Chapter 3

Second Order Linear Equations

This chapter deals with linear equations of second order.

They are very important in the study of differential equations
for two main reasons.
The first is that linear equations in general have a rich
Chapter 3 theoretical structure that underlies a number of systematic
methods of solution.

Second Order Linear Equations Further, this structure and these methods can be understood at
a fairly elementary mathematical level.

Second Semester 2020-2021

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3.1 Homogeneous Equations with Constant Coefficients

The general form of a second order ordinary differential

In order to present the key ideas in the simplest possible equation is
context, we describe them in this chapter for second order y 00 = f (t, y , y 0 ),
equations.
where f is a function of three variables t, y , y 0 .
Another reason to study second order linear equations is that
they are vital to any serious investigation of the classical areas Definition
of mathematical physics.
(Linear second order equations)
One cannot go very far in the development of fluid mechanics, A second order differential equation is linear if it can be written as
heat conduction, wave motion, or electromagnetic phenomena
without finding it necessary to solve second order linear P2 (t)y 00 + P1 (t)y 0 + P0 (t)y = Q(t). (1)
differential equations.
If a second order differential can not be written in the form (1),
then it is nonlinear.

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 P2 (t)y 00 + P1 (t)y 0 + P0 (t)y = Q(t) (1) Homogeneous equations

Remark
Definition
Since P2 (t) is not identically zero, equation (1) can be written as
A second order linear differential equation
y 00 + p(t)y 0 + q(t)y = g (t). (2)
L[y ] = y 00 + p(t)y 0 + q(t)y = g (t)
Example 1 is said to be homogeneous if the term g (t) is zero for all t.
The equation Otherwise, the equation is called nonhomogeneous. The term g (t)
ty 00 + 6t 2 y 0 − 2t 3 y = e t is called nonhomogeneous term.
is a linear second order differential equation.
Example 1
Example 2 The equation
The equation y 00 − sin t y 0 + 5y = 0
y 00 + yy 0 = 0 is a homogenous second order linear differential equation.
is a nonlinear second order differential equation.

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Definition
(Initial value problem)
An initial value problem consists of a second order differential
equation y 00 = f (t, y , y 0 ) together with a pair of initial conditions
Example 2 y (t0 ) = y0 , y 0 (t0 ) = y00 , where y0 and y00 are given numbers.
The equation
y 00 + y = e t A second order linear equation
is a nonhomogeneous second order linear differential equation. y 00 + p(t)y 0 + q(t)y = g (t)

is called an equation with constant coefficients if p(t) and

q(t) are constat functions.
Before studying linear second order equations in detail, we
consider methods of solving some special classes of nonlinear
second order equations.

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Equations with the dependent variable missing Examples

Consider a second order ordinary differential equation Example 1

y 00 = f (t, y , y 0 ). Solve the equation
y 00 = t(y 0 )2 .
If a second order differential equation has the form
Solution
y 00 = f (t, y 0 ),
This is a second order equation with the dependent variable
then the equation is an equation with the dependent variable y missing.
missing. Let y0 = v.
The substitution v (t) = y 0 reduces this equation to Then the equation becomes

v 0 = f (t, v ) v 0 = tv 2

which is a separable first order equation.

which is a first order equation.
Writing it in the form
If we can solve this equation for v , then y can be obtain by dv
solving the simple first order equation y0 = v . = tdt
v2
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and integrating yields 10 / 177

dv Examples
= tdt
v2
Example 2
1 1 Solve the initial value problem
− = t 2 + c1 .
v 2
Thus we obtain t 2 y 00 + (y 0 )2 − 2ty 0 = 0, y (2) = 5, y 0 (2) = 2.
−2
v= 2 .
t + 2c1 Solution
Having obtained v , we now use y 0 = v to obtain y as The given differential equation is a second order equation with
follows: the dependent variable y missing.
−2 √
Z
t Let y0 = v.
y= 2
dt u=√ =⇒ dt = 2c1 du
t + 2c1 2c1
√ Then the equation becomes t 2 v 0 + v 2 − 2tv = 0 or
−2 2c1 du
Z
=
2c1 (u 2 + 1) t 2 v 0 − 2tv = −v 2
It follows that, (provided c1 6= 0),
√ which is a Bernoulli first order equation with n = 2.
 
2 −1 t Let w = v 1−n = v −1 .
y = − √ tan √ + c2 .
c1 2c1 Then w 0 = −v −2 v 0 .
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 t 2 v 0 − 2tv = −v 2 0 t2
y =
t + c1
The Bernoulli equation can be written as
t 2 v −2 v 0 − 2tv −1 = −1.
Substituting w = v −1 , w 0 = −v −2 v 0 into this equation
and hence y 0 = t.
gives
−t 2 w 0 − 2tw = −1 or t 2 w 0 + 2tw = 1. Therefore,
1
d 2
y = t 2 + c2 .
OR t w =1 2
dt
Integrating give The initial condition y (2) = 5 implies
t 2 w = t + c1
5 = 2 + c2 =⇒ c2 = 3
and hence
t2 and hence the solution of the initial value problem is
t 2 v −1 = t + c1 =⇒ v = .
t + c1 1
2
y = t 2 + 3.
As a result we get y 0 = t+c t
. 2
1
Using the initial condition y 0 (2) = 2 we obtain
4
2= =⇒ 2 + c1 = 2 =⇒ c1 = 0
2 + c1 13 / 177 14 / 177

Equations with the independent variable missing Examples

If a second order differential equation has the form Example 1
y 00 = f (y , y 0 ), Solve the equation
y 00 = 2y (y 0 )3 .
then the equation is an equation with the independent variable
missing. Solution
Using the substitution v (y ) = y 0 , we get This is a second order equation with the independent
d dv dy dv variable t missing.
y 00 = v (y ) = = v
dt dy dt dy Let y 0 = v (y ).
Thus the substitution v (y ) = y 0 reduces the given dv
Then y 00 = v and the equation becomes
equation to dy
dv
v = f (y , v ) dv
dy v = 2yv 3
dy
which is a first order equation.
or
If we can solve this equation for v (y ), then y can be dv
= 2yv 2
obtain by solving the simple first order equation y 0 = v (y ). dy
15 / 177 provided v 6= 0. 16 / 177
 dv −1
= 2yv 2 y0 =
dy y 2 + c1

This is a separable first order equation.

Let us solve this equation:
dv
= 2ydy
v2 =⇒ (y 2 + c1 )dy = −dt
1
=⇒ − = y 2 + c1 =⇒ 13 y 3 + c1 y = −t + c2
v
Therefore, the solution is given by
Thus we obtain the solution
−1 1 3
v= . y + c1 y + t = c2 .
y 2 + c1 3
Having obtained v, we now use y 0 = v to obtain y.

−1
y0 =
y2 + c1
a separable equation for y (t)
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Examples dv dy
=
v y +1
Example 2
Solve Integrating to obtain
(y + 1)y 00 = (y 0 )2 . ln |v | = ln |y + 1| + c
=⇒ |v | = e c |y + 1| =⇒ v = ±e c (y + 1)
Solution
The given differential equation is a second order equation with Thus the solution can be written as
the independent variable t missing. v = c1 (y + 1).
Let y0 = v (y ). Next we solve y 0 = v = c1 (y + 1).
Then the equation becomes a separable first order equation It is a first order linear equation with integrating factor
µ(t) = e −c1 t .
dv
(y + 1)v = v2 y 0 − c1 y = c1 =⇒ e −c1 t (y 0 − c1 y ) = c1 e −c1 t
dy
=⇒ dt d
(e −c1 t y ) = c1 e −c1 t =⇒ e −c1 t y = −e −c1 t + c2
or
dv dy Therefore,
= ,
v y +1 y = c2 e c1 t − 1.
v 6= 0
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 −2y
v dv
dy + e =0

Example 3 It can be written as

Solve the initial value problem vdv = −e −2y dy .
Integrating to get
y 00 + e −2y = 0, y (3) = 0, y 0 (3) = 1.
1 2 1 −2y
v = e + c1
Solution 2 2
or
The given differential equation is a second order equation with v 2 = e −2y + 2c1 .
the independent variable t missing.
Using the initial conditions y (3) = 0, y 0 (3) = 1 = v (3)
Let y0 = v (y ). we obtain
dv 1 = 1 + 2c1 =⇒ c1 = 0
Then y 00 = v and the equation becomes
dy
and hence (y 0 )2 = e −2y .
dv Therefore,
v + e −2y = 0
dy y 0 = ±e −y .
Since y 0 (3) = 1, we have
which is a separable first order equation.
y 0 = e −y .
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3.2 Fundamental Solutions of Linear Homogeneous

0 −y
y =e Equations

It follows that In this section we will provide a clear picture of the structure of
y y
e dy = dt =⇒ e = t + c2 . the solutions of all second order linear homogeneous equations.
In turn, this understanding will assist us in finding the solutions
The initial condition y (3) = 0 implies that of other problems that we will encounter later.
1 = 3 + c2 =⇒ c2 = −2 In developing the theory of linear differential equations, it is
helpful to introduce a differential operator notation.
and hence the solution of the initial value problem is Let p and q ‘be continuous functions on an open interval
I = (α, β).
ey = t − 2
The cases α = −∞, or β = ∞, or both, are included.
and hence
y = ln(t − 2).

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 Then, for any function ϕ that is twice differentiable on I , we
define the differential operator L by the equation With equation (3) we associate a set of initial conditions
00 0
L[ϕ] = ϕ + pϕ + qϕ.
y (t0 ) = y0 , y 0 (t0 ) = y00 , (4)
Note that L[ϕ] is a function on I . The value of L[ϕ] at a
where t0 is any point in the interval I , and y0 and y00 are
point t is
given real numbers.
L[ϕ](t) = ϕ00 (t) + p(t)ϕ0 (t) + q(t)ϕ(t). Recall that a second order differential equation

In this chapter we study the second order linear equation L[y ] = y 00 + p(t)y 0 + q(t)y = g (t)
L[ϕ](t) = g (t).
Since it is customary to use the symbol y to denote is said to be homogeneous if the term g (t) is zero for all t.
ϕ(t), we will usually write this equation in the form Otherwise, the equation is called nonhomogeneous.
The term g (t) is called nonhomogeneous term.
L[y ] = y 00 + p(t)y 0 + q(t)y = g (t). (3)

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Examples

Example
The following Theorem explains whether the initial value
problem (3), (4) always has a solution, and whether it may Find the largest interval in which the solution of the initial value
have more than one solution. problem

Theorem t y 00 + sin t y 0 − cos t y = 1, y (−1) = 1, y 0 (−1) = 2

Let is certain to exist.

y 00 + p(t)y 0 + q(t)y = g (t), y (t0 ) = y0 , y 0 (t0 ) = y00 Solution

sin t cos t 1
be an initial value problem. If the functions p, q and g are In this example p(t) = , q(t) = − , g (t) = .
t t t
continuous on an interval I = (α, β) containing the initial point These function are continuous
t0 , then the initial value has a unique solution y = ϕ(t) valid for on R − {0} = (−∞, 0) ∪ (0, ∞).
all t ∈ I .
Since t0 = −1, the interval is (−∞, 0).

