•EMS 112: ENGINEERING MATHEMATICS 1

•For all BSc. IEM 1 Students

TOPIC 4: ORDINARY
DIFFERENTIAL EQUATIONS

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 OUTLINE:

• Introduction to Differential Equations

• First-order Ordinary Differential Equations
• Second-order Ordinary Differential Equations
• Cauchy – Euler’s equations
• Power series solutions.
 INTRODUCTION TO DES

• Definition 1: Differential Equation (DEs)

This is an equation relating the function of one or
more dependent variables with its derivatives with
respect to one or more independent variables .
 INTRODUCTION TO DES

Examples of Differential equations

𝑑𝑦
− 2𝑥𝑦 = 𝑥 (1)
𝑑𝑥
𝑑2 𝑦 𝑑𝑦 2
2 +xy =0 (2)
𝑑𝑥 𝑑𝑥
𝜕2 𝑓 𝜕2 𝑓 𝜕2 𝑓
2 + 2 + =0 (3)
𝜕𝑥 𝜕𝑦 𝜕𝑧 2
 INTRODUCTION TO DES
5

Dependent and Independent

variables

dv c (Dependent
 9.8  v variable) unknown
function to be
dt M determined
 INTRODUCTION TO DES
6

Dependent and Independent variables

dv c
 9.8  v
dt M
(independent variable)
the variable with respect to which other
variables are differentiated
 INTRODUCTION TO DES

• Differential equations can be grouped into

two categories.These are
(i) Ordinary Differential Equations
(ii) Partial Differential Equations
 INTRODUCTION TO DES

• Definition 2: Ordinary Differential Equation

(ODEs)
This is a differential equation involving the
derivatives of a function of one or more dependent
variables with respect to one independent variable.
• Examples are equations (1) and (2)
 INTRODUCTION TO DES

Definition 3: Partial Differential Equation

(PDEs)
This is a differential equation involving the derivatives a
function of one or more dependent variables with respect
to more than one independent variables.
• Example is equation (3)
 INTRODUCTION TO DES
10

• Definition 4:The order of an ordinary

differential equation is the order of the highest
order derivative
 INTRODUCTION TO DES
11

Examples:
dx(t )
 x(t )  et First order ODE
dt
2
d x(t ) dx(t )
2
5  2 x(t )  cos(t ) Second order ODE
dt dt
3
 d x(t )
2
 dx(t )
 2
   2 x 4 (t )  1 Second order ODE
 dt  dt
 INTRODUCTION TO DES
12

• Definition 5:The Degree of an ordinary

differential equation is the highest power of the
highest order derivative in the equation
13 INTRODUCTION TO DES

Examples :
dx(t ) First order ODE of
 x(t )  et
dt degree 1
d 2 x(t ) dx(t )
2
5  2 x(t )  cos(t ) Second order ODE of
dt dt degree 1
3
 d x(t )
2
 dx(t )
 2
   2 x 4 (t )  1 Second order ODE of
 dt  dt degree 3
14
Introduction to DEs

Definition 6(a): Linear ODEs

A linear ODE of order n, in the dependent variable y
and the independent variable x, is an equation that is
in, or can be expressed in, the form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 (𝑥) 𝑑𝑥𝑛 +𝑎1 (𝑥) 𝑑𝑥𝑛−1 +…+𝑎𝑛−1 (𝑥) 𝑑𝑥 +𝑎𝑛 𝑥 𝑦 = b(x), where 𝑎0 ≠ 0
15
Introduction to DEs

• Note:
-For Linear ODEs, there are no multiplications among
dependent variables and their derivatives. All
coefficients are functions of independent variables
-The unknown function and its derivatives appear to
power one
16
Introduction to DEs

Definition 6(b): Non Linear ODEs

A Non-linear ODE is the one that is not linear, in other
word, it can not be expressed in the form

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 (𝑥) 𝑑𝑥𝑛 +𝑎1 (𝑥) 𝑑𝑥𝑛−1 +…+𝑎𝑛−1 (𝑥) 𝑑𝑥 +𝑎𝑛 𝑥 𝑦 = b(x), where 𝑎0 ≠ 0
 INTRODUCTION TO DES

Examples :
dx(t )
 x(t )  et Linear ODE
dt
d 2 x(t ) dx(t ) Linear ODE
2
 5  2t 2
x(t )  cos(t )
dt dt
3
 d x(t )  dx(t )
2
 2    x(t )  1 Non-linear ODE
 dt  dt
 INTRODUCTION TO DES

Definition 7: A solution to a differential

equation is a function that satisfies the
differential equation.
 SOLUTION OF ODE

Example: Solution x(t )  e t

dx(t ) Proof :
 x(t )  0
dt dx(t ) t
 e
dt
dx(t ) t t
 x(t )  e  e  0
dt
 SOLUTION OF ODES
21

• For example, 𝑥(𝑡) = cos( 2𝑡) is a solution to the ODE

𝑑 2 𝑥(𝑡)
+ 4𝑥(𝑡) = 0
𝑑𝑡 2

Is it unique?

All functions of the form 𝑥(𝑡) = cos( 2𝑡 + 𝑐)

(where 𝑐 is a real constant) are solutions.
 UNIQUENESS OF A SOLUTION

• In order to uniquely specify a solution to an nth

order differential equation we need n auxiliary
conditions.
23
UNIQUENESS OF A SOLUTION

Conditions

d 2 x (t )
 4 x (t )  0 Second order ODE
dt 2
x ( 0)  a Two conditions are
x (0)  b needed to uniquely
specify the solution
24
Boundary-Value and Initial value Problems

Initial-Value Problems Boundary-Value Problems

 The auxiliary conditions

are at one point of the • The auxiliary conditions are not at
independent one point of the independent variable
variable • More difficult to solve than initial
value problems

2 t
x  2 x  x  e x  2 x  x  e 2t
x(0)  1, x (0)  2.5 x(0)  1, x(2)  1.5
same different
 SOLUTION OF ODES
25

Definition 7(a): Trivial Solution

Note that the function y(x) = 0 always satisfies any
DE. This constant zero solution is called the trivial
solution of such a differential equation.
 SOLUTION OF ODES
26

Definition 7(b): Non-trivial Solution

For any DE, the solution y(x)
when y(x) ≠ 0 is called non-trivial
solution.
 SOLUTION OF ODES
27

Definition 7(c): General Solution

For the ODEs, the solution 𝑦(𝑥) ≠ 0 is a general
solution if the DE is solved without applying any
condition and the resulting function y(x) is
unknown since it have no exact form.
The solution is written in the form 𝑦(𝑥) = 𝑔(𝑥)
+ 𝑐, here ‘c’ is unknown constant
 SOLUTION OF ODES
28

Definition 7(d): Particular Solution

For the ODEs, the solution y(x) ≠ 0 is a
particular solution if the DE is solved by
applying the auxiliary conditions and the resulting
function y(x) is known and unique.
 CLASSIFICATION OF ODES
ODEs can be classified in different ways:

• Order
-First order ODE
-Second order ODE
-nth order ODE
 CLASSIFICATION CONTINUED

• Auxiliary conditions
-Initial value problems
-Boundary value problems
• Linearity
-Linear ODE
-Nonlinear ODE
 FIRST ORDER ODES

• The first order ODEs for the function y=y(x) are of the
form:
𝑑𝑦
= 𝑓 𝑥, 𝑦 , (4)
𝑑𝑥

where f(x,y) can be any function of the independent

variable x and the dependent variable y.
 FIRST ORDER ODES

• First order ODEs are divided into two groups.

