UNIT - V SECOND ORDER DIFFERENTIAL EQUATIONS 5.1. Solution of second order differential equations with constant d2 y dy +b + cy = 0. Simple Problems 2 dx dx 5.2 Solution of second order differential equations in the form coefficients in the form a d2 y dy + cy = f ( x ) . W here a,b and c are constants and dx dx mx f(x) = e . Simple problems. 5.3. Solution of second order differential equations in the form a 2 +b d2 y dy +b + cy = f (x ). W here a,b and c are constants and f(x) = dx dx 2 sinmx or cosmx. Simple problems a 5.1 SECOND ORDER DIFFERENTIAL EQUATIONS Introduction: In the last unit, we learnt first order differential equation. In this unit, we will learn second order differential equation. The second order differential equation is of the form a d2 y dy +b + cy = f (x ). dx dx 2 (1) Where a,b and c are real numbers and f(x) is a function of x. 2 We use differential operators Dy, D y in (1), we get (aD 2 + bD + c)y = f (x ) where D= d dx (2) Now, we put f(x) = 0 in (1), we get a d2 y dx 2 +b dy + cy = 0 dx (3) 297 The solution of (3) is called complementary function (CF) of (1). px To solve (3), we assume a trial solution y = e for some value of p. Then dy d2 y = pe px and 2 = p2epx . dx dx Substituting these values in (3), we get ap2e px + bpe px + cepx = 0 epx [ap2 + bp + c] = 0 (4) ap + bp + c = 0 2 This equation in p is called the Auxillary Equation (AE) Solving (4), we get two roots say p1 and p2. Then the following three cases arise. Case (i) If the roots p1 and p2 are real and distinct, then the solution of (3) is y = Ae p1x + Be p 2 x Case (ii) If the roots p1 and p2 are real and equal, then the solution of (3) is y = ep1x ( Ax + B) Case (iii) If the roots p1 and p2 are complex say p1 = α + i β and p2 = α -iβ, then the solution of (3) is y = e αx [A cos βx + B sin βx ] In all cases, A and B are arbitrary constants. 298 5.1 WORKED EXAMPLES PART – A 1. If roots of the auxillary equation are 3 1 , what is the solution ±i 2 2 of the differential equation? Solution: 1 3 , β= , 2 2 . . . The solution of differential equation is Here, the roots are complex and α = 1 x y = e 2 [A cos 3 3 x + B sin x] 2 2 2 2. Find the solution of (D –81) y = 0 Solution: 2 The auxillary equation is p –81 = 0 (p+9) (p-9) = 0 p1 = -9, p2 = 9 Here, the roots are real and distinct . . . The solution of differential equation is -9x y = Ae 3. Solve d2 y dx 2 +Be 9 x + 64y = 0 Solution: Given d2 y dx 2 + 64y = 0 (D 2 + 64)y = 0 2 The auxillary equation is p +64=0 p = ± 8i Here, the roots are complex,α=0 and β = 8 . . . The solution is y = A cos8x + B sin 8x 299 4. 