Scribd
Upload
72 views17 pages

Higher Order Linear Odes: Theory: Department of Mathematics Iit Guwahati

The document provides an overview of higher order linear ordinary differential equations (ODEs). It begins by defining linear differential operators and differentiation operators. It then distinguishes between homogeneous and non-homogeneous linear ODEs, and discusses existence and uniqueness theorems for initial value problems. The document also covers superposition principles, methods for solving linear ODEs by finding the general solution as a sum of the general solution to the homogeneous equation and a particular solution, and the use of Wronskians to check linear independence of solutions.

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
72 views17 pages

Higher Order Linear Odes: Theory: Department of Mathematics Iit Guwahati

The document provides an overview of higher order linear ordinary differential equations (ODEs). It begins by defining linear differential operators and differentiation operators. It then distinguishes between homogeneous and non-homogeneous linear ODEs, and discusses existence and uniqueness theorems for initial value problems. The document also covers superposition principles, methods for solving linear ODEs by finding the general solution as a sum of the general solution to the homogeneous equation and a particular solution, and the use of Wronskians to check linear independence of solutions.

Uploaded by

akshay
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
You are on page 1/ 17

Higher Order linear ODEs: Theory

Department of Mathematics
IIT Guwahati

SHB/SU MA-102 (2020)


Some necessary definitions
Definition: Let I be an interval and n be a positive integer.
Consider the map D : C 1 (I) → C(I) given by D(f ) = f 0 .
More generally, for any k ∈ {1, . . . , n}, consider the map
Dk : C k (I) → C(I) given by Dk (f ) = f (k) , where f (k)
denotes the k-th derivative of f .
Observe that Dk = D ◦ D ◦ · · · ◦ D (k times) and by
convention, D0 = I, the identity map.
The operators (or maps) Dk are called differentiation
operators. A differential operator from C n (I) to C(I) is a
map between appropriate vector spaces which can be
expressed as a function of the differentiation operator D.
Examples: Take L = Dn or L = eD or
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 , where
a0 , a1 , . . . , an ∈ C(I).

SHB/SU MA-102 (2020)


Definition: Let I be an interval and n be a positive integer. A
differential operator L : C n (I) → C(I) of the form
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 ,
where a0 , a1 , . . . , an ∈ C(I), is called a linear differential
operator.
In other words, for a linear differential operator L of the above
form, we have:
L(y)(x) = an (x)y (n) (x) + an−1 (x)y (n−1) (x) + · · · + a1 (x)y 0 (x)

+a0 (x)y(x) ∀ x ∈ I.

Check that: A differential equation of the form


L(y)(x) = g(x), where L is a linear differential operator and g
is a function, is a linear differential equation.
SHB/SU MA-102 (2020)
Homogeneous and Non-homogeneous Linear ODEs

Consider a linear differential equation L(y)(x) = g(x), where

L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 .

If all the functions a0 , . . . , an are constant functions, then we


say that the linear differential equation L(y)(x) = g(x) is with
constant coefficients.
If g(x) = 0, then we say that the linear differential equation is
homogeneous, and non-homogeneous otherwise.

SHB/SU MA-102 (2020)


Existence and Uniqueness Results

Theorem (Existence and uniqueness theorem for linear IVP of


order n)
Consider a linear differential equation L(y)(x) = g(x) where
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 .
Suppose that aj , g ∈ C(a, b) and an (x) 6= 0 for all x ∈ (a, b).
Let x0 ∈ (a, b). Then the initial value problem (IVP)
(Ly)(x) = g(x), y (j) (x0 ) = αj , j = 0, . . . , n − 1,

where αj ∈ R, has a unique solution y(x) for all x ∈ (a, b).

In particular, if g=0 and αj = 0, j = 0, . . . , n − 1, then


y(x) = 0 for all x ∈ (a, b).

