GAMBELLA UNIVERSITY

COLLEGE OF NATURAL AND COMPUTATIONAL SCIENCE

DEPARTMENT OF MATHEMATICS

TITEL: PROJECTS ON SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS AND ITS

APPLICATION

A PROJECT SUBMITTED TO THE DEPARTMENT OF MATHEMATICS, COLLEGE OF NATURAL AND

COMPUTATIONAL SCIENCE, GAMBELLA UNIVERSITY.

SUBMITTED BY:

NAME OF STUDENTS ID.NO

1. HABTU SENDEK………………………………………… RNSc/0380/13

2. SUDI ZAKIR……………………………………………… RNSc/0636/13

3. YISIAK SHAMBI.………………………………………… RNSc/0724/13

4. GEMECHIS KENENE.…………………………………… RNSc/0355/13

UNDER THE GUIDANCE OF:

Mr. SHITUNEH

………………

ADVISOR SIGNATURE

MAY, 2024
GAMBELLA, ETHIOPIA

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ACKNOWLEGEMENT

First of all, we would like to thank our Almighty God for all of his assistance throughout our life
as well as accomplishing this project since; nothing can be done without the secret of super
natural God.

Next, we would also like to express our deep gratitude to all those who gave us the possibility
direction and comments to complete this project accordingly. So we would like to extend our
thanks further more to our advisor Mr. Shituneh for all of his assistance, comments and
encouragements throughout the accomplishment of this project without any boring and

Again, we would like to appreciate all of Gambella university librarians, staff members who
supplied our with journal books.

Then, may heart appreciate is also extends to our families for all of their encouragement and help
through and different materials and make to be reach up on this stage.

Last but not the least; we would like to thank all our instructors for their contribution in the
completion of our first chapter of life and supporting us spiritually throughout our life.

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 Abstract

This project was discussed about second order ordinary differential equation and its application.
This project contains four chapters with basic definition and related examples. Chapter one deals
with introduction of second order ordinary differential equation, chapter two deals with
preliminaries, chapter three deals with classification of second order ordinary differential
equation and chapter four deals with application of second order ordinary differential equation.

ACRONYMS

DE………………. Differential Equation

AE ………………. Auxiliary Equation

CEE ……………...Cauchy Euler Equation

ODE……………… Ordinary Differential Equation

LHS………………. Left Hand Side

RHS………………. Right Hand Side

Yc………………… Complementary Solution

Yp…………………. Particular Solution

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4
 Table of Contents
ACKNOWLEGEMENT.............................................................................................................................i

Table of Contents........................................................................................................................................i

CHAPTER ONE........................................................................................................................................ 1

INTRODUCTION..................................................................................................................................... 1

1.1.....................................................................................................................................Introduction 1

1.2 Statement of the problem.............................................................................................................2

1.3 Objective of the study..................................................................................................................2

CHAPTER TWO....................................................................................................................................... 3

PRELIMINARIES..................................................................................................................................... 3

2.1 Definition of Basic terms.............................................................................................................3

2.2 Basic preliminary concepts..........................................................................................................3

CHAPTER THREE....................................................................................................................................6

SECOND ORDER ORDINARY DIFFERENTIAL EQUATION............................................................ 6

3.1 Linear second order homogeneous ode with constant coefficient...............................................6

3.2 Linear second order non homogeneous odes with constant coefficient...................................... 7

3.3 Second order ordinary differential equation with variable coefficient......................................10

CHAPTER FOUR....................................................................................................................................13

APPLICATION OF SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS.......................13

4.1 Application of Second Order Ordinary Differential Equations.................................................13

SUMMARY.............................................................................................................................................16

REFERENCES.........................................................................................................................................17

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 CHAPTER ONE

INTRODUCTION

1.1 Introduction
Differential equation is an equation containing the derivative of one or
more dependent variable with respect x one or more independent
variable. It can be divided into two main classes such:

i. Ordinary differential equation and

ii. Partial differential equation

An ordinary differential equation is a differential equation that contains

ordinary derivative of one or more dependent variable with respect to
single independent variable whereas partial differential equation is a
differential equation which contains ordinary derivative of one or more
dependent variable is with respect to two or more independent variable.

Differential equation is an equation containing the derivative of one or

more dependent variable with to one or more independent variable. It is
a mathematical tool invented by Isaac Newton in 1676. The exact
chronological origin and history to the subjective of DE is a bit of a
murky subject for a number of reasons such as being secretivenery being
private publication issues and being the nature of the battle of
mathematical and scientific discovery.

