Second Order Linear Differential Equations ODE 5

GENERAL FORM OF A SECOND ORDER LINEAR DIFFERENTIAL EQUATION:

INHOMOGENEOUS

p(x), q(x), r(x) and f(x) are functions of x only

HOMOGENEOUS

All the terms of the homogeneous equation contain y or its derivatives

Example

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 Second Order Linear Differential Equations ODE 5
PROPERTY 1

If y1 and y2 are any two linearly independent solution of the homogeneous

differential equation,

then the general solution yH(x) is

yH(x)=Ay1(x) +By2(x)
where A and B are constants
• Note that a second order differential equation has two arbitrary constants in the general solution
• The functions y1(x) and y2(x) are linearly independent if one is not simply a multiple of the other
Example
Verify that y1(x)=x and y2(x)=1 both satisfy and write the general solution of this
equation
Both solutions satisfy the equation

From Property 1, the general solution is: yH(x)=Ay1(x) + By2(x) yH(x)=Ax +B

 Second Order Linear Differential Equations ODE 5
PROPERTY 2

Let yH(x) be the general solution of the homogeneous differential equation

Let yP(x) be any solution of the inhomogeneous differential equation

The general solution of the inhomogeneous differential equation is given by:

y(x)= yH(x)+ yP(x)
•In other words, to find the general solution of the inhomogeneous equation we must first
find the general solution of the corresponding homogeneous problem, and then add to it
any solution of the inhomogeneous equation

•The function yH is known as the complementary function

•The function yP is called the particular integral 2
 Second Order Linear ODE with Constant Coefficients ODE 5

GENERAL FORM OF A SECOND ORDER DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS:

a, b, c are constants

HOMOGENEOUS FORM:

As stated by Property 2, finding the general solution of

is a two-stage process:
The first task is to find the complementary function, which is the general solution of the
corresponding homogeneous equation:

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 Second Order Linear ODE – Auxiliary equation ODE 5
Let’s have a guess: is it possible that y=esx is a solution of

which means that we need to decide the suitable s. How to decide? Simply substitute all the terms

related to the guessed function into the equation, and we get

This is known as the auxiliary equation

If solution of this quadratic equation provides the two values of s, say s1 and s2, which
allows us to write down the two independent solutions:

Hence the solution of the homogeneous differential equation is (Property 1):

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 Second Order Linear ODE – Homogeneous equation ODE 5

Example: Find the general solution of

To get the auxiliary equation, replacing by

The roots are:

Hence the general solution is:

Suppose we are given the initial conditions:

Substituting in the solution gives:

Take 2× first equation and add it to the second:

Therefore the particular solution is:

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 Complex roots of the auxiliary equation ODE 5

Example: find the general solution of

The auxiliary equation is:

Following the same technique, the solution is:

We can rewrite this solution another way using the Euler relation:
And therefore:

We have introduced alternative arbitrary constants C and D:

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 Auxiliary equation with complex roots ODE 5

If the auxiliary equation has complex roots

Then the general solution y(x) is

Proof:

Euler’s relation:

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 Auxiliary equation with equal roots ODE 5

Example: find the solution of

Subject to the initial conditions:

The auxiliary equation is:

If we follow the same technique:

These solutions are not acceptable because y1 and y2 are NOT LINEARLY INDEPENDENT

We need to find a second independent solution

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 Auxiliary equation with equal roots ODE 5

Consider a second order differential equation

With auxiliary equation

Suppose the auxiliary equation has equal roots s1= s2

It can be shown that is also a solution of the differential equation

Therefore, the complementary function is

Example: Obtain the general solution of

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 Second Order Linear ODE – Homogeneous equation ODE 5

SUMMARY

Real distinct roots s1 and s2 Complex roots Two equal roots s1

s1=α+βj and s2=α-βj

G E N E R A L S O L U T I O N

The arbitrary constants A and B are obtained by applying the initial conditions

P A R T I C U L A R S O L U T I O N
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 Mass on a spring ODE 5

Mass on a spring

A mass m is suspended by a spring with a spring constant k. The

vertical displacement of the mass from its equilibrium position is
denoted by x(t). The motion of the mass is damped in a damper such
that it experiences a friction force proportional to its velocity.
k: spring stiffness

m c: damping coefficient
x(t)
Total force on the mass:
Using Newton’s second law:

This is a second order homogeneous differential equation

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 Mass on a spring ODE 5

Find the solution of

Auxiliary equation
Roots

Let

We have

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 Different scenarios-Mass on a spring ODE 5

(1) NO DAMPING c=0

The general solution is an oscillatory one

Let’s assume x(0)=0, then A=0

(2) UNDERDAMPED OSCILLATIONS

Roots are
Let
0

We have

The general solution is

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 Different scenarios-Mass on a spring ODE 5

(3) CRITICAL DAMPING

Roots are equal

0

The general solution is

Let’s assume x(0)=0, then A=0

(4) OVERDAMPED
Roots are

The general solution is composed of two decaying exponentials

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 Second Order Linear Differential Equations ODE 5

Example: given
a) Show that yH=Acosx+Bsinx is a solution of the corresponding homogeneous equation
b) Verify that yp=x is a particular integral
c) Verify that yH + yP does indeed satisfy the original equation

a)

We see that so that yH is solution of the homogeneous equation

b)

yp satisfies the inhomogeneous equation, thus yP is a particular integral

c)

Substitution into the equation:

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The complementary function plus the particular integral is indeed a solution of the inhomogeneous equation