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Structure of solutions of linear homogeneous equations

Unlike first order linear equations, there is no useful expression

for the solutions of second order linear equations. A special case of Theorem 5 occurs if either c1 or c2 is zero.
Therefore, we need information about the form and structure of Then we conclude that any multiple of a solution of
solutions that might be helpful in finding solutions of particular L[y ] = y 00 + p(t)y 0 + q(t)y = 0 is also a solution.
problems.
Example
Theorem Consider the equation y 00 − y = 0. Then y1 = e t and
(Principle of Superposition) y2 = e −t are solutions. Moreover any linear combination
If y1 and y2 are two solutions of the linear homogeneous equation c1 y1 + c2 y2 = c1 e t + c2 e −t is also a solution. For example,

L[y ] = y 00 + p(t)y 0 + q(t)y = 0, y3 = 5e t , y4 = −3e −t , y5 = 2e t + 3e −t

then the linear combination ϕ(t) = c1 y1 + c2 y2 is also a solution are solutions of the equation.
for any values of the constants c1 and c2 .

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General solution of linear homogeneous equation The Wronskian

Let y1 and y2 be two solutions of

L[y ] = y 00 + p(t)y 0 + q(t)y = 0.

Definition
Is ϕ(t) = c1 y1 + c2 y2 the general solution of the equation? y1 (t0 ) y2 (t0 )
To answer this question, we have to find c1 and c2 such that The determinant W = = y1 (t0 )y20 (t0 ) − y10 (t0 )y2 (t0 )
y (t0 ) = y0 , y 0 (t0 ) = y00 for any given real numbers y0 , y00 . y10 (t0 ) y20 (t0 )
Applying these initial conditions gives is called the Wronskian determinant of the functions y1 and y2 .

c1 y1 (t0 ) + c2 y2 (t0 ) = y0 , Remark

(5)
c1 y10 (t0 ) + c2 y20 (t0 ) = y00 .
Sometimes we write W = W (y1 , y2 )(t0 ) to emphasis that the
The system (5) has solution if and only if Wronskian depends on y1 and y2 and that it is evaluated at the
point t0 .
y1 (t0 ) y2 (t0 )
W = 6= 0.
y10 (t0 ) y20 (t0 )

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 Examples

Example 1 Example 2
Find the Wronskian of y1 = e t and y2 = e −t at t = 0. Find the Wronskian of y1 = t and y2 = te −t .

Solution Solution
Using the definition we have y1 y2
W (y1 , y2 ) =
y y et e −t y10 y20
W (y1 , y2 )(t) = 10 20 = t .
y1 y2 e −e −t t te −t
=
1 1 1 e −t − te −t
Thus W (y1 , y2 )(0) = = −2.
1 −1 = t(1 − t)e −t − te −t = −t 2 e −t .

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General solution of second order linear homogenous Fundamental set of solutions

equation

Theorem
Let y1 and y2 be two solutions of the differential equation Definition
L[y ] = y 00 + p(t)y 0 + q(t)y = 0. If y1 and y2 are two solutions of L[y ] = 0 with
W (y1 , y2 ) 6= 0, then the set {y1 , y2 } is called a fundamental set
If W (y1 , y2 ) 6= 0, then of solutions of L[y ] = 0.

y = c1 y1 + c2 y2 ,

where c1 and c2 are arbitrary constants, is the general solution of

L[y ] = 0.

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Examples

Example 1
Show that y1 = 1 and y2 = e t form a fundamental set of solutions
of the equation y 00 − y 0 = 0.

Solution (b) W (y1 , y2 ) 6= 0?

(a) y1 = 1 and y2 = et
are solutions of the equation? 1 et
W (y1 , y2 ) = = e t 6= 0.
We have y1 = 1, y10 = y100 = 0. Thus 0 et
Therefore, (a) and (b) implies that y1 and y2 form a fundamental
y100 − y10 = 0 − 0 = 0
set of solutions of the equation y 00 − y 0 = 0.
and hence y1 is a solution.
We have y2 = e t , y20 = y200 = e t . Thus

y200 − y20 = e t − e t = 0

and hence y2 is a solution.

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Example 2
Show that y1 = t and y2 = 1t form a fundamental set of solutions of
the equation t 2 y 00 + ty 0 − y = 0, t > 0.

Solution (b) W (y1 , y2 ) 6= 0?

t t −1
(a) y1 = t and y2 = 1t are solutions of the equation? W (y1 , y2 ) = = −2t −1 6= 0.
1 −t −2
We have y1 = t, y10 = 1, y100 = 0. Thus
1
Therefore, (a) and (b) implies that y1 = t and y2 = t form a
t 2 y100 + ty10 − y1 = 0 + t − t = 0 fundamental set of solutions of the equation
t 2 y 00 + ty 0 − y = 0, t > 0.
and hence y1 is a solution.
We have y2 = t −1 , y20 = −t −2 , y200 = 2t −3 . Thus

t 2 y200 + ty20 − y2 = 2t −1 − t −1 − t −1 = 0

and hence y2 is a solution.

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3.3 Linear Independence and the Wronskian Linear dependence

Definition
Two functions f and g are said to be linearly dependent on an
We have seen that the general solution of a second order linear interval I if there exist two constants k1 and k2 , not both zero, such
homogeneous differential equation can be represented as a that
linear combination of two solutions y1 and y2 whose Wronskian k1 f (t) + k2 g (t) = 0
W (y1 , y2 ) is not zero. for all t ∈ I . The functions f and g are said to be linearly
There is relation between this condition and the concept of independent on an interval I if they are not linearly dependent.
linear independence of two functions.
We briefly discuss this very important algebraic idea in this Example
section. Determine whether the given pair of functions is linearly
independent or linearly dependent.
(a) f (t) = 3t − 5, g (t) = 9t − 15.
(b) f (t) = t, g (t) = t − 1.

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Solution
(a) f (t) = 3t − 5, g (t) = 9t − 15.
To solve this problem we assume that
k1 f (t) + k2 g (t) = k1 (3t − 5) + k2 (9t − 15) = 0 for all t ∈ R. It follows that k1 = −3k2 and hence there are solutions other
Now we look for values of k1 and k2 that satisfy this equation. than k1 = k2 = 0.
Since we have two unknowns k1 and k2 , we need two equation. For example we can choose k2 = 1, k1 = −3 and hence we see
We can choose any two values of t ∈ R. that
g (t) = 3f (t).
Choosing t = 0 gives
Therefore, f (t) = 3t − 5, g (t) = 9t − 15 are linearly
−5k1 − 15k2 = 0. dependent.

Choosing t = 1 gives

−2k1 − 6k2 = 0.

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(b) f (t) = t, g (t) = t − 1.
Theorem
We assume that
If f and g are differentiable functions on an open interval I and if
k1 f (t) + k2 g (t) = k1 t + k2 (t − 1) = 0
W (f , g )(t0 ) 6= 0 for some t0 ∈ I , then f and g are linearly
for all t ∈ R. independent on I .
Now we look for values of k1 and k2 that satisfy this equation.
Since we have two unknowns k1 and k2 , we need two equation. Example
We can choose any two values of t ∈ R. Determine whether the given pair of functions is linearly
Choosing t = 0 gives independent or linearly dependent.
(a) f (t) = t 2 , g (t) = t.
−k2 = 0 and hence k2 = 0.
(b) f (t) = t 2, g (t) = −2t 2 .
Choosing t = 1 gives (c) f (t) = cos(2t), g (t) = sin(2t).
k1 = 0. (d) f (t) = e 1−2t , g (t) = e −2t .
It follows that the only solution is k1 = k2 = 0. (e) f (t) = t 3 , g (t) = t 2 |t|.
Therefore f (t) = t, g (t) = t − 1 are linearly independent.
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Solution

(a) f (t) = t 2 , g (t) = t.

t2 t (c) f (t) = cos(2t), g (t) = sin(2t).
W (f , g ) = = −t 2 . cos(2t) sin(2t)
2t 1 W (f , g ) = = 2 6= 0 for all t ∈ R.
Thus W (f , g )(1) = −1 6= 0. −2 sin(2t) 2 cos(2t)
It follows that f and g are linearly independent on R. Thus f and g are linearly independent on R.

(b) f (t) = t 2 , g (t) = −2t 2 . (d) f (t) = e 1−2t , g (t) = e −2t .

t 2 −2t 2 e 1−2t e −2t
W (f , g ) = = 0, for all t.
W (f , g ) =
2t −4t
= 0, for all t. −2e 1−2t −2e −2t
This does not implies that f and g are linearly dependent. We note that f (t) = eg (t); that is f (t) − eg (t) = 0.
To show that f and g are linearly dependent we use the This shows that f and g are linearly dependent.
definition.
We note that g (t) = −2f (t); that is 2f (t) + g (t) = 0.
This shows that f and g are linearly dependent.
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 Abel’s Theorem

(e) f (t) = t 3 , g (t) = t 2 |t|.

t 3 t 2 |t|
W (f , g ) = = 0, for all t.
3t 2 3t|t|
The following theorem, perhaps surprisingly, gives a simple
However, in any interval I containing 0, f and g are linearly explicit formula for the Wronskian of any two solutions of any
independent. second order linear homogeneous equation even if the solutions
To see this we assume themselves are not known.
The theorem was derived by the Norwegian mathematician
k1 f (t) + k2 g (t) = k1 t 3 + k2 t 2 |t| = 0
Niels Henrik Abel (1802-1829) in 1827 and is known as Abel’s
for all t ∈ I = (−2, 2). formula.
Choosing t = 1 gives k1 + k2 = 0 and hence k1 = −k2 .
Choosing t = −1 gives −k1 + k2 = 0 and hence k1 = k2 .
Thus k1 = k2 = 0.

