Introduction
Theorem 1. Let
where the coefficients
are continuous on an interval
.
Then the solution space of the differential equation is an
-dimensional
vector space.
Proof. Let
Since the equation is linear and homogeneous,
is a vector space.
Fix a point
.
Define the map
by
Clearly,
is linear.
We first show that
is injective. Suppose
Then
By the uniqueness theorem for linear differential equations, the initial
value problem
has a unique solution. Since the zero function satisfies these
conditions, it follows that
Hence,
so
is injective.
Next, we show that
is surjective. Let
be arbitrary. By the existence theorem for linear differential
equations, there exists a solution
satisfying
Therefore,
so every element of
lies in the image of
.
Thus
is surjective.
Since
is both injective and surjective, it is a vector space isomorphism
between
and
.
Hence,
and therefore
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However, there is a simpler proof of the above theorem using only basic
linear algebra.
Proof. Suppose, for the sake of contradiction, that
Let
be a basis for
.
Then every solution
can be written uniquely as
where
.
Consequently, the initial value vector of any solution at a fixed
point
is given by
Hence every initial value vector belongs to the span of the
vectors
Therefore, the set of all possible initial value vectors has
dimension at most
,
but this is a contradiction since we are essentially saying that
can be spanned using
vectors which means that the dimension of
is k.
But the dimension of
is
,i.e, dimension of V cannot exceed
either since even if it did, we can reduce it to
.
◻