Homogeneous Linear Differential Equations with

Constant Coefficients

Any linear homogeneous differential equation with constant coefficients,

dn y dn−1 y dy
a0 n
+ a 1 n−1
+ · · · + an−1 + an y = 0 (1)
dx dx dx
may be written in the form
f (D)y = 0 (2)
where f(D) is a linear differential operator. As we saw in the previous lecture, if m is any
root of the algebraic equation f (m) = 0, then

f (m) = 0 (3)

is called the auxilliary equation that is associated with equations (1) and (2).

Auxiliary Equations with Real and Distinct Roots

The auxiliary equation for (1) is of degree n. Let its roots be m1 , m2 , · · · , mn . If these
roots are all real and distinct, then the n solutions

y1 = c1 em1 x y2 = c2 em2 x ··· yn = cn emn x

are linearly independent, then the general solution of (1) can be written as

y = c1 em1 x + c2 em2 x + · · · + cn emn x

in which c1 , c2 , · · · , cn are arbitrary constants.

Auxiliary Equations with Repeated Roots

Supposed that in (1) the operator f (D) has repeated factors; that is, the auxiliary
equation f (m) = 0 has repeated roots. Then the method discussed before does not yield the
general solution. Let the auxiliary equation have three equal roots m1 = m2 = m3 = b. The
corresponding part of the solution yielded by the method of the previous section is

y = c1 ebx + c2 ebx + c3 ebx = (c1 + c2 + c3 )ebx (4)

Now, (4) can be replaced with

y = c4 ebx
with c4 = c1 + c2 + c3 . Thus, corresponding to the three roots under consideration, this
method has yielded only the solution (5). The difficulty is present, of course, because the
three solutions corresponding to the roots m1 = m2 = m3 = b are not linearly independent.
The the operator f (D) must have a factor (D − b)n . We wish to find n linearly
independent y’s for which
(D − b)n y = 0 (5)
Turning to the properties of the differential operator and writing m = b, we find that

(D − b)n (xk ebx ) = 0 k = 0, 1, 2, . . . , (n − 1) (6)

The functions yk = xk eb x where k = 0, 1, 2, . . . , (n − 1) are linearly independent.

The general solution of equation (5) is

y = c1 ebx + c2 xebx + c3 x2 + · · · + cn xn−1 ebx (7)

Furthermore, if f (D) contains the factor (D − b)n , then equation (2) can be written

g(D)(D − b)n y = 0 (8)

where g(D) contains all the factors of f (D) except (D − b)n . Then any solution of equation
(5) is also a solution of (8) and hence of (1).

Now we are in a position to write the solution of equation (1) whenever the auxiliary
equation has only real roots. Each root of the auxiliary equation is either distinct from all
the other roots or it is one of a set of equal roots. Corresponding to a root mi distinct from
all others, there is the solution
yi = ci emi x (9)
and corresponding to n equal roots m1 = m2 = · · · = mn = b, there are the solutions

c1 ebx , c2 xebx , c3 x2 ebx , · · · , cn xn−1 ebx (10)

The collection of solutions (10) has the proper number of elements, a number equal to
the order of the differential equation, because there is one solution corresponding to each
root of the auxiliary equation. The solutions thus obtained can be proven to be linearly
independent.
Auxiliary Equations with Complex Roots