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Abel’s Theorem Proof

Theorem
Proof.
If y1 and y2 are solutions of the differential equation
Assume y1 and y2 are solutions of the differential equation
L[y ] = y 00 + p(t)y 0 + q(t)y = 0, L[y ] = y 00 + p(t)y 0 + q(t)y = 0.
This implies that
where p and q are continuous on an open interval I , then the
Wronskian W (y1 , y2 )(t) is given by y100 + p(t)y10 + q(t)y1 = 0,
(6)
 Z  y200 + p(t)y20 + q(t)y2 = 0.
W (y1 , y2 )(t) = c exp − p(t)dt ,
Multiplying the first equation by −y2 , the second by y1 , and
adding the resulting equations, we obtain
where c is a certain constant that depends on y1 and y2 , but not on
t. Further, W (y1 , y2 )(t) is either zero for all t ∈ I (if c = 0) or else
is never zero in I (if c 6= 0).

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 Example
Example
Find the Wronskian of two solutions of the equation
y1 y200 − y2 y100 + p(y1 y20 − y2 y10 ) = 0. (7)
t 2 y 00 − t(t + 2)y 0 + (t + 1)y = 0.
Let W (t) = W (y1 , y2 )(t).
y y Solution
Then W = 10 20 = y1 y20 − y2 y10
y1 y2 −t(t + 2) −(t + 2)
In this example p(t) = 2
= .
It follows that W0 = y1 y200 − y2 y100 . t t
By Abel’s formula
Thus equation (7) becomes
 Z 
0 W = c exp − p(t)dt
W + pW = 0.

Now we can solve this first order linear differential equation for Z  Z   
W: (t + 2) 2
 Z  0 = c exp dt = c exp 1+ dt .
exp p(t)dt W = 0. t t

W = ce t+2 ln |t| = ct 2 e t .
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Theorem Example

Abel’s formula establishes a stronger version of Theorem 10 for

Example
two functions that are solutions of a second order linear
homogeneous differential equation. Let y1 and y2 be two linearly independent solutions of the equation
y 00 + 2y 0 + ty = 0. If W (y1 , y2 )(0) = 2, then find W (y1 , y2 )(1).
Theorem
Solution
Let y1 and y2 be solutions of the differential equation By Abel’s formula
L[y ] = y 00 + p(t)y 0 + q(t)y = 0,  Z   Z 
W = c exp − p(t)dt = c exp − 2dt = ce −2t .
where p and q are continuous on an open interval I . Then
(1) y1 and y2 are linearly dependent on I if and only if Using W (0) = 2 gives c = 2
W (y1 , y2 )(t) = 0 for all t ∈ I , Thus W (t) = 2e −2t .
(2) y1 and y2 are linearly independent on I if and only if It follows that W (1) = 2e −2 .
W (y1 , y2 )(t) 6= 0 for all t ∈ I .

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3.4 Complex Roots of the Characteristic Equation Linear Equations with Constant Coefficients

Definition
In this section we study a method to find the general solution A second order differential equation
to the special case of the second order homogeneous linear
differential equation in which all of the coefficients are real y 00 + p(t)y 0 + q(t)y = g (t)
constants.
is called an equation with constant coefficients if p(t) and q(t) are
constat functions.

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Examples

As we have seen before,the equation

y 00 + p(t)y 0 + q(t)y = g (t) can be written as

P2 (t)y 00 + P1 (t)y 0 + P0 (t)y = Q(t), (8) Example 1

The equation y 00 + 5y 0 − 4y = 0 is a second order differential
where P2 (t) 6= 0.
equation with constant coefficients.
If P2 (t)y 00 + P1 (t)y 0 + P0 (t)y = Q(t) is an equation with
constant coefficients, then P2 (t) = a, P1 (t) = b, and Example 2
P0 (t) = c are constant functions.
The equation y 00 + ty = 0 is a second order differential equation
Thus a second order linear equation with constant coefficients with nonconstant coefficients.
has the general form

ay 00 + by 0 + cy = Q(t), (9)

where a, b, and c are given constants.

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Solving homogeneous equation with constant coefficients Solving homogeneous equation with constant
coefficients
Consider a second order linear homogeneous equation
Example 3
ay 00 + by 0 + cy = 0, (10)
Solve the equation ay 0 + by = 0.
where a, b, and c are given constants.
Solution Based on our experience with the last example, we look for
Integrating factor µ = exp
R b

= e bt/a . solutions in the form y = e rt .
a dt
Substituting into equation (10), we get
Thus the solution is
−bt/a (ar 2 + br + c)e rt = 0.
y (t) = ce .
Since e rt 6= 0 for all t, we can divide the last equation by e rt to
obtain
ar2 + br + c = 0. (11)
Thus, equation (10) has solution in the form y = e rt if and
only if r is a solution of the polynomial equation (11).
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Characteristic equation

Example
Find the characteristic equation for each of the following differential
equations and solve it.
Definition
(1) 5y 00 − 3y 0 + 7y = 0.
The equation
(2) −4y 00 + y 0 = 0.
ar2 + br + c = 0
is called the characteristic equation for the differential equation Solution
ay00 + by0 + cy = 0 (1) The characteristic equation is 5r 2 − 3r + 7 = 0.
The solutions of it are
. √ √
3 ± 9 − 140 3 ± i 131
r1,2 = = .
10 10
(2) The characteristic equation is −4r 2 + r = 0 or r (4r − 1) = 0.
Thus the solutions are r1 = 0, r2 = 14 .

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 Real distinct roots
Proposition
Since the characteristic equation If the characteristic equation ar 2 + br + c = 0 has real and
distinct roots r1 and r2 , then the general solution of the differential
ar 2 + br + c = 0
equation ay 00 + by 0 + cy = 0 is given by
is a quadratic equation, it has two roots, which would provide
y = c1 e r1 t + c2 e r2 t ,
us with the two independent solutions we need to form the
general solution. where c1 and c2 are arbitrary constants.
However, the two roots of the characteristic equation may be
real and distinct, real and repeated, or complex conjugate. Proof.
These three cases lead to different types of solutions for We know that y1 = e r1 t and y2 = e r2 t are solutions of
ay 00 + by 0 + cy = 0.
ay 00 + by 0 + cy = 0 So it remains to show that W (y1 , y2 ) 6= 0.
and we consider each case in turn. e r1 t e r2 t
But W (y1 , y2 ) = = (r2 − r1 )e (r1 +r2 )t 6= 0.
r1 e r1 t r2 e r2 t

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Examples

Example 1 Example 2
Find the general solution of the equation Solve the initial value problem

2y 00 − 3y 0 + y = 0. 6y 00 − 5y 0 + y = 0, y (0) = 4, y 0 (0) = 0.

Solution Solution
The characteristic equation is 2r 2 − 3r + 1 = 0 The characteristic equation is 6r 2 − 5r + 1 = 0 and its
and its solutions are r1 = 12 , r2 = 1. solutions are r1 = 21 , r2 = 31 .
Thus the general solution of the equation 2y 00 − 3y 0 + y = 0 Thus the general solution of the equation 6y 00 − 5y 0 + y = 0
is y = c1 e t/2 + c2 e t . is y = c1 e t/2 + c2 e t/3 .

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 Complex roots
Initial conditions y (0) = 4, y 0 (0) = 0 The characteristic equation ar 2 + br + c = 0 has two
solutions √
y = c1 e t/2 + c2 e t/3 −b ± b 2 − 4ac
r1,2 = .
1 1 2a
y 0 = c1 e t/2 + c2 e t/3
2 3 If b 2 − 4ac < 0, then the roots of the characteristic equation
Using the initial conditions we find has the roots
√
c1 + c2 = 4, −b ± i 4ac − b 2
1 1
r1,2 = = λ ± iµ.
2 c1 + 3 c2 = 0.
2a
It follows that y1 = e (λ+iµ)t and y2 = e (λ−iµ)t are
c1 + c2 = 4, solutions of the differential equation ay 00 + by 0 + cy = 0.
c1 + 32 c2 = 0. These two solutions are complex but we started with only real
It follows that the solution of the initial value problem is numbers in our differential equation and we would like our
solutions to be real.
y = −8e t/2 + 12e t/3 .
The following formula we help us in finding the real solution
from the complex solutions.
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Euler’s Formula Real Solutions

Consider the two solutions y1 = e (λ+iµ)t and y2 = e (λ−iµ)t .
Using Euler’s formula we can write these solutions as
y1 = e λt [cos(µt) + i sin(µt)] , y2 = e λt [cos(µt) − i sin(µt)] .
Proposition Since y1 and y2 are solutions, any linear combination
For any real number t,
u = c1 y1 + c2 y2
iµt
e = cos(µt) + i sin(µt). is also a solution.
Choose c1 = 21 , c2 = 12 .
Proof. Then we obtain the real solution
By Taylor series.
u1 = e λt cos(µt).
Choose c1 = 2i1 , c2 = − 2i1 .
we obtain the real solution
u2 = e λt sin(µt).

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Proposition

If the characteristic equation ar 2 + br + c = 0 has complex roots But

r1 = λ + iµ and r2 = λ − iµ, then the general solution of the
differential equation e λt cos(µt) e λt sin(µt)
W (u1 , u2 ) =
e λt [λ cos(µt) − µ sin(µt)] e λt [λ sin(µt) + µ cos(µt)]
ay 00 + by 0 + cy = 0 
= e 2λt cos(µt)[λ sin(µt) + µ cos(µt)]
is given by 
y = c1 e λt cos(µt) + c2 e λt sin(µt), − sin(µt)[λ cos(µt) − µ sin(µt)]
where c1 and c2 are arbitrary constants.
= 2µe 2λt 6= 0.
Proof.
We know that u1 and u2 are solutions of ay 00 + by 0 + cy = 0. So it
remains to show that W (u1 , u2 ) 6= 0.

