TITLE: General solution of constant-coefficient second-order linear ODE
QUESTION [5 upvotes]: I am trying to look a bit deeper into the mathematics the equation of motion used in physics and engineering. I have some specific questions at the end, but please correct me if I make a mistake in 
my statement.
I have an ordinary, second-order, linear, homogeneous differential equation: 
$$
M \ddot{y} + C \dot{y} + K y  = 0
$$ 
where $M$, $C$ and $K$ are real valued.
I am familiar with an Ad-hoc method of solving this equation. Namely, I assume a solution 
takes form of 
$$
y_k(t) = Y_k e^{\omega_k t}
$$
substitute the form into the ODE,
$$
\left( M \omega_k^2 + C \omega_k + K\right) y_k  = 0,
$$
and solve for $\omega_k$ such that $y_k \neq 0$. 
If $y$ is in dimension $N$, 
we generally have $2N$ solutions, where for each $k$, $\omega_k$ and its complex
conjugate $\tilde{\omega}_k$ are solutions. 
Since our ODE is linear, the general solution is a combination of the individual solutions
$$
y(t) = \sum_{k = 1}^N Y_k e^{\omega_k t} + \tilde{Y}_k e^{\tilde{\omega}_k t}
$$
The values of $Y_k$ and $\tilde{Y}_k$ are determined from initial values, i.e. $y(0) = y_0$, 
and further restrictions common in physics, such as $y(t)$ must be real for all $t \geq 0$.
Now here are my questions: 
1 - If we select the form $y_k(t) = Y_k e^{ \mathbf{i}\omega_k t}$, am I correct to say that the roots $\omega_k$ and $\tilde{\omega}_k$ are no longer complex conjugates, but $-1$ times their complex conjugates? 
2 - How do we know that the general solution cannot contain terms which are not representable by the exponential form? In other words, is our general solution truly general?

REPLY [2 votes]: Here is another approach to the second part of your question:
Let $x_1 = \dot{y}, x_2 = y$. Assuming $M \neq 0$, you can write your equation as a pair of first order equations:
$$ \dot{x_1} = -M^{-1} (C x_1 + K x_2), \  \  \  \dot{x_2} = x_1, \ \ \  x_1(0) = \dot{y}(0), \ \ \ x_2(0) = y(0). $$
This is a time-invariant linear system, so if we let $x = (x_1,x_2)^T \in \mathbb{R}^{2 }$, then the equation can be written as:
$$\dot{x} = A x = M^{-1}\begin{bmatrix} -C & -K \\ 1 & 0 \end{bmatrix} x, \ \ \  x(0) = x^0 = (\dot{y}(0), y(0))^T.$$
By the existence and uniqueness theorem for ODEs (this is a classical result, for example see Marsden, "Elementary Classical Analysis", Theorem 7.6), the system has a unique solution passing through the point $x^0 \in \mathbb{R}^{2}$.
Hence the initial condition $x^0$ completely defines the solution.
Since this system is linear, the solutions are linear functions of the initial state, which simplifies matters considerably. We need only consider solutions starting from a basis of $\mathbb{R}^2$. In particular, all solutions are linear combinations of these two solutions (because of linearity).
To see why these two solutions have exponentials, you need to consider two
cases:
(1) If $A$ is diagonalizable, then the eigenvectors of $A$ can form a basis of $\mathbb{R}^2$, and it is straightforward to check that $t \mapsto e^{\lambda_i t} v_i$ are solutions, where $v_i$ are the eigenvectors corresponding to the eigenvalues $\lambda_i$.
(2) If $A$ is not diagonalizable, then it has only one eigenvalue, say $\lambda$, and we can find a basis $u,v$ of $\mathbb{R}^2$ that satisfies $A v = \lambda v$ and $A u = \lambda u +v$ (cf. the Jordan form). Then it is straightforward to check that $t \mapsto e^{\lambda t}v$ and $t \mapsto e^{\lambda t} (u + tv)$ are solutions.
Hence all solutions are of exponential form (including, of course, multiplying by $t$ as well).