How to know if an infinite system of linear equations has a solution

In summary, the individual is struggling to find an exact solution to a differential equation with boundary conditions and suspects that the conditions may be incompatible. They have noticed that the condition number of the system increases as the number of terms considered increases, suggesting that the matrix may be singular. They are seeking advice on how to prove this mathematically, potentially by using matrix norms and Hilbert-Space theory.
  • #1
f22rumaj
1
0
Hello, I'm trying to solve a differential equation with boundary conditions which leads me to an infinite system of linear equations.
I can obtain an approximate solution of the problem just by considering only the first n terms so I have a system of n equations with n unknowns.
I've been trying to find an exact solution of the problem by other methods but I always failed, and I suspect that the boundary conditions are incompatible so the exact solution does not exist and that's what I'm trying to prove now.
I noticed that the condition number of the system (computationally calculated of course) increases as n increases and that could be a prove that when n is infinite so is the condition number and therefore the matrix is singular.
However I don't know how to prove this mathematically, I only can calculate the variation of the contidion number with n for n from 5 to 300 or maybe 400, no more.

Does anyone have some ideas to help me?

Thank you so much in advance!
 
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  • #2
Hey f22rumaj and welcome to the forums.

I don't know if this suggestion will help, but one thing that springs to mind is to use matrix norms to see if a solution exists or whether the matrix is 'stable' enough to give a solution.

We use this technique in the finite-case for getting a sense of how 'stable' a particular system in terms of getting a solution using numerical methods like Gauss-Jordan and Gauss-Siedel.

Now in operator algebras, we actually study norms for these operators which are essentially infinitexinfinity matrices.

Because we are dealing with infinity, we have to consider the kinds of things that we would consider when we have say an infinite series, but in the context of infinite dimensional vector spaces and matrices.

To do this we study things in terms of norms and we use a theory that is known as Hilbert-Space theory which studies convergence and gaining an understanding of infinite-dimensional spaces. If you want the kinds of things that cover this kind of thing, look at C*-Algebras, functional analysis and Hilbert-space theory.

Your question is not a simple one to answer because of the nature of infinity, but if I were to offer advice I would consider a useful place to start, I would suggest you look at how to define norms on these kinds of operators and then use the same kind of theory used in numerical linear algebra to see if the system itself is stable (I think the term is regular or something, but when I say stable I mean stable enough to obtain a solution).

If you need a place to start for this look for condition numbers and matrix norms or read a solid text on numerical linear algebra (should be in a decent linear algebra text).
 

FAQ: How to know if an infinite system of linear equations has a solution

How do I know if an infinite system of linear equations has a solution?

The simplest way to determine if an infinite system of linear equations has a solution is to check if there are any inconsistencies or contradictions in the equations. If there are, then the system has no solution. However, if there are no inconsistencies, then the system has either a unique solution or infinitely many solutions.

Can I use the elimination method to solve an infinite system of linear equations?

Yes, the elimination method can still be used to solve an infinite system of linear equations. However, you may need to make some adjustments to the system to arrive at a solution. For instance, you may need to eliminate more variables than usual, or you may need to introduce additional variables to balance the equations.

What is the difference between an inconsistent and an indeterminate system of linear equations?

An inconsistent system of linear equations has no solution, while an indeterminate system has infinitely many solutions. The main difference between the two is the presence of contradictions in the equations. In an inconsistent system, the equations contradict each other, while in an indeterminate system, the equations are consistent but have more variables than equations.

Can an infinite system of linear equations have multiple solutions?

Yes, an infinite system of linear equations can have multiple solutions. In fact, if the system has more variables than equations, then it will have infinitely many solutions. This is because there are not enough equations to uniquely determine the values of all the variables, so there are multiple combinations of values that satisfy the equations.

How can I prove that an infinite system of linear equations has no solution?

To prove that an infinite system of linear equations has no solution, you can use the method of contradiction. Assume that the system has a solution, and then use algebraic manipulations to arrive at a contradiction or an absurdity. This will show that the initial assumption was incorrect, and therefore, the system has no solution.

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