Math 2.0

Ordinary differential equations Proof

Proof of the solutions for repeated roots

Builds on Characteristic equationLinear equation with constant coefficientsFundamental system of solutionsSolution space of a homogeneous linear equation has dimension nLinearly independent set of the right size is a basisLinear independenceMultiplicity of a rootFundamental theorem of algebraFactor theoremA polynomial over a field has at most as many roots as its degreeR[x] is an integral domain iff R isCancellation in an integral domainDerivative of a polynomialThe exponential function is its own derivativeChain ruleProduct ruleLinearity of differentiationThe exponential function is positiveExponential of a sum

Proof

We factor the operator through (D−r)m(D - r)^m.

  1. Let DD be differentiation on the infinitely differentiable functions ℝ→ℝ\R \to \R. For a real polynomial q(t)=∑ibitiq(t) = \sum_i b_i t^i, let q(D)u=∑ibiu(i)q(D) u = \sum_i b_i u^{(i)}. The equation is p(D)y=0p(D) y = 0, with pp the characteristic polynomial.
  2. For real polynomials q1,q2q_1, q_2, we have q1(D)(q2(D)u)=(q1q2)(D)uq_1(D)\left(q_2(D) u\right) = (q_1 q_2)(D) u. Indeed, DiD^i is linear by linearity of differentiation and DiDj=Di+jD^i D^j = D^{i+j}. Expanding both sides gives the same sum.
  3. Let s∈ℝs \in \R and k≥0k \ge 0. By the product rule, the chain rule and the derivative of the exponential, D(xkesx)=kxk−1esx+s xkesxD\left(x^k e^{s x}\right) = k x^{k-1} e^{s x} + s\, x^k e^{s x}. So (D−s)(xkesx)=kxk−1esx(D - s)\left(x^k e^{s x}\right) = k x^{k-1} e^{s x}, which is 00 for k=0k = 0.
  4. Applying step 3 jj times, (D−s)j(xkesx)(D - s)^j \left(x^k e^{s x}\right) is a constant multiple of xk−jesxx^{k-j} e^{s x} for j≤kj \le k. It is 00 for j=k+1j = k + 1, and so for each j>kj > k.
  5. Solutions. Since rr has multiplicity mm, p(t)=h(t)(t−r)mp(t) = h(t) (t - r)^m for a real polynomial hh. Let 0≤k≤m−10 \le k \le m - 1.
  6. By steps 2 and 4, p(D)(xkerx)=h(D)((D−r)m(xkerx))=h(D) 0=0p(D)\left(x^k e^{r x}\right) = h(D)\left((D - r)^m \left(x^k e^{r x}\right)\right) = h(D)\, 0 = 0. So xkerxx^k e^{r x} solves the equation with constant coefficients on ℝ\R.
  7. Lemma. Let s1,…,sks_1, \dots, s_k be distinct reals and q1,…,qkq_1, \dots, q_k real polynomials with ∑jqj(x)esjx=0\sum_j q_j(x) e^{s_j x} = 0 for all x∈ℝx \in \R. Then each qjq_j is the zero polynomial. We argue by induction on kk.
  8. For k=1k = 1, es1x>0e^{s_1 x} > 0, so q1(x)=0q_1(x) = 0 for every x∈ℝx \in \R. A nonzero polynomial has finitely many roots, so q1=0q_1 = 0.
  9. Let k≥2k \ge 2. Multiply by e−skxe^{-s_k x} and use the exponential of a sum: ∑j<kqj(x)eμjx+qk(x)=0\sum_{j < k} q_j(x) e^{\mu_j x} + q_k(x) = 0, where μj=sj−sk≠0\mu_j = s_j - s_k \ne 0 are distinct.
  10. For a polynomial qq and μ≠0\mu \ne 0, step 3 gives D(q(x)eμx)=(q′+μq)(x) eμxD\left(q(x) e^{\mu x}\right) = \left(q' + \mu q\right)(x)\, e^{\mu x}. If q≠0q \ne 0 has degree dd and leading coefficient aa, then q′+μqq' + \mu q has degree dd and leading coefficient μa≠0\mu a \ne 0, by the derivative of a polynomial.
  11. Let ee be one more than the degree of qkq_k, or e=0e = 0 if qk=0q_k = 0. Differentiating the relation of step 9 ee times kills qkq_k. By step 10, it gives ∑j<kq~j(x)eμjx=0\sum_{j < k} \tilde q_j(x) e^{\mu_j x} = 0 with q~j≠0\tilde q_j \ne 0 whenever qj≠0q_j \ne 0.
  12. By the induction hypothesis, each q~j=0\tilde q_j = 0, so each qj=0q_j = 0 for j<kj < k. Then qk(x)eskx=0q_k(x) e^{s_k x} = 0, and qk=0q_k = 0 by step 8.
  13. Independence. If ∑k=0m−1ckxkerx=0\sum_{k=0}^{m-1} c_k x^k e^{r x} = 0 on ℝ\R, the lemma with one exponent gives ∑kckxk=0\sum_k c_k x^k = 0 as a polynomial. So each ck=0c_k = 0, and the mm functions are linearly independent.
