Linear Independence of Functions

From Department of Mathematics at UTSA
Jump to navigation Jump to search

If we have an order linear homogenous differential equation where , , …, are continuous on an open interval and if , , …, are solutions to this differential equation, then provided that for at least one point , then , , …, form a fundamental set of solutions to this differential equation - that is, for constants , , …, , then every solution to this differential equation can be written in the form:

We will now look at the connection between the solutions , , …, forming a fundamental set of solutions and the linear independence/dependence of such solutions. We first define linear independence and linear dependence below.

Definition: The functions , , …, are said to be Linearly Independent on an interval if for constants , , …, we have that implies that for all . This set of functions is said to be Linearly Dependent if where , , …, are not all zero for all .

Perhaps the simplest linearly independent sets of functions is that set that contains , , and . Let , , and be constants and consider the following equation:

It's not hard to see that equation above is satisfied if and only if the constants .

For another example, consider the functions and defined on all of . This set of functions is not linearly independent. To show this, let and be constants and consider the following equation:

Now choose . Then we have that:

But the above equation is true for any choice of constants and since , and thus and do not form a linearly independent set on all of .

From the concept of linear independence/dependence, we obtain the following theorem on fundamental sets of solutions for order linear homogenous differential equations.

Theorem 1: Let be an order linear homogenous differential equation. If , , …, are solutions to this differential equation then , , …, form a fundamental set of solutions to this differential equation on the open interval if and only if , , …, are linearly dependent on .

  • Proof: Consider the following order linear homogenous differential equation:

  • Suppose that , , …, form a fundamental set of solutions to this differential equation on the open interval . Then this implies that for all we have that :

  • Thus this implies that following system of equations have only trivial solution :

  • Thus the equation implies that . Thus , , …, are linearly independent on .
  • We will prove the converse of Theorem 1 by contradiction. Suppose that , , …, are linearly independent on , and assume that instead , , …, do NOT form a fundamental set of solutions on . Then for some , the Wronskian . Thus the system of equations above does not have only the trivial solution. Let the constants , , …, be a nontrivial solution to this system. Define as:

  • Note that satisfies the initial conditions , , …, , and satisfies our order linear homogenous differential equation because is a linear combination of the solutions , , …, .
  • Now note that the function also satisfies the differential equation and the initial conditions. By the existence/uniqueness theorem for order linear homogenous differential equations, this implies that for all , so:

  • But , , …, are linearly independent which implies that . Thus , , …, is a trivial solution to the system above, which is a contradiction. Therefore our assumption that , , …, do not form a fundamental set of solutions was false.

Licensing

Content obtained and/or adapted from: