Second Order Ordinary Differential

Equation

Second Order Ordinary Differential Equation 1 / 61

A second-order ODE is called linear if it can be written as
′′ ′
y + p(x)y + q(x)y = r (x) (1)

and nonlinear otherwise. The functions p and q are called

coefficients of the ODEs.
Features of (1) is that it is linear in y and its derivatives,
whereas the function p, q and r maybe any function of x.
′′
If the equation have f (x)y then divide by f (x) to reduce it to
standard form (1).
If r (x) ≡ 0( read as r (x) is identically zero i.e, r (x) = 0 for all
x) then (1) reduces to
′′ ′
y + p(x)y + q(x)y = 0 (2)

and is called homogeneous.

Second Order Ordinary Differential Equation 2 / 61
If r (x) ̸≡ 0 then it is called nonhomogeneous.
An example of a nonhomogeneous linear ODE is
′′
y + 25 = e −x cos x and a homogeneous linear ODE is
′′ ′ ′′ 1 ′
xy + y + xy = 0 an be written as y + y + y = 0
x
Example for nonlinear ODE is
′′ ′2
y y +y =0

A function h(x) is called a solution of a (linear or nonlinear)

second-order ODE on some open interval I if h is defined and
twice differentiable throughout that interval and is such that the
ODE becomes an identity if we replace the unknown y by h, the
′ ′ ′′ ′′
derivative y by h and the second derivative y by h .

Second Order Ordinary Differential Equation 3 / 61

Homogeneous Linear ODEs:Superposition Principle

Example
Verify that y = cos x and y = sin x are solutions of the homogeneous
linear ODE
′′
y +y =0

for all x.

Second Order Ordinary Differential Equation 4 / 61

Homogeneous Linear ODEs:Superposition Principle

Example
Verify that y = cos x and y = sin x are solutions of the homogeneous
linear ODE
′′
y +y =0

for all x.

The superposition principle or linearity principle states that

if y1 and y2 are solutions of a homogeneous linear ODE then so
is their linear combination c1 y1 + c2 y2 where c1 and c2 are
arbitrary constants.

Second Order Ordinary Differential Equation 4 / 61

Theorem
Fundamental Theorem for the Homogeneous Linear ODE
For a homogeneous linear ODE
′′ ′
y + p(x)y + q(x)y = 0, (3)

any linear combination of two solution on an open interval I is again

a solution of (3) on I . In particular, for such an equation, sums and
constant multiples of solutions are again solutions.

Second Order Ordinary Differential Equation 5 / 61

Proof: Let y1 and y2 be solutions of
′′ ′
y + p(x)y + q(x)y = 0, (4)

on I . Then substitute y = c1 y1 + c2 y2 and its derivatives into (4) and

′ ′ ′
using the rule (c1 y1 + c2 y2 ) = c1 y1 + c2 y2

′′ ′ ′′ ′
y + p(x)y + q(x)y = (c1 y1 + c2 y2 ) + p(c1 y1 + c2 y2 )
+ q(c1 y1 + c2 y2 )
′′ ′′ ′ ′
= c1 y1 + c2 y2 + p(c1 y1 + c2 y2 ) + q(c1 y1 + c2 y2 )
′′ ′ ′′ ′
= c1 (y1 + py1 + qy1 ) + c2 (y2 + py2 + qy2 )
= 0 Since y1 and y2 are solutions, by assumption

Hence y is a solution of (4).

Second Order Ordinary Differential Equation 6 / 61

Note: This holds for homogeneous linear ODEs but not for
nonhomogeneous linear or nonlinear ODEs.

Example: The functions y = 1 + cos x and y = 1 + sin x are

′′
solutions of the nonhomogegeneous linear ODE y + y = 1 but their
sum is not a solution. Neither is, for instance, 2(1 + cos x) or
5(1 + sin x).

