Differential Equations

Second-order ODEs
Reduction of order-Constant Coefficients

Dr. Ahmed Sayed AbdelSamea

Giza, Egypt, Spring 2018

aabdelsamea@zewailcity.edu.eg
Second order ODEs
Example: Consider the 2nd order ODE: 𝒚′′ − 𝒚 = 𝟎.
Given that 𝒚𝟏 𝒕 = 𝒆𝒕 is a solution in the interval −∞, ∞ ,
find 𝒚𝟐 𝒕 , hence give the general solution.

Solution
Let 𝒚𝟐 𝒕 = 𝒖 𝒕 𝒚𝟏 𝒕 𝒆𝒕 𝒖′′ + 𝟐𝒖′ = 𝟎 𝒖′′ + 𝟐𝒖′ = 𝟎.
Using the reduction method: let 𝒖′ = 𝒘, then the 2nd-order DE
becomes 𝒘′ + 𝟐𝒘 = 𝟎 (1st-order separable) 𝒘 𝒕 = 𝒌𝟏 𝒆−𝟐𝒕
𝒖 𝒕 = 𝒌𝟏 𝒆−𝟐𝒕 + 𝒌𝟐
𝒚𝟐 𝒕 = 𝒌𝟏 𝒆−𝒕 + 𝒌𝟐 𝒆𝒕 (choose 𝒌𝟏 = 𝟏, 𝒌𝟐 = 𝟎) 𝒚𝟐 𝒕 = 𝒆−𝒕
The general solution: 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒆𝒕 + 𝒄𝟐 𝒆−𝒕
Second order ODEs
Consider the 2nd order ODE in the standard form:
𝒚′′ + 𝒑 𝒙 𝒚′ + 𝒒 𝒙 𝒚 = 𝟎
If 𝒚𝟏 (𝒙) is one solution of the above 2nd order DE, one can get
another independent solution, by reduction of order as follows:
Let 𝒚𝟐 𝒙 = 𝒖(𝒙)𝒚𝟏 (𝒙), then get 𝒚′𝟐 , 𝒚′′
𝟐 and substitute back in

the original DE and simplify to get:

𝒆− 𝒑 𝒙 𝒅𝒙
𝒚𝟐 𝒙 = 𝒚𝟏 𝒙 𝟐
𝒅𝒙
𝒚𝟏 𝒙
Exercise
What about the nonhomogeneous case?
𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒 𝒙 𝒚 = 𝒇(𝒙)
Second order ODEs
Example: Find the general solution of the ODE:
𝒙𝟐 𝒚′′ − 𝟑𝒙𝒚′ + 𝟒𝒚 = 𝟎.
Given that 𝒚𝟏 𝒙 = 𝒙𝟐 is a solution in the interval 𝟎, ∞ .

Solution
Write the ODE in the standard form:
′′
𝟑 ′ 𝟒
𝒚 − 𝒚 + 𝟐𝒚=𝟎
𝒙 𝒙
𝟏
− 𝒑 𝒙 𝒅𝒙 𝟑 𝒙𝒅𝒙
𝒆 𝒆
Then 𝒚𝟐 𝒙 = 𝒚𝟏 𝒙 𝒅𝒙 𝒚𝟐 𝒙 = 𝒙𝟐 𝒅𝒙
𝒚𝟏 𝒙 𝟐 𝒙𝟒
𝒚𝟐 𝒙 = 𝒙𝟐 ln 𝒙
The general solution: 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙𝟐 ln 𝒙
 Second order ODEs
Example: Find the general solution of the ODE:
𝒚′′ − 𝟒𝒚 = 𝟐.
where 𝒚𝟏 𝒙 = 𝒆−𝟐𝒙 is a solution of the associated
homogeneous equation.

Solution
Let 𝒚 𝒙 = 𝒖 𝒙 𝒚𝟏 𝒙 𝒆−𝟐𝒙 𝒖′′ − 𝟒𝒖′ = 𝟐 𝒖′′ − 𝟒𝒖′ = 𝟐𝒆𝟐𝒙
Using the reduction method: let 𝒖′ = 𝒘, then the 2nd-order DE
becomes 𝒘′ − 𝟒𝒘 = 𝟐𝒆𝟐𝒙 (1st-order linear) 𝝁 𝒙 = 𝒆−𝟒𝒙
′ 𝟒𝒙 𝟐𝒙 𝟒𝒙
𝟏 𝟐𝒙
𝒘 = 𝒖 = 𝒄𝒆 − 𝒆 𝒖 = 𝒌𝟐 𝒆 − 𝒆 + 𝒌𝟏
𝟐
−𝟐𝒙 𝟐𝒙 𝟏
The general solution: 𝒚 𝒙 = 𝒖 𝒙 𝒚𝟏 𝒙 = 𝒌𝟏 𝒆 + 𝒌𝟐 𝒆 −
𝟐
𝟏
where 𝒚𝟐 𝒕 = 𝒆𝟐𝒙 and 𝒚𝒑 = − .
𝟐
Second order ODEs

Exercise Find the general solution of the ODE:

𝒚′′ + 𝒚′ = 𝟏.
where 𝒚𝟏 𝒙 = 𝟏 is a solution of the associated homogeneous
equation.