The Definition of ez for imaginary z

Since the auxiliary equation may have imaginary roots, we need now to lay down a
definition of ez for imaginary z. Let z = α + jβ with α and β real. Since it is desirable to
have the ordinary laws of exponents remain valid, it is wise to require that
eα+jβ = eα ejβ (11)
To eα , with α real, we will use the usual meaning. Now, for ejβ , β real. In calculus, we know
that for all real x ∞
X xn
ex = (12)
n=0
n!
If we put tentatively x = jβ in (12) as a definition of ejβ , we get
jβ j 2 β 2 j nβ n
ex = 1 +
+ + ··· + + ··· (13)
1! 2! n!
Separating the even powers of β from the odd powers of β in (13) yields
j 2β 2 j 4β 4 j 2k β 2k jβ j 3 β 3 j 2k+1 β 2k+1
ejβ = 1 + + + ··· + + ··· + + + ··· + + ··· (14)
2! 4! (2k)! 1! 3! (2k + 1)!
or ∞ ∞
jβ
X j 2k β 2k X j 2k+1 β 2k+1
e = + (15)
k=0
(2k)! k=0
(2k + 1)!
But the series on the right in (15) are precisely those for cos β and sin β. Hence we have
ejβ = cos β + j sin β (16)
Combining (16) with (11), we now put forward a reasonable definition of eα+jβ , namely,
eα+jβ = eα (cos β + j sin β) (17)

It is interesting and important that, with the definition (17), the function ez for the
complex z retains many of the properties possessed by the function ex for real x. Here we
need in particular to know that if
y = e(a+jb)x
with a, b, and x real, then it is a solution of
[D − (a + jb)]y = 0

The result desired follows at once by differentiation, with respect to x, of the function
y = eax (cos bx + j sin bx)
Imaginary Roots

Consider a differential equation f (D)y = 0 for which the auxiliary equation f (m) = 0
has real coefficients. From elementary algebra we know that if the auxiliary equation has
any imaginary roots, those roots must occur in conjugate pairs. Thus if,
m1 = a + jb
is a root of the equation f (m) = 0, with a and b real and b 6= 0, then
m2 = a − jb
is also a root of f (m) = 0.

It must be kept in mind that this result is a consequence of the reality of the coefficients
in the equation f (m) = 0. Imaginary roots do not necessarily appear in pairs in an algebraic
equation whose coefficients involve imaginaries.

We can now construct in usable from solutions of f (D)y = 0 corresponding to imaginary

roots of f (m) = 0. For, since f (m) is assumed to have real coefficients, any imaginary roots
appear in conjugate pairs
m1 = a + jb m2 = a − jb

Then, from the previous lectures,

y = c3 e(a+jb)x + c4 e(a−jb)x

Taking x to be real along with a and b, we get

y = c3 eax (cos bx + j sin bx) + c4 eax (cos bx − j sin bx)

Now y may be written as

y = (c3 + c4 )eax cos bx + j(c3 − c4 )eax sin bx

Finally, we can have c3 + c4 = c1 , and j(c3 − c4 ) = c2 , where c1 and c2 are new arbitrary
constants. Then, the linear equation
f (D)y = 0
with auxiliary equation f (m) = 0 whose roots are m = a ± jb, b 6= 0, have a general solution
y = eax (c1 cos bx + c2 sin bx) .
Case 1. Real and Distinct Roots
Example 1.

Solve the equation

(D3 + 2D2 − 8D)y = 0

Solution:
The auxilliary equation is

m3 + 2m2 − 8m = 0
m(m + 4)(m − 2) = 0

and its roots are m = 0, 2, −4. And the desired solution can be written as

y = c1 + c2 e2x + c3 e−4x

Example 2.

Solve the equation

(D2 − D − 6)y = 0

Solution:
The auxilliary equation is

m2 − m − 6 = 0
(m − 3)(m + 2) = 0

and its roots are m = −2, 3. And the desired solution can be written as

y = c1 e−2x + c2 e3x
Example 3.

Solve the equation

(D3 − 3D2 − D + 3)y = 0

Solution:
The auxilliary equation is

m3 − 3m2 − m + 3 = 0
(m + 1)(m − 1)(m − 3) = 0

and its roots are m = −1, 1, 3. And the desired solution can be written as

y = c1 e−x + c2 ex + c3 e3x

Example 4.

Solve the equation

(4D4 − 15D2 + 5D + 6)y = 0

Solution:
The auxiliary equation is

4m4 − 15m2 + 5m + 6 = 0
(m − 1)(m + 2)(2m + 1)(2m − 3) = 0

1 3
and its roots are m = −2, − , 1, . And the desired solution can be written as
2 2
1 3
y = c1 e−2x + c2 e− 2 x + c3 ex + c4 e 2 x
Example 5.

