Second Order Differential Equations

297
UNIT - V
SECOND ORDER DIFFERENTIAL
EQUATIONS
5.1. Solution of second order differential equations with constant
coefficients in the form . 0 cy
dx
dy
b
dx
y d
a
2
2
= + + Simple Problems
5.2 Solution of second order differential equations in the form
) x ( f cy
dx
dy
b
dx
y d
a
2
2
= + + . Where a,b and c are constants and
f(x) = e
mx
. Simple problems.
5.3. Solution of second order differential equations in the form
). x ( f cy
dx
dy
b
dx
y d
a
2
2
= + + Where a,b and c are constants and f(x) =
sinmx or cosmx. Simple problems
5.1 SECOND ORDER DIFFERENTIAL EQUATIONS
Introduction:
In the last unit, we learnt first order differential equation. In this
unit, we will learn second order differential equation.
The second order differential equation is of the form
). x ( f cy
dx
dy
b
dx
y d
a
2
2
= + + (1)
Where a,b and c are real numbers and f(x) is a function of x.
We use differential operators Dy, D
2
y in (1), we get
) x ( f y ) c bD aD (
2
= + + where D=
dx
d
(2)
Now, we put f(x) = 0 in (1), we get
0 cy
dx
dy
b
dx
y d
a
2
2
= + + (3)
298
The solution of (3) is called complementary function (CF) of (1).
To solve (3), we assume a trial solution y = e
px
for some value of
p. Then . e p
dx
y d
and pe
dx
dy
px 2
2
2
px
= =
Substituting these values in (3), we get
0 c bp ap
0 ] c bp ap [ e
0 ce bpe e ap
2
2 px
px px px 2
= + +
= + +
= + +
(4)
This equation in p is called the Auxillary Equation (AE)
Solving (4), we get two roots say p
1
and p
2
. Then the following
three cases arise.
Case (i)
If the roots p
1
and p
2
are real and distinct, then the solution of (3) is
x p x p
2 1
Be Ae y + =
Case (ii)
If the roots p
1
and p
2
are real and equal, then the solution of (3) is
) B Ax ( e y
x p
1
+ =
Case (iii)
If the roots
1
p and
2
p are complex say p
1
= + i and p
2
= -i, then
the solution of (3) is
] x sin B x cos A [ e y
x
+ =

In all cases, A and B are arbitrary constants.

299

5.1 WORKED EXAMPLES
PART A
1. If roots of the auxillary equation are ,
2
3
i
2
1
what is the solution
of the differential equation?
Solution:
Here, the roots are complex and ,
2
3
,
2
1
= =
.
.
. The solution of differential equation is
] x
2
3
sin B x
2
3
cos A [ e y
x
2
1
+ =
2. Find the solution of (D
2
81) y = 0
Solution:
The auxillary equation is p
2
81 = 0
(p+9) (p-9) = 0
p
1
= -9, p
2
= 9
Here, the roots are real and distinct
.
.
. The solution of differential equation is
y = Ae
-9x
+Be
x 9

3. Solve 0 y 64
dx
y d
2
2
= +
Solution:
Given 0 y ) 64 D ( 0 y 64
dx
y d
2
2
2
= + = +
2
+64=0
p = 8i
Here, the roots are complex,=0 and = 8
.
.
. The solution is y = A cos8x + B sin 8x
300

4. Solve (D
2
-2D-3)y=0
Solution:
2
-2p-3=0
(p+1) (p-3) = 0
p
1
= -1, p
2
= 3
.
.
. The solution is y = Ae
-x
+ Be
3x

5. Solve (D
2
-4D-1) y =0
Solution:
2
-4p-1 = 0
Here a = 1, b = -4, c = -1
P =
a 2
ac 4 b b
2

=
) 1 ( 2
) 1 )( 1 ( 4 16 4

=
2
20 4

= 5 2
2
5 2 4
=

So, p
1
= 2 + 5 and 5 2 p
2
=
.
.
. The solution is
y = Ae
(2 + 5 )x
+ Be
(2 - 5 )x

