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TheoremProved

Superposition principle

Statement

If y1y_1 and y2y_2 both satisfy ay′′+by′+cy=0ay'' + by' + cy = 0, then for any constants c1,c2c_1,c_2 the combination y=c1y1+c2y2y=c_1y_1+c_2y_2 also satisfies the equation. If moreover the Wronskian W(y1,y2)=y1y2′−y2y1′W(y_1,y_2) = y_1y_2' - y_2y_1' is nonzero at some point, every solution of the equation has this form.

Why is it true?

Differentiation is a linear operation: the derivative of a sum is the sum of derivatives, and constants factor out. Since the left side of the equation is built only from yy, y′y', y′′y'' multiplied by constants and added together, plugging in a combination of two solutions just adds up two copies of zero.

Proof sketch

Suppose L[y]=ay′′+by′+cyL[y] = ay''+by'+cy. Since differentiation satisfies (u+v)′=u′+v′(u+v)'=u'+v' and (ku)′=ku′(ku)'=ku' for a constant kk, the operator LL is linear: L[c1y1+c2y2]=a(c1y1+c2y2)′′+b(c1y1+c2y2)′+c(c1y1+c2y2)=c1(ay1′′+by1′+cy1)+c2(ay2′′+by2′+cy2)=c1L[y1]+c2L[y2]L[c_1y_1+c_2y_2] = a(c_1y_1+c_2y_2)'' + b(c_1y_1+c_2y_2)' + c(c_1y_1+c_2y_2) = c_1(ay_1''+by_1'+cy_1) + c_2(ay_2''+by_2'+cy_2) = c_1L[y_1]+c_2L[y_2].

Because y1,y2y_1,y_2 solve the equation, L[y1]=0L[y_1]=0 and L[y2]=0L[y_2]=0, so L[c1y1+c2y2]=c1⋅0+c2⋅0=0L[c_1y_1+c_2y_2]=c_1\cdot 0+c_2\cdot 0=0: the combination is again a solution. This proves the first half.

For the second half, the theory of linear ODEs guarantees that the solution space of a second-order equation is exactly two-dimensional (an initial condition y(x0)=y0y(x_0)=y_0, y′(x0)=y0′y'(x_0)=y_0' picks out a unique solution, giving two free parameters). A nonzero Wronskian W(y1,y2)=y1y2′−y2y1′W(y_1,y_2)=y_1y_2'-y_2y_1' at some point x0x_0 means the linear system c1y1(x0)+c2y2(x0)=y0c_1y_1(x_0)+c_2y_2(x_0)=y_0, c1y1′(x0)+c2y2′(x0)=y0′c_1y_1'(x_0)+c_2y_2'(x_0)=y_0' has a unique solution (c1,c2)(c_1,c_2) for every choice of initial data. So every solution matches some c1y1+c2y2c_1y_1+c_2y_2 for suitable constants, which means {y1,y2}\{y_1,y_2\} spans the whole two-dimensional solution space.

Topics that use this theorem

Step-by-step proofs

No step-by-step proof yet for this theorem.

References

  1. William E. Boyce, Richard C. DiPrima (2017). Elementary Differential Equations and Boundary Value Problems
  2. Lawrence Perko (2001). Differential Equations and Dynamical Systems