One Variable Calculus and

Differential Equations
for non-majors – MT171

Idrissa S. A.
Amour.Idrissa@udsm.ac.tz

Basic Theory of Linear Equations

Department of Mathematics - UDSM
April 23, 2023
Linear first order equations

Definition: A linear DE of order n in the dependent

variable y and the independent variable x is an equation
of the form

a0 (x)y (n) + a1 (x)y (n−1) + . . . + an−1 (x)y ′ + an (x)y = F (x)

(1)
Assuming a0 , a1 , . . . , an and F are continuous real
functions on a real interval a ≤ x ≤ b and a0 (x) ≠ 0 for
any x on a ≤ x ≤ b.

The term F (x) is called the nonhomogeneous term.

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Linear first order equations
If F is identical zero then the eq. (1) reduces to

a0 (x)y (n) +a1 (x)y (n−1) +. . .+an−1 (x)y ′ +an (x)y = 0 (2)

and is then called homogeneous.

For the case n = 2, eq. (1) reduces to second order
nonhomogeneous linear DE

a0 (x)y ′′ + a1 (x)y ′ + a2 (x)y = F (x)

and eq. (2) reduces to second order homogeneous

equation

a0 (x)y ′′ + a1 (x)y ′ + a2 (x)y = 0

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Homogeneous Equation
Basic theorem on Linear homogeneous DEs:
Let f1 , f2 , . . . , fm be m solutions of the homogeneous
linear DE (2) then c1 f1 + c2 f2 + . . . + cm fm is also a
solution of (2), where c1 , c2 , . . . , cm are m arbitrary
constants.
Definition: If f1 , f2 , . . . , fm are m given functions, and
c1 , c2 , . . . , cm are m constants, then expression

c1 f1 + c2 f2 + . . . + cm fm

is called a linear combination of f1 , f2 , . . . , fm .

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Homogeneous Equation
Same theorem is restated with the concept of
linear combination: Any linear combination of
solutions of the homogeneous linear DE (2) is also a
solution of (2).
Example 2: sin x and cos x are solutions of

y ′′ + y = 0

By the above theorem the linear combination

c1 sin x + c2 cos x is also a solution for any constants c1
and c2 e.g
5 sin x − 2 cos x
is a solution.
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Homogeneous Equation

Example 3: We can easily verify that e x , e −x and e 2x

are solutions of

y ′′′ − 2y ′′ − y ′ + 2y = 0

we can choose any values for c1 , c2 and c3 such that

c1 e x + c2 e −x + c3 e 2x

is a solution.

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Homogeneous Equation
Linear dependency: The n functions f1 , f2 , . . . , fn are
called linearly dependent on a ≤ x ≤ b if there exist
constants c1 , c2 , . . . , cn not all zero, such that

c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0, ∀x ∈ [a, b]

Definition: The n functions f1 , f2 , . . . , fn are called

linearly independent on a ≤ x ≤ b if there are not linearly
dependent there. That is, there exist constants
c1 = c2 = . . . = cn = 0 such that

c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x) = 0, ∀x ∈ [a, b]

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Homogeneous Equation

Theorem: The nth order homogeneous linear DE (2)

always possesses n solutions that are linearly
independent. Further, if f1 , f2 , . . . , fn are n linearly
independent solution of (2), then every solution f of
(2) can be expressed as a linear combination

c1 f1 + c2 f2 + . . . + cn fn

of these n linearly independent solutions by proper

choice of the constants ci .

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Homogeneous Equation
Example 4: We have observed that sin x and cos x are
solutions of
y ′′ + y = 0
for all x, −∞ < x < ∞, one can show that these two
solutions are linearly independent. By the above
theorem, any solution f of the DE can be expressed as
a linear combination of the two solutions, i.e
c1 sin x + c2 cos x Ô⇒ f (x) = c1 sin x + c2 cos x for some
choices of c1 and c2 .
By examining the above theorems, we see that a linear
combination ∑ni=1 ci fi of the n linearly independent
solutions fi must include all solutions of (2).
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Homogeneous Equation

For this reason the set of n linearly independent

solutions of (2) is known as the fundamental set of
(2) and a linear combination ∑ni=1 ci fi as a general
solution of (2).
Example 5: sin x and cos x are fundamental set for DE
y ′′ + y = 0 and y = c1 sin x + c2 cos x is a general solution
of the DE.

