When the coefficients are constants, solving a homogeneous linear differential equation reduces entirely to algebra. Substituting the trial solution converts the equation into a polynomial equation in , the characteristic equation, and each root of that polynomial contributes one member of the fundamental set.
Quick Reference
| Root of the characteristic equation | Contribution to the fundamental set |
|---|---|
| Real, simple root | |
| Real root of multiplicity | |
| Complex pair , simple | |
| Complex pair of multiplicity | and for |
| Root , simple | (the constant function) |
| Root of multiplicity |
Second-order case. For ay'' + by' + cy = 0, the characteristic equation is with discriminant :
| Roots | General solution | |
|---|---|---|
| Real and distinct | ||
| Real and equal, | ||
| Complex |
Second-Order Differential Equations
Consider
L[y] = ay'' + by' + cy = 0 , \tag{i}
where , , and are constants.
Why we try exponential functions. Since multiples of y''(x), y'(x), and must cancel each other in (i), they have to be of the "same type". For example, can never be a solution, because this function, its first derivative , and its second derivative are polynomials of different degrees, so no fixed multiples of them can cancel. On the other hand, the function and its derivatives are all multiples of one another.
Notice also that if is a solution of a homogeneous linear equation, so is for any constant . So instead of we may drop the coefficient and simply consider .
To solve, try in (i):
\begin{aligned} a\left(e^{rx}\right)'' + b\left(e^{rx}\right)' + ce^{rx} &= 0 \\ ar^{2}e^{rx} + bre^{rx} + ce^{rx} &= 0 \\ \left[ar^{2} + br + c\right]e^{rx} &= 0 \end{aligned}Since for every , the bracket must vanish. So is a solution of (i) if and only if
ar^{2} + br + c = 0 . \tag{ii}
Equation (ii) is called the characteristic equation, or auxiliary equation, of (i).
Its solutions are
The number
is called the discriminant of the quadratic. Its algebraic sign determines the nature of the roots, and hence the form of the general solution.
Case 1: , Roots Real and Distinct
The two linearly independent solutions are
and the general solution of (i) is
Independence follows from the result of Section 3.2 that is independent whenever .
Case 2: , Roots Real and Equal
Here . The trial exponential supplies only one solution, so a second must be found. It is
and the general solution of (i) is
Three explanations for the factor of
Method 1: differentiate with respect to . One solution is certainly . Now consider
L\left[e^{rx}\right] = a\left(e^{rx}\right)'' + b\left(e^{rx}\right)' + ce^{rx} = \left(ar^{2} + br + c\right)e^{rx} .Differentiate both sides with respect to , noting that and commute since they act on different variables:
Because is a double root, both and its derivative vanish at . Therefore , so is a solution.
Method 2: reduction of order. One solution is . Obtain the second by setting and using the formula of Section 4.1. In standard form , so
\begin{aligned} v &= \int\frac{1}{y_1^{2}}e^{-\int P\,dx}\,dx \\ &= \int\frac{1}{e^{2r_1x}}e^{-bx/a}\,dx \\ &= \int e^{-\left(b/a + 2r_1\right)x}\,dx \end{aligned}Since , we have , so the exponent is identically zero. Therefore
and .
Method 3: a limiting argument. Imagine a limiting procedure in which approaches . By superposition, any multiple of the difference of and is a solution, in particular
As this quotient is exactly a difference quotient in the variable , so it becomes
This means is the second solution.
Case 3: , Roots Complex Conjugates
Here and , with and . Two linearly independent real solutions are
and the general solution of (i) is
where and are two real constants.
Why the real form works
In this case
are two linearly independent solutions, and the general solution of (i) is
\begin{aligned} y &= Ae^{(\alpha+i\beta)x} + Be^{(\alpha-i\beta)x} \\ &= e^{\alpha x}\left(Ae^{i\beta x} + Be^{-i\beta x}\right) \end{aligned}where and are constants. Since and are complex-valued and we seek a real solution, and must themselves be complex.
By Euler's formula, and , so
Putting and , we get and , so the general solution becomes
now with real constants and . Note that and are complex conjugates of each other, which is exactly the condition making the combination real.
Physically, controls the envelope and controls the oscillation. Negative gives a decaying oscillation (an underdamped system), gives pure undamped oscillation, and positive gives growing oscillation.
Second-Order Examples
Find the general solution of y'' - 3y' + 2y = 0.
Solution
The characteristic equation is
Its roots are and , real and distinct. Therefore the general solution is
Find the general solution of y'' - 6y' + 25y = 0.
Solution
The characteristic equation is
The roots are
So and , and the general solution is
Notice that the answer can also be written in complex form as
which is the same family of functions expressed in a different basis.
Find the general solution of 4y'' - 4y' + y = 0.
Solution
The characteristic equation is
The discriminant is , so
Since the characteristic equation has a double root, the general solution is
Note that , which shows the double root at a glance.
Higher Order Differential Equations
Consider the differential equation
L[y] = a_ny^{(n)} + a_{n-1}y^{(n-1)} + \cdots + a_1y' + a_0y = 0 \tag{a}
where are real constants with . To find the solutions, we form the characteristic equation of (a):
How to obtain the characteristic equation. Replace by , with the convention that is replaced by . So y''' becomes , y'' becomes , and the term becomes the constant .
Explanation
We seek solutions of the form . Substituting into the equation gives
where
Since , it follows that is a solution if and only if
It follows from the Fundamental Theorem of Algebra that the characteristic equation, a polynomial of degree , has exactly roots, counting complex roots and multiplicity. Since we need exactly independent solutions, the counts match perfectly, provided each root of multiplicity is made to contribute solutions.
Distinct Roots
If the characteristic equation has distinct solutions , then the linearly independent solutions are
Repeated Roots
If , then we have only linearly independent solutions and need another. The extra solution is .
