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40
CHAPTER 2
SECOND ORDER LINEAR
DIFFERENTIAL EQUATIONS
Chapter Outline
2.0 Overview and Learning Outcomes
2.1 Introduction
2.2 Homogeneous Equations
2.3 Non Homogeneous Equations
2.3.1 Method of Undetermined Coefficients
2.3.2 Method of Variation of Parameters
2.4 Euler Equation
2.5 Mathematical Modelling using Second Order Linear Differential Equations
Practice 2 (Second Order Linear Differential Equation)
2.0 OVERVIEW AND LEARNING OUTCOMES
In this chapter, we will focus on solving second order linear differential
equations. We will start this topic with the definition of linear differential equation.
Students will be introduced to two type of second order linear differential equation
which is homogeneous equation and non homogeneous equation with constant
coefficients. Methods of solution second order linear differential equation also will be
discussed. Next, we will consider a non homogeneous equation with variable
coefficient named Euler’s equation and its solution and in the end of this topic
mathematical modelling involved will be discussed.
It is expected that at the end of this course students will be able to:
• Identify the form of the homogeneous linear equation and able to solve the second
order homogeneous linear equation.
• Solve the second order linear non homogeneous linear equation using the method
of undetermined coefficient and method of variation of parameter.
• Solve the Euler’s equation.
• Develop a mathematical model from science and engineering problems and find
for solutions.
2.1 INTRODUCTION
In previous chapter, we studied first order differential equation and its
methods of solution. Now, we proceed to linear differential equation of second order
that widely used in science and engineering and have a variety of applications. A
second order differential equation is the equation that involves the second derivative
of the independent variable.
41
A general second order linear differential equation can be written as
( )xfcydx
dyb
dx
yda =++
2
2
(2.2)
where cba and, are constants and ( )xf is a given function of x .
For ( ) ,0=xf equation (2.2) is called homogenous equation
02
2
=++ cydx
dyb
dx
yda
and if ( ) 0≠xf , equation (2.2) is known as non homogenous equation
( ).2
2
xfcydx
dyb
dx
yda =++
Example 2.1
State whether or not each of the following equation is linear. If linear, determine
whether or not equation is homogeneous.
a) 03542
2
=−+ ydx
dy
dx
yd b) 0
2
23 =−+ y
dx
dyx
dx
ydx
c) xeydx
dy
dx
yd=+− 35
2
2
d) 71052
2
=−+ ydx
dy
dx
yd
e) 02
2
2
=− ydx
yd f) 2
2
2
24 xydx
dy
dx
ydy =++
g) xydx
dy
dx
ydsinln4
2
2
=++ h) xxedx
dy
dx
yd y cos52
2
=++
Solution
The answer for these examples is given as follows.
a) A linear homogeneous equation, constant coefficients.
b) A linear homogeneous equation, variable coefficients.
c) A linear non homogeneous equation, variable coefficients.
d) A linear non homogeneous equation, constant coefficients.
d) A nonlinear equation because of the term 2y .
e) A nonlinear equation because of the term 2
2
dx
ydy .
A differential equation of nth order is said to be linear if it can be written in the
form
( )xfyadx
dya
dx
yda
dx
yda
n
n
nn
n
n =++++ −
−
− 011
1
1 .. (2.1)
where variable y and its derivatives are first degree and coefficients
( )xfaaaa nn and,,..,, 011− are functions in term of x . If all the coefficients
011 ,,..,, aaaa nn − constant, equation (2.1) is called linear differential equation with
constant coefficients. If one not satisfies, it calls linear differential equation with
variable coefficients.
Definition 2.1 (Linear Differential Equation)
42
f) A nonlinear equation because of the term yln .
g) A nonlinear equation because of the term ye .
2.2 HOMOGENEOUS EQUATIONS
In this subtopic, we shall discuss the solution for homogeneous equation with constant
coefficients. In general, the equation for second order homogeneous equation is
written as
02
2
=++ cydx
dyb
dx
yda (2.3)
where cba and, are constants.
If mxey = is the solution for equation (2.3), hence .and 2
2
2mxmx em
dx
ydme
dx
dy==
Substitute y and its derivatives into (2.3) , hence
( ) ( ) ( ) 02 =++ mxmxmx ecmebema
( ) 02 =++ mxecbmam
Since 0≠mxe for any values of x , then
02 =++ cbmam . (2.4) Equation (2.4) is known as characteristic equation or auxiliary equation.
Alternatively, a simple way to find characteristic equation by replacing
1yand,2
2
2
⇒⇒⇒ mdx
dym
dx
yd.
Equation (2.4) has three forms of roots.
(i) Real and distinct roots, if 042 >− acb .
(ii) Real and equal roots, if 042 =− acb .
(iii) Two complex roots, if 042 <− acb .
Let 21 andmm are the characteristic roots of equation (2.4).
a) If 042 >− acb . Hence 21 mm ≠ . Then xmey 1
1 = and xmey 2
2 = are the solutions of
the homogeneous equation. Then, the general solution written as:
constants,,21 BABeAeyxmxm +=
b) If 042 =− acb . Hence 21 mmm == . The characteristic equation has only one
root .m The general solution written as:
( ) constants,, BAeBxAy mx+=
Hence, mxmx xeyey == 21 and .
43
c) If 042 <− acb , the characteristic equation has two complex roots,
., 21 imim βαβα −=+= .
Then the general solution written as : ( ) ( ) constants,, DCDeCey xixi βαβα −+ +=
By using Euler formula:
θsinθcosandθsinθcos θθ ieie ii −=+= − , then
( ) ( )
{ }( ) ( ){ }
( ) ( ){ }{ } ( ) ( )iDCBDCAxBxAe
xiDCxDCe
xixDxixCe
DeCee
DeCey
xixi
xixi
−=+=+=
−++=
−++=
+=
+=−
−+
and,sincos
sincos
sincossincos
ββ
ββ
ββββ
α
α
α
ββα
ββα
Conclusion:
If characteristic equation has two complex roots, im βα ±= , the general solution
could be written as:
( )xBxAey ββα sincos +=
Hence, xeyxey xx ββ αα sin,cos 21 == .
Example 2.2 (Real and distinct roots)
Determine the general solution of each of the following differential equations.
a) 024102
2
=+− ydx
dy
dx
yd b) 09
2
2
=− ydx
yd
Solution
a) The characteristic equation is 024102 =+− mm
The roots are real and distinct 6,4=m .
The general solution is .64 xx BeAey +=
b) The characteristic equation is 092 =−m
The roots are real and distinct 3,3−=m .
The general solution is .33 xx BeAey += −
Example 2.3 (Real and distinct roots)
Solve the initial value problem.
a) 062
2
=−+ ydx
dy
dx
yd; ( ) 40 =y , ( ) 30 =′y
b) 032
2
=−dx
dy
dx
yd; ( ) 30 =y , ( ) 60 =′y
Solution
a) The characteristic equation is .062 =−+ mm
Since the roots are real and distinct ,2,3−=m
then, the general solution is .32 xx BeAey −+=
Differentiating this solution, we get .32 32 xx BeAey −−=′
44
To satisfy the initial conditions, we required that
( ) 40 =+= BAy ................................ (i)
( ) .3320 =−=′ BAy .............................. (ii)
By solving simultaneous equation (i) and (ii), we find 3=A and 1=B . Thus, the
required solution of the initial value problem is given by
xx eey 323 −+= .
b) The characteristic equation is .032 =− mm
The roots are real and distinct .3,0=m
Then the general solution is .3xBeAy +=
Differentiating this solution, we get .3 3xBey =′
To satisfy the initial conditions, we required that
( ) 30 =+= BAy ............................... (i)
( ) .630 ==′ By ............................. (ii)
From (ii), we have 2=B and so (i) gives 1=A .
Thus, the required solution of the initial value problem is given by xey 321+= .
