PlanetMath (more info)
 Math for the people, by the people. Sponsor PlanetMath
Encyclopedia | Requests | Forums | Docs | Wiki | Random | RSS  
Login
create new user
name:
pass:
forget your password?
Main Menu
Owner confidence rating: Very high Entry average rating: Very high
Wronskian determinant (Definition)

Given functions $ f_1, f_2, \dotsc, f_n$ , then the Wronskian determinant (or simply the Wronskian) $ W(f_1, f_2, f_3, \dotsc, f_n)$ is the determinant of the square matrix

$\displaystyle W(f_1, f_2, f_3, \dotsc, f_n) = \left\lvert\begin{array}{@{}ccccc... ... & f_2^{(n-1)} & f_3^{(n-1)} & \cdots & f_n^{(n-1)}\ \end{array}\right\rvert $
where $f^{(k)}$ indicates the $k$ th derivative of $f$ (not exponentiation).

The Wronskian of a set of functions $F$ is another function, which is zero over any interval where $F$ is linearly dependent. Just as a set of vectors is said to be linearly dependent when there exists a non-trivial linear relation between them, a set of functions $ \{f_1, f_2, f_3, \dotsc, f_n\}$ is also said to be dependent over an interval $I$ when there exists a non-trivial linear relation between them, i.e.,

$\displaystyle a_1 f_1(t) + a_2 f_2(t) + \dotsb + a_n f_n(t) = 0 $
for some $ a_1, a_2, \dotsc, a_n$ , not all zero, at any $t \in I$ .

Therefore the Wronskian can be used to determine if functions are independent. This is useful in many situations. For example, if we wish to determine if two solutions of a second-order differential equation are independent, we may use the Wronskian.

Examples

Consider the functions $x^2$ , $x$ , and $1$ . Take the Wronskian:

$\displaystyle W = \left\lvert\begin{array}{@{}ccc@{}} x^2 & x & 1\ 2x & 1 & 0\ 2 & 0 & 0\ \end{array}\right\rvert = -2 $
Note that $W$ is always non-zero, so these functions are independent everywhere. Consider, however, $x^2$ and $x$ :

$\displaystyle W = \left\lvert\begin{array}{@{}cc@{}} x^2 & x\ 2x & 1\ \end{array}\right\rvert = x^2 - 2x^2 = -x^2 $
Here $W = 0$ only when $x = 0$ . Therefore $x^2$ and $x$ are independent except at $x = 0$ .

Consider $2x^2+3$ , $x^2$ , and $1$ :

$\displaystyle W = \left\lvert\begin{array}{@{}ccc@{}} 2x^2 + 3 & x^2 & 1\ 4x & 2x & 0\ 4 & 2 & 0\ \end{array}\right\rvert = 8x - 8x = 0 $
Here $W$ is always zero, so these functions are always dependent. This is intuitively obvious, of course, since $$ 2x^2 + 3 = 2(x^2) + 3(1) $$

Given $n$ linearly independant functions $ f_1, f_2, \dotsc, f_n$ , we can use the Wronskian to construct a linear differential equation whose solution space is exactly the span of these functions. Namely, if $g$ satisfies the equation

$\displaystyle W(f_1, f_2, f_3, \dotsc, f_n, g) = 0, $
then $ g = a_1 f_1(t) + a_2 f_2(t) + \dotsb + a_n f_n(t)$ for some choice of $ a_1, a_2, \dotsc, a_n$ .

As a simple illustration of this, let us consider polynomials of at most second order. Such a polynomial is a linear combination of $1$ , $x$ , and $x^2$ . We have $$ W (1, x, x^2, g(x)) = \left| \begin{matrix} 1 & x & x^2 & g(x) \\ 0 & 1 & 2x & g'(x) \\ 0 & 0 & 2 & g''(x) \\ 0 & 0 & 0 & g'''(x) \end{matrix} \right| = 2 g''' (x) $$ Hence, the equation is $g''' (x) = 0$ which indeed has exactly polynomials of degree at most two as solutions.




"Wronskian determinant" is owned by rspuzio. [ full author list (3) | owner history (2) ]
(view preamble | get metadata)

View style:

See Also: Grammian determinant

Other names:  Wronskian
Log in to rate this entry.
(view current ratings)

Cross-references: degree, linear combination, polynomials, simple, equation, span, linear differential equation, obvious, differential equation, second-order, solutions, independent, relation, vectors, linearly dependent, interval, derivative, square matrix, determinant, functions
There are 2 references to this entry.

This is version 10 of Wronskian determinant, born on 2002-02-19, modified 2006-12-31.
Object id is 2164, canonical name is WronskianDeterminant.
Accessed 22691 times total.

Classification:
AMS MSC34-00 (Ordinary differential equations :: General reference works )

Pending Errata and Addenda
None.
[ View all 3 ]
Discussion
Style: Expand: Order:
forum policy

No messages.

Interact
post | correct | update request | add derivation | add example | add (any)