4.

2 Second-Order
Homogeneous DE with Constant
Coefficients
Introduction
• We will solve homogeneous linear de
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 1
whose coefficients 𝑎 and 𝑏 are constant
• Important application in mechanical and electrical vibrations
Solution of Second-Order Homogeneous DE
with Constant Coefficients
• To solve (1), 𝒚′′ + 𝒂𝒚′ + 𝒃𝒚 = 𝟎, remember that a first-order linear de 𝑦 ′
+ 𝑘𝑦 = 0 with constant coefficient 𝑘 has an
exponential function as solution, 𝑦 = 𝑒 −𝑘𝑥
• This gives us the idea to try as a solution of (1) the function
𝑦 = 𝑒 𝜆𝑥 2
• Substituting (2) and the derivatives
𝑦 ′ = 𝜆𝑒 𝜆𝑥 𝑎𝑛𝑑 𝑦 ′′ = 𝜆2 𝑒 𝜆𝑥
into our equation (1), we obtain
(𝜆2 + 𝑎𝜆 + 𝑏)𝑒 𝜆𝑥 = 0
• Hence (2) is a solution of (1) if 𝜆 is a solution of the quadratic equation
𝜆2 + 𝑎𝜆 + 𝑏 = 0 3
• This equation is called the characteristic equation (or auxiliary equation) of (1). Its roots are
1 1
𝜆1 = −𝑎 + 𝑎2 − 4𝑏 , 𝜆2 = −𝑎 − 𝑎2 − 4𝑏 (4)
2 2
• Our derivation shows that the functions
𝒚𝟏 = 𝒆𝝀𝟏 𝒙 and 𝒚𝟐 = 𝒆𝝀𝟐 𝒙 (5)
are solutions of (1). You can check this by substituting (5) into (1)
Case I: Two Distinct Real Roots
The curve agrees with the
initial condition 𝑦 0 = 4
(means y is 4 at x=0) and
𝑦 ′ 0 = −5 (means the
slope at x=0 is -5).
Case II. Real Double Root 𝜆 = −𝑎Τ2
Since 𝑦1 = 𝑒 −𝑎𝑥Τ2 ,
therefore
′
2𝑦1′ = 2 𝑒 −𝑎𝑥Τ2
= −𝑎𝑒 −𝑎𝑥Τ2 = −𝑎𝑦1
Reference
• Kreyszig, E. Advanced Engineering Mathematics, 8th Edition. Wiley,
India (2007).