Exercises (Real and distinct roots)
Solve the following differential equation.
a) 022
2
=−dx
dy
dx
yd b) 0823
2
2
=−+ ydx
dy
dx
yd; ( ) 10 =y , ( ) 10 −=′y
Answer
a) xBeAy 2+= b) 4
2 37 3
10 10
xxy e e−= +
Example 2.4 (Real and equal roots)
Determine the general solution of each of the following differential equations.
a) 0962
2
=+− ydx
dy
dx
yd b) 09124
2
2
=+− ydx
dy
dx
yd
Solution
a) The characteristic equation is 0962 =+− mm
can be factored ( ) .032 =−m
So, the only root is real and equal .3=m
The general solution is ( ) .3xeBxAy +=
b) The characteristic equation is 09124 2 =+− mm
can be factored as ( ) .0322 =−m
So, the only root is real and equal .2
3=m
The general solution is ( ) .2
3x
eBxAy +=
45
Example 2.5 (Real and equal roots)
Solve the initial value problem.
a) 0442
2
=+− ydx
dy
dx
yd; ( ) 40 =y , ( ) 20 −=′y
b) 0253092
2
=+− ydx
dy
dx
yd; ( ) 30 =y , ( ) 40 =′y
Solution
a) The characteristic equation is .0442 =+− mm
Since the roots are real and equal ,2=m
then the general solution is ( ) xeBxAy 2+=
and its derivative are .22 222 xxx BeBxeAey ++=′
To satisfy the initial conditions, we required that
( ) 40 == Ay ............................. (i)
( ) .220 −=+=′ BAy ........................... (ii)
Substituting (i) into (ii) gives 10−=B .
The solution for IVP is ( ) xexy 2104 −= .
b) The characteristic equation is .025309 2 =+− mm
Since the roots are real and equal ,3
5=m
then the general solution is ( )x
eBxAy 3
5
+=
and its derivative are .3
5
3
53
5
3
5
3
5xxx
BeBxeAey ++=′
To satisfy the initial conditions, we required that
( ) 30 == Ay .............................. (i)
( ) .43
50 =+=′ BAy ........................... (ii)
Substituting (i) into (ii) gives 1−=B .
The solution for IVP is ( )x
exy 3
5
3−= .
Exercises (Real and equal roots)
Solve the following differential equation.
a) 010252
2
=+− ydx
dy
dx
yd b) 044
2
2
=++ ydx
dy
dx
yd; ( ) 30 =y , ( ) 10 =′y
Answer
a) ( )x
eBxAy 5
1
+= b) ( ) xexy
23
−+=
46
Example 2.6 (Complex roots)
Determine the general solution of each of the following differential equations.
a) 0842
2
=++ ydx
dy
dx
yd b) 09
2
2
=+ ydx
yd
Solution
a) The characteristic equation is .0842 =++ mm
By the quadratic formula, the roots are ( )( )
( ) 2
164
12
81444 2 −±−=
−±−=m
.22 im ±−=
So 2−=α and 2=β . The general solution of the differential equation is
( )xBxAeyx
2sin2cos2 += − .
b) The characteristic equation is .092 =+m
By the quadratic formula, the roots are 22 99 im =−=
.39 2 iim ±==
So 0=α and 3=β . The general solution of the differential equation is
xBxAy 3sin3cos += .
Example 2.7 (Complex roots)
Solve the initial value problem.
a) 01062
2
=+− ydx
dy
dx
yd; ( ) 10 −=y , ( ) 20 =′y
b) 0742
2
=++ ydx
dy
dx
yd; ( ) 60 =y , ( ) 80 =′y
Solution
a) The characteristic equation is .01062 =+− mm
By the quadratic formula, the roots are
( ) ( ) ( )( )
( ) 2
46
12
1014662 −±
=−−±−−
=m
.3 im ±= So 3=α and 1=β . The general solution is
( )xBxAey x sincos3 += ............... (i)
and so ( ) ( ).cossinsincos3 33 xBxAexBxAey xx +−++=′ ........... (ii)
Substituting ( ) 10 −=y into (i) gives ( ) .10 −== Ay
Substituting ( ) 20 =′y and 1−=A into (ii) gives ( ) .230 =+=′ BAy
So, 5=B . The solution for IVP is ( )xxey x sin5cos3 +−= .
b) The characteristic equation is .0742 =++ mm
By the quadratic formula, the roots are ( ) ( )( )
( ) 2
124
12
714442 −±−
=−±−
=m
.32 im ±−= So 2−=α and 3=β .
47
The general solution is ( )xBxAey x 3sin3cos2 += − ....... (i)
and so
( ) ( ).3cos33sin33sin3cos2 22 xBxAexBxAey xx +−++−=′ −− ....... (ii)
Substituting ( ) 60 =y into (i) gives ( ) .60 == Ay
Substituting ( ) 20 =′y and 1−=A into (ii) gives ( ) .8320 =+−=′ BAy
So, 3
16=B .
The solution for IVP is
+= −
xxeyx
3sin3
163cos6
2 .
Exercises (Complex roots)
Solve the following differential equation.
a) 0322
2
=+− ydx
dy
dx
yd b) 094
2
2
=+− ydx
dy
dx
yd; ( ) 00 =y , ( ) 30 −=′y
Answer
a) ( )xBxAey x 2sin2cos += b)
−= xey
x5sin
5
32
2.3 NON HOMOGENEOUS EQUATIONS
Now, we will discuss the solution for non homogeneous equation with
constant coefficients. For this purpose, we will discuss briefly two methods in this
section, Method of Undetermined Coefficients and Method of Variation of
Parameters. In general, the equation for second order non homogeneous equation is
written as
( )xfcydx
dyb
dx
yda =++
2
2
(2.5)
where cba and, are constants and ( )xf is function of x .
The solution of equation (2.5) is pc yyy += wherecy , the complementary solution or
homogeneous solution is and py is the particular solution.
The substitution the homogeneous solution following to three cases,
,21 xmxm
c BeAey += ( ) mx
c eBxAy += and ( )xBxAeyc ββα sincos += will give value
( )xf in equation (2.5) equal to 0. So, we need to find another term of solution such
that satisfies equation (2.5). Previously in Section 2.2, we used to find cy in order to
solve homogeneous equation. Now, in the next part, we will find out how to find py .
48
2.3.1 METHOD OF UNDETERMINED COEFFICIENTS
Consider ( ) .0,2
2
≠=++ axfcydx
dyb
dx
yda
The basic idea behind this approach is as follows.
(I) ( )xf a polynomial of degree n.
(II) ( )xf an exponential form kxCe , (C, k constants).
(III) ( ) kxCkxCxf sinorcos= , (C, k constants).
(IV) ( )xf is a linear combination involving Case (I), Case (II) and Case (III).
(V) ( )xf is a product function between Case (I), Case (II) and Case (III).
Method of Solution
In general, there are 3 steps to find .py
1. Identify type of )(xf the value of r, non negative integer.
2. Differentiate py for pp yy ′′′ and then substituting into given differential
equation.
3. Equate the coefficients of corresponding powers of x and solve the resulting
equations for undetermined coefficients, then we get: 011 and,..,, BBBB nn − .
CASE I: ( )xf a polynomial of degree n.
Suppose nxf degreeofpolynomialais)( , then the particular solution for this case
given by 1
1 1 0( )r n n
p n ny x B x B x B x B−−= + + + +L
1 1 0where , ,.., andn nB B B B− constants and
,..2,1,0=r is the non negative integers such that no term in py exist similarly in .cy
For example
1. )(5)( Cxyxf r
p =→=
2. )(96)( DCxxyxxf r
p +=→−=
3. )(12)( 22 EDxCxxyxxf r
p ++=→+=
4. )(76)( 2323 FExDxCxxyxxxf r
p +++=→++−=
5. ( ) )()( 0
1
10
1
1 BxBxBxyBxBxBxf n
n
n
n
r
p
n
n
n
n +++=→+++= −−
−− LL
Example 2.8
Solve the following differential equation .5103 2
2
2
xydx
dy
dx
yd=−+
Solution
Find cy : Auxiliary Equation 01032 =−+ mm . Then
49
xx
c BeAey
mm
mm
25
21 2,5
0)2)(5(
+=
=−=
=−+
−
Find py
Cy
DCxy
EDxCxy
yyEDxCxy
r
EDxCxxyxxf
p
p
p
Cpp
r
p
2
2
,Thus
)intermanytocorrespondintermNo(
0
)(5)(
2
2
22
=′′
+=′
++=
++=
=
++=→=
[ ] [ ] [ ][ ] [ ] [ ] 22
22
2
5103210610
510232
implies5103equationgiveninand,Substitute
xEDCDCxCx
xEDxCxDCxC
xyyyyyy ppp
=−++−+−
=++−++
=−′+′′′′′
Equating coefficients power x,
100
19
10
32gives01032]Constant[
10
3
2
1
5
3
10
6gives0106][
2
1gives510][ 2
−=+
==−+
−=
−===−
−==−
DCEEDC
CDDCx
CCx
.100
19
10
3
2
1
100
19
10
3
2
1
225
22
−−−+=+=
−−−=++=
− xxBeAeyyy
xxEDxCxy
xx
pc
p
Example 2.9
Solve the following differential equation .63 xyy =′+′′
Solution
Find cy : Auxiliary Equation 032 =+ mm . Then
BAeBeAey
mm
mm
xxx
c +=+=
−==
=+
−− 303
21 3,0
0)3(
Find py :
Cy
DCxy
yyDxCxyr
yByDDCxy
r
DCxxyxxf
p
p
Cpp
Cpp
r
p
2
2
)intermanytocorrespondintermNo(,1choosing,Next
)intermtocorrespondinTerm(
0
)(6)(
2
=′′
+=′
+==
+=
=
+=→=
50
[ ] [ ][ ] [ ] xDCCx
xDCxC
xyyyyy ppp
6326
6232
implies63equationgiveninand,Substitute
=++
=++
=′+′′′′′
Equating coefficients power x
( )3
21
3
2
3
2gives032]Constant[
1gives66][
−=−=−==+
==
CEDC
CCx
.3
2
3
2
23
22
xxBAeyyy
xxDxCxy
x
pc
p
−++=+=
−=+=
−
Exercises
Solve the following differential equation.
