Abel's identity Created 2026-10-14 Updated 2026-10-31
More precisely, let be solutions of a differential equation for the same homogeneous linear differential equationon an interval where are continuous functions. For any , Abel's identity givesOnly the coefficient of enters the evolution of the Wronskian. In an unnormalized equation , first use on an interval where and the coefficient ratios are continuous functions.[ref]
1 Algebraic and Analytic Methods. NIST Digital Library of Mathematical Functions; §1.13(i), equation 1.13.5 and the following coefficient-ratio explanation; stated there for analytic coefficients
The proof uses cancellation. Differentiating the Wronskian by the product rule and substituting the common equation givesMultiplying this first-order linear differential equation by the integrating factor gives . Since , the constant is , proving Abel's identity. This argument also covers without dividing by .
The exponential function is positive for real , so a real Wronskian either vanishes everywhere or has a fixed nonzero sign throughout . In the preceding example, and give immediately. If , every Wronskian of two solutions of a differential equation for that same equation is constant, regardless of . Thus Abel's identity can certify linear independence and find the denominator used in variation of parameters without explicit formulas for both solutions of a differential equation.
Forcing term 2026-10-14
For a linear differential equation written , the prescribed right-hand side is the forcing term. It may represent an external input or source, and can be constant or time dependent. Setting gives the associated homogeneous linear differential equation.
A homogeneous first-order differential equation has the form on a domain where . The substitution , so , reduces it toWhere , this is a separable differential equation, with . Values satisfying give the additional straight-line solutions , which must be checked before division. This scaling-based use of “homogeneous” is different from a homogeneous linear differential equation.
For example, gives , so and . Real explicit branches are on intervals where the expression under the square root is positive. Zeros of a denominator and endpoints of a branch must still be checked in the original ordinary differential equation.
Homogeneous linear differential equation Created 2026-09-29 Updated 2026-10-14
A homogeneous linear differential equation is a linear differential equation with identically zero forcing term, . On a common interval, its solutions of a differential equation form the vector space , the kernel of a linear map. They include the zero function and are closed under addition and scalar multiplication. For any two solutions of a differential equation and constant scalars , linearity gives : this is the superposition principle. The scalars must be constant; variable multipliers introduce extra derivatives.
For example, has general solution , where is any constant real number. A short verification uses the product rule: , so is constant. For and , the sum is and also solves the same homogeneous linear differential equation. At , their values are approximately , and . Every curve is a multiple of one exponential function; the solution space of a homogeneous linear differential equation has dimension one. Both and in this example and the following diagram are dimensionless mathematical variables.
Now keep the same differential operator but prescribe the forcing term . The inhomogeneous linear differential equation has particular solution and general solution . The initial conditions select, respectively,At , their values are approximately , and . The midpoint solves the same inhomogeneous linear differential equation, because . The sum instead satisfies , so it fails the equation with forcing term . More generally, a linear combination of solutions of a differential equation for the same fixed nonzero forcing term retains that forcing term precisely when its scalar weights add to one. This is the affine space structure, rather than unrestricted superposition within that fixed family.
Homogeneous solutions obey superposition, while a fixed forcing term gives a particular solution plus homogeneous solutions
. Details. On the left, all three curves solve the same homogeneous linear differential equation. On the right, share the particular solution , and the shaded difference is the homogeneous solution . The dashed sum has twice the forcing term, even though its starting value coincides with that of . Adding the two initial conditions also adds their inputs; taking their midpoint averages both. This distinction makes the superposition principle useful for assembling responses to different inputs without mistaking that assembly for a solution of a differential equation with the original input. See MIT's superposition notes, including the particular solution one half.
Homogeneous solution Created 2026-09-24 Updated 2026-10-14
A homogeneous solution solves the associated linear equation with zero forcing. The difference of any two solutions to the same forced linear equation is homogeneous.
A homogeneous solution satisfies the associated homogeneous linear differential equation, obtained by setting the forcing term to zero. Such solutions form the kernel of the differential operator.
Inhomogeneous linear differential equation Created 2026-09-24 Updated 2026-10-14
An inhomogeneous linear differential equation has a nonzero forcing term. Its general solution is one particular solution plus the general solution of the associated homogeneous linear differential equation.
