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Ch 4.2: Homogeneous Equations with
Constant Coefficients
Consider the nth order linear homogeneous differential
equation with constant, real coefficients:
As with second order linear equations with constant
coefficients, y = ert
is a solution for values of r that make
characteristic polynomial Z(r) zero:
By the fundamental theorem of algebra, a polynomial of
degree n has n roots r1, r2, …, rn, and hence
[ ] 01
)1(
1
)(
0 =+′+++= −
−
yayayayayL nn
nn

[ ] [ ] 0
)(polynomialsticcharacteri
1
1
10 =++++= −
−
  

rZ
nn
nnrtrt
arararaeeL
)())(()( 210 nrrrrrrarZ −−−= 
Real and Unequal Roots
If roots of characteristic polynomial Z(r) are real and
unequal, then there are n distinct solutions of the differential
equation:
If these functions are linearly independent, then general
solution of differential equation is
The Wronskian can be used to determine linear
independence of solutions.
trtrtr n
eee ,,, 21

tr
n
trtr n
ecececty +++= 21
21)(
Example 1: Distinct Real Roots (1 of 3)
Consider the initial value problem
Assuming exponential soln leads to characteristic equation:
Thus the general solution is
( )( )( )( ) 04321
02414132)( 234
=+−+−⇔
=+−−+⇒=
rrrr
rrrrety rt
tttt
ececececty 4
3
3
3
2
21)( −−
+++=
1)0(,0)0(,1)0(,1)0(
02414132)4(
−=′′′=′′−=′=
=+′−′′−′′′+
yyyy
yyyyy
Example 1: Solution (2 of 3)
The initial conditions
yield
Solving,
Hence
164278
01694
1432
1
4321
4321
4321
4321
−=−+−
=+++
−=−+−
=+++
cccc
cccc
cccc
cccc
1)0(,0)0(,1)0(,1)0( −=′′′=′′−=′= yyyy
tttt
ececececty 4
3
3
3
2
21)( −−
+++=
7
1
,
70
11
,
5
4
,
2
1
4321 −=−=== cccc
tttt
eeeety 432
7
1
70
11
5
4
2
1
)( −−
−−+=
Example 1: Graph of Solution (3 of 3)
The graph of the solution is given below. Note the effect of
the largest root of characteristic equation.
tttt
eeeety 432
7
1
70
11
5
4
2
1
)( −−
−−+=
Complex Roots
If the characteristic polynomial Z(r) has complex roots, then
they must occur in conjugate pairs, λ ± iµ.
Note that not all the roots need be complex.
Solutions corresponding to complex roots have the form
As in Chapter 3.4, we use the real-valued solutions
( )
( )
tietee
tietee
ttti
ttti
µµ
µµ
λλµλ
λλµλ
sincos
sincos
−=
+=
−
+
tete tt
µµ λλ
sin,cos
Example 2: Complex Roots
Consider the equation
Then
Now
Thus the general solution is
( )( ) 01101)( 3
=++−⇔=−⇒= rrrrety rt
0=−′′′ yy
i
i
rrr
2
3
2
1
2
31
2
411
012
±−=
±−
=
−±−
=⇔=++
( ) ( )2/3sin2/3cos)( 2/
3
2/
21 tectececty ttt −−
++=
Example 3: Complex Roots (1 of 2)
Consider the initial value problem
Then
The roots are 1, -1, i, -i. Thus the general solution is
Using the initial conditions, we obtain
The graph of solution is given on right.
( )( ) 01101)( 224
=+−⇔=−⇒= rrrety rt
2)0(,2/5)0(,4)0(,2/7)0(,0)4(
−=′′′=′′−=′==− yyyyyy
( ) ( )tctcececty tt
sincos)( 4321 +++= −
( ) ( )tteety tt
sincos
2
1
30)( −++= −
Example 3:
Small Change in an Initial Condition (2 of 2)
Note that if one initial condition is slightly modified, then the
solution can change significantly. For example, replace
with
then
The graph of this soln and original soln are given below.
( ) ( )tteety tt
sincos
2
1
30)( −++= −
2)0(,2/5)0(,4)0(,2/7)0( −=′′′=′′−=′= yyyy
8/15)0(,2/5)0(,4)0(,2/7)0( −=′′′=′′−=′= yyyy
( ) ( )tteety tt
sin
16
17
cos
2
1
32
95
32
1
)( −++= −
Repeated Roots
Suppose a root rk of characteristic polynomial Z(r) is a
repeated root with multiplicty s. Then linearly independent
solutions corresponding to this repeated root have the form
If a complex root λ + iµ is repeated s times, then so is its
conjugate λ - iµ. There are 2s corresponding linearly
independent solns, derived from real and imaginary parts of
or
trstrtrtr kkkk
etettee 12
,,,, −

,sin,cos
,,sin,cos,sin,cos
11
teettet
ttettetete
ttrstrs
tttt
kk
µµ
µµµµ
λ
λλλλ
−−

( ) ( ) ( ) ( )tiustiutiutiu
etettee +−+++ λλλλ 12
,,,, 
Example 4: Repeated Roots
Consider the equation
Then
The roots are 2i, 2i, -2i, -2i. Thus the general solution is
( )( ) 0440168)( 224
=++⇔=++⇒= rrrrety rt
0168)4(
=+′′+ yyy
( ) ( )ttcttctctcty 2sin2cos2sin2cos)( 4321 +++=

