x  2 xe 2 x    xe 2 x  2e 2 x   e 4 x
y1 y2
W
y1 ' y2 '

Step 5: Find u and v

a  1, F ( x)  ( x  1)e 2 x , y1  e 2 x , y2  xe 2 x , W  e 4 x
( xe 2 x )( x  1)e 2 x
  
y2 F ( x )
u dx  A   dx  A   x ( x  1) dx  A
aW (1)(e 4 x )
1 1
  x3  x 2  A
3 2
(e )( x  1)e
2x 2x

  
y1 F ( x) 1
v dx  B  4x
dx  B  ( x  1)dx  B  x 2  x  B
aW (1)(e ) 2

Step 6: Write the general solution

y  uy1  vy2
 1 1  1 
   x3  x 2  A  (e 2 x )   x 2  x  B  ( xe 2 x )
 3 2  2 

Example 3.15

Find the general solution of y '' y  sec x .

Solution

Step 1: y '' y  sec x  a  1, F ( x)  sec x

Step 2: The homogeneous equation is y '' y  sec x  m2  1  0

Step 3: Solve the homogeneous solution and find y1 and y 2

m2  1  0  m2  1  i 2  m  i    0,   1
yh  e x ( A cos  x  B sin  x)  e0 ( A cos x  B sin x)  A cos x  B sin x
y1  cos x and y2  sin x
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Step 4: Find the Wronskian

y1 y2
W  y1 y2 ' y2 y1 '
y1 ' y2 '
y1  cos x  y1 '   sin x
y2  sin x  y2 '  cos x

 cos 2 x    sin 2 x   1
cos x sin x
W
 sin x cos x

Step 5: Find u and v

1
a  1, F ( x)  sec x  , y1  cos x, y2  sin x, W  1
cos x
 1 
(sin x)  
 cos x  dx  A   tan x dx  A  ln cos x  A
  
y F ( x)
u 2 dx  A  
aW (1)(1)
 1 
(cos x)  
 cos x  dx  B  dx  B  x  B
  
y1 F ( x)
v dx  B 
aW (1)(1)

Step 6: Write the general solution

y  uy1  vy2
  ln cos x  A  (cos x)   x  B  (sin x)
 A cos x  B sin x  x sin x  cos x ln cos x

Exercise 3.3

Solve the given ODE using variation of parameters method.

1. 3 y '' y ' 2 y  e2 x
2. 4 y '' 36 y '  csc3x
3. y '' y '  cot x
4. y '' 3 y ' 4 y  sin 2 x
5. y '' y '  x 2
6. y '' y '  3e2 x

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Revision Exercise 3

1. Solve the given ODE using the undetermined coefficient method.

(a) y '' y  8
(b) y '' 3 y ' 2 y  4 x
(c) y '' 2 y ' y  x 2  1
(d) y '' 2 y ' y  2 x  x 2
(e) y '' y '  2, y(0)  0 and y '(0)  0

d2y dy
2. (a) Show that y  e2x and y  xe2 x are the solution of 2
 4  4 y  0.
dx dx

(b) Hence by using variation of parameters method, solve

d2y dy
2
 4  4 y  x  2 e 2 x
dx dx

3. Solve the initial value problem (IVP).

(a) y '' y ' 2 y  4 x 2 , y(0)  1 and y '(0)  4

(b) y '' 4 y ' 8 y  sin x, y(0)  1 and y '(0)  0
(c) y '' y ' 2 y  e3 x , y(0)  1 and y '(0)  2
(d) y '' y  0, y(2)  0 and y '(2)  0

4. Solve the given ODEs.

d2y dy
(a) 2
 2  y  x 2  3x  2sin x
dx dx
d2y
(b) 2
 4 y  3x  e2 x
dx
(c) y '' 3 y ' 2 y  3e x  10cos x

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