Second Order Differential Equations
Introduction
✓
19.3
✒
✑
✏
In this Section we start to learn how to solve second order diﬀerential equations of a particular type:
those that are linear and have constant coeﬃcients. Such equations are used widely in the modelling of physical phenomena, for example, in the analysis of vibrating systems and the analysis of electrical circuits.
The solution of these equations is achieved in stages. The ﬁrst stage is to ﬁnd what is called a ‘com plementary function’. The second stage is to ﬁnd a ‘particular integral’. Finally, the complementary function and the particular integral are combined to form the general solution.
✤
Prerequisites
• understand what is meant by a diﬀerential equation
• understand complex numbers (
10)
✜
✢
✩
✪
Before starting this Section you should
✣
✬
✫
• recognise a linear, constant coeﬃcient equation
• understand what is meant by the terms ‘auxiliary equation’ and ‘complementary function’
• ﬁnd the complementary function when the auxiliary equation has real, equal or complex roots
Learning Outcomes
On completion you should be able to
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HELM (2008):
Workbook 19: Diﬀerential Equations
1. Constant coefﬁcient second order linear ODEs
We now proceed to study those second order linear equations which have constant coeﬃcients. The general form of such an equation is:
d ^{2} y
a
dx ^{2}
+
b _{d}_{x} dy + cy = f (x)
(3)
where a, b, c are constants. The homogeneous form of (3) is the case when f (x) ≡ 0:
d ^{2} y
a
dx ^{2}
+
b _{d}_{x} dy + cy = 0
(4)
To ﬁnd the general solution of (3), it is ﬁrst necessary to solve (4). The general solution of (4) is called the complementary function and will always contain two arbitrary constants. We will denote this solution by y _{c}_{f} .
The technique for ﬁnding the complementary function is described in this Section.
State which of the following are constant coeﬃcient equations. State which are homogeneous.
(a) 
d ^{2} y 
dy + 4 _{d}_{x} 
+ 3y 
= e ^{−}^{2}^{x} 
(b) 
d ^{2} y 
^{2} + 2y = 0 

dx 
^{2} 
x dx 

(c) 
^{d} ^{2} ^{x} 
+ 3 ^{d}^{x} dt 
+ 7x = 0 
(d) 
d ^{2} y 
+ 4 _{d}_{x} dy + 4y = 0 

dt 
^{2} 
dx ^{2} 

Your solution 

(a) 

(b) 

(c) 

(d) 

Answer 

(a) 
is constant coeﬃcient and is not homogeneous. 

(b) 
is homogeneous but not constant coeﬃcient as the coeﬃcient of 
d ^{2} y 
is x, a variable. 

dx 
^{2} 

(c) 
is constant coeﬃcient and homogeneous. In this example the dependent variable is x. 

