Chapter 2

Second Order Differential Equations

 Overview

2.1. Basic Definitions and Theorems

2.2. Reduction of Order
2.3. Homogeneous Linear Equations with
Constant Coefficients
2.4. Undetermined Coefficients
2.5. Variation of Parameters
2.6. Cauchy-Euler Equations
 Learning Outcomes
At the end of this section you should be able to know:

1)The basic theorems on existence and uniqueness

of solutions of DE (based on IVP and BVP),
superposition of solutions.

2) The definitions of linear dependence , linear

independence, Wronskian, fundamental set of
solution, homogeneous DE and non-homogeneous
DE.
 Theorem
Existence and Uniqueness of Solution for IVP
An n-th order IVP for a linear differential equations will
have the following form

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛 +𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 +𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

subject to

𝑦 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥0 = 𝑦1 , … 𝑦 𝑛−1 𝑥0 = 𝑦𝑛−1
 2.1. Definitions and Theorems

If there is an interval I containing 𝑥0 on which:

1) 𝑎𝑛 𝑥 , 𝑎𝑛−1 𝑥 , … , 𝑎1 𝑥 , 𝑎0 𝑥 and 𝑔 𝑥 are continuous

2) 𝑎𝑛 𝑥 ≠ 0

Then, a solution of the IVP EXISTS on I and is UNIQUE.

 Example 1
Show that
2𝑦 ′′ + 9𝑥𝑦 ′ − 𝑒 𝑥 𝑦 = 𝑥 2 , 𝑦 1 = 0, 𝑦 ′ 1 = 0

has the unique solution 𝑦 = 0 on the interval (−∞, ∞)

Solution:
The coefficients of 𝑦 ′′ , 𝑦 ′ and 𝑦 are the functions 2, 9𝑥, −𝑒 𝑥
and 𝑔 𝑥 = 𝑥 2 which are all continuous function on −∞, ∞ .

The coefficients of the highest derivative is 2 which is a non-

zero function.
All conditions of existence of a unique solution are satisfied.

By theorem, 𝑦 = 0 is the unique solution on −∞, ∞ .

 Example 2

The IVP 3𝑦 ′′′ + 5𝑦 ′′ − 𝑦 ′ + 7𝑦 = 0 , 𝑦 1 = 0, 𝑦 ′ 1 = 0 ,

𝑦 ′′ 1 = 0 possesses the unique solution 𝑦 = 0. Why?

Solution:

All the coefficients of 𝑦 ′′′ , 𝑦 ′′ , 𝑦 ′ and 𝑦 are non zero.

The coefficients of the highest derivative is 3 which is a non-

zero function.

All conditions of existence of a unique solution are satisfied.

Hence, 𝑦 = 0 is the only solution on any interval containing

𝑥 = 1.
Definition Solution for BVP
A problem such as
𝑑2 𝑦 𝑑𝑦
𝑎2 𝑥 2
+𝑎1 𝑥 +𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥
subject to
𝑦 𝑥0 = 𝑦0 , 𝑦 ′ 𝑥1 = 𝑦1

where the dependent variable 𝒚 or its derivatives are

specified at different points is called BOUNDARY VALUE
PROBLEM (BVP).

A BVP can have zero, one or infinitely many solutions.

Example Consider 𝑦 ′′ + 16𝑦 = 0 with its general
solution 𝑦 𝑥 = 𝑐1 cos 4𝑥 + 𝑐2 sin 4𝑥 on
−∞, ∞
Solution:
We will look at several boundary conditions for this DE
𝜋
1) 𝑦 0 = 0 , 𝑦 =1
2

𝑦 0 = 𝑐1 cos 4(0) + 𝑐2 sin 4 0 = 0 𝑐1 = 0

𝜋 𝜋 𝜋
𝑦 = 𝑐1 cos 4( ) + 𝑐2 sin 4 =1 𝑐1 = 1
2 2 2
There are two contradictory values for 𝑐1
Conclusion : There is no solution (zero solution)
Example Consider 𝑦 ′′ + 16𝑦 = 0 with its general solution
𝑦 𝑥 = 𝑐1 cos 4𝑥 + 𝑐2 sin 4𝑥 on −∞, ∞
Solution:
𝜋
2) 𝑦 0 = 0 , 𝑦 =0
8

