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Differential Equations

SECOND ORDER (inhomogeneous)


Graham S McDonald
A Tutorial Module for learning to solve 2nd
order (inhomogeneous) differential equations

Table of contents
Begin Tutorial
c 2004 g.s.mcdonald@salford.ac.uk

Table of contents
1.
2.
3.
4.
5.
6.

Theory
Exercises
Answers
Standard derivatives
Finding yCF
Tips on using solutions
Full worked solutions

Section 1: Theory

Theory

This Tutorial deals with the solution of second order linear o.d.e.s
with constant coefficients (a, b and c), i.e. of the form:
a

d2 y
dy
+b
+ cy = f (x)
dx2
dx

()

The first step is to find the general solution of the homogeneous equation [i.e. as (), except that f (x) = 0]. This gives us the complementary function yCF .
The second step is to find a particular solution yP S of the full equation (). Assume that yP S is a more general form of f (x), having
undetermined coefficients, as shown in the following table:

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Section 1: Theory

f (x)
k (a constant)
linear in x
quadratic in x
k sin px or k cos px
kepx
sum of the above
product of the above

Form of yP S
C
Cx + D
Cx2 + Dx + E
C cos px + D sin px
Cepx
sum of the above
product of the above

(where p is a constant)
Note:

If the suggested form of yP S already appears in the


complementary function then multiply this
suggested form by x.

Substitution of yP S into () yields values for the undetermined coefficients (C, D, etc). Then,
General solution of () = yCF + yP S
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Section 2: Exercises

Exercises

Find the general solution of the following equations. Where boundary


conditions are also given, derive the appropriate particular solution.
Click on Exercise links for full worked solutions (there are 13 exercises in total)


d2 y
dy
Notation: y 00 = 2 , y 0 =
dx
dx
Exercise 1. y 00 2y 0 3y = 6
Exercise 2. y 00 + 5y 0 + 6y = 2x
Exercise 3. (a) y 00 + 5y 0 9y = x2
(b) y 00 + 5y 0 9y = cos 2x
(c) y 00 + 5y 0 9y = e4x
(d) y 00 + 5y 0 9y = e2x + 2 x
Exercise 4. y 00 2 y = sin 2x
Theory Answers Derivatives Finding yCF Tips
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Section 2: Exercises

Exercise 5. y 00 y = ex
Exercise 6. y 00 + y 0 2y = e2x
Exercise 7. y 00 2y 0 + y = ex
Exercise 8. y 00 + 8y 0 + 17y = 2e3x ;
Exercise 9. y 00 + y 0 12y = 4e2x ;

y(0) = 2 and y


2

=0

y(0) = 7 and y 0 (0) = 0

Exercise 10. y 00 + 3y 0 + 2y = 10 cos 2x ; y(0) = 1 and y 0 (0) = 0


Exercise 11. y 00 + 4y 0 + 5y = 2e2x ;
Exercise 12.

d2 x
dx
+4 +3x = e3 ;
d 2
d

Exercise 13.

d2 y
dy
+4
+ 5y = 6 sin
2
d
d

y(0) = 1 and y 0 (0) = 2


x=

1
dx
and
= 2 at = 0
2
d

Theory Answers Derivatives Finding yCF Tips


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Section 3: Answers

Answers
1. y = Aex + Be3x 2 ,
2. y = Ae2x + Be3x +

x
3

5
18

3. General solutions are y = yCF + yP S



where yCF = Aem1 x + Bem2 x
m1,2 = 25 12 61
and

(a)

yP S = 91 x2

(b)

13
yP S = 269
cos 2x +

(c)

yP S =

(d)

yP S =

1 4x
27 e
1 2x
15
e

4. y = Ae+x + Bex

sin 2x
4+2

10
81 x

68
729
10
269 sin 2x

+ 19 x

13
81

5. y = Aex + Bex + 21 xex ,


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Section 3: Answers

6. y = Aex + Be2x 13 xe2x ,


7. y = (A + Bx)ex + 12 x2 ex ,
8. y = e4x (A cos x + B sin x) + e3x ;

y = e4x (cos x e 2 sin x) + e3x ,


9. y = Ae3x + Be4x 23 e2x ;
3x
4x
+ 65
23 e2x ,
y = 32
7 e
21 e
10. y = Ae2x + Bex 12 cos 2x + 32 sin 2x ;
y = 32 e2x 12 cos 2x + 32 sin 2x ,
11. y = e2x (A cos x + B sin x) + 2e2x ;
y = e2x (2 cos x) ,
12. x = Ae3 + Be 12 e3 ;
x = 12 (1 )e3 ,
13. y = e2 (A cos + B sin ) 34 (cos sin ).
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Section 4: Standard derivatives

