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UNIT - V

SECOND ORDER DIFFERENTIAL


EQUATIONS
5.1. Solution of second order differential equations with constant
d2 y dy
coefficients in the form a
2
+b + cy = 0. Simple Problems
dx dx
5.2 Solution of second order differential equations in the form
d2 y dy
a 2
+b+ cy = f ( x ) . W here a,b and c are constants and
dx dx
mx
f(x) = e . Simple problems.
5.3. Solution of second order differential equations in the form
d2 y dy
a +b + cy = f (x ). W here a,b and c are constants and f(x) =
dx 2 dx
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

d2 y dy
a +b + cy = f (x ). (1)
dx 2 dx
Where a,b and c are real numbers and f(x) is a function of x.
2
We use differential operators Dy, D y in (1), we get
d
(aD 2 + bD + c)y = f (x ) where D= (2)
dx
Now, we put f(x) = 0 in (1), we get

d2 y dy
a 2
+b + cy = 0 (3)
dx dx

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The solution of (3) is called complementary function (CF) of (1).
px
To solve (3), we assume a trial solution y = e for some value of
dy d2 y
p. Then = pe px and 2 = p2epx .
dx dx
Substituting these values in (3), we get

ap2e px + bpe px + cepx = 0


epx [ap2 + bp + c] = 0 (4)
ap + bp + c = 0
2

This equation in p is called the Auxillary Equation (AE)


Solving (4), we get two roots say p1 and p2. Then the following
three cases arise.
Case (i)
If the roots p1 and p2 are real and distinct, then the solution of (3) is

y = Ae p1x + Be p 2 x

Case (ii)
If the roots p1 and p2 are real and equal, then the solution of (3) is

y = ep1x ( Ax + B)

Case (iii)
If the roots p1 and p2 are complex say p1 = + i and p2 = -i, then
the solution of (3) is
y = e x [A cos x + B sin x ]
In all cases, A and B are arbitrary constants.

298
5.1 WORKED EXAMPLES
PART A
1 3
1. If roots of the auxillary equation are i , what is the solution
2 2
of the differential equation?
Solution:
1 3
Here, the roots are complex and = , = ,
2 2
.
. . The solution of differential equation is
1
x 3 3
y = e 2 [A cos x + B sin x]
2 2
2
2. Find the solution of (D 81) y = 0
Solution:
2
The auxillary equation is p 81 = 0
(p+9) (p-9) = 0
p1 = -9, p2 = 9
Here, the roots are real and distinct
.
. . The solution of differential equation is
-9x
y = Ae +Be 9 x
d2 y
3. Solve + 64y = 0
dx 2
Solution:

d2 y
Given 2
+ 64y = 0 (D 2 + 64)y = 0
dx
2
The auxillary equation is p +64=0
p = 8i
Here, the roots are complex,=0 and = 8
.
. . The solution is y = A cos8x + B sin 8x

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2
4. Solve (D -2D-3)y=0
Solution:
2
The auxillary equation is p -2p-3=0
(p+1) (p-3) = 0
p1 = -1, p2 = 3
Here, the roots are real and distinct
. -x 3x
. . The solution is y = Ae + Be
2
5. Solve (D -4D-1) y =0
Solution:
2
The auxillary equation is p -4p-1 = 0
Here a = 1, b = -4, c = -1

b b2 4ac
P=
2a

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

4 20
=
2
42 5
= =2 5
2

So, p1 = 2 + 5 and p 2 = 2 5

Here, the roots are real and distinct


.
. . The solution is
(2 + 5 )x (2 - 5 )x
y = Ae + Be

300
d2 y dy
6. Solve 6 + 9y = 0
dx 2 dx
Solution:

d2 y dy
Given: 2
6 + 9y = 0 (D 2 6D + 9) y = 0
dx dx
2
The auxillary equation is p 6p+9 = 0
(p-3)(p-3)=0
p1=3, p2 = 3
Here, the roots are real and equal.
3x
.. The solution is y = e [Ax+B]
2
7. Solve (D +D+2)y =0
Solution:
2
The auxillary equation is p +p+2 = 0
Here a = 1, b = 1, c = 2
b b2 4ac
P=
2a
1 1 4(1)(2)
=
2(1)
1 7
=
2
1 i 7
=
2
1 7
= i
2 2
1 7
Here, the roots are complex, = , =
2 2
1
x 7 7
x + B sin
.
. . The solution is y = e 2 [A cos x
2 2