2 Solve (D -2D-3)y=0 Solution: 2 The auxillary equation is p -2p-3=0 (p+1) (p-3) = 0 p1 = -1, p2 = 3 Here, the roots are real and distinct . -x 3x . . The solution is y = Ae + Be 5. 2 Solve (D -4D-1) y =0 Solution: 2 The auxillary equation is p -4p-1 = 0 Here a = 1, b = -4, c = -1 P= − b ± b2 − 4ac 2a = 4 ± 16 − 4(1)(−1) 2(1) = 4 ± 20 2 = 4±2 5 =2± 5 2 So, p1 = 2 + 5 and p 2 = 2 − 5 Here, the roots are real and distinct . . . The solution is (2 + 5 )x (2 - 5 y = Ae + Be )x 300 6. Solve d2 y dy −6 + 9y = 0 dx dx 2 Solution: Given: dy d2 y −6 + 9y = 0 (D 2 − 6D + 9) y = 0 2 dx dx 2 The auxillary equation is p –6p+9 = 0 (p-3)(p-3)=0 p1=3, p2 = 3 Here, the roots are real and equal. 3x .. The solution is y = e [Ax+B] 7. 2 Solve (D +D+2)y =0 Solution: 2 The auxillary equation is p +p+2 = 0 Here a = 1, b = 1, c = 2 P= − b ± b2 − 4ac 2a = − 1 ± 1 − 4(1)(2) 2(1) − 1± − 7 2 − 1± i 7 = 2 −1 7 = ±i 2 2 = 1 7 Here, the roots are complex, α = − , β = 2 2 −1 . x . . The solution is y = e 2 [A cos 301 7 7 x x + B sin 2 2 PART – B 1. 2 Solve (D +1) y = 0 when x = 0, y = 2 and x = π , y=-2. 2 Solution: 2 The auxillary equation is p + 1 = 0 p =± i Here, the roots are complex, β = 1 . . . The solution is y = A cosx + B sinx …1 When x=0, y=2, the equation (1) becomes A cos0 + B sin0 = 2 A +0 =2 A =2 When x = π , y=-2, the equation (1) becomes 2 π π +B sin = -2 2 2 0 + B = -2 B = -2 . . . The required solution is y = 2 cosx –2 sinx A cos 2. 2 Show that the solution of the equation (D + 3D + 2) y = 0 if y(0) 1 -x -2x = 1 and y (0) = 0 is y = 2e –e Solution: 2 The auxillary equation is p +3p+2=0 (p+1) (p+2) = 0 p1 = -1, p2 = -2 Here, the roots are real and distinct 302 . -x -2x . . The solution is y = Ae + Be -x -2x Now, y′ = -Ae –2Be …1 …2 If y(0) = 1, the equation (1) becomes A +B =1 …3 If y’(0) =0 , the equation (2) becomes A+2B=0 …4 Solving (3) and (4) we get A=2, B=-1 ∴The required solution is -x -2x y=2e -e 5.2. SOLUTION OF SECOND ORDER EQUATIONS IN THE FORM d2 y dy +b + cy = f( x ) WHERE A,B AND C ARE CONSTANTS dx dx 2 AND f(x) = emx . a Introduction: In previous section, we find the complementary function . In this section, we have to find the particular integral (PI) and the general solution of a second order differential equation. The Solution of Differential equation with Constant Coefficients is y=CF+PI Method of finding particular integral 2 Consider (aD +bD+c)y = e mx where m is a constant. 2 Let f(D) = aD +bD+c Then PI is given by 1 mx emx e = f(D) f (m) Three cases arise in PI Case (i) If f(m) ≠ 0 then PI = 1 mx emx e = f (D) f(m) 303 Case (ii) If f(m) = 0 and f '(m) ≠ 0 then PI = x emx f '(m) Case (iii) If f(m) = 0 and f '(m) = 0 and f ''(m) ≠ 0 then PI = x 2emx f "(m) 5.2 WORKED EXAMPLE PART – A 1. 