QUICK REFERENCE

CHAPTER 2: SECOND ORDER LINEAR DIFFERENTIAL EQUATION

Second Order Linear Differential Equations with Constants Coefficients

ay + by + cy = f ( x ) where a , b and c are constants

HOMOGENEOUS EQUATION: ay  + by  + cy = 0
Example: Homogeneous
d2y dy
General form: a 2 + b + cy = 0, where a, b, c are constant
dx dx 1. y − y − 6 y = 0 2. y − 25 = 0
2
Method of solution: d y dy d2y
3. 16 − 40 + 25 y = 0 4. + 16 y = 0
dx 2 dx dx 2
d2y dy
Step 1: Assume that = y = m 2 , = y = m & y = 1 and write as 5. y + 9 y = 0 6. 4 y − 12 y + 9 y = 0
dx 2 dx
am 2 + bm + c = 0  characteristic (or auxiliary) equation
Step 3: If initial condition is given, find the particular
Step 2: Find the roots of characteristic equation and solve for m using calculator or solution.
quadratic formula. Then, write the general solution based on the types of roots. Condition 1  y (c) = a

Characteristic Equation: am2 + bm + c = 0

Condition 2  y ( c ) = b

Types of Solution Roots

General Solution Step 4: Differentiate y ( x ) to find y ( x ) .
(Complementary Function)
Step 5: Substitute Condition 1 into y ( x )
(i) Real and distinct roots: m1  m2 y ( x ) = Aem1 x + Bem2 x
and Condition 2 into y ( x ) . Then find
y ( x ) = ( A + Bx ) e mx or
(ii) Real and equal roots: m = m1 = m2 arbitrary constant (A & B).
y ( x ) = ( Ax + B ) e mx Step 6: Substitute the values of A & B into general
(iii) Complex number roots: m =    i y ( x ) = e x ( A sin  x + B cos  x ) solution, y ( x ) in Step 3.

NON-HOMOGENEOUS EQUATION: ay + by + cy = f ( x ) , where f ( x )  0

(i) The Method of Undetermined Coefficients: (ii) The Method of Variation of Parameters:

Method of solution: Method of solution:

Step 1: Find the yh ( x ) by assuming, f ( x ) = 0 Step 1: Identify a and f ( x ) .
Step 2: Identify y p ( x ) based on the given f ( x ) : Step 2: Find the yh ( x ) by assuming, f ( x ) = 0.
f ( x) Assume y p ( x ) Step 3: From Step 1, identify y1 ( x ) and y2 ( x ) .
Case I: Polynomial function Step 4: Find y1 ( x ) and y2 ( x ) .
f ( x ) = −1 y p = xr (C ) Step 5: Calculate Wronskian, W by using the following
f ( x) = 2x − 1 y p = x r ( Cx + D ) formula:
y1 ( x ) y2 ( x )
W=
f ( x ) = an x + an −1 x y p = x ( Cx + Dx K)
n −1
n
+ + a0 r n n −1
+ Ex n−2
+ y1 ( x ) y2 ( x )
Case II: Exponential function
= y1 ( x )  y2 ( x ) − y2 ( x )  y1 ( x )
e− x y p = x r ( Ce − x )
f ( x) = Step 6: Calculate u and v:
y p = x r ( Ce3 x )
2
f ( x ) = −5e3 x y2 ( x ) f ( x ) y1 ( x ) f ( x )
u = − dx & v =  dx
aW aW
y p = x ( Ce
r kx
)
f ( x ) = aekx Step 7: Obtain y p ( x ) =uy1 ( x ) +vy2 ( x )
Case III: Trigonometric function Step 8: General solution: y ( x ) = yh ( x ) + y p ( x )
f ( x ) = 2sin x − cos x y p = x r ( C sin x + D cos x )
Step 9: If given an initial condition, then substitute
f ( x ) = −7cos 2 x y p = x r ( C sin 2 x + D cos 2 x ) into general solution.

f ( x ) = a sin kx @ f ( x ) = a cos kx y p = x r ( C sin kx + D cos kx ) Example: Non- Homogeneous

f ( x) Assume y p ( x )
1. 2y + 4 y = 3x 2 + 5 x 2. y  − y  − 2 y = 6e − x
Step 3: General solution: y ( x ) = yh ( x ) + y p ( x ) 2
d y dy
yh (Homogeneous solution): Obtain from solving homogeneous equation 3. + 3 − 4 y = −250 cos ( 3x ) 4. y − 4 y + 3 y = 2 cos x + 4sin x
dx 2 dx
y p (Particular solution): Obtain by at first assume appropriate trial solutions 5. y + y − 2 y = ( x + 2 ) e x 6. y + 6 y + 8 y = sin x
Step 4: If given an initial condition, then substitute into general solution.