4.6: Homogeneous Linear Equations With Constant Coefficients

4.
6: Homogeneous linear equations with constant coefficients
 We consider the 2nd order linear DE

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0 (1)
where 𝑎, 𝑏, 𝑐 are constants. If we try to find a solution of the form 𝑦 = 𝑒 𝑚𝑥 , then after
substituting 𝑦 ′ = 𝑚𝑒 𝑚𝑥 and 𝑦 ′′ = 𝑚2 𝑒 𝑚𝑥 , equation (1) becomes
𝑒 𝑚𝑥 (𝑎𝑚2 + 𝑏𝑚 + 𝑐) = 0
from which it is apparent that the only way 𝑦 = 𝑒 𝑚𝑥 can satisfy the DE (1) is when 𝑚 is
chosen as a root of the equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0. (2)
This quadratic equation is called the auxiliary equation of the DE (1). The roots of
equation (2) are
−𝑏 + √𝑏 2 − 4𝑎𝑐 −𝑏 − √𝑏 2 − 4𝑎𝑐
𝑚1 = and 𝑚2 =
2𝑎 2𝑎
and we distinguish the following three cases:
Roots of the auxiliary equation (2) The general solution
(I) 𝑏 2 − 4𝑎𝑐 > 0 ⟹
𝒎𝟏 and 𝒎𝟐 real and unequal 𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐 𝒙
(II) 𝑏 2 − 4𝑎𝑐 = 0 ⟹
𝒎𝟏 = 𝒎𝟐 real and equal 𝒚 = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝟏𝒙
(III) 𝑏 2 − 4𝑎𝑐 < 0 ⟹
𝒚 = 𝒄𝟏 𝒆𝜶𝒙 𝐜𝐨𝐬 𝜷𝒙 + 𝒄𝟐 𝒆𝜶𝒙 𝐬𝐢𝐧 𝜷𝒙
𝒎𝟏 and 𝒎𝟐 conjugate complex numbers 𝜶 ± 𝒊𝜷
Q1: Solve
(a) 2𝑦 ′′ − 5𝑦 ′ − 3𝑦 = 0
The auxiliary equation is:
1
2𝑚2 − 5𝑚 − 3 = 0 ⟹ (2𝑚 + 1)(𝑚 − 3) = 0 ⟹ 𝑚 = − ,3
2
1
Hence, the general solution is: 𝑦(𝑥 ) = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 3𝑥
1
Dr. Muhammad Islam Mustafa
(b) 𝑦 ′′ − 10𝑦 ′ + 25𝑦 = 0
The auxiliary equation is:
𝑚2 − 10𝑚 + 25 = 0 ⟹ (𝑚 − 5)(𝑚 − 5) = (𝑚 − 5)2 = 0 ⟹ 𝑚 = 5 repeated twice
Hence, the general solution is: 𝑦(𝑥 ) = 𝑐1 𝑒 5𝑥 + 𝑐2 𝑥𝑒 5𝑥
(c) 4𝑦 ′′ + 4𝑦 ′ + 17𝑦 = 0, 𝑦(0) = −1, 𝑦 ′ (0) = 2

The auxiliary equation is: 4𝑚2 + 4𝑚 + 17 = 0
−𝑏 ± √𝑏 2 − 4𝑎𝑐 −4 ± √(4)2 − 4(4)(17) −4 ± √−256 −4 ± 16𝑖
⟹𝑚= = = =
2𝑎 2(4) 8 8
1
⟹ The roots are: 𝑚 = − ± 2𝑖
2
1 1
−2𝑥 −2𝑥
Hence, the general solution is: 𝑦(𝑥 ) = 𝑐1 𝑒 cos 2𝑥 + 𝑐2 𝑒 sin 2𝑥
Using the initial conditions
● 𝑦(0) = −1 ⟹ 𝑐1 𝑒 0 cos 0 + 𝑐2 𝑒 0 sin 0 = −1 ⟹ 𝑐1 = −1
1 1
⟹ 𝑦(𝑥) = −𝑒 −2𝑥 cos 2𝑥 + 𝑐2 𝑒 −2𝑥 sin 2𝑥
1 1 1 1 1 1
⟹ 𝑦 ′ (𝑥) = 𝑒 −2𝑥 cos 2𝑥 + 𝑒 −2𝑥 sin 2𝑥 − 𝑐2 𝑒 −2𝑥 sin 2𝑥 + 2𝑐2 𝑒 −2𝑥 cos 2𝑥
2 2
1 1
● 𝑦 ′ (0) = 2 ⟹ 𝑒 0 cos 0 + 𝑒 0 sin 0 − 𝑐2 𝑒 0 sin 0 + 2𝑐2 𝑒 0 cos 0 = 2
2 2
1 3
⟹ + 2𝑐2 = 2 ⟹ 𝑐2 =
2 4
1 3 1
∴ 𝑦(𝑥) = −𝑒 −2𝑥 cos 2𝑥 + 𝑒 −2𝑥 sin 2𝑥
4
 In general, to solve the nth order homogeneous linear DE

