Ordinary Differential

Equations
Module - 4
Contents
• Linear second-order ordinary differential equations with constant
coefficients

• Solutions of ODE by Method of undetermined coefficients

• Method of variation of parameters

• Solutions of Cauchy-Euler and Cauchy-Legendre differential

equations

• Applications of linear second-order differential equations

Introduction
• These equations are remarkably effective at describing how systems
respond over time to various influences such as resistance, inertia, or
external forces.
• The term "second-order" refers to the presence of acceleration (the
second derivative of position or response), while "linear“ indicates that
the system’s response scales proportionally with the input.
• ODEs provides powerful tools for analyzing, predicting, and
controlling real-world phenomena.
Linear Homogeneous Second-order Ordinary Differential
Equation with Constant Coefficients

Definition:
A linear homogeneous second order ODE with constant coefficients is
an ordinary differential equation in the form:
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0
𝑑𝑥 𝑑𝑥
where 𝑎, 𝑏, 𝑐 are constants.
Characteristic Equation
Considering the general second order ODE with constant coefficients in
the form
𝑦 = 𝑘𝑒 𝑚𝑥
𝑦 ′ = 𝑘𝑚𝑒 𝑚𝑥
𝑦 ′′ = 𝑘𝑚2 𝑒 𝑚𝑥
Substituting these values in second order ODE with constant
coefficients, we get
𝑎𝑘𝑚2 𝑒 𝑚𝑥 + 𝑏𝑘𝑚𝑒 𝑚𝑥 + 𝑐𝑘𝑒 𝑚𝑥 = 0
Eliminating 𝑘𝑒 𝑚𝑥 , we get the Auxiliary equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
The above quadratic equation is known as the Characteristic equation
in the known m.
Complementary Function
To form the general solution, we split into the following three cases
depending on the nature of the values of the roots 𝑚1 and 𝑚2 .
• 𝒎𝟏 and 𝒎𝟐 are real and distinct: In this case the general solution is
given by 𝒚 = 𝒄𝟏 𝒆𝒎𝟏 𝒙 +𝒄𝟐 𝒆𝒎𝟐𝒙 for any values of constants 𝑐1 and 𝑐2 .
• 𝒎𝟏 and 𝒎𝟐 are real and equal (𝒎𝟏 = 𝒎𝟐 ): In this case the general
solution is given by 𝒚 = (𝒄𝟏 +𝒄𝟐 𝒙)𝒆𝒎𝒙 for any values of constants 𝑐1
and 𝑐2 .
• 𝒎𝟏 and 𝒎𝟐 are complex: In this case, 𝑚1 and 𝑚2 are complex
conjugate. Then they can be written in the form 𝑚1 = 𝛼 + 𝑖𝛽 and
𝑚1 = 𝛼 − 𝑖𝛽 and the general solution is given by
𝒚 = 𝒆𝜶𝒙 (𝐜𝟐 𝐜𝐨𝐬 𝜷𝒙 + 𝐜𝟏 𝐬𝐢𝐧 𝜷𝒙) for any values of constants 𝑐1 and 𝑐2 .
Problems:
1. Solve the ODE 𝑦 ′′ − 𝑦 = 0

2. Solve the ODE 𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0

3. Solve the ODE 𝑦 ′′ + 𝑦 = 0

4. Solve the ODE 𝑦 ′′ − 6𝑦 ′ + 10𝑦 = 0

Definition & Problems
Initial Value Problem:
An ordinary differential equation with initial condition is known as an
initial value problem (IVP).

