Copyright Ren Barrientos Page 1

LECTURE 6 HOMOGENEOUS EQUATIONS WITH CONSTANT COEFFICIENTS

The General Case

Our study of homogeneous linear second order equations with constant coefficients led us to the conclusion
that the equation
L(y) = u (1)
has at most two solution of the form c

1
x
and c

2
x
if the characteristic polynomial p(z) has two distinct real
or complex roots, and two solutions of the form c
x
and xc
x
when r is a root of multiplicity two.
We also concluded, although we did not prove it, that in fact this is it; the sets {c

1
x
, c

2
x
] or {c
x
, xc
x
] are
linearly independent and the general solution of (1) is actually given by a linear combination of these
functions. So we have completely solved the second order problem. We are now interested in the more
general case of (1) where the operator if not of order 2, but of order n where n is any natural number.
Let
L = o
n

n
+o
n-1

n-1
++o
1
+o
0
; o
n
= u
be an n
th
order linear differential operator with constant coefficients and consider the equation
L(y) = u
which is now equivalent to
o
n
y
(n)
+o
n-1
y
(n-1)
++o
1
y
i
+o
0
y = u (2)
By a completely analogous argument used to solve the second order case, we assume a solution of the form
y = c
x
. Substitution in equation (2) and using the fact that
J
m
Jx
m
c
x
= r
m
c
x

gives us the following result:




Box 1
as before, we call the polynomial p(2) = a
n
2
n
+a
n-1
2
n-1
++a
1
2 +a

thecharacteristic polynomial
of equation (2) and the equation
o
n
z
n
+o
n-1
z
n-1
++o
1
z +o
0
= u
its characteristic equation.
Since every step of the argument leading to the statement in Box 1 is reversible, we have



Box 2
Since every n
th
degree polynomial has exactly n roots (which may be complex conjugates, repeated, or
distinct), there are associated with every linear homogeneous n
th
order equation with constant coefficients n
solutions whose linear combination forms an n-parameter family of solutions of the differential equation.
The details of repeated and complex roots are very similar to the ones of second order equations and we
summarize our results below.




Box 3
y = e
rx
is a solution of (2) if and only if r is a root of its characteristic polynomial
o
n
r
n
+o
n-1
r
n-1
++o
1
r +b
0
= u (S)
If c
x
is a solution of (2), then r satisfies the polynomial equation
{e
ax
, xe
ax
, x
2
e
ax
, . , x
k-1
e
ax
]
If r = o is a root of multiplicity k, then it gives rise to k linearly independent solutions
Copyright Ren Barrientos Page 2


If the auxiliary equation has complex roots, they always occur as complex conjugates. Eulers equation can
be used to convert each combination of the form c
1
c
bx
+c
2
c
-bx
into a combination of the sine and cosine
functions:




Box 4
Before moving on, we should reiterate the importance of the concept of linear independence, which allowed
us to conclude that second order equations have exactly two linearly independent solutions whose linear
combination is their general solution.
We learned that two functions y
1
and y
2
are linearly independent on an interval I if the equation
c
1
y
1
+c
2
y
2
= u
for all x e I is satisfied only if c
1
= c
2
= u. In complete analogy, the set {y
1
, y
2
, , , y
n
] is linearly
independent on a interval I if the equation
c
1
y
1
+c
2
y
2
++c
n
y
n
= u
is satisfied for all x e I only if c
1
= c
2
= = c
n
= u. The Wronskian may be used to establish linear
independence of any set of differentiable functions.
The Wronskian







In other words, the Wronskian is the determinant of the matrix whose first row is composed of the functions
themselves, whose second row is composed of the first derivatives of the functions, and so on up to the last
row, which is composed of the (n -1)
th
derivatives of the functions.
Notice that w(
1
(x),
2
(x), ,
n
(x)) will always be an n n determinant, that is, one that has exactly n
rows and n columns.
Example 1 Find the Wronskian of the functions {1, x
2
, Sx +x
4
] .
Solution
_
1 x
2
Sx +x
4
u 2x S +4x
u 2 4
_ = 1
2x S +4x
2 4

