Ordinary Differential Equations II 2024-2025

Chapter one
Ordinary Differential Equations II
Second order linear differential equations with variable coefficients Consider a second
order equation
y ' '+α (x ) y '+ β (x ) y=γ (x), (1)
where α , β and γ are functions of x .
If y=u (x) is a solution of the corresponding homogeneous equation (1), that is,
y ' ' +α (x ) y '+ β (x ) y=0,

Then
u ' '(x )+α (x)u '(x )+ β(x )u (x)=0. (2)
Now,
Let y (x )=u(x )v (x) is a solution of the differential equation (1), where v (x) is a function
of x , so y '=u ' v +uv ' and y ' '=u' ' v +2 u' v '+uv ' ' , and substitutes in equation(1), we have
u ' ' v +2 u ' v '+uv ' ' ,+ α (x )(u ' v +uv ')+ β (x)uv=γ (x)

⇒(u ' '+α (x )u '+ β (x )u)v +2 u ' v '+uv ' '+α (x )uv '=γ (x ).

So, by equation (2), we get

uv ' '+(2u '+ α(x )u)v '=γ (x) (3)
which is a second order differential equation of variable v and x and since in equation
(3), the dependent variable is not appeared, so, it can be solved by letting
dp
v '= p and v ' ' = =p' ,
dx

then (3) becomes

dp
u +(2 u ' +α (x)u) p=γ (x) ,
dx

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which is a first order linear differential equation in variable p and x . Then we have the
following theorem.
Theorem: If y=u (x) is a solution of a second order homogeneous differential equation
y ' ' +α (x ) y '+ β (x ) y=0, then, the substitution y (x )=u(x )v ( x) reduces the differential

equation y ' ' +α (x ) y '+ β (x ) y=γ (x), to a linear differential equation of first order.

Example: If y=x is a solution of the corresponding homogeneous equation

y ' ' +3 x y '−3 xy =5 x . (1)
2

Solution: Let y=vx be a solution of equation (1), then

y '=v ' x+ v and y ' '=2 v ' + xv ' ' .

So, equation (1) becomes

2 2
2 v '+ xv ' '+3 x ( xv ' +v )−3 x v=5 x

¿ ⇒ xv ' '+(2+3 x ) v '=5 x .

3

Now, let v '= p and v ' ' = p ' , so we have

dp 3
x +(2+3 x ) p=5 x
dx

which is a first order linear differential equation in variables p and x .

3
dp 2+3 x
+ p=5
dx x
3
2+ 3 x
Then P(x )= and Q ( x )=5 and the general solution is given by
x
3
2+3 x 2
∫ P ( x ) dx ∫ dx ∫ x +3 x 2 dx 2 3 3

I =e =e x
=e =e ln x + x =x 2 e x
−∫ P ( x ) dx
(∫ e∫ Q ( x ) dx +C ) ⇒ (∫ x 2 e x 5 dx +C )=x−2 e− x ( 5∫ x 2 e x dx+C )
3 3 3 3
P ( x ) dx −2 − x
p=e p=x e

( 53 e +C )
3
x3
¿ x−2 e−x

( )
3

5+3 C e− x
⇒ p=
3 x2

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3

5+ 3C e−x
Since, ¿ v ' , then v=∫ p dx=∫ dx . Thus, the general solution is
3 x2

y = C1x + vx, where C1 and C are arbitrary constants.

How one can find the particular solution of a homogeneous differential equation with
variable coefficients Consider a second order differential equation of the form
y ' ' +α (x ) y '+ β (x ) y=0 (1)
To find a particular solution of equation (1), there are several cases:
Case 1: If y=x is a particular solution of the equation (1), then
y '=1 and y ' '=0.

Substitutes into equation (1), we have

α (x)+ xβ (x )=0.

Then, if α (x)+ xβ (x )=0,

So y=x is a particular solution of equation (1).

