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Exponencial Shift Theorem

The Exponential Shift Theorem provides a formula for taking derivatives of functions involving exponentials. Specifically, if f(x) is differentiated k times and multiplied by erx, the result is equal to erx multiplied by the operator (D + r) raised to the k power applied to f(x). This allows differential operators to be "shifted" when applied to expressions involving exponentials. The theorem generalizes to work for any linear differential operator P(D) and provides a method for solving certain differential equations by making substitutions involving exponentials.

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Juan Daniel Cabrera
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196 views3 pages

Exponencial Shift Theorem

The Exponential Shift Theorem provides a formula for taking derivatives of functions involving exponentials. Specifically, if f(x) is differentiated k times and multiplied by erx, the result is equal to erx multiplied by the operator (D + r) raised to the k power applied to f(x). This allows differential operators to be "shifted" when applied to expressions involving exponentials. The theorem generalizes to work for any linear differential operator P(D) and provides a method for solving certain differential equations by making substitutions involving exponentials.

Uploaded by

Juan Daniel Cabrera
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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The Exponential Shift Theorem

There is a particularly useful theorem, called the Exponential Shift Theorem that results
from the Product Rule that you learned about in first year calculus.

d
(f (x)g(x)) = f (x)g 0 (x) + g(x)f 0 (x)
dx
d
Let’s use the notation D instead of dx .
Also, take the special case where g(x) = erx (r is a constant).

D (erx f (x)) = rerx f (x) + erx f 0 (x)

If we rewrite this relationship using operator notation, we get:

D (erx f (x)) = erx (D + r)f (x) (1)

Equation (1) is a special case of the formula that we will call the Exponential Shift Theo-
rem. To generalize equation (1), consider what happens if we replace the operator D with
the operator D2 .

D2 (erx f (x)) = D(D (erx f (x)) = D (erx (D + r)f (x))

The last expression on the right of this equation comes from equation (1). Now, apply
equation (1) again with (D + r)f (x) instead of f (x)

D2 (erx f (x)) = erx (D + r)(D + r)f (x) = erx (D + r)2 f (x)

We can repeat this calculation in the same way with the operator D3
¡ ¢
D3 (erx f (x)) = D(D2 (erx f (x))) = D erx (D + r)2 f (x) = erx (D + r)3 f (x)

More generally,
Dk (erx f (x)) = erx (D + r)k f (x) (2)
Example 1.
If y = x4 ex , calculate the third derivative.
Solution:
¡ ¢
D3 y = D3 x4 ex = ex (D+1)3 x4 = ex (D3 +3D2 +3D+1)(x4 ) = ex (24x+36x2 +12x3 +x4 )

We can generalize equation (2) even further by recognizing that any linear differential
operator is a combination of terms of the form Dk .
Let P (t) be the following polynomial:
n
X
n n−1
P (t) = an t + an−1 t + · · · a1 t + a0 = ak tk
k=0
If we replace each occurence of t in this polynomial with the operator D we obtain a
differential operator P (D)
n
X
n n−1
P (D) = an D + an−1 D + · · · a1 D + a0 = ak Dk
k=0

Now, apply this operator to an expression of the form erx f (x)


n
X
P (D) (erx f (x)) = ak Dk (erx f (x))
k=0
Xn
= ak erx (D + r)k f (x) (This follows from equation (2))
k=0
n
X
rx
=e ak (D + r)k f (x)
k=0
rx
= e P (D + r)f (x)

We have just discovered the following formula:

P (D) (erx f (x)) = erx P (D + r)f (x) (3)

Equation (3) is the Exponential Shift Theorem.


Example 2.
Let y = e−x sin x. Calculate the expression y 00 + y 0
Solution: ¡ ¢
(D2 + D)y = (D2 + D) e−x sin x
¡ ¢
= e−x (D − 1)2 + (D − 1) (sin x)
¡ ¢
= e−x D2 − D (sin x)
= e−x (− sin x − cos x)
Example 3.
d4 y
Let y = x cosh x. Calculate the expression dx4 −y
Solution:
µ ¶
4 1¡ x −x
¢ 1 1
(D − 1) x · e +e = (D4 − 1)(xex ) + (D4 − 1)(xe−x )
2 2 2
1 1
= ex ((D + 1)4 − 1)(x) + ((D − 1)4 − 1)(x)
2 2
1 x 4 1
= e (D + 4D3 + 6D2 + 4D)(x) + e−x (D4 − 4D3 + 6D2 − 4D)(x)
2 2
1 x 1 −x
= e (4) + e (−4)
2 2
x −x
= 2e − 2e = 4 sinh x
Example 4.
Solve the differential equation:
d2 y dy
+ 2 +y =0
dx2 dx
If we substitute erx into this equation, we obtain:
r2 + 2r + 1 = 0
(r + 1)2 = 0
r = −1
Thus, e−x is a solution. However, to find the general solution of this second order equation,
we need another solution independent of the first one. There is a clever substitution that,
when combined with the Exponential Shift Theorem, produces all the solutions of the
differential equation.
Let u = ex y. This permits us to substitute e−x u in place of y in the differential equation.
(D + 1)2 y = 0
¡ ¢
(D + 1)2 e−x u = 0
e−x D2 u = 0
D2 u = 0
Du = C1
u = C1 x + C2
y = e−x u = C1 xe−x + C2 e−x
We have obtained e−x , which we already knew about. However, we have also obtained
xe−x , which we did not know about at all.
Example 5
Solve the differential equation:
(D − 4)3 y = 0
We can see that e4x is going to be a solution, but what are the other solutions? Let
u = e−4x y and substitute into the equation.
¡ ¢
(D − 4)3 e4x u = 0
e4x D3 u = 0
D3 u = 0
Now, integrate both sides three times to obtain:
u = a + bx + cx2
It follows that the general solution of the differential equation is:
y = e4x u = ae4x + bxe4x + cx2 e4x

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