Linear Homogeneous Differential Equations — Question 4

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Question 4

An observed signal is known exactly on ℝ\mathbb R: f(x)=e2x(1+x2)+xsin⁡3x.f(x)=e^{2x}(1+x^2)+x\sin 3x. Seek a real, monic, constant-coefficient homogeneous differential equation of the smallest possible order having this signal as a solution. Here monic means that the coefficient of the highest derivative is 11.

Tasks

  1. Find a factored characteristic polynomial that annihilates ff, carefully determining the multiplicity of every root.

  2. Prove that no nonzero constant-coefficient differential operator of smaller order can annihilate ff. State which independence fact prevents cancellation between its different exponential modes.

  3. Write the complete real general solution of the resulting minimal equation and explain why its monic characteristic polynomial is unique.

  4. Must this same equation also admit xe2xxe^{2x} and cos⁡3x\cos 3x as solutions? Explain why the two displayed summands of ff do not mean that a second-order equation suffices. Restrict the conclusion to constant coefficients.

Original worksheet page 1: question and worked solution for 7-2-004
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Question 4 – Solution

Strategy. Read the highest polynomial degree at each distinct exponential frequency, including complex conjugates.

Step 1: Find sufficient root multiplicities. The shift identity P(D)(eλxq)=eλxP(D+λ)qP(D)(e^{\lambda x}q)=e^{\lambda x}P(D+\lambda)q shows that a quadratic polynomial multiplying e2xe^{2x} is killed by (D−2)3(D-2)^3. Also xsin⁡3x=x2i(e3ix−e−3ix),x\sin 3x=\frac{x}{2i}(e^{3ix}-e^{-3ix}), so each of ±3i\pm 3i requires multiplicity two. A sufficient real monic polynomial is P(r)=(r−2)3(r2+9)2,deg⁡P=7.\boxed{P(r)=(r-2)^3(r^2+9)^2,\qquad \deg P=7.}

Step 2: Prove minimality, not just sufficiency. Suppose a polynomial QQ has a root of multiplicity mm at λ\lambda; write Q(r)=(r−λ)mR(r)Q(r)=(r-\lambda)^mR(r) with R(λ)≠0R(\lambda)\ne 0. Applied to eλxq(x)e^{\lambda x}q(x), the polynomial R(D+λ)qR(D+\lambda)q retains the degree of qq because its leading coefficient is multiplied by R(λ)R(\lambda). Thus DmD^m kills it exactly when m>deg⁡qm>\deg q.

Exponential-polynomial modes with distinct complex exponents are linearly independent on ℝ\mathbb R; this is the generalized characteristic-root independence theorem. Therefore the contributions at 2,3i,−3i2,3i,-3i cannot cancel each other. Every annihilating QQ must have multiplicities at least 3,2,23,2,2, so must be divisible by PP and have degree at least seven.

Step 3: Recover the entire solution space. The real general solution is y=e2x(a0+a1x+a2x2)+(b0+b1x)cos⁡3x+(c0+c1x)sin⁡3x.\boxed{y=e^{2x}(a_0+a_1x+a_2x^2)+(b_0+b_1x)\cos 3x +(c_0+c_1x)\sin 3x.} There are seven free real constants. A monic degree-seven annihilator divisible by the monic degree-seven PP must equal PP, proving uniqueness at minimal order.

Step 4: Interpret the forced companion modes. Both xe2xxe^{2x} and cos⁡3x\cos 3x belong to this solution space. The two written summands package several repeated-root modes: their number is not the differential order. The lower bound concerns nonzero constant-coefficient operators only; it does not assert a minimum order among variable-coefficient equations.

Original worksheet page 2: question and worked solution for 7-2-004

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