Differential equation can be divided into two classes:

i. Ordinary differential equation and

ii. partial differential equations

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 An ordinary differential equation is a differential equation that contains
ordinary derivative of one or more dependent variable with respect to
single independent variable whereas partial DE is DE which

Contain ordinary derivative of one or more dependent variable with

respect to two or more independent variable.

The ordinary differential equation that has order two is called second
order ordinary differential equation. The second order ode's contains the
2nd derivative Y’’ and may contain Y,Y' and given function of x. It is
denoted by F(X,Y,Y',Y")=0 or Y"=d2Y/dx2=f(X,Y,Y')

The physical phenomena such as electric circuit and Harmonic motion are
modeled by second order ordinary differential equation.

1.2 Statement of the problem

Although there are several methods of solving ordinary differential

equations, first order method is the most the popular method for solving
ordinary differential equation, but this method cannot find the function
that satisfies the ordinary differential equation of the form y’’=f (x, y, y’)
and cannot tell us the special case of our solution.

The main purpose of second order ordinary differential equation is to

develop some basic methods for solving ordinary differential equation of
the form y’’=f (x, y, y’).

Under this project study ordinary differential equation of the form Y"=F
(X, Y, Y’)

1.3 Objective of the study

The main objective of this project is to deal with 2 nd order ordinary

differential equation and the methods used to find the function that satisfy
the ordinary differential equation of the form y’’=f (x, y, y’)

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 Hence this project is to deliberate to explore the following specific
objectives.

 To define and generate some example of second order ordinary

differential equation.

 To generate some application of second order ordinary differential

equation.

CHAPTER TWO

PRELIMINARIES

2.1 Definition of Basic terms

An equation containing the derivatives of one or more dependent variables

with respect to one or more independent variable is said to be a
differential equation. A differential equation is said to be ordinary
differential equation if it contains only ordinary derivatives of one or more
dependent variables with respect to a single independent variable.

Independent variable is variables that designate values for which a

function is defined are called independent variable.

Dependent variable is variables which identify values of function are

called dependent variables.

The order of differential equation is the order of the highest derivative in

the equation.

The degree of a differential equation is the degree of the highest order in

the equation.

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 Initial value problem is an ordinary differential equation with condition
/satisfied by the unknown function and derivatives at a single point.

Boundary value problem is an ordinary differential equation with

condition/ satisfied by the unknown function and its derivatives at two or
more points.

Particular solution is any solution obtained by assigning particular

numerical values to some or all of the arbitrary constants.

2.2 Basic preliminary concepts

Wroskine of function:

If f1, f2…..., f n are functions having at least n-1 derivatives, then their
wronskine is denoted by w ( ,
,….., ) and is given by
the determinant:

W (f1, f2……., f n) =0

Linearly dependent and independent functions:

A set of functions is said to be linearly dependent if w=0, linearly

independent if w≠0.

Example: find the wroskine of the following functions and determine

whether they are linearly dependent or independent.

a) f(x)=4 and g(x)=x

Solution: w (f, g) =

w (f, g) = 4-0 = 4

Since 4≠0, 4 and x are linearly independent.

b) f(x)=x and g(x)=x2

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 w (f, g) =

Solution: w (f, g) =2x2-x2=x2≠0

Therefore, x and x2 are linearly independent.

c) f(x)= x and g(x)=3x

Solution: w (f, g) = = x(3)-3x(1) = 0.

Therefore, x and 3x are linearly dependent.

Fundamental and general solution of second order odes.

An equation of the form a2 (x) y’’ +a1(x)y’ +a0(x)y =f(x) is called second
order ordinary differential equation; where each a0, a1, a2 is a function of
x or constant

Notes

1) If f(x) = 0, then it’s called homogeneous ode.

2) If f(x) ≠0, then it’s called non homogeneous ode.

Superposition: In the special case in which the ODE has r(x) set equal to
zero, that is for the special form of the ODE y′′ + p(x)y′ + q(x)y = 0

Which is known as the ‘homogeneous’ form of the ODE, a linear

combination of any solutions is also a solution. Thus if y1(x) and y2(x)
are solutions of y′′ + p(x)y′ + q(x)y = 0 then so is any function that can
be written as Ay1(x) + By2(x) for any constants A and B.

