Theory Linear Equations

Existence and Uniqueness
Linear Independence
Matrices and Determinants
Linear Independence Revisited
Solution Theorem
Theory of Linear Ordinary Differential

Equations
Bernd Schroder
Bernd Schroder
Theory of Linear Ordinary Differential Equations
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Louisiana Tech University, College of Engineering and Science
Linear Independence
Solution Theorem
Definition
A linear n-th order differential equation is of the form
an (x)y(n) (x)+an1 (x)y(n1) (x)+ +a1 (x)y0 (x)+a0 (x)y(x) = g(x),
with an not being the constant function 0.
Bernd Schroder
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Linear Independence
Solution Theorem
Definition
I It is called homogeneous if and only if g = 0.
Bernd Schroder
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Linear Independence
Solution Theorem
Definition
I It is called inhomogeneous if and only if g 6= 0.
Bernd Schroder
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Linear Independence
Solution Theorem
Definition
I If, in an inhomogeneous equation, we replace the right side
g with 0, we obtain the corresponding homogeneous
equation.
Bernd Schroder
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Linear Independence
Solution Theorem
Definition
I If, in an inhomogeneous equation, we replace the right side
g with 0, we obtain the corresponding homogeneous
equation.
Note that the coefficients are functions. The results in this
presentation apply to constant coefficient equations as well as
Cauchy-Euler equations or the equations that are being solved
with series solutions.
Bernd Schroder
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Linear Independence
Solution Theorem
Bernd Schroder
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Linear Independence
Solution Theorem

Every initial value problem of the form
an (x)y(n) (x) + + a1 (x)y0 (x) + a0 (x)y(x) = g(x),
y(x0 ) = y0 ,
y0 (x0 ) = y1 ,
..
.
(n1)
y
(x0 ) = yn1 ,
where an is not the constant function 0 and all ai (x) and g(x)
have continuous first derivatives, has a unique solution.
Bernd Schroder
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Linear Independence
Solution Theorem

Every initial value problem of the form
an (x)y(n) (x) + + a1 (x)y0 (x) + a0 (x)y(x) = g(x),
y(x0 ) = y0 ,
y0 (x0 ) = y1 ,
..
.
(n1)
y
(x0 ) = yn1 ,
where an is not the constant function 0 and all ai (x) and g(x)
have continuous first derivatives, has a unique solution.
So, in some ways, the solutions look like n-dimensional space.
We are interested in using this analogy.
Bernd Schroder
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Linear Independence
Solution Theorem
Proof of the Existence and Uniqueness Theorem
Bernd Schroder
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Linear Independence
Solution Theorem
Proof of the Existence and Uniqueness Theorem
, p.510
Bernd Schroder
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Linear Independence
Solution Theorem
Furthering the Analogy Between Vectors and

Solutions
Bernd Schroder
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Linear Independence
Solution Theorem

Solutions
Superposition Principle. Let y1 and y2 be solutions of the
homogeneous linear differential equation
an (x)y(n) (x)+an1 (x)y(n1) (x)+ +a1 (x)y0 (x)+a0 (x)y(x) = 0,
and let c1 and c2 be real numbers. Then
y(x) := c1 y1 (x) + c2 y2 (x) is a solution, too.
Bernd Schroder
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Linear Independence
Solution Theorem

Solutions
Superposition Principle. Let y1 and y2 be solutions of the
homogeneous linear differential equation
and let c1 and c2 be real numbers. Then
y(x) := c1 y1 (x) + c2 y2 (x) is a solution, too.
So solutions of homogeneous equations have the same algebraic
properties as vectors.
Bernd Schroder
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Linear Independence
Solution Theorem
Proof of the Superposition Principle
Bernd Schroder
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0
Bernd Schroder
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
Bernd Schroder
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
c1
(n)
an (x)y1 (x)
Bernd Schroder
a0 (x)y1 (x)
c1 0
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
c1
+c2
(n)
an (x)y1 (x)
(n)
an (x)y2 (x)
Bernd Schroder
+
+
+
+
a0 (x)y1 (x)
a0 (x)y2 (x)