𝑎𝑛 𝑦 (𝑛) + 𝑎𝑛−1 𝑦 (𝑛−1) + ⋯ + 𝑎2 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0 (3)
where the 𝑎𝑖 ′s are real constants, we must solve the nth degree polynomial equation
𝑎𝑛 𝑚𝑛 + 𝑎𝑛−1 𝑚𝑛−1 + ⋯ + 𝑎2 𝑚2 + 𝑎1 𝑚 + 𝑎0 = 0. (4)
We similarly distinguish the following three cases:
2
(I) If 𝑚1 , 𝑚2 , … , 𝑚𝑘 are nonrepeated real roots of (4), then 𝑒 𝑚1 𝑥 , 𝑒 𝑚2 𝑥 , … , 𝑒 𝑚𝑘 𝑥
are linearly independent solutions of (3).
(II) For each nonrepeated pair of conjugate complex roots 𝛼 ± 𝑖𝛽 of (4), the functions
𝑒 𝛼𝑥 cos 𝛽𝑥 , 𝑒 𝛼𝑥 sin 𝛽𝑥
are two linearly independent solutions of (3).
(III) ● If 𝑚 is a real root of (4) which is repeated 𝑠 times, then
𝑒 𝑚𝑥 , 𝑥𝑒 𝑚𝑥 , … … , 𝑥 𝑠−1 𝑒 𝑚𝑥
● If 𝛼 ± 𝑖𝛽 is a pair of conjugate complex roots of (4) which is repeated 𝑠 times, then
(𝑒 𝛼𝑥 cos 𝛽𝑥 , 𝑒 𝛼𝑥 sin 𝛽𝑥), (𝑥𝑒 𝛼𝑥 cos 𝛽𝑥 , 𝑥𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥), … , (𝑥 𝑠−1 𝑒 𝛼𝑥 𝑐𝑜𝑠𝛽𝑥, 𝑥 𝑠−1 𝑒 𝛼𝑥 𝑠𝑖𝑛𝛽𝑥)
 Remark: If the coefficients of an nth degree polynomial equation are real, then the
complex roots, if any, always appear in conjugate pairs.
𝑑4 𝑦 𝑑2 𝑦
Q2: Solve (a) 4 +2 +𝑦 =0
𝑑𝑥 𝑑𝑥 2
The auxiliary equation is
𝑚4 + 2𝑚2 + 1 = 0 ⟹ (𝑚2 + 1)2 = 0 ⟹ 𝑚2 + 1 = 0 twice ⟹ 𝑚 = ±𝑖 twice
Hence, the general solution is
𝑦(𝑥) = 𝑐1 𝑒 (0)𝑥 cos 1𝑥 + 𝑐2 𝑒 (0)𝑥 sin 1𝑥 + 𝑐3 𝑥𝑒 (0)𝑥 cos 1𝑥 + 𝑐4 𝑥𝑒 (0)𝑥 sin 1𝑥
= 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 + 𝑐3 𝑥 cos 𝑥 + 𝑐4 𝑥 sin 𝑥
(b) 3𝑦 (5) + 8𝑦 (4) + 2𝑦′′ = 9𝑦′′′

