Higher Order Linear Equations: Introduction and Basic Results

Let us consider the equation

displaymath28,

and its associated homogeneous equation

displaymath29

The following basic results hold:

(1)
Superposition principle
Let tex2html_wrap_inline42 be solutions of the equation (H). Then, the function

displaymath30

is also solution of the equation (H). This solution is called a linear combination of the functions tex2html_wrap_inline48;

(2)
The general solution of the equation (H) is given by

displaymath31

where tex2html_wrap_inline52 are arbitrary constants and tex2html_wrap_inline54 are n solutions of the equation (H) such that,

displaymath32

In this case, we will say that tex2html_wrap_inline54 are linearly independent. The function tex2html_wrap_inline62 is called the Wronskian of tex2html_wrap_inline64 . We have

displaymath33

Therefore, tex2html_wrap_inline66 , for some tex2html_wrap_inline68, if and only if, tex2html_wrap_inline70 for every x;

(3)
The general solution of the equation (NH) is given by

displaymath34

where tex2html_wrap_inline52 are arbitrary constants, tex2html_wrap_inline54 are linearly independents solutions of the associated homogeneous equation (H), and tex2html_wrap_inline82 is a particular solution of (NH).

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