Homogeneous Linear Differential

Equations
with Constant Coefficients
 Auxillary Equation
• Consider a second order equation
ay’’ + by’ + cy = 0
where a, b, and c are constants.
• If we try to find a solution of the form
y = emx, then after substitution of
y’ = memx and y’’ = m2emx, the equation
becomes
am2emx + bmemx + cemx = 0
 Auxillary Equation
• Solving am2emx + bmemx + cemx = 0,
emx(am2 + bm + c) = 0
• The quantity in parenthesis, a quadratic
equation, is called the auxiliary equation.
• This means that to find the solution y (see
previous slide), we must solve for m.
2
am  bm  c  0
2
 b  b  4ac
m
2a
 Auxillary Equation

There are three possible cases:

• m1  m2; distinct real roots
• m1 = m2; repeated real roots
• m1  m2; conjugate complex roots
 Case 1: Distinct Real Roots
For this case, we have
m1x m 2x
y1  e and y 2  e
And hence, y  y1  y 2
Or m1 x m 2x
y  c1e  c 2e
 Example
Find the general solution of

(D2 + D – 6) y = 0
Solution :
2
From ( D  D  6)y  0,
the auxiliary equation is
2
m m6 0
(m  3)(m  2)  0
m  3 | m  2
Hence,
 3x 2x
y  c1e  c 2e
Case 2: Real Repeated Roots
 Case 2: Real Repeated Roots
• Having two real, repeated roots means
2
am  bm  c  0
2
 b  b  4ac
m
2a
b
m  m1
2a
m1x
• Now, one solution is y1  e
 Case 2: Real Repeated Roots
Recall that
a2(x)y’’ + a1(x)y’ + a0(x)y = 0

can be written as
y” + P(x)y’ + Q(x)y = 0

where
P(x) = a1(x)/a2(x)
Q(x) = a0(x)/a2(x)
 Case 2: Real Repeated Roots
In our case, the coefficients are constants:
ay’’ + by’ + cy = 0

Thus,
y” + Py’ + Qy = 0

where
P = b/a
Q = c/a
 Case 2: Real Repeated Roots
Recall also that another solution y2 is

  P ( x )dx
e
y 2  y 1 ( x) 2
dx
y1 ( x)
 Case 2: Real Repeated Roots
  P ( x )dx
Hence, e
y 2  y 1 ( x) 2
dx
y1 ( x)
  ( 2m1 )dx
e

m1 x
 y2  e m1 x 2
dx
(e )
2 m1 x
e
 (em x )2 dx
m1 x
 y2  e
1

m1 x
 y2  e (x)
 Case 2: Real Repeated Roots
The general solution is then

y  y1  y 2
m1 x m1 x
 y  c1e  c 2 xe
 Example
Find the general solution of

y’’ + 8y’ + 16y = 0

From y' '8y'16y  0,
the auxiliary equation is
2
m  8m  16  0
2
(m  4 )  0
m  4 (twice )
Hence,
4x 4x
y  c1e  c 2 xe
Case 3: Conjugate Complex Roots
• If m1 and m2 are complex, then we have
m1 =  + i
m2 =  - i
where  and  are real and positive
• Hence, we can write
y = C1e( + i)x + C2e( - i)x
Case 3: Conjugate Complex Roots
• However, in practice we prefer to work
with real functions instead of complex
exponentials.
• To this end, we use Euler’s formula:
e±i = cos ± isin
where  is any real number
Case 3: Conjugate Complex Roots
• Thus, we have
e ix = cosx + isinx
e- ix = cosx - isinx
• Note that
e ix + e- ix = 2cosx &
e ix – e- ix = 2isinx
Case 3: Conjugate Complex Roots
• Our solution is then
y = C1e (+i)x + C2e(-i)x
• If we let C1 = 1 and C2 = 1:
y1 = e (+i)x + e(-i)x
y1 = e x(eix + e-ix)
y1 = e x(2cosx)
y1 = 2e xcosx
Case 3: Conjugate Complex Roots
• If we let C1 = 1 and C2 = -1:
y2 = e (+i)x - e(-i)x
y2 = e x(eix - e-ix)
y2 = e x(2isinx)
y2 = 2ie xsinx
 Case 3: Conjugate Complex Roots
Thus, the solution to
y = C1e( + i)x + C2e( - i)x
is
y = c1y1 + c2y2
y = c1(e xcosx) + c2(e xsinx)
or
y = e x(c1cosx + c2sinx)
 Example
Find the general solution of