𝑦 0 = 𝑐1 cos 4(0) + 𝑐2 sin 4 0 = 0 𝑐1 = 0

𝜋 𝜋 𝜋
𝑦 = 𝑐1 cos 4( ) + 𝑐2 sin 4 =0 𝑐2 = 0
8 8 8

The solution of the BVP is 𝑦 = 0

Conclusion : There is only one solution

Example Consider 𝑦 ′′ + 16𝑦 = 0 with its general solution
𝑦 𝑥 = 𝑐1 cos 4𝑥 + 𝑐2 sin 4𝑥 on −∞, ∞
Solution:
𝜋
3) 𝑦 0 = 0 , 𝑦 =0
2

𝑦 0 = 𝑐1 cos 4(0) + 𝑐2 sin 4 0 = 0 𝑐1 = 0

𝜋 𝜋 𝜋
𝑦 = 𝑐1 cos 4( ) + 𝑐2 sin 4 =0 𝑐1 = 0
2 2 2

The solution of the BVP is 𝑦 = 𝑐2 sin 4𝑥 where 𝑐2 is any

number (𝑦 is a 1-parameter family of solutions)

Conclusion : There is infinitely many solutions

Definition Linearly Dependent / Independent

A set of functions 𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 (𝑥) is said to be

linearly dependent on an interval I , if there exist
constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 (not all zero) such that

𝑐1 𝑓1 𝑥 + 𝑐2 𝑓2 𝑥 + ⋯ + 𝑐𝑛 𝑓𝑛 𝑥 = 0

for every 𝑥 in the interval, I .

If the set of functions is not linearly dependent on the
interval, it is said to be linearly independent.
Example :

The set f1 (x ) = x + 5, f 2 (x ) = x + 5 x, f 3 (x ) = x − 1

is linearly dependent on I = (0, )

Write one of the function as a combination of the others

f1 (x ) = x + 5 = x + 5 x − 5 x + 5

= x + 5 x − 5( x − 1) = f 2 (x ) − 5 f 3 (x )
Definition Wronskian of the Functions

Suppose each of the functions 𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 (𝑥)

possesses at least 𝑛 − 1 derivatives.

The determinant
f1 f2  fn
f1 f 2  f n
W ( f1 , f 2 ,..., f n ) =
   
( n −1) ( n −1) ( n −1)
f1 f2  fn

is called the Wronskian of the functions

Theorem

1) If 𝑊 𝑓1 , 𝑓2 , … , 𝑓𝑛 = 0 then the set of functions

𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 (𝑥) is LINEARLY DEPENDENT.

2) If 𝑊 𝑓1 , 𝑓2 , … , 𝑓𝑛 ≠ 0 then the set of functions

𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 (𝑥) is LINEARLY INDEPENDENT.

Example 1

Determine whether the set of functions 𝑦1 = cos 𝑥 and

𝑦2 = sin 𝑥 is linearly dependent or not.

Solution: Use the Wronskian

𝑦1 𝑦2
W 𝑦1 , 𝑦2 = 𝑦′ 𝑦2′
1

cos 𝑥 sin 𝑥
=
− sin 𝑥 cos 𝑥
= cos2 𝑥 − − sin2 𝑥
= 1≠ 0
The set of functions is linearly independent.
Example 2 Show that the set of solution 𝑦1 = 𝑥 , 𝑦2 = 𝑥 2
and 𝑦3 = 4𝑥 − 3𝑥 2 is linearly dependent .
Solution: Use the Wronskian
𝑦1 𝑦2 𝑦3 𝑥 𝑥2 4𝑥 − 3𝑥 2
′
W 𝑦1 , 𝑦2 , 𝑦3 𝑦
= 1 𝑦2′ ′
𝑦3 = 1 2𝑥 4 − 6𝑥
𝑦1′′ 𝑦2′′ 𝑦3′′ 0 2 −6

