Linear Algebra and Differential Equations

Sartaj Ul Hasan

Department of Mathematics
Indian Institute of Technology Jammu
Jammu, India - 181221

Email: sartaj.hasan@iitjammu.ac.in

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 Lecture 27
(May 31, 2021)

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 Differential Equations
(Second part of the course)

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Test for L.I.

Suppose that
y 00 + p(x)y 0 + q(x)y = 0
has continuous coefficients on an open interval I . Then
1. two solutions y1 and y2 of the DE on I are linearly dependent iff their
Wronskian is 0 at some x0 ∈ I .
2. Wronskian =0 for some x = x0 =⇒ W ≡ 0 on I .
3. if there exists an x1 ∈ I at which W 6= 0, then y1 and y2 are linearly
independent on I .

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Proof
1. two solutions y1 and y2 of the DE on I are linearly dependent iff their Wronskian
is 0 at some x0 ∈ I .
Let y1 , y2 be linearly dependent. Then, y1 (x) = ky2 (x), for some constant k.
Then, W (y1 , y2 ) = W (ky2 , y2 ) ≡ 0.
Conversely, let W (y1 , y2 ) = 0 for some x0 ∈ I . That is,
 
 y1 (x0 ) y2 (x0 ) 
W (y1 , y2 )(x0 ) =  0  = 0.
y1 (x0 ) y20 (x0 ) 


Consider the linear system of equations :

k1 y1 (x0 ) + k2 y2 (x0 ) = 0
k1 y10 (x0 ) + k2 y20 (x0 ) = 0

W (y1 , y2 )(x0 ) = 0 =⇒ ∃ non-trivial k1 & k2 solving the above linear system.

Let y (x) = k1 y1 (x) + k2 y2 (x). Now, y (x0 ) = y 0 (x0 ) = 0.
By existence-uniqueness theorem, y (x) ≡ 0 is the unique solution of
y 00 + p(x)y 0 + q(x)y = 0; y (x0 ) = 0, y 0 (x0 ) = 0 =⇒ k1 y1 (x) + k2 y2 (x) = 0 with
k1 , k2 both not simultaneously zero. Hence, y1 , y2 are linearly dependent.
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Proof contd..

2. Wronskian =0 for some x = x0 =⇒ W ≡ 0 on I .

If Wronskian =0 for some x = x0 , then by the first part of the result, y1 &
y2 are linearly dependent
=⇒ W (y1 , y2 )(x) = 0 ∀x ∈ I .

3. if there exists an x1 ∈ I at which W 6= 0, then y1 and y2 are L.I. on I .

W (y1 , y2 )(x1 ) 6= 0 =⇒ y1 & y2 can’t be linearly dependent

=⇒ y1 & y2 are L.I.
Definition
A basis (or a fundamental set) of solutions of y 00 + p(x)y 0 + q(x)y = 0 on
an interval I is a pair y1 , y2 of linearly independent solutions of
y 00 + p(x)y 0 + q(x)y = 0 on I .

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Basis of solutions

Result : If p(x) and q(x) are continuous on an open interval I , then y 00 +

p(x)y 0 + q(x)y = 0 has a basis of solutions on I .
Proof : Consider the IVP’s

y 00 + p(x)y 0 + q(x)y = 0, y (x0 ) = 1, y 0 (x0 ) = 0

y 00 + p(x)y 0 + q(x)y = 0, y (x0 ) = 0, y 0 (x0 ) = 1

By existence-uniqueness theorem of IVP, the above problems have unique

solutions y1 (x) and y2 (x)
 respectively
 on I .
 1 0 
Now, W (y1 , y2 )(x0 ) =   = 1 6= 0 =⇒ y1 &y2 are L.I. Why?
0 1 
Hence, they form a basis of solutions of y 00 + p(x)y 0 + q(x)y = 0.

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General solution

Let y1 & y2 be a basis of solutions of the homogeneous second order linear

DE y 00 + p(x)y 0 + q(x)y = 0 on I , where p(x) and q(x) are continuous on
I . Then,
y (x) = C1 y1 (x) + C2 y2 (x)
is a general solution of y 00 + p(x)y 0 + q(x)y = 0.
That is, every solution y = Y (x) of the DE has the form

Y (x) = C1 y1 (x) + C2 y2 (x),

where C1 and C2 are arbitrary constants.

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Proof
Let Y (x) be a solution of the given ODE. We want to find C1 and C2 such
that
Y (x) = C1 y1 (x) + C2 y2 (x).
This implies for x0 ∈ I ,

Y (x0 ) = C1 y1 (x0 ) + C2 y2 (x0 )

Y 0 (x0 ) = C1 y10 (x0 ) + C2 y20 (x0 ).

Thus,     
y1 (x0 ) y2 (x0 ) C1 Y (x0 )
= .
y10 (x0 ) y20 (x0 ) C2 Y 0 (x0 )
As y1 and y2 form a basis of solutions of the DE,
 
y1 (x0 ) y2 (x0 )
W (x0 ) =
y10 (x0 ) y20 (x0 )

is invertible. (Justify!)
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Proof contd...
Therefore,  
 Y (x0 ) y2 (x0 ) 
 Y 0 (x0 ) y 0 (x0 )
 

2
C1 = ,
det W (x0 )
and  
 y1 (x0 ) Y (x0 ) 
 y 0 (x0 ) Y 0 (x0 )
 

1
C2 = .
det W (x0 )
(What’s this method called?) Now,
u(x) = Y (x) − C1 y1 (x) − C2 y2 (x)
satisfies the given DE, and
u(x0 ) = 0 = u 0 (x0 ).
But the constant function u(x) ≡ 0 also satisfies the IVP. Thus,
Y (x) = C1 y1 (x) + C2 y2 (x)
by the uniqueness theorem.
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