4.

2 HOMOGENEOUS LINEAR EQUATIONS

WITH CONSTANT COEFFICIENTS
(SECOND ORDER)

Review: Homogeneous Linear First Order

DE: y   ay  0
Solution: y  ce  ax
exponentia l function 
Homogeneous Linear Second Order
Differential Equation With Constant Coefficient
General Form:

ay  by  cy  0 .............(*)

where a, b, and c are real constants
and a  0.
Remark:
The surprising fact is that all solutions of (*)
are exponential functions or are constructed out of
exponential functions.
Method of Solution:
Assumption:
mx
ye is a solution of the DE,
where m is a constant. Need to find the m.
Have, y   me mx
and y  m e
2 mx

Equation (*) becomes

2 mx mx mx
am e  bme  ce  0
 mx 2
e (am  bm  c)  0
mx
But e  0.
2
So am  bm  c  0. …… (**)
This equation (**) is called an auxiliary equation
or characteristic equation
 2
Compare am  bm  c  0.
with ay   by  cy  0
This auxiliary equation is obtained from the DE!!!
2
From am  bm  c  0.
2
 b  b  4ac
Have m 
2a
2
 b  b  4ac
m1 
2a
2
 b  b  4ac
m2 
2a
Have Three Cases:
2
1. If b  4ac  0 have 2 distinct real roots
2
2. If b  4ac  0 have 2 repeated real roots
2
3. If b  4ac  0 have 2 conjugate
complex roots
Case 1: 2 Distinct Real Roots
Let say the roots are m1 and m2 .
m1 x m2 x
So y1  e and y2  e
are the solutions of the DE (*).
 Are y1 and y2 linearly independent???
Check using Wronskian.
m1 x m2 x
e e
W ( y1 , y2 ) 
m1 x m2 x
m1e m2 e
( m1  m2 ) x
 (m2  m1 )e 0
Hence y1 and y2 are linearly independent
and form a fundamental set of solutions.
Therefore, the general solution of (*) is
m1 x m2x
y ( x)  c1e  c2 e
 Examples
Solve the following differential equations.

1. y  y  2 y  0
Solution
2
Auxiliary eq.: m m2  0
(m  2)( m  1)  0
 m  2, m  1
2 x x
Hence: y1  e and y2  e
So the general solution is:
2 x x
y  c1e  c2 e
2. 2 y  5 y  0
Solution
2
2m  5m  0
Auxiliary eq.:
m(2m  5)  0
 m  0, m  5 / 2
So the general solution is:
0x 5/ 2 x
y  c1e  c2 e
 y  c1  c2 e 5/ 2 x
3. y  y  2 y  0
Solution
2
m m2  0
Auxiliary eq.:

(m  2)( m  1)  0
 m  2, m  1
So the general solution is:
2x x
y  c1e  c2 e
Case 2: 2 Repeated Real Roots
Here have m1 = m2 .
So have:
m1 x
y1  e and y2  xe m1 x Check it

Are y1 and y2 linearly independent??? YES!!

Therefore, the general solution of (*) is

m1 x m1 x
y ( x)  c1e  c2 xe
 Examples

Solve the following differential equations.

1. y  2 y  y  0
Solution
2
m  2m  1  0
Auxiliary eq.:
(m  1)( m  1)  0
 m  1, m  1 (Repeated roots)
Hence the general solution is:
x x
y  c1e  c2 xe
2. y  10 y  25 y  0
Solution
2
m  10m  25  0
Auxiliary eq.:

(m  5)( m  5)  0
 m  5, m  5 (Repeated roots)
Hence the general solution is:

5x 5x
y  c1e  c2 xe
3. y  2 y  y  0
Solution
2
Auxiliary eq.:m  2m  1  0
(m  1)( m  1)  0
 m  1, m  1 (Repeated roots)
Hence the general solution is:
x x
y  c1e  c2 xe
 Case 3: 2 Conjugate Complex Roots
2
 b  b  4ac
Have m 
2a
If b  4ac  0 have m     i
2

So m1     i m2     i
So the solutions are:
(   i ) x
y1  e (   i ) x
y2  e Check it
y1 and y2 are linearly independent.
Therefore the general solution is:
(   i ) x (   i ) x
y ( x)  c1e  c2 e
  x i x  x  i x
y ( x)  c1e e  c2 e e BUT…

We prefer working with real functions instead.

Need to change the complex exponentials by using
Euler’s Formula:
i
e  cos   i sin 
i x
So e  cos  x  i sin  x ….(i)
 i x
e  cos(   x)  i sin(   x )
 cos  x  i sin  x ….(ii)
i x  i x
i+ii: e e  2 cos  x ….(iii)
i x  i x
i-ii: e e  2i sin  x ….(iv)
Since x i x  x  i x
y ( x)  c1e e  c2 e e
is a solution of the DE for any choice of c1 and c2.
Take c1= c2=1 and c1=1, c2=-1
Hence  x i x  x  i x
y1  e e  e e
x i x  i x
 e (e  e )
x
 2e cos  x from (iii).
 x i x  x  i x
y2  e e  e e
x i x  i x
 e (e  e )
x
 2ie sin x from (iv).
 x x
e cos  x and e sin  x are real solutions.
and they form a fundamental set.
Hence the general solution is:
x x
y ( x)  c1e cos  x  c 2 e sin  x
x
 e (c1 cos  x  c 2 sin  x)

For this case need to recognize what is

 and 
Remember: m    i
 Examples
Solve the following differential equations.
1. y   y  0
Solution
2
m 1  0
Auxiliary eq.:
2 2
m  1  i
 m  i
So   0 and   1
Hence the general solution is:
0x 0x
y ( x )  c1e cos x  c 2 e sin x
 c1 cos x  c 2 sin x
 2
2. d x
2
 x  0
dt
Solution
2
Auxiliary eq.: m  0
2 2
m    i 
 m  i 
So   0 and   
Hence the general solution is:

x(t )  c1 cos  t  c 2 sin  t

3. y  4 y  7 y  0
Solution
2
Auxiliary eq.: m  4m  7  0
Cannot factor, use formula
2
 4  4  4(1)(7)  4   12
m 
2(1) 2
2
 4  4i 3  2  i 3

2   2 and   3
Hence the general solution is:
2 x 2 x
y ( x)  c1e cos 3 x  c 2 e sin 3 x
 IVP Example
Solve y  6 y  5 y  0; y (0)  0 and y(0)  3
Solution
2
Auxiliary eq.: m  6m  5  0
(m  1)( m  5)  0
m  1, m  5
Hence the general solution is:
x 5 x
y ( x)  c1e  c2 e
Given y ( 0)  0  c1  c2  0 ….(i)
and y(0)  3
have y( x)  c1e x
 5 c2 e 5 x

So  c1  5 c2  3 ….(ii)
Solve the simultaneous eq. get:
c1  3 / 4 and c2  3 / 4
Hence the solution for the IVP is
x 5 x
y  3/ 4 e 3/ 4 e
Read Ex. 3 & 4 in the text: 3rd & 4th order.
Suggested Exe.: Ex. 4.3:1-26, 29-36.