SECOND ORDER

DIFFERENTIAL
EQUATION
(Part 1)
1
In this section, we will learn about:
Solving ordinary 2nd D.E for types of:

i. Homogenous (with constant

coefficients)

ii. Non-homogeneous (undetermined

coefficients method)
 f(x) is a product of one function
 f(x) is a product of two functions
 f(x) consists of sum of terms
2
COURSE LEARNING OUTCOMES
(CLOs)
Upon completion of the course, students should be able
to:
1. Solve ordinary differential equations and partial
differential equations’ problems. (C3)

2. Apply Laplace transforms to solve differential

equations problems. (C3)

3. Determine Fourier series of given functions. (C4)

3
SECOND ORDER
DIFFERENTIAL
EQUATION
(Homogeneous D.E)

4
Homogeneous & non-homogeneous D.E.
• The standard way of arranging terms in a D.E. so that
all terms containing the derivative and dependent
variable (y) occur on the left-hand side of the equality
sign, and those terms that involve only the independent
variable (x) and constant terms occur on the Right-
hand side.

• When linear differential equation are arranged in this

way, those in which the right –hand side is zero are
called homogeneous equations and those in which it
is non-zero are non-homogeneous equations

d2y dy d2y dy
a 2  b  cy  0 a 2  b  cy  f ( x)
dx dx dx dx
Non-homogeneous
Homogeneous 5
 Example :
Determine whether the following differential
equations is homogeneous or non-homogeneous

2
d y dy
2
 4 x  cos 2 x  0
dx dx

6
Solution : Check and rearrange in standard way

dependent variable (y)

2
d y dy
2
 4 x  cos 2 x  0
dx dx
independent variable (x)

2
d y dy
2
 4 x  cos 2 x
dx dx 0
(Non-homogeneous)
7
 Homogeneous Linear Second Order
Differential Equation
2
d y dy
a 2
b  cy  0
dx dx
2
mx dy mx d y 2 mx
If y  Ae , then  Ame and  Am e
dx dx 2

Substitute:
a(Am 2 e mx )  b(Ame mx )  c(Ae mx )  0
Ae mx (am 2  bm  c)  0

If y Ae mx is the solution, then

am 2  bm  c  0
8
 2
am  bm  c  0
Auxiliary Equation /
Characteristic Equation

Auxiliary Equation can be solved either

• by factorizing or
• by using quadratic formula.

 b  b 2  4ac
m
2a
The Auxiliary Equation may have either:
Case 1 Case 2
Real and
Real and equal
different roots,
roots, m1 = m2
m1 ≠ m2
General Solution General Solution

y  Ae m1 x
 Be m2 x
y  e m1 x (A  Bx)

Case 3
Complex
roots, piq
General Solution
px
y  e (Acosqx  Bsinqx)
10
Given a homogeneous second order D.E.
2
d y dy
a 2  b  cy  0
dx dx

d2y dy
It so happens that if we equate 2  mand
2
m
dx dx
, we will get am 2  bm  c  0
 2
am  bm  c  0

is called the auxiliary equation or

characteristic equation and solutions for
m are the roots of the quadratic equation.

12
 Given a homogeneous second order D.E.

d2y dy
a 2  b  cy  0
dx dx
d2y dy
It so happens that if we equate dx 2  m and
2
m
dx
, we will get am  bm  c  0
2

CASE 1 : If the quadratic equation has

2 unequal real roots (  ,  ).

, then the general solution of the D.E. is

x x
y  Ae  Be 13
CASE 2 : If the quadratic equation has
2 equal real roots (  , ) or 1 real root.
, then the general solution of the D.E. is
x
y  ( A  Bx)e

CASE 3 : If the quadratic equation has

2 imaginary roots (p  qi ).
, then the general solution of the D.E. is

y  e ( A cos qx  B sin qx)

px

14
Example 1
Find general solution of the
following second order D.E.

2
d y dy
2
 2  3 y  0
dx dx

15
Solution : Check and rearrange in standard way

dependent variable (y)

2
d y dy
2
 2  3y  0
dx dx
dependent variable (x)

The given D.E is already in standard form

2
d y dy
2
 2  3y  0 (Homogeneous)
dx dx
16
 2
Given d y dy
2
 2  3y  0
dx dx
SOLUTION:
d2y dy
Let 2
m ,
2
Let  m Let y  1
dx dx