These are linear and non-linear ODEs
 FIRST ORDER ODES

• Definition: A linear ODEs of the first order is

an ordinary differential equation of the form:
𝑑𝑦
+𝑝 𝑥 𝑦 =𝑔 𝑥 , (5)
𝑑𝑥

with the initial condition y(𝑥0 )=𝑦0

 FIRST ORDER ODES

• If g(x)=0, then Eqn. (5) is called a homogeneous

equation of the first order.
• On the other hand, if g(x) ≠ 0, then Eqn. (5) is called
a nonhomogeneous equation of the first order.
 SOLVING FIRST ORDER ODES

• Methods of solving first order differential equations

(1) Direct Integration

(2) Separation of variables

(3) Exact method
(4) Integrating factor
(5) Bernoulli
SOLVING BY DIRECT INTEGRATION

𝑑𝑦
• ODE of the form = f(x) or one that can be
𝑑𝑥
arranged in such a form that can be simply solved
by direct integration.
𝑑𝑦
• Example: Solve =4𝑥 3 -2x+1
𝑑𝑥
SOLVING BY DIRECT INTEGRATION

• Solution: By Direct integration

𝑑𝑦
dx= 4𝑥 3 −2x+1 dx
𝑑𝑥
Solving, y(x)= 𝑥 4 - 𝑥 2 +x
 SEPARATION OF VARIABLES

• A first-order ode is separable if it can be written in

the form
𝑑𝑦
g(y) = f(x), with y(𝑥0 ) = 𝑦0 ,
𝑑𝑥

where the function g(y) is independent of x and f(x)

is independent of y.
 SEPARATION OF VARIABLES

𝑑𝑦
• Example: Solve 2 + y = 3, with y(0) = 2.
𝑑𝑥

Solution.
By separating the variable
𝑑𝑦 1 𝑑𝑦 1
= (3-y)→ = dx
𝑑𝑥 2 3−𝑦 2
 SEPARATION OF VARIABLES

• We integrate the right-side from the initial

condition x = 0 to x and the left-side from the
initial condition y(0) = 2 to y. Accordingly,
𝑦 𝑑𝑦 1 𝑥
2 3−𝑦
= 2 0
𝑑𝑥
 SEPARATION OF VARIABLES

𝑦 1
• Solving, - 𝑙𝑛 3 − 𝑦 2 =2 x
1
ln(3−y) –ln(1)= − x
2
1
ln(3−y) = − x, since ln (1)=0
2

3-y=𝑒 − 1
2
x

y(x)=3- 𝑒 −
1
2
x
 HOMOGENEOUS ODES

• Definition: Homogeneous ODE is the first order DE

of the form
𝑑𝑦 𝑦
=𝑓 .
𝑑𝑥 𝑥
 HOMOGENEOUS ODES

• Solving the Homogeneous ODE, the differential

equation must be transformed to a separable
𝑦
differential equation by substituting v= on the
𝑥
equation.
 HOMOGENEOUS ODES

3 𝑑𝑦
• Example : Solve 𝑥 = 𝑥 2 y-2 𝑦 3
𝑑𝑥

3 𝑑𝑦 𝑑𝑦 𝑦 𝑦 𝟑
• Solution: 𝑥 = 𝑥 2 y-2 𝑦 3 → = -2 (6)
𝑑𝑥 𝑑𝑥 𝑥 𝑥

𝑦 𝑑𝑦 𝑑𝑣
Let v= → y=xv, =v + x (7)
𝑥 𝑑𝑥 𝑑𝑥
 HOMOGENEOUS ODES

• Substituting (7) into (6)

𝑑𝑣 3 𝑑𝑣
v+ x =v-2 𝑣 →x = -2 𝑣 3
𝑑𝑥 𝑑𝑥

−3 −2
𝑣 dv= dx
𝑥
 HOMOGENEOUS ODES

1 𝑥2 𝑥2
=-2ln 𝑥 → =4ln 𝑥 +c → =4ln 𝑥 +c
−2𝑣 2 𝑦2 𝑦2

𝑥
y(x)=
2 ln 𝑥 +𝑐
 EXACT METHOD

𝑑𝑦
• We say the equation =f(x,y) is an exact
𝑑𝑥
differential equation if
𝑑𝑦 −𝑀(𝑥,𝑦)
= (8)
𝑑𝑥 𝑁(𝑥,𝑦)

and for some function F(x,y), we have

𝑑𝐹 𝑑𝐹
M(x,y)= (x,y) and N(x,y )= (x,y)
𝑑𝑥 𝑑𝑦
 EXACT METHOD

• Equation (8) can be written as

𝑑𝐹 𝑑𝐹
N(x,y) dy + M(x,y) dx=0 or dy + dx=0
𝑑𝑦 𝑑𝑥

𝜕𝑀 𝜕𝑁
• Note: The differential equation is exact if =
𝜕𝑦 𝜕𝑥
 EXACT METHOD

• Example: Solve the differential equation

𝑑𝑦 −2𝑥𝑦 3 −2
=
𝑑𝑥 3𝑥 2 𝑦2 +𝑒 𝑦
Solution:
𝑑𝑦 −(2𝑥𝑦 3 + 2)
=
𝑑𝑥 3𝑥 2 𝑦 2 + 𝑒 𝑦
 EXACT METHOD

3 𝜕𝑀
• Let M(x,y)= 2𝑥𝑦 + 2, = 6 x𝑦 2 , and
𝜕𝑦

2 2 𝑦 𝜕𝑁
N(x,y)=3𝑥 𝑦 + 𝑒 , = 6 x𝑦 2 ,
𝜕𝑥

𝜕𝑀 𝜕𝑁
• Since = , the given DE is exact differential
𝜕𝑦 𝜕𝑥
equation
 EXACT METHOD

• Solving,
𝜕𝐹
= M(x,y)= 2𝑥𝑦 3 + 2,
𝜕𝑥

F(x,y)= 2𝑥𝑦 3 + 2 dx →F(x,y)= 𝑥 2 𝑦 3 +2x+F(y) (9)

𝜕𝐹
= N(x,y)=3𝑥 2 𝑦 2 + 𝑒 𝑦 (10)
𝜕𝑦
 EXACT METHOD

• The partial derivative of equation (9) with

respect to y is
𝜕𝐹(𝑥,𝑦) 2 2 𝑑𝐹(𝑦)
= 3𝑥 𝑦 + (11)
𝜕𝑦 𝑑𝑦

• Equating equation (10) and (11) , we have

𝑑𝐹(𝑦)
= 𝑒 𝑦 → 𝐹 𝑦 = 𝑒 𝑦 +C (12)
𝑑𝑦
 EXACT METHOD

• Substituting (12) into (9), we get the

general solution
F(x,y)= 𝑥 2 𝑦 3 +2x+ 𝑒 𝑦 +C
 INTEGRATING FACTOR

• This is the method used to evaluate the ODEs when

the differential equation
M(x,y) dx + N(x,y) dy =0 is not an exact DE
• Here, we find the integrating factor 𝝁(𝒙, 𝒚) which has
to be multiplied throughout the given DE to make it
exact, i.e., 𝜇(𝑥, 𝑦) M(x,y) dx + 𝜇(𝑥, 𝑦) N(x,y) dy =0 is
an exact DE.
 INTEGRATING FACTOR

