Linear Algebra and Differential Equations

Sartaj Ul Hasan

Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221

Email: sartaj.hasan@iitjammu.ac.in

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 Lecture 26
(May 28, 2021)

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 Differential Equations
(Second part of the course)

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Second order differential equations

Recall that a general second order linear ODE is of the form

d 2y dy
a2 (x) 2
+ a1 (x) + a0 (x)y = g (x).
dx dx
An ODE of the form
d 2y dy
2
+ p(x) + q(x)y = r (x)
dx dx
is called a second order linear ODE in standard form.
Though there is no formula to find all the solutions of such an ODE, we
study the existence, uniqueness and number of solutions of such ODE’s.

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 3/9

Homogeneous Linear Second Order DE

If r (x) ≡ 0 in the equation

d 2y dy
2
+ p(x) + q(x)y = r (x),
dx dx
that is,
d 2y dy
2
+ p(x) + q(x)y = 0,
dx dx
then the ODE is said to be homogeneous.
Otherwise it is called non-homogeneous.

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Initial Value Problem- Existence/Uniqueness

An initial value problem of a second order homogeneous linear ODE is of

the form:

y 00 + p(x)y 0 + q(x)y = 0; y (x0 ) = a, y 0 (x0 ) = b.

If p(x) and q(x) are assumed to be continuous on an open interval I with

x0 ∈ I , then the IVP has a unique solution y (x) in the interval I .

An initial value problem of a second order linear ODE is of the form:

y 00 + p(x)y 0 + q(x)y = r (x); y (x0 ) = a, y 0 (x0 ) = b.

If p(x), q(x) and r (x) are assumed to be continuous on an open interval I

with x0 ∈ I , has a unique solution y (x) in the interval I .

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Remark : If the DE is not in standard form, that is, if we consider

d 2y dy
a2 (x) + a1 (x) + a0 (x)y = g (x),
dx 2 dx
where the coefficient functions are continuous, then the condition that
a2 (x) 6= 0 for every x ∈ I is important.

For example, y = cx 2 + x + 3 is a solution of the IVP

x 2 y 00 − 2xy 0 + 2y = 6, y (0) = 3, y 0 (0) = 1.

Sartaj Ul Hasan (IIT Jammu) SMD002U1M 6/9

Linearly independent & dependent functions

Definition
The functions φ1 (x) and φ2 (x) are said to be linearly independent on an
open interval I if

C1 φ1 (x) + C2 φ2 (x) = 0 ∀x ∈ I =⇒ C1 = C2 = 0.

Examples :
1. The functions sin 2x and sin x cos x are linearly dependent on (−∞, ∞).
2. The functions x and |x| are linearly dependent on (0, ∞) but are
linearly independent on (−∞, ∞).

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Wronskian

Definition
Wronskian determinant
The Wronskian of two differentiable functions y1 (x) and y2 (x) is defined by
 
 y1 (x) y2 (x) 
W (y1 , y2 ) := W (y1 , y2 )(x) =  0 .
y1 (x) y20 (x) 

That is, W (y1 , y2 )(x) = y1 (x)y20 (x) − y2 (x)y10 (x).

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Test for Linear Independence (L.I)

Suppose that
y 00 + p(x)y 0 + q(x)y = 0
has continuous coefficients on an open interval I . Then
1. two solutions y1 and y2 of the DE on I are linearly dependent iff their
Wronskian is 0 at some x0 ∈ I .
2. Wronskian =0 for some x = x0 =⇒ W ≡ 0 on I .
3. if there exists an x1 ∈ I at which W 6= 0, then y1 and y2 are linearly
independent on I .

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