the characteristic polynomialof Equation \ref{eq:9.2.1}. We saw in Section 5.2 that when \(n=2\) the solutions of Equation \ref{eq:9.2.1} are determined by the zeros of the characteristic polynomial. This is also true when \(n>2\), but the situation is more complicated in this case. Consequently, we take a different approach.
If \(k\) is a positive integer, let \(D^k\) stand for the \(k\)-th derivative operator; that is
This shows that \(y=e^{rx}\) is a solution of Equation \ref{eq:9.2.1} if \(p(r)=0\). In the simplest case, where \(p\) has \(n\) distinct real zeros \(r_1\), \(r_2\),…, \(r_n\), this argument yields \(n\) solutions
It can be shown (Exercise 9.2.39) that the Wronskian of \(\{e^{r_1x},e^{r_2x},\dots,e^{r_nx}\}\) is nonzero if \(r_1\), \(r_2\), …, \(r_n\) are distinct; hence, \(\{e^{r_1x},e^{r_2x},\dots,e^{r_nx}\}\) is a fundamental set of solutions of \(p(D)y=0\) in this case.
Example 9.2.1
Find the general solution of \[\label{eq:9.2.3} y'''-6y''+11y'-6y=0. \]
and solve the initial value problem \[\label{eq:9.2.4} y'''-6y''+11y'-6y=0, \quad y(0)=4,\quad y'(0)=5,\quad y''(0)=9. \]
Solution a
The characteristic polynomial of Equation \ref{eq:9.2.3} is
We must determine \(c_1\), \(c_2\) and \(c_3\) in Equation \ref{eq:9.2.5} so that \(y\) satisfies the initial conditions in Equation \ref{eq:9.2.4}. Differentiating Equation \ref{eq:9.2.5} twice yields
The solution of this system is \(c_1=4\), \(c_2=-1\), \(c_3=1\). Therefore the solution of Equation \ref{eq:9.2.4} is
\[y=4e^x-e^{2x}+e^{3x} \nonumber \]
(Figure 9.2.1
).
Now we consider the case where the characteristic polynomial Equation \ref{eq:9.2.2} does not have \(n\) distinct real zeros. For this purpose it is useful to define what we mean by a factorization of a polynomial operator. We begin with an example.
Example 9.2.2
Consider the polynomial
\[p(r)=r^3-r^2+r-1 \nonumber \]
and the associated polynomial operator
\[p(D)=D^3-D^2+D-1. \nonumber \]
Since \(p(r)\) can be factored as
\[p(r)=(r-1)(r^2+1)=(r^2+1)(r-1), \nonumber \]
it is reasonable to expect that p(D) can be factored as
However, before we can make this assertion we must define what we mean by saying that two operators are equal, and what we mean by the products of operators in Equation \ref{eq:9.2.7}. We say that two operators are equal if they apply to the same functions and always produce the same result. The definitions of the products in Equation \ref{eq:9.2.7} is this: if \(y\) is any three-times differentiable function then
\((D-1)(D^2+1)y\) is the function obtained by first applying \(D^2+1\) to \(y\) and then applying \(D-1\) to the resulting function
\((D^2+1)(D-1)y\) is the function obtained by first applying \(D-1\) to \(y\) and then applying \(D^2+1\) to the resulting function.
which completes the justification of Equation \ref{eq:9.2.7}.
Example 9.2.3
Use the result of Example 9.2.2
to find the general solution of
\[\label{eq:9.2.10} y'''-y''+y'-y=0. \]
Solution
From Equation \ref{eq:9.2.8}, we can rewrite Equation \ref{eq:9.2.10} as
\[(D-1)(D^2+1)y=0, \nonumber \]
which implies that any solution of \((D^2+1)y=0\) is a solution of Equation \ref{eq:9.2.10}. Therefore \(y_1=\cos x\) and \(y_2=\sin x\) are solutions of Equation \ref{eq:9.2.10}.
From Equation \ref{eq:9.2.9}, we can rewrite Equation \ref{eq:9.2.10} as
\[(D^2+1)(D-1)y=0, \nonumber \]
which implies that any solution of \((D-1)y=0\) is a solution of Equation \ref{eq:9.2.10}. Therefore \(y_3=e^x\) is solution of Equation \ref{eq:9.2.10}.
where \(\lambda_j\) and \(\omega_j\) are real, \(\omega_j\ne0\), and \(m_j\) is a positive integer. If Equation \ref{eq:9.2.12} holds then \(r_j\) is a real zero of \(p\), while if Equation \ref{eq:9.2.13} holds then \(\lambda+i\omega\) and \(\lambda-i\omega\) are complex conjugate zeros of \(p\). In either case, \(m_j\) is the multiplicity of the zero(s).
By arguments similar to those used in our examples, it can be shown that
and that the order of the factors on the right can be chosen arbitrarily. Therefore, if \(p_j(D)y=0\) for some \(j\) then \(p(D)y=0\). To see this, we simply rewrite Equation \ref{eq:9.2.14} so that \(p_j(D)\) is applied first. Therefore the problem of finding solutions of \(p(D)y=0\) with \(p\) as in Equation \ref{eq:9.2.14} reduces to finding solutions of each of these equations
\[p_j(D)y=0,\quad 1\le j\le k, \nonumber \]
where \(p_j\) is a power of a first degree term or of an irreducible quadratic. To find a fundamental set of solutions \(\{y_1,y_2,\dots,y_n\}\) of \(p(D)y=0\), we find fundamental set of solutions of each of the equations and take \(\{y_1,y_2,\dots,y_n\}\) to be the set of all functions in these separate fundamental sets. In Exercise 9.2.40 we sketch the proof that \(\{y_1,y_2,\dots,y_n\}\) is linearly independent, and therefore a fundamental set of solutions of \(p(D)y=0\).
To apply this procedure to general homogeneous constant coefficient equations, we must be able to find fundamental sets of solutions of equations of the form
is an arbitrary polynomial of degree \(\le m-1\), then \(y=e^{ax}f\) is a solution of Equation \ref{eq:9.2.16}. First note that if \(g\) is any differentiable function then
\[ \begin{array}{lcll} (D-a)e^{ax}f&=&e^{ax}f'&\mbox{(from \eqref{eq:9.2.17} with $g=f$)}\\[4pt] (D-a)^2e^{ax}f&=& (D-a)e^{ax}f'=e^{ax}f'' &\mbox{(from \eqref{eq:9.2.17} with $g=f'$)}\\[4pt] (D-a)^3e^{ax}f&=& (D-a)e^{ax}f''=e^{ax}f''' &\mbox{(from \eqref{eq:9.2.17} with $g=f''$)}\\[4pt] &\vdots&\\[4pt] (D-a)^me^{ax}f &=&(D-a)e^{ax}f^{(m-1)}=e^{ax}f^{(m)} &\mbox{(from \eqref{eq:9.2.17} with $g=f^{(m-1)}$)}. \end{array}\nonumber \]
Since \(f^{(m)}=0\), the last equation implies that \(y=e^{ax}f\) is a solution of Equation \ref{eq:9.2.16} if \(f\) is any polynomial of degree \(\le m-1\). In particular, each function in Equation \ref{eq:9.2.15} is a solution of Equation \ref{eq:9.2.16}. To see that Equation \ref{eq:9.2.15} is linearly independent (and therefore a fundamental set of solutions of Equation \ref{eq:9.2.16}), note that if