• Applying the exponential throughout and

simplifying
𝑥
𝜇(𝑥)= 𝜇0 exp 𝑥0
k(x)dx

𝒙
• Assume 𝜇0 =1, then 𝝁(𝒙)= exp 𝒙𝟎
k(x)dx (15)
 INTEGRATING FACTOR

• Equation (15) is an integrating factor, where

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
k(x)=
𝑵
 INTEGRATING FACTOR

𝜇(𝑦) 𝑦
ln = 𝑦0
k(y)d𝑦
𝜇0
• Applying the exponential throughout and
simplifying
𝑦
𝜇(𝑦)= 𝜇0 exp 𝑦0
k(y)d𝑦

𝒚
• Assume 𝜇0 =1, then 𝝁(𝒚)= exp 𝒚𝟎
k(y)d𝒚 (17)

•
 INTEGRATING FACTOR

• Equation (17) is an integrating factor,

𝜕𝑀 𝜕𝑁
−
𝜕𝑦 𝜕𝑥
where k(y)=
−𝑴
 INTEGRATING FACTOR

• Example: Solve (𝑥 2 - 𝑦 2 ) dy + xy dx = 0
Solution:
2 2 𝜕𝑁
• Here, N= 𝑥 - 𝑦 → =2x, and
𝜕𝑥
𝜕𝑀
M= xy→ =x
𝜕𝑦
Hence, it is not exact DE
 INTEGRATING FACTOR

• We find the integrating factor 𝜇(𝑦) to be multiplied

with the DE to make it exact

𝜕𝑀 𝜕𝑁
− 1
𝜕𝑦 𝜕𝑥
• 𝜇(𝑦)= exp 𝑘 𝑦 𝑑𝑦 , k(y)= =
−𝑴 𝑦

1
Then, 𝜇(𝑦)=exp( 𝑑𝑦)=𝑒 𝑙𝑛𝑦 =y
𝑦
 INTEGRATING FACTOR

• Multiplying DE with the integrating factor

(𝑥 2 y- 𝑦 3 )dy+x 𝑦 2 dx =0

2 3 𝜕𝑁
• Now, N=𝑥 y- 𝑦 → =2xy, and
𝜕𝑥

2 𝜕𝑀
• M= x 𝑦 → =2xy, hence DE is exact
𝜕𝑦
 INTEGRATING FACTOR

𝜕𝐹(𝑥,𝑦)
• = M(x,y)= x 𝑦 2 (18)
𝜕𝑥

𝜕𝐹(𝑥,𝑦)
• = N(x,y)= 𝑥 2 y- 𝑦 3 (19)
𝜕𝑦

• Integrating (18) with respect to x, we have

𝑥 2 𝑦2
F(x,y)= + F(y) (20)
2
 INTEGRATING FACTOR

• Differentiating (20) with respect to y

𝜕𝐹(𝑥,𝑦) 2 dF(y)
=𝑥 y+ (21)
𝜕𝑦 dy

• Equating (19) and (21), we have

dF(y) −𝑦4
= −𝑦 3 → 𝐹 𝑦 = +C
dy 4
 INTEGRATING FACTOR

• Hence, the general solution is

𝑥 2 𝑦2 −𝑦4
F(x,y)= + +C
2 4
 LINEAR DIFFERENTIAL EQUATIONS

• Definition: The linear first-order DE (linear in y and its

derivative) can be written in the form

𝑑𝑦
+ p(x)y = g(x), (22)
𝑑𝑥

• Linear First-order DE can be solved by using the integrating

factor.
 LINEAR DIFFERENTIAL EQUATIONS

• Equations (23) and (24) implies that

𝜇(𝑥)=exp( 𝑝 𝑥 𝑑𝑥), and

𝑑
𝜇 𝑥 𝑦 = 𝜇(𝑥)g(x) (25)
𝑑𝑥
LINEAR DIFFERENTIAL EQUATIONS

𝑑𝑦
• Example: Solve + 2𝑦 = 𝑒 −𝑥 , with y(𝑥0 )=3 4
𝑑𝑥

Solution:

• Here, P(x)=2 and 𝜇(𝑥)=exp( 𝑝 𝑥 𝑑𝑥)

=exp( 2𝑑𝑥)=𝑒 2𝑥
LINEAR DIFFERENTIAL EQUATIONS

• Multiply the DE by 𝑒 2𝑥 , we have

2𝑥 𝑑𝑦
•𝑒 + 𝑝 𝑥 𝑦 = 𝑒 2𝑥 𝑒 −𝑥 (26)
𝑑𝑥

𝑑
𝜇 𝑥 𝑦 = 𝜇(𝑥)g(x)
𝑑𝑥

𝑑
𝑒 2𝑥 𝑦 =𝑒 2𝑥 𝑒 −𝑥 (27)
𝑑𝑥
LINEAR DIFFERENTIAL EQUATIONS

• Integrating (27) both sides, we have

𝑒 2𝑥 y = 𝑒 𝑥 dx = 𝑒 𝑥 + C

• Divide by 𝑒 2𝑥 on both sides

y(x)= 𝑒 −𝑥 +C 𝑒 −2𝑥 (28)

LINEAR DIFFERENTIAL EQUATIONS

• Applying the initial condition on (28) to obtain

the particular solution of the DE, we have
0 0
𝑥0 =0, y(𝑥0 )=3 4→
3
4= 𝑒 +C 𝑒

→ C = −1 4
LINEAR DIFFERENTIAL EQUATIONS

• Hence, the particular solution is

y(x)= 𝑒 −𝑥 − 1
4 𝑒 −2𝑥
BERNOULLI DIFFERENTIAL EQUATION

• Definition: Bernoulli DE is a differential equation

of the form:
𝑑𝑦
+ p(x)y = g(x)𝑦 𝑛 (29)
𝑑𝑥

• So, we may assume n is different of 0 or 1 since

these cases lead to the linear DE.
 BERNOULLI DIFFERENTIAL EQUATION

• Divide by 𝑦 𝑛 throughout the equation

−𝑛 𝑑𝑦
𝑦 + p(x) 𝑦1−𝑛 = g(x) (30)
𝑑𝑥

• On solving, there must be a substitution of v= 𝑦1−𝑛 .

BERNOULLI DIFFERENTIAL EQUATION

• This implies that

1 𝑑𝑦 1 𝑛 𝑑𝑣
y=𝑣 1−𝑛 → = 𝑣 1−𝑛 (31)
𝑑𝑥 1−𝑛 𝑑𝑥

• Substituting (31) into (29), we have

1 𝑛 𝑑𝑣 1 𝑛
𝑣 1−𝑛 + p(x) 𝑣 1−𝑛 =g(x) 𝑣 1−𝑛 (32)
1−𝑛 𝑑𝑥
 BERNOULLI DIFFERENTIAL EQUATION

𝑛
• Divide equation (32) by 𝑣 1−𝑛 , leads to the First- order
Linear DE,
1 𝑑𝑦
+ p(x) 𝑣 1−𝑛 = g(x) (33)
1−𝑛 𝑑𝑥

• Then the procedures for solving first-order linear DE

can be applied
BERNOULLI DIFFERENTIAL EQUATION

• Example: Solve the DE

2 𝑑𝑦
3𝑦 + 𝑦 3 = 𝑒 −𝑥
𝑑𝑥
BERNOULLI DIFFERENTIAL EQUATION

• Solution:

Rewrite the equation to have

𝑑𝑦 1 𝑒 −𝑥 𝑦−2
+ y= (34)
𝑑𝑥 3 3
 BERNOULLI DIFFERENTIAL EQUATION

• Here, n=-2, so let v= 𝑦1−𝑛 = 𝑦 3 by substituting n=-2

3 1
v=𝑦 →𝑦=𝑣 3

𝑑𝑦 𝑑𝑦 𝑑𝑣 1 −2 𝑑𝑣
= = 𝑣 3 (35)
𝑑𝑥 𝑑𝑣 𝑑𝑥 3 𝑑𝑥
BERNOULLI DIFFERENTIAL EQUATION

• Substitute (35) into (34) , we have

−2
1 −2 𝑑𝑣 1 1 𝑒 −𝑥 𝑣 3
𝑣 3 + 𝑣 3 = (36)
3 𝑑𝑥 3 3
−2
• Dividing (36) by 𝑣 3 and simplifying, leads to
𝑑𝑣
+v=𝑒 −𝑥 (37)
𝑑𝑥
BERNOULLI DIFFERENTIAL EQUATION

• Equation (37) is a First-order Linear DE.

