4.

3 Homogeneous Linear Equations with Constant Coefficients

Consider the homogeneous linear second order DE with constant coefficients (1) ay + by + cy = 0 where a, b and c are constants.

Try a solution of the form y = e mx , m R

1

Substitute y = e

mx

= me mx , y

= m 2 e mx y

into equation (1). Equation (1) becomes : + bme

2 mx

am e
mx 2

2 mx

+ ce

mx

=0

mx

(am + bm + c) = 0 0 for real values of x (2)

2

but e

am + bm + c = 0

The equation am 2 + bm + c = 0

(2)

is known as the auxiliary equation

(or characteristic equation) whereby

m is the root of the quadratic equation (2).

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Note:
mx

y = e is a solution to equation (1) if and only if m satisfies the auxiliary equation (2)

The solution of (1) is obtained directly from the roots of the auxiliary equation (2).

Auxiliary equation:
am m = b b 2 4 ac 2a
2

+ bm + c = 0

Since the auxiliary equation is quadratic and has real coefficients, then it has two roots which may be:

1) real and distinct 2) real but repeated 3) complex conjugates

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Distinct Real Roots

The auxiliary equation has 2 unequal roots,

b + b 2 4ac b b 2 4ac , m2 = m1 = 2a 2a
m 1x m 2x

The two solutions are

y1 = e and

y2 = e

Hence, the general solution is:

y = c1 y1 + c 2 y 2

or

y = c1 e

m1 x

+ c2e

m2 x
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Repeated Real Roots

am 2 + bm + c = 0 (2)

b b 2 4ac m= 2a The DE has only one root if b 2 4ac = 0 b m1 = 2a The two roots of (2) are real but repeated, b ie : m1 = m2 = 2a

so, y1 = e m1x .
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To find a second solution, y2 ,needed for a fundamental set of solution, we use the formula of reduction or order, such that

y2 = xe

m1x

Hence, the general solution of the homogeneous linear second order DE, (eqn (1)), with repeated real roots is:

y = c1 y1 + c2 y2

or

y = c1e

m1 x

+ c1 xe

m1x

Conjugate Complex Roots

am 2 + bm + c = 0

b b 2 4ac m= , 2a b + (4ac b 2 ) 2a 4ac b 2 4a

2

if b 2 4ac < 0, the roots are complex. , m2 = , b (4ac b 2 ) 2a b = i 2a 4ac b 2 4a 2

m1 =

b = +i 2a

b 4ac b 2 let = and = 2a 4a 2 hence m1 = + i and m2 = i

So, the general solution of a homogeneous linear second order DE (eqn (1))with complex conjugate roots is:

y = c1 y1 + c 2 y 2 = c1e m1 x + c 2 e m 2 x = c1e
( + i ) x

+ c2e

( i ) x

(*)

Using Eulers formula, equation (*) becomes:

or

y = c1e x cos x + c2 e x sin x

y = e x (c1 cos x + c2 sin x)

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Higher-Order Equations

nth-order homogeneous linear DE with constant coefficients:

an y ( n ) + an1 y ( n1) + ... + a2 y + a1 y + a0 y = 0

where ai are constants, i = 0,1,2,.., n.

The corresponding auxiliary equation is:

an m n + an1m n1 + ... + a2 m 2 + a1m + a0 = 0
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Consider the case when the nth degree equation has:

Real and Distinct Roots

m1 m2 ... mn

The nth linearly independent solutions are:

y1 = e m1x , y2 = e m2 x , ...., yn = e mn x

General solution:
m1 x

y = c1 y1 + c2 y2 + .. + cn yn + c2 e
m2 x

= c1e

+ .. + cn e

mn x
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Repeated Real Roots

m1 = m2 = ... = mn

The n linearly independent solutions are:

m1x

y1 = e
n 1 m1 x

, y2 = xe

m1x

, y3 = x e

2 m1 x

....,

yn = x e
m1 x

General Solution : + c2 xe
m1 x

y = c1e

+ c3 x e

2 m1 x

+ .... + cn x e x
13

n 1 m1

Repeated Complex Roots

Consider an example of an 8th-order homogeneous linear DE with constant coefficients. Suppose, from its corresponding 8th degree auxiliary equation, there exist 4 complex roots which are all equal to + i , then there are another 4 roots which are all equal to i .
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Roots

Corresponding Solutions

m1 = + i

y1 = ex cos x y2 = xex cos x y3 = x 2 ex cos x y4 = x 3ex cos x y5 = ex sin x y6 = xex sin x y7 = x 2ex sin x y8 = x 3ex sin x
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m2 = + i

m3 = + i

m4 = + i

m5 = i

m6 = i

m7 = i

m8 = i

Then, the general solution is:

+ c4 x 3ex cos x + c5ex sin x + c6 xex sin x + c7 x e sin x + c8 x e sin x
2 x 3 x

y = c1ex cos x + c2 xex cos x + c3 x 2ex cos x

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Note:

An n-degree auxiliary equation will always result in n number of roots. eg. A 7-degree auxiliary equation has 7 roots. The roots of an auxiliary equation of degree greater than two can occur in many combinations. eg. A fifth degree equation could have 5 distinct real roots, or it could have a combination of 3 distinct real and 2 complex roots, and so on.

Reference: A First Course in Differential Equations with Modelling Application (8th Ed) Dennis G. Zill, Brooks/Cole Publishing Company Zill,

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