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# Higher order linear differential equations ---
title: Differential Equations 2
---
# Differential equations 2
The lecture on differential equations consists of three parts, each with their own video:
- [Higher order linear differential equations]()
- [Partial differential equations: Separation of variables]()
- [Self-adjoint differential operators](#solving-homogeneous-linear-system-with-constant-coefficients)
**Total video length: hour minutes seconds**
## Higher order linear differential equations
<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/ucvIiLgJ2i0?rel=0" frameborder="0" allow="accelerometer; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
In the previous lecture, we focused on first order linear differential equations In the previous lecture, we focused on first order linear differential equations
as well as systems of such equations. In this lecture we switch focus to DE's as well as systems of such equations. In this lecture we switch focus to DE's
...@@ -197,7 +213,11 @@ $$f(x) = e^{\lambda_1 x}, \ x e^{\lambda_1 x} , \ \cdots, \ x^{m_{1}-1} e^{\lamb ...@@ -197,7 +213,11 @@ $$f(x) = e^{\lambda_1 x}, \ x e^{\lambda_1 x} , \ \cdots, \ x^{m_{1}-1} e^{\lamb
$$f_1(x)=e^{0 x} = 1, \ f_{2}(x) = x e^{0 x} = x. $$ $$f_1(x)=e^{0 x} = 1, \ f_{2}(x) = x e^{0 x} = x. $$
# Partial differential equations ## Partial differential equations: Separation of variables
<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/I4ghpYsFLFY?rel=0" frameborder="0" allow="accelerometer; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
### Definitions and examples
A partial differential equation (PDE) is an equation involving a function of two or A partial differential equation (PDE) is an equation involving a function of two or
more indepenedent variables and derivatives of said function. These equations more indepenedent variables and derivatives of said function. These equations
...@@ -329,7 +349,7 @@ problem, a boundary value problem does not always have a solution. For example, ...@@ -329,7 +349,7 @@ problem, a boundary value problem does not always have a solution. For example,
in the figure below, regardless of the initial slope, the curves never reach $0$ in the figure below, regardless of the initial slope, the curves never reach $0$
when $x=L$. when $x=L$.
<img src="figures/DE2_1.png" width="650"> ![image](figures/DE2_1.png)
For boundary value problems like this, there are only solutions for particular For boundary value problems like this, there are only solutions for particular
eigenvalues $\lambda$. Coming back to the example, it turns out that solutions eigenvalues $\lambda$. Coming back to the example, it turns out that solutions
...@@ -382,7 +402,9 @@ Notice that there is one solution $\psi_{n}(x,t)$ for each natural number $n$. ...@@ -382,7 +402,9 @@ Notice that there is one solution $\psi_{n}(x,t)$ for each natural number $n$.
These are still very special solutions. We will begin discussing next how to These are still very special solutions. We will begin discussing next how to
obtain the general solution in our example. obtain the general solution in our example.
## Self-adjoint differential equations: Connection to Hilbert spaces! ## ## Self-adjoint differential operators
<iframe width="100%" height=315 src="https://www.youtube-nocookie.com/embed/p4MHW0yMMvY?rel=0" frameborder="0" allow="accelerometer; encrypted-media; gyroscope; picture-in-picture" allowfullscreen></iframe>
As we hinted was possible earlier, let us re-write the previous equation by As we hinted was possible earlier, let us re-write the previous equation by
defining a linear operator, $L$, acting on the space of functions which satisfy defining a linear operator, $L$, acting on the space of functions which satisfy
......
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