Math 320 - Fall 2010

HW #7 Selected Solutions
Problem 5.1.32
Let y
1
and y
2
be two solutions of A(x)y

+ B(x)y

+ C(x)y = 0 on an open interval I where A, B and

C are continuous and A(x) is never zero.
(a) Let W = W(y
1
, y
2
). Show that
A(x)
dW
dx
= (y
1
)(Ay

2
) (y
2
)(Ay

1
)
Then substitute for Ay

2
and Ay

1
from the original dierential equation to show that
A(x)
dW
dx
= B(x)W(x).
(b) Solve this rst-order equation to deduce Abels formula
W(x) = K exp

B(x)
A(x)
dx

where K is a constant.
(c) Why does Abels formula imply that the Wronskian W(y
1
, y
2
) is either zero everywhere or nonzero
everywhere (as stated in [EP10, 5.1, Theorem 3])?
(a) First, since y
1
and y
2
are solutions to the given dierential equation, we have that the Wronskian
W(y
1
, y
2
) = y
1
y

2
y

1
y
2
. This is a dierentiable function of x (its the product and dierence of
dierentiable functions), and so we can compute
dW
dx
= y

1
y

2
+ y
1
y

2
(y

1
y

2
+ y

1
y
2
) = y
1
y

2
y

1
y
2
Then, we have
A(x)
dW
dx
= A(x)(y
1
y

2
y

1
y
2
) = y
1
(Ay

2
) y
2
(Ay

1
)
as desired. Next, following the hint, observe that y
1
is a solution to our given dierential equation, so we
have that A(x)y

1
+B(x)y

1
+C(x)y
1
= 0. Solving this for A(x)y

1
yields A(x)y

1
= B(x)y

1
C(x)y
1
.
Since y
2
is also solution to our given dierential equation, we can repeat this process and write A(x)y

2
=
B(x)y

2
C(x)y
2
. Substituting these quantities above, we obtain
A(x)
dW
dx
= y
1
(Ay

2
) y
2
(Ay

1
) = y
1
(B(x)y

2
C(x)y
2
) y
2
(B(x)y

1
C(x)y
1
)
= B(x)y
1
y

2
+ B(x)y
2
y

1
= B(x)(y
1
y

2
y

1
y
2
) = B(x)W(x)
which is what we set out to show.
(b) Next, observe that A(x)dW/dx = B(x)W is a rst order separable equation that we can solve using
1
our techniques from earlier in the semester.
dW
W
=
B(x)
A(x)
dx

dW
W
=

B(x)
A(x)
dx
ln |W| + C
1
=

B(x)
A(x)
dx
ln |W| =

B(x)
A(x)
dx + C
Now, rst assume that W > 0. Then we have ln |W| = ln W, and then, taking exp of both sides, and
setting K = e
C
, we obtain
W = exp

B(x)
A(x)
dx

e
C
= K exp

B(x)
A(x)
dx

In this case, note that K = e

C
is a positive constant.
On the other hand, if W < 0, then ln |W| = ln W, and so taking exp of both sides yields
W = K exp

B(x)
A(x)
dx

Now, since K = e
C
is positive, K is negative. Then, we can label the value K as the new constant
K, and obtain the same formula as above W = K exp(

B(x)/A(x) dx), except now the constant K

is negative.
Finally, if W = 0, then we dont need to solve a separable equation (in fact, if you look at the
separable equation above, it doesnt make sense when W = 0 since were integrating 1/W). However,
in this case, when W = 0, we can still use our formula W = K exp(

B(x)/A(x) dx) simply by

setting K = 0.
(c) [EP10, 5.1 Theorem 3] says something quite peculiar. It claims that the Wronskian W(y
1
, y
2
) of two
solutions to a homogeneous second order linear equation is either always zero (in which case y
1
and y
2
are linearly dependent), or, W(y
1
, y
2
) is never zero (in which case y
1
and y
2
are linearly independent).
However, this seems to leave a gap - what if the Wronskian is sometimes zero, but not always zero?
The formula we proved in [part (b)] explains why this cant happen.
W(x) = K exp

B(x)
A(x)
dx

We know that an exponential function is never zero. Thus, the Wronskian, when it exists, is either
always non-zero (if K = 0) or, always zero (if K = 0). There are no other possibilities, and so [EP10,
5.1 Theorem 3] makes sense.
2
Problem 5.1.51
A second-order Euler equation is one of the form
ax
2
y

