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2nd-Order Constant-Coefficient Homogeneous Eqs. (Continued)

Review of Method

last time: \( ay'' + by' + cy = 0 \)

Solutions of the form \( y = e^{rt} \) for some \( r \)

Sub into diff. eq \( \to \)

\[ \underbrace{ar^2 + br + c = 0}_{\substack{r = r_1, r_2 \\ \text{(for now, distinct roots)}}} \qquad \text{characteristic eq.} \]

fundamental solutions: \( y_1 = e^{r_1 t} \), \( y_2 = e^{r_2 t} \)

linear combination of them is also a solution

\[ y = c_1 e^{r_1 t} + c_2 e^{r_2 t} \]
general solution

Superposition Principle: Because the differential equation is linear and homogeneous, if \( y_1(t) \) and \( y_2(t) \) are linearly independent solutions, any linear combination \( c_1 y_1 + c_2 y_2 \) is also a solution and forms the general solution.

(in linear algebra terminology, \( y_1 \) and \( y_2 \) span the solution space)

\( c_1, c_2 \) come from two initial conditions: \( y(t_0) = y_0 \), \( y'(t_0) = y_0' \)

Initial Value Problem (IVP): A second-order differential equation requires two initial conditions to uniquely solve for the two unknown arbitrary constants \( c_1 \) and \( c_2 \) by setting up a \( 2 \times 2 \) linear system.

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Example: Second-Order Linear ODE with Initial Values

Example: \( y'' + 8y' - 9y = 0, \quad y(0) = 1, \; y'(0) = 0 \)

Step 1: Characteristic Equation. For a linear homogeneous ODE with constant coefficients, we test exponential solutions of the form \( y = e^{rt} \). Substituting this into the ODE yields the characteristic polynomial.

Solutions: \( y = e^{rt} \)

Sub into diff. eq. \( \rightarrow r^2 + 8r - 9 = 0 \)

\( (r + 9)(r - 1) = 0 \quad r_1 = -9, \quad r_2 = 1 \)

Solutions: \( y_1 = e^{-9t}, \quad y_2 = e^t \)

General solution is:

\[ y = \underbrace{c_1 e^{-9t} + c_2 e^t}_{\substack{\text{competition between the two solutions} \\ \text{the weights } c_1, c_2 \text{ determine the} \\ \text{long term behavior } (t \to \infty) \\ \text{the initial conditions determine } c_1, c_2}} \]

Asymptotic Behavior: Notice that as \( t \to \infty \), \( e^{-9t} \to 0 \) while \( e^t \to \infty \). Hence, unless \( c_2 = 0 \), the term \( c_2 e^t \) dictates the long-term growth or decay of the system.

let's look at how \( y(0) = 1, \; y'(0) = 0 \) affect the solution

\( y(0) = 1 \rightarrow 1 = c_1 + c_2 \quad \text{— ①} \)

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Applying Initial Conditions & Particular Solution

need to differentiate \( y = c_1 e^{-9t} + c_2 e^t \) to use \( y'(0) = 0 \)

\[ y' = -9 c_1 e^{-9t} + c_2 e^t \]

cannot lump into just \( C_1 \) since we care what \( c_1, c_2 \) are

Instructor Note: Unlike during integration where arbitrary constants can be grouped into an overall constant, here \( c_1 \) and \( c_2 \) are specific coefficients attached to linearly independent solutions \( e^{-9t} \) and \( e^t \). They must remain distinct to satisfy both initial conditions.

\( y'(0) = 0 \rightarrow 0 = -9 c_1 + c_2 \quad \text{— ②} \)

System of Equations: Combining equation ① from the initial position \( y(0) = 1 \implies c_1 + c_2 = 1 \) with equation ② from the initial velocity \( -9 c_1 + c_2 = 0 \implies c_2 = 9 c_1 \). Substituting yields \( 10 c_1 = 1 \implies c_1 = \frac{1}{10} \) and \( c_2 = \frac{9}{10} \).

solve ① and ② simultaneously, we get \( c_1 = \frac{1}{10},\; c_2 = \frac{9}{10} \)

Solution: \[ y = \frac{1}{10} e^{-9t} + \frac{9}{10} e^t \]
particular solution

Component Functions & Asymptotic Behavior

Examining the individual behavior of the component exponential terms as \( t \to \infty \):

\( e^{-9t} \)

Coordinate graph of the decaying exponential function  y = e^{-9t}
Figure: Coordinate graph of the decaying exponential function \( y = e^{-9t} \)
Figure: A coordinate plot showing exponential decay for \( y = e^{-9t} \). As \( t \to \infty \), the curve decays asymptotically toward the positive horizontal \( t \)-axis.

