Tishk International University

Department of Civil Engineering

Fall - 2021

Differential Equations
Second Order Differential
Equations
10th Lecture

Instructor: Ahmed Salah Jamal

[email protected]
Applications of Second Order ODE
1. Deflection of a beam
To begin, let us assume that a beam of length L is
homogeneous and has uniform cross sections along its
length. In the absence of any load on the beam (including
its weight), a curve joining the centroids of all its cross
sections is a straight line called the axis of symmetry.

If a load is applied to the beam in a vertical plane

containing the axis of symmetry, the beam undergoes a
distortion, and the curve connecting the centroids of all
cross sections is called the deflection curve or elastic
curve. The deflection curve approximates the shape of the
beam.
Example 1 : Find the maximum deflection of simply supported beam subjected to uniform
distributed load:

Solution: wl
MA  0 RB 
2
wl
 Fy  0  RA 
2

For a part of the beam at distance x from the left end:

x wl w 2
 Mx  0 Mx  wx ( )  R A  x
2
 Mx 
2
x x
2

From the elementary bending theory: d2y M d2y

2
  EI  2
 M
dx EI dx

d 2 y w 2 wl
EI  x  x 2nd Order Ordinary Differential Equation.
dx 2 2 2
 d 2 y w 2 wl
EI 2
 x  x Boundary Equation
dx 2 2
Where: 1. At x = 0, y = 0 c2 =0
wL3
y = deflection ; c1 
2. At x = L, y = 0 24
I= moment of inertia
w 4 wL 3 wL3
E= modulus of elasticity ;  EI  y  x  x  x
24 12 24

Solve the 2nd Order ODE to get:

L
w
EI  d y  ( x 2 
2 wl
x)  dx 2 1. Maximum deflection is at x
2 2 2
w wL 2 5wL4
EI  dy  ( x 3  x  c1 ) dx  EI  y 
6 4 384
w 4 wL 3
EI  y  x  x  c1  x  c2 5wL4
24 12 G. S. ymax 
384 EI
Buckling of column

Definition: When a member subject to an axial load (axial compression stress), the load that
causes buckling is called buckling load or critical load
Example 2 : Buckling of the hinged-hinged columns
Solution :

We have: d2y M
 
dx 2 EI
d2y P
or 2
 y0
dx EI

Let R2 
P
 y ( x)  c1  cos Rx  c2  sin Rx G. S.
EI

Boundary Condition
at x = 0, y=0 c1 = 0
n
at x = l, y = 0 c2 ≠ 0 sin Rl=0 R
l

P n 2 2 n 2 2  EI
 Pcr 
EI l2 l2
Example 3 : Find the lateral displacement of a hinged-hinged column (or hinged-hinged beam) of length
(L) subjected to an axial load (P) and a uniform lateral distributed load (W) .

Solution:  Mx  0
x
Mx  wx  ( )  Py  R A  ( x )
2
wL w 2
Mx  Py  x x
2 2 W kN/m

We have: d 2
y M 1 wL w 2
2
  {Py  x x }
dx EI EI 2 2
d2y
dx 2

P
EI
y 
1
2 EI
wx 2
 wLx  
 d2y
dx 2

P
EI
y 
1
2 EI
wx 2
 wLx 
y ( x)  yh  y p
• Where yh

d2y P
2
 y0
dx EI
P
Let R  2

EI
yh  c1  cos Rx  c2  sin Rx
• Solve for yp by constant coeff. will be y P  Ax 2  Bx  C
 w
A
2 EI  R 2
wl 2 w
B   ,C   2 A 
2 EI  R 2 R EI .R 4

• Hence
w w wl
yP  x 
2
 x
2 EI  R 2
EI  R 4
2 EI  R 2

• Solve for y(x)

w w wl
y( x )  c1  cos Rx  c2  sin Rx  x 
2
 x
2 EI  R 2
EI  R 4
2 EI  R 2
 Homework
• Find max. deflection for Ex.3
Example 4 : Buckling of the fixed-hinged columns
Solution:
Example 4 : Buckling of the fixed-hinged columns
Solution:
d2y
We have:
2

