Ordinary differential equations

Characteristic equation (calculus)

In mathematics, the characteristic equation (or auxiliary equation) is an algebraic equation of degree n upon which depends the solution of a given nth-order differential equation or difference equation. The characteristic equation can only be formed when the differential or difference equation is linear and homogeneous, and has constant coefficients. Such a differential equation, with y as the dependent variable, superscript (n) denoting nth-derivative, and an, an − 1, ..., a1, a0 as constants, will have a characteristic equation of the form whose solutions r1, r2, ..., rn are the roots from which the general solution can be formed. Analogously, a linear difference equation of the form has characteristic equation discussed in more detail at Linear recurrence with constant coefficients#Solution to homogeneous case. The characteristic roots (roots of the characteristic equation) also provide qualitative information about the behavior of the variable whose evolution is described by the dynamic equation. For a differential equation parameterized on time, the variable's evolution is stable if and only if the real part of each root is negative. For difference equations, there is stability if and only if the modulus (absolute value) of each root is less than 1. For both types of equation, persistent fluctuations occur if there is at least one pair of complex roots. The method of integrating linear ordinary differential equations with constant coefficients was discovered by Leonhard Euler, who found that the solutions depended on an algebraic 'characteristic' equation. The qualities of the Euler's characteristic equation were later considered in greater detail by French mathematicians Augustin-Louis Cauchy and Gaspard Monge. (Wikipedia).

Video thumbnail

Differential Equations: A Double Root of the Characteristic Equation

Homogeneous, constant-coefficient differential equations have a characteristic or auxiliary equation. The solution(s) of this equation yield the particular solutions to the homogeneous differential equation which, when combined, produce a general solution. In this video, we explore the tri

From playlist Differential Equations

Video thumbnail

Differential Equation - 2nd Order (21 of 54) Constant Coeff. w/ Complex Roots: Another Look

Visit http://ilectureonline.com for more math and science lectures! In this video I will find y(t)=?, given ay”+by'+cy=0 assuming the characteristic equation roots are complex. Next video in this series can be seen at: https://youtu.be/QuR7-rVm8Q8

From playlist DIFFERENTIAL EQUATIONS 11 - 2nd ORDER, A COMPLETE OVERVIEW

Video thumbnail

Derivation of the Characteristic Equation | Linear Algebra -- Eigenvalues and Eigenvectors

In this video, we look at the intuition behind eigenvalues and eigenvectors. In particular, we offer a derivation of the characteristic equation and relate to this to the geometric meaning behind eigenvalues and eigenvectors. We derive the characteristic equation for calculating eigenvalue

From playlist Linear Algebra

Video thumbnail

(2.3.102) Given a Roots of a Characteristic Equation, Find the 3rd Order DE and General Solutions

This video explains how to determine the characteristic equation, differential equation, and general solution given the roots of the characteristic equation. https://mathispower4u.com

From playlist Differential Equations: Complete Set of Course Videos

Video thumbnail

Differential Equations: Complex Roots of the Characteristic Equation

Homogeneous, constant-coefficient differential equations have a characteristic or auxiliary equation. The solution(s) of this equation yield the particular solutions to the homogeneous differential equation which, when combined, produce a general solution. In this video, we explore the cas

From playlist Differential Equations

Video thumbnail

Linear Algebra - Lecture 34 - The Characteristic Equation

In this lecture, we discuss the characteristic equation of a square matrix. This equation is used to compute the eigenvalues for that matrix.

From playlist Linear Algebra Lectures

Video thumbnail

How to solve a differentialble equation by separating the variables

Learn how to solve the particular solution of differential equations. A differential equation is an equation that relates a function with its derivatives. The solution to a differential equation involves two parts: the general solution and the particular solution. The general solution give

From playlist Solve Differential Equation (Particular Solution) #Integration

Video thumbnail

(2.3.4) Given a Characteristic Equation, Find the 3rd Order DE and General Solutions

This video explains how to determine the characteristic equation, differential equation, and general solution given the factored form of the characteristic equation. https://mathispower4u.com

From playlist Differential Equations: Complete Set of Course Videos

Video thumbnail

Method of Characteristics: How to solve PDE

Free ebook https://bookboon.com/en/partial-differential-equations-ebook How to solve PDE via the method of characteristics. An example involving a semi linear PDE is presented, plus we discuss why the ideas work. Such a technique is used in solving a wide range of problems.

