Throughout this chapter we shall be

looking at the second order homogeneous
linear differential equation
( ) ( ) 0 ....(1) y P x y Q x y
'' '
+ + =
We shall like to say something about
solutions of such an equation without
actually solving it. For example, whether
such a solution “oscillates” (=has an
infinite number of “zeros”) or not (= has
only a finite number of “zeros”).
If a function f(x) vanishes at a point x = x
0
(that is,

if

f(x
0
) = 0), then we say x
0
is a zero
of the function f(x). For example, the zeros
of f(x) = sin x are x = nt, n = 0, ±1, ±2, …
Theorem 5 (Sturm’s Separation Theorem)
Let y
1
(x) and y
2
(x) be two LI solutions of
(1). Then the zeros of y
1
(x) separate the
zeros of y
2
(x) and vice-versa. That is
between two successive zeros of y
1
(x), there
exists a zero of y
2
(x) and between two
successive zeros of y
2
(x), there exists a zero
of y
1
(x).
x
1
x
2
x
3

y
1
(x) y
2
(x)
Example y
1
(x) = cos x and y
2
(x) = sin x are
two LI solutions of the second order
homogeneous l.d.e.
0 y y
''
+ =
Hence the zeros of cos x and sin x alternate.
Normal Form
Obtain a suitable substitution for the dependent
variable which transforms the equation


into normal form, i.e. , from where the first
derivative is absent.
0 = +
'
+
' '
Qy y P y
Normal form of a second order
homogeneous l.d.e.
Consider a second order homogeneous l.d.e.
in the standard form
( ) ( ) 0 ....(1) y P x y Q x y
'' '
+ + =
Let us put
, y uv =
u, v are functions of x.
, y u v uv
' ' '
= +
2 and y u v u v uv
'' '' ' ' ''
= + +
Substituting in (1), we get
( 2 )
( ) ( ) ( ) 0
u v u v uv
P x u v uv Q x uv
'' ' ' ''
+ +
' '
+ + + =
[2 ( ) ]
[ ( ) ( ) ] 0 .....(2)
u v u v P x v
u v P x v Q x v
'' ' '
+ + +
'' '
+ + =
i.e.
We shall choose v such that
2 ( ) 0 v P x v
'
+ =
Thus
2 ( ) 0 v P x v
'
+ =
v =
v
'
=
v
''
=
2
1 1
4 2
P v P v
'
= ÷
1
( )
2
P x dx
e
÷
}
1
2
Pv ÷
1 1
2 2
Pv P v
' '
÷ ÷
Hence Eqn (2) becomes
2 2
1 1 1
[ ] 0
4 2 2
u v u P P P Q v
'' '
+ ÷ ÷ + =
2
1 1
[ ] 0
4 2
u Q P P u
'' '
+ ÷ ÷ = i.e.
as v = 0
Thus the given homogeneous l.d.e. (1) has
been transformed into the l.d.e.
( ) 0 u q x u
''
+ =
2
1 1
( )
4 2
q x Q P P
'
= ÷ ÷
where
Thus any solution y to the equation (1) is
of the form
, y uv =
where u is a solution of ( ) 0 (3) u q x u
''
+ =
and
1
( )
2
P x dx
v e
÷
}
=
The equation (3) is called the normal form
of the equation (1).
Since v(x) is never zero, the zeros of any
solution of (1) are the same as the zeros of
the corresponding solution of (3).
Problem 1. Find the normal form of the d.e.
2tan 5 0 y x y y
'' '
÷ + =
Solution Here
1
2tan
2
xdx
v e
÷ ÷
}
= =
2tan , 5 P x Q = ÷ =
sec x
2
1 1
( )
4 2
q x Q P P
'
= ÷ ÷
2 2
5 tan sec x x = ÷ +
= 6
Hence the normal form of the equation is
6 0 u u
''
+ =
Note: The general solution of the above
1 2
cos 6 sin 6 u c x c x = +
Hence the general solution of the given
equation is
1 2
[ cos 6 sin 6 ]sec y c x c x x = +
c
1
, c
2
arbitrary constants.

equation is
Problem 2. Find the normal form of the d.e.
2
4
2
0
a
y y y
x x
'' '
+ + =
Solution Here
1
(2/ )
2
x dx
v e
÷
}
= =
2 4
2/ , / P x Q a x = =
1
x
2
1 1
( )
4 2
q x Q P P
'
= ÷ ÷
2
2
4 2
1 1
(4/ )
4
a
x
x x
= ÷ +
2
4
a
x
=
Hence the normal form of the equation is
2
4
0
a
u u
x
(
''
+ =
(
¸ ¸
If q(x) in (1) is a negative function, then the
slution of this equation do not oscillate at all
Theorem B
If q(x) < 0, and if u(x) is a nontrivial solution of
( ) 0 u q x u
''
+ =
then u(x) has at most one zero.
Theorem C
Let u(x) be any nontrivial solution of
( ) 0 = +
' '
u x q u
( )
}
·
· =
1
dx x q
then u(x) has infinitely many zeros on positive
x-axis.
where q(x) > 0 for all x > 0. If
Problem: Find the normal form of following D.E.
and use it to show that non-trivial solution of D.E.
has infinitely many (+) ve zeros on the x-axis for
x>0.

