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2.1 Note

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Rounak
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Chapter-2

Linear Differential Equations of Second Order


2.1Homogeneous Linear Differential Equations of second order
Linear ODEs of Second Order
A second order ODE is called linear if it can be written in the form
y   p( x) y   q( x) y  r ( x) (1)
Where, p (x ) , q(x) , r (x ) are any given functions of x . If the equation begins with, say, f ( x ) y  , then
divide by f (x ) to have the standard form (1) with y  as the first term.

Homogeneous ODEs of Second Order


A second order ODE is called homogeneous if it can be expressed in the form F ( y , y , y )  0 . So a
homogeneous ODE involves only the derivatives of y and terms involving y , and they set to 0.

Homogeneous Linear ODEs of Second Order


If r ( x )  0 in equation (1), then equation (1) reduces to
y   p( x) y   q( x) y  0 (2)
and is called homogeneous. If r ( x)  0 , then (1) is called nonhomogeneous.

Solution of Second Order Linear ODEs


A solution of second order linear ODE on some open Interval I is a function y  h(x ) , that has
derivatives y   h(x ) and y  h(x) and satisfies the differential equation for all x in the interval I .

Superposition or Linearity Principle


If y1 ( x) and y2 ( x) are two solutions of a second order homogeneous linear ODE, then a function of the
form y  c1 y1 ( x)  c2 y 2 ( x) ,the linear combination of y1 and y 2 ( c1 and c2 are arbitrary constants) is
also the solution of the given differential equation.

Fundamental Theorem for the Homogeneous Linear ODE


For a homogeneous linear ODE (2), any linear combination of two solutions on an open interval I is
again a solution of (2) on I . In particular, for such an equation, sums and constant multiples of solutions
are again solutions.
Proof: Let y1 and y 2 be solutions of ODE (2) and y  c1 y1  c2 y2 is the linear combination of y1 and
y 2 Now y  c1 y1  c2 y2 and y  c1 y1  c2 y2 . Substituting y , y  and y  into the ODE (2) we get

y  py  qy  c1 y1  c2 y2  p(c1 y1  c2 y2 )  q(c1 y1  c2 y2 )

 c1 ( y1  py1  qy1 )  c2 ( y2  py2  qy2 )  0 .

Since y1 and y 2 are two solutions of ODE (2), y1  py1  qy1  0 and y2  py2  qy2  0 . This shows
that y  c1 y1  c2 y2 is a solution of the ODE (2).
Linear independence
Two functions y1 ( x) and y2 ( x) defined on interval I are said to be linearly independent if y1 ( x) and
y y
y2 ( x) are not proportional, that is 1  k or 2  l where k and l are constants.
y2 y1
Or, 1 y1   2 y2  0 everywhere on I implies 1  0 and  2  0 .

Linear dependence
Two functions y1 ( x) and y2 ( x) defined on interval I are said to be linearly dependent if y1 ( x) and
y2 ( x) are proportional, that is y1  ky2 or y2  ly 1 where k and l are constants.
Or, 1 y1   2 y2  0 everywhere on I implies 1  0 or  2  0 .

Example: Are the functions ln x, ln( x 3 ), linearly independent on the interval x  0


ln x ln x 1
Solution: 3
  so the functions are linearly dependent.
ln( x ) 3 ln x 3

Basis
A basis of solutions of second order linear homogeneous ODE (2) on an open interval I is a pair of
linearly independent solutions of (2) on I .

General solution and Particular solution


A general solution of an ODE (2) on an open interval I is a solution y  c1 y1  c2 y2 in which y1 and y 2
are solutions of (2) on I that are not proportional, and c1 and c2 are arbitrary constants.
A particular solution of (2) on I is obtained if we assign specific values to c1 and c2 in the general
solution of (2) using the given initial conditions.

Example 1: Verify that the given functions are linearly independent and form a basis of solutions of the
given ODE. Solve the IVP.
y   2 y   y  0 , y (0)  2, y(0)  1, e  x , xe x .

Solution: Let y1  e  x , y2  xe x .