(d) 
is constant coeﬃcient and homogeneous. 
Note: A complementary function is the general solution of a homogeneous, linear diﬀerential equation.
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
31
2. Finding the complementary function
To ﬁnd the complementary function we must make use of the following property.
If y _{1} (x) and y _{2} (x) are any two (linearly independent) solutions of a linear, homogeneous second order diﬀerential equation then the general solution y _{c}_{f} (x), is
y _{c}_{f} (x) = Ay _{1} (x) + By _{2} (x)
where A, B are constants.
We see that the second order linear ordinary diﬀerential equation has two arbitrary constants in its general solution. The functions y _{1} (x) and y _{2} (x) are linearly independent if one is not a multiple of the other.
Example 5
Verify that y _{1} = e ^{4}^{x} and y _{2} = e ^{2}^{x} both satisfy the constant coeﬃcient linear homogeneous equation:
d ^{2} y
dx ^{2}
− 6 _{d}_{x} dy + 8y = 0
Write down the general solution of this equation.
Solution
When y _{1} = e ^{4}^{x} , diﬀerentiation yields:
dy _{1}
dx
^{d} ^{2} ^{y} ^{1}
dx ^{2}
Substitution into the lefthand side of the ODE gives 16e ^{4}^{x} − 6(4e ^{4}^{x} ) + 8e ^{4}^{x} , which equals 0, so that y _{1} = e ^{4}^{x} is indeed a solution.
Similarly if y _{2} = e ^{2}^{x} , then
dy _{2}
dx
^{d} ^{2} ^{y} ^{2}
dx ^{2}
Substitution into the lefthand side of the ODE gives 4e ^{2}^{x} − 6(2e ^{2}^{x} ) + 8e ^{2}^{x} , which equals 0, so that y _{2} = e ^{2}^{x} is also a solution of equation the ODE. Now e ^{2}^{x} and e ^{4}^{x} are linearly independent functions, so, from the property stated above we have:
y _{c}_{f} (x) = Ae ^{4}^{x} + Be ^{2}^{x}
is the general solution of the ODE.
= 4e ^{4}^{x}
and
= 16e ^{4}^{x}
= 2e ^{2}^{x}
and
= 4e ^{2}^{x} .
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Example 6
Find values of k so that y = e ^{k}^{x} is a solution of:
d ^{2} y dx ^{2} ^{−}
_{d}_{x} dy − 6y = 0
Hence state the general solution.
Solution
As suggested we try a solution of the form y = e ^{k}^{x} . Diﬀerentiating we ﬁnd
_{d}_{x} dy = ke ^{k}^{x} 
and 
d ^{2} y 
= k ^{2} e ^{k}^{x} . 
dx ^{2} 
Substitution into the given equation yields:
(k ^{2} − k − 6)e ^{k}^{x} = 0
The only way this equation can be satisﬁed for all values of x is if
k ^{2} e ^{k}^{x} − ke ^{k}^{x} − 6e ^{k}^{x} = 0
that is
k ^{2} − k − 6 = 0
that is, (k − 3)(k + 2) = 0 so that k = 3 or k = −2.
of the diﬀerential equation, k must be either 3 or −2. We therefore have found two solutions:
That is to say, if y = e ^{k}^{x} is to be a solution
y _{1} (x) = e ^{3}^{x}
and
y _{2} (x)
= e ^{−}^{2}^{x}
These are linearly independent and therefore the general solution is
y _{c}_{f} (x) = Ae ^{3}^{x} + Be ^{−}^{2}^{x}
The equation k ^{2} − k − 6 = 0 for determining k is called the auxiliary equation.
Task
By substituting y = e ^{k}^{x} , ﬁnd values of k so that y is a solution of
d ^{2} y
dx ^{2}
− 3 _{d}_{x} dy + 2y = 0
Hence, write down two solutions, and the general solution of this equation.
First ﬁnd the auxiliary equation:
Your solution
Answer k ^{2} − 3k + 2 = 0
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
33
Now solve the auxiliary equation and write down the general solution:
Your solution
Answer The auxiliary equation can be factorised as (k − 1)(k − 2) = 0 and so the required values of k are 1 and 2. The two solutions are y = e ^{x} and y = e ^{2}^{x} . The general solution is
y _{c}_{f} (x) = Ae ^{x} + Be ^{2}^{x}
Example 7
Find the auxiliary equation of the diﬀerential equation:
d ^{2} y
a
dx ^{2}
+ b _{d}_{x} dy + cy = 0
Solution
We try a solution of the form y = e ^{k}^{x} so that
_{d}_{x} dy = ke ^{k}^{x}
and
d ^{2} y
dx ^{2}
= k ^{2} e ^{k}^{x} .
Substitution into the given diﬀerential equation yields:
ak ^{2} e ^{k}^{x} + bke ^{k}^{x} + ce ^{k}^{x} = 0
that is
(ak ^{2} + bk + c)e ^{k}^{x} = 0
Since this equation is to be satisﬁed for all values of x, then
ak ^{2} + bk + c = 0
is the required auxiliary equation.
The auxiliary equation of
Key Point 5
d ^{2} y 
+ b _{d}_{x} dy + cy = 0 
is 
ak ^{2} + bk + c = 0 
where y = e ^{k}^{x} 

a 
dx ^{2} 
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Workbook 19: Diﬀerential Equations
Write down, but do not solve, the auxiliary equations of the following:
(a)
(c)
^{d} ^{2} ^{y}
dx ^{2} ^{+}
d ^{2} y
_{d}_{x} dy + y = 0,
^{2}
+ 7y = 0,
4
dx
(b)
(d)
2 ^{d} ^{2} ^{y}
dx ^{2} ^{+} ^{7}
_{d}_{x} dy − 3y = 0
d ^{2} y
dy dx ^{=} ^{0}
dx
^{2}
+
Your solution 