• Thus, p(x)=1 → 𝜇(𝑥)=exp( 𝑑𝑥) =𝑒 𝑥
• Multiply (37) by 𝑒 𝑥
𝑥 𝑑𝑣
𝑒 +v = 𝑒 𝑥 𝑒 −𝑥 =1 (38)
𝑑𝑥
BERNOULLI DIFFERENTIAL EQUATION
𝑑 𝑑
• Also, 𝜇 𝑥 𝑣= 𝑒𝑥𝑣 (39)
𝑑𝑥 𝑑𝑥
• Equating (38) and (39), leads to
𝑑
𝑒 𝑥 𝑣 =1→ 𝑒 𝑥 v= 𝑑𝑥 = x+C
𝑑𝑥

𝑒 𝑥 v = x+C → v= (x+C) 𝑒 −𝑥

• But v= 𝑦 3 → 𝑦 3 = (x+C) 𝑒 −𝑥
BERNOULLI DIFFERENTIAL EQUATION
1 −𝑥
• y(x)= x+C 3 𝑒 3 is the general solution of
the DE
• Try this!! Solve
𝑑𝑦 1
− y=x𝑦 2
𝑑𝑥 𝑥
Answer: y(x)=-2x+c𝑥 −2
 APPLICATION OF FIRST-ORDER DES

• Exercise: Briefly explain four applications of First-

order DEs
 LINEAR SECOND ORDER ODES

• Definition 1: Given functions 𝑎1 (x), 𝑎0 (x)

and b(x), where b𝜖ℝ, the DE given by
𝑑2 𝑦 𝑑𝑦
2 + 𝑎1 (x) +𝑎0 (x)y=b(x), (40)
𝑑𝑥 𝑑𝑥
is called a Linear second order DE with
variable coefficients.
 LINEAR SECOND ORDER ODES

• Definition 2: The equation in (40) is

called a homogeneous DE iff ∀𝑥𝜖ℝ ,
b(x)=0 otherwise it is
nonhomogeneous DE.
 LINEAR SECOND ORDER ODES

• Definition 3: The equation in (40) is called a

Linear second order DE with constant
coefficients iff 𝑎1 , 𝑎0 and b are constants.
 LINEAR SECOND ORDER ODES

• Examples
(a) A second order, linear, homogeneous,
constant coefficients differential equation
is
𝑑2 𝑦 𝑑𝑦
+ 5 +6=0,
𝑑𝑥 2 𝑑𝑥
 LINEAR SECOND ORDER ODES

• Examples
(b) A second order, linear, non-homogeneous,
constant coefficients equation is
𝑑2 𝑦 𝑑𝑦
− 3 + y = x,
𝑑𝑥 2 𝑑𝑥
 LINEAR SECOND ORDER ODES

• Examples
(c) A second order, linear, non-homogeneous,
variable coefficients equation is
𝑑2 𝑦 𝑑𝑦
+ 2𝑥 - ln (x) y =𝑒 3𝑥 ,
𝑑𝑥 2 𝑑𝑥
HOMOGENEOUS , LINEAR SECOND ORDER ODES
WITH CONSTANT COEFFICIENTS,
HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

• Definition: The homogeneous linear second

order ODEs with constant coefficients is of the
form:
𝑑2 𝑦 𝑑𝑦
𝑎2 2 + 𝑎1 +𝑎0 y=0 (41)
𝑑𝑥 𝑑𝑥
 THE SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODES

• Suppose 𝑦1 and 𝑦2 are solutions of the homogeneous

equation (41) and 𝑐1 and 𝑐1 are real numbers, thus
𝑐1 𝑦1 + 𝑐1 𝑦2 is a linear combination of 𝑦1 and 𝑦2 and
also it is a solution of the DE (41).
• This results from the principle stated in the next slide.
 THE SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• Principle of Superposition: If 𝑦1 (x), 𝑦2 (x),…, 𝑦𝑛 (x)

are n linearly independent solutions of the
homogeneous DE, then the general solution of the 𝑛𝑡𝑕
order homogeneous DE is a linear combination of n
linearly independent solutions, i.e.,
y(x)= 𝑐1 𝑦1 (x)+ 𝑐2 𝑦2 (x)+…+ 𝑐𝑛 𝑦𝑛 (x)
 THE PRINCIPLE OF SUPERPOSITION

• For a homogeneous linear equation, any sum/difference

of two solutions is again a solution.
• This principle holds true for a homogeneous linear
equation of any order.
• It, however, does not hold in general, for a solution of
nonhomogeneous linear equation.
 THE SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• Theorem: Every linear combination of solutions of the

homogenous DE in (41) is also a solution.
Proof: Use substitution method to prove that
y= 𝑐1 𝑦1 + 𝑐1 𝑦2 is a solution
 THE SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

Dependent/Independent Linearly functions

• Definition: Two functions are said to be Linearly
independent on an open interval I (which can be the
entire real line) if neither function is a constant multiple
of the other ∀𝑥 in the interval I. If one function is a
constant multiple of the other on the entire interval I,
then these functions are called Linearly dependent.
 DEPENDENT/INDEPENDENT LINEARLY
FUNCTIONS

• Example: 𝑦1 =𝑒 5𝑡 and 𝑦2 =𝑒 3𝑡 are linearly independent

solutions over the entire real line, because there is no
number k such that 𝑒 5𝑡 = k𝑒 3𝑡 or 𝑒 3𝑡 = k𝑒 5𝑡 ∀𝐭.
• Hence because these solutions are linearly independent,
linear combinations 𝑐1 𝑒 5𝑡 +𝑐2 𝑒 3𝑡 gives another new
solution.
 WRONSKIAN TEST

• This is the method to test whether the two solutions

of a homogeneous DE are linearly independent or not.
• But the method can be applicable when you have more
than two solutions.
• It is denoted as W(x)
 WRONSKIAN TEST

Define: Wronskian of solutions 𝑦1 and 𝑦2 to be the 2

by 2 determinant

𝑦1 (x) 𝑦2 (x) ′ ′
W(𝑦1 , 𝑦2 ) = = 𝑦1 (x) 𝑦2 (𝑥)- 𝑦2 (x) 𝑦1 (𝑥)
𝑦1 ′ (𝑥) ′
𝑦2 (𝑥)
 PROPERTIES OF THE WRONSKIAN

Suppose 𝑦1 and 𝑦2 are solutions of the equation (41) on an

open interval I.

1. Either W(x)=0 ∀𝑥 𝜖 I or W(x)≠0 ∀𝑥 𝜖 I .

2. 𝑦1 and 𝑦2 are linearly independent on I iff W(x)≠0 on I.