a) 2792
2
=+ ydx
yd b) 4844 2
2
2
+=+− xydx
dy
dx
yd
Answer
a) cos3 sin 3 3y A x B x= + + b) ( ) 2 22 4 4xy A Bx e x x= + + + +
CASE II: ( )xf an exponential form kxCe , (C, k constants)
Suppose , e form lexponentiaan )(xk
Cxf then the particular solution for this case
given by )( kxr
p Cexy = where ,..2,1,0=r is the nonnegative integers such that no
term in py corresponds to .cy
For example
1. )(5)( 33 xr
p
x Cexyexf =→=
2. )(9)(77 xr
p
xCexyexf
−− =→−=
Example 2.10
Solve the following differential equation .44 xeyyy −=+′+′′
Solution
Find cy : Auxiliary Equation 0442 =++ mm . Then
( )
.
2
02
22
21
2
xx
c BxeAey
mm
m
−− +=
−==
=+
Find py :
51
x
p
x
p
Cp
x
p
xr
p
x
Cey
Cey
yyCey
r
Cexyexf
−
−
−
−−
=′′
−=′
=
=
=→=
)intermanytocorrespondintermNo(
0
)()(
[ ] [ ] [ ].1gives
44
implies44equationgiveninand,Substitute
==
=+−+
=+′+′′′′′
−−
−−−−
−
CeCe
eCeCeCe
eyyyyyy
xx
xxxx
x
ppp
.22 xxx
pc
xx
p
eBxeAeyyy
eCey
−−−
−−
++=+=
==
Example 2.11
Solve the following differential equation .106 3
2
2xey
dx
dy
dx
yd=−−
Solution
Find cy : Auxiliary Equation 062 =−−mm . Then
( )
xx
c BeAey
mm
mm
32
21 3,2
0)3(2
+=
=−=
=−+
−
Find py :
3 3
3 3 3
( ) 10 ( )
0
(Term in correspond to term in )
x r x
p
x x x
p p C
f x e y x Ce
r
y Ce Ce y Be y
= → =
=
=
xxxxx
p
xx
p
Cp
x
p
CeCxeCeCeCxey
CeCxey
yyCxeyr
33333
33
3
69339
3
)intermanytocorrespondintermNo(,1choosing,Next
+=++=′′
+=′
==
[ ] [ ] [ ][ ] [ ] xxx
xxxxxx
x
ppp
eCCeCCCxe
eCxeCeCxeCeCxe
eyyyyyy
333
333333
3
106639
106369
implies106equationgiveninand,Substitute
=−+−−
=−+−+
=−′−′′′′′
Equating coefficients power 3xe ,
.2
2
2gives105][
332
33
3
xxx
pc
xx
p
x
xeBeAeyyy
xeCxey
CCe
++=+=
==
==
−
52
Exercises
Solve the following differential equation.
a) xeyyy 222 =+′−′′ b) xeyy 52=+′′ ; ( ) 10 =y , ( ) 20 −=′y
Answer
a) 22x x xy Ae Bxe e= + + b) xexxy 5
13
1sin
13
31cos
13
12+−=
CASE III: ( ) kxCkxCxf sinorcos= , (C, k constants)
Suppose ( ) kxCkxCxf sinorcos= , then the particular solution for this case given by
)(kxr
p Cexy = where ,..2,1,0=r is the nonnegative integer such that no term in
py corresponds to .cy
For example
1. ( ) 5sin 4 ( cos 4 sin 4 )r
pf x x y x C x D x= → = +
2. ( ) 6sin 2 ( cos 2 sin 2 )r
pf x x y x C x D x= − → = +
3. ( )xDxCxyxxxf r
p 6sin6cos6sin86cos7)( +=→−=
Example 2.12
Find the general solution for the given equation .cos2
2
xydx
yd=+
Solution
Find cy : Auxiliary Equation 012 =+m . Then
xBxAy
im
m
c sincos
12
+=
±
−=
Find py :
( ) cos ( cos sin )
0
cos sin (Terms cos and sin in correspond to
terms cos and sin in )
r
p
p p
C
f x x y x C x D x
r
y C x D x C x D x y
A x B x y
= → = +
=
= +
[ ] [ ]
[ ] [ ] xDCxxDxC
xDxDxDxxCxCxCxy
xDxCxDCxxDxDxxCxCxy
yyxDxxCxyr
p
p
Cpp
cos2sin2
coscossinsinsincos
cossinsincoscossin
)intermanytocorrespondintermNo(sincos,1choosing,Next
+−+−−=
++−−−−=′′
+++−=+++−=′
+==
[ ] [ ] [ ][ ] [ ][ ] [ ] xxDxC
xxCxDCxxDxDxC
xxDxxCxxDCxxDxC
xyyyyy ppp
coscos2sin2
coscos2sin2
cossincoscos2sin2
impliescosequationgiveninand,Substitute
=+−
=++−++−−
=+++−+−−
=+′′′′′
53
Equating coefficients power sin x and cos x,
.0gives02][sin
2
1gives12][cos
==−
==
CCx
DDx
.sin2
1sincos
sin2
1sincos
xxxBxAyyy
xxxDxxCxy
pc
p
++=+=
=+=
Example 2.13
Find the general solution for the given equation .sin4222
2
xydx
dy
dx
yd=++
Solution
Find cy : Auxiliary Equation 0222 =++ mm . Then ( )
( )( ) xxx
c BxeAeeBxAy
m
m
−−− +=+=
−=
=+
rootRepeated1
012
Find py :
)intermanytocorrespondintermNo(sincos
0
)sincos(sin4)(
Cpp
r
p
yyxDxCy
r
xDxCxyxxf
+=
=
+=→=
xDxCy
xDxCy
p
p
sincos
cossin
−−=′′
+−=′
[ ] [ ] [ ][ ] [ ][ ] [ ] xxDxC
xxCDCxDCD
xxDxCxDxCxDxC
xyyyyyy ppp
sin4cos2sin2
sin4cos2sin2
sin4sincoscossin2sincos
impliessin42equationgiveninand,Substitute
=+−
=++−++−−
=+++−+−−
=+′+′′′′′
Equating coefficients cos x and sin x,
( ) .cos2
cos2sincos
.2gives42][sin
0gives02][cos
xeBxAyyy
xxDxCy
CCx
DDx
x
pc
p
−+=+=
−=+=
−==−
==
−
Exercises
a) Consider the differential equation .2sin32cos292
2
xxydx
yd+=+
Find the complementary equation ( cy ), the particular integral ( py ) and complete
solution from the given equation.
b) Find the general solution for the given equation .cos422
2
xydx
dy
dx
yd=−+
54
Answer
a)
)2sin32cos2(5
13sin3cos xxxBxAy +++=
b) xxBeAey xx sin1850
1cos
1850
4367 +−+= −
CASE IV: ( ) ( ) ( ) ( )xfxfxfxf n±±±= ..21 is a linear combination involving CASE
(I, II and III).
