Higher-order linear equations · Definition
Characteristic equation
Before you start you need to know
It turns a constant-coefficient differential equation into a polynomial, so solving the equation becomes finding roots.
Definition
The characteristic equation of \(ay''+by'+cy=0\), with constant coefficients \(a,b,c\), is the algebraic equation in the unknown \(r\) that results from trying \(y=e^{rt}\).
The idea comes from the derivative of \(e^{rt}\) being a multiple of itself. Substituting \(y=e^{rt}\) into \(ay''+by'+cy=0\) gives \(e^{rt}(ar^2+br+c)=0\), and since \(e^{rt}\) never vanishes, it is enough that \(r\) be a root of the polynomial. Each root gives a solution, and by the superposition principle their combinations are solutions too.
The discriminant \(b^2-4ac\) separates three cases. If it is positive, there are two real roots \(r_1\neq r_2\) and \(y=c_1e^{r_1t}+c_2e^{r_2t}\). If it is zero, there is a double root \(r\) and the second solution is \(te^{rt}\), so \(y=(c_1+c_2t)e^{rt}\). If it is negative, the roots are \(\alpha\pm\beta i\) and \(y=e^{\alpha t}(c_1\cos\beta t+c_2\sin\beta t)\).
With \(y''+2y'+5y=0\), \(r^2+2r+5=0\) gives \(r=-1\pm2i\): oscillations of frequency \(2\) that fade like \(e^{-t}\). In every case the two solutions have nonzero Wronskian, so they form a basis. The sign of the real part of the roots decides whether solutions grow or decay. A common mistake is forgetting the double-root case and proposing only \(c_1e^{rt}\).
Think about it
Which characteristic equation has roots \(\pm3i\), and which differential equation does it match?
\(r^2+9=0\), matching \(y''+9y=0\), with solution \(c_1\cos3t+c_2\sin3t\).
Exercises 10
- What is the characteristic equation of \(y''-5y'+6y=0\)?
- Solve \(y''-y'-6y=0\).
- Solve \(y''+4y=0\).
- Solve \(y''+2y'+y=0\).
- What are the roots of the characteristic equation of \(y''-4y=0\)?
- Solve \(y''+2y'+5y=0\).
- An equation \(y''+by'+cy=0\) has characteristic roots \(1\) and \(-4\). Which equation is it?
- For which values of \(b\) does \(y''+by'+9y=0\) have a double characteristic root?
- Solve \(y''-3y'+2y=0\) with \(y(0)=1\), \(y'(0)=0\).
- In which equation do all solutions tend to \(0\) as \(t\to\infty\)?
What comes next
Related
References
- William E. Boyce, Richard C. DiPrima, Douglas B. Meade, Elementary Differential Equations and Boundary Value Problems, 12th edition, Wiley, 2021. §3.1, §3.3, §3.4
- Dennis G. Zill, A First Course in Differential Equations with Modeling Applications, 11th edition, Cengage, 2018. §4.3