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A homogeneous linear differential equation is a linear differential equation with identically zero forcing term, $L[y]=0$. On a common interval, its solutions of a differential equation form the vector space $\ker L$, 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 $u,v$ and constant scalars $\alpha ,\beta$, linearity gives $L[\alpha u+\beta v]=\alpha 0+\beta 0=0$: this is the superposition principle. The scalars must be constant; variable multipliers introduce extra derivatives.

For example, $y^{\prime }+2y=0$ has general solution $y=C{e}^{-2t}$, where $C$ is any constant real number. A short verification uses the product rule: $(e^{2t}y{)}^{\prime }=e^{2t}(y^{\prime }+2y)=0$, so $e^{2t}y$ is constant. For $y_1=e^{-2t}$ and $y_2=2e^{-2t}$, the sum is $3e^{-2t}$ and also solves the same homogeneous linear differential equation. At $t=1$, their values are approximately $0.13534$, $0.27067$ and $0.40601$. Every curve is a multiple of one exponential function; the solution space of a homogeneous linear differential equation has dimension one. Both $t$ and $y$ in this example and the following diagram are dimensionless mathematical variables.

Now keep the same differential operator $L[y]=y^{\prime }+2y$ but prescribe the forcing term $1$. The inhomogeneous linear differential equation $y^{\prime }+2y=1$ has particular solution $y_p=1/2$ and general solution $y=1/2+C{e}^{-2t}$. The initial conditions $y(0)=0,1,2$ select, respectively,At $t=1$, their values are approximately $0.43233$, $0.56767$ and $0.70300$. The midpoint $\frac{1}{2}(u_0+u_2)=u_1$ solves the same inhomogeneous linear differential equation, because $L[\frac{1}{2}(u_0+u_2)]=\frac{1}{2}(1+1)=1$. The sum $s=u_0+u_2=1+e^{-2t}$ instead satisfies $s^{\prime }+2s=2$, so it fails the equation with forcing term $1$. 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.

On the left, all three curves solve the same homogeneous linear differential equation. On the right, $u_0,u_1,u_2$ share the particular solution $1/2$, and the shaded difference $u_2-1/2$ is the homogeneous solution $\frac{3}{2}{e}^{-2t}$. The dashed sum has twice the forcing term, even though its starting value coincides with that of $u_2$. 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.

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.

A scalar linear differential equation of order $n\ge 1$ has the formHere the coefficients $a_j$ and the forcing term $g$ are prescribed functions of the independent variable $t$. A classical solution of a differential equation is an $n$-times differentiable function satisfying the identity at every point of its interval. The unknown function $y$ and its derivatives enter to the first power, without products between them or coefficients depending on $y$. Equivalently, the differential operator $L$ is a linear map: for constant scalars $\alpha ,\beta$,The forcing term may be zero, giving a homogeneous linear differential equation, or nonzero, giving an inhomogeneous linear differential equation. Linearity of $L$ does not mean that every function graph of a solution of a differential equation is a straight line.

To use the usual order-$n$ initial value problem theory on an interval $I$, assume that $a_n(t)\ne 0$ throughout $I$ and that all $a_j$ and $g$ are continuous functions there. Dividing by $a_n$ normalizes the highest derivative; specifying $y(t_0),y^{\prime }(t_0),\dots ,y^{(n-1)}(t_0)$ at $t_0\in I$ then selects one solution of a differential equation throughout $I$. A zero of $a_n$ 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 $t$. For example, $t^2{y}^{\prime }+y=0$ is a linear differential equation on $t>0$, although $t^2$ is quadratic. Its solution of a differential equation with initial condition $y(1)=1$ is $y(t)=e^{1/t-1}$: its derivative is $y^{\prime }=-y/t^2$, so substitution gives $t^2{y}^{\prime }+y=0$, and $y(2)=e^{-1/2}\approx 0.60653$. The zero of the highest coefficient at $t=0$ explains the domain restriction. In contrast, $y^{\prime }+y^2=0$, $y{y}^{\prime }+y=0$ and $y^{\prime }+\sin y=0$ 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 $y_p$ satisfies $L[y_p]=g$, every solution of a differential equation isHere $\ker L$ is the kernel of a linear map, consisting of solutions of a differential equation to the associated homogeneous linear differential equation. Indeed, $L[y-y_p]=g-g=0$, and conversely $L[y_p+h]=g+0=g$. Thus the family for a fixed forcing term is an affine space obtained by translating $\ker L$. If $g$ 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.

