the dependent and independent variables which reduce this equation to a form Second Order Mnear

which may be solved by any of the methods already discussed. We shall consider Mfferential Equations
these transformations in this unit. We shall also discuss physical situations where
the governing differential equation is of form (3).

Objectives
After reading this unit, you should be able to

e obtain the solution of second order linear differential equation with variable
coefficient by transforming the independent variable;
e obtain the solution of second order linear differential equation with variable
coefficient by transforming the dependent variable;
0 obtain solutions of linear second order equations modelled for certain physical
situations.

9.2 METHOD OF CHANGING INDEPENDENT

VARIABLE

We consider the transformations of the variables under which Eqn. (3) reduces to
integrable form. We first consider the transformation of the independent variable.

On divid~ngEqn. (3) by P(x) z 0,we can put it in the form

d 2~
- + P--dy + q y = r , ...(4)
dx dx
where p, q and r are functions of x alone.

Let us change the independent variable x to z by means of the relation

z = g(x) ...( 5 )
Using relation (3,we have
dy
-=--
dy dz
-
dx dz dx
and

- -- - - ( ) = ( )
d 2~
dx2
d
dx
dy d2y
+ dy d2z
dz
-- dx2

On combining Eqn. (4) and the above equations, we get

dy d2z dy dz
+p---+qy=r
dz2 dz dx

a-
d2y +

dz2

We can write Eqn. (6) in the form

d2y dy
+ PI - + ~ I =
Y rl. .- 4 7 )
dz2 dz
d 2z dz
-+p-
dx dx
where p, = ,
 Wand and Higher Order
Ordinary Differential Equations

Here p,, ql and rl are functions of x but we can immediately express them as
functions of z by means of the relation (5).
It is not easy to solve Eqn. (7) in the general form given above. In order to solve
dy
it, we put some restrictions either on the coefficient of - or on the coefficient
dz
of y. In other words, as z is arbitrary, we choose z so as to sat~sfycertain
, conditions. Accordingly, let us now discuss the following two possibilities:

(i) q, = a Z (a constant)
In this case, Eqn. (7) reduces to

...(9)
Now, q, = a 2 ,

3 adz =&dx
I

...(10)

If with this value of z, p, also becomes constant then Eqn. (9) can be integrated.
For any other form it is not easy to integrate Eqn. (9).
(ii) p, = 0
In this case, Eqn. (7), reduces to

fdz2i + qly = rl ...(11)

Now, p, = 0,
d 'z dz
3 - + p --- = 0
dx2 dx
dz
a - = e -5 P dx ...(12)
dx

...(13)

If, with this value of z, ql becomes constant or constant divided by z2, then Eqn.
(1 1) can be integrated. For any other form of q l it is not easy to solve Eqn. (1 1).
We will now illustrate these two cases with the help of a few examples.

dZy 2 dy a2
Example 1 : Solve + -- + -- y = 0,x # 0,
dx x d x x4
Solution : Comparing the given equation with Eqn. (4), we get Second Older Linear
Differential Equations

Let us find z so that

q l q= - constant
- = cl (say), where cl # 0.
/ dz \2

Solving, we get

With the above value of z, and using Eqns. (8), it can be verified that

Therefore, this example corresponds to the possibility (i) above where,

ql = constant and pl = constant = 0. Eqn. (9) in this case takes the form

- y = Acos f i l z + Bsin f i l z
Hence the solution of the given differential equation is

y = Acos (t)- SF(t).

B

Let us now consider an example corresponding to the second possibility.

Example 2 : Solve (1 - x2) --

d2y
dx
dy
x - = c2y for 1x1
dx
< 1 and c being a constant.

Solution : The given differential equation can be written as

Let us now change the independent variable x to z, so that

p1 = 0.
- - 1
dr 1 I X x 2 dx - - 1n(l-x3
- = e = e 2 = (1 - x2)-'I2 (using Eqn. (12))
dx
and integrating, we get
dx
= sin-' x

With this value of z, we have

-C '
(1 - x2) = -c2, which is a constant.
(1 - x2)

:. Eqn. (1 1) takes the form

which is the required solution.

Second and Higher Order We now take up an example in which the non-homogeneous term, i.e., r # 0.
Ordinary Differential Equations
d2y dy 1 for x > 0.
Example 3 : Solve x6 -
dx2
+ 3x5 ---
dx
+ a2y = --,
x
Solution : The given differential equation can be written as

Changing the independent variable x to z, by using Eqn. (13), we get

For this value of z, q, becomes a 2 and using Eqn. (ll), the given equation reduces
to

A.E. is

* m = + ia.
:. C.F = Acosaz + Bsinaz.

Hence the complete solution of the given differential equation is

22
y = A cosaz + B sinaz - -
a2

= A cos (s) (s)- B sin + T.