Integrating factor Created 2026-09-24 Updated 2026-10-14
An integrating factor is a nonzero multiplier that makes a differential equation directly integrable. For a first-order linear differential equation, it gathers the unknown function and its derivative into one product rule expression. Suppose and are continuous functions on an interval containing , and consider the initial value problemDefine and . The exact solution of a differential equation throughout that interval isThe definite integral fixes , so the initial condition appears without an extra constant to determine. If the equation originally has a coefficient multiplying , first divide by that coefficient on an interval where it is nonzero; a zero of that coefficient needs separate attention. See OpenStax's first-order linear equations chapter for this normalization and the integrating factor procedure.
For a concrete balance, solve with . Here , so multiplying the entire ordinary differential equation gives . Accumulating from zero to givesThe computed values are , and . Its derivative is , which verifies exactly. Interpreting as a steady input and as proportional removal explains the shape: initially all input increases , then removal catches up. The constant particular solution balances input and removal, and the homogeneous solution is the transient response that corrects it to the initial condition. Because this autonomous differential equation has a time-independent right-hand side, is also an equilibrium point.
The first panel adds the particular solution and homogeneous solution; the second shows the same balance in rates, . This links the algebra to a physical accounting rule. Newton's law of cooling has this form with and , while an electrical circuit can have a varying input. In both cases the integrating factor systematically handles the input rather than requiring a guess for a particular solution.
Variable coefficients work just as directly. For , , the integrating factor is , andThus , and . The derivative verifies , including at zero, where both coefficient and input vanish. No division by is necessary. The general solution is : is a constant particular solution, and solves the associated homogeneous linear differential equation. Although this special forcing term admits a constant trajectory, this is a nonautonomous differential equation: it depends explicitly on time. Merely setting its right-hand side to zero at one instant would not establish a constant solution of a differential equation; at every state has zero slope.
Variable-rate trajectories share a constant particular solution and forget initial data by a factor of exp minus t squared
. Details. The direction field shows the selected trajectory leaving its initially horizontal tangent line. For , the difference between any two solutions of a differential equation is multiplied by , rather than in the constant-rate example. This dependence on elapsed history is clearer if the exact formula is rewritten asFor , each contribution from the input at is weighted by the accumulated coefficient between and . The homogeneous solution remembers the initial condition; the particular solution given by the second term accumulates the forcing term with zero initial value. This decomposition differs from choosing a constant particular solution, but gives the same total. Initial-data memory tends to zero when ; a negative accumulated coefficient instead amplifies it. The reciprocal relation between integrating factor and homogeneous solution is developed in MIT's notes on solutions to linear first-order equations.
Why does the trick work? The fundamental theorem of calculus and chain rule give . Consequently the product rule givesIntegrating this identity and dividing by the positive exponential function produces the stated formula. Any nonzero constant multiple of works equally well; normalization is a convenience. This is the beauty of the method: a sum involving an unknown function becomes one exact derivative, leaving only an integral of known functions. See Oregon State's product-rule derivation. The related integrating factor for a differential one-form extends the idea of making an expression exact beyond this linear setting.
Linear differential equation Created 2026-09-24 Updated 2026-10-20
A scalar linear differential equation of order has the formHere the coefficients and the forcing term are prescribed functions of the independent variable . A classical solution of a differential equation is an -times differentiable function satisfying the identity at every point of its interval. The unknown function and its derivatives enter to the first power, without products between them or coefficients depending on . Equivalently, the differential operator is a linear map: for constant scalars ,The forcing term may be zero, giving a homogeneous linear differential equation, or nonzero, giving an inhomogeneous linear differential equation. Linearity of does not mean that every function graph of a solution of a differential equation is a straight line.
To use the usual order- initial value problem theory on an interval , assume that throughout and that all and are continuous functions there. Dividing by normalizes the highest derivative; specifying at then selects one solution of a differential equation throughout . A zero of needs separate analysis: one cannot divide through it and retain these conclusions. The first-order normalization appears in OpenStax's definition and standard form of linear equations; the corresponding system theorem is in MIT's existence and uniqueness notes for linear systems.
The coefficients need not be linear functions of . For example, is a linear differential equation on , although is quadratic. Its solution of a differential equation with initial condition is : its derivative is , so substitution gives , and . The zero of the highest coefficient at explains the domain restriction. In contrast, , and are nonlinear ordinary differential equations because of their dependence on the unknown function. Variable coefficients and nonlinear ordinary differential equations are different issues; see MIT's definitions and examples of first-order linear equations.
