Explanation of all "its linearly independent derivatives"

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SUMMARY

The discussion focuses on solving non-homogeneous second-order linear differential equations using the Method of Undetermined Coefficients, specifically referencing Tenenbaum's textbook. The example provided involves the equation \(y'' + 4y = x \sin 2x\), leading to the homogeneous solution \(y_c = c e^{(2i)x}\). The participants clarify that the particular solution \(y_p\) must include a linear combination of \(x^2 e^{(2i)x}\) and its linearly independent derivatives, which are confirmed to be \(f(x)\), \(f'(x)\), and \(f''(x)\). The discussion concludes that \(f'''(x)\) can be expressed as a linear combination of the previous derivatives, but only the first two derivatives are necessary for a second-order ODE.

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Hall
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I'm studying Differential Equations from Tenenbaum's, and currently going through non-homogeneous second order linear differential equations with constant coefficients. Method of Undetermined Coefficients is the concerned topic here. I will put forth my doubt through an example. Let's say we are asked to solve
$$
\begin{align*}
y'' + 4y = x \sin 2x\\
\textrm{complexifying the equation} \\
\tilde{y''} + 4 \tilde{y} = x e^{(2x) i} \\
\end{align*}
$$
If we see the associated homogeneous differential equation
$$
\begin{align*}
y'' + 4y = 0 \\
\textrm{Characteristic equation} \\
m^2 + 4 = 0 \\
m = \pm 2i \\
y_c = c e^{(2i) x} \\
\end{align*}
$$

Now, Tenenbaum writes,
Case 2. ##Q(x)## [the RHS of a non-homogeneous differential equation] contains a term which, ignoring constant coefficients, is ##x^k## times a term ##u(x)## of ##y_c##, where ##k## is zero or a positive integer. In this case a particular solution ##y_p## of [non-homogeneous differential equattion] will be a linear combination of ##x^{k+1} u(x)## and all its linearly independent derivatives.
So, in our case ##u(x) = e^{(2x) i}## and ##k=1##; ##y_p## should be a linear combination of ##x^2 e^{(2i) x}## and its linearly independent derivatives. What are its linearly independent derivatives? A set is called independent if none of the members can be obtained by combining the rest of them linearly. Let's begin differentiating our candy
$$
\begin{align*}
f(x) = x^2 e^{(2x) i } \\
f'(x) = 2x e^{(2x) i } + 2i x^2 e^{(2x) i } \\
f''(x) = 2 e^{(2x) i } + 8i x e^{(2x) i }-4 x^2 e^{(2x) i } \\
f'''(x) = 12i e^{(2x) i } - 24 x e^{(2x) i } - 8i x e^{(2x) i }\\
\end{align*}
$$
Well, it seems to me that ##f'''(x)## can be expressed as linear combination of ##f"(x)## and ##f'(x)## (but I'm not sure. So, according to Tenenbaum, the solution should like
$$
y_p = A x^2 e^{(2x) i } + 2Bx e^{(2x) i } + 2B i x^2 e^{(2x) i } + 2C e^{(2x) i } + 8C i x e^{(2x) i } - 4C x^2 e^{(2x) i }
$$
?
I'm not sure if I'm right, but this task of finding linearly independent derivatives doesn't seem a very good alternative to solving the actual DE. Can you please say something on this **linear independent derivatives**?
 
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Hall said:
Let's begin differentiating our candy
$$
\begin{align*}
f(x) = x^2 e^{(2x) i } \\
f'(x) = 2x e^{(2x) i } + 2i x^2 e^{(2x) i } \\
f''(x) = 2 e^{(2x) i } + 8i x e^{(2x) i }-4 x^2 e^{(2x) i } \\
f'''(x) = 12i e^{(2x) i } - 24 x e^{(2x) i } - 8i x e^{(2x) i }\\
\end{align*}
$$
Well, it seems to me that ##f'''(x)## can be expressed as linear combination of ##f"(x)## and ##f'(x)## (but I'm not sure.
Your original ODE is second order, so you don't need to go beyond f''(x). The functions f, f', and f'' are linearly independent.

Also, what do you mean by "differentiating our candy"? Is that a typo?
 
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Mark44 said:
Your original ODE is second order, so you don't need to go beyond f''(x). The functions f, f', and f'' are linearly independent.

Also, what do you mean by "differentiating our candy"? Is that a typo?
He learnt Pdes in the street, Mark44, unlike us ;).
 
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Hall said:
I'm studying Differential Equations from Tenenbaum's, and currently going through non-homogeneous second order linear differential equations with constant coefficients. Method of Undetermined Coefficients is the concerned topic here. I will put forth my doubt through an example. Let's say we are asked to solve
$$
\begin{align*}
y'' + 4y = x \sin 2x\\
\textrm{complexifying the equation} \\
\tilde{y''} + 4 \tilde{y} = x e^{(2x) i} \\
\end{align*}
$$
If we see the associated homogeneous differential equation
$$
\begin{align*}
y'' + 4y = 0 \\
\textrm{Characteristic equation} \\
m^2 + 4 = 0 \\
m = \pm 2i \\
y_c = c e^{(2i) x} \\
\end{align*}
$$

Now, Tenenbaum writes,

So, in our case ##u(x) = e^{(2x) i}## and ##k=1##; ##y_p## should be a linear combination of ##x^2 e^{(2i) x}## and its linearly independent derivatives. What are its linearly independent derivatives? A set is called independent if none of the members can be obtained by combining the rest of them linearly. Let's begin differentiating our candy
$$
\begin{align*}
f(x) = x^2 e^{(2x) i } \\
f'(x) = 2x e^{(2x) i } + 2i x^2 e^{(2x) i } \\
f''(x) = 2 e^{(2x) i } + 8i x e^{(2x) i }-4 x^2 e^{(2x) i } \\
f'''(x) = 12i e^{(2x) i } - 24 x e^{(2x) i } - 8i x e^{(2x) i }\\
\end{align*}
$$
Well, it seems to me that ##f'''(x)## can be expressed as linear combination of ##f"(x)## and ##f'(x)## (but I'm not sure. So, according to Tenenbaum, the solution should like
$$
y_p = A x^2 e^{(2x) i } + 2Bx e^{(2x) i } + 2B i x^2 e^{(2x) i } + 2C e^{(2x) i } + 8C i x e^{(2x) i } - 4C x^2 e^{(2x) i }
$$
?
I'm not sure if I'm right, but this task of finding linearly independent derivatives doesn't seem a very good alternative to solving the actual DE. Can you please say something on this **linear independent derivatives**?

Kindly your insight on this;

I think for the homogenous part we shall have;

##y_c (x)= A\cos 2x +B\sin 2x##

then for the inhomogenous part; we can let
##y_p(x)= C[x \sin 2x]##
##y^{'}_p(x)= C[ \sin 2x+2x\cos 2x]##
##y^{''}_p(x)= C[2\cos2x+2\cos2x-4\sin2x]## ...

##C[2\cos2x+2\cos2x-4\sin2x]+4C[ \sin 2x+2x\cos 2x]=[x \sin 2x]##
##C[4\cos2x-4\sin2x]+4C[ \sin 2x+2x\cos 2x]=[x \sin 2x]##
...

then solving can take normal course with given two boundary conditions...
 
Last edited:

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