Math 2.0

Ordinary differential equations Definition

Linear equation with constant coefficients

Builds on Linear differential equation of order n

Definition

Let n≥1n \ge 1, let a0,…,an−1a_0, \dots, a_{n-1} be real numbers, let II be an open interval and let b:I→ℝb : I \to \mathbb{R} be continuous. A linear equation with constant coefficients is a linear differential equation of the form y(n)+an−1 y(n−1)+⋯+a1 y′+a0 y=b(x).y^{(n)} + a_{n-1}\, y^{(n-1)} + \dots + a_1\, y' + a_0\, y = b(x). Its homogeneous equation is the case b=0b = 0, on the interval I=ℝI = \mathbb{R}.

Remarks

The function erxe^{r x} solves the homogeneous equation if and only if rr is a root of the characteristic equation rn+an−1rn−1+⋯+a0=0r^n + a_{n-1} r^{n-1} + \dots + a_0 = 0. The roots of this polynomial give a fundamental system. See the cases of distinct real roots, repeated roots and complex conjugate roots. The harmonic oscillator x′′+ω2x=0x'' + \omega^2 x = 0 is an example of order 22.

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  1. Differential equation concept
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Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_differential_equation, Homogeneous equation with constant coefficients
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