Chapter 2

Second-Order
Differential Equations

1
Advanced Engineering Mathematics O’Neil

Sections
• The Linear Second-Order Equation
• Constant Coefficient Homogeneous Equation
• Particular Solutions of Nonhomogeneous
Equation
• Euler Differential Equation
• Series Solutions

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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• A second-order differential equation contains
second derivative(s) and may also contain first
derivatives.

• A linear second-order differential equation

has the form
y  p ( x) y   q ( x) y = f ( x)
• The general solutions of such equations
contain two arbitrary constants.
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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• Often, we assume that p and q are continuous
(at least on the interval where we seek
solutions). The function f is called a forcing
function for the differential equation, and in
some applications, it can have finitely many
jump discontinuities.

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 2.1 The Linear Second-Order Equation

 Solve y − 12x = 0.

 Since y = 12x, we can integrate once to obtain

y( x)   12 x dx  6 x 2  c1
and then once again to get

y ( x )  2x 3  c1 x  c2
with c1 and c2 as arbitrary constants.

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 2.1 The Linear Second-Order Equation

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 2.1 The Linear Second-Order Equation

 Unlike the first-order case, there may be many integral

curves through a given point in the plane. In this
example, if we specify that y(0) = −3, then we must
choose c2 = − 3, leaving c1 still arbitrary. These solutions
through (0, − 3) are
y(x) = 2x3 + c1 x − 3.

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 2.1 The Linear Second-Order Equation

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 2.1 The Linear Second-Order Equation

 We single out exactly one of these curves if we specify

its slope at (0, − 3). For example, if we specify that y(0)
= −1, then
y(0) = c1 = −1,
so y(x) = 2x3 −x − 3. This is the only solution passing
through (0, − 3) with slope −1.

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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• Theorem 2.1 relates to the existence and
uniqueness of solutions of an initial value
problem
• Assume, in an open interval I containing x0 , and
where A and B are numbers, the following
functions are continuous
p ( x), q( x), f ( x)
• Then, the following IVP has a unique solution on I
y  p ( x) y   q( x) y = f ( x); y ( x0 ) = A, y( x0 ) = B
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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• For a homogeneous equation
y  p ( x) y   q ( x) y = 0
(i.e. f(x)=0, not to be confused with 1st-order
homogeneous equations), the solutions have two
important properties:
• The sum of 2 solutions is a solution
• A constant multiple of a solution is a solution

• Whenever 2 solutions are multiples of each other,

they are called linearly dependent on I
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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

Linear combination: For any two solutions y1
and y2, and any numbers c1 and c2,
c1y1 + c2y2

• Whenever 2 solutions are multiples of each

other, they are called linearly dependent on I

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  Let y1 and y2 be solutions, and let c1 and c2 be numbers.
Substitute c1y1 + c2y2 into the differential equation:
(c1 y1  c2 y2 )  p( x)(c1 y1  c2 y2 )  q ( x)(c1 y1  c2 y2 )
 c1 y1  c2 y2  c1 p ( x ) y1  c2 p( x ) y2  c1q ( x ) y1  c2 q ( x) y2
 c1[ y1  p ( x) y1  q( x) y1 ]  c2 [ y2  p( x) y2  q( x) y2 ]
 c1 (0)  c2 (0)  0
because of the assumption that y1 and y2 are both
solutions.
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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• A determinant, called the Wronskian, can be
used to test if two solutions y1 and y2 are
linearly dependent
y1 ( x) y2 ( x )
W [ y1 , y2 ]( x ) =
y1 '( x) y2 '( x)

• The two solutions are linearly independent if

and only if their Wronskian is non zero.
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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• Consider the homogeneous 2nd order IVP
y  p ( x) y  q ( x) y = 0; y ( x0 ) = A, y( x0 ) = B
• Then, the general solution is
y ( x) = c1 y1 ( x )  c2 y2 ( x )
• The constants can be found by the following
expressions
Ay2 ( x0 )  By2 ( x0 ) By1 ( x0 )  Ay1( x0 )
c1 = , c2 =
W ( x0 ) W ( x0 )
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 Ex. 2.1 (p. 45)

y1(x) = ex and y2(x) = e2x are solutions of y − 3y + 2y = 0

for all x. Find the general solution.
 The Wronskian is

ex e2 x
W ( x)   2e3 x  e3 x  e3 x ,
ex 2e 2 x
and this is never zero, so y1 and y2 are linearly
independent solutions.
 General solution is y = c e x  c e2 x 1 2
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  If we want to satisfy the initial conditions y(0) = −2, y(0)
= 3, choose the constants c1 and c2 so that
y(0) = c1 + c2 = −2
y'(0) = c1 + 2c2 = 3.
Then c1 = −7 and c2 = 5, so the unique solution of the
initial value problem is
y(x) = −7ex + 5e2x .

