,

DIFFERENTIAL EQUATIONS AND SERIES

(MI1046)

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

1 DIFFERENTIAL EQUATIONS

2 FIRST ORDER DIFFERENTIAL EQUATIONS

3 SECOND ORDER DIFFERENTIAL EQUATIONS

4 SOME APPLICATIONS OF SECOND ORDER ODEs

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 1: DIFFERENTIAL EQUATIONS

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Lesson 1: Differential equations

I. Motivation
Mathematical models of many phenomena in physics, biology,
economy,. . . result in ordinary differential equations.
• Models of population growth

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Lesson 1: Differential equations

I. Motivation
Mathematical models of many phenomena in physics, biology,
economy,. . . result in ordinary differential equations.
• Models of population growth are governed by
 
P(t)
P 0 (t) = kP(t) or P 0 (t) = kP(t) 1 −
M

where

P(t) : the number of individuals,

t : time,
k : proportionality constant,
M : carrying capacity.

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Lesson 1: Differential equations

• A model for the motion of a spring can be described by the following
figure:

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Lesson 1: Differential equations

• A model for the motion of a spring can be described by the following
figure:

By the Newton’s second law, the mathematical equation is

mx 00 (t) = −kx(t),
where
x(t) : the displacement from the equilibrium,
m : weight of an object, k : stiffness (spring constant).
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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v 0 (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.

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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v 0 (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.
• Electrical circuits:
R E
I 0 (t) + I(t) = ,
L L
where I(t): current, R: resistance, L: inductor, E : electromotive force.

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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v 0 (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.
• Electrical circuits:
R E
I 0 (t) + I(t) = ,
L L
where I(t): current, R: resistance, L: inductor, E : electromotive force.
• Oscillation equation of a pendulum:
g
x 00 (t) + sin x(t) = 0,
L
where x(t): amplitude of angular displacement, g : graviational constant,
L: length of a string.
• Continuously compounded interest and so on.
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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y 0 , y 00 , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y 0 , y 00 , . . . , y (n) are the derivatives of y .

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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y 0 , y 00 , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y 0 , y 00 , . . . , y (n) are the derivatives of y .
• The order of an ODE is the order of the highest derivative appearing
in the equation.
Examples:
a) y 0 −sin x = 0 b) y 000 −3xy 0 +y 2 = 0 c) y 0 y 00 −y 3 cos x +xy = 0.

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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y 0 , y 00 , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y 0 , y 00 , . . . , y (n) are the derivatives of y .
• The order of an ODE is the order of the highest derivative appearing
in the equation.
Examples:
a) y 0 −sin x = 0 b) y 000 −3xy 0 +y 2 = 0 c) y 0 y 00 −y 3 cos x +xy = 0.
• A linear ODE is an ODE in the following form:

y (n) + a1 (x)y (n−1) + · · · + an−1 (x)y 0 + an (x)y = b(x),

where a1 (x), · · · , an−1 (x), an (x), f (x) are given functions.

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Lesson 1: Differential equations

Let us now consider the equation y 0 = y on R as an example to see the

following notations:

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Lesson 1: Differential equations

Let us now consider the equation y 0 = y on R as an example to see the

following notations:
• A solution of an ODE is a function y = y (x) for x ∈ D, which
satisfies the equation identically for all x ∈ D.
Examples: y = e x , y = −e x .
• General solution of an ODE is the set of all solutions depending on
parameters, which can be found once additional conditions are given.
Examples: y = Ce x for any constant C .
• A particular solution of an ODE is any solution obtained from the
general solution by specifying values of the parameters.
Examples: If we choose C = 2 in the general solution, then we
obtain y = 2e x .
• A singular solution of an ODE is a solution that cannot be obtained
from the general solution.

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 2:
FIRST ORDER DIFFERENTIAL EQUATIONS

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y 0 ) = 0 or y 0 = f (x, y ).

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y 0 ) = 0 or y 0 = f (x, y ).
2. Definition 2: The Cauchy problem (or the initial value problem) of
the first order differential equation is in the form
y 0 = f (x, y ) satisfying y (x0 ) = y0 .
The condition y (x0 ) = y0 is called the Cauchy condition (or the
initial condition).