Standard derivatives

f (x)

f 0 (x)

f (x)

f 0 (x)

xn

n xn1

[g(x)]n

n[g(x)]n1 g 0 (x)

ln x

1
x

ln g(x)

1
0
g(x) g (x)

ex

ex

ax

ax ln a

sin x

cos x

sinh x

cosh x

cos x

sin x

cosh x

sinh x

tan x

sec2 x

tanh x

sech2 x

cosec x

cosec x cot x

cosech x

cosech x coth x

sec x

sec x tan x

sech x

sech x tanh x

coth x

cosech2 x

cot x

(x > 0)

cosec x
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(g(x) > 0)
(a > 0)

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Section 4: Standard derivatives

10

f (x)

f 0 (x)

f (x)

f 0 (x)

tan1 x

1
1+x2

tanh1 x

1
1x2

cos1 x

1
1x
(1 < x < 1)
2

cosh1 x

1
x2 1

sin1 x

1
1x2

sinh1 x

1
x2 +1

where

(1 < x < 1)

cosec x = 1/ sin x ,
sec x = 1/ cos x ,
cosech x = 1/ sinh x , sech x = 1/ cosh x ,

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(1 < x < 1)
(x > 1)

cot x = 1/ tan x
coth x = 1/ tanh x

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Section 5: Finding yCF

11

Finding yCF

One considers the differential equation with RHS = 0. Substituting a


trial solution of the form y = Aemx yields an auxiliary equation:
am2 + bm + c = 0.
This will have two roots (m1 and m2 ).
The general solution yCF , when RHS = 0, is then constructed from
the possible forms (y1 and y2 ) of the trial solution. The auxiliary
equation may have:
i)

real different roots,


m1 and m2 yCF = y1 + y2 = Aem1 x + Bem2 x

or

ii)

real equal roots,


m1 = m2 yCF = y1 + xy2 = (A + Bx)em1 x

or

iii)

complex roots,
p iq yCF = y1 + y2 epx (A cos qx + B sin qx)
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Section 6: Tips on using solutions

12

Tips on using solutions

When looking at the THEORY, ANSWERS, DERIVATIVES, FINDING yCF or TIPS pages, use the Back button (at the bottom of the
page) to return to the exercises

Use the solutions intelligently. For example, they can help you get
started on an exercise, or they can allow you to check whether your
intermediate results are correct

Try to make less use of the full solutions as you work your way
through the Tutorial

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Solutions to exercises

13

Full worked solutions


Exercise 1. y 00 2y 0 3y = 6
Auxiliary equation (A.E.) from the homogeneous equation
y 00 2y 0 3y = 0 ,
is

m2 2m 3 = 0

i.e.

(m 3)(m + 1) = 0

i.e.

m1 = 3, m2 = 1.

Real different roots : homogeneous equation has general solution


y = Aem1 x + Bem2 x
i.e. yCF = Aex + Be3x

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(complementary function).

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Solutions to exercises

14

f (x) = 6

suggests form of particular solution

yP S = C

(C = undetermined constant)

yP00 S

yP0 S

substitute

=0

when yP S = constant
yP S = C : 0 + 0 3C = 6

i.e. C = 2.

General solution, y = yCF + yP S = Aex + Be3x 2.


Return to Exercise 1

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Solutions to exercises

15

Exercise 2. y 00 + 5y 0 + 6y = 2x
A.E. is
i.e.

m2 + 5m + 6 = 0

i.e.

(m + 2)(m + 3) = 0
yCF = Ae2x + Be3x .

m1 = 2, m2 = 3,

f (x) = 2x suggests substitution of yP S = Cx + D (C, D are undetermined constants)


yP0 S = C, yP00 S = 0, substitution gives
0 + 5C + 6(Cx + D) = 2x i.e. 5C + 6D + 6Cx = 2x
Constant term :
Coefficient of x:

5C + 6D = 0
6C = 2

i.e.
and

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3
5
18

C=
D = 5C
6 =

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Solutions to exercises

General solution,
i.e.