= 8x -(6 +8x)
= -6
The Wronskian in this case is a constant, but in general it will be a function of the independent variable. A
nonzero Wronskian tells us something important about the functions:

e
ax
|c
1
e
h|x
+c
2
e
-h|x
] = e
ax
|(c
1
+c
2
) us hx + (c
1
| -c
2
|) stnhx]
If z = o _bi are roots of the auxiliary equation, then the linear combination of complex exponentials gives rise
to a term involving the sine and cosine functions:
Linear Independence Test
Suppose each of functions
1
(x),
2
(x), ,
n
(x) is defined and at least (n 1) times differentiable on an interval I
of the real line. If W(f
1
, f
2
, ., f
n
) is not identically zero, the set is linearly independent on that interval I.
w(
1
(x),
2
(x), ,
n
(x)) = _

1
(x)
n
(x)
. .

1
(n-1)
(x)
n
(n-1)
(x)
_
The Wronskianof the functions
1
(x),
2
(x), ,
n
(x) is the determinant
Copyright Ren Barrientos Page 3

We must clarify what not identically zero means: a function is identically zero on the interval I if
(x) = u for all x e I. When a function is identically zero we write u.
On the other hand, the function g(x) = 1 -x
2
is not identically u on the interval |-2, 2], although it is u at
x = _1, and it is never zero on an interval such as |2, 4].
Thus, when the Wronskian is a function of x, it is deemed not to be identically zero unless its terms cancel
out and the final result of that cancellation is identically u. We will see how this is possible in the coming
examples.
This result is easy to see if we consider the equivalent statement: if
1
(x),
2
(x), ,
n
(x) are linearly
dependent on the interval I, then their Wronskian is identically 0.
This follows immediately, at least in the 2 2 case, because if two functions
1
(x) and
2
(x) are linearly
dependent, then we know that one of them, say
2
(x), is a multiple of the other:
2
(x) = k
1
(x). Therefore,
w = _

1
(x) k
1
(x)
'
1
(x) k'
1
(x)
_ =
1
(x) k'
1
(x) -'
1
(x) k
1
(x)
= u
The extension to sets of more than two functions requires some adjustments, but the result is just as valid.
Example 2 Use the Wronskian to determine if the set {1, x
2
, Sx +x
4
] is linearly independent.
Solution
We established that w(1, x
2
, Sx +x
4
) = -6. Therefore, the functions are linearly independent.
We may confirm this by using the definition: Let
c
1
1 +c
2
x
2
+c
3
(Sx +x
4
) = u
Grouping the expression on the left by powers of x:
c
1
1 +c
3
Sx +c
2
x
2
+c
3
x
4
= u
which is to hold for all x. This will be true if and only if all coefficients of the polynomial are u.
Thus,
c
1
1 +c
2
x
2
+c
3
(Sx +x
4
) = u |or oll x]
This equation is satisfied for all x if and only if c
1
= c
2
= c
3
= u. Therefore, the set is linearly
independent.
Example 3 Is the set {2, Sx +1, xc
x
] linearly independent?
Solution
First observe that each function is at least twice differentiable over the set of real numbers, which
we must have in order to meet the hypothesis of the Linear Independence Test. Their Wronskian is
_
2 Sx +1 xc
x
u S c
x
+xc
x
u u 2c
x
+xc
x
_
Expanding the determinant along column 1 we obtain:
2
S c
x
+xc
x
u 2c
x
+xc
x
= 12c
x
+6xSc
x

Thus,
w = 12c
x
+6xc
x

which is not identically u (although it is for x = -2).
Therefore, the functions
1
= 2,
2
= Sx +1 and
3
= xc
x
are linearly independent.
Pitfall: do not assume that if the Wronskian is 0 then the functions are linearly dependent. This may not be the case.
The theoremis strictly unidirectional: if the Wronskian is not 0, then the functions are linearly independent no more and no
less.


