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.

Appeal: Please do not print this e-module unless it is really necessary.

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

Contents

0.1 Sturm Separation Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

0.2 Normal form of DE . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
0.3 Sturm Comparison Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7

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Qualitative Behavior of Solutions

In this chapter, 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.
Let us analyze some properties of the solutions of the DE y 00 + y = 0 by making use of the
following theorem.

Theorem 0.0.1. (Existence and Uniqueness of Solution): If p(x), q(x) and r(x) are con-
tinuous functions on [a, b] and x0 is any point in [a, b], then the IVP y 00 + p(x)y 0 + q(x)y = r(x),
y(x0 ) = y0 , y 0 (x0 ) = y00 has a unique solution on [a, b].

Ex. 0.0.1. Let the differential equation y 00 + y = 0 has two solutions s(x) and c(x) satisfying
s(0) = 0, s0 (0) = 1 and c(0) = 1, c0 (0) = 0. Prove the following:
(i) s0 (x) = c(x) (ii) c0 (x) = −s(x) (iii) s2 (x) + c2 (x) = 1.

Sol. 0.0.1. Given that s(x) and c(x) are solutions of y 00 + y = 0. So s00 (x) + s(x) = 0 and
c00 (x) + c(x) = 0. It follows that (s0 )00 (x) + s0 (x) = (s00 )0 + s0 (x) = −s0 (x) + s0 (x) = 0, and
s0 (0) = 1, (s0 )0 (0) = s00 (0) = −s(0) = 0. 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. 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 by uniqueness theorem it follows that s0 (x) = c(x).
Likewise, it can be proved that c0 (x) = −s(x).
d
Finally, 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) . So s2 (x) + c2 (x) = k, some constant. Putting x = 0, we get k = 1 since
s(0) = 0 and c(0) = 1. Hence s2 (x) + c2 (x) = 1.

0.1 Sturm Separation Theorem

Theorem 0.1.1. (Sturm Separation Theorem) If y1 (x) and y2 (x) are two LI solutions of
y 00 + p(x)y 0 + q(x)y = 0, then y1 (x) vanishes exactly once between two successive zeros of y2 (x),
and vice versa.

Proof. Denoting the Wronskian W (y1 , y2 ) by W (x), we have W (x) = y1 (x)y20 (x) − y2 (x)y10 (x).
Since y( x) and y2 (x) are LI, W (x) does not vanish. Let x1 and x2 be any two successive zeros of
y2 . We shall prove that y1 vanishes exactly once between x1 and x2 . Now x1 and x2 being zeros of
y2 , we have

W (x1 ) = y1 (x1 )y20 (x1 ), W (x2 ) = y1 (x2 )y20 (x2 ), (1)

which implies that y1 (x1 ), y20 (x1 ), y1 (x2 ), y20 (x2 ) all are non-zero since W (x) does not vanish. Now
y2 is continuous and has successive zeros x1 and x2 . Therefore, if y2 is increasing at x1 , then
it must be decreasing at x2 and vice versa. Mathematically speaking, y20 (x1 ) and y20 (x2 ) are of

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Qualitative Behavior Dr. Suresh Kumar, BITS Pilani 4

opposite sign. Also W (x) being a non-vanishing and continuous function retains the same sign. So
in view of (1), it is easy to conclude that y1 (x1 ) and y1 (x2 ) must be of opposite sign. Therefore,
y1 vanishes at least once between x1 and x2 . Further, y1 can not vanish more than once between
x1 and x2 . For if it does, then applying the same argument as above, it can be proved that y2 has
at least one zero between two zeros of y1 lying between x1 and x2 . But this would contradict the
assumption that x1 and x2 are successive zeros of y2 . This completes the proof.
Ex. Two LI solutions of y 00 + y = 0 are sin x and cos x. Also, between any two successive zeros of
sin x, there is exactly one zero of cos x and vice versa.

0.2 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. (2)

Substituting y = u(x)v(x) into (2), we get

vu00 + (2v 0 + pv)u0 + (v 00 + pv 0 + qv)u = 0. (3)

1
R
On setting coefficient of u0 equal to 0 and solving, we get v = e− 2 p(x)dx
. Then (3) reduces to

u00 + h(x)u = 0, (4)

where h(x) = q(x) − 14 p(x)2 − 12 p0 (x). The DE (4) is referred to as the normal form of DE (2).
1
R
Remark: Since v = e− 2 p(x)dx does not vanish and y = u(x)v(x), it follows that the solution y(x)
of (2) and the solution u(x) of (4) have the same zeros.

Theorem 0.2.1. If h(x) < 0, and if u(x) is a non-trivial solution of u00 + h(x)u = 0, then u(x)
has at most one zero.

