hneary

Chapter
Aorm
he
ependen

2. Qualitative Properties
quation of
Solutions and
though Oscillation Theory

endent
2.1. INTRODUGTION
In this chapter we
shall study the basic
0scillationof solutions of properties of self-adjoint
linear differential and the
entia
2 (B)
:
shall discuss some
basic
case sturm separation
Sturm.
equations
theorems, sturm comparison
of second order.
Also, we
theorem and their special
theorem which provides is after
Jacques Charles Francois
ndent

20001
nsbe 2.2. THE ADJOINT EQUATION
Definition. Consider the
this nth-order linear differential
operator
L, =a0(x)
d dn-1
+ aj(r) t...+ an
dx + an (x)
-1() ..(1)
val. dan dx
1

000)
and correspon ding nth-order differential equation
Ln y = 0

d"y
Or ao(1)
dx"
+ aj(*) d"-ly +...+ an -1 dx + an (x)=0
daxn-1

Or an(x) y n) + a (x) y"+...+an -1 (o)y + an (*)=0.

The nth order linear operator
*
-1 d"-1 [a(x)-]+..
L, =(-1)" lao()-]+ (-)7 -1
dan dan
d
dx
[an -1(3) ]+ a, (*)
is called the
adjoint operator of ,
the operator Ln and the differential equation is

called the
adjoint equation tothe equation L, ()= 0.

That is, the adioint equation to

ao()
d"y
+a(o)
y +...+ an - 1(a)+ a,(x)y =0 .(2)
dan dn-1 dx
isthe
equation
28 Qualitative Properties
-1 d"-1 [aj(*) y]+...
+(-)2
(-)7
dn ()
1o dyn
yl
d [an - 1(*) y]+ an (x) y =0
We have
dx and do(x)
on an interval asxsb and thas Putting these y

continuous (n - th
ay are all
a; have continuous derivative ao(x)
where 0 1 **,an -l, the coefficients We have
ao(0) *
on a ssband
O

(k=0, ...,n -
1) on a<xsb.
(2c+
1,
Case equation
The Second-Order order linear differential
the second ag(*) y+ y=0 which is the requi
Consider
ao(*)y'
a(*) +
function
of r and a(o) i
(x) are continuous (ii) Compar
a (x)and
a
in which ao(x) ÷ 0,
differentiable
on a sx b.

az(x)y =0

'
to (4) is with
The adjointequation
+ +
(-1)' [a(*)
yl We have
(-1) [ag(r)yl'
+ y]+ ag(*)y =0
+ do(*)y -la(x) y i(*)
y and
Or [ao(*) y d'o()y+o (x)
+ do(x)y + - (*)y -di (*) y+ ag(x) ysi6 Putting the
Or ao(r) y' a

ag(x)]y =0
+ (*)-a;(*)+
Or ao() y'+ [2a' o(x)
-a(1)] [a'o We have
w.r.t. 'x.
denote differentiation
where the primes (5)i:
of the adjoint equation
be noted that the adjointequation
Note :It should Or
equation (4) itself.
always the original
to each of the following
equations: which is the re

the adjoint equation

Illustration 1.Find [Amritsar 2002, 06
() xy'+ 3xy +3y =0. 2.3. LA
(ii) (2x + 1) y'+ x°y +
y =0 Theore
[Kolkata 2004,01
(ii) xy'+7xy +8y =0.
the given equation
Solution. (i)Comparing
...1
3cy' 3y xy'+ =0
+ have contina

a,(*) y + ag() y =0.

Further, let
with ao(x) y' +t

We have ao() =x,a(x)=3x, a,(x) =3

and d'o(x) =2x, a'o ()=2, , ()=3.
where bilin.

Putting these values in the adjoint equation

ao() y'+ [2 o (x) -a(r)] y + [a'o()-d (x) + a (*)]y =0.

We have
The n
x'y'+ [4r - 3*] y + (2-3+3]y= 0 similar wa
Or
xy'+ y + 2y = 0 [Meeru
which is the required adjoint equation.
(ii)Comparing the given Proc
equation
+1) +x°y + y =0
(2x y''
U
with
ao(x) y'+ a(x)y + az()
=0. y
 Qualitative
Properties of.
Solutions

|
and
y=0 We have Oscillation
Theory

Sband = +1), a (x) =

ao(*) (2x
and
Putting these
ao(x)=2,''o x
*)=0, a i (x) =3*2 , ag(*) =1
29

values in the
adjointequation
hderiNaive
We have
ao(*)y' +
[2a'o (x) -
aj(x)] y +[a"o(x) - di
(2x +1)y'+(4-x°)y+ + (x)
ag(c)] y =0
(0– 3 +1)y =0
Or (2r +1) y'+ (4-
and x')y+(1- 3r)y
a()i which is the required adjoint =0
equation.
(iii)
Comparing the given equation
xy+7xy + 8y =0
with ao(*) y"' +aj(*) +ag()y =
y ..(1)
We have
and do (x)=2c, a''o
ao(x) =x2 ,
aj(x)
0.

=7x, ag() =8 ..2)

ag(*) y=
(x) 2, d'y (o)=7. =
Putting these values in
=0 ..5) the adjointequation
ao(*)y' [2a' o(*) a()]
+ y [a'o - + 0)- di(x) +ag()] y =0.
We have
ation (5)i xy'+ [4-7]y + [2-7+8] =0 y

or
xy'-3xy + 3y =0
uations ;
which is the required adjoint equation.
ar 2002, 96

2.3. LAGRANGE'S IDENTITY

a 2004, 07 Theorem 1. Let the coefficient of a, in differential operator
-1
d
L, =ao(1) + aj(*) +...+ an - 1() + a,(x)
dxn dyn-1 dx
...1
have continuous (n-kth derivatives (k =0, 1, ..,n)on the interval a s xsb. 2,

Further,let u and u be any twofunctions having nth derivatives on a sxsb. Then,

d
vL,lu] -uL,v] = dx [P(u, v)] ..1)

where bilinear concomitant function

...2)
0. P(u, v) = E
k=1 j=1
The notation u(R- ) denotes the (k- Dth derivatives of u

derivative of Vdn -
w.r.t. 'x, and in

(va,-)U) denotes the (j- 1)st k

similar way
Gwalior 2004, 06;
04,05;Allahabad 2002,04, 07;Bhopal 2002;
Leerut 2006; Lucknow 2002, 2004;Jabalpur 2006]
Gorakhpur 2003,05,06;Kurukshetra

Proof. Consider the expression - D..(3)

y+. +(-1) -2 yk- 3)+(-1)-1 uyle
Uk-) V -Uk- 2)
 30 |
Now,
Differential
Equations
Qualitata

have cor
Further,
for any
t
differentiating (3) w.r.t.
'*,we have
|Uk-)y-uk- 2)y' +.
V=(-1)* v()U + -D1. ...(4)

dx in
+(-1y- 2yyk
- +
va,-
,successively
2) (-
1
Pro
Apply the formula (4)
:
with U =u and V= vdo: Oa,...,
du
vL, [u]=vao d"u dn-lu +... + Uan - 1 dx On
dx"
+vay
We obtain dn - 1
+...
n- )
Y

vL, [u]=(-1)"(vao))u+ [u
-
(van) u (n
- 2) (vao

dx (n-Du
-'(va,)
+ (-1)"-1 u(vag) -1D]+(-1)" 2.5.

d -u7 - 3)(va)+...
[un- 2)(va) Le
dx
]+...+ (-1) (va,-1)!
-
+(-1)"- u(va,)n d
[u(van -1)] + (va,))
dx where
n
d (vag)-)
- k) +
E (-1)"-k(va,y(n
=u k= dx j=1 and ad
0

d n-1
T
dx j=1
1
d
+...+
dx j=1

But 2 (-1)" (va, n

-k) =Ln [v]
k =0

Therefore,
d
vLn lu] -uL, lo]= E dxj=1
k
(-1)'-l ,(k-) (van--h)U-D
where

k=1
Hence,
n

(-1)/-1 (va,-)U - )
dx k =1 j=1
d
P(u, v)l.
dx

2.4. GREEN'S FORMULA

Corollary. Let the coeficient a, in differential operator
-1 d
L, =ao(r) + a,(*) +... + an - 1(*) +a,(x)
dy"
da dn-1 dx
 Qualitative Properties of Solutions and
Oscillation Theory
have continuous (n -
y k)th

k-)1. Further, let u and v be derivatives (k=0,1,

anytwo functions ... n) on
the interval ,

2,
for any two having nth
points x and 0f a sx
x derivatives on a asxsb.
b,
sxsb. Then,
auccessively [(vLn lu] -un dx= P(u, v)lz= x
lv]}
- P(u,v)l,=
Proof. We have by Lagrange's [Meerut2006;Gwalior
identity 2006]
d
vLn u] -uL, v] =- [P(u,v)].
dx ...(1)
On integrating (1)w.r.t. 'xbetween
thelimits x to x9, Wehave
vLn [u] -uin [vl} dx= (P(u, v)l,=x -[P(u,
v)lx=x

2.5.
LAGRANGE'SIDENTITY:THE SECOND-ORDER CASE
1
[Kolkata 2001]
(van-1) Let us consider the Lagrange's identity in the second-order

[P(u,v)]
)]+(va,) dx ...(1)

where operator d
(vag)U-D
L =ao(r) + a,(*) dx
+ag(x)
dy2
d
and adjoint operator L,=ao(x) + [2d'o(x) -a,()] dx
da2
+ [a'o (x) - d (*)+ ag(*)]
Therefore, the left hand side of Lagrange's identity (1) reduces as
vL, lu] -uLg [v]= v [agu''+ ajw'+ agu]
-u [aou' +{2do - a} +{a'o -i +ag} u]
=agvu'' + ajvu' + agvu-agu' 2d'o u -

..2)
'x.
where the primes denote differentiationsw.r.t.
d
is - P(u,v)],where
Now, the right hand side of Lagrange's identity (1) dx
2 k

P(u, v) =
k=1|j=1
1

=
j=1 2
(van)(U-)
+j=1
E (-1)'-'y2-D

+(-1)' u(va,)
-(-1) u(va) +(-1)° u (va,)

