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Section 4.1. Initial-Value and Boundary-Value Problems Linear Dependence and Linear Independence Solutions of Linear Equations. INITIAL-VALUE PROBLEM. For the n th -order differential equation, the problem.

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Section 4 1

Section 4.1

Initial-Value and Boundary-Value Problems

Linear Dependence and Linear Independence

Solutions of Linear Equations


Initial value problem
INITIAL-VALUE PROBLEM

For the nth-order differential equation, the problem

where y0, y′0, etc. are arbitrary constants, is called an initial-value problem.


Existence of a unique solution
EXISTENCE OF A UNIQUE SOLUTION

Theorem: Let an(x), an−1(x), . . . , a1(x), a0(x), and g(x) be continuous on an interval and let an(x) ≠ 0 for every x in the interval. If x = x0 is any point in this interval, then a solution y(x) of the initial-value problem exists on the interval and is unique.


Boundary value problem
BOUNDARY-VALUE PROBLEM

A problem such as

is called a boundary-value problem (BVP). The specified values y(a) = y0 and y(b) = y1 are called boundary conditions.


Linear dependence and linear independence
LINEAR DEPENDENCE AND LINEAR INDEPENDENCE

Definition: A set of functions f1(x), f2(x), . . . , fn(x) is said to be linearly dependent on an interval I if there exists constants c1, c2, . . . , cn, not all zero, such that

for every x in the interval.

Definition: A set of functions f1(x), f2(x), . . . , fn(x) is said to be linearly independent on an interval I if it is not linearly dependent on the interval.


The wronskian
THE WRONSKIAN

Theorem: Suppose f1(x), f2(x), . . . , fn(x) possess at least n − 1 derivatives. If the determinant

is not zero for at least one point in the interval I, then the set of functions f1(x), f2(x), . . . , fn(x) is linearly independent on the interval.

NOTE: The determinant above is called the Wronskian of the function and is denoted by W(f1(x), f2(x), . . . , fn(x)).


Corollary
COROLLARY

Corollary: If f1(x), f2(x), . . . , fn(x) possess at least n− 1 derivatives and are linearly dependent on I, then

W(f1(x), f2(x), . . . , fn(x)) = 0

for every x in the interval.


Homogeneous linear equations
HOMOGENEOUS LINEAR EQUATIONS

An linear nth-order differential equation of the form

is said to be homogeneous, whereas

g(x) not identically zero, is said to be nonhomogeneous.


Superposition principle homogeneous equations
SUPERPOSITION PRINCIPLE – HOMOGENEOUS EQUATIONS

Theorem: Let y1, y2, . . . , yk be solutions of the homogeneous linear nth-order differential equation on an interval I. Then the linear combination

where the ci, i = 1, 2, . . . , k are arbitrary constants, is also a solution on the interval.


Two corollaries
TWO COROLLARIES

Corollary 1: A constant multiple y = c1y1(x) of a solution y1(x) of a homogeneous linear differential equation is also a solution.

Corollary 2: A homogeneous linear differential equation always possesses the trivial solution y = 0.


Criterion for linearly independent solutions
CRITERION FOR LINEARLY INDEPENDENT SOLUTIONS

Theorem: Let y1, y2, . . . , yn be n solutions of the homogeneous linear nth-order differential equation 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 the interval.


Fundamental set of solutions
FUNDAMENTAL SET OF SOLUTIONS

Definition: Any linearly independent set

y1, y2, . . . , yn of n solutions of the homogeneous nth-order differential equation on an interval I is said to be a fundamental set of solutions on the interval.


Existence of constants
EXISTENCE OF CONSTANTS

Theorem: Let y1, y2, . . . , yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation on an interval I. Then for any solution Y(x) of the equation on I, constants C1, C2, . . . , Cn can be found so that


Existence of a fundamental set
EXISTENCE OF A FUNDAMENTAL SET

Theorem: There exists a fundamental set of solutions for the homogeneous linear nth-order differential equation on an interval I.


General solution homogeneous equations
GENERAL SOLUTION – HOMOGENEOUS EQUATIONS

Definition: Let y1, y2, . . . , yn be a fundamental set of solutions of the homogeneous linear nth-order differential equation on an interval I. The general solution (or complete solution) of the equation on the interval is defined to be

where ci, i = 1, 2, . . . , n are arbitrary constants.


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