=

=
c1 0
c2 0
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
c1
+c2
(n)
an (x)y1 (x)
(n)
an (x)y2 (x)
an (x)(c1 y1 )(n) (x)
Bernd Schroder
+
+
+
+
+
+
a0 (x)y1 (x)
a0 (x)y2 (x)
a0 (x)(c1 y1 )(x)

=

=
=
c1 0
c2 0
0
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
c1
+c2
+
(n)
an (x)y1 (x)
(n)
an (x)y2 (x)
an (x)(c1 y1 )(n) (x)
an (x)(c2 y2 )(n) (x)
Bernd Schroder
+
+
+
+
+
+
+
+
a0 (x)y1 (x)
a0 (x)y2 (x)
a0 (x)(c1 y1 )(x)
a0 (x)(c2 y2 )(x)

=

=
=
=
c1 0
c2 0
0
0
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Linear Independence
Solution Theorem

(n)
an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

(n)
an (x)y2 (x) + + a1 (x)y02 (x) + a0 (x)y2 (x) = 0
c1
+c2
+
(n)
an (x)y1 (x)
(n)
an (x)y2 (x)
an (x)(c1 y1 )(n) (x)
an (x)(c2 y2 )(n) (x)
an (x)(c1 y1 + c2 y2 )(n) (x)
Bernd Schroder
+
+
+
+
+
+
a0 (x)y1 (x)
+
a0 (x)y2 (x)
+
a0 (x)(c1 y1 )(x)
+
a0 (x)(c2 y2 )(x)
+ a0 (x)(c1 y1 + c2 y2 )(x)

=

=
=
=
=
c1 0
c2 0
0
0
0
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Linear Independence
Solution Theorem
Handling Inhomogeneous Equations
Bernd Schroder
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Linear Independence
Solution Theorem

For the linear inhomogeneous differential equation
an (x)y(n) (x)+an1 (x)y(n1) (x)+ +a1 (x)y0 (x)+a0 (x)y(x) = g(x)
let yh (x) denote the general solution of the corresponding
homogeneous equation. Moreover let yp (x) be one particular
solution of the inhomogeneous equation. Then the general
solution of the inhomogeneous equation is
y(x) = yp (x) + yh (x).
Bernd Schroder
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Linear Independence
Solution Theorem

For the linear inhomogeneous differential equation
an (x)y(n) (x)+an1 (x)y(n1) (x)+ +a1 (x)y0 (x)+a0 (x)y(x) = g(x)
let yh (x) denote the general solution of the corresponding
homogeneous equation. Moreover let yp (x) be one particular
solution of the inhomogeneous equation. Then the general
solution of the inhomogeneous equation is
y(x) = yp (x) + yh (x).
So the theory of inhomogeneous equations is pretty much
reduced to that of homogeneous equations.
Bernd Schroder
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Linear Independence
Solution Theorem
Proof
Bernd Schroder
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
Bernd Schroder
a0 (x)yp (x)
g(x)
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
Bernd Schroder
+
+
+
+
a0 (x)yp (x)
a0 (x)yh (x)
=
=
g(x)
0
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
an (x)(yp + yh )(n) (x)
Bernd Schroder
+
+
+
+
a0 (x)yp (x)
+
a0 (x)yh (x)
+ a0 (x)(yp + yh )(x)
=
=
=
g(x)
0
g(x)
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
an (x)(yp + yh )(n) (x)
+
+
+
+
a0 (x)yp (x)
+
a0 (x)yh (x)
+ a0 (x)(yp + yh )(x)
=
=
=
g(x)
0
g(x)
and
Bernd Schroder
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
an (x)(yp + yh )(n) (x)
+
+
+
+
a0 (x)yp (x)
+
a0 (x)yh (x)
+ a0 (x)(yp + yh )(x)
=
=
=
g(x)
0
g(x)
and
(n)
an (x)yi (x)
Bernd Schroder
a0 (x)yi (x)
g(x)
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
an (x)(yp + yh )(n) (x)
+
+
+
+
a0 (x)yp (x)
+
a0 (x)yh (x)
+ a0 (x)(yp + yh )(x)
+
+
+
+
=
=
=
g(x)
0
g(x)
and
(n)
an (x)yi (x)
(n)
an (x)yp (x)
Bernd Schroder
a0 (x)yi (x)
a0 (x)yp (x)
=
=
g(x)
g(x)
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Linear Independence
Solution Theorem
Proof
(n)
an (x)yp (x)
(n)
an (x)yh (x)
an (x)(yp + yh )(n) (x)
+
+
+
+
a0 (x)yp (x)
+
a0 (x)yh (x)
+ a0 (x)(yp + yh )(x)
+
+
+
+
a0 (x)yi (x)
+
a0 (x)yp (x)
+ a0 (x)(yi yp )(x)
=
=
=
g(x)
0
g(x)
and
(n)
an (x)yi (x)
(n)
an (x)yp (x)
an (x)(yi yp )(n) (x)
Bernd Schroder
=
=
=
g(x)
g(x)
0
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Linear Independence
Solution Theorem
Linear Combinations of Vectors
Bernd Schroder
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Linear Independence
Solution Theorem