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Examples
Example 2
Example 1
Find the solution of the initial value problem
Find the general solution of the equation y 00 − 2y 0 + 6y = 0.
y 00 + 4y 0 + 5y = 0, y (0) = 0, y 0 (0) = 1.
Solution
The characteristic equation is r 2 − 2r + 6 = 0 Solution
and its solutions are The characteristic equation is r 2 + 4r + 5 = 0 and its
√ solutions are
2± 4 − 24 √ √
r1,2 = = 1 ± i 5. −4 ± 16 − 20
2 r1,2 = = −2 ± i.
2
It follows that the general solution of the given differential
equation is It follows that the general solution of the given differential
√ √ equation is
y = e t [c1 cos( 5t) + c2 sin( 5t)]. y = e −2t [c1 cos(t) + c2 sin(t)].
Next we apply the initial conditions.
y (0) = 0 gives c1 = 0.
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 Example 3
Thus y = c2 e −2t sin(t).
Find the general solution of the equation y 00 + 16y = 0.
y0 −2e −2t e −2t


It follows that = c2 sin(t) + cos(t) .
Thus y 0 (0) = 1 gives Solution
The characteristic equation is r 2 + 16 = 0 and its solutions
c2 = 1.
are
Therefore, the solution of the initial value problem is r1,2 = ±4i.
It follows that the general solution of the given differential
y = e −2t sin(t). equation is
y = c1 cos(4t) + c2 sin(4t).

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3.5 Repeated Roots; Reduction of Order

In this section we consider the third possibility of the solutions

of the characteristic equation
Thus we have to find a second solution y2 with W (y1 , y2 ) 6= 0.
ar 2 + br + c = 0 There are several method to obtain such a solution y2 .
of the second order linear homogeneous equation We will use a method originated by Jean d’Alembert
(1717-1783), a French mathematician, and is known primarily
ay 00 + by 0 + cy = 0, for his work in mechanics and differential equations.
We know that since y1 (t) is a solution, so is cy1 (t) for any
namely, that the two roots r1 and r2 are equal. constant c.
Assume that b 2 − 4ac = 0. We generalize this idea by replacing c by a function v (t) and
Then the characteristic equation has two equal roots trying to determine v (t) so that the product v (t)y1 (t) is a
−b solution.
r1 = r2 = .
2a
As a result we can obtain only one solution y1 = e −bt/2a of
the differential equation ay 00 + by 0 + cy = 0.

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 Starting with y = vy1 , we obtain It follows that
ay100 + by10 + cy1 = 0
y 0 = vy10 + v 0 y1 , y 00 = vy100 + 2v 0 y10 + v 00 y1 .
and the equation for v becomes
Substituting the expressions in the equation
ay 00 + by 0 + cy = 0 we get −be −bt/2a v 0 + ae −bt/2a v 00 + be −bt/2a v 0 = 0.
a(vy100 + 2v 0 y10 + v 00 y1 ) + b(vy10 + v 0 y1 ) + cvy1 = 0. Thus the equation for v reduces to
Arranging terms yields v 00 = 0.
v (ay100 + by10 + cy1 ) + 2av 0 y10 + av 00 y1 + bv 0 y1 = 0. So we can find v (t) = c2 t + c1 , where c1 and c2 are arbitrary
Since y1 = e −bt/2a , we have constants.
b −bt/2a Therefore, y (t) = e −bt/2a (c2 t + c1 ) = c2 te −bt/2a + c1 e −bt/2a .
y10 = − e , We note that y is a linear combination of two solutions:
2a
b 2 −bt/2a y1 = e −bt/2a , and y2 = te −bt/2a
y100 = e .
4a2
with W (y1 , y2 ) = e −bt/2a 6= 0.
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Examples

Example 1
Proposition
Find the general solution of the equation 4y 00 + 4y 0 + y = 0.
If the characteristic equation ar 2
+ br + c = 0 has two equal roots
−b Solution
r1 = r2 = , then the general solution of the differential equation
2a
00 0
ay + by + cy = 0 is given by The characteristic equation is 4r 2 + 4r + 1 = 0 or

y (t) = e −bt/2a (c2 t + c1 ) = c2 te −bt/2a + c1 e −bt/2a , (2r + 1)2 = 0.

where c1 and c2 are arbitrary constants. Its solutions are

1
r1 = r2 = − .
2
Remark
It follows that the general solution of the given differential
In other words, in this case, there is one exponential solution
equation is
corresponding to the repeated root, while a second solution is
y = e −t/2 [c1 t + c2 ].
obtained by multiplying the exponential solution by t.

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Example 2 It follows that the general solution of the given differential
Find the solution of the initial value problem equation is
y = e −3t [c1 t + c2 ].
y 00 + 6y 0 + 9y = 0, y (−1) = 2, y 0 (−1) = 1. Next we apply the initial conditions y (−1) = 2, y 0 (−1) = 1.
y 0 = −3e −3t [c1 t + c2 ] + c1 e −3t = e −3t [−3c1 t − 3c2 + c1 ].
Solution Thus the initial conditions give
The characteristic equation is
e 3 [−c1 + c2 ] = 2,
r 2 + 6r + 9 = 0 e 3 [4c1 − 3c2 ] = 1.

or −4c1 + 4c2 = 8e −3 ,
(r + 3)2 = 0. 4c1 − 3c2 = e −3 .

Thus its solutions are c2 = 9e −3 , c1 = 7e −3 .

r1 = r2 = −3. Therefore, the solution of the initial value problem is
y = e −3t−3 (7t + 9).

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Reduction of Order
The method we have used to obtain a second solution of
ay 00 + by 0 + cy = 0 when r1 = r2 can be applied to other This an second order equation for v with dependent variable v
equations. missing.
Suppose we know a solution y1 (t) of
Thus, the substitution w = v 0 transforms it to a first order
y 00 + p(t)y 0 + q(t)y = 0 (12) equation for w :

such that y1 (t) is not the zero function. y1 w 0 + (2y10 + py1 )w = 0.

To find a second solution we take y = v (t)y1 (t).
Substituting for y , y 0 , and y 00 in (12) gives Solving the last equation for w , we then can obtain v by
integration.
y1 v 00 + (2y10 + py1 )v 0 + (y100 + py10 + q)v = 0. Finally, y can be found by the formula y = v (t)y1 (t).
Since y1 is a solution of (12), we have y100 + py10 + q = 0 and This method is called the method of reduction of order since it
hence the equation for v becomes reduces the problem from solving a second order equation to
solving a first order equation.
y1 v 00 + (2y10 + py1 )v 0 = 0.

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Examples
Example 1
Use the method of reduction of order to find the general solution of te t (v 00 + 2v 0 + v ) − 2(t − 1)e t (v 0 + v ) + (t − 2)e t v = 0.
the equation ty 00 − 2(t − 1)y 0 + (t − 2)y = 0, if y1 (t) = e t is
a solution.
Dividing the equation by e t and collecting similar terms, we
obtain
Solution
We use the transformation y = vy1 = e t v . tv 00 +(2t−2t+2)v 0 +(t−2t+2+t−2)v = 0 OR tv 00 +2v 0 = 0.
It follows that
This an second order equation for v with dependent variable v
y 0 = et v 0 + et v , missing.
y 00 = e t v 00 + 2e t v 0 + e t v .
Thus, the substitution w = v 0 transforms it to a first order
Substituting into the equation we obtain linear equation for w :

te t (v 00 + 2v 0 + v ) − 2(t − 1)e t (v 0 + v ) + (t − 2)e t v = 0. tw 0 + 2w = 0.

This equation can be integrated after multiplying it by t.

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Example 2
t 2 w 0 + 2tw = 0 ⇒ (t 2 w )0 = 0 Given that y1 (t) = t is a solution of 2t 2 y 00 + ty 0 − y = 0. Find
the general solution of the equation.
t 2 w = c1
Solution
Thus, we obtain
w = c1 /t 2 . We use the transformation y = vy1 = tv .
It follows that
Next we integrate y 0 = tv 0 + v ,
0 2
v = w = c1 /t y 00 = tv 00 + 2v 0 .
to find Substituting into the equation we obtain
c1
v =−+ c2 .
t
Finally, we use the formula y = e t v to obtain the general 2t 2 (tv 00 + 2v 0 ) + t(tv 0 + v ) − tv = 0.
solution of the given equation
Collecting similar terms, we obtain
t
y = e [c2 − c1 /t].
2t 3 v 00 + (4t 2 + t 2 )v 0 + (t − t)v = 0 OR 2t 3 v 00 + 5t 2 v 0 = 0.

91 / 177 92 / 177
 This an second order equation for v with dependent variable v
missing.
Thus, the substitution w = v 0 transforms it to a first order
linear equation for w :
2
2tw 0 + 5w = 0. v = − c1 t −3/2 + c2
3
This equation can be integrated after multiplying it by 21 t 3/2 .
Finally, we use the formula y = tv to obtain the general
5 solution of the given equation
t 5/2 w 0 + t 3/2 w = 0 ⇒ (t 5/2 w )0 = 0
2 2
y = − c1 t −1/2 + c2 t.
t 5/2 w = c1 3
Thus, we obtain
w = c1 t −5/2 .
Next we integrate to find
2
v = − c1 t −3/2 + c2 .
3
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Example 3
Find the general solution of the equation t 4 v 00 + 5t 3 v 0 = 0.
t 2 y 00 + ty 0 − 4y = 0, t > 0, if y1 (t) = t 2 is a solution. This an second order equation for v with dependent variable v
missing.
Solution Thus, the substitution w = v 0 transforms it to a first order
We use the transformation y = vy1 = t 2 v . linear equation for w :
It follows that tw 0 + 5w = 0.
y 0 = t 2 v 0 + 2tv ,
y 00 = t 2 v 00 + 4tv 0 + 2v . This equation can be integrated after multiplying it by t 4 :
t 5 w 0 + 5t 4 w = 0.
Substituting into the equation we obtain
Thus, we obtain
t 2 (t 2 v 00 + 4tv 0 + 2v ) + t(t 2 v 0 + 2tv ) − 4t 2 v = 0.
t 5 w = c1 OR w = c1 t −5 .
Collecting similar terms, we obtain Next we integrate to find
1
t 4 v 00 +(4t 3 +t 3 )v 0 +(2t 2 +2t 2 −4t 2 )v = 0 OR t 4 v 00 +5t 3 v 0 = 0. v = − c1 t −4 + c2 .
4
95 / 177 96 / 177
 Example 4
Use the method of reduction of order to find the general solution of
the equation t 2 y 00 − t(t + 2)y 0 + (t + 2)y = 0, t > 0, if y1 (t) = t
1
v = − c1 t −4 + c2 is a solution.
4
Solution
Finally, we use the formula y = t 2 v to obtain the general We use the transformation y = vy1 = tv .
solution of the given equation
It follows that
1 y 0 = tv 0 + v ,
y = − c1 t −2 + c2 t 2 . y 00 = tv 00 + 2v 0 .
4
Substituting into the equation we obtain

t 2 (tv 00 + 2v 0 ) − t(t + 2)(tv 0 + v ) + (t + 2)tv = 0.

