Second-Order Linear Equations

Study Sheet

Second-Order Linear Equations

Characteristic roots: oscillate, decay, or both

Constant Coefficients

Tip
The characteristic equation

For y+by+cy=0y'' + by' + cy = 0, try y=erxy = e^{rx}: r2+br+c=0r^2 + br + c = 0. Distinct real roots give Aer1x+Ber2xAe^{r_1x} + Be^{r_2x}; a DOUBLE root rr gives (A+Bx)erx(A + Bx)e^{rx} (the extra xx, exactly as in repeated-root recurrences); complex roots α±βi\alpha \pm \beta i give decaying oscillations eαx(Acosβx+Bsinβx)e^{\alpha x}(A\cos\beta x + B\sin\beta x).

Concept
Damping in one glance

For y+by+ω2y=0y'' + by' + \omega^2y = 0, the discriminant b24ω2b^2 - 4\omega^2 sorts the physics: negative = underdamped (oscillates while decaying), zero = CRITICALLY damped (fastest settle, no overshoot), positive = overdamped. Pure y+ω2y=0y'' + \omega^2y = 0 oscillates forever with period 2πω\tfrac{2\pi}{\omega}.

Example
Reading off a solution

y3y+2y=0y'' - 3y' + 2y = 0: roots 1,21, 2, so y=Aex+Be2xy = Ae^x + Be^{2x}; the initial data y(0)=3y(0)=3, y(0)=5y'(0)=5 pin A=1A = 1, B=2B = 2 via a tiny linear system — second-order ODEs always hand you two conditions for the two constants.

Side note
Significance: everything that vibrates

Car suspensions (critically damped on purpose), earthquake-resistant buildings, guitar strings, and RLC radio tuners all obey second-order linear equations. The discriminant taxonomy — underdamped, critical, overdamped — is a design menu: engineers CHOOSE bb to put a system in the regime they want.

Try it
Try it: read the physics from the roots

For y+4y+13y=0y'' + 4y' + 13y = 0, describe the motion. Work: r=4±16522=2±3ir = \tfrac{-4 \pm \sqrt{16 - 52}}{2} = -2 \pm 3i: underdamped — oscillates at frequency 33 inside a decaying envelope e2te^{-2t}. Half-life of the envelope: ln220.35\tfrac{\ln 2}{2} \approx 0.35 time units. No solving needed to know all this.

Proofs & Why It Matters

Tip
Proof: why e^rx and the characteristic equation

Substitute y=erxy = e^{rx} into y+by+cy=0y'' + by' + cy = 0: erx(r2+br+c)=0e^{rx}(r^2 + br + c) = 0, and since erx0e^{rx} \ne 0, the exponent must satisfy r2+br+c=0r^2 + br + c = 0.

Two independent solutions of a second-order linear equation span ALL solutions (the solution space is 22-dimensional: a solution is pinned by y(0),y(0)y(0), y'(0)), so distinct roots finish the problem. \blacksquare

Tip
Proof: the double root needs xe^rx

If rr is a double root then r2+br+c=(λr)2r^2 + br + c = (\text{}\lambda - r)^2 expanded gives b=2rb = -2r, c=r2c = r^2. Try y=xerxy = xe^{rx}: y=(1+rx)erxy' = (1 + rx)e^{rx}, y=(2r+r2x)erxy'' = (2r + r^2x)e^{rx}.

Substitute: erx[(2r+r2x)+b(1+rx)+cx]=erx[(2r+b)+x(r2+br+c)]=0e^{rx}\left[(2r + r^2x) + b(1 + rx) + cx\right] = e^{rx}\left[(2r + b) + x(r^2 + br + c)\right] = 0 — both brackets vanish precisely because rr is a double root. \blacksquare

Tip
Proof: complex roots give cosine and sine (Euler)

Euler's formula eiβx=cosβx+isinβxe^{i\beta x} = \cos\beta x + i\sin\beta x (visible by comparing the three power series) turns the complex solutions e(α±iβ)xe^{(\alpha\pm i\beta)x} into eαx(cosβx±isinβx)e^{\alpha x}(\cos\beta x \pm i\sin\beta x).

