{Differential_Equations}_{Exercise_6A}_{Differential_Operator_Method}
{Differential_Equations}_{Exercise_6A}_{Differential_Operator_Method}
=
0 is non-linear.
d2 dx
It should be noted that a linear differential equation is always of the first degree but
svery differential equation of the first degree need not be linear eg. the diferential
equation
ap r)+
a a )(r) + dy a n (x) y= F(x), ag # 0
an-1(x) + 1)
homogeneous.
For n 2
uaton (1) reduces to the second order non homogeneous linear equation
541
RRLIANT DIFERENTIAL EOUATION
42
homogencous cquation is
sccond order
and corresponding
0
ao(r) + a(x)+a2(*) y =0, ag(r) :
and F are
continuous real functions f
where a0 a
, . . , a2 an c
e* is a linear ordinary differenteau
I eg. + 3 xdr+ y
=
interval
order.
Theorem
Art-2. Existence and Uniqueness
If ag , a, an and F are all continuous functions of x on
real intenv
a Sxs b and ag(x) #0 for any x on a sx Sb and if xo is any point af th
he inteng
asxsb and co,c,. C - be n arbitrary real constants then there exic
ts ne at
only one function sayfx), which in some neighbourhood of Xo (contained in asre
sxsh
is solution ofthe differential equation
+ aqx)* + ...+a-1(r)+an
dx *) y =F{) and is such hat
Po () + . . . +Pn fm=0
...(m)
Multiplying (). (2), .., (m) by ci, ca, Cmand adding,we get,
C 1 t 2 2 + . . . + cn fn 0 for allx in I.
on [0, 1] because there exist
constants.
the functions , 3 x are L.D.
For example,
C -3, c2= I such that (-3) (*)+ (1) (3 x*)=0
Linearly Independent
linearly independent (or L.I)
over an
said to be
ne functions .s,..., Sn of x are
relaton
C1, C2, Cn Such thatthe
V2iff there exist constants ...,
x E I.
C c . Cn =0 forall
C1t + . +Cn Sn 0 not L.D.
Other words the functions f , , . , f ofx are
said to'be L.I. ifthey are
at least one of them is a linear
Note: If the are L.D., then
unefunctions , , . . , none of them is a linear combination
bination of th the others. But if they are L.I., then
of the others.
e S2.
2 S ar
are n linearly independent
ogeneous linear differential e quation
0
ta, (r) y
=
ar) d"
a() ..+an-1(T)
ar
0n aSxSb
$44 BRILLIANT DIFFERENTIAL EQUATIONS (SEM-1,P
then the set S J2. is called a fundamental set of solutions of (1) andthe
ao(x)+
d
aq(r)+a
dx (*) y =0 2)
Ji
s-D , (-1)
S-1
denoted by W(fi.h...fn) is called W:onskian of fi fh.fn over I.
Art-8. Prove that if the Wronskian of the functions fi . h , . . . Sn over an interval 1 is
non zero, then these functions are linearly independent over I.
Proof: Consider the relation
C1f+C2 h t . . . + Ca Jn =0 .(1)
where c1, C2 ,'.., Cn are constants
Differentiating (1) successively n- 1 times w.r.t. x, we get,
C1S-) t
Sn
2
2 C3 =O
- )
DIERENTIAL OPERATOR MEOD 545
Now we know that the matrix cquation AX O has a trivial solution if |A |z0
0
n
-1) f,0-1)
i.e., W( j Jn )*0
if W(S h,..Jn) * 0, then c =C2. =C0
t h e functions fi h..,fyare linearly independent over I.
