Differential Equations, Topic 6 of 10

The Characteristic
Equation

A single inspired substitution, assume y = erx, converts a second-order differential equation into a quadratic. The roots of that quadratic determine everything about the solution.

10 worked examples 3 root cases Interactive solver
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§ 01The Key Idea — Why erx?

To solve ay″ + by′ + cy = 0, we need a function whose second derivative, first derivative, and the function itself all combine to zero. Exponentials are the only functions with that property.

Consider what happens when you differentiate erx. Each differentiation multiplies by r:

Derivatives of the trial solution
y = erx
y′ = rerx
y″ = r²erx

Now substitute into ay″ + by′ + cy = 0:

Substitution
a(r²erx) + b(rerx) + c(erx) = 0
erx(ar² + br + c) = 0

Since erx is never zero, we can divide through by it. What remains is a purely algebraic equation:

The Characteristic Equation
ar² + br + c = 0

This is the characteristic equation (also called the auxiliary equation). Its roots, found by the quadratic formula, tell us exactly what the solution looks like. This is the entire method. One substitution. One quadratic. Three possible cases depending on the discriminant b² − 4ac.

What the discriminant tells you The discriminant Δ = b² − 4ac from the quadratic formula controls everything. If Δ > 0, two distinct real roots. If Δ = 0, one repeated real root. If Δ < 0, a pair of complex conjugate roots. Each case gives a qualitatively different family of solutions.

§ 02The Three Cases

Solving ar² + br + c = 0 gives roots r = (−b ± √(b²−4ac)) / 2a. What those roots look like determines the form of the general solution.

Case 1 — Δ > 0
Two Distinct Real Roots
b² − 4ac > 0 → r1 ≠ r2, both real
y = C1er₁x + C2er₂x
Two independent exponential solutions. If both roots are negative, the solution decays to zero (overdamped). The constants C₁ and C₂ are fixed by initial conditions.
Case 2 — Δ = 0
One Repeated Root
b² − 4ac = 0 → r1 = r2 = r = −b/2a
y = (C1 + C2x)erx
When the quadratic has a double root, the second independent solution picks up a factor of x. This is the borderline between oscillatory and non-oscillatory behaviour — critical damping.
Case 3 — Δ < 0
Complex Conjugate Roots
b² − 4ac < 0 → r = α ± βi
y = eαx(C1cos βx + C2sin βx)
Complex roots always come in conjugate pairs α ± βi. By Euler's formula, the complex exponentials combine into real sinusoids multiplied by eαx — oscillations that grow, decay, or stay constant depending on the sign of α.

Why Does the Repeated Root Case Need an Extra x?

When the characteristic equation has a double root r, we have only one exponential solution erx. A second-order ODE requires two linearly independent solutions. A method called reduction of order shows that the second solution is xerx: the factor of x is not a guess; it falls out of the calculation. You can verify it works by substituting back: if y = xerx and r = −b/2a, then ay″ + by′ + cy = 0 holds identically.

Where Euler's Formula Connects

In Case 3, the roots are r = α ± βi where α = −b/2a and β = √(4ac−b²)/2a. The two exponential solutions are e(α+βi)x and e(α−βi)x. By Euler's formula e = cos θ + i sin θ, their sum and difference produce the real-valued pair:

From complex to real
e(α+βi)x = eαx(cos βx + i sin βx)
e(α−βi)x = eαx(cos βx − i sin βx)

Real basis:   eαxcos βx,   eαxsin βx
Physical meaning of α and β In a mechanical or electrical oscillator, β is the natural oscillation frequency (in rad/s or rad per unit of the independent variable), while α controls the amplitude envelope. If α < 0 the oscillations die out exponentially — this is underdamping. If α = 0 (no damping, so b = 0) the system oscillates forever at constant amplitude.

§ 03Interactive Characteristic Equation Solver

Enter the coefficients of your ODE. The solver computes the discriminant, finds the roots, and writes out the general solution.

Solve ay″ + by′ + cy = 0

_y″ + _y′ + _y = 0

§ 04Worked Examples

Ten fully solved problems, two or three from each case, escalating in complexity.

Example 1 · Case 1 Two distinct real roots

Solve: y″ − 5y′ + 6y = 0

Write the characteristic equation
r² − 5r + 6 = 0
Factorise
(r − 2)(r − 3) = 0  →  r = 2,   r = 3
Discriminant check: Δ = 25 − 24 = 1 > 0 ✓
General solution
y = C1e2x + C2e3x
y = C₁e²ˣ + C₂e³ˣ
Example 2 · Case 1 Distinct real roots with initial conditions

Solve the IVP: y″ + y′ − 6y = 0,  y(0) = 1,  y′(0) = 2

Characteristic equation
r² + r − 6 = 0  →  (r+3)(r−2) = 0 r = −3,   r = 2
General solution
y = C1e−3x + C2e2x
Apply y(0) = 1
C1 + C2 = 1
Differentiate then apply y′(0) = 2
y′ = −3C1e−3x + 2C2e2x −3C1 + 2C2 = 2
Solve the system: from first eq C₁ = 1 − C₂
−3(1−C2) + 2C2 = 2  →  5C2 = 5  →  C2 = 1 C1 = 0
y = e²ˣ
Example 3 · Case 1 Negative real roots — exponential decay