Second Order Ordinary Differential Equation 7 / 61

Initial Value Problem: Basis. General Solution
For a second-order homogeneous linear ODE (3), an initial value
problem consists of Equation (3) and two initial conditions
′
y (x0 ) = K0 , y (x0 ) = K1 (5)
These conditions prescribe given values K0 and K1 of the solution
and its first derivative at the same given x = x0 in the given interval
considered.
The conditions (5) are used to determine the two arbitrary constants
c1 and c2 in the general solution y of the ODE.
y = c1 y 1 + c2 y 2 (6)
Here y1 and y2 are suitable solutions of the ODE. This result is a
unique solution, passing through the point (x0 , K0 ) with K1 as the
tangent direction (the slope) at that point. That solution is called a
particular solution of the ODE.
Second Order Ordinary Differential Equation 8 / 61
Solve the initial value problem
′′ ′
y + y = 0, y (0) = 3 y (0) = −0.5

Second Order Ordinary Differential Equation 9 / 61

Solve the initial value problem
′′ ′
y + y = 0, y (0) = 3 y (0) = −0.5

Solution: Step 1 General solutionThe function cos x and sin x are

solutions of the ODE. Let

y = c1 cos x + c2 sin x

This is the general solution.

′
Step 2 Particular solution. The derivative y = −c1 sin x + c2 cos x.
Using the initial condition, since cos 0 = 1 and sin 0 = 0
′
y (0) = c1 = 3 and y (0) = c2 = −0.5

The particular solution of this initial value problem is

y = 3 cos x − 0.5 sin x

Second Order Ordinary Differential Equation 9 / 61
General Solution, Basis and Particular Solution
A general solution of an ODE
′′ ′
y + p(x)y + q(x)y = 0 (A)

on an open interval I is a solution

y = c1 y1 + c2 y2 (B)

in which y1 and y2 are solutions of (A) on I that are not proportional,

and c1 and c2 are arbitrary constants. These y1 and y2 are called a
basis(or a fundamental system) of solutions of (A) on I .
A particular solution of (A) on I is obtained if specific values are
assigned to c1 and c2 in (B).

Second Order Ordinary Differential Equation 10 / 61

y1 and y2 are proportional on I if for all x on I , if
y1 = ky2 y2 = ly1
where k and l are numbers, zero or not.
Two functions y1 and y2 are called linearly independent on an
interval I where they are defined if
k1 y1 (x)+k2 y2 (x) = 0 everywhere on I implies k1 = 0 and k2 = 0.
(7)
y1 and y2 are called linearly dependent on I if (7) also holds for
some constants k1 , k2 not both zero. Then if k1 ̸= 0 or k2 ̸= 0,
we can divide and see that y1 and y2 are proportional,
k2 k1
y1 = − y2 or y2 = − y1
k1 k2
In the case of linear independence, these functions are not
proportional because then we cannot divide in (7)
Second Order Ordinary Differential Equation 11 / 61
Basis Reformulated
A basis of a solution of (3) on an open interval I is a pair of linearly
independent solutions of (3) on I .

Example
′′
cos x and sin x form a basis of solutions od the ODE y + y = 0 for
all x because their quotient is cot x ̸= constant(or tan x ̸= constant).
Hence y = c1 cos x + c2 sin x is a general solution. The solution
y = 3.0 cos x − 0.5 sin x of the initial value problem is a particular
solution.

Second Order Ordinary Differential Equation 12 / 61

Find a Basis if One Solution is Known. Reduction of Order
If one solution can be found in some way then a second linearly
independent solution can be obtained by solving a first-order
ODE.
This is called the method of reduction of order.

Second Order Ordinary Differential Equation 13 / 61

Find a basis of solutions of the ODE
′′ ′
(x 2 − x)y − xy + y = 0

Second Order Ordinary Differential Equation 14 / 61

Find a basis of solutions of the ODE
′′ ′
(x 2 − x)y − xy + y = 0

By inspection, y1 = x is a solution of the given ODE.

