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Solutions of Higher Order Constant Coefficient Linear Odes: Homogeneous Case

The document summarizes the method for finding the general solution to a homogeneous linear differential equation with constant coefficients. There are three cases: 1) distinct real roots, where the solution is a linear combination of exponential functions with the roots as exponents. 2) repeated real roots, where the solution includes powers of x as well as exponentials. 3) complex roots occurring in conjugate pairs, where the solution involves cosine and sine terms and exponentials.

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57 views

Solutions of Higher Order Constant Coefficient Linear Odes: Homogeneous Case

The document summarizes the method for finding the general solution to a homogeneous linear differential equation with constant coefficients. There are three cases: 1) distinct real roots, where the solution is a linear combination of exponential functions with the roots as exponents. 2) repeated real roots, where the solution includes powers of x as well as exponentials. 3) complex roots occurring in conjugate pairs, where the solution involves cosine and sine terms and exponentials.

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Solutions of Higher Order Constant Coefficient

Linear ODEs: Homogeneous Case

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)


Homogeneous linear ODEs with constant coefficients
Aim: To find a general solution to the n-th order
homogeneous linear differential equation L(y) = 0, where

L(y) := an y (n) + an−1 y (n−1) + · · · + a1 y 0 + a0 y


and an (6= 0), an−1 , . . . , a0 are real constants.
For y = erx , we find
L(erx ) = an rn erx + an−1 rn−1 erx + · · · + a0 erx
= erx (an rn + an−1 rn−1 + · · · + a0 ) = erx P (r),

where P (r) = an rn + an−1 rn−1 + · · · + a0 .


Thus L(erx ) = 0 provided r is a root of the auxiliary equation

P (r) = an rn + an−1 rn−1 + · · · + a0 = 0.

SHB/SU MA-102 (2020)


Case I (Distinct real roots): Let r1 , . . . , rn be real and distinct
roots. The n solutions are given by
y1 (x) = er1 x , y2 (x) = er2 x , . . . , yn (x) = ern x .
We will now show that these n solutions are linearly
independent. That is, we will show:
c1 er1 x + · · · + cn ern x = 0 =⇒ c1 = c2 = · · · = cn = 0.

P (r) can be factored as


P (r) = an (r − r1 )(r − r2 ) · · · (r − rn ).
Writing the operator L as

L = P (D) = an (D − r1 ) · · · (D − rn ).

SHB/SU MA-102 (2020)


Now, construct the polynomial Pk (r) by deleting the factor
(r − rk ) from P (r). Then
Lk := Pk (D) = an (D−r1 ) · · · (D−rk−1 )(D−rk+1 ) · · · (D−rn ).
By linearity
n
X
Lk ( ci eri x ) = Lk (0) ⇒ c1 Lk (er1 x ) + · · · + cn Lk (ern x ) = 0.
i=1

Since Lk = Pk (D), we find that Lk (erx ) = erx Pk (r) for all r.


Thus n
X
ci eri x Pk (ri ) = 0 =⇒ ck erk x Pk (rk ) = 0,
i=1

as Pk (ri ) = 0 for i 6= k. Since rk is not a root of Pk (r), then


Pk (rk ) 6= 0. This yields ck = 0. As k is arbitrary, we have
c1 = c2 = · · · = cn = 0.
SHB/SU MA-102 (2020)
Theorem: If P (r) = 0 has n distinct roots r1 , r2 , . . . , rn . Then
the general solution of L(y) = 0 is
y(x) = C1 er1 x + C2 er2 x + · · · + Cn ern x ,
where C1 , C2 , . . . , Cn are arbitrary constants.

Example: Consider y 00 − 3y 0 + 2y = 0. The auxiliary equation


P (r) = r2 − 3r + 2 = 0 has two roots r1 = 1, r2 = 2. The
general solution is y(x) = C1 ex + C2 e2x .

SHB/SU MA-102 (2020)


Case II (Repeated roots): Let r1 be a root of multiplicity m.
For any r ∈ R, we have L(erx ) = erx P (r). Therefore,
 k
∂k ∂k

∂ rx
L(xk erx ) = L k
e = k L(erx ) = k (erx P (r)),
∂x ∂r ∂r

and
∂ k rx
(e P (r))
∂rk
h k(k − 1) (k−2) i
= P (k) (r) + kP (k−1) (r)x + P (r)x2 + · · · + P (r)xk erx
2!
= 0 (for r = r1 and 0 ≤ k ≤ m − 1, as P (r1 ) = · · · = P (m−1) (r1 ) = 0.)

Thus
L xk er1 x = 0 for 0 ≤ k ≤ m − 1,


that is,
xk er1 x
will be a solution of L(y) = 0 for k = 0, 1, . . . , m − 1.

SHB/SU MA-102 (2020)


Theorem: If P (r) = 0 has the real roots r1 , . . . , rk with
multiplicities m1 , . . . , mk respectively, where
m1 + · · · + mk = n, then the general solution of L(y) = 0 is
k m
X X i −1
(i)
y(x) = cj xj eri x
i=1 j=0

(i)
where cj , i = 1, . . . , k, j = 0, . . . , mi − 1, are arbitrary
constants.

Example: Consider y (4) − 8y 00 + 16y = 0. In this case,


r1 = r2 = 2 and r3 = r4 = −2. The general solution is
y = (C1 + C2 x)e2x + (C3 + C4 x)e−2x .

SHB/SU MA-102 (2020)


Case III (Complex roots): If α + iβ is a non-repeated complex
root of P (r) = 0 so is its complex conjugate. Then, both

e(α+iβ)x and e(α−iβ)x


are solution to L(y) = 0. Then, the corresponding part of the
general solution is of the form
eαx (C1 cos(βx) + C2 sin(βx)).

SHB/SU MA-102 (2020)


Theorem: If P (r) = 0 has non-repeated complex roots α + iβ
and α − iβ, the corresponding part of the general solution is
eαx (C1 cos(βx) + C2 sin(βx)) .
If α + iβ and α − iβ are each repeated roots of multiplicity m,
then the corresponding part of the general solution is
eαx (C1 + C2 x + C3 x2 + · · · + Cm xm−1 ) cos(βx)


+(Cm+1 + Cm+2 x + · · · + C2m xm−1 ) sin(βx) ,




where C1 , C2 , . . . , C2m are arbitrary constants.

Example: Consider y (6) + y (4) − y (2) − y = 0. Here,


r1 = 1, r2 = −1, r3 = r4 = i and r5 = r6 = −i. The general
solution is
y = C1 e−x + C2 ex + (C3 + C4 x) sin(x) + (C5 + C6 x) cos(x).

SHB/SU MA-102 (2020)

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