Solve: 2y″ + 7y′ + 3y = 0

Characteristic equation
2r² + 7r + 3 = 0
Quadratic formula: Δ = 49 − 24 = 25
r = (−7 ± 5) / 4  →  r = −½,   r = −3
General solution
y = C1e−x/2 + C2e−3x
y = C₁e^(−x/2) + C₂e^(−3x)

Both roots negative → both terms decay to zero as x → ∞. This is overdamped behaviour.

Example 4 · Case 2 Repeated root — critical damping

Solve: y″ − 6y′ + 9y = 0

Characteristic equation
r² − 6r + 9 = 0  →  (r−3)² = 0
Discriminant: Δ = 36 − 36 = 0 → repeated root r = 3
General solution (Case 2 form)
y = (C1 + C2x)e3x
y = (C₁ + C₂x)e³ˣ
Example 5 · Case 2 Repeated root with initial conditions

Solve the IVP: y″ + 4y′ + 4y = 0,  y(0) = 2,  y′(0) = −1

Characteristic equation
r² + 4r + 4 = (r+2)² = 0  →  r = −2 (double)
General solution
y = (C1 + C2x)e−2x
Apply y(0) = 2
C1 = 2
Differentiate: y′ = C2e−2x − 2(C1+C2x)e−2x
y′(0) = C2 − 2C1 = −1  →  C2 = −1 + 4 = 3
y = (2 + 3x)e^(−2x)
Example 6 · Case 3 Pure imaginary roots — undamped oscillation

Solve: y″ + 9y = 0

Characteristic equation
r² + 9 = 0  →  r² = −9  →  r = ±3i
Identify α and β:   r = 0 ± 3i, so α = 0, β = 3
General solution
y = e0·x(C1cos 3x + C2sin 3x) y = C1cos 3x + C2sin 3x
y = C₁cos 3x + C₂sin 3x

α = 0 → no exponential envelope → pure sinusoidal oscillation at frequency β = 3.

Example 7 · Case 3 Complex roots with non-zero real part — damped oscillation

Solve: y″ + 4y′ + 13y = 0

Discriminant: Δ = 16 − 52 = −36 < 0 → complex roots
Roots via quadratic formula
r = (−4 ± √(−36)) / 2 = (−4 ± 6i) / 2 = −2 ± 3i
α = −2, β = 3
General solution
y = e−2x(C1cos 3x + C2sin 3x)
y = e^(−2x)(C₁cos 3x + C₂sin 3x)

α = −2 < 0 → oscillations decay to zero (underdamped).

Example 8 · Case 3 Complex roots IVP

Solve: y″ − 2y′ + 5y = 0,  y(0) = 1,  y′(0) = 3

Roots: r = (2 ± √(4−20))/2 = (2 ± 4i)/2 = 1 ± 2i
α = 1,   β = 2
General solution
y = ex(C1cos 2x + C2sin 2x)
Apply y(0) = 1:   C₁ = 1
Differentiate
y′ = ex(C1cos 2x + C2sin 2x) + ex(−2C1sin 2x + 2C2cos 2x) y′(0) = C1 + 2C2 = 3  →  1 + 2C2 = 3  →  C2 = 1
y = eˣ(cos 2x + sin 2x)

α = 1 > 0 → oscillations grow without bound (unstable).

Example 9 · Mixed Identifying the case from the ODE at a glance

Without fully solving, state the type of general solution for each ODE:

(a) y″ + 2y′ + 1y = 0  →  Δ = 4 − 4 = 0
Repeated root  →  y = (C1+C2x)e−x
(b) y″ + 0y′ + 4y = 0  →  Δ = 0 − 16 = −16
Complex roots ±2i  →  y = C1cos 2x + C2sin 2x
(c) 3y″ − y′ − 2y = 0  →  Δ = 1 + 24 = 25
Two real roots  →  r = (1±5)/6 = 1, −⅓  →  y = C1ex + C2e−x/3
Example 10 · Reverse Constructing the ODE from its roots

Find a second-order ODE (with a=1) whose general solution is y = C₁e²ˣcos 3x + C₂e²ˣsin 3x.