Problems:
1) Solve the IVP 𝑦 ′′ − 6𝑦 ′ + 10𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ 0 = 0.
2) Solve the IVP 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 0, 𝑦 0 = 1, 𝑦 ′ 0 = 1.
Non-Homogeneous Second Order ODE with Constant
Coefficients
A general Non-Homogeneous Second Order ODE with Constant
Coefficients is given by
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥
where 𝑎, 𝑏, 𝑎𝑛𝑑 𝑐 are constants. Notably, several physical systems
including spring/mass system and current flow through LRC circuits are
governed by the second order ODEs
A general solution of the equation is given by
𝑦 𝑥 = 𝑦𝑐 𝑥 + 𝑦𝑝 𝑥
where 𝑦𝑐 (𝑥) is called the complementary function (CF, a general
solution of the corresponding homogeneous equation) and 𝑦𝑝 𝑥 called
the particular integral (PI).
Method of Undetermined Coefficients
• Method of undetermined coefficients is a simple, yet often effective,
method for finding particular integral/solution of a nonhomogeneous
ODE.
• It relies on an educated guess of 𝑦𝑝 (𝑥) which is motivated by the form
of the nonhomogeneous term 𝑓(𝑥). For this reason, it is also known as
the Method of Educated Guess.
• The application of this method is limited to some specific forms of the
nonhomogeneous term 𝑓(𝑥), where 𝑓(𝑥) can be a constant (k), a
polynomial function, an exponential function (𝑒 𝛼𝑥 ), a sine or cosine
functions (sin βx or cos βx), or finite sums and products of these
functions.
• This method is not applicable for solving ODEs when 𝑓 𝑥 = ln 𝑥,
1
𝑓 𝑥 = , 𝑓 𝑥 = tan 𝑥, 𝑓 𝑥 = sin−1 𝑥, and so on.
𝑥
Method of Undetermined Coefficients
Problems
1) Using method of undetermined coefficients, solve the ODE
𝑦 ′′ − 5𝑦 ′ + 4𝑦 = 5𝑒 3𝑥
2) Using method of undetermined coefficients, solve the ODE
𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 10𝑒 2𝑥
3) Using method of undetermined coefficients, solve the ODE
𝑑2𝑦 𝑑𝑦 2
2
+ 4 − 2𝑦 = 2𝑥 − 3𝑥 + 6
𝑑𝑥 𝑑𝑥
4) Using method of undetermined coefficients, solve the ODE
𝑑 2 𝑦 𝑑𝑦
2
− + 𝑦 = 2 sin 3𝑥
𝑑𝑥 𝑑𝑥
5) Using method of undetermined coefficients, solve the ODE
𝑑2 𝑦 𝑑𝑦 2 + sin 3𝑥
− 3 + 2𝑦 = 𝑥
𝑑𝑥 2 𝑑𝑥
Problems:
6) Solve the ODE 𝑦 ′′ + 4𝑦 = cos 2𝑥.
7) Solve the ODE 𝑦 ′′ − 5𝑦 ′ + 6𝑦 = 𝑒 2𝑥 + 𝑒 5𝑥
8) Solve the ODE 𝑦 ′′ = 𝑥
9) Solve the ODE 𝑦 ′′ − 2𝑦 ′ + 3𝑦 = 28𝑒 3𝑥
10) Solve the differential equation using undetermined coefficients
𝑦 ′′ + 4𝑦 ′ + 13𝑦 = 𝑒 −2𝑥 cos 3𝑥
11) A circuit has in series an electromotive force given by 𝐸 =
−2𝑡 1
50𝑒 𝑉, a resistor of 4Ω, an inductor of 1 H, and a capacitor of F. If
4
the initial current and the initial charge on the capacitor are both zero,
find the charge on the capacitor at any time 𝑡 > 0.
Variation of Parameters
The method of variation of parameters is a widely used technique in
engineering mathematics to find a particular solution to
nonhomogeneous second-order linear differential equations. This
method is especially useful when the nonhomogeneous term does not fit
the form required for the method of undetermined coefficients and can
handle a broader class of functions.
Method of Variation of Parameters
Problems:
1. Solve each differential equation by variation of parameters.
I. 4𝑦 ′′ + 36𝑦 = 𝑐𝑜𝑠𝑒𝑐 3𝑥
1
II. 𝑦 ′′ − 𝑦 = 𝑥.
III. 𝑦 ′′ − 𝑦 = 𝑠𝑒𝑐𝜃 𝑡𝑎𝑛𝜃.
IV. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝜃 .
V. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑒 −𝑡 log 𝑡
𝑥
VI. 4𝑦 ′′ − 𝑦 = 𝑒 + 3.2

𝑒𝑥
VII. 𝑦 ′′ − 2𝑦 ′ +𝑦 =
1+𝑥 2
2. Solve each differential equation by variation of parameters, subject to the initial
conditions 𝑦(0) = 1, 𝑦 ′ (0) = 0.
I. 2𝑦 ′′ + 𝑦 ′ − 𝑦 = 𝑥 + 1
II. 𝑦 ′′ + 2𝑦 ′ − 8𝑦 = 2𝑒 −2𝑥 − 𝑒 −𝑥
Cauchy-Euler Differential Equation
Since coefficients are powers of 𝑥 corresponding to derivative order.
Can be transformed into a constant coefficient equation by using:
𝑡 = ln 𝑥 or x = et (x > 0)
𝑑𝑦 𝑑𝑦 𝑑𝑡 1 𝑑𝑦 𝑑𝑦 𝑑𝑦
= ∙ ⟹= 𝑥 =
𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑡
𝑑2 𝑦 1 𝑑 𝑦 𝑑𝑦 2