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Advanced Engineering Mathematics O’Neil

Linear Second Order Equation

• Consider the non-homogeneous case
y  p( x) y  q ( x) y = f ( x)

• The solution for the non-homogeneous case

is the sum of the two solutions of the
homogeneous case and a particular solution
y ( x ) = c1 y1 ( x)  c2 y2 ( x )  y p ( x)

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Advanced Engineering Mathematics O’Neil

THEOREM 2.4 General Solution of

Equation (2.1)
 Let y1 and y2 be independent solutions of the
associated homogeneous equation
 y′′ + p(x)y′ + q(x)y = 0.
 Let yp be any solution of the onhomogeneous
equation
 y′′ + p(x)y′ + q(x)y = f (x).
 Then every solution of the nonhomogeneous
equation is contained in the expression
 y(x) = c1y1(x) + c2y2(x) + yp(x).
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Advanced Engineering Mathematics O’Neil

THEOREM 2.4 General Solution of

Equation (2.1)
 For suppose Y(x) is a solution of equation
(2.1). Then Y(x) − yp(x) is a solution of the
associated homogeneous equation (2.2).
Then there are constants c1 and c2 such that
 Y(x) − yp(x) = c1y1(x) + c2y2(x),
 so
 Y(x) = c1y1(x) + c2y2(x) + yp(x).
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Advanced Engineering Mathematics O’Neil

Recap
• Consider the non-homogeneous case
y  p( x) y  q ( x) y = f ( x)
• First, consider the homogeneous DE
y  p( x ) y  q ( x ) y = 0
• Find the homogeneous solution
yh ( x) = c1 y1 ( x )  c2 y2 ( x)
y1(x) and y2(x) are linearly independent.

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Advanced Engineering Mathematics O’Neil

Recap
• Second, consider the non-homogeneous case
y  p( x) y  q ( x) y = f ( x)
• Find the particular solution yp(x), such that

yp  p ( x ) yp  q( x) y p = f ( x )

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Advanced Engineering Mathematics O’Neil

Recap
• Third, the solution for the non-homogeneous
case is the sum of the two solutions of the
homogeneous case and a particular solution
y ( x ) = c1 y1 ( x)  c2 y2 ( x )  y p ( x )

Note Use the above total solution to solve

the IVP.

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Advanced Engineering Mathematics O’Neil

y′′ + p(x)y′ + q(x)y =f(x)

f(x)=0 f(x) 0
Find linearly Solve the homogeneous
independent y1 differential Equation
and y2 y′′ + p(x)y′ + q(x)y = 0
yh ( x)  c1 y1 ( x)  c2 y2 ( x) (homogeneous solution)
General
solution
Solve the non-
y ( x)  c1 y1 ( x)  c2 y2 ( x)
homogeneous differential
Equation
y′′ + p(x)y′ + q(x)y = f(x)
IVP initial conditions y p ( x) (particular solution)
y0(x0)=A, y’ (x0)=B
General solution
y ( x)  c1 y1 ( x)  c2 y2 ( x)  y p ( x)

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.2

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.2

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 2.2 Reduction of Order

 Given y'' + p(x)y' + q(x)y = 0, we want two independent

solutions. Reduction of order is a technique for finding a
second solution, if we can somehow produce a first
solution.

Suppose we know a solution y1, which is not identically

zero. We will look for a second solution of the form
y2(x) = u(x)y1(x).

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 2.2 Reduction of Order

 Compute
y'2 = u'y1 + uy'1, y''2= u''y1+2u'y'1 + uy''1.
 In order for y2 to be a solution we need
u''y1+2u'y'1 + uy''1 + p[u'y1 + uy'1] + quy1 = 0.

