Linear DE of

nd
2

Order

ComE 312 Advanced Engineering Mathematics

Outline
Homogeneous Linear Equations of Second Order
2nd Order Homogeneous Equations with Constant Coefficients
2nd Order Nonhomogeneous Equation by Undetermined Coefficients

Second and Higher Order DE

Linear Differential Equations
Easy to handle
Standard methods of solution
Many practical applications

Nonlinear Differential Equations

Generally more difficult to solve

Homogeneous Linear Equations of Second

Order
A second-order DE is called linear if it can be written
+ + = ()

and nonlinear if not.

Homogeneous Linear Equations of Second

Order
If = 0, then the previous equation becomes
+ + = 0

and is called homogeneous. If 0, it is called nonhomogeneous.

and are called coefficients of the equation.
Examples:
+ 4 = sin

2
+ + 2 = 0
= 2 + 1

(1

Homogeneous Linear Equations of Second

Order
Superposition or Linearity Principle
= and = are solutions to the homogeneous linear differential
equation
= 0
Substituting into the equation we get = therefore, = 0.
2

Now, let us try = 3 + ,

5

2
2
2
2

3 +
3 +
= 3 + 3 +
=0
5
5
5
5
We can obtain new solutions from known solutions by multiplication of
constants and by addition.
= 1 1 + 2 2

Homogeneous Linear Equations of Second

Order
Definitions.
General solution. A known function (on an interval I)that satisfies the
differential equation. The form is generally, = 1 1 + 2 2 where
1 & 2 are arbitrary constants.
Particular solution. A solution where the arbitrary constants are
assigned a specific value.

Homogeneous Linear Equations of Second

Order
Initial Value Problem or IVP.
For a second order homogeneous linear equation, a general solution will be
of the form,
= 1 1 + 2 2 . An initial value problem consists of a DE and two initial
conditions
0 = 0 0 = 1
From the given value of 0 we can determine the values of the arbitrary
constants.
Example:
Solve the IVP,

= 0; 0 = 4, 0 = 2

Outline
Homogeneous Linear Equations of Second Order
2nd Order Homogeneous Equations with Constant Coefficients
2nd Order Nonhomogeneous Equation by Undetermined Coefficients

Second-Order Homogeneous Equations with

Constant Coefficients
Let us determine a method for solving homogeneous linear equations
with the form,
+ + = 0
whose coefficients & are constant.
Let us try the function = , as a solution. With the derivatives, =
and = 2 . Substituting into the DE,
2 + + = 0 2 + + = 0
This equation is called the characteristic equation or auxiliary equation.
The roots of which are
1
1
2
1 = + 4 , 2 = 2 4
2
2
This gives us the solution to the equation,
1 = 1 and 2 = 2

Second-Order Homogeneous Equations with

Constant Coefficients
The solution/function are dependent on the sign of the discriminant.
2 4 > 0
2 4 = 0
2 4 < 0

Second-Order Homogeneous Equations with

Constant Coefficients
Case I. Two distinct real roots
The general solution has the form

= 1 1 + 2 2

General Steps
Step 1. Determine the characteristic equation or the auxiliary equation. Do
this by replacing the derivatives with another symbol (r, m or ).
Step 2. Use algebraic techniques to determine the value of (r, m or ). Then
substitute into the general solution.
Step 3. If it is an IVP problem, apply the initial conditions to get the
particular solution.

Second-Order Homogeneous Equations with

Constant Coefficients
Case II. Real double root
The general solution has the form

= 1 + 2

General Steps
Step 1. Determine the characteristic equation or the auxiliary equation. Do
this by replacing the derivatives with another symbol (r, m or ).
Step 2. Use algebraic techniques to determine the value of (r, m or ). Then
substitute into the general solution.
Step 3. If it is an IVP problem, apply the initial conditions to get the
particular solution.

