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Linear Spaces. Recall a linear space V is any set that has a zero element and where elements can be added
and scalar multiplied.
1. (zero) 0 is in V .
Solution. This is a linear space. Constant functions, and in particular the zero function,
are polynomials. The sum of two polynomials is a polynomial, and a scalar multiple of a
polynomial is a polynomial.
∞
3. Cper the set of smooth functions f : R → R which are 2π-periodic (that is, f (t + 2π) = f (t)).
Solution. This is a linear space. We already showed the set of smooth functions is a linear
space. so we just need to deal with the periodicity requirement. The zero function is constant,
so it is 2π-periodic. The sum of periodic functions is periodic, as is a scalar multiple of a
periodic function.
where a0 , a1 , . . . , an−1 are (possibly complex) constants. The order of T is n, the highest derivative in the
above expression.
Note: We require a coefficient of 1 in front of f (n) for convenience. In practice, we can always scale things
to make this happen.
2. T (cf ) = cT (f )
Examples. For each of the following differential operators find the kernel. What is the kernel’s dimension?
1. T (f ) = f 0
Solution. A function f is in the kernel of T precisely when f 0 = 0. So, the kernel is the
space of constant functions. This is one dimensional.
2. T (f ) = f 0 − λf
Solution. A function f is in the kernel of T precisely when it satisfies the differential equation
f 0 = λf , which has solutions f (t) = beλt where b is an arbitrary constant. This is again one
dimensional.
3. T (f ) = f 00 + k 2 f
Solution. The kernel of T consists of solutions to the harmonic oscillator, so f (t) = a cos(kt)+
b sin(kt). It is two dimensional, since cos(kt) and sin(kt) form a basis for ker T .
Theorem. The kernel of an n-th order differential operator T is n-dimensional. It consists of solutions to
the differential equation T (f ) = 0. Differential equations of this form are called homogeneous.
T (f ) = λf
In other words, f (t) = beλt is also an eigenfunction for T but with eigenvalue λ3 −6λ2 −4λ+24.
3. Use your answer to part (2) to find all functions of the form f (t) = eλt which solve the differential
equation f 000 − 6f 00 − 4f 0 + 24f = 0
Solution. The functions f (t) = eλt are eigenfunctions of T with eigenvalue λ3 −6λ2 −4λ+24.
Therefore
f 000 − 6f 00 − 4f 0 + 24f = 0
(λ3 − 6λ2 − 4λ + 24)eλt = 0
λ3 − 6λ2 − 4λ + 24 = 0
λ2 (λ − 6) − 4(λ − 6) = 0
(λ2 − 4)(λ − 6) = 0
for constants c1 , c2 , c3 .
Characteristic Polynomial. The characteristic polynomial of a differential operator T (f ) = f (n) +
an−1 f (n−1) + · · · + a1 f 0 + a0 f is
Theorem. Suppose T is an order n differential operator and pT (λ) its characteristic polynomial.
1. The function eλt is an eigenfunction for T with eigenvalue pT (λ), i.e., T (eλt ) = pT (λ)eλt .
2. If pT (λ) has n distinct roots then the functions eλ1 t , . . . , eλn t is a basis for ker T .
Solution. In the first part we found that λ = −2. To verify the two above functions are also
solutions, we need to compute a bunch of derivatives:
Then
Recap. Suppose T is an order n differential operator and pT (λ) its characteristic polynomial.
1. If pT (λ) has n distinct roots λ1 , . . . , λn then the functions eλ1 t , . . . , eλn t are linearly independent
solutions to the differential equation T (f ) = 0.
2. If λ is a repeated root of pT (λ) with multiplicity m, then the functions eλt , teλt , t2 eλt , . . . , tm−1 eλt are
linearly independent solutions to the differential equation T (f ) = 0.