Math 2.0

Ordinary differential equations Definition

Linear differential equation of order n

Builds on Ordinary differential equationOrder of a differential equationInterval

Definition

Let n≥1n \ge 1, let II be an open interval, and let a0,…,an−1,b:I→ℝa_0, \dots, a_{n-1}, b : I \to \mathbb{R} be continuous functions. The linear differential equation of order nn with these coefficients and right side bb is y(n)+an−1(x) y(n−1)+⋯+a1(x) y′+a0(x) y=b(x)y^{(n)} + a_{n-1}(x)\, y^{(n-1)} + \dots + a_1(x)\, y' + a_0(x)\, y = b(x) for an unknown nn times differentiable function y:I→ℝy : I \to \mathbb{R}. With the operator Ly=y(n)+an−1y(n−1)+⋯+a0yL y = y^{(n)} + a_{n-1} y^{(n-1)} + \dots + a_0 y, the equation is Ly=bL y = b.

Remarks

The map LL is linear: L(c1y1+c2y2)=c1Ly1+c2Ly2L(c_1 y_1 + c_2 y_2) = c_1 L y_1 + c_2 L y_2 for constants c1,c2c_1, c_2. An equation an(x)y(n)+⋯+a0(x)y=b(x)a_n(x) y^{(n)} + \dots + a_0(x) y = b(x) with continuous ana_n and no zero of ana_n on II takes this form after division by ana_n. The equation is homogeneous if b=0b = 0. The case n=1n = 1 is the linear first-order equation. For each x0∈Ix_0 \in I and each (c0,…,cn−1)∈ℝn(c_0, \dots, c_{n-1}) \in \mathbb{R}^n, there is exactly one solution on all of II with y(k)(x0)=cky^{(k)}(x_0) = c_k for k=0,…,n−1k = 0, \dots, n-1.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_differential_equation, Basic terminology
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