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Linear Independence of Functions: Wronksian Test

This document discusses linear independence of functions using the Wronskian test. It defines what it means for functions to be linearly dependent or independent. The Wronskian of functions is used to test if they are linearly independent over an interval. If the Wronskian is non-zero at any point in the interval, then the functions are linearly independent over that entire interval. Examples demonstrate how to apply the Wronskian test and determine if sets of functions are linearly dependent or independent.

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0% found this document useful (0 votes)
72 views

Linear Independence of Functions: Wronksian Test

This document discusses linear independence of functions using the Wronskian test. It defines what it means for functions to be linearly dependent or independent. The Wronskian of functions is used to test if they are linearly independent over an interval. If the Wronskian is non-zero at any point in the interval, then the functions are linearly independent over that entire interval. Examples demonstrate how to apply the Wronskian test and determine if sets of functions are linearly dependent or independent.

Uploaded by

JoSa
Copyright
© © All Rights Reserved
Available Formats
Download as PPTX, PDF, TXT or read online on Scribd
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Linear Independence

of Functions
Wronksian Test
Let us consider a homogeneous linear differential equation
𝐴𝑦 = 0 . Here, let us remember, that 𝐴 is a linear
differential operator
If 𝑦1 and 𝑦2 are particular solutions, then 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
is a solution because
𝐴𝑦 = 𝐴 𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 𝐴𝑦1 + 𝑐2 𝐴𝑦2 = 𝑐1 × 0 + 𝑐2 × 0 = 0
If the differential equation is of order 2, are we sure that 𝑦 =
𝑐1 𝑦1 + c2 y2 is the general solution? The fact that there are
two arbitrary constants 𝑐1 and 𝑐2 is not enough because the
two functions 𝑦1 and 𝑦2 may not be linearly independent.
As an illustration, suppose that we have 𝑦1 = cos 2 𝑥 − sin2 𝑥
2
and 𝑦2 = 1 − 2 sin 𝑥. Then the function 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
has effectively only one arbitrary constant because
𝑐1 𝑦1 + 𝑐2 𝑦2 = 𝑐1 (cos 2 𝑥 − sin2 𝑥) + 𝑐2 (1 − 2sin2 𝑥)
2 2 2 2 2
= 𝑐1 (cos 𝑥 − sin 𝑥) + 𝑐2 (cos 𝑥 + sin 𝑥 − 2 sin 𝑥)
= 𝑐1 (cos 2 𝑥 − sin2 𝑥) + 𝑐2 (cos 2 𝑥 − sin2 𝑥)
= (𝑐1 + 𝑐2 )(cos 2 𝑥 − sin2 𝑥) = 𝑐(cos 2 𝑥 − sin2 𝑥)
This was possible here because the functions 𝑦1 and 𝑦2 are
linearly dependent. We will formally define linearly
dependent and linearly independent functions.
The functions 𝑦1 , 𝑦2 , … , 𝑦𝑘 are linearly dependent if there
exist constants 𝑐1 , 𝑐2 , … , 𝑐𝑘 not all zero such that
𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑘 𝑦𝑘 = 0
Example. Prove that 𝑦1 = cos 2 𝑥 − sin2 𝑥, 𝑦2 = 1 −
2 sin2 𝑥, and 𝑦3 = tan 𝑥 are linearly dependent.
Solution. We want to find constants 𝑐1 , 𝑐2 , and 𝑐3 not all
zero such that 𝑐1 𝑦1 + 𝑐2𝑦2 + 𝑐3 𝑦3 = 0. Let 𝑐1 = 1, 𝑐2 = −1,
and 𝑐3 = 0. Then
𝑐1 𝑦1 + 𝑐2 𝑦2 + 𝑐3 𝑦3 = 𝑦1 − 𝑦2 + 0 =
2 2 2 2 2
(cos 𝑥 − sin 𝑥) − (1 − 2 sin 𝑥) = cos 𝑥 + sin 𝑥 − 1 = 0
Exercise. Prove that the functions 𝑦1 = 6𝑥 − 25, 𝑦2 = 3𝑥,
and 𝑦3 = 5 are linearly dependent.
The functions 𝑦1 , 𝑦2 , … , 𝑦𝑘 are linearly independent if they
are not linearly dependent. This means that the equation
𝑐1 𝑦1 + 𝑐2 𝑦2 + ⋯ + 𝑐𝑘 𝑦𝑘 = 0
is only possible when 𝑐1 = 𝑐2 = ⋯ = 𝑐𝑘 = 0.
Example. Prove that the functions 𝑓 𝑥 = 2𝑥 + 1 and
𝑔 𝑥 = 𝑥 − 3 are linearly independent.
Solution. Let 𝑐1 𝑓 𝑥 + 𝑐2 𝑔 𝑥 = 0 . Then
𝑐1 2𝑥 + 1 + 𝑐2 𝑥 − 3 = 0
2𝑐1 𝑥 + 𝑐1 + 𝑐2 𝑥 − 3𝑐2 = 0
2𝑐1 + 𝑐2 𝑥 + 𝑐1 − 3𝑐2 = 0
This equation states that the linear expression on the left is
identically zero. The can happen only if
2𝑐1 + 𝑐2 = 0
𝑐1 − 3𝑐2 = 0
Solving this system of linear equations gives us 𝑐1 = 0 and
𝑐2 = 0. Therefore, the equation 𝑐1 𝑓 𝑥 + 𝑐2 𝑔 𝑥 = 0 can
hold only when 𝑐1 = 𝑐2 = 0. The functions are therefore
linearly independent.
A test for linear independence using determinants is
available.
The Wronksian of a set of functions 𝑦1 , 𝑦2 , … , 𝑦𝑘 is defined
to be the value of the determinant
𝑦1 𝑦2 ⋯ 𝑦𝑘
𝑦1 ′ 𝑦2 ′ ⋯ 𝑦𝑘 ′
𝑊 𝑥 = ⋮
(𝑘−1) (𝑘−1) (𝑘−1)
𝑦1 𝑦2 ⋯ 𝑦𝑘
The functions are linearly independent for all 𝑥 where 𝑊 ≠ 0.
Example. Test the functions 𝑦1 = 6𝑥 − 25, 𝑦2 = 3𝑥, and
𝑦3 = 5 for linear independence using the Wronksian.
Solution. We compute for the Wronksian directly.
6𝑥 − 25 3𝑥 5
𝑊= 6 3 0 =0
0 0 0
Therefore, the functions are linearly dependent.
Example. Use the Wronksian to test the functions 𝑓(𝑥) =
2𝑥 + 1 and 𝑔(𝑥) = 𝑥 − 3.
2𝑥 + 1 𝑥 − 3
Solution. 𝑊 = = 2𝑥 + 1 − 2 𝑥 − 3 = 7
2 1
Therefore, the two functions are linearly independent on
the entire x-axis.
Theorem. Let 𝑊(𝑥) be the Wronksian of the functions
𝑦1 , 𝑦2 , … , 𝑦𝑘 . If 𝑊(𝑥0 ) ≠ 0 for at least one 𝑥0 in the
interval 𝑎, 𝑏 then the functions are linearly independent
on the interval [𝑎, 𝑏].
2
Example. For the functions 𝑥 + 1 and 𝑥 − 1, we have
2
𝑊 𝑥 = 𝑥 + 1 𝑥 − 1 = −𝑥 2 + 2𝑥 + 1
2𝑥 1
Explain why the functions are linearly independent in any
interval.
Exercises.
1. Show that the functions 𝑒 𝑥 , 𝑒 2𝑥 , and 𝑒 3𝑥 are linearly
independent.
2. Prove that the functions 𝑦1 = 𝑥, 𝑦2 = 𝑒 𝑥 , 𝑦3 =
𝑥 𝑥
𝑥𝑒 , 𝑦4 = 2 − 3𝑥 𝑒 are linearly dependent by finding
constants 𝑐1 , 𝑐2 , 𝑐3 , 𝑐4 not all zero such that 𝑐1 𝑦1 +
𝑐2 𝑦2 + 𝑐3 𝑦3 + 𝑐4 𝑦4 = 0.
3. Show that 1, sin 𝑥, cos 𝑥 are linearly independent
4. Show that if 𝑓 and 𝑓′ are continuous on the interval
[𝑎, 𝑏] and 𝑓(𝑥) ≠ 0 for all 𝑥 in [𝑎, 𝑏], then the functions
𝑓 and 𝑥𝑓 are linearly independent on 𝑎, 𝑏 .

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