Chapter 2 Second-Order Differential Equations

Chia-Hsiang Lin

Intelligent Hyperspectral Computing Laboratory

Department of Electrical Engineering
National Cheng Kung University

Web: https://sites.google.com/view/chiahsianglin/home
Ch02 2nd-Order
DEs
C.-H. Lin
Enjoy Math...(round 3)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE
Matrix completion (image inpainting)?
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
2.1 The Linear Second-Order Equation
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
A second-order differential equation is one containing a second derivative
Linear independence but no higher derivative.
2.2 Constant
Coeff General form: F (x, y, y ′ , y ′′ ) = 0.
Characteristic

For example, y ′′ = x3 , xy ′′ − cos(y) = ex , and y ′′ − 4xy ′ + y = 2.

Equation
Reduction of Order

2.3
Nonhomogeneous We say ϕ is a solution of F (x, y, y ′ , y ′′ ) = 0 on an interval I (perhaps the
2nd-Order ODE
Method of Variation
whole real line) if it satisfies the differential equation at each point of I,
of Parameters
Method of
i.e. ′′
Undetermined
Coefficients F (x, ϕ(x), ϕ′ (x), ϕ (x)) = 0 for x in I.
Superposition

2.4 Case Studies

For example,
2.5 Euler-Cauchy
▶ ϕ(x) = 6 cos(4x) − 17 sin(4x) is a solution of y ′′ + 16y = 0 for all x.
▶ ϕ(x) = x3 cos(ln(x)) is a solution of x2 y ′′ − 5xy ′ + 10y = 0 for
x > 0.
Ch02 2nd-Order
DEs
C.-H. Lin
Linear Second-Order Equation (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
A linear second-order differential equation has the form
Homogeneous case
Linear independence

2.2 Constant P (x)y ′′ + Q(x)y ′ + R(x)y = F (x)

Coeff
Characteristic
Equation
in which P (x), Q(x), and R(x) are continuous in some interval.
Reduction of Order

2.3
Nonhomogeneous Dividing the differential equation by P (x), we obtain a special linear
2nd-Order ODE
Method of Variation equation
of Parameters
Method of
Undetermined
y ′′ + p(x)y ′ + q(x)y = f (x). (1)
Coefficients
Superposition
For the remainder of this chapter, we will concentrate on this equation
2.4 Case Studies
and address the following issues:
2.5 Euler-Cauchy
▶ What would be the existence and uniqueness of solutions of (1)?
▶ How can we produce all solutions of (1), at least in some cases that
occur frequently and have important applications?
Ch02 2nd-Order
DEs
C.-H. Lin
Linear Second-Order Equation (cont’d)
2.1 Linear To get some feeling for what we are dealing with, consider a simple
2nd-Order DE
Definition example: y ′′ − 12x = 0.
Existence Z
y ′′ = 12x ⇒ y ′ (x) = 12xdx = 6x2 + c
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
⇒ y(x) = 2x3 + cx + k
Equation
Reduction of Order where c and k are arbitrary constants. It makes sense that a second-order
2.3
Nonhomogeneous
differential equation, which involves two integrations, contains two
2nd-Order ODE arbitrary constants.
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2.5 Euler-Cauchy

Given c and k, we can plot the

corresponding solution, obtaining
integral curves.
Ch02 2nd-Order
DEs
C.-H. Lin
Linear Second-Order Equation (cont’d)
2.1 Linear
2nd-Order DE Following the previous example, if y(0) = 3, then k = 3 and the solution
Definition
Existence becomes y(x) = 2x3 + cx + 3.
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

What differs from the first-order case: there may be many integral curves
2.5 Euler-Cauchy through a given point.
It is possible to find exactly one solution by specifying a point the graph
must pass through and the slope corresponding to this point. For
example, specify y ′ (0) = −1 at (0, 3). Then c = −1 and thus
y(x) = 2x3 − x + 3, which is the only solution passing through (0, 3) with
slope −1.
Ch02 2nd-Order
DEs
C.-H. Lin
Existence of Solutions
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence Theorem 2.1
2.2 Constant
Coeff Let p, q, and f be continuous on an open interval I (excluding its end).
Characteristic
Equation Then the IVP
Reduction of Order

2.3
Nonhomogeneous y ′′ + p(x)y ′ + q(x)y = f (x); y(x0 ) = A, y ′ (x0 ) = B (2)
2nd-Order ODE
Method of Variation
of Parameters has a unique solution on I.
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

We have discussed the condition under which we are guaranteed a
2.5 Euler-Cauchy
solution. Next, we will develop a strategy (the exact technique will be
discussed in Section 2.2) to solve linear equations and IVPs.
Ch02 2nd-Order
DEs
C.-H. Lin
The Homogeneous Equation
2.1 Linear When f (x) of (2) is identically zero, the resulting equation is called
2nd-Order DE
Definition homogeneous.
Existence
Homogeneous case If f (x) is not zero, we call (2) a nonhomogeneous differential equation.
Linear independence
P
2.2 Constant If yi is a solution, then i ci yi is called the linear combination of yi ,
Coeff
Characteristic where ci is an arbitrary number.
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE Theorem 2.2
Method of Variation
of Parameters Each linear combination of solutions of the homogeneous linear equation is
Method of
Undetermined
Coefficients
also a solution.
Superposition
Proof Let y1 and y2 be solutions, and c1 and c2 be numbers. If
2.4 Case Studies
c1 y1 + c2 y2 is a solution, substituting it into the differential equation
2.5 Euler-Cauchy
must end up with zero.
(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′ + c1 q(x)y1 + c2 (q)y2
= c1 [y1′′ + p(x)y1′ + q(x)y1 ] + c2 [y2′′ + p(x)y2′ + q(x)y2 ]
= c1 · 0 + c2 · 0 = 0.
Ch02 2nd-Order
DEs
C.-H. Lin
Linear Independence
2.1 Linear
2nd-Order DE
Definition
Existence
The above theorem allows us to generate new solutions based on known
Homogeneous case ones. However, it may not always be true.
Linear independence

2.2 Constant
Coeff If y2 = ky1 (constant multiple), then
Characteristic
Equation
Reduction of Order c1 y1 + c2 y2 = c1 y1 + c2 ky1 = (c1 + c2 k)y1
2.3
Nonhomogeneous
2nd-Order ODE is just a constant multiple of y1 , which does not offer any new
Method of Variation
of Parameters information about the solution.
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

Definition
2.5 Euler-Cauchy Two functions f and g are linearly dependent on an open interval I if, for
some constant c, either f (x) = cg(x) or g(x) = cf (x) for all x in I.
If f and g are not linearly dependent on I, then they are
linearly independent on I.
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.1 (Linear independent trigonometric functions)