For $y=\alpha x+\beta x^2$, the derivatives are $y^{\prime }=\alpha +2\beta x$ and $y^{\prime \prime }=2\beta$. Substituting gives $2\beta x^2-2x(\alpha +2\beta x)+2(\alpha x+\beta x^2)=0$. The independent solutions $x,x^2$ have Wronskian $x^2\ne 0$ on $[1,2]$, so they form a fundamental system of solutions.

Divide the inhomogeneous linear differential equation by $x^2$ and use variation of parameters. Choosing integrals from one gives the particular solutionThus $z=Ax+B{x}^2+z_p$. The first boundary condition gives $A=-B$. The integral endpoint terms cancel when differentiating $z_p$, so the second givesConsequentlyCollect the coefficient of $f(t)$ on either side of $t=x$. A suitable Green function isThe two pieces agree at $x=t$, $G(1,t)=0$, and $G_x(2,t)=0$ for $t<2$. For an interior source point its derivative jump isThus multiplication by the leading coefficient $t^2$ gives unit in a ring source strength. Away from $x=t$, both pieces solve the homogeneous linear differential equation. With continuous $f$, the integral representation has the required second derivative and solves the equation pointwise in $(1,2)$.

For uniqueness, the difference of two solutions is $Ax+B{x}^2$. Its boundary conditions give $A+B=0$ and $A+4B=0$, forcing $A=B=0$. Hence the solution is unique. This is the mixed Green function for an Euler operator with exponents one and two.

The homogeneous characteristic equation is $r^2-r-2=(r-2)(r+1)=0$, so its solutions are $e^{2x}$ and $e^{-x}$. Because the forcing contains the latter exponential, set $y=e^{-x}v$. Direct differentiation reduces the inhomogeneous linear differential equation toA polynomial particular solution is $v=-3x^2-2x$, since $v^{\prime \prime }-3v^{\prime }=-6-3(-6x-2)=18x$. ThereforeThe exponentially growing first term cannot be canceled by the decaying second term, so boundedness at positive infinity requires $C_1=0$. The initial condition $y(0)=1$ sets $C_2=1$. Hence

Write $y=e^{-px}v$. Direct differentiation givesThe homogeneous linear differential equation therefore has $v=A+Bx$. A linearly independent pair of solutions isTheir Wronskian is $e^{-2px}$, which never vanishes; the argument also includes $p=0$.

For the inhomogeneous linear differential equation, the same substitution gives $v^{\prime \prime }=1$. Since $y(0)=0$ implies $v(0)=0$, and $y^{\prime }(0)=0$ then implies $v^{\prime }(0)=0$, integration gives $v=x^2/2$. Thus the required solution of the initial value problem is

Substitution of the power series, with termwise differentiation, gives the coefficient identityThus $a_0$ and $a_1$ are arbitrary, and all power series solutions of the Hermite differential equation areAn empty product is one. For a nonterminating branch the ratio of consecutive terms in its own parity subsequence is asymptotic to $|x{|}^2/j$, hence tends to zero for every fixed $x$. The ratio test proves convergence everywhere; the resulting power series can be differentiated termwise and indeed solve the differential equation. A terminating branch is already a polynomial.

