Math 2.0

Ordinary differential equations Definition

Annihilator method

Builds on Linear differential equation of order nDifferentiation operator pMethod of undetermined coefficientsVariation of parameters

Definition

Let D=d/dtD = d/dt be the differentiation operator, and let L=anDn+⋯+a1D+a0L = a_n D^n + \dots + a_1 D + a_0 with a0,…,an∈ℂa_0, \dots, a_n \in \C and an≠0a_n \ne 0. Let ff be a function on ℝ\R, and let A(D)=bmDm+⋯+b0A(D) = b_m D^m + \dots + b_0 be a nonzero polynomial in DD with constant coefficients. If A(D)f=0A(D) f = 0, then AA is an annihilator of ff. The annihilator method for Ly=fL y = f consists of these steps.

  1. Find an annihilator AA of ff.
  2. Solve the homogeneous equation A(D)L(D)y=0A(D) L(D) y = 0 by the roots of the polynomial A(r)L(r)A(r) L(r). A root rr of multiplicity kk gives ert,tert,…,tk−1erte^{rt}, t e^{rt}, \dots, t^{k-1} e^{rt}.
  3. Remove from this solution the terms that already solve Ly=0L y = 0, and keep the remaining terms with unknown coefficients as a trial function ypy_p.
  4. Substitute ypy_p into Ly=fL y = f and solve the resulting linear equations for the coefficients.

Remarks

The functions with an annihilator are exactly the finite sums of terms tkeαtt^k e^{\alpha t}, tkeαtcos⁡βtt^k e^{\alpha t} \cos \beta t and tkeαtsin⁡βtt^k e^{\alpha t} \sin \beta t. For instance, tkeαtt^k e^{\alpha t} is annihilated by (D−α)k+1(D - \alpha)^{k+1}, and eαtcos⁡βte^{\alpha t} \cos \beta t by (D−α)2+β2(D - \alpha)^2 + \beta^2. Step 4 always has a solution, which justifies the trial functions of the method of undetermined coefficients.

Example: y′′−y=ety'' - y = e^t. Here L=D2−1L = D^2 - 1 and A=D−1A = D - 1, and AL=(D−1)2(D+1)A L = (D - 1)^2 (D + 1) gives the solutions et,tet,e−te^t, t e^t, e^{-t}. Removing ete^t and e−te^{-t}, which solve Ly=0L y = 0, leaves yp=c tety_p = c\, t e^t. Then yp′′−yp=c(t+2)et−ctet=2c ety_p'' - y_p = c (t + 2) e^t - c t e^t = 2c \, e^t, so c=1/2c = 1/2 and yp=12tety_p = \frac{1}{2} t e^t.

Non-example: f(t)=1/tf(t) = 1/t on (0,∞)(0, \infty) is not a finite sum of the terms above, so it has no annihilator. So the method does not apply to y′′−y=1/ty'' - y = 1/t, and variation of parameters is used instead.

Reading path

To understand this page from the ground up, read these 19 pages in order. The foundations come first.

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Differential equation, concept, no evidence levelDifferential equationconceptDifferentiation operator p, concept, no evidence levelDifferentiation opera…conceptFunction, concept, no evidence levelFunctionconceptInterval, concept, no evidence levelIntervalconceptLinear differential equation of order n, concept, no evidence levelLinear differential e…conceptWronskian, definition, no evidence levelWronskiandefinitionOrdinary differential equation, definition, no evidence levelOrdinary differential…definitionOrder of a differential equation, definition, no evidence levelOrder of a differenti…definitionLinear differential equation of order n, definition, no evidence levelLinear differential e…definitionHomogeneous linear equation, definition, no evidence levelHomogeneous linear eq…definitionLinear equation with constant coefficients, definition, no evidence levelLinear equation with …definitionSuperposition principle, statement, no evidence levelSuperposition princip…statementCharacteristic equation, definition, no evidence levelCharacteristic equati…definitionSolution space of a homogeneous linear equation has dimension n, statement, no evidence levelSolution space of a h…statementFundamental system of solutions, definition, no evidence levelFundamental system of…definitionGeneral solution of an inhomogeneous linear equation, statement, no evidence levelGeneral solution of a…statementMethod of undetermined coefficients, concept, no evidence levelMethod of undetermine…conceptVariation of parameters, concept, no evidence levelVariation of paramete…conceptAnnihilator method, definition, no evidence levelAnnihilator methoddefinition
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Differential equation concept
  2. Differentiation operator p concept
  3. Function concept
  4. Interval concept
  5. Linear differential equation of order n concept
  6. Wronskian definition
  7. Ordinary differential equation definition
  8. Order of a differential equation definition
  9. Linear differential equation of order n definition
  10. Homogeneous linear equation definition
  11. Linear equation with constant coefficients definition
  12. Superposition principle statement
  13. Characteristic equation definition
  14. Solution space of a homogeneous linear equation has dimension n statement
  15. Fundamental system of solutions definition
  16. General solution of an inhomogeneous linear equation statement
  17. Method of undetermined coefficients concept
  18. Variation of parameters concept
  19. Annihilator method definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Annihilator_method
About this page
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Kinddefinition
WritingW0 stub
MSC34A30, 44A45
DefinesAnnihilator method
UsesLinear differential equation of order n, Differentiation operator p, Method of undetermined coefficients, Variation of parameters

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