Chapter 2.

Second-Order Linear ODEs 1

§2.1 Homogeneous Linear ODEs of Second Order
y !! + p(x)y ! + q(x)y = r(x) (1)
y !! + p(x)y ! + q(x)y = 0 (2)
y(x0) = K0, y !(x0) = K1 (3)
Some Concepts
• If r(x) = 0 in (1), then (1) reduces to (2), called homogeneous.
• If r(x) "= 0, then (1) is called nonhomogeneous.
• Solution of the ODE (1) on the open interval I: a function satisfying
the ODE on I.
• c1y1 + c2y2 : linear combination of y1 and y2
• linear, nonlinear
d2 d
Set L = dx 2 + p(x) dx + q(x), then we write the ODE (1) as

L(y) = r.
Note that the ODE satisfies the linearity
L(c1y1 + c2y2) = c1L(y1) + c2L(y2).
Otherwise, it is called nonlinear.
Ex. 1. xy !! + y ! + xy = 0 : homogeneous linear ODE
2. y !!y + y !2 = 0 : nonlinear ODE
Theorem 1. Superposition Principle
For a homogeneous linear ODE (2), if y1, y2 are solutions of (2) on the open
interval I, then y = c1y1 + c2y2 is again a solution of (2) on I, where
c1, c2 are arbitrary constants.
Proof. Let y1 and y2 be solutions of (2) on I. Set y = c1y1 +c2y2. Then
y !! + py ! + qy = (c1y1 + c2y2)!! + p(c1y1 + c2y2)! + q(c1y1 + c2y2)
= c1(y1!! + py1! + qy1) + c2(y2!! + py2! + qy2)
= c10 + c20 = 0.
Hence y = c1y1 + c2y2 is a solution of (2) on I.
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 Chapter 2. Second-Order Linear ODEs 2

Example 1. Superposition of Solutions

y1 = cos x, y2 = sin x are solutions of the homogeneous linear ODE
y !! + y = 0
for all x.
y1 + y2 = cos x + sin x, 2y1 = 2 cos x
are solutions of the ODE. Moreover, for arbitrary constants c1, c2,
y = c1 cos x + c2 sin x
is again a solution of the ODE.

Example 2. A nonhomogeneous Linear ODE

y1 = 1 + cos x and y2 = 1 + sin x are solutions of the nonhomoge-
neous linear ODE
y !! + y = 1
for all x. But
y1 + y2 = 2 + cos x + sin x, 2y1 = 2 + 2 cos x
are not solutions of the ODE.

Example 3. A nonlinear ODE

y1 = x2 and y2 = 1 are solutions of the nonlinear ODE
y !!y − xy ! = 0
for all x. But
y1 + y2 = x2 + 1, − y1 = −x2
are not solutions of the ODE.

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 Chapter 2. Second-Order Linear ODEs 3

Definition (General Solution, Basis, Particular Solution)

• y1 and y2 are called linearly independent on an open interval I if
k1y1(x) + k2y2(x) = 0, ∀x ∈ I ⇒ k1 = k2 = 0.
• y1 and y2 are called linearly dependent on an interval I if
k1y1(x) + k2y2(x) = 0, ∀x ∈ I for k1, k2 not both zero.
Namely, if k1 "= 0 or k2 "= 0, then y1 and y2 are proportional,
k2 k1
y1 = − y2 or y2 = − y1, ∀x ∈ I.
k1 k2
• If y1 and y2 are solutions of the ODE (2) on an open interval I that are
not proportional(linearly independent), the solution
y = c 1 y1 + c 2 y2
is a general solution of the ODE on I (c1, c2 arbitrary constants).
These y1, y2 are called a basis(or a fundamental system) of solutions
of (2) on I.
• A particular solution of (2) on I is obtained if we assign specific values
to c1 and c2 in the general solution y = c1y1 + c2y2.
Example 6. Basis, General Solution, Particular Solution
Solve
y !! − y = 0, y(0) = 6, y !(0) = −2.

Sol. y1 = ex, y2 = e−x are solutions of the ODE(Why!).

Since y1/y2 = e2x "= const, y1 and y2 are linearly independent(form a
basis) for all x. Hence the general solution is
y = c1ex + c2e−x.
From the initial condition, y(0) = c1 +c2 = 6, y !(0) = c1 −c2 = −2,
c1 = 2, c2 = 4. The solution is y = 2ex + 4e−x(particular solution).

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 Chapter 2. Second-Order Linear ODEs 4

[Find a basis if one solution is known. Reduction of order]

y !! + p(x)y ! + q(x)y = 0 (4)
Assume that y1 is a solution of (4) on I.
A second linearly independent solution y2 of (4) on I ?

[Method of Reduction of order]

Put y2 = uy1. Substitute y2 = uy1 and
y2! = u!y1 + uy1! , y2!! = u!!y1 + 2u!y1! + uy1!!
into (4), we have
(u!!y1 + 2u!y1! + uy1!!) + p(u!y1 + uy1! ) + quy1
= u!!y1 + u!(2y1! + py1) + u(y1!! + py1! + qy1) = 0.
Since y1!! + py1! + qy1 = 0, we get
u!!y1 + u!(2y1! + py1) = 0.
Set U = u!. Then
! ! " ! "
2y dU 2y1!
U! + 1
+ p U = 0 and =− + p dx.
y1 U y1
Integration gives
#
ln |U | = −2 ln |y1| − p dx

and $
1 − p dx
U = 2
e .
y1
Since U = u!, we obtain
# #
1 − $ p dx
u= U dx = 2
e dx.
y1
#
1 − $ p dx
∴ y2 = y1 u = y1 2
e dx
y1

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 Chapter 2. Second-Order Linear ODEs 5

Example 7. Reduction of Order if a Solution is known. Basis

Find a basis of solutions of
(x2 − x)y "" − xy " + y = 0.

Sol. Inspection shows that y1 = x is a solution.

To get a second (linearly independent) solution, set
y2 = uy1 = ux.
The ODE is written
"" 1 " 1
y − y + y = 0.
x−1 x2 − x
Using the formula (of reduction of order), we have
!
1 − " p dx
u = e dx
y12
!
1 " 1 dx
= 2
e x−1 dx
! x
|x − 1|
= 2
dx
! x
x−1
= 2
dx (∗)
x
1
= ln |x| + ,
x
and
y2 = x ln |x| + 1.
(∗) We need no constant of integration because we want to obtain a par-
ticular solution.
Since y1 = x and y2 = x ln |x| + 1 are linearly independent,
y2 1
= ln |x| + $= const,
y1 x
they form a basis of solutions.
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