Solving Second Order Differential Equations (Edexcel A Level Further Maths: Core Pure)

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Second Order Differential Equations

What is a second order differential equation?

  • A second order differential equation is an equation containing second order derivatives (and possibly first order derivatives) but no higher order derivatives
    • For example fraction numerator d squared y over denominator d x squared end fraction equals 12 x is a second order differential equation
    • And so is fraction numerator d squared x over denominator d t squared end fraction minus 5 fraction numerator d x over denominator d t end fraction plus 7 x equals 5 sin t
    • But fraction numerator d cubed y over denominator d x cubed end fraction plus 3 fraction numerator d squared y over denominator d x squared end fraction minus 2 fraction numerator d y over denominator d x end fraction equals 0 is not, because it contains the third order derivative fraction numerator d cubed y over denominator d x cubed end fraction

What are the types of second order differential equation?

  • We divide second order differential equations into two main types
  • A homogeneous second order differential equation is of the form a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals 0 where a, b and c are real constants
    • You may also see this written in the form a y apostrophe apostrophe plus b y apostrophe plus c y equals 0 where y apostrophe apostrophe equals fraction numerator d squared y over denominator d x squared end fraction and y apostrophe equals fraction numerator d y over denominator d x end fraction
  • A non-homogeneous second order differential equation is of the form a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals straight f left parenthesis x right parenthesis where a, b and c are real constants and where f(x) is a non-zero function of x
    • You may also see this written in the form a y apostrophe apostrophe plus b y apostrophe plus c y equals straight f left parenthesis x right parenthesis

How can I solve simple second order differential equations?

  • If a second order differential equation is of the form fraction numerator d squared y over denominator d x squared end fraction equals straight f left parenthesis x right parenthesis, it will often be possible to solve it simply by using repeated integration
    • A separate integration constant will need to be included for each of the integrations
      • This means you will end up with two integration constants in your final answer
      • To find the values of these constants you will need two separate initial or boundary conditions
    • See the worked example below for examples of this

Worked example

a)
Find the general solution to the second order differential equation fraction numerator d squared y over denominator d x squared end fraction equals 0.

8-2-1-2nd-order-diffes-a-we-solution

b)
Find the particular solution to the second order differential equation fraction numerator d squared y over denominator d x squared end fraction equals 24 x that satisfies fraction numerator d y over denominator d x end fraction equals negative 2 and y equals 1 when x equals 0.

8-2-1-2nd-order-diffes-b-we-solution

Auxiliary Equations & Complementary Functions

What is a complementary function?

  • For a second order homogeneous differential equation, the equation’s complementary function is the general solution to the equation
    • If the differential equation contains initial or boundary conditions you may then use those to find the precise solution to the equation
  • For a second order non-homogeneous differential equation, the equation’s complementary function is only a part of the general solution to the equation
    • For the complete general solution you will need to include the particular integral as well (see the following section)
  • In order to find a differential equation’s complementary function we use the associated auxiliary equation

What is an auxiliary equation?

  • For a second order differential equation a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals straight f left parenthesis x right parenthesis the associated auxiliary equation is a m squared plus b m plus c equals 0
    • It is possible that f(x)=0, in which case the differential equation is homogeneous
    • The auxiliary equation is exactly the same whether the differential equation is homogeneous or non-homogeneous
    • The auxiliary equation is a quadratic equation in the variable m
      • The solutions to the auxiliary equation will determine the nature of the associated complementary function

How do I use the auxiliary equation to find the associated complementary function?

  • STEP 1: Solve the auxiliary equation a m squared plus b m plus c equals 0 to find its roots α and β
    • It is possible that the roots will be repeated, with α = β
  • STEP 2: The complementary function will be determined by the nature of the roots of the auxiliary equation:
    • CASE 1b squared minus 4 a c greater than 0  so that α and β are distinct real roots
      • The complementary function is y equals A straight e to the power of alpha x end exponent plus B straight e to the power of beta x end exponent where A and B are arbitrary constants
      • This holds even if one of the roots is zero – but if β = 0, say, then the complementary function will become y equals A straight e to the power of alpha x end exponent plus B
    • CASE 2b squared minus 4 a c equals 0 so that there is only one repeated root α
      • The complementary function is y equals left parenthesis A plus B x right parenthesis straight e to the power of alpha x end exponent where A and B are arbitrary constants
    • CASE 3b squared minus 4 a c less than 0  so that α and β are complex conjugate roots that may be written as p plus-or-minus q straight i
      • The complementary function is y equals straight e to the power of p x end exponent open parentheses A cos q x plus B sin q x close parentheses where A and B are arbitrary constants
      • Note that if α and β are purely imaginary, then p = 0 and the complementary function becomes y equals A cos q x plus B sin q x

How do I solve a second order homogeneous differential equation?

