MTH166

Lecture-8

Linear Differential Equations (LDE)-II

Topic:

Linear Differential Equations (LDE)

Learning Outcomes:

1. Linear Dependence and Independence of functions (Solutions) via Wronskian.

2. Abel’s Formula to find Wronskian.

3. Principle of Superposition.
Linear Dependence and Independence of Functions or Solutions:
Let 𝑦1 , 𝑦2 , 𝑦3 be the given set of functions or solutions.

𝑦1 𝑦2 𝑦3
𝑦 ′ 𝑦 ′ 𝑦 ′
Wronskian, 𝑊 = 1 2 3
𝑦1 ′′ 𝑦2 ′′ 𝑦3 ′′
(I) If 𝑾 = 𝟎, then functions 𝑦1 , 𝑦2 , 𝑦3 are said to be Linearly Dependent.
(II) If 𝑾 ≠ 𝟎, then functions 𝑦1 , 𝑦2 , 𝑦3 are said to be Linearly Independent.

Fundamental Solutions or Basis:

The solutions which are linearly independent are called as Fundamental solutions or
Basis.
Problem 1: Show that the functions: 1, sin 𝑥, cos 𝑥 are linearly independent.

Solution: Let 𝑦1 , 𝑦2 , 𝑦3 = 1, sin 𝑥, cos 𝑥

𝑦1 𝑦2 𝑦3 1 sin 𝑥 cos 𝑥
′
Wronskian, 𝑊 = 𝑦1 𝑦2 ′ ′
𝑦3 = 0 cos 𝑥 − sin 𝑥
𝑦1 ′′ 𝑦2 ′′ 𝑦3 ′′ 0 − sin 𝑥 − cos 𝑥
Expanding by first column:

𝑊 = 1 −𝑐𝑜𝑠 2 𝑥 − 𝑠𝑖𝑛2 𝑥 − 0 + 0 = −1 𝑐𝑜𝑠 2 𝑥 + 𝑠𝑖𝑛2 𝑥 = −1

Since 𝑊 ≠ 0, so the given functions are linearly independent.

Problem 2: Show that the functions: 𝑥, 𝑥 2 , 𝑥 3 are linearly independent on an
interval which does not contain zero.

Solution: Let 𝑦1 , 𝑦2 , 𝑦3 = 𝑥, 𝑥 2 , 𝑥 3

𝑦1 𝑦2 𝑦3 𝑥 𝑥2 𝑥3
′ 𝑦2 ′ ′
Wronskian, 𝑊 = 𝑦1 𝑦3 = 1 2𝑥 3𝑥 2
𝑦1 ′′ 𝑦2 ′′ 𝑦3 ′′ 0 2 6𝑥
Expanding by first column:

𝑊 = 𝑥 12𝑥 2 − 6𝑥 2 − 1 6𝑥 3 − 2𝑥 3 + 0 = 2𝑥 3 ≠ 0 (because 𝑥 ≠ 0)

Since 𝑊 ≠ 0, so the given functions are linearly independent.

Problem 3: Show that the functions: 2𝑥, 6𝑥 + 3,3𝑥 + 2 are linearly dependent.
Solution: Let 𝑦1 , 𝑦2 , 𝑦3 = 2𝑥, 6𝑥 + 3,3𝑥 + 2

𝑦1 𝑦2 𝑦3 2𝑥 6𝑥 + 3 3𝑥 + 2
′ 𝑦2 ′ 𝑦3 ′ = 2
Wronskian, 𝑊 = 𝑦1 6 3 =0
𝑦1 ′′ 𝑦2 ′′ 𝑦3 ′′ 0 0 0
(If one row of a determinant is zero, then value of determinant is always zero.)

Since 𝑊 = 0, so the given functions are linearly dependent.

