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Linear Differential Equations

The document discusses linear differential equations of higher order with constant coefficients. It defines the general form of such equations and distinguishes between homogeneous and non-homogeneous equations. It presents three theorems: 1) Unique solutions exist given continuous coefficients and forcing terms, 2) The general solution is a linear combination of fundamental solutions, and 3) The difference between any two solutions is also a solution to the homogeneous equation. Examples are provided to illustrate the theorems and solution methods.

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105 views4 pages

Linear Differential Equations

The document discusses linear differential equations of higher order with constant coefficients. It defines the general form of such equations and distinguishes between homogeneous and non-homogeneous equations. It presents three theorems: 1) Unique solutions exist given continuous coefficients and forcing terms, 2) The general solution is a linear combination of fundamental solutions, and 3) The difference between any two solutions is also a solution to the homogeneous equation. Examples are provided to illustrate the theorems and solution methods.

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© Attribution Non-Commercial (BY-NC)
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Linear Differential Equations

Linear Differential Equations The general representation of Higher Order Linear Differential equations of constant coefficients is yn + an-1 ( x ). yn-1 + an-2 ( x ). yn-2 + + a0 ( x ). y = g ( x ) The general form of nth order linear differential equation an(x)yn + an-1(x). yn-1 + an-2(x). yn-2 + + a0(x). Y = g ( x ) And it can be rewritten as ym = dmy / dxm (3) (2) (1)

Where an ( x ), an-1 ( x )a0 ( x ) are the continuous functions of x. if g ( x ) = 0 then the equation is called as homogenous differential equation. If g ( x ) 0 then this equation is called as non homogenous differential equation. Some theorems are there to understand higher order differential equations better. Know More About Solving Equations with Variables on both Sides Math.Tutorvista.com

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Theorem 1: Assume the functions a0, a1, , an-1 and g(t) are all continuous in some open interval I containing x0 then there is a unique solution provided to the differential equation given by the equations above defined and the solution will exist for all t and I. Lets have a homogenous equation of Higher Order Linear Differential equations as below yn + an-1 ( x ). yn-1 + an-2 ( x ). yn-2 + + a0 ( x ). y = 0 (4)

Assume that y1 ( x ), y2 ( x ), , yn ( x ) are the solution of the above homogenous equation the by the use of principle of superposition method y( x ) = c1 y1( x ) + c2 y2 ( x ) + + cnyn( x ) (5)

The expression above written is also will be a solution of the homogeneous differential equation. Then the value of the constants c1, c2, , cn for any value of x0( as defined in theorem 1) can be easily calculated c1 y1 (x0) + c2 y2 ( x0 ) + + cnyn ( x0 ) = ?o , c1 y1(x0) + c2 y2( x0 ) + + cnyn( x0 ) = ?1 , : : c1 y1(n-1) (x0) + c2 y2(n-1) ( x0 ) + + cnyn(n-1) ( x0 ) = ?n-1, Learn More Dividing Polynomials Math.Tutorvista.com

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Theorem 2: Assume functions a0, a1, , an-1 and g(t) are all continuous in some open interval I and also assume that y1( x ) , y2 ( x ), , yn ( x ) form a fundamental set of solutions and the general solution of equation 4 as defines above is y(x) = c1 y1 (x0) + c2 y2 ( x0 ) + + cnyn ( x0 ) , Theorem 3: Assume that Y1(x) ,Y2(x) are two solutions for equation 1 and that y1 ( x ), y2 ( x ),., yn ( x ) are a fundamental set of solutions to the homogenous differential equation 4 the Y1 ( x ) Y2 ( x ) would be a solution for the equation 4 and can be written in the form Y1(x) Y2(x) = c1 y1 ( x) + c2 y2 ( x ) + + cnyn ( x )

Math.Tutorvista.com

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ThankYou

Math.TutorVista.com

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