2 3 3
Example: Solve (D − x D+ 2 ) y=2 x−1. (1)
x
3 3
y ' '− y '+ 2 y=2 x−1.
x x
−3 3
Solution: Here, α (x)+ xβ (x )= x + x 2 =0 ,
x

So, y=x is a particular solution of equation (1). Thus, the transformation y=xv reduces
the equation (1) to a linear first order differential equation.
2
dv 2 d v dv
Now, Dy=x +v and D y=x +2
dx dx
2
dx

Substitutes in equation (1), we have

2
d v dv dv 3 3
x 2
+2 −3 − v + v=2 x – 1
dx dx dx x x

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2
d v dv
⟹ x 2 − =2 x – 1
d x dx
2
d v 1 dv 2 x – 1
⟹ 2− =
d x x dx x
= p and =p' ,
2
dv d v
Let,

So ,
dx dx
2

dp 1 2 x −1
− p=
dx x x

which is a linear first order differential equation.

−1 2 x−1
Then P(x )= x and Q(x )= x and the general solution is given by
∫ −1 dx ∫ −1 dx
I =e∫
P ( x ) dx x x ln x−1 −1
=e =e =e =x

p=e
−∫ P ( x ) dx
(∫ e∫ P ( x ) dx Q ( x ) dx +C )
⇒ p=x ∫ x(−1 2 x−1
x
dx+ C =x ∫ ) (
2 x −1
x
2
dx +C =x ∫ − 2 dx +C
) (
2 1
x x )
( )
−3
x
¿ x 2 ln x− +C
−3

⇒ p=(2 x ln x + +Cx )
−2
x
3
−2
x
Since, P=v ' , then v=∫ p dx=∫ 2 x ln x + +Cx dx .
3

Thus, the general solution is

y=C 1 x + vx ,

where C 1 and C are arbitrary constants.

Homework : Solve
2
2 d y 2 dy 2 4 3
x (x+ 2
)−x (2+ 4 x + x ) +(2+ 4 x + x ) y=−x −2 x .
dx dx

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Case 2: Find a condition that y=ax+ b is a particular solution of equation

y ' '+α (x ) y '+ β (x ) y=0. (1)
Then, y =a and y ' '=0.
'

Substitutes into equation (1), we have

aα ( x ) + a xβ ( x )+ b β ( x ).

Then, if a α ( x )+ a xβ ( x ) +b β ( x )=0,
So y=ax+ b is a particular solution of equation (1) and y=ax+ b+ ( ax +b ) v ( x ) is general
solution of y ' ' +α (x ) y '+ β (x ) y=γ (x) .

''
Example: Solve y − x + ( 3
x )
3 ' 3
2
y + 2 y=2 x.
x
3a 3a 3 3
Solution: Here, a α ( x )+ a xβ ( x ) +b β ( x )¿− − 2 + ax 2 +b 2
x x x x
3a 3
¿− 2
+b 2
x x
3
¿(b−a) 2
x

If a=b, then let a=2∧b=2

Then , a α ( x )+ a xβ ( x ) +b β ( x )=0
So, y=2 x +2 is a particular solution of equation (1).
Thus, the transformation y= ( 2 x +2 ) v reduces the equation (1) to a linear first order
differential equation.
2
dv d v dv
Now, y '= ( 2 x +2 ) dx +2 v and y ' '= ( 2 x +2 ) 2 + 4 dx
dx

( 3x + x3 )( (2 x +2) dvdx +2 v )+ x3 ( 2 x+ 2) v=2 x

2
( 2 x+ 2 ) d v2 +4 dv − 2 2
dx dx

( x x ) dx
2
( 2 x+ 2 ) d v2 +4 dv − 3 3 (
+2
dv
2 x +2 ) =2 x
dx dx

dx (x ) dx
2
( 2 x+ 2 ) d v − 6 + 12 + 2 dv =2 x
2 2
x

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2
d v
−
( 6 12
+ +2
x x ) dv =
2
2x
dx 2
(2 x +2 ) dx ( 2 x +2 )
2
dv d v
Let, = p and =p' ,
dx dx
2

So dp
−
(
6 12
x x
2
+ +2
)
p=
2x ,
dx ( 2 x +2 ) ( 2 x+ 2 )

which is a linear first order differential equation.