Note: From the above article, it follows that non-vanishing of the Wronskian overan
interval I is the suficient condition that the functions are L.I. over I. It does not mean that
Wronskian can not vanish for linear independence. So it must be noted properly that
Wronskian may vanish even when the functions are linearly independent over I.
d"y d-ly
+a(x) an-1(x) +dx a, (x) y =
0
Then every solution of. L,(y) = 0 can be expressed as a suitable linear combination
kf(xo) +k2/2"(a
(xg) +. k,sn""(ro) f""(xo)}
.+ =
W/.f2. Sxy) *0
546
BRLLIANT DIFFERENTIAL EQUATIONS (SEM-I, PBI, U
fio)
i.e. J2 #o).. 0
unequal to zero.
i=0, 1,2,.
of the system (1) has the same value as the corresponding right member f'(x%) ;i=0, 1,
2, n-1)
But these left members (2) are values ofthe solution efi + c22 +.+Cf, of
the equation L,0) =0 and its first
(n-1) derivatives at x: while the corresponding
right members are values of the solutionfand its first (n-1) derivatives at xo
Thus the two solutions csi +C2/2 +. ... + CnJn and f have equal values and
their th derivatives, i= 1,2,.. n=-1 have equal values at xo
ILLUSTRATIVE EXAMPLES
Example 1. Show by Wronskian that x, x, x are linearly independent ifr is non-zero.
Sol. Let A) =x, ht) =*,
)=1, f ) = 3 x,
J a) =4
)=0, " )=6x, (x)= 12x
32 43
2 6X 12x
x 3 2
6x
4xx0
122
22 33
122
by RR-R
6x
pFERENTIAL.OPERATOR METHOD
547
3x3
6* 12x2
x (24- 18)
6 r 0 as x * 0
h h are L.I.
2 cos bx esin bx
e e4 (acos bx -bsin bx) e (asinbx + bcos bx)
ecos.br (a sin bx +b cos bx) - e"* sin bx (acos bx - b sin bx)
()Let h()2x, f5 ( 1 ) 2 x h t ) 2
) 2 . f:' () 4x. /' () 8x
24 x
) =0, /," (1)= 4, " (r)
=
2x 2
4x 8x
WihA)=| 0 24
=
16 x| 2 4 x=16 x|0 3x
by R-R-R
0 6x 6x
= 16x (6r ' - 3 x') = 48 x * 0
S) 6, S)=8+30x. Slx) =-
30
22+3x2 4x +5x3 18
2+6x 8x+152 18.byCC+5C
6 8+30x
2+3 x 4x+5xd
=
18 x |2 +6x 8r+15x
6 8+30x
183815
8+30x -(4x+5 x2) 2 x+6x
6 o
8x+15r
2+6r
6 8+30
=
18 x [(2+3 x) (0 -
8- 30 x)- (4 x+ 5 x) (0 6) -
+1 (16+ 60 x +
48*
+180x -48 r-
18x |(2+ 3 x)(- 30x- 8) 6 (4 x+ 5x*)+ 1 (90 « 60
=18 x|- 60 x - 16 -
90 x* 24 24
x
16)
r 30 x+
-
x +
90 x +60 rloj
18 x 30x'] * 0 V x ¬R
I2.13 are 1.l. over all reals
FFERENTIAL OrERATOR METiooD
549
(v) Let (x) =
log x, /2 (x) =
log x, S (x)
x =
x* log x
) i )xlog xI -
I +
log x, h )
A)= +logx 2x=x+2x logx
r
f )= I +2x
+ logx 2=1 +2+2 log x = 3 +2
log x
gx 0 0
X
logx 2xlogx by C2 C-xCi, CC-x<C
2 4+2log
2
logx 2x logx
=
log* ns l o g x logx (4+2logx)-(2x logx)|
"2 4+2logx
logx (4 logr +2 (logx)-4 log r] logx {2(logx)] =
2 (logx)#0 asx *1
Example 3. Show by Wronskian that the following functions are L.I. over all reals
() e, sin x, cos x (i) 1, sin x, cos x
(H.P.U. 2006)
(i) e, e* cos 4x, e sin 4x (iv)
e",xe"*,xe* .
cos x =
Sin x COS x
W.A.6)=|fi COS x
- sin x -
-sin x
cOS X
EOUATONS (SL.
DIHEERENIIAL
550 BRLLIANT
cOS
- sin x|
cos
- Sin r -cOS
-(-sin x
cos.r + sin r +-SIn
cosr)+(- sin' X-COs
e {(-cosr- sin )
-2 0 for allrealx
h are L.I. over allreals.
