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Ch 3.3:
Linear Independence and the Wronskian
Two functions f and g are linearly dependent if there
exist constants c1 and c2, not both zero, such that
for all t in I. Note that this reduces to determining whether
f and g are multiples of each other.
If the only solution to this equation is c1 = c2 = 0, then f
and g are linearly independent.
For example, let f(x) = sin2x and g(x) = sinxcosx, and
consider the linear combination
This equation is satisfied if we choose c1 = 1, c2 = -2, and
hence f and g are linearly dependent.
0)()( 21 =+ tgctfc
0cossin2sin 21 =+ xxcxc
Solutions of 2 x 2 Systems of Equations
When solving
for c1 and c2, it can be shown that
Note that if a = b = 0, then the only solution to this system of
equations is c1 = c2 = 0, provided D ≠ 0.
bycyc
axcxc
=+
=+
2211
2211
21
2111
2121
11
2
22
2121
22
1
where,
,
yy
xx
D
D
bxay
xyyx
bxay
c
D
bxay
xyyx
bxay
c
=
+−
=
−
+−
=
−
=
−
−
=
Example 1: Linear Independence (1 of 2)
Show that the following two functions are linearly
independent on any interval:
Let c1 and c2 be scalars, and suppose
for all t in an arbitrary interval (α, β).
We want to show c1 = c2 = 0. Since the equation holds for all
t in (α, β), choose t0 and t1in (α, β), where t0 ≠ t1. Then
tt
etgetf −
== )(,)(
0)()( 21 =+ tgctfc
0
0
11
00
21
21
=+
=+
−
−
tt
tt
ecec
ecec
Example 1: Linear Independence (2 of 2)
The solution to our system of equations
will be c1 = c2 = 0, provided the determinant D is nonzero:
Then
Since t0 ≠ t1, it follows that D ≠ 0, and therefore f and g are
linearly independent.
01101010
11
00
tttttttt
tt
tt
eeeeee
ee
ee
D −−−−
−
−
−=−==
( )
10
2
1
1
1
0
10
10
10
100110
tte
e
e
eeeD
tt
tt
tt
tttttt
=⇔=⇔
=⇔=⇔=⇔=
−
−
−
−−−
0
0
11
00
21
21
=+
=+
−
−
tt
tt
ecec
ecec
Theorem 3.3.1
If f and g are differentiable functions on an open interval I
and if W(f, g)(t0) ≠ 0 for some point t0 in I, then f and g are
linearly independent on I. Moreover, if f and g are
linearly dependent on I, then W(f, g)(t) = 0 for all t in I.
Proof (outline): Let c1 and c2 be scalars, and suppose
for all t in I. In particular, when t = t0 we have
Since W(f, g)(t0) ≠ 0, it follows that c1 = c2 = 0, and hence f
and g are linearly independent.
0)()( 21 =+ tgctfc
0)()(
0)()(
0201
0201
=′+′
=+
tgctfc
tgctfc
Theorem 3.3.2 (Abel’s Theorem)
Suppose y1and y2 are solutions to the equation
where p and q are continuous on some open interval I. Then
W(y1,y2)(t) is given by
where c is a constant that depends on y1 and y2 but not on t.
Note that W(y1,y2)(t) is either zero for all t in I (if c = 0) or
else is never zero in I (if c ≠ 0).
0)()(][ =+′+′′= ytqytpyyL
∫=
− dttp
cetyyW
)(
21 ))(,(
Example 2: Wronskian and Abel’s Theorem
Recall the following equation and two of its solutions:
The Wronskian of y1and y2 is
Thus y1 and y2 are linearly independent on any interval I, by
Theorem 3.3.1. Now compare W with Abel’s Theorem:
Choosing c = -2, we get the same W as above.
tt
eyeyyy −
===−′′ 21 ,,0
.allfor022 0
21
21
teeeee
yy
yy
W tttt
≠−=−=−−=
′′
= −−
ccecetyyW
dtdttp
=∫=∫=
−− 0)(
21 ))(,(
Theorem 3.3.3
Suppose y1 and y2 are solutions to equation below, whose
coefficients p and q are continuous on some open interval I:
Then y1and y2 are linearly dependent on I iff W(y1, y2)(t) = 0
for all t in I. Also, y1 and y2 are linearly independent on I iff
W(y1, y2)(t) ≠ 0 for all t in I.
0)()(][ =+′+′′= ytqytpyyL
Summary
Let y1 and y2 be solutions of
where p and q are continuous on an open interval I.
Then the following statements are equivalent:
The functions y1 and y2 form a fundamental set of solutions on I.
The functions y1 and y2 are linearly independent on I.
W(y1,y2)(t0) ≠ 0 for some t0 in I.
W(y1,y2)(t) ≠ 0 for all t in I.
0)()( =+′+′′ ytqytpy
Linear Algebra Note
Let V be the set
Then V is a vector space of dimension two, whose bases are
given by any fundamental set of solutions y1 and y2.