=uvaj t u' vao -u(vao)

 32 We
Equatt ao(
...(3)
Diferential
Solving
=aoVu' + (a1 -ao)vu -aoU ao
d Thus, the righthand sideof as
dx P(u, v)]= d Lagrange's identity
+
U.
(1)
-
reduces
dx [aovu' (aj a'o)vu ao u) vu] - or is
eq
= [ao(vu' + )
o (vu )] + [(aj -ao)(vuy + (a1 -aoX which Equ
-
[ao(v u) o ( u)l
=[ao{vu''+ +
+ u]
+v'u} +
u'} ao vw'] a'o Hence
+ [(aj - do)(vu' + u} + (a'1 - a'o) vu] Suffic
-lao{u'aj u v u] us
a'o Let
=[aovu'' +
o -dovu' ++ agv'u + ...(4)
areide
aou' u' + vu']+ [ajvu wu.
- ao u + ai vu "o vu]- [ao
-
u' '1
uv + (3)
= loVu' - a'o Equa
+ ajvu' - aoU"
From (2)and (4), we observe that

vLg lu] - uL; o]= dx [P(u,)].

and Fror

2.6. SELF-ADJOINT EQUATION equation o

differential
Definition. The second order homogeneous linear ...(1) which,

ao ()y''
+ a(x) y +a(*) y=0 Fr
is called self-adjoint is identical adjointequationwith its ...(2)
if it Jy=0.
(*) - (*) + az(*)] He
ao(1) y'+ [2a6(x) - a (*)] y' +a''o
II
Here, we observe that if
(*) =a'o (). write t
(x) do(x)then = ' we are in a
aj
identically (1). Hence,
As a result of this equation (2)
becomes below.
eguation in an other way as given
position to define
the self-adioint form if
eguation (1) is said to be self-adjoint
Definition. The differential
a (x) a'o(x) = form
equat
in a particular
(1) may be written
and in that case equation ...(3)

[ao(1) y ag(*) y =0. '+ equation

is sel
linear differential
Theorem 2. Consider the second order
...(1)

ag(x) y =0
ao(*) y'+ aj(x) y t
ther
derivative
where () ao(*) has a continuous second
a continuous first derivative
(ii) a (r)has
and ao(*) 0on a <x<b.
and (ii) ao(x) iscontinuous Or
that equation (1) be self-adjoin
and sufficient condition
Then, a necessary
equation isthat
d'o (x) = ()ona Sx<b.
a, th

Proof. Necessary Condition

o ()= a (x)is true for equation (1).
condition
First we suppose that ...2
do(x) = a () so that d'o ()=d (*).
 Properties of S
Solutions and
bguattong Qyalitative Oscillation
Theory
nntial ...(3)
We know that adjoint
equation of (1) is
y" + [2a'o(x) -
ao(*)
a(*)] y +
[a'o(o) -
(3) with the help of (2), (*) + ag()] y
Solving we have
ao(*) y" + [2a,(*) - a(*)] y +
=0. ..(3)

ao(*) y"+ aj(*) y + ag() y=0 [ai()-i (*) + ag()] y

=0
is equation (1).
which
Bauations and (3) are identical.
(1)

Hence, equation
(1)is self-adjoint.
+ d'o v u] Sufficient Condition
...(4)
Let us suppose that equation (1)is
self-
f-adjoint.
identical Therefore,
(3)are equations (1)
and
Equating
the coefficients of y and y in (1) and (3), we have
2a o(x) -a(x) = a (x)
and
d''o (x)-(x) +ag(*) = a (*),
..(4)

From equation (5), we get ...5)

tion
a''o (x) = i (*)

...(1)
which, on integrating, gives
do (x) =a()+ G, where cis an arbitrary constant. ...(6)
0. ...(2) From equations (4) and (6), constant cvanishes.

Hence do (x) =a(*).

TIlustration 2.Show that each of the following equations is and

)
self-adjoint

are in a urite the self-adjointequation

sin xy' t cos xy' + 2y =0. [Lucknow 2005; Rajasthan 2005]

n if (i) xy'+ 3¢"y +y = 0. [Meerut2012, Lucknow 2003]

Solution. (i) We know that the second order homogeneous linear differential

equation

...(3)
ao ()y" + a(*) + az()y =0 ...1)

is self-adjoint, if and only if

...2)
= a,(*).
d'o (x)
...(1)
We have ao ()=sin x, a()=cos x, ag(r) =2
then do()=cOs X = a (x).
So (i) can be writtenas
Given equation (i) is self-adjoint equation.

cdjoint
0r

(i)Comparing
lao(x) y

[sin x y '
Y+ag(x) y =0
+ 2y =0.
given equation
with (1), we have

=x, a ()=3,ag()
=1
ao(r)
then
d'o (r) =32 =a(x). be written
as

So (i)can
equation.
:.
Given equation (ü)is self-adjoint

...(2)
°yl+y = 0.
 Differential
Equ
(x)in the
34 (x) and a differential
ao(*), aj =0 equ Oualitative Properti
coefficients
'
aj(*)y' +ag (x) y

ao(x)y +
3. Ifthe
Theoremn
# 0 on
asx<h Then, equation (1) () y' - 2acy
ao(x)
on a sxSb and equation (ii) f(o)
y'+
sxsb
self-adjoint
are continuous

transformed
into the
equivalent
r(x) y+ p) y=0, a (ii) -tan
*y'
y

r(x) =e
a (*)

ao() )p)=
dr ag(*)r(*)
(iv)