2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant

For the differential equation y ′′ + y = 0, y1 = cos(x) and y2 = sin(x) are

Coeff
Characteristic
Equation
Reduction of Order
solutions. If they are linearly dependent, say, cos(x) = k sin(x). For
2.3 x = π/4,
Nonhomogeneous
2nd-Order ODE √ √
Method of Variation
of Parameters cos( π4 ) = 2
2
= k sin( π4 ) = k 2
2
⇒ k = 1, cos(x) = sin(x) for all x →← .
Method of
Undetermined
Coefficients
Superposition
Therefore, a cos(x) + b sin(x) is a solution for any numbers a and b. Any
2.4 Case Studies
linear combination of cos(x) and sin(x) is a solution.
2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
Test of Linear Independence
2.1 Linear
2nd-Order DE
Definition
Existence Theorem 2.3
Homogeneous case
Linear independence Suppose y1 and y2 are solutions of (1) on an open interval I. Define the
2.2 Constant
Coeff
Wronskian W (y1 , y2 ) of y1 and y2 to be the 2 × 2 determinant
Characteristic
Equation
y1 y2
Reduction of Order
W (y1 , y2 ) = W (x) = = y1 y2′ − y2 y1′ . (3)
2.3 y1′ y2′
Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Then
Method of
Undetermined 1 Either W (x) = 0 for all x in I, or W (x) ̸= 0 for all x in I.
Coefficients
Superposition 2 y1 and y2 are linearly independent on I iff W (x) ̸= 0 on I.
2.4 Case Studies

2.5 Euler-Cauchy
Conclusion (1) means that W (x) can not vanish from some x and be
nonzero for others in I. So we only need to check one point of I.

Example: Redo Example 2.1 using the Wronskian test.

Ch02 2nd-Order
DEs
C.-H. Lin
Find All Solutions
2.1 Linear As an extension of Theorem 2.2, the following theorem tells us how to find all
2nd-Order DE
Definition solutions of the homogeneous linear equation.
Existence
Homogeneous case Theorem 2.4
Linear independence

2.2 Constant
Let y1 and y2 be linearly independent solutions of y ′′ + py ′ + qy = 0 on an open
Coeff
Characteristic
interval I. Then every solution on I is a linear combination of y1 and y2 .
Equation
Reduction of Order

2.3 In other words, we can use two linearly independent solutions y1 and y2 to
Nonhomogeneous
2nd-Order ODE general all solutions of the homogenous linear equation on I. Therefore, y1 and
Method of Variation
of Parameters y2 are called a fundamental st of solutions on I or the basis of the general
Method of
Undetermined solution c1 y1 + c2 y2 .
Coefficients
Superposition

2.4 Case Studies Proof Let ϕ be any solution of y ′′ + py ′ + qy = 0 on I. We want to show that
2.5 Euler-Cauchy there are numbers c1 and c2 such that ϕ = c1 y1 + c2 y2 .
Choose an arbitrary x0 in I. Let ϕ(x0 ) = A and ϕ′ (x0 ) = B. So ϕ is a unique
solution of the corresponding IVP. The two initial conditions provide two
equations in matrix form
[ ][ ] [ ]
y1 (x0 ) y2 (x0 ) c1 A
′ ′ =
y1 (x0 ) y2 (x0 ) c2 B
Ch02 2nd-Order
DEs
C.-H. Lin
Find All Solutions (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant Since y1 and y2 are linearly independent, W (x) ̸= 0, we can find c1 and
Coeff
Characteristic c2 by solving the linear equation Ax = b, i.e.
Equation
Reduction of Order

(C T )ij
2.3
x = A−1 b = , Cij = (−1)i+j Mij
|A|
Nonhomogeneous
2nd-Order ODE
Method of Variation  ′ 
of Parameters y2 (x0 ) −y2 (x0 )
   
−y1′ (x0 ) y1 (x0 )
Method of
Undetermined
c1 A
Coefficients
⇒ = .
Superposition
c2 W (x0 ) B
2.4 Case Studies

2.5 Euler-Cauchy
Thus we find c1 and c2 such that c1 y1 + c2 y2 is also a solution of the IVP.
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.3
2.1 Linear

Find the general solution of y ′′ − 2y ′ + 2y = 0, given that ex and e2x are

2nd-Order DE
Definition
Existence
Homogeneous case
its solutions. What if the initial conditions are y(0) = −2 and y ′ (0) = 3?
Linear independence

2.2 Constant Solution

Coeff
Characteristic First check if ex and e2x are linearly independent.
Equation
Reduction of Order

ex e2x
2.3
Nonhomogeneous = e3x ̸= 0 ⇒ ex and e2x are linearly independent
2nd-Order ODE ex 2e2x
Method of Variation
of Parameters
Method of
Undetermined
Therefore, every solution has the form y(x) = c1 ex + c2 e2x .
Coefficients
Superposition Given the initial conditions,
2.4 Case Studies

2.5 Euler-Cauchy y(0) = c1 + c2 = −2

y ′ (0) = c1 + 2c2 = 3
⇒c1 = −7, c2 = 5.

The unique solution of the IVP is y(x) = −7ex + 5e2x .

Ch02 2nd-Order
DEs
C.-H. Lin
The Nonhomogeneous Equation
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence
Recall (1):
2.2 Constant y ′′ + p(x)y ′ + q(x)y = f (x)
Coeff
Characteristic
Equation
is a second-order linear differential equation. If f (x) is nonzero, the
Reduction of Order
differential equation is nonhomogeneous.
2.3
Nonhomogeneous
2nd-Order ODE What would the general solution of nonhomogeneous differential equation
Method of Variation
of Parameters look like?
Method of
Undetermined
Coefficients
▶ Sums and constant multiples of solutions need not to be solutions.
▶ If Y1 and Y2 are two solutions of (1), then Y1 − Y2 is a solution of
Superposition

2.4 Case Studies

2.5 Euler-Cauchy
the homogeneous equation.
The second item can be easily verified by substituting Y1 − Y2 into the
homogeneous differential equation y ′′ + p(x)y ′ + q(x)y = 0.
Ch02 2nd-Order
DEs
C.-H. Lin
The Nonhomogeneous Equation (contd’)
2.1 Linear
2nd-Order DE
From Theorem 2.4, if the homogeneous equation has two linearly
Definition independent solutions y1 and y2 , then its general solution is in the form
c1 y1 + c2 y2 . Since Y1 − Y2 is a solution of the associated homogeneous
Existence
Homogeneous case
Linear independence
equation, we must have the following for some numbers c1 and c2 , i.e.,
2.2 Constant
Coeff
Characteristic
Equation
Y 1 − Y 2 = c 1 y1 + c 2 y 2
Reduction of Order
⇒Y1 = c1 y1 + c2 y2 + Y2 .
2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
The above result implies the following theorem
of Parameters
Method of
Undetermined
Coefficients
Theorem 2.5
Superposition
Let Yp be any solution of the nonhomogeneous equation (1), any other
2.4 Case Studies

2.5 Euler-Cauchy
solution has the form
c 1 y1 + c 2 y2 + Y p , (4)
where y1 and y2 are linearly independent solutions of the associated homo-
geneous solution.

(4) is called the general solution of (1).

Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.5
Solve y ′′ + 4y = 8x.
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case Solution
Linear independence

2.2 Constant
According to Theorem 2.5, we may first find two linearly independent
Coeff solutions of y ′′ + 4y = 0. For example, cos(2x) and sin(2x). Then find a
Characteristic
Equation particular solution of the nonhomogeneous equation, say Yp (x) = 2x.
Reduction of Order

2.3
Then the general solution is
Nonhomogeneous
2nd-Order ODE
Method of Variation
y = c1 sin(2x) + c2 cos(2x) + 2x.
of Parameters
Method of
Undetermined
Coefficients
Refer to the textbook for solving the associated IVP.
Superposition

2.4 Case Studies

2.5 Euler-Cauchy

Having talked about the strategy for finding the solutions of

homogeneous and nonhomogeneous second-order linear differential
equation, we now introduce useful techniques for solving the differential
equation, depending on its structure.
Ch02 2nd-Order
DEs
C.-H. Lin
2.2 The Constant Coefficient Case
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence
Consider the constant-coefficient linear homogeneous equation
2.2 Constant
Coeff y ′′ + py ′ + qy = 0 (5)
Characteristic
Equation
Reduction of Order
where p and q are constants (numbers).
2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
To find the solution, we start from the linear first-order DE. Recall in
of Parameters
Example 1.13 (chap. 1, p. 15), we consider the DE: y ′ + y = 0. Since it is
separable, we can find the general solution as y = ce−x ⇒ an exponential
Method of
Undetermined
Coefficients
Superposition function is the solution
∫ of the linear first-order DE (alternatively, use the
2.4 Case Studies
integrating factor e 1dx = ex to solve).
2.5 Euler-Cauchy

It is natural to ask whether exponential solutions exist for homogeneous

linear higher-order DEs.
Ch02 2nd-Order
DEs
C.-H. Lin
Characteristic Equation
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Let us try a solution of the form y = eλx by substituting it into (5),
Linear independence

2.2 Constant λ2 eλx + pλeλx + qeλx = 0.

Coeff
Characteristic
Equation
Reduction of Order
Since eλx is never zero, the exponential factor cancels resulting in a
2.3 quadratic equation for λ:
Nonhomogeneous
2nd-Order ODE
Method of Variation λ2 + pλ + q = 0. (6)
of Parameters
Method of
Undetermined
Coefficients The quadratic equation (6) is the characteristic equation of the DE (5),
Superposition
and it can be obtained by inspecting the coefficients of the DE.
2.4 Case Studies
p

2.5 Euler-Cauchy
The roots of the characteristic equation: 21 −p ± p2 − 4q .

Depending on the structure of the roots, we have the following three

cases.
Ch02 2nd-Order
DEs
C.-H. Lin
Characteristic Equation (cont’d)
2.1 Linear
2nd-Order DE Case 1: Real, distinct roots
Definition
Existence
Homogeneous case When p2 − 4q > 0, we have two linearly independent solutions eλ1 x and
Linear independence

2.2 Constant
eλ2 x , where
Coeff
Characteristic 1 p
1 p

Equation
λ1 = −p + p2 − 4q , and λ2 = −p − a2 − 4q .
Reduction of Order
2 2
2.3
Nonhomogeneous
2nd-Order ODE Hence, the general solution is
Method of Variation
of Parameters
Method of
Undetermined
y = c 1 e λ1 x + c 2 e λ2 x .
Coefficients
Superposition
Case 2: Repeated roots
2.4 Case Studies

2.5 Euler-Cauchy
When p2 − 4q = 0, the root of the characteristic equation is λ = −p/2,
leading to one solution of the DE as y1 = e−px/2 .

Given one known solution y1 , we find another solution y2 such that y1

and y2 are linearly independent using the technique called “reduction of
order”.
Ch02 2nd-Order
DEs
C.-H. Lin
Reduction of Order
2.1 Linear Suppose y1 is a known solution of (5). We want a second solution y2 that
2nd-Order DE
Definition is linearly independent from y1 on some interval I. If it is true (y1 and y2
Existence
Homogeneous case
are linearly independent), then the ratio y2 /y1 must be nonconstant on I
Linear independence (refer to p. 9). Let y2 /y1 = u(x), i.e., y2 = u(x)y1 . Compute the first
2.2 Constant
Coeff
two derivatives of y2 :
Characteristic

y2′ = u′ y1 + uy1′
Equation
Reduction of Order

2.3
Nonhomogeneous
y2′′ = u′′ y1 + 2u′ y1′ + uy1′′ .
2nd-Order ODE
Method of Variation
of Parameters Substitute y2 into (5) leading to
Method of
Undetermined
Coefficients
Superposition
(u′′ y1 + 2u′ y1′ + uy1′′ ) + p(u′ y1 + uy1′ ) + quy1 = 0
2.4 Case Studies ⇒u′′ y1 + u′ (2y1′ + py1 ) + u(y1′′ + py1′ + qy1 ) = 0
2.5 Euler-Cauchy

Since y1 is a solution, the coefficient of u must be zero. Hence

u′′ y1 + u′ (2y1′ + py1 ) = 0.

| {z }
p
=0 ∵ y1 =e− 2 x

p
Since y1 = e− 2 x can not be zero, we have u′′ = 0.
Ch02 2nd-Order
DEs
C.-H. Lin
Reduction of Order (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Equation When u′′ = 0, u(x) = cx + d with c and d as arbitrary constants. Thus
Reduction of Order
y2 = u(x)y1 = (cx + d)e−px/2 . For simplicity, choose c = 1 and d = 0 to
2.3
Nonhomogeneous get the second linearly independent solution y2 = xe−px/2 . Finally, the
2nd-Order ODE
Method of Variation
general solution in this repeated roots case is
of Parameters

y = c1 e−px/2 + c2 xe−px/2 = (c1 + c2 x)e−px/2 .

Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
Characteristic Equation (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Case 3: Complex roots
Homogeneous case
Linear independence
This occurs when p2 − 4q < 0 with two complex roots λ1 = α + iβ and
λ2 = α − iβ (α can be zero but β is nonzero).
2.2 Constant
Coeff
Characteristic
Equation
Reduction of Order The general solution is
2.3

y = c1 e(α+iβ)x + c2 e(α−iβ)x = eαx (c1 eiβx + c2 e−iβx ).