\( e^t \)

Coordinate graph of the growing exponential function  y = e^t
Figure: Coordinate graph of the growing exponential function \( y = e^t \)
Figure: A coordinate plot showing exponential growth for \( y = e^t \). As \( t \to \infty \), the curve increases rapidly toward positive infinity in the first quadrant.

here, \( \lim_{t \to \infty} y = \infty \quad \text{(positive infinity)} \)

Long-Term Limit Explanation: As \( t \to \infty \), the transient term \( \frac{1}{10} e^{-9t} \to 0 \), while the growing term \( \frac{9}{10} e^t \to \infty \). Therefore, the overall trajectory is dominated by \( e^t \), resulting in \( \lim_{t \to \infty} y(t) = +\infty \).
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Graph of \( y = \frac{1}{10}e^{-9t} + \frac{9}{10}e^t \)

Figure: coordinate graph showing curve  y = \frac{1}{10}e^{-9t} + \frac{9}{10}e^t  with horizontal tangent line at  (0, 1)
Figure: coordinate graph showing curve \( y = \frac{1}{10}e^{-9t} + \frac{9}{10}e^t \) with horizontal tangent line at \( (0, 1) \)
Figure: Plot of the solution curve \( y = \frac{1}{10}e^{-9t} + \frac{9}{10}e^t \) versus time \( t \) on the interval \( [-0.50, 1.50] \). The function features an initial position at \( (0, 1) \) highlighted by a red point, where the derivative \( y'(0) = 0 \) produces a horizontal tangent line (dashed green line, \( m = 0 \)).
\( y(0) = 1 \) — initial position
\( y'(0) = 0 \) — initial slope

Initial Value Verification: Evaluating \( y(t) = \frac{1}{10}e^{-9t} + \frac{9}{10}e^t \) at \( t = 0 \) yields \( y(0) = \frac{1}{10}(1) + \frac{9}{10}(1) = 1 \). Differentiating gives \( y'(t) = -\frac{9}{10}e^{-9t} + \frac{9}{10}e^t \). Evaluating at \( t = 0 \) yields \( y'(0) = -\frac{9}{10} + \frac{9}{10} = 0 \), corresponding to the horizontal tangent line \( m = 0 \) at the minimum point \( (0, 1) \).

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Effect of Changing Initial Slope on Long-Term Behavior

Let's see how changing initial slope changes \(\lim_{t \to \infty} y\):

Given initial conditions:

  • \(y(0) = 1\) (same position)
  • \(y'(0) = -10\)
Note: The initial position \(y(0) = 1\) remains unchanged from previous cases, but a significantly negative initial slope \(y'(0) = -10\) is introduced to investigate its effect on the asymptotic behavior of the system.

Same general solution:

\[y = c_1 e^{-9t} + c_2 e^t\]
\[y' = -9c_1 e^{-9t} + c_2 e^t\]

Substitute initial conditions at \(t = 0\):

\[\begin{aligned} y(0) = 1 &\implies 1 = c_1 + c_2 \\ y'(0) = -10 &\implies -10 = -9c_1 + c_2 \end{aligned}\]

Solve them we get:

\[c_1 = \frac{11}{10}, \quad c_2 = -\frac{1}{10}\]
Subtracting the second equation from the first eliminates \(c_2\): \[1 - (-10) = c_1 - (-9c_1) \implies 11 = 10c_1 \implies c_1 = \frac{11}{10}\] Substituting \(c_1\) back yields \(c_2 = 1 - \frac{11}{10} = -\frac{1}{10}\).