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PART B

2
1. Solve (D +1) y = 0 when x = 0, y = 2 and x = , y=-2.
2
Solution:
2
The auxillary equation is p + 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 = , y=-2, the equation (1) becomes
2

A cos +B sin = -2
2 2
0 + B = -2
B = -2
.
. . The required solution is
y = 2 cosx 2 sinx
2
2. Show that the solution of the equation (D + 3D + 2) y = 0 if y(0)
1 -x -2x
= 1 and y (0) = 0 is y = 2e e
Solution:
2
The auxillary equation is p +3p+2=0
(p+1) (p+2) = 0
p1 = -1, p2 = -2
Here, the roots are real and distinct

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. -x -2x
. . The solution is y = Ae + Be 1
-x -2x
Now, y = -Ae 2Be 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
-x -2x
y=2e -e

5.2. SOLUTION OF SECOND ORDER EQUATIONS IN THE FORM


d2 y dy
a +b + cy = f( x ) WHERE A,B AND C ARE CONSTANTS
dx 2 dx
AND f(x) = emx .
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
2 mx
Consider (aD +bD+c)y = e where m is a constant.
2
Let f(D) = aD +bD+c

1 mx emx
Then PI is given by e =
f(D) f (m)
Three cases arise in PI
Case (i)
1 mx emx
If f(m) 0 then PI = e =
f (D) f(m)

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Case (ii)
x emx
If f(m) = 0 and f '(m) 0 then PI =
f '(m)
Case (iii)
x 2emx
If f(m) = 0 and f '(m) = 0 and f ''(m) 0 then PI =
f "(m)

5.2 WORKED EXAMPLE

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

2
3. Find the particular integral of (D +1) y =1
Solution:
1 1
PI = = e0
D2 + 1 D2 + 1
1 1
= = =1
0 +1 1

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2 -x
4. Find the particular integral of (D +7D+14) = 8e
Solution:
1
PI = 2 8e x
D + 7D + 14
8e x 8e x
= = = e x
(1)2 + 7(1) + 14 8
2 -x
5. Find the particular integral of (D -2D-3)y = e
Solution:
1
PI = 2 e x
D 2D 3
x e x
= Since f (1) = 0
2D 2
x ex x ex
= =
2(1) 2 4

PART - B
2
1. Solve (D +5D+6)y=30
Solution:
2
The auxiliary equation is p +5p+6=0
(p+2) (P+3) =0
P 1=-2, P 2=-3
Here, the roots are real and distinct
CF = Ae +Be
-2x -3x

1
Now PI = 2 30
D + 5D + 6
30e
= 2
D + 5D + 6
30e
= 2
0 + 5(0) + 6
30
=
6
PI = 5
The Required solution is
-2x -3x
Y=CF+PI = Ae +Be +5

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2 x
2. Solve (D +6D+5) y =2e
Solution:
2
The auxiliary equation is p +6p+5=0
(p+1) (P+5) =0
P 1=-1, P 2=-5
Here the roots are real and distinct
CF = Ae +Be
-x -5x

1
Now PI = 2 2e x
D + 6D + 5
2e x
=
12 + 6(1) + 5
2e x
=
12
ex
PI =
6
The required solution is
Y=CF+PI
ex
Ae -x + Be -5x +
6
x
3. Solve (D2 + D)y = e 2
Solution:
2
The auxiliary equation is p +p=0
p (p+1)=0
P 1=0, P 2=-1
Here the roots are real and distinct
CF = Ae +Be =A+Be
0 -x -x

x
1
Now PI = e 2
D2 + D

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x
e 2
= 2
1 1
+

2 2
x
e 2
=
3
4
x
4
PI = e 2
3
The required solution is
y=CF+PI
x
3
= A +Be -x + e 2
4
4. Solve (D D 12)y = e 4 x
2

Solution:
2
The auxiliary equation is p -p-12=0
(p-4) (p+3)=0
p1=4, p2=-3
Here the roots are real and distinct
CF = Ae +Be
4x -3x

