Day 18

Math24 (Differential Equations)

Ch 3.3 Complex Roots of Characteristic Equation

(Page 158-167)
Elementary Differential Equations and Boundary Value Problems, 10th edition, by
William E. Boyce and Richard C. DiPrima, ©2013 by John Wiley & Sons, Inc.
• Recall our discussion of the equation
ay  by  cy  0
where a, b and c are constants.
• Assuming an exponential soln leads to characteristic equation:
y(t )  e rt  ar 2  br  c  0
• Quadratic formula (or factoring) yields two solutions, r1 & r2:
 b  b 2  4ac
r
2a
• If b2 – 4ac < 0, then complex roots: r1 =  + i, r2 =  - i
• Thus
y1 (t )  e i t , y2 (t )  e i t
Euler’s Formula; Complex Valued Solutions

• Substituting it into Taylor series for et, we obtain Euler’s

formula:
n 1 2 n 1

(it ) n 
(  1) n 2n
t 
( 1) t
eit     i  cos t  i sin t
n 0 n ! n 0 2n! n1 2n  1!
• Generalizing Euler’s formula, we obtain
eit  cos t  i sin t
• Then
e i t  et eit  et cos t  i sin t   et cos t  ie t sin t
• Therefore
y1 (t )  e i t  e t cos t  ie  t sin t
y2 (t )  e i t  e t cos t  ie  t sin t
 Real Valued Solutions

• Our two solutions thus far are complex-valued functions:

y1 (t )  e t cos t  ie  t sin t
y2 (t )  e t cos t  ie  t sin t
• We would prefer to have real-valued solutions, since our
differential equation has real coefficients.
• To achieve this, recall that linear combinations of solutions
are themselves solutions:
y1 (t )  y2 (t )  2e t cos  t
y1 (t )  y2 (t )  2ie  t sin  t
• Ignoring constants, we obtain the two solutions
y3 (t )  e  t cos  t , y4 (t )  e  t sin  t
 Real Valued Solutions: The Wronskian

• Thus we have the following real-valued functions:

y3 (t )  e  t cos t , y4 (t )  e  t sin t

• Checking the Wronskian, we obtain

et cos t et sin t
W
et  cos t   sin t  et  sin t   cos t 
  e 2t  0

• Thus y3 and y4 form a fundamental solution set for our ODE,

and the general solution can be expressed as
y(t )  c1e t cos t  c2e t sin t
 Example 1 (1 of 2)

• Consider the differential equation

y  y  9.25 y  0
• For an exponential solution, the characteristic equation is
1  1  4 1 3 i 1 3
y (t )  e  r  r  1  0  r 
rt 2
   i
2 2 2 2
• Therefore, separating the real and imaginary components,
  1 / 2,   3
and thus the general solution is
y (t )  c1e  t / 2 cos3t   c2e  t / 2 sin 3t   e  t / 2 (c1 cos3t   c2 sin 3t )
 Example 1 (2 of 2)

• Using the general solution just determined

y (t )  e  t / 2 (c1 cos3t   c2 sin 3t )

• We can determine the particular solution that satisfies the

initial conditions y (0)  2 and y ' (0)  8
• So y(0)  c1  2 
  c1  2, c2  3
y(0)  1 / 2 c1  3c2  8 y t

y (t )  e t / 2
(2 cos3t   3 sin 3t )
• Thus the solution of this IVP is
3

y (t )  e  t / 2 (2 cos3t   3 sin 3t )

1

t
2 4 6 8 10

• The solution is a decaying oscillation. 1

2
 Example 2

• Consider the initial value problem

16 y  8 y  145 y  0, y (0)  2, y ' (0)  1
1
• Then y (t )  e rt 16 r 2  8r  145  0  r   3i
4

• Thus the general solution is y(t )  c1e t / 4 cos3t   c2e t / 4 sin 3t 
• And y(0)  c1  2 
  c1  2, c2  1 / 2
y(0)  1 / 4 c1  3c2  1
y t
y (t )  et / 4 (2 cos3t   1/2 sin 3t  )
• The solution of the IVP is 10

y (t )  et / 4 (2 cos3t   1/2 sin 3t  )

5

• The solution is displays a

2 4 6 8

growing oscillation. 10
 Example 3

• Consider the equation

y   9 y  0
• Then y(t )  ert  r 2  9  0  r  3 i
• Therefore   0,   3
• and thus the general solution is
y(t )  c1 cos3t   c2 sin 3t 
solid : y  2 cos3t   2 sin 3t 
yt

• Because   0, there is no exponential 4 dashed : y cos3t   1/2 sin 3t 

factor in the solution, so the amplitude 2

of each oscillation remains constant.

t
The figure shows the graph of two 2 4 6 8

typical solutions. 2