Solve quadratic equation

Method 1 : Factorization
m 2  2m  3  0
 m  3 m  1  0

 m  3  0 or  m  1  0
m  3 m 1 17
 Solve quadratic equation
Method 2 : Quadratic Formula

m 2  2m  3  0

 b  b  4ac
2
m Where a=1, b=2, c=-3
2a

 (2)  (2)  4(1)( 3)

2
m
2(1)
 2  16
m
2
1
 2  16
m
2  2  16
m  3
2
18
So, the quadratic equation has two real and unequal roots (  ,  ).

where = 1 ,  = -3 , then the general solution of the D.E. is

x x
y  Ae  Be
( 3) x
y  Ae (1) x
 Be
3 x General
y  Ae  Be x
Solution

19
EXAMPLE 2 :
Find the particular solution to the differential
equation:

d 2s ds
2
 3  10 s
dt dt
ds
for s = 1 and  12 when t = 0.
dt

20
Solution : Check and rearrange in standard way
dependent variable (s)
2
d s ds
2
 3  10 s
dt dt
2
d s ds
2
 3  10s  0
dt dt
(Homogeneous D.E)

21
 2
d s ds
2
 3  10 s  0
dt dt
SOLUTION: Let d 2s ds
2
 m 2
, m s 1
dt dt

m  3m  10  0
2

 m  5 m  2  0

 m  5  0 or  m  2  0
m5 m  2
22
So,the quadratic equation has two real and unequal roots (  ,  ).

where = 5,  = -2 , then the general solution of the D.E. is

t t
s  Ae  Be
2 t General
s  Ae  Be5t
Solution

REMARK :
To find particular solution, we must use the
initial condition given to find value A and B

23
 ds
To find particular solution, substitute t=0, dt  12
s=1, into the general solution to get value A,B.

2 t
s  Ae  Be
5t Differentiate general
solution to get
2 t
s  Ae  Be
5t
2 ( 0 )
1  Ae  Be
5( 0 )
ds  2t
 5 Ae  2 Be
5t

1  A1  B(1) dt

A  B  1    (i ) 12  5 Ae 5( 0 )
 2 Be 2 ( 0 )

5 A  2 B  12    (ii )
24
 Solve the simultaneous equations to get value A,B.

5
A  B  1    (i ) 5 A  5B  5  (iii )
5 A  2 B  12    (ii )

Equation (iii) – (ii) Substitute B=-1 into

equation (i)
5 A  5 B  5  (iii ) A  B  1    (i )
() 5 A  2 B  12    (ii )
A  (1)  1
7 B  7 A2
B  1
25
Substitute A=2,B=-1 into the general solution
to get particular solution

2 t
s  Ae  Be
5t
(General solution)

2 t
s  2e  (1)e
5t

2 t
s  2e  e
5t (Particular solution)

26
 SECOND ORDER
DIFFERENTIAL
EQUATION
(NON- Homogeneous D.E)

27
A non-homogeneous second order
differential equation has the form :
2
d y dy
a 2  b  cy  f ( x)
dx dx
where a, b, c are constants.

28
 METHOD OF
UNDETERMINED
OEFFICIENTS
To obtain the general solution of a non-
homogeneous second order differential
equation we must do two things :

(i) Find complementary function

(ii) Find Particular Integral

29
The non-homogeneous second order D.E
d2y dy
a 2  b  cy  f ( x) where f ( x)  0
dx dx
can be solved by:

Step 1: Find the complementary function

( homogeneous solution)
2
d y dy
Let a 2  b  cy  0
dx dx

30
Step 2 : determining the particular integral by
using the trial solution (depends on) f (x)

HOW ?
dy d 2 y
i) differentiate the trial solution to get , 2
dx dx
dy d 2 y
ii) Then substitute , into the given D.E.
dx dx 2

So, the general solution of the non-homogeneous

second order D.E is

General solution = (complementary function)

+ ( particular integral )
31
The particular integral of the D.E
depends on the function f (x)

Right Hand Sides of Non-homogeneous D.E

32
Table below shows trial solution that can be
used to find the particular integral
Category f (x) Trial solution

Constant 2 ya
polynomial 3 x  24 (linear)
 2 x  3x  5
y  ax  b
(quadratic ) y  ax 2  bx  c

