Chapter 2

Second Order Ordinary Differential Equations

Dagnachew Jenber (PhD)

College Of Natural and Applied Science
Department of Mathematics, Addis Ababa Science and Technology University, Addis Ababa,
Ethiopia
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Contents

1. Second Order Ordinary Differential Equations (SOODE)

1.1 Introduction
1.2 Linear Independence and Wronskian
1.3 General Solutions, Basis, Initial Value Problem
1.4 Given One Solution to Find Another
1.5 Differential Operator
1.6 Real Roots, Complex Roots and Double Roots of the Characteristic Equation
• Second Order Homogeneous Linear DEs with Constant Coefficients
• Non-homogeneous equations with constant coefficients
1.7 Euler’s-Cauchy DEs
• Second Order Euler’s Differential Equation(SOEDE)
1.8 System of First Order Ordinary Differential Equations (SOFOODEs)

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Introduction

Second-order ordinary differential equations arise naturally whenever the rate of change of a system
depends not only on its current state but also on its acceleration, curvature, or second derivative.
These equations appear in physics, engineering, chemistry, biology, and many other fields. They
capture the dynamics of systems that oscillate, vibrate, bend, move under forces, or transfer energy.

While first-order ODEs describe systems governed by simple rates, second-order ODEs describe
systems involving inertia, elasticity, and forces, phenomena that lie at the heart of engineering and
physical sciences. The step from first-order to second-order equations opens the door to modeling
mechanical systems, electrical circuits, structural vibration, fluid motion, chemical reactors, and
wave behavior.

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Introduction

This chapter introduces the theory and methods for solving second-order ODEs, including linear
homogeneous equations, equations with constant coefficients, particular solutions for nonhomoge-
neous equations, and the study of oscillatory behavior. Understanding these equations helps students
analyze the stability of structures, resonance in circuits, motion of mechanical systems, and reactions
in chemical processes.

• Why Study Second-Order ODEs?

Second-order ODEs are especially important because many fundamental laws of nature involve sec-
ond derivatives:

• Newton’s Second Law:

𝑑2𝑥
𝐹 = 𝑚𝑎 = 𝑚
𝑑𝑡 2
leads directly to second-order differential equations describing motion.

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Introduction
• Hooke’s Law:
𝐹 = −𝑘𝑥
yields the well-known harmonic oscillator.

• Kirchhoff’s Laws in Circuits: combining inductors and capacitors leads to equations involving the
second derivative of charge or current.

• Beam Bending Equation: the behavior of a beam under load is governed by a fourth-order equation,
which reduces to secondorder forms in simplified cases.

When students understand second-order ODEs, they can describe oscillations, mechanical vibra-
tions, wave motion, electric resonance, and many feedback-controlled systems. These topics are
essential for advanced study in engineering and science.

• Story-Based Motivation Across Engineering Fields

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Introduction
The following narratives illustrate how second-order ODEs naturally arise in real engineering prob-
lems.

A. Civil Engineering Story- Vibration of a Building During Wind or Earthquakes

A civil engineer evaluating a tall building during a strong windstorm notices the tower swaying back
and forth. The motion is small but continuous. The wind exerts a fluctuating force on the building,
while the building’s mass and stiffness resist the motion. The engineer must determine whether the
oscillation is harmless, uncomfortable, or dangerous.

The behavior of the building is modeled by a second-order differential equation:

𝑑2𝑥 𝑑𝑥
𝑚 2
+ 𝑐 + 𝑘𝑥 = 𝐹 (𝑡),
𝑑𝑡 𝑑𝑡
where
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Introduction

• 𝑚 = mass of the building,

• 𝑐 = damping from materials,
• 𝑘 = stiffness,
• 𝐹 (𝑡) = external wind or earthquake force.
By solving this equation, engineers predict whether the building will resonate, how much it will
sway, and whether additional damping systems (like tuned mass dampers) are required. Without
second-order ODEs, designing safe buildings and bridges would be impossible.

B. Electrical Engineering Story - RLC Circuit Oscillations and Resonance

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Introduction

An electrical engineer designs a radio receiver that must filter and detect a specific frequency. The
key element is an RLC circuit-a resistor (𝑅), inductor (𝐿), and capacitor (𝐶) connected together.
When a voltage is applied, the current oscillates just like a mass on a spring. This system is governed
by the second-order equation:
𝑑2𝑞 𝑑𝑞 1
𝐿 2 +𝑅 + 𝑞 = 𝐸 (𝑡)
𝑑𝑡 𝑑𝑡 𝐶
where 𝑞 is charge and 𝐸 (𝑡) is the input voltage. Second-order ODEs tell the engineer how quickly
the oscillations die out, what frequency the circuit naturally prefers, and how to achieve resonance.
All communication systems: radios, phones, wireless networks-depend on these principles.

C. Mechanical Engineering Story - The Mass-Spring-Damper System

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Introduction

A mechanical engineer works on a robotic arm that must move smoothly and stop precisely without
overshooting its target. The engineer knows that the arm behaves like a mass-spring-damper system,
which is modeled by the standard second-order differential equation:

𝑑2𝑥 𝑑𝑥
𝑚 2
+ 𝑐 + 𝑘𝑥 = 𝑓 (𝑡).
𝑑𝑡 𝑑𝑡

By analyzing this equation, the engineer determines whether the system is overdamped (slow), un-
derdamped (oscillatory), or critically damped (fastest possible non-oscillating motion). This classifi-
cation is essential in robotics, automotive suspension design, aerospace engineering, and mechanical
control systems.

Every moving machine-from cars to washing machines-depends on second-order ODEs to ensure

safe, efficient, and stable operation.

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Introduction
D. Chemical Engineering Story - Temperature and Concentration Oscillations in Re-
actors
A chemical engineer monitors a reactor where temperature can rise rapidly due to heat produced by
reactions. Some reactions even cause oscillatory behavior in temperature or concentration, especially
in systems with feedback loops. A simplified model of the temperature 𝑇 (𝑡) inside a reactor can lead
to an equation like:
𝑑 2𝑇 𝑑𝑇
+ 𝑎 + 𝑏𝑇 = 𝑔(𝑡),
𝑑𝑡 2 𝑑𝑡
where the terms represent heat accumulation, cooling, and reaction-generated heat. Such second-
order ODEs help chemical engineers:
• predict whether temperature will stabilize,
• determine when oscillations will occur (chemical oscillators),
• prevent runaway reactions,
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Introduction

• design safe control systems for reactors.

In industries where temperature control is critical—such as pharmaceuticals, petroleum, and mate-
rials manufacturing—second-order ODEs help prevent dangerous accidents.

Remark
Second-order ordinary differential equations are the mathematical backbone of systems that move,
vibrate, oscillate, or respond dynamically to forces. They teach us how the past behavior of a system
influences its future, how stability can be analyzed, and how to design systems that behave exactly
as intended.

By learning second-order ODEs, students gain access to the tools used to design safe buildings, create
electrical filters, control mechanical systems, and regulate chemical processes. These equations are
not merely academic—they are the heartbeat of modern technology and engineering.

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Introduction

As you enter this chapter, remember that mastering second-order differential equations means
understanding the mathematical laws that govern motion, energy, and dynamics across the entire
scientific and engineering world.

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SOODE

Definition 1.0
The general form of second order ordinary differential equations (SOODE) is
𝐹 (𝑥, 𝑦, 𝑦 0 , 𝑦 00 ) = 0.

Definition 1.1
A SOODE of the form
𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 𝑟 (𝑥)
is called a linear SOODE. If 𝑟 (𝑥) = 0, then 𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0, is homogeneous
SOODE otherwise non-homogeneous.

