Second Order DE Dr.

Suresh Kumar, BITS Pilani 1

Chapter 3

Second Order Differential Equations

Note: This module is prepared from Chapter 3 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

Appeal: Please do not print this e-module unless it is really necessary.

Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

Contents

0.1 Second Order LDE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

0.2 Use of known solution to find another . . . . . . . . . . . . . . . . . . . . . . . . . . 5
0.3 Homogeneous LDE with Constant Coefficients . . . . . . . . . . . . . . . . . . . . . 7
0.4 Method of Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 11
0.5 Method of Variation of Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
0.6 Operator Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13

2
Second Order DE

Any second order DE is of the form

f (x, y, y 0 , y 00 ) = 0.

First we discuss the LDE of second order.

0.1 Second Order LDE

The general form of the second order LDE is

y 00 + p(x)y 0 + q(x)y = r(x). (1)

If r(x) = 0, then it is called homogeneous otherwise non-homogeneous. The following theorem

guarantees the existence and uniqueness of solution of (1).

Theorem 0.1.1. (Existence and Uniqueness of Solution): If p(x), q(x) and r(x) are con-
tinuous functions on [a, b] and x0 is any point in [a, b], then the IVP y 00 + p(x)y 0 + q(x)y = r(x),
y(x0 ) = y0 , y 0 (x0 ) = y00 has a unique solution on [a, b].

Theorem 0.1.2. If p(x) and q(x) are continuous functions on [a, b] and x0 is any point in [a, b],
then the IVP y 00 + p(x)y 0 + q(x)y = 0, y(x0 ) = 0, y 0 (x0 ) = 0 has only the trivial solution y = 0 on
[a, b].

Proof. We find that y(x) = 0 satisfies the homogeneous DE y 00 + p(x)y 0 + q(x)y = 0 along with
the initial conditions y(x0 ) = 0 and y 0 (x0 ) = 0. So the required result follows from the previous
theorem 0.1.1.

Theorem 0.1.3. (Linearity Principle) If y1 and y2 are any two solutions of the homogeneous
LDE y 00 + p(x)y 0 + q(x)y = 0, then c1 y1 + c2 y2 is also a solution for any constants c1 and c2 .

Proof. Since y1 and y2 are solutions y 00 + p(x)y 0 + q(x)y = 0, we have

y100 + p(x)y10 + q(x)y1 = 0, y200 + p(x)y20 + q(x)y2 = 0.

Now substituting c1 y1 + c2 y2 for y into left hand side of the given homogeneous LDE, we obtain

c1 (y100 + p(x)y10 + q(x)y1 ) + c2 (y200 + p(x)y20 + q(x)y2 ) = c1 .0 + c2 .0 = 0.

Thus, c1 y1 + c2 y2 , the linear combination of the solutions y1 and y2 , is also a solution of the
homogeneous LDE.

3
Second Order DE Dr. Suresh Kumar, BITS Pilani 4

Remark 0.1.1. The above result need not be true for a non-homogeneous or non-linear DE.

Definition 0.1.1. (Linearly Independent and Linearly Dependent Functions) Two func-
tions f (x) and g(x) are said to be linearly independent (LI) on [a, b] if f (x) is not a constant
multiple of g(x) on [a, b]. The functions, which are not LI, are known as linearly dependent (LD)
functions.

For example, the functions x + 1 and x2 are LI on [1, 5] while the functions x2 + 1 and 3x2 + 3
are LD functions on [1, 5]. The functions sin x and cos x are LI on any interval.

Definition 0.1.2. Definition (Wronskian):

 Wronskian of two functions y1 (x) and y2 (x) is
 y1 y2 
defined as the determinant  0  and is denoted by W (y1 , y2 ).
y1 y20 

W (y1 , y2 ) = y1 y20 y2 y10 .

Lemma 0.1.1. (Wronskian of Solutions of Homogeneous LDE) The Wronskian of two

solutions y1 (x) and y2 (x) defined on [a, b] of a homogeneous LDE y 00 + p(x)y 0 + q(x)y = 0 is either
identically zero or never zero.

Proof. Since y1 and y2 are solutions y 00 + p(x)y 0 + q(x)y = 0, we have

y100 + p(x)y10 + q(x)y1 = 0, (2)

y200 + p(x)y20 + q(x)y2 = 0. (3)

Multiplying (3) by y1 and (2) by y2 , and subtracting, we get

y1 y200 y2 y100 + p(x)(y1 y20 y2 y10 ) = 0.

 
dW dW
= + p(x)W = 0. W = y1 y20 y2 y10 & = y1 y200 y2 y100
dx dx

R
= W = ce p(x)dx
, where c is a constant of integration.

