Lecture Notes in Differential Equations - Bruce E. Shapiro

Lecture Notes in Differential Equations - Bruce E. Shapiro Lecture Notes in Differential Equations - Bruce E. Shapiro

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244 LESSON 27. HIGHER ORDER EQUATIONS the determinant will be zero. Thus the Wronskian of a linearly dependent set of functions will always be zero. In fact, as we show in the following theorems, the Wronskian will be nonzero if and only if the functions form a complete set of solutions to the same differential equation. Example 27.8. Find the Wronskian of y ′′′ − 4y ′ = 0. The characteristic equation is 0 = r 3 − 4r = r(r 2 − 4) = r(r − 2)(r + 2) and a fundamental set of solutions are y 1 = 1, y 2 = e 2t , and y 3 = e −2t . Their Wronskian is y 1 y 2 y 3 W (t) = y 1 ′ y 2 ′ y 3 ′ (27.144) ∣y 1 ′′ y 2 ′′ y 3 ′′ ∣ ∣ 1 e 2t e −2t ∣∣∣∣∣ = 0 2e 2t −2e −2t (27.145) ∣0 4e 2t 4e −2t ∣ = ∣ 2e2t −2e −2t ∣∣∣ 4e 2t 4e −2t = 16. (27.146) Example 27.9. Find the Wronskian of y ′′′ − 8y ′′ + 16y ′ = 0. The characteristic equation is 0 = r 3 −8r 2 +16r = r(r 2 −8r+16) = r(r−4) 2 , so a fundamental set of solutions is y 1 = 1, y 2 = e 4t and y 3 = te 4t . Therefore 1 e 4t te 4t W (t) = 0 4e 4t e 4t (1 + 4t) (27.147) ∣0 16e 4t 8e 4t (1 + 2t) ∣ = (4e 4t )[8e 4t (1 + 2t)] − [e 4t (1 + 4t)](16e 4t ) (27.148) = 16e 8t (27.149) Theorem 27.8. Suppose that y 1 , y 2 , ..., y n all satisfy the same higher order linear homogeneous differential equation L n y = 0 on (a, b) Then y 1 , y 2 , ..., y n form a fundamental set of solutions if and only if for some t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠ 0. Proof. Let y 1 , ..., y n be solutions to L n y = 0, and suppose that W [y 1 , ..., y n ](t 0 ) ≠ 0 for some number t 0 ∈ (a, b). We need to show that y 1 , ..., y n form a fundamental set of solutions. This means proving that any solution to L n y = 0 has the form Consider the initial value problem φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.150) L n y = 0, y(t 0 ) = y 0 , ..., y (n−1) (t 0 ) = y n (27.151)

245 Certainly every φ(t) given by (27.150) satisfies the differential equation; we need to show that for some set of constants C 1 , ..., C n it also satisfies the initial conditions. Differentiating (27.150) n − 1 times and combining the result into a matrix equation, ⎛ ⎜ ⎝ φ(t 0 ) φ ′ (t 0 ) . φ (n−1) (t 0 ) ⎞ ⎛ ⎟ ⎠ = ⎜ ⎝ y 1 (t 0 ) y 2 (t 0 ) · · · y n (t 0 ) y 1(t ′ 0 ) y 2(t ′ 0 ) y n(t ′ 0 ) . . y (n−1) 1 (t 0 ) y (n−1) 2 (t 0 ) · · · y n (n−1) (t 0 ) ⎞ ⎛ ⎟ ⎜ ⎠ ⎝ (27.152) The matrix on the right hand side of equation (27.152) is W[y 1 , ..., y n ](t 0 ). By assumption, the determinant W [y 1 , ..., y n ](t 0 ) ≠ 0, hence the corresponding matrix W[y 1 , ..., y n ](t 0 ) is invertible. Since W[y 1 , ..., y n ](t 0 ) is invertible, there is a solution {C 1 , ..., C n } to the equation given by ⎛ ⎜ ⎝ C 1 . C n ⎛ ⎜ ⎝ y 0 . y n ⎞ ⎛ ⎟ ⎜ ⎠ = W[y 1 , ..., y n ](t 0 ) ⎝ ⎞ ⎛ ⎟ ⎠ = {W[y 1 , .., y n ](t 0 )} −1 ⎜ ⎝ C 1 . C n y 0 . y n ⎞ ⎞ C 1 C 2 . C n ⎞ ⎟ ⎠ ⎟ ⎠ (27.153) ⎟ ⎠ (27.154) Hence there exists a non-trivial set of numbers {C 1 , ..., C n } such that φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.155) satisfies the initial value problem (27.151). By uniqueness, every solution of this initial value problem must be identical to (27.155), and this means that it must be a linear combination of the {y 1 , ..., y n }. Thus every solution of the differential equation is also a linear combination of the {y 1 , ..., y n }, and hence {y 1 , ..., y n } must form a fundamental set of solutions. To prove the converse, suppose that y 1 , ..., y n are a fundamental set of solutions. We need to show that for some number t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠

244 LESSON 27. HIGHER ORDER EQUATIONS<br />

the determ<strong>in</strong>ant will be zero. Thus the Wronskian of a l<strong>in</strong>early dependent<br />

set of functions will always be zero. In fact, as we show <strong>in</strong> the follow<strong>in</strong>g<br />

theorems, the Wronskian will be nonzero if and only if the functions form<br />

a complete set of solutions to the same differential equation.<br />

Example 27.8. F<strong>in</strong>d the Wronskian of y ′′′ − 4y ′ = 0.<br />

The characteristic equation is 0 = r 3 − 4r = r(r 2 − 4) = r(r − 2)(r + 2) and<br />

a fundamental set of solutions are y 1 = 1, y 2 = e 2t , and y 3 = e −2t . Their<br />

Wronskian is<br />

y 1 y 2 y 3<br />

W (t) =<br />

y 1 ′ y 2 ′ y 3<br />

′ (27.144)<br />

∣y 1 ′′ y 2 ′′ y 3<br />

′′ ∣<br />

∣ 1 e 2t e −2t ∣∣∣∣∣<br />

=<br />

0 2e 2t −2e −2t<br />

(27.145)<br />

∣0 4e 2t 4e −2t ∣ =<br />

∣ 2e2t −2e −2t ∣∣∣<br />

4e 2t 4e −2t = 16. (27.146)<br />

Example 27.9. F<strong>in</strong>d the Wronskian of y ′′′ − 8y ′′ + 16y ′ = 0.<br />

The characteristic equation is 0 = r 3 −8r 2 +16r = r(r 2 −8r+16) = r(r−4) 2 ,<br />

so a fundamental set of solutions is y 1 = 1, y 2 = e 4t and y 3 = te 4t . Therefore<br />

1 e 4t te 4t<br />

W (t) =<br />

0 4e 4t e 4t (1 + 4t)<br />

(27.147)<br />

∣0 16e 4t 8e 4t (1 + 2t) ∣<br />

= (4e 4t )[8e 4t (1 + 2t)] − [e 4t (1 + 4t)](16e 4t ) (27.148)<br />

= 16e 8t (27.149)<br />

Theorem 27.8. Suppose that y 1 , y 2 , ..., y n all satisfy the same higher<br />

order l<strong>in</strong>ear homogeneous differential equation L n y = 0 on (a, b) Then<br />

y 1 , y 2 , ..., y n form a fundamental set of solutions if and only if for some<br />

t 0 ∈ (a, b), W [y 1 , ..., y n ](t 0 ) ≠ 0.<br />

Proof. Let y 1 , ..., y n be solutions to L n y = 0, and suppose that W [y 1 , ..., y n ](t 0 ) ≠<br />

0 for some number t 0 ∈ (a, b).<br />

We need to show that y 1 , ..., y n form a fundamental set of solutions. This<br />

means prov<strong>in</strong>g that any solution to L n y = 0 has the form<br />

Consider the <strong>in</strong>itial value problem<br />

φ(t) = C 1 y 1 + C 2 y 2 + · · · + C n y n (27.150)<br />

L n y = 0, y(t 0 ) = y 0 , ..., y (n−1) (t 0 ) = y n (27.151)

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