Copyiight Ren Baiiientos Page 1

SECOND ORDER LINEAR EQUATIONS

AND
APPLICATIONS
y
ii
= (x, y, y
i
)
Higher order equations have many applications in science and other fields of research. The intention of this set of
lecture is to introduce you to the basic theory of linear equations and applications in the context of the familiar
second order equation. This will serve as a springboard to higher dimensions since the results there are
completely analogous.
We will proceed from the specific to the general, in much the same way as how the subject evolved. A historical
approach is not the norm, but I believe that it will help you develop a firmer grasp of the theory.
Consider then the familiar problem of dynamics where a object of mass m moves vertically under the influence of
the force of gravity 6 and a drag force F which is proportional to its velocity: F = -ku; k > u. Newtons
Second Law tells us that the equation that governs the velocity function :(t) is
m
J:
Jt
= -mg -k:; :(u) = :
0

Rearranging terms,
m
J:
Jt
+k: = -mg; :(u) = :
0
(1)
This equation has the general form
o
J
Jx
+b = (x)
where is a depended variable (in the case of the moving object its velocity function) and x the independent
variable (in this example time). This is how we begin with a concrete physical situation and develop an abstract
mathematical model. By studying this model in general we are able to answer all questions of its special cases,
such as the case that led to equations (1).
But let us continue with the example; having obtained an equation for the velocity function, it is natural to ask
whether we can obtain a differential equation for the position function and the answer is, of course, yes.
Introduce a vertical axis and call it the x-axis (the name is not too important), as shown below. Then we know
that : and x are related by : = JxJt.







Since : = JxJt, J:Jt = J
2
xJt
2
. Hence equation (1) can be written in terms of the variable x:
m
J
2
x
Jt
2
+k
Jx
Jt
= -mg; :(u) = :
0
, x(u) = x
0
(2)
and that is how a second order differential equation is born.
Equation (2) has the general form
o
J
2

Jx
2
+b
J
Jx
+c = (x)
with c = u, but it entirely possible that this term is present. So now, using more conventional notation, we turn
our attention to the study of general second order linear equations with constant coefficients
o
J
2
y
Jx
2
+b
Jy
Jx
+cy = (x) (S)
x(t) = x(t)|
(1,u)
x(t)
x
u(t) = :(t)|
Copyiight Ren Baiiientos Page 2


where o, b, and c are constants and is a function of x. We assume, naturally, that o = u for otherwise we are
back to a first order equation.
The only other additional abstraction that we will introduced at this time is that of operator notation. This help in
writing equation (3) more compactly, and later to work with systems of equations with more ease. We define the
derivative operator by
D
k

d
k
dx
k

With this in mind, we can write equation (3) as
(o
2
+b +c)y(x) = (x)
The expression aD
2
+hD+c is an example of a differential operator. It is customary to denote operators by
boldface capital letters. We will use L to denote the operator corresponding to o
2
+b +c. Then equation (3)
can be written very compactly and conveniently as
L(y) = (x) (4)
Hence, hereinafter L = o
2
+b +c where o, b, and c are constants. Later we will relax this requirement and
allow these constants to be functions of the independent variable. If (x) = u for all x (that is, it is identically
u), then we call equation (4) homogeneous. Thus, homogeneous equations look like this:
L(y) = u (S)
What might the solutions of such equation be? When this question was first posed, analysis (the branch of
mathematics to which differential equations belongs) was in its infancy and much of the work done by the great
mathematicians of the time was based on educated guessing and intuition. Following their footsteps, we look for
a solution of (5) of the form
y = c
x
r e R
Why? Because we know (as the masters did) that the exponential functions c
u
is very versatile. Pursuing this
line of thought, we assume that y = c
x
is a solution of (S) and substitute:
o(c
x
)'' +b(c
x
)' +cc
x
= u
Performing the required differentiations,
or
2
c
x
+brc
x
+cc
x
= u
or
c
x
(or
2
+br +c) = u
Since c
x
is never u, or
2
+br +c = u. Thus, we have the following result:




Box1
The polynomial p(2) is called the characteristic polynomial associated with equation (S) and the equation
a2
2
+h2 +c = is called its auxiliary equation. Compare p(2)and the operator L = o
2
+b +c. Except
for the meaning of they are identical. This is a good way to remember how to correctly identify the
characteristic polynomial of an equation.
What is more pertinent, however, is the fact that all the steps in the derivation of the result stated in box 1 are
reversible. In other words, the converse is also true:



oy'' +by' +cy = u
If y = c
x
is a solution of the equation
then r is a root of the polynomial p(2) = a2
2
+h2 +c
Copyiight Ren Baiiientos Page S




Box2
We have discovered a way to find solutions of equation (5): Just find the real roots of its characteristic polynomial.