= W is identically 0 if c = 0 otherwise W never vanishes.

Lemma 0.1.2. (Wronskian of LD Solutions) Two solutions y1 and y2 defined on [a, b] of a

homogeneous LDE y 00 + p(x)y 0 + q(x)y = 0 are LD if and only if W (y1 , y2 ) = 0 for all x [a, b].
Second Order DE Dr. Suresh Kumar, BITS Pilani 5

Proof. If y1 and y2 are LD, then there exists some constant c such that y1 (x) = cy2 (x) for all
x [a, b]. It follows that W (y1 , y2 ) = y1 y20 y2 y10 = cy2 y20 cy2 y20 = 0 for all x [a, b].

Conversely, let W (y1 , y2 ) = y1 y20 y2 y10 = 0 for all x [a, b]. Now, there are two possibilities
about y1 . First, y1 = 0 for all x [a, b]. In this case, we have y1 = 0 = 0.y2 for all x [a, b], and
consequently y1 and y2 are LD. Next, if y1 is not identically 0 in [a, b] and x0 is any point in [a, b]
such that y1 (x0 ) 6= 0, then continuity of y1 ensures the existence of a subinterval [c, d] containing
x0 in [a, b] such that y1 6= 0 for all x [c, d]. Dividing W (y1 , y2 ) = y1 y20 y2 y10 = 0 by y12 , we get
(y1 y20 y2 y10 )/y12 = (y2 /y1 )0 = 0. So we have y2 /y1 = k for all x [c, d], where k is some constant.
This shows that y1 and y2 are LD in [c, d]. This completes the proof.

Theorem 0.1.4. (General Solution of Homogeneous LDE) If y1 (x) and y2 (x) are two LI
solutions of a homogeneous LDE y 00 + p(x)y 0 + q(x)y = 0 on [a, b], then c1 y1 (x) + c2 y2 (x), where
c1 and c2 are arbitrary constants, is the general solution of the homogeneous LDE.

Proof. Let y(x) be any solution of y 00 + p(x)y 0 + q(x)y = 0. We shall prove that there exists unique
constants c1 and c2 such that

c1 y1 (x) + c2 y2 (x) = y(x). (4)

Now differentiating both sides of (4) w.r.t. x, we get

c1 y10 (x) + c2 y20 (x) = y 0 (x). (5)

 Given that y1 (x) and y2 (x) are two LI solutions of the given homogeneous LDE on [a, b].Therefore,
 y1 (x) y2 (x) 
 y1 (x) y20 (x)  = W (y1 (x), y2 (x)) is non-zero for all x [a, b]. This in turn implies that the system
 0 

of equations (4) and (5) has a unique solution (c1 , c2 ). This completes the proof.
For example, y 00 + y = 0 has two LI solutions y1 = cos x and y2 = sin x. So its general solution
is c1 cos x + c2 sin x.

0.2 Use of known solution to find another

Consider the homogeneous LDE

y 00 + p(x)y 0 + q(x)y = 0. (6)

Let y1 be a non-zero and known solution of (6). Therefore,

y100 + p(x)y10 + q(x)y1 = 0. (7)

We assume that y2 = vy1 is a solution of (4). Therefore,

y200 + p(x)y20 + q(x)y2 = 0.

= v(y100 + p(x)y10 + q(x)y1 ) + v 00 y1 + v 0 (2y10 + p(x)y1 ) = 0. (8)

Second Order DE Dr. Suresh Kumar, BITS Pilani 6

Plugging (7) into (8), we get

v 00 y1 + v 0 (2y10 + p(x)y1 ) = 0.

v 00 2y10
= = p(x).
v0 y1
Integrating,
Z
0
log v = 2 log y1 p(x)dx.

1 R p(x)dx
= v0 = e .
y12

Z
1 R p(x)dx
= v= e dx.
y12

Z
1 R p(x)dx
y2 = y1 e dx.
y12

Clearly y2 is not a constant multiple of y1 . So y1 and y2 are LI solutions of (6). Hence,

c1 y1 + c2 y2 is general solution of (6).

Ex. 0.2.1. Find general solution of x2 y 00 + xy 0 y = 0 given that y1 = x is a solution.