𝑥 𝑥2 4𝑥 − 3𝑥 2 𝑥 𝑥2 4𝑥 − 3𝑥 2
= (𝑥) 1 2𝑥 4 − 6𝑥 −(1) 1 2𝑥 4 − 6𝑥
0 2 −6 0 2 −6

𝑥 𝑥2 4𝑥 − 3𝑥 2
+(0) 1 2𝑥 4 − 6𝑥
0 2 −6
=𝑥
2𝑥 4 − 6𝑥
−1 𝑥 2 4𝑥 − 3𝑥 2 +0 𝑥 2 4𝑥 − 3𝑥 2
2 −6 2 −6 2𝑥 4 − 6𝑥

= 𝑥 −12𝑥 − 8 + 12𝑥 − −6𝑥 2 − 8𝑥 + 6𝑥 2

=0

The set of functions is linearly dependent.

Definition: Homogeneous
A linear nth-order DE of the form

a ( x ) y + b( x ) y + c( x ) y = 0
Or
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

is said to be homogeneous.

Example: 2 y  + 3 y  − 5 y = 0

is a homogeneous linear second-order DE.

Definition Non-Homogeneous DE

A linear 𝑛-th order DE of the form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 + 𝑎𝑛−1 𝑥 + ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥

is said to be non-homogeneous.
Example

2 y + 3 y − 5 y = x 2

is a non-homogeneous linear second-order DE.

Superposition principle

If y1 , y 2 are solutions of the homogeneous 2nd order

DE on an interval I , then the linear combination

y = c1 y1 ( x ) + c2 y2 ( x ) where ci , i = 1,2

are arbitrary constants, is also a solution on the interval I

 Superposition principle
Example
y1 = x 2 and y 2 = x 2 ln x

are both solutions of the homogeneous linear

equation

x 3 y  − 2 xy  + 4 y = 0 on the interval (0,  )

.
By the Superposition principle, the linear combination

y = c1 x 2 + c2 x 2 ln x is also a solution of x 3 y  − 2 xy  + 4 y = 0

on (0,  )
Definition Fundamental Set of Solutions

A set of 𝑦1 , 𝑦2 , … , 𝑦𝑛 of a linearly independent solutions

of an 𝑛-th order homogeneous linear equation on an
interval I is said to be a set of fundamental set of
solutions on the interval.
Theorem General Solution – Homogeneous Linear DE

For any 𝑛 −th order homogeneous linear DE, there is a

fundamental set of solutions on an interval I .

Let 𝑦1 , 𝑦2 , … , 𝑦𝑛 be a fundamental set of solutions of an

𝑛-th order homogeneous linear DE on an interval I .

The general solution of the DE in an interval I is

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥

where ci , i = 1,.., n are arbitrary constant.

Definition

General Solution – Non-Homogeneous Linear DE

Let y1 , y2 ,..., yn be a fundamental set of solutions the

associated homogeneous linear DE on an interval I .

The general solution of the DE on the interval I is

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥 +𝑦𝑝 𝑥
where ci , i = 1,.., n are arbitrary constants.

Any solution y p free of arbitrary parameters, that

satisfies the DE is said to be a particular solution.
 Homogeneous DE

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥

Non-Homogeneous DE

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥 +𝑦𝑝 𝑥
Example :

Given that yc = c1e + c2 e + c3e is the general solution of

x 2x 3x

the DE y ''' − 6 y '' + 11 y ' − 6 y = 0

Find the general solution of the DE y '''

− 6 y ''
+ 11 y '
− 6 y = 3x
Example :

We have to find a particular solution y p of the non-

homogeneous equation y ''' − 6 y '' + 11 y ' − 6 y = 3 x

Take y p = ax + b
11 1
Derive and substitute inside the DE, we obtain y p = − − x
12 2

1 11
General solution y = yc + y p = c1e + c2e + c3e − x −
x 2x 3x

2 12