(a) 

(b) 

(c) 

(d) 

Answer (a) k ^{2} + k + 1 = 0 
(b) 2k ^{2} + 7k − 3 = 0 
(c) 4k ^{2} + 7 = 0 
(d) k ^{2} + k = 0 
Solving the auxiliary equation gives the values of k which we need to ﬁnd the complementary function. Clearly the nature of the roots will depend upon the values of a, b and c.
If b ^{2} > 4ac the roots will be real and distinct. The two values of k thus obtained, k _{1} and
two independent solutions: y _{1} (x) = e ^{k} ^{1} ^{x} and y _{2} (x) = e ^{k} ^{2} ^{x} , and so
the general solution of the diﬀerential equation will be:
k _{2} , will allow us to write
Case 1
down
y(x) = Ae ^{k} ^{1} ^{x} + Be ^{k} ^{2} ^{x}
Key Point 6
If the auxiliary equation has real, distinct roots k _{1} and k _{2} , the complementary function will be:
y _{c}_{f} (x) = Ae ^{k} ^{1} ^{x} + Be ^{k} ^{2} ^{x}
Case 2
method will therefore only yield one independent solution. In this case, special treatment is required.
< 4ac the two roots of the auxiliary equation will be complex, that is, k _{1} and k _{2}
will be complex numbers. The procedure for dealing with such cases will become apparent in the following examples.
On the other hand, if b ^{2} = 4ac the two roots of the auxiliary equation will be equal and this
Case 3
If b ^{2}
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
35
expressed it as y(x) =
36
Either will do.
HELM (2008):
Workbook 19: Diﬀerential Equations
Example 10
Given ay ^{}^{} + by ^{} + cy = 0, write down the auxiliary equation. If the roots of the auxiliary equation are complex (one root will always be the complex conjugate of the other) and are denoted by k _{1} = α + βi and k _{2} = α − βi show that the general solution is:
y(x) = e ^{α}^{x} (A cos βx + B sin βx)
Solution
Substitution of y = e ^{k}^{x} into the diﬀerential equation yields (ak ^{2} +bk +c)e ^{k}^{x} = 0 and so the auxiliary equation is:
ak ^{2} + bk + c = 0
If k _{1} = α + βi, k _{2} = α − βi then the general solution is
_{y} _{=} _{C}_{e} (α+βi)x _{+} _{D}_{e} (α−βi)x
where C and D are arbitrary constants.
Using the laws of indices this is rewritten as:
_{y} _{=} _{C}_{e} αx _{e} βix _{+} _{D}_{e} αx _{e} −βix _{=} _{e} αx _{(}_{C}_{e} βix _{+} _{D}_{e} −βix _{)}
Then, using Euler’s relations, we obtain:
y
= e ^{α}^{x} (C cos βx + Ci sin βx + D cos βx − Di sin βx)
= e ^{α}^{x} {(C + D) cos βx + (Ci − Di) sin βx}
Writing A = C + D and B = Ci − Di, we ﬁnd the required solution:
y = e ^{α}^{x} (A cos βx + B sin βx)
Key Point 7
If the auxiliary equation has complex roots, α + βi and α − βi, then the complementary function is:
y _{c}_{f} = e ^{α}^{x} (A cos βx + B sin βx)
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
37
Task
Find the general solution of y ^{}^{} + 2y ^{} + 4y = 0.
Write down the auxiliary equation:
Your solution
Answer k ^{2} + 2k + 4 = 0
Find the complex roots of the auxiliary equation:
Your solution 

