Existence of solution of a linear differential equation

In summary, the conversation is about finding solutions for linear differential equations of first order in the polynomial ring. The speaker presents a general linear differential equation and discusses the possibility of the variables being in or not in the polynomial ring. The conversation also includes four different cases for different values of the coefficients in the equation. The speaker presents solutions for each case and asks for confirmation on their correctness.
  • #1
mathmari
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Hey! :eek:

I want to check if we can always find a solution of a linear differential equation of first order in the polynomial ring $F[z]$.

I have done the following:

The general linear differential equation of first order is $$ax'(z)+bx(z)=y(z)$$ where $x,y \in F[z]$.

Or is it possible that $y \notin F[z]$ ?

We multiply the equation by the integrating factor $\mu (z)$ and we get $$a\mu (z) x'(z)+b\mu (z) x(z)=\mu (z) y(z) \Rightarrow \mu (z) x'(z)+\frac{b}{a} \mu (z) x(z)=\frac{1}{a} \mu (z) y(z) \tag 1$$

We assume that $\frac{b}{a} \mu (z)=\mu'(z)$, so we have that $$\mu (z) x'(z)+\mu'(z) x(z)=(\mu (z) x(z))'$$

Replacing this at $(1)$ we get $$(\mu (z) x(z))'=\frac{1}{a} \mu (z) y(z)$$

Integrating the last relation we get $$\int (\mu (z) x(z))' dz=\int \frac{1}{a} \mu (z) y(z)dz \Rightarrow \mu (z) x(z)=\int \frac{1}{a} \mu (z) y(z)dz+c$$

We have that $\mu (z), y(z) \in F[z]$ so $\mu (z) y(z) \in F[z]$ and also $\int \mu (z) y(z)dz \in F[z]$.

But since not every fraction of polynomials is a polynomial we cannot divide by $\mu (z) $ at the equation $\mu (z) x(z)=\int \frac{1}{a} \mu (z) y(z)dz+c$ over $F[z]$.

So, there is not always a solution in the polynomial ring. Is everything correct? (Wondering)
 
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  • #2
A correction: I have to find out if there is a solution of a linear differential equation of first order in the polynomial ring $\mathbb{C}[z]$. I tried it again and did the following:

  • $\textbf{Case 1.}$
    $a=0, b \neq 0$

    Then we have $bx(z)=y(z)$.
    So, the solution is $$x(z)=\frac{1}{b}y(z) \in \mathbb{C}[z]$$
  • $\textbf{Case 2.}$
    $a\neq 0, b=0$

    Then we have $ax'(z)=y(z)$.

    $$x'(z)=\frac{1}{a}y(z) \Rightarrow x'(z)=\frac{1}{a}\sum_{k=0}^nc_nz^k$$

    Then the solution is $$x(z)=\frac{1}{a}\sum_{k=0}^n c_k \int z^k dz+c$$
    So, $$x(z)=\frac{1}{a}\sum_{k=0}^n \frac{c_k}{k+1}z^{k+1}+c$$
  • $\textbf{Case 3.}$
    $a=0, b=0$

    Then we have $0=y(z)$.

    If $y(z)=0$ then we have infinitely many solutions.
    If $y(z) \neq 0$ then we have no solution.
  • $\textbf{Case 4.}$
    $a \neq 0, b \neq 0$

    then we have $ax'(z)+bx(z)=y(z) \Rightarrow x'(z)+\frac{b}{a}x(z)=\frac{1}{a}y(z)$.

    Let $y=\sum_{k=0}^n c_kz^k$ and $x(z)=\sum_{k=0}^n d_kz^k$, so $x'(z)=\sum_{k=1}^n kd_kz^{k-1}$.

    Then we have $$\sum_{k=1}^nkd_kz^{k-1}+\frac{b}{a}\sum_{k=0}^nd_kz^k=\frac{1}{a}\sum_{k=0}^nc_kz^k$$

    Comparing the coefficients we have $$\left\{\begin{matrix}
    \frac{b}{a}d_n=\frac{1}{a}c_n \Rightarrow d_n=\frac{1}{b}c_n \\
    kd_k+\frac{b}{a}d_{k-1}=\frac{1}{a}c_{k-1}, \ \ k=1, \dots , n-1
    \end{matrix}\right.$$

    Solving this recursive relation we get the solution $x(z)$.
Is everything correct? (Wondering)
 

FAQ: Existence of solution of a linear differential equation

What is a linear differential equation?

A linear differential equation is a mathematical equation that involves an unknown function and its derivatives. The function and its derivatives are all raised to the first power and are multiplied by constants, which gives the equation a linear form.

How do you know if a linear differential equation has a solution?

A linear differential equation has a solution if it satisfies the initial conditions and follows the properties of linearity, such as being able to add or scale the solutions together. Additionally, a linear differential equation must have a finite number of solutions.

Can a linear differential equation have more than one solution?

Yes, a linear differential equation can have an infinite number of solutions. However, only one solution will satisfy the initial conditions. The general solution of a linear differential equation includes a constant of integration, which can take on any value and result in a different solution.

How do you solve a linear differential equation?

There are various methods for solving a linear differential equation, depending on its form. Some common methods include separation of variables, integrating factors, and using power series. The method used will depend on the specific equation and initial conditions given.

What is the importance of the existence of a solution in a linear differential equation?

The existence of a solution in a linear differential equation is crucial because it ensures the validity of the equation and its ability to accurately model real-life phenomena. Without a solution, the equation would not have any practical applications or use in scientific and mathematical fields.

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