Note that

ψ(x)
ϕ0 = , i.e., y12 ϕ0 = ψ.
y1 (x)2
Hence
y12 ϕ00 + 2y1 y10 ϕ0 = ψ 0 i.e., y1 (y1 ϕ00 + 2y10 ϕ0 ) = ψ 0

so that
ψ0 aψ ψ 0 + aψ
y200 + ay 0 + by2 = y1 ϕ00 + 2y10 ϕ0 + ay1 ϕ0 = + = = 0.
y1 y1 y1
Clearly, y1 and y2 are linearly independent.

Motivation for the above expression for y2 :

If y1 and y2 are solutions of (2), then we know that

Rx
− a(t)dt
y1 y20 − y2 y10
 
d y2 W (x) Ce x0
= = = .
dx y1 y12 y12 y12

Hence, Rx !
Z − a(t)dt
Ce x0
y2 = y1 dx.
y12

2.2 Second order linear homogeneous ODE with constant coefficients

The DE in this case is of the form

y 00 + py 0 + qy = 0, (1)

where p, q are real constants. Let us look for a solution (1) in the form y = eλx for some λ, real or
complex. Assuming that such a solution exists, from (1) we have

(λ2 + pλ + q)eλx = 0

so that λ must satisfy the auxiliary equation:

λ2 + pλ + q = 0. (2)

We have the following cases:

1. (2) has two distinct real roots λ1 , λ2 ,

2. (2) has two distinct complex roots λ1 = α + iβ, λ2 = α − iβ,

3. (2) has a multiple root λ.

• In case 1, eλ1 x , eλ2 x are linearly independent solutions.

• In case 2, eαx cos βx, eαx sin βx are linearly independent solutions.

17
 • In case 1, eλx , xeλx are linearly independent solutions.

Example 2.10.
y 00 + y 0 − 2y = 0

Auxiliary equation: λ2 + λ − 2 = 0 has two distinct real roots: λ1 = 1, λ2 = −2.

x −2x
General solution: y = C1 e + C2 e . ♦

Example 2.11.
y 00 + 2y 0 + 5y = 0

Auxiliary equation: λ2 + 2λ + 5 = 0 has two complex roots: −1 + i2, = −1 − i2.

General solution: y = e−x [C1 cos 2x + C2 sin 2x]. ♦

Example 2.12.
y 00 − 4y 0 + 4y = 0

Auxiliary equation: λ2 − 4λ + 4 = 0 has a multiple root: λ0 = 2.

General solution: y = e2x [C1 + C2 e2x ]. ♦

2.3 Second order linear non-homogeneous ODE

Consider the nonhomogeneous ODE:

y 00 + a(x)y 0 + b(x)y = f (x), (1)

We observe that if y0 is a solution of the homogeneous equation

y 00 + a(x)y 0 + b(x)y = 0 (2)

and y ∗ is a particular solution of the nonhomogeneous equation (1), then

y = y0 + y ∗

is a solution of the nonhomogeneous equation (1). Also, if y ∗ is a particular solution of the nonho-
mogeneous equation (1) and if y is any solution of the nonhomogeneous equation (1), then y − y ∗ is
a solution of the homogeneous equation (2). Thus, knowing a particular solution y ∗ of the nonho-
mogeneous equation (1) and a general solution ȳ of homogeneous equation (2), we obtain a general
solution of the nonhomogeneous equation (1) as

y = ȳ + y ∗ .

If the coefficients are constants, then we know a method of obtaining two linearly independent solutions
for the homogeneous equation (2), and thus we obtain a general solution for the homogeneous equation
(2).

How to get a particular solution for the nonhomogeneous equation (1)?

18
2.3.1 Method of variation of parameters

Suppose y1 and y2 are linearly independent solutions of the homogeneous ode:

y 00 + a(x)y 0 + b(x)y = 0. (2)

The, look for a solution of (1) in the form

y = u1 y1 + u2 y2

where u1 and u2 are unctions to be determined. Assume for a moment that such a solution exists.
Then
y 0 = u1 y10 + u2 y20 + u01 y1 + u02 y2 .

We shall look for u1 , u2 such that

u01 y1 + u02 y2 = 0 (3).

