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or more generally
dR
(6) F(R, t) = f (t) kR
dt
then Eq. 1 is linear. Note that as Eq. 5 shows, derivatives dont affect the linearitywe just
count the powers of the function.
If F has a different dependence, for example F = cR2 or F = d R then the equation
is nonlinear.
Linear equations are straightfoward to solve; nonlinear equations are in gen-
eral not.
For example, the motion of a particle in the absence of any forces is decribed by
d2 z
(10) =0
dt2
This is a second order, homogeneous linear equation. The two linearly independent solu-
tions can be chosen to be z(t) = t and z(t) = 1. The two parameter family of functions
(11) z(t) = v0 t + z0
solves Equation 10 for any values of v0 and z0 . Selecting which member of the family of
functions is relevant to a specific problem requires two additional pieces of information.
One possible choice is to specify the value and first derivative (position and velocity) at
some time, for example t = 0. Another possible choice would be to specify the position at
two different times.
Oscillation
d2 R
(17) + k2 R = 0
dt2
Solution:
(18) R(t) = asin (kt) + bcos (kt) = a+ eikt + a eikt
Eq. 17 is a 2nd order equation so we have 2 independent functions with coefficients
(a and b to be fixed by a boundary condition.
Here we have implicitly assumed k 2 > 0 but if k 2 < 0 then instead of oscillating
solutions we will have growing or decaying solutions.
4. Inhomogeneous equations
Write a general inhomogeneous linear differential equation as
(19) DR(t) = f (t)
Here DR stands for any linear combination of R and its derivatives (for example the left
hand sides of any of the equations in the section above), and f is some function independent
of R.
The homogeneous equation corresponding to to Eq. 19 is
(20) DR(t) = 0
To construct the general solution of Eq. 19 one must first find a particular solution: any
function RP (t) that satisfies Eq. 19. To this one should add the most general solution
RH (t) of the corresponding homogeneous equation Eq. 20. The general solution is then
(21) R(t) = RP (t) + RH (t)
RH (t) will involve constants which may be chosen to ensure that the solution fits the
boundary condition.
For example, Newtons equation for a particle moving in tine-independent force f is
d2 R
(22) =f
d2 t
You can verify that the particular solution RP (t) = 12 f t2 satisfies Eq. 22. Combining this
with the general solution of the homogeneous equation (given above in Eq. 14) gives the
general solution of Eq. 22 as
1
(23) R(t) = f t2 + R0 + V0 t
2
with R0 , V0 fixed by boundary conditions.