  14. Now assume all roots of pp are real. We show p(t)=∏i=1n(t−ci)p(t) = \prod_{i=1}^{n} (t - c_i) with real cic_i, by induction on nn. For n=0n = 0 the product is empty.
  15. For n≥1n \ge 1, the fundamental theorem of algebra gives a root cc of pp, real by assumption. By the factor theorem in ℝ[t]\R[t], p=(t−c) p1p = (t - c)\, p_1 with p1p_1 real and monic of degree n−1n - 1.
  16. Each complex root zz of p1p_1 is a root of pp, since p(z)=(z−c)p1(z)p(z) = (z - c) p_1(z). So it is real, and the induction hypothesis applies to p1p_1.
  17. Let ρ1,…,ρs\rho_1, \dots, \rho_s be the distinct values among the cic_i, with ρj\rho_j occurring mjm_j times. Then p(t)=∏j(t−ρj)mjp(t) = \prod_j (t - \rho_j)^{m_j} and m1+⋯+ms=nm_1 + \dots + m_s = n. Each root zz of pp makes some factor vanish, so the roots are exactly ρ1,…,ρs\rho_1, \dots, \rho_s.
  18. The multiplicity of ρj\rho_j is mjm_j. It is at least mjm_j by step 17. Suppose (t−ρj)mj+1(t - \rho_j)^{m_j + 1} divides pp, say p=(t−ρj)mj+1gp = (t - \rho_j)^{m_j + 1} g.
  19. Since [[ℝ[t]\R[t] is an integral domain|0B5Z1EC66J]], we may cancel (t−ρj)mj(t - \rho_j)^{m_j}. This gives ∏i≠j(t−ρi)mi=(t−ρj) g\prod_{i \ne j} (t - \rho_i)^{m_i} = (t - \rho_j)\, g. At t=ρjt = \rho_j the left side is nonzero and the right side is 00, a contradiction.
  20. So the families for the distinct roots have m1+⋯+ms=nm_1 + \dots + m_s = n functions in total, all solutions by step 6.
  21. They are linearly independent. A vanishing combination can be grouped as ∑jqj(x)eρjx=0\sum_j q_j(x) e^{\rho_j x} = 0, where the coefficients of qjq_j are the coefficients used for ρj\rho_j. By the lemma each qj=0q_j = 0, so all coefficients vanish.
  22. The space SS of solutions on ℝ\R has dimension nn, by the dimension theorem. By the basis criterion, these nn independent solutions form a basis, that is, a fundamental system.

Idea

The operator p(D)p(D) factors like the polynomial pp, and the factor (D−r)(D - r) lowers the power of xx in xkerxx^k e^{r x} by one. So (D−r)m(D - r)^m kills xkerxx^k e^{r x} for k<mk < m. Independence follows because differentiating a polynomial times an exponential keeps the degree, while differentiating a polynomial alone lowers it.

Reading path

To understand this page from the ground up, read these 596 pages in order. The foundations come first. The path takes the proofs Proof that Darboux and Riemann integrals agree, Proof of the Steinitz exchange lemma by induction, Proof of uniqueness of solutions for Lipschitz vector fields, Proof of the Cauchy–Hadamard theorem, Proof of the Weierstrass M-test, Proof of the limit of a sum of sequences, Proof of Rolle's theorem, Proof of the derivative of a map into R^n by components, Proof of cancellation in an integral domain, Proof of the approximation property of the supremum, Proof that every sequence has a monotone subsequence, by peaks, Proof of the formula for the derivative of a polynomial, Proof that open sets are the sets that are neighbourhoods of all their points, Proof of the diameter characterisation of Cauchy sequences, Proof of the completeness of the space of bounded continuous functions, Proof of the commutativity of addition by induction, Proof of the Lebesgue number lemma by a finite cover of balls, Proof of term-by-term differentiation, Proof of the epsilon-delta form of continuity, Proof of the fundamental theorem of algebra by Liouville's theorem, Proof that the solution space of a homogeneous linear equation has dimension n, Proof of the power rule by induction, Proof that absolutely convergent series converge, Proof of the triangle inequality for norms, Proof of the sum of a finite geometric series, Proof that convergent sequences are Cauchy, Proof that a complex number times its conjugate is the square of its modulus, Proof of the Cauchy–Schwarz inequality, Proof of the Heine–Borel theorem by sequential compactness, Proof that there is a natural number n with 1/n below any positive epsilon, Proof of the chain rule in several variables, Proof of the chain rule with an auxiliary difference quotient, Proof of the Cauchy criterion for series, Proof of the Cauchy criterion for sequences by the Bolzano–Weierstrass theorem, Proof of the reverse triangle inequality, Proof that the exponential series has infinite radius of convergence, Proof of the derivative as a little-o approximation, Proof that R[x] is an integral domain iff R is, Proof of the equality of complex numbers, Proof that continuous functions on a closed bounded interval are uniformly continuous, Proof that a linear map between normed spaces is continuous if and only if it is bounded, Proof that a function with nonnegative derivative is increasing, Proof that a function is bijective iff it has a two-sided inverse, Proof that the reals form an ordered field, with the Cauchy sequence construction, Proof of the root test, Proof of continuity via closed sets, Proof of the double negation law by a truth table, Proof that power series converge uniformly on smaller intervals inside the radius of convergence, Proof of the extreme value theorem by the Bolzano–Weierstrass theorem, Proof that compact subsets of a metric space are bounded, Proof that compactness and sequential compactness agree in metric spaces, Proof that the exponential function is positive, Proof that subsequences of a convergent sequence converge to the same limit, Proof of the uniqueness of limits, Proof that holomorphic functions are infinitely differentiable, Proof that Lipschitz functions are uniformly continuous, Proof of the integral equation form of an initial value problem, Proof that the integral of a continuous function is an antiderivative, Proof of the degree of a product over an integral domain, Proof that the coordinate map is a linear isomorphism, Proof of strong induction