Then, we have
y 0 = u1 y10 + u2 y20 , (4)

y 00 = u1 y100 + u2 y200 + u01 y10 + u02 y20 . (5)

Substituting (4-5) in (1),

(u1 y100 + u2 y200 + u01 y10 + u02 y20 ) + a(x)(u1 y10 + u2 y20 ) + b(x)(u1 y1 + u2 y2 ) = f (x),

i.e.,
u1 [y100 + a(x)y10 b(x)y1 ] + u2 [y200 + a(x)y20 b(x)y2 ] + u01 y10 + u02 y20 = f (x),

i.e.,
u01 y10 + u02 y20 = f (x). (6)

Now, (3) and (6): " #" # " #

y1 y2 u01 0
=
y10 y20 u02 f
gives
y2 f y1 f
u01 = − , u02 = .
W W
Hence, Z Z
y2 f y1 f
u1 = − + C1 , u2 = + C2 .
W W
Thus,  Z  Z 
y2 f y1 f
y= − + C1 y1 + + C 2 y2
W W
is the general solution. Thus we have proved the following theorem.

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THEOREM 2.13. If y1 , y2 are linearly independent solutions of the homogeneous equation (2), and
if W (x) is their Wronskian, then a general solution of the nonhomogeneous equation (1) is given by

y = u1 y1 + u2 y2 ,

where Z Z
y2 f y1 f
u1 = − + C1 , u2 = + C2 .
W W

Analogously, it the following theorem also can be proved:

THEOREM 2.14. If y1 , y2 , . . . , yn are linearly independent solutions of the homogeneous equation

y (n) + a1 (x)y (n−1) + · · · + an−1 (x)y (1) + an (x)y = 0,

where a1 , a2 , . . . , an are continuous functions on an interval I, and if W (x) is their Wronskian, i.e.,
 
y1 y2 ··· yn
 0
y20 yn0 

 y1 ···
W (x) = det 
 ···
,
 ··· ··· ··· 
(n−1) (n−1) (n−1)
y1 y2 · · · yn

then a general solution of the nonhomogeneous equation

y (n) + a1 (x)y (n−1) + · · · + an−1 (x)y (1) + an (x)y = f (x)

is given by
y = (u1 + C1 )y1 + (u2 + C2 )y2 + · · · + (un + Cn )yn ,

where u01 , u02 , . . . , u0n are obtained by solving the system

    
y1 y2 ··· yn u01 0
 0 0 0
  0 
  
 y1 y 2 · · · y n   2
  u  0

 ··· = .
 ··· ··· · · ·  · · · · · ·
   

(n−1) (n−1) (n−1)
y1 y2 · · · yn u0n f

Remark 2.15. Suppose the right hand side of (1) is of the form f (x) = f1 (x) + f2 (x). Then it can
be easily seen that:

If y1 and y2 are solutions of

y 00 + a(x)y 0 + b(x)y = f1 (x), y 00 + a(x)y 0 + b(x)y = f2 (x),

respectively, then y1 + y2 are solutions of

y 00 + a(x)y 0 + b(x)y = f1 (x) + f2 (x).

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2.3.2 Method of undetermined coefficients

This method is when the coefficients of (1) are constants and f is of certain special forms. So, consider

y 00 + py 0 + qy = f, (1)

where p, q are constants.

Case (i): f (x) = P (x)eαx , where P is a polynomial of degree n, and α ∈ R:

We look for a solution of the form

y = Q(x)eαx ,

where Q is a polynomial of degree n Substituting the above expression in the DE, we obtain:

[Q00 + (2α + p)Q0 + (α2 + pα + q)Q]eαx = P (x)eαx .

Thus, we must have

Q00 + (2α + p)Q0 + (α2 + pα + q)Q = P (x).

Note that, the above equation is an identity only if α2 + pα + q 6= 0, i.e., α is not a root of the auxiliary
equation λ2 + pλ + q = 0. In such case, we can determine Q by comparing coefficients of powers of xk
for k = 0, 1, . . . , n.

If α is a root of the auxiliary equation λ2 + pλ + q = 0, then we must look for a solution of the
form
αx
y = Q(x)e
e ,

where Q
e is a polynomial of degree n + 1, or we must look for a solution of the form

y = xQ(x)eαx ,

where Q is a polynomial of degree n. Proceeding as above we can determine Q provided 2α + p 6= 0,

i.e., if α is not a double root of the auxiliary equation λ2 + pλ + q = 0.

If α is a double root of the auxiliary equation λ2 + pλ + q = 0, then we must look for a solution
of the form
αx
y = Q(x)e
b ,

where Q
b is a polynomial of degree n + 2, or we must look for a solution of the form

y = x2 Q(x)eαx ,

where Q is a polynomial of degree n, which we can determine by comparing coefficients of powers of

x.

