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If a second-order differential equation has a characteristic equation with complex conjugate roots of the form r 1 = a + bi and r 2 = a − bi, then the general solution is accordingly y(x) = c 1 e (a + bi )x + c 2 e (a − bi )x. By Euler's formula, which states that e iθ = cos θ + i sin θ, this solution can be rewritten as follows:
In this example, the characteristic equation is =. The root of the equation is =. If the process has a unit root, then it is a non-stationary time series. That is, the moments of the stochastic process depend on .
which can be found by stacking into matrix form a set of equations consisting of the above difference equation and the k – 1 equations =, …, + = +, giving a k-dimensional system of the first order in the stacked variable vector [+] in terms of its once-lagged value, and taking the characteristic equation of this system's matrix.
As an example, consider the advection equation (this example assumes familiarity with PDE notation, and solutions to basic ODEs). + = where is constant and is a function of and . We want to transform this linear first-order PDE into an ODE along the appropriate curve; i.e. something of the form
A reference on mathematical terminology notes that characteristic originates from the Greek term kharax, "a pointed stake": From Greek kharax came kharakhter, an instrument used to mark or engrave an object. Once an object was marked, it became distinctive, so the character of something came to mean its distinctive nature.
In mathematics, and particularly ordinary differential equations, a characteristic multiplier is an eigenvalue of a monodromy matrix. The logarithm of a characteristic multiplier is also known as characteristic exponent. [1] They appear in Floquet theory of periodic differential operators and in the Frobenius method.
Characteristic equation may refer to: Characteristic equation (calculus), used to solve linear differential equations; Characteristic equation, the equation obtained by equating to zero the characteristic polynomial of a matrix or of a linear mapping; Method of characteristics, a technique for solving partial differential equations
For example, if p is prime and q(X) is an irreducible polynomial with coefficients in the field with p elements, then the quotient ring [] / (()) is a field of characteristic p. Another example: The field C {\displaystyle \mathbb {C} } of complex numbers contains Z {\displaystyle \mathbb {Z} } , so the characteristic of C {\displaystyle \mathbb ...