MODULE 6
Solutions of General Linear Homogeneous Equations
The form of a general linear homogeneous differential equation with constant
coefficients is given by
This form may also be written in a compact form as ( ) where ( ) is linear
differential operation.
In particular, we have seen in module 2 the form of the linear first order differential
equation , where is constant. This equation has the exponential
solution . We can also define the second order homogeneous differential
equation as .
Theorem: If is a root of the equation ( ) then
( ) ( )
The above theorem asserts that is a solution of ( ) . In general, we
have the solution as , constant. We define ( ) as the auxiliary
equation.
The roots of the auxiliary equation is classified into 4 cases”
Case 1: Distinct Real Roots
Case 2: Repeated Real Roots
Case 3: Distinct Imaginary Roots
Case 4 Repeated Imaginary Roots
Distinct Real Roots of Auxiliary Equation
Let the roots of the auxiliary equation by . Then these will produce
Solutions as follows
The general solution, denoted by of the general linear homogeneous differential
equation with roots of the auxiliary operation is
Example (a) Solve the differential equation
Solution: The characteristics equation for the differential equation is
( )
The roots of ( ) . Thus, solutions of the given equation are
It follows that the general solution of the given equation is
Example (b) Solve the equation
Example (c) Solve the equation
Example (d) Solve the equation ( )
Example (e) Solve the equation
Exercises
Distinct Real Roots of Auxiliary Equation
Find the general solution
1. ( )
2. ( )
3. ( )
4. ( )
5. ( )
Repeated Roots of Auxiliary Equation
Suppose we are given the differential equation
( )
Then the roots of the auxiliary equation are ( ). Then the solution is
given by
( )
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The last equation asserts that the auxiliary equation has only one root , which
leads to a contradiction of repeated roots.
Multiplying both sides of the given differential equation by gives
( )
By exponential shift
( )
Integrating two lines, we obtain the general solution
( )
For example, the differential equation
( )
has the roots 3 and 3 for its auxiliary equation, and with solution for the differential
equation as
As a consequence for the differential equation
( )
Where the roots are repeated 3 times, then the solution is given by
Example (a) Solve the differential equation
Example (b) Solve the equation
Example (c) Solve ( )( )
Example (d) Solve the equation ( )
Example (e) Solve ( )
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Example (f) Solve the differential equation
Exercises
Repeated Roots of Auxiliary Equation
Find the general solution of the following:
1. ( )
2. ( )
3. ( )
4. ( )
5. ( )
Imaginary Roots of Auxiliary Equation
Consider the differential equation
( ) (1)
or the more compact form
( )
Suppose the roots of the auxiliary equation is imaginary, say . It has to be
noted that the conjugate is also a root of ( ) Then the solution of (1) is
given by the following computations:
( ) ( )
From calculus,
The above is called the Euler Equation
The following illustrate the Euler Equation:
a)
b)
c) ( ) ( )
( )
d) ( ) ( )
Thus, the solution of ( ) with imaginary roots for its auxiliary equation is now
given by
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( ) ( )
( )( ) ( )( )
If we let and ( ) , where are new arbitrary constants,
then the general solution of ( ) is
or
( ) (2)
Thus, to determine the solution of a homogeneous differential equation with
imaginary roots of the auxiliary equation, we need to find the values of , and
substitute it in (2)
For example, the equation ( ) has roots for its auxiliary equation.
With , then the general solution is
( )
Example (a) Solve the equation( )
Solution: First, determine the values of . The auxiliary equation is
( )
For which Substituting these values (2), we get
( )
Example (b) Solve the equation ( )
Example (c) Solve the equation ( )
Example (d) Solve the differential equation
Example (e) Find the solution ( )of the differential equation
Exercises:
Imaginary Roots of Auxiliary Equations
Solve the equations
1) ( )
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2) ( )
3) ( )
4) ( )
5) ( )
Repeated Imaginary Roots of Auxiliary Equation
Repeated imaginary roots lead to solutions analogous to those of repeated real
roots. For example, if the roots are repeated twice then, with
, the solution is given
( ) ( )
which is simplified as
( ) ( )
Example (a) Solve the equation ( )
Solution: The auxiliary equation is
( ) ( )
( )
The roots of the auxiliary equation are
with ,then the solution of the given differential equation is
( ) ( )
( ) ( )
Example (b) Solve the equation ( )
Example (c) Solve the equation ( )
Example (d) Solve the equation ( )
Example (e) Solve the equation ( )
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Exercises
Repeated Imaginary Roots of Auxiliary Equations
Solve the equations:
1) ( )
2) ( )
3) ( )
4) ( )
5) ( )
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