Solution. (i

where aj (*) dx
1 ao (*) Comparing

by the factor ao(*)

throughout
by multiplication 2001,02; We get
2001,
Rewa 2002;Indore
02;
Purvanchal200
Himachal we have to multiply
[Lucknow2001; (2) of equation (1), equatio
to get formn quadrature. Consider
obtained by Multiplica
a

Proof. In order
factor H(%)
by a suitable
throughout the equation
determined by
function H(r)
[ao(x) H()}
aj(x) H(*) =
ap(x) H (x) 'o + ()H() = aj(x)H(x).
L.e.,

Dividing (4) by ao
()H(*), we get
H (*) do(1) aj(*)

H() ao(x) ao(r)

Multip
H () d'o ()+ aj(*)
0r
H(*) ao (x) ao (r) x=0,we ge
Integrating(5), we obtain

dx.
log H(r) =-log ao(x)+
ao(*) Or

aj (x)
dx This
ao(*)
So that H%)=
ao(*)

Now, multiplying equation (1) by the value of H(*), we

have
a (x)
dx (ii)
ao(r)
dx aj(x) dx
a,(o) ao()
y'+ e az()] ao(x)
ao()) y=0. Co
If we substitute ao()

dx
W
r(*) =e (eol)
and pc) = a(3)
wegetequivalent
self-adjoint
a() M
equation
Ir(x) yI +t px)y
Illustration3. =0.
self-adjoint Transform each of
equation: the
following equations
into an equiva
 Owalitative
Properties of Solutionsand
uation Oscillation Theory
(1) (i) xy'- 2xy'+ 2y =0 |35
(ii) f(x) y"+ gx) y' =0
(iii) y- tan y' + y=0x

(iv) xy' +y =0. y

[Meerut2011]
Solution. (i) The given equation [Himachal2003, 05;
Amritsar 20001
is

xy'-2acy' 2y=0. +
Comparing with ...(1)

ao(*) y'' +a(*) y +ag(o) y =0.

arvanehal We get ao(x) =x,a(*)=-2x and ...(2)
iply 20 ag(x)=2
e. equati a (*)
1 da
Conside Multiplication factor = e ao(*)
ao (x)
-2x
1
dx dx
1 2log x
2 e

elog x2 1

x2
1

Multiplying equation (1) by on any interval asxsb, excluding the point

X=0, we get
1

xy- 2axy + 2y]= 0

2 2
Or y+ y= 0.

and may be written in theform

This equation is self-adjoint equation

|y =0.

(i)The given equation is .(1)

Lx f(r) y'+g)y =0.
J=0 Comparing with .2)
ag(*) y =0.
ao(*) yy' + a,(x) y +

We get a, =
(*) 0.
=f), a (x)=gx) and
ao(x)

Multiplication factor
1 a () dx
exp
ao(1)
lao()
gr) dx
f(x) f()
 Equatio,
Differential
a s*Sb,
36
interval Multiplyin
on any
Multiplying equation g)
f(*)

get
form
f(x) in the or
be written
is self-adjoint equation and
This equ
may
This equation
d
dx

is
(iii)The given equation
y''- tan x y + y=0. T
2.7.
Compare with y'+ aj(*) y t a(c) y = 0.
an(x) BasicRes
tan x and a (*)
=1. Let u:
do(x)=1, aj(x) =-
We get
factor
Multiplication 1 aj(*) dx
where r(
ao(*)
ao(*) Bolzano
1

1 exp|
(- tan )dx Sup
ex
there
x]
= exp [logcos
=COS X. Th
on any interval a xsb,we get
equation (1) by
cos x
Multiplying at least
y'- cos x tan x y'+ cos x y=0
cos x

cos x y'- sin x y' + cos x y= 0. 2.8.

in the form
equation and may be
written
is self-adjoint
This equation
[cos x y !+ cos *y=0.
(iv) The given equation is
wher
xy'+ xy' +y=0. and r
Comparing with
vani
aol) y'+ a(*) y +ag(*) y =0.
We get ao(x) = x*,a(x) = x and a(x)=1. sol
1
Multiplication factor = exp
a(x) dx
ao(*) ao(z)

1
exp
2 dx
1
exp
1,
dx th
 Properties of
,sawation, Qualitative Solutions and
Oscillation
1
Theory
stsb,we exp (log
x)=- 1

atervala x2
Multiplying g equation (1) by on any
interval,
excluding the point
(x2y +xy + y)=0 x
0,we get

the form

or xy'+ y +
1
y=0.
Dhis equation is
self-adjoint equation and may be written in the form
[xy Y+ y=0.