 PROPERTIES OF THE WRONSKIAN

• We need only to check the Wronskian at a single point

of I, since the Wronskian must be either identically zero
or nonzero on the entire interval of I. It can not vanish
for some x and be nonzero for others in I.
 PROPERTIES OF THE WRONSKIAN

Note; The above conclusions are for 𝑦1 and 𝑦2 if 𝑦1 and

𝑦2 represent solutions of the homogeneous differential
equation (41) on an open interval I.
 PROPERTIES OF THE WRONSKIAN

• Suppose 𝑦1 and 𝑦2 are any two functions

1. There is no entire zero or nonzero property.

2. 𝑦1 and 𝑦2 are linearly independent on I iff W(x)≠0 for

some x on I.
 WRONSKIAN TEST

• Example: Check if 𝑦1 = cos 𝑥 and 𝑦2 = sin 𝑥 are linearly

independent solution of 𝑦 ′′ +𝑦 ′ = 0
y1 ( x) y2 ( x ) cos x sin x
W ( x)  
y1( x) y2 ( x)  sin x cos x
 cos 2 x  sin 2 x  1  0

• Therefore, 𝑦1 and 𝑦2 are linearly independent.

 WRONSKIAN TEST

• This procedure(Wronskian test) provides a strategy for

finding all solutions of the homogeneous linear
equation.
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• Therefore, we call the two linearly independent

solutions 𝑦1 and 𝑦2 a Fundamental solutions on I,
and we call 𝑐1 𝑦1 + 𝑐2 𝑦2 the General solution of the
DE on I.
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• Example: 𝑦1 =𝑒 −𝑡 and 𝑦2 =𝑒 −4𝑡 are fundamental solutions of

the DE 𝑦 ′′ + 5𝑦 ′ +4y= 0.
Therefore, the combination y(t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 −4𝑡 is the
general solution of the DE 𝑦 ′′ + 5𝑦 ′ +4y= 0.
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• The general solution of a second order equation

contains two arbitrary constants.
• To find a particular solution, it requires two initial
conditions of the form y(𝑡0 )=𝑦0 and 𝑦 ′ (𝑡0 )=𝑦0′
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• In the following slides , we describe the procedures on

how to find the solutions of a homogeneous linear
second order DE (that is equation (41))
SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE,

• The solution of equation (41) is determined by

supposing that there is a solution of the form
y(x) = 𝑒 𝑚𝑥 for some value of m.
So, y(x) = 𝑒 𝑚𝑥
𝑦 ′ (x) = m𝑒 𝑚𝑥
𝑦 ′′ (x) = 𝑚2 𝑒 𝑚𝑥
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• When we substitute a solution of this form into

(41) we have
𝑎2 𝑚2 𝑒 𝑚𝑥 + 𝑎1 m𝑒 𝑚𝑥 +𝑎0 𝑒 𝑚𝑥 =0
𝑒 𝑚𝑥 (𝑎2 𝑚2 + 𝑎1 m+𝑎0 )=0
𝑎2 𝑚2 + 𝑎1 m+𝑎0 =0 (42)
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

• Now, we may have three(𝟑) types of solutions for

equation (42)
(1) If we have two distinct such roots, 𝑚1 and 𝑚2
such that 𝑚1 ≠ 𝑚2 , then y(x)= 𝑐1 𝑒 𝒎𝟏 𝑥 + 𝑐2 𝑒 𝒎𝟐 𝑥
is a solution for any constants 𝑐1 and 𝑐2 .
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE,

(2) If a solution of (42) is a single repeated root of

order 2, then the solution is of the form
𝑦 𝑥 = 𝑐1 𝑒 𝒎𝟏 𝑥 + 𝑐2 𝑥𝑒 𝒎𝟏 𝑥 ,
where 𝑐1 and 𝑐2 are constants.
 SOLUTIONS OF THE HOMOGENEOUS
LINEAR SECOND ORDER ODE

(3) The complex number solution.

If a solution of ( 3 6) is a complex number, a+ib,
then the complex conjugate a-ib is also a solution.
The solution of the DE is written in the form
y(x)= 𝑒 𝑎𝑥 (𝑐1 sin(𝑏𝑥) + 𝑐2 cos(𝑏𝑥)) ,
where 𝑐1 and 𝑐2 are constants.
HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

𝑑2 𝑦 𝑑𝑦
Example: Solve 𝑑𝑥 2
−5
𝑑𝑥
=0
Solution:
Let y=𝑒 𝑚𝑥
𝑦 ′ = 𝑚𝑒 𝑚𝑥 and 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥
𝑑2 𝑦 𝑑𝑦
− 5 = 𝑚2 𝑒 𝑚𝑥 -5 𝑚𝑒 𝑚𝑥 =0
𝑑𝑥 2 𝑑𝑥
𝑚𝑥
𝑒 m(m-5)=0
HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

m=0 or m=5

Then y(x)=𝑐1 𝑒 0𝑥 + 𝑐2 𝑒 5𝑥 = 𝑐1 + 𝑐2 𝑒 5𝑥

• Example 2: Solve the

𝑑2 𝑥 𝑑𝑥
+ 5 +4x= 0, with y(0)= 1,𝑦 ′ (0)=-7
𝑑𝑡 2 𝑑𝑡
 HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

• Solution: Let y=𝑒 𝑚𝑡

𝑦 ′ = 𝑚𝑒 𝑚𝑡 and 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑡

𝑑2 𝑥 𝑑𝑥
• + 5 +4x = 𝑚2 𝑒 𝑚𝑡 + 5𝑚𝑒 𝑚𝑡 + 4𝑒 𝑚𝑡 =0
𝑑𝑡 2 𝑑𝑡
 HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

• 𝑒 𝑚𝑡 (𝑚2 +5m+4)=0

𝑚2 +5m+4=0

Solving, m=- 1 or -4

y(t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 −4𝑡
HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

• Applying the initial condition

y(0)= 1 → 1= 𝑐1 + 𝑐2

y(t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 −4𝑡 , 𝑦 ′ (x)= -𝑐1 𝑒 −𝑡 − 4 𝑐2 𝑒 −4𝑡

𝑦 ′ (0)=-7, -7= - 𝑐1 − 4 𝑐2
HOMOGENEOUS , LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,

• Solving, 𝑐1 =- 1 and 𝑐2 =2

Hence, y(t)= −𝑒 −𝑡 + 2𝑒 −4𝑡

• Example 3: Solve

𝑦 ′′ + 2𝑦 ′ + 5y=0, with y(0)= 4,𝑦 ′ 0 = 6

HOMOGENEOUS LINEAR SECOND ORDER ODES
WITH VARIABLE COEFFICIENTS,
HOMOGENEOUS LINEAR SECOND ORDER ODES
WITH VARIABLE COEFFICIENTS,

• Definition: The homogeneous linear second order

ODEs with variable coefficients is of the form:
𝜕2 𝑦 𝑑𝑦
2 +p(x) +q(x)y=0 (43)
𝜕𝑥 𝑑𝑥
SOLUTIONS OF HOMOGENEOUS LINEAR SECOND
ORDER ODES WITH VARIABLE COEFFICIENTS,

• The solutions of this homogeneous DE with variable

coefficients can be obtained by using Reduction of
order method.
• The method is applied as follows:
 REDUCTION OF ORDER METHOD

• This is the method for finding a second solution of the

DE (43) if the first solution (𝑦1 ) is known.
• So suppose we know the solution 𝑦1 , we assume that
∃𝑠 a second solution of the form 𝑦2 = 𝑦1 v(x), for some
differentiable function v(x).
• The following steps must be followed
 REDUCTION OF ORDER METHOD