1
Now PI = 2 e4 x
D D 12
x e4x
= Since f(4) = 0
2D 1
x e4 x
=
2(4) 1
x e4 x
PI =
7
The required solution is
y=CF + PI

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

307
2 x
5. Solve (D -2D+1) y =e
Solution:
2
The auxiliary equation is p -2p+1=0
(p-1) (p-1) =0
p1=1, p 2=1
Here the roots are real and equal
CF = e (Ax+B)
x

1
Now PI = ex
D 2D + 1
2

x2 x
PI = e Since f (1) = 0, f '(1) = 0
2
The required solution is
Y=CF+PI

x2 x
= e x (Ax + B) + e
2

d2 y dy
6 Solve 2
13 + 12y = 2e 2x + 5e x
dx dx
Solution:

d2 y dy
Given 13 + 12y = 2e 2 x + 5e x
dx 2 dx

(D 2 13D + 12) y = 2e 2 x + 5e x
2
The auxilary equation is p -13p+12=0
(p-1) (p-12) =0
p1=1, p2=12
Here the roots are real and distinct
CF = Ae +Be
x 12x

308
1
Now PI1 = 2 e 2x
D 13D + 12
2

2e 2x
=
(2)2 13(2) + 12
2e 2x
=
4 + 26 + 12
e2 x
=
21
1
Now PI2 = 5 ex
D 13D + 12
2

5xex
= Sincef (1)= 0
2D 13
5xex
=
2(1) 13
5xex
=
11
The required solution is
Y =CF+PI1+PI2
e 2 x 5 xe x
= Ae x + Be12x +
21 11

5.3 SOLUTION OF SECOND ORDER DIFFERENTIALEQUATIONS


dy d2 y
IN THE FORM a 2
b
+ cy = f( x ) WHERE a,b AND c ARE
dx dx
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

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Case (i)
Express f(D) as function of D ,say (D ) and then replace D with m
2 2 2 2

If (-m )0,then
2

1
PI = sin mx
f (D)
1
= sin mx
(D 2 )
1
PI = sin mx
(m2 )
Case (ii)
Sometimes we cannot form (D ) Then we shall try to get
2

(D,D ) that is a function of D and D . In such cases we proceed as


2 2

follows.
For Example
1
Now PI = 2 sin 2x
D + 2D + 3
1
= sin 2x Re place D 2 by 22
2 + 2D + 3
2

1
= Sin 2x
2D 1
2D + 1
= sin 2x multiply and divide by 2D + 1
4D 2 1
2D(sin 2x ) + sin 2x
=
4(22 ) 1
4 cos 2x + sin 2x
=
17
=
1
[4 cos 2x + sin 2x ]
17
Now consider f(x) = cos m x
1
Case (i): PI = cos m x
(-m2 )
Case(ii): Same as sin m x method
General Solution:
The general solution is y= CF+PI

310
5.3 WORKED EXAMPLE
PART - A
2
1. Find the complementary function of (D +49) y= cos 4x
Solution:
2
The auxiliary equation is p +49=0
p=7i
Here, the roots are complex , =7
CF = A cos 7x+B sin 7x
2
2. Find the particular integral of (D +14) y = sin 3x
Solution:
1
PI = 2 sin 3 x
D + 14
1
= sin 3 x
3 + 14
2

sin 3 x
=
5
2 2
3. Find the particular integral of (D +a ) y = Cos b x
Solution:
1
PI = cos bx
D + a2
2

1
= cos bx
b + a2
2

cos bx
= 2
a b2

PART - B
1.) ( )
Solve D 2 4 y = sin 2x
Solution:
The auxiliary equation is p2 4 = 0
p2 = 4
p = +2
p1 = 2, p2 = 2

311
Here, the roots are real and distinct
CF = Ae2x + Be2 x

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

1
= sin 2x
2 4
2

sin 2x
=
8
The Required solution is
y = CF + PI
sin 2X
= Ae 2 x + Be 2x
8
2.) Solve D 2 y = 16 sin 4x

Solution:

