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Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro

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Lesson 16<br />

L<strong>in</strong>ear <strong>Equations</strong> With<br />

Constant Coefficients<br />

Def<strong>in</strong>ition 16.1. The general second order l<strong>in</strong>ear equation with constant<br />

coefficients is<br />

ay ′′ + by ′ + cy = f(t) (16.1)<br />

where a, b, and c are constants, and a ≠ 0 (otherwise (16.1) reduces to<br />

a l<strong>in</strong>ear first order equation, which we have already covered), and f(t)<br />

depends only on t and not on y.<br />

Def<strong>in</strong>ition 16.2. The L<strong>in</strong>ear <strong>Differential</strong> Operator correspond<strong>in</strong>g to<br />

equation (16.1)<br />

L = aD 2 + bD + c (16.2)<br />

where<br />

D = d dt and D2 = d2<br />

dt 2 (16.3)<br />

is the same operator we <strong>in</strong>troduced <strong>in</strong> example (15.10). We can also write<br />

L as<br />

L = a d2<br />

dt 2 + b d dt + c (16.4)<br />

In terms of the operator L, equation (16.1) becomes<br />

Ly = f(t) (16.5)<br />

135

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