Read off α = 2, β = 3 → roots r = 2 ± 3i
Form the characteristic equation from its roots
(r − 2 − 3i)(r − 2 + 3i) = (r−2)² + 9 = r² − 4r + 4 + 9 = r² − 4r + 13
Write the ODE
y″ − 4y′ + 13y = 0
y″ − 4y′ + 13y = 0

§ 05Common Mistakes

⚠ Forgetting the x factor in the repeated root case When Δ = 0, students often write y = C₁erx + C₂erx = (C₁+C₂)erx — which is really only one constant, not two. The two independent solutions must be erx and xerx. Always check whether you actually have two free constants.
⚠ Using the wrong sign when reading off α and β If the roots are r = −3 ± 5i, then α = −3 and β = 5. A common error is to write e3x instead of e−3x. The real part of the root goes directly into the exponent.
⚠ Mixing up the characteristic equation with the ODE The characteristic equation ar² + br + c = 0 is solved for r, not for y. Write it down explicitly before solving — do not try to read off roots directly from the ODE in one step.
⚠ Applying this method to non-constant-coefficient ODEs The characteristic equation only works when a, b, c are constants. For variable-coefficient equations like y″ + (sin x)y′ + y = 0, you need a completely different approach. Do not apply ar² + br + c = 0 if the coefficients depend on x.

§ 06Practice Quiz — 10 Questions

Write the characteristic equation, find the roots, identify the case, and state the general solution.

Score: 0 / 0
Question 1 — Concept

For the ODE y″ − 5y′ + 6y = 0, what is the characteristic equation?

Question 2 — Roots

For y″ + 5y′ + 4y = 0, find the roots. Enter the larger root.

r² + 5r + 4 = 0. Try factoring: what two numbers multiply to 4 and add to 5?
  1. r² + 5r + 4 = (r+1)(r+4) = 0
  2. r = −1 or r = −4
  3. Larger root: r = −1
Question 3 — Case identification

The characteristic equation ar² + br + c = 0 has discriminant Δ = 0. What is the form of the general solution?

Question 4 — Discriminant

For the ODE 2y″ + 3y′ + 2y = 0, compute the discriminant b² − 4ac.

a = 2, b = 3, c = 2. Δ = b² − 4ac = ?
  1. a = 2, b = 3, c = 2
  2. Δ = 9 − 16 = −7
  3. Since Δ < 0, this gives complex conjugate roots → underdamped oscillation.
Question 5 — Solution form

For y″ + 16y = 0, the roots are ±4i. What is the general solution? Type it in the form shown, enter the value of β only (the number multiplying x inside sin and cos).

  1. r² + 16 = 0 → r = ±4i, so α = 0, β = 4
  2. y = C₁cos(4x) + C₂sin(4x)
Question 6 — IVP constant

Solve y″ − 4y′ + 4y = 0 with y(0) = 3, y′(0) = 7. Find C₂.

Δ = 16 − 16 = 0 → repeated root r = 2. Solution: y = (C₁ + C₂x)e²ˣ.
  1. r² − 4r + 4 = (r−2)² = 0 → r = 2 (repeated)
  2. y = (C₁ + C₂x)e²ˣ
  3. y(0) = C₁ = 3
  4. y′ = C₂e²ˣ + 2(C₁+C₂x)e²ˣ → y′(0) = C₂ + 2C₁ = 7 → C₂ = 7 − 6 = 1
Question 7 — Physical interpretation

The solution y = e⁻³ˣ(C₁cos 4x + C₂sin 4x) describes which physical behaviour?

Question 8 — Real part of root

For y″ − 6y′ + 25y = 0, find α (the real part of the complex roots).

Δ = 36 − 100 = −64. Use the quadratic formula. α = Re(r).
  1. r = (6 ± √(−64))/2 = (6 ± 8i)/2 = 3 ± 4i
  2. α = 3, β = 4
  3. Solution: y = e³ˣ(C₁cos 4x + C₂sin 4x)
  4. Note: α = 3 > 0 → oscillations grow → unstable system.
Question 9 — Reverse engineering

Which ODE (with a = 1) has characteristic roots r = −1 ± 2i?

  1. Roots r = −1 ± 2i → sum = −2 → b/a = 2 → b = 2
  2. Product = (−1)² + 2² = 1 + 4 = 5 → c/a = 5 → c = 5
  3. ODE: y″ + 2y′ + 5y = 0
Question 10 — Full solve

Solve the IVP y″ + 2y′ + 5y = 0, y(0) = 0, y′(0) = 4. The particular solution has the form y = e^(αx)·A·sin(βx). What is A?

Roots: r = −1 ± 2i. General solution: y = e⁻ˣ(C₁cos 2x + C₂sin 2x). Apply y(0) = 0 first.
  1. r² + 2r + 5 = 0 → r = (−2 ± √(−16))/2 = −1 ± 2i
  2. y = e⁻ˣ(C₁cos 2x + C₂sin 2x)
  3. y(0) = C₁ = 0 → C₁ = 0
  4. y = C₂e⁻ˣsin 2x
  5. y′ = C₂e⁻ˣ(2cos 2x − sin 2x)
  6. y′(0) = 2C₂ = 4 → C₂ = 2
  7. Solution: y = 2e⁻ˣsin 2x

§ 07What to Study Next

The characteristic equation solves homogeneous second-order ODEs: equations where the right-hand side is zero. The natural next step is non-homogeneous equations, where a driving term g(x) is present:

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