Linear Dependence

A set of functions {u1(x), u2(x),…, un(x)} is

said to be linearly dependent (LD) on
an interval I if at least one of them can
be expressed as a linear combination of
the others on I.

If none can be so expressed, then the set is

linearly independent (LI).
 Linear Dependence
If there exist scalars αj, not all zero, such
that

α1 u1(x) + α2 u2(x) + … + αn un(x) = 0

The {u} is LD on I. If α s are zero, then the

set is LI on I.
 Wronskian Condition
If set of functions {u1(x), u2(x),…, un(x)}
having n-1 derivatives on I, W[u](x)
defined as
u1 (x ) u 2 (x )  u n (x )
u1 ' (x ) u 2 ' (x )  u n ' (x )
W [u](x ) =
   
(n −1) (n −1) (n −1)
u1 (x ) u2 (x )  un (x )
Is not identical to zero, then the set is LI on
I.
 Example
1.  Is the set {ex, xex} linearly dependent on
(-∞, +∞ )?

2.  Is the set {3sin2x, 4sin2x} linearly

dependent on (-∞, +∞ )?
 Linear Differential
Equations of Higher
Order
 Linear Differential
Equations
An nth order ODE in the unknown function y and the
independent variable x is linear if it has the form.

(n ) (n −1)
a n (x ) ⋅ y + an−1 (x ) ⋅ y + ...
+ a1 (x )y '+ a0 (x )y = f (x )
The function aj(x) (j=0, 1, …, n) and f(x) are
presumed known and depend only on the variable
x.
 Special Cases
1.  Constant coefficients
a.  Homogeneous f (x ) = 0
b.  Non-homogeneous f (x ) ≠ 0

2.  Non-constant coefficients

a.  Cauchy-Euler
b.  Legendre, Bessel, etc…
 Linear Homogeneous Equations
with Constant Coefficients
General Form
(n ) (n −1)
an ⋅ y + an−1 ⋅ y + ... + a1 y'+a0 y = 0
General Solution
If y1(x), …, yn(x) is a set of
linearly independent (LI) solutions on I,
then the general solution on I is obtained
using superposition such that
y = c1 y1 (x ) + … + cn yn (x )
 Example
1.  Show that if y1 = e3x & y2 = e-3x are
solutions of the equation y – 9y = 0,
then y = c1e3x + c2e-3x is also a solution.

2.  Determine whether y = c1sin2x + c2 is

the general solution of y + 4y = 0.

3.  Determine whether y = c1ex + c2e-x is the

general solution of y – y = 0;
 Examples
First order
− a0 x
y '+ a0 y = 0 y = ce
2nd Order

y"+ a1 y '+ a2 y = 0
Seek a solution of the form y = eλx
 Examples
2nd Order y"+ a1 y '+ a2 y = 0
y = eλx, y = λeλx, and y = λ2eλx

(λ2
)
+ a1λ + a2 e = 0 λx

Characteristic 2
equation λ + a1λ + a2 = 0
The solution to the differential equation depends on
the nature of roots.
 Examples
Distinct real roots
λ1 x λ2 x
y = c1e + c2e

Equal real roots λ1 = λ2 = λ

λx λx
y = c1e + c2 xe
Imaginary roots λ1 = a + ib, λ2 = a − ib
ax
y=e (c1 cos bx + c2 sin bx)
 Euler s identities
a +ib a
e = e (cos b + i sin b )
iy
e = cos y + i sin y
−iy
e = cos y − i sin y
cos y = (e + e )
1
2
iy − iy
sin y = 1
2i
(eiy
−e − iy
)
cosh y = (e + e )
1
2
y −y
sinh y = 1
2
(e y
−e −y
)
e y = cosh y + i sinh y
−y
e = cosh y − i sinh y
 Examples
Solve the following:

•  y -y -6y = 0

•  y – 9y = 0

•  y + 9y = 0

•  y + 4y +7y = 0
 Higher Order
Characteristic equation
n n −1
λ + a1λ + … + an−1λ + an = 0
If λj s are distinct, then the solution is
λ1 x λ2 x λn x
y = c1e + c2e + … + cn e
If λj is a root of order k, then
λjx λjx k −1 λ j x
e , xe , …, x e
are k LI solutions of the differential equation
 Examples
Find the general solution to a 4th order linear
homogeneous differential equation with
constant coefficients if the roots of its
characteristic equation are:

