Existence of solution of a linear differential equation

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SUMMARY

The discussion centers on the existence of solutions for first-order linear differential equations in the polynomial ring $F[z]$. The general form of the equation is given by $$ax'(z) + bx(z) = y(z)$$ where $x, y \in F[z]$. The analysis reveals that while solutions exist under certain conditions (e.g., when $a=0$ or $b=0$), there are cases where no solution can be found, particularly when $y(z) \neq 0$ and both $a$ and $b$ are zero. The conclusion is that solutions are not guaranteed in the polynomial ring $F[z]$.

PREREQUISITES
  • Understanding of first-order linear differential equations
  • Familiarity with polynomial rings, specifically $F[z]$ and $\mathbb{C}[z]$
  • Knowledge of integrating factors in differential equations
  • Ability to perform polynomial integration and coefficient comparison
NEXT STEPS
  • Study the properties of integrating factors in linear differential equations
  • Explore the implications of polynomial division in $F[z]$
  • Investigate the conditions under which solutions exist for linear differential equations
  • Learn about recursive relations in polynomial solutions of differential equations
USEFUL FOR

Mathematicians, students of differential equations, and researchers interested in the behavior of solutions in polynomial rings will benefit from this discussion.

mathmari
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Hey! :o

I want to check if we can always find a solution of a linear differential equation of first order in the polynomial ring $F[z]$.

I have done the following:

The general linear differential equation of first order is $$ax'(z)+bx(z)=y(z)$$ where $x,y \in F[z]$.

Or is it possible that $y \notin F[z]$ ?

We multiply the equation by the integrating factor $\mu (z)$ and we get $$a\mu (z) x'(z)+b\mu (z) x(z)=\mu (z) y(z) \Rightarrow \mu (z) x'(z)+\frac{b}{a} \mu (z) x(z)=\frac{1}{a} \mu (z) y(z) \tag 1$$

We assume that $\frac{b}{a} \mu (z)=\mu'(z)$, so we have that $$\mu (z) x'(z)+\mu'(z) x(z)=(\mu (z) x(z))'$$

Replacing this at $(1)$ we get $$(\mu (z) x(z))'=\frac{1}{a} \mu (z) y(z)$$

Integrating the last relation we get $$\int (\mu (z) x(z))' dz=\int \frac{1}{a} \mu (z) y(z)dz \Rightarrow \mu (z) x(z)=\int \frac{1}{a} \mu (z) y(z)dz+c$$

We have that $\mu (z), y(z) \in F[z]$ so $\mu (z) y(z) \in F[z]$ and also $\int \mu (z) y(z)dz \in F[z]$.

But since not every fraction of polynomials is a polynomial we cannot divide by $\mu (z) $ at the equation $\mu (z) x(z)=\int \frac{1}{a} \mu (z) y(z)dz+c$ over $F[z]$.

So, there is not always a solution in the polynomial ring. Is everything correct? (Wondering)
 
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A correction: I have to find out if there is a solution of a linear differential equation of first order in the polynomial ring $\mathbb{C}[z]$. I tried it again and did the following:

  • $\textbf{Case 1.}$
    $a=0, b \neq 0$

    Then we have $bx(z)=y(z)$.
    So, the solution is $$x(z)=\frac{1}{b}y(z) \in \mathbb{C}[z]$$
  • $\textbf{Case 2.}$
    $a\neq 0, b=0$

    Then we have $ax'(z)=y(z)$.

    $$x'(z)=\frac{1}{a}y(z) \Rightarrow x'(z)=\frac{1}{a}\sum_{k=0}^nc_nz^k$$

    Then the solution is $$x(z)=\frac{1}{a}\sum_{k=0}^n c_k \int z^k dz+c$$
    So, $$x(z)=\frac{1}{a}\sum_{k=0}^n \frac{c_k}{k+1}z^{k+1}+c$$
  • $\textbf{Case 3.}$
    $a=0, b=0$

    Then we have $0=y(z)$.

    If $y(z)=0$ then we have infinitely many solutions.
    If $y(z) \neq 0$ then we have no solution.
  • $\textbf{Case 4.}$
    $a \neq 0, b \neq 0$

    then we have $ax'(z)+bx(z)=y(z) \Rightarrow x'(z)+\frac{b}{a}x(z)=\frac{1}{a}y(z)$.

    Let $y=\sum_{k=0}^n c_kz^k$ and $x(z)=\sum_{k=0}^n d_kz^k$, so $x'(z)=\sum_{k=1}^n kd_kz^{k-1}$.

    Then we have $$\sum_{k=1}^nkd_kz^{k-1}+\frac{b}{a}\sum_{k=0}^nd_kz^k=\frac{1}{a}\sum_{k=0}^nc_kz^k$$

    Comparing the coefficients we have $$\left\{\begin{matrix}
    \frac{b}{a}d_n=\frac{1}{a}c_n \Rightarrow d_n=\frac{1}{b}c_n \\
    kd_k+\frac{b}{a}d_{k-1}=\frac{1}{a}c_{k-1}, \ \ k=1, \dots , n-1
    \end{matrix}\right.$$

    Solving this recursive relation we get the solution $x(z)$.
Is everything correct? (Wondering)
 

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