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SECTION
15.3
1109
n21
NOTE
Notice that this use of the term homogeneous differs from that in Section 5.7.
We discuss homogeneous equations in this section, and leave the nonhomogeneous case for the next section.
The functions y1, y2, . . . , yn are linearly independent if the only solution of the
equation
C1 y1 1 C2 y2 1 . . . 1 Cn yn 5 0
is the trivial one, C1 5 C2 5 . . . 5 Cn 5 0. Otherwise, this set of functions is
linearly dependent.
EXAMPLE 1
a. The functions y1sxd 5 sin x and y2 5 x are linearly independent because the only
values of C1 and C2 for which
C1 sin x 1 C2x 5 0
for all x are C1 5 0 and C2 5 0.
b. It can be shown that two functions form a linearly dependent set if and only if one
is a constant multiple of the other. For example, y1sxd 5 x and y2sxd 5 3x are
linearly dependent because
C1x 1 C2s3xd 5 0
has the nonzero solutions C1 5 23 and C2 5 1.
1110
CHAPTER 15
Differential Equations
THEOREM 15.4
fC1 y10 sxd 1 C2 y20 sxdg 1 afC1 y19sxd 1 C2 y29sxdg 1 bfC1 y1sxd 1 C2 y2sxdg 5 0
which means that
y 5 C1 y1 1 C2 y2
is a solution, as desired. The proof that all solutions are of this form is best left to a
full course on differential equations.
Theorem 15.4 states that if you can find two linearly independent solutions, you
can obtain the general solution by forming a linear combination of the two solutions.
To find two linearly independent solutions, note that the nature of the equation
y0 1 ay9 1 by 5 0 suggests that it may have solutions of the form y 5 emx. If so, then
y9 5 memx and y0 5 m2emx. Thus, by substitution, y 5 emx is a solution if and only if
y0 1 ay9 1 by 5 0
1 amemx 1 bemx 5 0
emxsm2 1 am 1 bd 5 0.
m2emx
Characteristic equation
SECTION 15.3
E X P L O R AT I O N
For each differential equation below
find the characteristic equation. Solve
the characteristic equation for m, and
use the values of m to find a general
solution to the differential equation.
Using your results, develop a general
solution to differential equations with
characteristic equations that have
distinct real roots.
(a) y0 2 9y 5 0
(b) y0 2 6y9 1 8y 5 0
EXAMPLE 2
1111
m2 2 4 5 0
Characteristic equation
General solution
The characteristic equation in Example 2 has two distinct real roots. From
algebra, you know that this is only one of three possibilities for quadratic equations.
In general, the quadratic equation m2 1 am 1 b 5 0 has roots
m1 5
2a 1 !a2 2 4b
2
and
m2 5
2a 2 !a2 2 4b
2
THEOREM 15.5
Solutions of y 0 1 ay9 1 by 5 0
The solutions of
y0 1 ay9 1 by 5 0
fall into one of the following three cases, depending on the solutions of the
characteristic equation, m2 1 am 1 b 5 0.
1. Distinct Real Roots If m1 m2 are distinct real roots of the characteristic
equation, then the general solution is
y 5 C1em1x 1 C2em2x.
2. Equal Real Roots If m1 5 m2 are equal real roots of the characteristic
equation, then the general solution is
y 5 C1em1x 1 C2xem1x 5 sC1 1 C2xdem1x.
3. Complex Roots If m1 5 a 1 bi and m2 5 a 2 bi are complex roots of the
characteristic equation, then the general solution is
y 5 C1eax cos bx 1 C2eax sin bx.
1112
CHAPTER 15
Differential Equations
EXAMPLE 3
m2 1 6m 1 12 5 0
has two complex roots, as follows.
26 !36 2 48
2
26 !212
5
2
5 23 !23
5 23 !3i
m5
EXAMPLE 4
m2
has two equal roots given by m 5 22. Thus, the general solution is
y 5 C1e22x 1 C2xe22x.
General solution
Particular solution
SECTION 15.3
1113
m3 2 m 5 0
msm 2 1dsm 1 1d 5 0
m 5 0, 1, 21.
Because the characteristic equation has three distinct roots, the general solution is
y 5 C1 1 C2e2x 1 C3e x.
EXAMPLE 6
General solution
m3 1 3m2 1 3m 1 1 5 0
sm 1 1d3 5 0
m 5 21.
Because the root m 5 21 occurs three times, the general solution is
y 5 C1e2x 1 C2 xe2x 1 C3x2e2x.
EXAMPLE 7
General solution
m4 1 2m2 1 1 5 0
sm2 1 1d2 5 0
m 5 i
Because each of the roots m1 5 a 1 bi 5 0 1 i and m2 5 a 2 bi 5 0 2 i occurs
twice, the general solution is
y 5 C1 cos x 1 C2 sin x 1 C3x cos x 1 C4x sin x.
General solution
1114
CHAPTER 15
Differential Equations
Applications
l = natural
length
y = displacement
m
One of the many applications of linear differential equations is describing the motion
of an oscillating spring. According to Hookes Law, a spring that is stretched (or
compressed) y units from its natural length l tends to restore itself to its natural length
by a force F that is proportional to y. That is, Fs yd 5 2ky, where k is the spring
constant and indicates the stiffness of the given spring.