Proof. Let x0 be a zero of u(x) so that u(x0 ) = 0. Then u0 (x0 ) must be non-zero otherwise u(x)
would be a trivial solution of u00 + h(x)u = 0 by theorem ??. Suppose u0 (x0 ) > 0. Then by
continuity, u0 (x) is positive in some interval to the right of x0 . So u(x) is an increasing function
in the interval to the right of x0 . We claim that u(x) does not vanish anywhere to the right of
x0 . In case, u(x) vanishes at some point say x2 to the right of x0 , then u0 (x) must vanish at some
point x1 such that x0 < x1 < x2 . Notice that x1 is a point of maxima of u(x). So u00 (x1 ) < 0, by
second derivative test for maxima. But u00 (x1 ) = −h(x1 )u(x1 ) > 0 since h(x1 ) < 0 and u(x1 ) > 0.
So u(x) can not vanish to the right of x0 . Likewise, we can show that u(x) does not vanish to the
left of x0 . A similar argument holds when u0 (x0 ) < 0. Hence, u(x) has at most one zero.

TheoremR0.2.2. If h(x) > 0 for all x > 0, and u(x) is a non-trivial solution of u00 + h(x)u = 0
∞
such that 1 h(x)dx = ∞, then u(x) has infinitely many zeros on the positive X-axis.
Qualitative Behavior Dr. Suresh Kumar, BITS Pilani 5

Proof. Suppose u(x) has only finite number of zeros on the positive X-axis, and x0 > 1 be any
number greater than the largest zero of u(x). Without loss of generality, assume that u(x) > 0 for
all x > x0 . 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).

Integrating from x0 to x, we get

Z x Z x
g(x) − g(x0 ) = h(x)dx + h2 (x)dx.
x0 x0
R∞
This gives g(x) > 0 for sufficiently large values of x since 1 h(x)dx = ∞. 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 . Also,
u00 (x) = −h(x)u(x) < 0 for x > x0 . It follows that u(x) must vanish to the right of x0 , which is a
contradiction to the assumption that x0 is the largest zero of u(x). This completes the proof.
Ex. 0.2.1. 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.
Sol. 0.2.1. The functions a sin x + b cos x and c sin x + d cos x are solutions of the DE y 00 + y = 0.
Also, Wronskian of a sin x + b cos x and c sin x + d cos x is non-zero if ad − bc 6= 0, which in turn
implies that the two solutions are LI. Thus, by Theorem 0.1.1, the zeros of these functions occur
alternatively whenever ad − bc 6= 0.
Ex. 0.2.2. Find the normal form of Bessel’s equation x2 y 00 + xy 0 + (x2 − p2 )y = 0, and use it to
show that every non-trivial solution has infinitely many positive zeros.
Sol. 0.2.2. Comparing the Bessel’s equation with y 00 + p(x)y 0 + q(x)y = 0, we obtain p(x) = 1
x
2 2
and q(x) = x x−p
2 . Next, we evaluate

1 1 1 − 4p2
h(x) = q(x) − p(x)2 − p0 (x) = 1 + .
4 2 4x2
Therefore, the normal form of Bessel’s equation reads as
1 − 4p2
 
00 00
u + h(x)u = 0 or u + 1+ u = 0. (5)
4x2
Now we shall prove that every non-trivial solution u(x) of (5) has infinitely many positive zeros.

Case (i) 0 ≤ p ≤ 12 . In this case, we have

1 − 4p2
  
1 1 1
h(x) = 1 + =1+ 2 +p − p ≥ 1 > 0 for all x > 0.
4x2 x 2 2
Also, we have
Z ∞ ∞
1 − 4p2
Z  
h(x)dx = 1+ dx = ∞.
1 1 4x2
So by Theorem 0.2.2, every non-trivial solution u(x) has infinitely many positive zeros.
Qualitative Behavior Dr. Suresh Kumar, BITS Pilani 6

Case (ii) p > 12 . In this case, we have

p ! p ! p
1 − 4p2 1 4p2 − 1 4p2 − 1 4p2 − 1
h(x) = 1 + = x + x − > 0 provided x > .
4x2 x2 2 2 2
√
4p2 −1
Now let x0 = 2
and x = t + x0 . Then (5) becomes

d2 u
+ h1 (t)u = 0, (6)
dt2
x20
where h1 (t) = 1 − .
We see that h1 (t) > 0 for all t > 0, and
(t+x0 )2
Z ∞ Z ∞
x20

h1 (t)dt = 1− dt = ∞.
1 1 (t + x0 )2
So by Theorem 0.2.2, every non-trivial solution u(t) of (6) has infinitely many positive zeros.
Since x = t + x0 , so zeros of (5) and (6) differ only by x0 . Also x0 is a positive number. Therefore,
every non-trivial solution u(x) of (5) has infinitely many positive zeros.

From case(i) and case (ii), we conclude that every non-trivial solution u(x) of (5) has infinitely
many positive zeros.
Ex. 0.2.3. The hypothesis of the theorem 0.2.2 is false for the Euler equation x2 y 00 + ky = 0, but
the conclusion is sometimes true and sometimes false, depending on the magnitude of the constant
k. Show that every non-trivial solution has infinitely many positive zeros if k > 1/4, and only a
finite number if k ≤ 1/4.
Sol. 0.2.3. Comparing the given equation with y 00 + h(x)y = 0, we get h(x) = k/x2 . Therefore,
Z ∞
h(x)dx = [−k/x]x=∞
x=1 = k, which is finite number.
1

∴ The hypothesis of the theorem 0.2.2 is false.

