Higher Order Linear Differential Equations with Constant Coefficients

Part I. Homogeneous Equations: Characteristic Roots

Objectives: Solve n-th order homogeneous linear equations
an y (n) + an−1 y (n−1) + · · · + a1 y ′ + a0 y = 0,
where an , · · · , a1 , a0 are constants with an 6= 0.
Solution Method:
• Find the roots of the characteristic polynomial:
an λn + an−1 λn−1 + · · · + a1 λ + a0 = 0.

• Each root λ produces a particular exponential solution eλt of the differential equation.
• A repeated root λ of multiplicity k produces k linearly independent solutions eλt , teλt , · · · , tk−1 eλt .

Warning: The above method of characteristic roots does not work for linear equations with
variable coefficients. As matter of fact, the explicit solution method does not exist for the
general class of linear equations with variable coefficients.
Example 1: (a) Find general solutions of y ′′′ + 4y ′′ − 7y ′ − 10y = 0.
(b) Solve y ′′′ + 4y ′′ − 7y ′ − 10y = 0, y(0) = −3, y ′(0) = 12, y ′′(0) = −36.
Solution: (a) Solve the characteristic polynomial:
λ3 + 4λ2 − 7λ − 10 = 0.
The roots are λ1 = −1, λ2 = 2, λ3 = −5. Each root gives a particular exponential solution of
the differential equation. Combined, the general solutions are
y = C1 e−t + C2 e2t + C3 e−5t ,
where C1 , C2 , C3 are free parameters (arbitrary constants).
(b) We use the initial conditions to determine the values of the constants C1 , C2 , C3 in the
general solution formula. The initial conditions y(0) = −3, y ′ (0) = 12, y ′′(0) = −36 yield
C1 + C2 + C3 = −3,
−C1 + 2C2 − 5C3 = 12,
C1 + 4C2 + 25C3 = −36.
Solve this linear system for C1 , C2, C3 :
C1 = −5/2,
C2 = 1,
C3 = −3/2.
Thus, the solution to the initial value problem is
5 3
y = − e−t + e2t − e−5t .
2 2

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Example 2: (a) Find general solutions of y (4) + 8y ′′ + 16y = 0.
(b) Solve y (4) + 8y ′′ + 16y = 0, y(0) = −1, y ′(0) = 5, y ′′(0) = −8, y ′′′ (0) = −28.
Solution: (a) Solve the characteristic polynomial:

0 = λ4 + 8λ2 + 16 = (λ2 + 4)2 .

The roots are λ1 = 2i, λ2 = 2i, λ3 = −2i, λ4 = −2i. We have repeated roots. For complex
characteristic roots, we can either use complex exponential functions or use cos and sin to
express the solutions.
Expression 1: The general solutions are

y = C1 cos(2t) + C2 sin(2t) + C3 t cos(2t) + C4 t sin(2t),

where C1 , C2 , C3 , C4 are free parameters (arbitrary constants).

Expression 2: The general solutions are

y = a1 e2it + a2 te2it + a3 e−2it + a4 te−2it ,

where a1 , a2 , a3 , a4 are free parameters (arbitrary constants).

(b) Let’s use Expression 1 in the above. The initial conditions yield a linear system for
C1 , · · · , C4 :
C1 = −1,
2C2 +C3 = 5,
−4C1 +4C4 = −8,
−8C2 −12C3 = −28.
Solving this we obtain C1 = −1, C2 = 2, C3 = 1, C4 = −3. Thus, the solution is

y = − cos(2t) + 2 sin(2t) + t cos(2t) − 3t sin(2t).

We’re done.
Alternatively, we may use Expression 2 as well. The initial conditions yield

a1 +a3 = −1,
2ia1 +a2 −2ia3 +a4 = 5,
−4a1 +4ia2 −4a3 −4ia4 = −8,
−8ia1 −12a2 +8ia3 −12a4 = −28.

Solving this we obtain a1 = −1/2 − i, a2 = (1 + 3i)/2, a3 = −1/2 + i, a4 = (1 − 3i)/2. Thus,

the solution is
       
1 2it 1 3 2it 1 −2it 1 3
y = − −i e + + i te + − + i e + − i te−2it .
2 2 2 2 2 2

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Example 3: Suppose that a 14-th order homogeneous linear differential equation with constant
coefficients has characteristic roots:

−3, 1, 0, 0, 2, 2, 2, 2, 3 + 4i, 3 + 4i, 3 + 4i, 3 − 4i, 3 − 4i, 3 − 4i.

What are the general solutions of the differential equation?

Solution: The general solutions are

y = C1 e−3t + C2 et + C3 + C4 t + C5 e2t + C6 te2t + C7 t2 e2t + C8 t3 e2t

+C9 e3t cos(4t) + C10 e3t sin(4t)
+C11 te3t cos(4t) + C12 te3t sin(4t)
+C13 t2 e3t cos(4t) + C14 t2 e3t sin(4t),

where C1 , · · · , C14 are free parameters.

Alternative Expression: The general solutions are

y = C1 e−3t + C2 et + C3 + C4 t + C5 e2t + C6 te2t + C7 t2 e2t + C8 t3 e2t

+C9 e(3+4i)t + C10 te(3+4i)t + C11 t2 e(3+4i)t
+C12 e(3−4i)t + C13 te(3−4i)t + C14 t2 e(3−4i)t ,

where C1 , · · · , C14 are free parameters.