Then
P(x )=
−
( 6 12
x x
2
+ +2
) 2x
, Q ( x )= ( 2 x +2 )
(2 x +2 )

and the general solution is given by (H.W).

Case 3: If y=eax is a solution of the differential equation

y ' '+α (x ) y '+ β (x ) y=0. (1)
where a is any constant. Then, y '=a e ax and y ' '=a2 e ax. Substitutes in equation (1), we
have
2 ax ax ax
a e + α ( x ) a e + β ( x ) e =0

⟹ e ax ( a 2+ α ( x ) a+ β ( x ) ) =0

Since, e ax ≠ 0, then
a + α ( x ) a+ β ( x )=0.
2

So, if a 2+ α ( x ) a+ β ( x )=0,
then y=eax is a particular solution of equation (1).

Example: Solve (1+ x ) y ' '+(4 x +5) y '+(4 x+ 6) y =e−2 x .

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−2 x
(4 x +5) (4 x+6) e
Solution: Clearly, y ' '+ y' + y= . (1)
(1+ x) (1+ x ) (1+ x )
(4 x +5) (4 x +6)
So, α (x)= and β (x)= .
(1+ x ) (1+ x )

To find the solution of (1), we have the following test

( 4 x +5 ) ( 4 x +6 ) 4 x+ 5+ x ( 4 x+ 6 )
1) α ( x ) + xβ ( x ) = +x = =4 x 2+10 x+ 5 ¿ ¿ ≠ 0. So, y = x
( 1+ x ) ( 1+ x ) 1+ x 1+ x

is not a particular solution of the corresponding homogeneous equation (1).

2
4 ax +5 a 4 x +6 a ( 1+ x ) +4 ax+ 5 a+4 x+6
2) a 2+ a α ( x ) + β ( x )=a2 + + = =0
1+ x 1+ x 1+ x
2 2
⇒ a + a x+ 4 ax +5 a+ 4 x +6=0

⇒ ( a2 +4 a+4 ) x+ a2 +5 a+6=0
2
⇒ ( a+2 ) =0∧( a+2 )( a+ 3 )=0

⇒ a+2=0 ⇒ a=−2.

Thus, y=e−2 x is a particular solution of the corresponding homogeneous equation

above .
Let y=e−2 x v be a solution of above the differential equation, then
−2 x −2 x
v ' and y ' '=4 e v −4 e v ' +e v ' ' .
−2 x −2 x −2 x
y '=−2 e v+ e

Substitutes in above the differential equation, we have

e−2 x ( 4 v−4 v ' + v '' ) (x +1)+ e−2 x ( 4 x +5 ) (−2 v + v ' ) + e−2 x ( 4 x+ 6 ) v=e−2 x

( 1+ x ) v ' ' + (−4 ( 1+ x ) + ( 4 x +5 ) ) v ' =1

⇒ (1+ x) v ' '+ v ' =1.

dp
Note that the dependent variable v is not appear, so, let p=v ' and dx =v ' ' , then
dp
( 1+ x )
=1 – p
dx
dp dx
⇒∫ =∫
1− p 1+ x

⇒−ln ( 1− p )=ln ( 1+ x ) +C
−1
⇒ ( 1−p ) = A ( 1+ x )

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Where A=e C,
1
⇒ p=1− .
A (1+ x)
dv 1
[
Since, p=v = dx ⇒ v=∫ 1− A ( 1+ x ) dx
'
]
1
⇒ v=x− ln (1+ x ) + B .
A
Then, y=e
−2 x
(
+ e−2 x x−
1
A )
ln ( 1+ x ) + B is a general solution where A and B are arbitrary

constants.

