Math 2.0

statement theorem

General solution of an inhomogeneous linear equation

Statement

Let II be an open interval, let a0,…,an−1,b:I→Ra_0, \dots, a_{n-1}, b : I \to \mathbb{R} be continuous, and let Ly=y(n)+an−1(x)y(n−1)+⋯+a0(x)yL y = y^{(n)} + a_{n-1}(x) y^{(n-1)} + \dots + a_0(x) y. Let ypy_p be a solution of Ly=bL y = b on II, and let (y1,…,yn)(y_1, \dots, y_n) be a fundamental system of Ly=0L y = 0 on II. Then a function y:I→Ry : I \to \mathbb{R} is a solution of Ly=bL y = b on II if and only if y=yp+c1y1+⋯+cnyny = y_p + c_1 y_1 + \dots + c_n y_n for some real numbers c1,…,cnc_1, \dots, c_n.

Remarks

Proof: yy solves Ly=bL y = b if and only if L(y−yp)=0L(y - y_p) = 0, by linearity. Then y−ypy - y_p is a combination of the fundamental system. The method of undetermined coefficients and variation of parameters find a particular solution ypy_p. Example: y′′+y=1y'' + y = 1 has yp=1y_p = 1, so its solutions are 1+c1cos⁡x+c2sin⁡x1 + c_1 \cos x + c_2 \sin x.

Explanations

L1 human

To solve a linear equation with a right side, find one solution by any method. Then add all the solutions of the equation without right side. This gives every solution, and each only one time.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Ordinary differential equation definition
  5. Order of a differential equation definition
  6. Linear differential equation of order n definition
  7. Homogeneous linear equation definition
  8. Superposition principle statement
  9. Solution space of a homogeneous linear equation has dimension n statement
  10. Fundamental system of solutions definition
  11. General solution of an inhomogeneous linear equation statement

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Sources

  1. Web https://en.wikipedia.org/wiki/Linear_differential_equation, Linear differential operator