from ordinary induction, Proof that linear maps on finite-dimensional normed spaces are continuous, Proof that power series are differentiable inside the radius of convergence, Proof of the limit of a product of sequences, Proof of Cauchy's integral formula by a primitive of the difference quotient, Proof that uniform convergence of derivatives allows term-by-term differentiation, Proof of Cauchy's estimates, Proof that the absolute value is multiplicative, Proof of the squeeze theorem for sequences, Proof of the Cauchy–Riemann equations, Proof of the existence of square roots of nonnegative reals, Proof of Pascal's rule from the recursive definition, Proof of the chain rule for a composition with a curve, Proof of the linearity of differentiation, Proof of the mean value theorem for integrals, Proof that a continuous image of a compact set is compact, Proof that compact subsets of a Hausdorff space are closed, Proof that the composition of continuous maps is continuous, Proof of epsilon-delta continuity at a point in metric spaces, Proof of Riemann's criterion for integrability, Proof of the sequential characterization of limits, Proof that Cauchy sequences are bounded, Proof of Cauchy's integral formula for derivatives, Proof of the description of the open sets of a metric space, Proof of the Banach fixed point theorem by iteration, Proof of the triangle inequality for real numbers, Proof of the epsilon-N definition of the limit of a sequence, Proof that a zero derivative on a connected open set implies constant, Proof of the first fundamental theorem of calculus, Proof that compactness of a subset can be tested with open sets of the ambient space, Proof that the modulus is multiplicative, Proof of the comparison test, Proof of the existence of the infimum by negation, Proof of the equivalence of norms in finite dimension by compactness of the unit sphere, Proof that every spanning set contains a basis, by Zorn's lemma, Proof that a polynomial over a field has at most as many roots as its degree, Proof of the remainder theorem, Proof of the estimation lemma, Proof of Fermat's theorem on stationary points, Proof that limits preserve non-strict inequalities, Proof that a linear map is injective iff its kernel is trivial, Proof that closed sets contain their limits, Proof of the linearity of the integral, Proof of the factorial formula for binomial coefficients by induction, Proof of integration by substitution, Proof of Zorn's lemma, Proof that metric spaces are Hausdorff, Proof that an iterate of the Picard operator is a contraction, Proof of the second fundamental theorem of calculus, Proof of global existence for globally Lipschitz vector fields by steps of uniform length, Proof that the complex numbers form a field, Proof of the intermediate value theorem by the supremum, Proof of the binomial theorem by induction, Proof that exponentials dominate powers in sequences, by the ratio of consecutive terms, Proof that differentiable functions are continuous, Proof of the reduction of a higher-order equation to a first-order system, Proof of the sequence characterisation of uniform continuity, Proof of the epsilon-delta form of the limit of a function, Proof of the well-ordering principle from strong induction, Proof that n independent or n spanning vectors in an n-dimensional space form a basis, Proof of the Bolzano–Weierstrass theorem by a monotone subsequence, Proof of the fundamental theorem of contour integration, Proof of Goursat's theorem by repeated subdivision, Proof of Grönwall's inequality, Proof of the Archimedean property in an Archimedean ordered field, Proof that finite-dimensional normed spaces are complete, Proof that a continuous real function on a compact set attains its bounds, Proof of continuous dependence on initial data by Grönwall's inequality, Proof of the derivative of a map into a product, Proof that a composition of continuous functions is continuous, Proof of the exponential of a sum by the Cauchy product, Proof of Cantor's intersection theorem, Proof of the additivity of the integral over intervals, Proof that a decreasing sequence bounded below converges, Proof of the term test, Proof that the exponential function is its own derivative, by term-by-term differentiation, Proof that the reals are Archimedean from the completeness axiom, Proof of the ratio test, Proof that holomorphic functions are analytic, Proof that convergent sequences are bounded, Proof of the product rule, Proof of the monotone convergence theorem for sequences, Proof that continuity is equivalent to sequential continuity, Proof that absolutely convergent series in a Banach space converge, Proof that open balls are open, Proof that power series are holomorphic in the disc of convergence, Proof of the monotonicity of the integral, Proof of the boundedness theorem by Bolzano–Weierstrass, Proof of the factor theorem, Proof that Lipschitz maps are uniformly continuous, Proof of the ratio formula for the radius of convergence, Proof of the superposition principle, Proof that continuous partial derivatives imply differentiability, Proof that a set is open if and only if its complement is closed, Proof of the fundamental theorem of calculus, Proof that a series of nonnegative terms converges iff its partial sums are bounded, Proof of the Picard–Lindelöf theorem, Proof of the mean value theorem from Rolle's theorem, Proof that the Cauchy product of absolutely convergent series converges absolutely to the product, Proof that sums and products of continuous functions are continuous, Proof of Liouville's theorem by Cauchy's estimates, Proof of continuity via open sets in metric spaces, Proof that continuous functions are Riemann integrable, Proof of the mean value inequality, Proof of the constant multiple rule.

