Linear Homogeneous Differential Equations — Question 9

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Question 9

Multiplication by xx is an operator: (D−x)u=u′−xu(D-x)u=u'-xu. On ℝ\mathbb R, consider (D−x)D2y=0.(D-x)D^2y=0. Unlike constant-coefficient factors, these factors need not commute.

Tasks

  1. Expand the equation. Set z=y″z=y'' and find its complete real solution space, allowing definite integrals rather than elementary antiderivatives.

  2. Define F(x)=∫0x(x−t)et2/2dtF(x)=\int_0^x(x-t)e^{t^2/2}\,dt. Prove that 1,x,F1,x,F form a fundamental set by computing their Wronskian.

  3. Solve the IVP y(0)=y′(0)=0y(0)=y'(0)=0, y″(0)=1y''(0)=1. Prove that its solution is even and satisfies y(x)≥x2/2y(x)\ge x^2/2 for every real xx, with strict inequality when x≠0x\ne 0.

  4. Expand the reversed product D2(D−x)yD^2(D-x)y. Determine all functions that solve both the original and reversed equations, and explain why a characteristic polynomial cannot be used here as if xx were constant.

Original worksheet page 1: question and worked solution for 7-2-009
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Question 9 – Solution

Strategy. Solve the factors in their given order and use the product rule when reversing them.

Step 1: Reduce the original equation. Expansion gives y‴−xy″=0y'''-xy''=0. Thus z′−xz=0z'-xz=0 and z=Cex2/2z=Ce^{x^2/2}. Integrating twice from zero yields y=A+Bx+CF(x),F(x)=∫0x(x−t)et2/2dt.\boxed{y=A+Bx+CF(x),\qquad F(x)=\int_0^x(x-t)e^{t^2/2}\,dt.} This formula holds for negative xx as well, with the usual oriented integral.

Step 2: Verify the fundamental set. Differentiating the integral gives F′=∫0xet2/2dtF'=\int_0^x e^{t^2/2}\,dt and F″=ex2/2F''=e^{x^2/2}, so F‴=xF″F'''=xF''. The derivative matrix is triangular: W(1,x,F)=det⁡(1xF01F′00ex2/2)=ex2/2>0.W(1,x,F)=\det\begin{pmatrix}1&x&F\\0&1&F'\\0&0&e^{x^2/2}\end{pmatrix} =\boxed{e^{x^2/2}>0}. These are three independent solutions of a regular third-order linear equation, hence a fundamental set on ℝ\mathbb R.

Step 3: Fit and analyze the initial data. Since F(0)=F′(0)=0F(0)=F'(0)=0 and F″(0)=1F''(0)=1, the IVP gives y=F\boxed{y=F}. Its second derivative is even, and its value and slope at zero vanish; integrating shows that FF is even. For x>0x>0, F(x)−x22=∫0x(x−t)(et2/2−1)dt>0.F(x)-\frac{x^2}{2}=\int_0^x(x-t)(e^{t^2/2}-1)\,dt>0. The inequality follows because the integrand is positive for 0<t<x0<t<x. Evenness proves the same strict inequality for x<0x<0; equality holds at zero.

Step 4: Respect the order of the factors. The product rule gives D2(y′−xy)=y‴−xy″−2y′.D^2(y'-xy)=y'''-xy''-2y'. Subtracting the two equations forces y′=0y'=0 for any common solution. Conversely, every constant solves both, so their common space consists exactly of constants. The variable coefficient creates the extra −2y′-2y' term; treating xx as a fixed characteristic root would discard it and give an invalid method.

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Original worksheet page 2: question and worked solution for 7-2-009

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