Second order linear differential equation

We will study the second order differential equations with constant coefficients which
take the form
𝑑2𝑦 𝑑𝑦
𝑎0 2 + 𝑎1 + 𝑎2 𝑦 = 𝑓(𝑥) (1)
𝑑𝑥 𝑑𝑥
Where the coefficients 𝑎0 , 𝑎1 , 𝑎2 are constants and 𝑓(𝑥) is a given function.
If 𝑓(𝑥) = 0, equation (1) becomes
𝑑2𝑦 𝑑𝑦
𝑎0 2 + 𝑎1 + 𝑎2 𝑦 = 0 (2)
𝑑𝑥 𝑑𝑥
And it is called homogeneous differential equation.
If (𝑥) ≠ 0 , then equation (1) is called nonhomogeneous differential equation

𝐈. Homogeneous differential equations with constant coefficients

It is the equation (2)
𝑑2𝑦 𝑑𝑦
𝑎0 2 + 𝑎1 + 𝑎2 𝑦 = 0
𝑑𝑥 𝑑𝑥
Let 𝑦 = 𝑒 𝑚𝑥 , ( 𝑚 𝑖𝑠 𝑎 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡), be a solution of (2) , then 𝑦 = 𝑒 𝑚𝑥 satisfies (2)
Since

𝑚𝑥
𝑑𝑦 𝑚𝑥
𝑑2𝑦
𝑦=𝑒 , =𝑚𝑒 , 2 = 𝑚2 𝑒 𝑚𝑥
𝑑𝑥 𝑑𝑥
Substitute in (2) , we get
𝑎0 𝑚2 𝑒 𝑚𝑥 + 𝑎1 𝑚 𝑒 𝑚𝑥 + 𝑎2 𝑒 𝑚𝑥 = 0
i.e.
𝑎0 𝑚2 + 𝑎1 𝑚 + 𝑎2 = 0 (3)
Which is a second degree algebraic equation called the characteristic equation of
(2) and it has two roots say 𝑚1 and 𝑚2 .

There are three possibilities :

a) 𝑚1 and 𝑚2 are real and different , the general solution of equation(2) is
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 𝑦 = 𝐴𝑒 𝑚1𝑥 + 𝐵𝑒 𝑚2𝑥 , 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠
b) 𝑚1 and 𝑚2 are real equal , (𝑚1 = 𝑚2 ), the general solution of equation (2) is
𝑦 = 𝑒 𝑚𝑥 (𝐴 + 𝐵𝑥) , 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠
c) 𝑚1 and 𝑚2 are complex and conjugate, 𝑚1 = 𝛼 + 𝑖𝛽 , 𝑚2 = 𝛼 − 𝑖𝛽

𝑤ℎ𝑒𝑟𝑒 𝑖 = √−1 , 𝛼 , 𝛽 are real numers

The general solution of equation (2) is :
𝑦 = 𝑒 𝛼𝑥 (𝐴𝑐𝑜𝑠𝛽𝑥 + 𝐵𝑠𝑖𝑛𝛽𝑥) , 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠

Example
Find the general solution of each of the following differential equations :
𝑖) 2𝑦 ′′ + 7𝑦 ′ − 15𝑦 = 0
ii) 𝑦 ′′ − 16𝑦 ′ + 64𝑦 = 0
iii) 𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 0
𝑑𝑦 𝑑2𝑦
Where 𝑦 ′ = , 𝑦 ′′ =
𝑑𝑥 𝑑𝑥 2

Solution:
𝑖) 2𝑦 ′′ + 7𝑦 ′ − 15𝑦 = 0
Assume that its solution is 𝑦 = 𝑒 𝑚𝑥 , then its characteristic equation is
2𝑚2 + 7𝑚 − 15 = 0
By factorization, we see that
(2𝑚 − 3)(𝑚 + 5) = 0
3
Hence, the roots are 𝑚1 = , 𝑚2 = −5 (real, different)
2

So, the general solution is

3
𝑥
𝑦 = 𝐴𝑒 2 + 𝐵𝑒 −5 𝑥
, 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠
ii) 𝑦 ′′ − 16𝑦 ′ + 64𝑦 = 0
Assume that its solution is 𝑦 = 𝑒 𝑚𝑥 , then its characteristic equation is
𝑚2 − 16𝑚 + 64 = 0 ⟹ (𝑚 − 8)2 = 0 ⟹ 𝑚1 = 𝑚2 = 8 𝑎𝑟𝑒 𝑟𝑒𝑎𝑙 , 𝑒𝑞𝑢𝑎𝑙
Hence, the general solution is

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 𝑦 = 𝑒 8𝑥 (𝐴 + 𝐵𝑥) , 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠
iii) 𝑦 ′′ + 2𝑦 ′ + 5𝑦 = 0
Assume that its solution is 𝑦 = 𝑒 𝑚𝑥 , then its characteristic equation is

−2 ± √4 − 20
𝑚2 + 2𝑚 + 5 = 0 ⟹ 𝑚 = = −1 ± 2𝑖
2
𝑚1 , 𝑚2 are complex conjugate, then the general solution is
𝑦 = 𝑒 −𝑥 (𝐴𝑐𝑜𝑠2𝑥 + 𝐵𝑠𝑖𝑛2𝑥) , 𝑤ℎ𝑒𝑟𝑒 𝐴 𝑎𝑛𝑑 𝐵 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠 .

𝐈𝐈. Non Homogeneous differential equations with constant

Coefficients :
It is the equation (1)
𝑑2𝑦 𝑑𝑦
𝑎0 2 + 𝑎1 + 𝑎2 𝑦 = 𝑓(𝑥) (1)
𝑑𝑥 𝑑𝑥
This equation can be written as
𝑑
(𝑎0 𝐷2 + 𝑎1 𝐷 + 𝑎2 )𝑦 = 𝑓(𝑥) , 𝑤ℎ𝑒𝑟𝑒 𝐷 =
𝑑𝑥
Or
𝜑(𝐷)𝑦 = 𝑓(𝑥) , 𝜑(𝐷) = (𝑎0 𝐷2 + 𝑎1 𝐷 + 𝑎2 )
The general solution of equation (1) consists of two functions, which are the
complementary solution 𝑦𝐶 and the particular solution 𝑦𝑃
I.e. the general solution 𝑦 is
𝑦𝐺.𝑆. = 𝑦𝐶 + 𝑦𝑃
𝑦𝐶 is the solution of the homogeneous equation ,
1
𝑦𝑃 = {𝑓(𝑥)}
𝜑(𝐷)
According to the kind of 𝑓(𝑥), we have the following cases:
(i) If 𝑓(𝑥) is polynomial of degree n , then
−1
𝑦𝑃 = (𝜑(𝐷)) {𝑓(𝑥)}
−1
(𝜑(𝐷)) is expanded by Binomial theorem
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Note that
(1 + 𝑢)−1 = 1 − 𝑢 + 𝑢2 − 𝑢3 + ⋯ ….
(1 − 𝑢)−1 = 1 + 𝑢 + 𝑢2 + 𝑢3 + ⋯ ….

Example
Find the general solution of the following differential equations:
𝑖) 𝑦 ′′ − 8𝑦 ′ + 16 = 5 ii) 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 𝑥 2 + 3𝑥 − 2

Solution:
𝑖) 𝑦 ′′ − 8𝑦 ′ + 16 = 5
The complementary solution 𝑦𝐶 :
It is the solution of 𝑦 ′′ − 8𝑦 ′ + 16 = 0 , the characteristic equation is
𝑚2 − 8𝑚 + 16 = 0 ⟹ (𝑚 − 4)2 = 0 ⟹ 𝑚1 = 𝑚2 = 4 (real, equal)
Hence,
𝑦𝐶 = 𝑒 4𝑥 (𝐴 + 𝐵𝑥) (∗)
The particular solution 𝑦𝑃 :
1 1 𝐷 −1
𝑦𝑃 = {5} = (1 − ) {5}
(𝐷 − 4)2 (−4)2 4
1 𝐷 5
=
16
(1 + 4 + ⋯ . . ) {5} = 16 (∗∗)

Hence, the general solution is

5
𝑦𝐺.𝑆. = 𝑦𝐶 + 𝑦𝑃 = 𝑒 4𝑥 (𝐴 + 𝐵𝑥) +
16

ii) 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 𝑥 2 + 3𝑥 − 2
The complementary solution 𝑦𝐶 :
It is the solution of 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0 , the characteristic equation is
𝑚2 − 5𝑚 + 6 = 0 ⟹ (𝑚 − 2)(𝑚 − 3) = 0
𝑚1 = 2 , 𝑚2 = 3 (real, different)
Hence,

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 𝑦𝐶 = (𝐴𝑒 2𝑥 + 𝐵𝑒 3𝑥 ) (∗)
The particular solution 𝑦𝑃 :
1
𝑦𝑃 = {𝑥 2 + 3𝑥 − 2}
(𝐷 − 2)(𝐷 − 3)
1 𝐷 −1 𝐷 −1
= (1 − ) (1 − 3 ) {𝑥 2 + 3𝑥 − 2}
6 2

1 𝐷 𝐷2 𝐷 𝐷2
= (1 + + … . . ) (1 + + … . . ) {𝑥 2 + 3𝑥 − 2}
6 2 4 3 9

1 5𝐷 19𝐷2
= (1 + + + ⋯ … . ) {𝑥 2 + 3𝑥 − 2}
6 6 36
1 5 19
= (𝑥 2 + 3𝑥 − 2 + (2𝑥 + 3) + (2))
6 6 36
1 14 14
𝑦𝑃 = (𝑥 2 + 𝑥+ ) (∗∗)
6 3 9

