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Principle of Superposition

We conclude this section with a proof of Theorem 1. The proof uses the Principle of Superposition.

Suppose x(t) and y(t) are solutions of the two first order linear differential equations

x' + p(t)x = f(t), y' + p(t)y = g(t).

Then for any constants A and B, the function

u(t) = Ax(t) + By(t)

is a solution of the linear differential equation

u' + p(i)u = Af(t) + Bg(t).

Notice that all three differential equations have the same p(t). The Principle of Superposition follows from the Constant and Sum Rules for derivatives:

14_differential_equations-81.gif

PROOF OF THEOREM 1

We are given that y and x are solutions of

(1)

y' + p(t)y = f(t)

and

(2)

x' + p(t)x = 0.

We must prove that a function u(t) is a solution of

(3)

u' + p(t)u = f(t)

if and only if u = y + Cx for some constant C.

Assume first that u = y + Cx. By the Principle of Superposition,

u' + p(t)u = f(t) + C · 0= f(t),

so u is a solution of (3).

Now assume that u is a solution of (3). Using the Principle of Superposition again,

(u - y)' + p(t)(u - y) = f(t) - f(t) = 0.

Thus u - y is a solution of the homogeneous linear equation (2). The general solution of equation (2) is Cx. Therefore for some constant C,

u - y = Cx

and

u = y + Cx.


Last Update: 2006-11-16