Improved syntax.
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6 changed files with 101 additions and 19 deletions
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@ -22,7 +22,12 @@ $$
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\partial_{12} f(P) = \partial_{21} f(P),
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$$
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*Proof*: will be added later.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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## Total derivatives
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@ -50,6 +55,13 @@ $$
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with $\nabla f(\mathbf{a})$ the gradient of $f$.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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## Chain rule
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*Definition*: let $D \subseteq \mathbb{R}^n$ ($n=2$ for simplicity) and let $f: D \to \mathbb{R}$, also let $g: \mathbb{R} \to \mathbb{R}$ given by
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@ -78,7 +90,10 @@ The direction of the gradient is the direction of steepest increase of $f$ at $\
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*Theorem*: gradients are orthogonal to level lines and level surfaces.
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*Proof*: let $\mathbf{r}(t) = \big(x(t),\; y(t) \big)^T$ be a parameterization of the level curve of $f$ such that $\mathbf{r}(0) = \mathbf{a}$. Then for all $t$ near $0$, $f(\mathbf{r}(t)) = f(\mathbf{a})$. Differentiating this equation with respect to $t$ using the chain rule, we obtain
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<details>
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<summary><em>Proof</em>:</summary>
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let $\mathbf{r}(t) = \big(x(t),\; y(t) \big)^T$ be a parameterization of the level curve of $f$ such that $\mathbf{r}(0) = \mathbf{a}$. Then for all $t$ near $0$, $f(\mathbf{r}(t)) = f(\mathbf{a})$. Differentiating this equation with respect to $t$ using the chain rule, we obtain
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$$
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\partial_1 f(\mathbf{x}) \dot x(t) + \partial_2 f(\mathbf{x}) \dot y(t) = 0,
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@ -91,6 +106,8 @@ $$
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$$
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obtaining that $\nabla f$ is orthogonal to $\mathbf{\dot r}$.
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</details>
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<br>
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## Directional derivatives
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@ -138,4 +155,10 @@ We have two interpretations:
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* the composition of linear maps,
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* the matrix multiplication of the Jacobian.
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*Proof*: will be added later.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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@ -26,7 +26,12 @@ $$
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\phi' (x) = - \frac{\partial_1 f\big(x,\phi(x)\big)}{\partial_2 f\big(x,\phi(x)\big)}.
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$$
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*Proof*: will be added later.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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## General case
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@ -51,4 +56,9 @@ $$
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D \mathbf{\phi}(\mathbf{x}) = - \Big(D_2 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big) \Big)^{-1} D_1 \mathbf{F}\big(\mathbf{x},\mathbf{\phi}(\mathbf{x})\big).
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$$
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*Proof*: will be added later.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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@ -24,12 +24,18 @@ $$
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f(\mathbf{x}) = T(\mathbf{x}) + \frac{1}{(n+1)!} \partial_\mathbf{h}^{n+1} f(\mathbf{a} + \theta \mathbf{h}).
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$$
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*Proof*: Apply Taylor’s theorem in 1D and the chain rule to the function $\phi : [0, 1] \to \mathbb{R}$ given by
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<details>
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<summary><em>Proof</em>:</summary>
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apply Taylor’s theorem in 1D and the chain rule to the function $\phi : [0, 1] \to \mathbb{R}$ given by
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$$
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\phi(\theta) := f(\mathbf{a} + \theta \mathbf{h}).
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$$
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</details>
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<br>
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## Other methods
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Creating multivariable Taylor polynomials by using 1D Taylor polynomials of the different variables and composing them.
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@ -18,7 +18,12 @@ $$
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on the interval where both are defined.
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*Proof*: will be added sometime.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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If $c \in \mathbb{R}$ then $cf$ also has a Laplace transform and,
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@ -40,7 +45,12 @@ $$
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on this interval
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*Proof*: will be added sometime.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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**More shifting**: let $a>0$, if $f$ has a Laplace transform $F$ on $s_0, \infty$ then the function $g$ given by
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@ -56,7 +66,12 @@ $$
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on this interval.
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*Proof*: will be added sometime.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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**Scaling**: let $a > 0$. If $f$ has a Laplace transform $F$ on $(s_0, \infty)$ then the function $g$ given by
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@ -72,7 +87,12 @@ $$
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on this interval.
