FP2 Chapter 5 – Second Order
Differential Equations
Dr J Frost ([email protected])
Last modified: 22nd May 2024
Intro
We’ve already seen that differential equations are equations which relate and with
derivatives. Unsurprisingly, second order differential equations involve the second
derivative.
Shock absorbers as part of suspension
of car subject to force down of car
𝑑2 𝑥 𝑑𝑥
acting under acceleration, and forces 𝑚Acc 2 =−𝑏
Dmp Rst
− 𝑐𝑥
up: damping force (proportional to 𝑑𝑡 𝑑𝑡
velocity) and restoring force
(proportional to extension of spring)
Simple second order differential equations
We know from the previous chapter that the solution of is .
Let’s ‘guess’ that the solution of is similar, and of the form
Are the any restrictions on the constants?
Let
Then and
? ?
Thus
?
?
Since thus ?
This is known as an auxiliary equation.
An auxiliary equation is (by definition) is an
equation on which the solutions of a differential
equation depend.
Simple second order differential equations
The equation is called the auxiliary equation, and if is a root of the
auxiliary equation then is a solution of the differential equation
When the auxiliary equation has two real distinct roots and , the general
solution of the differential equation is , where and are arbitrary
constants.
Find the general solution of the equation
Auxiliary equation:
General solution is ?
Exercise 5A
(Just a quickie)
Find the general solution of each of the following differential equations:
1 ?
3 ?
5 ?
7 ?
9 ?
Variants:
In the previous examples, the auxiliary equation had distinct roots,
i.e. . What if we have equal roots?
When the auxiliary equation has two equal roots , the general solution is
This is because the root of the auxiliary equation is 3.
Show that satisfies
3𝑥 3𝑥
𝑦=( 𝐴+𝐵𝑥 )𝑒 =𝐴+𝐵𝑥𝑒 ?
Bro Side Note: The reason we have
to use instead of is similar to why
in C4 partial fractions, we have to
use if we had a repeated
denominator .
Variants:
This is actually exactly the same as when we usually have distinct real roots!
Find the general solution of the differential equation
Auxiliary equation:
?
General solution is ?
This can be rewritten as (using Chapter 3 knowledge):
If the auxiliary equation has two imaginary roots , the
general solution is where and are arbitrary
constants.
Variants:
So what about more general complex roots ?
Find the general solution of the differential equation
Auxiliary equation: ?
?
General solution is
?
This can be rewritten as (using Chapter 3 knowledge):
If the auxiliary equation has two complex roots , the
general solution is
where and are arbitrary constants.
Quickfire Questions!
Find solutions to differential equations of the form with the following auxiliary
equations (and helpfully provided roots).
Auxiliary Equation Roots General Solution
?
?
?
?
?
?
?
?
Exercise 5B + 5C
Particular Integrals
So far we’ve always had 0 in the RHS of the differential equation.
What if we have some function in terms of ?
2
𝑑 𝑦 𝑑𝑦
𝑎 +𝑏 + 𝑐𝑦 = 𝒇 ( 𝒙 )
𝑑𝑥
2
𝑑𝑥
Solve first. Known as Then solve which can be found using
complementary function. (C.F.) appropriate substitution and
comparing coefficients. Solution
known as particular integral. (P.I.)
This is because for the C.F. is 0 and
for the P.I., which sum to
Examples
Find the particular integral of the differential equation
If is a constant, let the particular integral be a constant too.
Subbing in to differential equation:
? ?
?
Hence find the general solution of the differential equation
Find complementary function:
Auxiliary equation:
Roots of aux eq: ?
C.F.
General solution:
Examples
Find the general solution of the differential equation
is a linear function, so makes sense to try a linear function for the particular
integral.
? ? ?
Subbing in:
Comparing coefficients: ?
General solution:
?
?
Examples
Find the general solution of the differential equation
is a quadratic function, so makes sense to try a quadratic function for the
particular integral!
? ? ?
…
General solution:
?
Examples
Find the general solution of the differential equation
… ? ? ?
General solution:
?
Find the general solution of the differential equation
…
? ?
General solution:
?
?
Examples
But be warned!!!
Your particular integral can’t be part of your complementary function. This is just like how we
weren’t allowed to use for the complementary function if the two roots of the auxiliary
equation were equal.
Find the general solution of the differential equation
The difference to when we had is that now the matches the term in the
complementary function.
Suppose we did use for the particular integral. What goes wrong?
Then the general solution might appear to be
But is still just an arbitrary constant, so we have exactly the same as the
?
complementary function, which we know gives 0 when subbed into . Thus we end up
with . Oh dear!
So let
?
This ends up giving
So general solution:
?
?
Examples
But be warned!!!
Your particular integral can’t be part of your complementary function. This is just like how we
weren’t allowed to use for the complementary function if the two roots of the auxiliary
equation were equal.
Find the general solution of the differential equation
Auxiliary equation:
?
Complementary function: ?
So particular integral? IT CAN’T BE ! (as there’s a constant term in the c.f.)
Instead use
?
General solution:
?
So it seems we add a cheeky little in any case where the
particular integral is part of the complementary function.
Summary So Far
Form of Form of particular integral
(But need to modify if term is same as one of
the terms in the complementary function. You
will be given this in an exam if the case)
Test Your Understanding
It’s that cheeky little . Why?
June 2010 Q8
(a) Find the value of for which is a particular integral of the differential equation
(4 marks)
(b) Using your answer to part (a), find the general solution of the differential equation
(3 marks)
?
Test Your Understanding
Be warned: is being
June 2012 Q4 used here as was
previous used.
Find the general solution of the differential equation
?
Exercise 5D
Boundary Conditions
Sometimes you’re given certain conditions, which allows us to find
constants (just as we could with first order differential equations).
Find in terms of , given that , and that and at .
General solution: ?
Now subbing in boundary conditions into solution:
?
We want to use , so let’s differentiate general solution:
?
Subbing in again:
Solving simultaneously: ?
Therefore solution is
?
?
Test Your Understanding
June 2010 Q8 (revisited!)
(c) Given that at and , find the particular solution to this differential equation, giving
your solution in the form (5)
(d) Sketch the curve with equation for (2)
You previously found the general solution in (b) as
?
Exercise 5E
(Be warned on Q9, Q10
– since it’s , the is what
your previously was.
Don’t get your
variables mixed up!)
Using transformations
Just like with first order differential equations, we can use substitutions to turn more
complicated second order differential equations into simpler ones.
Using the substitution (to obtain an equation involving and ), solve the differential
equation (Note: This is different to usual substitutions
because here we’re eliminating rather than !)
Find what is and is so we can substitute them in our differential equation.
(chain rule)
Since , therefore , thus
(Note I use a slightly
different method to the
Similarly: textbook)
This is the particularly
hard bit.
Using transformations
Just like with first order differential equations, we can use substitutions to turn more
complicated second order differential equations into simpler ones.
Using the substitution (to obtain an equation involving and ), solve the differential
equation
! To write down:
So we have:
If then:
Substituting in:
General solution:
And putting back in:
? ZOMG Nice.
?
?
Test Your Understanding
June 2013 Q7
a) Show that the transformation transforms the equation
into the equation (6)
b) Solve the differentiation equation () to find as a function of . (6)
c) Hence state the general solution of the differential equation () (1)
? ?
?
Exercise 5F
(Note Q7-9 are the type
you’re most likely to find in
an exam, just like the
previous example exam
question you did)
Summary
The official Edexcel specification
Note: Pretty much all questions will involve both
a complementary function and a particular
integral – it would be too simple for RHS to be 0.