Box3
Example 1 For what value(s) of r is y = c
x
a solution of the equation y
ii
-Sy
i
+6y = u?
Solution
First, look at the equation in operator notation: (
2
-S +6)y(x) = u. The characteristic polynomial
in this example is p(z) = z
2
-Sz +6. Compare and make sure that you can correctly identify the
characteristic polynomial of an equation.
Next, box 3 tells us that r must be a root of p(z) = (z -S)(z -2), that is, r = S or r = 2. Hence
y
1
= e
3x
and y
2
= e
2x
are solution of the differential equation.
Example 2 Find at least one solution of the equation y
ii
+2y
i
-Sy = u.
Solution
In operator form: (
2
+2 -S)y(x) = u. Hence, the characteristic polynomial is p(z) = z
2
+2z -S.
Solve the auxiliary equation z
2
+2z -S = u to obtain the roots of the characteristic polynomial:
z
2
+2z -S = u
(z +S)(z -1) = u
The roots are z = -S and z = 1. Accordingly, two solutions are
y
1
(x) = e
-3x
and y
2
(x) = e
x

Example 3 Find at least one solution of the equation 2
d
2
x
dt
2
+S
dx
dt
-2x = u.
Solution
In operator form: (2
2
+S -2)x(t) = u. Hence, p(z) = 2z
2
+Sz -2.
Solve 2z
2
+Sz -2 = u to obtain the roots of the characteristic polynomial:
2z
2
+Sz -2 = u
(z +2)(2z -1) = u
The roots are z = -2 and z = 12. Accordingly, two solutions are
x
1
(t) = e
-2t
and x
2
(t) = e
t2

Example 4 Find at least one solution of the equation u'' +2u' -2u = u.
Solution
In operator form: (
2
+2 -2)u(x) = u. Hence the characteristic polynomial is p(z) = z
2
+2z -2.
Solving
z
2
+2z -2 = u
requires the quadratic formula since the polynomial does not factor over the rational numbers:
z =
-2 _4 -4 (-2)
2

oy'' +by' +cy = u
If r e R is a root of the polynomial p(z) = oz
2
+bz +c, then y = c
x
is a solution of the
equation
oy'' +by' +cy = u
Letr e R.Theny = c
x
is a solution of the equation of the equation
if, and only if, r is a root of the polynomial p(z) = oz
2
+bz +c.
Copyiight Ren Baiiientos Page 4

or z = -1 _S. The two roots are z = -1 + S and z = -1 -S.
Accordingly, two solutions are
u
1
(x) = e
(-1+3)x
and u
2
(x) = e
(-1+3)x


Example 5 Find at least one solution of the equation 4w
ii
-8w = u.
Solution
In operator form: (4
2
-8)w(x) = u. Hence the characteristic polynomial is p(z) = 4z
2
-8 and its
roots are _2. Accordingly, two solutions are
u
1
(x) = c
2x
and u
2
(x) = c
-2x

Example 6 Find at least one solution of the equation Sy
ii
+4y' = u.
Solution
In operator form: (S
2
+4)y(x) = u. Hence p(z) = Sz
2
+4z = z(Sz +4). The roots of the
characteristic polynomial are z = u and z = -4S. Accordingly, two solutions are
u
1
(x) = c
0x
and u
2
(x) = c
-
4x
S

Obviously, we instead write u
1
(x) = 1 and u
2
(x) = e
-
4x
5
.
Before moving on, we make the following observation: in every example above, any multiple of the solutions
obtained via the characteristic polynomial is also a solution. This is a fact which we now prove in general terms.
Theorem1 If y = (x) is a solution of L(y) = u, then so is k(x) for any constant k.
Pf.
Consider L(k(x)) = o
d
2
dx
2
(k(x)) +b
d
dx
(k(x)) +c(k(x))
By the properties of the derivative,
o
J
2
Jx
2
(k(x)) +b
J
Jx
(k(x)) +c(k(x)) = ok
J
2
Jx
2
((x)) +bk
J
Jx
((x)) +kc((x))
= k _o
J
2
Jx
2
((x)) +b
J
Jx
((x)) +c((x))_
= L((x))
But (x) is a solution so L((x)) = u. Therefore, L(k(x)) = u.
Another important property of linear homogeneous equations in general is that they obey the superposition
principle:
Theorem2 If y
1
and y
2
are solutions of L(y) = u, then so is y
1
+y
2

Pf.
L(y
1
+y
2
) = o
J
2
Jx
2
(y
1
+y
2
) +b
J
Jx
(y
1
+y
2
) +c(y
1
+y
2
)
= _o
J
2
y
1
Jx
2
+b
Jy
1
Jx
+cy
1
_ +_o
J
2
y
2
Jx
2
+b
Jy
2
Jx
+cy
2
_
= u
The last equality is true because we assumed that y
1
and y
2
are solutions so each term in parenthesis is u.
These two theorems establish the fact that L is a linear operator. You will encounter many operators in your
studies (we will soon encounter the Laplace Transform, which is also a linear operator). Some are linear and
some are not.