*
Ss (r) cos
=
1, f (x)
=
sin x,
) Here fi (x) =
0 cos
-
sin x
#0 Vx¬R
=-cosx- sinx=-1
s are L.l. over all reals.
3x e" sin 4x
()=e",s()=e"cos 4x, S (x)
=
(ii) Here fi
cos 4x sin 4x
-
0 cos 4x-4 sin 4x sin 4x+4 cos 4x
0 -11cos 4x-24 sin 4x 24 cos 4x-11 sin 4x
byR2 R-2 Ri, RR-4N
OrTRATOR
MEIOD
AR NTIA
551
cos 4r- 4 s i n 4 sin4x+ 4 cos 4x
11 cos 4. - 24 sin 4 24 cos 4x - 11 sin 4x
sin 4r + 4 cos 4x
cos 4x- 4 sin 4r
-17cos 4.r -17 sin 4x by R R2 -6 R
COS 4x 4 sin 4r
-
f , fs are L..
W A h , f s ) = | a eX (ax+ 1)eax
-ea ax +l ax +2x
ax+2a ax +4ax+2|
(Operate R, >aRi - R2, R2> aR-R3)
0 -1 -2x
0 -2 ax-2.
a ax+2a ax +4 ax+2
(i) e , e * , 2x
in) 1, x, , ;
x*0 (iv) 1, 1 +x, 1 +x +r,1+x+r+r
(H.P.U. 2011)
x,,...x"(n (n beinga +ve integer).
(SEM-1, P
BRILANT
DIFEERENTIAL EQUATIONS .U.
552
*W.hh-i s /e
e
2
t
2e2
42x
3
3e
9x
e". |1 2 =0 2
4 0 3
by RR-Ri , Ry R-R
[ 1 (8-6)] =2 *0 Vx¬R
2e2x
wh.h)-| C
e
42
=e*.e*| 2 2 -2
1 4 0 3
by R2R2 - R .
Rg R-R
= e[-6-0)] =-6 e" *0 Vx¬R
f i f s are L.I. over all reals.
(i) Here fi)=1, A) =x, A ) =x, fi t) =
i)=0, # G)=1, S)=2x, S () =4x
s" *)=0, f" ()=0, S" ()=2, S" )=12x
" ()= 0, S"" (a)=0, f"" () = 0, f" (x) = 24x
W.s,h.)= S 01 2x 4x
0 2 12x2
0 0 0 24 *
(1)()2)(24 x) =48 x # 0 V xER (* *0)
h s JA are L.l. overall reals.
AL OPERATOR OD
DIFRERENT
553
( ) We have
Wi.s,)=|
=
0 2x
0 2
Wiff) 2x 4x3
2 122
2x 43 X
3rby R, R2-Ri
2 12 2 12x
=
(1) (1)(2 +6 x) (Product of diagonal elements)
2+6 x * 0 VxER
)-2*S")-42
h ) = 2 e" cos 4x-4 e sin 4x = 2 " (cos 4x-2sin 4x)
Now Wh ) =|S
e 2x 22 4e2
2cos 4x 2 (cos 4x - 2sin 4x) -4e (3cos 4x + 4 sin 4x)|
4e" (4 cos 4r - 3sin 4 )
e sin 4x 2e (sin 4x +2 cos 4x)
1
cos 4x -2 sin 4r -3 cos 4x - 4 sin 4x
= 8 e e . *cos 4r
sin 4x sin 4r+ 2 cos 4r 4 cos 4x- 3 sin 4x
o
0
C,>C2-Ci,C C3-C
8eCos 4x - 2sin 4x -4cos 4r-4sin 4r, by
sin 4x 2 cos 4x 4 cos 4x-4sin 4x
- sin 4x - cos 4 x-sin 4x
W
Gnshs) |i a , e 2
a,
3
2 a
e2 * S,r)=ea*
en *
e2
Wih,S)=
a- a,"-e"2 *
n-1n*
n
+ a +... +a, )x |
2 n
t2 .+a,)x| n-
Taking c-2, c2= -3, cj=1, we find the above relation satistied.
given functions are L.D.