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t 2 (tv 00 + 2v 0 ) − t(t + 2)(tv 0 + v ) + (t + 2)tv = 0

Collecting similar terms, we obtain
v 0 = w = c1 e t
t 3 v 00 +(2t 2 −t 3 −2t 2 )v 0 +(−t 2 −2t+t 2 +2t)v = 0 OR t 3 v 00 −t 3 v 0 = 0.
Next we integrate to find
This an second order equation for v with dependent variable v
missing. v = c1 e t + c2 .
Thus, the substitution w = v 0 transforms it to a first order
linear equation for w : Finally, we use the formula y = tv to obtain the general
solution of the given equation
w 0 − w = 0.
This equation can be integrated after multiplying it by e −t : y = t(c1 e t + c2 ).

e −t w 0 − e −t w = 0 OR (e −t w )0 = 0
Thus, we obtain
e −t w = c1 OR w = c1 e t .
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 3.6 Nonhomogeneous Equations; Method of Theorem 7
Undetermined Coefficients
Theorem
If u1 and u2 are two solutions of the nonhomogeneous equation

L[y ] = y 00 + p(t)y 0 + q(t)y = g (t),

In this section we consider the nonhomogeneous linear equation
there difference u1 − u2 is a solution of the corresponding
00 0 homogeneous equation
L[y ] = y + p(t)y + q(t)y = g (t). (13)

The following two theorems describe the structure of solutions L[y ] = y 00 + p(t)y 0 + q(t)y = 0.
of the nonhomogeneous equation (13) and provide a basis for
constructing its general solution. Proof.
Let u1 and u2 are two solutions of the nonhomogeneous
equation L[y ] = g (t) and let u = u1 − u2 .
Then L[u] = L[u1 ] − L[u2 ] = g (t) − g (t) = 0.

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Theorem 8

Theorem
The general solution of the nonhomogeneous equation

L[y ] = y 00 + p(t)y 0 + q(t)y = g (t) Proof.

Let y be any solution of L[y ] = g (t) and let yp be some
is given by particular solution of L[y ] = g (t).
y = c1 y1 + c2 y2 + yp ,
Then u = y − yp is a solution of L[y ] = 0.
where y1 and y2 are fundamental solutions of the corresponding Thus u = y − yp = c1 y1 + c2 y2 .
homogeneous equation

L[y ] = y 00 + p(t)y 0 + q(t)y = 0

and yp is some particular solution of

L[y ] = y 00 + p(t)y 0 + q(t)y = g (t).

103 / 177 104 / 177

 We have already discussed how to find yc (t), at least when the
Remark
homogeneous equation L[y ] = 0 has constant coefficients.
Theorem 8 states that to solve a nonhomogeneous linear equation
L[y ] = g (t), there are two main steps: Therefore, in the remainder of this section and in the next, we
will focus on finding a particular solution yp (t) of the
(1) Find the general solution c1 y1 (t) + c2 y2 (t) of the corresponding
nonhomogeneous equation L[y ] = g (t).
homogeneous equation. This solution is frequently called the
complementary solution and may be denoted by yc (t). There are two methods that we wish to discuss.
(2) Find some particular solution yp of the nonhomogeneous They are known as the method of undetermined coefficients
equation. and the method of variation of parameters, respectively.
Each has some advantages and some possible shortcomings.

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The Method of Undermined Coefficients

The method of undetermined coefficients consists of making an In this case we may modify the initial assumption and try again.
initial assumption about the form of the particular solution yp , The main advantage of the method of undetermined
but with the coefficients left unspecified. coefficients is that it is straightforward to execute once the
We then substitute the assumed expression into L[y ] = g (t) assumption is made as to the form of yp .
and attempt to determine the coefficients so as to satisfy that Its major limitation is that it is useful primarily for equations for
equation. which we can easily write down the correct form of the
If we are successful, then we have found a solution of the particular solution in advance.
differential equation L[y ] = g (t) and can use it for the For this reason, this method is usually used only for problems in
particular solution yp . which the homogeneous equation has constant coefficients and
If we cannot determine the coefficients, then this means that the nonhomogeneous term is restricted to a relatively small
there is no solution of the form that we assumed. class of functions.

107 / 177 108 / 177

In particular, we consider only nonhomogeneous terms that
consist of polynomials, exponential functions, sines, and
cosines.
Example
Despite this limitation, the method of undetermined
Find a particular solution of the equation y 00 − y = e 2t .
coefficients is useful for solving many problems that have
important applications.
Solution
However, the algebraic details may become tedious and a
We want a function that its second order derivative minus itself
computer algebra system can be very helpful in practical
is e 2t .
applications.
We will illustrate the method of undetermined coefficients by
several simple examples and then summarize some rules for
using it.

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How to find yp
Since g (t) is an exponential and we know that exponentials
never just appear or disappear in the differentiation process it
Consider
seems that a likely form of the particular solution would be
ay 00 + by 0 + cy = g (t),
yp = Ae 2t . where a, b, and c are constants.
Let r1 and r2 be the roots of the characteristic equation
yp0 = 2Ae 2t ,
yp00 = 4Ae 2t . ar 2 + br + c = 0.

Substituting for yp and yp00 into the equation y 00 − y = e 2t (1) If g (t) = e αt (an t n + · · · + a1 t + a0 )
yields with n = 0, 1, 2, . . . , then yp has the form
4Ae 2t − Ae 2t = e 2t .
yp = t s e αt (An t n + · · · + A1 t + A0 ) ,
This gives A = 1/3 and hence we obtain a particular solution
1 where s is the number of the roots r1 , r2 that are equal to α.
yp = e 2t .
3

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 Examples

Example 1
Determine a suitable form for particular solutions of the following
(2) If g (t) = e αt [A cos(βt) + B sin(βt)] (an t n + · · · + a1 t + a0 )
equations. Do not evaluate the constants.
with n = 0, 1, 2, . . . , then yp has the form
(a) y 00 − y = e t (2t + 5).
h
yp = t s e αt cos(βt)(An t n + · · · + A1 t + A0 ) (b) y 00 − y = e 2t t 2 .
i (c) y 00 + 2y 0 + y = e −t (t 3 − 2t).
+ sin(βt)(Bn t n + · · · + B1 t + B0 ) , (d) y 00 + y = e 3t (sin t + 3 cos t)(3t 4 − t 2 + 7).

where s is the number of the roots r1 , r2 that are equal to (e) y 00 + 2y 0 + 5y = −5te −t cos(2t).
α + iβ. (f) 4y 00 + 4y 0 + 5y = (5t 2 − 4t − 1) sin(3t).
(g) y 00 + y = tan t.
(h) y 00 + y = e t t −2 .

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Example 1 (a) Example 1 (a)

Now α = 1 and we have

(a) y 00 − y = e t (2t + 5).

In this example g (t) = e t (2t + 5). 
 0, r1 6= α, r2 6= α,



s= 1, r1 = α, r2 6= α,
e αt tn

(1) If g (t) = (an + · · · + a1 t + a0 )



2, r1 = r2 = α.

with n = 0, 1, 2, . . . , then yp has the form
yp = t s e αt (An t n + · · · + A1 t + A0 ) ,
where s is the number of the roots r1 , r2 that are equal to α. The characteristic equation of the equation reads r 2 − 1 = 0
and hence r1,2 = ±1.
Here α = 1, β = 0 and n = 1.
Thus r1 = α, r2 6= α and hence s = 1; that is
It follows that
yp = t s e t (A1 t + A0 ).
yp = te t (A1 t + A0 )

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Example 1 (b) Example 1 (c)
(b) y 00 − y = e 2t t 2 .
In this example g (t) = e 2t t 2 . (c) y 00 + 2y 0 + y = e −t (t 3 − 2t).
In this example g (t) = e −t (t 3 − 2t).
(1) If g (t) = e αt (an t n + · · · + a1 t + a0 ) Here α = −1, β = 0 and n = 3.
with n = 0, 1, 2, . . . , then yp has the form It follows that
yp = t s e αt (An t n + · · · + A1 t + A0 ) ,
where s is the number of the roots r1 , r2 that are equal to α. yp = t s e −t (A3 t 3 + A2 t 2 + A1 t + A0 ).
Here α = 2, β = 0 and n = 2.
It follows that The characteristic equation of the equation
reads r 2 + 2r + 1 = 0 and hence r1,2 = −1.
yp = t s e 2t (A2 t 2 + A1 t + A0 ).
Thus s=2 and
The characteristic equation of the equation reads r2 − 1 = 0
and hence r1,2 = ±1. yp = t 2 e −t (A3 t 3 + A2 t 2 + A1 t + A0 )
Thus s = 0 and
yp = e 2t (A2 t 2 + A1 t + A0 )

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Example 1 (d)
(d) y 00 + y = e 3t (sin t + 3 cos t)(3t 4 − t 2 + 7). Now α + iβ = 3 + i and we have
In this example g (t) = e 3t (sin t + 3 cos t)(3t 4 − t 2 + 7). 

 0, r1 6= α + iβ, r2 6= α + iβ,



If g (t) = e αt [A cos(βt) + B sin(βt)] (an t n + · · · + a1 t + a0 ) s= 1, r1 = α + iβ, r2 6= α + iβ,
with n = 0, 1, 2, . . . , then yp has the form




yp = t s e αt [cos(βt)(An t n + · · · + A1 t + A0 ) 2, r1 = r2 = α + iβ?

+ sin(βt)(Bn t n + · · · + B1 t + B0 )] ,
where s is the number of the roots r1 , r2 that are equal to α + iβ. The characteristic equation of the equation reads
r 2 + 1 = 0 and hence r1,2 = ±i 6= 3 + i.
Here α = 3, β = 1 and n = 4. Thus s = 0 and hence
It follows that h
h yp = e 3t cos(t)(A4 t 4 + A3 t 3 + A2 t 2 + A1 t + A0 )
yp = t s e 3t cos(t)(A4 t 4 + A3 t 3 + A2 t 2 + A1 t + A0 ) i
i + sin(t)(B4 t 4 + B3 t 3 + B2 t 2 + B1 t + B0 ) .
+ sin(t)(B4 t 4 + B3 t 3 + B2 t 2 + B1 t + B0 ) .