1

We will now take up an example which corresponds to the possibility (ii) above
and in which for a given z, q l becomes constant divided by z2.
Example 4 : Solve (x2D2 - 3xD + 3) y = 2x3 - x2
Solution : The given equation can be written as

Here, let us change the variable x to z so that

Intergrating, we get

Now, q, 9
- x3" 3
= - -
3/16 - 3/16
= = --- - - - (which is of the form of
f- dz \2
x6 x8 x8/16 constant divided by z2)

and r, = = --- -
----=---

f- dz \2 x x5 x6 (4zy4 (42)'I4

and the given equation reduces to

 Second Order Linear
Differential Equations

Eqn. (14) is an Euler's equation and to solve it we assume that z = et

On combining the above two equations and Eqn. (14), we get

Its A.E. is

1
and P. I =
(D - 314) (D - 114) 8

t ,.,-
,- ,.,,,A lnz .,. ~ .,-
1
.. y = Az3I4 + BZ"~ + - (lnz) z3l4 + 2 ~ " ~
fi

= +
A ~ X B~~ X + x3 1 1 1 ~+ x2
where Al, B1, A2 are constants.
You may now try to solve the following exercises.

E l ) Solve the following differential equations:

d 2~ dy +
a) - + cotx - 4y cosec2x = 0
dx dx

b) (1 + x)' 7
U Y
+ (1 + X) U Y + y = 4 cos In (1 + x), x >

d 2~ dy
C) - + (tam) - + H H
dx dx
(cos2x) y = 0, - -
2
< x < -
2
Second and Higher Order
Ordinary Differential Equations

E2) Solve the differential equation

d 'v dv
cosx - ' + sinx 2 - 2y cos'x = 2cosJx
dx dx
by transforming it to an equation with z as independent variable, where z = I
I
sinx.

E3) Solve $
dx"
+ (1 -
\
I2+
\
x j dx
4x2v e-" = 4(x2 + x3) e-lX. x >0

So far we have solved equations of form (3) or (4) by changing the independent
variable. Sometimes an equation of this form can be transformed into an
integrable type by changing the dependent variable. We now consider such
equations in the next section.

9.3 METHOD OF CHANGING DEPENDENT

VARIABLE

Consider Eqn. (4), namely,

where p, q and r are functions of x.

Let y = vz,
where v and z are both functions of x.
Then,

and

On substituting these values of y,

UY
--
J-- and -=in Eqn. (4), we get
u Y

For known z, Eqn. (16) is an equation with v as dependent variable. In order to

solve Eqn. (16), we put restrictions either on the coefficient of v or on the
dv
coefficient of ---. First, let us assume that coefficient of \ in Eqn. (16) is zero,
dx
i.e., we determine z so that

Note that Eqn. (17) is same as the original Eqn. (4) with right hand side equated
to zero and y replaced by z and hence we may solve it for z. With this choice of
 Second Order Linear
the coefficient of v, Eqn. (16) reduces to
Differential Equations

dv
which is a linear equation in - and its integrating factor is
dx

Thus, Eqn. (18) on integration yields

=,
dv A e-
-- = -
dx z2
I Pdx +
z
e-I pdX [ z r e 1 pdx dx]

Integrating, the above equation once again, we get

where A and B are arbitrary constants.

Thus if a value of z, satisfying Eqn. (17), is known then v cac be obtained from
Eqn. (19) and hence y, the solution to Eqn. (4), can be written from Eqn. (15). In
other words, if any solution of the homogeneous equation corresponding to Eqn.
(4) can be found, then the complete solution of Eqn. (4) can also be obtained.

If, however, we are not able to obtain a solution of Eqn. (17), then it is sometimes
dv
useful to remove the first derivative, (i-e., the coefficient of - ) from the
dx
transformed Eqn. (16). In other words, we try to choose z satisfying the relation,

which, on integration, yields

z = e-! 1 dx
I'

Thus, for the case under consideration, Eqn. (16) reduces to

On combining Eqns. (20) and (21), we get

where
q1 = q - - -1 dp

and
2 dx 4
I
Eqn. (22) is known as the normal form of Eqn. (4) and transforming Eqn. (4) into
form (22) is called removing the first derivative.
Remark : While using this method we advise you to memorise the values of q1 and
rl in terms of p, q and r and directly write down Eqn. (22) for a given equation of
form (4). This will eventually save the labour of making the substitution in the
given equation and reducing it to form (22).
We now take up a few examples to illustrate the above method.
d 5 - x2 -
Example 5 : Solve - dy + xy = xm+'
dx2 dx
Second and Higber Order Solution : Through inspection, we find that y = x is a solution of the
Ordinary Differential Equations homogeneous equation

Thus z = v(x) becomes z = x and the substitution y = vz transforms to

y = vx.
On substituting y = vx in Eqn. (24), we get

dv
The above differential equation is linear in - and its integrating factor is
dx

Hence

Integrating the above equations, we get

so that the complete solution of Eqn. (24) is

where A and B are arbitrary constants.