Solve the equation

(4D4 − 45D2 − 70D − 24)y = 0

Solution:
The auxiliary equation is

4m4 − 45m2 − 70m − 24 = 0

(m + 2)(2m + 3)(2m + 1)(m − 4) = 0

3 1
and its roots are m = −2, − , − , 4. And the desired solution can be written as
2 2
3 1
y = c1 e−2x + c2 e− 2 x + c3 e− 2 x + C4 e4x

Example 6.

Solve the equation

(10D3 + D2 − 7D + 2)y = 0

Solution:
The auxiliary equation is

10m3 + m2 − 7m + 2 = 0
(m + 1)(2m − 1)(5m − 2) = 0

1 2
and its roots are m = −1, , . And the desired solution can be written as
2 5
1 2
y = c1 e−x + c2 e 2 x + c3 e 5 x
Example 7.

Solve the equation

D3 − D2 − 4D + 4 y = 0

Solution:
The auxiliary equation is

m3 − m2 − 4m + 4 = 0
(m − 1)(m + 2)(m − 2) = 0

and its roots are m = −2, 1, 2. And the desired solution can be written as

y = c1 e−2x + c2 ex + c3 e2x

Example 8.

Solve the equation

(4D3 − 13D + 6)y = 0

Solution:
The auxiliary equation is

4m3 − 13m + 6 = 0
(m + 2)(2m − 1)(2m − 3) = 0

1 3
and its roots are m = −2, , . And the desired solution can be written as
2 2
1 3
y = c1 e−2x + c2 e 2 x + c3 e 2 x
Example 9.

Solve the equation

D3 − 5D − 2 y = 0

Solution:
The auxiliary equation is

m3 − 5m − 2 = 0
(m + 2)(m2 − 2m − 1) = 0

√ √
and its roots are m = −2, (1 − 2), (1 + 2). And the desired solution can be written as
√ √
y = c1 e−2x + c2 e(1− 2)x
+ c3 e(1+ 2)x

Example 10.

Solve the equation

(D3 + 2D2 − 8D)y = 0

Solution:
The auxiliary equation is

m3 + 2m2 − 8m = 0
m(m + 4)(m − 2) = 0

and its roots are m = 0, −4, 2, 0. And the desired solution can be written as

y = c1 + c2 e2x + c3 e−4x
Case 2. Real and Repeated Roots
Example 1.
Solve the equation
4D2 − 4D + 1 y = 0

Solution:
The auxiliary equation is
4m2 − 4m + 1 = 0
 2
1
m− =0
2

1 1
and its roots are m = , . And the desired solution can be written as
2 2
1
y = e 2 x (c1 + c2 x)
1 1
y = c1 e 2 x + c2 xe 2 x

Example 2.
Solve the equation
D2 + 6D + 9 y = 0

Solution:
The auxiliary equation is
m2 + 6m + 9 = 0
(m + 3)2 = 0

and its roots are m = −3, −3. And the desired solution can be written as
y = e−3x (c1 + c2 x)
y = c1 e−3x + c2 xe−3x
Example 3.
Solve the equation

D3 − 4D2 + 4D y = 0

Solution:
The auxiliary equation is

m3 − 4m2 + 4m = 0
m(m2 − 4m + 4) = 0
m(m − 2)2 = 0

and its roots are m = 0, 2, 2. And the desired solution can be written as

y = c1 + e2x (c2 + c3 x)
y = c1 + c2 e2x + c3 xe2x

Example 4.
Solve the equation

2D4 − 3D3 − 2D2 y = 0

Solution:
The auxiliary equation is

2m4 − 3m3 − 2m2 = 0

m2 (2m + 1)(m − 2) = 0

1
and its roots are m = 0, 0, − . And the desired solution can be written as
2
1
y = c1 + c2 x + c3 e− 2 x + c4 e2x
Example 5.

