Proof that ODE solutions with Wronskian identically zero are linearly dependent According to Wikipedia, if the Wronskian of two functions is always zero, then they are not necessarily linearly dependent.
But it seems that if the two functions are solutions of the same homogeneous second-order linear differential equation, then the condition $W[y_1, y_2](t) = 0$ does indeed imply that they are linearly dependent.
Online, I found that if two functions are real analytic and their Wronskian is identically zero, then they are necessarily linearly dependent. But there is no reason that the solutions to a linear differential equation should be real analytic.
How can we prove that the condition $W[y_1, y_2](t) = 0$ implies the linear dependence of $y_1(t)$ and $y_2(t)$? More generally, how can we prove that the condition $W[y_1, \ldots, y_n](t) = 0$ implies the linear dependence of $y_1(t), \ldots, y_n(t)$?
 A: Suppose that $y_1(t), \ldots, y_n(t)$ are solutions of $\frac{d^n y}{dt} + p_{n-1}(t) \frac{d^{n-1} y}{dt} + \cdots + p_1(t) \frac{dy}{dt} + p_0(t) y = 0$, and suppose that their Wronskian is zero for $t = t_0$, i.e.
\begin{equation*}
\left|
\begin{array}{cccc}
y_1(t_0) & y_2(t_0) & \cdots & y_n(t_0) \\
y_1'(t_0) & y_2'(t_0) & \cdots & y_n'(t_0) \\
\vdots & \vdots & \ddots & \vdots \\
y_1^{(n-1)}(t_0) & y_2^{(n-1)}(t_0) & \cdots & y_n^{(n-1)}(t_0)
\end{array}
\right| = 0.
\end{equation*}
Then the corresponding matrix is not invertible, and the system of equations
\begin{array}{c}
c_1 y_1(t_0) &+& c_2 y_2(t_0) &+& \cdots &+& c_n y_n(t_0) &=& 0 \\
c_1 y_1'(t_0) &+& c_2 y_2'(t_0) &+& \cdots &+& c_n y_n'(t_0) &=& 0 \\
\vdots &+& \vdots &+& \ddots &+& \vdots &=& 0 \\
c_1 y_1^{(n-1)}(t_0) &+& c_2 y_2^{(n-1)}(t_0) &+& \cdots &+& c_n y_n^{(n-1)}(t_0) &=& 0 \\
\end{array}
has a nontrivial solution for $c_1, c_2, \ldots, c_n$ not all zero.
Let $y(t) = c_1 y_1(t) + \cdots + c_n y_n(t)$. Because $y(t)$ is a linear combination of solutions of the differential equation, $y(t)$ is also a solution of the differential equation. Additionally, because the weights satisfy the above system of equations, we have $y(t_0) = y'(t_0) = \cdots = y^{(n-1)}(t_0) = 0$.
These initial conditions and the original differential equation define an initial-value problem, of which $y(t)$ is a solution. If $p_0(t), p_1(t), \ldots, p_{n-1}(t)$ are continuous, then any initial-value problem associated with the differential equation has a unique solution. Obviously $y^*(t) = 0$ is a solution of the initial-value problem; since we know that $y(t)$ is also a solution of the same initial-value problem, it follows that $y(t) = 0$ for all $t$, not just $t = t_0$.
We now have $c_1 y_1(t) + \cdots + c_n y_n(t) = 0$ for all $t$, where $c_1, \ldots, c_n$ are not all zero. Thus the functions $y_1(t), \ldots, y_n(t)$ are linearly dependent.
Conversely, if the functions $y_1(t), \ldots, y_n(t)$ are linearly dependent, then the system of equations
\begin{array}{c}
c_1 y_1(t) &+& c_2 y_2(t) &+& \cdots &+& c_n y_n(t) &=& 0 \\
c_1 y_1'(t) &+& c_2 y_2'(t) &+& \cdots &+& c_n y_n'(t) &=& 0 \\
\vdots &+& \vdots &+& \ddots &+& \vdots &=& 0 \\
c_1 y_1^{(n-1)}(t) &+& c_2 y_2^{(n-1)}(t) &+& \cdots &+& c_n y_n^{(n-1)}(t) &=& 0 \\
\end{array}
has a nontrivial solution for every $t$, the corresponding matrix is not invertible for any $t$, and $W[y_1, \ldots, y_n](t) = 0$.
