Wronskian ($W(f,g)=f{g}^{\prime }-f^{\prime }g$)

For two differentiable functions $f,g$ on an interval $I$, their Wronskian is the functionThe order matters: exchanging $f$ and $g$ reverses the sign. For $n$ sufficiently differentiable functions, the Wronskian is the determinant $\det (f_j^{(i-1)}(x){)}_{i,j=1}^n$.^[ref]

The Wronskian measures whether the vectors $(f(x),f^{\prime }(x))$ and $(g(x),g^{\prime }(x))$ supply independent value-and-derivative data at that point. For real-valued functions, its absolute value is the area of the parallelogram they span. If a constant linear combination $af+bg$ is zero throughout $I$, then $a{f}^{\prime }+b{g}^{\prime }=0$ too. A nonzero Wronskian at even one point makes this pair of linear equations invertible and forces $a=b=0$. Thus a nonzero Wronskian somewhere always proves linear independence of the functions on $I$.

For an explicit example, the exponential functionssolve the same homogeneous linear differential equation $y^{\prime \prime }-y^{\prime }-2y=0$ on the whole real line: substitution gives $1+1-2=0$ and $4-2-2=0$, respectively. Their Wronskian isFor the initial value problem $y(0)=2$, $y^{\prime }(0)=-1$, the linear combination $y=c_1{y}_1+c_2{y}_2$ requires $c_1+c_2=2$ and $-c_1+2c_2=-1$. Hence $c_1=5/3$, $c_2=1/3$, and $y=\frac{5}{3}{e}^{-x}+\frac{1}{3}{e}^{2x}$. The nonzero Wronskian makes the two initial conditions independently adjustable.

The stronger converse requires a common equation. Suppose $y_1,y_2$ solve $y^{\prime \prime }+p(x)y^{\prime }+q(x)y=0$ with continuous functions $p,q$ on one interval $I$. Then the functions are linearly independent if and only if their Wronskian is nonzero at one point, equivalently at every point. If $W(x_0)=0$, choose constants $a,b$, not both zero, making $z=a{y}_1+b{y}_2$ satisfy $z(x_0)=z^{\prime }(x_0)=0$. The superposition principle makes $z$ a solution of a differential equation for the same equation, and the uniqueness theorem for ordinary differential equations forces $z$ to be identically zero. This proves linear dependence.^[ref]

For arbitrary differentiable functions, an identically zero Wronskian need not imply linear dependence. Consider, on $I=(-2,2)$,Both functions have three continuous derivatives. On each side of zero, $g$ is a constant multiple of $f$, so $W(f,g)=0$; at zero their values and first derivatives are all zero, so the Wronskian is zero there too. Nevertheless $af+bg=0$ evaluated at $x=-1$ gives $a-b=0$, while evaluation at $x=1$ gives $a+b=0$. Hence $a=b=0$: these functions are linearly independent on the whole interval. There is no single constant multiplier valid on both sides of the common zero.

These functions cannot both solve any equation $y^{\prime \prime }+p{y}^{\prime }+qy=0$ with continuous functions $p,q$ throughout $(-2,2)$: even $f$ alone would contradict uniqueness because $f(0)=f^{\prime }(0)=0$ but $f$ is not identically zero. They do solve the singular equation $x^2{y}^{\prime \prime }-3x{y}^{\prime }=0$, whose leading coefficient vanishes at zero. Dividing by $x^2$ gives $p=-3/x$ only away from zero; Abel's identity cannot be applied across that point. The example pinpoints why checking the equation and its interval is essential before using a zero Wronskian to infer linear dependence.

Two differentiable functions can be linearly independent on a connected interval while their Wronskian vanishes everywhere. For example, let $f(x)=(\max \{-x,0\}{)}^2$ and $g(x)=(\max \{x,0\}{)}^2$. Both have a continuous first derivative, and their values and first derivatives vanish at zero. On either side of zero one of the functions is identically zero, so $f{g}^{\prime }-f^{\prime }g=0$ everywhere. Evaluating a constant linear combination $Af+Bg=0$ at $-1$ and $1$ forces $A=B=0$.

The obstruction is that the two halves supply independent information without simultaneous nonzero value-and-derivative data at any point. For solutions of a common regular second-order linear differential equation, the uniqueness theorem for ordinary differential equations removes this possibility; Abel's identity gives the zero-or-nowhere-zero alternative for their Wronskian.

For $y\prime \prime +py\prime +qy=0$, the Wronskian satisfies $W\prime =-pW$.

More precisely, let $y_1,y_2$ be solutions of a differential equation for the same homogeneous linear differential equationon an interval $I$ where $p,q$ are continuous functions. For any $x_0\in I$, Abel's identity givesOnly the coefficient of $y^{\prime }$ enters the evolution of the Wronskian. In an unnormalized equation $A(x)y^{\prime \prime }+B(x)y^{\prime }+C(x)y=0$, first use $p=B/A$ on an interval where $A\ne 0$ and the coefficient ratios are continuous functions.^[ref]

The proof uses cancellation. Differentiating the Wronskian by the product rule and substituting the common equation givesMultiplying this first-order linear differential equation by the integrating factor $\mu (x)=\exp ({\int }_{x_0}^{x}p(s)ds)$ gives $(\mu W{)}^{\prime }=0$. Since $\mu (x_0)=1$, the constant is $W(x_0)$, proving Abel's identity. This argument also covers $W(x_0)=0$ without dividing by $W$.

The exponential function is positive for real $p$, so a real Wronskian either vanishes everywhere or has a fixed nonzero sign throughout $I$. In the preceding example, $p=-1$ and $W(0)=3$ give $W(x)=3e^x$ immediately. If $p=0$, every Wronskian of two solutions of a differential equation for that same equation is constant, regardless of $q$. Thus Abel's identity can certify linear independence and find the denominator used in variation of parameters without explicit formulas for both solutions of a differential equation.