Summary of Second-Order Linear Equations

Essential Concepts

  • Second-order differential equations can be classified as linear or nonlinear, homogeneous or nonhomogeneous.
  • To find a general solution for a homogeneous second-order differential equation, we must find two linearly independent solutions. If y1(x) and y2(x) are linearly independent solutions to a second-order, linear, homogeneous differential equation, then the general solution is given by y(x)=c1y1(x)+c2y2(x).
  • To solve homogeneous second-order differential equations with constant coefficients, find the roots of the characteristic equation. The form of the general solution varies depending on whether the characteristic equation has distinct, real roots; a single, repeated real root; or complex conjugate roots.
  • Initial conditions or boundary conditions can then be used to find the specific solution to a differential equation that satisfies those conditions, except when there is no solution or infinitely many solutions.

Key Equations

  • Linear second-order differential equation
    a2(x)y+a1(x)y+a0(x)y=r(x)
  • Second-order equation with constant coefficients
    ay+by+cy=0

Glossary

boundary conditions
the conditions that give the state of a system at different times, such as the position of a spring-mass system at two different times
boundary-value problem
a differential equation with associated boundary conditions
characteristic equation
the equation aλ2+bλ+c=0 for the differential equation ay+by+cy=0
homogeneous linear equation
a second-order differential equation that can be written in the form a2(x)y+a1(x)y+a0(x)y=r(x) but r(x)=0 for every value of x
linearly dependent
a set of function f1(x),f2(x),fn(x) for which there are constants c1,c2,cn, not all zero, such that c1f1(x)+c2f2(x)++cnfn(x)=0 for all x in the interval of interest
linearly independent
a set of function f1(x),f2(x),fn(x) for which there are no constants, such that c1,c2,cn, such that c1f1(x)+c2f2(x)++cnfn(x)=0 for all x in the interval of interest
nonhomogeneous linear equation
a second-order differential equation that can be written in the form a2(x)y+a1(x)y+a0(x)y=r(x) but r(x)0 for some value of x