Sol. 0.2.1. The given DE can be rewritten as

1 1
y 00 + y 0 2 y = 0.
x x
Comparing it with y 00 + p(x)y 0 + q(x)y = 0, we find p(x) = x1 . Also the given solution is y1 = x.
So the second solution reads as
Z Z Z Z
1 R p(x)dx 1 R 1 dx 1 log x 1
y2 = y1 2
e dx = x 2
e x dx = x 2
e dx = x x3 dx = x1 .
y1 x x 2

The general solution is

y = c1 x + c2 x1 .
Second Order DE Dr. Suresh Kumar, BITS Pilani 7

0.3 Homogeneous LDE with Constant Coefficients

Consider the homogeneous LDE
y 00 + py 0 + qy = 0, (9)
where p and q are constants. Let y = emx be a solution of 9. Then, we have
(m2 + pm + q)emx = 0.

= m2 + pm + q = 0, (10)
since emx 6= 0.
Equation (10) is called auxiliary equation (AE) and its roots are
p p
p + p2 4q p p2 4q
m1 = and m2 = .
2 2
Now three different cases arise depending on the nature of roots of the AE.

(i) If p2 4q > 0, then m1 and m2 are real and distinct. So em1 x and em2 x are two particular
solutions of 9. Also these are LI being not constant multiple of each other. Therefore, general
solution of (9) is
y = c1 em1 x + c2 em2 x .
(ii) If p2 4q < 0, then m1 and m2 are conjugate complex numbers. Let m1 = a+ib and m2 = aib.
Then we get the following solutions of 9:
e(a+ib)x = eax (cos bx + i sin bx), (11)

e(aib)x = eax (cos bx i sin bx). (12)

As we are interested in real solutions of 9, adding 11 and 12 and then dividing by 2, we get a
real solution eax cos bx.
Similarly, subtracting 11 and 12 and then dividing by 2i, we get another real solution of 9 given
by eax sin bx.
Now, we see that the particular solutions eax cos bx and eax sin bx are LI. So general solution of
(9) is
y = eax (c1 cos bx + c2 sin bx).
(iii) If p2 4q = 0, then m1 and m2 are real and equal with m1 = m2 = p2 . Therefore, one
px
solution of (9) is y1 = e 2 . Another LI solution of (9) is given by
Z Z Z
1 R p(x)dx px 1 R pdx px 1 px px
y2 = y1 2
e dx = e 2 px
e dx = e 2 px
e dx = xe 2 .
y1 e e
So general solution of (9) is
px
y=e 2 (c1 + c2 x).
Second Order DE Dr. Suresh Kumar, BITS Pilani 8

Ex. 0.3.1. Solve y 00 + y 0 6y = 0.

Sol. 0.3.1. y = c1 e3x + c2 e2x .

Ex. 0.3.2. Solve y 00 4y 0 + 4y = 0.

Sol. 0.3.2. y = e2x (c1 + c2 x).

Ex. 0.3.3. Solve y 00 + y 0 + y = 0.

x

3 3
Sol. 0.3.3. y = e 2 (c1 cos 2
x + c2 sin 2
x).

Ex. 0.3.4. Show that the general homogeneous LDE y 00 + p(x)y 0 + q(x)y = 0 is reducible to a
3
homogeneous
Rp LDE with constant coefficients if and only if (q 0 + 2pq)/q 2 is constant provided that
z= q(x)dx.
Rp p
Sol. 0.3.4. We have z = q(x)dx and z 0 = q(x). Therefore,

dy 0 dy
y0 = z = q.
dz dz

d2 y 0 q 0 dy d2 y q 0 dy
= y 00 = q 2z + =q 2 + .
dz 2 q dz dz 2 q dz

Plugging the values of y 0 and y 00 into y 00 + p(x)y 0 + q(x)y = 0 and dividing by q, we obtain

d2 y q 0 + 2pq dy
+ 3 + y = 0.
dz 2 2q 2 dz
3
This is a homogeneous LDE with constant coefficients if and only if (q 0 + 2pq)/q 2 is constant.

Ex. 0.3.5. Reduce xy 00 + (x2 1)y 0 + x3 y = 0 to a homogeneous LDE with constant coefficients
and hence solve it.

Sol. 0.3.5. The given DE can be rewritten as

 
00 1
y + x y 0 + x2 y = 0.
x

Comparing it with y 00 + p(x)y 0 + q(x)y = 0, we get p(x) = x 1

x
and q(x) = x2 .