Particular solution:

\[y = \frac{11}{10} e^{-9t} - \frac{1}{10} e^t\]

Long-term limit:

\[\lim_{t \to \infty} y = -\infty\]
As \(t \to \infty\), the decaying exponential \(e^{-9t} \to 0\), leaving the growing exponential \(-\frac{1}{10}e^t\). Because its coefficient is negative, the entire expression tends to \(-\infty\). Thus, a sufficiently steep negative initial velocity reverses the long-term divergence toward negative infinity.
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Graph of \( y = \frac{11}{10}e^{-9t} - \frac{1}{10}e^t \)

The following graph displays the solution curve alongside its linear approximation (tangent line) at the initial location \( (0, 1) \).

Graph of  y = \frac{11}{10}e^{-9t} - \frac{1}{10}e^t  with tangent line at  (0, 1)  having slope  m = -10
Figure: Graph of \( y = \frac{11}{10}e^{-9t} - \frac{1}{10}e^t \) with tangent line at \( (0, 1) \) having slope \( m = -10 \)
Figure: Graph of \( y = \frac{11}{10}e^{-9t} - \frac{1}{10}e^t \) plotted over the domain \( t \in [-0.4, 0.8] \) with vertical range \( y \in [-5, 10] \). The blue solid curve depicts the function decaying sharply from large positive values for \( t < 0 \) down towards \( y \approx 0 \) for \( t > 0.2 \). The green dashed line shows the tangent line \( y = -10t + 1 \) with slope \( m = -10 \) through the initial point \( (0, 1) \), which is marked by a red solid circle.

Curve and Tangent Line Equations

Solution Curve:

\[ y(t) = \frac{11}{10}e^{-9t} - \frac{1}{10}e^t \]

Initial Point: \( (t_0, y_0) = (0, 1) \)

Tangent Line: with slope \( m = y'(0) = -10 \):

\[ y - 1 = -10(t - 0) \implies y = -10t + 1 \]

Observation on Behavior: The steep negative derivative \( y'(0) = -10 \) at \( t = 0 \) is dominated by the rapid decay mode \( -9 \cdot \frac{11}{10}e^{-9t} = -9.9 \). For small positive values of \( t \), the linear approximation \( y \approx 1 - 10t \) matches the curve closely before the fast exponential component \( e^{-9t} \) dissipates.

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Asymptotic Behavior & Initial Conditions

Is it possible to fix \( y(0) = 1 \) and change \( y'(0) \) such that \( \lim_{t \to \infty} y = 0 \)?

Goal: Determine whether an initial slope \( y'(0) = m \) exists that suppresses the growing exponential mode \( e^t \), ensuring the solution decays to zero as \( t \to \infty \).

Given initial conditions:

\( y(0) = 1, \quad y'(0) = m \)

General solution and derivative:

\[\begin{aligned}y &= c_1 e^{-9t} + c_2 e^t \\[4pt]y' &= -9c_1 e^{-9t} + c_2 e^t\end{aligned}\]

Evaluating at \( t = 0 \):

\[\begin{aligned}1 &= c_1 + c_2 && \text{--- ①} \\[4pt]m &= -9c_1 + c_2 && \text{--- ②}\end{aligned}\]

Subtracting equation ② from equation ①:

\[\text{①} - \text{②} \implies 1 - m = 10c_1\]
\[c_1 = \frac{1 - m}{10}\]
\[c_2 = \frac{9 + m}{10}\]

Substituting the coefficients back into the solution:

\[y = \frac{1 - m}{10}e^{-9t} + \underbrace{\frac{9 + m}{10}}_{\substack{\text{want this} \\ \to 0}} e^t\]

Since \( \lim_{t \to \infty} e^{-9t} = 0 \) but \( \lim_{t \to \infty} e^t = \infty \), the coefficient of the unstable component \( e^t \) must vanish: \( c_2 = 0 \).

So, choose \[\boxed{m = -9}\]

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Case Analysis: Characteristic Roots with the Same Sign

Now let’s investigate the case where both \(r\)’s are of the same sign.

Problem Statement

Second-Order Homogeneous ODE with Parameterized Initial Condition:

\[ y'' - 5y' + 6y = 0, \quad y(0) = 2, \quad y'(0) = m \]

Is it possible to adjust \(m\) to change the long term outcome?