Nonhomogeneous
2nd-Order ODE (7)
Method of Variation
of Parameters
Method of
Undetermined
We can avoid the complex number expression by using Euler’s formula:
Coefficients
Superposition
eiβx = cos(βx) + i sin(βx) where β ∈ R. So (7) can be written as
2.4 Case Studies

2.5 Euler-Cauchy y(x) = c1 e(α+iβ)x + c2 e(α−iβ)x

   
= c1 eαx cos(βx) + i sin(βx) + c2 eαx cos(βx) − i sin(βx)
= (c1 + c2 )eαx cos(βx) + i(c1 − c2 )eαx sin(βx).
Ch02 2nd-Order
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C.-H. Lin
Characteristic Equation (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Since c1 and c2 are arbitrary constants, we can choose c1 = c2 = 1/2 to
Characteristic get a particular solution ϕ1 (x) = eαx cos(βx). Likewise, the choice
Equation
Reduction of Order c1 = −c2 = 1/2i provides another particular solution
2.3 ϕ2 (x) = eαx sin(βx). It can be verified that ϕ1 (x) and ϕ2 (x) are linearly
Nonhomogeneous
2nd-Order ODE independent (refer to Theorem 2.3, p. 10). Hence, the general solution
Method of Variation
of Parameters can be expressed as
Method of
Undetermined
Coefficients
Superposition
y(x) = c1 ϕ1 (x) + c2 ϕ2 (x)
2.4 Case Studies = c1 eαx cos(βx) + c2 eαx sin(βx).
2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.8
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Solve y ′′ + 2y ′ + 3y = 0.
Equation
Reduction of Order Solution
2.3
The characteristic equation is λ2 + 2λ + 3 = 0.
Nonhomogeneous
√
Since 22 − 4 · 3 = −8 < 0, there are two complex roots −1 + ±i 2. The
2nd-Order ODE
Method of Variation
of Parameters
Method of
general solution is
√ √
Undetermined
Coefficients
Superposition y = c1 e−x cos( 2x) + c2 e−x sin( 2x).
2.4 Case Studies

2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
2.3 The Nonhomogeneous Equation
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence
Recall Theorem 2.5, it states that the key to solving the nonhomogeneous
2.2 Constant
linear equation (1) is to find two linear independent solutions y1 and y2
Coeff
Characteristic
of the associated homogeneous equation and a particular solution Yp for
Equation
Reduction of Order
the nonhomogeneous equation.
2.3
Nonhomogeneous We now introduce two methods to find Yp .
2nd-Order ODE
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition 2.3.1 Variation of Parameters
2.4 Case Studies

2.5 Euler-Cauchy Suppose we know y1 and y2 . Let Yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x). We
would like to choose u1 (x) and u2 (x) such that Yp satisfies the
nonhomogeneous equation.
Ch02 2nd-Order
DEs
C.-H. Lin
Method of Variation of Parameters
2.1 Linear
2nd-Order DE To substitute Yp into the DE, we need two derivatives.
Definition
Existence
Homogeneous case Yp′ = u1 y1′ + u2 y2′ + u′1 y1 + u′2 y2 .
Linear independence | {z }
2.2 Constant Let this be zero
Coeff
Characteristic
Equation We can simplify Yp′ by imposing the condition that
Reduction of Order

2.3
Nonhomogeneous
u′1 y1 + u′2 y2 = 0. (8)
2nd-Order ODE
Method of Variation
of Parameters Now
Method of
Undetermined
Coefficients
Superposition
Yp′ = u1 y1′ + u2 y2′
2.4 Case Studies
⇒Yp′′ = u′1 y1′ + u′2 y2′ + u1 y1′′ + u2 y2′′ .
2.5 Euler-Cauchy

Substitute Yp into the DE,

u′1 y1′ + u′2 y2′ + u1 y1′′ + u2 y2′′ + p(x)(u1 y1′ + u2 y2′ )

+ q(x)(u1 y1 + u2 y2 ) = f (x)
Ch02 2nd-Order
DEs
C.-H. Lin
Method of Variation of Parameters (cont’d)
2.1 Linear
2nd-Order DE
Definition Since y1 and y2 are solutions of y ′′ + p(x)y ′ + q(x)y = 0,
Existence
Homogeneous case
Linear independence u1 [y1′′ + p(x)y1′ (x) + q(x)y1 ] + u2 [y2′′ + p(x)y2′ + q(x)y2 ] + u′1 y1′ + u′2 y2′
2.2 Constant
| {z } | {z }
Coeff =0 =0
⇒u′1 y1′ + u′2 y2′ = f (x).
Characteristic
Equation (9)
Reduction of Order

2.3
Nonhomogeneous Solving (8) and (9) for u′1 and u′2 yields
2nd-Order ODE
Method of Variation
y2 (x)f (x) y1 (x)f (x)
u′1 (x) = − and u′2 (x) =
of Parameters
Method of
Undetermined W (x) W (x)
Coefficients
Z Z
Superposition
y2 (x)f (x) y1 (x)f (x)
2.4 Case Studies ⇒u1 (x) = − dx and u2 (x) = dx (10)
2.5 Euler-Cauchy
W (x) W (x)

where W (x) is the Wronskian of y1 (x) and y2 (x) and W (x) ̸= 0

(because y1 and y2 are linearly independent).

Given u1 and u2 , we have a particular solution Yp = u1 y1 + u2 y2 .

Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.10
2.1 Linear Solve y ′′ + 4y = sec(x) for −π/4 < x < π/4.
2nd-Order DE
Definition
Existence
Solution
Homogeneous case
Linear independence
The DE is 2nd-order nonhomogeneous. We first find two linearly
2.2 Constant independent solutions of the associated homogeneous equation with the
Coeff
Characteristic
aid of the characteristic equation λ2 + 4 = 0 ⇒ λ = ±2i (two complex
Equation
Reduction of Order
roots). Hence,
2.3
Nonhomogeneous
y1 (x) = cos(2x) and y2 (x) = sin(2x).
2nd-Order ODE
Method of Variation Next, find a particular solution of the nonhomogeneous equation by using
of Parameters
Method of (10). This needs us to compute the Wronskian
Undetermined
Coefficients cos(2x) sin(2x)
W (x) = = 2. With f (x) = sec(x),
−2 sin(2x) 2 cos(2x)
Superposition

Z
2.4 Case Studies

2.5 Euler-Cauchy sin(2x) sec(x)

u1 = − dx
2
Z
2 sin(x) cos(x) sec(x)
=− dx (∵ sin(2x) = 2 sin(x) cos(x))
2
Z Z
sin(x) cos(x)
=− dx = − sin(x)dx = cos(x) (∵ sec(x) = cos(x) 1
)
cos(x)
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.10 (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Z
Homogeneous case
cos(2x) sec(x)
u2 (x) = dx
Linear independence
2
2.2 Constant Z
Coeff 2 cos2 (x) − 1
Characteristic = dx (∵ cos(2x) = 2 cos2 (x) − 1)
Equation 2 cos(x)
Reduction of Order Z


2.3
Nonhomogeneous = cos(x) − 12 sec(x) dx
2nd-Order ODE

= sin(x) − 12 ln | sec(x) + tan(x)|

Method of Variation
of Parameters
Method of
Undetermined
Z
Coefficients
Superposition
(∵ sec(ax)dx = a1 ln | sec(ax) + tan(ax)|).
2.4 Case Studies

2.5 Euler-Cauchy Finally, a particular solution is found as

Yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x)

= cos(x) cos(2x) + sin(x) − 1
2 ln | sec(x) + tan(x)| sin(2x).

According to Theorem 2.5, the general solution is c1 y1 + c2 y2 + Yp (x).