Case 4: Let y=u (x)v ( x ) be a solution of

''
y +❑ ¿ α ( x) y ' + β( x) y=f ( x) ¿. (1)
So, y '=uv '+u ' v and y ' '=uv ' '+ 2u ' v ' + u' ' v .
Substitutes in (1), we get
u v ' ' + 2u ' v ' +u' ' v+ α ( x ) ( u v ' +u ' v )+ β ( x ) uv =f ( x )

⇒uv ' '+(2u ' +α (x)u)v '+(u ' '+ α (x )u '+ β(x )u)v =f ( x) (2)
If u is chosen so that, 2 u' + α ( x ) u=0
du
⇒2 + α ( x ) u=0
dx
du 1
⇒ + α ( x ) dx=0
u 2
−1
⇒ ln u= ∫ α ( x ) dx
2
−1
∫ α ( x ) dx
⇒ u=e 2 (3)
−1
' −1 ∫ α ( x ) dx
⇒u = α ( x )e 2
2
' −1
by eq. (3) we have u= α ( x) u (4)
2
'' −1 ' 1 '
⇒u = α ( x ) u− α ( x ) u
2 2
'' −1 1 2
by eq. (3) we have u = α ' (x)u+ α ( x)u
2 4

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−1 1 2 1 2
Substitute in u ' ' + α (x )u '+ β(x )u= 2 α ' (x)u+ 4 α ( x ) u− 2 α ( x ) + βu.
u ' ' +α (x)u '+ β ( x ) u f (x )
So, equation (2), becomes v ' ' +( ) v= (5)
u u
u' ' +α (x)u '+ β ( x ) u
If is a constant, then,
u
−1 ' 1 2
α ( x ) u− α ( x ) u+ β (x )u
2 4 −1 1
= α ' (x )− α (x)2 + β ( x)=C
u 2 4

where C is a constant. Then, equation (5) becomes

f (x)
v' '+C v= ,
u

which is a second order differential equation with constant coefficients and

−1
2
∫ α (x)dx
u=e .
−1 1 2 C
Now, if 2 α ' (x)− 4 α (x ) + β( x)= 2 , where C is a constant, then
x
C f (x)
v'' + v=
x
2
u
f (x)
⇒ x 2 v ' '+Cv=x 2 ,
u

which is a Cauchy equation.

Example : Solve y ' '−4 xy ' + 4 x 2 y =x e x . (1)

Solution: Here, in this example, α (x)=−4 x and β (x)=4 x 2 .
1) Since, α (x)+ xβ (x )=−4 x+ 4 x 3 ≠ 0 ,
So, y=x , is not a particular solution of the corresponding homogeneous equation (1).
2) Since there is no the value of a such that a 2+ a(−4 x)+ 4 x 2=0.
3) Note α ' (x)=−4 , α (x )2=16 x 2 , then
−1 ' 1 2
α ( x) – α ( x) +β
2 4
1 1 2 2
¿− (−4 ) – 16 x + 4 x
2 4

¿ 2 = constant = C.

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−1 −1
So, u=e 2 ∫ α (x)dx =e 2
∫ (−4 x ) dx 2

=e x .
2

Now, let y=e x v is a solution of the differential equation (1), so,

2 2 2 2 2 2

y '=2 x e x v+ e x v ' and y ' '=4 x 2 e x v+ 4 x e x v+ e x v ' ' +2 e x v . Substitute in equation (1), we

have 2

f ( x ) x ex
v' '+C v= = x =x
u
2

so, we have
v ' ' + 2 v=x

which is a second order differential equation with constant coefficients. The

characteristic equation is
2
α + 2=0
⇒ α 1 ,2=∓ i √ 2,

Therefore
v c =C1 cos √ 2 x +C 2 sin √ 2 x .

To find the particular solution,

( D2 +2 ) v=x
1 1 1
⇒ v p= { x }= {x }

[ ( )]
D +2
2
2 D
2
1+
2

[( ) ( ) ]
2 2 2
1 D D 1 1
⇒ v p=
1− + +· ·· {x }= [ x+ 0 ] = x .
2 2 2 2 2
1
∴ v =v c +v p =C1 cos √ 2 x +C 2 sin √ 2 x + x .
2
x x2
x 2 2
1
Hence, y=e +uv =e +e (C 1 cos √ 2 x+C 2 sin √ 2 x+ 2 x ), is a general solution where C 1 and

C 2 are arbitrary constants.

Homework:

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1 2

1) y ' '−2 xy '+(x 2+2) y=e 2 (x +2 x) .

2) (1+ x )2 y ' ' +( x+1)(x−2) y '+(2−x ) y=0.

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