Introduction

Theorem 1. Let y(n)+an1(x)y(n1)++a1(x)y+a0(x)y=0,y^{(n)}+a_{n-1}(x)y^{(n-1)}+\cdots+a_1(x)y'+a_0(x)y=0, where the coefficients a0,a1,,an1a_0,a_1,\ldots,a_{n-1} are continuous on an interval II. Then the solution space of the differential equation is an nn-dimensional vector space.

Proof. Let V={y:Iy satisfies the differential equation}.V=\{y:I\to\mathbb{R}\mid y \text{ satisfies the differential equation}\}. Since the equation is linear and homogeneous, VV is a vector space.

Fix a point x0Ix_0\in I. Define the map T:VnT:V\longrightarrow\mathbb{R}^n by T(y)=(y(x0),y(x0),,y(n1)(x0)).T(y)=\bigl(y(x_0),y'(x_0),\ldots,y^{(n-1)}(x_0)\bigr).

Clearly, TT is linear.

We first show that TT is injective. Suppose T(y)=0.T(y)=0. Then y(x0)=y(x0)==y(n1)(x0)=0.y(x_0)=y'(x_0)=\cdots=y^{(n-1)}(x_0)=0. By the uniqueness theorem for linear differential equations, the initial value problem L(y)=0,y(x0)=y(x0)==y(n1)(x0)=0L(y)=0,\qquad y(x_0)=y'(x_0)=\cdots=y^{(n-1)}(x_0)=0 has a unique solution. Since the zero function satisfies these conditions, it follows that y0.y\equiv0. Hence, ker(T)={0},\ker(T)=\{0\}, so TT is injective.

Next, we show that TT is surjective. Let (c0,c1,,cn1)n(c_0,c_1,\ldots,c_{n-1})\in\mathbb{R}^n be arbitrary. By the existence theorem for linear differential equations, there exists a solution yVy\in V satisfying y(x0)=c0,y(x0)=c1,,y(n1)(x0)=cn1.y(x_0)=c_0,\qquad y'(x_0)=c_1,\qquad \ldots,\qquad y^{(n-1)}(x_0)=c_{n-1}. Therefore, T(y)=(c0,c1,,cn1),T(y)=\bigl(c_0,c_1,\ldots,c_{n-1}\bigr), so every element of n\mathbb{R}^n lies in the image of TT. Thus TT is surjective.

Since TT is both injective and surjective, it is a vector space isomorphism between VV and n\mathbb{R}^n. Hence, Vn,V\cong\mathbb{R}^n, and therefore dim(V)=dim(n)=n.\dim(V)=\dim(\mathbb{R}^n)=n. ◻


However, there is a simpler proof of the above theorem using only basic linear algebra.

Proof. Suppose, for the sake of contradiction, that dim(V)=k<n.\dim(V)=k<n.

Let {y1,y2,,yk}\{y_1,y_2,\ldots,y_k\} be a basis for VV. Then every solution yVy\in V can be written uniquely as y=c1y1+c2y2++ckyk,y=c_1y_1+c_2y_2+\cdots+c_ky_k, where c1,,ckc_1,\ldots,c_k\in\mathbb{R}.

Consequently, the initial value vector of any solution at a fixed point x0Ix_0\in I is given by (y(x0),y(x0),,y(n1)(x0))=i=1kci(yi(x0),yi(x0),,yi(n1)(x0)),i{1,...k}\bigl(y(x_0),y'(x_0),\ldots,y^{(n-1)}(x_0)\bigr) = \sum_{i=1}^{k} c_i \bigl(y_i(x_0),y_i'(x_0),\ldots,y_i^{(n-1)}(x_0)\bigr), i \in \{1,...k\}

Hence every initial value vector belongs to the span of the kk vectors (yi(x0),yi(x0),,yi(n1)(x0)),i=1,,k.\bigl(y_i(x_0),y_i'(x_0),\ldots,y_i^{(n-1)}(x_0)\bigr), \qquad i=1,\ldots,k.

Therefore, the set of all possible initial value vectors has dimension at most k<nk<n, but this is a contradiction since we are essentially saying that RnR^n can be spanned using k<nk<n vectors which means that the dimension of RnR^n is k. dim(V)=kn\therefore \quad dim(V) = k \ge n But the dimension of RnR^n is nn ,i.e, dimension of V cannot exceed nn either since even if it did, we can reduce it to nn. dim(V)=n\therefore \quad dim(V) = n ◻