DIFFERENTIAL EQUATIONS – LECTURE NOTES

M11 - HOMOGENEOUS LINEAR DE WITH CONSTANT COEFFICIENTS

11.1 Solution of a Homogeneous Linear Ordinary DE

11.1.1 Historical Backgroud

Euler began his treatment of the homogeneous linear differential equation with constant
coefficients in a letter he wrote to John Bernoulli on September 15, 1739, and thereafter published
in Miscellanea Berolinensia, 1743. Within a year Euler had completed this treatment by
successfully dealing with repeated quadratic factors and turned his attention to the non-
homogeneous linear equation. (Euler, L., Opera omnia, 1911- Fussli, Zurich; three series.)

11.1.2 Introduction
Thus far we have concentrated on first-order differential equations. We will now turn our
attention to the higher-order case. After investigating solution techniques, we will discuss
applications of these differential equations in the next few modules.

11.1.3 Auxilliary equation of Linear Homogeneous DE with Constant Coefficients

Corresponding to the differential equation

𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0
in which a1 and a0 are constants, is the algebraic equation
𝑚2 + 𝑎1 𝑚 + 𝑎0 = 0
which is obtained from the above equation by replacing y’’, y’ and y by m2, m, and 1, respectively.

This equation 𝑚2 + 𝑎1 𝑚 + 𝑎0 = 0 is called the auxiliary equation of

𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0.
For example, the auxiliary equation of 𝑦 ′′ + 3𝑦 ′ − 4𝑦 = 0 is 𝑚2 + 3𝑚 − 4 = 0; the auxiliary of
𝑦 ′′ − 2𝑦 ′ + 𝑦 = 0 is 𝑚2 − 2𝑚 + 1 = 0.

The auxiliary equation can be factored into

(𝑚 − 𝑚1 )(𝑚 − 𝑚2 ) = 0.

11.1.4 The General Solution

The general solution of 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0 is the roots of (𝑚 − 𝑚1 )(𝑚 − 𝑚2 ) = 0. There
are three cases to consider.
CASE 1. Distinct Real Roots
Two linearly independent solutions are 𝑒 𝑚1 𝑥 and 𝑒 𝑚2 𝑥 , and the general solution is
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 .
In special cases where 𝑚1 = −𝑚2 , the solution can be written as
𝑦 = 𝑐1 cosh 𝑚1 𝑥 + 𝑐2 cosh 𝑚2 𝑥.
CASE II. Conjugate Complex Roots
In this case the roots m1 and m2 of the auxiliary equation are complex numbers. Two linearly
independent solutions are 𝑒 (𝑎+𝑏𝑖)𝑥 and 𝑒 (𝑎−𝑏𝑖)𝑥 , and the general solution is
𝑦 = 𝑑1 𝑒 (𝑎+𝑏𝑖)𝑥 + 𝑑2 𝑒 (𝑎−𝑏𝑖)𝑥 .
which is algebraically equivalent to

1
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

𝑦 = 𝑒 𝑎𝑥 (𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥).

CASE III. Repeated Real Roots1
In this case m1 = m2; that is, the roots of the auxiliary equation are real and equal. Two linearly
independent solutions are 𝑒 𝑚1 𝑥 and 𝑥𝑒 𝑚1 𝑥 , and the general solution is
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑥𝑒 𝑚1 𝑥 .
This solution is due to Jean le Rond d'Alembert.
Summary: Solution of 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0

Roots of m2 + a1m + a0 = 0 General Solution

1. m1, m2 are distinct and real 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚1 𝑥 .

2. m1, m2 complex conjugate: a ± bi 𝑦 = 𝑒 𝑎𝑥 (𝑐1 cos 𝑏𝑥 + 𝑐2 sin 𝑏𝑥)

3. m1 = m2 are repeated real roots 𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑥𝑒 𝑚1 𝑥 .

