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The Characteristic Polynomial 1. The General Second Order Case and The Characteristic Equation

The document discusses the characteristic polynomial of second order differential equations. The characteristic polynomial is obtained by plugging an exponential solution x(t) = ert into the differential equation. The values of r that satisfy the characteristic polynomial p(r) = mr^2 + br + k = 0 are the roots that give the exponential solutions to the differential equation. For example, a second order differential equation with characteristic polynomial r^2 + 8r + 7 has roots of -1 and -7, and solutions of x(t) = e^-t + e^-7t. The document notes that this process generalizes to nth order differential equations as well.

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87 views3 pages

The Characteristic Polynomial 1. The General Second Order Case and The Characteristic Equation

The document discusses the characteristic polynomial of second order differential equations. The characteristic polynomial is obtained by plugging an exponential solution x(t) = ert into the differential equation. The values of r that satisfy the characteristic polynomial p(r) = mr^2 + br + k = 0 are the roots that give the exponential solutions to the differential equation. For example, a second order differential equation with characteristic polynomial r^2 + 8r + 7 has roots of -1 and -7, and solutions of x(t) = e^-t + e^-7t. The document notes that this process generalizes to nth order differential equations as well.

Uploaded by

Vitor Feliciano
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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The Characteristic Polynomial

1. The General Second Order Case and the Characteristic


Equation
For m, b, k constant, the homogeneous equation

.. .

mx + bx + kx = 0. (1)
.
is a lot like x + kx = 0, which has as solution x = e−kt . We’ll be optimistic
and try for exponential solutions, x (t) = ert , for some as yet undetermined
constant r.
To see which values of r might work, plug x (t) = ert into (1). Organize
the calculation: the k] , b] , m] are flags indicating that we should multiply
the corresponding line by this number.

k] x = ert
.
b] x = rert
..
m] x = r2 ert
.. .
⇒ mx + bx + kx = (mr2 + br + k)ert = 0.
An exponential is never zero, so we can divide this equation by ert . We have
found that ert is a solution to (1) exactly when r satisfies the characteristic
equation
mr2 + br + k = 0.
The left hand side is a polynomial called, naturally enough, the character­
istic polynomial and usually denoted p(r ). (You will often also see s used
as the variable instead of r. With this notation the characteristic polynomial
is p(s) = ms2 + bs + k.)

.. .
Example. Find all the solutions to x + 8x + 7x = 0.
Solution. The characteristic polynomial is r2 + 8r + 7 . We want the
roots. One reason we wrote out the polynomial was to remind you that
you can find roots by factoring it. This one factors as (r + 1)(r + 7) so the
roots are r = −1 and r = −7, with corresponding exponential solutions are
x1 (t) = e−t and x2 (t) = e−7t .
By superposition, the linear combination of independent solutions gives
the general solution:
x ( t ) = c 1 e − t + c 2 e −7t .
The Characteristic Polynomial OCW 18.03SC

.
Suppose that we have initial conditions x (0) = 2 and x (0) = −8 then
.
we can solve for c1 and c2 . Use x (t) = −c1 e−t − 7c2 e−7t and substitute t = 0
to get
x (0) = c1 + c2 = 2
.
x (0) = −c1 − 7c2 = −8
Adding these two equations yields −6c2 = −6, so c2 = 1 and c1 = 1. The
solution to our DE with the given initial conditions is then x (0) = 2,
.
x (0) = −8 is
x (t) = e−t + e−7t .

2. The General nth Order Case


In the same way we can take the homogeneous constant coefficient lin­
ear equation of degree n
.
a n x ( n ) + · · · + a1 x + a0 x = 0

and get its characteristic polynomial,

p (r ) = a n r n + · · · + a1 r + a0

The exponential x (t) = ert is a solution of the homogeneous DE if and only


if r is a root of p(r ), i.e. p(r ) = 0. By superposition, any linear combination
of these exponentials is also a solution.

MIT OpenCourseWare
http://ocw.mit.edu

18.03SC Differential Equations


Fall 2011

For information about citing these materials or our Terms of Use, visit: http://ocw.mit.edu/terms.

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