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SOODE

Example 1.0

𝑦 00 + 𝑦 = 𝑥 6 and 𝑦 00 − 4𝑥𝑦 0 + 4 = 0 are SOODE.

Definition 1.2
A solution of 𝐹 (𝑥, 𝑦, 𝑦 0 , 𝑦 00 ) = 0 on an interval 𝐼 is a function 𝜑 that satisfies the differential
equation at each point of 𝐼, i.e., 𝐹 (𝑥, 𝜑(𝑥), 𝜑0 (𝑥), 𝜑00 (𝑥)) = 0 for all 𝑥 in 𝐼.

Example 1.1

Show that 𝜑(𝑥) = 6 cos(4𝑥) − 17 sin(4𝑥) is a solution of 𝑦 00 + 16𝑦 = 0 for all 𝑥.

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SOODE

Example 1.2

Show that 𝜑(𝑥) = 𝑥 3 cos(ln(𝑥)) is a solution of 𝑥 2 𝑦 00 − 5𝑥𝑦 0 + 10𝑦 = 0, 𝑥 > 0.

Theorem (principle of super position)

If 𝑦 1 and 𝑦 2 are solutions of 𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0 then any linear combination of 𝑦 1 and 𝑦 2 is
also a solution of 𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0.

Remark
Super position principle in general doesn’t hold for non-homogeneous and non-linear.

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SOODE

Example 1.3

1 𝑦 1 = 1 + cos(𝑥) and 𝑦 2 = 1 + sin(𝑥) are solutions of the non-homogeneous differential

equation, 𝑦 00 + 𝑦 = 1, but their linear combination, 𝑦 1 + 𝑦 2 = 2 + cos(𝑥) + sin(𝑥) is not
the solution.
2 𝑦 1 = 𝑥 2 and 𝑦 2 = 1 are the solutions of the non-linear DE, 𝑦 00 𝑦 − 𝑥𝑦 0 = 0, but their
linear combination 𝑦 1 + 𝑦 2 = 𝑥 2 + 1 is not the solution.

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Linear Independence and Wronskian

Definition 1.3
A set of 𝑛 functions {𝑦 1 , 𝑦 2 , 𝑦 3 , · · · , 𝑦 𝑛 } defined on an interval 𝐼 is said to be linearly depen-
dent, if there are constants 𝛼1 , 𝛼2 , · · · , 𝛼𝑛 not all zero such that

𝛼1 𝑦 1 + 𝛼2 𝑦 2 + · · · + 𝛼𝑛 𝑦 𝑛 = 0 on 𝐼

otherwise 𝑦 1 , 𝑦 2 , 𝑦 3 , ..., 𝑦 𝑛 are linearly independent.

• For 𝑛 = 2, {𝑦 1 , 𝑦 2 } is linearly dependent if there are constants 𝛼1 , 𝛼2 not all zero such that
𝛼1 𝑦 1 + 𝛼2 𝑦 2 = 0 =⇒ 𝑦 1 = −𝛼𝛼12 𝑦 2 = 𝑎𝑦 2 where 𝑎 = − 𝛼𝛼21 , i.e., 𝑦 1 = 𝑎𝑦 2 .

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Linear Independence and Wronskian

Corollary 1.0

The set {𝑦 1 , 𝑦 2 , 𝑦 3 , · · · , 𝑦 𝑛 } is a linearly independent set of functions on 𝐼, if 𝛼1 𝑦 1 + 𝛼2 𝑦 2 +

· · · + 𝛼𝑛 𝑦 𝑛 = 0, then 𝛼1 = 𝛼2 = 𝛼3 = · · · = 𝛼𝑛 = 0.

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Linear Independence and Wronskian
Definition 1.4

The Wronskian of 𝑛 functions 𝑦 1 , 𝑦 2 , 𝑦 3 , · · · , 𝑦 𝑛 at class 𝐶 𝑛−1 ((𝑛 − 1) times continuous dif-

ferentiable) on an interval 𝐼 is defined as

𝑦1 𝑦2 ··· 𝑦𝑛
𝑦 10 𝑦 20 ··· 𝑦 0𝑛
𝑊 (𝑥) = 𝑊 (𝑦 1 , 𝑦 2 , 𝑦 3 , ..., 𝑦 𝑛 ) = .. .. .. .. .
. . . .
𝑦 1(𝑛−1) 𝑦 2(𝑛−1) · · · 𝑦 𝑛(𝑛−1)

• For two differentiable functions 𝑦 1 and 𝑦 2

𝑦1 𝑦2
𝑊 (𝑦 1 , 𝑦 2 ) = .
𝑦 10 𝑦 20
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Linear Independence and Wronskian

Example 1.4

cos(𝑥) sin(𝑥)
𝑊 (cos(𝑥), sin(𝑥)) = = 1.
− sin(𝑥) cos(𝑥)

Remark
If {𝑦 1 , 𝑦 2 } is linearly dependent, then 𝑊 (𝑦 1 , 𝑦 2 ) = 0.

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Linear Independence and Wronskian

• Suppose {𝑦 1 , 𝑦 2 } is linearly dependent on 𝐼 then either 𝑦 1 = 𝛼𝑦 2 or 𝑦 2 = 𝛼𝑦 1 . Assume that

𝑦 1 = 𝛼𝑦 2 =⇒ 𝑦 10 = 𝛼𝑦 20 then

𝑦1 𝑦2
𝑊 (𝑦 1 , 𝑦 2 ) = = 𝑦 1 𝑦 20 − 𝑦 10 𝑦 2 = 𝛼𝑦 2 𝑦 20 − 𝛼𝑦 2 𝑦 20 = 0.
𝑦 10 𝑦 20

Hence {𝑦 1 , 𝑦 2 } is linearly dependent implies 𝑊 (𝑦 1 , 𝑦 2 ) = 0.

Corollary 1.1

If 𝑊 (𝑦 1 , 𝑦 2 , ..., 𝑦 𝑛 )≠0 for some 𝑥 0 ∈𝐼 then {𝑦 1 , 𝑦 2 , ..., 𝑦 𝑛 } is linearly independant on I.

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Linear Independence and Wronskian

Example 1.5
√ √
1 Show that the set of functions, 𝑓1 (𝑥) = 𝑥 + 5, 𝑓2 (𝑥) = 𝑥 + 5𝑥, 𝑓3 (𝑥) = 𝑥 − 1 and
𝑓4 (𝑥) = 𝑥 2 is linearly dependent on (0, ∞).
2 Show that the set of functions, sin2 (𝑥), cos2 (𝑥), sec2 (𝑥) and tan2 (𝑥) is linearly
dependent on (− 𝜋2 , 𝜋2 ).

Exercise
1 Check the independet of {cos(𝑥), sin(𝑥)} for every where.
Check the dependent of ln(𝑥), 𝑒 𝑥 , ln(𝑥 2 ) on (0, ∞).

2

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General Solutions, Basis, Initial Value Probelem

Definition 1.5
The set {𝑦 1 , 𝑦 2 } is called a fundamental system of solution (fss) or a basis of solution, if 𝑦 1
and 𝑦 2 are linearly independent.

Theorem 1.1
Let 𝑦 1 and 𝑦 2 be any two linearly independent solutions of 𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0. If 𝑦 3 = 𝑦 3 (𝑥)
is any other solutions of 𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0, then there are constants 𝛼1 and 𝛼2 such that
𝑦 3 (𝑥) = 𝛼1 𝑦 1 (𝑥) + 𝛼2 𝑦 2 (𝑥)
⇒ 𝑦 = 𝛼1 𝑦 1 + 𝛼2 𝑦 2
is a general solution.

