Understanding Wronskian of solutions to homoeneous 2nd order linear DE

In summary, the Wronskian is a determinant used to determine the linear independence of solutions to homogeneous second-order linear differential equations. If the Wronskian of two solutions is non-zero on an interval, the solutions are linearly independent, indicating that they form a fundamental set of solutions. The Wronskian can be computed using the solutions and their derivatives, and its properties are tied to the concept of the existence and uniqueness of solutions in differential equations. Understanding the Wronskian is crucial for analyzing the behavior of solutions and constructing general solutions to these types of differential equations.
  • #1
zenterix
708
84
Homework Statement
Below are a few calculations involving the Wronskian of two solutions ##y_1## and ##y_2## of the homogeneous equation

$$y''+P(x)y'+Q(x)y=0$$

on some interval ##[a,b]##.
Relevant Equations
I would like to understand the result that the Wronskian can only either be identically zero or else identically non-zero.
The Wronskian of these two solutions is also a function of ##x##.

$$W=y_1y_2'-y_1'y_2$$

$$W'=y_1y_2''+y_1'y_2'-y_1'y_2'-y_1''y_2$$

$$=y_1y_2''-y_1''y_2$$

The two solutions satisfy

$$y_1''+Py_1'+Qy_1=0$$

$$y_2''+Py_2'+Qy_2=0$$

Multiply the first by ##y_2## and the second by ##y_1## and subtract the first from the second to obtain

$$(y_1y_2''-y_2y_1''')+P(y_1y_2'-y_2y_1')=0$$

$$W'+PW=0$$

This is a differential equation in the Wronskian.

The solution is

$$W(x)=ce^{-\int Pdx}\tag{1}$$

At this point we can conclude that the Wronskian is either identically zero or else identically non-zero.

What determines the two cases is the constant ##c##.

My question is about this constant.

Let's solve (2) in more steps

$$\frac{1}{W}W'=-P$$

$$\ln{\left (\frac{W(x)}{W(x_i)}\right )}=-\int_{x_i}^x Pdx$$

$$\frac{W(x)}{W(x_i)}=e^{-\int_{x_i}^x Pdx}$$

$$W(x)=W(x_i)e^{-\int_{x_i}^x Pdx}$$

$$=W(x_i)e^{-\int Pdx + C}$$

$$=W(x_i)e^Ce^{-\int Pdx}$$

If ##W(x)=0## then it must be that ##W(x_i)=0##. Since we can choose any ##x_i## in the interval then it must be that ##W(x)=0## on the interval.

If ##W(x)\neq 0## then it must be that ##W(x_i)\neq 0## and so ##W(x)\neq 0## for all ##x##.

Therefore, if the Wronskian is zero at any point in the interval, it is zero at all points in the interval, and if it is nonzero at any point then it is non-zero at all points.

Another important result is that if the two solutions on an interval are linearly dependent, then their Wronskian is identically zero on this interval.

I think I have lost track of what my question is.

The result we derived for the Wronskian is actually a general result, right.

If we have any equation ##y'+ay=0## then the solution is ##y(x)=y(x_i)e^{ax}## and so if ##y(x)=0## at any ##x## then it must be the case that ##y=0##.
 
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  • #2
zenterix said:
I think I have lost track of what my question is.
So did I.
zenterix said:
The result we derived for the Wronskian is actually a general result, right.
Not sure what you meant by result.

All I can see was that you analyzed an equation ##a=b\cdot e^c## and concluded that ##a=0## if and only if ##b=0.## I guess, that is a general result.
zenterix said:
If we have any equation ##y'+ay=0## then the solution is ##y(x)=y(x_i)e^{ax}## and so if ##y(x)=0## at any ##x## then it must be the case that ##y=0##.
Isn't ##y(x)=0## at any ##x## the definition of ##y=0## without using a differential equation?

Maybe your question was what happens if ##\int Pdx \to \infty \;##?
 
  • #3
fresh_42 said:
Not sure what you meant by result.
By result I mean that all we did in the end was solve a very simple differential equation ##W'+PW=0## and conclude that the solution can either be identically zero or identically non-zero.

Since I hadn't seen this interpretation of a solution to this differential equation I thought it was some specific characteristic of a Wronskian, but in fact it is a characteristic of any function that satisfies this very simple and common differential equation.

So yes, indeed all I did is as you describe. But note that the context for arriving at these simple calculations was a slightly more complicated result: that the Wronskian of any two solutions to a homogeneous 2nd order linear DE is identically zero or identically non-zero.
 

FAQ: Understanding Wronskian of solutions to homoeneous 2nd order linear DE

What is the Wronskian and why is it important for solutions to homogeneous 2nd order linear differential equations?

The Wronskian is a determinant used to test whether a set of solutions to a differential equation is linearly independent. For a homogeneous 2nd order linear differential equation, it plays a crucial role in verifying that the solutions form a fundamental set, meaning any solution to the differential equation can be expressed as a linear combination of these solutions.

How do you compute the Wronskian for two solutions of a homogeneous 2nd order linear differential equation?

To compute the Wronskian for two solutions \( y_1 \) and \( y_2 \), you form a 2x2 matrix with the solutions and their first derivatives:\[ W(y_1, y_2) = \begin{vmatrix}y_1 & y_2 \\y_1' & y_2'\end{vmatrix} \]The determinant of this matrix is the Wronskian:\[ W(y_1, y_2) = y_1 y_2' - y_1' y_2 \]

What does it mean if the Wronskian of two solutions is zero?

If the Wronskian of two solutions is zero at some point in the interval of interest, it indicates that the solutions are linearly dependent on that interval. However, for second-order linear differential equations, if the Wronskian is zero at any point, it is zero everywhere in the interval, meaning the solutions are not a fundamental set.

Can the Wronskian be non-zero for all values of the independent variable?

Yes, if the Wronskian is non-zero for at least one point in the interval, it will be non-zero for all points in that interval. This indicates that the solutions are linearly independent and form a fundamental set for the differential equation over that interval.

How does the Wronskian relate to the general solution of a homogeneous 2nd order linear differential equation?

The general solution of a homogeneous 2nd order linear differential equation is a linear combination of two linearly independent solutions. The Wronskian helps confirm the linear independence of these solutions. If the Wronskian is non-zero, the solutions can be used to construct the general solution as \( y = c_1 y_1 + c_2 y_2 \), where \( c_1 \) and \( c_2 \) are constants.

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