301
6. Solve 0 y 9
dx
dy
6
dx
y d
2
2
= +
Solution:
Given: 0 y ) 9 D 6 D ( 0 y 9
dx
dy
6
dx
y d
2
2
2
= + = +
2
6p+9 = 0
(p-3)(p-3)=0
p
1
=3, p
2
= 3
Here, the roots are real and equal.
.. The solution is y = e
3x
[Ax+B]
7. Solve (D
2
+D+2)y =0
Solution:
2
+p+2 = 0
Here a = 1, b = 1, c = 2
P =
a 2
ac 4 b b
2

=
) 1 ( 2
) 2 )( 1 ( 4 1 1

=
2
7 1

=
2
7 i 1

=
2
7
i
2
1

Here, the roots are complex,
2
7
,
2
1
= =
.
.
. The solution is y = x
2
7
sin B x
2
7
cos A [ e
x
2
1
+

302
PART B
1. Solve (D
2
+1) y = 0 when x = 0, y = 2 and x =
2
, y=-2.
Solution:
2
+ 1 = 0
p = i
Here, the roots are complex, = 1
.
.
. The solution is
y = A cosx + B sinx 1
When x=0, y=2, the equation (1) becomes
A cos0 + B sin0 = 2
A + 0 = 2
A = 2
When x =
2
, y=-2, the equation (1) becomes

A cos
2
+B sin
2
= -2
0 + B = -2
B = -2
.
.
. The required solution is
y = 2 cosx 2 sinx
2. Show that the solution of the equation (D
2
+ 3D + 2) y = 0 if y(0)
= 1 and y
1
(0) = 0 is y = 2e
-x
e
-2x

Solution:
2
+3p+2=0
(p+1) (p+2) = 0
p
1
= -1, p
2
= -2
303
.
.
. The solution is y = Ae
-x
+ Be
-2x
1
Now, y = -Ae
-x
2Be
-2x
2
If y(0) = 1, the equation (1) becomes
A + B = 1 3
If y(0) =0 , the equation (2) becomes
A+2B=0 4
Solving (3) and (4) we get A=2, B=-1
The required solution is
y=2e
-x
-e
-2x

5.2. SOLUTION OF SECOND ORDER EQUATIONS IN THE FORM
) x ( f cy
dx
dy
b
dx
y d
a
2
2
= + + WHERE A,B AND C ARE CONSTANTS
AND
mx
e = f(x) .
Introduction:
In previous section, we find the complementary function . In this
section, we have to find the particular integral (PI) and the general
solution of a second order differential equation.
The Solution of Differential equation with Constant Coefficients is
y=CF+PI
Method of finding particular integral
Consider (aD
2
+bD+c)y = e
mx
where m is a constant.
Let f(D) = aD
2
+bD+c
Then PI is given by
) m ( f
e
e
) D ( f
1
mx
mx
=
Three cases arise in PI
Case (i)
) m ( f
e
e
) D ( f
1
PI then 0 f(m) If
mx
mx
= =
304
Case (ii)
) m ( ' f
e x
PI then 0 (m) ' f and 0 f(m) If
mx
= =
Case (iii)
) m ( " f
e x
PI then 0 (m) ' ' f and 0 (m) ' f and 0 f(m) If
mx 2
= = =

5.2 WORKED EXAMPLE
PART A
1. Find the complementary function of (D
2
+16)y= e
x

Solution:
The auxiliary equation is p
2
+16=0 p=4i
Here, the roots are complex , =4
CF = A cos 4x + B sin 4x
2
-60D+800)y=e
40x
Solution:
2
-60p+800=0
(p-40) (P-20) =0
P
1
=40, P
2
=20
Here the roots are real and distinct
CF = Ae
40x
+ Be
20x
3. Find the particular integral of (D
2
+1) y =1
Solution:
1
1
1
1 0
1
e
1 D
1
1 D
1
PI
0
2 2
= =
+
=
+
=
+
=

305
2
+7D+14) = 8e
-x

Solution:
x
x
2
x
x
2
e
8
e 8
14 ) 1 ( 7 ) 1 (
e 8
e 8
14 D 7 D
1
PI
= =
+ +
=
+ +
=

2
-2D-3)y = e
-x

Solution:
x
2
e
3 D 2 D
1
PI

=
0 ) 1 ( f Since
2 D 2
e x
x
=
=

2 ) 1 ( 2
e x
x

=

4
e x
x
=

PART - B
1. Solve (D
2
+5D+6)y=30
Solution:
2
+5p+6=0
(p+2) (P+3) =0
P
1
=-2, P
2
=-3
CF = Ae
-2x
+Be
-3x