(D2 – 4D + 7) y = 0
Solution :
2
The auxiliary equation of ( D  4D  7)y is
m 2  4m  7  0
Then,
 ( 4)  ( 4) 2  4(1)(7)
m
2(1)
 12
 m  2
2
 m  2  3i
Hence,
y  c1e 2x cos 3x  c 2e 2 x sin 3x
 Higher-Order (n>2) Equations:
Distinct Roots
Consider the case where the auxiliary
equation has distinct roots.

Say we are given

f(D)y = 0.
Then one possible solution is emx,
f(D)emx = 0,
if the auxiliary equation is
f(m) = 0
 Higher-Order (n>2) Equations:
Distinct Real Roots
In other words, if the distinct roots of the
auxiliary equation are m1, m2, …, mn, then
the corresponding solutions are exp(m1x),
exp(m2x), …, exp(mnx).

The general solution is

m1 x m 2x mn x
y  c1e  c 2e  ...  cne
 Example
Find the general solution of

(D3 + 6D2 + 11D + 6) y = 0

Solution :
The auxiliary equation is
3 2
(m  6m  11m  6)  0
Then,
(m  1)(m  3)(m  2)  0
m  1 | m  3 | m  2
Hence,
x  3x  2x
y  c1e  c 2e  c 3e
 Higher-Order (n>2) Equations:
Repeated Real Roots
Consider the case where the auxiliary
equation has repeated roots.

Say we are given

f(D)y = 0.

If there are several identically repeated roots

m1 = m2 = … = mn = b, then this means
(D - b)n y = 0
 Higher-Order (n>2) Equations:
Repeated Roots
If we let
y = xkebx [k = 0, 1, 2, …, (n-1)]
Then,
(D – b)n y = (D – b)n [xkebx]
But
(D – b)n [xkebx] = ebxDn[xk] = ebx (0)
Thus,
(D – b)n y = (D – b)n [xkebx] = 0
 Higher-Order (n>2) Equations:
Repeated Roots
The functions yk = xkebx [e.g., e7x, xe7x, x2e7x,
etc.], where k = 0, 1, 2, …, (n – 1) are
linearly independent because, aside from
the common factor ebx, they contain only the
respective powers x0, x1, x2, …, xn-1.

The general solution is thus

y = c1ebx + c2xebx + … + cnxn-1ebx
 Example
Find the general solution of

(D4 + 6D3 + 9D2) y = 0

Solution :
4 3 2
m  6m  9m  0
2 2
 m (m  6m  9)  0
2 2
 m (m  3 )  0
 m  0 (twice ) and
m  3 (twice )
Hence ,
y  c1e 0x  c 2 xe0x  c 3e  3 x  c 4 xe 3 x
or
 3x
y  c1  c 2 x  (c 3  c 4 x)e
 Higher-Order (n>2) Equations:
Repeated Imaginary Roots
• Repeated imaginary roots lead to solutions
analogous to those brought in by repeated
real roots.
• For instance, if the conjugate pair m = a  bi
occur three times, the corresponding general
solution is

y = (c1 + c2x + c3x2) eaxcosbx +

(c4 + c5x + c6x2) eaxsinbx
 Example
Find the general solution of

(D4 + 18D2 + 81) y = 0

Solution :
4 2
m  18m  81  0
2 2
 (m  9 )  0
 m  3i (twice)
Hence,
0x 0x
y  (c1  c 2 x)e cos 3x  (c 3  c 4 x )e sin 3x
or
y  (c1  c 2 x) cos 3x  (c 3  c 4 x) sin 3x