Answer 

k 
= −1 ± ^{√} 3i 
Using Key Point 7 with α = −1 and β = ^{√} 3 write down the general solution:
Your solution 

Answer 

y 
= e ^{−}^{x} (A cos ^{√} 3x + B sin ^{√} 3x) 
Key Point 8
If the auxiliary equation has two equal roots, k, the complementary function is:
y _{c}_{f} = (A + Bx)e ^{k}^{x}
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Workbook 19: Diﬀerential Equations
Example 11
The auxiliary equation of ay ^{}^{} + by ^{} + cy = 0 is ak ^{2} + bk + c = 0. Suppose this equation has equal roots k = k _{1} and k = k _{1} . Verify that y = xe ^{k} ^{1} ^{x} is a solution of the diﬀerential equation.
Solution
We have: y = xe ^{k} ^{1} ^{x}
Substitution into the lefthand side of the diﬀerential equation yields:
y ^{} = e ^{k} ^{1} ^{x} (1 + k _{1} x)
y ^{}^{} = e ^{k} ^{1} ^{x} (k
1 2 x + 2k _{1} )
e ^{k} ^{1} ^{x} {a(k x +
2
1
2k _{1} ) + b(1 + k _{1} x) + cx} = e ^{k} ^{1} ^{x} {(ak
1 2 + bk _{1} + c)x + 2ak _{1} + b}
But ak
1 2 + bk _{1} + c = 0 since k _{1} satisﬁes the auxiliary equation. Also,
_{k} 1 _{=} −b ± ^{√} b ^{2} − 4ac
2a
but since the roots are equal, then b ^{2} − 4ac = 0 hence k _{1} = −b/2a. So 2ak _{1} + b = 0. Hence
We conclude that y = xe ^{k} ^{1} ^{x} is a solution
e ^{k} ^{1} ^{x} {(ak
of ay ^{}^{} + by ^{} + cy = 0 when the roots of the auxiliary equation are equal. This illustrates Key Point
8.
1 2 + bk _{1} + c)x + 2ak _{1} + b} = e ^{k} ^{1} ^{x} {(0)x + 0} = 0.
Example 12
Obtain the general solution of the equation:
d ^{2} y
dx ^{2}
+ 8 _{d}_{x} dy + 16y = 0.
Solution
As before, a trial solution of the form y = e ^{k}^{x} yields an auxiliary equation k ^{2} + 8k + 16 = 0. This equation factorizes so that (k + 4)(k + 4) = 0 and we obtain equal roots, that is, k = −4 (twice). If we proceed as before, writing y _{1} (x) = e ^{−}^{4}^{x} y _{2} (x) = e ^{−}^{4}^{x} , it is clear that the two solutions are not independent. We need to ﬁnd a second independent solution. Using the result summarised in Key Point 8, we conclude that the second independent solution is y _{2} = xe ^{−}^{4}^{x} . The general solution is then:
y(x) = (A + Bx)e ^{−}^{4}^{x}
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
39
Exercises
1. Obtain the general solutions, that is, the complementary functions, of the following equations:
(a)
(d)
(g)
(j)
d ^{2} y
^{2}
dx
^{d} ^{2} ^{y}
dt
d ^{2} y
^{2}
dx
d ^{2} y
^{2}
dx
^{2}
− 3 _{d}_{x} dy + 2y = 0
+ 2 ^{d}^{y} dt + y = 0
− 2 _{d}_{x} dy + y = 0
+ 9y = 0
(b)
(e)
d ^{2} y
^{2}
dx
d ^{2} y
dx
^{2}
+ 7 _{d}_{x} dy + 6y = 0
− 4 _{d}_{x} dy + 4y = 0
(h) ^{d} dt ^{2} ^{y}
^{2}
_{+} dy
dt
+ 5y = 0
(k)
d ^{2} y
dx
^{2}
−
2
dy _{d}_{x} = 0
2. Find the auxiliary equation for the diﬀerential equation
L
d ^{2} i dt ^{2}
+ R
(c) ^{d} ^{2} ^{x} + 5 ^{d}^{x}
dt ^{2}
_{d}_{t} + 6x = 0
(f) ^{d} dt ^{2} ^{y}
^{2}
(i)
d ^{2} y
dy
dt
dy
_{+}
+ 8y = 0
dx
^{2}
+ _{d}_{x} − 2y = 0
(l) ^{d} _{d}_{t} ^{2} ^{x} ^{2}
− 16x = 0
di
dt ^{+}
1
_{C} i = 0
Hence write down the complementary function.
3. Find the complementary function of the equation
d ^{2} y
+ _{d}_{x} dy + y = 0
dx ^{2}
Answers
1. y = Ae ^{x} + Be ^{2}^{x} (a) 

