Math 2.0

Ordinary differential equations Theorem

General solution of an inhomogeneous linear equation

Builds on Linear differential equation of order nHomogeneous linear equationFundamental system of solutionsSuperposition principle

Statement

Let II be an open interval, let a0,…,an−1,b:I→ℝa_0, \dots, a_{n-1}, b : I \to \mathbb{R} be continuous, and let Ly=y(n)+an−1(x)y(n−1)+⋯+a0(x)yL y = y^{(n)} + a_{n-1}(x) y^{(n-1)} + \dots + a_0(x) y. Let ypy_p be a solution of Ly=bL y = b on II, and let (y1,…,yn)(y_1, \dots, y_n) be a fundamental system of Ly=0L y = 0 on II. Then a function y:I→ℝy : I \to \mathbb{R} is a solution of Ly=bL y = b on II if and only if y=yp+c1y1+⋯+cnyny = y_p + c_1 y_1 + \dots + c_n y_n for some real numbers c1,…,cnc_1, \dots, c_n.

Remarks

Proof: yy solves Ly=bL y = b if and only if L(y−yp)=0L(y - y_p) = 0, by linearity. Then y−ypy - y_p is a combination of the fundamental system. The method of undetermined coefficients and variation of parameters find a particular solution ypy_p. Example: y′′+y=1y'' + y = 1 has yp=1y_p = 1, so its solutions are 1+c1cos⁡x+c2sin⁡x1 + c_1 \cos x + c_2 \sin x.

Reading path

To understand this page from the ground up, read these 11 pages in order. The foundations come first.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Order of a differential equation definition
  6. Linear differential equation of order n definition
  7. Homogeneous linear equation definition
  8. Superposition principle statement
  9. Solution space of a homogeneous linear equation has dimension n statement
  10. Fundamental system of solutions definition
  11. General solution of an inhomogeneous linear equation statement

Where this leads

7 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_differential_equation, Linear differential operator
About this page
Tag0GHWEH6H15
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Kindstatement, theorem
WritingW0 stub
MSC34A30
StatusThis copy of the site has no build data. Run m2 status 0GHWEH6H15.
UsesLinear differential equation of order n, Homogeneous linear equation, Fundamental system of solutions, Superposition principle

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