11.1.5 The nth-Order Linear Homogeneous DEs with Constant Coefficients

a. If the roots 𝑚1 , 𝑚2 , … 𝑚𝑛 are all real and distinct, the solution is
𝑦 = 𝑐1 𝑒 𝑚1 𝑥 + 𝑐2 𝑒 𝑚2 𝑥 + ⋯ + 𝑐𝑛 𝑒 𝑚𝑛𝑥 .
b. If the roots are distinct, but some are complex. Those terms involving complex exponentials
can be combined to yield terms involving sines and cosines.
c. If mk is a root of multiplicity p that is, if (𝑚 − 𝑚𝑘 )𝑝 is a factor of the auxilliary equation, but
(𝑚 − 𝑚𝑘 )𝑝+1 is not] then there will be p linearly independent solutions associated with mk
given by 𝑒 𝑚1 𝑥 , 𝑥𝑒 𝑚2 𝑥 , 𝑥 2 𝑒 𝑚1 𝑥 , … , 𝑥 𝑝−1 𝑒 𝑚1 𝑥 . These solutions are combined in the usual way
with the solutions associated with the other roots to obtain the complete solution.

In theory it is always possible to factor the characteristic equation, but in practice this can be
extremely difficult, especially for differential equations of high order. In such cases, one must often
use numerical techniques to approximate the solutions.

11.2 Initial and Boundary Value Problems

An initial-value problem for the second-order Equation 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎0 𝑦 = 0 consists of
finding a solution of the differential equation that also satisfies initial conditions of the form
y(x0) = y0 and y'(x0) = y1
where y0 and y1 are given constants. If a1 and a0 are continuous on an interval and there, then
a theorem found in more advanced books guarantees the existence and uniqueness of a solution to
this initial-value problem.
11.3 Boundary-Value Problem
A boundary-value problem for Equation 1 consists of finding a solution y of the differential
equation that also satisfies boundary conditions of the form
y(x0) = y0 and y(x1) = y1.
In contrast with the situation for initial-value problems, a boundary-value problem does not
always have a solution.

1
Hist. Acad. Berlin 1748, p. 283

2
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

Solved Problems

1. Solve 𝑦 ′′ + 𝑦 ′ − 2𝑦 = 0.
Solution. The auxilliary equation is m2 + m – 2 = 0, which factored to (m + 2)(m – 1) = 0. Since the
roots are –2 and 1 are real and distinct, the solution is
𝑦 = 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 𝑥 .

2. Solve 𝑦 ′′ − 5𝑦 ′ = 0.
Solution. The auxilliary equation is m2 – 5m = 0, which can be factored into (m – 0)(m – 5) = 0.
Since the roots are 0 and 5 are real and distinct, the solution is
𝑦 = 𝑐1 𝑒 0𝑥 + 𝑐2 𝑒 5𝑥 = 𝑐1 + 𝑐2 𝑒 5𝑥 .

3. Solve 𝑦 ′′ − 5𝑦 = 0.
Solution. The auxilliary equation is m2 – 5 = 0, which factored to (𝑚 − √5)(𝑚 + √5) = 0.
Since the roots are 𝑚 = √5 and 𝑚 = −√5 are real and distinct, the solution is
𝑦 = 𝑐1 𝑒 √5𝑥 + 𝑐2 𝑒 −√5𝑥 .

4. Solve 𝑦 ′′ − 7𝑦 = 0 in the form of hyperbolic functions.

Solution. The roots of the auxilliary equation are ± √7. We will use the identities
𝑒 𝑚𝑥 = cosh 𝑚𝑥 + sinh 𝑚𝑥 and 𝑒 −𝑚𝑥 = cosh 𝑚𝑥 − sinh 𝑚𝑥.
The solution of the homogeneous differential equation is 𝑦 = 𝑘1 𝑒 √7𝑥 + 𝑘2 𝑒 −√7𝑥 . We apply the two
hyperbolic identities, then
𝑦 = 𝑘1 (cosh √7𝑥 + sinh √7𝑥) + 𝑘2 (cosh √7𝑥 − sinh √7𝑥)