The auxiliary equation is p2 = 0


p, = 0,p2 = 0
Here, the roots are real and equal
CF = e0 (Ax + B) = Ax + B

1
Now PI = 16 sin 4x
D2
1
= 16 sin 4x
42
PI= Sin4x
The Required solution is
y = CF + PI
= Ax + B + Sin4x

312
d2 y
3.) Solve + 16 y = cos 2 x
dx 2
Solution:
d2 y
Given + 16 y = cos 2 x
dx 2
( )
D 2 + 16 y = cos 2 x

( )
D 2 + 16 y = +
1 cos 2x
2 2
1 0 1
= e + cos 2x
2 2
The auxiliary equation is p2 + 16 = 0
p = + 4i
Here, the roots are complex, = 4
CF = A cos 4x + BSin4x
1 0
e
PI1 = 22
D + 16
1 e0
=
2 0 + 16
1
=
32
1 cos 2x
PI 2 = . 2
2 D + 16
1 cos 2x
= .
2 22 + 16
cos 2x
=
24
The Required solution is
y = CF + PI
1 cos 2x
= A cos 4x + BSin4x + +
32 24

313
4.) ( )
Solve D 2 + 3D + 2 y = sin 2x
Solution:
The auxiliary equation is p2 + 3p + 2 = 0
(p + 2)(p + 1) = 0
p1 = 2, p2 = 1
Here, the roots are real and distinct
CF = Ae 2 x + Be x
1
Now, PI = .Sin2x
D + 3D + 2
2

1
= .Sin2x
2 + 3D + 2
2

1
= .Sin2x
3D 2
3D + 2
= .Sin2x
9D 2 4
3D + 2
= .Sin2x
36 4
3D(sin 2x ) + 2 sin 2x
=
40
6 cos 2x + 2 sin 2x
=
40
1
= [3 cos 2x + sin 2x ]
20
The Required solution is
y = CF + PI

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

314
5.) ( )
Solve D 2 2D 8 y = 4 cos 3 x

Solution:

Solution: The auxiliary equation is p2 2p 8 = 0

(p 4)(p + 2) = 0
p1 = 4, p2 = 2

Here, the roots are real and distinct

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

1
= 4 cos 3x
2D 17
1
= 4 4 cos 3x
2D + 17
2D 17
= 4 2 cos 3 x
4D 289
2D(cos 3x ) 17 cos 3 x
= 4
325
6 sin 3 x 17 cos 3 x
= 4
325
4
= [6 sin 3x + 17 cos 3x ]
325
The Required solution is
y = CF + PI

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

315
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 D 2 1 y = 0 ( )


d2 y
5.) Find the solution of 16 y = 0
dx 2

6.) (
Solve D 2 + 9 y = 0 )
7.) Find the solution of D 2 + 100 y = 0 ( )
8.) (
Solve D 2 + 4D 1020 y = 0 )
9.) Solve (3D 2
)
5D + 2 y = 0

10.) Solve (3D 2


7D 6)y = 0

d2 y dy
11.) Solve 2
+ =0
dx dx
(
12.) Solve D 2 D 1 y = 0 )
13.) Solve (D 2
+ 4D + 4 y = 0 )
d2 y dy
14.) Solve 2
12 + 36 y = 0
dx dx
(
15.) Solve D 2 + D + 1 y = 0 )
16.) Solve (3D 2
D + 1y = 0 )
17.) Find the Complementary function of D 2 + 13D 90 y = e x ( )
316
(
18.) Find the Particular integral of D 2 3D + 2 y = e x )
19.) Find the Particular integral of (D 2
)
+ D + 4 y = 10e 2x

20.) Find the Particular integral of (D 2


)
8D + 15 y = e3 x

21.) Find the Particular integral of (D 2


)
+ 10D + 25 y = e 5 x

22.) Find the Complementary integral of D 2 + 25 y = cos ax ( )


(
23.) Find the Particular integral of D 2 + 25 y = Sinx )
24.) Find the Particular integral of (D 2
+ 10 )y = sin 3x

d2 y
25.) Find the Particular integral of 4y = cos 4x
dx 2

PART - B

1.) ( )
Solve D 2 + 36 y = 0 when y(0) = 2 and y1(0 ) = 12
d2 y dy
2.) Solve 2
+ y = 0 given that = 2 and y=1 when x=0
dx dx

