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558 Chapter 19 Ordinary differential equations I

19.5 SECOND-ORDERLINEAREQUATIONS

The general form ofasecond-order linear ordinary differential equation is

p(x) d2 y

dx +q(x)dy +r(x)y = f(x) (19.7)

2 dx

where p(x),q(x),r(x) and f (x)arefunctions ofxonly.

An important relative of thisequation is

p(x) d2 y

dx +q(x)dy +r(x)y = 0 (19.8)

2 dx

whichisobtainedfromEquation(19.7)byignoringthetermwhichisindependentofy.

Equation (19.8) is said to be a homogeneous equation -- all its terms contain y or its

derivatives. Equation (19.7) issaidtobeinhomogeneous.

For example,

x 2d2 y

dx 2 +xdy dx + (x2 −1)y =e −x

isaninhomogeneoussecond-orderlinearequationinwhichp(x) =x 2 ,q(x) =x,r(x) =

x 2 −1 and f (x) = e −x . The associated homogeneous equation is

x d2 y

dx +xdy 2 dx +(x2 −1)y=0

The following properties of linear equations are necessary for finding solutions of

second-order linear equations.

19.5.1 Property1

Ify 1

(x) andy 2

(x) are any two linearly independent solutions of a second-order homogeneous

equation then the general solution,y H

(x), is

y H

(x) =Ay 1

(x) +By 2

(x)

whereA,Bare constants.

We see that the second-order linear ordinary differential equation has two arbitrary

constantsinitsgeneralsolution.Thefunctionsy 1

(x)andy 2

(x)arelinearlyindependent

ifone isnotsimplyamultiple ofthe other.

19.5.2 Property2

Lety P

(x) be any solution of an inhomogeneous equation. Lety H

(x) be the general solution

of the associated homogeneous equation. The general solution of the inhomogeneous

equation isthengiven by

y(x) =y H

(x) +y P

(x)

Inotherwords,tofindthegeneralsolutionofaninhomogeneousequationwemustfirst

findthegeneralsolutionofthecorrespondinghomogeneousproblem,andthenaddtoit

any solutionofthe inhomogeneousequation.

Thefunctiony H

(x)isknownasthecomplementaryfunctionandy P

(x)iscalledthe

particularintegral.Clearlythecomplementaryfunctionofahomogeneousproblemis

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