Substitute
′ ′ ′′ ′′ ′
y = uy1 = ux, y = u x + u, y = u x + 2u
Then the ODE becomes
′′ ′ ′
(x 2 − x)(u + 2u ) − x(u x + u) + ux = 0

ux and −xu cancel and then divide by x and simplify,

′′ ′ ′ ′′ ′
(x 2 − x)(u x + 2u ) − x 2 u = 0, (x 2 − x)u + (x − 2)u = 0

Second Order Ordinary Differential Equation 14 / 61

 ′
This ODE is of first order in v = u , namely
′
(x 2 − x)v + (x − 2)v = 0.
Separation of variables and integration gives

dv x −2 1 2
=− 2 dx = ( − )dx (8)
v x −x x −1 x

ln|v | = ln|x − 1| − 2ln|x|

|x − 1|
= ln
x2
We need no constant of integration because we want to obtain a
particular solution. Similarly, for this integration, by taking exponents
and integrating them again, we obtain
Second Order Ordinary Differential Equation 15 / 61
 x −1 1 1
v= = −
x2 x x2
Z
1
u= vdx = ln|x| + .
x
Hence y2 = ux = xln|x| + 1.

Since y1 = x and y2 = x ln|x| + 1 are linearly independent, we

obtained a basis of solution, valid for all positive x.

Second Order Ordinary Differential Equation 16 / 61

Homogeneous Linear ODEs with Constant
Coefficients

Consider the second-order homogeneous linear ODEs whose

coefficients a and b are constants,
′′ ′
y + ay + by = 0 (9)

The solution of the first-order linear ODE with a constant coefficient

′
k, y + ky = 0 is an exponential function y = ce −kx .

So we’ll try y = e λx as a solution of the ODE (9). Substituting

′ ′′
y = e λx , y = λe λx and y = λ2 e λx in (9)

Second Order Ordinary Differential Equation 17 / 61

we obtain,

(λ2 + aλ + b)e λx = 0.

Hence if λ is a solution of the characteristic equation (or auxiliary

equation)
λ2 + aλ + b = 0 (10)
then y = e λx is a solution of the ODE (9).
The roots of the quadratic equation (10) are
1 √  1 √ 
λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b (11)
2 2
Hence functions y1 = e λ1 x and y2 = e λ2 x are solutions of the (9).

Second Order Ordinary Differential Equation 18 / 61

The characteristic equation may have three kinds of roots, depending
on the sign of the discriminant a2 − 4b, namely,

Case 1: Two real roots if a2 − 4b > 0,

Case 2: A real double root if a2 − 4b = 0,
Case 3: Complex conjugate roots if a2 − 4b < 0.

Case 1: Two distinct real roots λ1 and λ2

If this is the case, then,

y 1 = e λ1 x and y2 = e λ2 x

is a basis of solutions of the ODE (9). The corresponding general

solution is
y = c1 e λ 1 x + c2 e λ 2 x . (12)

Second Order Ordinary Differential Equation 19 / 61

Solve the IVP
′′ ′ ′
y + y − 2y = 0, y (0) = 4, y (0) = −5.

Second Order Ordinary Differential Equation 20 / 61

Solve the IVP
′′ ′ ′
y + y − 2y = 0, y (0) = 4, y (0) = −5.

Sol. Characteristic equation of the given IVP is

λ2 + λ − 2 = 0.

Its roots are λ1 = 1 and λ2 = −2. So the general solution is

y = c1 e x + c2 e −2x .
′
Now, y (x) = c1 e x − 2c2 e −2x , so from the initial conditions and
general solution we have,

y (0) = c1 + c2 = 4,
′
y (0) = c1 − 2c2 = −5

Second Order Ordinary Differential Equation 20 / 61

Solving, we get c1 = 1 and c2 = 3. Thus the solution of the given
IVP is,

y = e x + 3e −2x .

Second Order Ordinary Differential Equation 21 / 61

 a
Case 2: Real Double Root λ = −
2
If the discriminant a2 − 4ab is zero, then from (11) that we get only
a
one root λ = λ1 = λ2 = − , hence only one solution
2
a
y1 = e − 2 x .

