Solving General Linear Differential Equations with Constant Coefficients: An Application to Constrained Optimization

1997 ◽  
pp. 109-129
Author(s):  
Hung T. Nguyen ◽  
Vladik Kreinovich
Keyword(s):  
Differential Equations ◽  
Constrained Optimization ◽  
Linear Differential Equations ◽  
General Linear ◽  
Constant Coefficients ◽  
Linear Differential

scholarly journals V. On the calculus of symbols, with applications to the theory of differential equations

1861 ◽  
Vol 151 ◽  
pp. 69-82 ◽  
Keyword(s):  
Differential Equations ◽  
Generating Functions ◽  
Variable Coefficients ◽  
Linear Differential Equations ◽  
New Methods ◽  
Methods Of Calculation ◽  
Great Utility ◽  
Long Time ◽  
Constant Coefficients ◽  
Linear Differential

The calculus of generating functions, discovered by Laplace, was, as is well known, highly instrumental in calling the attention of mathematicians to the analogy which exists between differentials and powers. This analogy was perceived at length to involve an essential identity, and several analysts devoted themselves to the improvement of the new methods of calculation which were thus called into existence. For a long time the modes of combination assumed to exist between different classes of symbols were those of ordinary algebra; and this sufficed for investigations respecting functions of differential coefficients and constants, and consequently for the integration of linear differential equations, with constant coefficients. The laws of combination of ordinary algebraical symbols may be divided into the commutative and distributive laws; and the number of symbols in the higher branches of mathematics, which are commutative with respect to one another, is very small. It became then necessary to invent an algebra of non-commutative symbols. This important step was effected by Professor Boole, for certain classes of symbols, in his well-known and beautiful memoir published in the Transactions of this Society for the year 1844, and the object of the paper which I have now the honour to lay before the Society is to perfect and develope the methods there employed. For this purpose I have constructed systems of multiplication and division for functions of non-commutative symbols, subject to the same laws of combination as those assumed in Professor Boole’s memoir, and I thus arrive at equations of great utility in the integration of linear differential equations with variable coefficients.

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