Copyright Ren Barrientos Page 4

Let us continue with differential equations. The fundamental result that concerns us is this:



By fundamental set we mean, of course, a set of solutions that is linearly independent and which spans the
solution space of the equation. These heavy words will make more sense when you study linear algebra.
For now, just know that finding the general solution of an equations is equivalent to finding all its possible
solutions.
Example 4 Verify that {c
x
, c
2x
, c
-2x
] is a fundamental set of solutions of the equation
y
iii
-y
ii
-4y
i
+4y = u
Solution
We must do two things: 1) verify that each function satisfies the differential equation, and 2) that
the set is linearly independent.
y
1
= c
x
is a solution:
(c
x
)
iii
-(c
x
)
ii
-4(c
x
)
i
+4(c
x
) = c
x
-c
x
-4c
x
+4c
x
= u
Similarly, one can show that y
2
= c
2x
and y
3
= c
-2x
are solutions. We need to check linear
independence which we do via the Wronskian:
_
c
x
c
2x
c
-2x
c
x
2c
2x
-2c
-2x
c
x
4c
2x
4c
-2x
_ = c
x

2c
2x
-2c
-2x
4c
2x
4c
-2x
-c
x

c
2x
c
-2x
4c
2x
4c
-2x
+c
x

c
2x
c
-2x
2c
2x
-2c
-2x

= c
x
(8 +8) -c
x
(4 -4) +c
x
(-2 -2)
= 12c
x

which is not identically u (in fact, it is never u). Therefore, the functions are linearly independent
and the set is a fundamental set of solutions.
With this out of the way, we are ready to solve equations.

Case I: p(z) has n distinct roots
Suppose that all n roots are distinct and call them r
1
, r
2
, r
n
. Then we have n solutions of the differential
equation: y
1
= c

1
x
, y
2
= c

2
x
. , y
n
= c

n
x
. All these are distinct and furthermore, they are linearly
independent. Therefore, the set
{y
1
(x), y
2
(x), , y
n
(x)]
is the fundamental set of solutions of the equation.
Example 5 Find the solutions of y
ii
-Sy
i
+6y = u.
Solution
The auxiliary equation of this differential equation is z
2
-Sz +6 = u and its roots are z = 2
z = S. Therefore,
y
1
= c
2x
and y
2
= c
3x

are solutions of the differential equation. Furthermore, w(c
2x
, c
3x
) = u. Therefore, these
functions are linearly independent and the set {c
2x
, c
3x
] forms a fundamental set of solutions.
The equations general solution is
y = c
1
e
2x
+c
2
e
3x

Exercise: verify that w(c
2x
, c
3x
) = u.
Example 6 Find the general solution of y
ii
+Sy
i
-Sy = u.
Solution
Equation (2) always has a fundamental set of solutions and the linear combination of its elements forms the
general solution of the equation.
Copyright Ren Barrientos Page 5

The auxiliary equation is 2z
2
+Sz -S = (2z -1)(z +S). Thus, its roots are z = 12 and
z = -S.
The corresponding solutions of the differential equation are y
1
= c
x2
and y
2
= c
-3x
and its
fundamental set is
|c
x2
, c
-3x
|
Hence, the general solution is
y = c
1
e
x2
+c
2
e
-3x

Example 7 Find the general solution of the equation y
iii
+2y
ii
-y
i
-2y = u
Solution
p(z) = z
3
+2z
2
-z -2
We may factor this polynomial by grouping:
p(z) = z
2
(z +2) -(z +2)
which factors into
p(z) = (z +2)(z +1)(z -1)
It will be useful later on (but not essential) to organize the roots in a table:




Accordingly, the fundamental set is {c
-2x
, c
x
, c
-x
] and the general solution of the differential
equations is:
y = c
1
e
-2x
+c
2
e
x
+c
3
e
-x

Example 8 Find the general solution of the equation 2x
(4)
-x
iii
-9x
ii
+4x
i
+4x = u
Solution
First observe that the dependent variable is x. Therefore, we have to choose a different letter for the
independent variable. Lets use t. Thus, the solutions will be functions of t and we will denote
them by x

(t).
The characteristic polynomial is:
p(z) = 2z
4
-z
3
-9z
2
+4z +4
which factors into
1

p(z) = (z -1)(2z +1)(z +2)(z -2)
Thus,





Accordingly, the general solution of the differential equation is
x = c
1
e
t
+c
2
e
-t2
+c
3
e
-2t
+c
4
e
2t




1
You can use the Rational Roots Test to begin the process of factoring this polynomial.
Roots of p(r) Multiplicity Linearly independent solutions
-2 Simple c
-2x