To obtain a second independent solution y2 , we use the method on

reduction of order discussed in the last section, setting y2 = uy1 .
′ ′ ′ ′′
Substituting this and its derivatives y2 = u y1 + uy1 and y2 we have,
′′ ′ ′ ′′ ′ ′
(u y1 + 2u y1 + uy1 ) + a(u y1 + uy1 ) + buy1 = 0
′′ ′
Collecting terms in u , u , and u we obtain,
′′ ′ ′ ′′ ′
u y1 + u (2y1 + ay1 ) + u(y1 + ay1 + by1 ) = 0

Second Order Ordinary Differential Equation 22 / 61

Since y1 is a solution of the given ODE, the expression in the
parentheses is zero. Since
′ ax
2y1 = −ae − 2 = −ay1
the expression in the first parentheses is zero.
′′ ′′
Thus we have u y1 = 0. Hence u = 0. By two integration
u = c1 x + c2 .
To get a second independent solution y2 = uy1 , we can choose
c1 = 1, c2 = 0 and take u = x.Then y2 = xy1 . Since these solutions
are not proportional, they form a basis. Hence in the case of double
root of (10) a basis of solutions of (9) on any interval is
ax ax
e− 2 , xe − 2

The corresponding general solution is

ax
y = (c1 + c2 x)e − 2
Second Order Ordinary Differential Equation 23 / 61
Example
′′ ′
The characteristic equation of the ODE y + 6y + 9y = 0 is
λ2 + 6λ + 9 = (λ + 3)2 = 0. It has the double root λ = −3. Hence a
basis is e −3x and xe −3x . The corresponding general solution is
y = (c1 + c2 x)e −3x .

Second Order Ordinary Differential Equation 24 / 61

Case 3: Complex roots
This case occurs if the discriminant a2 − 4b of the characteristic
equation (10) is negative. Then the roots of the characteristic
equation are complex roots λ1 = α + iβ and λ2 = α − iβ.
Then,

e λ1 x = e (α+iβ)x = e αx e iβx
= e αx [cos βx + i sin βx]
= e αx cos βx + ie α x sin βx
Similarly, e λ2 x = e αx [cos βx − i sin βx]
e λ1 x + e λ2 x
Then = e αx cos βx = y1
2
e λ1 x − e λ2 x
= e αx sin βx = y2
2i

Second Order Ordinary Differential Equation 25 / 61

These are two real-valued solutions which are linearly independent.
Hence our solution reduces to

y = c1 e αx cos βx + c2 e αx sin βx
or
y = (c1 cos βx + c2 sin βx)e αx

Second Order Ordinary Differential Equation 26 / 61

Solve the IVP
′′ ′ ′
y + 0.4y + 9.04y = 0, y (0) = 0, y (0) = 3.

Second Order Ordinary Differential Equation 27 / 61

Solve the IVP
′′ ′ ′
y + 0.4y + 9.04y = 0, y (0) = 0, y (0) = 3.

Sol.

λ = −0.2 ± 3i, ω = 3 and the general solution is

y = e −0.2x (A cos 3x + B sin 3x).
Particular solution is y = e −0.2x sin 3x.

Second Order Ordinary Differential Equation 27 / 61

Case Roots Basis General Solution
Distinct real:
I e λ1 x , e λ2 x y = c1 e λ1 x + c2 e λ2 x
λ1 , λ2
Real Double Roots: −ax −ax ax
II e 2 , xe 2 y = (c1 + c2 x)e − 2
λ = − 12 a
Complex conjugate
−ax
III λ1 = −1
2
a + iω e 2 cos ωx y = e −ax/2 (A cos ωx
−ax
−1
λ1 = 2
a − iω e 2 sin ωx +B sin ωx)