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General Solutions, Basis, Initial Value Probelem

Example 1.6

Consider (𝑥 − 1)𝑦 00 − 𝑥𝑦 0 + 𝑦 = 0 on (1, ∞). Where, 𝑦 1 (𝑥) = 𝑥 and 𝑦 2 (𝑥) = 𝑒 𝑥 are

𝑥 𝑒𝑥
solutions.𝑊 (𝑦 1 , 𝑦 2 ) = 𝑊 (𝑥, 𝑒 𝑥 ) = = 𝑥𝑒 𝑥 − 𝑒 𝑥 = 𝑒 𝑥 (𝑥 − 1)≠0. Hence {𝑦 1 , 𝑦 2 }
1 𝑒𝑥
is linearly independent since 𝑊 (𝑥) = 𝑒 𝑥 (𝑥 − 1)≠0 on (1, ∞). Thus {𝑥, 𝑒 𝑥 } is fss or base and
𝑦 = 𝑎𝑥 + 𝑏𝑒 𝑥 is the general solution.

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Given One Solution to Find Another

Consider the homogeneous differential equation:

𝑦 00 + 𝑝(𝑥)𝑦 0 + 𝑓 (𝑥)𝑦 = 0. (1.1)

Suppose a non-trivial solution 𝑦 1 = 𝑦 1 (𝑥) is given.

Claim: To find 𝑦 2 = 𝑦 2 (𝑥) so that {𝑦 1 , 𝑦 2 } is fss. Put 𝑢(𝑥) = 𝑦2 ( 𝑥 )
𝑦1 ( 𝑥 ) since 𝑦 1 and 𝑦 2 are linearly
independent, 𝑢(𝑥) is not constant.

=⇒ 𝑦 2 = 𝑢𝑦 1 =⇒ 𝑦 20 = 𝑢 0 𝑦 1 + 𝑢𝑦 10

=⇒ 𝑦 200 = 𝑢 00 𝑦 1 + 𝑢 0 𝑦 10 + 𝑢 0 𝑦 10 + 𝑢𝑦 100 = 𝑢 00 𝑦 1 + 2𝑢 0 𝑦 10 + 𝑢𝑦 100

Substituting in (1.1):
𝑦 200 + 𝑝(𝑥)𝑦 20 + 𝑓 (𝑥)𝑦 2 = 0

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Given One Solution to Find Another

⇐⇒ 𝑢 00 𝑦 1 + 2𝑢 0 𝑦 10 + 𝑢𝑦 100 + 𝑝(𝑥) (𝑢 0 𝑦 1 + 𝑢𝑦 10 ) + 𝑓 (𝑥)𝑢(𝑥)𝑦 1 (𝑥) = 0.

⇐⇒ 𝑢 00 𝑦 1 + 2𝑢 0 𝑦 10 + 𝑝(𝑥)𝑢 0 𝑦 1 + 𝑢(𝑦 100 + 𝑝(𝑥)𝑦 10 + 𝑓 (𝑥)𝑦 1 ) = 0

⇐⇒ 𝑢 00 𝑦 1 + 2𝑢 0 𝑦 10 + 𝑝(𝑥)𝑢 0 𝑦 1 = 0

Applying reduction of order: Let 𝑧 = 𝑢 0 and 𝑧 0 = 𝑢 00 . Then

0
𝑧 0 −2𝑦 1
𝑧 0 𝑦 1 + 𝑧(2𝑦 10 + 𝑝(𝑥)𝑦 1 ) = 0 ⇐⇒ = − 𝑝(𝑥)
𝑧 𝑦1

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Given One Solution to Find Another

−2𝑦 10
 
1
⇐⇒ 𝑑𝑧 = − 𝑝(𝑥) 𝑑𝑥.........separable.
𝑧 𝑦1
∫
⇐⇒ ln |𝑧| + 2 ln |𝑦 1 | = − 𝑝(𝑥)𝑑𝑥

∫
⇐⇒ 𝑧𝑦 21 = 𝑒 − 𝑝(𝑥)𝑑𝑥

or ∫
𝑒− 𝑝(𝑥)𝑑𝑥
𝑑𝑢
𝑧= = 𝑢0 =
𝑦 21 𝑑𝑥
∫ ∫
𝑒− 𝑝 ( 𝑥) 𝑑𝑥
𝑒− 𝑝 ( 𝑥) 𝑑𝑥
Thus 𝑢 = 𝑑𝑥 and 𝑦 2 (𝑥) = 𝑦 1 (𝑥). 𝑑𝑥 is the solution of (1.1), which is linearly
∫ ∫
𝑦12 𝑦12
independent with 𝑦 1 .

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Given One Solution to Find Another

Example 1.7

Consider 𝑥 2 𝑦 00 − 𝑥𝑦 0 + 𝑦 = 0 on I=(0, ∞) and 𝑦 1 (𝑥) = 𝑥 is a solution.

Solution.
In this differential equation 𝑝(𝑥) = − 1𝑥 =⇒ 𝑝(𝑥)𝑑𝑥 = − 1𝑥 𝑑𝑥 = − ln |𝑥| = − ln(𝑥) on (0, ∞),
∫ ∫
∫
∫ − 𝑝 ( 𝑥) 𝑑𝑥
𝑑𝑥 = 𝑥 𝑥𝑥2 𝑑𝑥 = 𝑥 ln |𝑥| = 𝑥 ln(𝑥) on 𝐼 = (0, ∞), i.e., {𝑥, ln(𝑥)} is fss.
∫
𝑦 2 (𝑥) = 𝑦 1 (𝑥). 𝑒 𝑦 2
1
Hence 𝑦 = 𝑐 1 𝑥 + 𝑐 2 𝑥 ln(𝑥) is the general solution of the given differential equation.

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Given One Solution to Find Another

Example 1.8

Find the general solution to

𝑥 2 𝑦 00 + 2𝑥𝑦 0 − 2𝑦 = 0
given that 𝑦 1 (𝑥) = 𝑥 is a solution.

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Differential Operator

Definition 1.6

Let 𝐷 stands for the operator 𝑑𝑑𝑥 , i.e., 𝐷 = 𝑑𝑥 .

𝑑
Then 𝐷 𝑦 = 𝑑𝑦
𝑑𝑥 = 𝑦 0 and (𝐷 − 𝐶)𝑦 =
( 𝑑𝑑𝑥 − 𝐶)𝑦 = 𝑑𝑑𝑦𝑥 − 𝐶 𝑦, where 𝐶 is a constant.

Note
𝑑 𝑥 , 𝑑 𝑥2 , 𝑑 𝑥3 , · · · , denoted by 𝐷, 𝐷 2 , 𝐷 3 , · · · respectively.
𝑑 𝑑2 𝑑3

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Differential Operator
Remark
1 Two operators 𝐴 and 𝐵 are equal if and only if 𝐴𝑦 = 𝐵𝑦 for all functions 𝑦.
2 The linear DE of the 𝑛𝑡 ℎ order with constant coefficient,

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑 𝑛−2 𝑦 𝑑𝑦
𝑐𝑛 𝑛
+ 𝑐 𝑛−1 + 𝑐 𝑛−2 𝑛−2
+ ... + 𝑐 1 + 𝑐 0 𝑦 = 𝑟 (𝑥), (1.2)
𝑑𝑥 𝑑𝑥 𝑛−1 𝑑𝑥 𝑑𝑥
can be written using the differential operator as:

𝑐 𝑛 𝐷 𝑛 𝑦 + 𝑐 𝑛−1 𝐷 𝑛−1 𝑦 + 𝑐 𝑛−2 𝐷 𝑛−2 𝑦 + ... + 𝑐 1 𝐷 𝑦 + 𝑐 0 𝑦 = 𝑟 (𝑥)