1 Simple c
x

-1 simple c
-x

Roots of p(r) Multiplicity Linearly independent solutions
1 Simple c
t

-12 Simple c
-t2

-2 simple c
-2t

2 simple c
2t

Copyright Ren Barrientos Page 6

CASE II: p(z) at least one repeated root (Reduction of Order)
The next example illustrates the method of reduction of order, which is not really a method for finding a
solution but rather one that allows us to construct a second linearly independent solution from the one that is
already known.
Example 9 Find the solutions of y
ii
-12y
i
+S6y = u [you may skip this example since its purpose is solely to
demonstrate a technique. The technique will be summarized below].
Solution
p(z) = z
2
-12z +S6
This polynomial has two coincident roots: z
1
= 6 and z
2
= 6. This only gives us one solution:
y
1
= c
6x
, the other roor giving us exactly the same solution. But we are supposed to get two
linearly independent solutions, where is the other one? The method of reduction of order may be
used to find a second, linearly independent solution.
Since we are supposed to have another solution y
2
which is linearly independent with y
1
= c
6x
we
know that their quotient cannot be constant. Thus,
y
2
y
1
= :(x)
where :(x) is an unknown function yet to be determined. How do we do that? By substituting into
the original equation. Since y
2
= :y
1
is assumed to be a solution,
(:y
1
)
ii
-12(:y
1
)
i
+S6(:y
1
) = u
Performing the required operations and grouping terms according to the order of differentiation of :,
:
ii
y
1
+:
i
|2y
1
i
-12y
1
] +:|y
1
ii
-12y
1
i
+S6y
1
] = u
Since y
1
is a solution, the last term in brackets is 0. Therefore,
:''y
1
+:'|2y
1
i
-12y
1
] = u
And now comes the reduction-of-order step:
Let u = u
i
. Then
u
i
y
1
+u|2y
1
i
-12y
1
] = u
which is a first order linear equation. Substituting y
1
= c
6x
,
c
6x
u
i
+u|12c
6x
-12c
6x
] = u
c
6x
u
i
= u
Since c
6x
= u,
u
i
= u =u = c
But u = :
i
. Therefore,
:
i
= c = u = cx
We have our second linearly independent solution:
y
2
= uy
1
= cxe
x

where c is any arbitrary constant which we set equal to 1 since all we need is another solution.
We can verify that y
1
= e
x
and y
2
= xe
x
are linearly independent:
w(y
1
, y
2
) = _
c
6x
xc
6x
6c
6x
c
6x
+6xc
6x
_ = c
12x

which is not zero (in fact, it is never u). Therefore, these solutions are linearly independent and the
general solution of the differential equation is
y = c
1
e
x
+c
2
xe
x

At this point, I will refer you to the section in your textbook entitled Reduction of Order in which you will
find the procedure, in more general terms, for determining :(x).
Copyright Ren Barrientos Page 7

The fact that we got :(x) = cx is not restricted to this example in fact, if one of the known solutions is
c
x
where r is a root of multiplicity 2, then xc
x
is a second linearly independent solution.
Thus, in the previous example the multiplicity 2 root r = 6 gives rise to two linearly independent solutions:
y
1
= e
x
and y
2
= xe
x
. The table for this problem looks like this:

Roots of p(r) Multiplicity Linearly independent solutions of the DE
6 2 e
x
, xe
x

Example 10 Find the general solution of the equation
d
4
x
dt
4
-4
d
2
x
dt
2
= u
Solution
The Characteristic polynomial for this equation is p(z) = z
4
-4z
2

which factors into
z
2
(z +2)(z -2)
Thus,
Roots Multiplicity Solutions
u 2 c
ot
, tc
0t

2 Simple c
2t

2 simple c
-2t


The differential equations fundamental set of solutions is {1, t, c
2t
, c
-2t
] and its general solution is
x(t) = c
1
+c
2
t +c
3
e
2t
+c
4
e
-2t