Ch02 2nd-Order
DEs
C.-H. Lin
2.3.2 Method of Undetermined Coefficients
2.1 Linear For the case of constant coefficients in the nonhomogeneous DE, we may
2nd-Order DE
Definition “guess” a general solution form for Yp (x) from the appearance of f (x).
Existence
Homogeneous case
Example 2.11 Solve y ′′ − 4y = 8x2 − 2x.
Linear independence

2.2 Constant
Solution
Coeff
Characteristic
The associated homogeneous equation has the general solution
Equation
Reduction of Order
c1 e2x + c2 e−2x (see Example 2.5). From the fact that f (x) = 8x2 − 2x is
2.3
a polynomial,
Nonhomogeneous
2nd-Order ODE
▶ The solution Yp (X) should be a certain polynomial because
Method of Variation
of Parameters
derivatives of Yp (x) are also polynomials.
Method of
Undetermined
▶ The highest power of x in Yp (x) is no more than 2. If Yp (x) had an
Coefficients
Superposition
x3 term, the left hand side would contain x3 while the right hand
2.4 Case Studies side does not.
2.5 Euler-Cauchy As a result, let’s assume Yp (x) = Ax2 + Bx + C. Hence,
Yp′ (x) = 2Ax + B and Yp′′ (x) = 2A. Substitute these into the DE to get
2A − 4(Ax2 + Bx + c) = 8x2 − 2x
Equating the coefficients, we have −4A = 8, −4B = −2, and
2A − 4C = 0. Thus, A = −2, B = 1/2, and C = −1. We find a
particular solution Yp (x) = −2x2 + 12 x − 1.
Ch02 2nd-Order
DEs
C.-H. Lin
Functions to Try for Yp (x)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.14
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence
Solve y ′′ + 2y ′ − 3y = 8ex .
2.2 Constant
Coeff Solution
Characteristic
Equation Try Yp (x) = Aex . Substitute this into the DE,
Reduction of Order

2.3
Nonhomogeneous
Aex + 2Aex − 3Aex = 8ex ⇒ 0 = 8ex contradiction!
2nd-Order ODE
Method of Variation
of Parameters Since ex is also a solution of the associated homogeneous equation, the
Method of
Undetermined left side will vanish when Aex is assumed to be the solution for the
Coefficients
Superposition nonhomogeneous counterpart.
2.4 Case Studies

2.5 Euler-Cauchy In this case, multiple Yp by x. The multiplication can be repeated until
the resultant Yp is not the solution of the associated homogeneous
equation.
Ch02 2nd-Order
DEs
C.-H. Lin
Revisit Example 2.14
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case

Solve y ′′ + 2y ′ − 3y = 8ex .
Linear independence

2.2 Constant
Coeff
Characteristic Solution Try Yp = Axex . Now
Equation
Reduction of Order

2.3 Yp′ = Aex + Axex , Yp′′ = 2Aex + Axex .

Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Substituting them into the DE yields
Method of

2Aex + Axex + 2(Aex + Axex ) − 3Axex = 8ex

Undetermined
Coefficients
Superposition

2.4 Case Studies ⇒ 4Aex = 8ex ⇒ A = 2.

2.5 Euler-Cauchy
This results in the particular solution Yp (x) = 2xex .
Ch02 2nd-Order
DEs
C.-H. Lin
2.3.3 The Principle of Superposition
2.1 Linear Suppose we want to find a particular solution of
2nd-Order DE

y ′′ + p(x)y ′ + q(x)y = f1 (x) + f2 (x) + · · · + fN (x).

Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
If Yj is a solution of
Coeff
Characteristic
Equation
y ′′ + p(x)y ′ + q(x)y = fj (x),
Reduction of Order

2.3 then Y1 + Y2 + · · · + YN os a particular solution of the original DE.

Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Method of Example 2.17
Solve y ′′ + 4y = x + 2e−2x .
Undetermined
Coefficients
Superposition

2.4 Case Studies Solution Split the original problem into two subproblems:
2.5 Euler-Cauchy

Problem 1: y ′′ + 4y = x
Problem 2: y ′′ + 4y = 2e−2x

For Problem 1, we can find a particular solution Yp1 = x/4. Likewise,

Yp2 = e−2x /4 for Problem 2. Combining them gives a particular solution
of the original DE as Yp = 41 x + 14 e−2x .
Ch02 2nd-Order
DEs
C.-H. Lin
2.4 Sprint Motion
2.1 Linear
2nd-Order DE
Definition Consider a spring suspended vertically with a
Existence
Homogeneous case
natural length L. An object of mass m is attached
Linear independence
at the lower end, pulling the spring d units past its
2.2 Constant
Coeff natural length.
Characteristic
Equation
Reduction of Order We want to construct a model to analyze the
2.3
Nonhomogeneous
motion of the object. Let y(t) be the displacement
2nd-Order ODE of the bob from the equilibrium position at time t.
Method of Variation
of Parameters
Method of
▶ Equilibrium position: y = 0.
▶ Down is chosen as the positive direction.
Undetermined
Coefficients
Superposition

2.4 Case Studies

▶ Gravity g pulls the bob down with a force of
2.5 Euler-Cauchy magnitude mg.
▶ The spring applies a force −ky on the bob that
balances the weight mg; k: spring constant.
▶ Damping force: cy ′ with c the damping
constant and y ′ the velocity.
Ch02 2nd-Order
DEs
C.-H. Lin
Sprint Motion (contd’)
2.1 Linear
2nd-Order DE
Definition Total force due to gravity and damping, and the spring: −ky − cy ′ .
Existence
Homogeneous case
Linear independence If there is a driving force f (t) on the bob, the total external force is
2.2 Constant

F = −ky − cy ′ + f (t).
Coeff
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE Newton’s second law of motion: The change in velocity (acceleration)
Method of Variation
of Parameters
with which an object moves is directly proportional to the magnitude of
Method of
Undetermined
the force applied to the object and inversely proportional to the mass of
Coefficients
Superposition
the object, i.e.
2.4 Case Studies F = −ky − cy ′ + f (t) = my ′′
2.5 Euler-Cauchy
The spring equation:

c ′ k 1
y ′′ + y + y = f (t) (11)
m m m
Ch02 2nd-Order
DEs
C.-H. Lin
Analogy with an Electrical Circuit
2.1 Linear In an RLC circuit, the differential equation for the current is
2nd-Order DE
Z
Definition
1
Existence Li′ (t) + Ri(t) + i(t)dt = E(t).
Homogeneous case C
Linear independence

2.2 Constant Since i = dq/dt, the above equation can be written in terms of the
Coeff
Characteristic
charge q
Equation
R 1 1
Reduction of Order q ′′ + q ′ + q = E(t) (12)
2.3 L LC L
Nonhomogeneous
2nd-Order ODE Comparing with (11), there is a one-to-one mapping between parameters
Method of Variation
of Parameters
of RLC circuits and spring motion models.
Method of
c ′ k 1
y ′′ +
Undetermined
Coefficients (11) : y + y = f (t)
Superposition m m m
2.4 Case Studies

