1A M1.

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LINEAR DIFFERENTIAL EQUATIONS

Learning objectives
ˆ To solve a rst order linear dierential equation with constant co-
ecients
ˆ To solve a second order linear dierential equation with constant
coecients

1 Introduction
1.1 In mathematics
You learned before that there exists a unique function f equal to its derivative function and
satisfying f (0) = 1. This function is the exponential function.
Thus, the equation f 0 = f where f is an unknown function, admits the exponential function
x 7−→ ex as solution. We say that f 0 = f is a dierential equation.

Example 1.
1. Prove that the functions f dened by f (x) = kex with k a real constant are solutions of
the dierential equation f 0 = f .
2. Give three distinct solutions for the above equation. How many solutions do we have for
this equation ?

1.2 In physics
Example 2.
Let's consider this electrical network. We get
the relationships :
dUC
i=C et UR = −Ri et U = UC = UR .
dt

Let's deduce a dierential equation checked by

U.

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2 Dierential equations
Denition 1.
A dierential equation is a mathematical equation that relates some function f with its n-th
derivatives. An ordinary dierential equation is a dierential equation containing one or more
functions of one independent variable and its derivatives. The term ordinary is used in contrast
with the term partial dierential equation

Example 3.
f 0 (x)f (x) + 2xf ”(x) + ex = 0 is an ordinary dierential equation.

Notations :
ˆ to simplify we do not write x in f (x).
ˆ in mathematics, we use the letter y instead of the letter f . So y is a function.
.
ˆ in mechanics, the variable is often t, the function is x (instead of y ) and we write x instead
of f 0 (Newton's notations).
dn U
ˆ in physics, we use the notation fot the nth derivative of U .
dtn
Example 4.
Write using mathematical, mechanical and physical notations the equation of the previous
example .

To solve a dierential equation means to look for all functions satisfying the equation.
Only the simplest dierential equations are solvable by explicit formulas. For instance the
previous dierential equation can't be solved explicitely. In this case, we use softwares. If a
self-contained formula for the solution is not available, the solution may be numerically ap-
proximated using computers.

Numerically approximation for the equation f (x)f (x) + 2xf ”(x) + e

0 x
=0 by Mathématica

Figure 1  y(1) = 1 et y0 (1) = 0 Figure 2  y(1) = 0 et y0 (1) = 1

An integral curve is a curve that represents a specic solution to an ordinary dierential
equation.

Example 5.
Sketch integral curves of the solutions in our rst example.

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3 Linear Dierential equation

Denition 2.
A linear dierential equation is an equation of the form
an (x)y (n) + an−1 (x)y (n−1) + .... + a1 (x)y 0 + a0 (x)y = b(x)
where an , ...,a0 and b are functions, an is a non zero function.
ˆ b is called the right side of the equation.
ˆ When the right side of the equation saties b = 0, we say that this is an homogeneous
equation.
ˆ n is called the order of the equation.
Example 6.
Among those following equations, nd the linear equations. For each one, precise if it is homo-
geneous or not and give its order.
 2 .
dx 3. x x +t2 x = 3
1. + 3x = 5
dt 4. 2y” − 3y 0 = y
2x
2. ex y (5) + ln xy =
x+3
Proposition 1. Structure of the set of solutions
Solutions of a lienar dierential equation are the sum of the solution of the homogenenus
equation and of et d'one particular solution.
Example 7.
Prove the previous property for n=2.
This property is very useful to solve linear dierential equations on conditions that we know
solutions of the homogenenous equation and a solution of (E) (very dicult to nd in general).
In this section, we will focus on a rst and second order linear dierential equations with
constant coecients.
Proposition 2. Superposition principle
Let (H) be a linear homogeneous equation, let (E1 ), (E2 ) and (E3 ) three équations having (H)
as homogeneous equation and d1 , d2 and d1 + d2 respectively as right side.
Let f1 and f2 be solutions respectively of (E1 ) and of(E2 ).
Then y = f1 + f2 is a solution of the equation (E3 )
Example 8.
Prove the previous property for n=2.

4 First order linear dierential equation with constant co-

ecients
4.1 Homogeneous linear equation
Denition 3.
A rst order linear dierential equation with constant coecients is of the form :
y 0 + ay = 0

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where a is a real constant.

Proposition 3.
Solutions of the equation y 0 + ay = 0 are of the form y = ke−ax with k a real constant.

Proof :
We have already seen that the functions f dened by f (x) = ke−ax are solutions of this equation.
Thus it suces to prove that there are only those functions.
Let's consider f a solution of y 0 + ay = 0 and g be a function such that g(x) = f (x)eax .
Knowing that f is a solution of y 0 + ay = 0, let's dertermine g and let's deduce f .