⇐⇒ (𝑐 𝑛 𝐷 𝑛 + 𝑐 𝑛−1 𝐷 𝑛−1 + 𝑐 𝑛−2 𝐷 𝑛−2 + ... + 𝑐 1 𝐷 + 𝑐 0 )𝑦 = 𝑟 (𝑥)

⇐⇒ 𝑓 (𝐷)𝑦 = 𝑟 (𝑥),
where 𝑓 (𝐷) = 𝑐 𝑛 𝐷 𝑛 + 𝑐 𝑛−1 𝐷 𝑛−1 + 𝑐 𝑛−2 𝐷 𝑛−2 + ... + 𝑐 1 𝐷 + 𝑐 0 . 30 / 67
Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Second Order Homogeneous Linear DEs with Constant Coefficients

Form:
𝑦 00 + 𝑎𝑦 0 + 𝑏𝑦 = 0. (1.3)
Differential operator form:(𝐷 2 + 𝑎𝐷 + 𝑏)𝑦 = 0.
Claim: To solve (1.3)
Trial solution: 𝑦 = 𝑒 𝑚𝑥 =⇒ 𝑦 0 = 𝑚𝑒 𝑚𝑥 and 𝑦 00 = 𝑚 2 𝑒 𝑚𝑥 .

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Substituting in (1.3): 𝑚 2 𝑒 𝑚𝑥 + 𝑎𝑚𝑒 𝑚𝑥 + 𝑏𝑒 𝑚𝑥 = 0 =⇒ (𝑚 2 + 𝑎𝑚 + 𝑏)𝑒 𝑚𝑥 = 0

=⇒ 𝑚 2 + 𝑎𝑚 + 𝑏 = 0 because 𝑒 𝑚𝑥 ≠0. The equation 𝑚 2 + 𝑎𝑚 + 𝑏 = 0 is called the characteristics
equation(CE) of (1.3) and the characteristics root (CR) are
√
−𝑎+ 𝑎 2 − 4𝑏
𝑚 = 𝑚 1,2 = .
2
Case-1. 𝑎 2 − 4𝑏 > 0
The characteristics equation has two distinct real roots:
√ √
𝑚 1 = −𝑎+ 2𝑎 −4𝑏 , 𝑚 2 = −𝑎− 2𝑎 −4𝑏 =⇒ 𝑦 1 (𝑥) = 𝑒 𝑚1 𝑥 and 𝑦 2 (𝑥) = 𝑒 𝑚2 𝑥 are a linearly independent
2 2

solutions of (1). Therefore 𝑦(𝑥) = 𝑐 1 𝑒 𝑚1 𝑥 + 𝑐 2 𝑒 𝑚2 𝑥 is the general solution of (1.3).

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Example 1.10

Solve 2𝑦 00 − 3𝑦 0 = 0.

Solution.
Trial solution. 𝑦(𝑥) = 𝑒 𝑚𝑥 =⇒ 𝑦 0 = 𝑚𝑒 𝑚𝑥 =⇒ 𝑦 00 = 𝑚 2 𝑒 𝑚𝑥
Substituting. 2𝑚 2 𝑒 𝑚𝑥 − 3𝑚𝑒 𝑚𝑥 = 0 or (2𝑚 2 − 3𝑚)𝑒 𝑚𝑥 = 0.
CE. 2𝑚 2 − 3𝑚 = 0.
CR. 𝑚 1 = 0, 𝑚 2 = 32 .

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

n o
Hence {𝑦 1 (𝑥), 𝑦 2 (𝑥)} = 1, 𝑒 2 𝑥 is fss and 𝑦(𝑥) = 𝑐 1 𝑦 1 (𝑥) + 𝑐 2 𝑦 2 (𝑥) = 𝑐 1 + 𝑐 2 𝑒 2 𝑥 is the general
3 3

solution.

Example 1.11

Solve the following IVP

4𝑦 00 − 5𝑦 0 = 0, 𝑦(−2) = 0, 𝑦 0 (−2) = 7.

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Case (2). 𝑎 2 − 4𝑏 = 0 then the characteristic equation has only one double real root, i.e., 𝑚 =
− 𝑎2 (double). Therefore, 𝑦 1 (𝑥) = 𝑒 − 2 𝑥 is one solution. To find 𝑦 2 (𝑥) apply given one solution to
𝑎

∫ 𝑒 − ∫ 𝑝 ( 𝑥) 𝑑𝑥
find another, i.e., 𝑦 00 + 𝑎𝑦 0 + 𝑏𝑦 = 0 =⇒ 𝑝(𝑥) = 𝑎. Therefore, 𝑦 2 (𝑥) = 𝑦 1 (𝑥). 𝑦12 ( 𝑥 )
=
∫
− 𝑎𝑑𝑥
𝑒 − 2 𝑥 . 𝑒 − 𝑎 𝑥 2 = 𝑥𝑒 − 2 𝑥 . Hence, 𝑒 − 2 𝑥 , 𝑥𝑒 − 2 𝑥 is fss and 𝑦(𝑥) = 𝑐 1 𝑒 − 2 𝑥 + 𝑐 2 𝑥𝑒 − 2 𝑥 is the general
𝑎 ∫ 𝑎  𝑎 𝑎 𝑎 𝑎

𝑒 2
solution.

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Example 1.12

1 Solve 𝑦 00 + 4𝑦 0 + 4𝑦 = 0.
2 Solve the following IVP

𝑦 00 + 14𝑦 0 + 49𝑦 = 0, 𝑦(−4) = −1, 𝑦 0 (−4) = 5.

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Case(3).𝑎 2 − 4𝑏 < 0
The characteristic equation has complex solutions:
√ √ √
𝑚 1,2 = −𝑎± 𝑎2 −4𝑏
2 = −𝑎± 4𝑏−𝑎2 𝑖
2 =⇒ 𝑚 = 𝑚 1,2 = 𝛼 ± 𝛽𝑖, where 𝛼 = − 𝑎2 and 𝛽 = 4𝑏−𝑎2
2
Note. From Euler’s formula:
𝑒 𝑖 𝜃 = cos(𝜃) + 𝑖 sin(𝜃), 𝜃 ∈ R and 𝑒 −𝑖 𝜃 = cos 𝜃 − 𝑖 sin 𝜃 then 𝑒 ( 𝛼+𝛽𝑖) 𝑥 = 𝑒 𝛼𝑥 (cos(𝛽𝑥) + 𝑖 sin(𝛽𝑥)) =
𝑦 1 (𝑥) and 𝑒 ( 𝛼−𝛽𝑖) 𝑥 = 𝑒 𝛼𝑥 (cos(𝛽𝑥) − 𝑖 sin(𝛽𝑥)) = 𝑦 2 (𝑥). Now, let 𝑦 ∗1 (𝑥) = ( 𝑦1 +𝑦
2
2)
= 𝑒 𝛼𝑥 cos(𝛽𝑥)
and 𝑦 ∗2 (𝑥) = − 12 𝑖(𝑦 1 − 𝑦 2 ) = 𝑒 𝛼𝑥 sin(𝛽𝑥). Therefore, 𝑦 ∗1 (𝑥), 𝑦 ∗2 (𝑥) = {𝑒 𝛼𝑥 cos(𝛽𝑥), 𝑒 𝛼𝑥 sin(𝛽𝑥)}


is fss. Hence, 𝑦 = 𝑒 𝛼𝑥 (𝑐 1 cos(𝛽𝑥) + 𝑐 2 sin(𝛽𝑥)) is general solution.

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Example 1.13

Solve 𝑦 00 − 2𝑦 0 + 10𝑦 = 0.

