mirror of
https://github.com/janishutz/eth-summaries.git
synced 2025-11-25 02:24:23 +00:00
13 lines
1.2 KiB
TeX
13 lines
1.2 KiB
TeX
\newsectionNoPB
|
|
\subsection{Linear Differential Equations}
|
|
An ODE is considered linear if and only if the $y$s are only scaled and not part of powers.\\
|
|
\compactdef{Linear differential equation of order $k$} (order = highest derivative)
|
|
$y^{(k)} + a_{k - 1}y^{(k - 1)} + \ldots + a_1 y' + a_0 y = b$, with $a_i$ and $b$ functions in $x$.
|
|
If $b(x) = 0 \smallhspace \forall x$, \bi{homogeneous}, else \bi{inhomogeneous}\\
|
|
%
|
|
\shorttheorem For open $I \subseteq \R$ and $k \geq 1$, for lin. ODE over $I$ with cont. $a_i$ we have:
|
|
\bi{(1)} Set $\mathcal{S}$ of $k \times$ diff. sol. $f: I \rightarrow \C (\R)$ of the eq. is a complex (real) subspace of complex (real)-valued func. over $I$;
|
|
\bi{(2)} $\dim(\mathcal{S}) = k \smallhspace\forall x_0 \in I$ and any $(y_0, \ldots, y_{k - 1}) \in \C^k$, exists unique $f \in \mathcal{S}$ s.t. $f(x_0) = y_0, f'(x_0) = y_1, \ldots, f^{(k - 1)}(x_0) = y_{k - 1}$. If $a_i$ real-valued, same applies, but $\C$ replaced by $\R$.
|
|
\bi{(3)} Let $b$ cont. on $I$. Exists solution $f_0$ to inhom. lin. ODE and $\mathcal{S}_b$ is set of funct. $f + f_0$ where $f \in \mathcal{S}$\\
|
|
The solution space $\mathcal{S}$ is spanned by $k$ functions, which thus form a basis of $\mathcal{S}$. If inhomogeneous, $\mathcal{S}$ not vector space.
|