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Fundamental and General Solution
Definition: If f1 , f2 , . . . , fn are n linearly independent
solutions of the nth-order linear DE

a0 (x)y (n) +a1 (x)y (n−1) +. . .+an−1 (x)y ′ +an (x)y = 0 (3)

on a ≤ x ≤ b, then the set {f1 , f2 , . . . , fn } is called a

fundamental set of solutions of (3) and the function f
defined by

f (x) = c1 f1 (x) + c2 f2 (x) + . . . + cn fn (x), a≤x ≤b

where c1 , c2 , . . . , cn are arbitrary constants, is called a

general solution of (3) on a ≤ x ≤ b
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Fundamental and General Solution

Example 1: The solutions e x , e −x and e 2x of the DE

y ′′′ − 2y ′′ − y ′ + 2y = 0

may be shown to be linearly independent for all x,

−∞ < x < ∞. Thus, e x , e −x and e 2x form a fundamental
set of the given DE and its general solution y may be
expressed as (for some constants ci )

y = c1 e x + c2 e −x + c3 e 2x

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Wronskian
Let f1 , f2 , . . . , fn be n real functions each of which has an
(n − 1) derivatives on an interval a ≤ x ≤ b. The
determinant
RRR f f2 . . . fn RRRR
RRR 1′ R
RRR f1 f2′ . . . fn′ RRRR
W (f1 , f2 , . . . , fn ) = RRR ⋮ ⋮ ⋮ ⋮ RRRR
RRR
RRRf (n−1) f (n−1) . . . f (n−1) RRRRR
R1 2 n R
is called the Wronskian of these n functions. Its a real
function of x on a ≤ x ≤ b denoted by
W (f1 , f2 , . . . , . . . , fn )(x).

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Wronskian
Theorem: The n solutions f1 , f2 , . . . , fn of the nth order
homogeneous linear DE (3) are linearly independent on
a ≤ x ≤ b if and only if the Wronskian of f1 , f2 , . . . , fn is
different from zero for some x on the interval a ≤ x ≤ b.
Theorem: The Wronskian of n solutions f1 , f2 , . . . , fn of
(3) is either identically zero on a ≤ x ≤ b or else is never
zero on a ≤ x ≤ b.

The above theorems tell us that if we can find n

solutions then we can use the theorems to determine
whether or not they are linearly independent.

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Wronskian
For the case of second order homogeneous linear DE

a0 (x)y ′′ + a1 (x)y ′ + a2 (x)y = 0 (4)

the Wronskian of two solutions f1 and f2 is given by

f1 f2
W (f1 , f2 ) = ∣ ∣ = f1 f2′ − f1′ f2
f1′ f2′

if W (f1 , f2 ) ≠ 0 on a ≤ x ≤ b Ô⇒ solutions f1 and f2 are

linearly independent and the general solution y of (4)
can be written as

y = c1 f1 (x) + c2 f2 (x)
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Wronskian

Example 2: Let us examine our previous examples.

Consider the solutions sin x and cos x of y ′′ + y = 0. Let
us find the Wronskian.
sin x cos x
W (sin x, cos x) = ∣ ∣ = − sin2 x −cos2 = −1 ≠ 0
cos x − sin x

Therefore sin x and cos x are linearly independent

solutions on a given interval.

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Wronskian

Example 3: The solutions e x , e −x and e −2x of

y ′′′ − 2y ′′ − y ′ + 2y = 0 are linearly independent on every
real interval since
RRRe x e −x e 2x RRR
R R
W (e x , e −x , e 2x ) = RRRRRe x −e −x 2e 2x RRRRR = −6e 2x ≠ 0
RRRe x e −x 4e 2x RRR
R R
for all real x.

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