Example 9.
Solve the dierential equation : 2y 0 − 3y = 0.

4.2 Equations with a right-side

4.2.1 Dénition
Denition 4.
A rst order linear dierential equation with constant coecients is of the form :

y 0 + ay = b(x)

where a is a constant and b a continuous function from I to R.

4.2.2 Solving (E)

As we know the solution of the homogeneous equation associated, it sucies to nd a particular
solution for the dierential equation. We will focus on particular cases for the right-side.
The right-side is a product of polynomial and exponential functions Let m ∈ R, P
be a polynomial function of degree n ∈ N and (E) : y 0 + ay = P (x)emx .
Thus a particular solution of (E) is of the form yp = h(x)Q(x)emx where Q is a polynomial
function of degree n and :
1. If m 6= −a, then h(x) = 1.
2. If m = −a, then h(x) = x.

Example 10.
Solve the equation :
2y 0 + 3y = 2x + 1
Example 11. In physics
In physics, we will have to solve : y 0 + ay = K with K a real constant and a 6= 0. Let's prove
that the particular solution is a constant let's deduce solutions of the above equation.

The right-side is a product of a linear combination of sine, cosine and exponential

functions Let α, β, ω, m be four real numbers and (E) : y0 + ay = (α cos(ωx) + β sin(ωx))emx .
Then a particular solution of (E) is of the form yp = (A cos(ωx) + B sin(ωx))emx .

Example 12.
Solve the dierential equation y 0 + 4y = cos(2x).

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4.3 Equations with initials values - Cauchy's problem

Proposition 4.
Let x0 ∈ I and y0 ∈ R. There exists a unique solution f of the equation (E) : y 0 + ay = b,
satisfying the initial value f (x0 ) = y0 .
Example 13.
5
Solutions of the y 0 + 2y = 5 are of the form : y = ke−2x +
2
Find the solution satisfying f (1) = 2.

4.4 Problems leading to a rst order dierential equation in physics

1
ˆ In Electronics : y 0 + y = E(t) where τ > 0 is a homogeneous constant at a time and E(t)
τ
is the input signal , for example a voltage provided by a generator .
dm
ˆ In Chemistery : = −km, weight of a reactant in a chemical reaction
dt
dT
ˆ In Thermodynamics : = −k(T − T0 ). K temperature of a body immersed in a medium
dt
according to Newton's law.
Example 14.
Solve the above equations.(We will take E(t) = cos t + sin t)

5 Second order linear dierential equation with constant

coecients
5.1 Homogeneous dierential equation
Denition 5.
A Second order homogeneous linear dierential equation with constant coecients is of the
form
(H) : ay 00 + by 0 + cy = 0
with a, b et c three real constants and a 6= 0.
Proposition 5.
Let's consider (H) the equation : (H) : ay 00 + by 0 + cy = 0.
Let's form the characteristic polynomial associated to (H), and nd its roots, we this get
the characteristic equation (EC) : ar2 + br + c = 0.
We denote ∆ = b2 − 4ac its discriminant.
The general solution is described by three cases :
1. If ∆ > 0, (EC) has two distinct real roots α and β , thus general solutions of (H) are
f (x) = Aeαx + Beβx with A and B two real constants.
2. If ∆ = 0, (EC) has one real rootα, so the general solutions of (H) are f (x) = (Ax + B)eαx
where A and B are two real constants.
3. If ∆ < 0, (EC) has two complex conjugate roots α + iβ , and α − iβ so the general solutions
of (H) are f (x) = eαx (A cos (βx) + B sin (βx)) where A and B are two real constants.

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Example 15.
Find a particular solution for those equations :
1. y 00 − 5y 0 + 10y = 0
2. y 00 − 4y 0 + 4y = 0
3. y 00 − y 0 − 2y = 0

5.2 Equations with right-side

5.2.1 Denition
Denition 6.
A second order linear dierential equation (E) with constant coecients is of the form :

ay 00 + by 0 + cy = d(x)

où a, b and c are three real constants, a 6= 0 and d is a continuous function from an interval I
to R.

5.2.2 Solving (E)

As we know the solution of the homogeneous equation associated, it sucies to nd a particular
solution for the dierential equation. We will focus on particular cases for the right-side.
The right-side is a product of polynomial and exponential functions
Let m ∈ R, P be a polynomial function of degree n ∈ N and (E) : ay 00 + by 0 + cy = P (x)emx
with a 6= 0.
Then a particular solution of (E) is of the form yp = h(x)Q(x)emx with Q a polynomial function
of degree n and :
1. If m is not a solution of (EC), then h(x) = 1.
2. If m is a root of (EC) and ∆ 6= 0 ( m is a single root of (EC)), then h(x) = x.
3. If m is a root of (EC) and ∆ = 0 (m is a double or repeated root of (EC)), then h(x) = x2 .