  1. Basis concept
  2. Binomial coefficient definition
  3. Complex numbers object
  4. Complex numbers as pairs of reals concept
  5. Construction of the reals from Cauchy sequences concept
  6. Coordinate space object
  7. Coordinate vector concept
  8. Definition by recursion concept
  9. Differential equation concept
  10. Element definition
  11. Euclidean metric example
  12. Euclidean space object
  13. Extended real number line object
  14. Factorial definition
  15. Function concept
  16. Function composition concept
  17. Group concept
  18. Imaginary unit object
  19. Inner product concept
  20. Inner product space concept
  21. Integers object
  22. Interval concept
  23. Kernel of a linear map concept
  24. Limit point of a set definition
  25. Linear isomorphism concept
  26. Linear map concept
  27. Lipschitz continuity definition
  28. Local maximum definition
  29. Mathematical induction concept
  30. Natural numbers object
  31. Norm concept
  32. Norm induced by an inner product concept
  33. Ordered field definition
  34. Partition of an interval definition
  35. Peano axioms concept
  36. Proof of Zorn's lemma proof
  37. Proposition concept
  38. Rational numbers object
  39. Real numbers object
  40. Sequence definition
  41. Set bounded above definition
  42. Uniform metric on bounded functions example
  43. Vector space definition
  44. p-metric on R^n example
  45. Proof of Pascal's rule from the recursive definition proof
  46. Complex exponential definition
  47. Contour integral definition
  48. Power series in the complex plane definition
  49. Real and imaginary parts definition
  50. Set definition
  51. Fréchet derivative definition
  52. Ordinary differential equation definition
  53. Total derivative concept
  54. Function of several variables concept
  55. Vector-valued function concept
  56. Lipschitz condition definition
  57. Ring definition
  58. Ring of integers statement
  59. Limit of a function definition
  60. Proof that a linear map is injective iff its kernel is trivial proof
  61. Local minimum definition
  62. Successor function definition
  63. Archimedean ordered field definition
  64. Mesh of a partition definition
  65. Refinement of a partition definition
  66. Riemann sum definition
  67. Conjunction definition
  68. Disjunction definition
  69. Implication definition
  70. Negation definition
  71. Predicate definition
  72. The reals form a field statement
  73. Real sequence definition
  74. Subsequence definition
  75. Infimum definition
  76. Supremum definition
  77. Inner product definition
  78. Linear combination definition
  79. Linear map definition
  80. Linear subspace definition
  81. Norm definition
  82. p-norm on R^n example
  83. Pascal's rule statement
  84. Circle integral definition
  85. Complex conjugate definition
  86. Disc of convergence definition
  87. Empty set object
  88. Family of sets definition
  89. Ordered pair definition
  90. Order of a differential equation definition
  91. Differentiable function of several variables concept
  92. Partial derivative concept
  93. Limit of a function of several variables concept
  94. Parametrised curve concept
  95. Commutative ring definition
  96. Intersection definition
  97. Polynomial ring definition
  98. Ring homomorphism definition
  99. Unit of a ring definition
  100. Zero divisor definition
  101. Union definition
  102. Continuity at a point definition
  103. Derivative definition
  104. One-sided limit definition
  105. Solution of an ordinary differential equation definition
  106. Addition of natural numbers definition
  107. Riemann integrable function definition
  108. Biconditional definition
  109. Truth table concept
  110. Modus ponens concept
  111. Proof of the Archimedean property in an Archimedean ordered field proof
  112. The rationals form a field statement
  113. The successor function is injective statement
  114. Zero is not a successor statement
  115. Existential quantifier definition
  116. Universal quantifier definition
  117. Bounded sequence definition
  118. Cauchy sequence definition
  119. Geometric sequence definition
  120. Limit of a sequence definition
  121. Monotone sequence definition
  122. Sequence tending to infinity definition
  123. Series definition
  124. Inner product space definition
  125. Linear independence definition
  126. Composition of linear maps definition
  127. Kernel of a linear map definition
  128. Linear isomorphism definition
  129. Linear span definition
  130. Normed vector space definition
  131. Completeness axiom statement
  132. Integral of 1/z around the unit circle example
  133. Proof of the factorial formula for binomial coefficients by induction proof
  134. Cartesian product definition
  135. Proof of the equality of complex numbers proof
  136. Gradient concept
  137. Jacobian matrix concept
  138. Partial derivative definition
  139. Differentiable function of several variables definition
  140. Linear differential equation of order n definition
  141. Divisibility in a commutative ring definition
  142. Degree of a polynomial definition
  143. Field definition
  144. Polynomial evaluation definition
  145. Initial value problem definition
  146. Integral domain definition
  147. Proof of the reduction of a higher-order equation to a first-order system proof
  148. Subset definition
  149. Union of a family of sets definition
  150. Continuous function definition
  151. Antiderivative definition
  152. Differentiable function definition
  153. One-sided derivative definition
  154. Proof of the commutativity of addition by induction proof
  155. Archimedean property statement
  156. Riemann integral definition
  157. Propositional logic concept
  158. Order on the natural numbers definition
  159. Proof of the derivative as a little-o approximation proof
  160. Mathematical proof concept
  161. The rationals form an ordered field statement
