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Second-Order Differential Equations

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  Edexcel IAL Further Pure Mathematics 2 (WFM02)

Second-Order Differential Equations

The big idea: The general solution is always complementary function + particular integral: the CF solves the equation with zero on the right, and the PI is any one solution of the full equation.

Summary — What This Chapter Covers
  • Auxiliary equation am2 + bm + c = 0 decides the complementary function.
  • Distinct real roots α, β: y = Aeαx + Beβx. Equal roots α: y = (A + Bx)eαx. Complex roots p ± qi: y = epx(A cos qx + B sin qx).
  • The particular integral copies the form of f(x); multiply by x if that form already appears in the CF.
  • General solution = CF + PI; use two boundary conditions to find A and B.
  • A given substitution (such as x = eu) reduces some equations to constant-coefficient form.
1. The Complementary Function
Complementary function

Solving ay″ + by′ + cy = 0

Try y = emx: it works when am2 + bm + c = 0. The three cases of the auxiliary equation give the three forms of the CF.

Roots of the auxiliary equationComplementary function
Real, distinct α, βAeαx + Beβx
Real, equal α(A + Bx)eαx
Complex p ± qiepx(A cos qx + B sin qx)
Pure imaginary ± qiA cos qx + B sin qx
2. The Particular Integral
Particular integral

Choosing the trial function

f(x)Trial PI
kepxλepx (λxepx if p is a root; λx2epx if a repeated root)
A + Bx or p + qx + cx2polynomial of the same degree, every term included
m cos ωx + n sin ωxλ cos ωx + μ sin ωx (x(λ cos ωx + μ sin ωx) if ±iω are roots)
Worked Example

Find the general solution of d2y/dx2 − 3 dy/dx + 2y = 4x.

Worked Example

Find the general solution of d2y/dx2 + 4y = sin 2x.

3. Boundary Conditions
Particular solution

Finding A and B

Always find the general solution first (CF + PI), then apply the conditions. Two conditions are needed — usually y and dy/dx at one point, or y at two points.

Worked Example

Solve d2y/dx2 − 3 dy/dx + 2y = 4x given y = 0 and dy/dx = 0 when x = 0.

4. Substitutions for Second-Order Equations
Substitution

Reducing to constant coefficients

For equations like x2 d2y/dx2 + ax dy/dx + by = f(x), the substitution x = eu gives constant coefficients. Use the chain rule carefully:

With x = eu x dy/dx = dy/du    x2 d2y/dx2 = d2y/du2 − dy/du
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