Solve the equation

D3 + 3D2 − 4 y = 0

Solution:
The auxiliary equation is

m3 + 3m2 − 4 = 0
(m − 1)(m + 2)2 = 0

and its roots are m = 1, −2, −2. And the desired solution can be written as

y = c1 ex + e−2x (c2 + c3 x)
y = c1 ex + c2 e−2x + c3 xe−2x

Example 6.

Solve the equation

D5 − 16D3 y = 0

Solution:
The auxiliary equation is

m5 − 16m3 = 0
m3 (m2 − 16) = 0

and its roots are m = 0, 0, 0, −4, 4. And the desired solution can be written as

y = c1 + c2 x + c3 x2 + c4 e−4x + c5 e4x
Example 7.
Solve the equation

4D4 + 4D3 − 3D2 − 2D + 1 y = 0

Solution:
The auxiliary equation is

4m4 + 4m3 − 3m2 − 2m + 1 = 0

(m + 1)2 (2m + 1)2 = 0

1 1
and its roots are m = −1, −1, , . And the desired solution can be written as
2 2
1
y = e−x (c1 + c2 x) + e 2 x (c3 + c4 x)
1 1
y = c1 e−x + c2 xe−x + c3 e 2 x + c4 xe 2 x

Example 8.
Solve the equation

D4 + 3D3 − 6D2 − 28D − 24 y = 0

Solution:
The auxiliary equation is

m4 + 3m3 − 6m2 − 28m − 24 = 0

(m − 3)(m + 2)3 = 0

and its roots are m = −2, −2, −2, 3. And the desired solution can be written as

y = e−2x (c1 + c2 x + c3 x2 ) + c4 e3x

y = c1 e−2x + c2 xe−2x + c3 x2 e−2x + c4 e3x
Example 9.
Solve the equation

4D5 − 23D3 − 33D2 − 17D − 3 y = 0

Solution:
The auxiliary equation is

4D5 − 23D3 − 33D2 − 17D − 3 = 0

(m − 3)(m + 1)2 (2m + 1)2 = 0

1 1
and its roots are m = 3, −1, −1, − , − . And the desired solution can be written as
2 2
1
y = c1 e3x + e−x (c2 + c3 x) + e− 2 x (c4 + c5 x)
1 1
y = c1 e3x + c2 e−x + c3 xe−x + c4 e− 2 x + c5 xe− 2 x

Example 10.
Solve the equation

D5 − 5D4 + 7D3 + D2 − 8D + 4 y = 0

Solution:
The auxiliary equation is

m5 − 5m4 + 7m3 + m2 − 8m + 4 = 0
(m + 1)(m − 1)2 (m − 2)2 = 0

and its roots are m = −1, 1, 1, 2, 2. And the desired solution can be written as

y = c1 e−x + ex (c2 + c3 x) + e2x (c4 + c5 x)

y = c1 e−x + c2 ex + c3 xex + c4 e2x + c5 xe2x
Case 3. Imaginary Roots
Example 1.

Solve the equation

D2 − 2D + 5 y = 0

Solution:
The auxiliary equation is

m2 − 2m + 5 = 0

and its roots are m = 1 ± j2. And the desired solution can be written as

y = ex (c1 cos 2x + c2 sin 2x)

Example 2.

Solve the equation

D2 − 2D + 2 y = 0

Solution:
The auxiliary equation is

m2 − 2m + 2 = 0

and its roots are m = 1 ± j. And the desired solution can be written as

y = ex (c1 cos x + c2 sin x)

Example 3.

Solve the equation

D2 + 9 y = 0

Solution:
The auxiliary equation is

m2 + 9 = 0

and its roots are m = ±j3. And the desired solution can be written as

y = (c1 cos 3x + c2 sin 3x)

Example 4.

Solve the equation

D2 + 6D + 13 y = 0

Solution:
The auxiliary equation is

m2 + 6m + 13 = 0

and its roots are m = −3 ± j2. And the desired solution can be written as

y = e−3x (c1 cos 2x + c2 sin 2x)

Example 5.