Copyiight Ren Baiiientos Page S

With this knowledge, we can state the following important corollary:


The combination c
1
y
1
+c
2
y
2
is called a linear combination of the functions y
1
and y
2
. We will come back to
this term when we study linear dependence and independence.
This corollary allows us to write a two-parameter family of solutions corresponding to L(y) = u provided that we
can find two different solutions. The word different is stressed for a reason which we must address before moving
on.
What do we mean by different? The functions y
1
= 2x and y
2
= 6x are different. But they are not
fundamentally different. For one, they belong to the same family both are straight lines through the origin.
Furthermore, notice that y
2
= Sy
1
, in other words, y
2
is a constant multiple of y
1
and therefore, y
1
is also a
constant multiple of y
2
.
On the other hand, the functions y
1
= 2x and y
2
= x
2
are also different. But no manipulation that involves
multiplying by a constant will convert one into the other. These are really, fundamentally different functions.
When two functions are different at this fundamental level we call them linearly independent. We will define
this term more precisely at the end of these notes but for now, we will say that two functions are linearly
independent if one is not a constant multiple of the other.
Clearly, when p(z) has two distinct real roots r
1
and r
2
, the functions c

1
x
and c

2
x
are linearly independent.
Hence, the corollary tells us that equations whose characteristic polynomial has two distinct real roots always have
a two parameter family of solutions.
Example 7 Find a two parameter family of solutions of the equation y
ii
+2y
i
= Sy.
Solution
First, this equation is really y
ii
+2y
i
-Sy = u which we already solved and obtained y
1
(x) = c
-3x
and
y
2
(x) = c
x
. Accordingly,
y(x) = c
1
e
-3x
+c
2
e
x

is a two-parameter family of solutions.
Example 8 Find a two parameter family of solutions of the equation 1ux
ii
-4x' = u. Assume that t is the
independent variable.
Solution
p(z) = 1uz
2
-4z = 2z(Sz -2) whose roots are z = u and z = 2S. Thus
x(t) = c
1
c
0t
+c
2
c
2t5

is a two-parameter family of solutions. Observe that c
0t
= 1 for all t. hence we write
x(t) = c
1
+c
2
e
2t5

So it would seem that we have reduced the problem of solving these equations to one of finding roots of their
characteristic polynomial. But not so fast. There are two other the possibilities: repeated roots and complex
roots. Should we just ignore them? after all, what good could possibly come out of complex roots when we are
living in a real world? We must explore.
p(2) has Repeated Roots:
If a polynomial of second degree has a repeated root, then it must be real (why?) and therefore it would appear
that the corresponding L(y) = u has only one solution. Let us illustrate this with an example:
Example 9 Find at least one solution of the equation y'' -4y' +4y = u.
Solution
In operator form: (
2
-4 +4)y(x) = u. Hence, p(z) = z
2
-4z +4.
Solving
z
2
-4z +4 = ( -2)
2
= u
If y
1
and y
2
are solutions of L(y) = , then so is c
1
y
1
+c
2
y
2
for any constants c
1
and c
2
.
Copyiight Ren Baiiientos Page 6

gives us a double root z = 2. Therefore, one solution of the equation is y(x) = e
2x
. Are there others? If
so, how do we find them?
For that matter, we could have asked the same question about the previous examples in which we obtained two
distinct, real roots. Do those differential equations have other solutions besides the ones we found via the
characteristic polynomial? If they have singular solutions, how do we find them? If not, and there is a general
solution, how do we find it? These are theoretical questions that we will answer at the end of this lecture.
Let us then return to example 9 with its lone solution y
1
= e
2x
and ask whether it is possible to obtain a second,
linearly independent solution. If there is one, it cannot be a multiple of y
1
so let us try to find a solution of the
form
y
2
= u(x)e
2x

where u(x) is a yet undetermined function. If this is to be a solution, then it must satisfy the differential equation
y'' -4y' +4y = u
Let us find the derivatives of y
2
:
y'
2
= u
i
c
2x
+2uc
2x

y''
2
= u
ii
c
2x
+2u
i
c
-2x
+2(u
i
c
-2x
+2uc
-2x
)
= u
ii
c
-2x
+4u
i
c
-2x
+4uc
-2x

Substituting into the differential equation,
u
ii
c
-2x
+4u
i
c
-2x
+4uc
-2x
-4(u
i
c
2x
+2uc
2x
) +4uc
2x
= u
Collecting like terms and cancelling,
u
ii
c
-2x
= u
or
u
ii
= u
Hence, u(x) = |x +m where l and m are constant. In other words, the second solution has the form
y
2
= (|x +m )e
2x

Observe the term mc
2x
is just a multiple of the solution we already found. However, the term lxc
2x
, which is a
solution for al values of l, is not. Setting l = 1 we obtain a second, linearly independent solution:
y
2
= xe
2x

Hence, a two-parameter family of solutions of the differential equation of example 9 is
y(x) = c
1
e
2x
+c
2
xe
2x

The derivation of a second linearly independent solution illustrated above can be generalized and it tells us that if
r is a repeated root, then we can construct a second, linearly independent solution using y
1
= c
x
by setting
y
2
= u(x)c
x
. One will find that invariably u(x) = lx +m. Thus, we have another important result:




