Question #76309

2 Answers
Sep 20, 2016

For homogenous linear differential equation with constant coefficients, the general solution has the form

y(t) = C e^(lambda t). Substituing this solution into the homogeneous equation, we have

(a_n lambda^n+a_(n-1)lambda^(n-1)+cdots+a_1lambda + a_0)Ce^(lambda t) = 0

e^(lambda t ) ne 0 so the equation is verified for lambda's which are the roots of

p(lambda) = a_n lambda^n+a_(n-1)lambda^(n-1)+cdots+a_1lambda + a_0

the so called characteristic polynomial.

If lambda_k, k=1,2,cdots,lambda_n are the roots, supposing that they are distinct, them the general solution will be posed as

y(t) = sum_k C_k e^(lambda_k t)

In case of repeated roots, appear associated polinomials in t with their degree equal to the repetition level.

The constants C_k are determined according with the initial conditions.

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

Sep 20, 2016

See explanation.

Explanation:

It is found that the differential equation can be converted to a

polynomial equation, with the same coefficients, by the substitution

y=e^(rx), using n^(th) derivative of e^(rx)=r^ky, k =1, 2, 3, ...,n.

With D for the differentiation operator d/(dx), the conversion

gives.

sum a_kD^ky=(sum a_kr^k)e^(rx)=0

As e^(rx)>0,sum a_kr^k=0

It follows that , for every root r_k of this polynomial equation,

y = e^(r_kx) is a solution for the the differential equation.

Also, an arbitrary scalar A_k xx e^(r_kx) is a solution..

Theoretically, reduction of the order of the differential equation by

every integration produces one constant of integration. So,

successive integration n times to produce the general solution

would deposit n constants of integration.

Now, the linear sum

y=sum A_ke^(r_kx) substituted in the differential equation leads to

sum (A_k)(0)=0.

And so, we are justified in stating that

y=sum A_ke^(r_kx) is the general solution.

There are particular cases like D^3y=0, wherein this method

leads to the degenerate case.

Here, y=ax^2+bx +c is a quadratic in x

Here, 0 is a thrice repeated root. of the characteristic equation.

For (D^3+D^2)y=D^2(D+1)y=0, it is a combination

y=ax+b+ce^(-x), against the three roots 0, 0 and -1.

The part ax + b comes from direct integration, twice in succession,

for removing D^2. The other operator D+1 gives the part ce^(-x)

Substitute separately both in the differential equation and see

how it works.

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