M
 
1
Py  Hx
dx EI EI
d2y P H
or 2
 y x
dx EI EI
Let

P d2y H
R 
2
2
R y
2
x
EI dx EI

• Solve for yp and yh

 yh  c1  cos Rx  c2  sin Rx

y p  Ax  B

H .l H
yx   sin Rx  2
x
P. sin( Rl ) EI .R

H .l H
yx   sin Rx  x
P. sin( Rl ) P
Homework
Non-homogeneous Second-Order Linear
ODEs

Non-homogeneous differential equations

• The method of undetermined coefficient (constant-coefficient linear

differential equations)

• The method of variation of parameters

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 Non-homogeneous ODEs of Second Order

The linear non-homogeneous equation

y  p ( x). y  q ( x). y  f ( x) (1)

Has the general solution y  yh  y p , where yp is any particular solution of the nonhomogeneous
equation (1). That is the strategy for solving (1) is as follows:

Step 1: Find the general solution yh of its homogeneous equation (1).

Step 2: Find a particular solution yp of the non-homogeneous equation (1).

Step 3: we conclude the general solution of the equation (1) is y  yh  y p .

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1- The method of undetermined coefficient

The method in this topic is only applicable for constant coefficient nonhomogeneous equation, the second order

nonhomogeneous linear differential equation is of the form:

ay  by  cy  G (x)
where a; b; c are constants, and G(x) is a continuous function of x on a given interval, the solution of this equation
represented in the following form is of two part:
y ( x)  yh ( x)  y P ( x)
Where
First part : Complementary solution to the Homogeneous equation ay  by  cy  0 is called yh
yh = complementary equation (contains arbitrary constant) or (homogeneous equation)

Second part : Particular solution to the Non-homogeneous part G (x) is called y p

yp = particular solution (No arbitrary constant)

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• Since we already know how to find yh , the general solution to the corresponding

homogeneous equation, we need a method to find a particular solution, yp.

If G(x) = x n (Polynomial)

We now need a particular solution yp(x).

We consider a trial solution of the form y P  Ax n  Bx n 1.....Cx  D

Then take yp and yp

We plug yp , yp and y p into the original equation to get equating coefficients
(A,B…..C and D)

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Example (1) Solve the differential equation:
 Find yp , yp
y  3 y  2 y  x ............(1)
2
y p '  2 Ax  B yp '' 2A
Solution:
 We plug y p , y p and y p into equation (1) to get:
 We first find the solution of the corresponding homogeneous
equation, 2 A  3(2 Ax  B )  2( Ax 2  Bx  C )  x 2
y  3 y  2 y  0 2 Ax 2  (6 A  2 B ) x  (2 A  3B  2C )1  x 2

Characteristic equation; 2  3  2  0  Tidying up, we get:

1 3 7
Roots:    1;   2 Distinct real roots. A ; B and C
2 2 4
Solution to corresponding homogeneous equation is  Hence a particular solution is given by
yh  c1e  x  c2 e 2 x 1 2 7
yp  ( x  3x  )
2 2
 Next we find a particular solution;  General solution:
y p  Ax 2  Bx  c 1 2 7
y ( x)  ( x  3 x  )  c1e  x  c2 e  2 x
2 2

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If G(x) = Ce kx (Exponential)

We now need a particular solution yp(x).

We consider a trial solution of the form yp(x) = A e kx

Then 
y p  Ake ;
kx

y p  Ak e
2 kx

We plug yp ; yp and y p into the equation to get equating
coefficients (A)

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Example (2) Solve the differential equation:

y  9 y  e 4 x ..........(1)  We plug yp , yp and y p into equation (1) and tidying up,
we get:
Solution: 16 Ae 4 x  9( Ae 4 x )  e 4 x
 We first find the solution of the corresponding 1
homogeneous equation, A
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y  9 y  0
 Hence a particular solution is given by
Characteristic equation; 2  9  0
Roots:    3i Complex roots. 1 4 x
yp  e
Solution to corresponding homogeneous equation is 25
yh  c1 cos(3 x)  c2 sin(3 x)
 General solution:
 Next we find a particular solution;
1 4 x
y ( x)  c1 cos(3 x)  c2 sin(3 x)  e
y p  Ae 4 x 25

y p '  4 Ae 4 x y p ' '  16 Ae 4 x

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If G(x) = C cos kx or C sin kx (Trigonometric)
We now need a particular solution yp(x).