1. Make sure the equation (43) is written in the standard

form with leading coefficient 1.
i.e., 𝑦 ′′ +p(x)𝑦 ′ +q(x)y=0
2. Compute Wronskian W(𝑦1 , 𝑦2 )(x) using two different
methods.
 REDUCTION OF ORDER METHOD

Method 1: By the definition of Wronskian

𝑦1 𝑦1 𝑣(𝑥)
W(𝑦1 , 𝑦2 )(x)= ′
𝑦1 𝑦1′ 𝑣(𝑥) + 𝑦1 𝑣 ′ (𝑥)
= 𝑦1 𝑦1′ 𝑣(𝑥) + 𝑦1 𝑦1 𝑣 ′ (x)- 𝑦1′ 𝑦1 𝑣(𝑥)
=𝑦12 𝑣 ′ (x) (44)
 REDUCTION OF ORDER METHOD

• Method 2: Abel’s Theorem on the Wronskian:

The theorem implies that,
W(𝑦1 , 𝑦2 )(x)=𝑐𝑒 − 𝑝 𝑥 𝑑𝑥
, where c ≠ 0 (45)

• The two expressions computed above are the Wronskian

of the same two functions, therefore, the two expressions
must be the same. Equate them:
 REDUCTION OF ORDER METHOD

• 𝑦12 𝑣 ′ (x)= 𝑐𝑒 − 𝑝 𝑥 𝑑𝑥

′ 𝑐 − 𝑝 𝑥 𝑑𝑥
→ 𝑣 (x)= 𝑒
𝑦12

Choose c=1
• Applying the integral on both sides, we have
1
v(x)= 𝑒− 𝑝 𝑥 𝑑𝑥
dx (46)
𝑦12
 REDUCTION OF ORDER METHOD

• Then find 𝑦2 = 𝑦1 v(x)

• Therefore, the general solution is
y(x) = 𝑐1 𝑦1 + 𝑐1 𝑦1 .
 REDUCTION OF ORDER METHOD
(EXAMPLE 1)
• 𝐄𝐱𝐚𝐦𝐩𝐥𝐞 𝟏: Find the general solution of
𝑥 2 𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 0, given that 𝑦1 =𝑥 2
• Solution:
′′ 2 ′ 2
Rewrite DE 𝑦 − 𝑦 + 2 𝑦 =0
𝑥 𝑥
2
p(x)= −
𝑥
 REDUCTION OF ORDER METHOD
(EXAMPLE 1 CONTINUED)
• 𝑦1 =𝑥 2 , let 𝑦2 =𝑥 2 v(x)

𝑥2 𝑥 2 𝑣(𝑥)
W(𝑦1 , 𝑦2 )=
2𝑥 2𝑥𝑣 𝑥 + 𝑥 2 𝑣 ′ (𝑥)
= 2𝑥 3 𝑣 𝑥 + 𝑥 4 𝑣 ′ (𝑥)- 2𝑥 3 𝑣 𝑥
= 𝑥 4 𝑣 ′ (𝑥) (47)
 REDUCTION OF ORDER METHOD
(EXAMPLE 1 CONTINUED)
• By Abel′ s theorem
2
− − 𝑑𝑥 ln 𝑥 2
W(𝑦1 , 𝑦2 )=c𝑒 𝑋 =c𝑒 =c𝑥 2 (48)
• Equating (47) and (48)
4 ′ 2 ′ 𝑐
𝑥 𝑣 (𝑥) =c𝑥 → 𝑣 (𝑥)= 2
𝑥
• Applying the integral throughout
−2 𝑐
v(x)= 𝑐𝑥 𝑑𝑥= − +d
𝑥
 REDUCTION OF ORDER METHOD
(EXAMPLE 1 CONTINUED)

• Choose c = 1 and d = 0,then

v(x)=−1 𝑥 → 𝑦2 =𝑥 2 ( −1 𝑥 )=-x

• The general solution is

y(x)=𝑐1 𝑥 2 − 𝑐2 x
 REDUCTION OF ORDER METHOD
(EXAMPLE 2)
• 𝐄𝐱𝐚𝐦𝐩𝐥𝐞 2: If it is known that 𝑦1 = 𝑥 is a solution of
𝑥 2 𝑦 ′′ − 𝑥(𝑥 + 2)𝑦 ′ + (𝑥 + 2)𝑦 = 0. Find its general
solution.
• Solution:
′′ (𝑥+2) ′ (𝑥+2) (𝑥+2)
Rewrite DE 𝑦 − 𝑦 + 2 𝑦 = 0, p(x)= −
𝑥 𝑥 𝑥
 REDUCTION OF ORDER METHOD
(EXAMPLE 2 CONTINUED)
• 𝑦1 =x, let 𝑦2 =xv(x)

𝑥 𝑥𝑣(𝑥)
W(𝑦1 , 𝑦2 )=
1 𝑣 𝑥 + 𝑥𝑣 ′ (𝑥)
= x𝑣 𝑥 + 𝑥 2 𝑣 ′ (𝑥)- x𝑣 𝑥
= 𝑥 2 𝑣 ′ (𝑥) (49)
 REDUCTION OF ORDER METHOD
(EXAMPLE 2 CONTINUED)
• By Abel′ s theorem
(𝑥+2)
− − 𝑑𝑥 x+ln 𝑥 2
W(𝑦1 , 𝑦2 )=c𝑒 𝑥 =c𝑒
𝑥 ln 𝑥 2
=c(𝑒 𝑒 ) =c(𝑥 2 𝑒 𝑥 ) (50)
• Equating (49) and (50) and apply the integral

v(x)= c𝑒 𝑥 +d, put c=1 and d=0

 REDUCTION OF ORDER METHOD
(EXAMPLE 2 CONTINUED)

v(x)=𝑒 𝑥 → 𝑦2 =𝑥 𝑒 𝑥

• The general solution is

y(x)=𝑐1 𝑥 + 𝑐2 x𝑒 𝑥
NON-HOMOGENEOUS LINEAR SECOND ORDER
ODES WITH CONSTANT COEFFICIENTS,
 NON-HOMOGENEOUS LINEAR SECOND ORDER
ODES ,

• Definition: The Non-homogeneous linear second

order ODEs with constant coefficients is of the form:
𝑑2 𝑦 𝑑𝑦
2 + 𝑎1 +𝑎0 y=f(x) (51)
𝑑𝑥 𝑑𝑥
SOLUTIONS OF NON-HOMOGENEOUS ODES
WITH CONSTANT COEFFICIENTS,

• There is a three step solution method when

nonhomogeneous term f(x)≠ 0
• The steps are described as follows
SOLUTIONS OF NON-HOMOGENEOUS ODES
WITH CONSTANT COEFFICIENTS,

(i) Find the general solution (𝑦𝑐 (𝑥)) of the homogeneous

equation. This solution is called homogeneous
solution or Complementary solution.
𝑑2 𝑦 𝑑𝑦
2 + 𝑎1 +𝑎0 y =0 (52)
𝑑𝑥 𝑑𝑥
SOLUTIONS OF NON-HOMOGENEOUS ODES
WITH CONSTANT COEFFICIENTS,

Let the solution of the homogeneous equation be

𝑦𝑐 (x)=𝑐1 𝑦1 (x)+𝑐2 𝑦2 (x),
Where 𝑦1 and 𝑦2 are linearly independent solutions of
the equation (52) and 𝑐1 and 𝑐2 are constants
SOLUTIONS OF NON-HOMOGENEOUS ODES
WITH CONSTANT COEFFICIENTS,