  • STEPS 1 & 2: Use the auxiliary equation to find the differential equation’s complementary function (see above)
    • The complementary function, with its arbitrary constants A and B, is the general solution to the differential equation
  • STEP 3: If there are initial or boundary conditions associated with the differential equation, use these to find the values of the general solution’s arbitrary constants
    • This gives the particular solution to the differential equation with the given initial or boundary conditions
    • Note that because there are two arbitrary constants, you will require two separate initial or boundary conditions to find both constants’ values
    • If the initial or boundary conditions involve fraction numerator d y over denominator d x end fraction you will need to differentiate your general solution to find fraction numerator d y over denominator d x end fraction in terms of the constants A and B
    • Finding the values of A and B may require solving simultaneous equations

Worked example

a)
Find the general solution to each of the following differential equations:
(i)
fraction numerator d squared y over denominator d x squared end fraction minus fraction numerator d y over denominator d x end fraction minus 12 y equals 0
(ii)
fraction numerator d squared y over denominator d x squared end fraction plus 6 fraction numerator d y over denominator d x end fraction plus 9 y equals 0
(iii)
fraction numerator d squared y over denominator d x squared end fraction minus 4 fraction numerator d y over denominator d x end fraction plus 13 y equals 0

8-2-1-aux-eqns--compl-functns-a-we-solution

b)
For each of the differential equations in part (a), find the particular solution that satisfies y equals 1 and fraction numerator d y over denominator d x end fraction equals 1 when x equals 0.

8-2-1-aux-eqns--compl-functns-b-we-solution

Particular Integral

What is a particular integral?

  • A particular integral is part of the solution to a second order non-homogeneous differential equation of the form a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals straight f left parenthesis x right parenthesis
    • When the particular integral is substituted into the left hand side it will produce f(x)
    • The other part of the solution is the complementary function associated with the differential equation

How do I find the particular integral for a second order non-homogeneous differential equation?

  • STEP 1: Choose the correct ‘test form’ of particular integral, based on the function f(x) on the right-hand side of the non-homogeneous differential equation:

Form of f(x)

‘Test form’ of p.i

Notes

p

λ

is a given constant 
λ is a constant to be found

p + qx

λ + μx

p & are given constants
λ & μ are constants to be found

Use the full test form of the p.i., even if there is no constant term (i.e., even if p = 0)

p + qx + rx2

λ + μx + νx2

p, q & are given constants
λ, μ & ν are constants to be found

Use the full test form of the p.i., even if there is no constant or x term (i.e., even if p = 0 and/or q =0)

pekx

λekx

k & are given constants
λ is a constant to be found

p cos ωx + q sin ωx

λ cos ωx + μ sin ωx

p, q & ω are given constants
λ & μ are constants to be found

Use the full test form of the p.i., even if f(x) only contains sin or only contains cos (i.e., even if p = 0 or q =0)

    • If all or part of the ‘test form’ of the particular integral occurs in the differential equation’s complementary function, you will need to modify the ‘test form’
    • See the following section for how to do this
  • STEP 2: Find the first and second derivatives of the ‘test form’ of particular integral
  • STEP 3: Substitute the first and second derivatives, along with the ‘test form’ itself, into the differential equation
  • STEP 4: By comparing coefficients, determine the correct values to use for the constants in the ‘test form’
    • This may require solving simultaneous equations involving the various constants
    • The ‘test form’ with the correct values of its constants is the particular integral for the differential equation

What if a part of the ‘test form’ of the particular integral already occurs in the differential equation’ complementary function?

