Uniqueness of Solutions for 2nd Order Linear Homogeneous ODEs

Click For Summary
SUMMARY

The discussion focuses on the uniqueness of solutions for second-order linear homogeneous ordinary differential equations (ODEs), specifically those of the form \(y'' + ay' + by = 0\). It is established that if \(y(x)\) is a solution satisfying the initial conditions \(y(x_0) = y_0\) and \(y'(x_0) = y'_0\), then \(y(x)\) is the unique solution. The proof utilizes Taylor series expansions and the properties of analytic functions, confirming that if another solution \(h(x)\) shares the same initial conditions, it must coincide with \(y(x)\) at all points. The discussion also references Frobenius's method for solving ODEs, emphasizing the importance of coefficient uniqueness in the series expansion.

PREREQUISITES
  • Understanding of second-order linear homogeneous ordinary differential equations (ODEs).
  • Familiarity with Taylor series expansions and their applications in differential equations.
  • Knowledge of analytic functions and their properties.
  • Basic concepts of Frobenius's method for solving differential equations.
NEXT STEPS
  • Study the proof of the uniqueness theorem for second-order linear ODEs.
  • Learn about the application of Taylor series in solving differential equations.
  • Explore Frobenius's method in detail, including its applications and limitations.
  • Investigate the implications of analytic functions in the context of differential equations.
USEFUL FOR

Mathematicians, students studying differential equations, and anyone interested in the theoretical aspects of ODEs and their solutions.

ognik
Messages
626
Reaction score
2
Hi, please review my answer, I suspect I am missing some fine points...

y(x) is a solution to a 2nd order, linear, homogeneous ODE. Also y(x0)=y0 and dy/dz=y'0
Show that y(x) is unique, in that no other solution passes through (x0, y0) with a slope of y'0.

Expanding y(x) in a Taylor series, $ y(x) = \sum_{n=0}^{\infty} {y}^{n}({x}_{0}) \frac{{ (x -{x}_{0}) }^{n}}{n!} = y({x}_{0}) + {y}^{'}({x}_{0}) + \sum_{n=2}^{\infty} {y}^{n}({x}_{0}) \frac{{ (x -{x}_{0}) }^{n}}{n!} $

So I assume another solution is h(x) - but I am told that h(x0) = y0 and that the slope of h(x) is dy/dx, so when I expand h(x) in a Taylor series, I will get a series identical to y(x) - and because the 1st derivatives are equal, all higher derivatives will also be equal.

Therefore the function y(x) is the only unique solution.
 
Physics news on Phys.org
ognik said:
I will get a series identical to y(x) - and because the 1st derivatives are equal, all higher derivatives will also be equal.
You can't assure it. The question is that if $y(x)$ is a solution of $y^{\prime\prime}+ay^{\prime}+by=0$ with $y(0)=y_0$ and $y^{\prime}(0)=y^{\prime}_0,$ by a well-known theorem, $y(x)$ is unique and besides $y(x)$ is analytic. In the proof of the theorem we don't use series expansions.

You can verify the uniqueness, with the hypothesis of being $y(x)=\displaystyle\sum_{n\ge 0}a_n(x-x_0)^n,$ substituting this expansion in the differential equation and using the initial conditions. You'll obtain necessary conditions for the coefficients $a_n$ (i.e. uniqueness).
 
The book suggested the approach I used ("Hint. Assume a second solution satisfying these conditions and compare
the Taylor series expansions.") but you seem to have a good point so I looked at it as well.

But I'm not sure the problem is to expand about point x0, I think y(x0)=y0 is just an initial condition?

Anyway, this is in a section on Frobenius's method, so I should use the substitution $y=\sum_{\lambda = 0}^{\infty}{a}_{\lambda}{x}^{k+\lambda} $, differentiate and substitute back into a standard ODE (y'' + Py' + Qy = 0). I get the expected indicial eqtn, with k=0 or 1. Following Frobenius from there, I don't see how to show the coefficiants I get mean only 1 coefficient, in fact I managed to get 2 coefficiants :-( ?
 

Similar threads

  • · Replies 1 ·
Replies
1
Views
2K
  • · Replies 5 ·
Replies
5
Views
2K
  • · Replies 1 ·
Replies
1
Views
504
  • · Replies 3 ·
Replies
3
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 2 ·
Replies
2
Views
2K
  • · Replies 7 ·
Replies
7
Views
3K
  • · Replies 4 ·
Replies
4
Views
2K
  • · Replies 7 ·
Replies
7
Views
2K
  • · Replies 1 ·
Replies
1
Views
3K