Characteristic Equation

\[ \begin{aligned} \text{characteristic eq: } \quad r^2 - 5r + 6 &= 0 \\[4pt] (r - 3)(r - 2) &= 0 \\[4pt] r_1 = 2, \quad r_2 &= 3 \end{aligned} \]

Note: Both characteristic roots \(r_1 = 2\) and \(r_2 = 3\) are positive. Hence, as \(t \to \infty\), both exponential modes \(e^{2t}\) and \(e^{3t}\) grow unbounded unless their coefficients are zero.

General Solution & Derivative

\[ \begin{aligned} y &= c_1 e^{2t} + c_2 e^{3t} \\[4pt] y' &= 2c_1 e^{2t} + 3c_2 e^{3t} \end{aligned} \]

Applying Initial Conditions

\[ \begin{aligned} y(0) = 2 &\implies 2 = c_1 + c_2 \\[4pt] y'(0) = m &\implies m = 2c_1 + 3c_2 \end{aligned} \]

Solving the System: From the first equation, \(c_1 = 2 - c_2\). Substituting into the second equation yields \(m = 2(2 - c_2) + 3c_2 = 4 + c_2\), which gives \(c_2 = m - 4\). Consequently, \(c_1 = 2 - (m - 4) = 6 - m\).

\[ c_1 = 6 - m, \qquad c_2 = m - 4 \]
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Long-Term Behavior and Equilibrium Analysis

General solution parameterized by \( m \):

\[ y = (6-m)e^{2t} + (m-4)e^{3t} \]

Testing Sample Values of \( m \)

Let's try \( m = 0 \):

\[ y = 6e^{2t} - 4e^{3t} \] \[ \lim_{t \to \infty} y = -\infty \]

For \( m = 5 \):

\[ y = e^{2t} + e^{3t} \] \[ \lim_{t \to \infty} y = \infty \]
Dominant Term Analysis: As \( t \to \infty \), the exponential term \( e^{3t} \) grows strictly faster than \( e^{2t} \). The sign of its coefficient, \( (m - 4) \), dictates the asymptotic limit: if \( m > 4 \), \( y(t) \to +\infty \); if \( m < 4 \), \( y(t) \to -\infty \). At the transition \( m=4 \), the \( e^{3t} \) term vanishes and \( y(t)=2e^{2t} \to +\infty \).

Feasibility of a Constant (Flat Line) Solution

Is it possible to choose \( m \) such that \( \lim_{t \to \infty} y = 2 \) (flat line)?

Coordinate sketch showing solution trajectories from y = 2 diverging to positive and negative infinity, contrasting with a hypothetical flat line.
Figure: Coordinate sketch showing solution trajectories from \( y = 2 \) diverging to positive and negative infinity, contrasting with a hypothetical flat line.
Figure: A coordinate sketch illustrating possible behaviors of the solution \( y(t) \) on a set of axes with vertical axis \( y \) and horizontal axis \( t \). The curve starts at the initial condition \( y(0) = 2 \) on the vertical axis. One trajectory curves upwards towards positive infinity (labeled "to \( \infty \)"), while another curves downward towards negative infinity (labeled "to \( -\infty \)"). A horizontal dashed line extends from \( y = 2 \) labeled "possible?", questioning whether a constant solution \( y(t) = 2 \) can exist.

If the flat solution exists \( \to y = 2 \) for all \( t \).

Does it satisfy \( y'' - 5y' + 6y = 0 \)? No, not possible.

Verification: If \( y(t) = 2 \) (a constant function) were a valid solution to the differential equation, its derivatives would be \( y'(t) = 0 \) and \( y''(t) = 0 \). Substituting these into the homogeneous equation: \[ y'' - 5y' + 6y = 0 - 5(0) + 6(2) = 12 \neq 0 \] Because \( 12 \neq 0 \), \( y = 2 \) is not an equilibrium or valid solution to the homogeneous equation.
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Solutions of \( y'' - 5y' + 6y = 0 \) with \( y(0) = 2 \) for Various \( y'(0) \)

Visualizing the sensitivity of the initial value problem to the initial derivative \( y'(0) \), demonstrating how the boundary condition \( c_2 = 0 \) separates solutions tending to \( +\infty \) from those diverging to \( -\infty \).

