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3.2 (continued)

\[y'' + p(t)y' + q(t)y = g(t) \quad y(t_0) = y_0, \ y'(t_0) = y'_0\]

unique solution on interval containing \(t_0\) where \(p(t), q(t), g(t)\) are continuous

for example, \(t(t-4)y'' + 3ty' + 4y = 2 \quad y(3) = 0, \ y'(3) = -1\)

\[y'' + \frac{3t}{t(t-4)}y' + \frac{4}{t(t-4)}y = \frac{2}{t(t-4)}\]
pqg

\(p, q, g\) continuous \(t \neq 0, t \neq 4\)

A horizontal number line for variable t. It shows open parentheses at 0 and 4, with an asterisk marked at t=3.

there is one and only one solution on \(0 < t < 4\)

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2nd-order: two fundamental solutions \(y_1, y_2\)

unique solution means there is one and only one linear combination of \(y_1\) and \(y_2\) for a given set of initial conditions

general solution: \(y = c_1 y_1 + c_2 y_2\)

why is this a solution in the first place?

\[y'' + py' + qy = 0\]

if \(y_1\) and \(y_2\) are solutions, then

\[y_1'' + py_1' + qy_1 = 0\]\[y_2'' + py_2' + qy_2 = 0\]

let's sub \(y = c_1 y_1 + c_2 y_2\) in to see it is indeed a solution

\[(c_1 y_1'' + c_2 y_2'') + p(c_1 y_1' + c_2 y_2') + q(c_1 y_1 + c_2 y_2) = 0\]\[c_1(y_1'' + py_1' + qy_1) + c_2(y_2'' + py_2' + qy_2) = 0\]
Note: The terms in parentheses are zero because \(y_1\) and \(y_2\) are solutions.
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So, \( y = c_1 y_1 + c_2 y_2 \) is a solution


\[ y'' + py' + qy = 0 \quad y(t_0) = y_0, \, y'(t_0) = y'_0 \]

Solutions \( y_1, y_2 \)

General solution \( y = c_1 y_1 + c_2 y_2 \)

Under what conditions can we find \( c_1 \) and \( c_2 \) for any given \( y_0, y'_0 \)?

\[ y = c_1 y_1 + c_2 y_2 \quad y' = c_1 y'_1 + c_2 y'_2 \]
\[ \begin{aligned} y(t_0) = y_0 &\rightarrow c_1 y_1(t_0) + c_2 y_2(t_0) = y_0 \\ y'(t_0) = y'_0 &\rightarrow c_1 y'_1(t_0) + c_2 y'_2(t_0) = y'_0 \end{aligned} \]
Can we find a solution (unique) for \( c_1, c_2 \) w/ any \( y_0, y'_0 \)?

Rewrite in matrix form

\[ \begin{bmatrix} y_1(t_0) & y_2(t_0) \\ y'_1(t_0) & y'_2(t_0) \end{bmatrix} \begin{bmatrix} c_1 \\ c_2 \end{bmatrix} = \begin{bmatrix} y_0 \\ y'_0 \end{bmatrix} \]
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unique solution if \( \begin{bmatrix} y_1(t_0) & y_2(t_0) \\ y'_1(t_0) & y'_2(t_0) \end{bmatrix} \) is invertible

if so,

\[ \begin{bmatrix} c_1 \\ c_2 \end{bmatrix} = \frac{1}{\begin{vmatrix} y_1(t_0) & y_2(t_0) \\ y'_1(t_0) & y'_2(t_0) \end{vmatrix}} \begin{bmatrix} y'_2(t_0) & -y_2(t_0) \\ -y'_1(t_0) & y_1(t_0) \end{bmatrix} \begin{bmatrix} y_0 \\ y'_0 \end{bmatrix} \]

\[ \begin{vmatrix} y_1(t_0) & y_2(t_0) \\ y'_1(t_0) & y'_2(t_0) \end{vmatrix} \neq 0 \]

We call that determinant the Wronskian

\[ W[y_1, y_2](t_0) = \begin{vmatrix} y_1(t_0) & y_2(t_0) \\ y'_1(t_0) & y'_2(t_0) \end{vmatrix} \]

as long as \( W[y_1, y_2](t_0) \neq 0 \), we can always uniquely find \( c_1, c_2 \) for any \( y_0, y'_0 \)

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Example: Solving a Second-Order Linear ODE

\[ y'' + 8y' - 9y = 0 \]

The characteristic equation is:

\[ r^2 + 8r - 9 = 0 \implies (r + 9)(r - 1) = 0 \implies r = -9, r = 1 \]

Thus, the fundamental solutions are:

\[ y_1 = e^{-9t}, \quad y_2 = e^t \]

Calculating the Wronskian

\[ W[y_1, y_2](t_0) = \begin{vmatrix} e^{-9t} & e^t \\ -9e^{-9t} & e^t \end{vmatrix} = e^{-8t} + 9e^{-8t} = 10e^{-8t} \]

Notice that \( e^{-8t} \neq 0 \) for any \( t \).

\( \rightarrow \) We can find a unique set of \( c_1, c_2 \) for ANY \( y(t_0) = y_0, y'(t_0) = y'_0 \).

Do we need to know \( y_1 \) and \( y_2 \) to find the Wronskian?

Surprisingly, no!

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Deriving the Wronskian Differential Equation

Suppose \( y'' + py' + qy = 0 \) has \( y_1, y_2 \) as fundamental solutions.

Then:

\[ y_1'' + py_1' + qy_1 = 0 \]\[ y_2'' + py_2' + qy_2 = 0 \]

Multiply the 1st equation by \( -y_2 \) and the 2nd by \( y_1 \):

\[ -y_2 y_1'' - p y_2 y_1' - q y_2 y_1 = 0 \]\[ y_1 y_2'' + p y_1 y_2' + q y_1 y_2 = 0 \]

Now add them together:

\[ (y_1 y_2'' - y_2 y_1'') + p(y_1 y_2' - y_1' y_2) = 0 \]

Note that the terms in parentheses correspond to the Wronskian and its derivative:

\[ W' + pW = 0 \]

Verification of W and W'

\[ W = \begin{vmatrix} y_1 & y_2 \\ y_1' & y_2' \end{vmatrix} = y_1 y_2' - y_1' y_2 \]\[ W' = y_1 y_2'' + y_1' y_2' - y_1' y_2' - y_1'' y_2 \]\[ W' = y_1 y_2'' - y_2 y_1'' \]
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we end up with

\[ w' + pw = 0 \]

linear and separable

\[ \frac{dw}{dt} = -pw \]\[ \frac{1}{w} dw = -p dt \]\[ \ln|w| = \int -p dt + c \]\[ |w| = e^{\int -p dt + c} = e^c \cdot e^{\int -p dt} \]

\[ w = c e^{\int -p dt} \]

Abel's Formula or Abel's Identity

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\[ \cos(t) y'' + \sin(t) y' - ty = 0 \]
\[ y'' + \underbrace{\frac{\sin(t)}{\cos(t)}}_{p} y' - \frac{t}{\cos(t)} y = 0 \]
\[ w = c e^{-\int \frac{\sin(t)}{\cos(t)} dt} \]\[ = c e^{+\ln \cos(t)} \]\[ = c \cdot \cos(t) \]