Solution.
CE. 𝑚 2 − 2𝑚 + 10 = 0
CR. 𝑚 1 = 1 + 3𝑖, 𝑚 2 = 1 − 3𝑖
this implies 𝛼 = 1, 𝛽 = 3
𝑦 = 𝑒 𝑥 (𝑐 1 cos(3𝑥) + 𝑐 2 sin(3𝑥))

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Real Roots, Complex Roots and Double Roots of the Characteristic
Equation

Exercise
Solve
00 0
 2𝑦 + 9𝑦 − 5𝑦 = 0



1 𝑦(0) = 2

 𝑦 0 (0) = 1

2 𝑦 00 + 5𝑦 0 + 6𝑦 = 0.

3 𝑦 00 = 0.
4 𝑦 00 − 2𝑦 0 − 5𝑦 = 0.
5 3𝑦 00 + 𝑦 0 − 10𝑦 = 0.

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Annihilator

Definition 1.7

Let 𝐷 = 𝑑𝑑𝑥 (differential operator), if a differential operator, say 𝐴, applied to a function, say
𝑈, results zero (i.e, 𝐴𝑈 = 0), the operator 𝐴 is said to be the annihilator 𝑈. If 𝐴𝑈 = 0, we
say, 𝐴 is annihilator of 𝑈.

Example 1.14

𝑓 (𝑥) = 𝑥 annihilated by 𝐷 2 , i.e., 𝐷 2 𝑥 = 0, 𝑔(𝑥) = 8𝑥 4 − 3𝑥 annihilated by 𝐷 5 .

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Annihilator

Function Annihilator
𝑥 𝑚−1 𝐷𝑚
𝑒 𝛼𝑥 𝐷−𝛼
cos(𝛽𝑥) 𝐷 2 + 𝛽2
sin(𝛽𝑥) 𝐷 2 + 𝛽2
𝑥 𝑚−1 𝑒 𝛼𝑥 (𝐷 − 𝛼) 𝑚
𝑥 𝑚−1 cos(𝛽𝑥) (𝐷 2 + 𝛽2 ) 𝑚
𝑥 𝑚−1 sin(𝛽𝑥) (𝐷 2 + 𝛽2 ) 𝑚
𝑒 𝛼𝑥 cos(𝛽𝑥) 𝐷 2 − 2𝛼𝐷 + (𝛼2 + 𝛽2 )
𝑒 𝛼𝑥 sin(𝛽𝑥) 𝐷 2 − 2𝛼𝐷 + (𝛼2 + 𝛽2 )
𝑥 𝑚−1 𝑒 𝛼𝑥 cos(𝛽𝑥) (𝐷 2 − 2𝛼𝐷 + (𝛼2 + 𝛽2 )) 𝑚
𝑥 𝑚−1 𝑒 𝛼𝑥 sin(𝛽𝑥) (𝐷 2 − 2𝛼𝐷 + (𝛼2 + 𝛽2 )) 𝑚

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Annihilator

Note.
It is difficult to find the annihilator for the functions like 𝑒 𝑥 , log(𝑥), tan(𝑥).
2

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Non-homogeneous Second Order Linear DE with constant coefficients

Non-homogeneous Second Order Linear DE with constant coefficients

Form.𝑦 00 + 𝑎𝑦 0 + 𝑏𝑦 = 𝑟 (𝑥).
HDE form. 𝑦 00 + 𝑎𝑦 0 + 𝑏𝑦 = 0.
Method of solution. Undetermined coefficient(UC)

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Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Undetermined Coefficient (UC)

Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) using undetermined coefficient (UC)

Consider 𝑦 00 + 𝑎𝑦 0 + 𝑏𝑦 = 𝑟 (𝑥) or (𝐷 2 + 𝑎𝐷 + 𝑏)𝑦 = 𝑟 (𝑥) ⇐⇒ 𝑓 (𝐷)𝑦 = 𝑟 (𝑥), where 𝑓 (𝐷) =

𝐷 2 + 𝑎𝐷 + 𝑏.

The differential equation 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) has constant coefficients and the function 𝑟 (𝑥) consists of
finite sums and products of constants, polynomials, exponential functions (𝑒 𝛼𝑥 ), sines and cosines.

Step-1. Find the complementary solution 𝑦 𝑐 for the homogeneous DE 𝑓 (𝐷)𝑦 = 0.

Step-2. Operate both sides of the non-homogeneous DE 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) with the annihilator of 𝑟 (𝑥)
(say 𝐴).
Step-3. Find the general solution of the homogeneous DE 𝐴 𝑓 (𝐷)𝑦 = 0.
Step-4. Delete all those terms from the solution in (Step-3) that are duplicated in the complementary
solution 𝑦 𝑐 found in (Step-1).

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Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Undetermined Coefficient (UC)

Step-5. Substitute 𝑦 𝑝 found in Step-4 in to 𝑓 (𝐷)𝑦 = 𝑟 (𝑥). Match coefficients of various function on
each side of the equality and solve the resulting system of equations for the unknown coefficients in
𝑦 𝑝.
Step-6. With the particular solution (𝑦 𝑝 ) found in step-5 form the general solution 𝑦 = 𝑦 𝑐 + 𝑦 𝑝 of
the DE.

Example 1.15

Solve 𝑦 00 + 8𝑦 = 5𝑥 + 2𝑒 −𝑥 with UC.

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Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Undetermined Coefficient (UC)
Solution. 𝑦 00 + 8𝑦 = 5𝑥 + 2𝑒 −𝑥 .....(∗)
[Link]: 𝑦 00 + 8𝑦 = 0.
CE: 𝑚 2 + 8 = 0.√
CR: 𝑚 1,2 = ±𝑖2 2. √ √
Therefore 𝑦 𝑐 = 𝑐 1 cos(2 2𝑥) + 𝑐 2 sin(2 2𝑥). Since 𝐷 2 5𝑥 = 0 = (𝐷 + 1)2𝑒 −𝑥 , the annihilator of
5𝑥 + 2𝑒 −𝑥 is 𝐷 2 (𝐷 + 1). Now, apply 𝐷 2 (𝐷 + 1) to (∗), we have 𝑦 00 + 8𝑦 = 5𝑥 + 2𝑒 −𝑥 ⇐⇒ (𝐷 2 +
8)𝑦 = 5𝑥 + 2𝑒 −𝑥 ⇐⇒ 𝐷 2 (𝐷 + 1) (𝐷 2 + 8)𝑦 = 𝐷 2 (𝐷 + 1) [5𝑥 + 𝑒 −𝑥 ] = 0 ⇐⇒ 𝐷 2 (𝐷 + 1) (𝐷 2 + 8)𝑦 =
0.

CE: 𝑚 2 (𝑚 + 1)(𝑚 2
√ + 8) = 0.
CR: 0, 0, −1, +2
√ 2. √
𝑦 𝑝 = 𝑐 1 cos(2 2𝑥) + 𝑐 2 sin(2 2𝑥) + 𝐴 + 𝐵𝑥 + 𝑐𝑒 −𝑥 . Now, delete the duplicate terms in 𝑦 𝑐 , then
𝑦 𝑝 = 𝐴 + 𝐵𝑥 + 𝐶𝑒 −𝑥 ⇐⇒ 𝑦 0𝑝 = 𝐵 − 𝐶𝑒 −𝑥 ⇐⇒ 𝑦 00𝑝 = 𝐶𝑒 −𝑥
Substituting 𝑦 𝑝 , 𝑦 00𝑝 in (∗).