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 *Reduction of Order

 Rearrange terms to write this equation as

u''y1 + u'[2y'1 + py1] + u[y''1 + py'1 + qy1] = 0.
 The coefficient of u is zero because y1 is a solution. Thus
we need to choose u so that
u''y1 + u' [2y'1 + py1] = 0.
 On any interval in which y1(x)  0, we can write
2 y '1  py1
u''  u'  0.
y1
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 *Reduction of Order

 To help focus on the problem of determining u, denote

2 y'1 ( x)  p( x) y1( x)
g( x) 
y1 ( x)
 a known function because y1(x) and p(x) are known.
Then
u'' + g(x)u' = 0.

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 2.2 Reduction of Order

 Let v = u' to get

v' + g(x)v = 0.
 This is a linear first-order differential equation for v,
with general solution
v(x)= Ce g(x)dx.
 Since we need only one second solution y2, we will take
C = 1, so
v(x)= e g(x)dx.
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 *Reduction of Order

 Finally, since v = u',

u( x)   e 
 g ( x ) dx
.
 If we can perform these integrations and obtain u(x),
then y2 = uy1 is a second solution of y'' + py' + qy = 0.
Further,
W ( x)  y1 y '2  y '1 y2  y1 (uy '1  u ' y1 )  y '1 uy1
 u ' y12  vy12 .
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Advanced Engineering Mathematics O’Neil

2.2 Reduction of Order

v(x)= Ce g(x)dx

 Since v(x) is an exponential function, v(x) ≠ 0. And the

preceding derivation was carried out on an
 interval in which y1(x) ≠ 0. Thus W(x) ≠ 0 and y1 and y2
form a fundamental set of solutions on this
 interval. The general solution of y′′ + py′ + qy = 0 is c1y1
+ c 2 y2 .
 We do not recommend memorizing formulas for g, v(x) and
then u(x). Given one solution y1, substitute
 y2 = uy1 into the differential equation and, after the
cancellations that occur because y1 is one
 solution, solve the resulting equation for u(x).

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 EXAMPLE 2.3 (p. 49)

Given that y1(x) = e2x is one solution of y'' + 4y' + 4y = 0.

Find a second solution.

 let y2(x) = u(x)e2x. Then

y '2  u'e2 x  2e2 xu

 Substitute these into the differential equation to get

y ''2  u '' e2 x  4e2 xu  4u ' e2 x .

u '' e 2 x  4e 2 x u  4u ' e 2 x  4(u ' e 2 x  2e2 x u )  4ue2 x  0.

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 EXAMPLE 2.3

 Some cancellations occur because e2x is one solution,

leaving
u''e2x = 0,
 or
u'' = 0.
 Two integrations yield u(x) = cx + d. Since we only need
one second solution y2, we only need one u, so we will
choose c = 1 and d = 0.

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 EXAMPLE 2.3

 This gives u(x) = x and

y2(x) = xe2x .
 Now
e2 x xe2 x 4 x
W ( x)  2 x 2 x 2 x
 e 0
2e e  2xe
 for all x. Therefore, y1 and y2 form a fundamental set of
solutions for all x, and the general solution of y'' + 4y' +
4y = 0 is
y(x) = c1e2x + c2xe2x.
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 EXAMPLE 2.4

Solve y''  (3 / x)y' + (4 / x2)y = 0 for x >0,

with one solution y1(x) = x2.

 Put y2(x) = x2u(x) and compute

y’2 = 2xu + x2u’ and y''2 = 2u + 4xu' + x2u''.
 Substitute into the differential equation to get

3 4 2
2u  4xu ' x u '' (2xu  x u ')  2 (x u)  0.
2 2

x x

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 EXAMPLE 2.4

 Then
x2u'' + xu' = 0.
 Since the interval of interest is x >0, we can write this as
xu'' + u' = 0.
 With v = u', this is
xv' + v = (xv)' = 0,
1
 so xv = c. We will choose c = 1. Then v  u ' 
x
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 EXAMPLE 2.4

 so
u = ln(x) + d,
 and we choose d = 0 because we need only one suitable u. Then y2(x)
= x2ln(x) is a second solution. Further, for x >0,

x2 x2ln( x)
W ( x)   x3  0.
2x 2x ln( x)  x
 Then x2 and x2ln(x) form a fundamental set of solutions for x >0.
The general solution is for x >0 is
y(x) = c1x2 + c2x2 ln(x) .