How do we actually know that several vectors point in
different directions?
Bernd Schroder
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Linear Independence
Solution Theorem

How do we actually know that several vectors point in
different directions?
Let~v1 ,~v2 , . . . ,~vn be vectors. Then any sum
n
ci~vi = c1~v1 + c2~v2 + + cn~vn

i=1
with the ci being real numbers is called a linear combination

of the vectors.
Bernd Schroder
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Linear Independence
Solution Theorem
Linear Independence for Vectors
Bernd Schroder
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Linear Independence
Solution Theorem

A set of n vectors {~v1 , ,~vn } is called linearly dependent if
and only if there are numbers c1 , . . . , cn , which are not all zero,
such that c1~v1 + + cn~vn = ~0, where ~0 denotes the null
vector, for which all components are zero.
Bernd Schroder
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Linear Independence
Solution Theorem

A set of n vectors {~v1 , ,~vn } is called linearly dependent if
such that c1~v1 + + cn~vn = ~0, where ~0 denotes the null
vector, for which all components are zero.
If no such numbers exist, the set of vectors is called linearly
independent. That is, a set of n vectors {~v1 , ,~vn } is called
linearly independent if and only if the only numbers c1 , , cn ,
n
for which
ci~vi = ~0 are c1 = c2 = = cn = 0.
i=1
Bernd Schroder
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Linear Independence
Solution Theorem
Determine if the vectors (1, 1, 3), (2, 4, 2) and

(3, 1, 4) are linearly independent.
Bernd Schroder
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Linear Independence
Solution Theorem


1
2
3
0
c1 1 + c2 4 + c3 1 = 0
3
2
4
0
Bernd Schroder
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Linear Independence
Solution Theorem


1
2
3
0
c1 1 + c2 4 + c3 1 = 0
3
2
4
0
1c1 + 2c2 + 3c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem


1
2
3
0
c1 1 + c2 4 + c3 1 = 0
3
2
4
0
1c1 + 2c2 + 3c3 = 0
1c1 + 4c2 1c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem


