Case 1: Homogeneous
\begin{aligned} ay'' + by' + cy &= 0\\\\ \text{Let } y &= e^{\lambda x}\\ y' &= \lambda e^{\lambda x}\\ y &= \lambda^2e^{\lambda x} \end{aligned}
\begin{aligned} \text{Therefore, the auxiliary equation is } a\lambda^2 + b\lambda + c = 0 \end{aligned}
Case 1a
\begin{aligned} b^2-4ac &> 0\;(\lambda = \lambda_1, \lambda = \lambda_2)\\ y &= C_1 e^{\lambda_1x} + C_2 e^{\lambda_2 x} \end{aligned}
Case 1b
\begin{aligned} b^2-4ac &= 0\;(\lambda = \lambda_1)\\ y &= (C_1x + C_2) e^{\lambda_1x} \end{aligned}
Case 1c
\begin{aligned} b^2-4ac &< 0\;(\lambda = p \pm iq)\\ y &= e^{px}(A\cos qx + B\sin qx) \end{aligned}
Case 2: Non Homogeneous
\begin{aligned} ay'' + by' + cy &= d(x)\text{, where }d(x) \ne 0\\\\ y &= y_c + y_p\\\\ y_c &= \text{complementary function that satisfies }d(x) = 0\\ y_p &= \text{particular integral}\\ \end{aligned}
To find yp, we make an educated guess using the method of undetermined coefficients. This works if d(x) is:
- Polynomial
- Exponential (i.e. Aekx, provided k is not a root of ay” + by’ + c = 0)
- Trigonometry (i.e. Asinkx + Bcoskx, provided ik is not a root of ay” + by’ + c = 0)
- Combination of polynomial, exponential, or trigonometry (provided d(x) does not contain part of yc)
Case 3: Euler Equation
\begin{aligned} ax^2y'' + bxy' + cy &= g(x)\\\\ \text{Let }&y = x^\lambda\\ \text{Solve }&a\lambda^2 + (b-a)\lambda + c = 0\\ \end{aligned}
Case 3a
\begin{aligned} b^2 - 4ac &> 0\\ y &= Ax^{\lambda_1} + Bx^{\lambda_2} \end{aligned}
Case 3b
\begin{aligned} b^2 - 4ac &= 0\\ y &= x^{\lambda}(A + B\ln x) \end{aligned}
Case 3c
\begin{aligned} b^2 - 4ac &< 0\\ \lambda &= \alpha + i\beta\\ y &= x^{\alpha}(A\cos(\beta\ln x) + B\sin(\beta\ln x)) \end{aligned}
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