2.1.56 Problem 56
Internal
problem
ID
[10042]
Book
:
Own
collection
of
miscellaneous
problems
Section
:
section
1.0
Problem
number
:
56
Date
solved
:
Monday, December 08, 2025 at 07:11:25 PM
CAS
classification
:
[[_2nd_order, _quadrature]]
2.1.56.1 second order ode quadrature
0.039 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Entering second order ode quadrature solverIntegrating once gives \[ y^{\prime }= \int f \left (t \right )d t + c_1 \]
Integrating again gives
\[ y= \int \left (\int f \left (t \right )d t\right ) \,dt + c_1 x + c_2 \]
Summary of solutions found
\begin{align*}
y &= \int \int f \left (t \right )d t d t +c_1 t +c_2 \\
\end{align*}
2.1.56.2 second order linear constant coeff
0.194 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Entering second order linear constant coefficient ode solverThis is second order non-homogeneous
ODE. In standard form the ODE is \[ A y''(t) + B y'(t) + C y(t) = f(t) \]
Where \(A=1, B=0, C=0, f(t)=f \left (t \right )\). Let the solution be \[ y = y_h + y_p \]
Where \(y_h\) is the solution to the
homogeneous ODE \begin{align*} A y''(t) + B y'(t) + C y(t) &= 0 \end{align*}
And \(y_p\) is a particular solution to the non-homogeneous ODE
\begin{align*} A y''(t) + B y'(t) + C y(t) &= f(t) \end{align*}
Where \(y_h\) is the solution to
\[
y^{\prime \prime } = 0
\]
This is second order with constant coefficients homogeneous ODE. In standard form the
ODE is
\[ A y''(t) + B y'(t) + C y(t) = 0 \]
Where in the above \(A=1, B=0, C=0\). Let the solution be \(y=e^{\lambda t}\). Substituting this into the ODE
gives \[ \lambda ^{2} {\mathrm e}^{t \lambda } = 0 \tag {1} \]
Since exponential function is never zero, then dividing Eq(2) throughout by \(e^{\lambda t}\)
gives \[ \lambda ^{2} = 0 \tag {2} \]
Equation (2) is the characteristic equation of the ODE. Its roots determine the
general solution form.Using the quadratic formula \[ \lambda _{1,2} = \frac {-B}{2 A} \pm \frac {1}{2 A} \sqrt {B^2 - 4 A C} \]
Substituting \(A=1, B=0, C=0\) into the above gives
\begin{align*} \lambda _{1,2} &= \frac {0}{(2) \left (1\right )} \pm \frac {1}{(2) \left (1\right )} \sqrt {\left (0\right )^2 - (4) \left (1\right )\left (0\right )}\\ &= 0 \end{align*}
Hence this is the case of a double root \(\lambda _{1,2} = 0\). Therefore the solution is
\[ y= c_1 1 + c_2 t \tag {1} \]
Therefore the homogeneous
solution \(y_h\) is \[
y_h = c_2 t +c_1
\]
The particular solution \(y_p\) can be found using either the method of undetermined
coefficients, or the method of variation of parameters. The method of variation of parameters will
be used as it is more general and can be used when the coefficients of the ODE depend on \(t\) as
well. Let \begin{equation}
\tag{1} y_p(t) = u_1 y_1 + u_2 y_2
\end{equation}
Where \(u_1,u_2\) to be determined, and \(y_1,y_2\) are the two basis solutions (the two linearly
independent solutions of the homogeneous ODE) found earlier when solving the homogeneous
ODE as \begin{align*}
y_1 &= 1 \\
y_2 &= t \\
\end{align*}
In the Variation of parameters \(u_1,u_2\) are found using \begin{align*}
\tag{2} u_1 &= -\int \frac {y_2 f(t)}{a W(t)} \\
\tag{3} u_2 &= \int \frac {y_1 f(t)}{a W(t)} \\
\end{align*}
Where \(W(t)\) is the Wronskian and \(a\) is
the coefficient in front of \(y''\) in the given ODE. The Wronskian is given by \(W= \begin {vmatrix} y_1 & y_{2} \\ y_{1}^{\prime } & y_{2}^{\prime } \end {vmatrix} \). Hence \[ W = \begin {vmatrix} 1 & t \\ \frac {d}{dt}\left (1\right ) & \frac {d}{dt}\left (t\right ) \end {vmatrix} \]
