MATH 219

Spring 2021-22
Lecture 14
Lecture notes by Özgür Kişisel

Content: Homogeneous equations with constant coefficients.

Suggested Problems: (Boyce, Di Prima, 9th edition)
§4.2: 14, 16, 17, 20, 22, 31, 32, 36, 37

1 Homogenous equations with constant coefficients

Consider now an nth order, linear ODE of the form

y (n) + a1 y (n−1) + . . . + an y = 0

where a1 , a2 . . . . , an ∈ R are constants. By using the procedure that was described

in the previous lecture, we can convert the ODE into a system x0 = Ax where A is
the constant matrix:
 
0 1 0 ... 0
 0 0 1 0 ... 
 
A=  . . . .

 0 ... 0 1 
−an −an−1 . . . −a2 −a1

Recall from the theory of first order linear systems discussed in the previous lectures
that
x = eAt c = P eJt P −1 c,
or alternatively, we can use another fundamental matrix (and another set of con-
stants) to write
x = Ψ(t)c = P eJt c,
where J is the Jordan form of A and the columns of P are eigenvectors or generalized
eigenvectors. Therefore, this formula will also lead us to the solution of the ODE for

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y, since y = x1 . In a sense we already know how to solve this problem then. But,
instead of going through the whole lengthy procedure and solving the full system,
we will find some shortcuts which will let us compute y(t) in a quicker way. We
start by finding the characteristic polynomial of A.
2 × 2 case:  
 −λ 1  2
−a2 −a1 − λ = λ + a1 λ + a2
 

3 × 3 case:
 
 −λ 1 0     
   −λ 1   1 0
 0 −λ 1  = (−λ)   + (−a3 )  

−a3 −a2 −a1 − λ −a2 −a1 − λ −λ 1

= −(λ3 + a1 λ2 + a2 λ + a3 )
In this computation, the determinant was expanded with respect to the first column.
We make a guess for the n × n case:
det(A − λI) = pn (λ) = (−1)n (λn + a1 λn−1 + . . . + an ).
Let us prove that this guess is correct, by induction. The assertion is true for n = 2
as seen above. Suppose that it is true up to n. For the (n + 1) × (n + 1) case, again
by expanding the determinant with respect to the first column, we have:
 
 −λ 1 0 . . . 0 
 
 0
 −λ 1 0 . . . 
 ...  = (−λ)pn (λ) + (−1)n (−an+1 )
 
 0
 . . . 0 −λ 1 

−an+1 −an . . . −a2 −a1 − λ
= (−1)n+1 (λn+1 + a1 λn + . . . + an λ + an+1 )
This proves the result.

Definition 1.1 The equation pn (λ) = 0 is called the characteristic equation of

the system.

This result lets us compute the eigenvalues without actually writing down a matrix:
Simply copy the coefficients of the ODE into a polynomial as its coefficients and find
the roots of this resulting polynomial. On the other hand, we will see that computing
the eigenvectors of the matrix will not be necessary at all. Let us investigate the
possibilities for the roots of the characteristic equation.

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1.1 Distinct eigenvalues

Suppose that the n roots (real or complex) of the equation λn +a1 λn−1 +. . .+an = 0
are distinct. Then A is diagonalizable. We have
 λt 
e 1 0 ... 0
 0 e λ2 t 0 . . . 
Ψ(t) = P  
 ... 
λn t
0 ... 0 e

A solution y = x1 is the first entry of Ψ(t)c for a constant vector c. In particular,

it is a linear combination of the functions in the set {eλ1 t , eλ2 t , . . . , eλn t }. There are
precisely n linearly independent functions in this set, therefore this set must be a
basis for the space of solutions. It follows that all solutions of the ODE are

y = c1 eλ1 t + c2 eλ2 t + . . . + cn eλn t

where c1 , c2 , . . . , cn are arbitrary constants. If some of the λ’s are complex conjugate
pairs, then the corresponding complex solutions should be replaced by their real and
imaginary parts as in the case of systems with complex eigenvalues.

Example 1.1 Solve the equation y 00 − y = 0.

Solution: The characteristic equation is λ2 − 1 = 0 whose roots are λ1 = 1 and
λ2 = −1. Therefore all solutions of the equation are

y = c1 et + c2 e−t

with c1 , c2 ∈ R.

Example 1.2 Solve the differential equation y (4) + y = 0.

