Diff. EquationsSecond-Order Linear Equations

Independence and the Wronskian

Two solutions form a basis when their Wronskian is not zero.

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The general solution $c_1y_1 + c_2y_2$ needs two independent solutions. For vectors you tested independence with a determinant (Determinants by Cofactor Expansion). For solutions of a differential equation, the right determinant is the Wronskian.

Key idea

The Wronskian of $y_1, y_2$ is $$W = \begin{vmatrix} y_1 & y_2 \\ y_1' & y_2' \end{vmatrix} = y_1y_2' - y_1'y_2.$$ For two solutions of $y'' + p(t)y' + q(t)y = 0$ on an interval, either $W \equiv 0$ (dependent) or $W$ is never 0 (independent: a fundamental set). Abel's formula: $W(t) = Ce^{-\int p\,dt}$.

Why it works

To match initial values $y(t_0) = a$, $y'(t_0) = b$ with $c_1y_1 + c_2y_2$ we must solve $$c_1y_1(t_0) + c_2y_2(t_0) = a,$$ $$c_1y_1'(t_0) + c_2y_2'(t_0) = b.$$ This system has a solution for every $a, b$ exactly when its determinant, $W(t_0)$, is not 0. Abel's formula explains why $W$ cannot vanish at just one point: using $y_i'' = -py_i' - qy_i$, $$W' = y_1y_2'' - y_1''y_2 = -p(y_1y_2' - y_1'y_2) = -pW,$$ so $W = Ce^{-\int p\,dt}$, which is either always 0 ($C = 0$) or never 0.

Worked example: Two exponentials

Find $W(e^{2t}, e^{-3t})$.
  1. $W$ $= e^{2t}\cdot(-3e^{-3t}) - 2e^{2t}\cdot e^{-3t}$.
  2. $= -3e^{-t} - 2e^{-t} = -5e^{-t}$.

Answer: $W = -5e^{-t}$, never 0: independent

Worked example: Cosine and sine

Find $W(\cos 3t, \sin 3t)$.
  1. $W$ $= \cos 3t\cdot 3\cos 3t$ $- (-3\sin 3t)\sin 3t$.
  2. $= 3(\cos^{2} 3t + \sin^{2} 3t) = 3$.

Answer: $W = 3$

Worked example: Abel's formula without solving

Two solutions of $t^{2}y'' + ty' - 4y = 0$ ($t > 0$) have $W(1) = -4$. Find $W(t)$, and check with $y_1 = t^{2}$, $y_2 = t^{-2}$.
  1. Standard form: $y'' + \frac{1}{t}y' - \frac{4}{t^{2}}y = 0$, so $p = \frac{1}{t}$.
  2. $W = Ce^{-\ln t} = \frac{C}{t}$; $W(1) = -4$ gives $C = -4$.
  3. Check: $W(t^{2}, t^{-2})$ $= t^{2}(-2t^{-3}) - 2t\cdot t^{-2}$ $= -\frac{4}{t}$. ✓

Answer: $W(t) = -\frac{4}{t}$

Wronskians you will meet often.
$y_1, y_2$$W$
$e^{at}, e^{bt}$$(b - a)e^{(a+b)t}$
$e^{rt}, te^{rt}$$e^{2rt}$
$e^{\alpha t}\cos\beta t, e^{\alpha t}\sin\beta t$$\beta e^{2\alpha t}$
$t^{m}, t^{n}$$(n - m)t^{m+n-1}$

Common mistake

Concluding “dependent” because $W = 0$ at one point, or “independent” after checking a single point of functions that are not solutions of one equation. For two solutions of the same equation, one value of $W$ decides everything (Abel). Also, a constant multiple is the most common hidden dependence: $e^{3t}$ and $5e^{3t}$ have $W \equiv 0$.
$y_1 = e^{2t}$, $y_2 = e^{-3t}$ and their Wronskian $W = -5e^{-t}$ (dashed). $W$ never crosses zero, as Abel's formula promises.
Where does the Wronskian come from for two functions? Dependence means one is a constant multiple of the other, so $\frac{y_2}{y_1}$ is constant. By the quotient rule, $\left(\frac{y_2}{y_1}\right)' = \frac{y_1y_2' - y_1'y_2}{y_1^{2}} = \frac{W}{y_1^{2}}$. So on an interval where $y_1 \ne 0$, $W \equiv 0$ says exactly that the ratio never changes. For $n$ solutions of an $n$th-order equation, $W$ is the $n\times n$ determinant of the functions and their derivatives up to order $n - 1$, and Abel's formula still holds.

Practice

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Sources and further reading

  • Paul's Online Math Notes, Differential Equations: Fundamental Sets of Solutions
  • Paul's Online Math Notes, Differential Equations: More on the Wronskian
  • MIT OpenCourseWare 18.03SC Differential Equations (Fall 2011), Unit II: Second Order Constant Coefficient Linear Equations
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