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Linearity and linear differential operators

In terms of linear transformations, linearity means one very specific thing:

๐‘‡(๐‘Ž๐ฎ+๐‘๐ฏ)=๐‘Ž๐‘‡(๐ฎ)+๐‘๐‘‡(๐ฏ)

for any vectors ๐ฎ,๐ฏ and scalars ๐‘Ž,๐‘.

That single equation contains the whole idea. It says:

Transforming a linear combination gives the same result as transforming each piece separately and then taking the same linear combination.

There are two properties hidden inside it:

๐‘‡(๐ฎ+๐ฏ)=๐‘‡(๐ฎ)+๐‘‡(๐ฏ)

and

๐‘‡(๐‘๐ฎ)=๐‘๐‘‡(๐ฎ).

So a linear transformation preserves addition and scalar multiplication.

For example, suppose

๐‘‡(๐‘ฅ,๐‘ฆ)=(2๐‘ฅ3๐‘ฆ).

Take

๐ฎ=(12),๐ฏ=(31).

Then

๐‘‡(๐ฎ+๐ฏ)=๐‘‡(43)=(89).

Separately,

๐‘‡(๐ฎ)+๐‘‡(๐ฏ)=(26)+(63)=(89).

Same answer. Thatโ€™s linearity.

This also explains the matrix interpretation youโ€™ve been using. If

๐‘‡(๐ฑ)=๐ด๐ฑ,

then

๐ด(๐‘Ž๐ฎ+๐‘๐ฏ)=๐‘Ž๐ด๐ฎ+๐‘๐ด๐ฏ.

So every matrix transformation is linear.

And geometrically, this means something quite powerful. Suppose your basis vectors are

๐ž1,๐ž2.

Every vector can be written as

๐ฑ=๐‘ฅ1๐ž1+๐‘ฅ2๐ž2.

Once you know where the transformation sends the basis vectors,

๐‘‡(๐ž1),๐‘‡(๐ž2),

linearity forces

๐‘‡(๐ฑ)=๐‘ฅ1๐‘‡(๐ž1)+๐‘ฅ2๐‘‡(๐ž2)

So the transformation has no freedom left. Knowing where the basis vectors go tells you where every vector goes.

Thatโ€™s why the columns of a matrix are the transformed basis vectors:

๐ด=[||๐‘‡(๐ž1)๐‘‡(๐ž2)||].

Thereโ€™s another extremely useful consequence:

๐‘‡(๐ŸŽ)=๐ŸŽ.

Because

๐‘‡(0๐ฏ)=0๐‘‡(๐ฏ)=๐ŸŽ.

So a genuinely linear transformation must leave the origin fixed.

For example,

๐‘‡(๐‘ฅ,๐‘ฆ)=(2๐‘ฅ,3๐‘ฆ)

is linear, but

๐‘‡(๐‘ฅ,๐‘ฆ)=(2๐‘ฅ+1,3๐‘ฆ)

is not, because

๐‘‡(0,0)=(1,0)โ‰ (0,0).

That second transformation contains a translation. Itโ€™s affine, not linear.

This connects directly back to your ODE question. When we write

๐ฟ[๐‘ฆ]=๐‘ฆโ€ณ+๐‘(๐‘ฅ)๐‘ฆโ€ฒ+๐‘ž(๐‘ฅ)๐‘ฆ,

we can think of ๐ฟ as a transformation whose โ€œvectorsโ€ are functions:

๐‘ฆ(๐‘ฅ)โŸผ๐ฟ[๐‘ฆ](๐‘ฅ).

Itโ€™s linear because

๐ฟ[๐‘1๐‘ฆ1+๐‘2๐‘ฆ2]=๐‘1๐ฟ[๐‘ฆ1]+๐‘2๐ฟ[๐‘ฆ2]

just like

๐ด(๐‘1๐ฏ1+๐‘2๐ฏ2)=๐‘1๐ด๐ฏ1+๐‘2๐ด๐ฏ2.

So

๐ด๐‘ฆ=0

in linear algebra and

๐ฟ[๐‘ฆ]=0

in differential equations are conceptually the same kind of problem: youโ€™re looking for the kernel/null space of a linear transformation.

Thatโ€™s the deeper reason homogeneous linear ODEs behave so much like linear algebra.


For a linear ODE operator

๐ฟ[๐‘ฆ]=๐‘ฆโ€ณ+๐‘(๐‘ฅ)๐‘ฆโ€ฒ+๐‘ž(๐‘ฅ)๐‘ฆ,

linearity gives

๐ฟ[๐‘1๐‘ฆ1+๐‘2๐‘ฆ2]=๐‘1๐ฟ[๐‘ฆ1]+๐‘2๐ฟ[๐‘ฆ2].

Now suppose we have the nonhomogeneous equation

๐ฟ[๐‘ฆ]=๐‘“.

Pick one particular solution ๐‘ฆ๐‘ such that

๐ฟ[๐‘ฆ๐‘]=๐‘“.

Then any other solution ๐‘ฆ satisfies

๐ฟ[๐‘ฆ]=๐‘“.

Subtract:

๐ฟ[๐‘ฆโˆ’๐‘ฆ๐‘]=๐ฟ[๐‘ฆ]โˆ’๐ฟ[๐‘ฆ๐‘]=๐‘“โˆ’๐‘“=0.

So

๐‘ฆโˆ’๐‘ฆ๐‘โˆˆker๐ฟ.

Therefore,

๐‘ฆ=๐‘ฆ๐‘+๐‘ฆโ„Ž

where

๐‘ฆโ„Žโˆˆker๐ฟ.

So the full solution set is

๐‘ฆ๐‘+ker๐ฟ.

And that is literally an affine subspace: a vector subspace, ker๐ฟ, shifted by ๐‘ฆ๐‘.

It is the exact same theorem as for a linear system

๐ด๐ฑ=๐›.

If ๐ฑ๐‘ is one particular solution, then every solution is

๐ฑ=๐ฑ๐‘+๐ฑโ„Ž

with

๐ด๐ฑโ„Ž=0.

So you can line them up:

Linear algebraODEs๐ด๐ฑ=๐›๐ฟ[๐‘ฆ]=๐‘“๐ด๐ฑโ„Ž=0๐ฟ[๐‘ฆโ„Ž]=0ker๐ดker๐ฟ๐ฑ๐‘+ker๐ด๐‘ฆ๐‘+ker๐ฟ

The important subtlety is that the affine-subspace result works because ๐ฟ itself is a linear transformation. The equation does not need to be homogeneous. In fact, the interesting affine-space case is specifically when

๐ฟ[๐‘ฆ]=๐‘“โ‰ 0.

When ๐‘“=0, the shift disappears:

0+ker๐ฟ=ker๐ฟ,

so the solution set is an actual vector subspace rather than merely an affine one.

This is also why whether ๐‘“ is a constant or depends on ๐‘ฅ makes no difference. You could have

๐ฟ[๐‘ฆ]=7,๐ฟ[๐‘ฆ]=๐‘ฅ2,๐ฟ[๐‘ฆ]=sin๐‘ฅ,

and as long as a particular solution exists, the solution set is still

๐‘ฆ๐‘+ker๐ฟ.

So the real distinction is not โ€œconstant forcing vs variable forcing.โ€ Itโ€™s:

linear operator ๐ฟvsnonlinear operator.

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ยฉ 2026 James Yap

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