Box4
Exercise: Suppose that oy
ii
+by
i
+cy = u is such that b
2
-4oc = u. Show that r = -b2o is a root of multiplicity
two (a double root), thaty
1
= c
-bx2u
isasolutionofthedifferentialequation,andthatify
2
= u(x)y
1
isanother
solution, then u = lx +m where l and m are arbitrary numbers. Hence conclude that y
1
= c
-bx2u
and
y
2
= xc
-bx2u
aretwolinearlyindependentsolutions.
Example 10 Find two linearly independent solutions corresponding to 9u
ii
-Suu
i
+2Su = u.
Solution
We have (9
2
-Su +2S)u = u. Hence, p(z) = 9z
2
-Suz +2S = (Sz -S)
2

y(x) = c
1
y
1
+c
2
y
2

Let r be a repeated root of p(z). Then y
1
= c
x
and y
2
= xc
x
are linearly independent solutions of the
equation L(y) = u and
Is a two-parameter family of solutions.
Copyiight Ren Baiiientos Page 7

The roots of the auxiliary equation are r
1
= SS and r
2
= SS. Accordingly, y
1
= c
5x3
is a solution
and box 4 tells us that y
2
= xe
5x3
is another linearly independent solution. Thus,
y(x) = c
1
e
5x3
+c
2
xe
5x3

is a two parameter family of solutions.
It therefore seems that even when the roots are repeated these differential equations have at least two linearly
independent solutions and therefore a two-parameter family of solutions. However, in mathematics it is highly
desirable to make categorical statements such as all second order linear homogeneous differential equations with
constant coefficients have exactly two linearly independent solutions. We are not there yet (and we may never
will) but its worth a try. Let us move on.
p(2) has Complex Roots:
Consider the equation y
ii
+y = u. The characteristic polynomial of this equation is p(z) = z
2
+1 whose roots
arez = _i.
Following the previous discussion, we are tempted to claim that y
1
(x) = c
x
and y
2
(x) = c
-x
are solutions. The
problem is, we have not idea of what e
|x
is, and neither did Leonhard Euler (1707-1783) who eventually showed
us the way.
But just for the sake of argument, let us see whether these solutions involving complex numbers work. We
must make the bold assumption that we can differentiate them in the same way that we differentiate exponential
functions with real exponents. Hence,
(c
x
)
i
= ic
x

and
(c
x
)
ii
= i
2
c
x
= -c
x

Substituting in the equation y
ii
+y = u we obtain confirmation that, at least formally, y
1
(x) = c
x
is a
solution. In the same way, we can confirm that y
2
(x) = c
-x
is also a solution. But all this is conjecture
because we dont even know what c
x
is. What could it be? The hint as to its nature comes from the observation
that, by inspections, y
1
= sinx and y
2
= cos x are also solutions of this equation [verify].
Following Euler we argue that one can expend c
x
into an infinity series just as one would c
u
when u is real:
Recall the series expansion of c
u
:
e
u
= 1 +u +
u
2
2!
+
u
3
3!
+
u
4
4!
+
u
5
5!
+
u
n
n!
+
Let u = ix. Then,
c
x
= 1 +ix +
(ix)
2
2!
+
(ix)
3
S!
+
(ix)
4
4!
+
(ix)
5
S!
++
(ix)
n
n!
+
= 1 +ix -
x
2
2!
-i
x
3
S!
+
x
4
4!
+i
x
5
S!
++
(ix)
n
n!
+
Combining the terms containing i:
c
x
= _1 -
x
2
2!
+
x
4
4!
-_ +| _x -
x
3
3!
+
x
5
5!
-_
We recognize the terms in parenthesis: they are just the cosine and sine expansions! Hence,



This is Eulers Formula (one of many, but perhaps the most important) and it tells us what c
x
is and how to
compute its values. For example, we now know that e
|a
= cos n +i sinn = -1.
Here are some other interesting identities that are consequence of this wonderful formula:
e
|a2
= 1
e
-|a
= -1
e
|x
= us x +| stnx
Copyiight Ren Baiiientos Page 8

and finally, a classic:
|
|
= e
-a2

Try to figure out the last one.
Of course we can compute e
|x
for any real number x; just apply the formula and use radian mode in your
calculator:
c

= c
1
= cos(1) +i sin(1)
= u.S4uSu +u.8S147i
Although the idea of a complex number had surfaced by the mid 1500s and was used by Leonhard Euler, Johann
Bernoulli, and J oseph Louis Lagrange, as well as other mathematicians of the 17
th
and 18
th
centuries, it did not
really take hold until William Rowan Hamilton (1805-1865) developed an algebraic system which associated the
ordered pair (o, b) with the complex number o +bi. The story and history if i is long and extremely interesting,
but we will be content to accept that
e
|x
= us x +| stnx
is well defined and may be used freely without fear of running into mathematical inconsistencies or
contradictions. Hence, when solving differential equations whose characteristic polynomial has complex roots,
we will proceed as if they were real roots.
Example 11 Find a two-parameter family of solutions of the equation y
ii
+9y = u.
Solution
p(z) = z
2
+9 has roots z = _Si. Hence, y
1
(x) = c
3x
and y
2
(x) = c
-3x
are two linearly independent
solutions and
y(x) = c
1
e
3|x
+c
2
e
-3|x