3.) ( )
Solve D 2 2D 15 y = 0 given that
dy
dx
= 0 and
d2 y
dx 2
= 2 when

x=0
4.) ( )
Solve D 2 D 20 y = 0 given that y=5 and
dy
dx
= 2 when x=0

5.) Solve (D 2
+ 7D + 12 y = 3 )
6.) Solve (D 2
)
+ 3D + 2 y = 2e x
7.) Solve (D 2
+ 12D + 36 y = e x )
8.) Solve (D ) x
2
+D + 4 y = e 2

9.) Solve (D 2
)
3D + 2 y = e 2x
10.) Solve (D 2
+ 6D + 8 )y = e 4 x

317
d2 y dy
11.) Solve 4 + 4y = e2x
dx 2 dx
( )
12.) Solve D 2 + 2aD + a 2 y = e ax
13.) Solve (D 2
+ 14D + 49)y = 4e 7 x

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

d2 y dy
15.) Solve +8 + 15 y = e 3 x + e3 x
dx 2 dx
( )
16.) Solve D 2 + 10D + 25 y = e5 x + e 5 x
17.) Solve (D 2
)
+ 16 y = sin 9x
18.) Solve (D 2
25)y = sin 5x
19.) Solve (D 2
+ 100)y = cos 2x

d2 y
20.) Solve 2y = cos 3x
dx 2
(
21.) Solve D 2 + 2D 3 y = sin x)
22.) Solve (D 2
)
+ D 2 y = Sin3x
23.) Solve (D 2
)
+ 4D + 13 y = 4 cos 3x
24.) Solve (D 2
)
8D + 9 y = 8 cos 5x
25.) Solve (D 2
2D 8)y = 4 cos 2x

ANSWERS
PART - A

1.) y = Ae 2 x + Be 7 x 2.) y = A + Be x
3.) y = e 2x [A cos x + B sin x ] 4.) y = Ae x + Be x
5.) y = Ae 4 x + Be 4 x 6.) y = A cos 3x + B sin 3 x
7.) y = A cos 10 x + B sin 10 x 8.) y = Ae30 x + Be 34 x

318
2 x 2 x
9.) y = Ae x + Be 3 10.) y = Ae 3 x + Be 3

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

13.) y = e 2 x (Ax + B) 14.) y = e 6 x (Ax + B )

x 3 3
15.) y = e 2 A cos x + B sin x
2 2

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

ex
17.) CF = Ae5 x + Be 18 x 18.) 19.) e2x
6
xe3 x x 2 5 x
20.) 21.) e
2 2
sin x
22.) CF=Acos5x+Bsin5x 23.)
24
Cos4x
24.) Sin3x 25.)
20
Part - B
1.) y = 2 cos 6x + 2 sin 6x 2.) y = cos x + 2 sin x
1 5x 1 3x
3.) y= e + e 4.) y = 2e5 x + 3e 4x
20 2
1 ex
5.) y = Ae 4x + Be 3 x + 6.) y = Ae x + Be 2 x +
4 3
ex
7.) y = e 6 x (Ax + B) +
49
x 15 15 4 x 2
8.) y=e 2
A cos x + B sin x + e 9.)
2 2 19

y = Ae x + Be2x + xe2 x

319
xe4 x
10.) y = Ae 4 x + Be 2 x
2
x 2 2x
11.) y = e2 x (Ax + B ) + e
2
x 2 ax
12.) y = e ax (Ax + B ) + e
2
13.) y = e7 x (Ax + B) + 2x 2e 7 x

(
14.) y = e x A cos 3 x + B sin 3 x + ) 5 3 x
+ e
4 7
xe3 x e3 x
15.) y = Ae 3 x + Be 5 x + +
2 48
e5 x x 2e 5 x
16.) y = e 5 x (Ax + B ) + +
100 2
sin 9x
17.) y = A cos 4x + B sin 4x
65
sin 5 x
18.) y = Ae5 x + Be 5 x
50
cos 2x
19.) y = A cos 10x + B sin10x +
96
cos 3x
20.) y = Ae 2x + Be 2x
11

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

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

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

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

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

320