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HOMOGENEOUS DIFFERENTIAL EQUATIONS

  • 1. Ch 4.2: Homogeneous Equations with Constant Coefficients Consider the nth order linear homogeneous differential equation with constant, real coefficients: As with second order linear equations with constant coefficients, y = ert is a solution for values of r that make characteristic polynomial Z(r) zero: By the fundamental theorem of algebra, a polynomial of degree n has n roots r1, r2, …, rn, and hence [ ] 01 )1( 1 )( 0 =+′+++= − − yayayayayL nn nn  [ ] [ ] 0 )(polynomialsticcharacteri 1 1 10 =++++= − −     rZ nn nnrtrt arararaeeL )())(()( 210 nrrrrrrarZ −−−= 
  • 2. Real and Unequal Roots If roots of characteristic polynomial Z(r) are real and unequal, then there are n distinct solutions of the differential equation: If these functions are linearly independent, then general solution of differential equation is The Wronskian can be used to determine linear independence of solutions. trtrtr n eee ,,, 21  tr n trtr n ecececty +++= 21 21)(
  • 3. Example 1: Distinct Real Roots (1 of 3) Consider the initial value problem Assuming exponential soln leads to characteristic equation: Thus the general solution is ( )( )( )( ) 04321 02414132)( 234 =+−+−⇔ =+−−+⇒= rrrr rrrrety rt tttt ececececty 4 3 3 3 2 21)( −− +++= 1)0(,0)0(,1)0(,1)0( 02414132)4( −=′′′=′′−=′= =+′−′′−′′′+ yyyy yyyyy
  • 4. Example 1: Solution (2 of 3) The initial conditions yield Solving, Hence 164278 01694 1432 1 4321 4321 4321 4321 −=−+− =+++ −=−+− =+++ cccc cccc cccc cccc 1)0(,0)0(,1)0(,1)0( −=′′′=′′−=′= yyyy tttt ececececty 4 3 3 3 2 21)( −− +++= 7 1 , 70 11 , 5 4 , 2 1 4321 −=−=== cccc tttt eeeety 432 7 1 70 11 5 4 2 1 )( −− −−+=
  • 5. Example 1: Graph of Solution (3 of 3) The graph of the solution is given below. Note the effect of the largest root of characteristic equation. tttt eeeety 432 7 1 70 11 5 4 2 1 )( −− −−+=
  • 6. Complex Roots If the characteristic polynomial Z(r) has complex roots, then they must occur in conjugate pairs, λ ± iµ. Note that not all the roots need be complex. Solutions corresponding to complex roots have the form As in Chapter 3.4, we use the real-valued solutions ( ) ( ) tietee tietee ttti ttti µµ µµ λλµλ λλµλ sincos sincos −= += − + tete tt µµ λλ sin,cos
  • 7. Example 2: Complex Roots Consider the equation Then Now Thus the general solution is ( )( ) 01101)( 3 =++−⇔=−⇒= rrrrety rt 0=−′′′ yy i i rrr 2 3 2 1 2 31 2 411 012 ±−= ±− = −±− =⇔=++ ( ) ( )2/3sin2/3cos)( 2/ 3 2/ 21 tectececty ttt −− ++=
  • 8. Example 3: Complex Roots (1 of 2) Consider the initial value problem Then The roots are 1, -1, i, -i. Thus the general solution is Using the initial conditions, we obtain The graph of solution is given on right. ( )( ) 01101)( 224 =+−⇔=−⇒= rrrety rt 2)0(,2/5)0(,4)0(,2/7)0(,0)4( −=′′′=′′−=′==− yyyyyy ( ) ( )tctcececty tt sincos)( 4321 +++= − ( ) ( )tteety tt sincos 2 1 30)( −++= −
  • 9. Example 3: Small Change in an Initial Condition (2 of 2) Note that if one initial condition is slightly modified, then the solution can change significantly. For example, replace with then The graph of this soln and original soln are given below. ( ) ( )tteety tt sincos 2 1 30)( −++= − 2)0(,2/5)0(,4)0(,2/7)0( −=′′′=′′−=′= yyyy 8/15)0(,2/5)0(,4)0(,2/7)0( −=′′′=′′−=′= yyyy ( ) ( )tteety tt sin 16 17 cos 2 1 32 95 32 1 )( −++= −
  • 10. Repeated Roots Suppose a root rk of characteristic polynomial Z(r) is a repeated root with multiplicty s. Then linearly independent solutions corresponding to this repeated root have the form If a complex root λ + iµ is repeated s times, then so is its conjugate λ - iµ. There are 2s corresponding linearly independent solns, derived from real and imaginary parts of or trstrtrtr kkkk etettee 12 ,,,, −  ,sin,cos ,,sin,cos,sin,cos 11 teettet ttettetete ttrstrs tttt kk µµ µµµµ λ λλλλ −−  ( ) ( ) ( ) ( )tiustiutiutiu etettee +−+++ λλλλ 12 ,,,, 
  • 11. Example 4: Repeated Roots Consider the equation Then The roots are 2i, 2i, -2i, -2i. Thus the general solution is ( )( ) 0440168)( 224 =++⇔=++⇒= rrrrety rt 0168)4( =+′′+ yyy ( ) ( )ttcttctctcty 2sin2cos2sin2cos)( 4321 +++=