Bourbaki

Proposition 9

Tag 08D8, permanent. Cite it as [Bourbaki, Tag 08D8].

Functions of a Real Variable, chapter IV, § 2. LINEAR DIFFERENTIAL EQUATIONS

Let rjr_j (1≤j≤q1 \leq j \leq q) be the distinct roots of the characteristic equation (40), and let njn_j be the multiplicity of the root rjr_j (1≤j≤q1 \leq j \leq q). Then the nn functions tkerjtt^k e^{r_j t} (1≤k≤nj, 1≤j≤q1 \leq k \leq n_j,\ 1 \leq j \leq q) are linearly independent integrals of the homogeneous equation (41).

One can prove this result directly in the following way. It follows from equation (41) that the nthn^{th} derivative of every integral of this equation is differentiable on R\mathbf{R}, from which one deduces immediately, by induction on the integer m>nm > n, that every integral of (41) admits a derivative of order mm, that is, is indefinitely differentiable on R\mathbf{R}. Let D\mathscr{D} be the (non-topological) vector space over C\mathbf{C} of indefinitely differentiable complex-valued functions on R\mathbf{R}; the map x↦Dxx \mapsto Dx is an endomorphism of this space, and equation (41) can be written

f(D)x=0(42) f(D)x = 0 \tag{42}

where f(D)=Dn−a1Dn−1−…−an−1D−anf(D) = D^n - a_1 D^{n-1} - \ldots - a_{n-1} D - a_n (Alg., IV, p. 4).

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Transcribed from the printed volume. Not translated.