  162. A linear map is injective iff its kernel is trivial statement
  163. Uniqueness quantifier definition
  164. Upper and lower Darboux sums definition
  165. Limit superior definition
  166. Proof of the sum of a finite geometric series proof
  167. Convergent sequence definition
  168. Pointwise convergence definition
  169. Sequential continuity definition
  170. The sequence r^n tends to infinity for r > 1 example
  171. Norm induced by an inner product definition
  172. Cauchy product definition
  173. Partial sum definition
  174. Power series definition
  175. Spanning set definition
  176. Equality of complex numbers statement
  177. Factorial formula for binomial coefficients statement
  178. System of linear differential equations definition
  179. Homogeneous linear equation definition
  180. Linear equation with constant coefficients definition
  181. Binary relation definition
  182. Proof of the derivative of a map into R^n by components proof
  183. Leading coefficient definition
  184. Universal set definition
  185. Picard–Lindelöf hypotheses definition
  186. Root of a polynomial definition
  187. Topological space definition
  188. Proof of cancellation in an integral domain proof
  189. Evaluation homomorphism definition
  190. Reduction of a higher-order equation to a first-order system statement
  191. Derivative as a little-o approximation statement
  192. Order on the reals definition
  193. Proof that a composition of continuous functions is continuous proof
  194. Derivative function definition
  195. Definite integral definition
  196. Commutativity of addition statement
  197. Tautology definition
  198. Proof of strong induction from ordinary induction proof
  199. Upper and lower Darboux integrals definition
  200. Sum of a finite geometric series statement
  201. Uniform convergence definition
  202. Radius of convergence definition
  203. Convergent series definition
  204. Proof of the Steinitz exchange lemma by induction proof
  205. Basis definition
  206. Finite-dimensional vector space definition
  207. Proof of the binomial theorem by induction proof
  208. Characteristic equation definition
  209. Antisymmetric relation definition
  210. Reflexive relation definition
  211. Transitive relation definition
  212. Monic polynomial definition
  213. Multiplicity of a root definition
  214. Proof that the complex numbers form a field proof
  215. Complement definition
  216. Picard operator definition
  217. Sequential compactness definition
  218. Proof of the degree of a product over an integral domain proof
  219. Proof of the remainder theorem proof
  220. Cancellation in an integral domain statement
  221. Subspace topology definition
  222. Interval definition
  223. Function definition
  224. Higher derivative definition
  225. Logical equivalence definition
  226. Uniform convergence on a set definition
  227. Strong induction statement
  228. Coordinate vector definition
  229. Dimension definition
  230. Absolute convergence definition
  231. Series of functions definition
  232. Sum of a series definition
  233. Steinitz exchange lemma statement
  234. Binomial theorem statement
  235. Preorder definition
  236. Division algorithm for polynomials statement
  237. Degree of a product statement
  238. The complex numbers form a field statement
  239. Proof of the epsilon-delta form of the limit of a function proof
  240. Codomain definition
  241. Function composition definition
  242. Identity function definition
  243. Image of a set definition
  244. Injective function definition
  245. Preimage of a set definition
  246. Choice function definition
  247. Proof of the epsilon-delta form of continuity proof
  248. Continuously differentiable function definition
  249. Metric space definition
  250. Proof of the well-ordering principle from strong induction proof
  251. Proof of the double negation law by a truth table proof
  252. Proof that n independent or n spanning vectors in an n-dimensional space form a basis proof
  253. Partial order definition
  254. Left inverse definition
  255. Right inverse definition
  256. Remainder theorem statement
  257. Epsilon-delta definition of a limit statement
  258. Proof that R[x] is an integral domain iff R is proof
  259. Surjective function definition
  260. Axiom of choice statement
  261. Closed ball definition
  262. Convergence of a sequence in a metric space definition
  263. Lipschitz map definition
  264. Open ball definition
  265. Triangle inequality for a metric statement
  266. Epsilon-delta definition of continuity statement
  267. Diameter of a set definition
  268. Double negation law statement
  269. Well-ordering principle statement
  270. Linearly independent set of the right size is a basis statement
  271. Maximal element definition
  272. Total order definition
  273. Upper bound definition
  274. Bijective function definition
  275. R[x] is an integral domain iff R is statement
  276. Proof of the factor theorem proof
  277. Bounded set definition
  278. Metric topology definition
  279. Contraction mapping definition
  280. Uniform continuity definition
  281. Composition of continuous functions is continuous statement
  282. Proof of the diameter characterisation of Cauchy sequences proof
  283. Proof by contradiction concept
  284. Proof that every sequence has a monotone subsequence, by peaks proof
  285. Chain definition
  286. Factor theorem statement
  287. Proof that a function is bijective iff it has a two-sided inverse proof
  288. Open set definition
  289. Uniform continuity on a set definition
  290. Epsilon characterisation of Cauchy sequences statement
  291. Proof that Lipschitz functions are uniformly continuous proof
  292. Proof that the reals form an ordered field, with the Cauchy sequence construction proof
  293. Every sequence has a monotone subsequence statement
  294. Bijective iff it has a two-sided inverse statement
