Ch 3.

2: Fundamental Solutions of Linear

Homogeneous Equations
Let p, q be continuous functions on an interval I = (, ),
which could be infinite. For any function y that is twice
differentiable on I, define the differential operator L by
L y   y  p y  q y
Note that L[y] is a function on I, with output value
L y  (t )  y(t )  p (t ) y(t )  q (t ) y (t )
For example,
p (t )  t 2 , q (t )  e 2t , y (t )  sin(t ), I   0, 2 
L y (t )   sin(t )  t 2 cos(t )  2e 2t sin(t )
Differential Operator Notation
In this section we will discuss the second order linear
homogeneous equation L[y](t) = 0, along with initial
conditions as indicated below:
L y   y  p (t ) y  q (t ) y  0
y (t0 )  y0 , y(t0 )  y1
We would like to know if there are solutions to this initial
value problem, and if so, are they unique.
Also, we would like to know what can be said about the form
and structure of solutions that might be helpful in finding
solutions to particular problems.
These questions are addressed in the theorems of this section.
Theorem 3.2.1
Consider the initial value problem
y  p (t ) y  q (t ) y  g (t )
y (t0 )  y0 , y(t0 )  y0
where p, q, and g are continuous on an open interval I that
contains t0. Then there exists a unique solution y = (t) on I.

Note: While this theorem says that a solution to the initial

value problem above exists, it is often not possible to write
down a useful expression for the solution. This is a major
difference between first and second order linear equations.
 y  p (t ) y  q (t ) y  g (t )
y (t0 )  y0 , y(t0 )  y1
Example 1
Consider the second order linear initial value problem
y  y  0, y  0  3, y 0  1
In Section 3.1, we showed that this initial value problem had
the following solution:
y (t )  2et  e  t
Note that p(t) = 0, q(t) = -1, g(t) = 0 are each continuous on
(-, ), and the solution y is defined and twice differentiable
on (-, ).
Example 2
Consider the second order linear initial value problem
y  p(t ) y  q(t ) y  0, y  0  0, y 0  0
where p, q are continuous on an open interval I containing t0.
In light of the initial conditions, note that y = 0 is a solution
to this homogeneous initial value problem.
Since the hypotheses of Theorem 3.2.1 are satisfied, it
follows that y = 0 is the only solution of this problem.
Theorem 3.2.2 (Principle of Superposition)
If y1and y2 are solutions to the equation
L[ y ]  y  p (t ) y  q (t ) y  0
then the linear combination c1y1 + y2c2 is also a solution, for
all constants c1 and c2.

To prove this theorem, substitute c1y1 + y2c2 in for y in the

equation above, and use the fact that y1 and y2 are solutions.
Thus for any two solutions y1 and y2, we can construct an
infinite family of solutions, each of the form y = c1y1 + c2 y2.
Can all solutions be written this way, or do some solutions
have a different form altogether? To answer this question,
we use the Wronskian determinant.
The Wronskian Determinant (1 of 3)

Suppose y1 and y2 are solutions to the equation

L[ y ]  y  p (t ) y  q (t ) y  0
From Theorem 3.2.2, we know that y = c1y1 + c2 y2 is a
solution to this equation.
Next, find coefficients such that y = c1y1 + c2 y2 satisfies the
initial conditions
y (t0 )  y0 , y(t0 )  y0
To do so, we need to solve the following equations:
c1 y1 (t0 )  c2 y2 (t0 )  y0
c1 y1 (t0 )  c2 y2 (t0 )  y0
 c1 y1 (t0 )  c2 y2 (t0 )  y0
c1 y1 (t0 )  c2 y2 (t0 )  y0
The Wronskian Determinant (2 of 3)

Solving the equations, we obtain

y0 y2 (t0 )  y0 y2 (t0 )
c1 
y1 (t0 ) y2 (t0 )  y1 (t0 ) y2 (t0 )
 y0 y1 (t0 )  y0 y1 (t0 )
c2 
y1 (t0 ) y2 (t0 )  y1 (t0 ) y2 (t0 )
In terms of determinants:

y0 y2 (t0 ) y1 (t0 ) y0
y0 y2 (t0 ) y1 (t0 ) y0
c1  , c2 
y1 (t0 ) y2 (t0 ) y1 (t0 ) y2 (t0 )
y1 (t0 ) y2 (t0 ) y1 (t0 ) y2 (t0 )
The Wronskian Determinant (3 of 3)

In order for these formulas to be valid, the determinant W in

the denominator cannot be zero:
y0 y2 (t0 ) y1 (t0 ) y0
y0 y2 (t0 ) y1 (t0 ) y0
c1  , c2 
W W
y1 (t0 ) y2 (t0 )
W  y1 (t0 ) y2 (t0 )  y1 (t0 ) y2 (t0 )
y1 (t0 ) y2 (t0 )

W is called the Wronskian determinant, or more simply,

the Wronskian of the solutions y1and y2. We will sometimes
use the notation
W  y1 , y2  t0 
Theorem 3.2.3
Suppose y1 and y2 are solutions to the equation
L[ y ]  y  p (t ) y  q (t ) y  0 (1)
and that the Wronskian
W  y1 y2  y1 y2
is not zero at the point t0 where the initial conditions
y (t0 )  y0 , y(t0 )  y0 (2)
are assigned. Then there is a choice of constants c1, c2 for
which y = c1y1 + c2 y2 is a solution to the differential
equation (1) and initial conditions (2).
Example 4
Recall the following initial value problem and its solution:
y  y  0, y  0  3, y 0   1  y (t )  2e t  e  t
Note that the two functions below are solutions to the
differential equation:
y1  et , y2  e  t
The Wronskian of y1 and y2 is
y1 y2
W  y1 y2  y1 y2  et e t  et e t  2e 0  2
y1 y2
Since W  0 for all t, linear combinations of y1 and y2 can be
used to construct solutions of the IVP for any initial value t0.
y  c1 y1  c2 y2
Theorem 3.2.4 (Fundamental Solutions)
Suppose y1 and y2 are solutions to the equation
L[ y ]  y  p (t ) y  q (t ) y  0.
If there is a point t0 such that W(y1,y2)(t0)  0, then the family
of solutions y = c1y1 + c2 y2 with arbitrary coefficients c1, c2
includes every solution to the differential equation.

