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I was working on evaluating a specific infinite series, and the solution development led me to the differential equation:

$$y^{(n)}-y=0$$

With the initial conditions $$y(0)=1$$ $$y’(0)=y’’(0)=…=y^{(n-1)}(0)=0$$

I also know that this takes the characteristic equation $$r^n-1=0$$

Once I found the linear combination of solutions, I had constants $c_n$ ranging from $c_1\rightarrow c_n$ to find. Where I am struggling is with solving for $n$ different constants. Is there a better way of doing this instead of plugging in the initial conditions and solving a set of $n$ linear equations to solve for all of the constants. The one case I did with $n=3$ gave me the constants $c_1=\frac{1}{3}$, $c_2=\frac{1}{3}$, $c_3=\frac{1}{3}$. Does this pattern carry on for all $n$, $c_1=c_2=…=c_n=\frac{1}{n}?$

Any help is greatly appreciated! :)

1 Answers1

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Since you write $c_1 = \cdots = c_n = \frac 1n$, I suspect that you're referring to the solution formula that's something like $$ y = c_0 e^x + c_1 e^{\omega x} + \cdots + c_{n-1}e^{\omega^{(n-1)} x}, $$ where $\omega = e^{2 \pi i/n}$, as opposed to the more typical expression involving sines and cosines.

It depends what you mean by "doing this". If you want to simply show that taking $c_0 = c_1 = \cdots = c_{n-1} = 1/n$ solves the problem, then that's straightforward: of course, we find that $$ y(0) = (1/n)e^0 + \cdots + (1/n)e^{0} = n \cdot (1/n) = 1. $$ On the other hand, for $k = 1, \dots, n-1$, the formula for the sum of a geometric series yields \begin{align} y^{(k)} &= (1/n) + (1/n)\omega^k e^0 + \cdots + (1/n)\omega^{k(n-1)}e^{0} \\ & = \frac 1n \sum_{j=0}^{n-1} \omega^{jk} = \frac 1n \cdot \frac{1 - (\omega^k)^n}{1 - \omega^k} = \frac 1n \cdot \frac{0}{1 - \omega^k} = 0. \end{align}


On the other hand, if you're looking for a systematic way to solve these initial value problems, it turns out that the solution process can be made fairly quick. Given initial values $$ y(0) = y_0, \quad y'(0) = y_0', \quad \dots\quad ,\quad y^{(n-1)}(0) = y^{(n-1)}_0, $$ we find that the system of equations over $c_0,\dots,c_{n-1}$ can be written as $$ \pmatrix{ 1 & 1 & \cdots & 1\\ 1 & \omega & \cdots & \omega^{n-1}\\ \vdots & \vdots & \ddots & \vdots\\ 1 & \omega^{n-1} & \cdots & \omega^{(n-1)^2}}\pmatrix{c_0 \\ c_1 \\ \vdots \\ c_{n-1}} = \pmatrix{y_0 \\ y_1 \\ \vdots \\ y_{n-1}}. $$ The coefficient matrix here turns out to be $\sqrt{n} \cdot W$, where $W$ denotes the DFT matrix of size $n$. A key property of $W$ is that it is a unitary matrix, which means that its inverse is particularly easy to compute. With that established, we note that $$ (\sqrt{n} \cdot W)^{-1} = \frac 1{\sqrt{n}} W^* = \frac 1{\sqrt{n}} \overline{W}, $$ where $W^*$ denotes the conjugate-transpose of $W$ and $\overline{W}$ simply means that we take the conjugate of all entries. Notably, we have $\overline{\omega^k} = \omega^{-k}$ for all $k$. Applying that and going through the matrix multiplication in $\mathbf c = (\sqrt{n} \cdot W)^{-1} \mathbf y$ yields the neat formula $$ c_k = \frac 1n \sum_{j=0}^{n-1} \omega^{-jk}\, y_j. $$

Ben Grossmann
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  • I think the direct implication is possible too, it involves the Vandermonde-Fourier matrix whose inverse is simply with $w_{-k}$ instead of $w_k$ in particular it has all $1$ in the first column, so when multiplying by initial condition $(1,0,0,\cdots,0)$ we get that all $c_k$ are equal. But this is assuming this result is known about this fancy matrix. – zwim Feb 24 '25 at 23:40
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    @zwim I was just typing up something about that :) – Ben Grossmann Feb 24 '25 at 23:42
  • For more on the DFT see also my related old post here. – Ben Grossmann Feb 24 '25 at 23:47