Chapter 5

Linear Equations with

Constant Coefficients

5.1 Introduction
applications (particularly in
Linear equations occur so frequently ainsomewhat detailed treatment
Mathematical Physics) as to call for
which we propose to do.
equation of -th order is
The general form of a linear
d-y dy + Pay=Q (5.1.1)
d"y + P
dæn
dan-1 + P2 dzn-2 +tn-1da
and Q are constants or functions of (but do
where P, P2,...,P, chapter, however, we shall assume that
In the present articles 5.2,
not contain y).
coefficients P:B.... P, are constants. Further in supposed
the simpler equations where Q is
5.3 and 5.4 we shall consider
to be 0.

5.2 Equations of First Order:

the Simplest Case
(5.1.1) let us take n= 1and Q=0. We then obtain
In
dy + Py = 0. (5.2.1)
dr

variables we easily get y = Ae-he, where A is an

Separating the
arbitrary constant.
151
 An Introduction to
Dif erential
152

5.3 Equationsof Second Order Equatio,

becones
we taken =2andQ =0,equation (5.1.1)
If
dy + P dy + P2y = 0.
da
that y= Apmz , where
(531,
The solution of equation (5.2.l) suggests
this
(5.3.1). With value of y.
mis a constant, may satisfy
(5.3.1) reduces to equation
Aem" (m'+ Pm + P) =0.
Thus, if m is a root of
m + Pm + P = 0, (5.3:2)
y= Aemt is a solution of equation (5.3.1), whatever may be the valye
of A.
Let the equation (5.3.2) have two distinct real roots a and B. Then
we have two solutions of equation (5.3.1), namely
y= Ae and y = Be where A and B are arbitrary constants.
Now, if we substitute y= Aer + Be5r in the left side of
(5.3.1), we shall obtain equation
Aeat (a' + Pa+ P) + Be (B +
PB+ P)
which is obviously 0as a and ß are the
roots of equation (5.3.2).
Thus, y = Aet + Bet is a
solution of equation (5.3.2) and since it
contains two independent arbitrary
it as the general
solution or completeconstants A and B, we may regard
We shall call y = Aemt a primitive of equation (5.3.1).
the auriliary equation. trial solution and the equation (5.3.2) as
º Example 5.3.1 Solve: dy +3dy
dr2 da - 54y = 0.
Solution: We take y= Ae" a trial
solution. This land
Aemz (m + 3m - 54) = 0
which is satisfied by m = 6, -9.
Thegeneral solution is, therefore,
y= Aeit + Be-9z where Aand B are
arbitrary
COustants.
Chapter 5. Linear Equations with Constant Coefficients | 153

Two Special Cases

L When the anriiary equation has imaginary roots
When the auxiliary equation (5.3.2) has complex roots of the forrn
a+i8 and a- iß(a, ßreal), then the general solution
Aelo+i8)r + Bela-i9)z
er Aeid + Be-ißz]
= e {A(cos Br + isin B)+ B(cos Br - isin Br)}
= eE cos Br + F sin Ba],

writing E for A+ B and F for i(A B).

We note that E and F are arbitrary constants, just as A and B
are. E and Fneed not be imaginary; take, for example A = 1 +3i,
B= 1- 3i.

º Example 5.3.2 Solve: y 6

dy
da2 da + 13y = 0.

Solution: If the trial solution is taken as y= Aem, the auxiliary

equation becomes
m2 6m + 13 = 0

whose roots are 3 ± 2i.

The general solution may be written in the form:

y= Ae(3+21)z + Be(3-2i)r
(3.3.3)
or, in theform:

y=e(E cos 2r +F sin 2r) (5.3.4)

or, in the form:

y = Ce cos(2* - ), (5.3.5)
where E =Ccose and F=Csine.