2.7. THE STURM THEORY

•..(2

Basic Result
Let us consider the equation

r(*) yY+ po) y =0

.1)
-bore r(x) hasa continuous derivative,o)is
continuous, and r(x) > Oon asx<b.
Bolzano-Weierstrass Theorem

Suppose E isa set of points on the x-axis. A pointx0 is called alimit point of E if
there existsa sequence of distinctpoints x1, X, X3,...of E such that
lim xp =X0
The Bolzano-Weierstrass theorem statesthat every bounded infinite set E has

atleastone limit point.

2.8. OSCILLATION (DIFFERENTIAL EQUATIONS)

rm
equation
The second order linear differential
r(*) yl +p)y =0 ...1)

where r, peC((0, 0), R:=(-o, o))

... on [xo, o)for some xo 20.
and r() > 0
of equation(1)
o)if no solution
on [x0,
to be non-oscillatory
Equation (1)is said
vanishes more than
once in this interval. thereforeall)
of its
if one (and
to be oscillatory
will be said
The equation (1) o). 0,
of zeros on
infinite number
have an
Solutions
Result
Leighton Oscillatory
If
1 p)dx =0
r(o)

then equation (1) is oscillatory.

 the
Equat,
Properties 2
the coefficients
ao ,y +
ajand
ag in
az()y =
0
differential equation Qualitative

Integratingby part

Theorem
4. If
ao(*)y'
+ aj(*)
# 0on a<x<b
ao(x)

on a ssbandequation of(1)is y =0. r(x) [u(

r()yl +
are continuous self-adjoint
px) w' (*) on a The right handn
derivative
The equivalent first r(*) [u
(2) having
of equation on a<xsb. is the require
be a solution
ofzeros which
number
Let u(x)
an infinite zeros on (a,bl, by Note :The exp
u(r) has
of
all x
onasx<b. number xo.v
where xo Wof tw
Suppose
u(x) =
0for
has an infinite has limitpoint a la, Wronskian
Then u(r) zeros to xo
Proof.
Since theset of
which converges (wh
theorem } of zeros
Weierstrass fx, i.e.s

Bolzano- a sequence
exists
Thus,there Thusthe con
Theorem 6.
is continuous
Since, u(x)
lim u(x) =u(r0),
of zeros n. such that
u(x) a
the sequence depend
xo through linearly
where
lim u(x) =0= w(x0 ).
Proof. W
Then
r(;
exists
Now,since u'(x0) u(r) - u(x0)
Let xoel
w'(x0)= k=
lim
we obtain
Thus
n.
where x o through the
sequence
u()- u(xo) =0and thus u'(xo)=0. Since, v
For such points

(2) such that

bracket of (
Thus, u()is solutionof equation But th
e (a, b].
u(xo) = u'(r0)=0 where xo

u() = 0 forall x on a <x<b.

Then, Or

Thus.
2.9. ABEL'S FORMULA solutions
is
Theorem 5. A self-adjoint linear differentialequation of second order Thee

r(x) yI + p) y =0.
Let u(x) and vz) be any two solution of (1), we shall show that and supr
The
r(*) [u(c) v (e) – w (x)v(x)] =k
where k is a constant.
Pr
[Gwalior21 exist co
Proof. Since u(*) and v(*) are solutions of (1),
we have
r(o) u' () + px) u(*) =0 .for all
r(x) (o)} + px)u() =0 N
Multiplying (3) and (4)by -u(r),
u(x)respectively and then adding,we e.
u(x) [r(x)v (o)l -uo) r(x) (}=0. u
 Properties of
Qualitative Solutions and
-uation Oscillation
Theory
Integrating by parts 39
under limits a to x, we have
(a u(a) r(*) - v() r(x) (*)Y
(x)Y dx
w
dx=0
[u(x) (o)-w ()
r(x)
u*)]=r(a) u(a) (a) -
...(2 The right hand member (5) of
w (a) (a)l.
constant. is ..5)
r(x) [u() (o) -w ()v)]
=k
is the required Abel's formula.
1.
by tha
which
Note :
The expression inside the
W of two solutions
bracket of left
hand side is nothing but the
Wronskian u(*) and v(x) of
equation (1).
o (wher W u(x) U(x)
w (*) (0)
Thus the constant kis zero if and only if
u(o)and vlo) are linearly dependent.
Theorem 6. Let u(x) and v() be two solutionof
r(*) yI+ *)y =0, .(1)
u(x) and Uc) have a common on asx<b.
such that zero Then, u(¢) and ulo) are

linearly dependent on a <x<b.

Proof. We apply Abel'sformula
r(x) [u() (x)- u' ()u(x)] =k. ...2)

Let xo € [a,b]be common zero of u(x) and v().Letting x = xgin the formula (2),
we obtain 0.k=
Thus
r(x) [u(x) (x) – u'()ux)]=0 for all x e (a, bl. .3)
Since, we have assumed throughout that r(x) > 0 ona <x<b, the quantityin
bracket of (3)must be zero for all x onasxsb.
But this quantity is W(u, v) (x)
r(x) W(u, v) (x) =0
since r(x) >

.
forall x e (a, b].