Rest assured that if you substitute this solution back in the equation it will satisfy it.
But we are still puzzled. What is the connection between the solutions y
1
= sinx and y
2
= cos x of
y
ii
+y = u. and the complex exponential solutions y
1
(x) = c
x
and y
2
(x) = c
-x
? The first give us the two
parameter of solutions
y(x) = c
1
cos x +c
2
sinx
whereas the second
y(x) = c
1
c
x
+c
2
c
-x

Can these be reconciled? Yes, thought the use of Eulers Formula. Observe:
c
1
e
|x
+c
2
e
-|x
= c
1
|cos x +i sinx] ++c
2
|cos(-x) +i sin(-x)]
= c
1
|cos x +i sinx] +c
2
|cos x -i sinx]
= (c
1
+c
2
) cos x + (c
1
i -c
2
i)sin x
= Aus x +Bstnx
Hence, both solutions represent the same thing: a linear combination of the sine and cosine functions.
In general, when p(z)has complex roots, they will be of the form o _bi where o and b are real numbers. The
corresponding solutions are therefore
e
(a+|h)x
anu e
(a+|h)x

Using the properties of exponents and Eulers Formula,
e
(a+|h)x
= e
ax
e
|hx

= e
ax
(cos bx +i sinbx)
Similarly, corresponding to the conjugate o -bi,
e
(a-|h)x
= e
ax
e
-|hx

= e
ax
(cos bx -i sinbx)
If we form a linear combination of these, we obtain

Copyiight Ren Baiiientos Page 9

c
1
c
(u+b)x
+c
2
c
(u-b)x
= c
ux
|c
1
c
bx
+c
2
c
-bx
]
= e
ax
(c
1
cos bx +ic
1
sinbx) +e
ax
(c
2
cos bx -ic
2
sinbx)
= e
ax
|(c
1
+c
2
) cos bx + (ic
1
-ic
2
) sinbx]
This last expression has the form
e
ax
|Aus hx +Bstnhx]
Where A = c
1
+c
2
and B = ic
1
-ic
2
. Hence, we have the following practical result:






Box5
Example 12 Find a two-parameter family of solutions of the equation x
ii
+4x
i
+Sx = u. Assume t is the
independent variable.
Solution
p(z) = z
2
+4z +S has roots z = -2 _i. Hence, o = -2, b = 1 and a two parameter family of
solutions is given by the complex exponential function
x(t) = c
1
e
(-2+|)t
+c
2
e
(-2-|)t

Box S tell us that we can also write
x(t) = e
-2t
|Aus t +Bstnt]
Example 13 Find a two-parameter family of solutions of the equation 2y
ii
-y
i
+Sy = u. Express the answer in
trigonometric form.
Solution
p(z) = 2z
2
-z +S has roots z =
1
4
_
23
4
i. Hence, o = 14, b = 2S4 and a two parameter family
of solutions is given by the complex exponential function
y(x) = c
1
c
_
1
4
+
23
4
_x
+c
2
c
_
1
4
-
23
4
_x

However, we should have directly written
y(x) = e
x4
_Aus
2S
4
x +Bstn
2S
4
x_
since that is what the instructions were.
We have reached the end of this exploration and we can now make an almost categorical statement:



The fact that these equations can have at most two linearly independent solutions, and therefore exactly two
linearly independent solutions whose linear combination forms the general solution is the topic of our next
discussion.


The Equation L(y) = u always has at least two linearly independent solutions whose linear combination
forms a two-parameter family of solutions.
y(x) = c
1
c
(u+b)x
+c
2
c
(u-b)x

y(x) = e
ax
|Aus hx +Bstnhx]
Let o _bi complex roots of p(z). Then y
1
= c
(u+b)x
and y
2
= c
(u-b)x
are linearly independent
solutions of the equation L(y) = u and
Is a two-parameter family of solutions. Further more, this family can also be written as