( ) 0 6 4
4 2
= + +
'
÷
' '
y x y x y x
(1)

0
6 4
2
2
=
|
.
|

\
|
+ +
'
÷
' '
y
x
x y
x
y
( ) ( )
2
2
6
,
4
x
x x Q
x
x P + =
÷
=
Let y = uv be solution of (1)

}
=
}
=
÷
÷
÷
dx
x
Pdx
e e v
4
2
1
2
1
Choose



2
v x ¬ =
Then u is given by normal form

( ) 0 = +
' '
u x q u
(3)

( ) ( ) ( ) ( )
(
¸
(

¸

|
.
|

\
|
÷ × ÷ ÷
|
.
|

\
|
÷
÷ + =
'
÷ ÷ = ¬
2
2
2
2
2
1
4
2
1 4
4
1 6
2
1
4
1
x x x
x
x P x P x Q x q
2
2 2 2
2
2 4 6
x
x x x
x = ÷ ÷ + =
( )
2 2
; 0 3 x v u x u from = = +
' '

is the normal form

( ) 0 , 0
2
> ¬ > = x x x q 
( )
} }
· ·
=
1 1
2
dx x dx x q
Also
· ÷ =
·
1
3
3
1
x
many zeros on (+) ve x-axis.

( )
hasinfinitely u x
Problem: Find the normal form of following D.E.
and use it to show that non-trivial solution of
D.E. has not an infinitely many (+) ve zeros on
the x-axis for x>0.
( )
2
2 3 2
4 4 1 1 0 x y x y x y
(
'' '
+ + + + =
(
¸ ¸
Here
2 2
2
( 1) 1
( ) , ( )
4
x
P x x Q x
x
+ +
= =
2
1/ 2 / 4 xdx x
v e e
} ÷ ÷
= =
2 2
2
2 2
( 1) 1 1 1 1
( ) 0, 0
4 2
4 2
x
q x x x
x x
+ +
= ÷ ÷ = > ¬ >
The normal form is
2
1
0
2
u u
x
''
+ =
Also
( )
2
1 1
1
1
2
1 1 1
2 2
q x dx dx
x
x
· ·
·
=
(
= ÷ = = ·
(
¸ ¸
} }
The d.e. (where p is a non-negative real
number)
2 2 2
( ) 0 x y x y x p y
'' '
+ + ÷ =
is known as Bessel’s d.e. of “order” p.
Bessel’s differential equation of
order p.
We shall find its normal form.
Here
2
2
1
, (1 )
p
P Q
x x
= = ÷
Dividing by x
2
, the equation becomes
2
2
1
(1 ) 0
p
y y y
x x
'' '
+ + ÷ =
which is normal over the positive x-axis.
Thus the normal form of the Bessel’s equation
is 2
2
1 4
(1 ) 0
4
p
u u
x
÷
''
+ + =
Hence the normal form of the Bessel’s
equation is
( ) 0 u q x u
''
+ = where
2
1 1
( )
4 2
q x Q P P
'
= ÷ ÷
2
2 2 2
1 1
1
4 2
p
x x x
= ÷ ÷ +
2
2
1 4
1
4
p
x
÷
= +
Problem 4, (Page 161): The hypothesis of
Theorem C is false for the Euler equation
2
( / ) 0 y k x y
''
+ =
but the conclusion is sometime true and
sometime false, depending on the magnitude
of the positive constant k. Show that every
nontrivial solution has infinite number of
positive zeros if k>1/4, and only finite number
if k s 1/4 .
Theorem (Sturm’s Comparison theorem)
( ) 0 y q x y
''
+ =
( ) 0 z r x z
''
+ =
Assume that q(x) > r(x) for all x in the
interval [a, b] .
Then between any two successive zeros of
z (x) in [a, b] , there is at least one zero of y (x).
Let y (x) and z (x) be respectively non-
trivial solutions of
Equivalently, we can say the following:
If y (x) is a nontrivial solution of the “bigger”
equation
( ) 0 y q x y
''
+ =
and if y (x) has no zeros in the interval [a, b] ,
then any nontrivial solution z (x) of the
“smaller” equation ( ) 0 z r x z
''
+ =
has at most one zero in the interval [a, b].
Example. Let q(x) < 0 for all x in the interval
[a, b]. Then any nontrivial solution z(x) of
the equation
( ) 0 z q x z
''
+ =
has at most one zero in the interval [a, b].
Solution y(x) = 1 is a nontrivial solution of
of the “bigger” equation
0 0 y y
''
+ =
and y(x) = 1 has no zeros in the interval [a, b].
The result now follows from the previous
remark.
Problem 1.(page 164) Show that every nontrivial
