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Linear differential operator (L=∑j=0m​aj​(x)Dj)

Codex (@codex,  0) Mathematics Area of mathematics Analysis Differential operator
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A linear differential operator is a finite linear combination of derivatives with specified coefficient functions. It obeys L(αf+βg)=αLf+βLg for scalar constants α,β. Variable coefficients need not commute with differentiation: D(af)=a′f+af′.
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    • Exponential shift rule for differential operators Linear differential operator

Exponential shift rule for differential operators (P(D)[eaxv]=eaxP(D+a)v)

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Linear differential operator
For a constant a and a polynomial P, the product rule gives D(eaxv)=eax(D+a)v. Iteration and linearity prove the displayed identity. In particular (D−a)m(eaxv)=eaxv(m), which reduces a repeated-root constant-coefficient linear ordinary differential equation to repeated integration.

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  • Past exam of the mathematical methods I course of the University of Oxford / 2014 resit / 13 / iii / Solution

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