Second Order Linear Homogeneous DE

In summary, the discriminant is the difference between the two eigenvalues of the matrix, and if it's negative, then the real part is dominant and if it's positive, then the imaginary part is dominant.
  • #1
QuarkCharmer
1,051
3

Homework Statement


[tex]3\frac{d^{2}y}{dx^{2}} + 2\frac{dy}{dx} + y = 0[/tex]

Homework Equations



The Attempt at a Solution


[tex]3y'' + 2y' +y = 0[/tex]

I know the solution is going to be in the form of [tex]y=Ce^{mx}+De^{nx}+...[/tex]
(Unless there is a multiplicity, in which case I understand that too)

So I'll just skip to the Aux Equation:
[tex]3m^{2} + 2m + 1 = 0[/tex]
[tex]m = \frac{-1+\sqrt{2}i}{3} or \frac{-1-\sqrt{2}i}{3}[/tex]

Thus, a general form of the solution is:
[tex]y(x) = C_{1}e^{\frac{-1}{3}}e^{\frac{\sqrt{2}ix}{3}} + C_{2}e^{\frac{-1}{3}}e^{\frac{-\sqrt{2}ix}{3}}[/tex]

So now I just rename the constants..

[tex]Ae^{\frac{\sqrt{2}ix}{3}} + Be^{\frac{-\sqrt{2}ix}{3}}[/tex]

and since...

[tex]e^{ix} = cos(x) + isin(x)[/tex]

[tex]A(cos(\frac{\sqrt{2}x}{3})+isin(\frac{\sqrt{2}x}{3})) + B(cos(\frac{-\sqrt{2}x}{3})+isin(\frac{-\sqrt{2}x}{3}))[/tex]

Since cosine is even and sine is odd...

[tex]Acos(\frac{\sqrt{2}x}{3}) + iAsin(\frac{\sqrt{2}x}{3}) + Bcos(\frac{\sqrt{2}x}{3}) -iBsin(\frac{\sqrt{2}x}{3})[/tex]

Usually here is where the imaginary stuff cancels out, but it's just not happening this time and I think I am making a mistake somewhere but I can't see it. What do I do??
 
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  • #2
QuarkCharmer said:

Homework Statement


[tex]3\frac{d^{2}y}{dx^{2}} + 2\frac{dy}{dx} + y = 0[/tex]

Homework Equations



The Attempt at a Solution


[tex]3y'' + 2y' +y = 0[/tex]

I know the solution is going to be in the form of [tex]y=Ce^{mx}+De^{nx}+...[/tex]
(Unless there is a multiplicity, in which case I understand that too)

So I'll just skip to the Aux Equation:
[tex]3m^{2} + 2m + 1 = 0[/tex]
[tex]m = \frac{-1+\sqrt{2}i}{3} or \frac{-1-\sqrt{2}i}{3}[/tex]

Thus, a general form of the solution is:
[tex]y(x) = C_{1}e^{\frac{-1}{3}}e^{\frac{\sqrt{2}ix}{3}} + C_{2}e^{\frac{-1}{3}}e^{\frac{-\sqrt{2}ix}{3}}[/tex]

Samll mistake, but you also want [itex]e^{-\frac{1}{3}x}[/itex] instead of [itex]e^{-\frac{1}{3}}[/itex]. Indeed, your general solution requires you to multiply entire m with x. This will not save you from the trouble below however.

So now I just rename the constants..

[tex]Ae^{\frac{\sqrt{2}ix}{3}} + Be^{\frac{-\sqrt{2}ix}{3}}[/tex]

and since...

[tex]e^{ix} = cos(x) + isin(x)[/tex]

[tex]A(cos(\frac{\sqrt{2}x}{3})+isin(\frac{\sqrt{2}x}{3})) + B(cos(\frac{-\sqrt{2}x}{3})+isin(\frac{-\sqrt{2}x}{3}))[/tex]

Since cosine is even and sine is odd...

[tex]Acos(\frac{\sqrt{2}x}{3}) + iAsin(\frac{\sqrt{2}x}{3}) + Bcos(\frac{\sqrt{2}x}{3}) -iBsin(\frac{\sqrt{2}x}{3})[/tex]

Usually here is where the imaginary stuff cancels out, but it's just not happening this time and I think I am making a mistake somewhere but I can't see it. What do I do??

Now you found all complex solutions, which is good. But you want all real solutions. Do you see choices of A and B that will get you real solutions?? (you can choose A and B complex if you want to).

The hardest part is proving that you got all real solutions.
 
  • #3
Thanks Micromass. I see what I did wrong. I'll try to re-derive it. I just don't want to blindly use the formula to solve this type of DE without understanding where it's coming from.
 
  • #4
For diff. equations of this type, if the roots of the characteristic equation are a [itex]\pm[/itex] bi, a pair of solutions is y1 = eatsin(bt) and y2 = eatcos(bt).
 
  • #5
I figured it out.

What I was doing wrong was this:

Once the equation turned into the form with (or without) the exponential and then the sum of sines and cosines, I needed to group the two functions with the complex variable in front and factor them out into the constant. So it's essentially possible that the constant contains a complex variable.

I don't know what happened in the above work, I lost some things in translation to Latex and now looking over it, it doesn't make much sense! I fully understand how an equation of that form with an aux equation containing both complex and real part solutions works now, and simplifies into exp(x)(sin+cos) (for second order at least).

Today we went over how the discriminant determines which parts of the solution you get, the three cases (d>0, d<0, d=0) and what that means exactly. Now it all makes sense.
 

Related to Second Order Linear Homogeneous DE

1. What is a second order linear homogeneous differential equation (DE)?

A second order linear homogeneous differential equation is a mathematical equation that involves a function, its first and second derivatives, and constants. It is considered linear because the function and its derivatives appear to the first power only, and it is homogeneous because all terms have the same degree.

2. What is the general form of a second order linear homogeneous DE?

The general form of a second order linear homogeneous DE is y'' + p(x)y' + q(x)y = 0, where p(x) and q(x) are functions of x. This form is also known as the standard form.

3. How do you solve a second order linear homogeneous DE?

To solve a second order linear homogeneous DE, we use the method of undetermined coefficients or the method of variation of parameters. These methods involve finding a particular solution and a complementary solution, and then combining them to form the general solution.

4. What are the initial conditions for a second order linear homogeneous DE?

The initial conditions for a second order linear homogeneous DE are the values of the function and its first derivative at a specific point, usually denoted as x0. These initial conditions are necessary to determine the values of the constants in the general solution.

5. What are the applications of second order linear homogeneous DEs in science?

Second order linear homogeneous DEs have many applications in science, including in physics, engineering, and economics. They can be used to model systems with a constant acceleration, such as a falling object under the influence of gravity, or to describe the behavior of oscillating systems, such as a pendulum. They are also used in circuit analysis and population dynamics models.

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