Math 2.0

Ordinary differential equations Theorem

Solutions for complex conjugate roots

Builds on Characteristic equationLinear equation with constant coefficientsSolutions for repeated rootsEuler's formula

Statement

Let a0,…,an−1a_0, \dots, a_{n-1} be real numbers, and let pp be the characteristic polynomial of the equation y(n)+an−1y(n−1)+⋯+a0y=0y^{(n)} + a_{n-1} y^{(n-1)} + \dots + a_0 y = 0. Let α+iβ\alpha + i \beta be a root of pp of multiplicity mm, with α,β∈ℝ\alpha, \beta \in \mathbb{R} and β≠0\beta \ne 0. Then α−iβ\alpha - i \beta is also a root of multiplicity mm, and the 2m2m functions xkeαxcos⁡(βx),xkeαxsin⁡(βx),k=0,…,m−1,x^k e^{\alpha x} \cos(\beta x), \quad x^k e^{\alpha x} \sin(\beta x), \qquad k = 0, \dots, m - 1, are linearly independent real solutions of the equation on ℝ\mathbb{R}.

Remarks

By Euler's formula, e(α+iβ)x=eαx(cos⁡βx+isin⁡βx)e^{(\alpha + i \beta) x} = e^{\alpha x} (\cos \beta x + i \sin \beta x). Its real and imaginary parts are solutions because the coefficients are real. For order 22 and roots α±iβ\alpha \pm i \beta, the real solutions are eαx(c1cos⁡βx+c2sin⁡βx)e^{\alpha x} (c_1 \cos \beta x + c_2 \sin \beta x). Example: y′′+2y′+5y=0y'' + 2 y' + 5 y = 0 has the roots −1±2i-1 \pm 2 i, so its solutions are e−x(c1cos⁡2x+c2sin⁡2x)e^{-x} (c_1 \cos 2x + c_2 \sin 2x). These families for all roots, together with those of real roots, give a real fundamental system.

Reading path

To understand this page from the ground up, read these 17 pages in order. The foundations come first.

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  1. Complex numbers object
  2. Differential equation concept
  3. Function concept
  4. Interval concept
  5. Euler's formula statement
  6. Ordinary differential equation definition
  7. Order of a differential equation definition
  8. Linear differential equation of order n definition
  9. Homogeneous linear equation definition
  10. Linear equation with constant coefficients definition
  11. Superposition principle statement
  12. Characteristic equation definition
  13. Solution space of a homogeneous linear equation has dimension n statement
  14. Fundamental system of solutions definition
  15. Solutions for distinct real roots statement
  16. Solutions for repeated roots statement
  17. Solutions for complex conjugate roots statement

Where this leads

8 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Characteristic_equation_(calculus), Complex roots
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Tag0BEZX8F2XW
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Kindstatement, theorem
WritingW0 stub
MSC34A30
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UsesCharacteristic equation, Linear equation with constant coefficients, Solutions for repeated roots, Euler's formula

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