Coordinate plot displaying solution curves of  y'' - 5y' + 6y = 0  with  y(0) = 2  across varying initial slopes  y'(0) .
Figure: Coordinate plot displaying solution curves of \( y'' - 5y' + 6y = 0 \) with \( y(0) = 2 \) across varying initial slopes \( y'(0) \).
Figure: Graph of solution curves for the initial value problem \( y'' - 5y' + 6y = 0 \) with \( y(0) = 2 \), plotted over the time range \( t \in [0.0, 1.2] \) with \( y(t) \in [-10, 15] \). All trajectories originate at the marked initial state point \( (0, 2) \). Individual curves correspond to different values of the initial derivative \( y'(0) \): blue for \( y'(0) = 6 \), green for \( y'(0) = 5 \), purple for \( y'(0) = 4 \) (representing the boundary solution where \( c_2 = 0 \)), orange for \( y'(0) = 2 \), red for \( y'(0) = 0 \), and brown for \( y'(0) = -2 \). A horizontal dashed line at \( y = 0 \) marks the equilibrium axis.

Analytical Derivation & Behavior

The characteristic equation associated with the second-order homogeneous linear differential equation \( y'' - 5y' + 6y = 0 \) is:

\[ r^2 - 5r + 6 = 0 \implies (r - 2)(r - 3) = 0 \implies r_1 = 2, \; r_2 = 3 \]

Therefore, the general solution and its first derivative are given by:

\[ \begin{aligned} y(t) &= c_1 e^{2t} + c_2 e^{3t} \\ y'(t) &= 2c_1 e^{2t} + 3c_2 e^{3t} \end{aligned} \]

Determining Constants from Initial Conditions:

Given the fixed position \( y(0) = 2 \) and variable initial slope \( y'(0) \):

\[ \begin{cases} c_1 + c_2 = 2 \\ 2c_1 + 3c_2 = y'(0) \end{cases} \implies \begin{cases} c_2 = y'(0) - 4 \\ c_1 = 6 - y'(0) \end{cases} \]

Concept Explanation: The Threshold Boundary \( c_2 = 0 \)

As \( t \to \infty \), the exponential term \( e^{3t} \) grows faster than \( e^{2t} \) and completely dominates the asymptotic behavior:

  • If \( y'(0) > 4 \), then \( c_2 > 0 \), causing \( y(t) \to +\infty \).
  • If \( y'(0) = 4 \), then \( c_2 = 0 \), yielding \( y(t) = 2e^{2t} \to +\infty \) at a slower, purely exponential rate without any \( e^{3t} \) term.
  • If \( y'(0) < 4 \), then \( c_2 < 0 \), forcing \( y(t) \to -\infty \) regardless of how large and positive \( c_1 \) is.

Summary of Plotted Trajectories

Coefficients and asymptotic trajectories for various initial velocities y'(0) with y(0) = 2
Initial Velocity \( y'(0) \) Coefficients \( (c_1, c_2) \) Particular Solution \( y(t) \) Long-Term Behavior (\( t \to \infty \))
\( y'(0) = 6 \) \( c_1 = 0, \; c_2 = 2 \) \( 2e^{3t} \) Diverges to \( +\infty \)
\( y'(0) = 5 \) \( c_1 = 1, \; c_2 = 1 \) \( e^{2t} + e^{3t} \) Diverges to \( +\infty \)
\( y'(0) = 4 \) (Boundary) \( c_1 = 2, \; c_2 = 0 \) \( 2e^{2t} \) Boundary curve (\( +\infty \))
\( y'(0) = 2 \) \( c_1 = 4, \; c_2 = -2 \) \( 4e^{2t} - 2e^{3t} \) Diverges to \( -\infty \)
\( y'(0) = 0 \) \( c_1 = 6, \; c_2 = -4 \) \( 6e^{2t} - 4e^{3t} \) Diverges to \( -\infty \)
\( y'(0) = -2 \) \( c_1 = 8, \; c_2 = -6 \) \( 8e^{2t} - 6e^{3t} \) Diverges to \( -\infty \)