Math 2.0

Ordinary differential equations Linear equations and systems Theorem

Abel's identity

Builds on WronskianHomogeneous linear equation

Statement

Let II be an open interval, let p,q:I→ℝp, q : I \to \mathbb{R} be continuous, and let y1,y2y_1, y_2 be solutions on II of y′′+p(x) y′+q(x) y=0.y'' + p(x)\, y' + q(x)\, y = 0. Let W=y1y2′−y1′y2W = y_1 y_2' - y_1' y_2 be their Wronskian, and let x0∈Ix_0 \in I. Then for each x∈Ix \in I, W(x)=W(x0)exp⁡(−∫x0xp(t) dt).W(x) = W(x_0) \exp\left( -\int_{x_0}^{x} p(t)\, dt \right).

Remarks

Proof idea: a computation with the equation gives W′=−pWW' = -p W, a linear first-order equation for WW. So WW is zero at each point or at no point of II. For an equation of order nn with coefficient an−1a_{n-1} of y(n−1)y^{(n-1)}, the same formula holds with pp replaced by an−1a_{n-1}. Liouville's formula extends it to linear systems. Niels Henrik Abel found the identity.

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  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Wronskian definition
  5. Ordinary differential equation definition
  6. Order of a differential equation definition
  7. Linear differential equation of order n definition
  8. Homogeneous linear equation definition
  9. Abel's identity statement

Further reading

  1. Web https://en.wikipedia.org/wiki/Abel%27s_identity, Statement
About this page
Tag0VGWKX2JHB
URIm2://0VGWKX2JHB
Aliasesabel-formula
Kindstatement, theorem
WritingW1 stated
MSC34A30
StatusThis copy of the site has no build data. Run m2 status 0VGWKX2JHB.
UsesWronskian, Homogeneous linear equation
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