𝑦 = (𝑘1 + 𝑘2 ) cosh √7𝑥 + (𝑘1 − 𝑘2 ) sinh √7𝑥

𝑦 = 𝑐1 cosh √5𝑥 + 𝑐2 sinh √5𝑥.
′′ ′
5. Solve 𝑦 + 4𝑦 + 5𝑦 = 0.
Solution. The auxilliary equation is m2 + 4m + 5 = 0, by the quadratic formula,
−(4) ± √42 − 4(1)(5)
𝑚= = −2 ± 𝑖.
2(1)
The roots are complex conjugate pair, where a = –2 and b = ±1, so the general solution is
𝑦 = 𝑐1 𝑒 2𝑥 cos 𝑥 + 𝑐2 𝑒 2𝑥 sin 𝑥.
6. Solve d2I/dt2 + 20dI/dt + 200I = 0.
Solution. The auxilliary equation is m2 + 20m + 200 = 0, by quadratic formula, m = –10 ± 10i.
The roots are complex conjugate pair, where a = –10 and b = ±10, so the general solution is
𝑦 = 𝑐1 𝑒 −10𝑥 cos 10𝑥 + 𝑐1 𝑒 −10𝑥 sin 10𝑥.

7. Solve 𝑦 ′′′ − 6𝑦 ′′ + 11𝑦 ′ − 6𝑦 = 0.

Solution. The auxilliary equation is m3 – 6m2 +11m – 6 = 0, which can be factored into (m – 1)(m
– 2)(m – 3) = 0, the roots are 1, 2, and 3; therefore the solution is
y = c1ex + c2e2x + c3e3x.

8. Solve 𝑦 (4) − 9𝑦 ′′ + 20𝑦 = 0 in two ways.

3
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

Solution. The auxilliary equation is m4 – 9m2 + 20 = 0, whose roots are ±2 and ±√5. The general
solution is
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 2𝑥 + 𝑐3 𝑒 √5𝑥 + 𝑐4 𝑒 √5𝑥 , or, in hyperbolic terms
𝑦 = 𝑘1 cosh 2𝑥 + 𝑘2 sinh 2𝑥 + 𝑘3 cosh √5𝑥 + 𝑘4 sinh √5𝑥.
9. Find the general solution to a sixth-order linear homogeneous differential equation for y(x) with real
numbers as coefficients if one solution is known to be x2e3x cos x.
Solution. If x2e3x cos 5x is a solution, then so too are xe3x cos x and e3x cos x. Furthermore, because
complex roots of a characteristic equation come in conjugate pairs, every solution containing a
cosine term is matched with another solution containing a sine term. Consequently, x2e3x sin x, xe3x
sin x, and e3x sin x are also solutions. We now have six linearly independent solutions to a sixth-
order linear, homogeneous differential equation, so we can write the general solution as
𝑦(𝑥) = 𝐴𝑥 2 𝑒 3𝑥 cos 𝑥 + 𝐵𝑥 2 𝑒 3𝑥 sin 𝑥 + 𝐶𝑥𝑒 3𝑥 cos 𝑥 + 𝐷𝑥𝑒 3𝑥 sin 𝑥 + 𝐸𝑒 3𝑥 cos 𝑥 + 𝐹𝑒 3𝑥 sin 𝑥.

10. Solve d4y/dx4 – 4d3y/dx3 – 5d2y/dx2 + 36dy/dx – 36y = 0 if one solution is xe2x.
Solution. If xe2x is a solution, then so too is e2x which implies that (m – 2)2 is a factor of the auxilliary
equation m4 – 4m3 – 5m2 + 36m – 36 = 0. Now, the two other factors are
𝑚4 − 4𝑚3 − 5𝑚2 + 36𝑚 − 36
= 𝑚2 − 9 = (𝑚 + 3)(𝑚 − 3).
(𝑚 − 2)2
Thus, the two remaining roots are m = ±3, with the corresponding solutions of e3x and e3x. Having
identified the four linearly independent solutions to the given fourth-order linear differential
equation, we can write the general solution as
𝑦 = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 2𝑥 + 𝑐3 𝑒 3𝑥 + 𝑐4 𝑒 −3𝑥 .