2.5 Euler-Cauchy Displacement function y(t) ⇔ charge q(t)

′
Velocity y (t) ⇔ current i(t)
Driving force f (t) ⇔ electromotive force E(t)
Mass m ⇔ inductance L
Damping constant c ⇔ resistance R
Spring modulus yk ⇔ reciprocal of the capacitance 1/C
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.1 Unforced Motion
2.1 Linear
2nd-Order DE
If f (t) = 0, the spring equation (11) is homogeneous with characteristic
Definition
c k
Existence equation λ2 + m λ+ m = 0 and roots
Homogeneous case

1 p 2
Linear independence
c
2.2 Constant
Coeff
λ=− ± c − 4km
Characteristic
2m 2m
Equation
Reduction of Order

2.3
Case 1: c2 − 4km > 0
Nonhomogeneous
2nd-Order ODE
The characteristic equation has two distinct real roots
1 p 2 1 p 2
Method of Variation
of Parameters
c c
Method of
Undetermined
λ1 = − + c − 4km and λ2 = − − c − 4km
Coefficients 2m 2m 2m 2m
Superposition

2.4 Case Studies The general solution in this case: y(t) = c1 eλ1 t + c2 eλ2 t .
2.5 Euler-Cauchy

More insights: Since√ k and m are positive,

c2 − 4km < c2 ⇒ c2 − 4km < c. Thus λ1 must be negative. λ2 is
negative too. Then the limiting case limt→∞ y(t) = 0. That is, the
motion simply decays to zero as time increases regardless of initial
conditions, called overdamping.
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.18
2.1 Linear Let c = 6, k = 5, and m = 1. Suppose the bob was initially drawn
2nd-Order DE
Definition upward 4 feet from the equilibrium and released downward with a
Existence
Homogeneous case
speed of 2 feet per second.
Linear independence

2.2 Constant
Coeff
The initial conditions: y(0) = −4 and y ′ (0) = 2.
Characteristic
Equation
The general solution: y(t) = c1 e−t + c2 e−5t .
Reduction of Order Given the initial conditions, we can solve for c1 = −9/2 and c2 = 1/2 and
2.3
Nonhomogeneous
thus the particular solution: y(t) = 21 e−t (−9 + e−4t ).
2nd-Order ODE
Method of Variation
of Parameters ♦ −9 + e−4t < 0 for 0
Method of
t > 0 → y(t) < 0: the bob always 0 1 2 3 4
−1
Undetermined
Coefficients
Superposition remains above the equilibrium point.
2.4 Case Studies
−2
2.5 Euler-Cauchy
♦ Velocity
y ′ (t) = e−t (9 − 5e−4t )/2 → 0 as −3
t → ∞: the bob moves downward to
equilibrium with reduced velocity.
♦ The bob approaches to but never
reaching the equilibrium and never
coming to the rest completely.
Ch02 2nd-Order
DEs
C.-H. Lin
Unforced Motion (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Case 2: c2 − 4km = 0
Linear independence From P. 21, the general solution is y(t) = (c1 + c2 t)e−ct/2m and
2.2 Constant
Coeff
limt→∞ y(t) = 0.
Characteristic
Equation
Reduction of Order This case is called critical damping.
2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
Example 2.19
Method of
Undetermined
Let c = 2, k = m = 1. Suppose the bob was initially pulled up 4
Coefficients
Superposition
feet above the equilibrium and then pushed downward with a speed
2.4 Case Studies of 5 feet per second.
2.5 Euler-Cauchy

The initial conditions: y(0) = −4 and y ′ (0) = 5.

The general solution: y(t) = (c1 + c2 t)e−t .
Given the initial conditions, the particular solution: y(t) = (−4 + t)e−t .
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.19 (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence

♦ y(4) = 0: the bob reaches the

Homogeneous case
Linear independence

2.2 Constant equilibrium 4 seconds after it was

Coeff
Characteristic
released. Then it passes through the
Equation
Reduction of Order
equilibrium and reaches the
2.3 maximum at t = 5 with y(5) = e−5 .
Nonhomogeneous
2nd-Order ODE
Method of Variation
of Parameters
♦ Velocity y ′ (t) = (5 − t)e−t < 0 0
Method of
Undetermined
when t > 5: the bob slows down −1 0 1 2 3 4 5 6 7
Coefficients
Superposition
after 5 seconds. −2
−3
2.4 Case Studies

2.5 Euler-Cauchy ♦ As t → ∞, the bob moves back

toward the equilibrium with −4
decreasing velocity.
Ch02 2nd-Order
DEs
C.-H. Lin
Unforced Motion (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence
Case 3: c2 − 4km < 0
2.2 Constant
Here the spring constant k and mass of the bob m are sufficiently large
Coeff
Characteristic
and the damping c is less dominant. This is the case of underdamping.
Equation
Reduction of Order
According to (7), the general solution is
2.3
Nonhomogeneous
2nd-Order ODE
Method of Variation
y(t) = eαt [c1 cos(β)t + c2 sin(βt)]
√
of Parameters
Method of
Undetermined
Coefficients
where α = −ct/2m, β = 4km − c2 /2m.
Superposition Again, y(t) → 0 as t → ∞.
2.4 Case Studies

2.5 Euler-Cauchy Here, the motion is oscillatory because of the sine and cosine terms but it
is not periodic. The amplitudes of the oscillations decay as time increases
due to the exponential factor e−ct/2m .
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.20
2.1 Linear Let c = k = 2 and m = 1. Suppose the bob was initially driven
2nd-Order DE
Definition upward 3 feet above the equilibrium with an initial speed of 2 feet
Existence
Homogeneous case
per second.
Linear independence

2.2 Constant
Coeff
The initial conditions: y(0) = −3 and y ′ (0) = 2.
Characteristic
Equation
The general solution: y(t) = e−t [c1 cos(t) + c2 sin(t)].
Reduction of Order Given the initial conditions, the particular solution:
2.3
Nonhomogeneous
y(t) = −e−t (3 cos(t) + sin(t)).
2nd-Order ODE
Method of Variation
In phase angle form (easy to visualize): 3 cos(t) + sin(t) = C cos(t + δ).
of Parameters
Method of
Undetermined
3 cos(t) + sin(t) = C cos(t) cos(δ) − C sin(t) sin(δ)
⇒C cos(δ) = 3 and C sin(δ) = −1
Coefficients

(
Superposition

C sin(δ)
= tan(δ) = − 31
2.4 Case Studies

2.5 Euler-Cauchy ⇒ C 2cos(δ)2

C cos (δ) + C 2 sin2 (δ) = C 2 = 32 + 1 = 10
odd func √
⇒δ = arctan(− 13 ) = − arctan( 13 ), C = 10
√
⇒y(t) = − 10e−t cos(t − arctan(1/3))
The solution curve is a cosine
√ wave with decaying
√ amplitude squeezed
between graphs of y(t) = 10e−t and y(t) = − 10e−t .
Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.20 (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence 3
Homogeneous case
Linear independence
2
2.2 Constant √
Coeff 10e−t
Characteristic 1
Equation
Reduction of Order

