Oct 23: constant coeff diffrential equation
warm-up:
how to solve the equation
(z−a)(z−b)=0
well, we would have two solutions z=a and z=b (assuming a=b).
1
how to solve equation ( a=b)
(d/dx−a)(d/dx−b)f(x)=0?
Instead of saying we have two solutions, we say the solution space is a two dimensional vector space.
it is easy to check that eax and ebx solves the equations, and so are their linear combinations, thus we can write down the general solution as
f(x)=c1eax+c2ebx
wait, how do you know you have found ALL the solutions? how do you know you didn't miss any? There is a theorem saying that, a constant coeff ODE of order n will have a n-dimensional solution space.
2
How about the case where a=b?
(d/dx−a)(d/dx−a)f(x)=0?
Here we claim that the general solution is
f(x)=(c0+c1x)eax
Proof of the claim: suppose f(x) solves the equation, then we can always write f(x)=g(x)eax (since eax is never 0), and figure out the equation that g(x) satisfies. We see
(d/dx−a)[g(x)eax]=d/dx[g(x)eax]−ag(x)eax=g′(x)eax+aeaxg(x)−ag(x)eax=eax(d/dx)(g(x))
thus, we have
eax(d/dx)2(g(x))=0
That means g(x)=c0+c1x. Hence we get the claimed general solution
3
Initial condition / Boundary condition.