Second Order Ordinary Differential Equation 28 / 61

Euler-Cauchy Equations
Euler-Cauchy Equations are ODE of the form
′′ ′
x 2 y + axy + by = 0 (13)
with given constants a and b and unknown function y (x). We
substitute
′ ′′
y = x m, y = mx m−1 , y = m(m − 1)x m−2
in (13). This gives
x 2 m(m − 1)x m−1 + axmx m−1 + bx m = 0
Taking x m as a common factor and dropping it we have the auxiliary
equation m(m − 1) + am + b = 0 or
m2 + (a − 1)m + b = 0 (14)
Second Order Ordinary Differential Equation 29 / 61
y m is a solution of (13) if and only if m is a root of (14). The roots
are
r
1 1
m1 = (1 − a) + (1 − a)2 − b
2 4
r
1 1
m2 = (1 − a) − (1 − a)2 − b
2 4
Case I: Distinct real roots
m1 and m2 give two real solutions

y1 (x) = x m1 and y2 (x) = x m2

These are linearly independent and hence form a basis of solution of
(13) for all x for which they are real.

Second Order Ordinary Differential Equation 30 / 61

The corresponding general solution for all these x is

y = c1 x m1 + c2 x m2 (c1 , c2 arbitrary)

Second Order Ordinary Differential Equation 31 / 61

Case II: A real double root
1
If m1 = m2 = (1 − a) is a real double root of the auxilliary equation,
2
then one solution is y1 = x (1−a)/2 ,
and the other solution is y2 = ln x x (1−a)/2 ,
which is obtained from the method of reduction of order.

These y1 and y2 are linearly independent solutions and hence the

general solution corresponding to this basis is

1
y = (c1 + c2 lnx)x m , m = (1 − a)
2

Second Order Ordinary Differential Equation 32 / 61

Finding y2 using method of reduction of order
1 1
m1 = m2 = (1 − a) occurs if and only if b = (a − 1)2 because
2 4
1 2
then (14) becomes [m + (a − 1) ] and Euler Cauchy equation is of
2
the form

′′ ′ 1
x 2 y + axy + (1 − a)2 y = 0 (15)
4
or
′′ a ′ (1 − a)2
y + y + y =0 (16)
x 4x 2

Second Order Ordinary Differential Equation 33 / 61

A second linearly independent solution can be obtained by the
method of reduction of order. Starting from y2 = uy1 , we obtain
expression for u as
Z
1 − R pdx
u= Udx where U = e
y12

−a
R
−pdx
From (16), p = xa . Hence e = e (−alnx) = e lnx = x −a
Divide by y12 = x 1−a gives U = 1/x so that u = lnx by integration.
Thus, y2 = uy1 = y1 lnx = ln x x (1−a)/2 .

Second Order Ordinary Differential Equation 34 / 61

Case III: Complex conjugate roots
If the auxiliary equation (14) has complex conjugate roots
m = α ± iβ, then

y1 = x α cos (β ln x)
y2 = x α sin (β ln x)
are two linearly independent solutions and hence the general solution
is
 
y = x α c1 cos (β ln x) + c2 sin (β ln x)

Second Order Ordinary Differential Equation 35 / 61

Solve
′′ ′
x 2 y + 1.5xy − 0.5y = 0

Second Order Ordinary Differential Equation 36 / 61

Solve
′′ ′
x 2 y + 1.5xy − 0.5y = 0

Sol. This is an Euler Cauchy Equation with the auxiliary

equation
m2 + 0.5m − 0.5 = 0.
The roots are m1 = 0.5 and m2 = −1. Hence a basis of solutions for
all positive x is y1 = x 0.5 and y2 = x1 .
Hence the general solution is
√ c2
y = c1 x + (x > 0)
x

Second Order Ordinary Differential Equation 36 / 61

Solve the Euler-Cauchy Equation
′′ ′
x 2 y − 5xy + 9y = 0

Second Order Ordinary Differential Equation 37 / 61

Solve the Euler-Cauchy Equation
′′ ′
x 2 y − 5xy + 9y = 0

Sol. The given ODE has the auxiliary equation

m2 − 6m + 9 = 0. It has the double root m = 3, so general solution
for all positive x is,
y = (c1 + c2 lnx)x 3

Second Order Ordinary Differential Equation 37 / 61