(b) 
y = Ae ^{−}^{x} + Be ^{−}^{6}^{x} 

(c) 
x = Ae ^{−}^{2}^{t} + Be ^{−}^{3}^{t} 

(d) 
y = Ae ^{−}^{t} + Bte ^{−}^{t} 

(e) 
y = Ae ^{2}^{x} + Bxe ^{2}^{x} 

(f) 
y = e ^{−}^{0}^{.}^{5}^{t} (A cos 2.78t + B sin 2.78t) 

(g) 
y = Ae ^{x} + Bxe ^{x} 

(h) 
x = e ^{−}^{0}^{.}^{5}^{t} (A cos 2.18t + B sin 2.18t) 

(i) 
y = Ae ^{−}^{2}^{x} + Be ^{x} 

(j) 
y = A cos 3x + B sin 3x 

(k) 
y 
= A + Be ^{2}^{x} 
(l) 
x = Ae ^{4}^{t} + Be ^{−}^{4}^{t} 
1 
2L ^{} _{−}_{R} _{±} ^{} R ^{2} C − 4L 1 C 


2. Lk ^{2} + Rk + 
_{C} 
= 0 
i(t) = Ae ^{k} ^{1} ^{t} + Be ^{k} ^{2} ^{t} 
k _{1} , k _{2} = 
e ^{−}^{x}^{/}^{2} A cos
3. ^{√} ^{3} x + B sin ^{√} ^{3} x
2
2
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HELM (2008):
Workbook 19: Diﬀerential Equations
3. The particular integral
Given a second order ODE
d ^{2} y
a
dx ^{2}
+ b _{d}_{x} dy + c y = f(x),
a particular integral is any function, y _{p} (x), which satisﬁes the equation. That is, any function which when substituted into the lefthand side, results in the expression on the righthand side.
Show that
y = −
1 _{e} 2x
4
is a particular integral of
d ^{2} y
dx ^{2} ^{−}
_{d}_{x} dy − 6y = e ^{2}^{x}
1
Starting with y = − _{4} e ^{2}^{x} , ﬁnd
_{d}_{x} dy and
d ^{2} y dx ^{2} ^{:}
(1)
Your solution 

