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Second-order with constant coefficients

Differential equations

Japanese school year: University year 2

What you learn

Learn how to solve second-order linear differential equations with constant coefficients using characteristic equations. They are fundamental in modeling oscillatory phenomena, such as spring vibrations and alternating current circuits. Prior knowledge of solving quadratic equations and differentiating exponential functions is recommended.

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Key points

This is the characteristic equation for solving a second-order linear ODE with constant coefficients. Assuming the solution y=eλxy = e^{\lambda x} turns the differential equation into a quadratic equation for λ\lambda.

ay′′+by′+cy=0  ⟹  aλ2+bλ+c=0ay'' + by' + cy = 0 \implies a\lambda^2 + b\lambda + c = 0

This is the general solution when the characteristic equation has two distinct real roots λ1\lambda_1 and λ2\lambda_2. It combines two exponential functions with arbitrary constants C1C_1 and C2C_2.

y=C1eλ1x+C2eλ2x(λ1≠λ2)y = C_1 e^{\lambda_1 x} + C_2 e^{\lambda_2 x} \quad (\lambda_1 \neq \lambda_2)

This is the general solution when the characteristic equation has a repeated root λ\lambda. The second term is multiplied by xx to provide a linearly independent solution (C1,C2C_1, C_2 are constants).

y=(C1+C2x)eλxy = (C_1 + C_2 x)e^{\lambda x}

This is the general solution when the characteristic roots are complex numbers α±iβ\alpha \pm i\beta. It describes oscillation using cos⁡βx\cos\beta x and sin⁡βx\sin\beta x, with eαxe^{\alpha x} governing the amplitude (C1,C2C_1, C_2 are constants).

y=eαx(C1cos⁡βx+C2sin⁡βx)(λ=α±iβ)y = e^{\alpha x}(C_1 \cos\beta x + C_2 \sin\beta x) \quad (\lambda = \alpha \pm i\beta)

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