SSB10203

ENGINEERING
MATHEMATICS 2

CHAPTER 3
SECOND ORDER
DIFFERENTIAL EQUATIONS
BY
MAZWIN TAN
MECHANICAL SECTION

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 3.3 SOLUTION OF SECOND-ORDER
DIFFERENTIAL EQUATIONS

❖General n th order differential equation with constants coefficient:

dny d n −1 dy
a n ( x) n + a n −1 ( x) n −1 + ...... + a1 ( x) + a0 ( x) y = 0
dx dx dx

❖General second order differential equation with constant coefficient:

d2y dy
a 2 + b + cy = F ( x)
dx dx

❖Two types of second order differential equations:

d2y dy
a 2 + b + cy = 0
i) Homogeneous dx dx
2
ii) NonHomogeneous a 2y + b dy + cy = F ( x)
d
2
dx dx
For example,

i ) 2y ' '+3 y '−5 y = 0

homogeneous linear 2nd order DE

ii ) x 3 y ' ' '+6 y '+10 y = e x  Exponential function


 nonhomogeneous DE
 Polynomial function
iii ) y ' '+3 y '−4 y = 3 + 8 x 2



iv ) 4 y ' '−4 y '−3 y = cos 2 x  Trigonometric function


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 1.1.1 Homogeneous Second Order DE

The only method to solve second-order DE is by using Method of

Undetermined Coefficient. To use this method, we must firstly
define the meaning of characteristic equation.

y = e mx is a solution of the given differential equation

if and only if am 2 + bm + c = 0

This equation is called the characteristic equation of

ay ' '+by '+ cy = 0

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Method of Solution

STEP 1:State the characteristic equation of the homogeneous equation

STEP 2:Find the roots of the characteristics equation stated in step (i)
STEP 3:Use the table below to find the general solution

am 2 + bm + c = 0 Solution y h (x)
Roots for
a) m1 , m 2 real and difference y h ( x) = c1e m1 x + c 2 e m2 x
b) m1 , m 2 real and same y h ( x) = c1e m1x + c 2 xe m1x
c) m1 , m 2 complex y h ( x) = e px (c1 cos qx + c 2 sin qx)
where p = real part, q = imaginary
part

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** If the value of y (0) and y ' (0) are given;

STEP 4 : Differentiate the last answer in STEP 3 to get

STEP 5 : State two equations by using y (0) and y ' (0) given

STEP 6 : Solve the two equations in (v) by using simultaneous

equation to get the value of the constants

STEP 7 : Substitute the constants into the solution of equation in step

STEP 3

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Example 1

Solve the following differential equations

a ) 2y ' '−5 y '−3 y = 0

b ) y ' '−10 y '+25 y = 0

c ) y ' '+4 y '+7 y = 0

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Solution ::
c ) y ' '+4 y '+7 y = 0
a ) 2y ' '−5 y '−3 y = 0
= 2m 2 − 5m − 3 m 2 + 4m + 7 = 0
= (2m + 1)(m − 3 ) = 0
m1 = − 2 + 3i and m2 = −2 − 3i
1 real and
m1 = − and m2 = 3
2 different Complex
−
x roots roots
solution : y = c1e 2 + c 2e 3 x

(
 solution y = e −2 x c1 cos 3 x + c 2 sin 3 x )
b ) y ' '−10 y '+25 y = 0
p q
m 2 − 10m + 25
= (m − 5 ) = 0
2

real and
m1 = m2 = 5 same root

 solution y = c1e 5 x + c 2 xe 5 x

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EXERCISE 7

Determine the general solution of

a) y ' '−2y '+ y = 0

b) y ' '+5 y '+6 y = 0

c) y ' '−2y '+5 y = 0

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 An Initial Value Problem (Question (b) and (e))

4 y ' '+4 y '+17 y = 0, y (0) = −1, y ' (0) = 2

Solution :: Differentiate (1)

x
−
4m 2 + 4m + 17 = 0 y ' (0 ) = e 2 (− 2c1 sin 2x + 2c2 cos 2x )
x
1 −2
1 1
m1 = − + 2i , m2 = − − 2i − e (c1 cos 2 x + c 2 sin 2 x ) = 2
2 2 2

y ' (0) = (1)(0 + 2c 2 ) −

1
−
x
c1 = 2
y =e 2 (c1 cos 2, x + c 2 sin 2x ) (1) 2
3
 c2 =
Applying the condition y(0)= -1, 4

y = e 0 (c1 cos 0 + c 2 sin 0 ) = −1 Hence the solution is :

 c 1 = −1 −
x
 3 
y =e 2
 − cos 2 x + sin 2 x 
 4 
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 d) Solve 4 y ' '+4 y '+17 y = 0, y (0) = −1, y ' (0) = 2