1
2
3
0
c1 1 + c2 4 + c3 1 = 0
3
2
4
0
1c1 + 2c2 + 3c3 = 0
1c1 + 4c2 1c3 = 0
3c1 + 2c2 + 4c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 +
2c2
Bernd Schroder
3c3 = 0
4c3 = 0
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
13c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
13c3 = 0
0 = c3
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
13c3 = 0
0 = c3 = c2
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
13c3 = 0
0 = c3 = c2 = c1
Bernd Schroder
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Linear Independence
Solution Theorem

c1 + 2c2 + 3c3 = 0
c1 + 4c2 c3 = 0
3c1 + 2c2 + 4c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
4c2 5c3 = 0
c1 + 2c2 + 3c3 = 0
2c2 4c3 = 0
13c3 = 0
0 = c3 = c2 = c1 , and the vectors are linearly independent.
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
Determine if 2, 2 and 2 are
4
3
5
linearly independent.
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
2c1 1c2 + 3c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
2c1 1c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
2c1 1c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 = c3
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
2
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
,
2
choose c3 = 1
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
,
2
choose c3 = 1: c2 = 1
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
,
2
choose c3 = 1: c2 = 1, c1 = 2.
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
,
2
choose
c3= 1:c2 =1,c1 =2.
2
1
3
0
2 2 2 + 2 = 0
4
3
5
0
Bernd Schroder
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Linear Independence
Solution Theorem
2c1 c2 + 3c3 = 0
2c1 + 2c2 2c3 = 0
4c1 + 3c2 5c3 = 0
2c1 c2 + 3c3 = 0
c2 + c3 = 0
c2 + c3 = 0
c2 3c3
c2 = c3 , c1 =
,
2
choose
c3= 1:c2 =1,c1 =2.
2
1
3
0
2 2 2 + 2 = 0 ,
4
3
5
0
and the vectors are linearly dependent.
Bernd Schroder
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Linear Independence
Solution Theorem
Why use Matrices?
Bernd Schroder
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Linear Independence
Solution Theorem
Why use Matrices?
1
1
3
Bernd Schroder
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Linear Independence
Solution Theorem
Why use Matrices?
1
1
3
Bernd Schroder
2
4
2
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Linear Independence
Solution Theorem
Why use Matrices?
1
1
3
Bernd Schroder
2
4
2
3
1
4
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Linear Independence
Solution Theorem
Why use Matrices?
1
1
3
Bernd Schroder
2
4
2
3
1
4
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Linear Independence
Solution Theorem
Matrices
Bernd Schroder
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Linear Independence
Solution Theorem
Matrices
Let m and n be positive integers. An m n-matrix is a

rectangular array of mn numbers aij , commonly indexed and
written as follows.
a11
a12
a1(n1)
a1n
a21
a22
a2(n1)
a2n
a31
a32
a3(n1)
a3n
A=(ai,j ) i = 1, . . . , m = ..
.
.
.
.
j = 1, . . . , n
a(m1)1 a(m1)2 a(m1)(n1) a(m1)n

am1
am2
am(n1)
amn
The index i is called the row index and the index j is called the
column index.
Bernd Schroder
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Linear Independence
Solution Theorem
Determinants
Bernd Schroder
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Linear Independence
Solution Theorem
Determinants

a11 a12
Let A =
be a 2 2 matrix. Then we define the
a21 a22
determinant of A to be

a11 a12
a11 a12
:= a11 a22 a12 a21 .
det(A) := det
:=
a21 a22
a21 a22
Bernd Schroder
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Linear Independence
Solution Theorem
Determinants

a11 a12
Let A =
be a 2 2 matrix. Then we define the
a21 a22
determinant of A to be

a11 a12
a11 a12
:= a11 a22 a12 a21 .
det(A) := det
:=
a21 a22
a21 a22
Let A = (aij )i,j=1,...,n be a square matrix and let Aij be the matrix
obtained by erasing the ith row and the jth column. Then the
determinant of A is defined recursively by
n
det(A) := |A| := (1)i+j aij det (Aij ) = (1)i+j aij det (Aij ) ,
j=1
i=1
where the i in the first sum is an arbitrary row and the j in the
second sum is an arbitrary column.
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Linear Independence
Solution Theorem
Uses of the Determinant
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Linear Independence
Solution Theorem

