Differential operators

Note: In these solutions, key strategies are marked with â .

We say X is a linear space if 1) zero element is in X, 2) for any f and g in X, f + g is in X and kf is in X.

Which of the following is a linear space?

• The space of all polynomials of degree n.

• The space P of all polynomials.

• The space of all smooth functions

• The space of all 2π periodic functions.

Solution. All.

A map T on a linear space X is called a linear transformation if

• T (0) = 0 (note: here 0 means the zero element)

• T (kx) = kT (x)

• T (x + y) = T (x) + T (y)

1. Decide whether each of the following is a linear transformation.

(a) D : C ∞ → C ∞ defined by D(f (t)) = f 0 (t).

Solution.

â Given a transformation T : V → W , deciding whether T is a linear transformation means

deciding whether T preserves addition and scalar multiplication. But it’s always a good habit
to check first to see whether T (zero element of domain) = zero element of codomain because
this is an easy thing to check, and if T (zero element of domain) 6= zero element of codomain,
you know right away that the transformation is not linear.
The zero element of C ∞ is the zero function f (x) = 0, and it is indeed true that the derivative
of the zero function is the zero function. This is not enough to assure us that T is linear, so now
we need to determine whether D preserves addition and scalar multiplication.

• Does D preserve addition? That is, it is true that D(f + g) = D(f ) + D(g) for all f, g in C ∞ ?
(In words, is it true that the derivative of f + g is the derivative of f plus the derivative of
g?) Yes!

• Does D preserve scalar multiplication? That is, it is true that D(kf ) = kD(f ) for all f in
C ∞ and all scalars? (In words, is the derivative of kf equal to k times the derivative of f ?)
Yes!

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 So, D is a linear transformation .

(b) T : C ∞ → C ∞ defined by T (f (x)) = f 0 (x) + sin x.

Solution. As explained in (a), it’s a good habit to first check whether T (0) = 0. Here, the answer
is no: T (0) = sin x 6= 0. So, right away, we see that T is not a linear transformation .

(c) T : C ∞ → C ∞ defined by T (f (x)) = f 0 (x) + 3f (x).

(d) T : C ∞ → C ∞ defined by T (f (x)) = f 00 (x) + f (x).

A linear transformation T : C ∞ → C ∞ defined by T (f ) = f (n) + an−1 f (n) + ... + a0 f is called

a nth -order linear differential operator.
Notation: T = Dn + an−1 Dn−1 + ... + a0 . For instance, #1 (c) T = D + 3 and (d) T = D2 + 1.

2. Find a basis of the kernel and a basis of the image for # 1 (a). Check that your answers agree with
the rank-nullity theorem.
Solution.

By definition, ker D is the set of f ∈ C ∞ such that D(f ) = 0; in other words, it is the set of functions
with derivative 0. These are simply the constant functions. (Notice that this means ker D consists
of all scalar multiples of the function f (x) = 1, so f (x) = 1 is a basis of ker D. Therefore, ker D is
1-dimensional.)
The image of D is C ∞ because every function in C ∞ has a smooth antiderivative (by the Fundamental
Theorem of Calculus).
We’ve found that dim(ker D) = 1 and dim(im D) = ∞; this agrees with the rank-nullity theorem, since
the domain of D is C ∞ , and dim(C ∞ ) = ∞.

3. (Exercise) Show that T : C ∞ → C ∞ defined by T (f (t)) = f 00 (t) − 4f 0 (t) + 3f (t) is a linear transfor-
mation. Find a basis of ker T .
Solution. T is linear:

• For all f, g ∈ C ∞ , T (f + g) = (f + g)00 − 4(f + g)0 + 3(f + g) = (f 00 − 4f 0 + 3f ) + (g 00 − 4g 0 + 3g) =

T (f ) + T (g). So, T preserves addition.

• For all f ∈ C ∞ and all scalars c, T (cf ) = (cf )00 − 4(cf )0 + 3(cf ) = cf 00 − 4cf 0 + 3cf = c(f 00 −
4f 0 + 3f ) = cT (f ). So, T preserves scalar multiplication.

The kernel of T is the set of solutions of f 00 − 4f 0 + 3f = 0. This differential equation has characteristic
polynomial λ2 − 4λ + 3 = (λ − 1)(λ − 3), and this polynomial has roots 1, 3. So, ker T is the set of
functions c1 et + c2 e3t . Therefore, a basis of ker T is (et , e3t ) .