  295. Hausdorff space definition
  296. Closed set definition
  297. Continuous map of topological spaces definition
  298. Equivalent metrics definition
  299. Proof that a polynomial over a field has at most as many roots as its degree proof
  300. Zorn's lemma statement
  301. Proof of the description of the open sets of a metric space proof
  302. Complete metric space definition
  303. Open cover definition
  304. Proof that open sets are the sets that are neighbourhoods of all their points proof
  305. Lipschitz functions are uniformly continuous statement
  306. The reals form an ordered field statement
  307. A polynomial over a field has at most as many roots as its degree statement
  308. Connected space definition
  309. Equivalent norms definition
  310. Proof that a set is open if and only if its complement is closed proof
  311. Proof that the composition of continuous maps is continuous proof
  312. Open sets of a metric space statement
  313. Compact space definition
  314. Proof that the coordinate map is a linear isomorphism proof
  315. Open sets characterised by neighbourhoods statement
  316. Absolute value definition
  317. Proof that every spanning set contains a basis, by Zorn's lemma proof
  318. Proof of the approximation property of the supremum proof
  319. Proof of the existence of the infimum by negation proof
  320. Proof of the existence of square roots of nonnegative reals proof
  321. Continuous linear map definition
  322. Complement of an open set is closed statement
  323. Composition of continuous maps is continuous statement
  324. Banach space definition
  325. Connected set definition
  326. Proof that closed sets contain their limits proof
  327. Compact set definition
  328. Continuity at a point of a topological space definition
  329. Proof of the triangle inequality for real numbers proof
  330. Proof that the absolute value is multiplicative proof
  331. Proof that open balls are open proof
  332. Proof of the epsilon-N definition of the limit of a sequence proof
  333. Isomorphism with the coordinate space statement
  334. Every spanning set contains a basis statement
  335. Approximation property of the supremum statement
  336. Existence of the infimum statement
  337. Existence of square roots of nonnegative reals statement
  338. Closed sets contain their limits statement
  339. Proof of continuity via closed sets proof
  340. Proof that compactness of a subset can be tested with open sets of the ambient space proof
  341. Triangle inequality statement
  342. Absolute value is multiplicative statement
  343. Open balls are open statement
  344. Square root definition
  345. Epsilon-N definition of the limit of a sequence statement
  346. Proof that the reals are Archimedean from the completeness axiom proof
  347. Proof of the intermediate value theorem by the supremum proof
  348. Continuity via closed sets statement
  349. Modulus of a complex number definition
  350. Proof of the limit of a sum of sequences proof
  351. Proof of the reverse triangle inequality proof
  352. Proof of the uniqueness of limits proof
  353. Compactness via open covers statement
  354. Proof of the squeeze theorem for sequences proof
  355. Proof of continuity via open sets in metric spaces proof
  356. Proof that metric spaces are Hausdorff proof
  357. Proof of epsilon-delta continuity at a point in metric spaces proof
  358. Proof of the Lebesgue number lemma by a finite cover of balls proof
  359. Proof that limits preserve non-strict inequalities proof
  360. Proof of the completeness of the space of bounded continuous functions proof
  361. Proof that differentiable functions are continuous proof
  362. Intermediate value theorem statement
  363. Proof of the linearity of the integral proof
  364. Proof that convergent sequences are bounded proof
  365. Proof that convergent sequences are Cauchy proof
  366. Proof that subsequences of a convergent sequence converge to the same limit proof
  367. The reals are Archimedean statement
  368. The sequence 1/n tends to zero example
  369. Proof that Cauchy sequences are bounded proof
  370. Proof of the term test proof
  371. Proof of the monotone convergence theorem for sequences proof
  372. Complex differentiability definition
  373. Reverse triangle inequality statement
  374. Proof that a complex number times its conjugate is the square of its modulus proof
  375. Proof that compact subsets of a Hausdorff space are closed proof
  376. Proof of Cantor's intersection theorem proof
  377. Proof that a continuous image of a compact set is compact proof
  378. Metric spaces are Hausdorff statement
  379. Epsilon-delta continuity in metric spaces statement
  380. Proof that compact subsets of a metric space are bounded proof
  381. Lebesgue number lemma statement
  382. Proof that compactness and sequential compactness agree in metric spaces proof
  383. Proof of the sequence characterisation of uniform continuity proof
  384. Limit of a sum of sequences statement
  385. Proof of the triangle inequality for norms proof
  386. Completeness of the space of bounded continuous functions statement
  387. Uniqueness of limits statement
  388. Differentiable functions are continuous statement
  389. Limits preserve non-strict inequalities statement
  390. Linearity of the integral statement
  391. Proof of the ratio formula for the radius of convergence proof
  392. Proof that there is a natural number n with 1/n below any positive epsilon proof
  393. Proof of the monotonicity of the integral proof
  394. Squeeze theorem statement
  395. Subsequences of a convergent sequence converge to the same limit statement
  396. Convergent sequences are bounded statement
  397. Proof that Darboux and Riemann integrals agree proof
  398. Convergent sequences are Cauchy statement
  399. Cauchy sequences are bounded statement
  400. Monotone convergence theorem for sequences statement
  401. Holomorphic function definition