For this case, we need to find piy for each if for .,..,2,1 ni =
For example
1. ( ) ( )xGxFxEDxCxxyxxxf rr
p 4sin4cos4sin2)( 22 ++++=→+=
2. ( ) ( )xExDxCexyxexfrxr
p
x2sin2cos2sin63)(
55 ++=→−= −−
3. ( ) ( )xrr
p
x EexDCxxyexxf 334)( ++=→+=
Example 2.14
Find the general solution for the given equation .10442
2xexy
dx
yd −−=+
Solution
Find cy : Auxiliary Equation 042 =+m . Then
xBxAy
im
m
c 2sin2cos
2
42
+=
±
−=
Find py :
( ) ( ) xx exfxxfexxf −− −==→+= 10and4104)( 21
( )
0
)intermanytocorrespondintermNo(
0
)(4(a)
1
1
1
11
=′′
=′
+=
=
+=→=
p
p
Cpp
r
p
y
Cy
yyDCxy
r
DCxxyxxf
[ ] [ ][ ] [ ] xDxC
xDCx
xyyyyy ppp
444
440
implies44equationgiveninand,Substitute 111
=+
=++
=+′′′′′
Equating coefficients power x
xy
DD
CCx
p =
==
==
1
.0gives04]constant[
1gives44][
55
( )
x
p
x
p
Cp
x
p
xr
p
x
Cey
Cey
yyCey
r
Cexyexf
−
−
−
−−
=′′
−=′
=
=
=→−=
2
2
2
22
)intermanytocorrespondintermNo(
0
)(10(b)
[ ] [ ][ ] xx
xx
x
ppp
eeC
xCeCe
eyyyyy
−−
−−
−
−=
=+
−=+′′′′′
105
44
implies104equationgiveninand,Substitute 222
Equating coefficients power xe−
x
p
x
ey
CCe
−
−
−=
−=−=
2
2gives105][
2
.22sin2cos21
x
ppcpc exxBxAyyyyyy −−++=++=+=
Example 2.15
Consider the differential equation .sin5622 2
2
2
xxydx
dy
dx
yd+=++ Find the
complementary equation ( cy ), the particular integral ( py ) and complete solution from
the given equation.
Solution
Find cy : Auxiliary Equation 0222 =++ mm . Then
ii
m ±−=±−
=−±−
=−±−
= 12
22
2
42
2
842
( ) xBexAeexBxAy xxx
c sincossincos −−− +=+=
Find py :
( ) ( )
( )
Cy
DCxy
yyEDxCxy
r
EDxCxxyxxf
xxfxxfxxxf
p
p
Cpp
r
p
2
2
)intermanytocorrespondintermNo(
0
)(6(a)
sin5and6sin56)(
1
1
1
2
1
2
1
2
1
2
2
1
2
=′′
+=′
++=
=
++=→=
==→+=
[ ] [ ] [ ][ ] [ ] [ ] 22
22
2
111
6222222
6222
implies622equationgiveninand,Substitute
xEDCxDCxC
xEDxCxDCxC
xyyyyyy ppp
=+++++
=+++++
=+′+′′′′′
56
Equating coefficients power x
[ ]
( )1333
033gives0222]constant[
3gives022][
3gives62
2
1
2
−=−=
=+−=−−==++
−=−==+
==
xxxxy
DCEEDC
CDDCx
CCx
p
( )
xDxCy
xDxCy
yyxDxCy
r
xDxCxyxxf
p
p
Cpp
r
p
sincos
cossin
)intermanytocorrespondintermNo(sincos
0
)sincos(sin5(b)
2
2
2
22
−−=′′
+−=′
+=
=
+=→=
[ ] [ ] [ ][ ] [ ][ ] [ ] xxDCxDC
xxDCDxCDC
xxDxCxDxCxDxC
xyyyyyy ppp
sin5sin2cos2
sin5sin22cos22
sin5sincos2cossin2sincos
impliessin522equationgiveninand,Substitute 222
=+−++
=+−−+++−
=+++−+−−
=+′++′′′′′
Equating coefficients of ,sinandcos xx
[ ]
xxxDxCy
CDD
DDDCx
DCDCx
p sincos2sincos
2,155
522gives52][sin
2implies02][cos
2 +−=+=
−==∴=
=+−−=+−
−==+
( ) ( ) xxxxexBxAyyyyyy x
ppcpc sincos213sincos21 +−−++=++=+= −
Exercises
a) Find the general solution for the given equation xeydx
dy
dx
yd 5
2
2
612 −+=−+ .
b) Find the particular solution for the given equation
2)0(',1)0(,1262
2
−==+−=−− yyxeydx
dy
dx
yd x
Answer
a)
4 3 51 1
2 8
x x xy Ae Be e− −= + − + b) 2 311 7 1 12
6 6 6 3
x x xy e e e x−= + + − +
57
CASE V: ( )xf is a product involving Case (I), Case (II) and Case (III).
1. xexxfx
2sin2)(2=
2. xexf x 6cos)( 5−=
3. xxexf 3)( =
For ,..2,1,0=r is the non negative integer, py can be summarized in table below
following cases considered.
Example 2.16
Find the general solution for the given equation .22 xxeyyy =−′−′′
Solution
Find cy : Auxiliary Equation 022 =−−mm . Then
( )( )
xx
c BeAey
mm
mm
2
21 2,1
012
+=
=−=
=+−
−
Find py :
xr
p
x eDCxxyxexf )(2)( +=→=
)intermanytocorrespondintermNo()(
0
Cp
xxx
p yyDeCxeeDCxy
r
+=+=
=
xxxxxxx
p
xxx
p
DeCeCxeDeCeCeCxey
DeCeCxey
++=+++=′′
++=′
2
[ ] [ ] [ ][ ] [ ][ ] [ ] xxx
xxx
xxxxxxxxx
x
ppp
xeDCeCxe
xeDDCDCeCCCxe
xeDeCxeDeCeCxeDeCeCxe
xeyyyyyy
222
2222
222
implies22equationgiveninand,Substitute
=−+−
=−−−++−−
=+−++−++
=−′−′′′′′
No )(xf py
1 ( ) kx
n exP ⋅ kxn
n
n
n
r
p eBxBxBxBxy )( 01
1
1 ++++= −− L
2 ( )( ) xxP
orxxP
n
n
β
β
cos
sin
⋅
⋅
xCxCxCxCx
xBxBxBxBxy
n
n
n
n
r
n
n
n
n
r
p
β
β
sin)(
cos)(
01
1
1
01
1
1
+++++
++++=−
−
−−
L
L
3
xCe
orxCe
kx
kx
β
β
cos
sin
⋅
⋅
( )xDxCexy kxr
p ββ sincos +⋅=
4 ( ) xexP kx
n βsin⋅⋅ xeBxBxBxBxy kxn
n
n
n
r
p βsin)( 01
1
1 ⋅⋅++++= −− L
5 ( ) xexP kx
n βcos⋅⋅ xeBxBxBxBxy kxn
n
n
n
r
p βcos)( 01
1
1 ⋅⋅++++= −− L
58
Equating coefficients of xx xee and ,
xxx
pc
xx
p
x
x
exBeAeyyy
exeDCxy
CDDCe
CCxe
−−++=+=
−−=+=
−===−
−==−
− 12
1
12
1)(
.2
1
2
1gives02][
1gives22][
2
Exercises
a) Find the general solution for the given equation xeyyy x 2sin22 =+′−′′ .
b) Find the general solution for the given equation .cos222
2
xxydx
dy
dx
yd=+−
Answer
a)
( ) xeexBxAy xx 2sin3
1sincos −+=
b)
( ) ( ) xxxeBxAy x sin1cos +−−+=
2.3.2 METHOD OF VARIATION OF PARAMETERS
This method can be used in solving non homogeneous differential equation
( )xfcydx
dyb
dx
yda =++
2
2
where cba and, are constants, and ( )xf function of x in the form of polynomial, an
exponential functions, a trigonometric function, linear combination and product of
(polynomial , exponential functions, a trigonometric function).
In this method, the general solution is in the form
21 vyuyy +=
where ( )xuu = , ( )xvv = and 21, yy are the solution corresponds to homogeneous
equation respectively where u and v given by
2
1
( )
( ).
y f xu dx A
aW
y f xv dx B
aW
= − +
= +
∫
∫
59
The Method of Solution
Consider: ( )xfcydx
dyb
dx
yda =++
2
2
.
1. Determine a and ( )xf .
2. Determine 21, yy the independent solution for homogeneous equation.
3. Find Wronskian, .21
21
yy
yyW
′′=
4. Find u and v given by .)(
,)( 12 ∫∫ +=+−= Bdx
aW
xfyvAdx
aW
xfyu
5. The general solution is given by .21 vyuyy +=
Example 2.17 (Real and distinct roots)
Solve the following differential equation using method of variation of parameter.
.6 3xeyyy =−′−′′
Solution
From given differential equation 06 =−′−′′ yyy , the values of 1=a and ( ) xexf 3= .
