Diff. EquationsSecond-Order Linear Equations

Constant Coefficients: Distinct Real Roots

Try y = e^(rt) and solve the characteristic equation.

Not started Jump to practice

For constant coefficients, $ay'' + by' + cy = 0$, the derivatives of the unknown must cancel against the function itself. Exponentials are the functions whose derivatives are multiples of themselves, so we try $y = e^{rt}$, exactly as in checking a solution and in superposition.

Key idea

Substituting $y = e^{rt}$ gives the characteristic equation $$ar^{2} + br + c = 0.$$ If it has two distinct real roots $r_1 \ne r_2$, the general solution is $y = c_1e^{r_1t} + c_2e^{r_2t}$.

Why it works

With $y = e^{rt}$: $y' = re^{rt}$ and $y'' = r^{2}e^{rt}$, so $ay'' + by' + cy$ $= (ar^{2} + br + c)e^{rt}$. Since $e^{rt} \ne 0$, this is zero exactly when $r$ solves the characteristic equation. Two different roots give two solutions with $W = (r_2 - r_1)e^{(r_1 + r_2)t} \ne 0$, so they are independent and superposition gives every solution.

Worked example: A standard initial value problem

Solve $y'' + y' - 6y = 0$, $y(0) = 1$, $y'(0) = 7$.
  1. $r^{2} + r - 6 = (r - 2)(r + 3)$ $= 0$: $r = 2, -3$.
  2. $y = c_1e^{2t} + c_2e^{-3t}$, $y' = 2c_1e^{2t} - 3c_2e^{-3t}$.
  3. $c_1 + c_2 = 1$ and $2c_1 - 3c_2 = 7$, so $c_1 = 2$, $c_2 = -1$.

Answer: $y = 2e^{2t} - e^{-3t}$

Worked example: A leading coefficient

Solve $2y'' - 5y' + 2y = 0$, $y(0) = 0$, $y'(0) = 3$.
  1. $2r^{2} - 5r + 2$ $= (2r - 1)(r - 2) = 0$: $r = \frac{1}{2}, 2$.
  2. $y = c_1e^{t/2} + c_2e^{2t}$; $c_1 + c_2 = 0$ and $\frac{1}{2}c_1 + 2c_2 = 3$.
  3. Substituting $c_1 = -c_2$: $\frac{3}{2}c_2 = 3$, so $c_2 = 2$, $c_1 = -2$.

Answer: $y = 2e^{2t} - 2e^{t/2}$

Worked example: A zero root

Solve $y'' + 3y' = 0$, $y(0) = 4$, $y'(0) = -3$, and find $\lim_{t\to\infty} y$.
  1. $r^{2} + 3r = r(r + 3) = 0$: $r = 0, -3$. The root 0 gives the constant solution $e^{0t} = 1$.
  2. $y = c_1 + c_2e^{-3t}$; $c_1 + c_2 = 4$ and $-3c_2 = -3$, so $c_2 = 1$, $c_1 = 3$.

Answer: $y = 3 + e^{-3t} \to 3$

Common mistake

Reading the roots with the wrong sign: $(r - 2)(r + 3) = 0$ means $r = 2$ and $r = -3$, so the solutions are $e^{2t}$ and $e^{-3t}$. A quick check: substitute one exponential back; $4 + 2 - 6 = 0$ confirms $r = 2$. Also keep both constants: $e^{2t} + e^{-3t}$ alone cannot match two arbitrary initial values.
The solution $2e^{2t} - e^{-3t}$ (solid) is the sum of its two exponential parts (dashed). For large $t$ the growing term $e^{2t}$ dominates; for negative $t$ the other one does.

Practice

Pass with 3 right answers, the last 2 in a row. Each right answer earns 2 XP.

Loading practice…

Builds on

Leads to

Sources and further reading

  • OpenStax Calculus Volume 3, 7.1 Second-Order Linear Equations
  • Paul's Online Math Notes, Differential Equations: Real Roots
  • MIT OpenCourseWare 18.03SC Differential Equations (Fall 2011), Unit II: Second Order Constant Coefficient Linear Equations
@teddyrookbook GitHub