  402. A complex number times its conjugate statement
  403. Compact subsets of a Hausdorff space are closed statement
  404. Proof of the Cauchy–Riemann equations proof
  405. Cantor's intersection theorem statement
  406. Continuous image of a compact set is compact statement
  407. Continuity via open sets statement
  408. Compact subsets of a metric space are bounded statement
  409. Compactness and sequential compactness agree in metric spaces statement
  410. Proof of the limit of a product of sequences proof
  411. Epsilon-delta uniform continuity statement
  412. There is a natural number n with 1/n below any positive epsilon statement
  413. Monotonicity of the integral statement
  414. Darboux and Riemann integrals agree statement
  415. Triangle inequality for norms statement
  416. Term test statement
  417. Proof that a decreasing sequence bounded below converges proof
  418. Proof that a series of nonnegative terms converges iff its partial sums are bounded proof
  419. The sequence r^n tends to zero for |r| < 1 example
  420. Entire function definition
  421. Cauchy–Riemann equations statement
  422. Proof that the modulus is multiplicative proof
  423. Proof that a linear map between normed spaces is continuous if and only if it is bounded proof
  424. Proof that absolutely convergent series in a Banach space converge proof
  425. Proof that Lipschitz maps are uniformly continuous proof
  426. Proof of the Banach fixed point theorem by iteration proof
  427. Proof of the sequential characterization of limits proof
  428. Proof of the Cauchy–Schwarz inequality proof
  429. Proof that continuity is equivalent to sequential continuity proof
  430. Decreasing sequence bounded below converges statement
  431. Limit of a product of sequences statement
  432. Proof of Riemann's criterion for integrability proof
  433. Geometric series example
  434. A series of nonnegative terms converges iff its partial sums are bounded statement
  435. Modulus is multiplicative statement
  436. Absolutely convergent series in a Banach space converge statement
  437. Banach fixed point theorem statement
  438. Lipschitz maps are uniformly continuous statement
  439. Riemann's criterion for integrability statement
  440. Proof that the Cauchy product of absolutely convergent series converges absolutely to the product proof
  441. Continuity is equivalent to sequential continuity statement
  442. Sequential characterization of limits statement
  443. Proof of the Cauchy–Hadamard theorem proof
  444. Proof that exponentials dominate powers in sequences, by the ratio of consecutive terms proof
  445. Proof of the root test proof
  446. Proof of the ratio test proof
  447. Proof of the Bolzano–Weierstrass theorem by a monotone subsequence proof
  448. Proof of the comparison test proof
  449. Cauchy–Schwarz inequality statement
  450. Bounded linear maps are continuous statement
  451. Proof that an iterate of the Picard operator is a contraction proof
  452. Proof of the chain rule with an auxiliary difference quotient proof
  453. Comparison test statement
  454. Proof of the linearity of differentiation proof
  455. Proof of the product rule proof
  456. Proof that sums and products of continuous functions are continuous proof
  457. Cauchy product of absolutely convergent series statement
  458. Proof of the additivity of the integral over intervals proof
  459. Bolzano–Weierstrass theorem statement
  460. Exponentials dominate powers in sequences statement
  461. Proof of the derivative of a map into a product proof
  462. An iterate of the Picard operator is a contraction statement
  463. Product of continuous functions is continuous statement
  464. Operator norm definition
  465. Chain rule statement
  466. Proof of the Heine–Borel theorem by sequential compactness proof
  467. Linearity of differentiation statement
  468. Proof that continuous functions on a closed bounded interval are uniformly continuous proof
  469. Ratio test statement
  470. Additivity of the integral over intervals statement
  471. Product rule statement
  472. Root test statement
  473. Proof of the boundedness theorem by Bolzano–Weierstrass proof
  474. Proof of the Cauchy criterion for sequences by the Bolzano–Weierstrass theorem proof
  475. Completeness of the real numbers statement
  476. Derivative of a map into a product statement
  477. Proof of the superposition principle proof
  478. Heine–Borel theorem statement
  479. Proof of the constant multiple rule proof
  480. Proof that power series are holomorphic in the disc of convergence proof
  481. Continuous functions on a closed bounded interval are uniformly continuous statement
  482. Boundedness theorem statement
  483. Proof of the power rule by induction proof
  484. Proof of the first fundamental theorem of calculus proof
  485. Ratio formula for the radius of convergence statement
  486. Cauchy–Hadamard theorem statement
  487. Cauchy criterion for sequences statement
  488. Power series are holomorphic in the disc of convergence statement
  489. Superposition principle statement
  490. Constant multiple rule statement
  491. Derivative of a map into R^n by components statement
  492. Power rule statement
  493. Proof that a continuous real function on a compact set attains its bounds proof
  494. Proof of the extreme value theorem by the Bolzano–Weierstrass theorem proof
  495. Uniformly Cauchy sequence of functions definition
  496. Proof of the Cauchy criterion for series proof
  497. Extreme value theorem statement
  498. Continuous real function on a compact set attains its bounds statement
  499. Proof of the formula for the derivative of a polynomial proof
  500. Proof of Fermat's theorem on stationary points proof
  501. Cauchy criterion for series statement
  502. Derivative of a polynomial statement
  503. Proof of the equivalence of norms in finite dimension by compactness of the unit sphere proof
