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Qualitative Behavior Dr.

Suresh Kumar, BITS Pilani 1

Chapter 4

Qualitative Behavior of Solutions

Note: This module is prepared from Chapter 4 of the text book (G.F. Simmons, Differential
Equations with Applications and Historical Notes, TMH, 2nd ed., 1991) just to help the students.
The study material is expected to be useful but not exhaustive. For detailed study, the students
are advised to attend the lecture/tutorial classes regularly, and consult the text book.

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Dr. Suresh Kumar, Department of Mathematics, BITS Pilani, Pilani Campus

. . . . . . . .3 Sturm Comparison Theorem . . . . 7 2 . . . . . . . . . . . . . . . . . . . . .1 Sturm Separation Theorem . . . . . . . . . . . . . . . . . 3 0. . . . . . . . .Contents 0. . . . . . . . . . . . . 4 0. . . . . . . . . . . . . . . . . . . . .2 Normal form of DE . . . . . . . . . .

Likewise. Now y2 is continuous and has successive zeros x1 and x2 . Denoting the Wronskian W (y1 . Given that s(x) and c(x) are solutions of y 00 + y = 0.Qualitative Behavior of Solutions In this chapter. Theorem 0. Since y( x) and y2 (x) are LI. s0 (0) = 1 and c(0) = 1. some constant. Proof. But y = c(x) is the given solution of y 00 + y = 0 with y(0) = c(0) = 1 and y 0 (0) = c0 (0) = 0. So s2 (x) + c2 (x) = k. 0. Putting x = 0. dx [s2 (x)+c2 (x)] = 2s(x)s0 (x)+2c(x)c0 (x) = 2s(x)c(x)−2c(x)s(x) = 0 since s0 (x) = c(x) and c0 (x) = −s(x) . y20 (x2 ) all are non-zero since W (x) does not vanish. y20 (x1 ) and y20 (x2 ) are of 3 . We shall prove that y1 vanishes exactly once between x1 and x2 . we discuss qualitative behavior of the solutions of the second order homogeneous LDE given by y 00 + p(x)y 0 + q(x)y = 0. we get k = 1 since s(0) = 0 and c(0) = 1. we have W (x1 ) = y1 (x1 )y20 (x1 ). It follows that (s0 )00 (x) + s0 (x) = (s00 )0 + s0 (x) = −s0 (x) + s0 (x) = 0. y20 (x1 ). 0. Prove the following: (i) s0 (x) = c(x) (ii) c0 (x) = −s(x) (iii) s2 (x) + c2 (x) = 1. y 0 (x0 ) = y00 has a unique solution on [a. c0 (0) = 0. Let x1 and x2 be any two successive zeros of y2 . and vice versa. 0. Therefore. (Sturm Separation Theorem) If y1 (x) and y2 (x) are two LI solutions of y 00 + p(x)y 0 + q(x)y = 0. W (x2 ) = y1 (x2 )y20 (x2 ). This shows that y = s0 (x) is a solution of y 00 + y = 0 with y(0) = s0 (0) = 1 and y 0 (0) = (s0 )0 (0) = 0. W (x) does not vanish. (Existence and Uniqueness of Solution): If p(x).0.1 Sturm Separation Theorem Theorem 0.1. q(x) and r(x) are con- tinuous functions on [a.1.0.1. then y1 (x) vanishes exactly once between two successive zeros of y2 (x). Mathematically speaking. Hence s2 (x) + c2 (x) = 1.1. Ex. we have W (x) = y1 (x)y20 (x) − y2 (x)y10 (x). y1 (x2 ). then it must be decreasing at x2 and vice versa. it can be proved that c0 (x) = −s(x). y(x0 ) = y0 . Sol. Now x1 and x2 being zeros of y2 . y2 ) by W (x). b]. Let us analyze some properties of the solutions of the DE y 00 + y = 0 by making use of the following theorem. Let the differential equation y 00 + y = 0 has two solutions s(x) and c(x) satisfying s(0) = 0. and s0 (0) = 1. then the IVP y 00 + p(x)y 0 + q(x)y = r(x). (s0 )0 (0) = s00 (0) = −s(0) = 0. (1) which implies that y1 (x1 ). b] and x0 is any point in [a. if y2 is increasing at x1 . So s00 (x) + s(x) = 0 and c00 (x) + c(x) = 0. b].0. So by uniqueness theorem it follows that s0 (x) = c(x). d Finally.1.