Case (ii): f (x) = P1 (x)eαx cos βx + P1 (x)eαx sin βx, where P1 and P2 are polynomials and α, β are
real numbers:

21
 We look for a solution of the form

y = Q1 (x)eαx cos βx + Q1 (x)eαx sin βx,

where Q1 and Q2 are polynomials with

degQj (x) = max{P1 (x), P2 (x)}, j ∈ {1, 2}.

Substituting the above expression in the DE, we obtain the coefficients of Q1 , Q2 if α + iβ is not a
root of the auxiliary equation λ2 + pλ + q = 0.

If α + iβ is a simple root of the auxiliary equation λ2 + pλ + q = 0, then we look for a solution of

the form
y = x[Q1 (x)eαx cos βx + Q1 (x)eαx sin βx],

where Q1 and Q2 are polynomials with degQj (x) = max{P1 (x), P2 (x)}, j ∈ {1, 2}.

The following example illustrates the second part of case (ii) above:
2
Example 2.16. We find the general solution of

y 00 + 4y = x sin 2x.

The auxiliary equation corresponding to the homogeneous equation y 00 + 4y = 0 is:

λ2 + 4 = 0.

Its solutions are λ = ±2i. Hence, the general solution of the homogenous equation is:

y0 = A cos 2x + B sin 2x.

Note that the non-homogenous term, f (x) = x sin 2x, is of the form

f (x) = P1 (x)eαx cos βx + P1 (x)eαx sin βx,

with P1 (x) = 0, α = 0, β = 2. Also, 2i = α + iβ is a simple root of the auxiliary equation. Hence,

a particular solution is of the form

y = x[Q1 (x)eαx cos βx + Q1 (x)eαx sin βx],

where Q1 and Q2 are polynomials with degQj (x) = max{P1 (x), P2 (x)} = 1. Thus, a a particular
solution is of the form
y = x[(A0 + A1 x) cos 2x + (B0 + B1 x) sin 2x].

Differentiating:

y 0 = [A0 + (2A1 + 2B0 )x + 2B1 x2 ] cos 2x + [B0 + (2B1 − 2A0 )x − 2A1 x2 ] sin 2x,
2 This example is included in the notes on November 23, 2012 – mtnair.

22
 y 00 + 4y = 2[B0 + (2B1 − 2A0 )x − 2A1 x2 ] cos 2x
−2[A0 + (2A1 + 2B0 )x + 2B1 x2 ] sin 2x
+[(2B1 − 2A0 ) − 4A1 x] sin 2x + [(2A1 + 2B0 ) + 4B1 x] cos 2x
+4x[(A0 + A1 x) cos 2x + (B0 + B1 x) sin 2x].

Hence, y 00 + 4y = x sin 2x if and only if

2[B0 + (2B1 − 2A0 )x − 2A1 x2 ] + [(2A1 + 2B0 ) + 4B1 x] + 4x(A0 + A1 x) = 0,

−2[A0 + (2A1 + 2B0 )x + 2B1 x2 ] + [(2B1 − 2A0 ) − 4A1 x] + 4x(B0 + B1 x) = x

⇐⇒
1 1
A0 = 0, A1 = − , B0 = , B1 = 0,
8 16
so that
x2 x
y = x[(A0 + A1 x) cos 2x + (B0 + B1 x) sin 2x] = − cos 2x + sin 2x.
8 16
Thus, the general solution of the equation is:

x2 x
A cos 2x + B sin 2x − cos 2x + sin 2x.
8 16
♦

Remark 2.17. The above method can be generalized, in a natural way, to higher order equation

y (n) + a1 y (n−1) + · · · + an−1 y (1) + an y = f (x)

where f is of the form

f (x) = P1 (x)eαx cos βx + P1 (x)eαx sin βx

with P1 and P2 being polynomials and α, β are real numbers. ♦

2.3.3 Equations reducible to constant coefficients case

A particular type of equations with non-constant coefficients can be reduced to the ones with constant
coefficients. here it is: Consider

xn y (n) + a1 xn−1 y (n−1) + · · · + an−1 xy (1) + an y = f (x). (1)

In this case, we take the change of variable: x 7→ z defined by

x = ez .

Then the equation (1) can be brought to the form

d
Dn y + b1 Dn−1 y + · · · + bn−1 Dy + an y = f (ez ), D := ,
dz

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