Fundamental Solutions: What is more, any solution of the homogeneous

second-order linear ODE y′′ + p(x)y′ + q(x)y = 0 can be written as a
linear combination of only two solutions y1(x) and y2(x), known as
‘fundamental solutions,’ provided y1(x) and y2(x) are nonzero and
linearly independent. [Reminder: Two functions y1(x) and y2(x) defined

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 on I, are said to be linearly independent on I if the only linear
combination of them that adds up to zero, so that Ay1(x) +B y2(x) = 0 for
all x ∈ I, is the one for which A = B = 0.]. A solution of the
homogeneous ODE is sometimes called a complementary function.

• General Solutions: Any solution of the non-homogeneous ODE y′′ +

p(x)y′ + q(x)y = r(x) has the form, y(x) = yp(x) + Ay1(x) + B y2(x)
known as general solutions.

Where yP(x), known as a ‘particular solution,’ is a solution of the non-

homogeneous ODE, and y1(x) and y2(x) are fundamental solutions of the
homogeneous form of the ODE, in which r(x) is set to zero.

• Forms of particular solution

a) If f(x) is a constant function, then y p =a

b) If f(x) is a linear function, then y p =ax +b

c) If f(x) is a quadratic function, then y p =ax2 +b x +c

d) If f(x) is exponential function, then y p = a ex.

e) If f(x) is a trigonometric function (sin x, cos x), then y p = a sin x +

b cos x

CHAPTER THREE

SECOND ORDER ORDINARY DIFFERENTIAL

EQUATION

3.1 Linear second order homogeneous ode with constant coefficient

Consider the ode a2y’’ +a1y' +a0y=0. *

Suppose y= emx is a solution.

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 Y’= memx

Y”= m 2 emx

Therefore * becomes a2m2 e mx +a1memx +a0emx =0.

This implies e mx (a2m2 +a1m +a0) =0 by taking common.

a2m2 +a1m +a0 = 0 which is called Auxiliary equation (AE).

Example finds the AE of the following odes.

a) y"-3y'+4y =0

AE: m2 -3m +4 =0

When we solve the above AE, we have 4 cases:

Case1: if m has different roots m1&m2. The general solution is y(x)

=c1em1x +c2em2x

Example solves the following odes using AE.

a) Y" -5y' +6y =0

Solution AE: m2 -5m +6 =0

(m+2) (m-3) =0

m =2, 3

Therefore, the general solution is y(x) =c1e2x + c2e3x.

Case2: if m has repeated roots m & m. The general solution is y(x) =c 1emx
+ c2 x e mx

Example solves the following odes using AE.

a) - 6y' + 9y = 0

Solution AE: m2 - 6m + 9 = 0

(m - 3)2 = 0

m=3, 3

Therefore, the general solution is y(x) = c1e3x +c2 xe3x.

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 Case 3: if m has complex root α ± iβ the general solution is y(x) = e αx
(c1cosβx+c2sinβx).

Example: solve the following ode using AE.

a) y’’ – 4y’ + 13y = 0

Solution: AE m2 – 4m + 13, m = 4 /2 =4 ±
/2 = 4 ± 6i/2.

Therefore, m = 2 ± 3i, α = 2, β = 3

Hence, the general solution is y(x) = e2x (c1cos3x + c2sin3x).

Case 4: if m has repeated complex root.

The general solution is y(x) =e αx (c1cosβx + c2sinβx) +x eαx (c3cosβx +

c4sinβx).

3.2 Linear second order non homogeneous odes with constant coefficient

A. Using undetermined coefficients

Consider the ode a2y" + a1y' + a0y =f(x)

Here we have 2 parts

i) Homogeneous part (LHS) whose solution is called complementary

solution (y c) and is obtained using AE.

ii) Non homogeneous part (RHS) whose solution is called particular

solution (y p) and is obtained as follows:

The general solution is y(x) =y c + y p.

Example using undetermined coefficients solves the following odes.

y" -3y' + 2y =8

Solution first homogeneous part: AE m2 -3m +2 =0

(m-1)(m-2)=0

m=1, 2

Y c =c1ex + c2e2x

Second non homogeneous part:

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 Let Y p =a

Y' p =0

Y" p =0

Therefore * becomes: 0 -3(0) +2(a) =8

2a =8

a =4

Y p =4 Therefore, the general solution is y(x) =c1ex c2e2x +4.

If one or more terms of the non-homogeneous part are a solution of the

homogeneous part, then our substitution will be as follows:

i) One term of the non-homogeneous part is a solution of the

homogeneous part, then Y p is replaced by X (Y p).

ii) If two terms of the non-homogeneous part are solutions of the

homogeneous part, then Y p is replaced by X2(Y p).

iii) If three terms of the non-homogeneous part are solutions of the

homogeneous part, then Y p is replaced by X3(Y p).