 Polling Question

The functions 𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 𝐚re said to be Linearly Dependent if:

(A)Wronskian 𝑊 ≠ 0

(B)Wronskian 𝑊 = 0
Abel’s Formula to find Wronskian:

Let us consider a 2nd order homogeneous LDE:

𝑎0 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎2 𝑦 = 0 (1)

Where 𝑎0 ≠ 0, 𝑎1 , 𝑎2 are continuous on an interval I and 𝑦1 , 𝑦2 be its

linearly independent solutions, then Wronskian is given as:
𝒂
− ‫𝒙𝒅 𝟏𝒂 ׬‬
Wronskian, 𝑾 = 𝒄𝒆 𝟎 where 𝑐 is a constant.
Problem 1. Using Abel’s formula, find Wronskian for: 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0
Solution: The given equation is: 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 (1)
Comparing it with: 𝑎0 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎2 𝑦 = 0
Here 𝑎0 = 1, 𝑎1 = −4, 𝑎2 = 4
By Abel’s formula, Wronskian is given by:
𝑎
− ‫𝑎 ׬‬1 𝑑𝑥
𝑊= 𝑐𝑒 0 where 𝑐 is a constant
−4
− 𝑑𝑥
⇒𝑊= 𝑐𝑒 ‫ ׬‬1

⇒ 𝑊 = 𝑐𝑒 4 ‫𝑥𝑑 ׬‬
⇒ 𝑊 = 𝑐𝑒 4𝑥 Answer.
Problem 2. Using Abel’s formula, find Wronskian for: 𝑦 ′′ + 𝑎2 𝑦 = 0, 𝑎 ≠ 0.
Solution: The given equation is: 𝑦 ′′ + 𝑎2 𝑦 = 0, 𝑎 ≠ 0 (1)
Comparing it with: 𝑎0 𝑦 ′′ + 𝑎1 𝑦 ′ + 𝑎2 𝑦 = 0
Here 𝑎0 = 1, 𝑎1 = 0, 𝑎2 = 𝑎2
By Abel’s formula, Wronskian is given by:
𝑎
− ‫𝑎 ׬‬1 𝑑𝑥
𝑊= 𝑐𝑒 0 where 𝑐 is a constant
0
− 𝑑𝑥
⇒𝑊= 𝑐𝑒 ‫ ׬‬1
⇒ 𝑊 = 𝑐𝑒 0 = 𝑐(1)
⇒𝑊=𝑐 Answer.
 Polling Question