Exponent  7e 3 x
y  ae 3 x
4 sin( 2 x)
y  a sin( 2 x)  b cos( 2 x)
Trigonometric 2 cos(3x) y  a sin( 3 x)  b cos(3x)
2 cos(5 x)  3 sin( 5 x) y  a sin( 5 x)  b cos(5 x)
33
EXAMPLE 3 :
Find the general solution to the differential equation:

2
d y dy
2
4  3y  6  0
dx dx

34
SOLUTION : Rearrange the D.E in the standard way
d2y dy
a 2  b  cy  f ( x)
dx dx
Dependent
variable
2
d y dy
Given 2
4  3y  6  0
dx dx
Independent
variable
2
d y dy f (x)  0
2
 4  3y  6
dx dx
Non-homogeneous D.E.

35
SOLUTION:

Step 1: Find the complementary function—C.F.

( homogeneous solution)
Let d2y dy
2
 4  3y  0
dx dx

Let d 2
y dy
2
m ,
2
m y 1
dx dx

m  4m  3  0
2

(m  3)( m  1)  0
m  3, 1 36
CASE 1 : If the quadratic equation has
2 unequal real roots (  ,  ).
, then the general solution of the D.E. is

x x
y  Ae  Be
3 x x
yc  Ae  Be
Complementary Function (CF)

37
Step 2: Find the P.I. (Particular Integral function)

Since given the RHS is f ( x)  6 (constant)

then let the trial solution yp  a
( Find value a)

dy
0 Substitute
into D.E in
Differentiate
dx standard
2 form
d y
2
0
dx
38
 2
d y dy
,

Therefore:
2
4  3y  6
dx dx

0  4(0)  3(a )  6
3a  6
6
a 2
3

39
So, the particular integral is
yp  a
yp  2
General solution is y
= (complementary function) + ( particular integral)

3 x x
y  Ae  Be  2
(General Solution)

40
EXAMPLE 4 :

Solve the following differential equation:

2
d y dy
2
8  16 y  x  1
2

dx dx

41
SOLUTION : Rearrange the D.E in the standard way
d2y dy
a 2  b  cy  f ( x)
dx dx
Dependent
variable
2
d y dy
Given 2
 8  16 y  x  1
2

dx dx
Independent
variable
2
d y dy f (x)  0
2
 8  16 y  x  1
2

dx dx
Non-homogeneous D.E.
42
SOLUTION:
Step 1: Find the complementary function—C.F.
( homogeneous solution)

d2y dy
Let
2
 8  16 y  0
dx dx
d2y dy
Let 2
m ,
2
m y 1
dx dx

m  8m  16  0
2

(m  4)( m  4)  0
m  4, 4
43
CASE 2 :

If the quadratic equation has

2 equal real roots (  , ) or 1 real root.

, then the general solution of the D.E. is

x
y  ( A  Bx)e

yc  ( A  Bx)e 4x

Complementary Function (CF)

44
Step 2:
Find the P.I. (Particular Integral function)

Since given the RHS is f ( x)  x  1 (quadratic )

2

then let the trial solution y p  ax  bx  c

2

( Find value a, b, c)

dy
 2ax  b
Differentiate
dx
2 Substitute
d y into D.E in
2
 2a standard
dx form

45
 d2y dy ,
Therefore: 2
8  16 y  x  1
2

dx dx

 
2a  8 2ax  b   16 ax  bx  c  x  1
2 2

2a  16ax  8b  16ax  16bx  16c  x  1

2 2

Equating the coefficients x2 for both sides

x  
2
16a  1 a
1
16
46
2a  16ax  8b  16ax  16bx  16c  x  1
2 2

Equating the coefficients of x for both sides

 x   16a  16b  0

1
 16   16b  0
 16 
1
 1  16b  0 b
16
47
2a  16ax  8b  16ax  16bx  16c  x  1
2 2

Equating the constant for both sides

 constant   2a  8b  16c  1

1 1
2   8   16c  1
 16   16 
2 8
  16c  0
16 16
5
c
128 48
So, particular integral is

y p  ax  bx  c
2

1 2 1 5
yp  x  x 
16 16 128
General solution is y
= (complementary function) + ( particular integral)

1 2 1 5
y   A  Bx  e 4x  x  x
16 16 128

49
If f(x) is a product of 2 functions,

Example : if given
f ( x)  e 2x
cos
  3 x
exp onential trigonometric

Then let the trial solution is

y e 2x
( A sin( 3 x)  B cos(3 x))
Exponential
        
Trigonometric

50
 If f(x) consists of a sum of terms, the
particular integral is the sum of the
particular integrals corresponding to the
separate terms.

