[Math] Is it true that the number of arbitrary constants in the solution always equal to order of the ordinary differential equation

ordinary differential equations

Is it true that the number of arbitrary constants in the solution (if solutions exist) always equal to the order of an ordinary differential equation? If yes, how to "prove" such a statement, if it can be proved at all? If no, what are typical counterexamples?

Best Answer

The statement is indeed true. I don't know how one can prove it rigorously. However, here is some further insight:

If you have with you a general equation in x, y, or more variables with some constants a, b, ... Suppose there are n constants in the equation.

What would you do if you wanted to find the differential equation that this curve satisfies? You would differentiate it w.r.t. x some number of times. If you differentiate it once, you get a new equation (the equation of the curve is also an equation). If you differentiate it twice, you get another. In general, if you differentiate k times, you will have k+1 equations. Our knowledge of linear algebra tells us that generally, one needs n+1 equations to eliminate n variables. How can we get n+1 equations? Differentiate it once, twice... n times. If you try to eliminate all the constants, you will be left with a final differential equation of order n.

Hope this helps!