We consider a trial solution of the form y p  A cos(kx)  B sin(kx)

Then take yp , yp

We plug yp , yp and y p into the equation and solution for A and B
coefficients if possible

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Example (3) Solve the differential equation: Next we find a particular solution;

y p  A cos(2 x)  B sin(2 x)
y  4 y  5 y  cos(2 x)
Solution: We plug yp , yp and y p into the equation and
tidying up, we get:
We first find the solution of the corresponding
9 8
homogeneous equation, A ; B
145 145
y  4 y  5 y  0
Hence a particular solution is given by

  4  5  0
Characteristic equation; 2 9 8
yp   cos(2 x)  sin(2 x)
145 145
Roots:    1;  5
General solution:
Solution to corresponding homogeneous
equation is 9 8
y cos(2 x)  sin(2 x)  c1e  x  c2 e 5 x
yh  c1e  x  c2 e 5 x 145 145
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24
 Trouble: Trial solution fits corresponding hom. eqn.

Troubleshooting
If the trial solution yp is a solution of the corresponding homogeneous
equation, then it cannot be a solution to the non-homogeneous equation. In
this case, we multiply the trial solution by x (or x2 or x3 ... as necessary) to get
a new trial solution that does not satisfy the corresponding homogeneous
equation.

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Example (4) Solve the differential equation:

y  y  e x We plug y p , y p and yp into the equation

Solution: and tidying up, we get:
1
 We first find the solution of the corresponding A
2
homogeneous equation,

Solution to corresponding homogeneous equation is Hence a particular solution is given by

yh  c1e  x  c2 e x 1 x
y p  xe
2
 Next we find a particular solution; Note that A e kx, is a
solution to the corresponding homogeneous equ. and General solution:
therefore cannot be a solution to the non-homogeneous
1 x
equation. y  xe  c1e  x  c2 e x
2
as recommended, we use yp(x) =A x e x
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 Homework

y  6 y  9 y  6e 3x

27
 If G(x)is the summation of several function
G(x)=G1(x)+G2(x)

• To solve the equation ay  by  cy  G1 ( x)  G2 ( x)

We can find particular solution, y p1 and y p 2 to the equations

ay  by  cy  G1 ( x) ; ay  by  cy  G2 ( x)

separately. The general solution of the equation

ay  by  cy  G1 ( x)  G2 ( x) is y ( x)  y P1  y P 2  yh

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 G(x)=G1(x)+G2(x)
Example (5) Solve the differential equation:
 We plug yp , yp and y p for both y p1 and y p 2
y  y  y  x 2  e x
into the equation, hence a particular solution for both of
them are given by:
Solution:

 Solution to corresponding homogeneous equation is y p  y p1  y p 2

1 1 x
yh  e
 x
2
(c1  cos
3
x  c2  sin
3
x) y p  x  2x  e
2
2 2 3
 Next we find a particular solution;
 General solution:

y p1  ( Ax 2  Bx  C ) 1
 x 3 3 1
y ( x)  e 2
(c1  cos x  c2  sin x)  x 2  2 x  e x
y P 2  De x 2 2 3

y P  y P1  y P 2
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 Non-homogeneous part by undetermined coefficient

Case G(x) particular solution , yp(x)

1 P(x) = x n (Polynomial) Q( x)  Ax  Bx
n n 1
.....Cx  D
kx
2 Ce kx (Exponential) Ae
C cos kx or C sin kx (Trigonometric)
A cos(kx)  B sin(kx)
3

4 P(x) + R(x) y p  y P1  y P 2

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 Homework
1. Write down the form of the particular solution to: y  y  y  G (t )
For the following G(t) s̉ :

a) - G (t )  4 cos(6t )  9 sin(6t )
b) - G (t )  2 sin t  sin(14t )  5 cos(14t )

2. Solve

y  2 y  3 y  e2t  3t 2  4t  5  5 cos( 2t )

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