Ch 3.
1: Second Order Linear Homogeneous
Equations with Constant Coefficients
A second order ordinary differential equation has the
general form
where f is some given function.
This equation is said to be linear if f is linear in y and y':
Otherwise the equation is said to be nonlinear.
A second order linear equation often appears as
If G(t) = 0 for all t, then the equation is called homogeneous.
Otherwise the equation is nonhomogeneous.
) , , ( y y t f y ' = ' '
y t q y t p t g y ) ( ) ( ) ( ' = ' '
) ( ) ( ) ( ) ( t G y t R y t Q y t P = + ' + ' '
Homogeneous Equations, Initial Values
In Sections 3.6 and 3.7, we will see that once a solution to a
homogeneous equation is found, then it is possible to solve
the corresponding nonhomogeneous equation, or at least
express the solution in terms of an integral.
The focus of this chapter is thus on homogeneous equations;
and in particular, those with constant coefficients:
We will examine the variable coefficient case in Chapter 5.
Initial conditions typically take the form
Thus solution passes through (t
0
, y
0
), and slope of solution at
(t
0
, y
0
) is equal to y
0
'.
0 = +
'
+
' '
cy y b y a
( ) ( )
0 0 0 0
, y t y y t y ' = ' =
Example 1: Infinitely Many Solutions (1 of 3)
Consider the second order linear differential equation
Two solutions of this equation are
Other solutions include
Based on these observations, we see that there are infinitely
many solutions of the form
It will be shown in Section 3.2 that all solutions of the
differential equation above can be expressed in this form.
0 =
' '
y y
t t
e t y e t y
= = ) ( , ) (
2 1
t t t t
e e t y e t y e t y
+ = = = 5 3 ) ( , 5 ) ( , 3 ) (
5 4 3
t t
e c e c t y
+ =
2 1
) (
Example 1: Initial Conditions (2 of 3)
Now consider the following initial value problem for our
equation:
We have found a general solution of the form
Using the initial equations,
Thus
1 ) 0 ( , 3 ) 0 ( , 0 = ' = = ' ' y y y y
t t
e c e c t y
+ =
2 1
) (
1 , 2
1 ) 0 (
3 ) 0 (
2 1
2 1
2 1
= =
)
`
= =
'
= + =
c c
c c y
c c y
t t
e e t y
+ = 2 ) (
Example 1: Solution Graphs (3 of 3)
Our initial value problem and solution are
Graphs of this solution are given below. The graph on the
right suggests that both initial conditions are satisfied.
t t
e e t y y y y y
+ = =
'
= =
' '
2 ) ( 1 ) 0 ( , 3 ) 0 ( , 0
Characteristic Equation
To solve the 2
nd
order equation with constant coefficients,
we begin by assuming a solution of the form y = e
rt
.
Substituting this into the differential equation, we obtain
Simplifying,
and hence
This last equation is called the characteristic equation of
the differential equation.
We then solve for r by factoring or using quadratic formula.
, 0 = +
'
+
' '
cy y b y a
0
2
= + +
rt rt rt
ce bre e ar
0 ) (
2
= + + c br ar e
rt
0
2
= + + c br ar
General Solution
Using the quadratic formula on the characteristic equation
we obtain two solutions, r
1
and r
2
.
There are three possible results:
The roots r
1
, r
2
are real and r
1
= r
2
.
The roots r
1
, r
2
are real and r
1
= r
2
.
The roots r
1
, r
2
are complex.
In this section, we will assume r
1
, r
2
are real and r
1
= r
2
.
In this case, the general solution has the form
, 0
2
= + + c br ar
t r t r
e c e c t y
2 1
2 1
) ( + =
a
ac b b
r
2
4
2
=
Initial Conditions
For the initial value problem
we use the general solution
together with the initial conditions to find c
1
and c
2
. That is,
Since we are assuming r
1
= r
2
, it follows that a solution of the
form y = e
rt
to the above initial value problem will always
exist, for any set of initial conditions.
, ) ( , ) ( , 0
0 0 0 0
y t y y t y cy y b y a
'
=
'
= = +
'
+
' '
0 2 0 1
0 2 0 1
0 2 0 1
2 1
0 1 0
2
2 1
2 0 0
1
0 2 2 1 1
0 2 1
,
t r t r
t r t r
t r t r
e
r r
y r y
c e
r r
r y y
c
y e r c e r c
y e c e c
'
'
=
'
= +
= +
t r t r
e c e c t y
2 1
2 1
) ( + =
Example 2
Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
Factoring yields two solutions, r
1
= -4 and r
2
= 3
The general solution has the form
Using the initial conditions:
Thus
1 ) 0 ( , 0 ) 0 ( , 0 12 =
'
= =
'
+
' '
y y y y y
( )( ) 0 3 4 0 12 ) (
2
= + = + = r r r r e t y
rt
t t
e c e c t y
3
2
4
1
) ( + =
7
1
,
7
1
1 3 4
0
2 1
2 1
2 1
=
=
)
`
= +
= +
c c
c c
c c
t t
e e t y
3 4
7
1
7
1
) ( +
=
Example 3
Consider the initial value problem
Then
Factoring yields two solutions, r
1
= 0 and r
2
= -3/2
The general solution has the form
Using the initial conditions:
Thus
( ) ( ) 3 0 , 1 0 , 0 3 2 =
'
= =
'
+
' '
y y y y
( ) 0 3 2 0 3 2 ) (
2
= + = + = r r r r e t y
rt
2 / 3
2 1
2 / 3
2
0
1
) (
t t t
e c c e c e c t y
+ = + =
2 , 3
3
2
3
1
2 1
2
2 1
= =
=
= +
c c
c
c c
2 / 3
2 3 ) (
t
e t y
=
Example 4: Initial Value Problem (1 of 2)
Consider the initial value problem
Then
Factoring yields two solutions, r
1
= -2 and r
2
= -3
The general solution has the form
Using initial conditions:
Thus
( ) ( ) 3 0 , 2 0 , 0 6 5 =
'
= = +
'
+
' '
y y y y y
( )( ) 0 3 2 0 6 5 ) (
2
= + + = + + = r r r r e t y
rt
t t
e c e c t y
3
2
2
1
) (
+ =
7 , 9
3 3 2
2
2 1
2 1
2 1
= =
)
`
=
= +
c c
c c
c c
t t
e e t y
3 2
7 9 ) (
=
Example 4: Find Maximum Value (2 of 2)
Find the maximum value attained by the solution.
204 . 2
1542 . 0
) 6 / 7 ln(
6 / 7
7 6
0 21 18 ) (
7 9 ) (
3 2
3 2
3 2
~
~
=
=
=
= + =
'
=
y
t
t
e
e e
e e t y
e e t y
t
t t
set
t t
t t