5 PI
6
30
6 ) 0 ( 5 0
e 30
6 D 5 D
e 30
30
6 D 5 D
1
PI Now
2
2
2
=
=
+ +

=
+ +

=
+ +
=

The Required solution is
Y=CF+PI = Ae
-2x
+Be
-3x
+5
306
2. Solve (D
2
+6D+5) y =2e
x

Solution:
2
+6p+5=0
(p+1) (P+5) =0
P
1
=-1, P
2
=-5
CF = Ae
-x
+Be
-5x

6
e
PI
12
e 2
5 ) 1 ( 6 1
e 2
e 2
5 D 6 D
1
PI Now
x
x
2
x
x
2
=
=
+ +
=
+ +
=

Y=CF+PI
6
e
Be + Ae
x
5x - x -
+
3. Solve
2
x
2
e y ) D (D = +
Solution:
2
+p=0
p (p+1)=0
P
1
=0, P
2
=-1
CF = Ae
0
+Be
-x
=A+Be
-x
2
x
2
e
D D
1
PI Now
+
=
307

2
1
2
1
e
2
2
x
+
=

2
x
2
x
e
3
4
PI
4
3
e
=
=

y=CF+PI

2
x
x -
e
4
3
+ Be + A =
4. Solve
x 4 2
e y ) 12 D (D =
Solution:
2
-p-12=0
(p-4) (p+3)=0
p
1
=4, p
2
=-3
CF = Ae
4x
+Be
-3x
0 ) 4 ( f Since
1 D 2
e x
e
12 D D
1
PI Now
x 4
x 4
2
=
=

=

7
e x
PI
1 ) 4 ( 2
e x
x 4
x 4
=
=

y=CF + PI

7
e x
Be + Ae =
4x
3x - 4x
+

308
5. Solve (D
2
-2D+1) y =e
x

Solution:
2
-2p+1=0
(p-1) (p-1) =0
p
1
=1, p
2
=1
Here the roots are real and equal
CF = e
x
(Ax+B)
0 ) 1 ( ' f , 0 ) 1 ( f Since e
2
x
PI
e
1 D 2 D
1
PI Now
x
2
x
2
= = =
+
=

Y=CF+PI
( )
x
2
x
e
2
x
B Ax e + + =
6
x x 2
2
2
e 5 e 2 y 12
dx
dy
13
dx
y d
Solve + = +

Solution:
Given
x x 2
2
2
e 5 e 2 y 12
dx
dy
13
dx
y d
+ = +

x x 2 2
e 5 e 2 y ) 12 D 13 D ( + = +

The auxilary equation is p
2
-13p+12=0
(p-1) (p-12) =0
p
1
=1, p
2
=12
CF = Ae
x
+Be
12x

309
11
xe 5
13 ) 1 ( 2
xe 5
0 ) 1 ( Sincef
13 D 2
xe 5
e 5
12 D 13 D
1
PI Now
21
e
12 26 4
e 2
12 ) 2 ( 13 ) 2 (
e 2
e 2
12 D 13 D
1
PI Now
x
x
x
x
2
2
x 2
x 2
2
x 2
x 2
2
1
=
=
=
=
+
=
=
+ +
=
+
=
+
=

Y =CF+PI
1
+PI
2

=
11
xe 5
21
e
Be Ae
x x 2
12x x
+ +

5.3 SOLUTION OF SECOND ORDER DIFFERENTIALEQUATIONS
IN THE FORM ) x ( f cy
dx
dy
b
dx
y d
a
2
2
= + WHERE a,b AND c ARE
CONSTANTS AND f(x) = sin mx or cos mx where m is a
constant 0
INTRODUCTION
In this section, we have to find the particular integral when f(x)
=sin mx or cos m x where m is a constant
Methods of finding PI
Consider f(x) =sin m x
310
Case (i)
Express f(D) as function of D
2
,say (D
2
) and then replace D
2
with m
2