Which gives \[ W = \begin {vmatrix} 1 & t \\ 0 & 1 \end {vmatrix} \]
Therefore \[
W = \left (1\right )\left (1\right ) - \left (t\right )\left (0\right )
\]
Which simplifies to \[
W = 1
\]
Which simplifies to \[
W = 1
\]
Therefore Eq. (2)
becomes \[
u_1 = -\int \frac {t f \left (t \right )}{1}\,dt
\]
Which simplifies to \[
u_1 = - \int t f \left (t \right )d t
\]
Hence \[
u_1 = -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha
\]
And Eq. (3) becomes \[
u_2 = \int \frac {f \left (t \right )}{1}\,dt
\]
Which simplifies to \[
u_2 = \int f \left (t \right )d t
\]
Hence \[
u_2 = \int _{0}^{t}f \left (\alpha \right )d \alpha
\]
Therefore the particular solution, from equation (1) is \[
y_p(t) = -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha
\]
Therefore the general solution is
\begin{align*}
y &= y_h + y_p \\
&= \left (c_2 t +c_1\right ) + \left (-\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha \right ) \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha +c_2 t +c_1 \\
\end{align*}
2.1.56.3 second order linear exact ode
0.199 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Entering second order linear exact ode solverAn ode of the form \begin{align*} p \left (t \right ) y^{\prime \prime }+q \left (t \right ) y^{\prime }+r \left (t \right ) y&=s \left (t \right ) \end{align*}
is exact if
\begin{align*} p''(t) - q'(t) + r(t) &= 0 \tag {1} \end{align*}
For the given ode we have
\begin{align*} p(x) &= 1\\ q(x) &= 0\\ r(x) &= 0\\ s(x) &= f \left (t \right ) \end{align*}
Hence
\begin{align*} p''(x) &= 0\\ q'(x) &= 0 \end{align*}
Therefore (1) becomes
\begin{align*} 0- \left (0\right ) + \left (0\right )&=0 \end{align*}
Hence the ode is exact. Since we now know the ode is exact, it can be written as
\begin{align*} \left (p \left (t \right ) y^{\prime }+\left (q \left (t \right )-p^{\prime }\left (t \right )\right ) y\right )' &= s(x) \end{align*}
Integrating gives
\begin{align*} p \left (t \right ) y^{\prime }+\left (q \left (t \right )-p^{\prime }\left (t \right )\right ) y&=\int {s \left (t \right )\, dt} \end{align*}
Substituting the above values for \(p,q,r,s\) gives
\begin{align*} y^{\prime }&=\int {f \left (t \right )\, dt} \end{align*}
We now have a first order ode to solve which is
\begin{align*} y^{\prime } = \int f \left (t \right )d t +c_1 \end{align*}
Entering first order ode quadrature solverSince the ode has the form \(y^{\prime }=f(t)\), then we only need to
integrate \(f(t)\).
\begin{align*} \int {dy} &= \int {\int f \left (t \right )d t +c_1\, dt}\\ y &= \int \left (\int f \left (t \right )d t +c_1 \right )d t + c_2 \end{align*}
\begin{align*} y&= \int \left (\int f \left (t \right )d t +c_1 \right )d t +c_2 \end{align*}
Summary of solutions found
\begin{align*}
y &= \int \left (\int f \left (t \right )d t +c_1 \right )d t +c_2 \\
\end{align*}
2.1.56.4 second order ode missing y
1.121 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Entering second order ode missing \(y\) solverThis is second order ode with missing dependent
variable \(y\). Let \begin{align*} u(t) &= y^{\prime } \end{align*}
Then
\begin{align*} u'(t) &= y^{\prime \prime } \end{align*}
Hence the ode becomes
\begin{align*} u^{\prime }\left (t \right )-f \left (t \right ) = 0 \end{align*}
Which is now solved for \(u(t)\) as first order ode.