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Advanced Engineering Mathematics O’Neil

2.3 The Constant Coefficient Homogeneous

Equation

• For the homogeneous equation, we will

consider the case where the functions p(x)
and q(x) are constant coefficients a and b

y  p ( x ) y  q ( x) y = 0

y  ay  by = 0

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Advanced Engineering Mathematics O’Neil

Constant Coefficient Homogeneous Equation

• Substituting in y ( x )  e as the general form

rx

of the solution, we arrive at the characteristic

equation of the differential equation
r  ar  b = 0
2

• The roots of the above quadratic equation

determine the form of the solution for the
differential equation. There are 3 cases to
consider
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Advanced Engineering Mathematics O’Neil

Constant Coefficient Homogeneous Equation

• Case 1: Distinct Real Roots

r1x r2 x
• The solution has the form y = c1e  c2 e

• Case 2: Repeated Root

 ax /2  ax / 2
• The solution has the form y ( x ) = c1e  c2 xe

• Case 3: Complex Roots  r    i  

• The solution has the form
y ( x ) = c1e x cos(  x)  c2e x sin(  x )
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 EXAMPLE 2.5

 Solve the differential equation

y  y  6y  0
We immediately read the characteristic equation
2    6  0
as having real, distinct roots 3 and −2. The general
solution is  2x
y  c1e  c2 e
3x
.

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 EXAMPLE 2.6

 We will solve y + 8y + 16y = 0. The characteristic

equation is
 2  8  16  0
with repeated root λ= −4. The general solution is
y  c1e 4x  c2 xe 4x .

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 EXAMPLE 2.7

 Solve y + 2y + 3y =0.

The characteristic equation is

r 2  2r  3  0
with complex conjugate roots 1  i 2. With α = −1
and   2 , the general solution is
y  c1e x cos( 2 x)  c2 e xsin( 2 x).

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 EXAMPLE

 Solve y + 36y = 0. The characteristic equation is

r 2  36  0
with complex roots r = ±6i. Now α = 0 and β = 6, so the
general solution is
y ( x)  c1cos(6x)  c2sin(6x).

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Advanced Engineering Mathematics O’Neil

2.4 Particular Solutions for Non-Homogeneous

Equation y  p ( x) y  q ( x ) y = f ( x )
• The solution for the non-homogeneous equation
requires
• First, finding the general solution of the
homogeneous case
• Second, finding a particular solution

• There are 2 methods for finding a particular solution

• Method of Variation of Parameters
• Method of Undetermined Coefficients

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 The Principle of Superposition

 Suppose we want to find a particular solution of

y  p ( x) y  q ( x) y  f1 ( x)  f 2 ( x)    f n ( x).
 It is routine to check that, if Yj is a solution of
y  p( x) y  q( x) y  f j ( x),
then yp =Y1 + Y2 + ··· + Yn is a particular solution of the
original differential equation.

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Advanced Engineering Mathematics O’Neil

Particular Solutions for Non-Homogeneous Case

• In the method of variation of parameters, we

start with the following form of the particular
solution, involving the two solutions of the
homogeneous case
y p ( x ) = u1 ( x ) y1 ( x)  u2 ( x) y2 ( x )
• The two unknown functions can be found via
y2 ( x ) f ( x ) y1 ( x ) f ( x)
u1 ( x) =   dx and u2 ( x) =  dx
W ( x) W ( x)
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 2.4.1 Variation of Parameters

 Suppose we know two linearly independent solutions y1

and y2 of the associated homogeneous equation. One
strategy for finding yp is called the method of variation
of parameters. Look for functions u1 and u2 so that

y p ( x )  u1 ( x ) y1 ( x )  u2 ( x ) y2 ( x ).

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 Variation of Parameters

 To see how to choose u1 and u2, substitute Yp into the

differential equation. We must compute two derivatives.
First,
y p  u1 y1  u2 y2  u1 y1  u2 y2 .
 Simplify this derivative by imposing the condition that
u  y  u  y  0.
1 1 2 2
(2.5)

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 Variation of Parameters

 Now
y p  u1 y1  u2 y2 ,
so
y p  u1 y1  u2 y2  u1 y1  u2 y2.
 Substitute Yp into the differential equation to get
u1 y1  u2 y2  u1 y1  u2 y2
 p( x)(u1 y1  u2 y2 )  q( x)(u1 y1  u2 y2 )  f ( x).
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 Variation of Parameters
 Rearrange terms to write
u1[ y1  p( x ) y1  q( x) y1 ]
u2 [ y2  p ( x) y2  q ( x) y2 ]
u1 y1  u2 y2  f ( x ).
 The two terms in square brackets are zero, because y1
and y2 are solutions of y + p(x)y + q(x)y = 0. The last
equation therefore reduces to
u  y  u  y  f ( x). (2.6)
1 1 2 2