Or
W(u, v) =0, 0

Therefore the
be zero for all x on a <xsb.
Thus, the value of Wronskian
are linearly dependent on
a <x<
solutions u(x) and v(x) solutionsof
be nontrivial linearly dependent
is 7.Let u(x) and ux)
Theorem ...1)
=0 on a xsb
r(x) y}+ p)
y
...1)
a sxo <b.
= where xo is such that 04,05;Ujjain 2003]
and suppose u(xo) 0,

[Himachal 2003,
Then U(r0) 0. = on a <xsb. Then,
there

are linearly dependent

r)
Proof. Since u(x) and
r2008 such that ..2)
exist constants C and Cg, not both zero,
Cju() +cg U(r)
=0
a sxsb.
for all x ona sxsb. all x on
neither u() nor U) is zero for
...4 Now, by given condition
on asrsb.
I C =0,then cou(r)
= 0for all x
 Differential Bqug

40 Co =). Qualitative
must have
we which
on la, bl, in (2) Properties
Thus, neither C1 nor of So
x C
all
1s not zero for
U(r) #
Since,
0and likewise C2

0.
Thus, c1 #
TakingI=*in Abel
contradiction.
letting x=Xo in (2), we have
Since, u(ro)=0,
C2 U(x0)=0
Thus uro) = 0.
r(x2)
ua)
THEOREM Now
STURM SEPARATION solutionsof )>0,u(ay
heorem U*)must
2.10. linearly independent have
and u*) be real
Theorem 8. Ifu(x) asxsb
r()
y
y+p) =0
zeros of u(x)
there is
on
exactly one zero of uo)
2002; Gwalio
Further, there
Now
interchangi
+here must be at least
car

then between two

VLce-versa.
consecutive
IMeerut 2011,
Kurukshetra2003;Amritsar
Himachal 2001, 02, 03, 04, 05; Ujjain
Note We may :
one of two
u(«)on la, b], then u(x, ) zeros of
re

zerosof
Let x, and *, be two consecutive
Proof.
supposed by the theorem. separate the zeros o

existence is being we may assume that Y

Without loss of generality,
u(x)> 0 where x <*
< t2,

and u' (x)>0and u' (x)< 0

YA

y= v)

Illustratio

y= ur) c Sin X td cos

Solution.
linearly indepe
obtuse

)acute +X then the zeros

Now, for

Let
and
Fig. 2.1

Again u()> 0 where x <x< 02 Then

The graph of the curve y =u)on (1,X9]lies above x-axis.

w ()>0 The tangent to the curve y = u(x) x=X makes an acutea:
at
with the positive directionof x-axis.
w' (x)
<0 The tangent to the curve y = u(¢) at x =to makes an obtuse a1:
with the positive directionof x-axis.

Two solutions u(*) and v(x) are given to be linearly

that they cannot have a independent, which stv
common zero.
As u(x)= 0 we follow v(;) 0.
We may assume (x1)>0, without lossof
generality.
U(x)> 0means that the graph of the
curve y =u() at x1 is above x-axis.
nwhichn Qualitative
(2) Properties of
Solutions
1sA and Oscillation
Theory
Taking x=x1in Abel's

'
formula,we have
r(xj) [u(x) v (*)- w (x1) U(x)]=
k, a
k<0, as r(a)> constant
0, u(x)=
r(x2) [u(*2) v (x)>0,ux1)>0
0, u'
(*2)- u (*2) U(x,)] <0
U(xg) <0,as
of Now Ux1) >0,U(*g) < 0 r(*,) > 0,u(*,) =0, (x)<0
-beorem and u(*) is
u(x) must have
at least one zero continuousfunction.
Therefore by Bolzano
in between x1
Further, there and t.
f cannot, be more than
Now interchanging u(x) and one zero.
ulx)
v(o) then
there must be at least one between two consecutive
walior
Note :We zero of u(c). zeros of )
may restate sturm separation
Jijain 2 Zeros of one of two real theorem in the following
form:The
linearly independent
x)wh solutions of
r(x) yl + px) y=0 on a <xsb
separatethe zeros of the other solution.
YA

Fig. 2.2

Illustration 4. Show that the zeros of the functions a sin x + b cos x and

c sin x + d cos x are distinct and occur alternately whenever ad - bc 0.

and u) aretwo
Solution.According to the sturm separation theorem, if u(x)

of
linearly independent solutions
r(o) y+ po) y =0 on asxsb,
are distinct and occur alternately.
thenthe zeros of these functions
must be non-zero, i.e.,
independent solution,the Wronskian
Now, for linear
W(u, v) 0.

Let u(x)= c sin x +d cos

and u(x) =a sin x + b cos x.
Then W(u, v) = wu(x)
()
+d cos x x+b cos
a sin
x

an

an!
c sin

C COS
-d sin x
x-
a cos –b sin

=(csin x+ d cos x) (a cos cos x-d sin (asin x+b cos

-(c
x) b sin ) x

x)

-bd sin x cos x) x)

)
cos
x+ ad sin xcos
= (acsin x cos x-bc sin +bc cos x -bd
sin x
sho cos x-ad
-(ac sn x +cos
cos)-
x
bc(sin
=ad(sin?
 pual
Equationa
Differential
42|
=ad -bc # 0. wheneve,
Hence, zeros of w() and U(x) are distinct and alternately
Occur
ad bc # 0.