For example, the solution space V to the differential equation
has bases
with
{ } { }ttSeeS tt
sinh,cosh,, 21 == −
( ){ }βα,,0)()(: ∈=+′+′′= tytqytpyyV
0=−′′ yy
21 SpanSpan SSV ==

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Ch03 3

  • 1. Ch 3.3: Linear Independence and the Wronskian Two functions f and g are linearly dependent if there exist constants c1 and c2, not both zero, such that for all t in I. Note that this reduces to determining whether f and g are multiples of each other. If the only solution to this equation is c1 = c2 = 0, then f and g are linearly independent. For example, let f(x) = sin2x and g(x) = sinxcosx, and consider the linear combination This equation is satisfied if we choose c1 = 1, c2 = -2, and hence f and g are linearly dependent. 0)()( 21 =+ tgctfc 0cossin2sin 21 =+ xxcxc
  • 2. Solutions of 2 x 2 Systems of Equations When solving for c1 and c2, it can be shown that Note that if a = b = 0, then the only solution to this system of equations is c1 = c2 = 0, provided D ≠ 0. bycyc axcxc =+ =+ 2211 2211 21 2111 2121 11 2 22 2121 22 1 where, , yy xx D D bxay xyyx bxay c D bxay xyyx bxay c = +− = − +− = − = − − =
  • 3. Example 1: Linear Independence (1 of 2) Show that the following two functions are linearly independent on any interval: Let c1 and c2 be scalars, and suppose for all t in an arbitrary interval (α, β). We want to show c1 = c2 = 0. Since the equation holds for all t in (α, β), choose t0 and t1in (α, β), where t0 ≠ t1. Then tt etgetf − == )(,)( 0)()( 21 =+ tgctfc 0 0 11 00 21 21 =+ =+ − − tt tt ecec ecec
  • 4. Example 1: Linear Independence (2 of 2) The solution to our system of equations will be c1 = c2 = 0, provided the determinant D is nonzero: Then Since t0 ≠ t1, it follows that D ≠ 0, and therefore f and g are linearly independent. 01101010 11 00 tttttttt tt tt eeeeee ee ee D −−−− − − −=−== ( ) 10 2 1 1 1 0 10 10 10 100110 tte e e eeeD tt tt tt tttttt =⇔=⇔ =⇔=⇔=⇔= − − − −−− 0 0 11 00 21 21 =+ =+ − − tt tt ecec ecec
  • 5. Theorem 3.3.1 If f and g are differentiable functions on an open interval I and if W(f, g)(t0) ≠ 0 for some point t0 in I, then f and g are linearly independent on I. Moreover, if f and g are linearly dependent on I, then W(f, g)(t) = 0 for all t in I. Proof (outline): Let c1 and c2 be scalars, and suppose for all t in I. In particular, when t = t0 we have Since W(f, g)(t0) ≠ 0, it follows that c1 = c2 = 0, and hence f and g are linearly independent. 0)()( 21 =+ tgctfc 0)()( 0)()( 0201 0201 =′+′ =+ tgctfc tgctfc
  • 6. Theorem 3.3.2 (Abel’s Theorem) Suppose y1and y2 are solutions to the equation where p and q are continuous on some open interval I. Then W(y1,y2)(t) is given by where c is a constant that depends on y1 and y2 but not on t. Note that W(y1,y2)(t) is either zero for all t in I (if c = 0) or else is never zero in I (if c ≠ 0). 0)()(][ =+′+′′= ytqytpyyL ∫= − dttp cetyyW )( 21 ))(,(
  • 7. Example 2: Wronskian and Abel’s Theorem Recall the following equation and two of its solutions: The Wronskian of y1and y2 is Thus y1 and y2 are linearly independent on any interval I, by Theorem 3.3.1. Now compare W with Abel’s Theorem: Choosing c = -2, we get the same W as above. tt eyeyyy − ===−′′ 21 ,,0 .allfor022 0 21 21 teeeee yy yy W tttt ≠−=−=−−= ′′ = −− ccecetyyW dtdttp =∫=∫= −− 0)( 21 ))(,(
  • 8. Theorem 3.3.3 Suppose y1 and y2 are solutions to equation below, whose coefficients p and q are continuous on some open interval I: Then y1and y2 are linearly dependent on I iff W(y1, y2)(t) = 0 for all t in I. Also, y1 and y2 are linearly independent on I iff W(y1, y2)(t) ≠ 0 for all t in I. 0)()(][ =+′+′′= ytqytpyyL
  • 9. Summary Let y1 and y2 be solutions of where p and q are continuous on an open interval I. Then the following statements are equivalent: The functions y1 and y2 form a fundamental set of solutions on I. The functions y1 and y2 are linearly independent on I. W(y1,y2)(t0) ≠ 0 for some t0 in I. W(y1,y2)(t) ≠ 0 for all t in I. 0)()( =+′+′′ ytqytpy
  • 10. Linear Algebra Note Let V be the set Then V is a vector space of dimension two, whose bases are given by any fundamental set of solutions y1 and y2. For example, the solution space V to the differential equation has bases with { } { }ttSeeS tt sinh,cosh,, 21 == − ( ){ }βα,,0)()(: ∈=+′+′′= tytqytpyyV 0=−′′ yy 21 SpanSpan SSV ==