2 Find the complementary function of (D +16)y= e x Solution: 2 2. The auxiliary equation is p +16=0 p=±4i Here, the roots are complex , β=4 ∴CF = A cos 4x + B sin 4x 2 40x Find the complementary function of (D -60D+800)y=e Solution: The auxiliary equation is 3. 2 p -60p+800=0 (p-40) (P-20) =0 P 1=40, P 2=20 Here the roots are real and distinct 40x 20x ∴CF = Ae + Be 2 Find the particular integral of (D +1) y =1 Solution: 1 1 = e0 D2 + 1 D2 + 1 1 1 = = =1 0 +1 1 PI = 304 2 -x 4. Find the particular integral of (D +7D+14) = 8e Solution: 1 PI = 2 8e − x D + 7D + 14 8e − x 8e − x = = e− x 8 (−1)2 + 7(−1) + 14 2 -x 5. Find the particular integral of (D -2D-3)y = e Solution: 1 PI = 2 e− x D − 2D − 3 = = x e− x 2D − 2 = x e−x x e−x =− 2(−1) − 2 4 Since f (−1) = 0 PART - B 2 1. Solve (D +5D+6)y=30 Solution: The auxiliary equation is 2 p +5p+6=0 (p+2) (P+3) =0 P 1=-2, P 2=-3 Here, the roots are real and distinct -2x -3x ∴CF = Ae +Be 1 Now PI = 2 30 D + 5D + 6 30e° = 2 D + 5D + 6 30e° = 2 0 + 5(0) + 6 30 = 6 PI = 5 ∴ The Required solution is -2x -3x Y=CF+PI = Ae +Be +5 305 2. 2 Solve (D +6D+5) y =2e x Solution: 2 The auxiliary equation is p +6p+5=0 (p+1) (P+5) =0 P 1=-1, P 2=-5 Here the roots are real and distinct -x -5x ∴CF = Ae +Be 1 Now PI = 2 2e x D + 6D + 5 = 2e x 12 + 6(1) + 5 2e x 12 ex PI = 6 ∴The required solution is Y=CF+PI = Ae -x + Be -5x + ex 6 x 3. Solve (D2 + D)y = e 2 Solution: 2 The auxiliary equation is p +p=0 p (p+1)=0 P 1=0, P 2=-1 Here the roots are real and distinct ∴CF = Ae +Be =A+Be 0 Now PI = -x 1 D2 + D -x x 2 e 306 = = x 2 e 2 1 § 1· ¨ ¸ + 2 2 © ¹ x 2 e 3 4 x 4 PI = e 2 3 ∴The required solution is y=CF+PI x 3 = A +Be -x + e 2 4 2 4. Solve (D − D − 12)y = e 4 x Solution: 2 The auxiliary equation is p -p-12=0 (p-4) (p+3)=0 p1=4, p2=-3 Here the roots are real and distinct 4x -3x ∴CF = Ae +Be 1 e4 x Now PI = 2 D − D − 12 x e4x = Since f(4) = 0 2D − 1 x e4 x = 2(4) − 1 x e4 x 7 ∴ The required solution is y=CF + PI PI = = Ae 4x +Be -3x + x e 4x 7 307 5. 2 Solve (D -2D+1) y =e x Solution: The auxiliary equation is 2 p -2p+1=0 (p-1) (p-1) =0 p1=1, p 2=1 Here the roots are real and equal ∴CF = e (Ax+B) x Now PI = PI = 1 D − 2D + 1 2 ex x2 x e 2 Since f (1) = 0, f '(1) = 0 ∴The required solution is Y=CF+PI x2 x e 2 = e x (Ax + B) + 6 Solve d2 y dx 2 − 13 dy + 12y = 2e − 2x + 5e x dx Solution: Given d2 y dx 2 − 13 dy + 12y = 2e − 2 x + 5e x dx (D 2 − 13D + 12) y = 2e −2 x + 5e x The auxilary equation is 2 p -13p+12=0 (p-1) (p-12) =0 p1=1, p2=12 Here the roots are real and distinct x 12x ∴CF = Ae +Be 308 Now PI1 = = 1 D − 13D + 12 2 2e − 2x (−2)2 − 13(−2) + 12 = 2e − 2x 4 + 26 + 12 = e−2 x 21 Now PI2 = 2 e − 2x 1 D − 13D + 12 2 = 5xex 2D − 13 = 5xex 2(1) − 13 =− 5 ex Sincef (1)= 0 5xex 11 ∴ The required solution is Y =CF+PI1+PI2 = Ae x + Be12x + e −2 x 5 xe x − 21 11 5.3 SOLUTION OF SECOND ORDER DIFFERENTIALEQUATIONS d2 y dy + cy = f( x ) WHERE a,b AND c ARE dx dx CONSTANTS AND f(x) = sin mx or cos mx where m is a constant ≠ 0 INTRODUCTION IN THE FORM a 2 −b In this section, we have to find the particular integral when f(x) =sin mx or cos m x where m is a constant Methods of finding PI Consider f(x) =sin m x 309 Case (i) 2 2 2 2 Express f(D) as function of D ,say φ (D ) and then replace D with –m 2 If φ(-m )≠0,then 1 PI = sin mx f (D) 1 sin mx = φ(D 2 ) 1 PI = sin mx φ(−m2 ) Case (ii) 2 Sometimes we cannot form φ (D ) Then we shall try to get 2 2 φ(D,D ) that is a function of D and D . In such cases we proceed as follows. For Example 1 Now PI = 2 sin 2x D + 2D + 3 1 = sin 2x Re place D 2 by − 22 2 − 2 + 2D + 3 1 = Sin 2x 2D − 1 2D + 1 = sin 2x multiply and divide by 2D + 1 4D 2 − 1 2D(sin 2x ) + sin 2x = 4(−22 ) − 1 4 cos 2x + sin 2x = − 17 1 [4 cos 2x + sin 2x ] = − 17 Now consider f(x) = cos m x 1 Case (i): PI = cos m x φ(-m2 ) Case(ii): Same as sin m x method General Solution: The general solution is y= CF+PI 310 5.3 WORKED EXAMPLE PART - A 2 1. Find the complementary function of (D +49) y= cos 4x Solution: 2 The auxiliary equation is p +49=0 p=±7i Here, the roots are complex ,β =7 ∴ CF = A cos 7x+B sin 7x 2 2. Find the particular integral of (D +14) y = sin 3x Solution: 1 PI = 2 sin 3 x D + 14 1 = sin 3 x 2 − 3 + 14 sin 3 x = 5 3. 2 2 Find the particular integral of (D +a ) y = Cos b x Solution: 1 cos bx D + a2 1 cos bx = 2 − b + a2 cos bx = 2 a − b2 PI = 1.) 2 ( ) PART - B Solve D 2 − 4 y = sin 2x Solution: The auxiliary equation is p2 − 4 = 0 p2 = 4 p = +2 p1 = 2, p2 = −2 311 Here, the roots are real and distinct ∴ CF = Ae2x + Be−2 x (sin 2x ) D −4 1 = sin 2x 2 −2 −4 sin 2x =− 8 Now PI = 1 2 ∴ The Required solution is y = CF + PI sin 2X = Ae 2 x + Be − 2x − 8 2.) Solve D 2 y = −16 sin 4x Solution: The auxiliary equation is p2 = 0 p, = 0,p2 = 0 Here, the roots are real and equal ∴ CF = e0 (Ax + B) = Ax + B Now PI = = 1 − 16 sin 4x D2 1 − 16 sin 4x − 42 PI= Sin4x ∴ The Required solution is y = CF + PI = Ax + B + Sin4x 312 3.) Solve d2 y + 16 y = cos 2 x dx 2 Solution: d2 y + 16 y = cos 2 x dx 2 D 2 + 16 y = cos 2 x 1 cos 2x D 2 + 16 y = + 2 2 1 0 1 = e + cos 2x 2 2 The auxiliary equation is p2 + 16 = 0 p = + 4i Here, the roots are complex, β = 4 ∴ CF = A cos 4x + BSin4x Given ( ( ) ) 1 0 e PI1 = 22 D + 16 1 e0 2 0 + 16 1 = 32 1 cos 2x PI 2 = . 