Ch 3.3: Linear Independence and the Wronskian

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Presentation transcript:

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.

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.

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 (,  ). We want to show c1 = c2 = 0. Since the equation holds for all t in (,  ), choose t0 and t1 in (,  ), where t0  t1. Then

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.

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.

Theorem 3.3.2 (Abel’s Theorem) Suppose y1 and 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).

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.

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 y1 and 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.

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.

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