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 Variation of Parameters

 Equations (2.8) and (2.9) can be solved for u'1 and u'2 to
get

y2 ( x ) f ( x ) y1 ( x) f ( x)
u1( x)   and u2 ( x)  (2.7)
W ( x) W ( x)
where W(x) is the Wronskian of y1(x) and y2(x).

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 Variation of Parameters

 We know that W(x)  0, because y1 and y2 are assumed

to be linearly independent solutions of the associated
homogeneous equation. Integrate equations (2.10) to
obtain
y2 ( x ) f ( x ) y1 ( x) f ( x)
u1 ( x)    dx and u2 ( x)   dx
W ( x) W ( x)
(2.8)

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 Variation of Parameters

 Once we have u1 and u2, we have a particular solution yp

= u1 y1 + u2 y2, and the general solution of y + p(x)y +
q(x)y = f (x) is
y  c1 y1  c2 y2  y p .

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 EXAMPLE 2.8

 Find the general solution of

y   4y  sec( x)
for −π/4 < x <π/4.
 The characteristic equation of y+4y=0 is r2+4=0 with
complex roots r= ±2i. Two linearly independent
solutions of the associated homogeneous equation y+4y
= 0 are
y1 ( x)  cos(2x) and y2 ( x)  sin(2x).
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 EXAMPLE 2.8

 Now look for a particular solution of the

nonhomogeneous equation. First compute the
Wronskian
cos(2 x) sin(2 x)
W ( x)   2(cos 2 ( x)  sin 2 ( x ))  2.
2sin(2 x) 2 cos(2 x)

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 EXAMPLE 2.8

 Use equations (2.8) with f (x)=sec(x) to obtain

sin(2 x)sec( x)
u1 ( x)    dx
2
2sin( x) cos( x) sec( x)
  dx
2
sin( x) cos( x )
  dx
cos( x)
   sin( x)dx  cos( x)
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 EXAMPLE 2.8

cos(2 x) sec( x)
and
u 2 ( x )   2
dx

(2 cos 2 ( x)  1)
 dx
2 cos( x)
 1 
   cos( x)  sec( x) dx
 2 
1
 sin(x)  ln|sec(x)  tan( x) | .
2
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 EXAMPLE 2.8
 This gives us the particular solution
y p ( x)  u1 ( x) y1 ( x )  u2 ( x ) y2 ( x)
 1 
 cos( x) cos(2 x)   sin( x)  ln|sec(x)  tan( x) |  sin(2 x).
 2 
 The general solution of y + 4y = sec(x) is
y ( x)  c1cos(2x)  c2sin(2x)
 1 
 cos( x) cos(2 x )   sin( x )  ln|sec(x)  tan( x) |  sin(2 x).
 2 

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 Problem 2.4.1

 Find the general solution of

y   y  tan( x)
Ans:

y ( x )  c1cos( x )  c2sin( x)  cos( x ) ln sec( x)  tan( x )

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Advanced Engineering Mathematics O’Neil

2.4.2 The method of Undetermined Coefficients

• The method of undetermined coefficients only

applies to the constant coefficient equation
y  ay  by = f ( x)

• This method works by making an educated

‘guess’ about the general form of yp based
on f(x). For example
For f ( x )  2 x 2  3, try y p  Ax 2  Bx  C
For f ( x )  5sin(2 x), try y p  A cos(2 x )  B sin(2 x)
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 Undetermined Coefficients

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.9

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.9

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 EXAMPLE

 Find a particular solution of y + 2y − 3y = 8ex .

 Reasoning as before, try yp(x)= Aex . Substitute this into
the differential equation to obtain
Aex + 2Aex − 3Aex = 8ex .
But then 8ex = 0, which is a contradiction.

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.10

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.10

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.10

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.10

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.11

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.11

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.11

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Advanced Engineering Mathematics O’Neil

2.4.2 The Method of Undetermined

Coefficients

 If f (x) is a sum of “different kinds” of

functions, then try writing f (x) as a sum of
functions to which undetermined coefficients
applies and use the principle of superposition.