𝜋 𝜋
11. Find the solution to the IVP 𝑦 ′′ + 2𝑦 ′ + 2𝑦 = 0, 𝑦 ( ) = 2, 𝑦 ′ ( ) = −2.
4 4
Solution: The characteristic equation and its roots m2 + 2m + 2 = 0, 4 – 8 = –4 < 0, we have
complex roots -1 ± i. Therefore a = –1 and b = 1.The general solution is
𝑦 = 𝐴𝑒 −𝑥 cos 𝑥 + 𝐵𝑒 −𝑥 sin 𝑥.
In order to find the particular solution we use the initial conditions to determine A and B. First, we
have
𝜋 𝜋 𝜋 𝜋 𝜋
𝑦 ( ) = 𝐴𝑒 − 4 cos + 𝐵𝑒 − 4 sin = 2.
4 4 4
𝜋 1 𝜋 1
𝐴𝑒 − 4 ( ) + 𝐵𝑒 − 4 ( ) = 2. (1)
√2 √2

The first derivative of 𝑦 = 𝐴𝑒 −𝑥 cos 𝑥 + 𝐵𝑒 −𝑥 sin 𝑥 is

y' = 𝐴(𝑒 −𝑥 (−sin 𝑥) + cos 𝑥 𝑒 −𝑥 (−1)) + 𝐵(𝑒 −𝑥 (cos 𝑥)+ sin 𝑥 𝑒 −𝑥 (−1)).
Simplifying further,
y' = −𝐴𝑒 −𝑥 (sin 𝑥 + cos 𝑥) + 𝐵𝑒 −𝑥 (cos 𝑥 − sin 𝑥) = −2.

𝜋 𝜋
𝜋 𝜋 𝜋 𝜋 𝜋
y' ( )= −𝐴𝑒 − 4 (sin + cos ) + 𝐵𝑒 − 4 (cos − sin ) = −2.
4 4 4 4 4
𝜋 1 1
−𝐴 (𝑒 − 4 ( + )) = −2.
√2 √2
𝜋
𝐴 = √2𝑒 − 4 . (2)

4
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

Solving (1) and (2) simultaneously, we have

𝜋
𝐴 = 𝐵 = √2𝑒 − 4 .
which implies
𝜋
𝑦 = (√2𝑒 − 4 ) 𝑒 −𝑥 (cos 𝑥 + sin 𝑥).

12. Solve the boundary-value problem y" + 2y' + y = 0, y(0) =1, and y(1) = 3.
Solution. The auxiliary equation is m2 + 2m + 1 = 0 or (m + 1)2 = 0 whose only root is m = –1.
Therefore, the general solution is y = Ae–x + Bxe–x.
The boundart conditions are satisfied if
y(0) = A = 1 (1)
y(1) = Ae–1 + B(1)e–1 = 3 (2)
From the first condition gives A = 1, so the second condition becomes B = 3e – 1. Thus, the solution
of the boundary-value problem is
y = e–x + (3e – 1)xe–x.

Formative Assessment Problems

Solve the following second-order differential equations.
13. Solve d4y/dx4 – 4d3y/dx3 – 5d2y/dx2 + 36dy/dx – 36y = 0 if one solution is xe2x.
14. y" – 16y = 0. Answer: y = Ae4t + Be4t.
15. D2 + 6D + 9 = 0. Answer: y = Ae–3t + Bte–3t.
16. y" – 4y' + 4y = 0. Answer: y = Ae2t + Bte2t.
17. y" – 3y' – 5y = 0. Answer: y = Aeat + Bebt, for a = (3 + √29)/2 and b = (3 – √29)/2
18. y" – 20y' + 64y = 0. Answer: y = Ae16t + Be4t.
√7 √7
19. y" – 3y' + 4y = 0. Answer: y = e(3/2)t (𝐴 cos ( 𝑡 ) + 𝐵 sin ( 𝑡 )).
2 2

20. D2 + 16 = 0. Answer: y = 𝐴 cos (4𝑡 ) + 𝐵 sin (4𝑡 ).

5
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

21. D2 – 4D + 1 = 0. Answer: y = A exp (2 + √3)t + B exp (2 – √3)t.

22. d2Q/dt2 – 8dQ/dt + 4Q = 0. Answer: Q = A exp 2(2 + √3)t + B exp 2(2 – √3)t.
23. d2P/dx2 + 2dP/dx + 9P = 0. Answer: P = e–x(𝐴cos(2(1+1/2) 𝑥 ) + 𝐵sin(2(1+1/2) 𝑥 )).
24. y'" – 2y" – y' + 2y = 0. Answer: y = Ae2t + Be–t.+ Cet.
25. y'" – 3y" + 3y' – y = 0. Answer: y = Aet + Btet.+ Ct2et.
26. y(4) – 2y" + y = 0. Answer: y = Aet + Btet + Ce-t + Dte-t.
27. y(4) + 2y'" – 2y' – y = 0. Answer: y = Aet + Be-t + Cte-t + Dt2e-t.
28. y – 5y + 16y'" + 36y'' – 16y' – 32y = 0.
(6) (4)