+ bxy

+ cy = 0, (1)
where a, b, c are constants.
(a) Show that if x > 0, then the substitution v = ln x transforms [Equation 1] into the constant-
coecient linear equation
a
d
2
y
dv
2
+ (b a)
dy
dv
+ cy = 0 (2)
with independent variable v.
(b) If the roots r
1
and r
2
of the characteristic equation of [Equation 2] are real and distinct, conclude
that a general solution of the Euler equation in [Equation 1] is y(x) = c
1
x
r1
+ c
2
x
r2
.
Observe that [Equation 1] is a second order linear equation, but with non-constant coecients. The point
of this problem is to transform this non-constant equation into an equation with constant coecients that
we can easily solve.
One important observation before we get started. The y

and y

in [Equation 1] are derivatives with

respect to x. We want to transform them into derivatives with respect to v, so well have to apply the chain
rule.
(a) Note: Theres a slightly shorter way of doing this part; see the paragraph immediately
before [part b]. Since v = ln x, we have x = e
v
. Then, since y is a function of x, we have
y = y(x) = y(e
v
), and so y is also a function of v. Thus, it makes sense to dierentiate y with respect
to v, but we must use the chain rule. Recall that if y(x) = y(g(v)), the chain rule can be written
dy
dv
=
dy
dx

g(v)
dx
dv
(3)
Where
dy
dx
|
g(v)
simply denotes the derivative of y with respect to x evaluated at g(v). To obtain an
expression
d
2
y
dv
2
, we dierentiate the above expression
d
2
y
dv
2
=
d
2
y
dx
2

g(v)
dg
dv
dx
dv
+
dy
dx

g(v)
d
2
x
dv
2
This expression follows from [Equation 3]: simply dierentiate [Equation 3] with respect to v, using
the product rule, and remember to apply the chain rule when dierentiating
dy
dx

g(v)
.
Returning to the problem, suppose that x = e
v
, and so dx/dv = d(e
v
)/dv = e
v
. Then, y(x) = y(e
v
),
and so applying the chain rule above, we have
dy
dv
=
dy
dx

e
v
dx
dv
=
dy
dx

e
v
e
v
d
2
y
dv
2
=
d
2
y
dx
2

e
v
de
v
dv
dx
dv
+
dy
dx

e
v
d
2
x
dv
2
=
d
2
y
dx
2

e
v
e
v
e
v
+
dy
dx

e
v
de
v
dv
=
d
2
y
dx
2

e
v
e
2v
+
dy
dx

e
v
e
v
3
Now, we wish to show that a
d
2
y
dv
2
+(b a)
dy
dv
+cy = 0, so we simply substitute in the expressions weve
computed for d
2
y/dv
2
and dy/dv.
a
d
2
y
dv
2
+ (b a)
dy
dv
+ cy = a

d
2
y
dx
2

e
v
e
2v
+
dy
dx

e
v
e
v

+ (b a)

dy
dx

e
v
e
v

+ cy
= a
d
2
y
dx
2

e
v
e
2v
+ b
dy
dx

e
v
e
v
+ cy now, recall that x = e
v
= a
d
2
y
dx
2

x
x
2
+ b
dy
dx

x
x + cy
= ay

x
2
+ by

x + cy
= 0
We obtain the third from last line, since d
2
y/dx
2
|
x
is simply the second derivative of y with respect to
x evaluated at x - in other words, our good old y

, and similarly dy/dx|

x
is simply y

. The fact that

the last line is 0 is simply because y is a solution to the original [Equation 1].
Alternative: We can get the same derivation as above, going the other way, which has a little
clearer notation. Suppose that y(v) is a function such that y(ln x) is a solution to [Equation 1]. We
wish to show that ay

(v) + (b a)y

(v) + cy(v) = 0. To start o, note that (y(ln x))

= y

(ln x)(1/x)
and (y(ln x))

= y

(ln x)(1/x
2
) + y

(ln x)(1/x
2
). Then, we have the following:
0 = ax
2
(y(ln x))

+ bx(y(ln x))

+ cy(ln x)
= ax
2
(y

(ln x)(1/x
2
) y

(ln x)(1/x
2
)) + bxy

(ln x)(1/x) + cy(ln x)

= ay

(ln x) ay

(ln x) + by

(ln x) + cy(ln x)
= ay

(ln x) + (b a)y

(ln x) + cy(ln x)
= ay

(v) + (b a)y

(v) + cy(v)
(b) After transforming [Equation 1] to [Equation 2] we obtain a second order linear equation with constant
coecients. Thus, we can solve [Equation 2] simply by nding roots of the characteristic equation
ar
2
+(b a)r +c = 0. Suppose that were in a situation where this characteristic equation has distinct
real roots r
1
and r
2
. Then we know that a general solution to [Equation 2] is given by y = c
1
e
r1v
+c
2
e
r2v
(note that the independent variable here is v, since [Equation 2] has independent variable v).
But since v = ln x, by substitution we have that
y = c
1
e
r1v
+ c
2
e
r2v
= c
1
e
r1 ln x
+ c
2
e
r2 ln x
= c
1
x
r1
+ c
2
x
r2
is a solution to [Equation 1], which is what we set out to show.
4
Problem (HW 7, Problem 2)
Given one solution y
1
(x) to the ODE: (i) verify that y
1
(x) is a solution to the given ODE, and (ii) use
the method of Reduction of Order to nd the general solution:
x
2
y