  504. Proof that continuous functions are Riemann integrable proof
  505. Proof that absolutely convergent series converge proof
  506. Fermat's theorem on stationary points statement
  507. Continuous functions are Riemann integrable statement
  508. Equivalence of norms in finite dimension statement
  509. Absolutely convergent series converge statement
  510. Proof of Rolle's theorem proof
  511. Rolle's theorem statement
  512. Proof that linear maps on finite-dimensional normed spaces are continuous proof
  513. Proof of the estimation lemma proof
  514. Proof that finite-dimensional normed spaces are complete proof
  515. Proof of the mean value theorem for integrals proof
  516. Proof of the Weierstrass M-test proof
  517. Linear maps on finite-dimensional spaces are continuous statement
  518. Estimation lemma statement
  519. Finite-dimensional normed spaces are complete statement
  520. Mean value theorem for integrals statement
  521. Weierstrass M-test statement
  522. Proof of the mean value theorem from Rolle's theorem proof
  523. Mean value theorem statement
  524. First fundamental theorem of calculus statement
  525. Proof of the chain rule in several variables proof
  526. Proof that power series converge uniformly on smaller intervals inside the radius of convergence proof
  527. Proof that continuous partial derivatives imply differentiability proof
  528. Chain rule in several variables statement
  529. Proof that a function with nonnegative derivative is increasing proof
  530. Proof that the integral of a continuous function is an antiderivative proof
  531. Proof that uniform convergence of derivatives allows term-by-term differentiation proof
  532. Power series converge uniformly on smaller discs inside the radius of convergence statement
  533. Proof of the second fundamental theorem of calculus proof
  534. A function with nonnegative derivative is increasing statement
  535. Continuous partial derivatives imply differentiability statement
  536. The integral of a continuous function is an antiderivative statement
  537. Proof of the chain rule for a composition with a curve proof
  538. Uniform convergence of derivatives allows term-by-term differentiation statement
  539. Second fundamental theorem of calculus statement
  540. Proof that the exponential series has infinite radius of convergence proof
  541. Proof of the fundamental theorem of calculus proof
  542. Chain rule for a composition with a curve statement
  543. Proof of integration by substitution proof
  544. The exponential series has infinite radius of convergence statement
  545. Proof of term-by-term differentiation proof
  546. Proof of the mean value inequality proof
  547. Integration by substitution statement
  548. Fundamental theorem of calculus statement
  549. Term-by-term differentiation statement
  550. Exponential function definition
  551. Proof of the fundamental theorem of contour integration proof
  552. Proof of the integral equation form of an initial value problem proof
  553. Mean value inequality statement
  554. Proof of the exponential of a sum by the Cauchy product proof
  555. Proof of uniqueness of solutions for Lipschitz vector fields proof
  556. Proof that power series are differentiable inside the radius of convergence proof
  557. Fundamental theorem of contour integration statement
  558. Exponential of a sum statement
  559. Proof that a zero derivative on a connected open set implies constant proof
  560. Integral equation form of an initial value problem statement
  561. Power series are differentiable inside the radius of convergence statement
  562. Proof that the exponential function is positive proof
  563. Proof of Goursat's theorem by repeated subdivision proof
  564. Zero derivative on a connected open set implies constant statement
  565. Proof of the Picard–Lindelöf theorem proof
  566. Proof that the exponential function is its own derivative, by term-by-term differentiation proof
  567. Goursat's theorem statement
  568. The exponential function is positive statement
  569. Picard–Lindelöf theorem statement
  570. The exponential function is its own derivative statement
  571. Proof of Cauchy's integral formula by a primitive of the difference quotient proof
  572. Proof of Grönwall's inequality proof
  573. Cauchy's integral formula statement
  574. Grönwall's inequality statement
  575. Proof that holomorphic functions are analytic proof
  576. Uniqueness of solutions for Lipschitz vector fields statement
  577. Proof of continuous dependence on initial data by Grönwall's inequality proof
  578. Holomorphic functions are analytic statement
  579. Continuous dependence on initial data statement
  580. Maximal solution definition
  581. Proof that holomorphic functions are infinitely differentiable proof
  582. Proof of global existence for globally Lipschitz vector fields by steps of uniform length proof
  583. Holomorphic functions are infinitely differentiable statement
  584. Global existence for globally Lipschitz vector fields statement
  585. Proof of Cauchy's integral formula for derivatives proof
  586. Proof that the solution space of a homogeneous linear equation has dimension n proof
  587. Cauchy's integral formula for derivatives statement
  588. Solution space of a homogeneous linear equation has dimension n statement
  589. Proof of Cauchy's estimates proof
  590. Fundamental system of solutions definition
  591. Cauchy's estimates statement
  592. Proof of Liouville's theorem by Cauchy's estimates proof
  593. Liouville's theorem statement
  594. Proof of the fundamental theorem of algebra by Liouville's theorem proof
  595. Fundamental theorem of algebra statement
  596. Proof of the solutions for repeated roots proof

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Further reading

  1. Web https://en.wikipedia.org/wiki/Linear_differential_equation
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