Exercise Find the general solution of the ODE:

𝒚′′ − 𝟒𝒚′ + 𝟑𝒚 = 𝒙.
where 𝒚𝟏 𝒙 = 𝒆𝒙 is a solution of the associated homogeneous
equation.
Linear Homogenous 2nd order DE with Constant Coefficients
The key idea
The linear homogenous 1st order DE with constant coefficients 𝒚′
+ 𝒑𝒚 = 𝟎 , where 𝒑 is constant has the general exponential
solution: 𝒚(𝒙) = 𝒄𝒆−𝒑𝒙 where 𝒄 is an arbitrary constant.
For the linear homogenous 2nd order DE,
𝒚′′ + 𝒑𝒚′ + 𝒒𝒚 = 𝟎 , where 𝒑 and 𝒒 are constants.

Let’s find an exponential solution in the form: 𝒚(𝒙) = 𝒆𝒙 , where

 is a constant, as yet unknown. By substituting in the DE, we get:

𝒚′′ + 𝒑𝒚′ + 𝒒𝒚 = 𝟐 + 𝒑 + 𝒒 𝒆𝒙 = 𝟎 ,

Linear Homogenous 2nd order DE with Constant Coefficients
Then, the characteristic (auxiliary) equation is given by:
−𝒑 ± 𝒑𝟐 − 𝟒𝒒
𝟐 + 𝒑 + 𝒒 = 𝟎 =
𝟐
We have three cases are:

1. Distinct real roots: 𝒑𝟐 − 𝟒𝒒 > 𝟎 𝒚(𝒙) = 𝑪𝟏 𝒆𝟏 𝒙 + 𝑪𝟐 𝒆𝟐 𝒙

2. Repeated roots: 𝒑𝟐 − 𝟒𝒒 = 𝟎 𝒚(𝒙) = 𝑪𝟏 𝒆𝒙 + 𝑪𝟐 𝒙𝒆𝒙

3. Complex conjugate roots: 𝒑𝟐 − 𝟒𝒒 < 𝟎  = 𝒂 ± 𝒊𝒃

𝒚(𝒙) = 𝑪𝟏 𝒆𝒂𝒙 cos 𝒃𝒙 + 𝑪𝟐 𝒆𝒂𝒙 sin 𝒃𝒙

Linear Homogenous 2nd order DE with Constant Coefficients

Example: Solve the IVP: 𝒚′′ − 𝟑𝒚′ + 𝟐𝒚 = 𝟎, 𝒚 𝟎 = 𝟐, 𝒚′ (0) = 𝟏

𝒚(𝒕) = −𝒆𝟐𝒕 + 𝟑𝒆𝒕

Example: Solve the IVP: 𝒚′′ + 𝟐𝒚′ + 𝟐𝒚 = 𝟎, 𝒚 𝟎 = 𝟐, 𝒚′ (0) = 𝟑

𝒚(𝒕) = 𝒆−𝒕 𝟐 cos 𝒕 + 𝟓 sin 𝒕

Example: Solve the IVP: 𝒚′′ − 𝟐𝒚′ + 𝒚 = 𝟎, 𝒚 𝟎 = 𝟐, 𝒚′ (0) = − 𝟏

𝒚(𝒕) = 𝒆𝒕 𝟐 − 𝟑𝒕
Linear Homogenous Higher order DE with Constant Coefficients

Example: Solve the DE: 𝒚′′′ + 𝟑𝒚′′ − 𝟒𝒚 = 𝟎

Characteristic equation: 𝟑 + 𝟑𝟐 − 𝟒 = 𝟎 →  = 𝟏, −𝟐, −𝟐

𝒚 𝒕 = 𝑪𝟏 𝒆𝒕 + 𝑪𝟐 𝒆−𝟐𝒕 + 𝑪𝟑 𝒕𝒆−𝟐𝒕

Example: Solve the DE: 𝒚′′′ + 𝟐𝒚′′ − 𝟓𝒚′ − 𝟔𝒚 = 𝟎,

Characteristic equation: 𝟑 + 𝟐𝟐 − 𝟓 − 𝟔 = 𝟎 →  = −𝟏, 𝟐, −𝟑

𝒚 𝒕 = 𝑪𝟏 𝒆−𝒕 + 𝑪𝟐 𝒆𝟐𝒕 + 𝑪𝟑 𝒕𝒆−𝟑𝒕

𝒅𝟒 𝒚 𝒅𝟐 𝒚
Exercise: Solve the DE: 𝟒 + 𝟑 𝟐 =𝟎
𝒅𝒙 𝒅𝒙