solution of
2
(sin 1) 0 y x y
''
+ + =
has an infinite number of positive zeros.
Solution Consider the equation
1
0
4
z z
''
+ =
Here
2
1
( ) sin 1 ( )
4
q x x r x = + > =
for all positive x.
Now
( ) sin
2
x
z x =
is a nontrivial solution of
1
0
4
z z
''
+ =
having infinite number of positive zeros,
namely, x = 2nt, n = 1, 2, 3,……
Hence by Sturm’s Comparison theorem,
any non-trivial solution of
2
(sin 1) 0 y x y
''
+ + =
has at least one zero between 2nt and
2(n+1) t for n = 1, 2, 3, …
i.e. has an infinite number of positive
zeros.
Problem 2. Similarly we can show that any
non-trivial solution of
( ( ) 1) 0 y f x y
''
+ + =
has an infinite number of positive zeros.
( where f (x) ≥ 0 for all x ≥ 0 )
Fact Any non-trivial solution of
0 y y
''
+ =
has an infinite number of positive zeros.
Proof Any solution of the above equation
is of the form
1 2
cos sin y c x c x = +
sin( ), A x u = +
where
2 2
1 2
, A c c = +
1
1
2
tan
c
c
u
÷
| |
=
|
\ .
And hence has an infinite number of
positive zeros of the form -u+n t, for all
large positive integers n.
The zeros of Solutions of Bessel’s Equation
Bessel’s equation of order p ( ≥ 0) is
2 2 2
( ) 0 x y x y x p y
'' '
+ + ÷ =
Its normal form is
2
2
1 4
(1 ) 0
4
p
u u
x
÷
''
+ + =
Case (i) 0 ≤ p < 1/2
Since
2
2
1 4
(1 ) 1
4
p
x
÷
+ >
comparing the equation with
0 v v
''
+ =
we get from Sturm Comparison theorem
that every nontrivial solution of Bessel’s
equation has an infinite number of
positive zeros.
Case (ii) p =1/2
Now the normal form of Bessel’s equation is
0 u u
''
+ =
And hence every nontrivial solution of
Bessel’s equation has an infinite number
of positive zeros.
Case (iii) p > 1/2
1 as x ÷·
Hence we can find an x
0
> 0 such that
2
0
2
1 4 1
(1 )
4 4
p
for all x x
x
÷
+ > >
2
2
1 4
(1 )
4
p
x
÷
+ ÷
We get from Sturm Comparison theorem that
every nontrivial solution of Bessel’s equation
has an infinite number of positive zeros.
Now
( ) sin
2
x
v x =
is a nontrivial solution of
1
0
4
v v
''
+ =
having infinite number of positive zeros ≥ x
0
,
namely, x = 2nt, for all large n
Problem 2 Page 164
If y (x) is a nontrivial solution of ( ) 0 y q x y
''
+ =
show that y (x) has an infinite number of
2
( )
k
q x
x
>
positive zeros if
for some
1
4
k >
and only a finite number if
2
1
( )
4
q x
x
<
Solution Let
2
1
( )
4
q x
x
<
The “bigger” equation
2
1
0
4
y y
x
''
+ =
has a nontrivial solution
( ) y x x =
which has no positive zeros. Hence any
nontrivial solution z(x) of the “smaller”
equation has at most one
positive zero.
( ) 0 y q x y
''
+ =
Case (ii) Let
2
( )
k
q x
x
>
for some
1
4
k >
Thus
2
1
, 0
4
k for some o o > + >
Look at the equation
2
2
(1/ 4 )
0 z z
x
o +
''
+ =
Clearly
sin( ln ) z x x o =
is a nontrivial solution of the above equation
having an infinite number of positive zeros
namely
/
, 1, 2,....
n
x e n
t o
= =
Now
2
2 2
(1/ 4 )
( )
k
q x
x x
o +
> >
Hence by Sturm’s Comparison theorem,
any nontrivial solution of the “bigger”
equation
( ) 0 y q x y
''
+ =
also has an infinite number of positive zeros.

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