Scribd
Upload
9 views17 pages

Linear Differential Equation of Order N

The document discusses linear differential equations of order n, explaining their standard form, classification into homogeneous and nonhomogeneous types, and the concept of linear independence among functions. It introduces the Wronskian as a method to determine the linear independence of a set of functions and provides examples to illustrate these concepts. Additionally, it covers differential operators and their application in solving differential equations.

Uploaded by

thexyrose
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
9 views17 pages

Linear Differential Equation of Order N

The document discusses linear differential equations of order n, explaining their standard form, classification into homogeneous and nonhomogeneous types, and the concept of linear independence among functions. It introduces the Wronskian as a method to determine the linear independence of a set of functions and provides examples to illustrate these concepts. Additionally, it covers differential operators and their application in solving differential equations.

Uploaded by

thexyrose
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 17

Linear Differential Equation of

Order n
Standard form of a Linear Differential Equation
Standard form of a Linear Differential
Equation
• The general linear differential equation of order n is an equation that can be
written

• The functions R(x) and bi(x); i = 0, 1, ... , n, are to be independent of the


variable y.
• If R(x) is identically zero, equation (1) is said to be linear and homogeneous
• If R(x) is not identically zero, equation (1) is called linear and
nonhomogeneous.
Standard form of a Linear Differential
Equation
• First we prove that if y1 and y2 are solutions of the homogeneous
equation

and if c1 and c2 are constants, then

is a solution of equation (2).


Standard form of a Linear Differential
Equation
Standard form of a Linear Differential
Equation
• Since c1y'1 + c2y2 = (c1y1 + c2y2)', and so on, equation (5) is neither
more nor less than the statement that c1y1 + c2y2 is a solution of
equation (2).
• The special case c2 = 0 is worth noting; that is, for a homogeneous
linear equation any constant times a solution is also a solution.
Standard form of a Linear Differential
Equation
• In a similar manner, or by iteration of the above result, it can be seen
that if yi, with i = 1, 2, ... , k, are solutions of equation (2), and if ci,
with i = 1, 2, ... , k, are constants, then

is a solution of equation (2).


• The expression in equation (6) is called a linear combination of the
functions y1 , y2 ,. . . , yk·
Standard form of a Linear Differential
Equation
• The theorem just proved can thus be stated as follows:
Any linear combination of solutions of a linear homogeneous
differential equation is also a solution.
Linear Differential Equation of
Order n
Linear Independence of a Set of Functions
Linear Independence of a Set of Functions
• Consider n functions of x defined on some interval
𝑦1, 𝑦2, 𝑦3, … 𝑦𝑛
𝑐1𝑦1 + 𝑐2 𝑦2 + ⋯ 𝑐𝑛 𝑦𝑛 = 0 (1)
Definition:
Equation (1) satisfied only if all c’s are zero linearly independent

Equation (1) satisfied for some values of c not zero linearly dependent
Linear Independence of a Set of Functions
• It should be clear that, if the functions of a set are linearly dependent,
at least one of them is a linear combination of the others; if they are
linearly independent, then none of them is a linear combination of the
others.
Linear Independence of a Set of Functions
• The other way to determine if the functions are linearly independent
or not is by solving it using Wronskian.
𝑦1, 𝑦2, 𝑦3, … 𝑦𝑛

𝑦1 𝑦2 𝑦3
𝑊 = 𝑦′1 𝑦′2 𝑦′3
𝑦′′1 𝑦′′2 𝑦′′3
𝑦1, 𝑦2, 𝑦3, … 𝑦𝑛 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑖𝑓 𝑊 = 0
𝑦1, 𝑦2, 𝑦3, … 𝑦𝑛 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡 𝑖𝑓 𝑊 ≠ 0
Linear Independence of a Set of Functions
Example:
Show that the functions ex, e2x, e3x are linearly independent.

Solution:
𝑦1 𝑦2 𝑦3 ex e2x e3x
𝑊 = 𝑦′1 𝑦′2 𝑦′3 𝑊 = ex 2e2x 3e3x
𝑦′′1 𝑦′′2 𝑦′′3 ex 4e2x 9e3x
Linear Independence of a Set of Functions
Find the determinant,

𝑊= ex 2e2x 9e3𝑥 + e2x 3e3x ex + e3x ex 4e2x


− ex 2e2𝑥 e3𝑥 + 4e2𝑥 3e3𝑥 ex + 9e3𝑥 ex e2𝑥
𝑊 = 18𝑒 6𝑥 + 3𝑒 6𝑥 + 4𝑒 6𝑥 − 2𝑒 6𝑥 + 12𝑒 6𝑥 + 9𝑒 6𝑥
𝑊 = 25 𝑒 6𝑥 − 23 𝑒 6𝑥
𝑊 = 2 𝑒 6𝑥 , 𝑊 ≠ 0, ∴ 𝑙𝑖𝑛𝑒𝑎𝑟𝑙𝑦 𝑖𝑛𝑑𝑒𝑝𝑒𝑛𝑑𝑒𝑛𝑡

𝑐1ex + 𝑐2e2x + 𝑐3 e3x = 0


Linear Differential Equation of
Order n
Differential Operators
Differential Operators
• Let D denote differentiation with respect to x, D2 differentiation twice
with respect to x, and so on; that is, for positive integral k,
𝑘
𝑘
𝑑 𝑦
𝐷 𝑦= 𝑘
𝑑𝑥

𝑘 = 1, 𝑘 = 2, 𝑘 = 4,
𝑑𝑦 𝑑2 𝑦 𝑑4 𝑦
𝐷𝑦 = 𝑑𝑥
𝐷2 𝑦 = 𝑑𝑥 2
𝐷4 𝑦 = 𝑑𝑥 4
Differential Operators
Example:
𝐷 3𝑥 4 = 12𝑥 3
𝐷 𝑒 3𝑥 = 3𝑒 3𝑥
𝐷 2 3𝑥 4 = 36𝑥 2
Differential Operators
Example:
𝑑2 𝑦 𝑑𝑦
3 𝑑𝑥 2 + 5 𝑑𝑥 − 2𝑦 = 0

Solution:
3𝐷 2 + 5𝐷 − 2 𝑦 = 0

You might also like