If (-m
2
)0,then
mx sin
) m (
1
PI
mx sin
) D (
1
mx sin
) D ( f
1
= PI
2
2

=
=
Case (ii)
Sometimes we cannot form (D
2
) Then we shall try to get
(D,D
2
) that is a function of D and D
2
. In such cases we proceed as
follows.
For Example
x 2 sin
3 D 2 D
1
PI Now
2
+ +
=

x 2 Sin
1 D 2
1
2 by D place Re x 2 sin
3 D 2 2
1
2 2
2
+ +
=

[ ] x 2 sin x 2 cos 4
17
1
17
x 2 sin x 2 cos 4
1 ) 2 ( 4
x 2 sin ) x 2 (sin D 2
1 D 2 by divide and multiply x 2 sin
1 D 4
1 D 2
2
2
+
=

+
=

+
=
+
+
=

Now consider f(x) = cos m x
Case (i): x m cos
) (-m
1
PI
2
=
Case(ii): Same as sin m x method
General Solution:
The general solution is y= CF+PI
311
5.3 WORKED EXAMPLE
PART - A
2
+49) y= cos 4x
Solution:
2
+49=0
p=7i
Here, the roots are complex , =7
CF = A cos 7x+B sin 7x
2
+14) y = sin 3x
Solution:
5
x 3 sin
x 3 sin
14 3
1
x 3 sin
14 D
1
= PI
2
2
=
+
=
+

2
+a
2
) y = Cos b x
Solution:
2 2
2 2
2 2
b a
bx cos
bx cos
a b
1
bx cos
a D
1
= PI
=
+
=
+

PART - B
1.) Solve ( ) x 2 sin y 4 D
2
=
Solution:
The auxiliary equation is 0 4 p
2
=

2 p , 2 p
2 p
4 p
2 1
2
= =
+ =
=

312

x 2 x 2
Be Ae CF

+ =
Now ( ) x 2 sin
4 D
1
PI
2
=

8
x 2 sin
x 2 sin
4 2
1
2
=

=

8
X 2 sin
Be Ae
PI CF y
x 2 x 2
+ =
+ =

2.) Solve x 4 sin 16 y D
2
=
Solution:
The auxiliary equation is 0 p
2
=
0 p , 0 , p
2
= =
Here, the roots are real and equal
( ) B Ax B Ax e CF
0
+ = + =
Now x 4 sin 16
D
1
PI
2
=
x 4 sin 16
4
1
2

=
PI= Sin4x
x 4 Sin B Ax
PI CF y
+ + =
+ =

313
3.) Solve x cos y 16
dx
y d
2
2
2
= +
Solution:
Given x cos y 16
dx
y d
2
2
2
= +

( )
( )
x 2 cos
2
1
e
2
1
2
x 2 cos
2
1
y 16 D
x cos y 16 D
0
2
2 2
+ =
+ = +
= +

The auxiliary equation is 0 16 p
2
= +
i 4 p + =
Here, the roots are complex, 4 =
x 4 BSin x 4 cos A CF + =
16 D
e
2
1
PI
2
0
1
+
=

32
1
16 0
e
2
1
0
=
+
=

24
x 2 cos
16 2
x 2 cos
.
2
1
16 D
x 2 cos
.
2
1
PI
2
2
2
=
+
=
+
=


24
x 2 cos
32
1
x 4 BSin x 4 cos A
PI CF y
+ + + =
+ =

314
4.) Solve ( ) x 2 sin y 2 D 3 D
2
= + +
Solution:
The auxiliary equation is 0 2 p 3 p
2
= + +

( )( )
1 p , 2 p
0 1 p 2 p
2 1
= =
= + +


x x 2
Be Ae CF

+ =
Now, x 2 Sin .
2 D 3 D
1
PI
2
+ +
=

x 2 Sin .
4 D 9
2 D 3
x 2 Sin .
2 D 3
1
x 2 Sin .
2 D 3 2
1
2
2
+
=

=
+ +
=

( )
[ ] x 2 sin x 2 cos 3
20
1
40
x 2 sin 2 x 2 cos 6
40
x 2 sin 2 x 2 sin D 3
x 2 Sin .
4 36
2 D 3
+
=

+
=

+
=

+
=


[ ] x 2 sin x 2 cos 3
20
1
Be Ae
PI CF y
x x 2
+ + =
+ =

315
5.) Solve ( ) x 3 cos 4 y 8 D 2 D
2
=
Solution:
Solution: The auxiliary equation is 0 8 p 2 p
2
=

