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Solving Second-Order Non-Homogeneous Differential Equations

In A-Level Further Mathematics, solving second-order differential equations is one of the highest-scoring areas, yet it contains several subtle details that trip students up. We will look at equations of the form:

$$a\frac{d^2y}{dx^2} + b\frac{dy}{dx} + cy = f(x)$$

where $a, b,$ and $c$ are constants, and $f(x)$ is a non-zero function. The solution consists of finding two components: the **Complementary Function (CF)** and the **Particular Integral (PI)**.

Key Takeaways (TL;DR)
  • General Solution Structure: $y = y_{CF} + y_{PI}$.
  • CF Step: Solve homogeneous form $am^2 + bm + c = 0$ using quadratic roots.
  • PI Step: Match trial function form to $f(x)$ on RHS.
  • The Overlap Rule: If the trial function is already a term in the CF, multiply the trial function by $x$ (or $x^2$) to make it unique.

The Standard Method

1

Find the Complementary Function (CF)

Set $f(x) = 0$ and solve the auxiliary quadratic equation $am^2 + bm + c = 0$. Depending on the roots, choose the correct CF form:

  • Two real roots $m_1, m_2$: $y_{CF} = Ae^{m_1 x} + Be^{m_2 x}$
  • One repeated root $m$: $y_{CF} = (A + Bx)e^{mx}$
  • Complex roots $p \pm qi$: $y_{CF} = e^{px}(A\cos(qx) + B\sin(qx))$
2

Propose a Particular Integral (PI)

Choose a trial function $y_{PI}$ that matches the form of $f(x)$. Check standard guides: linear $f(x) = px + q \implies \text{trial } Cx + D$, exponential $f(x) = ke^{rx} \implies \text{trial } Ce^{rx}$.

3

Solve for constants in the PI

Differentiate your proposed $y_{PI}$ to find $y'_{PI}$ and $y''_{PI}$. Substitute these back into the original equation and equate coefficients to find the values of your constants.

4

Write down the General Solution

Combine the two parts: $y(x) = y_{CF} + y_{PI}$. If boundary conditions are given (e.g. $y(0) = k$, $y'(0) = j$), solve for constants $A$ and $B$ only after combining.

Understanding the Overlap Case

The "overlap case" is the most common place students lose marks. If your standard trial PI function is identical to a term in your CF, substituting it into the LHS will result in zero, rendering it impossible to solve for your constants.

RHS Function $f(x)$ CF Terms Contain Standard Trial PI Correct Overlap Trial PI
$e^{kx}$ No $e^{kx}$ terms $Ce^{kx}$ (No change) $Ce^{kx}$
$e^{kx}$ $Ae^{kx}$ (distinct root) $Ce^{kx}$ $Cxe^{kx}$
$e^{kx}$ $(A+Bx)e^{kx}$ (repeated root) $Ce^{kx}$ $Cx^2 e^{kx}$

Worked Example: Handling the Overlap Case

Solve the following differential equation:

$$\frac{d^2y}{dx^2} - 5\frac{dy}{dx} + 6y = e^{2x}$$

Step 1: Solve for the CF

Set LHS to 0. The auxiliary equation is:

$$m^2 - 5m + 6 = 0 \implies (m - 2)(m - 3) = 0 \implies m = 2, m = 3$$

Since we have two distinct real roots, the CF is:

$$y_{CF} = Ae^{2x} + Be^{3x}$$

Step 2: Propose the PI (Check for Overlap)

The RHS function is $f(x) = e^{2x}$. Normally, we would try $y_{PI} = Ce^{2x}$.

However, notice that $Ae^{2x}$ is already part of the CF! If we try $Ce^{2x}$, the LHS simplifies to 0. To fix this overlap, we multiply by $x$:

$$y_{PI} = Cxe^{2x}$$

Step 3: Differentiate and Substitute

Using the product rule, differentiate $y_{PI}$ twice:

$$y'_{PI} = Ce^{2x} + 2Cxe^{2x} = C(1 + 2x)e^{2x}$$ $$y''_{PI} = 2Ce^{2x} + 2C(1 + 2x)e^{2x} = C(4 + 4x)e^{2x}$$

Substitute $y_{PI}, y'_{PI},$ and $y''_{PI}$ back into the original equation:

$$C(4 + 4x)e^{2x} - 5C(1 + 2x)e^{2x} + 6(Cxe^{2x}) = e^{2x}$$

Divide through by $e^{2x}$ and expand:

$$C(4 + 4x) - 5C(1 + 2x) + 6Cx = 1$$ $$(4C - 5C) + x(4C - 10C + 6C) = 1 \implies -C = 1 \implies C = -1$$

Thus, the Particular Integral is $y_{PI} = -xe^{2x}$.

Step 4: Write General Solution

Combine the CF and PI:

$$y = Ae^{2x} + Be^{3x} - xe^{2x}$$
⚠️

Common Pitfall: Applying boundary conditions too early

Students often try to find the constants $A$ and $B$ using the boundary values on the CF alone. This is incorrect! You must write the full general solution ($y = y_{CF} + y_{PI}$) first, differentiate that combined equation, and only then apply the conditions to find $A$ and $B$.

Frequently Asked Questions

What if the RHS function is a trigonometric function like sin(kx)?

Even if the RHS is only $\sin(kx)$, your trial PI must contain both sine and cosine terms: $y_{PI} = C\sin(kx) + D\cos(kx)$. This is because differentiating sine produces cosine, and both are required to balance the LHS coefficients.

How does a repeated root affect the overlap?

If your auxiliary equation has a repeated root (e.g. $m=2, 2$), the CF is $(A+Bx)e^{2x}$. If the RHS is $e^{2x}$, multiplying by $x$ still leaves an overlap with the $Bxe^{2x}$ term. Therefore, you must multiply by $x^2$, giving a trial PI of $y_{PI} = Cx^2 e^{2x}$.

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