Note 5.3.1 The students ue udvised to give the result either in the
Jorn (5.3.4) or in the fornn (5.3.5).
 154 | An Introduction to

II. Case of Equal Roots

Dif erential Equations Chapter

When the auxiliary equation has equal roots a 5.4

becomes anda, the
y=Aeet + Bet = (A + B)ear solution Themet
coefficier
Now A+ Bis really only a single arbitrary acquain
cannot be regarded as the most general solution. Constant.
We
(Art. 5.7) that the general solution in such a case will shall
it
be prove later
Hence standara
general
Let t
3y= (A + Br)e*,
A and B being arbitrary constants.
and supp
The
º Example 5.3.3 Solve: d'y + 4y = 0.
da2 dz

Solution: The trial solution is y = Aemt. Rule

The auxiliary equation is m²+4m +4 = 0 The gen
Hence the general solution is which gives m =-2,-2.

y=(A+ Br)e-2a where Ci

Rule
Thus, introducing the operators D for d¡d D for
equal, ea
cone to the following table: da2: we may is (C1 +C
the corre
so on.
Table II
Differential equation (D+ PD+ P2)y=0 Rule
Auxiliary equation m´ +t Pm+ P=0 i3, m2
sature of the rOots
of the auziliary
Condition on the
coefficients of the General solution of
eguation the differential equation
auriliary equation
Real and unequal P- 4P2 >0 y = Cie' C2en2
mË #m2
Real and equal P - 4P =0 Any
m) = n2 = a

Conjugate complex P - 4P <0

Rule
atiß y=e{A
or, = Re* cos Ba + Bsin Br} correspor
or, = Re*cos(Br + o)
sin(Øz + 0)
Chapter 5. Linear Equations with Constant Coefficients | 155

5.4 Equations of Orders higher

than the Second
The methods of article 5.3 apply to any linear
equation with constant
coeficients, the right-hand member being 0. The students should be
acquainted with problems which can be solved with the help of the
standard rules given below. The justification of the rules and the
general theory will be given in the next few articles.
Let the equation be

dy
dzn
+
Pt+Pn-1
and suppose that the trial solution be y = Aeme.
+ Pny = 0 (5.4.1)

The auxiliary equation (A.E.) is

m" + Pm +...+ Pp-1m +Pn =0. (5:4.2)
Rule I. Let m1,M2, M3,... ,Mn be n distinct real roots of (5.4.2).
The general solution is then
y = C1e+ C2e"2 4. . + Cne"n T,
where c, C2,.., Cn are arbitrary constants.
Rule II. If two roots m1 and m2 of the auxiliary equation are
equal, each equal to m, the corresponding part of the general solution
is (Ci + c2t) e , and if three roots m1,M2, M3 are each equal to m,
the corresponding part of the solution is (ci + czr + cga²) emi; and
sÑ on.
Rule III. If the A.E. has a pair of imaginary roots, say mË =at
2Q, my =a iß, the corresponding part of the general solution is
ea (c cos Br + c2 sin Br)
Or,
Cgeaz cos (Bz + ca)
or, Cse sin (Br + c6).
Any one of these forms may be used.
Rule IV. If a pair of imaginary roots at iß occurs twice, the
Corresponding part of the general solution is

e ((ci t c¢) cos Br + (cs + Csæ) sin Bz].

|For, (A + Br)ela+i8)z 4 (C+ Dæ)ela-i)" can be put in the said form.]
 Introduction to
An Differential
156 |
two real roots
be mand -nm, the Equationy
VRule V, Ifthe
Part of the
solution is
Cje"ma +Cye
cor esponding
sinh mæ) + C2(coshtmz - sinh ma)
c(cosh mr +
Or, sinh mx.
cosh me + cy
Or, C3
'y -3d'y + 4y = 0.
5.4.1Solve: dy3 da2
º Example
equation is
Solution: The auxiliary
m-3m' +4=0
+4) =0
or, (m + 1) (m² Am
- 2) =0
or, (m + 1)(m - 2)(m
whence, m = -1,2, 2.
is
the general solution
y= (c1 t c9z)e + Cge,
constants.
where cj , C2 and c3 are arbitrary

º Example 5.4.2 Solve:

d'y + a'y= 0.
da4

Solution: The auxiliary equation is m +a=0. This gives

1 1
m =
l+ia, ;l-i)a.
Hence the general solution is
y = Aealti)az + Be (l+i)az +Ceal-i)ar + De 1-ijat

cos +i sin
V2
+Be ar COS
-i sin + etc.
V2,
+C sinh COS

V2 +C4 sinh V2, S0n

Chapter 5. Linear Equations with Constant Coefficients | 157
d'y t8
Example 5.4.3 Solve: dat
da2 +16y = 0.