1. The determinant gives the n-dimensional volume of the
parallelepiped spanned by the column vectors.
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Linear Independence
Solution Theorem

2. The n-dimensional vectors~v1 , . . . ,~vn are linearly
independent if and only if det (~v1 , . . . ,~vn ) 6= 0, where
(~v1 , . . . ,~vn ) denotes a matrix whose columns are the
vectors~vi .
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Linear Independence
Solution Theorem

2. The n-dimensional vectors~v1 , . . . ,~vn are linearly
independent if and only if det (~v1 , . . . ,~vn ) 6= 0, where
(~v1 , . . . ,~vn ) denotes a matrix whose columns are the
vectors~vi .
3. Computation of characteristic polynomials.
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Linear Independence
Solution Theorem

1
2
3
Determine if 1, 4 and 1 are linearly
3
2
4
independent.
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4
4 1
= 1 det
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4
4 1
= 1 det
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4
4 1
= 1 det
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
= 1 det
1 det
2 4
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
= 1 det
1 det
2 4
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
= 1 det
1 det
2 4
2 4
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18 1 2
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18 1 2 + 3 (14)
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18 1 2 + 3 (14)
= 26
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18 1 2 + 3 (14)
= 26 6= 0
Bernd Schroder
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Linear Independence
Solution Theorem

1
2
3
3
2
4
independent.
det
1
1
3
2
4
2
3
1
4

4 1
2 3
2 3
= 1 det
1 det
+ 3 det
2 4
2 4
4 1
= 1 18 1 2 + 3 (14)
= 26 6= 0
The vectors are linearly independent.
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Linear Independence
Solution Theorem

2
1
3
4
3
5
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.
2 1 3
det 2 2 2
4 3 5
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
det 2 2 2 = 2 det
3 5
4 3 5
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
= 2 (4)
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
= 2 (4) (2)(4)
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
= 2 (4) (2)(4) + (4)(4)
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
= 2 (4) (2)(4) + (4)(4)
= 0
Bernd Schroder
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Linear Independence
Solution Theorem

2
1
3
4
3
5
linearly
independent.

2 1 3
2
2
1
3
det 2 2 2 = 2 det
(2) det
3 5
3 5
4 3 5

1 3
+(4) det
2 2
= 2 (4) (2)(4) + (4)(4)
= 0
The vectors are linearly dependent.

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Linear Independence
Solution Theorem
Linear Combinations of Functions
Bernd Schroder
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Linear Independence
Solution Theorem

We need to determine what it means that several functions
point in different directions.
Bernd Schroder
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Linear Independence
Solution Theorem

Otherwise we would not be able to recognize
that a family like

yc1 ,c2 (x) = c1 sin2 (x) + c2 1 cos(2x) is not the general
solution of sin(x)y00 cos(x)y0 + 2 sin(x)y = 0.
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Linear Independence
Solution Theorem

that a family like

(The family has only one constant, because
2 sin2 (x) = 1 cos(2x).)
Bernd Schroder
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Linear Independence
Solution Theorem

that a family like

(The family has only one constant, because
2 sin2 (x) = 1 cos(2x).)
Let f1 , f2 , . . . , fn be functions. Then any sum
n
cifi = c1f1 + c2f2 + + cnfn

i=1
with the ci being real numbers is called a linear combination

of the functions.
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Linear Independence
Solution Theorem
Linear Independence for Functions
Bernd Schroder
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Linear Independence
Solution Theorem

A set of n functions {f1 , . . . , fn } is called linearly dependent if
such that c1 f1 + + cn fn = 0. That is, c1 , . . . , cn must be such
that for all x in the domain of f1 , . . . , fn we have
c1 f1 (x) + + cn fn (x) = 0.
Bernd Schroder
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Linear Independence
Solution Theorem

