Second order differential equation

In summary: Then L(u)= x(a_1u_1+ b_1u_2)+ (a_1u_1'+ b_1u_2') so that L(L(u))= (a_1u_1+ b_1u_2)+ (a_1u_1'+ b_1u_2')= 0 is a second order linear differential equation for x.
  • #1
sakodo
21
0

Homework Statement


Let V denote a vector space of twice differentiable functions on R. Define a linear map L on V by the formula:

[tex]L(u)=au''+bu'+cu[/tex]

Suppose that [tex]u_{1},u_{2}[/tex] is a basis for the solution space of L(u)=0. Find a basis for the solution space of the fourth order equation L(L(u))=0. What can you say about the kernels of L and [tex]L^{2}[/tex]?

Homework Equations


The Attempt at a Solution


Since u1,u2 is a basis for the solution space of L(u)=0, then the kernel of L is a plane spanned by [tex]u_{1},u_{2}[/tex].

Now, we want to find the basis for L(L(u))=0. Expanding L(L(u)), we get:

[tex]a(au''+bu'+c)''+b(au''+bu'+c)'+c(au''+bu'+c)=0[/tex], simplifying we get:

[tex]a^{2}u''''+2abu'''+(2ac+b^{2})u''+2bau'+c^{2}u=0[/tex]

So the characteristic equation is:

[tex]a^{2}\lambda^{4}+2ab\lambda^{3}+(2ac+b^{2})\lambda^{2}+2bc\lambda+c^{2}=0[/tex]

[tex]a^{2}\lambda^{4}+2ab\lambda^{3}+b^{2}\lambda^{2}+2ac\lambda^{2}+2bc\lambda+c^{2}=0[/tex]

[tex]\lambda^{2}(a\lambda+b)^{2}+2c\lambda(a\lambda+b)+c^{2}=0[/tex]

[tex](\lambda(a\lambda+b)+c)^{2}=0[/tex]

[tex]a\lambda^{2}+b\lambda+c=0[/tex]

Now, since [tex]u_{1},u_{2}[/tex] is a basis for L(u)=0, then [tex]u_{1},u_{2}[/tex] must satisfies the characteristic equation [tex]a\lambda^{2}+b\lambda+c=0[/tex].

Thus, a basis for L(L(u))=0 is [tex]u_{1},u_{2}[/tex]. The kernel of [tex]L^{2}[/tex] is also a plane spanned by [tex]u_{1},u_{2}[/tex].

If this is true, then the solution space of L(L(u))=0 is exactly the same as L(u)=0. I don't really understand the meaning of this, as in why is it the same? I think something is wrong but I am not sure.

Any help would be appreciated.
 
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  • #2
No, the solution space to L(L(u))= 0 is not the same as the solution space to L(u)= 0. If L(u)= 0, then certainly L(L(u))= L(0)= 0 so the solution set for L(u)= 0 is a subspace of the solution set for L(u).

But further, you have already that L(u)= 0 only for vectors of the form [itex]au_1+ bu_2[/itex] for numbers a and b, so that if L(L(u))= 0 then you must have [itex]L(u)= au_1+ bu_2[/itex]. Think of that as a non-homogeneous second order differential equation. Of course, [itex]u_1[/itex] and [itex]u_2[/itex] are already solutions to the homogeneous equation so you should try solutions like [itex]u= xu_1(x)[/itex] and [itex]u= xu_2(x)[/itex].
 

FAQ: Second order differential equation

What is a second order differential equation?

A second order differential equation is a mathematical equation that involves the second derivative of a dependent variable with respect to an independent variable. It is commonly used to model physical systems in science and engineering.

How is a second order differential equation solved?

The solution to a second order differential equation involves finding a function that satisfies the equation. This can be done analytically using methods such as separation of variables, variation of parameters, or by using specific formulas for common types of equations. Alternatively, numerical methods can be used to approximate a solution.

What are the applications of second order differential equations?

Second order differential equations have numerous applications in physics, engineering, and other fields of science. They can be used to model the motion of objects, the behavior of electrical circuits, population growth, and many other physical processes.

What is the difference between a first and second order differential equation?

A first order differential equation involves the first derivative of a dependent variable, while a second order differential equation involves the second derivative. This means that a second order equation has two independent variables, while a first order equation has only one.

Can second order differential equations have complex solutions?

Yes, second order differential equations can have complex solutions. This is because the solutions to these equations can involve trigonometric, exponential, and other complex functions. In some cases, the real and imaginary parts of the solution may represent physically meaningful quantities.

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