Example : if given f ( x)  2 x  3 sin

 4 x
linear Trigonometric

Then let the trial solution is

y  (ax  b)  (c sin( 4 x)  d cos( 4 x))

           
linear Trigonometric

51
 EXAMPLE 5 :

Find the general solution to the differential equation:

2
d y dy
2
4  4 y  4 x  3 cos 2 x
dx dx

52
SOLUTION :
The given D.E is already in standard way
2
d y dy
a 2  b  cy  f ( x)
dx dx
Dependent
variable
2
d y dy
2
 4  4 y  4 x  3 cos 2 x
dx dx
Independent f (x)  0
variable
Non-homogeneous D.E.

53
SOLUTION:

Step 1: Find the complementary function—C.F.

( homogeneous solution)
2
d y dy
Let 2
 4  4y  0
dx dx
d2y dy
Let m ,
2
m y 1
dx 2
dx

m  4m  4  0
2

(m  2)( m  2)  0
m  2, 2 54
CASE 2 :

If the quadratic equation has

2 equal real roots (  , ) or 1 real root.
, then the general solution of the D.E. is

x
y  ( A  Bx)e

yc  ( A  Bx)e 2x Complementary
Function (CF)

55
 Step 2:
Find the P.I. (Particular Integral function)
Since given the RHS is f ( x)  4 x  3 cos( 2 x)
(Sum of 2 difference type functions)
then let the trial solution :
y p  (ax  b)  (c sin( 2 x)  d cos( 2 x))
           
linear Trigonometric

( Find value
a,b,c,d)
dy
 a  2c cos( 2 x)  2d sin( 2 x)
Differentiate dx
2
d y
2
 4c sin( 2 x)  4d cos( 2 x)
dx
56
 d2y dy
4  4 y  4 x  3 cos( 2 x )
,

Therefore: 2
dx dx

 4c sin( 2 x)  4d cos( 2 x)
 4 a  2c cos( 2 x)  2d sin( 2 x)
 4 ax  b  c sin( 2 x)  d cos( 2 x)
 4 x  3 cos( 2 x)
57
After expanding

 4c sin( 2 x)  4d cos( 2 x)  4a  8c cos( 2 x)

 8d sin( 2 x)  4ax  4b  4c sin( 2 x)  4d cos( 2 x)
 4 x  3 cos( 2 x)

Equating the coefficients of x for both sides

 x  4a  4 4
a  1
4

58
 4c sin( 2 x)  4d cos( 2 x)  4a  8c cos( 2 x)
 8d sin( 2 x)  4ax  4b  4c sin( 2 x)  4d cos( 2 x)
 4 x  3 cos( 2 x)

Equating the coefficients of cos (2x) for

both sides

 cos( 2 x)   4d  8c  4d  3
 8c  3
3
c
8 59
 4c sin( 2 x)  4d cos( 2 x)  4a  8c cos( 2 x)
 8d sin( 2 x)  4ax  4b  4c sin( 2 x)  4d cos( 2 x)
 4 x  3 cos( 2 x)
Equating the coefficients of sin(2x) for
both sides

 sin( 2 x)   4c  8d  4c  0
8d  0
0
d  0
8
60
 4c sin( 2 x)  4d cos( 2 x)  4a  8c cos( 2 x)
 8d sin( 2 x)  4ax  4b  4c sin( 2 x)  4d cos( 2 x)
 4 x  3 cos( 2 x)
Equating the constant for both sides

 constant    4a  4b  0

 4(1)  4b  0
4
b  1
4
61
So, particular integral is
y p  (ax  b)  (c sin( 2 x)  d cos( 2 x))
           
linear Trigonometric

3
y p  1.x  1  sin( 2 x)  0. cos( 2 x)
8
3
y p  x  1  sin( 2 x)
8
General solution is y
= (complementary function) + ( particular integral)

3
y   A  Bx  e 2x  x  1  sin( 2 x)
8
62
In today’s lecture, we learn about:
1. Solving ordinary 2nd D.E for types of:

i. Homogenous (with constant

coefficients) type

ii. Non-homogeneous type

(undetermined coefficients method)
 f(x) is a product of one function
 f(x) is a product of two functions
 f(x) consists of sum of terms
63