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Case with Complex Roots

From Wikiversity

We continue our discussion of ODEs of the form y+ay+by=0. We illustrate the case where the characteristic polynomial has complex roots using the following example:

Consider the ODE y2y+2y=0. The characteristic polynomial is λ22λ+2, which has no real roots. Using the quadratic formula, we can find that 1+i,1i are the two roots of this polynomial. So then the general solution is y(t)=et(c1eit+c2eit), and we're done. But wait! There's a problem with this. Our differential equation is for a real valued function, but as written, our solution could be complex. What's going on? To try and resolve this, let's first use Euler's Formula and expand these exponentials. Write

y(t)=et(c1cost+ic1sint+c2costic2sint)=et((c1+c2)cost+i(c1c2)sint

Now, we define ĉ1=c1+c2 and ĉ2=i(c1c2), so we have

y(t)=ĉ1etcost+ĉ2etsint,

so this is the general solution for problems with complex roots. The one thing we need to be careful about is ensuring the constants are real. They will be real if c1 and c2 are complex conjugates, and any two choices of ĉ1 and ĉ2 can be obtained with appopriate choices of c1,c2. An alternative justification could be that if ĉ1,ĉ2 are picked to satisfy a problem's initial conditions, y(t)=ĉ1etcost+ĉ2etsint will solve the given IVP and we can know we found the right solution using the existence and uniqueness theorem.