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Lecture 6
The vanishing of Wronskian of functions does not imply their linear dependence. For example, take f1 (x) = x2 , and f2 = x|x| on I = (2, 2). Their Wronskian can easily be seen to be zero everywhere in (2, 2) (consider the three cases x > 0, x < 0 and x = 0 separately).But we already saw that they are linearly independent on (2, 2). However, the converse is also true when f1 , f2 , . . . , fn are solutions of a linear homogeneous ODE of n-th order on I . Theorem Let f1 , f2 , . . . , fn be solutions of a normalized linear homogeneous ODE of n-th order on I with continuous coefcients (an (x) = 0 for x I ). If W (f1 , . . . , fn )(x0 ) = 0 for some x0 in I , then the functions f1 , . . . , fn are linearly dependent, and W (f1 , . . . , fn )(x) = for all x in I .
Lecture 6
Proof: Consider the following system of linear equations for c1 , . . . , cn : c1 f1 (x0 ) + c2 f2 (x0 ) + . . . + cn fn (x0 ) = 0
c1 f1 (x0 ) + c2 f2 (x0 ) + . . . + cn fn (x0 ) = 0, . . . . . . . . . (n1) (n1) (n1) (x0 ) = 0. c 1 f1 (x0 ) + c2 f2 (x0 ) + . . . + cn fn If the Wronskian is zero at x0 , the coefcient matrix is singular, and hence the above system has non-trivial solution a1 , , an . Then
Y (x)=a1 f1 (x)+...+an fn (x) = Y (x0 )=0, Y (1) (x0 )=0, Y (n1) (x0 )=0.
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Moreover, Y (x) is a solution of the linear ODE as well, being a linear combination (x) = 0 x I is also a solution of of solutions. On the other hand, the function Y the linear ODE, and it also satises (x0 ) = 0, Y (1) (x0 ) = 0, . . . Y (n1) (x0 ) = 0. Y (x) for all x I . By the uniqueness theorem for IVP with linear ODE, Y (x) = Y Thus, Y (x) = a1 f1 (x) + . . . + an fn (x) = 0 x I and f1 , f2 , . . . , fn are linearly dependent on I . It follows that their Wronskian vanishes everywhere on I .
Lecture 6
where ai (x) are continuous on I , and an (x) = 0 for any x I . Then the ODE has n-linearly independent solutions y1 , y2 , . . . , yn . Any other solution can be written as a linear combination of these n-solutions. In other words, a linear homogeneous ODE of n-th order as above has a basis of solutions consisting of precisely n solutions. We will consider n different sets of initial conditions. Each set will give us a solution by the theorem on existence. We will then show that the solutions we get this way are linearly independent by looking at their Wronskian at the initial point. That these n solutions span the space of solutions is also a consequence of the uniqueness.
Proof: Pick any x0 (a, b) = I and consider the solutions y1 (x), , yn (x) of the given ODE satisfying the following sets of initial conditions: y1 (x0 ) = 1, y2 (x0 ) = 0, . . . yn (x0 ) = 0,
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y1 (x0 ) = 0,
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y1
(n1)
(x0 ) = 0. = 0.
= 1,
(n1) (x0 ) y2
. . . yn (x0 ) = 0, yn
. . .
(n1)
(x0 ) = 1.
It is easy to see that the Wronskian W (y1 , . . . , yn )(x0 ) = 1 = 0. Hence the solutions y1 (x), y2 (x) yn (x) are linearly independent on I .
Spanning
Lecture 6
Let Y (x) be any other solution of the ODE. Let Y (x0 ) = b0 , Y (1) (x0 ) = b1 , Y (n1) (x0 ) = bn1 .
(x) given by Consider the function Y (x) = b0 y1 (x) + b1 y2 (x) + . . . + bn1 yn (x) Y x I.
(x) is also a solution of the linear ODE, and Then, Y (x0 ) = b0 , Y (1) (x0 ) = b1 , , Y (n1) (x0 ) = bn1 . Y (x) are two solutions of the same ODE Thus, Y (x) and Y satisfying the same set of initial conditions. Hence they must be equal by uniqueness theorem. I.e., (x) = b0 y1 (x) + b1 y2 (x) + + bn1 yn (x). Y (x) = Y
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The solutions of this ODE is related to solutions of the corresponding linear homogeneous ODE
an (x)y (n) +an1 (x)y (n1) ++a0 (x)y =0, i.e., L(D )y =0, xI =(a,b)
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If Y1 (x) and Y2 (x) are two solutions of the non-homogeneous ODE, then L(D)(Y1 Y2 ) = L(D)Y1 L(D)Y2 = g (x) g (x) = 0 i.e., Y1 Y2 = yh , where L(D)yh = 0. If we know the solutions of the homogeneous ODE, then it is enough to nd just one particular solution yp of the non-homogeneous ODE (without involving ant arbitrary constants), as any other solution y of the non-homogeneous ODE will be of the form y = yp + yh . x I,
Lecture 6
A solution yp of the non-homogeneous linear ODE (without any arbitrary constant) is called a particular integral (PI). The general solution yh of the corresponding homogeneous ODE is called the complementary function (CF). The n arbitrary constants for the n-th order non-homogeneous ODE will appear in the complementary function yh . Example: Consider y (2) + y = ex . The general solution is y = yp + yh , where yh + yh = 0, i.e., x yh = A cos x + B sin x. We can also verify that yp = 1 2 e is a particular solution of the given non-homogeneous ODE. Hence, the general solution is 1 y (x) = A cos x + B sin x + ex . 2
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Abel-Liouville Formula
Lecture 6
Consider the second order linear homogeneous ODE with variable coefcients a2 (x)y (2) + a1 (x)y (1) + a0 (x)y = 0 x I = (a, b).
Let y1 and y2 be any two solutions, and let W (x) be their Wronskian. If x0 is any point in (a, b), we have the following formula for the Wronsian:
x
x0
a1 (t) dt . a2 (t)
The formula above is called Abel-Liouville Formula. As a corollary, one can see that if the Wronskian is zero at any point in I , then it is everywhere 0.
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(A) (B )
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= ln W (x) = c
x0
a1 (t) dt a2 (t) x
= W (x) = C exp(
x0
Now, x = x0 = W (x0 ) = C.
x
a1 t dt a2 (t)