16

y = yCF + yP S
y = Ae2x + Be3x + 13 x

5
18

Return to Exercise 2

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Solutions to exercises

17

Exercise 3. Parts (a)-(d) have same homogeneous equation


i.e. y 00 + 5y 0 9y = 0 with A.E. m2 + 5m 9 = 0


p
i.e. m = 21 5 25 (36)

i.e. m = 52 12 61
Real different roots:
where

(a)

yCF = Aem1 x + Bem2 x ,

m1 = 52 + 12 61

m2 = 25 12 61 .

y 00 + 5y 0 9y = x2

Try yP S = Cx2 + Dx + E,

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dyP S
dx

II

= 2Cx + D ,

d2 yP S
dx2

= 2C

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Solutions to exercises

Substitution:
i.e.

18

2C + 5(2Cx + D) 9(Cx2 + Dx + E) = x2
2C + 5D 9E = 0 (constant term)
10Cx 9Dx = 0 (terms in x)
9Cx2 = x2 (terms in x2 )
i.e.

C = 19

10C 9D = 0

gives

D=

2C + 5D 9E = 0

gives

E = 19 (2C + 5D)

= 19 29 50
81 =

9C = 1

10C
9

= 10
81
1
9

68
81

68
= 729

General solution is:


y = yCF + yP S = Aem1 x + Bem2 x 91 x2

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10
81 x

68
729

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Solutions to exercises

(b)

19

y 00 + 5y 0 9y = cos 2x

Try

yP S = C cos 2x + D sin 2x
yP0 S = 2C sin 2x + 2D cos 2x
yP00 S = 4C cos 2x 4D sin 2x

Substitute:

4C cos 2x 4D sin 2x + 5 (2C sin 2x + 2D cos 2x)


9(C cos 2x + D sin 2x) = cos 2x

i.e.
i.e.

(4C +10D9C) cos 2x(4D+10C +9D) sin 2x = cos 2x


(13C + 10D) cos 2x (13D + 10C) sin 2x = cos 2x

Coefficients of cos 2x:


Coefficients of sin 2x:

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13C + 10D = 1
13D + 10C = 0

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(i)
(ii)

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Solutions to exercises

20

(ii) gives D = 10C


13 then (i) gives

100C
13 = 1
1313100
= C1

13
13
269
=C

13C

i.e.
i.e.


13
10
then D = 10
13 269 = + 269
13
i.e. yP S = 269
cos 2x +

10
269

sin 2x

General solution is:


y = yCF + yP S = Aem1 x + Bem2 x +

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1
(10 sin 2x 13 cos 2x) .
269

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Solutions to exercises

(c)

21

y 00 + 5y 0 9y = e4x

Try
i.e.

yP S = Ce4x
yP0 S = 4Ce4x
yP00 S = 16Ce4x

Substitute:
i.e.
i.e.
i.e.

16Ce4x + 20Ce4x 9Ce4x = e4x


(16C + 20C 9C)e4x = e4x
27C = 1
1
C = 27

(by comparing coefficients of e4x )


i.e.

yP S =

1 4x
27 e

General solution is:


y = yCF + yP S = Aem1 x + Bem2 x +
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1 4x
e .
27
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Solutions to exercises

(d)
Try
i.e.

22

y 00 + 5y 0 9y = e2x + 2 x
yP S = Ce2x +Dx+E (i.e. sum of the forms kepx and
linear in x )
0
2x
yP S = 2Ce
+D
yP00 S = +4Ce2x

Substitute: 4Ce2x 10Ce2x +5D9Ce2x 9Dx9E = e2x +2 x


Coeff. e2x :

4C 10C 9C = 1

1
C = 15

9D = 1

5D 9E = 2

D = 19

5 91 9E = 2

Coeff. x :
Coeff. x0 :

i.e. E = 13
81
1 2x
i.e. yP S = 15
e
+ 19 x

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Solutions to exercises

23

General solution is:


y = yCF + yP S = Aem1 x + Bem2 x

13
1 2x 1
e
+ x
.
15
9
81

Return to Exercise 3

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Solutions to exercises

24

Exercise 4. y 00 2 y = sin 2x
A.E. is

m2 2 = 0 i.e. m =
yCF = Aex + Bex

f (x) = sin 2x suggests trying


i.e.

