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Lecture 37: Homogeneous Linear Differential Equations with Constant Coefficients

Postgraduate Entrance Exam Mathematics Study Notes: Lecture 37: Homogeneous Differential Equations with Constant Coefficients. Retain the original formulas, diagrams, and example problems.

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38.1 Homogeneous differential equations with second-order constant coefficients

#####Definition: Secondorderhomogeneousdifferentialequationswithconstantcoefficients

description:
1. Structure: $$y^{\prime\prime}+q +py^{\prime}+qy=0$$
2. Characteristic equation: $$r^2+pr+q=0$$

Explanation

  • Constant coefficients and variable coefficients:
  • Concept:
  • The coefficients of an unknown function, if constant, are constant-coefficient equations; otherwise, they are variable coefficients (for example, if the coefficients include $p(x)$)
  • Constant coefficients:
  • Structure:
  • $y^{\prime\prime}+py^{\prime}+qy=0$
  • Variable coefficients:
  • Structure:
  • $y^{\prime\prime}+p(x)y^{\prime}+q(x)y=0$
  • Explanation:
  • General solution: $y=C_1y_1(x)+C_2y_2(x)$;
  • $y_1$ and $y_2$ are linearly independent;
  • $y_1/y_2$ is not a constant;
  • Characteristic Equations:
  • Concept:
  • The roots of characteristic equations are closely related to the solutions of differential equations;
  • For distinct real roots $r_1\neq r_2$:
  • $y=C_1e^{r_1x}+C_2e^{r_2x}$;
  • For a repeated real root $r_{1}=r_{2}=r$:
  • $y=e^{rx}(C_1+C_2x)$;
  • For conjugate complex roots $r_{1,2}=\alpha\pm i\beta$:
  • $y=e^{\alpha x}(C_1\cos\beta x+C_2\sin\beta x)$;
  • Note:
  • These formulas apply to second-order equations;
  • Third-order equations:
  • Method:
  • Construct one solution component for each characteristic root, accounting for multiplicity, and add the components;
  • Example: For $r^{3}-2r^{2}+r-2=0$:
  • The characteristic roots are $r_1=2,r_{2,3}=\pm i$;
  • Therefore, $y=C_{1}e^{2x}+C_{2}\cos x+C_{3}\sin x$;

Method

  • Step 1: Write the characteristic equation
  • Step 2: Find the characteristic roots;
  • Step 3: Write the corresponding general solution:
  • Distinct real roots: $y=C_1e^{r_1x}+C_2e^{r_2x}$;
  • A repeated real root: $y=e^{rx}(C_1+C_2x)$;
  • Conjugate complex roots: $y=e^{\alpha x}(C_1\cos\beta x+C_2\sin\beta x)$.