4. Find the kernel and image of Dn : C ∞ → C ∞ . (Here, D : C ∞ → C ∞ is the derivative and n is a

positive integer.)

Solution. The kernel of Dn is the set of polynomials of degree < n. The image of D is C ∞ . (Any
function f in C ∞ can be anti-differentiated n times to get a function g with g (n) = f . So, any function
f in C ∞ can be written as Dn g for some g, which means it is in the image of Dn .)

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5. Define a linear transformation T : C ∞ → C ∞ by T (f (t)) = f 00 (t) + 3f 0 (t) + 2f (t).

(a) Find a basis of ker T . (Linearly independent solutions for f 00 (t) + 3f 0 (t) + 2f (t) = 0)

Solution. Finding ker T means solving T (f (t)) = 0, so we are trying to solve f 00 + 3f 0 + 2f = 0.

This has characteristic polynomial λ2 + 3λ + 2 = 0, which has roots −1, −2. So, the general
solution of f 00 + 3f 0 + 2f = 0 is c1 e−t + c2 e−2t , and a basis of ker T is (e−t , e−2t ) .

(b) What is the dimension of ker T ?

Solution. It is 2 , since we found that a basis of ker T has 2 elements.

(c) You can easily verify that T (sin t) = 3 cos t + sin t. What do you think the solution set of T (f ) =
3 cos t + sin t is? Explain.
(Note that the equation T (f (t)) = 3 cos t + sin t can be thought of as the differential equation
f 00 + 3f 0 + 2f = 3 cos t + sin t, so your answer is telling you about the solutions of this differential
equation.)
Solution. If we have one solution f1 of T (f (t)) = 3 cos t+sin t, then the solution set should be f1 +
ker T . But we are given one solution: f1 (t) = sin t. So, the solution set is sin t + c1 e−t + c2 e−2t .

∞ ∞
6. (a) Consider the linear transformation D : Cper → Cper defined by D(f ) = f 0 . Find the eigenvaules
∞
of D on Cper .

Solution. The eigen functions are f (t) = eint and the corresponding eigenvaules are in , where
n is any integers. Note that, the eigenvaules for D2 are µ2 because D2 (f ) = D(D(f )) = D(µf ) =
µD(f ) = µ2 f .

(b) Find all real eigenvalues of D2 : C ∞ → C ∞ . For each eigenvalue, find a basis of the associated
eigenspace.
Solution. A real number c is an eigenvalue of D2 if there is a nonzero function f in C ∞ such
that D2 f = cf (we call f an eigenfunction with eigenvalue c). We can rewrite this equation as
f 00 = cf , or f 00 − cf = 0, and we know how to solve differential equations of this form. If we 
f (t)
convert the differential equation to a continuous dynamical system d~ x
= A~x with ~
x (t) = ,
dt f 0 (t)
the characteristic polynomial of A will be λ2 − c = 0. Now, we have 3 cases:
2
√
• If c > 0, then the characteristic polynomial
√ √ − c = 0 has two distinct real roots, ± c. The
λ
00 ct − ct
solutions
 √ of f − cf = 0 are c1 e + c2 e . So, if c > 0, a basis of the c-eigenspace is
√ 
ct − ct
e ,e .

• If c = 0, the characteristic polynomial λ2 − c = 0 has one repeated root, λ = 0. We don’t

have a systematic way of dealing with this, but here we are lucky: the differential equation
we’re trying to solve is simply f 00 = 0, which has solutions f (t) = c1 t + c2 . So, a basis of the
0-eigenspace is (t, 1).

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 • If c < 0, then the characteristic polynomial λ2 − c = 0 has two distinct non-real roots. For
convenience, let’s write c = −d. Then, the characteristic
√ polynomial is λ2 + d = 0, which has
√ 00
 √
roots ±i d.The solutions of f + df = 0 are c1 cos dt + c2 sin dt . So, a basis of the
 √  √ 
(−d)-eigenspace is cos dt , sin dt .

So, we conclude:

Every real number is an eigenvalue of D2 .

 √ √ 
• For a positive eigenvalue c, a basis of the c-eigenspace is e ct , e− ct .

• A basis of the 0-eigenspace is (t, 1).

 √  √ 
• For a negative eigenvalue −d, a basis of the (−d)-eigenspace is cos dt , sin dt .