Entering first order ode quadrature solverSince the ode has the form \(u^{\prime }\left (t \right )=f(t)\), then we only need to
integrate \(f(t)\).
\begin{align*} \int {du} &= \int {f \left (t \right )\, dt}\\ u \left (t \right ) &= \int f \left (t \right )d t + c_1 \end{align*}
\begin{align*} u \left (t \right )&= \int f \left (t \right )d t +c_1 \end{align*}
In summary, these are the solution found for \(y\)
\begin{align*}
u \left (t \right ) &= \int f \left (t \right )d t +c_1 \\
\end{align*}
For solution \(u \left (t \right ) = \int f \left (t \right )d t +c_1\), since \(u=y^{\prime }\) then we now have a new first
order ode to solve which is \begin{align*} y^{\prime } = \int f \left (t \right )d t +c_1 \end{align*}
Entering first order ode quadrature solverSince the ode has the form \(y^{\prime }=f(t)\), then we only need to
integrate \(f(t)\).
\begin{align*} \int {dy} &= \int {\int f \left (t \right )d t +c_1\, dt}\\ y &= \int \left (\int f \left (t \right )d t +c_1 \right )d t + c_2 \end{align*}
\begin{align*} y&= \int \left (\int f \left (t \right )d t +c_1 \right )d t +c_2 \end{align*}
In summary, these are the solution found for \((y)\)
\begin{align*}
y &= \int \left (\int f \left (t \right )d t +c_1 \right )d t +c_2 \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= \int \left (\int f \left (t \right )d t +c_1 \right )d t +c_2 \\
\end{align*}
2.1.56.5 second order kovacic
0.172 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Entering kovacic solverWriting the ode as \begin{align*} y^{\prime \prime } &= 0 \tag {1} \\ A y^{\prime \prime } + B y^{\prime } + C y &= 0 \tag {2} \end{align*}
Comparing (1) and (2) shows that
\begin{align*} A &= 1 \\ B &= 0\tag {3} \\ C &= 0 \end{align*}
Applying the Liouville transformation on the dependent variable gives
\begin{align*} z(t) &= y e^{\int \frac {B}{2 A} \,dt} \end{align*}
Then (2) becomes
\begin{align*} z''(t) = r z(t)\tag {4} \end{align*}
Where \(r\) is given by
\begin{align*} r &= \frac {s}{t}\tag {5} \\ &= \frac {2 A B' - 2 B A' + B^2 - 4 A C}{4 A^2} \end{align*}
Substituting the values of \(A,B,C\) from (3) in the above and simplifying gives
\begin{align*} r &= \frac {0}{1}\tag {6} \end{align*}
Comparing the above to (5) shows that
\begin{align*} s &= 0\\ t &= 1 \end{align*}
Therefore eq. (4) becomes
\begin{align*} z''(t) &= 0 \tag {7} \end{align*}
Equation (7) is now solved. After finding \(z(t)\) then \(y\) is found using the inverse transformation
\begin{align*} y &= z \left (t \right ) e^{-\int \frac {B}{2 A} \,dt} \end{align*}
The first step is to determine the case of Kovacic algorithm this ode belongs to. There are 3 cases
depending on the order of poles of \(r\) and the order of \(r\) at \(\infty \). The following table summarizes these
cases.
