MathLabs
TheoremProved

Structure of the general solution from the characteristic roots

Statement

The general solution of ay′′+by′+cy=0ay'' + by' + cy = 0 is determined entirely by the roots of the characteristic equation ar2+br+c=0ar^2+br+c=0: distinct real roots give y=c1er1x+c2er2xy = c_1 e^{r_1 x} + c_2 e^{r_2 x}, a repeated real root gives y=(c1+c2x)erxy = (c_1 + c_2 x) e^{r x}, and complex conjugate roots r=α±iβr = \alpha \pm i\beta give y=eαx(c1cos⁡(βx)+c2sin⁡(βx))y = e^{\alpha x}\left(c_1 \cos(\beta x) + c_2 \sin(\beta x)\right).

Why is it true?

Exponentials are the natural building blocks because differentiating erxe^{rx} just rescales it by rr; feeding this ansatz into a linear equation with constant coefficients collapses calculus into algebra — finding roots of a polynomial.

Proof sketch

Try the ansatz y=erxy=e^{rx}. Then y′=rerxy'=re^{rx} and y′′=r2erxy''=r^2e^{rx}; substituting into ay′′+by′+cy=0ay'' + by' + cy = 0 gives (ar2+br+c)erx=0(ar^2+br+c)e^{rx}=0. Since erxe^{rx} is never zero, this forces the characteristic equation ar2+br+c=0ar^2+br+c=0. By the quadratic formula, r=−b±b2−4ac2ar = \dfrac{-b \pm \sqrt{b^2-4ac}}{2a}.

Case Δ>0\Delta>0: the two roots r1≠r2r_1\neq r_2 give solutions er1xe^{r_1x} and er2xe^{r_2x}. Their Wronskian is (r2−r1)e(r1+r2)x≠0(r_2-r_1)e^{(r_1+r_2)x}\neq 0, so by the superposition theorem the general solution is y=c1er1x+c2er2xy = c_1 e^{r_1 x} + c_2 e^{r_2 x}.

Case Δ=0\Delta=0: there is one repeated root r=−b/(2a)r=-b/(2a), giving only one exponential solution erxe^{rx}. To find a second independent solution, try y2=v(x)erxy_2=v(x)e^{rx} (reduction of order) and substitute into the equation; because rr is a double root of ar2+br+car^2+br+c, the terms in vv and v′v' cancel, leaving av′′erx=0av''e^{rx}=0, i.e. v′′=0v''=0, so v=c1+c2xv=c_1+c_2x. This yields the second solution xerxxe^{rx}, and the general solution y=(c1+c2x)erxy = (c_1 + c_2 x) e^{r x}.

Case Δ<0\Delta<0: the roots are complex conjugates r=α±iβr = \alpha \pm i\beta with α=−b/(2a)\alpha=-b/(2a), β=−Δ/(2a)\beta=\sqrt{-\Delta}/(2a). Euler's formula eiβx=cos⁡(βx)+isin⁡(βx)e^{i\beta x}=\cos(\beta x)+i\sin(\beta x) turns the complex solutions e(α±iβ)xe^{(\alpha\pm i\beta)x} into two independent real solutions eαxcos⁡(βx)e^{\alpha x}\cos(\beta x) and eαxsin⁡(βx)e^{\alpha x}\sin(\beta x) (by taking the real and imaginary parts, which are themselves solutions since LL has real coefficients), giving the general solution y=eαx(c1cos⁡(βx)+c2sin⁡(βx))y = e^{\alpha x}\left(c_1 \cos(\beta x) + c_2 \sin(\beta x)\right).

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. William E. Boyce, Richard C. DiPrima (2017). Elementary Differential Equations and Boundary Value Problems
  2. Lawrence Perko (2001). Differential Equations and Dynamical Systems