1.  -1,-1,-1, and 2

2.  ± 4 and ± 4
3.  ± 2i and ± 2i
4.  -6, -6, 2 ± 4i
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 Non-homogeneous equations
with constant coefficients
General Form

(n ) (n −1)
an ⋅ y + an−1 ⋅ y + ... + a1 y'+a0 y = f (x )

General Solution

y = yc (x ) + y p (x )
Complementary solution Particular solution
 Non-homogeneous equations
with constant coefficients

Complementary Solution – Solution to the

corresponding homogeneous equation

Particular Solution
1. Method of undetermined coefficients
2. Method of variation of parameters
 Method of Undetermined
Coefficients
-  Method of obtaining the particular solution of a
non-homogeneous equation.
f ( x ) = f1 ( x ) + f2 ( x ) +…+ fk ( x )

Conditions:
1.  DE must be linear with constant
coefficients
2.  Repeated differentiation of each fj(x) term
produces only a finite number of LI
terms.
 Example
Determine the set of LI functions associated with
the given function:

1. 2 xe −x
{e , xe }
−x −x

2. x2
{ x , x, 1}
2

1 infinite
3. 2
x
 Steps in MUC
1.  Verify that condition 1 is satisfied.
2.  Identify the fj(x) s and verify that each
one satisfies condition 2.

3.  Determine the finite family corresponding

to each fj(x).

4.  Obtain the general solution of the

homogeneous equation.
 Steps in MUC
5.  Seek yp1(x), tentatively, as a linear combination
of the terms in the family corresponding to f1(x).

If duplication with yc is found, multiply the entire combination of

terms with the lowest positive integer power of x necessary
to remove all such duplication

6.  Substitute the final version of yp1(x) into

equation, and equate the coefficients of like
terms. Then, solve the resulting system of
algebraic equations for the undetermined
coefficients. The step completes the
determination of yp1(x).
 Steps in MUC
7.  Repeat steps 5-6 for yp2(x), …, ypk(x).

8.  The general solution is

y = yc (x ) + y p (x )
= yc (x ) + y p1 (x ) + y p 2 (x ) + … + y pk (x )
 Examples
Solve the following:
( 4)
1. y − y = 3x
( 2) 2
− sin 2 x
x −x
yc = c1 + c2 x + c3e + c4 e
1 4 2 1
y p = − 4 x − 3x − 20 sin 2 x

2. y"−9 y = 4 + 5 sinh 3x
3x −3 x
y = c1e + c2 e − 94 + 56 x cosh 3x
 Method of
Variation of Parameters

-  General method of solving the particular solutio

of a linear differential equation.

-  Not subject to restrictions, e.g., 2 conditions

imposed by MUC

-  This method, developed by Lagrange, is more

difficult to apply
 Method of
Variation of Parameters
Let y1, y2, …, yn be a set of n LI solutions to
the associated homogeneous DE, f(x)=0.
The complementary solution yc is
yc = c1 y1 (x ) + c2 y2 (x ) + … + cn yn (x )
where ci are arbitrary constants. The
particular solution to the DE is
y p = v1 y1 (x ) + v2 y2 (x ) + … + vn yn (x )
where vi is an unknown function of x.
 Method of
Variation of Parameters
To find vi, we need to solve the following
equations
Wi (x )
vi ' =
where W (x )
y1  0  yn
y1 y2  yn
y1 '  0  yn '
y1 ' y2 '  yn '
W (x ) = Wi (x ) = y1"  0  yn "
   
(n −1) (n −1) (n −1)     
y1 y2  yn n −1 n −1
y1  f  yn
 Examples
dy
First Order L.D.E + p (x ) y = q (x )
dx
The solution using method of integrating factors is
φ =e ∫ p ( x )dx φy = ∫ φ q(x )dx + C
Using MVP:
− ∫ p ( x )dx
yc = Ae
A 1
y p = A(x )e − ∫ p ( x )dx y=
φ
(∫
+ φq(x )dx + C )φ