Day 16

MATH24-1 (Differential Equations)

Ch 4.2 Homogeneous Equations with Constant

Coefficient; Higher Order (Page 228-236)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• Consider the nth order linear homogeneous differential
equation with constant, real coefficients:
L[y] =a0y(n) + a1y(n−1) + … + an−1y′ + any = 0
• 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:
  
L e rt  e rt a0 r n  a1r n 1    an 1r  an  0
 

characteristic polynomialZ ( r )

• By the fundamental theorem of algebra, a polynomial of

degree n has n roots r1, r2, …, rn, and hence
Z(r) = a0(r − r1)(r − r2)…(r − rn)
 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:
r t r t
e r1 t , e 2 ,  , e n
• If these functions are linearly independent, then general
solution of differential equation is
y(t )  c1er1 t  c2e 2   cne n
r t r t

• The Wronskian can be used to determine linear

independence of solutions.
 Example 1: Distinct Real Roots (1 of 3)

• Consider the initial value problem

y(4) + y‴ − 7y″ − y′ + 6y = 0
y(0) = 1, y′(0) = 0, y″(0) = −2, y‴(0) = −1

• Assuming exponential soln leads to characteristic equation:

y(t )  e rt  r 4  r 3  7r 2  r  6  0
 r 1r  1r  2r  3  0

• Thus the general solution is

y(t) = c1et + c2e−t + c3e2t + c4e−3t
 y (t )  c1e t  c2 e  t  c3e 2 t  c3e 3t
Example 1: Solution (2 of 3)

• The initial conditions

y(0) = 1, y′(0) = 0, y″(0) = −2, y‴(0) = −1
yield
c1  c2  c3  c4  1
c1  c2  2c3  3c4  0
c1  c2  4c3  9c4   2
c1  c2  8c3  27c4   1

• Solving, c1 
11 5 2
, c2  , c3   , c4  
1
8 12 3 8

• Hence 11 t 5  t 2 2 t 1 3t
y (t )  e  e  e  e
8 12 3 8
 Example 1: Graph of Solution (3 of 3)

• The graph of the solution is given below. Note the effect of

the largest root of the characteristic equation.
11 t 5  t 2 2 t 1 3t
y (t )  e  e  e  e
8 12 3 8
y t

t
0.2 0.4 0.6 0.8 1.0 1.2 1.4

5
 Complex Roots

• If the characteristic polynomial Z(r) has complex roots, then

they must occur in conjugate pairs,   i.
• Note that not all the roots need be complex.
• Solutions corresponding to complex roots have the form
e(λ+iµ)t = eλt cos µt + ieλt sin µt
e(λ−iµ)t = eλt cos µt − ieλt sin µt
• As in Chapter 3.4, we use the real-valued solutions
eλt cos µt, eλt sin µt
 Example 2: Complex Roots (1 of 2)

• Consider the initial value problem

y(4) − y = 0, y(0) = 7/2, y′(0) = −4, y″(0) = 5/2, y‴(0) = −2
• Then
  
y(t )  ert  r 4  1  0  r 2  1 r 2  1  0
• The roots are 1, −1, i, −i. Thus the general solution is
y(t) = c1et + c2e−t + c3 cos(t) + c4 sin(t)
• Using the initial conditions, we obtain
y(t) = 0et + 3e−t + ½ cos(t) − sin(t)
• The graph of solution is given on right.
 y (t )  0et  3e t  cost   sin t 
1
Example 2: 2

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
y(0) = 7/2, y′(0) = −4, y″(0) = 5/2, y‴(0) = −2
with
y(0) = 7/2, y′(0) = −4, y″(0) = 5/2, y‴(0) = −15/8
then y (t )  et  e t  cost   sin t 
1 95 1 17
32 32 2 16
• The graph of this soln and original soln are given below.
 Repeated Roots

• Suppose a root rk of characteristic polynomial Z(r) is a

repeated root with multiplicity s. Then linearly independent
solutions corresponding to this repeated root have the form
e rk t , terk t , t 2e rk t , , t s 1e rk t
• If a complex root  + i is repeated s times, then so is its
conjugate  − i. There are 2s corresponding linearly
independent solns, derived from real and imaginary parts of
e(λ+iµ)t, te(λ+iµ)t, t2e(λ+iµ)t, …, ts−1e(λ+iµ)t,
or
eλt cos µt, eλt sin µt, teλt cos µt, teλt sin µt, …,
t s 1erk t cos t , t s 1erk t e t sin t ,
 Example 4: Repeated Roots

• Consider the equation

y(4) + 2y″ + y = 0
• Then
y(t )  e rt  r 4  2r  1  0  r 2  1 r 2  1  0   
• The roots are i, i, −i, −i. Thus the general solution is
y(t) = c1 cos t + c2 sin t + c3 t cos(t) + c4 t sin(t)
Sample Solution: y= (1 + t) Cos t + (1 + t) Sin t
y t

10

t
2 4 6 8 10

10

15
Example 4: Complex Roots of −1 (1 of 2)

• For the general solution of y(4) + y = 0, the characteristic

equation is r4 + 1 = 0.
• To solve this equation, we need to use Euler’s equation to
find the four 4th roots of −1:
−1 = cos π + i sin π = eiπ or
−1 = cos(π + 2mπ) + i sin(π + 2mπ) = ei(π+2mπ) for any integer
m
(−1)1/4 = ei(π+2mπ)/4 = cos(π/4 + mπ/2) + i sin(π/4 + mπ/2)
• Letting m = 0, 1, 2, and 3, we get the roots:
1  i 1  i 1  i 1  i
, , , , respective ly.
2 2 2 2
 1  i  1  i  1  i 1  i 
r , , , 
 2 2 2 2

Example 4: Complex Roots of −1 (2 of 2)

• Given the four complex roots, extending the ideas from

Chapter 4, we can form four linearly independent real
solutions.
1 i
• For the complex conjugate pair 2 , we get the solutions
y1 = et/√2 cos(t/√2), y2 = et/√2 sin(t/√2)
1 i
• For the complex conjugate pair 2 , we get the solutions
y3 = e−t/√2 cos(t/√2), y4 = e−t/√2 sin(t/√2)
• So the general solution can be written as
y(t) = c1y1 + c2y2 + c3y3 + c4y4
 Examples
In each of Problems 11 through 28, find the general solution
of the given differential equation.
11/234) y‴ − y″ − y′ + y = 0

14/234) y(4) − 4y‴ + 4y″ = 0

In each of Problems 29 through 36, find the solution of the

given initial value problem, and plot its graph. How does the
solution behave as t → ∞?
29/234) y‴ + y′ = 0; y(0) = 0, y′(0) = 1, y″(0) = 2

35/234) 6y‴ + 5y″ + y′ = 0; y(0) = −2, y′(0) = 2, y″(0) = 0