2x + 2 x x1 x2


q 0 + 2pq
3 = = 2.
q2 x3

This shows that the given DE is reducible to a homogeneous LDE with constant coefficients given
by

d2 y q 0 + 2pq dy
+ 3 + y = 0.
dz 2 2q 2 dz
Second Order DE Dr. Suresh Kumar, BITS Pilani 9

x2
Rp R
where z = q(x)dx = xdx = 2
.

d2 y dy
= + + y = 0.
dz 2 dz

1 3
Its AE is m2 + m + 1 = 0 with roots m = 2
2
i. So the solution reads as
!
z2 3 3
y=e c1 cos z + c2 sin z .
2 2

x2
Substituting z = 2
, we have
!
x4
2 3 2 3 2
y=e c1 cos x + c2 sin x .
4 4

Ex. 0.3.6. Show that a DE of the form x2 y 00 + pxy 0 + qy = 0, where p, q are constants, reduces to
a homogeneous LDE with constant coefficients with the transformation x = ez . Hence, solve the
equation x2 y 00 + 2xy 0 6y = 0.
Sol. 0.3.6. We have x = ez . So z = log x and z 0 = 1/x. Therefore,
dy 0 dy
xy 0 = x z = .
dz dz

0
1 d2 y 0 d2 y dy
  
2 00 2 1 dy 2 1 dy
= x y =x =x z = .
x dz x dz 2 x2 dz dz 2 dz
Thus, the equation x2 y 00 + pxy 0 + qy = 0 becomes
d2 y dy
2
+ (p 1) + qy = 0,
dz dz
which a homogeneous LDE with constant coefficients.
Hence, with x = ez , the DE x2 y 00 + 2xy 0 6y = 0 reduces to
d2 y dy
+ 6y = 0.
dz 2 dz
Its AE is m2 + m 6 = 0 with the roots m = 3, 2. So its solution is

y = c1 e3z + c2 e2z .

= y = c1 x3 + c2 x2 .

Remark 0.3.1. The DE in the form x2 y 00 + pxy 0 + qy = 0 is called Eulers or Cauchys equidi-
mensional equation. If we denote dydz
by Dz y, then xy 0 = Dz y and xy 00 = Dz (Dz 1)y. It can also
3 000
be shown that x y = Dz (Dz 1)(Dz 2)y and in general xn y (n) = Dz (Dz 1)...(Dz n + 1)y.
Thus, every Eulers or Cauchys equidimensional equation reduces to a homogeneous LDE with
constant coefficients with the transformation x = ez .
Second Order DE Dr. Suresh Kumar, BITS Pilani 10

Ex. 0.3.7. Solve x2 y 00 + 3xy 0 + 10y = 0.

Sol. 0.3.7. y = x1 (c1 cos(log x3 ) + c2 sin(log x3 ).

Ex. 0.3.8. Solve y 00 + 3xy 0 + x2 y = 0.

Sol. 0.3.8. Not possible with the above method.

Theorem 0.3.1. (General Solution of Non-Homogeneous LDE) If yp is a particular solu-

tion of a non-homogeneous LDE y 00 + p(x)y 0 + q(x)y = r(x) and yh = c1 y1 + c2 y2 is general solution
of the corresponding homogeneous LDE y 00 + p(x)y 0 + q(x)y = 0, then y = yh + yp is the general
solution of the non-homogeneous LDE.

Proof. Let y be any solution of y 00 +p(x)y 0 +q(x)y = r(x). Then y yp is a solution of homogeneous
LDE y 00 + p(x)y 0 + q(x)y = 0 since
(y yp )00 + p(x)(y yp )0 + q(x)(y yp ) = (y 00 + p(x)y 0 + q(x)y) (yp00 + p(x)yp0 + q(x)yp ) =
r(x) r(x) = 0.
But yh = c1 y1 + c2 y2 is general solution of y 00 + p(x)y 0 + q(x)y = 0. So there exists suitable
constants c1 and c2 such that
y yp = c1 y1 + c2 y2 = yh or y = yh + yp .
This completes the proof.
In the next three sections, we shall learn some methods to find the particular solution yp of the
non-homogeneous LDE, namely the method of undetermined coefficients, the method of variation
of parameters and the operator methods.
Second Order DE Dr. Suresh Kumar, BITS Pilani 11

0.4 Method of Undetermined Coefficients

This method is used to find a particular solution yp for a DE of the form

y 00 + py 0 + qy = r(x), (13)

where p, q are constants and r(x) is exponential or sine or cosine or polynomial or some combina-
tion of these functions. We assume yp equal to linear combination r(x) and all different functions
(except for the constant multiples) arising from derivatives of r(x). Finally substituting yp for y
in (13), we determine the unknown coefficients in yp by equating coefficients of like functions on
both sides.