Solution: The auxiliary equation is m" +8'+16 = 0, or,(m' + 4) =

two pairs of imaginary roots +2i.
0which gives
the general solution is
= e(C1 + C2t) cos 2r + (Cy + Cac) sin 2z]
=(c + C2T) cos 2 + (C3 + Car) sin 2a.

Example 5.4.4 Solve: (D' - n) y = 0completely.

Now. if Dy =y =0 when T=0 and a =l, prove that
y= A(cOs TT cosh nz) + B(sin nz- sinh nz)
andcos nl cosh nl = 1. [C.H. 1994]

Solution: The auxiliary equation is m' - n = 0, hence m = n, -n,

tin.
General solution is y = C1ee 4t Cenz +A cos TIT + Bsin nz.

Second part.

Dy = nfyene - Coe-nt A sin nz + B cos nT.

Putting Dy = y=0when z = 0and z = l,

C1 + cz +A=0 and C1 - C2+ B= 0.

Also
+ Cge
-nl
+ Acosnl + B sin nl (5.4.3)
Cerl - n l Asin nl + B cos nl
Cge
1
Solving CË = -z(4+ B), =B- A).
y=-(A+ B)en* +
1
(B- A)e-nz + Acos nr+ Bsin nr
2
- e -e n) + Acos nz + Bsin n°
2
(enz +e ne) 2
sinh næ),
= A(cos nI cosh nz) + B(sin nT
sinh z.
Since et +e-z = 2cosh and e -e- = 2
158 )
and c in (5.4.3) and simplifying
Also putting c;
cosh nl) + B(sin nl - sinh nl)
A(cos nl- n/-cosh n/)
nl) + B(cos 0
A(- sin nl - sinh
we have cOs nlcoshnl = 1.
Eliminating A, B

Examples V(A)
Solve:

1. +y=0.
dr? de

2
d'y 6 +11" -6y =0.
drs du2 da

3
d'y =m'y.
dr4

4
d'y + y-;! -6y =0.
da3 dz2 da

5.
d'y dz? da
+y= 0.
da4 da'

6. d'y -y =0.
dr4

7.
d'y +8Y-8 4y = 0.
d¡4 da3 da? da

13y
8
d'y + 26 + 82 dy +104y =0.
dg5 da3 da

dy -2for z =,T.
9 +y= 0, given y =2for t =0and y=
da?
d'a and
10. +2 = 0, given that when t= 0,z=0 dt
dt2 dt
belN
do 0:9l
t =/C.H.
1W
11. g8 = 0, given that 8 = a and = 0, when
dt2 + dt
positive.
=lpo
0 at
12, If +pV = 0 and V = V% at æ = 0 and V=
that V = Vo sin p(l- z)/sinpl.
Chapter 5. Linear Equations with Constant Coefficients | 159
d'a du
13. If + 4z = 0 and r= 3,
dt2 dt = 8 at t=0; find z in terms of t.
What is the maximum value of r?
14. L9 +=0, given that,
dt

Q=Q0 and dQ =0 when t = 0 and that CR' < 4L.

dt

(The charge Q of a condenser haing capacity C, discharged in a

circuit of resistance R and self-inductance L satisfies this equation.]
d's ds
15. m +k t cs = 0, given that k < 4mc.
dt
Also find the solution when k is so smallthat k²/mc is negigible.
(The equation is the equation of motion of a particle of mass m,
attracted towards a fixed point in its line of motion by a force of
c times its distance from that point, and damped by a frictional
resi_tance of k times its velocity.]
16. Solve: (D' - n)y = 0 completely.
Now, if Dy =y = 0 when z=0and z =l, prove that
y =c1(cos na cosh nr)+ c2(sin na-sinh n°)
and cos nl cosh nl = 1, [C.H. 1994|

Answers

1. y= e+ coe.
2. y= cËe + ce + cge
3. y= C1e+ Coe + C3 COS Tma + c4 SIn mI.
-3T
4. y= C1e + c2e + cge

5. y=e + cza) cos+(Cs + c4z) sin

0. y= C1 COS T + c2 sin z + c3 Cosh z t c4 Sinh z.

7. y=e (c1 + coz) sin z+ e (Cs + C T) cos z.

Þ. y= c1e cos (z + c)+ Cge cos (2 + c4) + Cse.

9. y = 2(cos z - sin z).