Find the homogenous solution 21 ByAyyc +=
The characteristic equation .062 =−−mm
with real and distinct roots, .3,2−=m
The homogeneous solution is .32 xx
c BeAey += −
So we have xey 2
1
−= and xey 3
2 = xey 2
1 2 −−=′ and .3 3
2
xey =′
Calculate the Wronskian, ( ) ( ) .52332
2332
32
32
xxxxx
xx
xx
eeeeeee
eeW =−−=
−= −−
−
−
Next find ( )
Aedxedxe
eeu xx
x
xx
+−=−=−= ∫∫ 5533
25
1
5
1
5
and ( )
.5
1
5
1
5
32
Bxdxdxe
eev
x
xx
+=== ∫∫−
The general solution is 21 vyuyy +=
xxx eBxeAe 325
5
1
25
1
++
+−= −
.5
1
25
1 3233 xxxx BeAexee +++−= −
Example 2.18 (Real and equal roots)
Find the solution of the differential equation ( ) xexyyy 41168 +=+′−′′ if given conditions ( ) 10 =y and ( ) 10 −=′y .
60
Solution
From given differential equation ( ) xexyyy 41168 +=+′−′′ , the values of 1=a and
( ) ( ) xexxf 41+= .
Find the homogenous solution 21 ByAyyc +=
The characteristic equation 01682 =+− mm with real and equal root, .4=m
The homogeneous solution is .44 xx
c BxeAey +=
So we have xey 4
1 = and xxey 4
2 = xey 4
1 4=′ and .4 44
2
xx exey +=′
Calculate the Wronskian,
( ) ( ) .4444
844444
444
44
xxxxxx
xxx
xx
eexeexeeexee
xeeW =−+=
+=
Next find ( )( )
( ) Axx
dxxxdxe
exxeu
x
xx
+−−=+−=+
−= ∫∫ 231
1
1 23
8
44
and ( )( )
( ) .2
11
12
8
44
Bxx
dxxdxe
exev
x
xx
++=+=+
= ∫∫
The general solution is 21 vyuyy +=
xx xeBxx
eAxx 4
24
23
223
+++
+−−=
xxxx ex
ex
BxeAe 42
43
44
26+++= .............(i)
and
2
46
42
442
443
442
444 xexe
xee
xBeBxeAey xxxxxxx ++++++=′ ......(ii)
Substituting ( ) 10 =y into (i) yields 1=A .
Substituting ( ) 10 −=′y and the value of A into (ii) we get 14 −=+ BA gives 5−=B .
The general solution is given by xxxx ex
ex
xeey 42
43
44
265 ++−= .
Example 2.19 (Complex roots)
Find the general solution of the differential equation . cosec xyy =+′′
Solution
From given differential equation xyy cosec=+′′ , the values of 1=a and
( ) xxf cosec= .
Find the homogenous solution 21 ByAyyc +=
The characteristic equation is 012 =+m with complex roots, im ±= .
The homogeneous solution is xBxAyc sincos += so we have
xy cos1 = and xy sin2 =
xy sin1 −=′ and .cos2 xy =′
Calculate the Wronskian, ( ) .1sincoscossin
sincos22 =−−=
−= xx
xx
xxW
61
Next find ( ) Axdxdxxxu +−=−=−= ∫∫ cosecsin
and ( ) .sinlnsin
cos coseccos Bxdx
x
xdxxxv +=== ∫∫
The general solution is 21 vyuyy +=
( ) ( ) xBxxAx sinsinlncos +++−=
.sinlnsincossincos xxxxxBxA +−+=
Example 2.20 (IVP Real and distinct roots)
Find the solution of the differential equation xyyy 286 =+′−′′ which satisfies the
conditions ( ) 00 =y and ( ) 10 =′y .
Solution
From given differential equation xyyy 286 =+′−′′ , the values of 1=a and
( ) xxf 2= .
Find the homogenous solution 21 ByAyyc +=
The characteristic equation 0862 =+− mm with real and distinct roots, 4,2=m .
The homogeneous solution is xx
c BeAey 42 +=
So we have xey 2
1 = and xey 4
2 = x
ey2
1 2=′ and .44
2
xey =′
Calculate the Wronskian,
( ) ( ) .22442
62442
42
42
xxxxx
xx
xx
eeeeeee
eeW =−==
Next find
( )
( )( ) Aeex
dxxedxe
xeu xxx
x
x
++=−=−= −−−∫∫ 222
6
4
4
1
221
2
and ( )
( )( ) .16
1
421
2 444
6
2
Beex
dxxedxe
xev
xxx
x
x
+−−=== −−−∫∫
The general solution is 21 vyuyy +=
xxxxxxeBee
xeAee
x 444222
16
1
44
1
2
+−−+
++= −−−−
16
3
4
42 +++=x
BeAe xx .......................(i)
and so 4
142 42 ++=′ xx BeAey .......................(ii)
Substituting ( ) 00 =y into (i) gives16
3−=+ BA .
Substituting ( ) 10 =′y gives .4
342 =+ BA
By solving simultaneous equation above, we get 4
3−=A and
16
9=B .
Hence, the general solution is given by 16
3
416
9
4
3 42 +++−=x
eey xx .
62
Exercises
Solve the following differential equation.
a) xxeydx
dy
dx
yd 2
2
2
234 =+− b) xeyyy
−=+′−′′ 44 ; ( ) 80
9y = − , ( ) 1
09
y′ = − .
Answer
a) xxx xeBeAey 23 2−+= ; Aexeu xx ++−= , Bexev xx +−−= −−
b) 2 2 12
9
x x xy e xe e−= − + + ; Aexe
uxx
++=−−
93
33
, Be
vx
+−=−
3
2.4 EULER EQUATION
In previous section, we already study the solution of homogeneous equation and non
homogeneous equation with constants coefficients. Now we consider second order
linear differential equation with the independent variable coefficient.
A differential equation in the form of
( )xfyadx
dyxa
dx
ydxa
dx
ydxa
n
nn
nn
nn
n =++++ −
−−
− 011
11
1 .. (2.6)
where naaa ,..,, 10 are constants, is known as Euler’s equation of nth
order.
A second order Euler’s equation can be written as:
( )xfcydx
dybx
dx
ydax =++
2
22 (2.7)
where cba and, are constants.
The Method of Solution
Substitute tex = or equivalent xt ln= andxdx
dt 1= . Then
xdt
dy
dx
dt
dt
dy
dx
dy 1⋅=⋅= or
dt
dy
dx
dyx = (2.8)
Next,
=
dt
dy
dx
d
dx
dyx
dx
d
xdt
yd
dx
dt
dt
dy
dt
d
dx
dy
dx
ydx
12
2
2
2
⋅=
=+ since
=xdx
dt 1.
2
2
2
22
dt
yd
dx
dyx
dx
ydx =+ or
dx
dyx
dt
yd
dx
ydx −=
2
2
2
22 .
From equation (2.8),
dt
dy
dt
yd
dx
ydx −=
2
2
2
22 (2.9)
Substitute (2.8) and (2.9) into (2.7) and then
( )tefcydt
dyb
dt
dy
dt
yda =+
+
−
2
2
or
63
( ) ( ).2
2tefcy
dt
dyab
dt
yda =+−+ (2.10)
Equation (2.10) is the Euler’s equation with constant coefficients.
Example 2.21
Solve the following differential equations.
a) 092
22 =−+ y
dx
dyx
dx
ydx b) 0984
2
22 =+− y
dx
dyx
dx
ydx
c) 0852
22 =++ y
dx
dyx
dx
ydx
Solution
a) Given 092
22 =−+ y
dx
dyx
dx
ydx .
The differential equation is an Euler’s equation where 9,1,1 −=== cba and
( ) .0=xf By using substitutions dt
dy
dx
dyxex t == , and
dt
dy
dt
yd
dx
ydx −=
2
2
2
22 , we get
( ) ( ).2
2tefcy
dt
dyab
dt
yda =+−+
Substitute 1,1 == ba and ,9−=c then
092
2
=− ydt
yd
which is the second order homogeneous differential equation with constants
coefficients we have study previous section.
The general solution is given by
( ) tt BeAety 33 += − (Refer example 2.2b)
( ) ( )33 tt eBeA +=−
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( ) ( )33xBxAxy += −
.33 BxAx += −
b) Given .09842
22 =+− y
dx
dyx
dx
ydx
The differential equation is an Euler’s equation where 9,8,4 =−== cba and
( ) .0=xf By using substitutions tex = , we get
( ) ( )2
2.td y dy
a b a cy f edt dt
+ − + =
Substitute 8,1 −== ba and ,9=c then
.091242
2
=+− ydt
dy
dt
yd
The general solution is given by
( ) ( )t
eBtAty 2
3
+= (Refer example 2.4b)
( )( )2
3teBtA +=
64
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( )( )2
3
ln xxBAxy +=
( ) 2
3
ln xxBA+=
c) Given 0852
22 =++ y
dx
dyx
dx
ydx .