Using Abel’s formula, find Wronskian for: 𝒚′′ + 𝒚′ + 𝟒𝒚 = 𝟎

(A) 𝑊 = 𝑐𝑒 4𝑥

(B) 𝑊 = 𝑐𝑒 −𝑥

(C) 𝑊 = 𝑐𝑒 𝑥

(D) 𝑊 = 𝑐𝑒 2𝑥
Principle of Superposition:
If functions 𝑦1 , 𝑦2 ,−− −, 𝑦𝑛 are the solutions of homogeneous LDE:
𝑎0 𝑦 𝑛 + 𝑎1 𝑦 𝑛−1 +−−−− +𝑎𝑛−1 𝑦 ′ + 𝑎𝑛 𝑦 = 0 (1)
Then, their linear combination: 𝑐1 𝑦1 + 𝑐2 𝑦2 +−−− +𝑐𝑛 𝑦𝑛 is also a solution of
LDE (1).
Note: Principle of superposition is not applicable to non-homogeneous LDE.
Problem 1: Show that 𝑒 𝑥 , 𝑒 −𝑥 and their linear combination 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 are
the solutions of homogeneous equation: 𝑦 ′′ − 𝑦 = 0. Also show that 𝑒 𝑥 , 𝑒 −𝑥 form
basis or Fundamental solution.
Solution: The given homogeneous LDE: 𝑦 ′′ − 𝑦 = 0 (1)
Let 𝑦1 , 𝑦2 = 𝑒 𝑥 , 𝑒 −𝑥 be the given set of functions.
Part 1:Now they will be solutions of equation (1) if they satisfy equation (1).
i.e. 𝑦1 will be solution of equation (1) if 𝑦1 ′′ − 𝑦1 = 0 (2)
Here 𝑦1 = 𝑒 𝑥 ⇒ 𝑦1 ′ = 𝑒 𝑥 ⇒ 𝑦1 ′′ = 𝑒 𝑥
Substitute these values of 𝑦1 and 𝑦1 ′′ in equation (2), we get:
𝑒 𝑥 − 𝑒 𝑥 = 0 which is true.
So, 𝑦1 is a solution of equation (1)
Now 𝑦2 will be solution of equation (1) if 𝑦2 ′′ − 𝑦2 = 0 (3)
Here 𝑦2 = 𝑒 −𝑥 ⇒ 𝑦2 ′ = −𝑒 −𝑥 ⇒ 𝑦2 ′′ = 𝑒 −𝑥
Substitute these values of 𝑦2 and 𝑦2 ′′ in equation (3), we get:
𝑒 −𝑥 − 𝑒 −𝑥 = 0 which is true.
So, 𝑦2 is a solution of equation (1)
Part 2:By principle of superposition, if 𝑦1 and 𝑦2 are solutions, then their linear
combination 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 will also be a solution.
Let us verify it:
Let 𝑦3 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 ⇒ 𝑦3 ′ = 𝑐1 𝑒 𝑥 − 𝑐2 𝑒 −𝑥 ⇒ 𝑦3 ′′ = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥
Now 𝑦3 will be solution of equation (1) if 𝑦3 ′′ − 𝑦3 = 0
i.e. 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 − 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥 = 0 which is true.
Part 3:
𝑦1 𝑦2
Wronskian, 𝑊 = 𝑦 ′ 𝑦 ′
1 2
𝑒 𝑥 𝑒 −𝑥
= 𝑥
𝑒 −𝑒 −𝑥
= −𝑒 𝑥 . 𝑒 −𝑥 − 𝑒 𝑥 . 𝑒 −𝑥
= −2𝑒 𝑥 𝑒 −𝑥 = −2𝑒 𝑥−𝑥
= −2𝑒 0 = −2 1
= −2 ≠ 0
Since W ≠ 0, So, Solutions 𝑦1 , 𝑦2 are linearly independent.
Hence 𝑒 𝑥 , 𝑒 −𝑥 form basis or fundamental solutions of equation (1).
Problem 2: Show that 1, 𝑥 2 form a set of fundamental solutions (basis) of
homogeneous equation: 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ = 0.
Solution: The given homogeneous LDE: 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ = 0 (1)
Let 𝑦1 , 𝑦2 = 1, 𝑥 2 be the given set of functions.
Part 1:Now they will be solutions of equation (1) if they satisfy equation (1).
2 ′′
i.e. 𝑦1 will be solution of equation (1) if 𝑥 𝑦1 − 𝑥𝑦1 ′ = 0 (2)
Here 𝑦1 = 1 ⇒ 𝑦1 ′ = 0 ⇒ 𝑦1 ′′ = 0
Substitute these values of 𝑦1 and 𝑦1 ′′ in equation (2), we get:
𝑥 2 (0) − 𝑥(0) = 0 which is true.
So, 𝑦1 is a solution of equation (1)
Now 𝑦2 will be solution of equation (1) if 𝑥 2 𝑦2 ′′ − 𝑥𝑦2 ′ = 0 (3)
Here 𝑦2 = 𝑥 2 ⇒ 𝑦2 ′ = 2𝑥 ⇒ 𝑦2 ′′ = 2
Substitute these values of 𝑦2 and 𝑦2 ′′ in equation (3), we get:
𝑥 2 (2) − 𝑥(2𝑥) = 0 which is true.
So, 𝑦2 is a solution of equation (1)
𝑦1 𝑦2 1 𝑥 2
Part 2: Wronskian, 𝑊 = 𝑦 ′ 𝑦 ′ = = 2𝑥 ≠ 0
1 2 0 2𝑥
Since W ≠ 0, So, Solutions 𝑦1 , 𝑦2 are linearly independent.
Hence 1, 𝑥 2 form basis or fundamental solutions of equation (1).