Suppose a rigid object of mass m is attached to the end of a spring and causes a
displacement, as shown in Figure 15.9. Assume that the mass of the spring is
negligible compared with m. If the object is pulled down and released, the resulting
oscillations are a product of two opposing forcesthe spring force Fsyd 5 2ky and
the weight mg of the object. Under such conditions, you can use a differential
equation to find the position y of the object as a function of time t. According to
Newtons Second Law of Motion, the force acting on the weight is F 5 ma, where
a 5 d 2 yydt2 is the acceleration. Assuming that the motion is undampedthat is,
there are no other external forces acting on the objectit follows that msd 2 yydt2d 5
2ky, and you have
1 2
d2y
k
1
y 5 0.
dt2
m
EXAMPLE 8
Suppose a 4-pound weight stretches a spring 8 inches from its natural length. The
weight is pulled down an additional 6 inches and released with an initial upward
velocity of 8 feet per second. Find a formula for the position of the weight as a
function of time t.
By Hookes Law, 4 5 ks 23 d, so k 5 6. Moreover, because the weight w is
4
given by mg, it follows that m 5 wyg 5 32
5 18 . Hence, the resulting differential
equation for this undamped motion is
Solution
d2y
1 48y 5 0.
dt2
Because the characteristic equation m2 1 48 5 0 has complex roots m 5 0 4!3i,
the general solution is
y 5 C1e0 cos 4!3 t 1 C2e0 sin 4!3 t 5 C1 cos 4!3 t 1 C2 sin 4!3 t.
Using the initial conditions, you have
1
1
5 C1s1d 1 C2s0d
C1 5
2
2
y9std 5 24!3 C1 sin 4!3 t 1 4!3 C2 cos 4!3 t
1
2!3
8 5 24!3
s0d 1 4!3 C2s1d
C2 5
.
2
3
12
1
2!3
cos 4!3 t 1
sin 4!3 t.
2
3
y s0d 5 12
y9s0d 5 8
SECTION 15.3
1115
d2y
dy
5 2ky 2 p
dt2
dt
1 2
d2y
p dy
k
1
1 y 5 0.
dt2
m dt
m
E X E R C I S E S F O R S E C T I O N 15 . 3
In Exercises 14, verify the solution of the differential equation.
Solution
Differential Equation
1. y 5 sC1 1 C2xde23x
y0 1 6y9 1 9y 5 0
2. y 5 C1e2x 1 C2e22x
y0 2 4y 5 0
3. y 5 C1 cos 2x 1 C2 sin 2x
y0 1 4y 5 0
4. y 5 e2x sin 3x
y0 1 2y9 1 10y 5 0
6. y0 1 2y9 5 0
7. y0 2 y9 2 6y 5 0
8. y0 1 6y9 1 5y 5 0
9. 2y0 1 3y9 2 2y 5 0
34. y0 1 2y9 1 3y 5 0
ys0d 5 1, y9s0d 5 24
ys0d 5 2, y9s0d 5 1
11. y0 1 6y9 1 9y 5 0
15. y0 1 y 5 0
16. y0 1 4y 5 0
17. y0 2 9y 5 0
18. y0 2 2y 5 0
19. y0 2 2y9 1 4y 5 0
21. y0 2 3y9 1 y 5 0
26. ys4d 2 y0 5 0
37. y0 5 y9
25.
ys4d
2y50
36. y0 1 2y9 1 3y 5 0
35. y0 1 16y 5 0
ys0d 5 0, y9s0d 5 2
ys0d 5 2, y9s0d 5 1
38. y0 5 2 12 y9
28. y999 2 y0 2 y9 1 y 5 0
3 2 1
3 2
x
1
1116
CHAPTER 15
Differential Equations
1
2
43. The weight is pulled 12 foot below the equilibrium position and
released. The motion takes place in a medium that furnishes a
1
damping force of magnitude 8 speed at all times.
1
||
(b)
x
1
y0 1 ay9 1 by 5 0
has complex roots given by m1 5 a 1 bi and m2 5 a 2 bi,
show that
y 5 C1ea x cos bx 1 C2eax sin b x
is a solution.
y
3
| |
f
f9
g
.
g9
56. y1 5 eax
y2 5 ebx, a b
(c)
(d)
y
3
y
3
46. y0 1 25y 5 0
48. y0 1 y9 1
37
4
y50
cos bx, b 0
y2 5 x2
x 2 y0 1 axy9 1 by 5 0,
x > 0
y2 5
58. y1 5 x
45. y0 1 9y 5 0
sin bx
eax
y2 5 xeax
x
2
57. y1 5
eax
(a) Show that this equation can be transformed into a secondorder linear equation with constant coefficients by using the
substitution x 5 et.
(b) Solve x 2 y0 1 6xy9 1 6y 5 0.
60. Solve
y0 1 Ay 5 0
where A is constant, subject to the conditions ys0d 5 0 and
yspd 5 0.