So u00 (x1 ) < 0.1.2 Normal form of DE A second order linear and homogeneous DE in the standard form is written as y 00 + p(x)y 0 + q(x)y = 0. Likewise.2. For if it does. (2) Substituting y = u(x)v(x) into (2).2. Therefore. TheoremR0. Two LI solutions of y 00 + y = 0 are sin x and cos x. Also W (x) being a non-vanishing and continuous function retains the same sign. We claim that u(x) does not vanish anywhere to the right of x0 . y1 can not vanish more than once between x1 and x2 . Suresh Kumar.2. If h(x) < 0. Ex. we can show that u(x) does not vanish to the left of x0 . In case. Further. and if u(x) is a non-trivial solution of u00 + h(x)u = 0. But u00 (x1 ) = −h(x1 )u(x1 ) > 0 since h(x1 ) < 0 and u(x1 ) > 0. Suppose u0 (x0 ) > 0. A similar argument holds when u0 (x0 ) < 0. But this would contradict the assumption that x1 and x2 are successive zeros of y2 . and u(x) is a non-trivial solution of u00 + h(x)u = 0 ∞ such that 1 h(x)dx = ∞. we get vu00 + (2v 0 + pv)u0 + (v 00 + pv 0 + qv)u = 0. Also. u(x) has at most one zero. then u(x) has at most one zero. there is exactly one zero of cos x and vice versa. Hence. This completes the proof. (3) 1 R On setting coefficient of u0 equal to 0 and solving. Then (3) reduces to u00 + h(x)u = 0. then u0 (x) must vanish at some point x1 such that x0 < x1 < x2 . then u(x) has infinitely many zeros on the positive X-axis. Proof. it can be proved that y2 has at least one zero between two zeros of y1 lying between x1 and x2 . we get v = e− 2 p(x)dx . Theorem 0. BITS Pilani 4 opposite sign. 1 R Remark: Since v = e− 2 p(x)dx does not vanish and y = u(x)v(x). Let x0 be a zero of u(x) so that u(x0 ) = 0. If h(x) > 0 for all x > 0. So u(x) can not vanish to the right of x0 . . then applying the same argument as above. u(x) vanishes at some point say x2 to the right of x0 . Then by continuity. between any two successive zeros of sin x. it follows that the solution y(x) of (2) and the solution u(x) of (4) have the same zeros. Notice that x1 is a point of maxima of u(x). Then u0 (x0 ) must be non-zero otherwise u(x) would be a trivial solution of u00 + h(x)u = 0 by theorem ??. So u(x) is an increasing function in the interval to the right of x0 . y1 vanishes at least once between x1 and x2 . by second derivative test for maxima. (4) where h(x) = q(x) − 14 p(x)2 − 12 p0 (x). So in view of (1). it is easy to conclude that y1 (x1 ) and y1 (x2 ) must be of opposite sign. u0 (x) is positive in some interval to the right of x0 .Qualitative Behavior Dr. The DE (4) is referred to as the normal form of DE (2). 0.