Solve the equation

D2 − 4D + 7 y = 0

Solution:
The auxiliary equation is

m2 − 4m + 7 = 0

√
and its roots are m = 2 ± j 3. And the desired solution can be written as
√ √
y = e2x (c1 cos 3x + c2 sin 3x)

Example 6.

Solve the equation

D3 + 2D2 + D + 2 y = 0

Solution:
The auxiliary equation is

m3 + 2m2 + m + 2 = 0
(m + 2)(m2 + 1) = 0

and its roots are m = −2, ±j. And the desired solution can be written as

y = e−2x (c1 cos x + c2 sin x)

Example 7.

Solve the equation

D4 + 2D3 + 10D2 y = 0

Solution:
The auxiliary equation is

m4 + 2m3 + 10m2 = 0
m2 (m2 + 2m + 10) = 0

√
and its roots are m = 0, 0, −1 ± j 3. And the desired solution can be written as
√ √
y = c1 + c2 x + e−x (c3 cos 3x + c4 sin 3x)

Example 8.

Solve the equation

D3 + 8 y = 0

Solution:
The auxiliary equation is

m3 + 8 = 0
(m + 2)(m2 − 2m + 4) = 0
√
and its roots are m = −2, 1 ± j 3. And the desired solution can be written as

y = c1 e−2x + e−x (c2 cos 3x + c3 sin 3x)

Example 9.

Solve the equation

2D3 − D2 + 36D − 18 y = 0

Solution:
The auxiliary equation is

2m3 − m2 + 36m − 18 = 0
(2m − 1)(m2 + 18) = 0

1 √
and its roots are m = , ±j3 2. And the desired solution can be written as
2
1 √ √
y = c1 e 2 x + c2 cos 3 2x + c3 sin 3 2x

Example 10.

Solve the equation

D2 D2 + 4 D3 − 27 y = 0

Solution:
The auxilliary equation is

m2 m2 + 4 m3 − 27 = 0

m2 m2 + 4 m − 3 m2 + 3m + 9 = 0

√
−3 ± 3i 3
and its roots are m = 0, 0, 3, ±2i, . And the desired solution can be written as
2
  √   √ 
3 3 3 3 3
y = c1 + c2 x + c3 e3x + c4 cos 2x + c5 sin 2x + e− 2 x c6 cos x + c7 sin x
3 3
Case 4. Repeated Imaginary Roots
Example 1.
Solve the equation

2
D2 + 5 y = 0

Solution:
The auxiliary equation is
(m2 + 5)2 = 0
(m2 + 5)(m2 + 5) = 0

√ √
and its roots are m = ±j 5, ±j 5. And the desired solution can be written as
√ √ √ √
y = c1 cos 5x + c2 sin 5x + c3 x cos 5x + c4 x sin 5x
√ √
y = (c1 + c3 x) cos 5x + (c2 + c4 x) sin 5x

Example 2.
Solve the equation
D4 + 18D2 + 81 y = 0

Solution:
The auxiliary equation is
m4 + 18m2 + 81 = 0
(m2 + 9)2 = 0

and its roots are m = ±j3, ±j3. And the desired solution can be written as
y = c1 cos 3x + c2 sin 3x + c3 x cos 3x + c4 x sin 3x
y = (c1 + c3 x) cos 3x + (c2 + c4 x) sin 3x
Example 3.
Solve the equation

D4 + 2D2 + 1 y = 0

Solution:
The auxiliary equation is

m4 + 2m2 + 1 = 0
(m2 + 1)2 = 0

and its roots are m = ±j, ±j. And the desired solution can be written as

y = C1 cos x + C2 sin x + C3 x cos x + C4 x sin x

y = (C1 + C3 x) cos x + (C2 + C4 x) sin x

Example 4.
Solve the equation

D4 + 13D2 + 36 y = 0

Solution:
The auxiliary equation is

m4 + 13m2 + 36 = 0
(m2 + 6)2 = 0

√ √
and its roots are m = ±j 6, ±j 6. And the desired solution can be written as
√ √ √ √
y = c1 cos ( 6x) + c2 sin ( 6x) + c3 x cos ( 6x) + c4 x sin ( 6x)
√ √
y = (c1 + c3 x) cos ( 6x) + (c2 + c4 x) sin ( 6x)
Example 5.
Solve the equation
D6 + 9D4 + 24D2 + 16 y = 0