The boundary condition $W(0)=0$ forces $a_0=0$; the solution is odd. Apart from the zero solution, which works for every $E$, a polynomial occurs exactly when an odd index $d$ satisfies $2d-E=0$. Before that index the odd coefficients are nonzero, and after it they vanish. Thus the odd polynomial solutions of the Hermite differential equation haveEquivalently, comparison of leading polynomial coefficients gives $E=2\mathrm{deg}W$, proving that no other nonzero polynomial is possible. Normalizing by $a_1=1$, the polynomials of degree below six areEach can be multiplied by an arbitrary nonzero constant; these are normalized odd Hermite polynomials.

Let $L=-d^2/d{x}^2+2xd/dx$. The forcing in the final inhomogeneous linear differential equation is precisely the displayed degree-five eigenfunction $P_5$, with $L{P}_5=10P_5$. HenceDirect differentiation gives $LW=x-4x^3/3+4x^5/15$, and $W(0)=0$. Among polynomial solutions this choice is unique: a polynomial in the kernel of $L$ must be constant, and its value at zero eliminates that constant.

The forcing vector has the eigenvector decompositionThere is no component in the zero eigenvalue direction. The scalar inhomogeneous linear differential equations in this basis areFor the first, a particular solution is $(\lambda +1)e^{2t}/4$. For the third, multiplying by the integrating factor $e^{-2t}$ gives $(e^{-2t}{z}_{+}{)}^{\prime }=\lambda -1$. Consequently for every real $\lambda$When $\lambda =1$, the resonant component vanishes and a particular solution is $\frac{1}{2}{v}_{-}{e}^{2t}$, of the stipulated constant-vector form. If $\lambda \ne 1$, substituting $c{e}^{2t}$ would require $(2I-M)c=2(-\lambda ,1,\lambda {)}^T$. In the eigenbasis the left side has zero $v_{+}$ component, while the right side has component $\lambda -1$. This is impossible. The factor $t$ is therefore unavoidable: it is resonance in a differential equation.

Apply the method of multiple scales with independent fast time $t$ and slow time $T={ϵ}^{2}t$. A preliminary slow time $ϵt$ produces no resonant forcing at first order, so its leading amplitudes are constant; the first nontrivial modulation is at $T$. Write $x=x_0+ϵx_1+\cdots$, withAt order $ϵ$, the inhomogeneous linear differential equation is $({\partial }_t^2+1)x_1=-\cos t{x}_0$. Absorbing its homogeneous part into the amplitudes givesAt order ${ϵ}^2$, the forcing is $-2{\partial }_t{\partial }_T{x}_0-k{x}_0-\cos t{x}_1$. Its resonant Fourier series coefficients areThe solvability condition in the method of multiple scales sets both coefficients to zero, giving the amplitude equations. DefineFor bounded initial conditions $x(0)=x_{\ast }$, $\dot{x}(0)=v_{\ast }$, the requested leading approximation isThis holds on bounded intervals of $T$, hence $t=O({ϵ}^{-2})$, with the constant in the error allowed to depend on the bounded $T$ interval. If desired, retain the displayed $ϵx_1$ and adjust $A(0),B(0)$ by $O(ϵ)$ to match initial conditions at that order. No particular initial conditions were supplied.

Since $M^2=abI$, the matrix exponential is $I\cosh (\sigma T)+(M/\sigma )\sinh (\sigma T)$ when ${\sigma }^2=ab>0$. When $ab<0$, put $\omega =\sqrt{-ab}$ and replace this with $I\cos (\omega T)+(M/\omega )\sin (\omega T)$. At $ab=0$ it is $I+TM$. Thus the leading second instability tongue of a weak Mathieu oscillator has exponentially growing solutions for $-1/12<k<5/12$, and the leading modulation is bounded for every initial condition precisely whenAt either displayed endpoint, $M$ is a nonzero nilpotent operator; some initial conditions give a secular term proportional to $T$. This leading calculation alone must not be mistaken for an exact finite-$ϵ$ stability decision at the endpoints.