STURM COMPARISON THEOREM sup

2.11 Ifwehan
Let y() and z() be non-trivial soluti
Theorem 9.
r(x) y++p*)yz=0
=0 ..2
right
and Therefor
z
and r(æ) z]' q(x) respectively.
Hence,
on a sx < band a(x) > h).
where r(x)> 0;r(x), px)and q(x) are continuous = We furt
If thesolutiony(x) of the
equation (1) has consecutivezerosat
x Xo and = soluti
a solutionz(x) of equation (2) which vanishes at
=
x xo, will vanish agai,
second
(o <I), [Rohilkhand2006; Amnritsar 2000, 04: Kolkata
2004

on the interval xo <* <1.

Meerut (Sem.)2010,2012)
zj()
w
then
Proof. We may assume that Now,u
> 0 on t0 <I<1
y(x)

and y(r0)>0, y (x;)<0 and z(x0)> 0.

and (2) respectively,we have
As y(x) andz(x)are solutions of equation (1)
r(x) y (x)] + px) y(x) =0
...3 i.e.s

r(x) (x)] +q() z(x)=0. ..4

C
by y() and adding, we get 2.12.
Multiplying (3) by -z(x) and (4)
y) -
r(x) 2()} z(x) r(x) y (x)} [gx)- + p)] y(x) z(x) =0. ...5)
Just
'x between the limits xo to X1, We obtain convenier
Integrating identity (5) w.r.t.
now show
YA
y=zr) y=y) y=z() can be w

+X by a sim

Eq
homoge
y*) = L
Fig. 2.3

S
L() (re) z (9)1-y()(ro)z(w)} dx- (z(2)(r(o) y ()1

()ra) y (0)} dx + | lg)- p)ly)z()dx =0

Or
r(){y() z (x) -z(*) y ()1M +| lg()- p)] y(o) z() dx =0

Or
r(x) [)z (u)-z(*) y (*)]- r*0) [y(*o)z(o)-zl0)y x0)1
+ lg(x) -p)]y(x) z(x) dx =l
erential
Properties of
Qualitative Solutions and
Oscillation
nately Theory
wheneVe r(x) y(x) z()-
z(x) y(x1))+ [ Ig()- *)] y)zl)ds =0
|43

r(x) y (x1)z(x1) [:At x=%0,z(xo)

=lq(*) =0andys)=0
po)l y() z(x) dx
..6)
If we suppose z(x) > 0 on xo <x<I1,then left
..(2) right hand member hand member
)>px). and
Therefore, z(x) will
of

not
(6) is
positive which is absurd. of (6)is
negative
remain positive on the
lvanish
again
Hence, vanish somewhere
z(*)

3e further notice
will

that y(x)
within this
whole

interval
interval xo
xo
<< 1-

04; Kolkata again vanishes at <I<K-

2004 second solution
of (2) such that x=X >K and z()isthe
if
Sem.) 2010,
2019
z1(x) =0and 2 (c) >0
then a zero xg 0n x
z1(x) Willnave <x<Xo.
Now, using sturm separation
theorem, we follow
z(*) hasa zero
we have on x <*<g
i.e.,
z(x) hasa zero on x1 <*<0g
<X9
•..(3)
z(x) has a zero on x1
i.e., <X<t9.
-..(4)

0.
12. CONVERSION OF STANDARD FORM TO NORMAL FORM
...(5)
Just to discuss the of solutions of homogeneous equation it is
oscillation
tain
convenient to deal with equation in which the first derivative term is missing. We
now show that any equation of the form
y'+ aj()y +ag() y =0 ..1)

can bewritten as
u''+ g)u =0 ...2)

by a simple change of the dependent variable.

(2) is the normal form, of a
Equation (1) is the standard form and equation
write (1) in normal form, we put
homogeneous second order linear equation. To

Yx) =u() u(x), so that

y= uw + u' v and y'=u' +2u' + u''u.

Substituting these in (1),we

obtain
...3)
+ +a(*)+ ag(*) v) u= 0.

(2 a(x) v) u' (u'

u"v+ +
and solving,we find that

) dr=0
Onsetting the coefficient
of

reduces to the normal

U()=e
form (2)with
2
u'equal to zero
..(4)

=0 Equation (3)
()
...5)

-(a,()}? --d,
2
ql) =ag(a) 4
 Eql
Differerntial
of (1); Qualite

ona
44| vanishes, the
abovro
trangformation
closed
given by (4) never solutions.
Since. v(x) as
the zeros of

no effect
whatsoever on
0 and u(x) is a non-trivial
solution of asr<i
Proof.
(2) has g(x)< It
10. If
Theorem one zero.
has at most So that u(xo)
=0. 0 asrSb.
we follow u'(0)+
then u(x) zero of u(*),
xo be a
Proof. Suppose solutionof given equation,
Since. ulx)is
non-trivial
where
u'(x0)<-0.
.: Either
(x0)>0or
w'
u(x) is positive
over somne interval to that
(x0)>0, so that Such
that w' Since
We suppose

right ofX0
Since,q()<0,
u''(x) =-g(x) u(x) ()is an increox
the slope w' and
This implies that same wav it
over the same interval.
of xo, and in
the
is positive to the right
cannot have a zero The
function,so u(x)
none to the left of xo. no zeros at al contradi
u'(x0)<0, so u(x) has either
holds when
A similar argunent
only one zero. of equation +
u'' g(*) u

11. Let u(x) be anynon-trivial solution 1. Fi

Theorem
where q() >0
for all x> 0.

