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3 Homogeneous Linear Equations with Constant Coefficients

Consider the homogeneous linear second order DE with constant coefficients (1) ay′′ + by′ + cy = 0 where a, b and c are constants.

**Try a solution of the form y = e mx , m ∈ R
**

1

Substitute y = e

mx

,

′ = me mx , y

′′ = m 2 e mx y

**into equation (1). Equation (1) becomes : + bme
**

2 mx

am e

mx 2

2 mx

+ ce

mx

=0

e

mx

**(am + bm + c) = 0 ≠ 0 for real values of x (2)
**

2

but e

∴

am + bm + c = 0

The equation am 2 + bm + c = 0

(2)

is known as the auxiliary equation

(or characteristic equation) whereby

**m is the root of the quadratic equation (2).
**

3

Note:

mx

y = e is a solution to equation (1) if and only if m satisfies the auxiliary equation (2)

The solution of (1) is obtained directly from the roots of the auxiliary equation (2).

4

Auxiliary equation:

am m = −b± b 2 − 4 ac 2a

2

+ bm + c = 0

Since the auxiliary equation is quadratic and has real coefficients, then it has two roots which may be:

**1) real and distinct 2) real but repeated 3) complex conjugates
**

5

Distinct Real Roots

The auxiliary equation has 2 unequal roots,

− b + b 2 − 4ac − b − b 2 − 4ac , m2 = m1 = 2a 2a

m 1x m 2x

The two solutions are

y1 = e and

y2 = e

Hence, the general solution is:

y = c1 y1 + c 2 y 2

or

y = c1 e

m1 x

+ c2e

m2 x

6

Repeated Real Roots

am 2 + bm + c = 0 (2)

− b ± b 2 − 4ac m= 2a The DE has only one root if b 2 − 4ac = 0 b ∴ m1 = − 2a The two roots of (2) are real but repeated, b ie : m1 = m2 = − 2a

so, y1 = e m1x .

7

To find a second solution, y2 ,needed for a fundamental set of solution, we use the formula of reduction or order, such that

y2 = xe

m1x

Hence, the general solution of the homogeneous linear second order DE, (eqn (1)), with repeated real roots is:

y = c1 y1 + c2 y2

or

y = c1e

m1 x

+ c1 xe

m1x

8

Conjugate Complex Roots

am 2 + bm + c = 0

**− b ± b 2 − 4ac m= , 2a − b + − (4ac − b 2 ) 2a 4ac − b 2 4a
**

2

if b 2 − 4ac < 0, the roots are complex. , m2 = , − b − − (4ac − b 2 ) 2a −b = −i 2a 4ac − b 2 4a 2

m1 =

−b = +i 2a

−b 4ac − b 2 let α = and β = 2a 4a 2 hence m1 = α + iβ and m2 = α − iβ

9

So, the general solution of a homogeneous linear second order DE (eqn (1))with complex conjugate roots is:

y = c1 y1 + c 2 y 2 = c1e m1 x + c 2 e m 2 x = c1e

( α + iβ ) x

+ c2e

( α − iβ ) x

(*)

Using Euler’s formula, equation (*) becomes:

or

y = c1e αx cos βx + c2 e αx sin βx

y = e αx (c1 cos βx + c2 sin βx)

10

Higher-Order Equations

nth-order homogeneous linear DE with constant coefficients:

an y ( n ) + an−1 y ( n−1) + ... + a2 y′′ + a1 y′ + a0 y = 0

where ai are constants, i = 0,1,2,.., n.

**The corresponding auxiliary equation is:
**

an m n + an−1m n−1 + ... + a2 m 2 + a1m + a0 = 0

11

Consider the case when the nth degree equation has:

Real and Distinct Roots

m1 ≠ m2 ≠ ... ≠ mn

The nth linearly independent solutions are:

y1 = e m1x , y2 = e m2 x , ...., yn = e mn x

General solution:

m1 x

y = c1 y1 + c2 y2 + .. + cn yn + c2 e

m2 x

= c1e

+ .. + cn e

mn x

12

Repeated Real Roots

m1 = m2 = ... = mn

**The n linearly independent solutions are:
**

m1x

y1 = e

n −1 m1 x

, y2 = xe

m1x

, y3 = x e

2 m1 x

....,

yn = x e

m1 x

General Solution : + c2 xe

m1 x

y = c1e

+ c3 x e

2 m1 x

+ .... + cn x e x

13

n −1 m1

Repeated Complex Roots

Consider an example of an 8th-order homogeneous linear DE with constant coefficients. Suppose, from its corresponding 8th degree auxiliary equation, there exist 4 complex roots which are all equal to α + iβ , then there are another 4 roots which are all equal to α − iβ .

14

Roots

Corresponding Solutions

m1 = α + iβ → → → → → → → →

y1 = eαx cos βx y2 = xeαx cos βx y3 = x 2 eαx cos βx y4 = x 3eαx cos βx y5 = eαx sin βx y6 = xeαx sin βx y7 = x 2eαx sin βx y8 = x 3eαx sin βx

15

m2 = α + iβ

m3 = α + iβ

m4 = α + iβ

m5 = α − iβ

m6 = α − iβ

m7 = α − iβ

m8 = α − iβ

**Then, the general solution is:
**

+ c4 x 3eαx cos βx + c5eαx sin βx + c6 xeαx sin βx + c7 x e sin βx + c8 x e sin βx

2 αx 3 αx

y = c1eαx cos βx + c2 xeαx cos βx + c3 x 2eαx cos βx

16

Note:

An n-degree auxiliary equation will always result in n number of roots. eg. A 7-degree auxiliary equation has 7 roots. The roots of an auxiliary equation of degree greater than two can occur in many combinations. eg. A fifth degree equation could have 5 distinct real roots, or it could have a combination of 3 distinct real and 2 complex roots, and so on.

Reference: A First Course in Differential Equations with Modelling Application (8th Ed) Dennis G. Zill, Brooks/Cole Publishing Company Zill,

17

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