Second Order Differential Equations with Complex Conjugate Solutions

This tutorial explains how to solve second order differential equations whose auxiliary equation has two distinct complex conjugate roots. Step-by-step examples and exercises are included for practice.

Introduction

Consider a second order differential equation:

\[ \frac{d^2y}{dx^2} + b \frac{dy}{dx} + c y = 0 \]

Its auxiliary equation is:

\[ k^2 + b k + c = 0 \]

If the discriminant \( b^2 - 4c < 0 \), the quadratic has two complex conjugate roots:

\[ k_1 = r + t i, \quad k_2 = r - t i \]

The general solution of the differential equation is:

\[ y(x) = e^{r x} \left( A \cos(t x) + B \sin(t x) \right) \] where \( A \) and \( B \) are arbitrary constants.

Examples with Solutions

Example 1:

Solve the differential equation:

\[ \frac{d^2y}{dx^2} + \frac{dy}{dx} + 2y = 0 \]

Solution:

The auxiliary equation is:

\[ k^2 + k + 2 = 0 \]

Solving gives two complex conjugate roots:

\[ k_1 = -\frac{1}{2} + \frac{\sqrt{7}}{2} i, \quad k_2 = -\frac{1}{2} - \frac{\sqrt{7}}{2} i \]

Thus, \( r = -\frac{1}{2} \) and \( t = \frac{\sqrt{7}}{2} \). The general solution is:

\[ y(x) = e^{-x/2} \left( A \cos\left(\frac{\sqrt{7}}{2} x\right) + B \sin\left(\frac{\sqrt{7}}{2} x\right) \right) \]

Example 2:

Solve the differential equation with initial conditions \( y(0)=1, y'(0)=0 \):

\[ \frac{d^2y}{dx^2} + \sqrt{3} \frac{dy}{dx} + 3y = 0 \]

Solution:

Auxiliary equation:

\[ k^2 + \sqrt{3} k + 3 = 0 \]

Complex roots:

\[ k_1 = -\frac{\sqrt{3}}{2} + \frac{3}{2} i, \quad k_2 = -\frac{\sqrt{3}}{2} - \frac{3}{2} i \]

General solution:

\[ y(x) = e^{- \frac{\sqrt{3}}{2} x} \left( A \cos\left(\frac{3}{2} x\right) + B \sin\left(\frac{3}{2} x\right) \right) \]

Apply initial conditions:

\( y(0) = 1 \Rightarrow B = 1 \)
\( y'(0) = 0 \Rightarrow -\frac{\sqrt{3}}{2} B + \frac{3}{2} A = 0 \Rightarrow A = \frac{\sqrt{3}}{3} \)

Final solution:

\[ y(x) = e^{- \frac{\sqrt{3}}{2} x} \left( \frac{\sqrt{3}}{3} \cos\left(\frac{3}{2} x\right) + \sin\left(\frac{3}{2} x\right) \right) \]

Exercises

Solve the following differential equations:

  1. \( \frac{d^2y}{dx^2} - \frac{dy}{dx} + y = 0 \)
  2. \( \frac{d^2y}{dx^2} + y = 0 \), with \( y(0) = 1, y'(0) = 0 \)

Answers:

  1. \( y(x) = e^{x/2} \left( A \cos(\sqrt{3}/2 x) + B \sin(\sqrt{3}/2 x) \right) \)
  2. \( y(x) = \cos x \)

References & Further Reading