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Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Undetermined Coefficient (UC)

𝐶𝑒 −𝑥 + 8( 𝐴 + 𝐵 + 𝐶𝑒 −𝑥 ) = 5𝑥 + 2𝑒 −𝑥 ⇐⇒ 9𝐶𝑒 −𝑥 + 8𝐴 + 8𝐵𝑥 = 5𝑥 + 2𝑒 −𝑥 ⇐⇒ 𝐴 = 0, 𝐵 = 58 , 𝐶 =
√ √
9 . Therefore 𝑦 = 𝑦 𝑐 + 𝑦 𝑝 = 𝑐 1 cos(2 2) + 𝑐 2 sin(2 2) + 8 𝑥 + 8 𝑥 is the general solution.
2 5 2

Example 1.16

Find a particular solution for the following DE

𝑦 00 − 4𝑦 0 − 12𝑦 = 3𝑒 5𝑥 + sin(2𝑥) + 𝑥𝑒 4𝑥 .

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Steps to Solve 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Undetermined Coefficient (UC)

Exercise
Solve the following Differential Equation using the methods of undetermined coefficient.
1 𝑦 00 − 𝑦 0 − 12𝑦 = 𝑒 4𝑥 .
2 𝑦 00 + 25𝑦 = 6𝑠𝑖𝑛(𝑥).
3 𝑦 00 + 6𝑦 0 + 9𝑦 = −𝑥𝑒 4𝑥 .
4 𝑦 00 − 2𝑦 0 + 5𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥.

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

Let a set {𝑦 1 , 𝑦 2 } be a fss of 𝑓 (𝐷)𝑦 = 𝑟 (𝑥). The complementary solution of 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) is
𝑦 𝑐 = 𝑐 1 𝑦 1 (𝑥) + 𝑐 2 𝑦 2 (𝑥), 𝑐 1 = 𝑐 2 = 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠. To determine 𝑦 𝑝 vary the constant 𝑐 1 and 𝑐 2 to
functions of 𝑥, that is, 𝑦 𝑝 (𝑥) = 𝑐 1 (𝑥)𝑦 1 (𝑥) + 𝑐 2 (𝑥)𝑦 2 (𝑥), where 𝑐 1 (𝑥), 𝑐 2 (𝑥) are functions of 𝑥. Then
𝑦 0𝑝 = 𝑐 01 (𝑥)𝑦 1 (𝑥) + 𝑐 1 (𝑥)𝑦 10 (𝑥) + 𝑐 02 (𝑥)𝑦 2 (𝑥) + 𝑐 2 (𝑥)𝑦 20 (𝑥) ⇐⇒ 𝑦 00𝑝 (𝑥) = 𝑐 00
1
(𝑥)𝑦 10 (𝑥) + 2𝑐 01 (𝑥)𝑦 10 (𝑥) +
00 00 0 00
𝑐 1 (𝑥)𝑦 1 (𝑥) + 𝑐 2 (𝑥)𝑦 2 (𝑥) + 2𝑐 2 (𝑥)𝑦 2 (𝑥) + 𝑐 2 (𝑥)𝑦 2 (𝑥).

Substituting in (1.3):
𝑐 00
1 1
𝑦 0 + 2𝑐 01 𝑦 10 + 𝑐 1 𝑦 100 + 𝑐 00
2 2
𝑦 + 2𝑐 02 𝑦 20 + 𝑐 2 𝑦 200 + 𝑝(𝑥) (𝑐 01 𝑦 1 + 𝑐 1 𝑦 10 + 𝑐 02 𝑦 2 + 𝑐 2 𝑦 200 ) + 𝑓 (𝑥) (𝑐 1 𝑦 1 + 𝑐 2 𝑦 2 ) =
𝑟 (𝑥)
⇐⇒ 𝑐 00 𝑦 + 2𝑐 01 𝑦 10 + 𝑐 00
1 1 2 2
𝑦 + 2𝑐 02 𝑦 20 + 𝑝(𝑥) (𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 ) + 𝑐 1 (𝑦 100 + 𝑝(𝑥)𝑦 10 + 𝑓 (𝑥)𝑦 1 ) + 𝑐 2 (𝑦 200 + 𝑝(𝑥)𝑦 20 +
𝑓 (𝑥)𝑦 2 ) = 𝑟 (𝑥)

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

⇐⇒ (𝑐 00
1 1
𝑦 + 𝑐 01 𝑦 10 + 𝑐 00
2 2
𝑦 + 𝑐 02 𝑦 20 ) + (𝑐 01 𝑦 10 + 𝑐 02 𝑦 20 ) + 𝑝(𝑥) (𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 ) = 𝑟 (𝑥)
⇐⇒ (𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 ) 0 + (𝑐 01 𝑦 10 + 𝑐 02 𝑦 20 ) + 𝑝(𝑥) (𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 ) = 𝑟 (𝑥). Choose 𝑐 1 (𝑥) and 𝑐 2 (𝑥) so that
𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 = 0, then 𝑐 01 𝑦 10 + 𝑐 02 𝑦 20 = 𝑟 (𝑥).

𝑐 01 𝑦 1 + 𝑐 02 𝑦 2 = 0

Now, solve
𝑐 01 𝑦 10 + 𝑐 02 𝑦 20 = 𝑟 (𝑥)
𝑦1 𝑦2
Since 𝑊 (𝑥) = = 𝑦 1 𝑦 20 − 𝑦 10 𝑦 2 ≠ 0
𝑦 10 𝑦 20
From Cramer’s rule, 𝑐 01 (𝑥) and 𝑐 02 (𝑥) are uniquely determined, that is,
0 𝑦2 𝑦1 0
𝑟 (𝑥) 𝑦 0 (𝑥) 𝑦 0 𝑟 (𝑥)
𝑐 01 (𝑥) = 𝑊 (𝑥)
2
and 𝑐 02 (𝑥) = 1
𝑊 (𝑥) .

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

∫
(𝑦 2 (𝑥)) (𝑟 (𝑥))
Then 𝑐 01 (𝑥) = − ( 𝑦2 (𝑊
𝑥 ) ) (𝑟 ( 𝑥 ) )
(𝑥) ⇐⇒ 𝑐 1 (𝑥) = − 𝑑𝑥
𝑊 (𝑥)
∫
𝑦 1 (𝑥)𝑟 (𝑥)
and 𝑐 02 (𝑥) = ( 𝑦1 ( 𝑥 ) ) (𝑟 ( 𝑥 ) )
𝑊 (𝑥) ⇐⇒ 𝑐 2 (𝑥) = 𝑑𝑥
𝑊 (𝑥)

Therefore 𝑦 𝑝 (𝑥) = 𝑐 1 (𝑥)𝑦 1 (𝑥) + 𝑐 2 (𝑥)𝑦 2 (𝑥). Hence 𝑦 = 𝑦 𝑐 + 𝑦 𝑝 is the general solution.

Example 1.17

Solve 𝑦 00 − 2𝑦 0 + 𝑦 = 1 𝑥
𝑥2
𝑒 , 𝑥 > 0 using VP.

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

Solution. 𝑦 00 − 2𝑦 0 + 𝑦 = 1 𝑥
𝑥2
𝑒 .
[Link]: 𝑦 00 − 2𝑦 0 + 𝑦 = 0.
CE: 𝑚 2 − 2𝑚 + 𝑚 = 0.
CR: 𝑚 = 1 (double).
Thus, 𝑦 𝑐 (𝑥) = 𝑐 1 𝑒 𝑥 + 𝑐 2 𝑥𝑒 𝑥 . To find 𝑦 𝑝 , we vary 𝑐 1 and 𝑐 2 as a function of 𝑥, i.e.,𝑦 𝑝 = 𝑐 1 (𝑥)𝑒 𝑥 +
𝑐 2 (𝑥)𝑥𝑒 𝑥 . Since 𝑦 1 (𝑥) = 𝑒 𝑥 ⇐⇒ 𝑦 10 (𝑥) = 𝑒 𝑥 and 𝑦 2 (𝑥) = 𝑥𝑒 𝑥 ⇐⇒ 𝑦 20 (𝑥) = 𝑒 𝑥 + 𝑥𝑒 𝑥 .

