M213 | DIFFERENTIAL EQUATIONS

LECTURE 13
HOMOGENOUS EQUATIONS WITH
CONSTANT COEFFICIENTS
13.1 Auxiliary Equation

Consider the equation:

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎0 𝑛
+ 𝑎1 𝑛−1
+ ⋯ + 𝑎𝑛−1 + 𝑎𝑛 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑎0 𝐷 𝑛 𝑦 + 𝑎1 𝐷 𝑛−1 𝑦+. . . +𝑎𝑛−1 𝐷𝑦 + 𝑎𝑛 𝑦 = 0

(𝑎0 𝐷 𝑛 + 𝑎1 𝐷 𝑛−1 +. . . +𝑎𝑛−1 𝐷 + 𝑎𝑛 )𝑦 = 0 → (1)

Where:
𝑎0, 𝑎1 , . . . , 𝑎𝑛 𝑎𝑟𝑒 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠

Suppose 𝑦 = 𝑒 𝑚𝑥 is a part solution of (1) then,

(𝑎0 𝐷 𝑛 + 𝑎1 𝐷 𝑛−1 +. . . +𝑎𝑛−1 𝐷 + 𝑎𝑛 ) 𝑒 𝑚𝑥 = 0

By performing the operators:

(𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 +. . . +𝑎𝑛−1 𝑚 + 𝑎𝑛 ) 𝑒 𝑚𝑥 = 0 → 𝑓 (𝑚)

For 𝑒 𝑚𝑥 to be a part solution of (1), 𝑓 (𝑚) = 0

That is,

𝑎0 𝑚𝑛 + 𝑎1 𝑚𝑛−1 +. . . +𝑎𝑛−1 𝑚 + 𝑎𝑛 = 0 → (2)

Relation (2) is called a characteristic of auxiliary equation. The rate of auxiliary

equation determines the general solutions of the differential equation as follows:

13.2 Case I: Roots are Real and Distinct

Suppose the roots are:

𝑚1 , 𝑚2 , 𝑎𝑛𝑑 𝑚3
𝑚1 ≠ 𝑚2 ≠ 𝑚3

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General Solution:
𝑦 = 𝐶1 𝑒 𝑚1 𝑥 + 𝐶2 𝑒 𝑚2 𝑥 + 𝐶3 𝑒 𝑚3 𝑥 + ⋯ + 𝐶𝑛 𝑒 𝑚𝑛 𝑥

Example:

𝑑2 𝑦 𝑑𝑦
1.) − 2 𝑑𝑥 − 3𝑦 = 0
𝑑𝑥 2

𝐷 2 𝑦 − 2𝐷𝑦 − 3𝑦 = 0
(𝐷 2 − 2𝐷 − 3)𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 2 − 2𝐷 − 3)𝑒 𝑚𝑥 = 0

(𝑚2 − 2𝑚 − 3)𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
𝑚2 − 2𝑚 − 3 = 0

(𝑚 − 3)(𝑚 + 1) = 0
𝑚 = 3 , 𝑚 = −1

𝑦 = 𝐶1 𝑒 3𝑥 + 𝐶2 𝑒 −𝑥

13.3 Case II: Roots are Real and Repeated

Support the roots are:

𝑚1 = 𝑚2 = 𝑚3

General Solution:
𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + ⋯ + 𝐶𝑛 𝑥 𝑛−1 )𝑒 𝑚𝑥

Examples:

𝑑2 𝑦 𝑑𝑦
1.) + 2 𝑑𝑥 + 𝑦 = 0
𝑑𝑥 2

𝐷 2 𝑦 + 2𝐷𝑦 + 𝑦 = 0
(𝐷 2 + 2𝐷 + 1)𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 2 + 2𝐷 + 1)𝑒 𝑚𝑥 = 0

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(𝑚2 + 2𝑚 + 1)𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
𝑚2 + 2𝑚 + 1 = 0

(𝑚 + 1)(𝑚 + 1) = 0
𝑚 = −1, −1

𝑦 = (𝐶1 + 𝐶2 𝑥 )𝑒 −𝑥

𝑑3 𝑦 𝑑2 𝑦 𝑑𝑦
2.) + 3 𝑑𝑥2 + 3 𝑑𝑥 + 𝑦 = 0
𝑑𝑥 3

𝐷 3 𝑦 + 3𝐷 2 𝑦 + 3𝐷𝑦 + 𝑦 = 0
(𝐷 3 + 3𝐷 2 + 3𝐷 + 1)𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 3 + 3𝐷 2 + 3𝐷 + 1)𝑒 𝑚𝑥 = 0

(𝑚3 + 3𝑚2 + 3𝑚 + 1)𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
𝑚3 + 3𝑚2 + 3𝑚 + 1 = 0

