Why is the general solution to linear homogeneous differential equation with constant coefficients different if roots are distinct or repeating

calculusordinary differential equations

Consider the second order linear homogeneous differential equation:

$$ax'' + bx' + c = 0$$

If we start from the assumption that the solution has the form
$$ x(t) = e^{rt}$$
Then, if we solve the characteristic polynomial, then we will have 2 values for $r$, so the following solutions are valid:
$$x(t) = e^{r_1t}$$
and
$$x(t) = e^{r_2t}$$
So, I would expect the general solution to look like this:
$$x(t) = c_1e^{r_1t} + c_2e^{r_2t}$$
But, if the roots are repeating (e.g. $r_1=r_2$), we write the solution as:
$$x(t) = c_1e^{r_1t} + c_2te^{r_1t}$$
But, why? I know if we have repeating roots, then, we can factor out the constant, and we end up with a single constant multiplied by an exponential e.g., $(c_1 + c_2)e^{r_1t}$, but isn't that form still valid? I mean, can we just use that form? Why use $x(t) = c_1e^{r_1t} + c_2te^{r_1t}$ instead of $(c_1 + c_2)e^{r_1t}$.

Best Answer

You are looking for the general solution. That is why only using solutions $ce^{rt}$, when $r$ is a double root, is insufficient. (Writing $(c_1 + c_2)e^{rt}$ conveys no knowledge beyond solutions of the form $ce^{rt}$.) If “solve” only meant find some solution then just give the solution $0$. Do you agree that is useless?

Remember that you want the general solution in order to find the solution fitting some initial conditions. A solution where $y(0) = 0$ and $y’(0) = 1$ can’t be $ce^{rt}$. But $te^{rt}$ is a solution fitting those initial conditions. If you refuse to consider solutions like $te^{rt}$ when $r$ is a double root then you'll never be able to solve that ODE when $y(0) = 0$ and $y'(0) = 1$.

There are many situations in math where multiple roots behave differently than distinct roots. An example in basic calculus is partial fraction decompositions. If $a \not= b$ then $$ \frac{1}{(x-a)(x-b)} = \frac{c}{x-a} - \frac{c}{x-b} $$ where $c = 1/(a-b)$, but this is not valid when $a = b$. The partial fraction decomposition for $1/(x-a)^2$ is, well, itself. There is nothing to do in that case.

Every linear second-order ODE with constant coefficients has a $2$-dimensional solution space. That property is true whether or not the roots of the quadratic polynomial are equal or distinct. But concrete formulas for a basis of the solution space are different in the cases of distinct roots and repeated roots.

Perhaps you don't understand how someone could discover the extra solution $te^{rt}$ when $r$ is a double root. Here is some motivation. In the case of distinct roots $r_1$ and $r_2$, you have solutions $c_1e^{r_1t} + c_2e^{r_2t}$. In particular, $(e^{r_1t} - e^{r_2t})/(r_1-r_2)$ is a solution. Now let $r_2 \to r_1$. By L'Hopital's rule, $$ \lim_{r_2 \to r_1} \frac{e^{r_1t} - e^{r_2t}}{r_1-r_2} = te^{r_1t}. $$ That suggests that when $r_2 = r_1$ we should check if $te^{r_1t}$ fits the ODE, and you can check it really does. Another way to think about this is that when $r_1 \not= r_2$, the function $y(t) = (e^{r_1t} - e^{r_2t})/(r_1-r_2)$ satisfies $y(0) = 0$ and $y'(0) = 1$. For a single $r_1$, $y(0) = te^{r_1t}$ also satisfies $y(0) = 0$ and $y'(0) = 1$.