Case (i) 0 ≤ p ≤ 12 . Ex. and x0 > 1 be any number greater than the largest zero of u(x).2. 0.2.1. x0 x0 R∞ This gives g(x) > 0 for sufficiently large values of x since 1 h(x)dx = ∞. the normal form of Bessel’s equation reads as 1 − 4p2   00 00 u + h(x)u = 0 or u + 1+ u = 0. assume that u(x) > 0 for all x > x0 .2. we evaluate 1 1 1 − 4p2 h(x) = q(x) − p(x)2 − p0 (x) = 1 + . 0. 4x2 x 2 2 Also. In this case. Sol. Thus. and use it to show that every non-trivial solution has infinitely many positive zeros. 0.2.2. Integrating from x0 to x. It follows that u(x) must vanish to the right of x0 . Wronskian of a sin x + b cos x and c sin x + d cos x is non-zero if ad − bc 6= 0. Then u(x) > 0 for all x > x0 in the relation g(x) = −u0 (x)/u(x) implies that u0 (x) < 0 for x > x0 .2. 1 1 4x2 So by Theorem 0. Show that the zeros of the functions a sin x + b cos x and c sin x + d cos x are distinct and occur alternatively whenever ad − bc 6= 0.1. Next. we get Z x Z x g(x) − g(x0 ) = h(x)dx + h2 (x)dx. .2.2. Let g(x) = −u0 (x)/u(x) so that g 0 (x) = −u00 (x)/u(x) + [u0 (x)/u(x)]2 = h(x) + g 2 (x). 4 2 4x2 Therefore. Suppose u(x) has only finite number of zeros on the positive X-axis. This completes the proof. by Theorem 0. the zeros of these functions occur alternatively whenever ad − bc 6= 0. Without loss of generality. BITS Pilani 5 Proof. we have 1 − 4p2    1 1 1 h(x) = 1 + =1+ 2 +p − p ≥ 1 > 0 for all x > 0. Also. which in turn implies that the two solutions are LI. Ex. 0. every non-trivial solution u(x) has infinitely many positive zeros.1.Qualitative Behavior Dr. Sol. we obtain p(x) = 1 x 2 2 and q(x) = x x−p 2 . (5) 4x2 Now we shall prove that every non-trivial solution u(x) of (5) has infinitely many positive zeros. Find the normal form of Bessel’s equation x2 y 00 + xy 0 + (x2 − p2 )y = 0. Comparing the Bessel’s equation with y 00 + p(x)y 0 + q(x)y = 0. Also. we have Z ∞ ∞ 1 − 4p2 Z   h(x)dx = 1+ dx = ∞. The functions a sin x + b cos x and c sin x + d cos x are solutions of the DE y 00 + y = 0.1. which is a contradiction to the assumption that x0 is the largest zero of u(x). u00 (x) = −h(x)u(x) < 0 for x > x0 . Suresh Kumar.

0.3. then the non-trivial solutions are given by y = c1 em1 z + c2 em2 z = c1 xm1 + c2 xm2 .2. we have p ! p ! p 1 − 4p2 1 4p2 − 1 4p2 − 1 4p2 − 1 h(x) = 1 + = x + x − > 0 provided x > . Therefore.2. 1 1 (t + x0 )2 So by Theorem 0. Now with the transformation x = ez . 0. Also x0 is a positive number.3. 1 ∴ The hypothesis of the theorem 0. the DE x2 y 00 + ky = 0 transforms to Dz (Dz − 1)y + ky = 0 or (Dz2 y − Dz + k)y = 0. Show that every non-trivial solution has infinitely many positive zeros if k > 1/4.2 is false for the Euler equation x2 y 00 + ky = 0. we get h(x) = k/x2 .2. every non-trivial solution u(t) of (6) has infinitely many positive zeros. Z ∞ h(x)dx = [−k/x]x=∞ x=1 = k. m2 = − − k. which is finite number. (ii) If k = 1/4. Suresh Kumar. From case(i) and case (ii). (i) If k < 1/4. 4x2 x2 2 2 2 √ 4p2 −1 Now let x0 = 2 and x = t + x0 .2. Its AE is r r 1 1 1 1 m2 − m + k = 0 with the roots m1 = + − k. depending on the magnitude of the constant k. so zeros of (5) and (6) differ only by x0 . and only a finite number if k ≤ 1/4.2 is false. 2 4 2 4 Now three cases arise depending on the values of k. Therefore. Ex. Sol. The hypothesis of the theorem 0. Comparing the given equation with y 00 + h(x)y = 0. Since x = t + x0 . then the non-trivial solutions are given by z 1 y = (c1 + c2 z)e 2 = (c1 + c2 log x)x 2 . and (t+x0 )2 Z ∞ Z ∞ x20  h1 (t)dt = 1− dt = ∞. (6) dt2 x20 where h1 (t) = 1 − . We see that h1 (t) > 0 for all t > 0. but the conclusion is sometimes true and sometimes false. .Qualitative Behavior Dr. BITS Pilani 6 Case (ii) p > 12 .2. every non-trivial solution u(x) of (5) has infinitely many positive zeros.2. In this case. we conclude that every non-trivial solution u(x) of (5) has infinitely many positive zeros. Then (5) becomes d2 u + h1 (t)u = 0.