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

𝑐 01 (𝑥)𝑦 1 (𝑥) + 𝑐 02 (𝑥)𝑦 2 (𝑥) = 0 𝑐 01 (𝑥)𝑒 𝑥 + 𝑐 02 (𝑥)𝑥𝑒 𝑥 = 0

 
Now, ⇐⇒
0 0 0 0
𝑐 (𝑥)𝑦 (𝑥) + 𝑐 2 (𝑥)𝑦 2 (𝑥) = 𝑟 (𝑥) 𝑐 1 (𝑥)𝑒 𝑥 + 𝑐 02 (𝑥)𝑒 𝑥 (1 + 𝑥) = 𝑥12 𝑒 𝑥
0
 1 0 1
𝑐 1 (𝑥) + 𝑐 02 (𝑥)𝑥 = 0
⇐⇒ 𝑐 02 (𝑥) = 𝑥 −2 ⇐⇒ 𝑐 2 (𝑥) = 𝑥 −2 𝑑𝑥 = − 1𝑥 and 𝑐 01 (𝑥) =
∫
⇐⇒ 0 0 −2
𝑐 1 (𝑥) + 𝑐 2 (𝑥)(1 + 𝑥) =∫ 𝑥
𝑐 2 (𝑥)𝑥 = − 1𝑥 ⇐⇒ 𝑐 1 (𝑥) = − 1𝑥 𝑑𝑥 = − ln |𝑥|. Thus, 𝑦 𝑝 (𝑥) = −𝑒 𝑥 ln(𝑥) − 1𝑥 𝑥𝑒 𝑥 = −𝑒 𝑥 ln |𝑥| − 𝑒 𝑥 .
0

Therefore, 𝑦(𝑥) = 𝑦 𝑐 + 𝑦 𝑝 = 𝑐 1 𝑒 𝑥 + 𝑐 2 𝑥𝑒 𝑥 − 𝑒 𝑥 ln |𝑥| − 𝑒 𝑥 is the general solution.

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

Example 1.18

Find the general solution to

𝑡𝑦 00 − (𝑡 + 1)𝑦 0 + 𝑦 = 𝑡 2 .
given that
𝑦 1 (𝑡) = 𝑒 𝑡 , 𝑦 2 (𝑡) = 𝑡 + 1

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Solving 𝑓 (𝐷)𝑦 = 𝑟 (𝑥) Using Variation of Parameters (VP)

Exercise
Solve the following using VP.
00
 𝑦 + 4𝑦 = sec(2𝑥)



1 𝑦(0) = 1
𝑦 0 (0) = 2



2 𝑦 00 − 2𝑦 0 + 𝑦 = 𝑒 𝑥 ln(𝑥), 𝑥 > 0.

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Euler’s-Cauchy DEs

Definition 1.8
Any DE of the form
𝑎 𝑛 𝑥 𝑛 𝐷 𝑛 𝑦 + 𝑎 𝑛−1 𝑥 𝑛−1 𝐷 𝑛−1 𝑦 + · · · + 𝑎 1 𝑥𝐷 𝑦 + 𝑎 0 𝑦 = 𝑔(𝑥), where 𝑎 𝑛 , 𝑎 𝑛−1 , ..., 𝑎 1 , 𝑎 0 are con-
stants is called Euler’s DE.

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Second Order Euler’s Differential Equation (SOEDE)

Form:
𝑎 2 𝑥 2 𝐷 2 𝑦 + 𝑎 1 𝑥𝐷 𝑦 + 𝑎 0 𝑦 = 𝑔(𝑥). (1.4)
[Link]:
𝑎 2 𝑥 2 𝐷 2 𝑦 + 𝑎 1 𝑥𝐷 𝑦 + 𝑎 0 𝑦 = 0. (1.5)
Trial solution: 𝑦 = 𝑥 𝑚 , where 𝑚 to be determined.
=⇒ 𝑦 0 = 𝑚𝑥 𝑚−1 , 𝑦 00 = 𝑚(𝑚 − 1)𝑥 𝑚−2
Substituting in (1.5):
𝑎 2 𝑥 2 𝐷 2 𝑦 + 𝑎 1 𝑥𝐷 𝑦 + 𝑎 0 𝑦 = 0.

=⇒ 𝑎 2 𝑥 2 (𝑚(𝑚 − 1))𝑥 𝑚−2 + 𝑎 1 𝑥𝑚𝑥 𝑚−1 + 𝑎 0 𝑥 𝑚 = 0

=⇒ 𝑎 2 𝑚(𝑚 − 1)𝑥 𝑚 + 𝑎 1 𝑚𝑥 𝑚 + 𝑎 0 𝑥 𝑚 = 0
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Second Order Euler’s Differential Equation (SOEDE)

=⇒ 𝑎 2 𝑚(𝑚 − 1) + 𝑎 1 𝑚 + 𝑎 0 = 0,since 𝑥 𝑚 ≠ 0

=⇒ 𝑎 2 𝑚 2 + (𝑎 1 − 𝑎 2 )𝑚 + 𝑎 0 = 0 (1.6)
which is the CE of (1.5).
Case-1: If 𝑚 1 and 𝑚 2 are distinct real roots of (1.6). Then {𝑦 1 (𝑥), 𝑦 2 (𝑥)} = {𝑥 𝑚1 , 𝑥 𝑚2 } is fss. Hence
𝑦 = 𝑐 1 𝑥 𝑚1 + 𝑐 2 𝑥 𝑚2 is the general solution.

Example 1.19

Solve 𝑥 2 𝐷 2 𝑦 − 2𝑥𝐷𝑦 − 4𝑦 = 0.

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Second Order Euler’s Differential Equation (SOEDE)

Solution:
Trial solution: 𝑦 = 𝑥 𝑚 .
CE: 𝑚 2 − 3𝑚 − 4 = 0.
CR: 𝑚 1,2 = −1, 4.
𝑦 = 𝑐 1 𝑥 −1 + 𝑐 2 𝑥 4 is the general solution.

Case-2: 𝑚 1 = 𝑚 2 (double roots of (1.6)), i.e.,

(𝑎 2 − 𝑎 1 )
𝑚 = 𝑚1 = 𝑚2 = .
2𝑎 2
𝑎2 −𝑎1
( )
Hence 𝑦 1 (𝑥) = 𝑥 2𝑎2
is one solution. To find the other solution apply given one solution to find
another, i.e.,
𝑎 2 𝑥 2 𝐷 2 𝑦 + 𝑎 1 𝑥𝐷 𝑦 + 𝑎 0 𝑦 = 0.

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Second Order Euler’s Differential Equation (SOEDE)

𝑎1 𝑎0
⇐⇒ 𝐷 2 𝑦 + 𝐷𝑦 + 𝑦 = 0.
𝑎2𝑥 𝑎2𝑥 2
∫
𝑒− 𝑝(𝑥)𝑑𝑥
∫
𝑚
⇐⇒ 𝑦 2 = 𝑥 𝑑𝑥
𝑥 𝑚2

∫ 𝑎1
∫ − 𝑎2 𝑥 𝑑 𝑥
𝑚 𝑒
=𝑥 𝑎2 −𝑎1 2
𝑑𝑥
( 2𝑎2 )
𝑥
𝑎
∫ − 𝑎1 ln( 𝑥 )
𝑒 2
= 𝑥𝑚 (𝑎2 −𝑎1 )
𝑑𝑥 = 𝑥 𝑚 ln(𝑥).
𝑎2
𝑥

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Second Order Euler’s Differential Equation (SOEDE)

𝑎2 −𝑎1 𝑎2 −𝑎1
Therefore 𝑦(𝑥) = 𝑐 1 𝑦 1 + 𝑐 2 𝑦 2 = 𝑐 1 𝑥 2𝑎2
+ 𝑐 2 ln(𝑥)𝑥 2𝑎2
is the general solution.