(𝑚 + 1)3 = 0
𝑚 = −1, −1, −1

𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )𝑒 −𝑥

3.) 𝑅𝑜𝑜𝑡𝑠: 0, 0, 0, 1, ±√3

𝑦 = (𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 )𝑒 (0)𝑥 + 𝐶4 𝑒 𝑥 + 𝐶5 𝑒 √3𝑥 + 𝐶6 𝑒 −√3𝑥

𝑦 = 𝐶1 + 𝐶2 𝑥 + 𝐶3 𝑥 2 + 𝐶4 𝑒 𝑥 + 𝐶5 𝑒 √3𝑥 + 𝐶6 𝑒 −√3𝑥

13.4 Case III: Roots are Imaginary and Distinct

Suppose the roots are:

𝑚1 = 𝑎 + 𝑏𝑖 𝑎𝑛𝑑 𝑚2 = 𝑎 − 𝑏𝑖
𝑚 = 𝑎 ± 𝑏𝑖

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General Solution:
𝑦 = 𝑒 𝑎𝑥 (𝐶1 cos 𝑏𝑥 + 𝐶2 sin 𝑏𝑥 )

Examples:

𝑑2 𝑦 𝑑𝑦
1.) + 6 𝑑𝑥 + 13𝑦 = 0
𝑑𝑥 2

𝐷 2 𝑦 + 6𝐷𝑦 + 13𝑦 = 0
(𝐷 2 + 6𝐷 + 13)𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 2 + 6𝐷 + 13)𝑒 𝑚𝑥 = 0

(𝑚2 + 6𝑚 + 13)𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
𝑚2 + 6𝑚 + 13 = 0

𝑚 = −3 ± 2𝑖

𝑦 = 𝑒 −3𝑥 (𝐶1 cos 2𝑥 + 𝐶2 sin 2𝑥 )

2.) Roots: 2 ± √2 𝑖

𝑦 = 𝑒 2𝑥 (𝐶1 cos √2 𝑥 + 𝐶2 sin √2 𝑥)

1
3.) Roots: ± 𝑖
4

1 1
𝑦 = (𝐶1 cos 4 𝑥 + 𝐶2 sin 4 𝑥)

13.5 Case IV: Roots are Imaginary and Repeated

Suppose 𝑚 = 𝑎 ± 𝑏𝑖 taken twice as a root

General Solution:

𝑦 = 𝑒 𝑎𝑥 [(𝐶1 + 𝐶2 𝑥 ) 𝑐𝑜𝑠 𝑏𝑥 + (𝐶3 + 𝐶4 𝑥 ) sin 𝑏𝑥 ]

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Examples:
2
𝑑2 𝑦 𝑑𝑦
1.) (𝑑𝑥2 − 2 𝑑𝑥 + 5𝑦) = 0

(𝐷 2 − 2𝐷 + 5)2 𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 2 − 2𝐷 + 5)2 𝑒 𝑚𝑥 = 0

(𝑚2 − 2𝑚 + 5)2 𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
(𝑚2 − 2𝑚 + 5)2 = 0

𝑚2 − 2𝑚 + 5 = 0
𝑚 = 1 ± 2𝑖 taken twice

𝑦 = 𝑒 𝑥 [(𝐶1 + 𝐶2 𝑥 ) cos 2𝑥 + (𝐶3 + 𝐶4 𝑥 ) sin 2𝑥 ]

𝑑6 𝑦 𝑑4 𝑦 𝑑2 𝑦
2.) + 9 𝑑𝑥4 + 24 𝑑𝑥2 + 16𝑦 = 0
𝑑𝑥 6

𝐷 6 𝑦 + 9𝐷 4 𝑦 + 24𝐷 2 𝑦 + 16𝑦 = 0
(𝐷 6 + 9𝐷 4 + 24𝐷 2 + 16) 𝑦 = 0

𝐿𝑒𝑡 𝑦 = 𝑒 𝑚𝑥 ,
(𝐷 6 + 9𝐷 4 + 24𝐷 2 + 16)𝑒 𝑚𝑥 = 0

(𝑚6 + 9𝑚4 + 24𝑚2 + 16)𝑒 𝑚𝑥 = 0

𝑓 (𝑚 ) = 0
𝑚6 + 9𝑚4 + 24𝑚2 + 16 = 0

𝐿𝑒𝑡 𝑚2 = 𝐴
𝐴3 + 9𝐴2 + 24𝐴 + 16 = 0

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1 9 24 16 ⌊−4 𝑚2 = −4 𝑚 = ± 2𝑖
−4 − 20 − 16
1 5 4 0 ⌊−4 𝑚2 = −4 𝑚 = ± 2𝑖
−4 − 4
1 1 0 ⌊−1 𝑚2 = −1 𝑚=±𝑖
−1
1 0

𝑦 = [(𝐶1 + 𝐶2 𝑥 ) cos 2𝑥 + (𝐶3 + 𝐶4 𝑥 ) sin 2𝑥 ] + (𝐶5 cos 𝑥 + 𝐶6 sin 𝑥 )

Reference

Rainville and Bedient, Elementary Differential Equations, Seventh Edition

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