The second term on the right hand side of Eqn. (25) cannot be integrated in the
present form. However, the last term of Eqn. (25) is integrable if m = 0 or if m is
any positive multiple of 3.
When m = 0, then we have

Eqn. (25), in this case, reduces to

x3
= B x + x [ e~
A -
dx - x
S 1
-
x2
dx.

J xL
Similarly, when m is any positive multiple of 3, say m = 3n,
where n is positive integer, then Second Order .Linear
Differential Equations

J
Integrating n times, we get

and the corresponding form of Eqn. (25) can then be written down.
d 2 ~ 1 dy
Example 6 : Solve 7 - - - +- (- ~ + x ' / ~ + x=) 0
dx x'l2 dx 4x2
Solution : On comparing the given equation with Eqn. (4), we find that

If we substitute y = vz and make use of Eqn. (20), we get

1 dp 1
Also, from Eqn. (23), q, = q - - - - - p2
2 dx 4

and Eqn. (22), giving v, reduces to

Above equation is a particular case of Euler's equation and its solution is

A
v = -
X
+ Bx2.
Thus the general solution of Eqn. (26) can be expressed as

Example 7 : Solve
dx
+ (cos2x) y = 0

Solution : The given equation can be simplified 10

d2y -
cost - dy + y c o s t =
2cosx sinx - o
dx dx
Second and Higher Order
Ordinary Differential Equations
Comparing Eqn. (28) with Eqn. (4), we get ta
Using the method of changing dependent variable and making use of the
substituion y = vz, we have
1 1
z j pdx - -Z- j-2tanx dx
-- e'dsecd =
-
z = e = e lsecxl
and
1 -
q1 = q - - dp - -
p2 (from Eqn. (23))
2 d x 4

Thus, the equation giving v in this case reduces to

and its integral is

v = A cos(fix) + B sin(fix)
Hence the general solution of Eqn. (27) is
y = vz = [A cos(16x) + ~ s i n ( f i x ) 1]sec 4
Let us look at another example.

d 2~ dy
Example 8 : Solve -- 4x - + (4x2 - 1) y = -3 ex2sinx
dx2 dx
2
Solution : Here p = - 4x, q = 4x2-1, r = - 3eXsinx
Using the method of changing dependent variable by using the substitution
y = vz, we have

and 2
-3eX sinx
rl = = - 3sinx
2
ex
Hence equation giving v is

Its A.E is
m 2 + 1 = 0
= ~ m = * i
:. C.F = Acosx + Bsinx
1 1
P.1 = -(- 3sinx) = (-3) -sinx
D2+1 D2+1
3
= -X COSX
2
3
.'. v = C.F + P.1 = Acosx + Bsinx + - xcosx
2
and the complete primitive of the given .equation is

Acosx + Bsinx + - xcosx

2 I
 Second Order Linear
You may now try the following exercises: Differential Equations

I E4) Solve the following differential equations:

As we have already mentioned in Sec. 9.1, second order equations are most
important for studying several real life situations in physics and biology. In the
b
next section we discuss a few applications of these equations in physical models.

9.4 APPLICATIONS IN PHYSICAL MODELS

In this section, we discuss some physical models where the governing differential
equations can be approximated to second order linear differential equations.
Generally, vibrations occur whenever a physical system in stable equilibrium is
disturbed, for then it is subjected to forces in order to restore its equilibrium.
We first consider different aspects of mechanical vibrations.

9.4.1 Mechanical Vibrations

Each day we encounter many types of mechanical vibrations. The bouncing motion
of an automobile due to the bumps and cracks in the pavement, the vibrations of
a bridge caused by traffic and wind are some common examples. .To study
mechanical vibrations, we shall start with the simple mechanical system consisting
of a coil spring suspended from a rigid support with a mass, m attached to the end
of the spring.
To analyze this spring-mass system, you need to recall two laws of physics:
Hooke's law and Newton's second law of motion. Robert Hooke (1635-1703), an
English physicist, published Hooke's law in 1658. The law states that the spring
exerts a restoring force opposite to the direction of elongation of the spring and
with a magnitude directly proportional to the amount of elongation. That is, the
I
spring exerts a restoring force F whose magnitude is ks, where s is the amount of
elongation and k ( > 0) is the spring constant.
1
For example, if a 20 kg. weight stretches a spring - m, then Hooke's law gives
2
20=Jq =ks=k (i) (in the kg/m. system)

Hence, the spring constant is k = 40 kg/m.

Newton's second law enables us to formulate the equations of motion for a
moving body.
When mass remains constant. this law can be exmessed as I I
Newton's second law states that
when a body is subjected to one
or more external forces, the time
rate of change of the body's mo-
mentum is equal to the vector sum
of the external forces acting on it.