2 2 D + 16 1 cos 2x . = 2 − 22 + 16 cos 2x = 24 = ∴ The Required solution is y = CF + PI = A cos 4x + BSin4x + 1 cos 2x + 32 24 313 4.) ( ) Solve D 2 + 3D + 2 y = sin 2x Solution: The auxiliary equation is p2 + 3p + 2 = 0 (p + 2)(p + 1) = 0 p1 = −2, p2 = −1 Here, the roots are real and distinct ∴ CF = Ae −2 x + Be − x Now, PI = = 1 D + 3D + 2 2 .Sin2x 1 .Sin2x − 2 + 3D + 2 1 .Sin2x = 3D − 2 3D + 2 .Sin2x = 9D 2 − 4 2 3D + 2 .Sin2x − 36 − 4 3D(sin 2x ) + 2 sin 2x = − 40 6 cos 2x + 2 sin 2x = − 40 −1 [3 cos 2x + sin 2x ] = 20 = ∴ The Required solution is y = CF + PI 1 = Ae − 2 x + Be − x − [3 cos 2x + sin 2x ] 20 314 5.) ( ) Solve D 2 − 2D − 8 y = 4 cos 3 x Solution: Solution: The auxiliary equation is p2 − 2p − 8 = 0 (p − 4)(p + 2) = 0 p1 = 4, p2 = −2 Here, the roots are real and distinct ∴ CF = Ae 4 x + Be −2 x Now, PI = = 1 4 cos 3x D 2 − 2D − 8 1 4 cos 3x − 3 − 2D − 8 1 = 4 cos 3x − 2D − 17 ª 1 º = −4 « 4 cos 3x » + 2 D 17 ¬ ¼ 2 ª 2D − 17 º = −4 « 2 cos 3 x » ¬ 4D − 289 ¼ ª 2D(cos 3x ) − 17 cos 3 x º = −4 « » − 325 ¬ ¼ ª − 6 sin 3 x − 17 cos 3 x º = −4 « » − 325 ¬ ¼ −4 [6 sin 3x + 17 cos 3x ] = 325 ∴ The Required solution is y = CF + PI = Ae 4 x + Be − 2 x − 4 [6sin3x + 17cos3x 325 315 ] EXERCISE PART - A 1.) If roots of the auxilary equation are 2,7 what is the solution of the differential equation? 2.) If roots of the auxilary equation are 0,1 what is the solution of the differential equation? 3.) If roots of the auxilary equation are -2,± i, what is the solution of the differential equation? 4.) Find the solution of D 2 − 1 y = 0 5.) Find the solution of 6.) Solve D 2 + 9 y = 0 7.) Find the solution of D 2 + 100 y = 0 ( ( ) ( 9.) Solve (3D 10.) Solve (3D 8.) ) d2 y dx 2 ( − 16 y = 0 ) ) Solve D 2 + 4D − 1020 y = 0 11.) Solve 2 2 d2 y dx ( 13.) Solve (D ) − 7D − 6)y = 0 − 5D + 2 y = 0 + 2 dy =0 dx ) 12.) Solve D 2 − D − 1 y = 0 14.) Solve 2 d2 y dx 2 ( 16.) Solve (3D ) + 4D + 4 y = 0 − 12 dy + 36 y = 0 dx ) 15.) Solve D 2 + D + 1 y = 0 2 ) − D + 1y = 0 ( ) 17.) Find the Complementary function of D 2 + 13D − 90 y = e x 316 ( 19.) Find the Particular integral of (D 20.) Find the Particular integral of (D 21.) Find the Particular integral of (D ) 18.) Find the Particular integral of D 2 − 3D + 2 y = e − x ) 2 + D + 4 y = 10e 2x 2 − 8D + 15 y = e3 x 2 + 10D + 25 y = e −5 x ) ( ) ) 22.) Find the Complementary integral of D 2 + 25 y = cos ax ( 24.) Find the Particular integral of (D ) + 10 )y = sin 3x 23.) Find the Particular integral of D 2 + 25 y = Sinx 25.) Find the Particular integral of ( 2 d2 y dx 2 − 4y = cos 4x PART - B ) y(0) = 2 and y1(0 ) = 12 1.) Solve D 2 + 36 y = 0 when 2.) Solve 3.) Solve D 2 − 2D − 15 y = 0 given that d2 y dx 2 + y = 0 given that ( ) x=0 ( 5.) Solve (D 6.) Solve (D 7.) Solve (D 8.) Solve (D 9.) Solve (D 10.) Solve (D 4.) dy = 2 and y=1 when x=0 dx ) d2 y dy = 0 and = 2 when dx dx 2 Solve D 2 − D − 20 y = 0 given that y=5 and ) 2 + 7D + 12 y = 3 2 + 3D + 2 y = 2e x 2 + 12D + 36 y = e x 2 +D + 4 y = e 2 2 ) ) ) x 2 ) + 6D + 8 )y = e − 3D + 2 y = e 2x −4 x 317 dy = −2 when x=0 dx 11.) Solve d2 y dx 2 ( 13.) Solve (D 14.) Solve (D −4 dy + 4y = e2x dx ) + 14D + 49)y = 4e − 2D + 4)y = 5 + 3e 12.) Solve D 2 + 2aD + a 2 y = e −ax 15.) Solve 2 2 d2 y dx 2 ( 17.) Solve (D 18.) Solve (D 19.) Solve (D −7 x +8 −x dy + 15 y = e − 3 x + e3 x dx ) 16.) Solve D 2 + 10D + 25 y = e5 x + e −5 x 20.) Solve 2 2 2 d2 y dx 2 ( 22.) Solve (D 23.) Solve (D 24.) Solve (D 25.) Solve (D ) − 25)y = sin 5x + 100)y = cos 2x + 16 y = sin 9x − 2y = cos 3x ) 21.) Solve D 2 + 2D − 3 y = sin x ) 2 + D − 2 y = Sin3x 2 + 4D + 13 y = 4 cos 3x 2 2 ) ) − 2D − 8)y = 4 cos 2x − 8D + 9 y = 8 cos 5x ANSWERS PART - A 1.) y = Ae 2 x + Be 7 x 2.) y = A + Be x 3.) y = e −2x [A cos x + B sin x ] 4.) y = Ae x + Be − x 5.) y = Ae 4 x + Be −4 x 6.) y = A cos 3x + B sin 3 x 7.) y = A cos 10 x + B sin 10 x 8.) y = Ae30 x + Be −34 x 318 9.) y = Ae x + Be 11.) y = A + Be 2 x 3 10.) y = Ae 3 x + Be −x 12.) y = −x 16.) y = e x § ¨ © 2 ¨ A cos 3 3 ·¸ x + B sin x 2 2 ¸¹ § 11 11 ·¸ cos x + B sin x ¨ 6 6 ¸¹ © 6¨ A 17.) CF = Ae5 x + Be −18 x 20.) − § 1− 5 · ¨ ¸x ¨ 2 ¸ ¹ + Be © 14.) y = e 6 x (Ax + B ) 13.) y = e −2 x (Ax + B) 15.) y = e § 1+ 5 · ¨ ¸x ¨ 2 ¸ ¹ Ae © −2 x 3 18.) e−x 6 19.) e2x x 2 −5 x e 2 sin x 23.) 24 xe3 x 2 21.) 22.) CF=Acos5x+Bsin5x 25.) − 24.) Sin3x Cos4x 20 Part - B 1.) y = 2 cos 6x + 2 sin 6x 3.) y= 5.) y = Ae − 4x + Be − 3 x + 7.) y = e − 6 x (Ax + B) + 8.) y=e 2.) y = cos x + 2 sin x 1 5x 1 −3x e + e 20 2 −x 2 4.) y = 2e5 x + 3e −4x 1 4 6.) y = Ae − x + Be − 2 x + ex 49 ª 15 15 º 4 x 2 x + B sin x» + e 9.) « A cos 2 2 »¼ 19 «¬ y = Ae x + Be2x + xe2 x 319 ex 3 10.) y = Ae − 4 x + Be − 2 x − 11.) y = e2 x (Ax + B ) + xe−4 x 2 x 2 2x e 2 12.) y = e − ax (Ax + B ) + x 2 − ax e 2 13.) y = e−7 x (Ax + B) + 2x 2e −7 x ( ) 14.) y = e x A cos 3 x + B sin 3 x + 15.) y = Ae − 3 x + Be − 5 x + 5 3 −x + e 4 7 xe−3 x e3 x + 2 48 e5 x x 2e −5 x + 100 2 sin 9x y = A cos 4x + B sin 4x − 65 sin 5 x y = Ae5 x + Be − 5 x − 50 cos 2x y = A cos 10x + B sin10x + 96 cos 3x y = Ae 2x + Be − 2x − 11 1 y = Ae − 3 x + Be x − (cos x + 2 sin x ) 10 1 y = Ae x + Be − 2 x − (3 cos 3x + 11sin 3x ) 130 1 y = e − 2x (A cos 3x + B sin 3 x ) + 3 sin 3x + cos 3 x 10 1 y = Ae (4 + 7 )x + Be (4 − 7 )x − (5 sin 5x + 2 cos 5x ) 29 1 y = Ae 4x + Be − 2x − (sin 2x + 3 cos 2x ) 10 16.) y = e − 5 x (Ax + B ) + 17.) 18.) 19.) 20.) 21.) 22.) 23.) 24.) 25.) 320