(ii) Find any particular solution (𝑦𝑝 (𝑥)) of the

nonhomogeneous equation (51).
SOLUTIONS OF NON-HOMOGENEOUS ODES
WITH CONSTANT COEFFICIENTS,

(iii) Write the general solution of equation (43) as the

sum of the homogeneous and particular solutions.
That is, y(x)=𝑦𝑐 (x)+ 𝑦𝑝 𝑥 (53)
And apply the initial conditions to determine the
constants 𝑐1 and 𝑐2 .
PARTICULAR SOLUTION OF NONHOMOGENEOUS
ODES

• There are two general approaches to find the

particular solution 𝑦𝑝 . These are
(i) The method of undetermined coefficients
(ii) Variation of parameters
METHOD OF UNDETERMINED COEFFICIENTS

• The method sometimes is referred to as the method of

Judicious Guessing.
• It is a systematic way to determine the particular
solution 𝑦𝑝 of the nonhomogeneous DEs with constant
coefficients.
METHOD OF UNDETERMINED COEFFICIENTS

• This method is used when the nonhomogeneous function

f(x) take the form of the most familiar & commonly
encountered functions having the derivatives that vary little
(in the form of the function) from their parent functions.
• These functions are the one results from the combination
of polynomials, exponentials, sines and cosines functions.
METHOD OF UNDETERMINED COEFFICIENTS

• When those functions appear in f(x), we can predict the

type of function that the solution 𝑦𝑝 would be.
• You write down the best guess form
𝑦𝑝 , leaving the coefficients undetermined.
• Then compute 𝑦 ′ and 𝑦 ′′ , put them into the equation,
and solve for the unknown coefficient(s).
 EXAMPLE 1

Solve 𝑥 ′′ -3𝑥 ′ -4x=3𝑒 2𝑡 , with x(0)=1 and 𝑥 ′ (0)=0.

• Solution:
-Here, 𝑦𝑐 (t)= 𝑐1 𝑒 −4𝑡 + 𝑐2 𝑒 −𝑡
-The form of the particular solution is chosen such
that the exponential will cancel out of both sides of
the ODE.
 EXAMPLE 1 CONTINUED

• Let x(t)= A𝑒 2𝑡

𝑥 ′ (t)= 2A𝑒 2𝑡 and 𝑥 ′′ (t)= 4A𝑒 2𝑡

Substituting 𝑥 ′ (t) and 𝑥 ′′ (t) in the given ODE, we have

(4A-3(2A)-4A)𝑒 2𝑡 = 3𝑒 2𝑡
 EXAMPLE 1 CONTINUED

• Solving, A=−1 2
2𝑡
𝑥𝑝 (t)= −1 2 𝑒
x(t)= 𝑥𝑐 (t)+𝑥𝑝 (t)= 𝑐1 𝑒 −4𝑡 + 𝑐2 𝑒 −𝑡 + −1 2 𝑒 2𝑡

• Applying the initial condition

x(0)=1 and 𝑥 ′ (0)=0

 EXAMPLE 1 CONTINUED

• x(0)=1→1= 𝑐1 + 𝑐2 , 𝑥 ′ (0)=0→0= 4𝑐1 − 𝑐2

Solving, 𝑐1 = 1 2 and 𝑐2 =1

The solution, x(t)= 1 2 𝑒 −4𝑡 + 𝑒 −𝑡 − 1 2 𝑒 2𝑡

 EXAMPLE 2

Solve 𝑦 ′′ -2𝑦 ′ -3y= 3𝑡 2 +4t-5

• Solution:
Here, 𝑦𝑐 (t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 3𝑡
Let 𝑦𝑝 = A𝑡 2 +Bt+C
𝑦𝑝′ =2At+B and 𝑦𝑝′′ =2A
 EXAMPLE 2 CONTINUED

Substitute y, 𝑦 ′ (t) and 𝑦 ′′ (t) in the given ODE and

compare the coefficients
𝑦𝑝 = -𝑡 2 + 1,
Hence,
y(t) =𝑥𝑐 (t)+𝑥𝑝 (t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 3𝑡 -𝑡 2 + 1
 EXAMPLE 3

Solve 𝑦 ′′ -2𝑦 ′ -3y = 5cos (2t)

• Solution:
Here, 𝑦𝑐 (t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 3𝑡
 EXAMPLE 3 CONTINUED

• If the nonhomogeneous function, f(x) is cosine or

sine function, you let 𝑦𝑝 to be a function
containing both of them.
So, let 𝑦𝑝 = Acos 2𝑡 +B sin(2𝑡)
𝑦𝑝′ =-2Asin(2𝑡)+2Bcos(2𝑡) and
𝑦𝑝′′ =-4Acos(2𝑡)-4Bsin(2𝑡)
 EXAMPLE 3 CONTINUED

Substitute y, 𝑦 ′ (t) and 𝑦 ′′ (t) in the given ODE and compare

the coefficients
−7 4
𝑦𝑝 = cos 2𝑡 − sin(2𝑡),
13 13

Hence,
7 4
y(t) =𝑥𝑐 (t)+𝑥𝑝 (t)= 𝑐1 𝑒 + 𝑐2 𝑒
−𝑡 3𝑡
− cos 2𝑡 − sin(2𝑡)
13 13
METHOD OF UNDETERMINED COEFFICIENTS

• When f(x) is a sum of several functions, i.e.,

f(x) = 𝑓1 (x) + 𝑓2 (x) + … + 𝑓𝑛 (x), we can break the
equation into n parts and solve them separately.
For example:
Given y″ + p(x) y′ + q(x) y = 𝑓1 (x) + 𝑓2 (x) + … + 𝑓𝑛 (x)
METHOD OF UNDETERMINED COEFFICIENTS

• We change it into
y″ + p(x) y′ + q(x) y = 𝑓1 (t)
y″ + p(x) y′ + q(x) y = 𝑓2 (t)
:
y″ + p(x) y′ + q(x) y = 𝑓𝑛 (t)
METHOD OF UNDETERMINED COEFFICIENTS

• Solve them individually to find respective particular

solutions 𝑦𝑝1 , 𝑦𝑝2 , … , 𝑦𝑝𝑛 .
• Then add up them to get 𝑦𝑝 (x) = 𝑦𝑝1 + 𝑦𝑝2 + … +
𝑦𝑝𝑛 .
METHOD OF UNDETERMINED COEFFICIENTS

• Solve 𝑦 ′′ -2𝑦 ′ -3y = 𝑒 2𝑡 +3𝑡 2 +4t-5 +5cos (2t)

• Answer,
y(t)= 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 3𝑡 − 1 3 𝑒 2𝑡 − 𝑡 2 + 1
7 4
− cos 2𝑡 − sin(2𝑡)
13 13
 METHOD OF UNDETERMINED COEFFICIENTS

Note
• There is a complication that occurs under a certain
circumstance.
• This is when the nonhomogeneous function, f(x) is a part of
the complementary solution.
• For this case, multiply the usual choice by t (independent
variable)
METHOD OF UNDETERMINED COEFFICIENTS

• Example: 𝑦 ′′ -2𝑦 ′ -3y= 5𝑒 3𝑡

Here, 𝑦𝑐 = 𝑐1 𝑒 −𝑡 + 𝑐2 𝑒 3𝑡
Let 𝑦𝑝 = 𝐴𝑡𝑒 3𝑡
METHOD OF UNDETERMINED COEFFICIENTS

• Therefore, whenever your initial choice of the form of

𝑦𝑝 has any term in common with the complementary
solution, then you must alter it by multiplying your
initial choice of 𝑦𝑝 by t, as many times as necessary but
no more than necessary.
METHOD OF UNDETERMINED COEFFICIENTS