| | |
| Case |
Allowed pole order for \(r\) |
Allowed value for \(\mathcal {O}(\infty )\) |
| | |
| 1 |
\(\left \{ 0,1,2,4,6,8,\cdots \right \} \) |
\(\left \{ \cdots ,-6,-4,-2,0,2,3,4,5,6,\cdots \right \} \) |
| | |
|
2
|
Need to have at least one pole
that is either order \(2\) or odd order
greater than \(2\). Any other pole order
is allowed as long as the above
condition is satisfied. Hence the
following set of pole orders are all
allowed. \(\{1,2\}\),\(\{1,3\}\),\(\{2\}\),\(\{3\}\),\(\{3,4\}\),\(\{1,2,5\}\). |
no condition |
| | |
| 3 |
\(\left \{ 1,2\right \} \) |
\(\left \{ 2,3,4,5,6,7,\cdots \right \} \) |
| | |
Table 2.22: Necessary conditions for each Kovacic case
The order of \(r\) at \(\infty \) is the degree of \(t\) minus the degree of \(s\). Therefore
\begin{align*} O\left (\infty \right ) &= \text {deg}(t) - \text {deg}(s) \\ &= 0 - -\infty \\ &= \infty \end{align*}
There are no poles in \(r\). Therefore the set of poles \(\Gamma \) is empty. Since there is no odd order pole
larger than \(2\) and the order at \(\infty \) is \(infinity\) then the necessary conditions for case one are met. Therefore
\begin{align*} L &= [1] \end{align*}
Since \(r = 0\) is not a function of \(t\), then there is no need run Kovacic algorithm to obtain a
solution for transformed ode \(z''=r z\) as one solution is
\[ z_1(t) = 1 \]
Using the above, the solution for the
original ode can now be found. The first solution to the original ode in \(y\) is found from
\[
y_1 = z_1 e^{ \int -\frac {1}{2} \frac {B}{A} \,dt}
\]
Since \(B=0\) then the above reduces to
\begin{align*}
y_1 &= z_1 \\
&= 1 \\
\end{align*}
Which simplifies to \[
y_1 = 1
\]
The second solution \(y_2\) to the original ode is
found using reduction of order \[ y_2 = y_1 \int \frac { e^{\int -\frac {B}{A} \,dt}}{y_1^2} \,dt \]
Since \(B=0\) then the above becomes \begin{align*}
y_2 &= y_1 \int \frac {1}{y_1^2} \,dt \\
&= 1\int \frac {1}{1} \,dt \\
&= 1\left (t\right ) \\
\end{align*}
Therefore the solution
is
\begin{align*}
y &= c_1 y_1 + c_2 y_2 \\
&= c_1 \left (1\right ) + c_2 \left (1\left (t\right )\right ) \\
\end{align*}
This is second order nonhomogeneous ODE. Let the solution be \[
y = y_h + y_p
\]
Where \(y_h\) is the solution to the
homogeneous ODE \[
A y''(t) + B y'(t) + C y(t) = 0
\]
And \(y_p\) is a particular solution to the nonhomogeneous ODE \[
A y''(t) + B y'(t) + C y(t) = f(t)
\]
\(y_h\) is the solution
to \[
y^{\prime \prime } = 0
\]
The homogeneous solution is found using the Kovacic algorithm which results in \[
y_h = c_2 t +c_1
\]
The
particular solution \(y_p\) can be found using either the method of undetermined coefficients, or the
method of variation of parameters. The method of variation of parameters will be used as it is
more general and can be used when the coefficients of the ODE depend on \(t\) as well. Let \begin{equation}
\tag{1} y_p(t) = u_1 y_1 + u_2 y_2
