Characteristic equation (calculus)

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In mathematics, the characteristic equation (or auxiliary equation[1]) is an algebraic equation of degree upon which depends the solution of a given th-order differential equation[2] or difference equation.[3][4] The characteristic equation can only be formed when the differential or difference equation is linear and homogeneous, and has constant coefficients.[1] Such a differential equation, with as the dependent variable and as constants,

will have a characteristic equation of the form

whose solutions are the roots from which the general solution can be formed.[1][5][6] Analogously, a linear difference equation of the form

has characteristic equation

discussed in more detail at Linear difference equation#Solution of 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.[2] The qualities of the Euler's characteristic equation were later considered in greater detail by French mathematicians Augustin-Louis Cauchy and Gaspard Monge.[2][6]


Starting with a linear homogeneous differential equation with constant coefficients ,

it can be seen that if , each term would be a constant multiple of . This results from the fact that the derivative of the exponential function is a multiple of itself. Therefore, , , and are all multiples. This suggests that certain values of will allow multiples of to sum to zero, thus solving the homogeneous differential equation.[5] In order to solve for , one can substitute and its derivatives into the differential equation to get

Since can never equate to zero, it can be divided out, giving the characteristic equation

By solving for the roots, , in this characteristic equation, one can find the general solution to the differential equation.[1][6] For example, if is found to equal to 3, then the general solution will be , where is an arbitrary constant.

Formation of the general solution[edit]

Solving the characteristic equation for its roots, , allows one to find the general solution of the differential equation. The roots may be real and/or complex, as well as distinct and/or repeated. If a characteristic equation has parts with distinct real roots, repeated roots, and/or complex roots corresponding to general solutions of , , and , respectively, then the general solution to the differential equation is



The linear homogeneous differential equation with constant coefficients

has the characteristic equation


By factoring the characteristic equation into

one can see that the solutions for are the distinct single root and the double complex roots . This corresponds to the real-valued general solution

with constants .

Distinct real roots[edit]

The superposition principle for linear homogeneous differential equations with constant coefficients says that if are linearly independent solutions to a particular differential equation, then is also a solution for all values .[1][7] Therefore, if the characteristic equation has distinct real roots , then a general solution will be of the form


Repeated real roots[edit]

If the characteristic equation has a root that is repeated times, then it is clear that is at least one solution.[1] However, this solution lacks linearly independent solutions from the other roots. Since has multiplicity , the differential equation can be factored into[1]


The fact that is one solution allows one to presume that the general solution may be of the form , where is a function to be determined. Substituting gives

when . By applying this fact times, it follows that


By dividing out , it can be seen that


However, this is the case if and only if is a polynomial of degree , so that .[6] Since , the part of the general solution corresponding to is


Complex roots[edit]

If a second-order differential equation has a characteristic equation with complex conjugate roots of the form and , then the general solution is accordingly . By Euler's formula, which states that , this solution can be rewritten as follows:

where and are constants that can be non-real and which depend on the initial conditions.[6] (Indeed, since is real, must be imaginary or 0 and must be real, in order for both terms after the last equality sign to be real.)

For example, if , then the particular solution is formed. Similarly, if and , then the independent solution formed is . Thus by the superposition principle for linear homogeneous differential equations with constant coefficients, a second-order differential equation having complex roots will result in the following general solution:

This analysis also applies to the parts of the solutions of a higher-order differential equation whose characteristic equation involves non-real complex conjugate roots.


  1. ^ a b c d e f g Edwards, C. Henry; Penney, David E. "3". Differential Equations: Computing and Modeling. David Calvis. Upper Saddle River, New Jersey: Pearson Education. pp. 156–170. ISBN 978-0-13-600438-7.
  2. ^ a b c Smith, David Eugene. "History of Modern Mathematics: Differential Equations". University of South Florida.
  3. ^ Baumol, William J., Economic Dynamics, 3rd edition, 1970, p. 172.
  4. ^ Chiang, Alpha, Fundamental Methods of Mathematical,Economics, 3rd edition, 1984, p. 578, p. 600.
  5. ^ a b Chu, Herman; Shah, Gaurav; Macall, Tom. "Linear Homogeneous Ordinary Differential Equations with Constant Coefficients". eFunda. Retrieved 1 March 2011.
  6. ^ a b c d e Cohen, Abraham (1906). An Elementary Treatise on Differential Equations. D. C. Heath and Company.
  7. ^ Dawkins, Paul. "Differential Equation Terminology". Paul's Online Math Notes. Retrieved 2 March 2011.