(real different roots)

yP S = A sin 2x + B cos 2x
yP0 S = 2A cos 2x 2B sin 2x
yP00 S = 4A sin 2x 4B cos 2x

Substitute:
4A sin 2x 4B cos 2x 2 A sin 2x 2 B cos 2x = sin 2x
i.e. (4A 2 A) sin 2x + (4B 2 B) cos 2x = sin 2x
Coeff. cos 2x : 4B 2 B = 0 i.e. B = 0
1
Coeff. sin 2x : 4A 2 A = 1 i.e. A = 4+
2
2x
yP S = sin
4+2 ;

i.e.

general solution y = yCF + yP S = Aex + Bex

sin 2x
4+2

Return to Exercise 4
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Solutions to exercises

25

Exercise 5. y 00 y = ex
A.E. is

m2 1 = 0

i.e.

m = 1,

yCF = Aex + Bex

f (x) = ex suggests trying yP S = Cex BUT THIS ALREADY APPEARS IN yCF , therefore multiply this trial form by x.
yP S = Cxex , yP0 S = Cxex + Cex = C(1 + x)ex

Try

yP00 S = C(1 + x)ex + Cex = C(2 + x)ex


Substitute:

C(2 + x)ex Cxex = ex

Coeff. ex :

C(2 + x) Cx = 1

i.e.

2C = 1

i.e.

C=

1
2

yP S = 12 xex and general solution is


y = yCF + yP S = Aex + Bex + 12 xex .
Return to Exercise 5
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Solutions to exercises

26

Exercise 6. y 00 + y 0 2y = e2x
A.E. is
i.e.

m2 + m 2 = 0

i.e.

(m + 2)(m 1) = 0

m = 1 or m = 2

i.e.

yCF = Aex + Be2x

Try

yP S = Ce2x ?

No. This already appears in yCF

Try

yP S = Cxe2x

(i.e. multiply trial solution by


x, until it does not appear in yCF )

i.e.

yP0 S = 2Cxe2x + Ce2x = (1 2x)Ce2x


yP00 S = 2(1 2x)Ce2x + (2)Ce2x = (4 + 4x)Ce2x

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Solutions to exercises

Substitute:

27

(4 + 4x)Ce2x + (1 2x)Ce2x 2Cxe2x = e2x

Coeff. e2x : 4C +4xC + C 2xC 2Cx = 1


i.e. C = 13 ,

i.e.

yP S = 13 xe2x

General solution is y = yCF + yP S = Aex + Be2x 13 xe2x .


Return to Exercise 6

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Solutions to exercises

28

Exercise 7. y 00 2y 0 + y = ex
A.E. is
i.e.

m2 2m + 1 = 0

i.e.

(m 1)2 = 0

m = 1 (twice)

i.e.

yCF = (A + Bx)ex

Try yP S = Cex ?
Try yP S = Cxex ?
Try yP S = Cx2 ex .
yP0 S
i.e. yP0 S

=
=

No, its in yCF


No. Also in yCF !

2xCex + Cx2 ex , yP00 S = (2+2x)Cex + (2x+x2 )Cex


(2x + x2 )Cex
= (2 + 4 + x2 )Cex

Substitute:

(2 + 4x + x2 )Cex 2(2x + x2 )Cex + Cx2 ex = ex

Coeff. ex :

(2 + 4x + x2 4x 2x2 + x2 )C = 1

i.e. C =

1
2

yP S = 12 x2 ex and general solution is


y = yCF + yP S = (A + Bx)ex + 12 x2 ex .
Return to Exercise 7
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Solutions to exercises

29

Exercise 8. y 00 + 8y 0 + 17y = 2e3x ;


A.E. is
i.e.

m2 + 8m + 17 = 0

y(0) = 2

i.e. m =

1
2

and y

=0


64 68 = 4 i

yCF = e4x (A cos x + B sin x).

f (x) = 2e3x , so try yP S = Ce3x


i.e. yP0 S = 3Ce3x ,

yP00 S = 9Ce3x

Substitute:

9Ce3x + 8 (3)Ce3x + 17Ce3x = 2e3x

Coeff. e3x :

9C 24C + 17C = 2

yP S = e3x ,

general solution

i.e. C = 1

y = yCF + yP S = e4x (A cos x + B sin x) + e3x .