\end{equation}
Where
\(u_1,u_2\) to be determined, and \(y_1,y_2\) are the two basis solutions (the two linearly independent
solutions of the homogeneous ODE) found earlier when solving the homogeneous ODE as \begin{align*}
y_1 &= 1 \\
y_2 &= t \\
\end{align*}
In the Variation of parameters \(u_1,u_2\) are found using \begin{align*}
\tag{2} u_1 &= -\int \frac {y_2 f(t)}{a W(t)} \\
\tag{3} u_2 &= \int \frac {y_1 f(t)}{a W(t)} \\
\end{align*}
Where \(W(t)\) is the Wronskian and \(a\) is
the coefficient in front of \(y''\) in the given ODE. The Wronskian is given by \(W= \begin {vmatrix} y_1 & y_{2} \\ y_{1}^{\prime } & y_{2}^{\prime } \end {vmatrix} \). Hence \[ W = \begin {vmatrix} 1 & t \\ \frac {d}{dt}\left (1\right ) & \frac {d}{dt}\left (t\right ) \end {vmatrix} \]
Which gives \[ W = \begin {vmatrix} 1 & t \\ 0 & 1 \end {vmatrix} \]
Therefore \[
W = \left (1\right )\left (1\right ) - \left (t\right )\left (0\right )
\]
Which simplifies to \[
W = 1
\]
Which simplifies to \[
W = 1
\]
Therefore Eq. (2)
becomes \[
u_1 = -\int \frac {t f \left (t \right )}{1}\,dt
\]
Which simplifies to \[
u_1 = - \int t f \left (t \right )d t
\]
Hence \[
u_1 = -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha
\]
And Eq. (3) becomes \[
u_2 = \int \frac {f \left (t \right )}{1}\,dt
\]
Which simplifies to \[
u_2 = \int f \left (t \right )d t
\]
Hence \[
u_2 = \int _{0}^{t}f \left (\alpha \right )d \alpha
\]
Therefore the particular solution, from equation (1) is \[
y_p(t) = -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha
\]
Therefore the general solution is
\begin{align*}
y &= y_h + y_p \\
&= \left (c_2 t +c_1\right ) + \left (-\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha \right ) \\
\end{align*}
Summary of solutions found
\begin{align*}
y &= -\int _{0}^{t}\alpha f \left (\alpha \right )d \alpha +t \int _{0}^{t}f \left (\alpha \right )d \alpha +c_2 t +c_1 \\
\end{align*}
1.339 (sec)
\begin{align*}
y^{\prime \prime }&=f \left (t \right ) \\
\end{align*}
Applying change of variable \(t = \arccos \left (\tau \right )\) to the above ode results in the following new ode
\[
\left (-\tau ^{2}+1\right ) \left (\frac {d^{2}}{d \tau ^{2}}y \left (\tau \right )\right )-\left (\frac {d}{d \tau }y \left (\tau \right )\right ) \tau = f \left (\tau \right )
\]
Which is now
solved for \(y \left (\tau \right )\). Entering second order ode missing \(y\) solverThis is second order ode with missing
dependent variable \(y \left (\tau \right )\). Let \begin{align*} u(\tau ) &= \frac {d}{d \tau }y \left (\tau \right ) \end{align*}
Then
\begin{align*} u'(\tau ) &= \frac {d^{2}}{d \tau ^{2}}y \left (\tau \right ) \end{align*}
Hence the ode becomes
\begin{align*} \left (-\tau ^{2}+1\right ) \left (\frac {d}{d \tau }u \left (\tau \right )\right )-u \left (\tau \right ) \tau -f \left (\tau \right ) = 0 \end{align*}
Which is now solved for \(u(\tau )\) as first order ode.