If L q(x) dx =o [A
2. SI

x-axis.
many zeros on thepositive
then ulx) has infinitely
of times
most a finite number
Proof. Assume that u(x) vanishes at
for all x>
>1 exists with the property that u(x)
0
3.
0<x<0,sothat a point Xo 1

Let u(¢) >0forall x >x0:

w'(x)
If we put U(x) =
u(o)

then for x>x0, we have

1 4.
(x) = [u(x) u'' ()-w (x) u' (o)]
5.

v (8) =q() + [u()]' [from given equat

6.
which on integrating from x to x, where x2 *0,We get

Ue) u)=|
- q() dx +

Use (1)to conclude that vx) is positive if x is taken large enough. This sb
that from (2), u(x) and u ()
have opposite signs if x is sufficiently large, S0
negative. This contradiction proves the
theorem.
Theorem 12. If yx) be a non-trivial solution of
equation
y' + ql*) y = 0, q()> 0,
 of
(1) Qualitative
Properties of
Solutionsand
Oscillation
Theory
interval.
on
a closed a
sxsb. Then |45
y(x)
has at most
asxsb a
finite
number of
Proof. If possible, let y(x) zeros in
o)*0. asxs It followsthatthere
have an infinite
exist in number
6.
of
zeros,say
a
sxsb a
point x0 and a *1, 02, 3,...in
sequence of zeros
erval to # X0, for n =1,2,
n where
such thatx, - *0:
3,...

Since y(x) is continuous and

differentiable at X0, We have
y(x0)= lim y(x,) =0
increasin
way ith and y (r0)= lim Mn)-y)=),
These two statements imply that
y(x) is the trivial solution
0S at
of (1). This
al). contradiction proves the theorem.

EXERCISE 2.1.
q(*) u
1.Find the adjointequation of the equation:
sin x y'"+ cos xy'+ 2y =0.

[Ans. sin x y''+ cos x y' + 2y =0]

2. Show that thefollowingequation is self-adjoint :
1

times ;y'+jy=0.
all x2 self-adjoint equation :
3. Transform each of the followingequations into an equivalent 3
(0) (+)y'+ 2* y' + 3y=0 (Ans. [(+ 1) yl'+y=0)

g) y =
[Ans. (y' )+ y=0]
(i) fo)y''+ 0.

any two consecutive zeros of

theorem to show that between

sturm separation
4. Use the of sin 2x cos 2x. -
+ is exactly one zero
Sin 2x cos 2x there an infinite number of positive
of y'' 1) y =0has +x+
real solution
5. Showthat every
zeros.
equati
adjoint of equation
Show that adjoint of the
=a,0)y'' + a,()
6.
y'+ a, (o) y=0
L(Y)
itself. Also solve
is the equation 2004]
xy'' +2y'+xy =0 [Himachal

hissho and find adjoint equation. identity.

Also, solve

and state Lagrange's

+2)y =0
(3+4x)y'+(21+6*
7. equation
Define self-adjoint

y+ [Himachal
2004]

by finding adjoint equation. of Bessel's

equation
trivial
solution
8. Show that every non
 46 |
has infinitely
many
g
y'+ y'+(-n²)
positive

is continuous
zeros.
and g(x)
y =0

<0throughout a
Differential

s xsb. then, no
Equation,

[Himachal 200,
non triv
Cho
if
Show that
9.
of
solution
y''+ g)
Theorem.
y =0.

prove Sturm Comparison

State and Theorem.
10. Separation
proveSturm Stateand prove Green's formula
and equation?
11. State
adjoint operator
and adjoint
[Kurukshetra
2000;1 Rajasthan 2002, 03, 04,96, (
12. What are

adjoint operators.
? Find the condition for second
adjoint equation
adjoint operators
and [Kurukshetra 20
13. What are

equation
tobe self-adjoint. [Meerut 2006; Kurukshetra 206
Identity. 3.1
14. State and
prove Lagrange's
it with thehelp of an example.
illustrate
Abel's formula
15. State and prove [Delhi 2001, 03,

very
ofBessel's equation also
16. Find the normal form
dy+ xy'+ ( - p')y =0
solution has infinitely many positive zeros
and use it toshow that every non-trivial 3.
of
Show that every non-trivial solution
17.
k

1
has an infinite number of positive zeros if k > and only a finite number if k< Or
4 4
and
18. Ify() is a non-trivial solution of +
y'' q(r) y=0,show that y(*) has an infinite number lin
k 1 1
positive zerosif q(x) > for some k> and only a finite number if q(x) <
4 43 the
for
19. Every non-trivial solution of y''+ (sin x + 1) y=0 has an infinite number of post
Zeros.

w)

is