MATH528 Lesson05: Homogeneous, constant coefficient, second-order ODEs

Remark. Equations of the form

y''+ay'+by=f(x) (1)

with a,b, have wide-spread application throughout the sciences. Generally:

Remark. For f=0, (1) is a subcase of y''+p(x)y'+q(x)y=0, hence the general solution is a linear combination c1y1+c2y2 of two independent solutions y1,y2 of (1) with c1,c2.

Remark. Guess a solution might be of form y=eλx, leading to the characteristic equation

λ2+aλ+b=0,

with solutions

λ1,2=12(-a±a2-4b),

and distinct cases:

  1. Two real roots if a2-4b>0

  2. Real double roots if a2-4b=0

  3. Complex conjugate roots if a2-4b<0