Solution:
The auxiliary equation is
m6 + 9m4 + 24m2 + 16 = 0
(m2 + 1)(m2 + 4)2 = 0

and its roots are m = ±j, ±j2, ±j2. And the desired solution can be written as
y = c1 cos x + c2 sin x + c3 cos 2x + c4 sin 2x + c5 x cos 2x + c6 x sin 2x
y = c1 cos x + c2 sin x + (c3 + c5 x) cos 2x + (c4 + c6 x) sin 2x

Example 6.
Solve the equation
D7 + 9D5 + 24D3 + 16D y = 0

Solution:
The auxiliary equation is
m7 + 9m5 + 24m3 + 16m = 0
m(m2 + 1)(m2 + 4)2 = 0

and its roots are m = 0, ±j, ±j2, ±j2. And the desired solution can be written as
y = c0 + c1 cos x + c2 sin x + c3 cos 2x + c4 sin 2x + c5 x cos 2x + c6 x sin 2x
y = c0 + c1 cos x + c2 sin x + (c3 + c5 x) cos 2x + (c4 + c6 x) sin 2x
Example 7.

Solve the equation

D6 + 3D4 + 3D2 + 1 y = 0

Solution:
The auxiliary equation is

m6 + m4 + 3m2 + 1 = 0
(m2 + 1)3 = 0

and its roots are m = ±j, ±j, ±j. And the desired solution can be written as

y = (c1 cos x + c2 sin x) + (c3 x cos x + c4 x sin x) + (c5 x2 cos x + c6 x2 sin x)

y = (c1 + c3 x + c5 x2 ) sin x + (c2 + c4 x + c6 x2 ) cos x

Example 8.

Solve the equation

D − 1 D4 − 9 y = 0

Solution:
The auxiliary equation is

(m − 1)(m4 − 9) = 0
(m − 1)(m2 + 3)(m2 − 3) = 0

√ √
and its roots are m = 1, ± 3, ±j 3. And the desired solution can be written as
√
y = c1 ex + e 3x
(c2 + c3 x) + (c4 cos 3x + c5 sin 3x)
Example 9.

Solve the equation

D3 − 8 D4 − 4D2 y = 0

Solution:
The auxiliary equation is

(m3 − 8)(m4 − 4m2 ) = 0

(m − 2)(m2 + 2m + 4)m2 (m2 − 4) = 0

√
and its roots are m = 0, 0, 2, 2, −2, −1 ± j 3. And the desired solution can be written as
√ √ 
y = c1 + c2 x + e2x (c3 + c4 x) + c5 e−2x + e−x c6 cos ( 3x) + c7 sin ( 3x)

√ √
y = c1 + c2 x + c3 e2x + c4 xe2x + c5 e−2x + c6 e−x cos ( 3x) + c7 e−x sin ( 3x)

Example 10.

Solve the equation

D5 − D2 D2 + 10D − 40 y = 0

Solution:
The auxiliary equation is

(m5 − m2 )(m2 + 10m − 40) = 0

m2 (m3 − 1)(m2 + 10m − 40) = 0
m2 (m − 1)(m2 + m + 1)(m2 + 10m − 40) = 0

√
1±j 3 √
and its roots are m = 0, 0, 1, − , −5 ± 65. And the desired solution can be written
2
as
√ √
 √   √ 
x (−5+ 65)x (−5− 65)x − 12 x 3 3
y = c1 + c2 x + c3 e + c4 e + c5 e +e c6 cos x + c7 sin x
2 2