Ch3.

1:SecondOrderLinearHomogeneous
EquationswithConstantCoefficients
A second order ordinary differential equation
has the general form

y f (t , y , y )
where f is some given function.
This equation is said to be linear if f is linear in y and
y':
y g (t ) p(t ) y q(t ) y
Otherwise the equation is said to be nonlinear.
A second order linear equation often appears as
P (t ) y Q(t ) y R (t ) y G (t )
If G(t) = 0 for all t, then the equation is called
homogeneous. Otherwise the equation is
nonhomogeneous.

Homogeneous Equations, Initial

Values
In Sections 3.6 and 3.7, we will see that once a solution
to a homogeneous equation is found, then it is possible
to solve the corresponding nonhomogeneous equation,
or at least express the solution in terms of an integral.
The focus of this chapter is thus on homogeneous
equations; and in particular, those with constant
coefficients:

ay by cy 0

We will examine the variable coefficient case in Chapter

5.
Initial conditions typically take the form
y t0 y0 , y t0 y0
Thus solution passes through (t0, y0), and slope of
solution at (t0, y0) is equal to y0'.

Example 1: Infinitely Many Solutions

(1 of 3)
Consider the second order linear differential equation

y y 0
Two solutions of this equation are

y1 (t ) e t ,

y2 (t ) e t

Other solutions include

y3 (t ) 3et , y4 (t ) 5e t , y5 (t ) 3et 5e t
Based on these observations, we see that there are
infinitely many solutions of the form
t
t
y
(
t
)

c
e

c
e
1
It will be shown
in2 Section 3.2 that all solutions of the

differential equation above can be expressed in this

form.

Example 1: Initial Conditions

(2 of 3)

Now consider the following initial value problem

for our equation:
y y 0, y (0) 3, y (0) 1

We have found a general solution of the form

y (t ) c1et c2 e t
Using the initial equations,
y (0) c1 c2 3
c1 2, c2 1
y(0) c1 c2 1
Thus

y (t ) 2e t e t

Example 1: Solution Graphs

(3 of 3)

Our initial value problem and solution are

y y 0, y (0) 3, y(0) 1 y (t ) 2e t e t

Graphs of this solution are given below. The

graph on the right suggests that both initial
conditions are satisfied.

Characteristic Equation
To solve the 2nd order equation with constant coefficients,

ay by cy 0,

we begin by assuming a solution of the form y = ert.

Substituting this into the differential equation, we obtain
Simplifying,ar e bre ce 0
2 rt

and hence

rt

rt

e rt (ar 2 br c) 0

This last equation

ar 2is called
br c the
0 characteristic equation
of the differential equation.
We then solve for r by factoring or using quadratic
formula.

General Solution
Using the quadratic formula on the characteristic
equation ar 2 br c 0,
we obtain two solutions, r1 and r2.
2
There are three possible results:r b b 4ac
The roots r1, r2 are real and r1 r2.
The roots r1, r2 are real and r1 = r2.
The roots r1, r2 are complex.

2a

In this section, we will assume r1, r2 are real and

r1 r2. y (t ) c e r1 t c e r2 t
1
2
In this case, the general solution has the form

Initial Conditions
For the initial value problem

ay by cy 0, y (t0 ) y0 , y(t0 ) y0 ,
we use the general solution

y (t ) c1e r1 t c2 e r2 t
together with the initial conditions to find c1 and c2.
Thatr1 tis,
c1e 0 c2 e r2 t0 y0
y0 y0 r2 r1 t0
y0 r1 y0 r2 t0
e , c2
e
c1
r1 t0
r2 t 0
r1 r2
r1 r2
c1r1e c2 r2 e y0
Since we are assuming r1 r2, it follows that a
solution of the form y = ert to the above initial value
problem will always exist, for any set of initial
conditions.