Solution ::
Differentiate (1),

4m 2 + 4m + 17 = 0 −
x
−
x
y ' (0 ) = e 2 (− 2c1 sin 2x + 2c 2 cos 2x ) − 1 e 2 (c1 cos 2x + c 2 sin 2x ) = 2
2
1 1
m1 = − + 2i , m2 = − − 2i (1)(0 + 2c 2 ) − 1 (c1 + 0) = 2
2 2 2
1
x 2c 2 − c1 = 2
−
(c1 cos 2x + c2 sin 2x ) ………. (1)
2
y =e 2
1
2c 2 − ( −1) = 2
2
1
2c 2 + = 2
2
3
Applying the condition y(0)= -1,  c2 =
4

y = e 0 (c1 cos 0 + c 2 sin 0 ) = −1 −

x
2  − cos 2 x
3 
Hence the solution is y =e  + sin 2 x 
 4 
 c1 = − 1

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 1.3.2 NonHomogeneous Second Order DE

There are 3 methods to solve

Nonhomogeneous second order differential
equation:

i) Method of Undetermined Coefficient

ii) Method of D-Operator
iii) Laplace Transform (Chapter 2)

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 1.3.2.1 Method of Undetermined Coefficient

Method of Solution

 The solution is of the form y = y h + y p , where

yh is the homogeneous
yp
is the particular solution.

STEP 1: Find y h (x ) by solving the homogeneous equation :

ay ' '+by '+ cy = 0

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STEP 2 : Find y p (x) by picking an appropriate trial solution y p (x)

Solve y ' '+ay '+ by = F ( x ) when F (x ) is one of the forms

listed in table below:
F (x) Roots for am 2 + bm + c = 0 Choice of solution y p (x)

a n x n + ... + a1 x + a 0 i. m1  0 and m 2  0 i. An x n + ... + A1 x + A0

ii. m1 = 0 or m 2 = 0 ii. x( An x n + ... + A1 x + A0 )

iii. m1 = 0 and m 2 = 0 iii. x 2 ( An x n + ... + A1 x + A0 )

ke x i. m1   and m 2   i. Ae x

ii. m1 =  or m 2 =  ii. Axe x

iii. m1 =  and m 2 =  iii. Ax 2 e x

k cos x or k sin x i. m1  i and m 2  i i. A cos x + B sin x

ii. m1 = i or m 2 = i ii. x( A cos x + B sin x)

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 y 'p (x ) y ' 'p (x )
STEP 3 : Find and by using y p (x )

STEP 4 : Change y, y ' and y ' ' in differential equation with

y p ( x ), y ' p ( x ) and y ' 'p (x ) from STEP 3 to get a new differential equation

STEP 5 : Simplify the new equation in STEP 4 then compare the left hand side
of the equation with the right hand side to get the value of constants.

STEP 6 : Change the constants in y p (x) with the value in STEP 5

STEP 7 : The solution : y = y h + y p

** If the value of y (0) and y ' (0) are given;

STEP 8 Differentiate the solution y in STEP 7 to get y '

STEP 9 State the two equations by using simultaneous equation

system to get the value of the constants
STEP 10 Change the constant with the value into the solution equation y
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Example 2
The general form of this particular
Solve y ' '+ y '−2y = 2 x − 4 x
2
solution is
x 2 x1 x0
Solution :: y h yp
y p = A1x 2 + A2 x + A3 General Form

On the left-side, we first solve the y ' p = 2 A1x + A2

homogeneous equation y ' '+ y '−2y = 0.
m2 + m − 2 y ' ' p = 2 A1
= (m + 2)(m − 1) = 0 ,

Substitute the values for y p , y' p

m1 = 1, m2 = −2
and y ' ' p into the given equation
 y h = c1e x + c 2e −2 x
y ' '+ y '−2y = 2 x 2 − 4 x

(2A1 ) + (2A1x + A2 ) − 2(A1x 2 + A2 x + A3 ) = 2x 2 − 4 x

The right-side F ( x ) = 2 x − 4
2

is a quadratic polynomial, So, we can

2 A1 + 2 A1x + A2 − 2 A1x 2 − 2 A2 x − 2 A3 = 2 x 2 − 4 x
‘guess’ the particular solution y p (x )
(2)
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Compare the right side and left side of equation (2)

2 A1 + 2 A1x + A2 − 2 A1x 2 − 2 A2 x − 2 A3 = 2 x 2 − 4 x (2)

− 2 A1 = 2 2 A1 − 2 A2 = −4 2 A1 + A2 − 2 A3 = 0

− 2 − 2 A2 = −4 − 2 + 1 − 2 A3 = 0
A1 = −1
1
A2 = 1 A3 = −
2

1
 y p = −x 2 + x − and
2
Hence combine the solution y = y h + y p and get

1
y = c1e x + c 2e −2 x + − x 2 + x −
2
yh yp
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 EXERCISE 8

Determine the general solution of the given second-order differential

equations:

a ) y ' '+3 y '−4 y = 3 + 8 x 2

b ) y ' '+7 y '−8 y = 16 x given y (0 ) = 0 , y ' (0 ) = 2

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End of Chapter 3……

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 Happiness keeps you sweet
Trials keep you strong
Sorrow keeps you human
Failure keeps you humble

And

Success keeps you glowing, but only FAITH

and ATTITUDE keeps you going..

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