The practical benefit of linearity is that it separates the effect of the initial condition from the effect of the forcing term. Once one particular solution satisfies , every solution of a differential equation isHere is the kernel of a linear map, consisting of solutions of a differential equation to the associated homogeneous linear differential equation. Indeed, , and conversely . Thus the family for a fixed forcing term is an affine space obtained by translating . If is not identically zero, the zero function is absent, so this family is not a vector space under the usual operations on functions. This short argument explains why a general solution is a particular solution plus a homogeneous solution.
Nonlinear ordinary differential equation Created 2026-09-25 Updated 2026-10-14
A nonlinear ordinary differential equation depends nonlinearly on the unknown function or its derivatives: it cannot be written in the form defining a linear differential equation. For example, contains a square of the unknown function, and is a logistic differential equation. A coefficient such as depending only on the independent variable does not make an ordinary differential equation nonlinear. This distinction concerns dependence on the unknown, rather than the shape of its function graph.
For a concrete initial value problem, consider , . Its solution of a differential equation isTaking its derivative gives , and evaluating at zero checks the initial condition. The stated interval contains zero and ends at finite-time blowup: tends to positive infinity as approaches from below. Increasing the positive initial condition brings finite-time blowup closer. This is a simple mathematical example with dimensionless and , rather than a calibrated physical model.
Choose and , giving and . At they have values and , so their sum has value . On the common interval , both are valid solutions of a differential equation, but their sum fails the same ordinary differential equation:Already at , and its derivative is , whereas would require . At , the defect is . The cross term explains the failure of the superposition principle, even though each individual solution of a differential equation is a smooth function.
The first panel shows , and their invalid sum only up to , before either finite-time blowup. The second measures the defect in the ordinary differential equation, including the computed value at . For a homogeneous linear differential equation, the corresponding defect of a sum is zero. Nonlinear ordinary differential equations can describe state-dependent growth such as the logistic differential equation, whose negative quadratic term limits growth instead of accelerating it without bound. Recognizing the distinction tells us when we may assemble solutions of a differential equation from simpler pieces and when we must account for their interaction. See MIT's worked counterexample to nonlinear superposition.
For real constants with , a nonzero solution of the homogeneous linear differential equation has a sinusoidal factor exactly when the discriminant is negative. Indeed the characteristic polynomial has roots , where , giving . Real or repeated roots instead give real exponential functions, possibly multiplied by a linear polynomial. Oscillatory behaviour and decay are separate: decay requires .
On either connected half-line, the homogeneous linear differential equation isIntegration gives , including the zero solution. For the inhomogeneous equation choose the positive integrating factorIt satisfies . Multiplication gives the exact derivativeHence all solutions on either half-line areFor , impose to obtain . The complete initial value problem solution is thereforeIt is smooth throughout the maximal connected interval if , and if .
For , the derivatives are and . Substituting gives . The independent solutions have Wronskian on , so they form a fundamental system of solutions.
Divide the inhomogeneous linear differential equation by and use variation of parameters. Choosing integrals from one gives the particular solutionThus . The first boundary condition gives . The integral endpoint terms cancel when differentiating , so the second givesConsequentlyCollect the coefficient of on either side of . A suitable Green function isThe two pieces agree at , , and for . For an interior source point its derivative jump isThus multiplication by the leading coefficient gives unit in a ring source strength. Away from , both pieces solve the homogeneous linear differential equation. With continuous , the integral representation has the required second derivative and solves the equation pointwise in .
For uniqueness, the difference of two solutions is . Its boundary conditions give and , forcing . Hence the solution is unique. This is the mixed Green function for an Euler operator with exponents one and two.
To construct the regular open dust linear growth mode, use reduction of order, writing and denoting the coefficient of by . Since solves the homogeneous linear differential equation, its terms cancel and leaveThe integrating factor for this first-order equation in is , soChoose and the lower integration endpoint zero. This selects the mode regular at early times without adding a multiple of :Its Wronskian with is , proving linear independence.
No explicit antiderivative is needed for the limits. For , the integrand is , whence its integral is . For , the integrand tends to one, so its integral divided by tends to one, while . ConsequentlyEarly matter domination permits gravitational instability to amplify the density contrast in proportion to the scale factor. Later, the matter density parameter tends to zero and Hubble friction suppresses further amplification. Indeed, for , neglecting the matter source in the linear matter perturbation growth equation gives , whose modes are a constant and . These agree with the late limits of the two exact modes.