Copyiight Ren Baiiientos Page 1u

The General Theory of Second Order Linear Equations
We relax the conditions imposed on the coefficients of the operator L and allow them to be functions of the
independent variable. Let
L o(x)
2
+b(x) +c(x)I
where we introduce the identify operator I (sometimes written as
0
) whose property is to leave functions
unchanged: Ig(x) = g(x) for all x in the domain of g. This operator is usually omitted unless its presence it is
absolutely necessary and we simply write
L o(x)
2
+b(x) +c(x)
Hence,
L(y) = |o(x)
2
+b(x) +c(x)]y(x)
= o(x)y
ii
+b(x)y
i
+c(x)y
The equation
o(x)y
ii
+b(x)y
i
+c(x)y = g(x) (6)
is called a second order linear equation in general form. As with first order equations, the standard form of (6) is
given by
y
ii
+P(x)y
i
+(x)y = (x) (7)
where P(x) = b(x)o(x), (x) = c(x)o(x), and (x) = g(x)o(x) and where we assume an interval in which
o(x) = u. We call the zeros of o(x) the singularities or singular points of equation (6).
Example 14 The following are second order linear differential equations:
Equation Standard form
y
ii
= 2xy
i
-4y +c
x
y
ii
-2xy
i
+4y = c
x

sinx y
ii
+2y = x(1 +4y) y
ii
+(2 -4x) csc x y = x csc x ; x = nn
tu
ii
+t
2
u = ln(t +4) u
ii
+t
32
u = t
12
ln(t +4) ; t > u

ii
= 4
ii
= 4

On the other hand, the equation yy
ii
+2xy = u is not linear because the term yy'' is not linear.
Linear Operators
In mathematics, an operator is a mathematical object we use to operate on functions. It is a generalization of the
concept of function which we use to describe relations between numbers. You have already met two operators:
the derivative and the indefinite integral. the symbol ddx is meaningless unless I tell you what to use it on. It
is the derivative operator and it operates on differentiable functions. Thus, for example,
J
Jx
(2x
3
+1) = 6x
2

Similarly, the symbol ]___ dx represents the indefinite integral and it is meaningless unless I tell you what to use
it on. Both the derivative and the integral enjoy a very important property: they are linear operators This means
that if and g are functions defined on some domain E, and o and b are real numbers, then
J
Jx
(o +bg) = o
J
Jx
+b
J
Jx
g
and
_(o +bg) Jx = o _ Jx +b _gJx
where it is assumed that and gare differentiable on E in the first case and integrable on E in the second.
The differential operator L o(x)
2
+b(x) +c(x) continues to be linear.
Example 15 Write the equation (1 -x
2
)y
ii
+x
3
y
i
-xy = c
2x
using operator notation.
Solution
The operator is L = (1 -x
2
)
2
+x
3
-x and we may write the equation as
Copyiight Ren Baiiientos Page 11

L(y) = c
2x

The coefficient functions are continuous throughout the real line and x = _1 are its only singularities.
Properties of L
The operator L is linear. Let y
1
and y
2
be differentiable functions. Then for any real numbers o and b,
L(oy
1
+by
2
) = oL(y
1
) +bL(y
2
)
Homogeneous and Non-homogeneous Equations
When g(x) u we say that (6) is a homogeneous equation. 0theiwise, we say it is a nonhomogeneous
equation.
Example 16 The equation y
ii
+Sy
i
-y = u is homogeneous. On the other hand, y
ii
+Sy
i
-y = 2x is not
homogeneous.
With every non-homogeneous linear equation L(y) = (x) we associate a homogeneous equation L(y) = u
called the associated homogeneous equation. Thus, the associated homogeneous equation corresponding to
u
ii
+u = 1 is u
ii
+u = u.
As we shall see, the first step in obtaining the general solution of a non-homogeneous equation will be to solve its
associated homogeneous equation.
The Superposition Principle
Theorem1 If y
1
(x) and y
2
(x) are solutions of L(y) = u then so is y(x) = c
1
y
1
(x) +c
2
y
2
(x) for any arbitrary
constants c
1
and c
2
.
Pf.
By linearity, L|c
1
y
1
(x) +c
2
y
2
(x)] = c
1
L|y
1
(x)] +c
2
L|y
2
(x)]. Since y
1
(x) and y
2
(x) are solutions,
L|y
1
(x)] = u and L|y
2
(x)] = u. Hence,
L|c
1
y
1
(x) +c
2
y
2
(x)] = c
1
L|y
1
(x)] +c
2
L|y
2
(x)] = u
Therefore, c
1
y
1
(x) +c
2
y
2
(x) is also a solution.
The Existence and Uniqueness Theorem
Next we state the Existence and Uniqueness Theorem for second order linear initial value problems. We will not
attempt to prove this result, but you may consult several excellent textbooks on the subject
1
if you are interested in
a more in-depth study.




1
See for example W. G. Kelley and A. Peterson The Theory of Differential Equations, 2
nd
Ed.
L(y) = (x)
L((x)) = (x)
(x
0
) = y
0
, (x
0
) = y
1
, (x
0
) = y
2

The Existence and Uniqueness Theorem
Let
be an second order linear differential equation with continuous coefficients and forcing functionf defined on an
interval [ where o(x) = u and suppose that y(x
0
) = y
0
, y(x
0
) = y
1
, y(x
0
) = y
2
where x
0
e [. Then there
exists an interval I L [ centered at x
0
and a twice differentiable function (x) defined on I such that
and
Furthermore, if is any other solution of the differential equation such that (x
0
) = (x
0
), then (x) = (x) for
all x e I.
Copyiight Ren Baiiientos Page 12

