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2nd order ODE

The document discusses second order differential equations, focusing on both homogeneous and non-homogeneous forms with constant coefficients. It explains the characteristic equation and provides methods for finding general solutions, including cases for distinct, equal, and complex roots. Additionally, it covers the method of undetermined coefficients for solving non-homogeneous equations and provides examples for clarity.

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gbasiimaki
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11 views4 pages

2nd order ODE

The document discusses second order differential equations, focusing on both homogeneous and non-homogeneous forms with constant coefficients. It explains the characteristic equation and provides methods for finding general solutions, including cases for distinct, equal, and complex roots. Additionally, it covers the method of undetermined coefficients for solving non-homogeneous equations and provides examples for clarity.

Uploaded by

gbasiimaki
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOCX, PDF, TXT or read online on Scribd
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2ND ORDER DIFFERENTIAL EQUATIONS

Second order homogenous differential equations with constant


coefficients
The second order differential equation can be written in the form y , , +a 1 y , + a0 y=0
where a 1 and a 0 are constants

Auxiliary /characteristic form


Assume that the solution to the equation is y=emx
, mx
y =m e
,, 2 mx
y =m e
Substituting them into y , , +a 1 y , + a0 y=0
2 mx mx mx
m e +a1 m e +a 0 e =0

e (m ¿ ¿ 2+ a1 m+ a0 )=0 ¿m +a1 m+ a0 =0 (auxiliary equation)


mx 2

example
the characteristic equation for y (4)−3 y , ,, +2 y ,, − y=0is m 4 −3 m3 +2 m2−1=0

The general solution for second order homogenous


DEs
the characteristic equation can be factored using the quadratic formula

i.e. m=
−b ± √ b2−4 ac and hence m and m .
1 2
2a
There are 3 cases to consider.
case1
m1and m2 are both distinct and real, the general solution is
m1 x m2 x
y=c1 e +c 2 e
Case2
When m 1and m 2 are real and equal, the general solution is
m1 x m2 x
y=c1 e +c 2 xe
Case3
When m 1and m 2 are unreal /complex ,where m 1=∝+iβ and m 2=∝−iβ and the general
equation will be y=e∝ x (c 1 cos ( βx ) +c 2 sin ( βx ) )
Example
Solve y , ,− y ,−6 y=0 where y (0)=¿1 and y , ( 0 )=20020

Solution
Characteristic form; m 2−m−6=0
Factors (-3,2)
2
m +2 m−3 m−6=0
m ( m+ 2 )−3 ( m+ 2 )=0
( m+2 ) ( m−3 )=0
m=−2∨m=3
Assume that the solution is y=emx
−2 x 3x
y=c1 e +c 2 e
When y (0) =1, then y=1 and x=0
−2(0) 3(0)
1=c1 e + c2 e
1=c1 +c 2 … … … … … …(1)
when
,
y (0)=2
' −2 x 3x
y =−2 c 1 e +3 c2 e
But x=0, y ' =2
−2(0) 3 (0)
2=−2 c1 e +3 c 2 e
2=−2 c1 +3 c 2 … … … … … … … .(2)
From eqn (1)
c 1=1−c 2
Into eqn (2)
2=−2 ( 1−c 2 ) +3 c 2
4
c 2=
5
1
c 1=
5
1 −2 x 4 3 x
∴ y= e + e
5 5
Second order non homogenous differential
equation with constant coefficients
The form of a nonhomogeneous differential equation is given by f ( x )=∅ (x ) where
∅ (x) is the non-homogeneity part and f (x) is the homogeneity part.

The general solution of a non-homogenous equation is y= y p+ y h where y pis the


solution /solution to the non-homogeneity part and y h is the complementary
solution/solution to the homogenous part.
The method of undetermined coefficients
Its applicable only if ∅ (x) and all its derivatives can be written in terms of the same
finite set of linearly independent functions which are denoted by {
y 1 ( x ) , y 2 ( x ) , y 3 ( x ) , … , y n ( x )}. The method is initiated by assuming a particular solution
of the form
y p ( x )= A1 y 1 ( x ) + A 2 y 2 ( x ) +…+ A n y n ( x )
Where A1 , A 2 ,… , A n are arbitrarily constants. The equation is then evaluated and
equate the corresponding coefficients.
There are 3 cases to consider
Case1
∅ ( x ) =P n (x), an nth degree polynomial in x , y p=eax ( A n x n + A n−1 x n−1 +…+ A 1 x ).

Case2
ax
∅ ( x ) =K e where k and a constant. here we assume the particular solution to be
ax
y p= A e .
Case3
∅ ( x ) =k 1 sinβx+ k 2 cosβx , where k 1, k 2 and β are constants. here we assume a solution
y p= Asinβx+ Bcosβx

NOTE: y p= Asinβx+ Bcosβx entirely assumed for ∅ ( x ) =k 1 sinβx+ k 2 cosβx even when k 1
and k 1is azero because the derivatives of sines and cosines involves sines and
cosines still.
If ∅ ( x ) =¿either a product, sum or difference of cases1,2 and 3, y p=¿product,
sum or difference of the corresponding solutions and algebraically combine constants
if possible
Example
Solve
'' ' 2
y − y −2 y=4 x .
Solution
Auxiliary equation; r 2−r−2=0
2
r −2r +r −2=0
r ( r−2 )+(r −2)=0
(r +1)(r −2)=0
Either r=-1, or r=2
2x −x
y h=c1 e +c 2 e
2
y p= A x + Bx+C
'
y =2 Ax + B
''
y =2 A
2 2
2 A−( 2 Ax+ B )−2( A x + Bx+C )=4 x
2 2
−2 A x + (−2 A−2 B ) x+ ( 2 A−2 C ) =4 x
2
−2 A x =4 x
2
−2 A−B=0 2 A−2 C=0
A=−2 −2 (−2 )−2 B=0 2 (−2 )−2 C=0
B=−2 C=2
2
y p=−2 x +2 x −2
But y= y p+ y h

y=( c 1 e2 x +c 2 e−x ) + ( −2 x 2 +2 x −2 ) so this is the general solution.


Example

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