Answer 

dy 
1 _{2} e ^{2}^{x} , 
d ^{2} y 
= −e ^{2}^{x} 

dx ^{=} ^{−} 
dx 
^{2} 
Now substitute these into the ODE and simplify to check it satisﬁes the equation:
Your solution
Answer Substitution yields −e ^{2}^{x} − ^{} − _{2} e ^{2}^{x} ^{} − 6 ^{} − ^{1} _{4} e ^{2}^{x} ^{} which simpliﬁes to e ^{2}^{x} , the same as the righthand side.
Therefore y = − _{4} e ^{2}^{x} is a particular integral and we write (attaching a subscript p):
1
1
y _{p} (x) = −
1 _{e} 2x
4
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
41
Task
State what is meant by a particular integral.
Your solution
Answer A particular integral is any solution of a diﬀerential equation.
4. Finding a particular integral
In the previous subsection we explained what is meant by a particular integral. Now we look at a simple method to ﬁnd a particular integral. In fact our method is rather crude. It involves trial and error and educated guesswork. We try solutions which are of the same general form as the f (x) on the righthand side.
Example 13
Find a particular integral of the equation
d ^{2} y dx ^{2} ^{−}
_{d}_{x} dy − 6y = e ^{2}^{x}
Solution
We shall attempt to ﬁnd a solution of the inhomogeneous problem by trying a function of the same form as that on the righthand side of the ODE. In particular, let us try y(x) = Ae ^{2}^{x} , where A is a constant that we shall now determine. If y(x) = Ae ^{2}^{x} then
_{d}_{x} dy = 2Ae ^{2}^{x} 
and 
d ^{2} y 
= 4Ae ^{2}^{x} . 
dx ^{2} 
Substitution in the ODE gives:
4Ae ^{2}^{x} − 2Ae ^{2}^{x} − 6Ae ^{2}^{x} = e ^{2}^{x}
that is,
−4Ae ^{2}^{x} = e ^{2}^{x}
To ensure that y is a solution, we require −4A = 1, that is, A = − ^{1}
Therefore the particular integral is y _{p} (x) = −
4 ^{.}
1
_{4}
e ^{2}^{x} .
In Example 13 we chose a trial solution Ae ^{2}^{x} of the same form as the ODE’s righthand side. Table 2 provides a summary of the trial solutions which should be tried for various forms of the righthand side.
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Workbook 19: Diﬀerential Equations
Table 2: Trial solutions to ﬁnd the particular integral
f (x) 
Trial solution 

(1) 
constant term c 
constant term k 

(2) 
linear, ax + b 
Ax + B 

(3) 
polynomial in x of degree r: 
polynomial in x of degree r: 

ax ^{r} + · · · + bx + c 
Ax ^{r} + · · · + Bx + k 

(4) 
a cos kx 
A cos kx 
+ B sin kx 

(5) 
a sin kx 
A cos kx 
+ B sin kx 

(6) 
ae 
^{k}^{x} 
Ae 
^{k}^{x} 

_{(}_{7}_{)} 
_{a}_{e} 
−kx 
_{A}_{e} 
−kx 
By trying a solution of the form y = αe ^{−}^{x} ﬁnd a particular integral of the equation
d ^{2} y
+ _{d}_{x} dy − 2y = 3e ^{−}^{x}
dx ^{2}
Substitute y = αe ^{−}^{x} into the given equation to ﬁnd α, and hence ﬁnd the particular integral:
Your solution
Answer
α
= − ^{3} ;
2
y _{p} (x) = − ^{3}
2
_{e}
−x
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
43
Example 14
Obtain a particular integral of the equation:
d ^{2} y
dx ^{2}
− 6 _{d}_{x} dy + 8y = x.
Solution
In Example 13 and the last Task, we found that a fruitful approach for a ﬁrst order ODE was to assume a solution in the same form as that on the righthand side. Suppose we assume a
solution y(x) = αx and proceed to determine α. This approach will actually fail, but let us see
= 0. Substitution into the diﬀerential equation yields
0 − 6α + 8αx = x and α.
Comparing coeﬃcients of x:
dy
_{d}_{x}
d ^{2} y
dx ^{2}
8αx = x 
so 
α = ^{1} 
8 
Comparing constants:
We have a contradiction! Clearly a particular integral of the form αx is not possible. The problem arises because diﬀerentiation of the term αx produces constant terms which are unbalanced on the righthand side. So, we try a solution of the form y(x) = αx + β with α, β constants. This is
= 0.
consistent with the recommendation in Table 2 on page 43. Proceeding as before _{d}_{x} dy = α, Substitution in the diﬀerential equation now gives:
−6α = 0
so
α = 0
d ^{2} y
dx ^{2}
0 − 6α + 8(αx + β) = x
Equating coeﬃcients of x and then equating constant terms we ﬁnd:
8α = 1
−6α + 8β = 0
From (1), α = ^{1} _{8} and then from (2) β = ^{3}
32 ^{.}
The required particular integral is y _{p} (x) = ^{1} _{8} x +
3
32 ^{.}
(1)
(2)
why.
If y(x) = αx then
= α and
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HELM (2008):
Workbook 19: Diﬀerential Equations
Find a particular integral for the equation:
d ^{2} y
dx ^{2}
− 6 _{d}_{x} dy + 8y = 3 cos x
First decide on an appropriate form for the trial solution, referring to Table 2 (page 43) if necessary:
Your solution
Answer From Table 2, y = A cos x + B sin x, A and B constants.
Now ﬁnd
_{d}_{x} dy and
d ^{2} y
dx
^{2}
and substitute into the diﬀerential equation:
Your solution 

