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Old May 15th, 2008, 11:15 PM
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Linear Dependence and Linear Independence

Linear Dependence

The n-number of functions f_1,f_2,f_3,...,f_n are said to be linearly dependent on the interval I, provided that there exists constants c_1,c_2,c_3,...,c_n not all zero such that
c_1f_1+c_2f_2+...+c_nf_n=0 on I; that is, when
c_1f_1(x)+c_2f_2(x)+...+c_nf_n(x)=0\ \forall \ x\in I.

Another way that a set of functions can be determined to be linear dependent is when the n x n Wronksian of n-number of functions is exactly equal to zero:

W= \left|\begin{array}{cccc}f_1 & f_2 & \cdots & f_n \\ f_{1}^{/} & f_{2}^{/} & \cdots & f_{n}^{/}\\ \vdots & \vdots & \ddots & \vdots\\ f_{1}^{(n-1)} & f_{2}^{(n-1)} & \cdots & f_{n}^{(n-1)} \end{array}\right|\equiv 0

Example 10:

Show that the functions y_1=\sin(2x), \ y_2=\sin(x)\cos(x) \ and \ y_3=e^x are linearly dependent.

We will go about it two ways: finding the constants c_1, \ c_2, \ c_3 such that c_1y_1+c_2y_2+c_3y_3=0. The second way will be by using the Wronskian.

It is alright for one of the constants to be zero, as long as all of the constants aren't zero. If we choose c_3=0, we are left with c_1\sin(2x)+c_2\sin(x)\cos(x). Noting that sin(2x)=2sin(x)cos(x), we can pick the remaining constants such that c_1\sin(2x)+c_2\sin(x)\cos(x)=0. If we chose c_1=1 \ and \ c_2=-2, we have:

sin(2x)-2\sin(x)\cos(x)=sin(2x)-sin(2x)=\color{red}\boxed{0}.

The alternative way is by using the Wronskian:

W= \left|\begin{array}{ccc} sin(2x) & sin(x)cos(x) &  e^{x} \\ 2cos(2x) & cos(2x) & e^{x} \\ -4sin(2x) & -2sin(2x) & e^{x} \end{array}\right|=sin(2x)\left| \begin{array}{cc} cos(2x) & e^x \\ -2sin(2x) & e^{x}\end{array} \right|
-\frac{1}{2}sin(2x) \left| \begin{array}{cc} 2cos(2x) & e^{x} \\ -4sin(2x) & e^{x} \end{array} \right|+e^x \left| \begin{array}{cc} 2cos(2x) & cos(2x) \\ -4sin(2x) & -2sin(2x) \end{array} \right|
=e^{x}sin(2x)(cos(2x)+2sin(2x))-e^{x}sin(2x)(cos(2x)+2sin(2x))+0=\color{red}\boxed{0}

Since W\equiv 0, this set of functions are linearly dependent.

Linear Independence

A function is linearly independent when the n x n Wronskian of n-number of functions is not equal to zero:

W= \left|\begin{array}{cccc}f_1 & f_2 & \cdots & f_n \\ f_{1}^{/} & f_{2}^{/} & \cdots & f_{n}^{/}\\ \vdots & \vdots & \ddots & \vdots\\ f_{1}^{(n-1)} & f_{2}^{(n-1)} & \cdots & f_{n}^{(n-1)} \end{array}\right|\neq 0

Example 11:

Show that the functions y_1=e^{-3x}, \ y_2=cos(2x) \ and \ y_3=sin(2x) are linearly independent.

Find the Wronskian:

W= \left|\begin{array}{ccc} e^{-3x} & cos(2x) & sin(2x) \\ -3e^{-3x} & -2sin(2x) & 2cos(2x) \\ 9e^{-3x} & -4cos(2x) & -4sin(2x)\end{array}\right|=e^{-3x}\left| \begin{array}{cc} -2sin(2x) & 2cos(2x) \\ -4cos(2x) & -4sin(2x)\end{array} \right|
+3e^{-3x} \left| \begin{array}{cc} cos(2x) & sin(2x) \\ -4cos(2x) & -4sin(2x) \end{array} \right|+9e^{-3x} \left| \begin{array}{cc} cos(2x) & sin(2x) \\ -2sin(2x) & 2cos(2x) \end{array} \right|
=8e^{-3x}+0+18e^{-3x}=\color{red}\boxed{26e^{-3x} \neq 0 \ \forall \ x \in \mathbb{R}}

Since W\neq 0, this set of functions are linearly independent.