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*Proof*: will be added sometime.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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**Derivatives**: if $f$ has a derivative $g$ having a Laplace transform $G$ on the interval $(s_0,\infty)$ then $f$ has a Laplace transform on the same interval, and
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@ -86,7 +106,10 @@ $$
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\mathcal{L}[f^{(n)}](s) = s^n F(s) - \sum_{k=0}^{n-1} s^k f^{(n-1-k)}(0)
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$$
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*Proof*: for large enough $s$, the case $n=1$ follows by integration by parts
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<details>
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<summary><em>Proof</em>:</summary>
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for large enough $s$, the case $n=1$ follows by integration by parts
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$$
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\begin{align*} \mathcal{L}[f'](s) &= \int_0^\infty e^{-st} f'(t)dt, \\ &= \Big[e^{-st} f(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f(t), \\ &= sF(s) - f(0) \end{align*},
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@ -98,6 +121,9 @@ $$
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\begin{align*} \mathcal{L}[f^{k+1}](s) &= \int_0^\infty e^{-st} f^{(k+1)}(t)dt , \\ &= \Big[e^{-st} f^{(k+1)}(t) \Big]_0^\infty + s\int_0^\infty e^{-st}f^{(k)}(t), \\ &= s \mathcal{L}[f^{(k)}] - f^{(k)}(0), \\ &= s \Big(s^k F(s) - \sum_{r=0}^{k-1} s^r f^{(k-1-r)}(0)\Big) - f^{(k)}(0), \\ &= s^{k+1} F(s) - \sum_{r=0}^{k} s^r f^{(k-r)}(0) \end{align*}.
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$$
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</details>
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<br>
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## Examples
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**Solving a second order linear ODE**: with $y: \mathbb{K} \to \mathbb{R}$ given by
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@ -52,7 +52,12 @@ $$
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y(t) = (c_1 + c_2t) e^{\lambda_1 t}.
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$$
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*Proof*: will at some point be added.
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<details>
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<summary><em>Proof</em>:</summary>
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will be added later.
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</details>
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<br>
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#### Example
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*Theorem*: let $y_p$ be a particular solution to $(*)$. Then the general solution to $(*)$ is given by
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$$
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y = y_H + y_p,
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y = y_h + y_p,
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$$
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with $y_H$ the solution to the homegeneous case.
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with $y_h$ the solution to the homegeneous case.
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*Proof*: let $y$ be a solution to $(*)$, then $L[y - y_p] = L[y] - L[y_p] = f - f = 0$. Therefore $y = (y - y_p) + y_p = y_H + y_p$.
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<details>
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<summary><em>Proof</em>:</summary>
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let $y$ be a solution to $(*)$, then $L[y - y_p] = L[y] - L[y_p] = f - f = 0$. Therefore $y = (y - y_p) + y_p = y_h + y_p$.
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</details>
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<br>
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#### Method of variation of parameters
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We need the general solution to the homogeneous case
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$$
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y_H(t) = c_1 y_1(t) + c_2 y_2(t), \qquad c_1,c_2 \in \mathbb{C}.
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y_h(t) = c_1 y_1(t) + c_2 y_2(t), \qquad c_1,c_2 \in \mathbb{C}.
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$$
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Ansatz: let $y_p(t) = c_1(t) y_2(t) + c_2(t) y_2(t)$, then taking the derivative of $y_p(t)$
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@ -44,13 +44,19 @@ $$
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\mathbf{\dot y}(t) = A \mathbf{y}(t) + \mathbf{f}(t), \qquad t \in I. \qquad (*)
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$$
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*Theorem*: let $\mathbf{y}_p: I \to \mathbb{R}^n$ a particular solution for $(*)$ and $\mathbf{y}_H$ the general solution to the homegeneous system. Then the general solutions of the inhomogeneous system $(*)$ is given by
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*Theorem*: let $\mathbf{y}_p: I \to \mathbb{R}^n$ a particular solution for $(*)$ and $\mathbf{y}_h$ the general solution to the homegeneous system. Then the general solutions of the inhomogeneous system $(*)$ is given by
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$$
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\mathbf{y}(t) = \mathbf{y}_p(t) + \mathbf{y}_H(t), \qquad t \in I
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\mathbf{y}(t) = \mathbf{y}_p(t) + \mathbf{y}_h(t), \qquad t \in I
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$$
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*Proof*: similar to 1d case, will possibly be added later.
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<details>
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<summary><em>Proof</em>:</summary>
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similar to 1d case, will be added later.
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</details>
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<br>
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### Method of variation of parameters
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