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Solutions to exercises

30

Now use the boundary conditions.


y(0) = 2

means y = 2 when x = 0 i.e. 2 = e0 (A cos 0+B sin 0)+e0


i.e. 2 = A + 1 i.e. A = 1

y( 2 )

= 0 means y = 0 when x =

i.e. 0 = e2 (A cos 2 +B sin 2 )+e

3
2

cos 2 = 0
sin 2 = 1
i.e. 0 = e2 (0 + B) + e
i.e. 0 = e2 B + e
3
2

3
2

3
2

(multiply both sides by e2 )

i.e. 0 = B + e

Required particular solution is

i.e. 0 = B + e 2 i.e. B = e 2


y = e4x cos x e 2 sin x + e3x .

e2

Return to Exercise 8
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Solutions to exercises

31

Exercise 9. y 00 + y 0 12y = 4e2x ;

y(0) = 7

and y 0 (0) = 0

A.E. is

m2 + m 12 = 0

i.e.

(m 3)(m + 4) = 0

i.e.

m = 3 or m = 4

i.e.

yCF = Ae3x + Be4x

Try yP S = Ce2x , yP0 S = 2Ce2x , yP00 S = 4Ce2x


Substitute:

4Ce2x + 2Ce2x 12Ce2x = 4e2x

Coeff. e2x :

4C + 2C 12C = 4

yP S = 23 e2x ,

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i.e. C = 23

general solution is y = Ae3x + Be4x 23 e2x .

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Solutions to exercises

32

Apply boundary conditions to general solution (as always)


y(0) = 7

means y = 7 when x = 0

i.e. 7 = Ae0 + Be0 23 e0


i.e. 7 = A + B

2
3

i.e. 21 = 3A + 3B 2 (i)
y 0 (0) = 0

means y 0 = 0 when x = 0,
where

dy
y 0 dx
= 3Ae3x 4Be4x34 e2x

i.e. 0 = 3Ae0 4Be0 43 e0


i.e.

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4
3

= 3A 4B (ii)

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Solutions to exercises

33

Solve equations (i) and (ii) simultaneously to find A and B


(i)-(ii) gives

then (ii) gives

21

4
3

3A =

= 7B 2

4
3

+ 4B

i.e. 23
i.e.

65
3

i.e.

4
3

1
7

4
3

1
7

=B

=B

i.e. B =

260
21

288
21

i.e. A =

96
21

32
7

65
21 ,

= 3A

Particular solution is
y=

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32 3x 65 4x 2 2x
e + e
e .
7
21
3
Return to Exercise 9

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Solutions to exercises

34

Exercise 10. y 00 + 3y 0 + 2y = 10 cos 2x ;

y(0) = 1

and y 0 (0) = 0

A.E. is

m2 + 3m + 2 = 0

i.e.

(m + 2)(m + 1) = 0

i.e.

m = 2 or m 1

i.e.

yCF = Ae2x + Bex

Try

yP S = C cos 2x + D sin 2x

i.e.

yP0 S = 2C sin 2x + 2D cos 2x


yP00 S = 4C cos 2x 4D sin 2x

Substitute:
4C cos 2x 4D sin 2x + 3(2C sin 2x + 2D cos 2x)
+ 2(C cos 2x + D sin 2x) = 10 cos 2x
Coeff. cos 2x:

4C + 6D + 2C = 10

i.e. 2C + 6D = 10

(i)

Coeff. sin 2x:

4D 6C + 2D = 0

i.e. 2D 6C = 0

(ii)

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Solutions to exercises

35

Solve (i) and (ii) for C and D


+6C 18D = 30
6C 2D = 0
20D = 30

(3) times (i) gives


ADD

(ii) then gives

3
2

yP S = 12 cos 2x +

3
2

6C = 0

(i)
(ii)
i.e. D =

3
2

i.e.

3 6C = 0

i.e.