Example 2
Consider the initial value problem

y y 12 y 0, y (0) 0, y(0) 1
Assuming exponential soln leads to characteristic
equation:rt
2

y (t ) e

r r 12 0

r 4 r 3 0

Factoring yields two solutions, r1 = -4 and r2 = 3

The general solution
the form
4 t
3has
t

y (t ) c1e

c2 e

Using the initial conditions:

c1 c2 0
1
1

,
c

1
2
4c1 3c2 1
7
7
1 4 t 1 3t
Thus
y (t )
e e
7
7

Example 3
Consider the initial value problem
2 y 3 y 0, y 0 1, y 0 3
Then
y (t ) e rt 2r 2 3r 0 r 2r 3 0
Factoring yields two solutions, r1 = 0 and r2 = -3/2
The general solution has the form
y (t ) c1e 0 t c2 e 3t / 2 c1 c2 e 3t / 2
Using the initial conditions:
c1 c2 1

c1 3, c2 2
3c2

3
2

Thus

y (t ) 3 2e 3t / 2

Example 4: Initial Value Problem

(1 of

2)
Consider the initial value problem
y 5 y 6 y 0, y 0 2, y 0 3
Then
y (t ) e rt r 2 5r 6 0 r 2 r 3 0
Factoring yields two solutions, r1 = -2 and r2 = -3
The general solution has the form
y (t ) c1e 2 t c2 e 3t
Using initial conditions:
c1 c2 2
c1 9, c2 7
2c1 3c2 3

Thus y (t ) 9e 2 t 7e 3t

Example 4: Find Maximum Value

2)
Find the maximum value attained by the
solution.
y (t ) 9e 2 t 7e 3t
y(t ) 18e

2t

6e 2 t 7e 3t
et 7/6
t ln(7 / 6)
t 0.1542
y 2.204

21e

3t

set

(2 of

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Non- homogeneous Differential Equation

13

Second Order Differential

Equations
Definition
A differential equation of the type
ay+by+cy=0, a,b,c real numbers,
is a homogeneous linear second order differential equation.
Homogeneous linear second order differential equations can always
be solved by certain substitutions.
To solve the equation ay+by+cy=0 substitute y = emx and try to
determine m so that this substitution is a solution to the differential
equation.
Compute as follows: y emx y me mx and y m 2 emx .

ay by cy 0 am 2 emx bm emx c emx 0 am 2 bm c 0.

This follows since emx0 for all x.

Definition

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The equation am2 + bm+ c = 0 is the Characteristic

Equation of the differential equation ay + by + cy = 0.

14

Solving Homogeneous 2nd Order

Linear Equations: Case I
Equation

ay+by+cy=0

CE

am2+bm+c=0

Case I

CE has two different real solutions m1 and

m2.
In this case the functions y = em1x and y = em2x are both solutions to
the original equation.
General Solution

y C1 em1x C2 em2 x

The fact that all these functions are solutions can be verified by a
direct calculation.

Examp
le

y y 0

General Solution

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CE

m2 1 0 m 1 or m 1.

y C1 e x C2 e x

15

Solving Homogeneous 2nd Order

Linear Equations: Case II
Equation

ay+by+cy=0

Case II

CE has real double root m.

CE

am2+bm+c=0

In this case the functions y = emx and

solutions to the original equation.
General Solution

Example

are both

y C1 emx C2 x emx

y 2y y 0 CE m2 2m 1 0 m 1 (double root).

General Solution

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y = xemx

y C1 e x C2 x e x

16

Solving Homogeneous 2nd Order

Linear Equations: Case III
Equation

ay+by+cy=0

Case III

CE has two complex solutions

CE

am2+bm+c=0

m i .

In this case the functions y e x sin x and y e x cos x

are both solutions to the original equation.

y C1 e x sin x C2 e x cos x
y e x C1 sin x C2 cos x
y 2y 5y 0

General Solution
Example
CE

m2 2m 5 0

General Solution

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m 1 2i
y e x C1 sin 2 x C2 cos 2 x
17

Real and Unequal Roots

If roots of characteristic polynomial P(m) are real and
unequal, then there are n distinct solutions of the differential
equation:
e m1 x , e

m2 x

,K , e

mn x

If these functions are linearly independent, then general

solution of differential
equation
is mn x
m2 x
m1 x
y ( x) c1e c2 e K cn e
The Wronskian can be used to determine linear
independence of solutions.