If three roots are equal, , then the three solutions from that root are
and so on.
Explanation
As before,
Differentiating with respect to ,
\frac{\partial}{\partial r}L\left[e^{rx}\right] = L\left[xe^{rx}\right] = p'(r)e^{rx} + xp(r)e^{rx} .Because is a double root of , we have p(r_1) = p'(r_1) = 0. So and the additional solution is .
If , differentiate twice with respect to :
\frac{\partial^{2}}{\partial r^{2}}L\left[e^{rx}\right] = L\left[x^{2}e^{rx}\right] = p''(r)e^{rx} + 2p'(r)xe^{rx} + p(r)x^{2}e^{rx} .Here p(r_1) = p'(r_1) = p''(r_1) = 0 because is a triple root, so , and the three solutions from this root are
The pattern is now clear: a root of multiplicity makes and its first derivatives vanish, which is exactly what is needed for to solve the equation for .
The most general case. If the characteristic equation has distinct roots repeated times respectively, with , then the solutions are
\begin{aligned} &e^{r_1x},\ xe^{r_1x},\ \dots,\ x^{n_1-1}e^{r_1x}, \\ &e^{r_2x},\ xe^{r_2x},\ \dots,\ x^{n_2-1}e^{r_2x}, \\ &\qquad\qquad \vdots \\ &e^{r_kx},\ xe^{r_kx},\ \dots,\ x^{n_k-1}e^{r_kx} \end{aligned}
Complex Roots
When all the coefficients are real, if one root is complex, say , then its complex conjugate is also a root. Complex roots of a real polynomial always come in conjugate pairs. Using the same argument as in the second-order case, the two corresponding real solutions can be written as
If is a -fold root of the characteristic equation, its conjugate is also a -fold root, and the corresponding solutions are
\begin{aligned} &e^{\alpha x}\cos\beta x,\ xe^{\alpha x}\cos\beta x,\ \dots,\ x^{k-1}e^{\alpha x}\cos\beta x \\ &e^{\alpha x}\sin\beta x,\ xe^{\alpha x}\sin\beta x,\ \dots,\ x^{k-1}e^{\alpha x}\sin\beta x \end{aligned}There is nothing wrong with working directly with and , and with and so on for repeated roots. But we usually prefer real-valued functions and coefficients, which is why the solutions are written using sines and cosines.
Higher Order Examples
Find the general solution of
Solution
The characteristic equation is
By simple inspection, , so is a root. Dividing by , for example by long division, gives
The quotient is quadratic, and its roots are easily determined:
Therefore the three linearly independent solutions are
and the general solution is
Tip for finding the first root. By the rational root theorem, any rational root of has the form with dividing and dividing . That leaves only to test, and works first.
Solve the equation y^{(6)} + y^{(5)} - 3y^{(4)} - 5y''' - 2y'' = 0.
Solution
The characteristic equation is
which factors as
The solutions corresponding to , a double root, are
Here and , so a repeated zero root produces the powers of directly.
The solutions corresponding to , a triple root, are
The solution corresponding to is
The six functions are linearly independent, and the general solution is
Note that the multiplicities match the order of the equation, which is a useful check that no solution has been missed.
Exercises
Solve y'' + 4y' + 4y = 0 with , y'(0) = 0.
Solution
The characteristic equation is , with the double root . The general solution is
Then y' = -2c_1e^{-2x} + c_2\left(1 - 2x\right)e^{-2x}. Applying the conditions at :
y(0) = c_1 = 1, \qquad y'(0) = -2c_1 + c_2 = 0 \ \Longrightarrow\ c_2 = 2 .So . This is the critically damped case: the solution returns to zero without oscillating.
Solve y'' + 9y = 0 with , y'(0) = -3.
Solution
The characteristic equation gives , so and :
Then y' = -3c_1\sin 3x + 3c_2\cos 3x, so and y'(0) = 3c_2 = -3, giving .
Find the general solution of .
Solution
The characteristic equation factors as
giving roots , , and . Therefore
Write down the general solution of an equation whose characteristic equation is .
Solution
The factor gives the double real root , contributing and .
For the second factor, gives , and the exponent makes this a double complex pair, contributing
The general solution is
with six constants, matching the degree of the characteristic polynomial.
Frequently Asked Questions
What is the characteristic equation?
It is the polynomial equation obtained by substituting into a constant-coefficient homogeneous linear equation and cancelling the exponential. Replace each by and itself by . Its roots determine the entire fundamental set.
Why does a repeated root need a factor of ?
Because a double root supplies only one exponential, leaving the fundamental set one member short. Three independent arguments give as the missing solution: differentiating with respect to , applying reduction of order, and taking the limit of as .
Can I leave the answer in complex exponential form?
Yes, and for some purposes it is preferable. The forms and describe the same solution space. Real form is usually preferred because physical quantities are real, and because the constants are then real too. Note that in the complex form, and must be complex conjugates for the solution to be real.
What if the characteristic polynomial does not factor easily?
Start with the rational root theorem, testing where divides the constant term and divides the leading coefficient. Once one root is found, divide it out and work on the lower-degree quotient. For degree three or more with no rational roots, numerical root-finding is the practical answer.
What does a root contribute?
The solution , the constant function. If is a -fold root, the contributions are , since . A zero root of multiplicity means the equation involves no derivative lower than the th, so integrating times explains the polynomial directly.
How do I know I have found all the solutions?
Count. The characteristic polynomial has degree , and by the Fundamental Theorem of Algebra it has exactly roots with multiplicity. Each root of multiplicity contributes exactly solutions. If the number of terms in your general solution equals the order of the equation, and the solutions are independent, then by the theorem of Section 3.3 you have them all.