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Example 1 (e) α + iβ = −1 + 2i
(e) y 00 + 2y 0 + 5y = −5te −t cos(2t).
In this example g (t) = −5te −t cos(2t).

If g (t) = e αt [A cos(βt) + B sin(βt)] (an t n + · · · + a1 t + a0 ) Thus r1 = −1 + 2i = α + iβ, r2 = −1 − 2i 6= α + iβ and

with n = 0, 1, 2, . . . , then yp has the form hence s = 1.
yp = t s e αt [cos(βt)(An t n + · · · + A1 t + A0 )
Therefore,
+ sin(βt)(Bn t n + · · · + B1 t + B0 )] ,
where s is the number of the roots r1 , r2 that are equal to α + iβ. h i
yp = t e −t cos(2t)(A1 t + A0 ) + sin(2t)(B1 t + B0 )
Here α = −1, β = 2 and n = 1.
It follows that
h i
yp = t s e −t cos(2t)(A1 t + A0 ) + sin(2t)(B1 t + B0 )
In this example α + iβ = −1 + 2i.
The characteristic equation of the equation reads
r 2 + 2r + 5 = 0 and hence r1,2 = −2±4i
2 = −1 ± 2i.
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Example 1 (f) Example 1 (g) and (h)

(f) 4y 00 + 4y 0 + 5y = (5t 2 − 4t − 1) sin(3t).

In this example g (t) = (5t 2 − 4t − 1) sin(3t).
Here α = 0, β = 3 and n = 2.
It follows that (g) y 00 + y = tan t.
h i In this example g (t) = tan t.
yp = t s cos(3t)(A2 t 2 + A1 t + A0 ) + sin(3t)(B2 t 2 + B1 t + B0 ) . We can not use the method of undetermined coefficients.
(h) y 00 + y = e t t −2 .
The characteristic equation of the equation reads
4r 2 + 4r + 5 = 0 and hence In this example g (t) = e t t −2 .
r1,2 = −4±8i
8 = − 12 ± i 6= α + iβ = 3i. We can not use the method of undetermined coefficients.
Thus s = 0 =⇒

yp = cos(3t)(A2 t 2 + A1 t + A0 ) + sin(3t)(B2 t 2 + B1 t + B0 )

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 3.6 Nonhomogeneous Equations; Method of How to find yp
Undetermined Coefficients (part2)
Consider
ay 00 + by 0 + cy = g (t),
where a, b, and c are constants.
(1) If g (t) = e αt (an t n + · · · + a1 t + a0 )
To solve a nonhomogeneous linear equation L[y ] = g (t), there are with n = 0, 1, 2, . . . , then yp has the form
two main steps:
(1) Find the general solution (complementary solution) yp = t s e αt (An t n + · · · + A1 t + A0 ) ,
yc (t) = c1 y1 (t) + c2 y2 (t) of the corresponding homogeneous where s is the number of the roots r1 , r2 that are equal to α.
equation. (2) If g (t) = e αt [A cos(βt) + B sin(βt)] (an t n + · · · + a1 t + a0 )
(2) Find some particular solution yp of the nonhomogeneous with n = 0, 1, 2, . . . , then yp has the form
equation.
yp = t s e αt [cos(βt)(An t n + · · · + A1 t + A0 )

+ sin(βt)(Bn t n + · · · + B1 t + B0 )] ,
where s is the number of the roots r1 , r2 that are equal to
α + iβ.
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Example 2 In order to determine the coefficients A2 , A1 , A0 we

Find a particular solution of the equation y 00 + y0 = t2 − t + 1. substitute yp into the equation
y 00 + y 0 = t 2 − t + 1.
Solution
yp = A2 t 3 + A1 t 2 + A0 t
In this example g (t) = t2 − t + 1. yp0 = 3A2 t 2 + 2A1 t + A0
It follows that yp00 = 6A2 t + 2A1
(6A2 t + 2A1 ) + (3A2 t 2 + 2A1 t + A0 ) = t 2 − t + 1.
yp = t s (A2 t 2 + A1 t + A0 ).
Now we compare the coefficients of different powers of t:
The characteristic equation of the equation reads r 2 + r = 0
t2 : 3A2 = 1 ⇒ A2 = 13
and hence r1 = 0, r2 = −1.
t: 2A1 + 6A2 = −1 ⇒ A1 = − 32
Thus s = 1. 1: A0 + 2A1 = 1 ⇒ A0 = 4
Therefore, As a result we find
1 3
yp = t(A2 t 2 + A1 t + A0 ) = A2 t 3 + A1 t 2 + A0 t. yp = t 3 − t 2 + 4t.
3 2

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Example 3
First of all we find the general solution yc of the homogeneous
Find the general solution of y 00 + 2y 0 + y = e −t (2t − 5). equation
y 00 + 2y 0 + y = 0
Solution
(the complementary solution).
The general solution of the nonhomogeneous equation
The characteristic equation of the equation reads
L[y ] = g (t) is given by
r 2 + 2r + 1 = 0 and hence r1 = r2 = −1.
y = c1 y1 + c2 y2 + yp = yc + yp , It follows that the complementary solution is

where yc = c1 y1 + c2 y2 is the general solution of the yc = c1 e −t + c2 te −t .

corresponding homogeneous equation L[y ] = 0 and yp is some
particular solution of L[y ] = g (t).

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yp = e −t (A1 t 3 + A0 t 2 )
Next we look for a particular solution yp of the yp0 = −e −t (A1 t 3 + A0 t 2 ) + e −t (3A1 t 2 + 2A0 t)
nonhomogeneous equation = e −t (−A1 t 3 − A0 t 2 + 3A1 t 2 + 2A0 t)
yp = −e −t (−A1 t 3 − A0 t 2 + 3A1 t 2 + 2A0 t)
00
y 00 + 2y 0 + y = e −t (2t − 5). + e −t (−3A1 t 2 − 2A0 t + 6A1 t + 2A0 )
= e −t (A1 t 3 + A0 t 2 − 6A1 t 2 − 4A0 t + 6A1 t + 2A0 )
In this example g (t) = e −t (2t − 5).
y + 2y 0 + y = e −t (2t − 5) ⇒
00
It follows that
yp = t s e −t (A1 t + A0 ). e −t (A1 t 3 + A0 t 2 − 6A1 t 2 + 6A1 t − 4A0 t + 2A0 )
+2e −t (−A1 t 3 − A0 t 2 + 3A1 t 2 + 2A0 t)
Since r1 = r2 = −1, we have s = 2. +e −t (A1 t 3 + A0 t 2 ) = e −t (2t − 5).
Therefore, Now we divide both sides by e −t and then compare the
coefficients of different powers of t:
yp = t 2 e −t (A1 t + A0 ) = e −t (A1 t 3 + A0 t 2 ).
t3 : A1 − 2A1 + A1 = 0 X
In order to determine the coefficients A1 , A0 we substitute yp t2 : A0 − 6A1 − 2A0 + 6A1 + A0 = 0 X
into the equation. t: −4A0 + 6A1 + 4A0 = 2 ⇒ A1 = 31
1: 2A0 = −5 ⇒ A0 = − 52
131 / 177 132 / 177
 Example 4
Solve the equation y 00 + 2y = e t sin(3t).
As a result we find
  Solution
−t 1 3 5 2 The general solution is given by
yp = e t − t
3 2
y = yc + yp ,
and the general solution of the nonhomogeneous equation is
  where yc is the general solution of the corresponding
1 3 5 2
y = yc + yp = c1 e −t + c2 te −t + e −t t − t . homogeneous equation y 00 + 2y = 0 and yp is some
3 2
particular solution of y 00 + 2y = e t sin(3t).
First of all we find the general solution yc of the
homogeneous equation y 00 + 2y = 0.
The characteristic equation
√ of the equation reads r 2 + 2 = 0
and hence r1,2 = ±i 2.

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In order to determine the coefficients A0 , B0 we substitute yp

It follows that the general √
solution into the equation:

of the homogeneous
√

equation is yc = c1 sin 2 t + c2 cos 2 t . yp = e t [A0 sin(3t) + B0 cos(3t)]
Next we look for a particular solution yp of the yp0 = e t [A0 sin(3t) + B0 cos(3t)] + e t [3A0 cos(3t) − 3B0 sin(3t)]
nonhomogeneous equation y 00 + 2y = e t sin(3t). = e t [(A0 − 3B0 ) sin(3t) + (B0 + 3A0 ) cos(3t)]
In this example g (t) = e t sin(3t). yp00 = e t [(A0 − 3B0 ) sin(3t) + (B0 + 3A0 ) cos(3t)]
+e t [3(A0 − 3B0 ) cos(3t) − 3(B0 + 3A0 ) sin(3t)]
It follows that = e t [(−8A0 − 6B0 ) sin(3t) + (−8B0 + 6A0 ) cos(3t)]
yp = t s e t [A0 sin(3t) + B0 cos(3t)] . Now y 00 + 2y = e t sin(3t) implies
√ e t [(−8A0 − 6B0 ) sin(3t) + (−8B0 + 6A0 ) cos(3t)]
Since r1,2 = ±i 2 and α + iβ = 1 + 3i, we have s = 0.
+2e t [A0 sin(3t) + B0 cos(3t)] = e t sin(3t).
Therefore,
yp = e t [A0 sin(3t) + B0 cos(3t)] . Now we divide both sides by e t and then compare the
coefficients of sin(3t) and cos(3t):
sin(3t) : (−8A0 − 6B0 ) + 2A0 = 1 ⇒ −6A0 − 6B0 = 1
cos(3t) : (−8B0 + 6A0 ) + 2B0 = 0 ⇒ A0 = B0
135 / 177 136 / 177
 Example 5
Solve the initial value problem
It follows that y 00 − y = e 2t , y (0) = 1, y 0 (0) = 0.
1
A0 = B0 = − .
12 Solution
As a result we find The general solution is given by
1 t
yp = − e [sin(3t) + cos(3t)] y = yc + yp ,
12
and the general solution of the nonhomogeneous equation is where yc is the general solution of the corresponding
√  √  1 homogeneous equation y 00 − y = 0 and yp is some particular
y = yc +yp = c1 sin 2 t +c2 cos 2 t − e t [sin(3t) + cos(3t)] . solution of y 00 − y = e 2t .
12
First of all we find the general solution yc of the
homogeneous equation y 00 − y = 0.
The characteristic equation of the equation reads r 2 − 1 = 0
and hence r1,2 = ±1.
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It follows that the general solution of the homogeneous