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y 0 ) = 0 or y 0 = f (x, y ).
2. Definition 2: The Cauchy problem (or the initial value problem) of
the first order differential equation is in the form
y 0 = f (x, y ) satisfying y (x0 ) = y0 .
The condition y (x0 ) = y0 is called the Cauchy condition (or the
initial condition).
3. Existence and Uniqueness theorem: (
y 0 = f (x, y ),
Consider the following Cauchy problem:
y (x0 ) = y0 .
Assume that the function f (x, y ) : D ⊂ R2 → R and its partial
derivatives fy (x, y ) are continuous on D, in addition, (x0 , y0 ) ∈ D.
Then, there exists a unique solution y (x) in a neighborhood
(x0 − ε, x0 + ε) to the above equation.
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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.
y 
2. Homogeneous equations: y0 = F
x

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.
y 
2. Homogeneous equations: y0 = F
x
• How to solve: Denoting u = yx ⇒ y = u.x ⇒ y 0 = u 0 .x + u and
replacing it in the given equation to get
du
u 0 .x + u = F (u) ⇔ x = F (u) − u. (⇒ Separable equations)
dx

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.
y 
2. Homogeneous equations: y0 = F
x
• How to solve: Denoting u = yx ⇒ y = u.x ⇒ y 0 = u 0 .x + u and
replacing it in the given equation to get
du
u 0 .x + u = F (u) ⇔ x = F (u) − u. (⇒ Separable equations)
dx
4x 2 + 3y 2 y x
• Examples: a) y 0 = b) y 0 = + +1
2xy x y
c) (x + 2y )dx − xdy = 0 d) xy 0 = x sin yx + y .

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Lesson 2: First order differential equations

3. Linear equations: y 0 + p(x)y = q(x)
• How to solve:
* Step 1: Let us consider y 0 + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y

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Lesson 2: First order differential equations

3. Linear equations: y 0 + p(x)y = q(x)
• How to solve:
* Step 1: Let us consider y 0 + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y
* Step 2: Let us return to study y 0 + p(x)y = q(x) (2).
Consider C as a function C (x) to find the solution to (2) in the
form R
y = C (x)e − p(x)dx .
Computing y 0 and replacing the achieved result
R into (2) we
C (x) = q(x)e p(x)dx dx + K .
R
conclude that
Therefore, the general solution
R is R R
y = Ke − p(x)dx + e − p(x)dx . q(x)e p(x)dx dx.
R

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Lesson 2: First order differential equations

3. Linear equations: y 0 + p(x)y = q(x)
• How to solve:
* Step 1: Let us consider y 0 + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y
* Step 2: Let us return to study y 0 + p(x)y = q(x) (2).
Consider C as a function C (x) to find the solution to (2) in the
form R
y = C (x)e − p(x)dx .
Computing y 0 and replacing the achieved result
R into (2) we
C (x) = q(x)e p(x)dx dx + K .
R
conclude that
Therefore, the general solution
R is R R
y = Ke − p(x)dx + e − p(x)dx . q(x)e p(x)dx dx.
R
y ex
• Examples: a) y 0 − = x cos x b) y 0 − y = , y (1) = e.
x x
ex y y
c) y 0 = − d) xy 0 − − x = 0, y (1) = 0.
x +1 x +1 x +1
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Lesson 2: First order differential equations

4. Bernoulli equations: y 0 + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y 0 + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u 0 and plugging it into (2) we gain
u 0 + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)

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Lesson 2: First order differential equations

4. Bernoulli equations: y 0 + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y 0 + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u 0 and plugging it into (2) we gain
u 0 + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)
(
y 0 + p(x)y = q(x) if α = 0,
• Remarks: Eq. (1) ⇔ 0


y + p(x) − q(x) y = 0 if α = 1.
(Linear equation)

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Lesson 2: First order differential equations

4. Bernoulli equations: y 0 + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y 0 + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u 0 and plugging it into (2) we gain
u 0 + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)
(
y 0 + p(x)y = q(x) if α = 0,
• Remarks: Eq. (1) ⇔ 0


y + p(x) − q(x) y = 0 if α = 1.
(Linear equation)
dy 3 2x xy √
• Examples: a) − y= b) y 0 + =x y
dx 2x y 1 − x2
c) 3dy + (1 + 3y 3 )y sin xdx = 0, y ( π2 ) = 1
d) xy 0 + (y − x 3 y 4 ) = 0, y (1) = 1.

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)

• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)

• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x
• How to solve: Taking integration
Rx two sides
R y of (2) we derive
u(x, y ) = x0 P(t, y0 )dt + y0 Q(x, t)dt = C
or Rx Ry
u(x, y ) = x0 P(t, y )dt + y0 Q(x0 , t)dt = C .

