Second order homogeneous Differential EQ with complex coefficients.

In summary, the conversation discusses a problem from a Quantum class involving solving a certain differential equation. The equation is of the form 0=Y''-i*a*Y' + b*Y, where Y is a function of t, and the given initial condition is Y(0)=1. Another closely related equation is also given with the initial condition Z(0)=0. The conversation then goes on to discuss different methods of solving the equation, including using the characteristic equation and breaking up the complex exponentials into sine and cosine components. Finally, it is mentioned that one initial condition is not enough to obtain a specific solution, as the set of solutions forms a two dimensional vector space.
  • #1
WHOAguitarninja
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Homework Statement


This is the result of a problem from my Quantum class, but I figure it would be best to ask in here as my question is purely a question of how to solve a certain differential equation.



the equation is of the form 0=Y''-i*a*Y' + b*Y
where Y is a function of t
So the coefficient of Y' is imaginary, and the coefficient of Y is real.

The given initial condition is Y(0)=1

There is also another process (closely related in the physics problem) happening that is given by the equation

0=Z'' + i*a*Z' + b*Z

where a and b are the same a and b from the other equation. The initial condition on this is Z(0)=0


Homework Equations



The equations given above, and I believe it is necessary to use the characteristic equation r^2+i*a*r+b

The Attempt at a Solution



I have used the characteristic equation and obtained that for Y, r=-ia/2 +/- i*sqrt(a^2+4b)/2. For convenience sake, let's call this r=iA +/- iB

I assumed this would form a combination of exponentials of the form

Y=C*e^(iA+iB)*t + D*e^(iA-iB)*t

I'm pretty sure this is fine up to this point, the problem arises in that I cannot seem to use the initial conditions to attain an exact solution. Plugging in t=0, we see that C+D =1. Using the Z equation is not helpful, as the exponents have a different sign on the "A" part. My next attempt was to break up the complex exponentials into their respective sine and cosine components. This did not help my situation at all, even when both Y and Z were considered.

My last idea that may work is the following.

I know that characteristic r's of the form a+/- ib give solutions like e^at*(A*cos(b) + B*sin(b)). I see that I can definitely get a exact solution if I break up MY equation as Y= e^(iAt)*(C'*cos(B) + D'*sin(B)).

I have a strong feeling that this is not allowed though, though I can't seem to find definite reasons either way. Any help is ENORMOUSLY appreciated.
 
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  • #2
Well you should be able to solve this equation as usual. (Basically ignoring the imaginary bit)

[tex]y'' -iay' + by=0[/tex]
[tex]r^2-iar+b=0[/tex]

Now use the quadratic equation...

[tex] r = \frac{ia \pm \sqrt{(-ia)^2-4b}}{2} = \frac{ia \pm \sqrt{a^2-4b}}{2}[/tex]

Let the two solutions be A,B.

Then

[tex]y = c_1 e^{At} + c_2 e^{Bt}[/tex]

Your initial condition y(0)=1 is only enough to solve for one of c_1 or c_2. You get:

[tex] c_1 + c_2 = 1 [/tex]
 
Last edited:
  • #3
The set of solutions to a linear, homogeneous, second order differential equation form a two dimensional vector space. One "initial condition" is not sufficient to get a specific solution. That has nothing to do with complex numbers.
 

1. What is a second order homogeneous differential equation with complex coefficients?

A second order homogeneous differential equation with complex coefficients is a mathematical equation that involves a second order derivative of a function and all the coefficients in the equation are complex numbers. These equations are commonly used in physics and engineering to model systems with oscillating behavior.

2. How is a second order homogeneous differential equation with complex coefficients solved?

The solution to a second order homogeneous differential equation with complex coefficients involves finding the roots of the characteristic equation, which is formed by setting the coefficient of the second derivative to 0 and solving for the roots. The general solution is then a linear combination of the complex exponential functions with the roots as exponents.

3. What is the difference between a homogeneous and non-homogeneous differential equation?

A homogeneous differential equation has all terms containing the dependent variable and its derivatives, while a non-homogeneous differential equation has additional terms that are not dependent on the dependent variable or its derivatives. In other words, a homogeneous differential equation has a right-hand side of 0, while a non-homogeneous equation has a non-zero right-hand side.

4. Why are complex coefficients used in differential equations?

Complex coefficients are used in differential equations to model systems with oscillating behavior, such as electrical circuits and mechanical systems. These equations have solutions that involve complex numbers, and using complex coefficients allows for a more accurate representation of these systems.

5. What are some real-world applications of second order homogeneous differential equations with complex coefficients?

Some real-world applications of second order homogeneous differential equations with complex coefficients include modeling electrical circuits, analyzing mechanical systems, and predicting the behavior of oscillating systems such as springs and pendulums. They are also used in the study of fluid dynamics, quantum mechanics, and signal processing.

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