Now y1  e  x and y1  e  x . Similarly y2  e  x  xe x and y2  xe x  2e  x
Substituting y1 and y1 in the given ODE, we obtain y1  2 y1  y1  0 , which implies y1  e  x is a
solution of the given ODE.
Similarly by Substituting y 2 and y2 in the given ODE, we obtain y2  2 y2  y2  0 , which implies
y2  xe x is a solution of the given ODE.
y1 1
Since  , y and y 2 are linearly independent.
y2 x 1
The general solution of the given ODE is y  c1e  x  c2 xe x
Now y  c1e  x  c2 (e  x  xe x )
y(0)  2  c1  2 and y(0)  1  c2  1
So the particular solution is y  2e  x  xe x .

Reduction of order
1. Equations of the form F ( x, y, y )  0 can be reduced to first order by substituting
dz
y   z and y   .
dx
2. Equations of the form F ( y, y, y)  0 can be reduced to first order by substituting
 dz 
y   z and y     z .
 dy 
3. Equations of the form F ( y , y )  0 can be reduced to first order by substituting
dz
y   z and y   .
dx

Example: Reduce the ODE y  (1  y 1 ) y 2  0 to first order and solve.


 dz 
Solution: Substituting y   z and y     z in the given ODE the equation becomes
 dy 

dz
z  (1  y 1 ) z 2  0
dy
dz
z  1(1  y 1 ) z 2
dy
dz
  (1  y 1 )dy
z
Integrating both sides we get
dz  1
 z
   1  dy
 y
 ln z   y  ln y  c1
 ln z  ln y  c1  y
 ln ( zy)  c1  y
 yz  e c1  y  c2 e  y ( c2  e c1 )
dy
y  c2 e  y
dx
  ye y dy   c2 dx
 ye y  e y  c2 x  c3
 ( y  1)  (c2 x  c3 )e  y
 y  1  ( c 2 x  c3 ) e  y .

How to find a basis if one of the solutions is known

Let y   p( x) y   q( x) y  0 be a second order linear homogeneous ODE and y1 be a known solution of

e
1  p ( x ) dx
the given ODE. Another solution y 2 can be obtained by using the formula y2  y1 y 1
2
dx ,

where y1 and y 2 are linearly independent.


Proof: Let y1 be a given solution of the ODE y   p( x) y   q( x) y  0 .
Let y2  uy1 be another solution of the given differential equation, where u is an unknown function of
variable x .
Differentiating y 2 w.r.t. x once and twice, we get y2  uy1  uy1 and y2  uy1  2uy1  uy1 .
Since y 2 is a solution of the given ODE, y 2 and its derivatives satisfy the given equation
y   p( x) y   q( x) y  0 .
Hence y2  py2  qy2  0
 uy1  2uy1  uy1  p(uy1  uy1 )  quy1  0
 uy1  u(2 y1  py1 )  u( y1  py1  qy1 )  0
 uy1  u(2 y1  py1 )  0 [ y1  py1  qy1  0 as y1 is a solution of the given ODE ]
 2 y 
 u   u  1  p   0
 y1 
By taking u   v, u   v we obtain
 2 y 
v   1  p v  0
 y1 
dv  2 y 
   1  p dx
v  y1 
Integrating both sides, we get
dv  2 y 
v    1  p dx
 y1 
 ln v  2 ln y1   pdx

ve 
2 ln y1  pdx

1  pdx
v 2
e
y1
1  pdx
 u  2
e
y1
1  pdx
 du  2
e dx
y1
Taking integration on both sides, we get
1  pdx
  du   2
e dx
y1
1  pdx
u   2
e dx
y1
As we have considered y2  uy1 , we can obtain y 2 using the formula
1  pdx
y2  y1  2
e dx .
y1
(cos x)
Example: Reduce the ODE xy  2 y  xy  0 to first order and solve, where y1  .
x
2
Solution: The standard form of the given ODE is y   y  y  0 .
x
2
  dx
and e 
2  p ( x )dx 2
Here p ( x)   e x  e 2 ln x  e ln x  x 2 .
x
1   p ( x ) dx cos x x2
y2  y1  2
e dx   2
x 2 dx
y1 x cos x

cos x cos x sin x



x  sec 2 x dx 
x
tan x 
x
cos x sin x
The general solution is y  c1 y1  c2 y 2  c1  c2 .
x x

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