• Example: 𝑦 ′′ -6𝑦 ′ + 9y= 𝑒 3𝑡

Here, 𝑦𝑐 = 𝑐1 𝑒 3𝑡 + 𝑐2 𝑡𝑒 3𝑡
Let 𝑦𝑝 = 𝐴𝑡 2 𝑒 3𝑡 ,and
The solution is y(t) = 𝑐1 𝑒 3𝑡 + 𝑐2 𝑡𝑒 3𝑡 + 1 2 𝑡 2 𝑒 3𝑡
METHOD OF VARIATION OF PARAMETERS

• This is the method used to find the solution of

nonhomogeneous DEs with constant/variable
coefficients .
• Consider the two linearly independent solutions 𝑦1 and
𝑦2 of the homogeneous equation
𝑦 ′′ +p(x)𝑦 ′ + q(x)y=f(x) (54)
METHOD OF VARIATION OF PARAMETERS

• The following steps has to be followed

1. Let 𝑦𝑝 = 𝑢1 (x) 𝑦1 (x)+ 𝑢2 (x) 𝑦2 (x)
2. Compute the derivatives and substitute them into the
DE.
METHOD OF VARIATION OF PARAMETERS

• Note;
-It is not possible to find exact values of two unknowns
𝑢1 and 𝑢2 using one equation obtained by substituting
y, 𝑦 ′ and 𝑦 ′′ .
- So one extra condition must be introduced to find the
solutions easily.
METHOD OF VARIATION OF PARAMETERS

-Any conditions may work but 𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 = 0 can

work better.
- So in solving by variation of parameters one extra
condition of the form 𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 = 0 must be
introduced.
Thus, let 𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 = 0 (55)
METHOD OF VARIATION OF PARAMETERS

Thus,
using 𝑦𝑝 = 𝑢1 (x) 𝑦1 (x)+ 𝑢2 (x) 𝑦2 (x)
𝑦𝑝′ = 𝑢1 𝑦1′ + 𝑢2 𝑦2′ +(𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 )=0
Since 𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 = 0 , 𝑦𝑝′ = 𝑢1 𝑦1′ + 𝑢2 𝑦2′
𝑦𝑝′′ = 𝑢1 𝑦1′′ + 𝑢2 𝑦2′′ + 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′
METHOD OF VARIATION OF PARAMETERS

• Substituting 𝑦𝑝 , 𝑦𝑝′ and 𝑦𝑝′′ in equation (54), we have

(𝑢1 𝑦1′′ + 𝑢2 𝑦2′′ + 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ ) + p(x)(𝑢1 𝑦1′ +
𝑢2 𝑦2′ )+q(x)(𝑢1 𝑦1 + 𝑢2 𝑦2 ) = f(x)
• Rearranging
𝑢1 𝑦1′′ +p(x)𝑦1′ + q(x)𝑦1 + 𝑢2 𝑦2′′ + p(x)𝑦2′ + q(x)𝑦2 +
𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ =f(x)
METHOD OF VARIATION OF PARAMETERS

• But 𝑦1′′ +p(x)𝑦1′ + q(x)𝑦1 =0 and 𝑦2′′ + p(x)𝑦2′ + q(x)𝑦2 =0

because 𝑦1 and 𝑦2 are solutions of equation (54)
→ 𝑢1′ 𝑦1′ + 𝑢2′ 𝑦2′ =f(x) (56)
• Equations (55) and (56) can be solved simultaneously for
𝑢1′ and 𝑢2′ , i.e.,
𝑢2′ 𝑦2
𝑢1′ 𝑦1 + 𝑢2′ 𝑦2 =0→ 𝑢1′ = − (57)
𝑦1
METHOD OF VARIATION OF PARAMETERS

• Solving equation (57) and (56), we get

′ 𝑦2 𝑥 𝑓(𝑥) ′ 𝑦2 𝑥 𝑓(𝑥)
𝑢1 = - ′ ′ and 𝑢2 = ′ ′
𝑦1 𝑦2 −𝑦1 𝑦2 𝑦 𝑦 −𝑦 𝑦
1 2 1 2

′ 𝑦1 𝑥 𝑓(𝑥) ′ 𝑦2 𝑥 𝑓(𝑥)
• Hence, 𝑢1 = - and 𝑢2 = (58)
𝑊(𝑥) 𝑊(𝑥)

Where, W(x) is the Wronskian of 𝑦1 𝑥 and 𝑦2 (x)

METHOD OF VARIATION OF PARAMETERS

• In this case, W(x)≠ 0 since 𝑦1 and 𝑦2 are

assumed to be linearly independent solutions
of the associated homogeneous equation.
• Integrate equations (58) to obtain
𝑦1 𝑥 𝑓(𝑥) 𝑦2 𝑥 𝑓(𝑥)
𝑢1 =- 𝑑𝑥 and 𝑢1 = 𝑑𝑥 (59)
𝑊(𝑥) 𝑊(𝑥)
METHOD OF VARIATION OF PARAMETERS

• Hence, the general solution of 𝑦 ′′ +

p(x)𝑦 ′ +q(x)y=f(x) is
y(x)=𝒄𝟏 𝒚𝟏 +𝒄𝟐 𝒚𝟐 +𝒖𝟏 𝒚𝟏 + 𝒖𝟐 𝒚𝟐
where the values of 𝑢1 and 𝑢2 are obtained using
equations (58)
 VARIATION OF PARAMETERS
(EXAMPLE)
Solve 𝑦 ′′ -3𝑦 ′ + 2y= 𝑒 3𝑥
Solution:
• Step 1.
Find the general solution (𝑦𝑔 ) of 𝑦 ′′ -3𝑦 ′ + 2y=0
𝑦𝑔 =A𝑒 𝑥 +B𝑒 2𝑥
 VARIATION OF PARAMETERS
(EXAMPLE CONTINUED)
Step 2. Find the Wronskian
𝑦1 =𝑒 𝑥 𝑦1′ =𝑒 𝑥
𝑦2 =𝑒 2𝑥 𝑦1′ =2𝑒 2𝑥
𝑥
𝑒
W( 𝑦1 ,𝑦1 )= 𝑥 𝑒 2𝑥 = 𝑒 3𝑥
𝑒 2𝑒 2𝑥
 VARIATION OF PARAMETERS
(EXAMPLE CONTINUED)
Step 3. Find the particular solution using the formula
𝑦2 𝑥 𝑓(𝑥) 𝑦1 𝑥 𝑓(𝑥)
𝑦𝑝 (x) = −𝑦1 dx + 𝑦2 dx
𝑊( 𝑦1 ,𝑦1 ) 𝑊( 𝑦1 ,𝑦1 )
𝑥 𝑒 2𝑥 .𝑒 3𝑥 2𝑥 𝑒 𝑥 .𝑒 3𝑥
=-𝑒 dx+ 𝑒 dx
𝑒 3𝑥 𝑒 3𝑥
−1 3𝑥
= 𝑒 + 𝑒 3𝑥
2
1 3𝑥
= 𝑒
2
 VARIATION OF PARAMETERS
(EXAMPLE CONTINUED)
• Hence, the general solution is
1 3𝑥
y(x) =A𝑒 +B𝑒 +
𝑥 2𝑥
𝑒
2
THE END OF THE TOPIC