equation is yc = c1 e t + c2 e −t . Now y 00 − y = e 2t implies
Next we look for a particular solution yp of the
4A0 e 2t − A0 e 2t = e 2t .
nonhomogeneous equation y 00 − y = e 2t .
In this example g (t) = e 2t . Now we compare the coefficients to find
It follows that
yp = A0 t s e 2t . 1
A0 = .
Since r1,2 = ±1 and α = 2, we have s = 0. 3
Therefore, As a result we find
yp = A0 e 2t . 1
yp = e 2t
3
In order to determine the coefficient A0 we substitute yp
into the equation: and the general solution of the nonhomogeneous equation is
1
yp = A0 e 2t y = yc + yp = c1 e t + c2 e −t + e 2t .
3
yp0 = 2A0 e 2t
yp00 = 4A0 e 2t
139 / 177 140 / 177
 Generalization
Lastly we apply the initial conditions y (0) = 1, y 0 (0) = 0:
2
y 0 = c1 e t − c2 e −t + e 2t . Theorem
3
As a result we get Suppose that g (t) is the sum of two terms,
1
c1 + c2 + 3 = 1, g (t) = g1 (t) + g2 (t),
2
c1 − c2 + 3 = 0.
or and let u1 be a solution of L[y ] = g1 (t) and u2 a solution of
c1 + c2 = 23 , L[y ] = g2 (t). Then yp = u1 + u2 is a solution of
c1 − c2 = − 23 . L[y ] = g1 (t) + g1 (t).
Thus
2 Proof.
c1 = 0, c2 = .
3 By direct substitution.
Therefore
1 2t 2 −t
y= e + e
3 3

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Example 1
Determine a suitable form for yp of yp = u1 + u2 + u3 , where

y 00 + y 0 − 6y = 10e 2t − 18e 3t − 6t − 11. g1 (t) = 10e 2t ⇒ u1 = t s1 A0 e 2t ,

g2 (t) = −18e 3t ⇒ u2 = B0 t s2 e 3t ,
Solution g3 (t) = −6t − 11 ⇒ u3 = t s3 (C1 t + C0 ).
In this example
g (t) = 10e 2t − 18e 3t − 6t − 11 = g1 (t) + g2 (t) + g3 (t), where The characteristic equation of the equation reads
g1 (t) = 10e 2t , g2 (t) = −18e 3t , g3 (t) = −6t − 11. r 2 + r − 6 = 0 and hence r1,2 = 2, −3.
It follows that yp = u1 + u2 + u3 , where Thus s1 = 1, s2 = s3 = 0 and hence

g1 (t) = 10e 2t ⇒ u1 = t s1 A0 e 2t , yp = A0 te 2t + B0 e 3t + (C1 t + C0 ).

g2 (t) = −18e 3t ⇒ u2 = B0 t s2 e 3t ,
g3 (t) = −6t − 11 ⇒ u3 = t s3 (C1 t + C0 ).

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Example 2 It follows that the general solution of the homogeneous
Solve the equation y 00 − 2y 0 − 8y = 4e 2t − 21e 3t . equation is yc = c1 e 4t + c2 e −2t .
Next we look for a particular solution yp of the
Solution nonhomogeneous equation y 00 − 2y 0 − 8y = 4e 2t − 21e 3t .
The general solution is given by In this example g (t) = 4e 2t − 21e 3t = g1 (t) + g2 (t), where
g1 (t) = 4e 2t , g2 (t) = −21e 3t .
y = yc + yp , It follows that yp = u1 + u2 , where
where yc is the general solution of the corresponding g1 (t) = 4e 2t ⇒ u1 = t s1 A0 e 2t ,
homogeneous equation y 00 − 2y 0 − 8y = 0 and yp is some g2 (t) = −21e 3t ⇒ u2 = B0 t s2 e 3t .
particular solution of y 00 − 2y 0 − 8y = 4e 2t − 21e 3t .
First of all we find the general solution yc of the Since r1 = 4, r2 = −2, s1 = s2 = 0 and hence
homogeneous equation y 00 − 2y 0 − 8y = 0.
yp = A0 e 2t + B0 e 3t .
The characteristic equation of the equation reads
r 2 − 2r − 8 = 0 and hence r1 = 4, r2 = −2.

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In order to determine the coefficients A0 , B0 we substitute

yp into the equation:
yp = A0 e 2t + B0 e 3t
yp0 = 2A0 e 2t + 3B0 e 3t
yp00 = 4A0 e 2t + 9B0 e 3t and the general solution of the nonhomogeneous equation is
Now y 00 − 2y 0 − 8y = e 2t − 21e 3t implies 21 3t 1 2t
2t 3t 2t 3t 2t 3t 2t 3t y = c1 e 4t + c2 e −2t + e − e .
4A0 e +9B0 e −2(2A0 e +3B0 e )−8(A0 e +B0 e ) = 4e −21e . 5 2
Now we compare the coefficients of e 2t and e 3t :
e 2t : 4A0 − 4A0 − 8A0 = 4 ⇒ A0 = − 12
e 3t : 9B0 − 6B0 − 8B0 = −21 ⇒ B0 = 21
5
As a result we find
21 3t 1 2t
yp = e − e
5 2

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Example 3 It follows that the general solution of the homogeneous
Find the general solution of the equation equation is yc = c1 sin(3t) + c2 cos(3t).
y 00 + 9y = e 3t + e −3t + e 3t sin(3t). Next we look for a particular solution yp of the
nonhomogeneous equation y 00 + 9y = e 3t + e −3t + e 3t sin(3t).
Solution In this example
The general solution is given by g (t) = e 3t + e −3t + e 3t sin(3t) = g1 (t) + g2 (t) + g3 (t), where
g1 (t) = e 3t , g2 (t) = e −3t , g3 (t) = e 3t sin(3t).
y = yc + yp , It follows that yp = u1 + u2 + u3 , where
where yc is the general solution of the corresponding g1 (t) = e 3t ⇒ u1 = t s1 A0 e 3t ,
homogeneous equation y 00 + 9y = 0 and yp is some g2 (t) = e −3t ⇒ u2 = B0 t s2 e −3t ,
particular solution of y 00 + 9y = e 3t + e −3t + e 3t sin(3t). g3 (t) = e sin(3t) ⇒ u3 = t s3 e 3t [C0 sin(3t) + D0 cos(3t)].
3t

First of all we find the general solution yc of the Since r1 = 3i, r2 = −3i, s1 = s2 = s3 = 0, and hence
homogeneous equation y 00 + 9y = 0.
The characteristic equation of the equation reads r 2 + 9 = 0 yp = A0 e 3t + B0 e −3t + e 3t [C0 sin(3t) + D0 cos(3t)].
and hence r1 = 3i, r2 = −3i.
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In order to determine the coefficients A0 , B0 , C0 , D0 we Now we compare the coefficients of

substitute yp into the equation: e 3t , e −3t , e 3t sin(3t), e 3t cos(3t):
1
e 3t : 9A0 + 9A0 = 1 ⇒ A0 = 18
yp = A0 e 3t+ B0 e −3t + e 3t [C
0 sin(3t) + D0 cos(3t)] e −3t : 9B0 + 9B0 = 1 1
⇒ B0 = 18
yp0 = 3A0 e 3t − 3B0 e −3t + 3e 3t [C0 sin(3t) + D0 cos(3t)] e 3t sin(3t) : 9C0 − 18D0 − 9C0 + 9C0 = 1 ⇒ 9C0 − 18D0 = 1
+e 3t [3C0 cos(3t) − 3D0 sin(3t)] e 3t cos(3t) : 9D0 + 18C0 − 9D0 + 9D0 = 0 ⇒ 18C0 + 9D0 = 0
yp00 = 9A0 e 3t + 9B0 e −3t + 9e 3t [C0 sin(3t) + D0 cos(3t)]
The linear system for C0 , D0 can be written as
+6e 3t [3C0 cos(3t) − 3D0 sin(3t)]
+e 3t [−9C0 sin(3t) − 9D0 cos(3t)] 9C0 − 18D0 = 1
36C0 + 18D0 = 0
Now y 00 + 9y = e 3t + e −3t + e 3t sin(3t) implies It follows that
1 2
9A0 e 3t + 9B0 e −3t + 9e 3t [C0 sin(3t) + D0 cos(3t)] C0 = , D0 = −2C0 = − .
+6e3t [3C0 cos(3t) − 3D0 sin(3t)] + e 3t [−9C0 sin(3t) 45 45
 − 9D0 cos(3t)] As a result we find
+9 A0 e 3t + B0 e −3t + e 3t [C0 sin(3t) + D0 cos(3t)]  
1 3t 1 −3t 3t 1 2
= e 3t + e −3t + e 3t sin(3t) yp = e + e +e sin(3t) − cos(3t)
18 18 45 45
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 3.7 Variation of Parameters

Variation of parameters is a method for finding particular

solutions of a nonhomogeneous linear equations.
and the general solution of the nonhomogeneous equation is It was introduced by Lagrange.
y = c1 sin (3 t) + c2 cos (3 t) The method of variation of parameters is a general method
1 3t 1 −3t
+ e 3t 45 1 2 that can be applied to any linear differential equation.

+ 18 e + 18 e sin(3t) − 45 cos(3t) .
The disadvantage of the method of variation of parameters is
that it requires evaluation of certain integrals involving the
nonhomogeneous term in the differential equation, and this
may present difficulties.

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Description of the method

Consider a linear nonhomogeneous equation The condition (22) enable us to determine u1 and u2 and help
00 0
L[y ] = y + p(t)y + q(t)y = g (t), (14) us to avoid terms involving u100 and u200 so keep the differential
equations for u1 and u2 at first order.
and let yc = c1 y1 + c2 y2 be the general solution of the As a result equation (16) becomes
corresponding homogeneous equation L[y ] = 0.
We assume that a particular solution has the form y 0 = u1 y10 + u2 y20 . (18)
y = u1 y1 + u2 y2 , (15) Differentiating (18) yields
where u1 and u2 are functions to be determined. y 00 = u1 y100 + u10 y10 + u2 y200 + u20 y20 . (19)
Differentiating y , we obtain Using (15), (18), and (19) into (14) gives
0
y = u1 y10 + u10 y1 + u2 y20 + u20 y2 . (16) [u1 y100 + u10 y10 + u2 y200 + u20 y20 ] + p[u1 y10 + u2 y20 ] + q[u1 y1 + u2 y2 ] =
Since there are two unknown functions to be determined, and g (t).
only one condition to be satisfied, we can impose the following Collecting the coefficients of u1 and u2 yields
second condition that produces a convenient simplification: u1 [y100 +py10 +qy1 ]+u2 [y200 +py20 +qy2 ]+u10 y10 +u20 y20 = g (t). (20)
u10 y1 + u20 y2 = 0. (17) Since y1 and y2 are solutions of L[y ] = 0, the coefficients of u1
and u2 are both zero.
155 / 177 156 / 177
Hence, equation (20) reduces to Subtracting the second equation from the first, we obtain

u10 y10 + u20 y20 = g (t). (21) (y1 y20 − y10 y2 )u10 = −y2 g (t).

