linear odes
Homogeneous Linear ODEs
You should know: second order differential equation
Overview
A linear ODE is homogeneous when its forcing term is zero: aₙ(x)y⁽ⁿ⁾ + ⋯ + a₁(x)y′ + a₀(x)y = 0. The solutions of an n-th order homogeneous linear ODE form an n-dimensional vector space, so any solution is a linear combination of n linearly independent 'basis' solutions — a fact that follows directly from linearity of the differential operator. For constant-coefficient equations, the basis solutions come from the roots of the characteristic polynomial, exactly as in the second-order case but generalized to any order. Linear independence of candidate solutions is checked with the Wronskian, a determinant that is nonzero exactly when the solutions are independent.
Intuition
Because the equation is linear and homogeneous, if y₁ and y₂ are both solutions, so is any combination C₁y₁+C₂y₂ — plugging a sum into a linear operator just adds the results, and the zero right-hand side stays zero. This 'superposition' means you never have to find every solution individually: find enough independent basis solutions (matching the order of the equation) and every other solution is automatically some blend of them, just as every vector in 3D space is a blend of three independent basis vectors.
Formal Definition
The general n-th order linear homogeneous ODE with constant coefficients and its characteristic polynomial:
Worked Examples
Form the characteristic cubic from y=e^{rx}.
Factor by testing small integer roots: r=1 works.
Three distinct real roots give three independent exponential solutions.
Answer: y = C₁eˣ + C₂e^(2x) + C₃e^(3x) (verify one term: for y=e^x, y‴-6y″+11y′-6y = e^x(1-6+11-6)=0 ✓; similarly for e^{2x}: 8-24+22-6=0 ✓, and e^{3x}: 27-54+33-6=0 ✓).
Practice Problems
Solve y‴ − y′ = 0.
Solve y″ + 4y = 0 with y(0)=0, y′(0)=6.
A simplified beam-deflection model gives y⁗ − y = 0. Show that y = e^x is a solution and state the full characteristic-root structure.
Quiz
Summary
- A homogeneous linear ODE has zero forcing term, and its solution set is an n-dimensional vector space by superposition.
- For constant coefficients, characteristic-polynomial roots (real distinct, repeated, or complex) generate a basis of n independent solutions.
- The Wronskian determinant confirms whether a candidate set of solutions is actually linearly independent.
Mathematics