Feb 272018

Enough of politics and cats. Time to blog about math and physics again.

Back in my high school days, when I was becoming familiar with calculus and differential equations (yes, I was a math geek) something troubled me. Why were certain expressions called “linear” when they obviously weren’t?

I mean, an expression like \(Ax+B\) is obviously linear. But who in his right mind would call something like \(x^3y + 3e^xy+5\) “linear”? Yet when it comes to differential equations, they’d tell you that \(x^3y+3e^xy+5-y^{\prime\prime}=0\) is “obviously” a second-order, linear ordinary differential equation (ODE). What gives? And why is, say, \(xy^3+3e^xy-y^{\prime\prime}=0\) not considered linear?

The answer is quite simple, actually, but for some reason when I was 14 or so, it took a very long time for me to understand.

Here is the recipe. Take an equation like \(x^3y+3e^xy+5-y^{\prime\prime}=0\). Throw away the inhomogeneous bit, leaving the \(x^3y+3e^xy-y^{\prime\prime}=0\) part. Apart from the fact that it is solved (obviously) by \(y=0\), there is another thing that you can discern immediately. If \(y_1\) and \(y_2\) are both solutions, then so is their linear combination \(\alpha y_1+\beta y_2\) (with \(\alpha\) and \(\beta\) constants), which you can see by simple substitution, as it yields \(\alpha(x^3y_1+3e^xy_1-y_1^{\prime\prime}) + \beta(x^3y_2+3e^xy_2-y_2^{\prime\prime})\) for the left-hand side, with both terms obviously zero if \(y_1\) and \(y_2\) are indeed solutions.

So never mind that it contains higher derivatives. Never mind that it contains powers, even transcendental functions of the independent variable \(x\). What matters is that the expression is linear in the dependent variable. As such, the linear combination of any two solutions of the homogeneous equation is also a solution.

Better yet, when it comes to the solutions of inhomogeneous equations, adding a solution of the homogeneous equation to any one of them yields another solution of the inhomogeneous equation.

Notably in physics, the Schrödinger equation of quantum mechanics is an example of a homogeneous and linear differential equation. This becomes a fundamental aspect of quantum physics: given two solutions (representing two distinct physical states) their linear combination is also a solution, representing another possible physical state.

 Posted by at 11:22 am