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Problem 28

\[ y'' - y' - 2y = 0 \]
  1. a) \( y_1 = e^{-t}, y_2 = e^{2t} \)
  2. b)
    \( y_3 = -2e^{2t} \)
    \( = -2y_2 \)
    \( y_4 = y_1 + 2y_2 \)
    \( y_5 = 2y_1 - 2y_3 \)

    All are linear combos of \( y_1 \) and \( y_2 \) (fundamental solutions) so all satisfy DE.

  3. c)

    Check Wronskian: \( W \neq 0 \), then they are fundamental solutions.

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3.3 Complex Roots of Characteristic Eq.

\[ y'' + ay' + by = 0 \]

char. eq. \( r^2 + ar + b = 0 \implies r = r_1, r_2 \)

\( y_1 = e^{r_1 t} \) \( y_2 = e^{r_2 t} \)

if roots are complex: \( r = \lambda \pm i\mu \)

both complex or both real

Complex Exponential:

\[ e^{a+bi} = e^a e^{bi} = e^a (\cos b + i \sin b) \]
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Solving a Second-Order Linear Homogeneous Differential Equation

We begin with the differential equation:

\[y'' - 2y' + 2y = 0\]

The characteristic equation is:

\[r^2 - 2r + 2 = 0\]

Using the quadratic formula to solve for \(r\):

\[r = \frac{2 \pm \sqrt{4 - 4(1)(2)}}{2} = \frac{2 \pm \sqrt{-4}}{2}\]\[= \frac{2 \pm 2i}{2} = 1 \pm i\]

Thus, the roots are:

\[r_1 = 1 + i, \quad r_2 = 1 - i\]

Complex-Valued Solutions

The first fundamental solution is:

\[y_1 = e^{r_1 t} = e^{(1+i)t} = e^t e^{it} = e^t (\cos t + i \sin t)\]

complex value \(y_1\)

The second fundamental solution is:

\[y_2 = e^{r_2 t} = e^{(1-i)t} = e^t e^{-it} = e^t (\cos(-t) + i \sin(-t))\]

Using the property \(e^{-it} = e^{i(-t)}\), we simplify to:

\[= e^t (\cos t - i \sin t)\]
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General Solution

The general solution is a linear combination of the fundamental solutions:

\[y = c_1 y_1 + c_2 y_2\]\[y = c_1 e^t (\cos t + i \sin t) + c_2 e^t (\cos t - i \sin t)\]

To find the real solution, we group the terms:

\[= (c_1 + c_2) e^t \cos t + i (c_1 - c_2) e^t \sin t\]

Let \(k_1 = c_1 + c_2\) and \(k_2 = i(c_1 - c_2)\).

\(k_1\) and \(k_2\) are real and depend on Initial Conditions (IC's).

\(c_1\) and \(c_2\) are complex conjugate pairs.

Final Real General Solution

\[y = k_1 e^t \cos t + k_2 e^t \sin t\]
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General Solution for Complex Roots

In general, if the roots of the characteristic equation are complex conjugates:

\[ r = \lambda \pm i\mu \]

Then the general solution is:

\[ y = C_1 e^{\lambda t} \cos(\mu t) + C_2 e^{\lambda t} \sin(\mu t) \]

Note: \( C_1, C_2 \) are real, and depend on Initial Conditions (ICs).

Example 1

Consider the differential equation:

\[ 4y'' + 9y = 0 \]

The characteristic equation is:

\[ 4r^2 + 9 = 0 \implies r = \pm \frac{3}{2}i = 0 \pm \frac{3}{2}i \]

The general solution is:

\[ y = C_1 \cos\left(\frac{3}{2}t\right) + C_2 \sin\left(\frac{3}{2}t\right) \]
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Example 2: Initial Value Problem

Solve the following second-order differential equation with initial conditions:

\[ y'' + y' + 1.25y = 0, \quad y(0) = 3, \, y'(0) = 1 \]

Step 1: Find the Characteristic Roots

\[ r^2 + r + 1.25 = 0 \]\[ r = \frac{-1 \pm \sqrt{1 - 4(1)(1.25)}}{2} = \frac{-1 \pm \sqrt{-4}}{2} = -\frac{1}{2} \pm i \]

Step 2: Form the General Solution and its Derivative

\[ y = C_1 e^{-\frac{1}{2}t} \cos(t) + C_2 e^{-\frac{1}{2}t} \sin(t) \]\[ y' = C_1 \left( -e^{-\frac{1}{2}t} \sin(t) - \frac{1}{2}e^{-\frac{1}{2}t} \cos(t) \right) + C_2 \left( e^{-\frac{1}{2}t} \cos(t) - \frac{1}{2}e^{-\frac{1}{2}t} \sin(t) \right) \]

Step 3: Apply Initial Conditions

Using \( y(0) = 3 \):

\[ 3 = C_1 \]

Using \( y'(0) = 1 \) and substituting \( C_1 = 3 \):

\[ 1 = 3\left(-\frac{1}{2}\right) + C_2(1) \implies C_2 = \frac{5}{2} \]

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Particular Solution Analysis

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Particular Solution:

\[ y = 3e^{-\frac{1}{2}t} \cos t + \frac{5}{2} e^{-\frac{1}{2}t} \sin t \]

\[ \lim_{t \to \infty} y = 0 \quad \text{because of } e^{-\frac{1}{2}t} \]

\( \sin, \cos \to \) oscillations

combine \( \to \) decaying oscillations


General Case Analysis

In general, \( r = \lambda \pm i\mu \)

  • if \( \lambda > 0 \), growing oscillations
    A rough sketch showing a sinusoidal wave whose amplitude increases as it moves to the right.
  • if \( \lambda < 0 \), decaying oscillations
    A rough sketch showing a sinusoidal wave whose amplitude decreases as it moves to the right.
  • if \( \lambda = 0 \), just oscillations
    A rough sketch showing a sinusoidal wave with a constant amplitude.
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Graphical Representation of Decaying Oscillations

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The graph below illustrates the particular solution \( y = 3e^{-\frac{1}{2}t} \cos t + \frac{5}{2} e^{-\frac{1}{2}t} \sin t \). The solid blue line represents the oscillating function, while the dashed green lines represent the exponential envelopes \( e^{-\frac{1}{2}t} \) and \( -e^{-\frac{1}{2}t} \).

A detailed graph with axes from -1 to 11 on x and -2 to 3 on y. A solid blue curve oscillates and decays. Dashed green curves show the upper and lower exponential envelopes.
Note the behavior as \( t \) increases: the oscillations are constrained by the decaying exponential terms, eventually approaching zero.