SHB/SU MA-102 (2020)


Example:
• The IVP
(1 + x2 )y 00 + xy 0 − y = tan x, y(1) = 1, y 0 (1) = 2 has a
unique solution that exists on (−π/2, π/2).
• The IVP y 00 + 3x2 y 0 + ex y = sin x, y(0) = 1, y 0 (0) = 0
has a unique solution that exists on (−∞, ∞).
• The IVP y 00 − y = 0, y(1) = 0, y 0 (1) = 0 has a trivial
solution y(x) = 0 for all x ∈ R.

SHB/SU MA-102 (2020)


Superposition Principles

Theorem:(Superposition principle for homogeneous equation)


Let yi ∈ C n (a, b), i = 1, · · · , k be any solutions of Ly = 0 on
(a, b). Then y(x) = c1 y1 (x) + c2 y2 (x) + · · · + ck yk (x), where
ci , i = 1, · · · , k are arbitrary constants, is also a solution on
(a, b).

Example: y1 (x) = e2x and y2 (x) = xe2x are two solutions of


y 00 − 4y 0 + 4y = 0. Note that y(x) = c1 y1 + c2 y2 is also a
solution of y 00 − 4y 0 + 4y = 0.

SHB/SU MA-102 (2020)


Superposition Principles

Theorem:(Superposition principle for non-homogeneous


equation)
Let ypi ∈ C n (a, b) be solutions of L(y) = gi (x) for each
i = 1, · · · , k on (a, b). Then
yp (x) = c1 yp1 (x) + c2 yp2 (x) + · · · + ck ypk (x),
where ci , i = 1, · · ·P
, k are arbitrary constants, is also a
solution of L(y) = ki=1 ci gi (x) on (a, b).

Example: Note that yp1 (x) = ex is solution of


y 00 − 2y 0 + 2y = ex and yp2 (x) = x2 is a solution of
y 00 − 2y 0 + 2y = 2 − 4x + 2x2 . Then 10ex + 7x2 is a solution
of y 00 − 2y 0 + 2y = 10ex + 7(2 − 4x + 2x2 ).

SHB/SU MA-102 (2020)


Solution of linear ODEs: The theory
Consider a linear differential operator L : C n (I) → C(I) of
the form
L = an Dn + an−1 Dn−1 + · · · + a1 D + a0 D0 ,

where a0 , a1 , . . . , an ∈ C(I),
Problem: Given g ∈ C(R), find y ∈ C n (R) such that Ly = g.
Since L : C n (R) → C(R) is a linear transformation, the
solution set of
Ly = g
is given by
Ker(L) + yP := {y + yp : y ∈ Ker(L)}
where yp is a particular solution (PS) satisfying LyP = g and
Ker(L) = {y ∈ C n (R) |Ly = 0}.
SHB/SU MA-102 (2020)
Solution of linear ODEs: The theory

Note that Ker(L) is a vector space.

If {y1 , . . . , yn } ⊂ C n (R) is a basis of Ker(L), then the general


solution (GS) of Ly = g is given by
y = c1 y1 + · · · + cn yn + yP .

Moral: (The GS of Ly = g) = (The GS of Ly = 0 )


+ (a PS yp satisfying Lyp = g)

SHB/SU MA-102 (2020)


Solution of linear ODEs: The theory
The next result shows that the homogeneous linear equation
Ly = 0 has no more than n linearly independent solutions,
that is, dim(Ker(L)) = n.

Theorem: Let L = nj=0 aj Dj where aj ∈ C(a, b),


P

j = 0, . . . , n, and an (x) 6= 0 for all x ∈ (a, b). Then


dim(Ker(L)) = n.

Proof: Choose x0 ∈ (a, b). Define T : Ker(L) → Rn by

T y := [y(x0 ), y 0 (x0 ), . . . , y (n−1) (x0 )]> .


Then T is linear. By uniqueness theorem, T (y) = 0 implies
y = 0. Therefore, T is one-to-one. The existence of solution
shows that T is onto. Thus, T is bijective. Hence
dim(Ker(L)) = n.

SHB/SU MA-102 (2020)


Solution of linear ODEs: The theory

Recall that all solutions of Ly = g are given by the affine


subspace
Ker(L) + yP ,
where LyP = g is a particular solution.