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Reduction of Order

When solving a homogeneous DE, we noted there were three cases:

1) Real and Distinct roots
2) Real repeated roots
3) Complex conjugate roots

Let us re-examine the second case.

We said that if we had real repeated roots, then the solutions would have the form y_1=e^{rx} and y_2={\color{red}x}e^{rx}. We will now see where the x comes from.

We want the solutions to be linearly independent. In other words,

y_2\neq cy_1 or y_1\neq cy_2. But y_2=u(x)y_1 where u(x) is not a constant.

In solving y^{//}+P(x)y^{/}+Q(x)y=0, we will assume that y_2=u(x)y_1 is a solution to this DE.

y_2=u(x)y_1
y_{2}^{/}=u^{/}(x)y_1+u(x)y_{1}^{/}
y_{2}^{//}=u^{//}(x)y_1+2u^{/}(x)y_{1}^{/}+u(x)y_{1}^{//}

Substitute these values into the differential equation:

u^{//}(x)y_1+2u^{/}(x)y_{1}^{/}+u(x)y_{1}^{//}+P(x)(u^{/}(x)y_1+u(x)y_{1}^{/})+Q(x)u(x)y_1=0

Rewrite the DE so it's in terms of u (i.e. au"+bu'+cu=0)

u^{//}y_1+u^{/}(2y_{1}^{/}+P(x)y_1)+u({\color{blue}y_{1}^{//}+P(x)y_{1}^{/}+Q(x)y_1})=0

The part highlighted in blue is equal to zero, since y_1 is a solution to the DE.

Thus, we are left with:

u^{//}y_1+u^{/}(2y_{1}^{/}+P(x)y_1)=0

If we let w=u^{/} \implies w^{/}=u^{//}, we get a first order DE:

w^{/}y_1+w(2y_{1}^{/}+P(x)y_1)=0 \implies w^{/}y_1=-w(2y_{1}^{/}+P(x)y_1)

Separate the variables:

\frac{dw}{w}=-\left(\frac{2y_{1}^{/}+P(x)y_1}{y_1}\right)\,dx
\frac{dw}{w}=-\left(\frac{2y_{1}^{/}}{y_1}+\frac{P(x)y_1}{y_1}\right)\,dx
\frac{dw}{w}=-\left(\frac{2}{y_1}\frac{dy_1}{dx}+P(x)\right)\,dx
\int\frac{dw}{w}=-\int\left(\frac{2}{y_1}\frac{dy_1}{dx}+P(x)\right)\,dx
\ln\left|w\right|=-2\ln\left|y_1\right|-\int P(x)\,dx
w=e^{-2\ln\left|y_1\right|-\int P(x)\,dx}
w=y_{1}^{-2}e^{-\int P(x)\,dx}

Since w=u^{/}(x),

u^{/}=\frac{e^{-\int P(x)\,dx}}{y_{1}^{2}}

\therefore \color{red}\boxed{u=\int \left[\frac{e^{-\int P(x)\,dx}}{y_{1}^{2}}\right]\,dx}

\therefore \color{red}\boxed{y_2=\left(\int \left[\frac{e^{-\int P(x)\,dx}}{y_{1}^{2}}\right]\,dx\right)y_1}.

Example 12:

Solve y^{//}-2y^{/}+y=0

Assuming a solution of the form y=e^{rx}, we have:

r^2-2r+1=0 \implies r=1 with a multiplicity of 2 (Thus, we have repeated roots).

The solutions will thus have the form y_1=e^x and y_2=u(x)e^x where u=\int \left[\frac{e^{-\int P(x)\,dx}}{y_{1}^{2}}\right]\,dx.

Find u(x):

u(x)=\int \left[\frac{e^{\int 2\,dx}}{(e^x)^{2}}\right]\,dx=\int\frac{e^{2x}}{e^{2x}}\,dx=\int\,dx=\color{red}\boxed{x}.

Therefore, \color{red}\boxed{y_2=xe^x}.

Therefore, \color{red}\boxed{y(x)=c_1e^x+c_2xe^x}.

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Last edited by Chris L T521; May 16th, 2008 at 05:22 PM.
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