The expression y = c1y1 + c2 y2 is called the general solution

of the differential equation above, and in this case y1 and y2
are said to form a fundamental set of solutions to the
differential equation.
Example 5
Recall the equation below, with the two solutions indicated:
y  y  0, y1  et , y2  e t
The Wronskian of y1 and y2 is
y1 y2
W  et e t  et e t  2e 0  2  0 for all t.
y1 y2

Thus y1 and y2 form a fundamental set of solutions to the

differential equation above, and can be used to construct all
of its solutions.
The general solution is
y  c1et  c2 e  t
Example 6
Consider the general second order linear equation below,
with the two solutions indicated:
y  p(t ) y  q(t ) y  0
Suppose the functions below are solutions to this equation:
y1  e r1t , y2  e r2t , r1  r2
The Wronskian of y1and y2 is
y1 y2 e r1t e r2t
W  rt   r  r  e  r1  r2  t
 0 for all t.
y1 y2 r1e r2t 2 1
1
r2 e
Thus y1and y2 form a fundamental set of solutions to the
equation, and can be used to construct all of its solutions.
The general solution is
y  c1e r1t  c2 e r2t
Example 7: Solutions (1 of 2)

Consider the following differential equation:

2t 2 y   3t y   y  0, t  0
Show that the functions below are fundamental solutions:
y1  t 1/ 2 , y2  t 1
To show this, first substitute y1 into the equation:
  t 3 / 2   t 1/ 2  1/ 2  1 3  1/ 2
2t 
2
  3t    t      1t  0
 4   2   2 2 
Thus y1 is a indeed a solution of the differential equation.
Similarly, y2 is also a solution:
2t 2  2t 3   3t   t 2   t 1   4  3  1 t 1  0
Example 7: Fundamental Solutions (2 of 2)

Recall that
y1  t 1/ 2 , y2  t 1
To show that y1 and y2 form a fundamental set of solutions,
we evaluate the Wronskian of y1 and y2:
y1 y2 t 1/ 2 t 1 1 3 3
W  1 1/ 2  t 3 / 2  t 3 / 2   t 3 / 2  
y1 y2 t  t 2 2 2 2 t3
2

Since W  0 for t > 0, y1, y2 form a fundamental set of

solutions for the differential equation
2t 2 y   3t y   y  0, t  0
Theorem 3.2.5: Existence of Fundamental Set
of Solutions
Consider the differential equation below, whose coefficients
p and q are continuous on some open interval I:
L[ y ]  y  p(t ) y  q (t ) y  0
Let t0 be a point in I, and y1 and y2 solutions of the equation
with y1 satisfying initial conditions
y1 (t0 )  1, y1 (t0 )  0
and y2 satisfying initial conditions
y2 (t0 )  0, y2 (t0 )  1
Then y1, y2 form a fundamental set of solutions to the given
differential equation.
Example 7: Theorem 3.2.5 (1 of 3)

Find the fundamental set specified by Theorem 3.2.5 for the

differential equation and initial point
y  y  0, t0  0
We showed previously that
y1  et , y2  e t
were fundamental solutions, since W(y1, y2)(t0) = -2  0.
But these two solutions don’t satisfy the initial conditions
stated in Theorem 3.2.5, and thus they do not form the
fundamental set of solutions mentioned in that theorem.
Let y3 and y4 be the fundamental solutions of Thm 3.2.5.
y3 (0)  1, y3 (0)  0; y4 (0)  0, y4 (0)  1
Example 7: General Solution (2 of 3)

Since y1 and y2 form a fundamental set of solutions, although

not specified by Theorem 3.2.5
y3  c1et  c2e  t , y3 (0)  1, y3 (0)  0
y4  d1e t  d 2 e t , y4 (0)  0, y4 (0)  1
Solving each equation, we obtain
1 t 1 t 1 1
y3 (t )  e  e  cosh(t ), y4 (t )  e t  e t  sinh(t )
2 2 2 2
The Wronskian of y3 and y4 is
y1 y2 cosh t sinh t
W   cosh 2 t  sinh 2 t  1  0
y1 y2 sinh t cosh t

Thus y3, y4 forms the fundamental set of solutions indicated

in Theorem 3.2.5, with general solution in this case
y (t )  k1 cosh(t )  k 2 sinh(t )
Example 7:
Many Fundamental Solution Sets (3 of 3)

Thus
S1   et , e t  , S 2   cosh t , sinh t
both form fundamental solution sets to the differential
equation and initial point
y  y  0, t0  0
In general, a differential equation will have infinitely many
different fundamental solution sets. Typically, we pick the
one that is most convenient or useful.
Summary
To find a general solution of the differential equation
y  p(t ) y  q(t ) y  0,   t  
we first find two solutions y1 and y2.
Then make sure there is a point t0 in the interval such that
W(y1, y2)(t0)  0.
It follows that y1 and y2 form a fundamental set of solutions
to the equation, with general solution y = c1y1 + c2 y2.
If initial conditions are prescribed at a point t0 in the interval
where W  0, then c1 and c2 can be chosen to satisfy those
conditions.