Past exam of the differential equations 2 course of the University of Oxford 2017 1 a ii Solution 2026-10-31
Differentiate the Wronskian using the product rule and substitute the common homogeneous linear differential equation:Multiplying this first-order equation by the integrating factor and integrating gives Abel's identity:The exponential factor is finite and nonzero for every in the given interval, because is continuous on the compact interval between and . Hence implies everywhere in that interval. Using an integrating factor avoids dividing by , which would assume the conclusion.
Past exam of the mathematical methods I course of the University of Oxford 2021 resit 10 a Solution 2026-10-25
For a genuinely second-order linear ordinary differential equation, assume . Substituting the exponential function into the homogeneous linear differential equation gives . Oscillations arise precisely when its two roots of a polynomial have nonzero imaginary parts, namelyIn that case, writing , the real complementary function isEvery nonzero such solution has an oscillatory factor; the oscillation may decay, grow, or keep constant amplitude according to the sign of . This is the oscillatory-root criterion for a real second-order equation; decay is not a prerequisite for oscillation.
For completeness, if and , only real exponential functions occur. If and , only is allowed. If all three coefficients vanish, every twice-differentiable function is allowed, including oscillatory ones; the second-order criterion does not apply to this degenerate identity.
Past exam of the mathematical methods I course of the University of Oxford 2021 resit 10 d Solution 2026-10-25
The homogeneous linear differential equation has roots , so its complementary function decays:For a particular integral, set . Substitution givesThe two coefficient equations are and , so and . Consequently every solution obeysThe limiting behaviour is a periodic steady oscillation with amplitude , the long-time response of a forced harmonic oscillator. Unless , there is no finite numerical limit: at and , the two limiting values are and . For , .
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 1D Solution Created 2026-09-24 Updated 2026-10-14
The characteristic equation of the homogeneous linear differential equation is , giving the homogeneous solution . For the first forcing, a particular solution of the form gives , soThe initial conditions impose and , whence , . Thus the first solution isFor the second forcing, is already a homogeneous solution, so the usual exponential trial must be multiplied by . Substitution of the particular solution gives , hence . Now , and the initial conditions give , . Therefore the resonant solution isThe additional factor reflects resonance in a differential equation.
Past exam of the mathematics course of the University of Cambridge 2002 ia Paper 2 7D Solution Created 2026-09-24 Updated 2026-10-14
Two functions are linearly dependent if constants , not both zero, satisfy identically. Differentiating also gives . Since the determinant of these two equations is the nonzero Wronskian , both constants must vanish. Hence the two solutions are linearly independent.
Differentiating the Wronskian and substituting the homogeneous linear differential equation givesIntegrating proves Abel's identity:For variation of parameters, impose on the proposed particular solution. Then , and substitution into the inhomogeneous differential equation leaves . Solving this two-by-two linear system givesArbitrary constants of integration merely add a homogeneous solution.
For the constant positive coefficient , take . Direct differentiation verifies that and solve the homogeneous linear differential equation; their Wronskian is . The requested integrands areTaking yieldsThus grows with power one, whereas is bounded. Their combination simplifies to ; the final sine term is itself a homogeneous solution. The secular term is the response to resonance in a differential equation.
Past exam of the mathematics course of the University of Cambridge 2004 ia Paper 2 2B Solution Created 2026-09-24 Updated 2026-10-14
Write . Direct differentiation givesThe homogeneous linear differential equation therefore has . A linearly independent pair of solutions isTheir Wronskian is , which never vanishes; the argument also includes .
For the inhomogeneous linear differential equation, the same substitution gives . Since implies , and then implies , integration gives . Thus the required solution of the initial value problem is
Past exam of the mathematics course of the University of Cambridge 2011 ia Paper 2 7A a Solution Created 2026-09-24 Updated 2026-10-14
The Wronskian isOn an interval where are continuous, the solutions are linearly independent exactly when at one point, equivalently when the Wronskian is nonzero throughout the interval. Differentiation and the homogeneous linear differential equation giveHence Abel identity reads . If , the two initial-data vectors are dependent; the uniqueness theorem for ordinary differential equations then makes the corresponding linear combination identically zero. This proves the converse as well as the necessity.