Solution: The characteristic equation is λ4 + 1 = 0. Its roots are the fourth roots
of −1 = eiπ . These four roots are
√ √ √ √
2 2 2 2
λ1 = eiπ/4 = +i , λ2 = e−iπ/4 = −i
√ 2 √ 2 √2 √2
− 2 2 − 2 2
λ3 = ei3π/4 = +i , λ4 = e−i3π/4 = −i .
2 2 2 2

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For the pair of complex conjugate roots λ1 and λ2 we get
√ √ √
√ ! √ √ √
√ !
2 2 2 2 2 2 2 2
Re(e( 2 +i 2 )t ) = e 2 t cos t , Im(e( 2 +i 2 )t ) = e 2 t sin t
2 2

Similarly for the pair λ3 and λ4 we get

√ √ √
√ ! √ √ √
√ !
2 2 2 2 (− 22 +i 22 )t 2 2
Re(e(− 2 +i 2 )t ) = e− 2 t cos t , Im(e ) = e− 2
t
sin t
2 2

Therefore, all solutions of the equation are

√
√ ! √
√ ! √
√ ! √
√ !
2 2 2 2 2 2 2 2
y = c1 e 2 t cos t +c2 e 2 t sin t +c3 e− 2 t cos t +c4 e− 2 t sin t
2 2 2 2

where c1 , c2 , c3 , c4 ∈ R.

Example 1.3 Solve the initial value problem y 00 + 3y 0 + 2y = 0, y(0) = 2, y 0 (0) = 1.

Solution: The characteristic equation is λ2 + 3λ + 2 = 0. It factorizes as (λ +
2)(λ + 1) = 0, therefore λ1 = −2, λ2 = −1. These roots are distinct. Therefore the
general solution is
y = c1 e−2t + c2 e−t ,
Note that y 0 = −2c1 e−2t − c2 e−t . The initial conditions give us the linear system

c1 + c2 = 2
−2c1 − c2 = 1.

The solution is c1 = −3, c2 = 5. Hence,

y = −3e−2t + 5e−t .

Example 1.4 Find all solutions of 4y 000 + y 0 + 5y = 0.

Solution: The characteristic equation is 4λ3 + λ + 5 = 0. It is a third order
polynomial and in general it may not be straightforward to find the roots of such a

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polynomial by hand. In the current example, let us observe that λ = −1 is a root.
To find the other roots, divide the polynomial 4λ3 + λ + 5 by λ + 1. We get

4λ3 + λ + 5 = (λ + 1)(4λ2 − 4λ + 5)
     
1 1
= 4(λ + 1) λ − +i λ− −i .
2 2

Therefore the roots are −1, 21 + i, 12 − i. They are all distinct. We can deduce that
all solutions of the ODE are

y = c1 e−t + c2 et/2 cos t + c3 et/2 sin t.

1.2 Repeated roots

Let us now consider the case where some of the roots of the characteristic equation
are repeated. We will first discuss the case when the nth degree polynomial has an
n-fold repeated root λ. The general case is obtained just by putting together the
solutions for different eigenvalues.
We claim that corresponding to the n-fold repeated root λ, there must be only one
Jordan block  
λ 1
 λ 1 
J = 
 . . . 1
λ
and not multiple, smaller Jordan blocks. The reason for this is as follows: For a
single Jordan block, the functions that we obtain from eJt are linear combinations
of eλt , teλt , . . . , tn−1 eλt . There are precisely n of them, and this is barely enough. If
there were multiple Jordan blocks, we wouldn’t get all the way up to tn−1 eλt and
there would be less than n linearly independent solutions, a contradiction. Therefore
all solutions of the system are

y = c1 eλt + c2 teλt + . . . + cn tn−1 eλt .

If there are other eigenvalues as well, the solution is just the linear combination of
the solutions obtained from different eigenvalues. For complex conjugate pairs, we
take the real and imaginary parts of the corresponding exponentials.

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Example 1.5 Solve the initial value problem y 00 − 2y 0 + y = 0, y(0) = 1, y 0 (0) = −1.
Solution: The characteristic equation is λ2 − 2λ + 1 = 0 whose roots are λ1 = λ2 =
1. Therefore the general solution is

y = c1 et + c2 tet .

We compute y 0 = c1 et + c2 et + c2 tet . Using the initial values,

c1 + 0 = 1
c1 + c2 = −1

Therefore c1 = 1 and c2 = −2. We get

y = et − 2tet .

Example 1.6 Solve the ODE y (4) + 6y (2) + 9y = 0.

Solution: The characteristic equation is

λ4 + 6λ2 + 9 = 0
(λ2 + 3)2 = 0
√ 2 √
(λ − i 3) (λ + i 3)2 = 0
√ √
Therefore the roots are λ1 = λ2 = √ i 3 and λ3 =√λ4 = −i 3. For one pair of
complex conjugate
√ roots,√we get cos( 3t) and sin( 3t). For the repeated pair, we
get t cos( 3t) and t sin( 3t). The general solution is
√ √ √ √
y = c1 cos( 3t) + c2 sin( 3t) + c3 t cos( 3t) + c4 t sin( 3t)

where c1 , c2 , c3 , c4 ∈ R.