Example 17 The equation
(1 -x
2
)y
ii
+x
3
y
i
-xy = c
2x
; y(u) = 1, y
i
(u) = -S
has o(x) = 1 -x
2
, b(x) = x
3
, c(x) = -x, and (x) = c
2x
. All these function s are continuous and
furthermore o(x) = u on any interval that contains u and excludes _1.
Therefore, there is an interval I centered at the origin and a unique function (x) defined in I which satisfies the
equation and its initial conditions. Naturally, I must exclude the points _1.
The points x = _1 are the only singular points of the equation.
Example 18 Give an example of an interval on which the IVP x
2
y
ii
+(1 -x)y' = u; y(S) = 2, y'(S) = u is
guaranteed to have a unique solution.
Solution
The singular point of this equation is x = u since the leading coefficient function o(x) = x
2
is zero
there. Therefore, any interval centered at x = S and which excludes the origin will do. For example
I = |2,4] works. Similarly, I = (u,S) works as does I = (u,S]. Furthermore, while it is nice to have a
symmetric interval centered at x = S it is not necessary. Therefore, I = (u,1u) or for that matter
I = (u, ) are also intervals where the IVP is guaranteed to have a unique solution.
As with first order differential equations, the largest interval on which an IVP has a unique solution is called the
equations intervalofexistence. In the previous that interval would be I = (u, ).
Existence of a Fundamental Set of Solutions and The General Solution
The next result is central to all the work that follows in our study of higher order equations. It states that under the
same continuity conditions of the Existence and Uniqueness Theorem the homogeneous equation
o(x)y
ii
+b(x)y' +c(x)y = u
has exactly two linearly independent solutions y
1
and y
2
defined on an interval in which o(x) = u whose linear
combination forms the equations general solution. Here is the important and central result of this lecture:








Example 19We know that both y
1
= c
2x
and y
2
= c
3x
are solutions of the equation y
ii
-Sy
i
+6y = u.
Furthermore, the set {c
2x
, c
3x
] is linearly independent. Therefore,
y
g
(x) = c
1
e
2x
+c
2
e
3x

is the equations general solution and {c
2x
, c
3x
] is its fundamental set.
Linear Dependence and Independence
We stated an intuitive version of what linear independence of two function means: Two functions are linearly
independent if one is not a constant multiple of the other. Hence, we define to functions to be linearly dependent if
one is a constant multiple of the other.
Soon we will have to extend this concept to more functions and these simple definitions will not do. We need to
be more precise about it. suppose then that y
1
and y
2
are linearly dependent on the interval I in which both are
defined, that is, we can find some number k such that
y
2
= ky
1

for some constant k. Then
(-k)y
1
+ y
2
= u

o(x)y
ii
+b(x)y
i
+c(x)y = u (8)
y(x) = c
1
y
1
(x) +c
2
y
2
(x)
Existence of a Fundamental Set of Solutions
The equation
has exactly two linearly independent solutions y
1
and y
2
defined on an interval in which o(x) = u and its general
solution is given by the linear combination
where c
1
and c
2
are arbitrary constants. We call the set {y
1
, y
2
] the fundamental set of solutions of (8).
Copyiight Ren Baiiientos Page 1S

In other words, there are constant o and b not both zero such that
oy
1
+by
2
= u
for all x e I. Clearly here those constants are o = -k and b = 1. This is then the way we formally define linear
dependence.







A set that is not lineally dependent is said to be linearly independent and the functions that comprise it are said to be linearly
independent functions. Hence, when a set is linearly independent, the equation
c
1
y
1
(x) +c
2
y
2
(x) = u
can be satisfied for all x e I only if c
1
= c
2
= u.
Example 20 The set {4x, 6x] is linearly dependent over the real line because we can find two constants, not both
zero, such that
c
1
4x +c
2
6x = u
for all real numbers x. For example, pick c
1
= S and c
2
= -2.
Example 21 The set {x, x
2
] is linearly independent over the real line. Let us try to find two constants, not both
zero, such that
c
1
x +c
2
x
2
= u
for all real numbers x. since at least one constant must be nonzero, let us assume that it is c
1
. Then we can solve
for x and write
x = -
c
2
c
1
x
2

for all x e R which is of course absurd. Similarly, if we assume c
2
= u then we conclude that a parabola is really
a constant multiple of a straight line which equally absurd. Thus, the functions y
1
(x) = x and y
2
(x) = x
2
are
linearly independent on the real line.
Example 22 Show that the functions (t) = c
t
and g(t) = tc
t
are linearly independent over the real line.
Solution
We need to show that c
1
c
t
+c
2
tc
t
= u for all t only if c
1
= c
2
= u. Suppose not. Suppose that at least
one of these constants is not u, say it is c
1
. Then
c
t
=
c
2
c
1
tc
t

