Homogeneous linear differential equation with constant coefficients: Difference between revisions
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Revision as of 22:50, 5 July 2012
Definition
A homogeneous linear differential equation with constant coefficients, which can also be thought of as a linear differential equation that is simultaneously an autonomous differential equation, is a differential equation of the form:
where are all constants (i.e., real numbers).
Solution method
Consider the following polynomial:
This polynomial is called the characteristic polynomial of the differential equation. We consider various cases:
| Case | Solution in that case |
|---|---|
| The polynomial has pairwise distinct real roots | The solution space has basis . In other words, the general solution is where are freely varying real parameters. |
| The polynomial splits completely into linear factors over the reals, but with possible repetitions. occurs times, occurs times, and so on till , which occurs times. We have . | The solution space has basis all functions of the form where with an integer. Thus, for each , there are basis vectors corresponding to . We get a total of basis vectors. |
| The polynomial splits completely over the complex numbers into distinct linear factors, but some of the roots are not real | For any real root , use as a basis vector. Non-real roots occur in complex conjugate pairs. For a pair , choose the vectors and . Combining, we get a basis of vectors. |
| The general case | Fill this in later -- combine ideas of two preceding generalizations. |