( )( )
2 p , 4 p
0 2 p 4 p
2 1
= =
= +


x 2 x 4
Be Ae CF

+ =
Now, x 3 cos 4
8 D 2 D
1
PI
2

=

+
=

=

=
x 3 cos 4
17 D 2
1
4
x 3 cos 4
17 D 2
1
x 3 cos 4
8 D 2 3
1
2

( )
[ ] x 3 cos 17 x 3 sin 6
325
4
325
x 3 cos 17 x 3 sin 6
4
325
x 3 cos 17 x 3 cos D 2
4
x 3 cos
289 D 4
17 D 2
4
2
+
=


[ ] 17cos3x 6sin3x
325
4
Be Ae
PI CF y
x 2 x 4
+ + =
+ =

316
EXERCISE
PART - A
1.) If roots of the auxilary equation are 2,7 what is the solution of the
differential equation?
2.) If roots of the auxilary equation are 0,1 what is the solution of the
differential equation?
3.) If roots of the auxilary equation are -2, i, what is the solution of
the differential equation?
4.) Find the solution of ( ) 0 y 1 D
2
=
5.) Find the solution of 0 y 16
dx
y d
2
2
=
6.) Solve ( ) 0 y 9 D
2
= +
7.) Find the solution of ( ) 0 y 100 D
2
= +
8.) Solve ( ) 0 y 1020 D 4 D
2
= +
9.) Solve ( ) 0 y 2 D 5 D 3
2
= +
10.) Solve ( ) 0 y 6 D 7 D 3
2
=
11.) Solve 0
dx
dy
dx
y d
2
2
= +
12.) Solve ( ) 0 y 1 D D
2
=
13.) Solve ( ) 0 y 4 D 4 D
2
= + +
14.) Solve 0 y 36
dx
dy
12
dx
y d
2
2
= +
15.) Solve ( ) 0 y 1 D D
2
= + +
16.) Solve ( ) 0 y 1 D D 3
2
= +
17.) Find the Complementary function of ( )
x 2
e y 90 D 13 D = +
317
18.) Find the Particular integral of ( )
x 2
e y 2 D 3 D

= +
x 2 2
e 10 y 4 D D = + +
x 3 2
e y 15 D 8 D = +
x 5 2
e y 25 D 10 D

= + +
22.) Find the Complementary integral of ( ) ax cos y 25 D
2
= +
23.) Find the Particular integral of ( ) Sinx y 25 D
2
= +
24.) Find the Particular integral of ( ) x 3 sin y 10 D
2
= +
25.) Find the Particular integral of x 4 cos y 4
dx
y d
2
2
=

PART - B
1.) Solve ( ) 2 ) 0 ( y when 0 y 36 D
2
= = + and ( ) 12 0 y
1
=
2.) Solve 0 y
dx
y d
2
2
= + given that 2
dx
dy
= and y=1 when x=0
3.) Solve ( ) 0 y 15 D 2 D
2
= given that 0
dx
dy
= and 2
dx
y d
2
2
= when
x=0
4.) Solve ( ) 0 y 20 D D
2
= given that y=5 and 2
dx
dy
= when x=0
5.) Solve ( ) 3 y 12 D 7 D
2
= + +
6.) Solve ( )
x 2
e 2 y 2 D 3 D = + +
7.) Solve ( )
x 2
e y 36 D 12 D = + +
8.) Solve ( )
2
x
2
e y 4 D D = + +
9.) Solve ( )
x 2 2
e y 2 D 3 D = +
10.) Solve ( )
x 4 2
e y 8 D 6 D

= + +
318
11.) Solve
x 2
2
2
e y 4
dx
dy
4
dx
y d
= +
12.) Solve ( )
ax 2 2
e y a aD 2 D