Example 16.
Find a particular solution for the equations :
1. y 00 + y 0 − 2y = (x + 1)

The right-side is a product of a linear combination fo sine, cosine and exponential

functions Let α, β, ω, m be four reals and (E) : ay00 + by0 + cy = (α cos(ωx) + β sin(ωx))emx .
Then a particular solution of (E) is of the shpae yp = h(x)(A cos(ωx) + B sin(ωx))emx and :
1. If m + iω is not a root of (EC) then h(x) = 1.
2. If m + iω is a root of E , then h(x) = x.

Example 17.
Solve the following equations :
1. y 00 + y = cos x
2. y 00 + y 0 − 2y = sin(2x)

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5.3 Cauchy's Problem, initail values problem

Proposition 6.
Let x0 , y0 , x1 , y1 ∈ R. There exists a unique solution f of the equation
(E) : ay 00 + by 0 + cy = d(x), satisfying initial values f (x0 ) = y0 and f 0 (x1 ) = y1 .

Example 18.
1 1
Solutions of the equation y 00 + 3y 0 + 2y = x + 1 are of the form : y = Ae−x + Be−2x + x −
2 4
Find the solution satisfying f (0) = 1 and f 0 (0) = 2

Remark 1.
La solution f of a second order homogeneous dierential equation has two constants, thus it
sucies to have two initial values to compute those constants. Those conditions may concern
f and f 0 , or we may have two conditions on f .

Example 19.
Let's consider an innite length of bar which is embedded in a wall. It is considered that the
wall has a temperature θM above ambient air temperature θA . It is assumed that the stabilized
d2 θ
temperature θ to x distance of the wall satises the dierential equation 2
− m2 θ = −m2 θA ,
dx
with m a positive constant.
Let's express θ with the previous data.

5.4 Problems leading to a dierential equation of second order in

physics
d2 U dU
ˆ In Electronics : RLC network : LC 2
+ RC + U = UO sin(ωt)
dt dt
dy d2 y
ˆ In Mechanics : Restoring force of a spring : −mg − ky − K =m 2
dt dt

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Exercises
Exercise 1.
Among those equations, nd the linear equations ?

1. 2yy 0 + 3 = t 3. tẋ + 3t2 = ln t

dx
2. x2 y 0 + ex yy 0 = sin 5x 4. x + 5x = 3t
dt
Exercise 2.
Solve the following equations :

1. −2y 0 + 5y = x2 − x + 3 3. −2x + ẋ = cos(3t) + 2 sin(3t)

dz dq
2. 3 = 5z + sin t 4. t + et + q =
dt dt
Exercise 3.
Sketch the integral curves Cn of the functions fn solutions of
y 0 − y = 0 and satisfying fn (0) = n for all n ∈ Z.

Exercise 4.

Let's consider a vertical cylindrical tube containing a liquid and rotating quickly about its axis
with a constant angular speed ω . Our goal is to determine the curve (C).
Let (C) be the curve, which is the intersection of a surface and a plane containing the symmetry
axis of the tube. The origin is on the symmetry axis of the tube (see picture)
Let M (x; y) be a point on the surface of mass m. There exists two forces on M
ˆ its weight P = mg , which is vertical ;
ˆ the centrifugal force mω 2 x, which is horizontal.
The rotational speed is constant, the liquid surface is stable, and therefore the resultant F of
the two previous forces, is perpendicular to the plane tangent to the curve in M.
1. Justify that α = θ

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dy mω 2 x
2. Justify that : tan(α) = et tan(θ) = .
dx mg
3. Determine the dierential (E) checked by y .
4. Solve (E).
5. Numerical computation : ω = 10rad/s, g = 10m/s2
Ray tube : 10−2 m
the liquid height, before rotation : 10−1 m
Knowing that
the volume of the solid begotten by the rotation around the y-axis of (C) delimited by
5π −8
(C),the x-axis, the y-axis and by the straight line of equation x=10−2 , is equal to 10
2
and that the volume keeps constant,
let's determine the solution of (E).

Exercise 5.
Solve those dierential equations :
1. 9y 00 + 12y 0 + 4y = 0
2. y 00 + y 0 − 2y = 0
3. y 00 + y 0 + 2y = 0

Exercise 6.
1. Find a second order linear dirential equation with constant coecents having e2x and ex
as solutions.
2. Find a second order linear dirential equation with constant coecents having ex and xex
as solutions.
3. Find a second order linear dirential equation with constant coecents having 1 and x as
solutions.
4. Find a second order linear dirential equation with constant coecents having cos 3x and
sin 3x as solutions.
5. Find a second order linear dirential equation with constant coecents having e2x cos x
and e2x sin x as solutions.