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.12

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.12

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.12

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.12

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Advanced Engineering Mathematics O’Neil

2.4.2 The Method of Undetermined

Coefficients
 The method of undetermined coefficients does not always
apply. For example, for the differential equation
3
 y′′ + 8y′ − 2y = −6e−x ,
 there is no elementary function to try for a particular
3
solution. The problem is that derivatives of e−x
 become increasing complicated, with polynomial factors,
as higher derivatives are taken.
 There is also a subtlety that can be encountered in using
this method. Consider the following
 example.

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.13

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Advanced Engineering Mathematics O’Neil

Modification Rule

 yp(x) = Ax e−x.

  is the smallest non-negative integer such

that no term in the proposed yp(x) is a
solution of the associated homogeneous DE.

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Advanced Engineering Mathematics O’Neil

2.4.2 The Method of Undetermined

Coefficients

 When this happens, adjust the first attempt

at a particular solution by inserting a factor of
x. To try this in Example 2.13, let
 yp(x) = Axe−x.
 Substitute this into the (nonhomogeneous)
differential equation to get

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Advanced Engineering Mathematics O’Neil

2.4.2 The Method of Undetermined

Coefficients

 Upon dividing by e−x, this is

 −2A + Ax + 5A − 5Ax + 4Ax = 11.
 The terms involving x cancel, and we are left
with 3A = 11, so A = 11/3 and the resulting
solution is

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Advanced Engineering Mathematics O’Neil

2.4.2 The Method of Undetermined

Coefficients
 The associated homogeneous equation has independent
solutions e−x and e−4x, so the general solution in Example
2.13 is

 If this strategy of multiplying the rst candidate for a

particular solution by x results in yet
 another solution of the associated homogeneous equation,
insert a second factor of x, multiplying
 the original attempt at yp(x) by x2.
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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.14

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.14

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 EXAMPLE Revisited

y + 2y − 3y = 8ex

 Since f (x)=8ex , our first impulse was to try yp(x)= Aex .
But this is a solution of the associated homogeneous
equation, so multiply by x and try yp(x)= Axex. Now

yp  Ae x  Axe x and yp  2 Ae x  Axe x

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 EXAMPLE Revisited

 Substitute these into the differential equation to get

2Ae x  Axe x  2( Ae x  Axe x )  3Axe x  8e x .
 This reduces to 4Aex = 8ex, so A = 2, yielding the
particular solution yp(x) = 2xex . The general solution is
y ( x )  c1e 3x  c2e x  2xe x .

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 EXAMPLE

 Solve y − 6y + 9y = 5e3x .

 The associated homogeneous equation has the
characteristic equation (r − 3)2 = 0 with repeated roots r
= 3. The general solution of this associated
homogeneous equation is c1e3x +c2xe3x .

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 EXAMPLE

 For a particular solution, we might first try yp(x) = Ae3x ,

but this is a solution of the homogeneous equation.
Multiply by x and try yp(x) = Axe3x . This is also a
solution of the homogeneous equation, so multiply by x
again and try yp(x) = Ax2e3x . If this is substituted into the
differential equation, we obtain A = 5/2, so a particular
solution is yp(x)=5x2e3x/2. The general solution is
5 2 3x
y  c1e  c2 xe  x e .
3x 3x

2
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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

EXAMPLE 2.15

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Advanced Engineering Mathematics O’Neil

2.5 Euler Differential Equation

• An Euler differential equation has the form
x y  Axy  By = 0, A and B real numbers
2

r
• Assuming a solution of the form y = x , we can
find the characteristic equation to be

r  ( A  1)r  B = 0
2 Easy but only for
homogeneous eq.

• There are 3 types of solution to Euler equation,

based on the roots of the characteristic equation
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Advanced Engineering Mathematics O’Neil

Euler Differential Equation

• Case 1: Distinct Real Roots
r1 r2
• The solution has the form y ( x) = cx x  c2 x

• Case 2: Repeated Root

r1 r1
• The solution has the form y ( x) = c1 x  c2 ln( x) x

• Case 3: Complex Roots

• The solution has the form
y ( x) = c1 x cos(b ln( x ))  c2 x sin(b ln( x))
a a
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 Alternative method: change of variable

 A change of variables will convert Euler’s equation to a

constant coefficient linear second-order homogeneous
equation, which we can always solve. Let
x  et
or, equivalently, t = ln(x). If we substitute x = et into y(x),
we obtain a function of t as
Y (t )  y (et ).