Answer Diﬀerentiating, we ﬁnd: 

dy 
= −A sin x + B cos x 
d ^{2} y 
= −A cos x − B sin x 

_{d}_{x} 
dx 
^{2} 

Substitution into the diﬀerential equation gives: 

(−A cos x − B sin x) − 6(−A sin x + B cos x) + 8(A cos x + B sin x) = 3 cos x 
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
45
Equate coeﬃcients of cos x:
Your solution
Answer 7A − 6B = 3
Also, equate coeﬃcients of sin x:
Your solution
Answer 7B + 6A = 0
Solve these two equations in A and B simultaneously to ﬁnd values for A and B, and hence obtain the particular integral:
Your solution 

Answer 

A = 
_{8}_{5} , B = − ^{1}^{8} , y _{p} (x) = ^{2}^{1} _{8}_{5} cos x − ^{1}^{8} sin x 21 85 85 
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Workbook 19: Diﬀerential Equations
5. Finding the general solution of a second order linear inhomogeneous ODE
The general solution of a second order linear inhomogeneous equation is the sum of its particular integral and the complementary function. In subsection 2 (page 32) you learned how to ﬁnd a complementary function, and in subsection 4 (page 42) you learnt how to ﬁnd a particular integral. We now put these together to ﬁnd the general solution.
Example 15
Find the general solution of
d ^{2} y
dx ^{2}
+ 3 _{d}_{x} dy − 10y = 3x ^{2}
Solution
The complementary function was found in Example 8 to be y _{c}_{f} = Ae ^{2}^{x} + Be ^{−}^{5}^{x} .
The particular integral is found by trying a solution of the form y = ax ^{2} + bx + c, so that
_{d}_{x} dy = 2ax + b, 
d ^{2} y 