2.3
0
Nonhomogeneous 0 1 2 3 4 5
2nd-Order ODE
Method of Variation
−1
of Parameters
Method of
Undetermined −2
Coefficients
Superposition
−3 √
2.4 Case Studies y(t) = − 10e−t cos(t − arctan(1/3))
2.5 Euler-Cauchy

When y(t) = 0, the bob passes through the equilibrium at time

2 π for n = 0, 1, · · · .
t = arctan(1/3) + 2n+1

The bob may pass back and forth through the equilibrium as t increases.
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.2 Forced Motion
2.1 Linear Consider a periodic driving force f (t) = A cos(wt) where w is called the
2nd-Order DE
Definition input frequency. The spring equation becomes
Existence
Homogeneous case c ′ k A
Linear independence y ′′ + y + y= cos(wt). (13)
2.2 Constant
m m m
Coeff
Characteristic We have solved the associated homogeneous equation (i.e. unforced
Equation
Reduction of Order motion) in Sec. 2.4.1. Now we only need a particular solution.
2.3
Nonhomogeneous
2nd-Order ODE According to Table 2.1, we try Yp (x) = a cos(wt) + b sin(wt).
Method of Variation
of Parameters
Substitution of this into (13) and rearrangement of terms yields
Method of
Undetermined
   
bwc k A awc k
−aw2 + +a − cos(wt) = bw2 + −b
Coefficients
Superposition sin(wt).
m m m m m
2.4 Case Studies

2.5 Euler-Cauchy Since sin(wt) and cos(wt) are not constant multiples of each other, the
only wy this can be true for all t ≥ 0 is for the coefficient on each side of
the equation to be zero.
)
−aw2 + −bwcm + −a m − m = 0
k A

−awc
−bw2 + m − bm
k
=0
Ch02 2nd-Order
DEs
C.-H. Lin
Forced Motion (cont’d)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Solve for a and b (A, c, k, and m are given)
Linear independence

2.2 Constant A(k − mw2 ) Awc

Coeff a= , b=
Characteristic (k − mw ) + w c
2 2 2 2 (k − mw2 )2 + w2 c2
Equation
Reduction of Order p
2.3 Define w0 = k/m as the natural frequency and w0 = 2πf . The
Nonhomogeneous
2nd-Order ODE particular solution is
Method of Variation
of Parameters
Method of mA(w02 − w2 ) Awc
Undetermined
Yp (x) = cos(wt) + 2 2 sin(wt)
Coefficients
Superposition
−w ) +w c
m2 (w02 2 2 2 2 m (w0 − w2 )2 + w2 c2
2.4 Case Studies
(14)
2.5 Euler-Cauchy assuming c ̸= 0 and w ̸= w0 .

We will analyze some specific cases to get insight into the motion with
this forcing function.
Ch02 2nd-Order
DEs
C.-H. Lin
Forced Motion (cont’d)
2.1 Linear Case 1: Overdamped Forced Motion
2nd-Order DE
Definition √ √
Existence Suppose c = 6, k = 5, m = 1, A = 6 5 and w = 5. Hence
Homogeneous case
Linear independence c2 − 4km > 0. If the bob is released from rest from the equilibrium
2.2 Constant position, then y(t) satisfies the IVP
Coeff
√ √
y ′′ + 6y ′ + 5y = 6 5 cos( 5t); y(0) = y ′ (0) = 0.
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
The problem has a unique solution as
2nd-Order ODE √
Method of Variation
5 √
of Parameters
Method of
y(t) = (−e−t + e−5t ) + sin( 5t)
Undetermined 4
Coefficients
Superposition

2.4 Case Studies

■ As t → ∞, the exponential terms
2.5 Euler-Cauchy
decay to zero, so the sine function
dominates. So y(t) oscillates with
√
frequency f = 5/2π.
■ With the driving force, the bob
began above the equilibrium and moved
with decreasing speed down toward it
but never reached it.
Ch02 2nd-Order
DEs
C.-H. Lin
Forced Motion (cont’d)
2.1 Linear
2nd-Order DE
Definition
Case 2: Critically Damped Forced Motion
Existence Suppose c = 2, m = k = 1, A = 2 and w = 1. Here c2 − 4km = 0. If the
Homogeneous case
Linear independence
bob is released from rest from the equilibrium position, then y(t) satisfies
2.2 Constant the IVP
Coeff
Characteristic
y ′′ + 2y ′ + y = 2 cos(t); y(0) = y ′ (0) = 0.
Equation
Reduction of Order
The problem has a unique solution as
2.3
Nonhomogeneous
2nd-Order ODE y(t) = −te−t + sin(t)
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition ■ As t → ∞, te−t decays as in
2.4 Case Studies overdamping but slower.
2.5 Euler-Cauchy
■ After sufficient time, the motion
settles into nearly (but not exactly
because te−t ̸= 0 for t > 0) a sinusoidal
motion back and forth through the
equilibrium.
Ch02 2nd-Order
DEs
C.-H. Lin
Forced Motion (cont’d)
2.1 Linear
2nd-Order DE
Case 3: Underdamped Forced Motion √ √
Definition Suppose c = k = 2, m = 1, A = 2 2 and w = 2. Here c2 − 4km < 0.
Existence
Homogeneous case If the bob is released from rest from the equilibrium position, then y(t)
Linear independence
satisfies the IVP
2.2 Constant
Coeff √ √
Characteristic
Equation
y ′′ + 2y ′ + y = 2 2 cos( 2t); y(0) = y ′ (0) = 0.
Reduction of Order

2.3 The problem has a unique solution as

Nonhomogeneous
2nd-Order ODE √ √
Method of Variation
of Parameters
y(t) = − 2e−t sin(t) + sin( 2t)
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

■ Now the exponential term has a
2.5 Euler-Cauchy trigonometric factor sin(t), which
becomes less influential as time
increases.
■ After sufficient time, the motion
settles into nearly an oscillation back
and forth through the equilibrium.
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.3 Resonance
2.1 Linear Sometimes the output energy of a system may be amplified without
2nd-Order DE
Definition changes on the system and the input. Assume the force function
Existence
Homogeneous case
Linear independence f (t) = A cos(wt), (11) becomes
2.2 Constant
c ′ k A
y ′′ +
Coeff
Characteristic y + y= cos(wt) (15)
Equation m m m
Reduction of Order

2.3
From (14) and let c = 0, the differential equation becomes
Nonhomogeneous
2nd-Order ODE k A
Method of Variation y ′′ + y= cos(w0 t). (16)
of Parameters
m m
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies We can find the general solution as

2.5 Euler-Cauchy
A
y(t) = c1 cos(wt) + c2 sin(wt) + cos(wt) (17)
m(w02 − w2 )
p
where w0 = k/m is the natural frequency.

If it happens that w = w0 , i.e., In this case, the solution (17) for w ̸= w0

does not apply.
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.3 Resonance (cont’d)
2.1 Linear We start over from the general solution of the associated homogeneous
2nd-Order DE
Definition equation y ′′ + m
k
y = 0. Since the corresponding characteristic equation
Existence
Homogeneous case
has two complex roots, the general solution is
Linear independence