⟹ 3𝑦 (5) + 8𝑦 (4) − 9𝑦′′′ + 2𝑦′′ = 0
3𝑚5 + 8𝑚4 − 9𝑚3 + 2𝑚2 = 0 ⟹ 𝑚2 [3𝑚3 + 8𝑚2 − 9𝑚 + 2] = 0
1 1 −3 ± √17
⟹ 𝑚2 (𝑚 − ) (3𝑚2 + 9𝑚 − 6) = 0 ⟹ 𝑚 = (0) twice, ( ), ( )
3 3 2
1 −3+√17 −3−√17
(0)𝑥 (0)𝑥 𝑥 ( )𝑥 ( )𝑥
The general solution is 𝑦(𝑥) = 𝑐1 𝑒 + 𝑐2 𝑥𝑒 + 𝑐3 𝑒 3 + 𝑐4 𝑒 2 + 𝑐5 𝑒 2
1 −3+√17 −3−√17
( )𝑥 ( )𝑥
⟹ 𝑦 = 𝑐1 + 𝑐2 𝑥 + 𝑐3 𝑒 3𝑥 + 𝑐4 𝑒 2
+ 𝑐5 𝑒 2
3
Q3: Find the least order homogeneous linear DE with constant real coefficients whose
auxiliary equation has roots 0,2 − 3𝑖. What is the general solution of this DE?
Solution: The roots of the auxiliary are: 𝑚 = 0, 2 − 3𝑖, 2 + 3𝑖
which means that the auxiliary equation is
[𝑚 − 0][𝑚 − (2 − 3𝑖)][𝑚 − (2 + 3𝑖)] = 0 ⟹ 𝑚[𝑚2 − 4𝑚 + 13] = 0
⟹ 𝑚3 − 4𝑚2 + 13𝑚 = 0
∴ The differential equation is 𝑦 ′′′ − 4𝑦 ′′ + 13𝑦 ′ = 0
whose general solution is 𝑦(𝑥) = 𝑐1 + 𝑐2 𝑒 2𝑥 cos 3𝑥 + 𝑐3 𝑒 2𝑥 sin 3𝑥
Q4: Find the general solution of the DE

𝑑5𝑦 𝑑4𝑦 𝑑3𝑦 𝑑2𝑦 𝑑𝑦
+ 3 + 7 + 13 + 12 + 4𝑦 = 0
𝑑𝑥 5 𝑑𝑥 4 𝑑𝑥 3 𝑑𝑥 2 𝑑𝑥
given that 𝑥 2 𝑒 −𝑥 is one solution of this DE.
Solution:
The auxiliary equation is 𝑚5 + 3𝑚4 + 7𝑚3 + 13𝑚2 + 12𝑚 + 4 = 0
But as 𝑥 2 𝑒 −𝑥 is one solution of this DE, then 𝑒 −𝑥 , 𝑥𝑒 −𝑥 , 𝑥 2 𝑒 −𝑥
should be three solutions corresponding to the root 𝑚 = −1 repeated three times.
Therefore, (𝑚 + 1)3 is a factor of the auxiliary equation. Using long division, we find that
𝑚5 + 3𝑚4 + 7𝑚3 + 13𝑚2 + 12𝑚 + 4 = (𝑚 + 1)3 (𝑚2 + 4) = 0
⟹ 𝑚 = −1 (of multiplicity 3) and 𝑚 = ±2𝑖
∴ The general solution is
𝑦(𝑥) = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑥𝑒 −𝑥 + 𝑐3 𝑥 2 𝑒 −𝑥 + 𝑐4 cos 2𝑥 + 𝑐5 sin 2𝑥
4

4.6: Homogeneous Linear Equations With Constant Coefficients

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4.

6: Homogeneous linear equations with constant coefficients

 We consider the 2nd order linear DE

(c) 4𝑦 ′′ + 4𝑦 ′ + 17𝑦 = 0, 𝑦(0) = −1, 𝑦 ′ (0) = 2

 In general, to solve the nth order homogeneous linear DE

(b) 3𝑦 (5) + 8𝑦 (4) + 2𝑦′′ = 9𝑦′′′

Q4: Find the general solution of the DE

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