2
= 2 2
−
𝑑𝑥 𝑥 𝑑𝑡 𝑑𝑡
We can rewrite the second order differential equation as,
𝒅𝟐 𝒚 𝒅𝒚
𝒂 𝟐 + 𝒃−𝒂 + 𝒄𝒚 = 𝒇 𝒆𝒕
𝒅𝒕 𝒅𝒕
General solution is
𝑦 𝑡 = 𝑦𝑐 𝑡 + 𝑦𝑝 𝑡
Since 𝑡 = ln 𝑥
𝑦 𝑥 = 𝐹𝑐 𝑥 + 𝐹𝑝 𝑥
Problems:
Solve the given differential equation.
(i) 𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 0
(ii)𝑥 2 𝑦 ′′ + 4𝑦 = 0
(iii)2𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = 0, 𝑦 1 = 0, 𝑦 ′ 1 = 2
2 ′′ ′ 6 1 ′ 1
(iv)𝑥 𝑦 − 5𝑥𝑦 + 8𝑦 = 8𝑥 , 𝑦 =
2
0, 𝑦
2
=0
(v)𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 5𝑦 = 𝑥 2 sin(log 𝑥)
(vi)𝑥 2 𝑦 ′′ + 5𝑥𝑦 ′ + 4𝑦 = 𝑥log 𝑥
(vii)𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = log 𝑥
(viii)𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 2 cos2 (log 𝑥)
(ix)𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 5𝑦 = 𝑥 2 𝑠𝑖𝑛(log 𝑥)
𝑦 1
(x)𝑥𝑦 ′′ − 2 𝑥 = 𝑥 + 𝑥2
1
(xi)𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ −𝑦 =
1+𝑥
(xii)𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 𝑥 4 𝑒 𝑥
Cauchy Legendre Equation
The general form is, 𝒂𝟐 𝒂𝒙 + 𝒃 𝟐 𝒚′′ + 𝒂𝟏 𝒂𝒙 + 𝒃 𝒚′ + 𝒂𝟎 𝒚 = 𝒇(𝒙)

𝒆𝒕 −𝒃
Let 𝒂𝒙 + 𝒃 = 𝒆𝒕 , 𝒍𝒐𝒈 𝒂𝒙 + 𝒃 = 𝒕 and 𝒙 =
𝒂

We can rewrite the above form,

𝒆𝒕−𝒃
𝒂𝟐 𝒂𝟐 𝒚′′ + 𝒂𝟏 𝒂 − 𝒂𝟐 𝒂𝟐 𝒚′ + 𝒂𝟎 𝒚 = 𝒇
𝒂
Problems:
𝑑 2𝑦 𝑑𝑦
2
1. Solve 2x + 3 − 2𝑥 + 3 − 12𝑦 = 6𝑥
𝑑𝑥 2 𝑑𝑥
2 𝑑2 𝑦 𝑑𝑦
2. Solve 1+x 2 + 1+x + 𝑦 = sin(2 log 1 + x )
𝑑𝑥 𝑑𝑥
2
𝑑 𝑦 𝑑𝑦
3. Solve 3x + 2 2 2 + 5 3𝑥 + 2 − 3𝑦 = 𝑥 2 + 𝑥 + 1
𝑑𝑥 𝑑𝑥
2
2𝑑 𝑦 𝑑𝑦 2
4. Solve 3x + 2 + 3 3𝑥 + 2 − 36𝑦 = 3𝑥 + 4𝑥 + 3
𝑑𝑥 2 𝑑𝑥
𝑑 2𝑦 𝑑𝑦
2 2 − 2𝑥 + 3
5. Solve 2𝑥 − 1 + 2𝑥 − 1 − 2𝑦 = 8𝑥
𝑑𝑥 2 𝑑𝑥
3 𝑑2 𝑦 2 𝑑𝑦
6. Solve x+1 +3 x+1 + x + 1 𝑦 = 6 log x + 1
𝑑𝑥 2 𝑑𝑥
5
7. Solve 𝑥 𝐷 + 3𝑥𝐷 + 10 𝑦 = 9𝑥 , 𝑦 1 = , 𝑦 ′ 1 = 8, 𝑤ℎ𝑒𝑟𝑒
2 2 2
𝐷≡
𝑑 2
.
𝑑𝑥
𝑑
8. Solve [ 𝑥 + 2)2 𝐷2 − 𝑥 + 2 𝐷 + 1 𝑦 = 3𝑥 + 4, 𝑤ℎ𝑒𝑟𝑒 𝐷 ≡ .
𝑑𝑥
Applications of ODE