Example solves the odes using undetermined coefficients.

y" + y' =3.

Solution: homogeneous part

m2 + m =0

(m-0)(m+1)=0

m=0, -1

Y c =c1 + c2e-x

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 Non homogeneous part

Let Y p = =ax, Y' p =a, Y" p =0

Therefore * becomes: 0 + a =3, a=3.Therefore Y p =3x

Hence, general solution is y(x) =c1 +c2e-x +3x

B) Using variation of parameters

Consider the ODE: y’’ + p y’ +q y = f(x)………...*

Suppose y1 and y2 are linearly independent solutions of the homogeneous

part.

Define two parameters u1 and u2 as: u1 = -

and u2 = , where w is the wronskian of y1

and y2.

Y p = y1u1 + y2u2

Thus, y(x) = y c + y p

Example: using variation of parameters, solve y’’ + 4y = sec2x.

Solution: homogeneous part:

AE: m2 + 4 = 0, m2 = -4, m= ±2i, α = 0, β = 2.

This implies Y c = c1cos2x + c2sin2x

Non-homogeneous part:

Y1 = cos2x, y2 = sin2x, f(x) = sec2x.

W=| | = 2cos22x + 2sin22x =

2(cos22x + sin22x) = 2. Because cos22x + sin22x = 1.

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 i) u1 = -

ii)

This implies y p = y1u1 + y2u2 =cos2x ( ln|cos2x) +

( )sin2x

Therefore, general solution is y(x) = y c + y p = c1cos2x + c2sin2x +

+ sin2x

3.3 Second order ordinary differential equation with variable coefficient

Ordinary differential equation of the form ax2y’’ + b x y’ + c y =f(x) is

called second order ordinary differential equation with variable coefficient
or Cauchy Euler Equation (CEE).

a) Homogeneous ordinary differential equations with variable

coefficients (using AE).

Consider the ODE ax2y’’ + b x y’ + c y =0 *

Suppose y =xm is a solution, y’ =mxm-1, y’’ =m (m-1) xm-2

Becomes: ax2 (m (m-1) xm-2) +b x (mxm-1) +c (x m) = 0. This implies a (m2

–m) x m +b m x m +c x m =0

X m (am2 – am + b m + c) =0

X m (am2 + (b-a) m + c) =0

am2+ (b-a) m + c=0 which is the AE of *

Example: find the AE of the foll0wing Cauchy Euler equation.

a) x2y’’ + 6xy’ +6y =0

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 AE: m2 + 5m +6 =0

Consider the CEE: y’’ + b x y’ + c y =0 whose AE is am2 + (b-a) m + c =0

Solving the above AE, we have 3 cases.

Case 1: if m has distinct roots m1 and m2 the general solution is

Y(x) =c1xm1 + c2xm2

Example: solve the following CEE:

a) x2y’’ – 4xy’ +6y =0

AE: m2 – 5m + 6 =0

(m-2) (m-3) =0

Therefore, m =2, 3

Hence, the general solution is y(x) = c1x2 + c2x3.

Case 2: if m has double roots m and m. The general solution is y(x) =c 1xm
+ c2xm lnx.

Example: solve the CEEs x2y’’ - 5xy’ +9y =0

Solution: AE m2 -6m +9 = 0

This implies (m-3)2 = 0, m = 3, 3

Therefore, general solution is y(x) = c1x3 + c2x3 lnx.

Case 3: if m has a complex conjugate root m =α ±iβ.

General solution is y(x) = (c1cosbx + c2sinbx).

Example: solve the ODE: x2y’’ – 7xy’ + 20y = 0.

Solution: m2 – 8m + 20 = 0

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 This implies m=4 ±2i, α =4, β = 2.

General solution is y(x) = (c1 cos (2x) + c2 sin

(2x))

b) Non homogeneous ODE with variable coefficient (using variation of

parameters)

Consider the ODE: x2y’’ + x p y’ + q y =f(x).

Suppose y1 and y2 are linearly independent solutions of the homogeneous

part.

Construct two parameters as: u1 = - and

Y p = y1u1 + y2u2.Therefore, general solution is y(x) =y c +y p.

Example: solve the CEE: x2y’’ – 4xy’ + 6y = x4 using variation of

parameters.