there exists some x0 in [a. Now. Assume that u(x) has infinitely many zeros in the interval [a. x2 ). So by Bolzano-Weierstrass theorem of advanced calculus. We shall prove the theorem by deducing a contradiction. we have W (x) = y(x)z 0 (x) − z(x)y 0 (x).3.3. it follows that u(x) is a trivial solution of u00 + h(x)u = 0. (7) =⇒ W 0 (x) = yz 00 − zy 00 = y(−rz) − z(−qy) = (q − r)yz > 0 on (x1 .Qualitative Behavior Dr. then the non-trivial solutions are given by r r ! r r ! z 1 1 1 1 1 y = e 2 c1 cos k − z + c2 sin k − z = x 2 c1 cos k − log x + c2 sin k − log x . b]. (Sturm Comparison Theorem) If y(x) and z(x) be non-trivial solutions of y 00 + q(x)y = 0 and z 00 + r(x)z = 0 respectively. which is not true as per the given hypothesis. Suresh Kumar. x2 ). (9) . we have u(x0 ) = lim u(xn ) = 0. 4 4 4 4 In each case. Integrating over (x1 . so (7) yields W (x1 ) = y(x1 )z 0 (x1 ). (8) Since z(x) vanishes at x1 and x2 . Let us assume that y(x) does not vanish on the interval (x1 . then y(x) vanishes at least once between two successive zeros of z(x).1. Proof. BITS Pilani 7 (iii) If k > 1/4. then u(x) has at most a finite number of zeros in this interval.3 Sturm Comparison Theorem Theorem 0. Without loss of generality. x2 ). In case (i) and case (ii). the solutions are non-periodic and therefore possess at most finite number of zeros. for either function can be replaced by its negative if necessary. b] and a sequence {xn 6= x0 } of zeros of u(x) such that xn → x0 as n → ∞. Since u(x) is continuous and differentiable. In case (iii). c1 and c2 are not both zero. we obtain W (x2 ) − W (x1 ) > 0 or W (x2 ) > W (x1 ). x2 ).2. n→∞ u(xn ) − u(x0 ) u0 (x0 ) = lim = 0. Then the infinite set of zeros of u(x) is bounded. Theorem 0. denoting the Wronskian W (y. Let x1 and x2 be two successive zeros of z(x) with x1 < x2 . If u(x) is a non-trivial solution of u00 + h(x)u = 0 on a closed interval [a. W (x2 ) = y(x2 )z 0 (x2 ). b]. we assume that y(x) and z(x) both are positive on (x1 . z) by W (x). b]. q(x) and r(x) are positive functions such that q(x) > r(x). n→∞ xn − x0 By theorem ??. Proof. u(x) can not have infinitely many zeros in the interval [a. the solutions being periodic in nature possess infinitely many positive zeros. Hence. 0.

0. x0 + π] be any interval of length π. if p > 1/2. we have y(x1 ) ≥ 0 and y(x2 ) ≥ 0. x2 ). (9) leads to W (x1 ) ≥ 0 and W (x2 ) ≤ 0.1. Also z 0 (x1 ) > 0 and z 0 (x2 ) < 0 since z(x) is continuous and positive on (x1 . Ex. The non-trivial solution sin(x − x0 ) of the DE v 00 + v = 0 vanishes at the end points x0 and x0 + π. Ex. the interval [x0 . =⇒ W (x2 ) ≤ W (x1 ). x0 + π]. x2 ).1. . This completes the proof. x0 + π] contains at least one zero of yp (x). for 0 ≤ p < 1/2. x2 are successive zeros of z(x). 0. Next. yp (x) vanishes at least once between two successive zeros of any non-trivial solution of v 00 + v = 0. So [x0 . BITS Pilani 8 Now y(x) being continuous and positive on (x1 . then again by Strum comparison theorem at least one zero of sin(x − x0 ) lies between two successive zeros of yp (x). x0 + π] can contain at most one zero of yp (x). Also. then sin(x − x0 ) must vanish at some point between x0 and x0 + π which is not possible. Let yp (x) be non trivial solution of the Bessel’s equation.Qualitative Behavior Dr. Hence. Solutions of y 00 + 4y = 0 oscillate more rapidly than y 00 + y = 0. (10) We see that (8) and (10) are contradictory. Suresh Kumar. by Strum 2 comparison theorem since 1 + 1−4p 4x2 > 1. Show that every interval of length π contains at least one zero of yp (x) for 0 ≤ p < 1/2.3. and at most one zero if p > 1/2. Sol.3. Now. if there are two zeros of yp (x) in the interval [x0 . For. and x1 . Let [x0 .