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Lecture Notes in Differential Equations - Bruce E. Shapiro

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140 LESSON 16. LINEAR EQS. W/ CONST. COEFFICENTS<br />

Proof. We are give Ly H = 0 and Ly P = f(t). Hence<br />

Ly = L(y H + y P ) = Ly H + Ly P = 0 + f(t) = f(t) (16.52)<br />

Hence y = h H + y P is a solution.<br />

General Pr<strong>in</strong>cipal. The general solution to<br />

Ly = ay ′′ + by ′ + cy = f(t) (16.53)<br />

is the sum of a homogeneous and a particular part:<br />

where Ly H = 0 and Ly P = f(t).<br />

y = y H (t) + y P (t) (16.54)<br />

Theorem 16.8. Pr<strong>in</strong>ciple of Superposition If y H1 (t) and y H2 (t) are<br />

both solutions of Ly = 0, then any l<strong>in</strong>ear comb<strong>in</strong>ation<br />

is also a solution ofLy = 0.<br />

Proof. S<strong>in</strong>ce y H1 (t) and y H2 (t) are solutions,<br />

S<strong>in</strong>ce L is a l<strong>in</strong>ear operator,<br />

y H (t) = Ay H1 (t) + By H2 (t) (16.55)<br />

Ly H1 = 0 = Ly H2 (16.56)<br />

Ly H = L[Ay H1 + By H2 ] (16.57)<br />

= ALy H1 + BLy H2 (16.58)<br />

= 0 (16.59)<br />

Hence any l<strong>in</strong>ear comb<strong>in</strong>ation of solutions to the homogeneous equation is<br />

also a solution of the homogeneous equation.<br />

General Solution of the Homogeneous Equation with Constant<br />

Coefficients. From theorem (16.4) we know that e rt is a solution of Ly = 0<br />

whenever r is a root of the characteristic equation. If r is a repeated root,<br />

we also know from theorem (16.5) that te rt is also a solution. Thus we<br />

can always f<strong>in</strong>d two solutions to the homogeneous equation with constant<br />

coefficients by f<strong>in</strong>d<strong>in</strong>g the roots of the characteristic equation. In general<br />

these are sufficient to specify the complete solution.

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