Answer: y = Aet + Be-t + Ce–2t + Dte-2t + e2t(E cos 2t + F sin 2t).

In the next 5 problems, a complete set of roots is given for the auxilliary equation of an nth-order
linear homogeneous differential equation in y(x) with real numbers as coefficients; find the general
solution of the differential equation.
29. 1, 2, –3
30. 0, 2, 2, –3
31. 0, 0, 1 ± 4i
32. 4, 4, 4, 4, –4, –4
33. –2 ± 3i, –2 ± 3i, 2 ± i, 2 ± i
34. Determine the differential equation associated with the roots given in the previous 5 problems.
35. Find the general solution to a fourth-order linear homogeneous differential equation for y(x) with
real numbers as coefficients if one solution is known to be x2ex.
36. Find the general solution to a fourth-order linear homogeneous differential equation for y(x) with
real numbers as coefficients if two solutions are cos 2x and sin 3x.
37. Find the general solution to a fourth-order linear homogeneous differential equation for y(x) with
real numbers as coefficients if one solution is x∙sin 2x.
38. Find the general solution to a fourth-order linear homogeneous differential equation for y(x) with
real numbers as coefficients if two solutions are xe–2x and xe–3x.
In 39–51, solve the initial value problem.
39. y' + 5y = 0, y(0) = 4. Answer: y = 4e−t
40. y' − 3y = 0, y(1) = −2. Answer: y = −2e3t − 3
41. y' + y sin t = 0, y(π) = 1. Answer: y = e(1 + cos t)
42. y' + y et = 0, y(0) = e. Answer: y = e(2 − et)
43. y' + y√1 + 𝑡 4 = 0, y(0) = 0 Answer: y = 0
t
44. y' + y cos (e ) = 0, y(0) = 0 Answer: y = 0
45. ty'− 2y = 0, y(1) = 4 Answer: y = 4t2
46. t2y' + y = 0, y(1) = −2, t > 0. Answer: y = −2e(1/t – 1)
47. t3y' =2y, y(1) = 1, t > 0 Answer: y = e(1 – 1/t2)
3
48. t y' =2 y, y(1) = 0, t > 0 Answer: y = 0
49. 2y'' + 5 y' + 3y = 0, y(0) = 3, y' (0) = −4
50. y'' + 16y = 0, y(π/4) = −3, y' (π/4) = 4
51. y'' + 12 y' + 36y = 0, y(1) = 0, y' (1) = 1.
In 52–56, solve the boundary-value problem, if possible.
52. 4y'' + y = 0, y(0) = 3, y(π) = −4
53. y'' – 6 y' + 9y = 0, y(0) = 1, y(1) = 0
54. y'' – 3 y' + 2y = 0, y(0) = 1, y(3) = 0
55. A function y(t) is a solution of y' + ky = 0. Suppose y(0) = 100 and y(2) = 4; find k and find y (t).
Answer: k = ln 5, y = 100e–(ln 5)t
56. A function y(t) is a solution of y' + tky = 0. Suppose y(0) = 1 and y(1) = e−13, find k and y(t).

6
 DIFFERENTIAL EQUATIONS – LECTURE NOTES

Answer: k = –12/13, y = e(–13t1/13)

57. A bacterial culture grows at a rate proportional to its population. If the population is one million at t
= 0 and 1.5 million at t = 1 hour, find the population as a function of time t.
Answer: y = 106e(t ln (3/2))
58. A radioactive element decays with a half-life of 6 years. If a block of the element has mass 10
kilograms at t = 0, find the amount of the element at time t.
Answer: y = 10e((t ln 2)/6)