Since {y1 , y2 } is a fundamental set of solutions of L[y ] = 0, the

u10 y1 + u20 y2 = 0. (22) Wronskian W (y1 , y2 ) = y1 y20 − y10 y2 6= 0.
Equations (22) and (21) form a system of two linear algebraic Thus we obtain
−y2 g (t)
equations for the derivatives u10 and u20 of the unknown u10 = . (23)
functions. W (y1 , y2 )
Multiplying equation (22) by y20 and (21) by y2 gives Substituting this solution into (21) we can solve for u20 as

u10 y1 y20 + u20 y2 y20 = 0, y1 g (t)

u20 = . (24)
u10 y10 y2 + u20 y2 y20 = y2 g (t). W (y1 , y2 )

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Examples

Example 1
sin t
Find the general solution of y 00 + y =
cos2 t

Solution
Finally we integrate (23) and (24) to obtain u1 and u2 .
The general solution is given by
The constants of integration can be taken to be zero, since we
are looking for a particular solution. y = yc + yp ,

where yc is the general solution of the corresponding

homogeneous equation y 00 + y = 0 and yp is some particular
sin t
solution of y 00 + y = .
cos2 t
First of all we find the general solution yc of the
homogeneous equation y 00 + y = 0.

159 / 177 160 / 177

 sin t
The characteristic equation of the equation reads r 2 + 1 = 0 Here g (t) = , y1 (t) = sin(t), y2 (t) = cos(t).
and hence r1 = i, r2 = −i. cos2 t
Let us calculate W (y1 , y2 ):
It follows that the general solution of the homogeneous
equation is yc = c1 sin(t) + c2 cos(t). sin(t) cos(t)
W (y1 , y2 ) = = −1.
cos(t) − sin(t)
Next we look for a particular solution yp of the
sin t It follows that
nonhomogeneous equation y 00 + y = . −y2 g (t)
cos2 t u10 = ,
We must use the method of variation of parameters. W (y1 , y2 )
So we assume y1 g (t)
u20 = .
W (y1 , y2 )
yp = u1 y1 + u2 y2 = u1 sin(t) + u2 cos(t),
sin t
where u1 and u2 satisfy u10 = cos t = tan t,
cos2 t
−y2 g (t) sin t
u10 = , u20 = − sin t = − tan2 t = −(sec2 t − 1)
W (y1 , y2 ) cos2 t
y1 g (t) and hence
u20 = .
W (y1 , y2 ) u1 = − ln | cos t|, u2 = −[tan t − t].
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Example 2
1
Find the general solution of y 00 + 3y 0 + 2y =
et +1
Thus
yp = − sin(t) ln | cos t| − cos(t)[tan(t) − t] Solution
and the general solution is The general solution is given by

y = c1 sin(t) + c2 cos(t) − sin(t) ln | cos t| − [tan(t) − t] cos(t). y = yc + yp ,

where yc is the general solution of the corresponding

homogeneous equation y 00 + 3y 0 + 2y = 0 and yp is some
1
particular solution of y 00 + 3y 0 + 2y = t .
e +1
First of all we find the general solution yc of the
homogeneous equation y 00 + 3y 0 + 2y = 0.

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The characteristic equation of the equation reads 1
Here g (t) = , y1 (t) = e −t , y2 (t) = e −2t .
r 2 + 3r + 2 = (r + 1)(r + 2) = 0 and hence r1 = −1, r2 = −2. et
+1
Let us calculate W (y1 , y2 ):
It follows that the general solution of the homogeneous
equation is yc = c1 e −t + c2 e −2t . e −t e −2t
W (y1 , y2 ) = = −2e −3t + e −3t = −e −3t .
Next we look for a particular solution yp of the −e −t −2e −2t
1
nonhomogeneous equation y 00 + 3y 0 + 2y = t . It follows that
e +1
We have to use the method of variation of parameters. −e −2t 1 et
So we assume u10 = = ,
−e −3t e t + 1 et + 1
e −t 1 e 2t
yp = u1 y1 + u2 y2 = u1 e −t + u2 e −2t , u20 = = −
−e −3t e t + 1 et + 1
where u1 and u2 satisfy and hence
−y2 g (t) Z
et
u10 = , u1 = dt = ln(e t + 1),
W (y1 , y2 ) e t +1
y1 g (t) Z
e 2t
u20 = . u2 = − dt = −e t − 1 + ln(e t + 1).
W (y1 , y2 ) et + 1
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Example 3
Consider the equation L[y ] = t 2 y 00 − 2y = 3t 2 − 1, t > 0.
Thus
(a) Show that y1 = t2 and y2 = t −1 are fundamental solutions of
yp = e −t ln(e t + 1) + e −2t [ln(e t + 1) − 1 − e t ] L[y ] = 0.
(b) Find the general solution of the equation L[y ] = 3t 2 − 1.
= (e −t + e −2t ) ln(1 + e t ) − e −2t − e −t
and the general solution is Solution
(a) Show that y1 = t 2 and y2 = t −1 are fundamental solutions of
y = c1 e −t + c2 e −2t + (e −t + e −2t ) ln(1 + e t ) − e −2t − e −t
L[y ] = 0.
or (i) y1 = t 2 and y2 = t −1 are solutions of the equation?
y = c1 e −t + c2 e −2t + (e −t + e −2t ) ln(1 + e t ). We have y1 = t 2 , y10 = 2t, y100 = 2. Thus

t 2 y100 − 2y1 = 2t 2 − 2t 2 = 0

and hence y1 is a solution.

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 (b) Find the general solution of the equation L[y ] = 3t 2 − 1.
The general solution is given by
We have y2 = t −1 , y20 = −t −2 , y200 = 2t −3 . y = yc + yp ,
Thus where yc is the general solution of the corresponding
t 2 y200 − 2y2 = 2t −1 − 2t −1 = 0 homogeneous equation t 2 y 00 − 2y 0 = 0 and yp is some
and hence y2 is a solution. particular solution of t 2 y 00 − 2y 0 = 3t 2 − 1.
(ii) W (y1 , y2 ) 6= 0? First of all we find the general solution yc of the
t 2 t −1 homogeneous equation.
W (y1 , y2 ) = = −3 6= 0.
2t −t −2 Since y1 = t 2 and y2 = t −1 are fundamental solutions of
Therefore, (i) and (ii) implies that y1 and y2 form a L[y ] = 0, we have yc = c1 t 2 + c2 t −1 .
fundamental set of solutions of the equation t 2 y 00 − 2y 0 = 0. Next we look for a particular solution yp of the
nonhomogeneous equation t 2 y 00 − 2y 0 = 3t 2 − 1.
We have to use the method of variation of parameters.
3t 2 − 1
Note that g (t) = .
t2
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So we assume and hence

Z  
2 −1 −1 1 −3 1
yp = u1 y1 + u2 y2 = u1 t + u2 t , u1 = t − t dt = ln |t| + t −2 ,
Z  3 6
where u1 and u2 satisfy 1 1 1
u2 = −t 2 + dt = − t 3 + t.
−y2 g (t) 3 3 3
u10 = ,
W (y1 , y2 ) Thus    
y1 g (t) 2 1 −2 −1 1 3 1
u20 = . yp = t ln |t| + t +t − t + t
W (y1 , y2 ) 6 3 3
1 1
Here g (t) = 3 − t −2 , y1 (t) = t 2 , y2 (t) = t −1 . = t 2 ln |t| − t 2 +
3 2
We have calculate W (y1 , y2 ) = −3. and the general solution is
It follows that
1 1
−t −1 3 − t −2 1 y = c1 t 2 + c2 t −1 + t 2 ln |t| + t 2 +
u10 = (3 − t −2 ) = = t −1 − t −3 , 3 2
−3 3t 3 or
t2 1 2 1 1
0
u2 = −2 −2
(3 − t ) = − t (3 − t ) = −t 2 + y = c1 t 2 + c2 t −1 + t 2 ln |t| + .
−3 3 3 2
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Reduction of Order

The method of reduction of order can also be used for the

nonhomogeneous equation. Substituting into the equation we obtain

Example (1 − t)e t (v 00 + 2v 0 + v ) + te t (v 0 + v ) − e t v = 2(t − 1)2 e −t .

Use the method of reduction of order to find the general solution of
the equation (1 − t)y 00 + ty 0 − y = 2(t − 1)2 e −t , 0 < t < 1, if Dividing the equation by e t and collecting similar terms, we
y1 (t) = e t is a solution of (1 − t)y 00 + ty 0 − y = 0. obtain

−(t − 1)v 00 + (2 − 2t + t)v 0 + (1 − t + t − 1)v = 2(t − 1)2 e −2t

Solution
We use the transformation y = vy1 = e t v . OR
It follows that (t − 1)v 00 + (t − 2)v 0 = −2(t − 1)2 e −2t .
This an second order equation for v with dependent variable v
y 0 = et v 0 + et v ,
missing.
y 00 = e t v 00 + 2e t v 0 + e t v .

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Thus, the substitution w = v 0 transforms it to a first order

linear equation for w : It follows that
(t − 1)w 0 + (t − 2)w = −2(t − 1)2 e −2t v 0 = w = 2e −2t (t − 1) + c1 (t − 1)e −t .
OR Next we integrate to find
t −2
w0 + w = −2(t − 1)e −2t
t −1 
1

−2t
et v = −e t− − c1 te −t + c2 .
This equation has the integrating factor µ(t) = . 2
t −1
Thus, we obtain Finally, we use the formula y = e t v to obtain the general
et e t (t − 2) solution of the given equation
w0 + w = −2e −t
t −1 (t − 1)2 
1

t −t
y = c2 e − c1 t − e t− .
and hence 2
et
w = 2e −t + c1 .
t −1

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Õç'

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