Example 1.20

Solve 4𝑥 2 𝐷 2 𝑦 + 8𝑥𝐷𝑦 + 𝑦 = 0.

Solution.
Trial solution: 𝑦 = 𝑥 𝑚
CE: 4𝑚 2 + (8 − 4)𝑚 + 1 = 0 ←→ 4𝑚 2 + 4𝑚 + 1 = 0
CR: 𝑚 1,2 = − 12 (double). Therefore, 𝑦 1 (𝑥) = 𝑥 − 2 and 𝑦 2 (𝑥) = 𝑥 − 2 ln( 𝑥 ) . Hence 𝑦(𝑥) = 𝑐 1 𝑥 − 2 +
1 1 1

𝑐 2 𝑥 − 2 ln(𝑥) is the general solution.

1

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Second Order Euler’s Differential Equation (SOEDE)
Note
For higher order Euler’s DE. If 𝑚 is a root of multiplicity 𝑘 > 1, then it can be shown that,
𝑥 𝑚 , 𝑥 𝑚 ln(𝑥), 𝑥 𝑚 (ln(𝑥)) 2 , · · · , 𝑥 𝑚 (ln(𝑥)) 𝑘−1 are 𝑘 linearly independent solutions.

Case-3: If 𝑚 1 and 𝑚 2 are complex conjugate roots, say 𝑚 1 = 𝛼 + 𝑖𝛽 and 𝑚 2 = 𝛼 − 𝑖𝛽 then 𝑦 =

𝑐 1 𝑥 𝛼+𝑖𝛽 + 𝑐 2 𝑥 𝛼−𝑖𝛽 is a solution. But 𝑥 𝑖𝛽 = (𝑒 ln( 𝑥 ) ) 𝑖𝛽 = 𝑒 𝑖𝛽 ln( 𝑥 ) = cos(𝛽 ln(𝑥)) + 𝑖 sin(𝛽 ln(𝑥)) and
𝑥 −𝑖𝛽 = cos(𝛽 ln(𝑥)) − 𝑖 sin(𝛽 ln(𝑥)). Hence

𝑦 = 𝑐 1 𝑥 𝛼+𝑖𝛽 + 𝑐 2 𝑥 𝛼−𝑖𝛽
= 𝑥 𝛼 (𝑐 1 𝑥 𝑖𝛽 + 𝑐 2 𝑥 −𝑖𝛽 )
= 𝑥 𝛼 (𝑐 1 (cos(𝛽 ln(𝑥)) + 𝑖 sin(𝛽 ln(𝑥))) + 𝑐 2 (cos(𝛽 ln(𝑥)) − 𝑖 sin(𝛽 ln(𝑥))))
= 𝑥 𝛼 ((𝑐 1 + 𝑐 2 ) cos(𝛽 ln(𝑥)) + (𝑐 1 − 𝑐 2 )𝑖 sin(𝛽 ln(𝑥)))
= 𝑥 𝛼 (𝑘 1 cos(𝛽 ln(𝑥)) + 𝑘 2 sin(𝛽 ln(𝑥))) is the general solution, where 𝑘 1 = 𝑐 1 + 𝑐 2 and 𝑘 2 = (𝑐 1 −
𝑐 2 )𝑖.

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Second Order Euler’s Differential Equation (SOEDE)

Example 1.21

Solve 𝑥 2 𝑦 00 + 3𝑥𝑦 0 + 3𝑦 = 0.

Solution:
CE: 𝑚 2 +√2𝑚 + 3 = 0
CR: −1+ 2𝑖. √ √
Thus 𝑦 = 𝑥 −1 (𝑘 1 cos( 2 ln(𝑥)) + 𝑘 2 sin( 2 ln(𝑥))) is the general solution.

Exercise
Solve 𝑥 2 𝑦 00 − 3𝑥𝑦 0 + 3𝑦 = 2𝑥 4 𝑒 𝑥 (Hint: use Euler’s and VP method.)

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System of First Order Ordinary Differential Equations (SOFOODEs)

Definition 1.9
1 The system of differential equations is a collection of equations in several unknown
functions and their derivatives.
2 The system is said to be linear if the unknown functions and their derivatives involve in
each equations only to the first power.

Note.
1 Each equation has at least one derivative.
2 A linear system is of normal form when it is solved for all derivatives.

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System of First Order Ordinary Differential Equations (SOFOODEs)
Example 1.22

The system of differential equation

𝑑𝑥 3
= 𝑥 − 𝑦 + 𝑡2 (1.7)
𝑑𝑡 2

𝑑𝑦
= −4𝑥 − 2𝑦 + 4𝑡 + 1 (1.8)
𝑑𝑡
is linear and is of normal form. Find the solution for this system of differential equation.

Example 1.23

Solve the linear system of the above example.

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System of First Order Ordinary Differential Equations (SOFOODEs)

Solution. From equation (1.7), we have

𝑑 2 𝑥 𝑑𝑥 𝑑𝑦
= − + 3𝑡. (1.9)
𝑑𝑡 2 𝑑𝑡 𝑑𝑡

From equation (1.7) again, we have 𝑦 = 𝑥 − 𝑑𝑥

𝑑𝑡 + 32 𝑡 2 substituting this equation in to (1.8), we get
𝑑𝑦
𝑑𝑡 = −4𝑥 − 2(𝑥 − 𝑑𝑑𝑡𝑥 + 32 𝑡 2 ) + 4𝑡 + 1 = −6𝑥 + 2 𝑑𝑑𝑡𝑥 − 3𝑡 2 + 4𝑡 + 1 substituting this equation in to
(1.9), we get a second order linear equation:

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System of First Order Ordinary Differential Equations (SOFOODEs)
𝑑2 𝑥
𝑑𝑡 2
+ 𝑑𝑥
𝑑𝑡 − 6𝑥 = 3𝑡 2 − 4𝑡 − 1
⇐⇒ 𝑥 = 𝑐 1 𝑒 2𝑡 + 𝑐 2 𝑒 −3𝑡 − 12 𝑡 2 is the general solution for 𝑥 and if we substitute this in to equation (1.7),
we get the other solution, that is, 𝑦 = − 𝑑𝑑𝑡𝑥 + 𝑥 + 32 𝑡 2 = −𝑐 1 𝑒 2𝑡 + 4𝑐 2 𝑒 −3𝑡 + 𝑡 2 + 𝑡. Therefore the solution
of the system is {𝑥(𝑡), 𝑦(𝑡)}, where 𝑥 = 𝑐 1 𝑒 2𝑡 + 𝑐 2 𝑒 −3𝑡 − 12 𝑡 2 and 𝑦 = −𝑐 1 𝑒 2𝑡 + 4𝑐 2 𝑒 −3𝑡 + 𝑡 2 + 𝑡.

Exercise
Solve
( 𝑑𝑥
𝑑𝑡 = 4𝑥 − 𝑦
1
𝑑𝑦
𝑑𝑡 = 2𝑥 + 𝑦
( 𝑑𝑥
𝑑𝑡 = 𝑥 + 2𝑦 + 𝑡 − 1
2
𝑑𝑦
𝑑𝑡 = 3𝑥 + 2𝑦 − 5𝑡 − 2

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