11-21-25 Second Order Linear Differential Equations

P(x)y′′+Q(x)y′+R(x)y−G(x)P(x) y^{\prime\prime} + Q(x) y^\prime + R(x) y - G(x)

When G(x) =0G(x) = 0, we have a homogenous linear equation

When G(x)≠0G(x) \ne 0, we have a non-homogenous equation


When P, Q, and R are constant functions, we have:

  • ay′′+by′+cy=0ay^{\prime\prime} + by^\prime + cy = 0


A typical solution of this equation is:

  • y=erx⇒y′=rerx⇒y′′=r2erxy=e^{rx} \Rightarrow y^\prime = re^{rx} \Rightarrow y^{\prime\prime} = r²e^{rx} 


This means:

  • ar2erx+brerx+cerxar²e^{rx}+bre^{rx}+ce^{rx}

  • ⇒erx(ar2+br+c)=0\Rightarrow e^{rx}(ar²+br+c) = 0

  • ⇒ar2+br+c=0\Rightarrow ar²+br+c=0


Solving for the value of r:

  • Option 1:

    • r=−b±b2−4ac2ar=\frac{-b\pm\sqrt{b²-4ac}}{2a}

  • Option 2:

    • Factor


The cases when solving for r:

  • b2−4ac>0b²-4ac > 0

    • You have two real unequal roots/solution

    • y=C1er1x+C2er2xy=C_1e^{r_1x} + C_2 e^{r_2x} (General Solution where C1C_1 and C2C_2 are still in the solution

  •  b2−4ac=0b²-4ac = 0

    • You have one real root

    • y=C1erx+C2xerxy=C_1e^{rx} + C_2xe^{rx}

  • b2−4ac<0b²-4ac < 0

    • Imaginary numbers and have to use the quadratic formula</p></li><li><p></p></li><li><p>r_1 = \alpha + \beta i</p></li><li><p></p></li><li><p>r_2 = \alpha - \beta i</p></li><li><p></p></li><li><p>y=e^{\alpha x} (C_1 \cos (\beta x) + C_2 \sin (\beta x))</p></li></ul></li></ul><divdata−type="horizontalRule"><hr></div><p>Example:</p><p></p><p></p></li></ul></li></ul><div data-type="horizontalRule"><hr></div><p>Example:</p><p></p><p>y^{\prime\prime} - 5y^\prime + 6y = 0</p><p></p><p></p><p></p><p>ar² + br + c = 0</p><p></p><ul><li><p></p><p></p><ul><li><p>a = 1</p></li><li><p></p></li><li><p>b = -5</p></li><li><p></p></li><li><p>c = 6</p></li></ul><p></p><p></p></li></ul><p></p><p>1r²-5r+6=0</p><p></p><p></p><p></p><p>(-5)² - 4 (1)(6) = 25 - 24 = 1 > 0</p><ul><li><p>Therearetworealsolutions</p></li></ul><p></p><p></p><ul><li><p>There are two real solutions</p></li></ul><p></p><p>\frac {-b\pm\sqrt {b²-4ac}}{2a}</p><ul><li><p></p><ul><li><p>\frac {- (-5)\pm \sqrt {1}}{2(1)}</p></li><li><p></p></li><li><p>\frac {5 + 1}{2} and and\frac {5 - 1}{2}</p><ul><li><p></p><ul><li><p>r_1 = 3, , r_2 = 2</p></li></ul></li></ul><p></p><p></p></li></ul></li></ul><p></p><p>y=C_1e^{r_1x}+ C_2e^{r_2x}</p><p></p><p>y=C_1e^{3x} + C_2e^{2x}</p><divdata−type="horizontalRule"><hr></div><p>Example:</p><p></p><p></p><div data-type="horizontalRule"><hr></div><p>Example:</p><p></p><p>y^{\prime\prime} - 6y^\prime + 9 = 0</p><p></p><p></p><p></p><p>1r² - 6r + 9</p><p></p><p></p><p></p><p>(-6)²-4(1)(9) = 36 - 36 = 0</p><p></p><p></p><p></p><p>\frac {-(-6)\pm\sqrt {36}}{2(1)} \Rightarrow \frac {6 \pm 6}{2}\Rightarrow   \frac {12}{2} and and\frac 02$$