= + +
13.) Solve ( )
x 7 2
e 4 y 49 D 14 D

= + +
14.) Solve ( )
x 2
e 3 5 y 4 D 2 D

+ = +
15.) Solve
x 3 x 3
2
2
e e y 15
dx
dy
8
dx
y d
+ = + +

16.) Solve ( )
x 5 x 5 2
e e y 25 D 10 D

+ = + +
17.) Solve ( ) x 9 sin y 16 D
2
= +
18.) Solve ( ) x 5 sin y 25 D
2
=
19.) Solve ( ) x 2 cos y 100 D
2
= +
20.) Solve x 3 cos y 2
dx
y d
2
2
=
21.) Solve ( ) x sin y 3 D 2 D
2
= +
22.) Solve ( ) x 3 Sin y 2 D D
2
= +
23.) Solve ( ) x 3 cos 4 y 13 D 4 D
2
= + +
24.) Solve ( ) x 5 cos 8 y 9 D 8 D
2
= +
25.) Solve ( ) x 2 cos 4 y 8 D 2 D
2
=

ANSWERS
PART - A
1.)
x 7 x 2
Be Ae y + = 2.)
x
Be A y + =
3.) [ ] x sin B x cos A e y
x 2
+ =

4.)
x x
Be Ae y

+ =
5.)
x 4 x 4
Be Ae y

+ = 6.) x 3 sin B x 3 cos A y + =
7.) x 10 sin B x 10 cos A y + = 8.)
x 34 x 30
Be Ae y

+ =
319
9.)
x
3
2
x
Be Ae y + = 10.)
x
3
2
x 3
Be Ae y

+ =
11.)
x
Be A y

+ = 12.)
x
2
5 1
x
2
5 1
Be Ae y

+
+ =
13.) ( ) B Ax e y
x 2
+ =

14.) ( ) B Ax e y
x 6
+ =
15.)
+ =

x
2
3
sin B x
2
3
cos A e y
2
x

16.)
+ = x
6
11
sin B x
6
11
cos A e y
6
x

17.)
x 18 x 5
Be Ae CF

+ = 18.)
6
e
x
19.)
x 2
e
20.)
2
xe
x 3
21.)
x 5
2
e
2
x

22.) CF=Acos5x+Bsin5x 23.)
24
x sin

24.) Sin3x 25.)
20
x 4 Cos

Part - B
1.) x 6 sin 2 x 6 cos 2 y + = 2.) x sin 2 x cos y + =
3.)
x 3 x 5
e
2
1
e
20
1
y

+ = 4.)
x 4 x 5
e 3 e 2 y

+ =
5.)
4
1
Be Ae y
x 3 x 4
+ + =

6.)
3
e
Be Ae y
x
x 2 x
+ + =

7.) ( )
49
e
B Ax e y
x
x 6
+ + =

8.)
2
x
2
x
e
19
4
x
2
15
sin B x
2
15
cos A e y +
+ =

9.)
x 2 x 2 x
xe Be Ae y + + =
320
10.)
2
xe
Be Ae y
x 4
x 2 x 4

+ =
11.) ( )
x 2
2
x 2
e
2
x
B Ax e y + + =
12.) ( )
ax
2
ax
e
2
x
B Ax e y

+ + =
13.) ( )
x 7 2 x 7
e x 2 B Ax e y

+ + =
14.) ( )
x x
e
7
3
4
5
x 3 sin B x 3 cos A e y

+ + + =
15.)
48
e
2
xe
Be Ae y
x 3 x 3
x 5 x 3
+ + + =

16.) ( )
2
e x
100
e
B Ax e y
x 5 2 x 5
x 5

+ + + =
17.)
65
x 9 sin
x 4 sin B x 4 cos A y + =
18.)
50
x 5 sin
Be Ae y
x 5 x 5
+ =

19.)
96
x 2 cos
x 10 sin B x 10 cos A y + + =
20.)
11
x 3 cos
Be Ae y
x 2 x 2
+ =

21.) ( ) x sin 2 x cos
10
1
Be Ae y
x x 3
+ + =

22.) ( ) x 3 sin 11 x 3 cos 3
130
1
Be Ae y
x 2 x
+ + =

23.) ( ) x 3 cos x 3 sin 3
10
1
x 3 sin B x 3 cos A e y
x 2
+ + + =

24.)
( ) ( )
( ) x 5 cos 2 x 5 sin 5
29
1
Be Ae y
x 7 4 x 7 4
+ + =
+

25.) ( ) x 2 cos 3 x 2 sin
10
1
Be Ae y
x 2 x 4
+ + =

Second Order Differential Equations

Uploaded by

Document Information

Original Description:

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Second Order Differential Equations

Uploaded by

Copyright:

Available Formats

297

, y=-2, the equation (1) becomes

You might also like