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Second order equations with constant coefficientsAQA A-Level Further Maths: Revision notes

Section 1

The auxiliary equation

To solve y′′+ay′+by=0y''+ay'+by=0 with constant a,ba,b, try y=emxy=e^{mx}. Then y′=memxy'=me^{mx} and y′′=m2emxy''=m^2e^{mx}, and since emx≠0e^{mx}\neq0 we need m2+am+b=0,m^2+am+b=0, the auxiliary equation. Its roots decide the form of the general solution, which has two arbitrary constants because the equation is second order. Solve the quadratic by factorising, completing the square or the formula. Example: y′′−5y′+6y=0y''-5y'+6y=0 gives m2−5m+6=0m^2-5m+6=0, so m=2m=2 or 33.

Key termsauxiliary equationgeneral solution
Common mistake

Changing the sign of aa or bb. The equation y′′−5y′+6y=0y''-5y'+6y=0 gives m2−5m+6=0m^2-5m+6=0, with the signs kept.

Section 2

Two distinct real roots

If the discriminant a2−4b>0a^2-4b>0 there are distinct real roots m1,m2m_1,m_2 and y=Aem1x+Bem2x.y=Ae^{m_1x}+Be^{m_2x}. For y′′−5y′+6y=0y''-5y'+6y=0: y=Ae2x+Be3xy=Ae^{2x}+Be^{3x}. Both exponents are real, so the solution grows or decays without oscillating. If both roots are negative, y→0y\to0 as x→∞x\to\infty.

Key termsdistinct roots
Common mistake

Using e−mxe^{-m x} when the root is mm. The exponent takes the root as found.

Section 3

A repeated root

If the discriminant is 00 there is one repeated root mm and y=(A+Bx)emx.y=(A+Bx)e^{mx}. For y′′+4y′+4y=0y''+4y'+4y=0: (m+2)2=0(m+2)^2=0, so y=(A+Bx)e−2xy=(A+Bx)e^{-2x}. The factor xx is needed to supply a second independent solution. To find AA and BB differentiate with the product rule: y′=(B+mA+mBx)emxy'=\left(B+mA+mBx\right)e^{mx}.

Key termsrepeated root
Common mistake

Writing Aemx+BemxAe^{mx}+Be^{mx}. That is one constant in disguise; the second solution is xemxxe^{mx}.

Section 4

Complex roots

If the discriminant is negative the roots are a conjugate pair m=α±iβm=\alpha\pm i\beta and y=eαx(Acos⁡βx+Bsin⁡βx).y=e^{\alpha x}\left(A\cos\beta x+B\sin\beta x\right). For y′′+2y′+5y=0y''+2y'+5y=0: m=−1±2im=-1\pm2i, so y=e−x(Acos⁡2x+Bsin⁡2x)y=e^{-x}(A\cos2x+B\sin2x). The real part α\alpha gives growth (α>0\alpha>0) or decay (α<0\alpha<0) and β\beta the angular frequency of the oscillation. If α=0\alpha=0 the oscillation has constant amplitude, as in y′′+9y=0y''+9y=0 with y=Acos⁡3x+Bsin⁡3xy=A\cos3x+B\sin3x.

Key termscomplex rootsconjugate pair
Exam tip

The cosine and sine have argument βx\beta x, not iβxi\beta x. The ii has already been used.

Section 5

Discriminant and particular solutions

Match the discriminant a2−4ba^2-4b to the case:

  • >0>0: Aem1x+Bem2xAe^{m_1x}+Be^{m_2x}
  • =0=0: (A+Bx)emx(A+Bx)e^{mx}
  • <0<0: eαx(Acos⁡βx+Bsin⁡βx)e^{\alpha x}(A\cos\beta x+B\sin\beta x) Two constants need two conditions, usually yy and dydx\frac{dy}{dx} at one value of xx. Differentiate the general solution, substitute both conditions and solve the simultaneous equations. Example: y=Ae2x+Be3xy=Ae^{2x}+Be^{3x} with y=1y=1 and y′=0y'=0 at x=0x=0 gives A+B=1A+B=1 and 2A+3B=02A+3B=0, so y=3e2x−2e3xy=3e^{2x}-2e^{3x}.
Key termsdiscriminantparticular solution
Exam tip

Check the answer in both conditions before moving on.

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Exam questions on Second order equations with constant coefficients

  1. d2ydx2−5dydx+6y=0\frac{d^2y}{dx^2}-5\frac{dy}{dx}+6y=0.
    Find the particular solution for which y=1y=1 and dydx=0\frac{dy}{dx}=0 when x=0x=0.2 marks
  2. d2ydx2+4dydx+4y=0\frac{d^2y}{dx^2}+4\frac{dy}{dx}+4y=0.
    Find the particular solution for which y=2y=2 and dydx=0\frac{dy}{dx}=0 when x=0x=0.2 marks
  3. d2ydx2+2dydx+5y=0\frac{d^2y}{dx^2}+2\frac{dy}{dx}+5y=0.
    Find the general solution.3 marks
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Written by the Exaim team, led by Shaun Daswani (Head of Upper Secondary, Improve ME Institute; MSc Financial Mathematics, Imperial College London; BSc, UCL) and Jason Daswani (operational lead, Improve ME Institute; LSE).