Linear homogenous ODEs with constant coefficients

Click For Summary
SUMMARY

The discussion focuses on the solution of linear homogeneous ordinary differential equations (ODEs) with constant coefficients, specifically the form y''(x) + A*y'(x) + B*y(x) = 0. The characteristic equation derived from substituting y(x) = e^{mx} leads to roots m = r_{1}, r_{2}. The general solution is expressed as y(x) = c*e^{r_{1}*x} + d*e^{r_{2}*x}, where c and d are constants. The constants are necessary for forming a linear combination of independent solutions, reflecting the vector space nature of solutions to linear homogeneous ODEs.

PREREQUISITES
  • Understanding of linear homogeneous ordinary differential equations (ODEs)
  • Familiarity with characteristic equations and their roots
  • Knowledge of linear algebra concepts, particularly vector spaces
  • Basic calculus, specifically differentiation and integration techniques
NEXT STEPS
  • Study the derivation and implications of the characteristic equation for second-order ODEs
  • Explore the concept of linear combinations in the context of vector spaces
  • Learn about the method of undetermined coefficients for solving ODEs
  • Investigate the application of the superposition principle in linear differential equations
USEFUL FOR

Students and professionals in mathematics, engineering, and physics who are dealing with differential equations, particularly those interested in understanding the solutions of linear homogeneous ODEs and their properties.

d.arbitman
Messages
100
Reaction score
4
Given the ODE of the form:
y''(x) + A*y'(x) + B*y(x) = 0

If we choose a solution such that y(x) = e^{mx}
and plug it into the original ODE, the ODE becomes:
(m^{2} + A*m + B)e^{mx} = 0

If we solve for the roots of the characteristic equation such that
m = r_{1}, r_{2} (root 1 and root 2, respectively)

The solution to the ODE would have the form:
y(x) = c*e^{r_{1}*x} + d*e^{r_{2}*x}, where c and d are constants

My question is, why are the constants where they are in the solution? In other words, why are they multiplying y_{1} & y_{2}, where
y_{1} = e^{r_{1}*x} and y_{2} = e^{r_{2}*x} ?

Why are the constants not just added to y(x), such that the solution to the ODE would be as follows, where k is a constant.
y(x) = e^{r_{1}*x} + e^{r_{2}*x} + k

This question mainly is for second order and higher differential equations. I understand how it works for first order linear homogenous DEs because the constant is simply the constant of integration, but I am having trouble understanding how it applies to higher orders.
 
Last edited:
Physics news on Phys.org
That is because the differential equation is linear. That is if L[y]=0 is a linear differential equation and u and v are any two solutions so that L=L[v]=0 then L[a u+a v]=0.
 
The fundamental theorem for such equations is:
"The set of all solutions to a linear homogeneous differential equation of order n form a vector space of dimension n"

That means that if we can find a set of n independent solutions, a basis for that vector space of solutions, any solution can be written as a linear combination of those solutions. And a "linear combination" means a sum of the functions multiplied by constants.
 

Similar threads

  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 7 ·
Replies
7
Views
3K
  • · Replies 7 ·
Replies
7
Views
3K
  • · Replies 1 ·
Replies
1
Views
3K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 2 ·
Replies
2
Views
3K
  • · Replies 4 ·
Replies
4
Views
3K
  • · Replies 9 ·
Replies
9
Views
3K