The differential equation is an Euler equation where 8,5,1 === cba and ( ) .0=xf By
using substitutions tex = , we get
( ) ( ).2
2tefcy
dt
dyab
dt
yda =+−+
Substitute 5,1 == ba and ,8=c then
.0842
2
=++ ydt
dy
dt
yd
The general solution is given by
( ) ( )tBtAety t 2sin2cos2 += − (Refer example 2.6a)
( ) ( )tBtAet 2sin2cos2
+=−
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( ) ( )xBxAxxy ln2sinln2cos2 += −
( ).ln2sinln2cos2 xBxAx += −
Example 2.22
Solve the following initial value problems.
a) 02492
22 =+− y
dx
dyx
dx
ydx ; ( ) ,11 =y ( ) 21 =′y .
b) 0952
22 =+− y
dx
dyx
dx
ydx ; ( ) ,11 =y ( ) 11 −=′y .
Solution
a) Given 02492
22 =+− y
dx
dyx
dx
ydx .
The differential equation is an Euler equation where 24,9,1 =−== cba and
( ) .0=xf By using substitutions tex = , we get
( ) ( )2
2.td y dy
a b a cy f edt dt
+ − + =
Substitute 9,1 −== ba and ,24=c then
.024102
2
=+− ydt
dy
dt
yd
The general solution is given by
( ) ttBeAety
64 += (Refer example 2.2a)
( ) ( )64 tt eBeA +=
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
65
( ) ( ) ( )64xBxAxy +=
.64 BxAx += ...............................(i)
Differentiate (i) with respect to x ,
( ) .64 53 BxAxxy +=′ .............................(ii)
Given ( ) 11 =y , from (i), we get
.1 BA += .............................(iii)
Given ( ) 21 =′y , from (ii), we get .642 BA += .............................(iv)
By solving the simultaneous equation (iii) and (iv), we obtained 1−=B and .2=A
The particular solution is
( ) .2 64 xxxy −=
b) Given 0952
22 =+− y
dx
dyx
dx
ydx .
The differential equation is an Euler equation where 9,5,1 =−== cba and ( ) .0=xf
By using substitutions tex = , we get
( ) ( )2
2.td y dy
a b a cy f edt dt
+ − + =
Substitute 5,1 −== ba and ,9=c then
.0962
2
=+− ydt
dy
dt
yd
The general solution is given by
( ) ( ) teBtAty 3+= (Refer example 2.4a)
( )( )3teBtA+=
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( )( )3ln xxBAxy +=
( ) .ln3
xxBA += ..........................(i)
Differentiate (i) with respect to x ,
( ) .ln33 222 xBxBxAxxy ++=′ …...................(ii)
Given ( ) 11 =y , from (i), we get
.1=A ........................(iii)
Given ( ) 11 −=′y , from (ii), we get .31 BA +=− .........................(iv)
By substituting (iii) into (iv), we obtained .4−=B
The particular solution is
( ) ( ) .ln413
xxxy −= Example 2.23
Solve the following differential equations.
a) 3
2
22 6 xydx
ydx =− b) ( ) 4
2
22 1ln167 xxy
dx
dyx
dx
ydx +=+−
Solution
a) Given 3
2
22 6 xydx
ydx =− .
66
The differential equation is an Euler equation where 6,0,1 −=== cba and
( ) .3xxf = By using substitutions tex = , we get
( ) ( )2
2.td y dy
a b a cy f edt dt
+ − + =
Substitute 0,1 == ba and ,6−=c then
.6 3
2
2tey
dt
dy
dt
yd=−−
The general solution is given by
( ) tttt teeBeAety 3332
5
1
25
1+−+= − (Refer example 2.17)
( ) ( ) ( ) ( )3332
5
1
25
1 tttt eteeBeA +−+=−
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( ) ( ) ( ) ( ) xxxxBxAxy ln5
1
25
1 3332 +−+= −
.ln5
1
25
1 3332 xxxBxAx +−+= −
b) Given ( ) 4
2
22 1ln167 xxy
dx
dyx
dx
ydx +=+− .
The differential equation is an Euler equation where 16,7,1 =−== cba and
( ) ( ) .1ln 4xxxf += By using substitutions tex = , we get
( ) ( )2
2.td y dy
a b a cy f edt dt
+ − + =
Substitute 7,1 −== ba and ,16=c then
( ) .1168 4
2
2tety
dt
dy
dt
yd+=+−
The general solution is given by
( ) tttt et
et
BteAety 42
43
44
26+++= (Refer example 2.18)
( ) ( ) ( ) ( )42
43
44
26
tttt et
et
eBteA +++=
where A and B are two arbitrary constants.
Substituting tex = or xt ln= ,
( ) ( ) ( ) ( ) ( ) ( ) ( )42
43
44
2
ln
6
lnln x
xx
xxxBxAxy +++=
( ) ( ) 4
2
4
3
44
2
ln
6
lnln x
xx
xxBxAx +++=
( ) ( )
.2
ln
6
lnln
23
4
+++=
xxxBAx
Exercises
Solve the following differential equations.
67
a) 0622
22 =−+ y
dx
dyx
dx
ydx b) 025219
2
22 =+− y
dx
dyx
dx
ydx c)
01052
22 =+− y
dx
dyx
dx
ydx
Solution
a) ( ) 32 −+= BxAxxy b) ( ) ( )5
3lny x A B x x= + c) ( ) ( )xBxAxxy lnlncos3 +=
2.5 MATHEMATICAL MODELLING USING SECOND ORDER LINEAR
DIFFERENTIAL EQUATIONS
Spring/Mass Systems: Free Undamped Motion
Hooke's Law stated that the restoring force F of a spring opposite to the direction of
elongation and proportional to its total elongation. The equation given by F = ks
where F, the restoring force, s, amount of elongation and k, spring constant. For
example, if a mass weighing 14 pounds stretches a spring ½ foot, then 14 = k(1/2) and
k = 28 lbs/ft.
Before proceed to Newton’s Second Law, we define the weight, W = mg where mass
is measured in slugs, grams, or kilograms. For example, g = 32 ft. /s2 or 9.8 m / s
2 or
980 cm/ s2.
The condition for equilibrium is mg = ks or mg - ks = 0. If the mass is
displaced by an amount x from its equilibrium position, the restoring force of the
spring is then k(x + s). Assume that there are no retarding forces acting on the system
and assuming that the mass vibrates free of other forces (free motion), we can write
Newton’s Second Law with resultant force and the weight given by
2
2( )
d xm k s x mg
dt= − + −
= kx mg ks kx− + − = − (2.11)
The negative sign in (2.11) show that the restoring force acts opposite to the direction
of motion. Next,
2
2
d xm kx
dt= −
Divide by m both side equations
2
2
d x kx
dt m
−=
Let 2 k
mω =
Then
2
2
2
d xx
dtω= − and
22
20
d xx
dtω+ = (2.12)
The last equation is called Simple Harmonic Motion or Free Undamped Motion.
Simple harmonic motion (SHM) is the motion of a simple harmonic oscillator, a
motion that is neither driven nor damped. In order to solve equation (2.12), we need
68
two initial condition, 0(0)x x= , the amount of initial displacement, 1'(0)x x= , the
initial velocity of the mass.
Method of Solution
To solve2
2
20
d xx
dtω+ = , we need to find the auxiliary equation associated to second
order homogenous equation.
So, we have 2 2 0m ϖ+ = so m iϖ= ± .
The solution given by,
( ) ( ) ( )tBtAtx ωω sincos += (2.13)
The period of free vibrations for equation (2.13) is given by 2
Tπω
= and the
frequency, πω2
1==
TF .
Equation (2.13) is called Equation of Motion.
By using two initial conditions, we should able to determine A and B.
Example 2.24 (Free Undamped Motion)
A mass weighing 4 pounds stretches a spring 8 inches. At t = 0, the mass is released
from a point 10 inches below the equilibrium position with an upward velocity of 3/4
ft/sec. Determine the equation of free motion. Determine the period of free vibrations
and its frequency.
Solution
8 inches = 8/12 ft. = 2/3 ft. = s.
Weight, W = mg implies 2
4 1
32 / sec 8
W lbsm slug
g ft= = =
From Hooke's Law, F = ks, we have
.3
24
= k
So k = 6 lb/ft.