Second-Order Homogeneous Equations with

Constant Coefficients
Case III. Complex conjugate root
The general solution has the form

= 1 cos + 2 sin x

General Steps
Step 1. Determine the characteristic equation or the auxiliary equation. Do
this by replacing the derivatives with another symbol (r, m or ).
Step 2. Use algebraic techniques to determine the value of (r, m or ). Then
substitute into the general solution.
Step 3. If it is an IVP problem, apply the initial conditions to get the
particular solution.

Exercise Problems
25 + 40 + 16 = 0
16 8 + 5 = 0
9 2 = 0
2 2 + 2 = 0
9 + 6 + 13
= 0; 0 =
3, 0 =
3

6. 25 = 0; 0 = 0, 0 =
20
7. 2 = 0; 0 =
4, 0 = 17

1.
2.
3.
4.
5.

= 1 + 2 0.8
= 4 1 cos 2 + 2 sin 2
= 1 e3 + c2 e3

= 1 + 2

= 4 3 3
= 2 5 2 5
= 3 7 2

Outline
Homogeneous Linear Equations of Second Order
2nd Order Homogeneous Equations with Constant Coefficients
2nd Order Nonhomogeneous Equation by Undetermined Coefficients

Nonhomogeneous Equations with Constant

Coefficients
A general linear second-order DE has the form,
+ + = ()

If & are constants, the equation takes the form,

+ + = ()
A general solution of this equation is
= +
Where,

Method of Undetermined Coefficients

Example:
Solve the IVP,
+ 2 + 101 = 10.4 ,

0 = 1.1,

Solution:
The general solution is
= +

0 = 0.9

Method of Undetermined Coefficients

Term in ()

Choice for

( = 0,1, )
cos

sin
cos
sin

+ 1 1 + + 1 + 0

cos + sin
cos + sin x

Method of Undetermined Coefficients

Rules for Method of Undetermined Coefficients
Basic Rule. If r(x) is one of the functions in the first column of the previous table,
choose the corresponding function in the second column and determine its
undetermined coefficients by substituting and its derivatives into the DE.
Modification Rule. If a term in your choice for happens to be a solution of the
homogeneous equation corresponding to the DE, then multiply your choice of
by x (or by 2 if the solution corresponds to a double root of the characteristic
equation of the homogeneous equation).

Method of Undetermined Coefficients

Rules for Method of Undetermined Coefficients
Sum Rule. If r(x) is a sum of functions in several lines of the table, first column
then choose for the sum of the functions in the corresponding lines of the
second column.

Method of Undetermined Coefficients

Examples:
Solve the nonhomogeneous equations:
+ 4 = 8 2
3 + 2 =
+ 2 + = , 0 = 1, 0 = 1
+ 2 + 5 = 1.25 0.5 + 40 cos 4 55 sin 4 , 0 = 0.2, 0 = 60.1

Method of Undetermined Coefficients

General Steps to the Method:
Step 1. Solve the corresponding homogeneous equation by setting, =
0, or find out . You have to rely on the techniques from the previous topic.
Step 2. Solve for , observe the form of () and then look it up on the
table for the appropriate . Remember the 3 rules when you choose .
After that, differentiate twice . Substitute into the given DE
to determine the unknown coefficients.
Step 3. If it is an IVP problem, apply the initial conditions to get the
particular solution of the given equation.

Exercise Problems
1. + 6 = 6 3 + 3 2 +
2.
3.
4.
5.
6.

6
+ 2 + 10 = 25 2 + 3
+ 10 + 25 = 5
+ 1.5 = 12 2 + 6 3
4 ; 0 = 4, 0 = 8
4 = 2 2; 0 =
0, 0 = 0
+ 9 = 6 cos 3 ; 0 =
1, 0 = 0

= 1 3 + 2 2 + 3
= 1 cos 3 + 2 sin 3 +
5 2

2

= 1 5 + 2 5 +
0.5 2 5
= 4 2 + 4
=

1
sinh 2
8

1
+
2

= cos 3 + sin 3

1
2
4

End of Unit 1