Example 10. Show by wronskiían that the following functions
ependent
VrER
are
lineary*
( 1-x,x+x*,-4+3x2,-2 )Sinx, cos x, 3 sin x
-
4 cos
(H.P.U. 2009)
(i) x, ex,xe* ,(3+2x)e*
pendent"
Sol. (i) The given functions I- xs, +,-4+3x2, x are linearly up
there exist constants C1, C2, C3, C4, not
all zero, such that
(i)
such that Cj sin x +c2 cos x +C3 (3 sin x -4 cos x)=0
constants C1, C2, C3, not all zero,
the above relation satisfied.
Taking c =-3, c2 4, C= 1, we find
=
L. D. if there exist
The given functions are x, e', x e, (3+ 2x) e are
(ii)
constants C1, C2, C3, Cg,
not all zero, such that
functions are L. D.
given
e(2 sin 3x +5 cos 3x)
are
- 2 , c2 =-5, c3
=
1, we
aking c
g i v e n functions
are linearly dependent.
functions are linearly dependent:
the following
EXample 12. Show that
(i)e,e",cosh x
) 1, sin x, cos* x
reals if 3
(i) x, e*,xe. (2-3x)e" are linearly dependent
over
dint C C2, C3 =
0 or (ci+ c)+ (c2
C(1)+ C2 (sinx)
+ C3 (cos a) relation satisfied.
I, e=l
we find theabove
aking c=- 1, c2
reals.
given functions are L.D. over all
are e*, e ", cosh r
functions
The given
i t 3 constants Ci, C2, C3 , not all zero0
ie, e , , t e are L.D. over reals
such that
= 0
Ce+C2 e
+ cs)e 0
or
(2 e)e" (2 ¢2
+
S58 BRILLIANT DIFFERENTIAL EQUATIONS (SEM-I, PBI, UI
taking c = 1, c2= 1, ca=-2 we find the above relation satisfied.
h- (, xz00 0,*20
,f 2, x <0
J0, x <0
Sol. The given functions are
2, x20 f
0 ,x20
, x <0
,
We wantto prove that hh are Ll. For this purpose we shall show that
if c f + ca = 0
(1)
forall x ER, then each of ci , C2 is zero.
C t Caf =0 C1C2 =0
Hence fi h are linearly independent on the given
interval
Now, we find the Wronskian of the given functions.
Two cases arise..
Case I. When x > 0, we have,
f2x,f' =0
wun.-l
DIFFERENTIAL OPERATOR METHOD 559
Case Il. When x <0, we have,
f 0. =2x
W - 2x
0
if C f i + Caf = 0
(1) 1,^ ()
=
Now =
we have
C C 0
C1 +
ezs =0
interval.
independent on
the given
a r e linearly
N find the Wronskian ofthe
given functions.
Two cases arise
ase 1. When 0sx$ I, we have, Ji =2 x,f' =2r
x2
W - 2.x
S60 BRILLIANT DIFFERENTIAL EQUATIONS (SEM-1, Pp.
Case I1. When x <0, we have
.U.)
- 2 x. =-2x
-
w = 0
-2x
i ) =1, s x ) = 1 +x, s ) = 3 +*
1 1+x 3+
W ( S ) = | 0 3x 32
0 6x 6x
C f0
...(0)
r allrEl-1. 1]. then each of Ci.C;.C is zero.
1.0. 1.
Noa f-)=0, f:(- )= 1. f-1)=2
f (0)= 1. f0)= 1, S 0)=3
C 2= 0 ..(2)
c-C3 c: =0 (3)
c-2 c-4 c; =0 ...4)
Subtracting (3) from (4). we get.
.(5)
Puting c: =0, c =
0 in (3). we get, c =0
we have C C2= C; =0
tie
given equation 15
(1)
- P,y - 0
f4),' 0