Hence, the general solution is

𝑦𝐺.𝑆. = 𝑦𝐶 + 𝑦𝑃
1 14 14
= (𝐴𝑒 2𝑥 + 𝐵𝑒 3𝑥 ) + (𝑥 2 + 𝑥 + )
6 3 9
(ii) If 𝑓(𝑥) = 𝑒 𝑘𝑥 , then the particular solution 𝑦𝑃 is :
1 𝑘𝑥
𝑒 𝑘𝑥
𝑦𝑃 = {𝑒 } = , 𝑝𝑟𝑜𝑣𝑖𝑑𝑒𝑑 𝑡ℎ𝑎𝑡 𝜑(𝑘) ≠ 0
𝜑(𝐷) 𝜑(𝑘)
In the case, when 𝜑(𝑘) = 0, then
1 𝑘𝑥
𝑒 𝑘𝑥
𝑦𝑃 = {𝑒 } = {1}
𝜑(𝐷) 𝜑(𝐷 + 𝑘)
Example (10)
Find the general solution of the following differential equations:
i) 𝑦 ′′ − 𝑦 ′ − 6𝑦 = 𝑒 2𝑥 ii) 𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 𝑒 3𝑥

Solution :
𝑖) 𝑦 ′′ − 𝑦 ′ − 6𝑦 = 𝑒 2𝑥
First , complementary solution 𝑦𝐶 : 𝑦 ′′ − 𝑦 ′ − 6𝑦 = 0 , 𝑚2 − 𝑚 − 6 = 0,
(𝑚 − 3)(𝑚 + 2) = 0
𝑚1 = 3, 𝑚2 = −2 (real , different)
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Hence,
𝑦𝐶 = 𝐴𝑒 3𝑥 + 𝐵𝑒 −2𝑥 (∗)
Second , the particular solution 𝑦𝑃 :
1 2𝑥
𝑒 2𝑥 𝑒 2𝑥
𝑦𝑃 = {𝑒 } = =−
(𝐷 − 3)(𝐷 + 2) (2 − 3)(2 + 2) 4
Hence, the general solution is

3𝑥 −2𝑥
𝑒 2𝑥
𝑦𝐺.𝑆. = 𝑦𝐶 + 𝑦𝑃 = 𝐴𝑒 + 𝐵𝑒 −
4
ii) 𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 𝑒 3𝑥
First, Complementary solution 𝑦𝐶 :
𝑦 ′′ − 4𝑦 ′ + 3𝑦 = 0 , 𝑚2 − 4𝑚 + 3 = 0 , (𝑚 − 1)(𝑚 − 3) = 0
𝑚1 = 1, 𝑚2 = 3 ( real different roots )
Hence,
𝑦𝐶 = 𝐴𝑒 𝑥 + 𝐵𝑒 3𝑥 (∗)
Second, the particular solution 𝑦𝑃 is :
1
𝑦𝑃 = {𝑒 3𝑥 }
(𝐷 − 1)(𝐷 − 3)
𝑒 3𝑥 𝑒 3𝑥 1
= = {1} , 𝑤ℎ𝑒𝑟𝑒 ≡∫
(3 − 1)(𝐷 + 3 − 3) 2𝐷 𝐷
1
𝑦𝑃 = 𝑥 𝑒 3𝑥
2
Hence, the general solution is
1
𝑦𝐺.𝑆. = 𝑦0 + 𝑦𝑃 = 𝐴𝑒 𝑥 + 𝐵𝑒 3𝑥 + 𝑥 𝑒 3𝑥
2
(iii) If 𝑓(𝑥) = cos(𝑘𝑥) 𝑂𝑅 sin(𝑘𝑥) , then the particular solution 𝑦𝑃 will be
determined by substituting 𝐷2 = −𝑘 2 , provided that 𝜑(−𝑘 2 ) ≠ 0

Example
Find the particular solution of the following differential equation :
𝑦 ′′ + 4𝑦 ′ + 3 = 𝑠𝑖𝑛2𝑥

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Solution:
The particular solution 𝑦𝑃 is :
1
𝑦𝑃 = {𝑠𝑖𝑛2𝑥}
(𝐷2 + 4𝐷 + 3)
1
= {𝑠𝑖𝑛2𝑥}
(−4 + 4𝐷 + 3)
(4𝐷 + 1)
= {𝑠𝑖𝑛2𝑥}
(4𝐷 − 1)(4𝐷 + 1)
(4𝐷 + 1)
= {𝑠𝑖𝑛2𝑥}
(16𝐷2 − 1)
8𝑐𝑜𝑠2𝑥 + 𝑠𝑖𝑛2𝑥
=
−64 − 1
1
𝑦𝑃 = − (8𝑐𝑜𝑠2𝑥 + 𝑠𝑖𝑛2𝑥)
65

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