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)

• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x
• How to solve: Taking integration
Rx two sides
R y of (2) we derive
u(x, y ) = x0 P(t, y0 )dt + y0 Q(x, t)dt = C
or Rx Ry
u(x, y ) = x0 P(t, y )dt + y0 Q(x0 , t)dt = C .
• Examples: a) (6xy − y 3 )dx + (4y + 3x 2 − 3xy 2 )dy = 0
b) e −y dx + (1 − xe −y )dy = 0
xdy − ydx
c) xdx + ydy =
x2 + y2
d) 2x cos2 ydx + (2y − x 2 sin 2y )dy = 0.

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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.

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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.
• How to find µ:
Qx0 − Py0 R
I If = f (x), then µ(x) = e − f (x)dx .
Q
Qx0 − Py0 R
I If = g (y ), then µ(y ) = e g (y )dy .
P

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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.
• How to find µ:
Qx0 − Py0 R
I If = f (x), then µ(x) = e − f (x)dx .
Q
Qx0 − Py0 R
I If = g (y ), then µ(y ) = e g (y )dy .
P
• Examples: a) (x + y 2 )dx − 2xydy = 0
b) (e 2x − y 2 )dx + ydy = 0
c) 2x tan ydx + (x 2 − 2 sin y )dy = 0.

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 3:
SECOND ORDER DIFFERENTIAL EQUATIONS

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y 0 , y 00 ) = 0 or y 00 = f (x, y , y 0 ).

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y 0 , y 00 ) = 0 or y 00 = f (x, y , y 0 ).
2. Definition 2: The Cauchy problem for the second order differential
equation is in the form
y 00 = f (x, y , y 0 ) together with y (x0 ) = y0 and y 0 (x0 ) = y1 .
The conditions y (x0 ) = y0 và y 0 (x0 ) = y1 are called the initial data.

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y 0 , y 00 ) = 0 or y 00 = f (x, y , y 0 ).
2. Definition 2: The Cauchy problem for the second order differential
equation is in the form
y 00 = f (x, y , y 0 ) together with y (x0 ) = y0 and y 0 (x0 ) = y1 .
The conditions y (x0 ) = y0 và y 0 (x0 ) = y1 are called the initial data.
3. Existence and Uniqueness theorem: (
y 00 = f (x, y , y 0 ),
Consider the following Cauchy problem:
y (x0 ) = y0 , y 0 (x0 ) = y1 .
0
Assume that the function f (x, y , y ) : D ⊂ R3 → R and its partial
derivatives fy (x, y , y 0 ), fy 0 (x, y , y 0 ) are continuous on D, in addition,
(x0 , y0 , y1 ) ∈ D. Then, there exists a unique solution y (x) in a
neighborhood (x0 − ε, x0 + ε) to the above equation.

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y 00 + p(x)y 0 + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.
Q: Conversely, is any solution to (1) given in this form?

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y 00 + p(x)y 0 + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.
Q: Conversely, is any solution to (1) given in this form?
• Definition 1: We call that two functions y1 (x) and y2 (x) are
linearly independent on [a, b] if C1 y1 (x) + C2 y2 (x) = 0, ∀ x ∈ [a, b]
then C1 = C2 = 0. Conversely, we call that two functions y1 (x) and
y2 (x) are linearly dependent on [a, b].
Examples: a) e x , e 2x b) x 2 +2x +1, x +1 c) tan x, 2 tan x.
• Definition 2: Wronsky determinant of two functions y1 (x) and
y1 y2
y2 (x) is W (y1 , y2 ) := = y1 y20 − y10 y2
0 0
y1 y2
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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].
• Theorem 2: Let y1 and y2 are two solutions to (1). Then, the following
statements are equivalent:
i) y1 and y2 are linearly independent.
ii) W (y1 , y2 )(x0 ) 6= 0 for some x0 ∈ [a, b].
iii) W (y1 , y2 )(x) 6= 0, ∀ x ∈ [a, b].
• Theorem 3: (Structure of solutions to homogeneous linear equations)
Let y1 and y2 are two linearly independent solutions to (1). Then, the
general solutions to (1) is written by
y = C1 y1 + C2 y2 for any constants C1 , C2 .
I Step 1: Find y1 6= 0 by an immediate calucation.
I Step 2: Determine y2 by Zdenoting y2 = y1 .u. Then, we plug y2 into
1 − R p(x)dx
(1) to compute u= e dx. (Liouville formula)
y12
Examples: a) x 2 y 00 + xy 0 − y = 0 b) (2x + 1)y 00 + 4xy 0 − 4y = 0.
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Lesson 3: Second order differential equations