Entering first order ode linear solverIn canonical form a linear first order is
\begin{align*} \frac {d}{d \tau }u \left (\tau \right ) + q(\tau )u \left (\tau \right ) &= p(\tau ) \end{align*}
Comparing the above to the given ode shows that
\begin{align*} q(\tau ) &=\frac {\tau }{\tau ^{2}-1}\\ p(\tau ) &=-\frac {f \left (\tau \right )}{\tau ^{2}-1} \end{align*}
The integrating factor \(\mu \) is
\begin{align*} \mu &= e^{\int {q\,d\tau }}\\ &= {\mathrm e}^{\int \frac {\tau }{\tau ^{2}-1}d \tau }\\ &= \sqrt {\tau ^{2}-1} \end{align*}
The ode becomes
\begin{align*}
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}\tau }}\left ( \mu u\right ) &= \mu p \\
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}\tau }}\left ( \mu u\right ) &= \left (\mu \right ) \left (-\frac {f \left (\tau \right )}{\tau ^{2}-1}\right ) \\
\frac {\mathop {\mathrm {d}}}{ \mathop {\mathrm {d}\tau }} \left (u \sqrt {\tau ^{2}-1}\right ) &= \left (\sqrt {\tau ^{2}-1}\right ) \left (-\frac {f \left (\tau \right )}{\tau ^{2}-1}\right ) \\
\mathrm {d} \left (u \sqrt {\tau ^{2}-1}\right ) &= \left (-\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}\right )\, \mathrm {d} \tau \\
\end{align*}
Integrating gives \begin{align*} u \sqrt {\tau ^{2}-1}&= \int {-\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}} \,d\tau } \\ &=\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau + c_1 \end{align*}
Dividing throughout by the integrating factor \(\sqrt {\tau ^{2}-1}\) gives the final solution
\[ u \left (\tau \right ) = \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}} \]
In summary, these are the
solution found for \(y \left (\tau \right )\) \begin{align*}
u \left (\tau \right ) &= \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}} \\
\end{align*}
For solution \(u \left (\tau \right ) = \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}}\), since \(u=\frac {d}{d \tau }y \left (\tau \right )\) then we now have a new first order ode to solve which is
\begin{align*} \frac {d}{d \tau }y \left (\tau \right ) = \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}} \end{align*}
Entering first order ode quadrature solverSince the ode has the form \(\frac {d}{d \tau }y \left (\tau \right )=f(\tau )\), then we only need to
integrate \(f(\tau )\).
\begin{align*} \int {dy} &= \int {\frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}}\, d\tau }\\ y \left (\tau \right ) &= \int \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}}d \tau + c_2 \end{align*}
\begin{align*} y \left (\tau \right )&= \int \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}}d \tau +c_2 \end{align*}
In summary, these are the solution found for \((y \left (\tau \right ))\)
\begin{align*}
y \left (\tau \right ) &= \int \frac {\int -\frac {f \left (\tau \right )}{\sqrt {\tau ^{2}-1}}d \tau +c_1}{\sqrt {\tau ^{2}-1}}d \tau +c_2 \\
\end{align*}
Applying change of variable \(\tau = \cos \left (t \right )\) to the solutions
above gives \begin{align*}
y &= \int -\frac {\left (\int \frac {f \left (t \right ) \sin \left (t \right )}{\sqrt {\cos \left (t \right )^{2}-1}}d t +c_1 \right ) \sin \left (t \right )}{\sqrt {\cos \left (t \right )^{2}-1}}d t +c_2 \\
\end{align*}
2.1.56.7 ✓ Maple. Time used: 0.000 (sec). Leaf size: 15
ode:=diff(diff(y(t),t),t) = f(t);
dsolve(ode,y(t), singsol=all);
\[
y = \int \int f \left (t \right )d t d t +c_1 t +c_2
\]
Maple trace
Methods for second order ODEs:
--- Trying classification methods ---
trying a quadrature
<- quadrature successful
Maple step by step