Since 2
2
d xm kx
dt= − we have x
dt
xd6
8
12
2
−= and .0482
2
=+ xdt
xd
x(0) = 10 inches = 10 5
12 6ft= and
3'(0)
4x
−= (the mass has an initial velocity in the
negative or upward direction)
From 0482
2
=+ xdt
xd, 482 =ω so .48=ω
The general solution to the DE is
( ) ( ) ( ).48sin48cos tBtAtx +=
Note that
( ) ( ) ( ).48cos4848sin48 tBtAtx +−=′
69
Since 5
(0)6
x = , then
( ) ( )0sin0cos6
5BA += implies .
6
5=A
Since 3
'(0)4
x−
= ,
( ) ( ).0cos480sin486
5
4
3B+−=−
So .484
3B=−
Then .16
3
1634
3
484
3−=−=−=B
Thus, the equation of motion is
( ) ( ) ( )tttx 48sin16
348cos
6
5−= .
The period of free vibrations, .3248
22 ππωπ
===T
The frequency is .32
32
11
ππ=
==
TF
70
Example 2.25
A mass with 10 kg is attached to a spring and it stretches a spring 0.2 m. Initially, the
mass is released from a point 1 m below the equilibrium position with an upward
velocity of 5 m/s with a given ./8.9 2smg = Determine the equation of free motion,
the period of free vibrations and its frequency.
Solution
m=10kg, s=0.2m, ./980 2scmg =
F=mg gives NmgF 98)8.9(10 ===
F = ks, ( ) ⇒= 2.098 k k = 490
2
2
d xm kx
dt= − gives
⇒−= xdt
xd49010
2
2
0492
2
=+ xdt
xd
where 7492 =⇒= ωω
049equationsticCharacteri 2 =+m
iim 749areRoots ±=±=
General Solution
( ) ( ) ( )tBtAtx 7sin7cos +=
x(0)=1 and ( ) 50 −=′x (the mass has
an initial velocity in the negative or
upward direction)
1st Condition (x(0)=1m)
( ) ( ) ( )0sin0cos10 BAx +==
gives 1=A
2nd
Condition ( ( ) 50 −=′x )
( ) ( ) ( )tBtAtx 7cos77sin7' +=
( ) ( ) ( )0cos70sin175 B+=−
gives 7
5−=B
a) Equation of the motion
( ) ( ) ( )tttx 7sin7
57cos −=
b) The period of free vibrations
.7
22 πωπ
==T
c) The frequency is
.2
7
7
211
ππ=
==
TF
71
PRACTICE 2
1. State whether or not each of the following equation is linear. If linear, determine
whether the coefficient of the equation constant or variable.
a) ( ) 012
2
=++− ydx
dyx
dx
ydx b) 032
2
2
=++ ydx
dy
dx
yd
c) 44232
2
=++ ydx
dy
dx
yd d) ( )xey
dx
dy
dx
yd x 2cos372
2
=++
e) xydx
dy
dx
ydy =−+ 23
2
22 f) 02
2
2
=+ ydx
yd
g) 32552
2
=+− yxedx
dy
dx
yd h) xxy
dx
dy
dx
ydsinln4
2
2
=−+
2. Find the general solution for each differential equation.
a) 0192
2
=− ydx
yd b) 0149
2
2
=++ ydx
dy
dx
yd
c) 0722
2
=−+ ydx
dy
dx
yd d) 01892
2
2
=−+ ydx
dy
dx
yd
e) 0922
2
=−− ydx
dy
dx
yd f) 03612
2
2
=+− ydx
dy
dx
yd
g) 02540162
2
=+− ydx
dy
dx
yd h) 04129
2
2
=++ ydx
dy
dx
yd
i) 025102
2
=++ ydx
dy
dx
yd j) 042025
2
2
=+− ydx
dy
dx
yd
k) 084 =+′+′′ yyy l) 0452
2
=++ ydx
dy
dx
yd
m) 04112
2
=+ ydx
yd n) 0408
2
2
=++ ydx
dy
dx
yd
o) 0=+′+′′ yyy
3. Find the particular solution for each of the following differential equation.
a) 03762
2
=−+ ydx
dy
dx
yd; ( ) 10 =y , ( ) 20 =′y
b) 09162
2
=− ydx
yd; ( ) 10 −=y , ( ) 10 =′y
c) 0442
2
=++ ydx
dy
dx
yd; ( ) 10 =y , ( ) 20 =′y
d) 049142
2
=++ ydx
dy
dx
yd; ( ) 13 =−y , ( ) 23 =−′y
e) 0162
2
=+ ydx
yd; ( ) 60 −=y , ( ) 70 =′y
72
4. Find the general solutions of the following differential by using the method of
undetermined coefficients.
a) 1168 2 −=+′−′′ xyyy b) 1cos29 2 −=+′′ xyy
c) xyyy 3cos10209 =+′+′′ d) 1223 +=+′+′′ xyyy
e) xeyyy
7944
−=+′−′′ f) xyyy 4sin96 =+′+′′
g) xeyyy 4472 =−′−′′ h) xeyyy x 2cos2 2 +=+′+′′
i) xxyyy 2cos2 2 +=+′+′′ j) xeyyy +=+′−′′ 202
k) xxeyyy =−′+′′ 43
5. Solve the following initial value problems using the method of undetermined coefficients.
a) ( ) ( )5 50 , 0 1, 0 3y y x y y′′ ′ ′− = = = −
b) ( ) ( ) 10,20,8152 3 −=′==−′+′′ yyeyy x
c) ( ) ( )4 sin 2 , 0 2, 0 3y y x y y′′ ′+ = = − =
d) ( ) ( ) 10,00,sin23 −=′=+=+′−′′ yyxeyyy x
e) ( ) ( )65
10,00,sin52 =′==+′+′′ yyxeyyy x
6. By using the method of variation parameter, determine the general solution of the
following differential equations.
a) x
x
e
eyyy
+=+′−′′
165
2
b) xeyyy x ln2 =+′−′′
c) xyy 2sec24 =+′′ d) xyy 2cos44 =−′′
e) 21
22
x
eyyy
x
+=+′−′′ f) xyy =+′′
g) 2 3 xy y y e−′′ ′− − = h) 2444
x
eyyy =+′−′′
i) xyy sec2=+′′ j) xeyyy −=−′+′′ 62
k)3
21
4
x
y y y e′′ ′− + = l) xyy 3csc9 =+′′
7. Solve the following initial value problems.
a) xeyy x sin22 =′−′′ ; ( ) 20 −=y , ( ) 10 =′y
b) xeydx
dy
dx
yd 2
2
2
444 =+− ; ( ) 10 =y , ( ) 20 −=′y
c) xyy sin=+′′ ; ( ) 00 =y , ( )4
30 =′y
d) ( )xeyyy +=+′−′′ 122 ; ( ) 10 =y , ( ) 20 =′y
e) x
eyyy 2
5
89124 =+′−′′ ; ( ) 40 =y , ( ) 60 −=′y
8. Solve the following Euler equations.
a) 01
2
2
=−dx
dy
xdx
yd b) 01525
2
22 =++ y
dx
dyx
dx
ydx
c) 0752
22 =++ y
dx
dyx
dx
ydx d) 0853
2
22 =−+ y
dx
dyx
dx
ydx
73
e) 0452
22 =++ y
dx
dyx
dx
ydx f) 03
2
22 =+− y
dx
dyx
dx
ydx
g) 0932
22 =+− y
dx
dyx
dx
ydx
9. Solve the following initial value problems.
a) 02
2
2
=−dx
dy
xdx
yd; ( ) 11 =−y , ( ) 21 =−′y .
b) 04
32
2
=+− yxdx
dy
dx
ydx ; ( ) 11 −=y , ( ) 01 =′y .
10. Solve the following differential equations.
a) xydx
dyx
dx
ydx ln285
2
22 =+− b) xxy
dx
dyx
dx
ydx ln233 2
2
22 =+−
c) x
xy
dx
dyx
dx
ydx
+=+−
164
2
2
22 d) ( )1ln43 2
2
22 +=+− xxy
dx
dyx
dx
ydx
e) 22
22 1
87x
ydx
dyx
dx
ydx =++ f)
x
xy
dx
dyx
dx
ydx
ln43
2
2
22 =+−
11. Assuming that there is no external force acting on the spring system, the Newton’s
second law with the net or resultant force and weight, W, is given 2
2
d xm kx
dt= −
and Hooke’s law state that a restoring force F opposite to the direction of elongation
and proportional to the amount of elongation, s, simply stated as ksF = where k is the
spring constant and m is a mass attached to the spring. By defining, mgW = , find the
equation of the motion if a mass weighing 2 pounds stretches a spring 6 inches.
