2 Order ODE: Homogeneous Linear Equations With Constant Coefficients

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2nd Order ODE: Homogeneous Linear Equations

with Constant Coefficients


Hishammudin Afifi Bin Huspi
Faculty of Engineering
Universiti Malaysia Sarawak

This OpenCourseWare@UNIMAS and its related course materials are licensed under
a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Second-Order Differential Equations

Learning Objective:
1. To solve the 2nd order ODE (Homogeneous
Linear Equations) with Constant Coefficients.
2. To identify the types of 2nd order Ordinary
Differential Equation
Second-Order Differential Equations

Chapter Contents:

 Preliminary Theory on Linear Equations


 Reduction of Order
 Homogeneous Linear Equations with Constant
Coefficients
 Undetermined Coefficients
 Variation of Parameters
 Cauchy-Euler Equation
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

Recall back our first-order differential equation:

If you have a homogeneous linear equation of the first order

where coefficients ay'by  0 and both a and b are


constants; a  0

You know that you can solve it using separable variable


method or linear equation method.
BUT, do you know that you can also solve the above DE using
simple algebra.
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

Let us try this, ay'by  0


b
y'   y
a
b y'  ky where k is a constant
Let, k   :
a

Note that the only basic function whose derivative is a


mx
constant multiple of itself is an exponential function e .
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

So, the new solution method:

Substitute y  e mx
and its derivative y'  me mx
into
ay'by  0
This gives amemx  bemx  0
e (am  b)  0
mx

mx
Since e is never zero for real values of x, the above
equation can only be satisfied if am  b  0 .
By solving the value of m, we have obtained y  e mx
which
is a solution of the first order differential equation.
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

Let’s apply this method of solution to a second-order differential


equation
ay' 'by'cy  0 ____________ (1)

where a, b and c are constants.

If we try to find a solution of the form y  e , substitute y  e


mx mx

and its derivatives y'  memx and y' '  m2e mx into (1) gives
am2emx  bmemx  ce mx  0
e (am  bm  c)  0
mx 2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:
mx
Again, as e is never zero for all real value of x

am2  bm  c  0 ______________ (2)

Equation (2) above is called the auxiliary equation.

When m is chosen as a root of the quadratic equation (2), the two


roots will be  b  b 2  4ac
m
2a
 b  b 2  4ac  b  b 2  4ac
Or, m1  and m2 
2a 2a
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

Thus, based on the two roots, there will be 3 forms of the general
solution of equation ay' 'by'cy  0 corresponding to the 3
cases:

Case I: m1 and m2 are real and distinct (b  4ac  0),


2

Case II: m1 and m2 are real and equal (b  4ac  0),


2

Case III: m1 and m2 are conjugate complex number


(b  4ac  0)
2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
(b 2  4ac  0)
CASE I: DISTINCT REAL ROOTS______________

Distinct means different or unequal.


Under the assumption that m1 and m2 are unequal, we can find
the 2 solutions,
y1  e m1 x
and y2  e
m2 x

Verified that y1 and y2 are linearly independent , thus form a


fundamental set of solutions.

Thus, the general solution is y  c1e m1 x


 c2e m2 x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
(b 2  4ac  0)
CASE II: REPEATED REAL ROOTS______________

When m1 = m2 , we obtain only ONE solution y1 e m1 x


.

We can find the second solution from reduction of order


formula:   P ( x ) dx
e
y2  y1  2
dx
y1

From ay' 'by'cy  0


b c
Rewrite y ' ' y ' y  0
a a
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
(b 2  4ac  0)
CASE II: REPEATED REAL ROOTS______________
b c
y ' ' y ' y  0
a a
b

Find e 
 P ( x ) dx  dx
e a

 b  b 2  4ac
From quadratic equation, m1 
2a
b b
when b  4ac  0, m1  
2
or   2m1
2a a
Thus, integrating factor,
b
  dx
 2 m1dx
e a
e  e 2 m1x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
(b 2  4ac  0)
CASE II: REPEATED REAL ROOTS______________

Using the formula:


e 
 P ( x ) dx

y2  y1  2
dx
y1
2 m1 x
e
y2  e m1x  2 m1x dx
e
y2  e m1x  dx
y2  xe m1x
Thus, the general solution is y  c1e m1 x
 c2 xe m1 x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
(b 2  4ac  0)
CASE III: COMPLEX ROOTS______________

If m1 and m2 are complex, then we can write


m1    i and m2    i
where α and β are real and i   1 .

y  c1e  c2e
m1 x m2 x
From
( i ) x ( i ) x
We obtain y  c1e  c2e
x x
Or, y  c1e cos x  c2e sin x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(a) 2 y' '5 y'3 y  0

Let, a = 2, b = -5 and c = -3 and auxiliary equations is 2m2 - 5m - 3 = 0.


b 2  4ac  (5) 2  4(2)(3)  49  0
This is Case I where m1 and m2 are distinct real roots (b  4ac  0).
2

Thus,  b  b 2
 4ac
 b  b  4ac
2
m 
m1  2
2a
2a 1
m1  3 m2  
2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(a) 2 y' '5 y'3 y  0

For Case I, general solution is y  c1e m1 x


 c2e m2 x
1
 x
Thus, y  c1e  c2e
3x 2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(b) y' '10 y'25 y  0

Let, a = 1, b = -10 and c = 25 and auxiliary equations is m2 - 10m + 25 = 0.


b 2  4ac  (10) 2  4(1)(25)  0
This is Case II where m1 and m2 are repeated real roots (b  4ac  0) .
2

Thus, m1 = m2.

m2  10m  25  (m  5)(m  5)  0
Thus, m1 = m2 = 5
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y ' '10 y '25 y  0 (c) y' '4 y'7 y  0

Solutions:
(b) y ' '10 y '25 y  0

For Case II, general solution is y  c1e m1 x


 c2 xe m1 x

Thus, y  c1e  c2 xe
5x 5x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(c) y' '4 y'7 y  0

Let, a = 1, b = 4 and c = 7 and auxiliary equations is m2 + 4m + 7 = 0.


b 2  4ac  (4) 2  4(1)(7)  12  0
This is Case III where m1 and m2 are complex roots (b  4ac  0)
2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(c) y' '4 y'7 y  0

From m2  4m  7  0 :
 b  b 2  4ac  b  b 2  4ac
m1  m2 
2a 2a
 4   12  4   12
m1  m2 
2 2
 4  2 3i  4  2 3i
m1  m2 
2 2
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Examples:
Solve the following differential equations.
(a) 2 y' '5 y'3 y  0 (b) y' '10 y'25 y  0 (c) y' '4 y'7 y  0

Solutions:
(c) y' '4 y'7 y  0

m1  2  3i m2  2  3i

which gives   2 and  3


( i ) x ( i ) x
For Case III, general solution is y  c1e  c2e
x x
y  c1e cos x  c2e sin x
2 x 2 x
Thus, y  c1e cos 3x  c2e sin 3x
2nd-Order DE: Homogeneous Linear Equations with
Constant Coefficients
Homogeneous Linear Equations with Constant Coefficients:

General Solution
m1 and m2 are real 2
Case I m1 ≠ m2
b - 4ac > 0 y  c1em1x  c2em2 x

m1 and m2 are real 2


Case II
m1 = m2
b - 4ac = 0 y  c1em1x  c2 xe m1x

m1 and m2 are y  c1e( i ) x  c2e( i ) x


Case III conjugate complex b2 - 4ac < 0
number y  c1ex cos x  c2ex sin x

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