\[ \begin {array}{lll} & {} & \textrm {Let's solve}\hspace {3pt} \\ {} & {} & \frac {d^{2}}{d t^{2}}y \left (t \right )=f \left (t \right ) \\ \bullet & {} & \textrm {Highest derivative means the order of the ODE is}\hspace {3pt} 2 \\ {} & {} & \frac {d^{2}}{d t^{2}}y \left (t \right ) \\ \bullet & {} & \textrm {Characteristic polynomial of homogeneous ODE}\hspace {3pt} \\ {} & {} & r^{2}=0 \\ \bullet & {} & \textrm {Use quadratic formula to solve for}\hspace {3pt} r \\ {} & {} & r =\frac {0\pm \left (\sqrt {0}\right )}{2} \\ \bullet & {} & \textrm {Roots of the characteristic polynomial}\hspace {3pt} \\ {} & {} & r =0 \\ \bullet & {} & \textrm {1st solution of the homogeneous ODE}\hspace {3pt} \\ {} & {} & y_{1}\left (t \right )=1 \\ \bullet & {} & \textrm {Repeated root, multiply}\hspace {3pt} y_{1}\left (t \right )\hspace {3pt}\textrm {by}\hspace {3pt} t \hspace {3pt}\textrm {to ensure linear independence}\hspace {3pt} \\ {} & {} & y_{2}\left (t \right )=t \\ \bullet & {} & \textrm {General solution of the ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=\mathit {C1} y_{1}\left (t \right )+\mathit {C2} y_{2}\left (t \right )+y_{p}\left (t \right ) \\ \bullet & {} & \textrm {Substitute in solutions of the homogeneous ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=\mathit {C1} +\mathit {C2} t +y_{p}\left (t \right ) \\ \square & {} & \textrm {Find a particular solution}\hspace {3pt} y_{p}\left (t \right )\hspace {3pt}\textrm {of the ODE}\hspace {3pt} \\ {} & \circ & \textrm {Use variation of parameters to find}\hspace {3pt} y_{p}\hspace {3pt}\textrm {here}\hspace {3pt} f \left (t \right )\hspace {3pt}\textrm {is the forcing function}\hspace {3pt} \\ {} & {} & \left [y_{p}\left (t \right )=-y_{1}\left (t \right ) \int \frac {y_{2}\left (t \right ) f \left (t \right )}{W \left (y_{1}\left (t \right ), y_{2}\left (t \right )\right )}d t +y_{2}\left (t \right ) \int \frac {y_{1}\left (t \right ) f \left (t \right )}{W \left (y_{1}\left (t \right ), y_{2}\left (t \right )\right )}d t , f \left (t \right )=f \left (t \right )\right ] \\ {} & \circ & \textrm {Wronskian of solutions of the homogeneous equation}\hspace {3pt} \\ {} & {} & W \left (y_{1}\left (t \right ), y_{2}\left (t \right )\right )=\left [\begin {array}{cc} 1 & t \\ 0 & 1 \end {array}\right ] \\ {} & \circ & \textrm {Compute Wronskian}\hspace {3pt} \\ {} & {} & W \left (y_{1}\left (t \right ), y_{2}\left (t \right )\right )=1 \\ {} & \circ & \textrm {Substitute functions into equation for}\hspace {3pt} y_{p}\left (t \right ) \\ {} & {} & y_{p}\left (t \right )=-\int t f \left (t \right )d t +t \int f \left (t \right )d t \\ {} & \circ & \textrm {Compute integrals}\hspace {3pt} \\ {} & {} & y_{p}\left (t \right )=-\int t f \left (t \right )d t +t \int f \left (t \right )d t \\ \bullet & {} & \textrm {Substitute particular solution into general solution to ODE}\hspace {3pt} \\ {} & {} & y \left (t \right )=\mathit {C1} +\mathit {C2} t -\int t f \left (t \right )d t +t \int f \left (t \right )d t \end {array} \]
2.1.56.8 ✓ Mathematica. Time used: 0.006 (sec). Leaf size: 30
ode=D[y[t],{t,2}]==f[t];
ic={};
DSolve[{ode,ic},y[t],t,IncludeSingularSolutions->True]
\begin{align*} y(t)&\to \int _1^t\int _1^{K[2]}f(K[1])dK[1]dK[2]+c_2 t+c_1 \end{align*}
2.1.56.9 ✓ Sympy. Time used: 0.184 (sec). Leaf size: 19
from sympy import *
t = symbols("t")
y = Function("y")
ode = Eq(-f(t) + Derivative(y(t), (t, 2)),0)
ics = {}
dsolve(ode,func=y(t),ics=ics)
\[
y{\left (t \right )} = C_{1} + t \left (C_{2} + \int f{\left (t \right )}\, dt\right ) - \int t f{\left (t \right )}\, dt
\]