  • Because the terms of the complementary function are solutions to the homogeneous equation a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals 0, they cannot also provide possible solutions to the non-homogeneous equation a fraction numerator d squared y over denominator d x squared end fraction plus b fraction numerator d y over denominator d x end fraction plus c y equals straight f left parenthesis x right parenthesis
  • If the standard ‘test form’ for the particular integral contains terms that already occur as a part of the complementary function, then the ‘test form’ needs to be modified by adding a factor of x (or possibly of powers of x) to the terms of the ‘test form’
  • Some examples:
    • The equation fraction numerator d squared y over denominator d x squared end fraction plus fraction numerator d y over denominator d x end fraction minus 2 y equals 3 straight e to the power of x has complementary function A straight e to the power of x plus B straight e to the power of negative 2 x end exponent
      • The standard ‘test form’ of p.i. would be λex, but ex times a constant already occurs in the complementary function
      • Therefore lambda x straight e to the power of x would be used as the ‘test form’ instead
    • The equation fraction numerator d squared y over denominator d x squared end fraction plus fraction numerator d y over denominator d x end fraction equals 7 has complementary function A straight e to the power of negative x end exponent plus B
      • The standard ‘test form’ of p.i. would be λ, but a constant (B) already occurs in the complementary function
      • Therefore lambda x would be used as the ‘test form’ instead
    • The equation fraction numerator d squared y over denominator d x squared end fraction plus 2 fraction numerator d y over denominator d x end fraction plus y equals 5 straight e to the power of negative x end exponent has complementary function left parenthesis A plus B x right parenthesis straight e to the power of negative x end exponent
      • The standard ‘test form’ of p.i. would be λe-x, but e-x times a constant AND xe-x times a constant both already occur in the complementary function
      • Therefore lambda x squared straight e to the power of negative x end exponent would be used as the ‘test form’ instead

How do I solve a second order non-homogeneous differential equation?

  • STEP 1: Use the auxiliary equation to find the differential equation’s complementary function (‘c.f.’)
  • STEP 2: Find the differential equation’s particular integral (‘p.i.’) including the correct values of any constants
  • STEP 3: The general solution to the differential equation is the sum of the complementary function and the particular integral
    • I.e., the general solution is y = c.f. + p.i.
  • STEP 4: If there are initial or boundary conditions associated with the differential equation, use these to find the values of the general solution’s arbitrary constants
    • This gives the particular solution to the differential equation with the given initial or boundary conditions
    • Note that because there are two arbitrary constants (A and B from the complementary function), you will require two separate initial or boundary conditions to find both constants’ values
    • If the initial or boundary conditions involve fraction numerator d y over denominator d x end fraction you will need to differentiate your general solution to find fraction numerator d y over denominator d x end fraction in terms of the constants A and B
    • Finding the values of A and B may require solving simultaneous equations

Examiner Tip

  • Don’t forget to include the complementary function in your solution to a second order non-homogeneous differential equation – the solution is incomplete without it!
  • If your attempt to find the constants for a particular integral breaks down and doesn’t appear to have a solution, make sure that you have not used a ‘test form’ of the p.i. that includes terms also found in the complementary function
  • Finding the constants for the particular integral can be a very fiddly and algebra-heavy process – be sure to work slowly and methodically to avoid mistakes!

Worked example

a)
Find the general solution to the differential equation fraction numerator d squared y over denominator d x squared end fraction plus 5 fraction numerator d y over denominator d x end fraction plus 6 y equals 12 x.

8-2-1-particular-integral-a-we-solution

b)
Find the general solution to the differential equation fraction numerator d squared y over denominator d x squared end fraction minus 4 fraction numerator d y over denominator d x end fraction plus 3 y equals 8 straight e to the power of 3 x end exponent.

8-2-1-particular-integral-b-we-solution

c)
Find the particular solution to the differential equation fraction numerator d squared y over denominator d x squared end fraction minus 2 fraction numerator d y over denominator d x end fraction equals 5 sin x that satisfies y equals 0 and fraction numerator d y over denominator d x end fraction equals 1 when x equals 0.

8-2-1-particular-integral-c-we-solution

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Roger

Author: Roger

Expertise: Maths

Roger's teaching experience stretches all the way back to 1992, and in that time he has taught students at all levels between Year 7 and university undergraduate. Having conducted and published postgraduate research into the mathematical theory behind quantum computing, he is more than confident in dealing with mathematics at any level the exam boards might throw at you.