A set of n functions {f1 , . . . , fn } is called linearly dependent if
such that c1 f1 + + cn fn = 0. That is, c1 , . . . , cn must be such
that for all x in the domain of f1 , . . . , fn we have
c1 f1 (x) + + cn fn (x) = 0.
If no such numbers exist, then the set of functions is called
linearly independent. That is, a set of n functions {f1 , . . . , fn }
is called linearly independent if and only if the only numbers
n
c1 , . . . , cn , for which
cifi = 0 are c1 = c2 = = cn = 0.
i=1
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Linear Independence
Solution Theorem
The Wronskian
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Linear Independence
Solution Theorem
The Wronskian
Let f1 , , fn be (n 1) times differentiable functions. If the
Wronskian
f1 (x)
f2 (x)
fn (x)
0
f 0 (x)
fn0 (x)
f2 (x)
1
W(f1 , , fn )(x) := det
..
..
..
.
.
.
(n1)
(n1)
(n1)
(x)
f1
(x) f2
(x) fn
is not equal to zero for some value of x, then {f1 , , fn } is a

linearly independent set of functions.
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Linear Independence
Solution Theorem
Determine if t, et and tet are linearly independent.
Bernd Schroder
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Linear Independence
Solution Theorem
t et
tet
det 1 et tet + et
0 et tet + 2et
Bernd Schroder
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Linear Independence
Solution Theorem
t

t et
tet
t + et
e
te
t
t
t
det 1 e te + e = t det t
e tet + 2et
0 et tet + 2et
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et

2t
2t
2t
2t
= t te + 2e te e
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et

2t
2t
2t
2t
= t te + 2e te e

te2t + 2e2t te2t
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et

2t
2t
2t
2t
= t te + 2e te e

te2t + 2e2t te2t
= te2t 2e2t
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et

2t
2t
2t
2t
= t te + 2e te e

te2t + 2e2t te2t
= te2t 2e2t 6= 0
Bernd Schroder
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Linear Independence
Solution Theorem
t
t

t et
tet
t + et
t
e
te
e
te
t
t
t
1 det t
e tet + 2et
e tet + 2et
t
t
t
0 e te + 2e
t

e
tet
+0 det t
e tet + et

2t
2t
2t
2t
= t te + 2e te e

te2t + 2e2t te2t
= te2t 2e2t 6= 0
The functions are linearly independent.
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Linear Independence
Solution Theorem
Defining the General Solution
Bernd Schroder
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Linear Independence
Solution Theorem

The general solution of a differential equation is a family of
functions so that for every initial value problem for the
differential equation there is a unique choice of the coefficients
that gives the solution of the initial value problem. A particular
solution of a differential equation is one specific solution.
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Linear Independence
Solution Theorem

The general solution of a differential equation is a family of
functions so that for every initial value problem for the
differential equation there is a unique choice of the coefficients
that gives the solution of the initial value problem. A particular
solution of a differential equation is one specific solution.
In the theory, we typically work with initial value problems,
because even this definition is a bit messy.
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Linear Independence
Solution Theorem
Solution Theorem for Linear Homogeneous

Differential Equations
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Linear Independence
Solution Theorem
Solution Theorem for Linear Homogeneous

Differential Equations
The general solution of a linear homogeneous differential
equation
is of the form
y(x) = c1 y1 (x) + + cn yn (x),
where {y1 , , yn } is a linearly independent set of particular
solutions of the linear homogeneous differential equation.
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Theory Linear Equations

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Theory Linear Equations

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Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Theory of Linear Ordinary Differential

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Existence and Uniqueness

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Proof of the Existence and Uniqueness Theorem

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Proof of the Existence and Uniqueness Theorem

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Furthering the Analogy Between Vectors and

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Furthering the Analogy Between Vectors and

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Furthering the Analogy Between Vectors and

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Proof of the Superposition Principle

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Proof of the Superposition Principle

an (x)y1 (x) + + a1 (x)y01 (x) + a0 (x)y1 (x) = 0

Existence and Uniqueness

Matrices and Determinants

Linear Independence Revisited

Proof of the Superposition Principle