Lesson2 1 PDF

Module 2: Second Order Linear
ODE and Applications
Learning Objectives For Module 2:
• Solve second-order equations.
• Be able to solve homogeneous (second-order) equations and be able to

use the method of reduction of order.
• Be able to use the methods of undetermined coefficients and variation of

parameters, the Laplace transform method (postponed until Module 3),
the power series method near ordinary and singular points.
• Learn to mathematically model physical problems that lead to second-

order ordinary differential equations, examples of which are LRC elec-
trical circuits, oscillating spring systems, damped oscillations, pendulum
problems,....
Introduction
Reading Assignment: Textbook Section 4.1.1
In the previous module we looked at first order differential equations. In
this module, we will move on to second order differential equations. Just as
we did in the last module we will look at some special cases of second order
differential equations that we can solve. Unlike the previous module however,
we are going to have to be even more restrictive as to the kinds of differential
equations that we will look at. This will be required in order for us to actually be
able to solve them.
Many engineering problems can yield second-order linear differential equa-
tions.
For example, consider the motion of an object of mass m attached to a
spring with spring constant k. Let y(t) denote the displacement at time t of
the mass from its equilibrium position. Combining Newton’s second law and
y” + p(t)y 0 + q(t)y = g(t)
N umerical Homogeneous N onhomogeneous

SeeM odule5 g(t) = 0 g(t) 6= 0
y = y h + yp
Constant N onconstant
coef f icient coef f icient yp Constant
yh
coef f icient?
Characteristic equation
aλ2 + bλ + c = 0
trial&error No
V ariationof
parameters
λ1 6= λ2 , λ1 = λ2
bothreal
λ1 6= λ2 ,
bothcomplex Obtainy1
y(t) = Pn (t)eαt cos βt
+Qn (t)eαt sin βt
Reduction
of orderto U ndetermined
Legendre Bessel Cauchy − Euler P ower coef f icients
obtainy2
series
2
Hooke’s law, the model equation will be

d2 y
force acting on the object = m (t) = −ky(t),
dt2
or simply
k
y” +y = 0.
m
The equation is called a simple harmonic oscillator and is indeed a second-
order linear equation.
A second-order linear ordinary differential equation has the general form
y” + p(t)y ′ + q(t)y = g(t).
If g(t) = 0, the equation is said to be homogeneous, otherwise, it is nonho-
mogeneous.
The key property of this equation is its linear property.
Definition 1 Linear Property If y1 and y2 are respective solutions of
y” + p(t)y ′ + q(t)y = gi (t), i = 1, 2,
then for any constants c1 and c2 , y = c1 y1 + c2 y2 is a solution of
y” + p(t)y ′ + q(t)y = c1 g1 (t) + c2 g2 (t).
The function c1 y1 + c2 y2 is called a linear combination of the functions y1
and y2 . Similarly, c1 g1 (t) + c2 g2 (t) is a linear combination of g1 (t) and g2 (t).
To see why the linear property holds, we carry out the following computation
for y = c1 y1 + c2 y2 .

 y” + p(t)y ′ + q(t)y = (c1 y1 + c2 y2 )” + p(t)(c1 y1 + c2 y2 )′ + q(t)(c1 y1 + c2 y2 )
= c1 (y1 ” + p(t)y1′ + q(t)y1 ) + c2 (y” 2 + p(t)y2′ + q(t)y2 )

= c1 g1 (t) + c2 g2 (t)
Example 2 Given solutions − 16 t2 + 5

18 t − 31
108 and − 16 of
y” − 5y ′ − 6y = t2 and y” − 5y ′ − 6y = 1
respectively, find some solutions of the following equations
5
y” − 5y ′ − 6y = 18t2 − 1 and y” − 5y ′ − 6y = 6t2 + .
3
Solution By linear property, the function
1 5 31 1
18(− t2 + t − ) − (− ) = −3t2 + 5t − 5
6 18 108 6
is a solution of y” − 5y ′ − 6y = 18t2 − 1 and the function
1 5 31 5 1 5
6(− t2 + t − ) + (− ) = −t2 + t − 2
6 18 108 3 6 3
is a solution of y” − 5y ′ − 6y = 6t2 + 53 .
3
Definition 3 Existence and Uniqueness Consider the linear-differential equa-

tion
a2 (x)y” + a1 (x)y ′ + a0 (x)y = f (x),
where a2 , a1 , a0 and f are continuous functions on the interval [a, b], and a2 (x) ̸=
0 on this interval. Further, let x0 be any point in [a, b] and let c0 , c1 be arbitrary
real constants. Then, there exists a unique solution h(x) on [a, b] satisfying the
initial condition h(x0 ) = c0 , h′ (x0 ) = c1 .
If a2 (x) = 0 for some values of x, then the solution may not be unique or
even exist for these values of x.
Definition 4 IVP vs. BVP The combination of a differential equation and an

initial condition (also known as constraint) is called an Initial Value Problem
(IVP) as defined earlier in Module 1. For ODEs involving higher derivatives,
two or more constraints may be present. if all constraints are given at the same
value of the independent variable, then the term IVP still applies. If, however,
the constraints are given at different values of the independent variable, the
term Boundary value Problem (BVP) is used instead. While an IVP can have a
general solution, a BVP may have many, one, or no solutions. See Example 3
page 119 of the Textbbok.

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Module 2: Second Order Linear

ODE and Applications

Learning Objectives For Module 2:

• Solve second-order equations.

• Be able to solve homogeneous (second-order) equations and be able to

• Be able to use the methods of undetermined coefficients and variation of

• Learn to mathematically model physical problems that lead to second-

N umerical Homogeneous N onhomogeneous

Hooke’s law, the model equation will be

Example 2 Given solutions − 16 t2 + 5

Definition 3 Existence and Uniqueness Consider the linear-differential equa-

Definition 4 IVP vs. BVP The combination of a differential equation and an

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