At t = 0, the mass is released from a point 8 inches below the equilibrium position
with an upward velocity of 3/4 ft/sec given ./32 2sftg = Then, determine the period
of free vibrations and its frequency.
12. A mass weighing 10 N stretches a spring 2 cm. At t = 0, the mass is released from
a point 10 cm below the equilibrium position with an upward velocity of 7 cm/s with
a given ./980 2scmg = Find the equation of free motion. Next, determine the period
of free vibrations and its frequency.
13. A mass weighing 14 N stretches a spring 0.2 m. Initially, the mass is released
from a point 1 m below the equilibrium position with an upward velocity of 2/3 m/s
with a given ./8.9 2smg = Determine the equation of free motion, the period of free
vibrations and its frequency. Assume that there is no external force acting on the
spring system. The Newton’s second law with the net or resultant force and weight,
W, is given 2
2
d xm kx
dt= −
where k is the spring constant and m is a mass attached to the spring.
74
14. If a mass weighing 20 N stretches a spring 0.2 m, find the equation of the motion.
At t = 0, the mass is released from a point 0.8 m below the equilibrium position with
an upward velocity of 56 cm/s given ./980 2scmg = Then, determine the period of
free vibrations and its frequency. According to the Newton’s second law with the net
or resultant force and weight, W and define mgW = , is given 2
2
d xm kx
dt= −
where k is the spring constant and m is a mass attached to the spring.
15. If a mass with 1 kg stretches a spring 49 cm, find the equation of the motion. At
t = 0, the mass is released from a point 5cm below the equilibrium position with an
upward velocity of 10 cm/s given ./980 2scmg = Then, determine the period of free
vibrations and its frequency. According to the Newton’s second law with the net or
resultant force and weight, W and define mgW = , is given 2
2
d xm kx
dt= −
where k is the spring constant and m is a mass attached to the spring.
Answer
1. a) Linear homogeneous, variable coefficients
b) Linear homogeneous, constant coefficients
c) Linear non homogeneous, constant coefficients
d) Linear non homogeneous, variable coefficients
e) Nonlinear equation, 2
22
dx
ydy f) Nonlinear equation, 2y
g) Nonlinear equation, ye h) Nonlinear equation, yln
2. a) xx BeAey 1919 += − b) xx BeAey 27 −− +=
c) xx BeAey 89 += − d) x
x BeAey 2
3
6 += −
e) ( ) ( )xx BeAey 101101 +− += f) ( ) xeBxAy 6+=
g) ( )x
eBxAy 4
5
+= h) ( )x
eBxAy 3
2−
+=
i) ( ) xeBxAy 5−+= j) ( )x
eBxAy 5
2
+=
k) ( )xBxAey x 2sin2cos2 += l)
+=−
xBxAeyx
5
1sin
5
1cos5
2
m) xBxAy11
2sin
11
2cos +=
n) ( )xBxAey x 62sin62cos4 += −
o)
+=
−xBxAey
x
2
3sin
2
3cos2
1
75
3. a) xx
eey 2
3
3
1
11
10
11
21−
−= b) xx
eey 4
3
4
3
6
1
6
7+−=
−
c) x
exy 2
1
2
51
−
+= d) ( ) 217928 −−+= xexy
e) xxy 4sin4
74cos6 +−=
4. a) ( )256
10
16
1
16
1 24 −+++= xxeBxAy x
b) xxBxAy 2cos5
13sin3cos ++=
c) xxBeAey xx 3sin85
273cos
85
1145 +++= −−
d) 12 −++= −− xBeAey xx
e) ( ) xx eeBxAy 72
9
1 −++=
f) ( ) xxeBxAy x 4sin625
74cos
625
243 −−+= −
g) xxx
xeBeAey 442
1
9
1++=
−
h) ( ) xxeeBxAy xx 2cos25
32sin
25
4
9
1 2 −+++= −
i) ( ) xxxxeBxAy x 2cos25
32sin
25
4642 −++−++= −
j) ( ) xx exeBxAy 2
2
120 +++= k) xxxx xeexBeAey
25
1
10
1 22 −++= −
5. a) ( ) xxey x 2565
1 25 −−−=
b) xxxxeeey
335 ++= −
c) xxxxy 2cos4
12sin
8
132cos2 ++−=
d) xxxeeey xxx sin10
1cos
10
3
5
1
2
1 2 ++−+−=
e) ( ) ( ) xx exxexxy sin7cos465
12sin2cos4
65
1+−++= −
6. a) ( ) ( ) ( )xxxxx eeeBeeAy −++++−= 1ln11 232 ; ( ) Aeu x ++= −1ln ,
( ) Beev xx +++−= −− 1ln
b) xxxx exxex
BxeAey 22
4
3ln
2−++= ; A
xx
xu ++−=
4ln
2
22
,
Bxxxv +−= ln
c) cos 2 sin 2 cos 2 ln cos 2 sin 2y A x B x x x x x= + + + ; Axu ++= 2cosln ,
Bxv += 2
d) xBeAey xx 2cos2
122 −+= − ; Axe
xe
uxx
+−−= 2sin4
2cos4
22
,
76
Bxe
xe
vxx
++−=−−
2sin4
2cos4
22
e) ( ) xxexeBxeAey xxxx 12 tan21ln −++−+= ; ( ) Axu ++−= 21ln ,
Bxv += −1tan2
f) xxBxAy ++= sincos ; Axxxu +−= sincos , Bxxxv ++= cossin
g) xxxx exeBeAey −−− −−+=3
12 ; Axu +−= , Bev x +−= −3
3
1
h) 22 2 21
2
x x x
y Ae Bxe x e= + − ; 22u x A= − + , Bxv +=
i) xxxxxBxAy sin2coslncos2sincos +++= ; Axu += cosln2 ,
Bxv += 2
j) xxx eBeAey −− −+= 32 ; Aeu x +−= 2 , Bev x +−= −2
k) x
xx
eBxeAey 2
3
22 ++= ; Aexeu xx ++−= , Bev x +=
l) xxBxxAy 3sin3sinln9
13cos
3
1
++
−= ; Axu +−=3
1,
Bxv += 3sinln9
1
7. a) xeey xx sin3 2 −+−= ; Axexe
uxx
+−=2
sin
2
cos,
Bxexe
vxx
+−−=−−
2
sin
2
cos
b) xxx exxeey 2222 24 +−= ; Axu +−= 22 , Bxv += 4
c) 1 1
sin sin 2 cos sin cos 2 cos4 4 2
xy x x x x x x= + − − ;
Axxu +−=2
12sin
4
1,
1cos 2
4v x B= − +
d) 23 2x x xy e xe x e= − + + + ; 22 2x xu xe e x A− −= + − + , 22 2xv e x B−= − + +
e) xxx
exeey 2
5
2
3
2
3
2142 +−= ; Aexeu xx ++−= 22 , Bev x += 2
8. a) ( ) 2BxAxy +=
b) ( ) ( ) 5
1
ln xxBAxy +=
c) ( ) ( )xBxAxxy ln3sinln3cos2 += −
d) ( ) 3
4
2 BxAxxy += −
e) ( ) ( ) 2ln −+= xxBAxy
f) ( ) ( )xBxAxxy ln2sinln2cos +=
g) ( ) ( )xBxAxxy ln5sinln5cos2 +=
9. a) ( ) 35 1
4 4y x x= + b) ( ) ( ) 2ln21 xxxy +−=
77
10. a) ( )16
3
4
ln42 +++=x
BxAxxy
b) ( ) xxBxAxxy ln2 23 −+=
c) ( ) ( ) ( ) ( )1232 1ln11 −++++−= xxxBxxAxy
d) ( ) ( ) ( )3 2 21ln ln 3 ln
6y x A B x x x x
= + + +
e) ( ) xx
xBAxxy ln2
1
4
12
24 +
−+= −−
f) ( ) ( ) ( )xxxxxBAxy lnlnlnln22 ++=
11. ( ) ( ) ( )tttx 8sin32
38cos
3
2−= ,
48
22 ππωπ
===T , .41
π==
TF
12. ( ) ( ) ( )tttx 107sin10
1107cos10 −= ,
107
22 πωπ
==T .2
1071
π==
TF
13. ( ) ( ) ( )tttx 7sin21
27cos −= ,
7
22 πωπ
==T , .2
71
π==
TF
14. ( ) ( ) ( )tttx 7sin87cos80 −= , 7
22 πωπ
==T , .2
71
π==
TF
15. ( ) ( ) ( )tttx 52sin552cos5 −= , 552
22 ππωπ
===T , .51
π==
TF