National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences

Differential Equations
MATH-108

Lecture # 13(ODE)

Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: [email protected]
Office # 207, IAEC
1
 Wronskian
Definition: Wronskian
Suppose that the function f 1 ( x), f 2 ( x),  , f n ( x) possesses at least n  1 derivatives then
the determinant

f1 f2  fn
f1/ f 2/  f n/
  
f1n  1 f 2n  1  f nn  1

is called Wronskian of the functions f 1 ( x), f 2 ( x),  , f n ( x) and is denoted by

W  f1 ( x), f1 ( x),  , f1 ( x) .
Theorem: Criterion for Linearly Independent Functions
Suppose the functions f 1 ( x), f 2 ( x),  , f n ( x) possess at least n-1 derivatives on an
interval I . If
W ( f 1 ( x), f 2 ( x),  , f n ( x)) 0
for at least one point in I , then functions f 1 ( x), f 2 ( x),  , f n ( x) are linearly independent
on the interval I .
 f1n  1 f 2n  1   f nn  1

is called Wronskian of the functions f 1 ( x), f 2 ( x),  , f n ( x) and is denoted by

WWronskian
 f1 ( x), f1 ( x),  , f1 ( x) .
Theorem: Criterion for Linearly Independent Functions
Suppose the functions f 1 ( x), f 2 ( x),  , f n ( x) possess at least n-1 derivatives on an
interval I . If
W ( f 1 ( x), f 2 ( x),  , f n ( x)) 0
for at least one point in I , then functions f 1 ( x), f 2 ( x),  , f n ( x) are linearly independent
on the interval I .
Wronskian
Note that
This is only a sufficient condition for linear independence of a set of functions.

In other words
If f 1 ( x), f 2 ( x),  , f n ( x) possesses at least n  1 derivatives on an interval and are
linearly dependent on I , then
W ( f1 ( x), f 2 ( x),  , f n ( x)) 0, x  I
However, the converse is not true. i.e. a Vanishing Wronskian does not guarantee linear
dependence of functions.
 Linear Independence/dependence through Wronskian
Example 1
The functions
f1 x  sin 2 x
f 2 x  1  cos 2 x
are linearly dependent because
1
sin 2 x  (1  cos 2 x)
2
We observe that for all x  ( , )

sin 2 x 1  cos 2 x
W  f1 x , f 2 x  
2 sin x cos x 2 sin 2 x

2 sin 2 x sin 2 x  2 sin x cos x

 2 sin x cos x cos 2 x
sin 2 x [2 sin 2 x  1  cos 2 x]
sin 2 x [2 sin 2 x  1  cos 2 x  sin 2 x]
sin 2 x [sin 2 x  cos 2 x  1]
0
 Linear Independence/dependence through Wronskian
Example 2
Consider the functions
m1x m x
f1 x  e , f 2 x  e 2 , m1  m2
The functions are linearly independent because
c1 f1 ( x)  c 2 f 2 ( x) 0
if and only if c1 0 c 2 as m1  m2

Now for all x  R

e m1 x e m2 x
We  m1 x
,e m2 x

m1e m1 x
m2 e m2 x
m2  m1 e m1 m2 x
0
Thus f 1 and f 2 are linearly independent of any interval on x-axis.
Linear Independence/dependence through Wronskian
Example 3
If  and  are real numbers,  0 , then the functions

y1 ex cos x and y 2 ex sin x

are linearly independent on any interval of the x-axis because

W ex cos x, ex sin x 
ex cos x ex sin x

 ex sin x  ex cos x ex cos x  ex sin x

 
 e 2x cos 2 x  sin 2 x  e 2x 0.
Linear Independence/dependence through Wronskian
Example 4
The functions
f 1 x  e x , f 2 x   xe x , and f 3 x   x 2 e x
are linearly independent on any interval of the x-axis because for all x  R , we have
ex xe x x 2e x
 
W e x , xe x , x 2 e x  e x xe x  e x x 2 e x  2 xe x
ex xe x  2e x x 2 e x  4 xe x  2e x

 2e 3 x  0
Wronskian
Fundamental Set of Solutions
A set
 y1 , y 2 , , y n 
of n linearly independent solutions, on interval I , of the homogeneous linear nth-order
differential equation
dny d n 1 y dy
a n x  n  a n  1 x  n  1    a1 x   a 0 x y 0
dx dx dx
is said to be a fundamental set of solutions on the interval I .
Existence of a Fundamental Set
There always exists a fundamental set of solutions for a linear nth-order homogeneous
differential equation
dny d n 1 y dy
a n x  n  a n  1 x  n  1    a1 x   a 0 x y 0
dx dx dx
on an interval I.
Wronskian
General Solution of Homogeneous Equations
Suppose that
 y1 , y 2 , , y n 
is a fundamental set of solutions, on an interval I, of the homogeneous linear nth-order
differential equation
dny d n 1 y dy
a n x  n  a n 1 x  n  1    a1 x   a0 x y 0
dx dx dx
Then the general solution of the equation on the interval I is defined to be
y c1 y1 x   c 2 y 2 x     c n y n x 
Here c1 , c 2 , , c n are arbitrary constants.
 Practice Exercises
1.Given that
y c1e x  c 2 e  x
is a two-parameter family of solutions of the differential equation
y   y 0
on  , , find a member of the family satisfying the boundary conditions
y 0  0, y 1 1 .
2.Given that
y c1  c 2 cos x  c3 sin x
is a three-parameter family of solutions of the differential equation
y   y  0
on the interval  , , find a member of the family satisfying the initial conditions
y   0, y   2, y    1 .
3.Given that
y c1 x  c 2 x ln x
is a two-parameter family of solutions of the differential equation x 2 y   xy   y 0 on
 , . Find a member of the family satisfying the initial conditions
y 1 3, y 1  1.
Practice Exercises
Determine whether the functions in problems 4-7 are linearly independent or dependent
on  , .
4. f 1 x   x, f 2 x   x 2 , f 3 x  4 x  3 x 2
5. f1 x  0, f 2 x   x, f 3 x  e x
6. f 1 x  cos 2 x, f 2 x  1, f 3 x  cos 2 x
7. f1 x  e x , f 2 x  e  x , f 3 x  sinh x
Show by computing the Wronskian that the given functions are linearly independent on
the indicated interval.
1. tan x, cot x; - , 
2. e x , e -x , e 4x ;  , 
3. x, x ln x, x 2 ln x; 0, 