for all t. what is worse, since c
t
= u,
1 =
c
2
c
1
t
for all t. Hence, c
1
must be u. But then c
2
tc
t
= u for all t or equivalently, c
2
t = u for all t. This can
only happen if c
2
= u as well. Hence c
1
= c
2
= u.
Example 23 Show that any set in which one of the functions is the zero function is linearly dependent.
Solution
We need to show that c
1
c
t
+c
2
tc
t
= u for all t only if c
1
= c
2
= u. Suppose not. Suppose that at least
one of these constants is not u, say it is c
1
. Then
c
t
=
c
2
c
1
tc
t

for all t. What is worse, since c
t
= u,
c
1
y
1
(x) +c
2
y
2
(x) = u
Linear Dependence
Let y
1
(x) and y
2
(x) be defined on an interval I. The functions are said to be linearly dependent on that interval if
there are constants c
1
and c
2
not both zero such that
for all x e I and we call the set {y
1
(x), y
2
(x)] a linearly dependent set.

Copyiight Ren Baiiientos Page 14

1 =
c
2
c
1
t
for all t. Hence, c
1
must be u. But then c
2
tc
t
= u for all t or equivalently, c
2
t = u for all t. This can
only happen if c
2
= u as well. Hence c
1
= c
2
= u.
These examples show that establishing linear independence is not as straightforward as it may seem, and of course
things get much more complicated when we consider larger sets of functions. For that reason we wish to develop
a more mechanical way of testing for linear independence. Linear algebra can give us a helping hand.
Suppose that
1
(x) and
2
(x) are two non-zero differentiable functions defined in an interval I and are such that
c
1

1
(x) +c
2

2
(x) = u
for all x in I. Then differentiating gives us
c
1
'
1
(x) +c
2
'
2
(x) = u
For all x e I.
Consider the system
_
c
1

1
(x) +c
2

2
(x) = u
c
1
'
1
(x) +c
2
'
2
(x) = u
(9)
Fix x = x
0
in the interval I. Then the system (9) is a homogeneous linear system with variables c
1
and c
2
. If the
functions are linearly dependent, then by definition this system has nontrivial solutions and from linear algebra we
know that therefore
_

1
(x
0
)
2
(x
0
)
'
1
(x
0
) '
2
(x
0
)
_ = u
Since x
0
is an arbitrary point in I, the determinant must be u for all x e I if the functions are linearly dependent.
This determinant, called the Wronskian
2
of
1
(x) and
2
(x), is very important and it is denote it by w(
1
,
2
):
W(
1
,
2
) = _

1
(x)
2
(x)
'
1
(x) '
2
(x)
_
Hence, we have the following result:



Example 24 We showed that the set {4x, 6x] is linearly dependent over the real line. Compute their Wronskian.
Solution
w(
1
,
2
) = _

1
(x)
2
(x)
'
1
(x) '
2
(x)
_ =
4x 6x
4 6

= 24x -24x
=
The converse of this result is not true.
Example 25 Show that the functions
1
(x) = x
3
and
2
(x) = |x|
3
have u Wronskian but are linearly independent.
Solution
First observe that both functions are defined throughout the real line and are differentiable at each point
in this domain [verify].
That they are linearly independent can be immediately seen from their graphs (see below):

2
Named after the Polish Mathematician Josef Hoene Wronski (1776 1853)
If
1
(x) and
2
(x) are differentiable and linearly dependent on the interval I, then w(
1
,
2
) = u for all x e I.
Copyiight Ren Baiiientos Page 1S




However, let us compute their Wronskian:
If x > u, then
1
(x) =
2
(x) and therefore certainly w(
1
,
2
) = u. If x < u,
1
(x) = x
3
and

2
(x) = -x
3
. Hence
w(
1
,
2
) = _

1
(x)
2
(x)
'
1
(x) '
2
(x)
_ =
x
3
-x
3
Sx
2
-Sx
2

= -Sx
5
+Sx
5

=
And certainly the Wronskian is u if x = u.
So showing that a Wronskian isu does not guarantee that two functions are linearly dependent. However, the
logical equivalent of the result stated earlier is true (of course):



Example 26 Show that the functions (t) = c
t
and g(t) = tc
t
are linearly independent over the real line.
Solution
_

1
(x)
2
(x)
'
1
(x) '
2
(x)
_ =
c
t
tc
t
c
t
c
t
+tc
t

= c
2t
+tc
2t
-tc
2t

= u
Thus, the functions are linearly independent over the reals.
Example 27 Show that the functions (t) = 1 -x
2
and g(t) = 1 +2x
2
are linearly independent over the real
line.
Solution
_

1
(x)
2
(x)
'
1
(x) '
2
(x)
_ =
1 -x
2
1 +2x
2
-2x 4x

= 4x -4x
3
-(-2x -4x
3
)
= 6x
= u
Thus, the functions are linearly independent over the reals.
A final remark: To apply the Wronskian criterion you must be sure that the functions are differentiable.
-3 -2 -1 1 2 3
-20
-10
10
20
Suppose
1
(x) and
2
(x) are differentiable on the interval I. Then if w(
1
,
2
) = u for at least one x e I, the
functions are linearly independent on that interval.