From playlist Partial differential equations

Video thumbnail

How to Solve the Linear Third Order Differential Equation y''' - 6y'' + 11y' - 6y = 0

How to Solve the Linear Third Order Differential Equation y''' - 6y'' + 11y' - 6y = 0 If you enjoyed this video please consider liking, sharing, and subscribing. Udemy Courses Via My Website: https://mathsorcerer.com My FaceBook Page: https://www.facebook.com/themathsorcerer There ar

From playlist Homogeneous Linear Differential Equations with Constant Coefficients

Video thumbnail

How to solve PDE via method of characteristics

Free ebook https://bookboon.com/en/partial-differential-equations-ebook Basic example showing how to solve PDE via method of characteristics. A general first order problem is solved with a concrete example discussed at the end. The ideas can be used to solve many kinds of first order par

From playlist Differential equations

Video thumbnail

Second order differential equation: real and unequal roots

Free ebook http://bookboon.com/en/learn-calculus-2-on-your-mobile-device-ebook How to solve second order differential equations. An example with real and unequal roots to the characteristic equation is discussed.

From playlist Differential equations

Video thumbnail

Solve the Differential Equation y'' - 9y = 54 using the Annihilator Method

Solve the Differential Equation y'' - 9y = 54 using the Annihilator Method If you enjoyed this video please consider liking, sharing, and subscribing. Udemy Courses Via My Website: https://mathsorcerer.com My FaceBook Page: https://www.facebook.com/themathsorcerer There are several way

From playlist Differential Operators and the Annihilator Method

Video thumbnail

Higher Order Constant Coefficient Differential Equations: y'''+y'=0 and y''''-3y'''+3y''-y'=0

MY DIFFERENTIAL EQUATIONS PLAYLIST: ►https://www.youtube.com/playlist?list=PLHXZ9OQGMqxde-SlgmWlCmNHroIWtujBw Open Source (i.e free) ODE Textbook: ►http://web.uvic.ca/~tbazett/diffyqs In the previous videos in our ODE playlist we have seen how to solve constant coefficient homogeneous sec

From playlist Ordinary Differential Equations (ODEs)

Video thumbnail

Solve y'' - 4y = 0

Solve y'' - 4y = 0 If you enjoyed this video please consider liking, sharing, and subscribing. Udemy Courses Via My Website: https://mathsorcerer.com My FaceBook Page: https://www.facebook.com/themathsorcerer There are several ways that you can help support my channel:) Consider becom

From playlist Homogeneous Linear Differential Equations with Constant Coefficients

Video thumbnail

PDE and method of characteristics: a how to

Free ebook https://bookboon.com/en/partial-differential-equations-ebook Example illustrating the method of characteristics. Such ideas are used to solve partial differential equations (PDEs).

From playlist Partial differential equations

Video thumbnail

The Characteristic Polynomial

The definition of the characteristic polynomial (without using determinants). The Cayley-Hamilton Theorem.

From playlist Linear Algebra Done Right

Video thumbnail

Ch3Pr30: Homogenous Second Degree Differential Equation

How to solve a differential equations of the second degree y'' + 3y' + 2y = 0. This is Chapter 3 Problem 30 from the MATH1231/1241 Calculus notes. Presented by Galina Levitina from the UNSW School of Mathematics and Statisitcs.

From playlist Mathematics 1B (Calculus)

Related pages

Differential equation | Lyapunov stability | Absolute value | Characteristic polynomial | Coefficient | Factorization | Derivative | Gaspard Monge | Linear recurrence with constant coefficients | Mathematical constant | Augustin-Louis Cauchy | Exponential function | Degree of a polynomial | Euler's formula | Mathematics | Real number | Algebraic function | Complex conjugate | Integral | Complex number | Constant of integration | Leonhard Euler | Linear differential equation