2.2 Constant
yh (t) = c1 cos(w0 t) + c2 sin(w0 t).
Coeff
Characteristic
Equation
Reduction of Order
As to the particular solution, we may try Yp (t) = a cos(w0 t) + b sin(w0 t)
2.3
Nonhomogeneous according to Table 2.1. But this is the solution of the associated
2nd-Order ODE
Method of Variation
homogeneous equation, so instead we try
of Parameters
Method of
Undetermined
Yp (t) = at cos(w0 t) + bt sin(w0 t).
Coefficients
Superposition
Substitution of this into (16) yields
2.4 Case Studies

2.5 Euler-Cauchy A
− 2aw0 sin(w0 t) + 2b cos(w0 t) = cos(w0 t)
m
A
⇒ a = 0, 2bw0 =
m
A
⇒ Yp (t) = t sin(w0 t)
2mw0
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.3 Resonance (cont’d)
2.1 Linear
2nd-Order DE The general solution
Definition
Existence
A
Homogeneous case
y(t) = c1 cos(w0 t) + c2 sin(w0 t) + t sin(w0 t). (18)
Linear independence 2mw0
2.2 Constant

Compared with (17) for the case w ̸= w0

Coeff
Characteristic
Equation
Reduction of Order
A
2.3 y(t) = c1 cos(wt) + c2 sin(wt) + cos(wt).
Nonhomogeneous
2nd-Order ODE
m(w02 − w2 )
Method of Variation
of Parameters
Method of
Because the factor t in the particular solution in (18), the magnitude of
Undetermined
Coefficients y(t) increases with t, leading to resonance.
Superposition
Collapse of Tacoma Narrows Bridge, Washington,
2.4 Case Studies
Nov. 7, 1940.
2.5 Euler-Cauchy
Ch02 2nd-Order
DEs
C.-H. Lin
2.4.4 Beats
2.1 Linear Another phenomenon due to the absence of damping. Suppose w ̸= w0 , the
2nd-Order DE
Definition
bob is released from rest from the equilibrium. (15), the associated IVP is
Existence
A
y ′′ + w02 y = y(0) = y ′ (0) = 0.
Homogeneous case
Linear independence
cos(wt),
m
2.2 Constant
Coeff From (17) and the initial conditions, the solution is
Characteristic
Equation
A
Reduction of Order
y(t) = [cos(wt) − cos(w0 t)]
2.3 m(w02 − w2 )
Nonhomogeneous
2nd-Order ODE 2A ( ) ( )
= sin 12 (w0 + w)t sin 21 (w0 − w)t
Method of Variation
of Parameters m(w2 − w02 )
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2
y1=sin(5t/2)
Let w0 + w = 5, w0 − w = 1, and
2.5 Euler-Cauchy
1.5 y2=sin(t/2)
y=y1*y2
2A/m(w2 − w02 ) = 1.
1

0.5
y(t) = sin( 5t
2
) sin( 2t )
0

−0.5
The behavior where the oscillating
motion’s amplitude shows periodic
−1

−1.5

−2
variation is called a beat.
0 2 4 6 8 10 12 14 16
Ch02 2nd-Order
DEs
C.-H. Lin
2.5 Euler-Cauchy Equation
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
A special class of second-order ODEs with variable coefficients.
Linear independence

2.2 Constant
Coeff
Definition
Characteristic
Equation The Euler-Cauchy equation is a second-order differential equation of the
Reduction of Order
form
2.3
Nonhomogeneous x2 y ′′ + Axy ′ + By = 0 (19)
2nd-Order ODE
Method of Variation
of Parameters with given constants A and B. It is defined for x > 0 and x < 0.
Method of
Undetermined
Coefficients
Superposition A change of variables will convert it to a constant coefficient linear
2.4 Case Studies
second-order homogeneous equation.
2.5 Euler-Cauchy

Let x = et . Then the solution y(x) is converted to a function of t as

y(x) = y(et ) = Y (t). To convert the DE from an equation of x to t, we
need to convert both the first and second derivatives.
Ch02 2nd-Order
DEs
C.-H. Lin
Euler-Cauchy Equation (cont’d)
2.1 Linear
2nd-Order DE
d chain rule dY dt t=ln(x) 1 ′
Definition y ′ (x) = Y (t) = = Y (t)
Existence dx dt dx x
Homogeneous case
Linear independence and
2.2 Constant  
Coeff
′′ d ′ d 1 ′
Characteristic y (x) = y (x) = Y (t)
Equation
Reduction of Order
dx dx x
1 1 d ′
2.3
Nonhomogeneous = − 2 Y ′ (t) + Y (t)
2nd-Order ODE x x dx
Method of Variation
1 1 dY ′ (t) dt
= − 2 Y ′ (t) +
of Parameters
Method of
Undetermined x x dt dx
Coefficients
1 ′ 1 1 ′′
Superposition
= − 2 Y (t) + Y (t)
2.4 Case Studies x xx
2.5 Euler-Cauchy 1

= 2 Y ′′ (t) − Y ′ (t)
x
Hence (19) can be expressed as

Y ′′ (t)−Y ′ (t)+ AY ′ (t)+ BY (t) = 0 ⇒ Y ′′ (t)+(A−1)Y ′ (t)+ BY (t) = 0

Ch02 2nd-Order
DEs
C.-H. Lin
Example 2.21
2.1 Linear
2nd-Order DE
Definition Solve x2 y ′′ + 2xy ′ − 6y = 0.
Existence
Homogeneous case
Linear independence Solution With A = 2 and B = 6, the Euler equation transforms to
2.2 Constant
Coeff
Characteristic Y ′′ (t) + Y ′ (t) − 6Y (t) = 0.
Equation
Reduction of Order

2.3 With the aid of characteristic equation, this homogeneous equation has
Nonhomogeneous
2nd-Order ODE the general solution
Method of Variation
of Parameters
Y (t) = c1 e−3t + c2 e2t .
Method of
Undetermined
Coefficients Recall t = ln(x),
Superposition

2.4 Case Studies (⋆)

2.5 Euler-Cauchy
Y (t) = c1 e−3 ln(x) + c2 e2 ln(x) = c1 x−3 + c2 x2 ,

where we use the property (⋆) ea ln(b) = ba .

Refer to the textbook for more examples.

Ch02 2nd-Order
DEs
C.-H. Lin
Enjoy Math...(round 4)
2.1 Linear
2nd-Order DE
Definition
Existence
Homogeneous case
Linear independence

2.2 Constant
Coeff
Characteristic
Equation
Reduction of Order

2.3
Nonhomogeneous
2nd-Order ODE
Monty Hall problem (100 doors)...thinking with intuition!
Method of Variation
of Parameters
Method of
Undetermined
Coefficients
Superposition

2.4 Case Studies

2.5 Euler-Cauchy