2. Homogeneous 2nd -order linear equations with constant coefficients:
y 00 + py 0 + qy = 0 (2),
where p, q ∈ R are two constants.
• How to solve: Let us consider the characteristic equation of (2)
λ2 + pλ + q = 0. (∗)
I Case 1: If (∗) has two distinct real roots λ1 6= λ2 , then the
general solutions to (2) is
ȳ = C1 e λ1 x + C2 e λ2 x .
I Case 2: If (∗) has a double root λ1 = λ2 = λ0 , then the
general solutions to (2) is
ȳ = C1 e λ0 x + C2 xe λ0 x .
I Case 3: If (∗) has two complex conjugate roots λ1,2 = a ± bi,
then the general solutions to (2) is
ȳ = e ax (C1 cos bx + C2 sin bx).
• Examples:
a) y 00 + 3y 0 + 2y = 0 b) 4y 00 + 4y 0 + y = 0 c) y 00 + y 0 + 3y = 0.

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Lesson 3: Second order differential equations

III. Nonhomogeneous second order linear equations
y 00 + p(x)y 0 + q(x)y = f (x). (3)
• Theorem 1: (Existence and Uniqueness ( theorem)
y 00 + p(x)y 0 + q(x)y = f (x),
Let’s consider the Cauchy problem
y (x0 ) = y0 , y 0 (x0 ) = y1 ,
where p(x), q(x) and r (x) are continuous on [a, b]. Then, there is a
unique solution y (x) on [a, b] to the above equation.

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Lesson 3: Second order differential equations

III. Nonhomogeneous second order linear equations
y 00 + p(x)y 0 + q(x)y = f (x). (3)
• Theorem 1: (Existence and Uniqueness ( theorem)
y 00 + p(x)y 0 + q(x)y = f (x),
Let’s consider the Cauchy problem
y (x0 ) = y0 , y 0 (x0 ) = y1 ,
where p(x), q(x) and r (x) are continuous on [a, b]. Then, there is a
unique solution y (x) on [a, b] to the above equation.
• Theorem 2: (Superposition of solutions)
If Y1 is a solution to y 00 + p(x)y 0 + q(x)y = f1 (x)
and Y2 is a solution to y 00 + p(x)y 0 + q(x)y = f2 (x),
then Y1 + Y2 is a solution to the following equation:
y 00 + p(x)y 0 + q(x)y = f1 (x) + f2 (x).
• Theorem 3: (Structure of solutions to nonhomogeneous linear Eq.)
The general solutions to (3) is written in the following form:
y = ȳ + Y ,
where ȳ : the general solution to (1), Y : a particular solution to (2).
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Lesson 3: Second order differential equations

1. Method of undetermined coefficients: y 00 + py 0 + qy = f (x) (3)
1.1. f (x) = e αx Pn (x), where α ∈ R, Pn (x) is a polynomial of degree n.
• Case 1: If α is not a root of the characteristic equation (∗), then
a particular solution Y to (3) is
Y = e αx Qn (x).
• Case 2: If α is a single root of the characteristic equation (∗),
then a particular solution Y to (3) is
Y = xe αx Qn (x).
• Case 3: If α is a double root of the characteristic equation (∗),
then a particular solution Y to (3) is
Y = x 2 e αx Qn (x).
Here Qn (x) is another polynomial of degree n.
Examples:
a) y 00 − 3y 0 + 2y = x b) y 00 + 4y 0 + 3y = xe −x c) y 00 − 2y 0 + y = 2xe x .
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Lesson 3: Second order differential equations

1. Method of undetermined coefficients: y 00 + py 0 + qy = f (x) (3)


1.2. f (x) = e αx Pm (x) cos βx + Pn (x) sin βx , where α, β ∈ R and
Pm (x), Pn (x) are two polinomials of degree m, n, respectively.
• Case 1: If α ± iβ are not roots of the characteristic equation (∗),
then a particular solution Y to (3) is

Y = e αx Q` (x) cos βx + R` (x) sin βx .

• Case 2: If α ± iβ are roots of the characteristic equation (∗),

then a particular solution Y to (3) is

Y = xe αx Q` (x) cos βx + R` (x) sin βx .