4xy

+ 6y = 0, x > 0, y
1
= x
2
4x
2
y

4xy

+ 3y = 0, x > 0, y
1
= x
1/2
x
2
y

+ xy

+ y = 0, x > 0, y
1
= cos(ln(x))
For these problems well use the following fact from reduction of order: If y
1
is a solution to a second order
linear dierential equation y

+p(x)y

+q(x)y = 0, then we can obtain the general solution y

g
= vy
1
, where
the function v satises the dierential equation v

+ v

(2y

1
+ y
1
p)/y
1
= 0
(a) We have y

1
= 2x and y

1
= 2, so substituting we have x
2
2 4x(2x) + 6x
2
= 0, and so indeed y
1
is a solution. To nd the general solution, well use reduction of order. First, our given equation in
standard form is y

(4/x)y

+(6/x
2
)y = 0. Then, we must nd the unknown function v that satises
v

+ v

(2y

1
+ y
1
p)/y
1
= 0. Substituting, we wish to solve the dierential equation
v

+ v

4x + x
2 4
x

x
2
= v

= 0
This equation is easy to solve: Integrating twice yields v = c
1
x + c
2
, and so our general solution is
given by y = y
1
v = x
2
(c
1
x + c
2
) = c
1
x
3
+ c
2
x
2
.
(b) Proceeding exactly as before, we have y

1
= (1/2)x
1/2
and y

1
= (1/4)x
3/2
, and then 4x
2
(1/4)x
3/2

4x(1/2)x
1/2
+3x
1/2
= x
1/2
2x
1/2
+3x
1/2
= 0, and so y
1
is indeed a solution. To nd the general so-
lution, we proceed with reduction of order with the standard form equation y

(1/x)y

+(3/(4x
2
))y = 0
v

+ v

x
1/2
+ x
1/2
(1/x)

x
1/2
= v

= 0
Once again, we simply have to solve v

= 0, and so integrating twice yields v = c

1
x + c
2
. Then, our
general solution is given by y = vy
1
= c
1
x
3/2
+ c
2
x
1/2
.
(c) We rst verify that y
1
is indeed a solution. We have y

1
= sin(ln(x))(1/x) and y

1
= (cos(ln(x)))(1/x
2
)
sin(ln(x))(1/x
2
). Then, substituting, we have
x
2
((cos(ln(x)))(1/x
2
)sin(ln(x))(1/x
2
)) + x(sin(ln(x))(1/x)) + cos(ln(x))
= cos(ln x) + sin(ln x) sin(ln x) + cos(ln x)
= 0,
and so y
1
is a solution to our equation. In standard form our equation is given by y

+y

/x+y/x
2
= 0.
To nd the general solution, we must nd the function v that satises
v

+ v

(2(sin(ln x)(1/x)) + cos(ln x)(1/x))

cos(ln x)
= v

+ v

cos(ln x) 2 sin(ln x)
xcos(ln x)
= 0
If we set w = v

, then this is a rst order linear equation, so we can apply our techniques from earlier
5
in the semester to solve it. First, lets compute the integrating factor
(x) = exp

cos(ln x) 2 sin(ln x)
xcos(ln x)
dx

u = ln x, du = 1/xdx
= exp

cos u 2 sin u
cos u
du

= exp [u + 2 ln | cos u|]

= e
u
e
ln | cos u|
2
= e
u
(cos u)
2
= e
ln x
(cos(ln x))
2
= x(cos(ln x))
2
Observe that were justied in removing our absolute values since, for any x, |x|
2
= x
2
. Proceeding
further with the integrating factor method, we have
d
dx
(v

x(cos(ln x))
2
) = 0
v

=
c
1
x(cos(ln x))
2
Now, to nd v we simply integrate once more
v =

c
1
x(cos(ln x))
2
dx u = ln x, du = 1/xdx
v =

c
1
cos
2
u
du
v = c
1

sec
2
udu
v = c
1
tan u + c
2
v = c
1
tan(ln x) + c
2
Then, we have that the general solution is given by y = vy
1
= c
1
tan(ln x) cos(ln x) + c
2
cos(ln x) =
c
1
sin(ln x) + c
2
cos(ln x).
References
[EP10] C. Henry Edwards and David E. Penney. Dierential Equations & Linear Algebra. Prentice Hall,
Third edition, 2010.
6