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Non- homogeneous Differential Equation

Chapter 4

18

Example 1: Distinct Real Roots

(1 of 3)

Solve the differential equation

y (4) 2 y 13 y 14 y 24 y 0

Assuming exponential soln leads to characteristic equation:

y ( x) e mx m 4 2m3 13m 2 14m 24 0

m 1 m 2 m 3 m 4 0

Thus the general solution is

y ( x) c1e x c2e 2 x c3e3 x c3e 4 x

11/21/16

Non- homogeneous Differential Equation

Chapter 4

19

Complex Roots
If the characteristic polynomial P(r) has complex roots, then
they must occur in conjugate pairs, i
Note that not all the roots need be complex.
x
x
y

e
sin

x
and
y

e
cos x

In this case the functions

are both solutions to the original equation.
General Solution

y e x C1 sin x C2 cos x

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Non- homogeneous Differential Equation

Chapter 4

20

Example 2: Complex Roots

Consider the equation
y y 0
Then
y (t ) e mt

m 1 m 2 m 1 0

m3 1 0

Now
m2 m 1 0 m

1 1 4 1 3 i
1
3

i
2
2
2 2

Thus the general solution is

y (t ) c1e x e x /2 c2 cos

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3 x / 2 c3 sin

3x / 2

Non- homogeneous Differential Equation

Chapter 4

21

Example 3: Complex Roots

(1 of 2)

Consider the initial value problem

y ( 4 ) y 0, y (0) 7 / 2, y(0) 4, y(0) 5 / 2, y(0) 2

Then
y ( x) emx r 4 1 0

1 r 2 1 0

The roots are 1, -1, i, -i. Thus the general solution is

y ( x ) c1e x c2 e x c3 cos x c4 sin x
Using the initial conditions, we obtain
1
x
x
y ( x) 0e 3e cos x sin x
2
The graph of solutionNonis homogeneous
given on right.
Differential Equation
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Chapter 4

22

Repeated Roots
Suppose a root m of characteristic polynomial P(r) is a
repeated root with multiplicity n. Then linearly independent
solutions corresponding to this repeated root have the form

mx

mx

2 mx

s 1 mx

e , xe , x e , K , x e

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Non- homogeneous Differential Equation

Chapter 4

23

Example 4: Repeated Roots

Consider the equation
y ( 4 ) 8 y 16 y 0
Then

y ( x) e mx m 4 8m 16 0

4 m2 4 0

The roots are 2i, 2i, -2i, -2i. Thus the general solution is
y ( x) c1 cos 2 x c2 sin 2 x c3 x cos 2 x c4 x sin 2 x

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Non- homogeneous Differential Equation

Chapter 4

24

 The general solution of the non

homogeneous differential equation

ay by cy f ( x)

There are two parts of the solution:

1. yc
solution of the homogeneous part
of DE

yp

2.
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particular solution

Non- homogeneous Differential Equation

25

General
solution
yy

Complementary Function,
solution of Homgeneous
part

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yp
Particular
Solution

Non- homogeneous Differential Equation

26

The method can be applied for the non homogeneous differential

equations , if the

f(x)

is of the form:

ay by cy f ( x )

1. A constant C
2.A polynomial function
3.
4.

e mx
sin x, cos x, e x sin x, e x cos x,...

5.A finite sum, product of two or more functions of type (1- 4)

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Non- homogeneous Differential Equation

27

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Non- homogeneous Differential Equation

28

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Non- homogeneous Differential Equation

29

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Non- homogeneous Differential Equation

30

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Non- homogeneous Differential Equation

31