Here Q` (x), R` (x) are other polynomials of degree ` = max{m, n}.

Examples:
a) y 00 + 3y 0 + 2y = e x cos 2x b) y 00 + y = 2x cos x cos 2x
00 0
c) y − 3y + 2y = x cos x d) y 00 − 6y 0 + 9y = 3x − 8e 3x .
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Lesson 3: Second order differential equations

2. Method of variation of parameters: y 00 + p(x)y 0 + q(x)y = f (x) (3)

• How to find a particular Y :
I Step 1: Recall the general solution to (1) in the form

ȳ = C1 y1 + C2 y2 .

I Step 2: Consider C1 and C2 as two unknown functions to look for

a particular solution Y to (3) in the following form:

Y = C1 (x)y1 + C2 (x)y2 .
(
C10 (x)y1 + C20 (x)y2 = 0
I Step 3: Solve the system
C10 (x)y10 + C20 (x)y20 = f (x)
to achieve C1 (x) and C20 (x) ⇒ C1 (x) and C2 (x).
0

2−x x
• Examples: a) y 00 − y 0 = e b) x 2 y 00 + xy 0 − y = x 2 .
x3

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 4:
SOME APPLICATIONS OF SECOND ORDER ODEs

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Lesson 4: Some applications of second order ODEs

I. Free oscillation: Mass - spring models

1. Description:

• A mass m hanging on the end of a vertical spring of original length

` causes an elongation L in the downward (positive) direction.

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Lesson 4: Some applications of second order ODEs

• At equilibrium: forces acting on the mass (at the connecting point)
are
I Gravitational force (downward): P = mg , g : gravitational
acceleration.
I Restoring force (upward): Fs = kL, k: stiffness of the spring.
mg
Hence, L = .
k
• At the displacement x(t) from the equilibrium. The restoring force


F = − x(t) + L k.

2. Mathematical equation: By Newton’s second law: force equals mass

times acceleration

mg − k x(t) + L = mx 00 (t).

We obtain
mx 00 (t) + kx(t) = 0.
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Lesson 4: Some applications of second order ODEs

II. Free Oscillation: Mass - spring systems

Consider a mass m hanging on the end of a vertical spring of original

length `.
At equilibirum, the mass causes an elongation L ⇒ mg = kL .

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Lesson 4: Some applications of second order ODEs

1. Undamped case: Two forces acted on the mass at the position x(t):
• Weight mg , g is the gravitational acceleration.

• Restoring force (Hooke’s law) F = −k L + x(t) .
By the Newton’s 2nd law, we conclude that

mx 00 (t) = mg − k L + x(t) ⇒ mx 00 (t) + kx(t) = 0.

k
Solution: x(t) = A cos ω0 t + B sin ω0 t , where ω02 = m .
0
Given x(0) = x0 , x 0) = v0 , one determines A, B. We rewrite
x(t) = A0 cos(ω0 t − ϕ).
• A0 : amplitude
r = maximum displacement from equilibrium.
k
• ω0 = : (circular) frequency.
m
2π
• T = : period.
ω0
• ϕ: phase = the displacement of the wave from normal position.
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Lesson 4: Some applications of second order ODEs

The motion x(t) = A0 cos(ω0 t − ϕ) reflects some facts:

• An undamped system does not diminish.
• Larger k larger ω0 : stiffer springs cause more rapid vibration.
• Larger m smaller ω0 : heavier masses cause slower vibration.

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Lesson 4: Some applications of second order ODEs

2. Damped case: Sources of resistance force:
• Resistance from the air.
• Friction force between the mass and the guide.
• A dashpot imparts a resistance force.
We assume a viscous force, Fd = −γx 0 (t) , γ: the damping constant,
acting in the opposite direction to the direction of the motion. By the
Newton’s law, we conclude that

mx 00 (t) = mg − k L + x(t) − γx 0 (t),

which yields
mx 00 (t) + γx 0 (t) + kx(t) = 0.
Characteristic equation:
p
2 −γ ± γ 2 − 4km
mλ + γλ + k = 0 ⇒ λ1,2 = .
2m
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Lesson 4: Some applications of second order ODEs

