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In mathematics (including combinatorics, linear algebra, and dynamical systems), a linear recurrence with constant coefficients [1]: ch. 17 [2]: ch. 10 (also known as a linear recurrence relation or linear difference equation) sets equal to 0 a polynomial that is linear in the various iterates of a variable—that is, in the values of the elements of a sequence.
It is used to solve systems of linear differential equations. In the theory of Lie groups, the matrix exponential gives the exponential map between a matrix Lie algebra and the corresponding Lie group. Let X be an n×n real or complex matrix. The exponential of X, denoted by e X or exp(X), is the n×n matrix given by the power series = =!
In mathematics, a linear differential equation is a differential equation that is defined by a linear polynomial in the unknown function and its derivatives, that is an equation of the form + ′ + ″ + () = where a 0 (x), ..., a n (x) and b(x) are arbitrary differentiable functions that do not need to be linear, and y′, ..., y (n) are the successive derivatives of an unknown function y of ...
In mathematics, variation of parameters, also known as variation of constants, is a general method to solve inhomogeneous linear ordinary differential equations.. For first-order inhomogeneous linear differential equations it is usually possible to find solutions via integrating factors or undetermined coefficients with considerably less effort, although those methods leverage heuristics that ...
Consider a linear non-homogeneous ordinary differential equation of the form = + (+) = where () denotes the i-th derivative of , and denotes a function of .. The method of undetermined coefficients provides a straightforward method of obtaining the solution to this ODE when two criteria are met: [2]
If one can evaluate the two integrals, one can find a solution to the differential equation. Observe that this process effectively allows us to treat the derivative as a fraction which can be separated. This allows us to solve separable differential equations more conveniently, as demonstrated in the example below.