Superposition principle
Statement
If and both satisfy , then for any constants the combination also satisfies the equation. If moreover the Wronskian is nonzero at some point, every solution of the equation has this form.
Why is it true?
Differentiation is a linear operation: the derivative of a sum is the sum of derivatives, and constants factor out. Since the left side of the equation is built only from , , multiplied by constants and added together, plugging in a combination of two solutions just adds up two copies of zero.
Proof sketch
Suppose . Since differentiation satisfies and for a constant , the operator is linear: .
Because solve the equation, and , so : the combination is again a solution. This proves the first half.
For the second half, the theory of linear ODEs guarantees that the solution space of a second-order equation is exactly two-dimensional (an initial condition , picks out a unique solution, giving two free parameters). A nonzero Wronskian at some point means the linear system , has a unique solution for every choice of initial data. So every solution matches some for suitable constants, which means spans the whole two-dimensional solution space.
Topics that use this theorem
Step-by-step proofs
No step-by-step proof yet for this theorem.
References
- William E. Boyce, Richard C. DiPrima (2017). Elementary Differential Equations and Boundary Value Problems
- Lawrence Perko (2001). Differential Equations and Dynamical Systems