• Two distinct real roots γ 2 > km, λ1 , λ2 < 0: Strong damping,
x(t) = C1 e λ1 t + C2 e λ2 t diminishes exponentially.
• A double root γ 2 = km: Critical damping,
x(t) = (C1 + C2 t)e λt diminishes exponentially.
• Two (conjugate) complex roots γ 2 < km: Small damping,
γ γ
x(t) = e − 2m t (C1 cos ω1 t + C2 sin ω1 t) = e − 2m t A1 cos(ω1 t − ϕ1 )
oscillates and diminishes. p
4km − γ 2 2π
⇒ pseudo-frequency ω1 = , pseudo-period T = .
2m ω1

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Lesson 4: Some applications of second order ODEs

III. Forced oscillation: Mass - spring systems
Consider a vertical mass – spring system, the mass is acted by an
external force g (t). The equation governing the system is

mx 00 (t) + γx 0 (t) + kx(t) = g (t) ,

where

mx 00 (t) : force of inertia,

γx 0 (t) : damping force (Undamped case if γ = 0, Damped case if γ 6= 0),
x(t) : output or the response of the system,
kx(t) : spring force,
g (t) : external force acting on the mass (the input or driving force).
Special interest g (t) = F0 cos ωt with ω > 0.

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Lesson 4: Some applications of second order ODEs

1. Undamped case (Forced vibrations without damping):

mx 00 (t) + kx(t) = F0 cos ωt

We consider two interesting cases:

q
k
• If ω0 = m 6= ω, then the general solution is

F0
x(t) = C1 cos ω0 t + C2 sin ω0 t + cos ωt.
m(ω02 − ω 2 )

In particular, the mass is initially at rest, i.e. x(0) = 0, x 0 (0) = 0. We

obtain
 
F0 (cos ωt − cos ω0 t) 2F0 (ω0 − ω)t (ω0 + ω)t
x(t) = = sin sin .
m(ω02 − ω 2 ) m(ω02 − ω 2 ) 2 2

If |ω0 − ω| is small, then the motion is a rapid oscillation with high

frequency, but will a slowly varying sinusoidal amplitude.
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Lesson 4: Some applications of second order ODEs

• If ω0 = ω, then the general solution is
F0
x(t) = C1 cos ω0 t + C2 sin ω0 t + t sin ω0 t.
2mω0
Because of the term t sin ω0 t, it is predicted that the motion will
become unbounded regardless of the initial data.

Actually, as x is large, the model is invalid.

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Lesson 4: Some applications of second order ODEs

2. Damped case (Forced vibrations with damping):

mx 00 (t) + γx 0 (t) + kx(t) = F0 cos ωt .

One states that all solutions of the corresponding homogeneous

equation approach 0.
F0
x(t) = C1 e r1 t + C2 e r2 t + cos(ωt − δ),
| {z } ∆
transient solution
| {z }
steady state

p m(ω02 − ω)2 γω
where ∆ = m2 (ω02 − ω)2 + γ 2 ω 2 , cos δ = , sin δ = .
∆ ∆
• With damping, the energy put into the system by the initial
displacement and velocity is dissipated, and the motion becomes the
response of the system to the external force.
• Without damping, the effect of the initial data would persist for all
time.
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Lesson 4: Some applications of second order ODEs

• Remarks: If damping is included in the model, the predicted motion

remains bounded; however, the response to the input function F0 cos ωt
may be quite large if γ is small and ω ≈ ω0 (resonance). Resonance can
be either good or bad depending on the circumstances. It must be taken
very seriously in the design of structures, such as buildings or bridges,
where it can produce instabilities possibly leading to the catastrophic
failure of the structure. For example, soldiers traditionally break step
when crossing a bridge to eliminate the periodic force of their marching
that could resonate with a natural frequency of the bridge. On the other
hand, resonance can be put to good use in the design of instruments,
such as seismographs, intended to detect weak periodic incoming
signals.

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Lesson 4: Some applications of second order ODEs

3. Further investigation on the steady state solution:
F0
x(t) = cos(ωt − δ)
∆
F0
• The amplitude R = p .
m2 (ω02 − ω)2 + γ 2 ω 2
F0
I For low frequency ω → 0, R → .
k
I For high frequency ω → ∞, R → 0.

m(ω02 − ω)2 γω
• The phase angle δ: cos δ = and sin δ = .
∆ ∆
I For low frequency ω → 0, δ → 0, the response is nearly in phase
with the excitation.
I For ω = ω0 , δ = π2 , the response lags behind the excitation by π2 .
I For high frequency ω → ∞, δ ≈ π, the response is nearly out of
phase with the excitation, i.e. the response attains its minima
when the excitation attains its maxima.
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The end

Thank you for your attention!

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