Mathematical methods and its applications

Linear dependence, independence and Wronskian of

functions

Prof. P. N. Agrawal
Department of Mathematics

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 Definitions
Homogeneous and non-homogeneous linear differential equations:
The nth order linear differential equation is given by
a0(x) y(n) (x) + a1(x) y(n-1) (x) + . . . + an(x) y(x) = r(x) , (1)
where ai(x), i = 0,1, 2,...,n are continuous in I and a0(x) 0, for
every x in I.
The above equation is called homogeneous if r (x) 0, otherwise it is called
non-homogeneous.

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 Superposition principle for homogeneous equations

Theorem 1. Let y1 , y2 , . . . , yk be solutions of the homogeneous nth

order differential equation (1) on an interval I. Then, the linear
combination
y = c1 y1 (x) + c2 y2(x) + . . . + ck yk (x),
where the ci , i = 1 , 2,,k are arbitrary constants, is also a solution
on I.

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General definitions of linear dependence and independence:
A set of functions y1 (x) , y2(x), . . . , yn(x) is called linearly dependent
on an interval I if there exist constants c1 , c2 , . . . , cn not all zero such
that
c1 y1 (x) + c2 y2 (x) + . . . + cn yn(x) = 0.

A set of functions y1(x), y2(x), . . . , yn(x) is called linearly independent

on an interval if the only constants for which
c1 y1 (x) + c2 y2(x) +. . . + cn yn(x) = 0,
for every x in I, are c1 = c2 = . . . = cn =0.

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Example: The functions y1(x) = cos2x, y2(x) = sin2x, y3(x)=sec2x and
y4 (x) = tan2x are linearly dependent on the interval (- 2, 2).

Example: y1(x) = ex , y2(x) = e2x, y3(x) =e3x are linearly independent on

(-,).

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Wronskian: Suppose each of the functions y1(x), y2(x), . . . ,yn(x)
possesses at least (n -1) derivatives. The following determinant is
called the Wronskian of the functions.

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In order to check whether n solutions y1 , y2 , . . . , yn of a
homogeneous linear nth order differential equation are linearly
independent, one can calculate the Wronskian of these n
functions.

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Criterion for linear independence:
Let us consider that a1(x), a2(x),..., an(x) are the continuous functions
and let y1 , y2 , . . . , yn be n solutions of the homogeneous linear nth
order differential equation
y(n)(x) + a1(x) y(n-1) (x)+ . . . + an(x) y(x)=0, (2)
on an interval I. Then, the set of solutions is linearly independent on I
if and only if W( y1 , y2 , . . . , yn) 0 for every x in I.

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Fundamental set of solutions:
A set y1 , y2 , . . . , yn of n linearly independent solutions of the
homogeneous linear nth order differential equation on an interval I is
called a fundamental set of solutions .

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Theorem 2. There exist a fundamental set of solutions for the
homogeneous linear nth order differential equation (2) on an interval I.

Example: The set of solutions sin 2x , cos 2x, e2x form a

fundamental system of solutions of the differential equation
y - 2 y + 4 y - 8 y = 0.

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 Existence and uniqueness theorem

Consider an initial value problem

y + f(x) y + g(x) y = 0 , y(x0) = y0, and y (x0) = y1 .

Theorem 3. If f(x) and g(x) are continuous functions on an open

interval I, then the initial value problem has an unique solution y(x) on
the interval I.

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Linear dependence and independence: Two functions y1(x) and
y2(x) are called linearly dependent on some interval I if they are
proportional on i.e, y1 = k y2 or y2 = k y1 holds for all x on I.
If the functions y1(x) and y2(x) are not proportional on I, they are
called linearly independent on I.
Example 1. y1(x) = sin 2x and y2(x) = sin x cosx are linearly
dependent on (-,).

Example 2. y1(x) = x and y2(x) =|x| are linearly independent on

(,) .

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Theorem 4. Suppose that the coefficients f(x) and g(x) of the
differential equation
y + f(x) y + g(x) y = 0, (3)
are continuous on an open interval I. Then any two solutions of this
equation on I are linearly dependent on I if and only if their

Wronskian W is zero for some x = x0 .

Continuity assumption in the preceding theorem cannot be omitted.

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Example. y1(x) = x3 and y2(x) = x3, when x 0 and -x3 when x < 0.
These functions are solutions of the differential equation
y - (3 x) y + (3 x2 ) y = 0
for all x, the functions y1(x) and y2(x) are linearly independent on
the x-axis, although their Wronkian is identically zero. This does not
contradict Theorem 3 because the coefficients in the above
differential equation are not continuous at x = 0.

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Theorem 5. Let
y = c1 y1(x) + c2 y2 (x) 4
be a general solution of the equation (3) on an open interval I, where
the coefficients f(x) and g(x) are continuous . Let y(x) be any
solution of equation (3) on I containing no arbitrary constants . Then
y(x) is obtained from (4) by assigning suitable value to the constants .

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