Solution: homogeneous part.

AE: m2 – 5m + 6 = 0

(m-2) (m-3) = 0, m =2, 3

Y c = c 1 x2 + c 2 x3

Non-Homogeneous part.

y1 =x2, y2=x3 f(x) = x4.

W =| |

W = 3x4 – 2x4 = x4

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 U1 = - =- =

- =-

= =

= =

Y p= y1u1 + y2u2 =x2(-x4/4) + x3(x3/3)

= -x6/4 + x6/3 = x6/12

Therefore, general solution is y(x) = y c + y p = c1x2 + c2x3 + x6/12

CHAPTER FOUR

APPLICATION OF SECOND ORDER ORDINARY

DIFFERENTIAL EQUATIONS

4.1 Application of Second Order Ordinary Differential Equations

Many physical phenomena are modeled by second order ordinary

differential equations. Some examples are: Electric circuit, damping
motion etc.

1. Electric circuit problems.

Consider an LRC electrical circuit connection.

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 Derive a formula for the amount of charge at any time t.

Voltage due to inductance is L .

Voltage due to resistance is IR.

Voltage due to capacitance is .

Apply Kirchhoff’s voltage law:

The sum of the voltage drops = the voltage supplied.

L +IR + = E, but Q’ = L,
Q’’ = L.

L (Q’’) + R (Q’) + =E

This implies Q’’ + Q’ + Q

= which is second order ordinary differential

equation with constant coefficient.

Solving the above ordinary differential equation will give us the amount
of charge at any time t.

Example: In an LRC the inductance is 2H, the resistance is 4 Ω and the

capacitance is 0.5F, if the circuit generates a constant voltage of 30V, and
then finds:

a) The amount of charge at any time, b) the maximum amount of charge.

Solution Q’’ + Q’ + Q =

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 This equal to Q’’ + Q’ +

=Q’’ +2Q’ +Q =15

1) Homogeneous part: m2 +2m + 1 =0 = (m + 1) 2 =0 =m = -1, -1.

Therefore, Qc =c1e-t +c2te-t.

2) Non-homogeneous part:

Let Q p =a, Q’ p=0, Q’’ p =0. Therefore, Q’’ +2Q’+Q = 15 becomes 0

+2(0) +a =15, a =15 hence Q p =15 And Q(t) =Qc +Q p =c1e-t + c2te-t + 15.

Find c1 and c2. at t = 0, there is no charge Q (0) =0 =c 1 + c2 = 0, c1 = -15,

Q(t) = -15e-t +c2te-t + 15.

Again I (0) =0 at t =0 there is no current, Q’ (0) =0, Q’(t)=15e -t + c2(e-t –t

e-t).

Then Q’ (0) =15 +c2 =0, c2 = -15 therefore Q(t) = -15e-t -15te-t + 15.

b) Q max = Q(t) as t goes to infinity =(-15e-t -15te-t +15) =15C

2. Damped motions

Consider a suspended object and suspended mass.

Derive the model for the position x(t) of the object at any time t.

Using Newton second law of motion we have F =ma, ma = F = md 2 x/dt2

= -F.

This implies md2 x/dt2 = -(k x + ), k is spring

constant and α is the damping constant.

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 = + +

x =0 is the second order ode.

Solving AE m2 + + =0,
we have the following three types of damping motions.

i) If m has different roots, then the system is over damping.

ii) If m has repeated roots, then the system is critical damping.

iii) If m has complex roots, then the system is under damping.

Example: solve the following damping motions problems and classify

them.

a) d2x/dt2 -3 + 2x = 0

Solution: AE m2 -3m + 2 =0

(m-2) (m-1) = 0

m =2, 1 has two real roots

X(t) = c1et + c2e2t

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 SUMMARY

A second order homogeneous linear equation is an equation that can be

written y’’+ p(x)y’ + q(x)y = 0. It has very important property that a
linear combination of solutions is again a solution (superposition
principle). A second order non homogeneous linear equation is an
equation that can be written Y^'' + p(x) Y^' + q(x)Y = r(x) and its
general solution is the form y =y c + y p

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 REFERENCES

 Ahsan, Zafar, differential equation and its application 2 nd

edition, 2004.

 ERWIN, Kreyszing, Advanced Engineering mathematics, 10 th

edition, wiley, 2000.

 KING. A.C, ordinary differential equation 4thedition,

Cambridge university,2010

 L.ROSS.R, introduction to ordinary differential equation, 4 th

edition,wiley,1989

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