Real linear combinations — half the sum, and the difference over 2i2i — extract eαxcosβxe^{\alpha x}\cos\beta x and eαxsinβxe^{\alpha x}\sin\beta x, two REAL independent solutions. Decay times oscillation, straight from algebra. \blacksquare

Going Deeper: Explanations & Worked Problems

Concept
Why two constants, and how initial data pins them

A second-order equation reaches back two derivatives, so a solution is not determined until you specify both a starting VALUE y(0)y(0) and a starting SLOPE y(0)y'(0) — think of a mass on a spring: where it starts and how fast it is moving are independent facts.

Correspondingly the general solution carries exactly two free constants, and the solution space of the homogeneous equation is two-dimensional: find two independent solutions and every solution is a combination of them. The characteristic equation delivers those two: distinct real roots give two exponentials; a double root gives erxe^{rx} and xerxxe^{rx}; complex roots give a cosine and a sine dressed in an exponential envelope. Applying initial data always ends the same way — a small linear system in the two constants, one equation from y(0)y(0), one from y(0)y'(0).

Example
Worked: a full IVP, characteristic roots to final value

Solve y3y+2y=0y'' - 3y' + 2y = 0, y(0)=3y(0) = 3, y(0)=5y'(0) = 5, and evaluate at x=ln2x = \ln 2.

Step 1 — characteristic equation: r23r+2=(r1)(r2)=0r^2 - 3r + 2 = (r-1)(r-2) = 0: roots 1,21, 2.

Step 2 — general solution: y=Aex+Be2xy = Ae^{x} + Be^{2x}.

Step 3 — apply the data: y(0)=A+B=3y(0) = A + B = 3; since y=Aex+2Be2xy' = Ae^x + 2Be^{2x}, y(0)=A+2B=5y'(0) = A + 2B = 5.

Step 4 — solve the little system: subtracting, B=2B = 2, then A=1A = 1: y=ex+2e2xy = e^x + 2e^{2x}.

Step 5 — evaluate: eln2=2e^{\ln2} = 2 and e2ln2=(eln2)2=4e^{2\ln2} = (e^{\ln2})^2 = 4, so y(ln2)=2+24=10y(\ln 2) = 2 + 2\cdot4 = 10.

Step 6 — verify the ODE once: y=ex+8e2xy'' = e^x + 8e^{2x}, 3y=3ex+12e2x3y' = 3e^x + 12e^{2x}, 2y=2ex+4e2x2y = 2e^x + 4e^{2x}; then y3y+2y=(13+2)ex+(812+4)e2x=0y'' - 3y' + 2y = (1 - 3 + 2)e^x + (8 - 12 + 4)e^{2x} = 0 ✓.

Example
Worked: complex roots, read as physics

Solve y+2y+5y=0y'' + 2y' + 5y = 0, y(0)=1y(0) = 1, y(0)=1y'(0) = -1.

Step 1 — characteristic: r2+2r+5=0r^2 + 2r + 5 = 0 gives r=2±4202=1±2ir = \dfrac{-2 \pm \sqrt{4 - 20}}{2} = -1 \pm 2i.

Step 2 — real solution form (α=1\alpha = -1, β=2\beta = 2): y=ex(Acos2x+Bsin2x)y = e^{-x}(A\cos 2x + B\sin 2x).

Step 3 — data: y(0)=A=1y(0) = A = 1; the product rule gives y(0)=A+2B=1y'(0) = -A + 2B = -1, so B=0B = 0: y=excos2xy = e^{-x}\cos 2x.

Step 4 — read it: an oscillation of angular frequency 22 (period π\pi) inside a decaying envelope exe^{-x} — underdamped motion, crossing zero every π2\tfrac\pi2, each swing about eπ4%e^{-\pi} \approx 4\% the height of the one two crossings before. The root's real part is the decay rate; its imaginary part is the frequency: the algebra IS the physics.