Let us unueistanu something about geneial solutions: when we say that x(t) = c
1
+c
2
t +c
3
c
2t
+
c
4
c
-2t
is the geneial solution, we mean that iegaiuless of what values we pick foi the aibitiaiy
constants we will have a solution. Thus, each of the following is a solution of the equation
d
4
x
dt
4
-
4
d
2
x
dt
2
= u:
x(t) = t +c
2t
-2c
-2t

x(t) = 4 +t
x(t) = -1uu
x(t) = 1 +t +c
2t
+c
-2t

and of course there are many more possibilities each of these functions came about by assigning specific
values to the arbitrary constants. On the other hand, a function such as
x(t) = t
2
-1
does not even have a hope of being a solution; it cannot be constructed from the functions that make up the
fundamental set. In other words, general solution means more than just being a solution; it means that all
possible solutions can be constructed from it by appropriately choosing the arbitrary constants.
Exercise: can x(t) = 1 +t +c
t
+c
-t
be a solution of the differential equation of the previous example
2
?
Example 11 Suppose that the characteristic polynomial of a given differential equation
p(z) = z
2
(z -1)
3
(2z +S)
What is the equations general solution?
Solution
The factoring has already been done for us. All we need to do is figure out the fundamental set of
solutions:



2
Answer: no
Copyright Ren Barrientos Page 8

Roots of p(r) Multiplicity Linearly independent solutions of the DE
u 2 c
0x
, xc
0x

1 S c
x
, xc
x
, x
2
c
x

S2 simple c
-5x2


Observe that there are as many solutions for each root as its multiplicity. The way this comes about
is by an application of the reduction of order method successively.
Since c
0x
= 1, this equations fundamental set is
|1, x, c
x
, xc
x
, x
2
c
x
, c
-5x2
|
Thus, its general solution is
y = c
1
+c
2
x +c
3
e
x
+c
4
xe
x
+c
5
x
2
e
x
+c

e
-5x2

Example 12 For what value(s) of b does the equation Sy
ii
+by
i
+4y = u have a general solution of the
form y = Ac
x
+Bxc
x
?
Solution
The polynomial p(z) = Sz
2
+bz +4 must have a double root in order for the solution to have the
indicated form. Therefore,
b
2
-4(S)(4) = u
or
b = _4S
The double of p(z) is given by z = -b2o or z = +4S6 = +2SS. Hence, the equation
Sy
ii
+by
i
+4y = u
Has solutions of the specified form if either z = 2SS or z = -2SS. In the former case, the
general solution is
y = Ac
23x3
+Bxc
23x3

In the latter it is
y = Ac
-23x3
+Bxc
-23x3



CASE III: p(2) has complex roots
As we saw when we studied the special case of second order equations, complex roots give rise to complex
exponential functions given by
y
1
= e
|hx
y
2
= e
-|hx

After learning of Eulers formula, we realize that there are no special cases, only one case: all n
th
order
homogeneous linear differential equations with constant coefficients have a fundamental set of solutions.
If some of these solutions involve complex exponents, we can use Eulers formula to write the solution in
terms of trigonometric functions. We repeat the very important and beautiful formula:



We also restate the result concerning complex roots of the auxiliary equation:




e
|0
= us 0 +|stn 0
EULERS FORMULA
e
ax
|c
1
e
h|x
+c
2
e
-h|x
] = e
ax
|(c
1
+c
2
) us hx + (c
1
| -c
2
|) stnhx]
If z = o _bi are roots of the auxiliary equation, then the linear combination of complex exponentials gives rise
to a term involving the sine and cosine functions:
Copyright Ren Barrientos Page 9

Example 13 Find the general solution of the equation y
ii
+4y = u
Solution
p(z) = z
2
+4
This polynomial has roots z = 2i and z = -2i so that o = u and b = 2. Correspondingly,
y
1
= c
2x
and y
2
= c
-2x
are linearly independent solutions and so
{c
2x
, c
-2x
]
is a fundamental set. The equations general solution is given by
y = c
1
e
2|x
+c
2
e
-2|x

If we want to express this in terms of sines and cosines, all we have to do is invoke Eulers formula:
c
1
c
2x
+c
2
c
-2x
= c
1
|cos (2x) +isin (2x) +c
2
|cos (-2x) +isin(-2x)]
Grouping like terms,
c
1
c
2x
+c
2
c
-2x
= (c
1
+c
2
) cos 2x + (c
1
i -c
2
i) sin2x
Renaming the constants,
y = Aus (2x) +Bstn (2x)
whereA = (c
1
+c
2
) and B = (c
1
i -c
2
i).
Example 14 Solve the equation
d
2

dt
2
+2
d
dt
+2y = u.
Solution
The characteristic polynomial is p(z) = z
2
+2z +2 whose roots are
z = -1 +i and z = -1 -i
Roots Multiplicity Solutions
-1 +i simple c
(-1+)t