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  To convert Euler’s equation to an equation in t, we need to
convert derivatives of y(x) to derivatives of Y(t). First, by the
chain rule, we have

d d
y( x)  ( y ( x))  ( y (t ))
dx dx
dY dt 1
  Y (t ).
dt dx x

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 d
y( x )  ( y( x ))
dx
d 1 
 Next,   Y (t ) 
dx  x 
1 1 d
  2 Y (t )  (Y (t ))
x x dx
1 1 dY (t ) dt
  2 Y (t ) 
x x dt dx
1 11
  2 Y (t )  Y (t )
x xx
1
 2 (Y (t )  Y (t )).
x
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  Therefore,
x 2 y( x )  Y (t )  Y (t ).
 Substitute these into Euler’s equation to obtain the
transformed differential equation
Y (t )  Y (t )  AY (t )  BY (t )  0
or
Y (t )  ( A  1)Y (t )  BY (t )  0. (2.16)
This is a constant coefficient equation which we know how to
solve.

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  We need not go through this derivation whenever we
encounter an Euler equation. The coefficients of equation
(2.16) can be read directly from those of the Euler equation.
Solve this transformed equation for Y (t), then replace t = ln(x)
to obtain the solution y(x) of the Euler equation.

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  In doing this, it is useful to recall that, for any number r
and for x > 0,
x e
r r ln ( x )
.
 Furthermore,
e ln ( k )  k
for any positive quantity k. Thus, for example,
ln ( x3 )
e 3 ln ( x )
e  x3 .
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 Example 2.16 (p. 66)

 We will find the general solution of

x 2 y   2xy   6y  0.
 With A = 2 and B = −6, this Euler equation transforms to

Y (t )  Y (t )  6Y (t )  0.

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  This constant coefficient linear homogeneous equation
has general solution
Y (t )  c1e 3t  c2 e 2t .
 Replace t = ln(x) to obtain the general solution of the
Euler equation:
y ( x )  c1e 3 ln ( x )  c2 e 2 ln ( x )  c1 x 3  c2 x 2
for x > 0.

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 Example 2.17

 Consider the Euler equation x2 y − 5xy + 9y = 0. The

transformed equation is
Y   6Y   9Y  0,
with the general solution Y(t) = c1e3t +c2te3t . The Euler
equation has the general solution
y ( x )  c1e3 ln ( x )  c2 ln( x )e3 ln ( x )  c1 x 3  c2 x 3ln( x )
for x > 0.

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 Example 2.18

 Solve x2 y + 3xy + 10y = 0.

 The transformed equation is Y + 2Y + 10Y = 0 with the
general solution
Y (t )  c1e  t cos(3t )  c2 e  t sin(3t ).

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  Then

y ( x )  c1e  ln ( x ) cos(3 ln( x))  c2 e ln ( x )sin(3 ln( x ))

1
 (c1cos(3 ln( x))  c2sin(3 ln( x))).
x

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 Supplementary
materials

High Order
Differential Equations

高等工程數學，莊紹榮、楊精松
東華圖書

113
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©119
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 更正：重根

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 2-3 常係數非齊次線性微分方程式之解法
(含未定係數法與參數變化法)

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 [Q] 高階Euler’s Differential Equation怎麼解？
[A]: x3 y+A x2 y + Bxy + Cy = 0

Y (t )  y (e ). t

d dY dt 1
y( x)  ( y ( x))   Y (t ).
dx dt dx x
d d 1  1 
y( x )  ( y ( x ))   Y (t )   2 (Y (t )  Y (t )).
 
dx dx  x  x

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 d d  1 
y( x )  ( y ( x))   2 (Y (t )  Y (t )) 

dx dx  x 
2 1 d
 3 (Y (t )  Y (t ))  2 (Y (t )  Y (t ))
x x dx
2 1 1
 3 (Y (t )  Y (t ))  3 (Y (t ))  3 Y (t )  3Y (t )  2Y (t ) 
x x x

Y (t )  3Y (t )  2Y (t )   A(Y (t )  Y (t ))  BY (t )  CY (t )  0

 Y (t )  ( A  3)Y (t )  (2  A  B )Y (t )  CY (t )  0

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