dx ^{2} 
= 2a 
Substituting into the diﬀerential equation gives
So
2a + 3(2ax + b) − 10(ax ^{2} + bx + c) = 3x ^{2}
Comparing constants:
Comparing
Comparing x ^{2} terms:
2a + 3b − 10c = 0
6a − 10b = 0
−10a = 3
x terms:
3
9
57
a = − _{1}_{0} , b = − _{5}_{0} , c = − _{5}_{0}_{0} ,
y _{p} (x) = −
3
10 ^{x} 2 ^{−}
Thus the general solution is
y = y _{p} (x) + y _{c}_{f} (x) = −
3
10 ^{x} 2 ^{−}
9
50 ^{x} ^{−}
9
50 ^{x} ^{−}
57
500 ^{.}
57
_{5}_{0}_{0} + Ae ^{2}^{x} + Be ^{−}^{5}^{x}
Key Point 9
The general solution of a second order constant coeﬃcient ordinary diﬀerential equation
d ^{2} y
a
dx ^{2}
+ b _{d}_{x} dy + cy = f (x)
is
y = y _{p} + y _{c}_{f}
being the sum of the particular integral and the complementary function.
y _{p} contains no arbitrary constants; y _{c}_{f} contains two arbitrary constants.
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
47
Engineering Example 2
An LC circuit with sinusoidal input
The diﬀerential equation governing the ﬂow of current in a series LC circuit when subject to an d ^{2} i
applied voltage v(t) = V _{0} sin ωt is L
1
dt ^{2} ^{+}
_{C} i = ωV _{0} cos ωt
Obtain its general solution.
Solution
The homogeneous equation is
Letting i _{c}_{f} = e ^{k}^{t} we ﬁnd the auxiliary equation is Lk ^{2} + _{C} = 0 so that k = ±i/ ^{√} LC. Therefore, the complementary function is:
1
t
t
i _{c}_{f} = A cos √ LC + B sin √ LC
where A and B arbitrary constants.
To ﬁnd a particular integral try i _{p} = E cos ωt + F sin ωt, where E, F are constants. We ﬁnd:
dt
dt ^{2}
= −ω ^{2} E cos ωt
−
ω ^{2} F sin
ωt
Substitution into the inhomogeneous equation yields:
1
L(−ω ^{2} E cos ωt − ω ^{2} F sin ωt) + _{C} (E cos ωt + F sin ωt) = ωV _{0} cos ωt
Equating coeﬃcients of sin ωt gives: −ω ^{2} LF + (F/C) = 0. Equating coeﬃcients of cos ωt gives: −ω ^{2} LE + (E/C) = ωV _{0} . Therefore F = 0 and E = CV _{0} ω/(1 − ω ^{2} LC). Hence the particular integral is
Finally, the general solution is:
t
i = i _{c}_{f} + i _{p} = A cos √ LC + B sin
t CV _{0} ω
L ^{d} ^{2} ^{i} ^{c}^{f} dt ^{2}
_{+} i cf
C
= 0.
di _{p}
= −ωE sin ωt + ωF cos ωt
^{d} ^{2} ^{i} ^{p}
i _{p} =
^{C}^{V} ^{0} _{2} _{L}_{C} cos ωt.
ω
1 − ω
^{√} LC ^{+}
1 − ω
_{2} _{L}_{C} cos ωt
48
HELM (2008):
Workbook 19: Diﬀerential Equations
6. Inhomogeneous term in the complementary function
d ^{2} y
dx ^{2}
+ b _{d}_{x} dy + cy = f (x) for which the
One such example is the
Occasionally you will come across a diﬀerential equation a
inhomogeneous term, f (x), forms part of the complementary function.
equation
d ^{2} y
dx ^{2} ^{−}
_{d}_{x} dy − 6y = e ^{3}^{x}
It is straightforward to check that the complementary function is y _{c}_{f} = Ae ^{3}^{x} + Be ^{−}^{2}^{x} . Note that the ﬁrst of these terms has the same form as the inhomogeneous term, e ^{3}^{x} , on the righthand side of the diﬀerential equation.
You should verify for yourself that trying a particular integral of the form y _{p} (x) = αe ^{3}^{x} will not work in a case like this. Can you see why?
Instead, try a particular integral of the form y _{p} (x) = αxe ^{3}^{x} . Verify that
dy _{p}
dx
=
αe ^{3}^{x} (3x + 1)
and
^{d} ^{2} ^{y} ^{p}
dx
^{2}
= αe ^{3}^{x} (9x + 6).
Substitute these expressions into the diﬀerential equation to ﬁnd α = ^{1}
5 ^{.} Finally, the particular integral is y _{p} (x) = ^{1} _{5} xe ^{3}^{x} and so the general solution to the diﬀerential equation is:
y = Ae ^{3}^{x} + Be ^{−}^{2}^{x} +
_{5} 1 xe ^{3}^{x}
This shows a generally eﬀective method  where the inhomogeneous term f (x) appears in the com plementary function use as a trial particular integral x times what would otherwise be used.
When solving
d ^{2} y
a
dx ^{2}
Key Point 10
+ b _{d}_{x} dy + cy = f (x)
if the inhomogeneous term f (x) appears in the complementary function use as a trial particular integral x times what would otherwise be used.
HELM (2008):
Section 19.3: Second Order Diﬀerential Equations
49
Exercises
1.
(a)
(d)
(g)
Find the general solution of the following equations:
^{d} ^{2} ^{x}
dt
^{d} ^{2} ^{x} dt ^{2}
d ^{2} y
^{2}
dx
^{2}
− 2 ^{d}^{x} dt − 3x = 6
+ 11 ^{d}^{x} dt + 30x = 8t
+
9y = 4e ^{8}^{x}
(b)
(e)
d ^{2} y
^{2}
dx
d ^{2} y
dx
^{2}
(h) ^{d} dt ^{2} ^{x} ^{2}
+ 5 _{d}_{x} dy + 4y = 8
+
2 _{d}_{x} dy + 3y = 2
− 16x = 9e ^{6}^{t}
sin 2
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