Exercise 7.
Finf the general solution of the following second order linear dierential equations
1.
(a) y 00 + 2y 0 + 5y = 5x2 + x + 1
(b) Find the solution f satisfying f (0) = 2 and f 0 (0) = 1.
2. y 00 + 4y = cos 2x
3. y 00 − 3y 0 + 2y = 3x + sin x

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Exercice 8 : the free oscillator

1 Introduction
We thus call the physical devices leading to a homogeneous linear dierential equation of order
2. Here are two examples :
1. Consider a mass m suspended from a spring of stiness k . If the mass is
displaced from its equilibrium position (in the vertical direction), its motion
is governed by the dierential equation

mẍ + cẋ + kx = 0 (1)

, where c is a damping coecient (due for example to friction).

2. When a capacitor of capacitance C in an inductor L and resistance R is discharged, its
d2 q dq q
charge q(t) satises the dierential equation L 2 + R + = 0.
dt dt C
In the following we will study the behavior of the solutions by taking the example of the
pendulum.

2 Temporal study of the homogenuous equation

2.1 undamped oscillations : c = 0
1. Solve (1) with c = 0.
2. Writing the y solution with a single term, describe the temporal response. Is this case
observable in practice ?

2.2 damped Oscillations : c > 0

Depending on the sign of the discriminant of the characteristic equation we can distinguish 3
cases

2.2.1 Low damping : 0 < c2 < 4mk

1. Solve (1) in that case
2. Is the mouvement perdiodic ?
3. Is there a pendulum oscillation ? If so, what can we say about their amplitudes ?
4. Give the sketch of some solutions with x(0) = x0 by varying ẋ(0) = v0

2.2.2 High damping : c2 > 4mk

1. Solve (1) in that case
2. What is known of the sign of the solutions of the characteristic equation ? (indication : we
will look at their product and their sum)

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3. Is there a pendulum oscillation ?

4. can the pendulum pass through its position of balance ?
5. Study the curve in the following two cases : x0 (0) = 0 and x0 (0) = −4 considering both :m =
1, c = 5, k = 6 and x(0) = 1.

2.2.3 critical damping : c2 = 4mk

1. Solve (1) in that case
2. can the pendulum pass through its position of balance ?
3. Give the sketch of some solutions with x(0) = x0 by varying ẋ(0) = v0
In some electronic circuits, the values of the components are calculated so that the device
exhibits this type of operation.

3 Forced Oscillation
Consider a mechanical oscillator on which a variable force f (t), or a resistance-capacitance-
inductance circuit fed by a variable voltage generator E(t) is actuated. The response x(t) to
the excitationis the solution of a dierential equation

mẍ + cẋ + kx = b(t) (2)

We put in the frequent case of a second member of the form E cos αt (avec E a positive constant)
Unamortized case : Solve rthe complete equation in the non-amortized case by distinguishing
k
2 cases. We will take ω =
m
1. α 6= ±ω
(a) Solve the complete equation with the initial conditions x(0) = 0 and ẋ(0) = 0.
   
p+q p−q
(b) Using the formula cos p − cos q = −2 sin sin Write that solution has a
2 2
product. If we consider the case α close to ω a beat phenomenon happens. Indeed we
have then |α − ω| small and α + ω big. Considering the periods of the 2 sine of the product
give the appearance of the curve solution.
2. α = ±ω
(a) Solve the complete equation with the initial conditions x(0) = 0 and ẋ(0) = 0.
(b) Describe and give the look of the curve solution. In this case it is said that the excitation
causes the resonance of the oscillator.
The elds where resonance occurs are innumerable : child swing, but also acoustic resonances of
musical instruments, resonance of tides, orbital resonance in astronomy, resonance of the basilar
membrane in the hearing phenomenon, resonances in circuits electronics and nally : all systems,
assemblies, mechanical parts are subjected to the phenomenon of resonance. Abstract systems
are also subject to resonances : one can, for example, mention the dynamics of populations. In
the eld of civil engineering, this phenomenon can be observed mainly in pedestrian footbridges
subjected to military marches, for example, or, more generally, in structures subjected to an
earthquake.

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In 1850, a troop crossing in close order the bridge of the Basse-Chaine, bridge suspended on the
Maine in Angers, provoked the rupture of the bridge by resonance and the death of 226 soldiers.
However, the military regulations already prohibited walking on a bridge, which suggests that
this phenomenon was known before.

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