C = 12 .

sin 2x ;

general solution is: y = Ae2x + Bex

1
2

cos 2x +

Boundary condition y(0) = 1 gives 1 = A + B

1
2

3
2

sin 2x

i.e. A+B = 32 (iii)

y 0 = 2Ae2x Bex + sin 2x + 3 cos 2x


y 0 (0) = 0 gives 0 = 2A B + 3
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i.e. 2A+B=3 (iv)


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Solutions to exercises

36

Solve (iii) and (iv) to find A and B (iv)-(iii) gives A = 3



Then, (iv) gives 2 32 + B = 3 i.e. B = 0
Particular solution is y = 32 e2x

1
2

cos 2x +

3
2

3
2

3
2

sin 2x .
Return to Exercise 10

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Solutions to exercises

37

Exercise 11. y 00 + 4y 0 + 5y = 2e2x ;


m2 + 4m + 5 = 0

A.E. is

and y 0 (0) = 2

y(0) = 1

i.e. m =

1
2


16 20 = 2 i

yCF = e2x (A cos x+B sin x)

i.e.
Try

yP S = Ce2x , yP0 S = 2Ce2x , yP00 S = 4Ce2x

Substitute:

4Ce2x 8Ce2x + 5Ce2x = 2e2x

Coeff. e2x :

4C 8C + 5C = 2

2x

yP S = 2e

i.e.

C =2.

general solution is
y = e2x (A cos x + B sin x) + 2e2x

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Solutions to exercises

38

Boundary condition

y(0) = 1:

1 = A cos 0 + B sin 0 + 2

i.e.

1=A+2

i.e. A = 1

y 0 = 2e2x (A cos x + B sin x) + e2x (A sin x + B cos x) 4e2x


y 0 (0) = 2 gives

i.e.

2 = 2 (1 + 0) + (0 + B) 4
2 = 2 + B 4 i.e. B = 0 .

Particular solution is

i.e.

y = e2x ( cos x + 0) + 2e2x


y = e2x (2 cos x) .
Return to Exercise 11

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Solutions to exercises

Exercise 12.
A.E. is
i.e.

d2 x
d 2

39

3
+ 4 dx
;
d + 3x = e

x=

1
2

and

dx
d

= 2 at = 0

m2 + 4m + 3 = 0

i.e.

(m + 3)(m + 1) = 0

m = 3 or m = 1

i.e.

xCF = Ae3 + Be

Try

xP S = Ce3 ?

No. Already in xCF

Try

xP S = C e3 ,

dxP S
d

d2 xP S
d 2

= Ce3 3 Ce3
= (1 3 )Ce3 .

= 3Ce3 3(1 3 )Ce3


=

(9 6)Ce3

Substitute:

(9 6)Ce3 + 4(1 3 )Ce3 + 3C e3 = e3

Coeff. e3 :

9 C 6C + 4C 12 C + 3C = 1
i.e. C = 21

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Solutions to exercises

40

xP S = 21 e3 ,

general solution is
x = xCF + xP S = Ae3 + Be 12 e3

Boundary conditions x =
dx
d

1
2

when = 0 :

1
2

=A+B

(i)

= 3Ae3 Be + 32 e3 12 e3
dx
d

= 2 when = 0 :
i.e.

2 = 3A B

1
2

32 = 3A B

Solve (i) and (ii) for A and B: (i)+(ii) gives 12 32 = A3A i.e. A =

(ii)
1
2

Then, (i) gives B = 0.


Particular solution is
1
1
1
x = e3 e3 = (1 )e3 .
2
2
2
Return to Exercise 12
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Solutions to exercises

Exercise 13.
A.E. is

d2 y
d 2

41

dy
+ 4 d
+ 5y = 6 sin

m2 + 4m + 5 = 0

i.e. m =

1
2


16 20 = 2 i

yCF = e2 (A cos +B sin )


[Since e2 multiplies sin in yCF , sin is an independent function
with respect to the components of yCF ].
Try

yP S = C cos + D sin
yP0 S = C sin + D cos
yP00 S = C cos D sin

Substitute:

(each dash denoting

d
d ,

here)

C cos D sin +4(C sin + D cos )


+5(C cos + D sin ) = 6 sin

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Solutions to exercises

Coeff. cos :
Coeff. sin :

42

C + 4D + 5C = 0
D 4C + 5D = 6

i.e.
i.e.

C +D =0
C + D = 32
2D =

ADD

i.e.

D=

3
4

(i)
(ii)

3
2

and

C = 34
General solution: y = e2 (A cos + B sin ) 43 (cos sin ) .
Return to Exercise 13

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