Ex. Find a particular solution of y 00 y 0 2y = 4x2 . Also determine the general solution.

Sol. Comparing the given equation with y 00 + py 0 + qy = r(x), we get r(x) = 4x2 . Therefore, the
possible non-zero derivatives of r(x) are 8x and 8. Let yp = Ax2 + Bx + C be a particular solution.
Substituting yp for y into the given DE, we obtain

2A (2Ax + B) 2(Ax2 + Bx + C) = 4x2 , (14)

Equating coefficients of x2 , x and x0 on both sides of 14, we have

2A = 4, 2A 2B = 0, 2A B 2C = 0.

= A = 2, B = 2, C = 3.

Thus, the particular solution is

yp = 2x2 + 2x 3.

Next, we find the general solution yh of the corresponding homogeneous DE y 00 y 0 2y = 0.

Here the AE is m2 m 2 = 0 with roots m = 2, 1. Therefore, yh = c1 e2x + c2 ex .

Finally, the general solution of the given DE reads as

y = yh + yp = c1 e2x + c2 ex 2x2 + 2x 3.

Remark: It is possible that the assumed yp may satisfy the corresponding homogeneous DE. In
such a case, we assume yp with multiplication by x.

Ex. Find a particular solution of y 00 + y = sin x.

Sol. Comparing the given equation with y 00 + py 0 + qy = r(x), we get r(x) = sin x. The only
function arising from derivative from r(x) is cos x. Let yp = A sin x + B cos x be a particular
solution. But yp00 + yp = 0, that is, the assumed yp satisfies the corresponding homogeneous DE
y 00 +y = 0. Therefore, we assume revised particular solution yp = x(A sin x+B cos x). Substituting
it for y into the given DE, we obtain

2A cos x 2B sin x = sin x. (15)

Second Order DE Dr. Suresh Kumar, BITS Pilani 12

Equating coefficients of sin x and cos x on both sides, we get

1
A = 0, B= . (16)
2
Thus, the particular solution is
1
yp = x cos x.
2

0.5 Method of Variation of Parameters

This method is used to find a particular solution yp of the non-homogeneous DE

y 00 + p(x)y 0 + q(x)y = r(x). (17)

Let

y = c1 y 1 + c2 y 2 , (18)

be general solution of the corresponding homogeneous DE y 00 + p(x)y 0 + q(x)y = 0. We replace the

constants by unknown functions v1 (x) and v2 (x), and attempt to determine these functions such
that

y = v1 y1 + v2 y2 , (19)

is a solution of (17), and

v10 y1 + v20 y2 = 0. (20)

Plugging (19) into (17), we get

v1 (y100 + p(x)y10 + q(x)y1 ) + v2 (y200 + p(x)y20 + q(x)y2 ) + p(x)(v10 y1 + v20 y2 ) + v10 y10 + v20 y20 = r(x). (21)

y1 and y2 being particular solutions of the corresponding homogeneous DE y 00 + p(x)y 0 + q(x)y = 0,

we have y100 + p(x)y10 + q(x)y1 = 0 and y200 + p(x)y20 + q(x)y2 = 0. Therefore, (21) reduces to

v10 y10 + v20 y20 = r(x). (22)

Solving (20) and (22) for v10 and v20 , we get

y2 r(x) y1 r(x)
v10 = , v20 = .
W (y1 , y2 ) W (y1 , y2 )

Thus, (19) leads to

y2 r(x)
Z Z
y1 r(x)
y = y1 dx + y2 dx.
W (y1 , y2 ) W (y1 , y2 )

Ex. Find a particular solution of y 00 + y = csc x.

Second Order DE Dr. Suresh Kumar, BITS Pilani 13

Sol. Comparing the given equation with y 00 + p(x)y 0 + q(x)y = r(x), we get r(x) = csc x. The
general solution of the corresponding homogeneous equation y 00 + y = 0 is y = c1 cos x + c2 sin x.
Let y1 = cos x and y2 = sin x. Then W (y1 , y2 ) = 1, and hence by the method of variation of
parameters, the particular solution is obtained as
y2 r(x)
Z Z
y1 r(x)
y = y1 dx + y2 dx
W (y1 , y2 ) W (y1 , y2 )
Z Z
= cos x sin x csc xdx + sin x cos x csc xdx
= x cos x + sin x log(sin x).