Hence what we need to do is to find


• a basis {y1 , . . . , yn } of Ker(L) and
• a particular solution yP .
Then the general solution of Ly = g is given by

y := c1 y1 + · · · + cn yn + yP .

SHB/SU MA-102 (2020)


Wronskian
Definition: If {f1 , . . . , fn } ⊂ C n−1 (R) or C n−1 (I), then

f1
0 ··· fn
f ··· fn0
W (f1 , · · · , fn ) := 1
(n−1) (n−1)

f
1 · · · fn
is called the Wronskian of f1 , . . . , fn on R or I respectively.
Theorem: Let y1 , y2 , . . . , yn ∈ C n (a, b) be solutions of
Lf = 0, where ai ∈ C(a, b), i = 0, . . . , n, and an (x) = 6 0 for
all x ∈ (a, b). If
W (y1 , . . . , yn )(x0 ) 6= 0
for some x0 ∈ (a, b), then every solution y of Lf = 0 can be
expressed in the form y = C1 y1 + · · · + Cn yn , where
C1 , . . . , Cn are constants.
SHB/SU MA-102 (2020)
Theorem: Let y1 , y2 , . . . , yn ∈ C n (a, b) be solutions of
L(y) = 0, where ai ∈ C((a, b)), i = 0, . . . , n, and an (x) 6= 0
for all x ∈ (a, b). If every solution y of Lf = 0 can be
expressed in the form
y = C1 y 1 + · · · + Cn y n ,

where C1 , . . . , Cn are constants (or equivalently if {y1 , . . . , yn }


is a basis of Ker L,) then W (y1 , . . . , yn )(x0 ) 6= 0 for some
x0 ∈ (a, b).
Example: The functions y1 = e2x and y2 = e−2x are both
solutions of y 00 − 4y = 0 on (−∞, ∞). The Wronskian
2x
−2x
e e
W (y1 , y2 ) = 2x = −4 6= 0.
2e −2e−2x

The general solution is y = c1 e2x + c2 e−2x .

SHB/SU MA-102 (2020)


Theorem: (Abel’s formula) Let y1 , . . . , yn be any n solutions
to
Ly = y (n) + p1 (x)y (n−1) + · · · + pn (x)y = 0
on (a, b). Then, for x0 ∈ (a, b), we have
 Z x 
W (y1 , . . . , yn )(x) = W (y1 , . . . , yn )(x0 ) exp − p1 (t)dt ,
x0

for all x ∈ (a, b).

SHB/SU MA-102 (2020)


Corollary: The Wronskian of solutions W (y1 , . . . , yn )(x) is
either identically zero or never zero on (a, b).

Definition: A set of n linearly independent solutions of Ly = 0


that spans Ker(L) are called fundamental solutions.

Fact: Let y1 , y2 , . . . , yn ∈ C n ((a, b)) be solutions of L(y) = 0.


Then the following statements are equivalent:
• {y1 , y2 , . . . , yn } is a fundamental solution set on (a, b).
• {y1 , y2 , . . . , yn } are linearly independent on (a, b).
• W (y1 , y2 , . . . , yn )(x) 6= 0 on (a, b).

SHB/SU MA-102 (2020)


Theorem: Let yp (x) ∈ C n (a, b) be a particular solution to
L(y) = g(x) on (a, b) and let {y1 , y2 , . . . , yn } ∈ C n (a, b) be a
fundamental solution set of L(y) = 0 on (a, b). Then a general
solution of L(y) = g on (a, b) can be expressed in the form
y(x) = C1 y1 (x) + · · · + Cn yn (x) + yp (x)

Example: Given that yp = x2 is a particular solution to


y 00 − y = 2 − x2 and y1 (x) = ex and y2 (x) = e−x are solution
to y 00 − y = 0. A general solution is
y(x) = C1 ex + C2 e−x + x2 .

SHB/SU MA-102 (2020)

You might also like