Linear differential equations of order n with

constant coefficients.

April 1, 2019

1 Theoretical results
A homogenous linear differential equation of order n with constant coeffi-
cients has the form
(1.1) y (n) + a1 y (n−1) + . . . + an−1 y 0 + an y = 0
where a1 , a2 , . . . , an ∈ R. Denote by r1 , . . . , rn ∈ C the roots of the charac-
teristic equation
rn + a1 rn−1 + . . . + an−1 + an = 0.
The general solution of equation (1.1) is given by
y(x) = C1 y1 + C2 y2 + . . . + Cn yn
where y1 , . . . , yn are linear independent solutions of equation (1.1) and C1 , C2 , . . . Cn
are arbitrary real numbers. A simple real root r determines a solution
y(x) = erx . If r is a real root of order k, k ∈ N∗ , of the characteristic
equation then
erx , xerx , . . . , xk−1 erx
are linear independent solutions of the equation (1.1).
If r = α + iβ, α, β ∈ R, β 6= 0 is a root of order k of the characteristic
equation then
eαx cos βx, xeαx cos βx, . . . , xk−1 eαx cos βx; eαx sin βx, xeαx sin βx, . . . , xk−1 eαx sin βx
are linear independent solutions of equation (1.1).

1
2 Exercices
Ex. 1 Integrate the following differential equations:

a) y 00 − 3y 0 + 2y = 0;

b) y 000 − 3y 0 + 2y = 0;

c) y 00 + 2y 0 + 5y = 0;

d) y (4) + 2y 00 + 4 = 0;

e) y (8) + 8y (4) + 16y = 0;

f ) y (4) + 2y 000 + 3y 00 + 2y 0 + y = 0;

g) y (5) − 2y (4) − 16y 0 + 32y = 0;

h) y 6 − y 5 − 4y 4 + 2y 000 + 5y 00 − y 0 − 2y = 0;

i) y 5 + 4y 4 + 5y 000 − 6y 0 − 4y = 0.

3 Solutions
Solutie Ex. 1 a) The characteristic equation r2 − 3r + 2 = 0 has the
real, distinct roots, r1 = 1 and r2 = 2, consequently the solution of the
differential equation is

y(x) = C1 ex + C2 e2x , C1 , C2 ∈ R.

b) The characteristic equation r3 −3r+2 = 0 has the real roots, r1 = r2 =

1 and r2 = −2, consequently the solution of the differential equation is

y(x) = C1 ex + C2 xex + C3 e−2x , C1 , C2 , C3 ∈ R.

c) The characteristic equation r2 + 2r + 5 = 0 has the complex roots r1 =

−1 + 2i and r2 = −1 − 2i, consequently the solution of the differential
equation is

y(x) = C1 e−x cos 2x + C2 e−x sin 2x, C1 , C2 ∈ R.

2
d) The characteristic
√
equation
√
r4√+ 2r2 +
√
4 = 0 has √
the complex,
√
distinct
2 6 2 6 2 6
roots, r1 = 2 + i 2 , r2 = 2 − i 2 , r3 = − 2 + i 2 , and r4 =
√ √
2 6
− 2 −i 2 ,
consequently the solution of the equation is
√ √
√ √ √
√
 2
x − 2
x
 6  2
x − 2
x
 6
y(x) = C1 e 2 + C2 e 2 cos x+ C3 e 2 + C4 e 2 sin x.
2 2

e) The characteristic equation r8 + 8r4 + 16 = 0 has the complex roots,

r1 = 1 + i, r2 = 1 − i, r3 = −1 + i, and r4 = −1 − i, consequently the
solution of the equation is
y(x) = ex ((C1 + C2 x) cos x + (C3 + C4 x) sin x)
+ e−x ((C5 + C6 x) cos x + (C7 + C8 x) sin x) .

f ) The characteristic equation√

r4 + 2r3 + 3r2 + 2r + 1 √= 0 has the complex
roots r1 = r2 = − 21 + i 23 and r3 = r4 = − 12 − i 23 , consequently the
solution of the differential equation is
√ √
− 21 x 3 − 12 x 3
y(x) = e (C1 + C2 x) cos x+e (C3 + C4 x) sin x.
2 2

g) The characteristic equation is r5 − 2r4 − 16r + 32 = 0 or equivalently

r4 (r − 2) − 16(r − 2) = 0 ⇔ (r − 2)(r − 2)(r + 2)(r2 + 4) = 0.
The roots are r1 = r2 = 2; r3 = −2; r4 = 2i, r5 = −2i, which lead to
the general solution
y(x) = (C1 + C2 x)e2x + C3 e−2x + C4 cos 2x + C5 sin 2x.

h) The roots of the characteristic equation are r1 = r2 = 1, r3 = −r4 =

r5 = −1, r6 = 2 which lead to the general solution
y(x) = (C1 + C2 x)ex + (C3 + C4 x + x2 C5 )e−x + e2x .

i) The roots of the characteristic equation are r1 = 1, r2 = −1, r3 = −2,

r4 = −1 + i, r5 = −1 − i, which lead to the general solution
y(x) = C1 ex + C2 e−x + C3 e−2x + C4 e−x cos x + C5 e−x sin x.