0.6 Operator Methods

dy 2
d y
Denoting the differential operator dx d
by D such as y 0 = dx = Dy and y 00 = dx 2
2 = D y, the DE

y 00 + py 0 + qy = r(x) in operator form can be written as (D2 + pD + q)y = r(x) or f (D)y = r(x)
1
where f (D) = D2 + pD + q. We shall denote the inverse operator of f (D) by f (D) .
1
Operating f (D) on both sides of the DE f (D)y = r(x), we obtain

1
y= r(x),
f (D)
1
a particular solution of the DE. We can not operate f (D) on r(x) in general. It depends on forms
of f (D) and r(x). So we discuss the following cases.
(i) If a is a constant and f (D) = D a, then the particular solution is given by
1
y= r(x).
Da
Operating D a on both sides, we get

(D a)y = r(x)

dy
= ay = r(x),
dx
which is a LDE with IF= eax and solution
Z
y=e ax
r(x)eax dx.

Z
1
Thus, r(x) = e ax
r(x)eax dx.
Da

If a = 0, then D1 r(x) = r(x)dx. This shows that D1 stands for the integral operator. Hence,
R

inverse operator of differential operator is the integral operator.

Second Order DE Dr. Suresh Kumar, BITS Pilani 14

Ex. Find a particular solution of y 00 y = ex .

Sol. The given DE in operator form can be written as

(D2 1)y = ex .

= (D 1)(D + 1)y = ex .

1
= y= ex .
(D 1)(D + 1)

 
1 1 x
= y= e .
D1 D+1

 Z 
1 x x x
= y= e e e dx .
D1

1
= y= (xex ).
D1

Z
= y=e x
ex xex dx.

 
x 1 1
= y=e x .
2 4
1 1
Remark: In the above example, we applied the operators D+1 and D1 successively. We could,
however, also apply the operators after making partial fractions as illustrated in the following.
We have
1
y = ex
(D 1)(D + 1)
 
1 1 1
= ex
2 D1 D+1
 
1 1 x 1 x
= e e
2 D1 D+1
 Z Z 
1 x x x x x x
= e e e dx e e e dx
2
 
x 1 1
= e x .
4 2
Second Order DE Dr. Suresh Kumar, BITS Pilani 15

1
(ii) If r(x) is some polynomial in x, then we write series expansion of f (D)
in ascending powers of
D as illustrated in the following example.

Ex. Find a particular solution of y 00 + y = x2 + x + 3.

Sol. The given DE in operator form can be written as

(D2 + 1)y = x2 + x + 3.

1
= y= (x2 + x + 3).
D2 +1

= y = (1 + D2 )1 (x2 + x + 3).

= y = (1 D2 + D4 ......)(x2 + x + 3).

= y = x2 + x + 3 D2 (x2 + x + 3) + D4 (x2 + x + 3) .......

= y = x2 + x + 3 2 + 0 .......

= y = x2 + x + 1,

is the required particular solution of the given DE.

1 1
(ii) If k is a constant and r(x) = ekx g(x), then y = f (D)
(ekx g(x)) = ekx f (D+k) g(x). This is called
exponential shift rule. It is justified as follows.
We have

D(ekx g(x)) = ekx Dg(x) + kekx g(x) = ekx (D + k)g(x).

= D2 (ekx g(x)) = D(ekx (D+k)g(x)) = ekx D(D+k)g(x)+kekx (D+k)g(x) = ekx (D+k)2 g(x).
1
Since one can express f (D)
in powers of D, so we have in general

1 1
(ekx g(x)) = ekx g(x).
f (D) f (D + k)

Ex. Find a particular solution of (D2 3D + 2)y = xex .

Second Order DE Dr. Suresh Kumar, BITS Pilani 16

Sol. We have
1
y= (xex ).
D2 3D + 2

1
= y = ex x.
(D + 1)2 3(D + 1) + 2

1
= y = ex x.
D2 D

 
x 1 1
= y = e + x.
D 1D

 
x 1 2
= y = e + 1 + D + D + .... x.
D

x2
 
x
= y = e +x+1 .
2