-1 -i Simple c
(-1-)t


The general solution is
y = c
1
e
(-1+|)t
+c
2
e
(-1-|)t

This is a perfectly acceptable mathematical solution and as an exercise you should verify that it
satisfies the differential equation. However, we are still left with the uncomfortable feeling with
these complex exponents. Let us see what Eulers formula does for us:
c
1
c
(-1+)t
+c
2
c
(-1-)t
= c
1
c
-t
c
t
+c
2
c
-t
c
-t

= c
-t
|c
1
c
t
+c
2
c
-t
]
But we know what the combination c
1
c
t
+c
2
c
-t
reduces to if we apply Eulers Formula:
c
1
e
h|t
+c
2
e
-h|t
= (c
1
+c
2
) us ht +(c
1
| -c
2
|) stnht
with b = 1, we have
c
-t
|c
1
c
t
+c
2
c
-t
] = c
-t
|(c
1
+c
2
) cos t +(c
1
i -c
2
i) sint]
The general solution may be expressed in terms of the sine and cosine functions:
y = e
-t
|(c
1
+c
2
) us t + (c
1
| -c
2
|) stnt]
We may further simplify this result by setting k
1
= c
1
+c
2
and k
2
= c
1
i -c
2
i:
y = e
-t
|k
1
us t +k
2
stnt]
Example 15 Find the general solution of 4y
ii
-4y
i
+26y = u.
Solution
The characteristic polynomial of the equation
Copyright Ren Barrientos Page 10

p(z) = 4z
2
-4z +26 = 2(2z
2
-2z +1S)
The roots of this polynomial may be found using the quadratic formula:
z =
2 _4 -4(26)
4
=
2 _21 -26
4

Thus, the roost are
z =
1 +Si
2
; z =
1 -Si
2

Complex numbers should always be written in standard form:
z =
1
2
+
S
2
i ; z =
1
2
-
S
2
i
These two roots give rise to a solution of the form
y(x) = e
t2
_k
1
us
5t
2
+k
2
stn
5t
2
_
Example 16 Find the general solution of 4y
iii
+2y
ii
+y
i
= u. Assume t is the independent variable.
Solution
The characteristic polynomial of the equation
p(z) = 4z
3
+2z
2
+z = r(4z
2
+2z +1)
Its roots are
z = u 4z
2
+2z +1 = u
The second equation may be solved using the quadratic formula:
z =
-2 _4 -16
8
=
-2 _2Si
8

= -
1
4
_
S
4
i
This is a conjugate pair of the form a _h| with o = -14 and b = S4. The table below
summarizes our findings:
Roots Multiplicity Solutions
0
simple c
0x

-
1
4
+
S
4
i
simple
c
_-
1
4
+
3
4
_t

-
1
4
-
S
4
i
Simple
c
_-
1
4
-
3
4
_t


The general solution is
y = c
1
+c
2
c
_-
1
4
+
3
4
_t
+c
3
c
_-
1
4
-
3
4
_t

Alternatively, the conjugate pair
o _bi = -
1
4
_
S
4
i
gives rise to a solution of the form e
at
|k
1
us ht +k
2
stnht]. With o = -14 and b = S4
this expression becomes:
e
-t4
_k
1
us
S
4
t +k
2
stn
S
4
t_
Thus, the general solution may also be written as
y = c
1
+e
-t4
_k
1
us
S
4
t +k
2
stn
S
4
t_
Copyright Ren Barrientos Page 11

To be consistent with the naming convention of the arbitrary constants, we can rename k
1
to c
2
and
k
2
to c
3
. Thus, we may write
y = c
1
+e
-t4
_c
2
us
S
4
t +c
3
stn
S
4
t_
Example17 Suppose p(z) = (z -S)(z
2
+4z +6). What would the general solution of the corresponding
differential equation be?
Solution
The roots of this polynomial are
z = S z = -2 + 2i z = -2 -2i
The conjugate pair -2 _2i allows us to identify o = -2 and b = 2

Hence,

Roots Multiplicity solutions
3 simple c
3x

-2 +2i simple
c
(-2+2)x

-2 -2i simple
c
(-2-2)x


The equations fundamental set of solutions is {e
3x
, e
-2x
us 2x, e
-2x
stn 2x]
The general solution is
y = c
1
c
3x
+c
2
c
(-2+2)x
+c
3
c
(-2-2)x