Now with the transformation x = ez , the DE x2 y 00 + ky = 0 transforms to

Dz (Dz − 1)y + ky = 0 or (Dz2 y − Dz + k)y = 0.

Its AE is
r r
1 1 1 1
m2 − m + k = 0 with the roots m1 = + − k, m2 = − − k.
2 4 2 4
Now three cases arise depending on the values of k.

(i) If k < 1/4, then the non-trivial solutions are given by

y = c1 em1 z + c2 em2 z = c1 xm1 + c2 xm2 .

(ii) If k = 1/4, then the non-trivial solutions are given by

z 1
y = (c1 + c2 z)e 2 = (c1 + c2 log x)x 2 .
Qualitative Behavior Dr. Suresh Kumar, BITS Pilani 7

(iii) If k > 1/4, 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 .
4 4 4 4

In each case, c1 and c2 are not both zero. In case (i) and case (ii), the solutions are non-periodic
and therefore possess at most finite number of zeros. In case (iii), the solutions being periodic in
nature possess infinitely many positive zeros.
Theorem 0.2.3. If u(x) is a non-trivial solution of u00 + h(x)u = 0 on a closed interval [a, b], then
u(x) has at most a finite number of zeros in this interval.
Proof. Assume that u(x) has infinitely many zeros in the interval [a, b]. Then the infinite set of
zeros of u(x) is bounded. So by Bolzano-Weierstrass theorem of advanced calculus, there exists
some x0 in [a, 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, we have

u(x0 ) = lim u(xn ) = 0,

n→∞

u(xn ) − u(x0 )
u0 (x0 ) = lim = 0.
n→∞ xn − x0
By theorem ??, it follows that u(x) is a trivial solution of u00 + h(x)u = 0, which is not true as per
the given hypothesis. Hence, u(x) can not have infinitely many zeros in the interval [a, b].

0.3 Sturm Comparison Theorem

Theorem 0.3.1. (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, q(x) and r(x) are positive functions such that
q(x) > r(x), then y(x) vanishes at least once between two successive zeros of z(x).
Proof. Let x1 and x2 be two successive zeros of z(x) with x1 < x2 . Let us assume that y(x)
does not vanish on the interval (x1 , x2 ). We shall prove the theorem by deducing a contradiction.
Without loss of generality, we assume that y(x) and z(x) both are positive on (x1 , x2 ), for either
function can be replaced by its negative if necessary. Now, denoting the Wronskian W (y, z) by
W (x), we have

W (x) = y(x)z 0 (x) − z(x)y 0 (x). (7)

=⇒ W 0 (x) = yz 00 − zy 00 = y(−rz) − z(−qy) = (q − r)yz > 0 on (x1 , x2 ).

Integrating over (x1 , x2 ), we obtain

W (x2 ) − W (x1 ) > 0 or W (x2 ) > W (x1 ). (8)

Since z(x) vanishes at x1 and x2 , so (7) yields

W (x1 ) = y(x1 )z 0 (x1 ), W (x2 ) = y(x2 )z 0 (x2 ). (9)

Qualitative Behavior Dr. Suresh Kumar, BITS Pilani 8

Now y(x) being continuous and positive on (x1 , x2 ), we have y(x1 ) ≥ 0 and y(x2 ) ≥ 0. Also
z 0 (x1 ) > 0 and z 0 (x2 ) < 0 since z(x) is continuous and positive on (x1 , x2 ), and x1 , x2 are successive
zeros of z(x). Hence, (9) leads to

W (x1 ) ≥ 0 and W (x2 ) ≤ 0.

=⇒ W (x2 ) ≤ W (x1 ). (10)

We see that (8) and (10) are contradictory. This completes the proof.
Ex. Solutions of y 00 + 4y = 0 oscillate more rapidly than y 00 + y = 0.

Ex. 0.3.1. Let yp (x) be non trivial solution of the Bessel’s equation. Show that every interval of
length π contains at least one zero of yp (x) for 0 ≤ p < 1/2, and at most one zero if p > 1/2.

Sol. 0.3.1. Let [x0 , x0 + π] be any interval of length π. The non-trivial solution sin(x − x0 ) of
the DE v 00 + v = 0 vanishes at the end points x0 and x0 + π. Also, for 0 ≤ p < 1/2, yp (x) vanishes
at least once between two successive zeros of any non-trivial solution of v 00 + v = 0, by Strum
2
comparison theorem since 1 + 1−4p 4x2
> 1. So [x0 , x0 + π] contains at least one zero of yp (x).
Next, if p > 1/2, then again by Strum comparison theorem at least one zero of sin(x − x0 ) lies
between two successive zeros of yp (x). Now, the interval [x0 , x0 + π] can contain at most one zero
of yp (x). For, if there are two zeros of yp (x) in the interval [x0 , x0 + π], then sin(x − x0 ) must
vanish at some point between x0 and x0 + π which is not possible.