MTH166
MTH174
Lecture-8
UNIT 2
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 𝑦=, 𝑦?, 𝑦@ be the given set of functions or solutions.
𝑦= 𝑦? 𝑦@
C 𝑦?C 𝑦@C
Wronskian, 𝑊 = 𝑦=
𝑦=CC 𝑦?CC 𝑦@CC
(I) If 𝑾 = 𝟎, then functions 𝑦=, 𝑦?, 𝑦@ are said to be Linearly Dependent.
(II) If 𝑾 ≠ 𝟎, then functions 𝑦=, 𝑦?, 𝑦@ 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 𝑦=, 𝑦?, 𝑦@ = 1, sin 𝑥, cos 𝑥
𝑦= 𝑦? 𝑦@ 1 sin 𝑥 cos 𝑥
C 𝑦?C C
Wronskian, 𝑊 = 𝑦= 𝑦@ = 0 cos 𝑥 − sin 𝑥
𝑦=CC 𝑦?CC 𝑦@CC 0 − sin 𝑥 − cos 𝑥
Expanding by first column:
𝑊 = 1 −𝑐𝑜𝑠 ?𝑥 − 𝑠𝑖𝑛?𝑥 − 0 + 0 = −1 𝑐𝑜𝑠 ?𝑥 + 𝑠𝑖𝑛?𝑥 = −1
Since 𝑊 ≠ 0, so the given functions are linearly independent.
Problem 2: Show that the functions: 𝑥, 𝑥 ?, 𝑥 @ are linearly independent on an
interval which does not contain zero.
Solution: Let 𝑦=, 𝑦?, 𝑦@ = 𝑥, 𝑥 ?, 𝑥 @
𝑦= 𝑦? 𝑦@ 𝑥 𝑥? 𝑥@
C 𝑦?C C
Wronskian, 𝑊 = 𝑦= 𝑦@ = 1 2𝑥 3𝑥 ?
𝑦=CC 𝑦?CC 𝑦@CC 0 2 6𝑥
Expanding by first column:
𝑊 = 𝑥 12𝑥 ? − 6𝑥 ? − 1 6𝑥 @ − 2𝑥 @ + 0 = 2𝑥 @ ≠ 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 𝑦=, 𝑦?, 𝑦@ = 2𝑥, 6𝑥 + 3,3𝑥 + 2
𝑦= 𝑦? 𝑦@ 2𝑥 6𝑥 + 3 3𝑥 + 2
C 𝑦?C 𝑦@C = 2
Wronskian, 𝑊 = 𝑦= 6 3 =0
𝑦=CC 𝑦?CC 𝑦@CC 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:
𝑎X 𝑦 CC + 𝑎= 𝑦 C + 𝑎? 𝑦 = 0 (1)
Where 𝑎X ≠ 0, 𝑎= , 𝑎? are continuous on an interval I and 𝑦= , 𝑦? be its
linearly independent solutions, then Wronskian is given as:
𝒂𝟏
[∫ 𝒅𝒙
Wronskian, 𝑾 = 𝒄𝒆 𝒂𝟎 where 𝑐 is a constant.
Problem 1. Using Abel’s formula, find Wronskian for: 𝑦 CC − 4𝑦 C + 4𝑦 = 0
Solution: The given equation is: 𝑦 CC − 4𝑦 C + 4𝑦 = 0 (1)
Comparing it with: 𝑎X𝑦 CC + 𝑎=𝑦 C + 𝑎?𝑦 = 0
Here 𝑎X = 1, 𝑎= = −4, 𝑎? = 4
By Abel’s formula, Wronskian is given by:
bc
[∫ ef
𝑊 = 𝑐𝑒 bd where 𝑐 is a constant
hi
[∫ ef
⇒ 𝑊 = 𝑐𝑒 c
⇒ 𝑊 = 𝑐𝑒 j ∫ ef
⇒ 𝑊 = 𝑐𝑒 jf Answer.
Problem 2. Using Abel’s formula, find Wronskian for: 𝑦 CC + 𝑎?𝑦 = 0, 𝑎 ≠ 0.
Solution: The given equation is: 𝑦 CC + 𝑎?𝑦 = 0, 𝑎 ≠ 0 (1)
Comparing it with: 𝑎X𝑦 CC + 𝑎=𝑦 C + 𝑎?𝑦 = 0
Here 𝑎X = 1, 𝑎= = 0, 𝑎? = 𝑎?
By Abel’s formula, Wronskian is given by:
bc
[∫ ef
𝑊 = 𝑐𝑒 bd where 𝑐 is a constant
d
[∫ ef
⇒ 𝑊 = 𝑐𝑒 c
⇒ 𝑊 = 𝑐𝑒 X = 𝑐(1)
⇒𝑊=𝑐 Answer.