Relabeling the constants:
y = c
1
e
3x
+e
-2x
|c
2
us 2x +c
3
stn2x]
Example18 Find the general solution of the differential equation
d
4
q
d
4
-4 = u
Solution
The auxiliary equation is (z
2
+2)(z
2
-2) = u Thus the roots are
3

z = 2 z = -2 z = i2 z = -i2

A fundamental set of solutions is:
|c
2
, c
-2
, c
2
, c
-2
|
The general solution may be written as
(r) = c
1
c
2
+c
2
c
-2
+c
3
c
2
+c
4
c
2



Relabeling the constants:

3
It does not matter whether one writes ib or bi. It is a matter of preference and sometimes the former avoids
ambiguities.
Roots Multiplicity Solutions of the DE
2 simple
c
2

-2 simple
c
-2

u +2i simple
c
2

u -2i simple
c
2

c
-2x
|k
1
cos 2x +k
2
sin 2x]
c
0
|k
1
cos 2r +k
2
sin 2r]
Copyright Ren Barrientos Page 12

q = c
1
e
2r
+c
2
e
-2r
+|c
3
us 2r +c
4
stn2r]
Characteristic Polynomials with irreducible quadratic factors of multiplicity greater than one
It is possible for the characteristic polynomial to have complex roots that are not simple.
Example 19 Suppose that
p(z) = (z -1)(z
2
+2z +2)
2

Find the general solution of the corresponding differential equation and express it in terms of real functions.
Solution
The roots are r = -1, r = -1 +i, and r = -1 -i. However, the last two roots come from a
factor whose exponent is a. Therefore, they are roots of multiplicity 2. We must treat them
accordingly because the differential equation whose characteristic polynomial is p(z) is a 5
th
order
equation. Hence, we must have five linearly independent solutions.

Roots Multiplicity Solutions of the DE
1 simple c
x

-1 +i 2 c
(-1+)x
, xc
(-1+)x

-1 -i 2 c
(-1-)x
, xc
(-1-)x


J ust as before, the fundamental set has five linearly independent solutions:
|e
x
, e
(-1+|)x
, xe
(-1+|)x
, e
(-1-|)x
, xe
(-1-|)x
|
Accordingly, the equations general solution is given by
(x) = c
1
c
x
+c
2
c
(-1+)x
+c
3
xe
(-1+)x
+c
4
c
(-1-)x
+c
5
xc
(-1-)x

We may simplify this expression by grouping like terms:
(x) = c
1
c
x
+c
2
c
(-1+)x
+c
4
c
(-1-)x
+x|c
3
c
(-1+)x
+c
5
c
(-1-)x
]



Using Eulers Formula and relabeling the arbitrary constants we may write the solution in terms of
the sine and cosine functions:
Y(x) = c
1
e
x
+e
-x
|c
2
us x +c
3
stnx] +xe
-x
|c
4
us x +c
5
stnx]
Observe that a fifth order equation should have five arbitrary constants and you can see clearly that
this is the case.
We should not finish this lecture without illustrating an initial value problem.
Example 20 Find the solution of the IVP
d
2
q
dt
2
-4 = u, (u) = 1
i
(u) = u
Solution
Since p(z) = z
2
-4, the general solution is
(t) = c
1
c
2t
+c
2
c
-2t

The first initial condition gives us
(u) = 1 = c
1
+c
2
= 1
To apply the second condition we need to find ':
'(t) = 2c
1
c
2t
-2c
2
c
-2t

Hence,
'(u) = u = 2c
1
-2c
2
= u
This system has as solution c
1
=12 anu c
2
=12. Thus, the solution of this initial value problem is
(t) =
1
2
c
2t
+
1
2
c
-2t

c
-x
|k
1
cos x +k
2
sinx]
c
-x
|k
3
cos x +k
4
sinx]
Copyright Ren Barrientos Page 13

=
1
2
(c
2t
+c
-2t
)
Do you recognize this function? Yes, it is the hyperbolic cosine of 2t, which we denoted by
cosh(2t). Thus,
q(t) = ush(2t)
Exercise solve the ivp
d
2
q
dt
2
-4 = u, (1) = u
i
(1) = 1.