For an exact small-$ϵ$ interpretation, put $t=2s$. The standard Mathieu equation parameters are $a_{\mathrm{M}}=4+4k{ϵ}^2$ and $q=-2ϵ$. Its two relevant Mathieu characteristic values are obtained by projecting $-d^2/d{s}^2+2q\cos 2s$ onto even and odd Fourier series modes. Near the unperturbed value $4$, the even modes $1,\cos 2s,\cos 4s,\cos 6s$ have diagonal entries $0,4,16,36$ and adjacent couplings $\sqrt{2}q,q,q$ in an orthonormal basis; the odd modes $\sin 2s,\sin 4s,\sin 6s$ have diagonal entries $4,16,36$ and couplings $q,q$. Substituting $4+c_2{q}^2+c_4{q}^4$ into their characteristic polynomials givesHigher modes of the Fourier series first contribute at higher order. Therefore the fourth-order edges of the second Mathieu instability tongue areFloquet theory gives boundedness of every solution outside the closed gap, $k<k_{-}(ϵ)$ or $k>k_{+}(ϵ)$, in this fixed-$k=O(1)$ neighborhood. At the actual gap edges the second independent solution is generically unbounded. In particular, if $k$ is fixed exactly at $-1/12$ or $5/12$, it lies just outside the true gap and is stable for each sufficiently small positive $ϵ$. The strict boxed criterion is the robust leading-order, uniformly separated criterion; the endpoints require this higher-order refinement, and their amplification bounds need not remain uniform as $ϵ\to 0$.

Forthe Euler-Lagrange equation isorThe general solution of this inhomogeneous linear differential equation isThe condition $y(0)=-1$ gives $C+D=0$, and the condition at $x=1$ gives $C=1$. Therefore

The characteristic equation has a repeated root $-1$, suggesting the substitution $y=e^{-x}v$. By the product rule,so $y^{\prime \prime }+2y^{\prime }+y=e^{-x}{v}^{\prime \prime }$. The inhomogeneous linear differential equation reduces to $v^{\prime \prime }=2x$. Two integrations giveThereforeThe two arbitrary constants account for the repeated-root homogeneous solution.

Variation of parameters replaces the constants in a complementary solution by functions to construct a particular solution.

For the inhomogeneous linear differential equation $y^{\prime \prime }+p{y}^{\prime }+qy=r$, assume $p,q,r$ are continuous functions on an interval $I$, and $y_1,y_2$ are linearly independent homogeneous solutions there. With $W=W(y_1,y_2)$ and $x_0\in I$, variation of parameters constructs the particular solutionThe Wronskian has no zeros on $I$, so these quotients are defined. For $A{y}^{\prime \prime }+B{y}^{\prime }+Cy=F$, normalize first: $r=F/A$, not $F$.^[ref]

To derive the formula, write $y_p=u_1{y}_1+u_2{y}_2$ and impose $u_1^{\prime }{y}_1+u_2^{\prime }{y}_2=0$. This auxiliary choice removes extra terms from the first derivative. Substitution into the inhomogeneous linear differential equation leaves $u_1^{\prime }{y}_1^{\prime }+u_2^{\prime }{y}_2^{\prime }=r$. The two linear equations for $u_1^{\prime },u_2^{\prime }$ have determinant $W$, and Cramer's rule givesIntegrating from $x_0$ makes $y_p(x_0)=y_p^{\prime }(x_0)=0$. Arbitrary integration constants contribute only homogeneous solutions; adding $c_1{y}_1+c_2{y}_2$ supplies the general solution.

For a worked example, use the same homogeneous solutions $e^{-x},e^{2x}$ and the forcing term $r=6e^{3x}$ in $y^{\prime \prime }-y^{\prime }-2y=6e^{3x}$. With $x_0=0$ and $W=3e^x$,Consequently the particular solution selected by zero initial conditions isIts value and first derivative vanish at zero. Direct substitution confirms the forcing term: the differential operator $L[y]=y^{\prime \prime }-y^{\prime }-2y$ annihilates the last two terms and maps $e^{3x}$ to $4e^{3x}$. The two integrals therefore build a response from known homogeneous solutions, even when the forcing term has no convenient elementary guess.