Polling Question
Using Abel’s formula, find Wronskian for: 𝒚CC + 𝒚C + 𝟒𝒚 = 𝟎
(A) 𝑊 = 𝑐𝑒 jf
(B) 𝑊 = 𝑐𝑒 [f
(C) 𝑊 = 𝑐𝑒 f
(D) 𝑊 = 𝑐𝑒 ?f
Principle of Superposition:
If functions 𝑦=, 𝑦?,−− −, 𝑦m are the solutions of homogeneous LDE:
𝑎X𝑦 m + 𝑎=𝑦 m[= +−−−− +𝑎m[=𝑦 C + 𝑎m 𝑦 = 0 (1)
Then, their linear combination: 𝑐=𝑦= + 𝑐?𝑦? +−−− +𝑐m 𝑦m is also a solution of
LDE (1).
Note: Principle of superposition is not applicable to non-homogeneous LDE.
Problem 1: Show that 𝑒 f , 𝑒 [f and their linear combination 𝑐=𝑒 f + 𝑐?𝑒 [f are
the solutions of homogeneous equation: 𝑦 CC − 𝑦 = 0. Also show that 𝑒 f , 𝑒 [f form
basis or Fundamental solution.
Solution: The given homogeneous LDE: 𝑦 CC − 𝑦 = 0 (1)
Let 𝑦=, 𝑦? = 𝑒 f , 𝑒 [f be the given set of functions.
Part 1:Now they will be solutions of equation (1) if they satisfy equation (1).
i.e. 𝑦= will be solution of equation (1) if 𝑦=CC − 𝑦= = 0 (2)
Here 𝑦= = 𝑒 f ⇒ 𝑦=C = 𝑒 f ⇒ 𝑦=CC = 𝑒 f
Substitute these values of 𝑦=and 𝑦=CC in equation (2), we get:
𝑒 f − 𝑒 f = 0 which is true.
So, 𝑦=is a solution of equation (1)
Now 𝑦? will be solution of equation (1) if 𝑦?CC − 𝑦? = 0 (3)
Here 𝑦? = 𝑒 [f ⇒ 𝑦?C = −𝑒 [f ⇒ 𝑦?CC = 𝑒 [f
Substitute these values of 𝑦?and 𝑦?CC in equation (3), we get:
𝑒 [f − 𝑒 [f = 0 which is true.
So, 𝑦? is a solution of equation (1)
Part 2:By principle of superposition, if 𝑦=and 𝑦? are solutions, then their linear
combination 𝑐=𝑒 f + 𝑐?𝑒 [f will also be a solution.
Let us verify it:
Let 𝑦@ = 𝑐=𝑒 f + 𝑐?𝑒 [f ⇒ 𝑦@C = 𝑐=𝑒 f − 𝑐?𝑒 [f ⇒ 𝑦@CC = 𝑐=𝑒 f + 𝑐?𝑒 [f
Now 𝑦@ will be solution of equation (1) if 𝑦@CC − 𝑦@ = 0
i.e. 𝑐=𝑒 f + 𝑐?𝑒 [f − 𝑐=𝑒 f + 𝑐?𝑒 [f = 0 which is true.
Part 3:
𝑦= 𝑦?
Wronskian, 𝑊 = 𝑦 C 𝑦 C
= ?
𝑒 f 𝑒 [f
= f
𝑒 −𝑒 [f
= −𝑒 f . 𝑒 [f − 𝑒 f . 𝑒 [f
= −2𝑒 f 𝑒 [f = −2𝑒 f[f
= −2𝑒 X= −2 1
= −2 ≠ 0
Since W ≠ 0, So, Solutions 𝑦=, 𝑦? are linearly independent.
Hence 𝑒 f , 𝑒 [f form basis or fundamental solutions of equation (1).
Problem 2: Show that 1, 𝑥 ? form a set of fundamental solutions (basis) of
homogeneous equation: 𝑥 ?𝑦 CC − 𝑥𝑦 C = 0.
Solution: The given homogeneous LDE: 𝑥 ?𝑦 CC − 𝑥𝑦 C = 0 (1)
Let 𝑦=, 𝑦? = 1, 𝑥 ? be the given set of functions.
Part 1:Now they will be solutions of equation (1) if they satisfy equation (1).
? CC
i.e. 𝑦= will be solution of equation (1) if 𝑥 𝑦= − 𝑥𝑦=C = 0 (2)
Here 𝑦= = 1 ⇒ 𝑦=C = 0 ⇒ 𝑦=CC = 0
Substitute these values of 𝑦=and 𝑦=CC in equation (2), we get:
𝑥 ?(0) − 𝑥(0) = 0 which is true.
So, 𝑦=is a solution of equation (1)
Now 𝑦? will be solution of equation (1) if 𝑥 ?𝑦?CC − 𝑥𝑦?C = 0 (3)
Here 𝑦? = 𝑥 ? ⇒ 𝑦?C = 2𝑥 ⇒ 𝑦?CC = 2
Substitute these values of 𝑦?and 𝑦?CC in equation (3), we get:
𝑥 ?(2) − 𝑥(2𝑥) = 0 which is true.
So, 𝑦? is a solution of equation (1)
𝑦= 𝑦? 1 𝑥 ?
Part 2: Wronskian, 𝑊 = 𝑦 C 𝑦 C = = 2𝑥 ≠ 0
= ? 0 2𝑥
Since W ≠ 0, So, Solutions 𝑦=, 𝑦? are linearly independent.
Hence 1, 𝑥 ? form basis or fundamental solutions of equation (1).
