An Existence and Uniqueness Theorem Linear Differential Equations ichs -ordet lincar, nonhomogeneous, and normal equation on any inter 25. An Existence and Uniqueness Theorem does not contain x = 1. On the other hand, ey In Section 12 we stated an existence theorem for an initial va sgatyso involving a first-order linear differential equation The generaliz theorem to nth-order linear equations can be stated as follows: cond-order linear, homogeneous, and normal equation on any Theorem 5. Given an nth-order linear differential equation ‘ow prove that if yy and yz are solutions of the homogeneous 7 1 y ey y 1 boo £2 + by(x) = +b, 09 24 blxly = Re) oley? + byCxIylt—B 4+ By ACY + BiOY = 0, Q fe + bio eee o that is normal on an interval I. Suppose that xp is any number on , and ¢, are constants, then. Land yo, Ys +s Jas are n arbitrary real numbers. Then a unique functio y= y(x) exists such that y is a solution of the differential equation on the interval and y satisfies the initial conditions vrei tesa tion of equation (2). tatement that jj and y, are solutions of (2) means that ae cee YMG) = ae WXq) = Yor (%o) boy + By M tov + baad + bad =O 8) The proof of this theorem for n = 1 was given in Section 12 and was a result of showing that every normal first-order linear equation can be made exact by introducing an integrating factor. Unfortunately, no such method doy + by tos + Duniya + bays = 0. 4) of proof is available for n> 1. We'shall not prove Theorem 3 in this book but in Chapter 15 will prove an existence and uniqueness theorem for first- t us multiply each member of (3) by ¢,, each member of (4) by ¢2+ order equations in general. J the results. We get alex + cay) + buleay Yb ea EM + _EXAMPLE (a) i Find the unique solution of the initial value problem + by Neri + C2 ¥) + bles + e292) =O (5) ; ai + cg yso= (ca + en32)5 and so on, equation (5) is neither more Yves Oso oe ey $ than the staterient that c,y, ++ ca 2 is a solution of equation (2) We observe that sin x and cos x are solutions of the differential equation oof is completed. The special case c, =O is worth noting; that in (2) s0 that for arbitrary ¢, and ¢2, omogencons Tinear equation any constant times a sofbtion is also @ apse le ae similar:manner, ot by iteration of the result above, it can be seen is also a solution by the theorem of Section 24 yy. with i= 1, 2, .., hare solutions of equation (2), and if ¢ = with Because of the initial conditions in (2). we are lead to choose ¢, and ¢; sO ek, are constants, then "i that ¢, sin 0 + ¢y cos 0 = 0 and c, cos 0 ~ c; sin 0= 1. This can be done a st 2 oH in only one way, namely by choosing c, = 1 and c, = 0. We find that the 3. yey teaver + eae . +6) function sin x is a solution of the initial value problem (2). Moreover, since ution of equation (2. es the problem satisfies the conditions required in Theorem 5, for any interval expression in equation (6) is called a linear combination of the func~ that contains x = 0, Sin x is the only solution of the problem given in (2). @ as Yao e+-9 Yes The the proved caf thus be stated as follows Varese orem just proved ca thus be stated as follows: EEE BL ETO) ie i Consider the initial value problem ‘mm 4. Any linear combination of solutions of.a homogeueous linear. aL rte ay tis aaa s Q)0 Linear Differential Equations {ch 5 The differential equation is normal on either x >0 or x <0. Since the ntial conditions are stated for xo = 1, we let | be the interval % > 0, Itis a imple matter to show that x* and x~* are solutions of the differential uation in (3), 80 that for arbitrary ¢, and e3, year tex” s also a solution. The two init ial conditions now require that e+e:=4 and’ 3c, —4e2=5. t follows that c, = 3 and ¢, = 1 and therefore the function yaaa atisfies the initial value problem for x > 0. Now by Theorem 5 we can assert that the solution we have found is the nly solution valid for x > 0. . . Exercises n Exercises 1 through 4, determine all intervals on which the equation is normal 1. (= Dy" + xy ty = sin x 2 (x? — lly’ + 6y =e. 3 xty"+ ety = In x 4. (cot xy" + = 0. n Exercises 5 through 8, determine the unique solution of the initial value problem allowing the examples of this section. 5. y"— y=0, 10) = 4, y(0) = 2. Use the fact that e* and e~* are solutions of the differential equation Ans. y= 3c 467% 6. y+ 4y' = 0, 10) =2, ¥(0) = 4. Use the fact that sin 2x and os 2 are solutions of the differential equation. ‘Ans. y = 2 sin 2x + 2.c0s 2x. 1. y" = 2y' + y = 0, 40) = 7, y(0) = 4. Use the fact that e* and xe" are solutions of the differential equation. ‘Ans. y = Tet — 3xe' & x)" + xy'—9y =0, MI) = —1, yl) = 15.-Use the fact that x? and x"? are solutions of the differential equation. ‘As. y= 2x? — 3x7, Ans, x>LorxLor—10. ‘Ans. (nm, (n+ I)x), where n is an integer. 9, Establish the following important corollary to Theorem 5. If the differential equation is normal and homogeneous on I and yo = J, =" = Yq =0, then y = Dis the only solution. 26. Linear Independence Jiven the functions fy, fs, ..-» far if gonstants c1, ¢2, xist such that + Gq» Not all zero, See. 27] ‘The Wronskian 1 for all x in some interval a < x <6, then the functions fi, f2.....fy are said to be linearly dependent on that interval. If no such relation-exists, the func- tions are said to be linearly independent. That is, the functions f., fa... Sa are linearly independent on an interval when equation (1) implies that 0 eas It should be clear that if the functions of a set are linearly dependent, at least one of them is a linear combination of the others; if they are linearly independent, then none of them is a linear combination of the others. 27. The Wronskian With the definitions of Section 26 in mind, we shall now obtain a sufficient condition that m functions be linearly independent on an interval aS x $b. Let us assume that each of the functions fy, fa»+.+y Jy is differentiable at least (n — }) times in the interval a . Sekpese that yy and yy a solutions ofequaics (A of Exercise 11 and suppose te Wfonskian of y, and ys identically 2ero on @ x Sb Show that for xin fhe interval a Sx b there must eit constants 2, and 2, not both zero such tine Bybee) + Eyal) = 0 - and Byyilre) + Ea yale) = 0.