Second Order Differential Equations

3.6 Method of Reduction of Order

The method of Reduction of Order is a technique for finding a second solution to a second-order linear differential equation when one solution is already known. It is useful for both homogeneous and nonhomogeneous equations.

Generally, to apply the reduction of order method for the nonhomogeneous equation

 [asciimath]y''+p(x)y'+q(x)y=f(x)[/asciimath]

we assume the second solution [asciimath]y_2[/asciimath] takes the form [asciimath]y_2 = uy_1[/asciimath] where [asciimath]u[/asciimath] is a function of the independent variable. Substituting [asciimath]y_2[/asciimath] and its derivatives into the equation and simplifying it yields a first-order equation in terms of [asciimath]u'[/asciimath]:

 [asciimath]p_1(x)u'' + q_1(x)u' = f(x)[/asciimath]

We can then solve this first-order differential equation using standard techniques, integrate it to find [asciimath]u[/asciimath], and then determine [asciimath]y_2 = uy_1[/asciimath].

 

Method of Reduction of Order for Homogeneous Equations

For a homogeneous equation with a known solution [asciimath]y_1(x)[/asciimath], find a second, linearly independent solution [asciimath]y_2(x)[/asciimath] by

1. Standardize the equation: Divide the equation by the coefficient of [asciimath]y''[/asciimath] to make the coefficient one. The equation should be in the following format:

 [asciimath]y''+p(x)y'+q(x)y=0[/asciimath]

2. Determine [asciimath]mu(x)[/asciimath]: Identify the function [asciimath]p(x)[/asciimath], the coefficient of [asciimath]y'[/asciimath], and evaluate the integral:

 [asciimath]mu(x)=e^(-int p(x)dx)[/asciimath]

3. Find the second Solution [asciimath]y_2[/asciimath]: Evaluate the following integral to find the second solution. Let the constant of integration be zero for simplicity.

 [asciimath]y_2= y_1 int (mu(x))/((y_1)^2) \ dx[/asciimath]

4. Form the General Solution: The general solution is then a combination of both solutions.

 [asciimath]y(x)=c_1y_1+c_2y_2[/asciimath]

Note that constant [asciimath]c_2[/asciimath] ​can absorb any numerical coefficients of  [asciimath]y_2.[/asciimath]

 

Example 3.6.1: Reduction of Order for a Homogeneous Equation

Given [asciimath]y_1(x) = e^(2 x)[/asciimath] is a solution to the given equation, use the Method of Reduction of Order to find a second solution.

 [asciimath]x y''-(4x+4)y'+(4x+8)y = 0, \quad x gt 0[/asciimath]

Show/Hide Solution

 

1. First, standardize the equation by dividing it by the coefficient of [asciimath]y''[/asciimath]:

 [asciimath]y''-(4x+4)/xy'+(4x+8)/xy = 0[/asciimath]

2. Identify [asciimath]p(x)[/asciimath], the function coefficient of [asciimath]y'[/asciimath] and then find [asciimath]mu(x)[/asciimath].

 [asciimath]p(x)=-(4(x+1))/x \ ->[/asciimath]   [asciimath]mu(x)=e^(-int p(x)dx)=e^(4int (x+1)/xdx)[/asciimath] [asciimath]=e^(4x+4ln(x))=x^4e^(4x)[/asciimath] 

3. The second solution is given by

  [asciimath]y_2= y_1 int (mu(x))/((y_1)^2) dx[/asciimath]

 [asciimath]y_2= e^(2x) int (x^4e^(4x))/((e^(2x))^2) dx[/asciimath]

 [asciimath]=e^(2x) int x^4 dx[/asciimath]

 [asciimath]=1/5x^5e^(2x)+C[/asciimath]

We are looking for the simplest [asciimath]y_2[/asciimath], so we let the constant of integration be zero. Given any scalar multiple of [asciimath]y_2[/asciimath] is also a solution, we can choose [asciimath]y_2=x^5e^(2x)[/asciimath] as the simplest second solution.

 

Try an Example

 

While primarily detailed for homogeneous equations, its principles apply to nonhomogeneous situations by initially solving the associated homogeneous equation and then finding a particular solution using the standard methods discussed for nonhomogeneous equations.

 

Example 3.6.2: Reduction of Order for a Nonhomogeneous Equation; IVP

Given [asciimath]y_1(x) = x[/asciimath] is a solution to the complementary equation, solve the following initial value problem.

 [asciimath]x^2 y''+xy'-y = x^2+1, \quad \ y(1)=2,\ y'(1)=-3[/asciimath]

Show/Hide Solution

 

a. Finding the second solution of the complementary equation:

We follow the steps for the reduction of orders method to find the second linearly independent solution to the complementary equation.

1a. First, standardize the equation by dividing it by the coefficient of [asciimath]y''[/asciimath]:

 [asciimath]y''+x^-1y'-x^-2y = 0[/asciimath]

2a. Identify [asciimath]p(x)[/asciimath], the function coefficient of [asciimath]y'[/asciimath] and then find [asciimath]mu(x)[/asciimath].

 [asciimath]p(x)=x^-1 \ ->[/asciimath]  [asciimath]mu(x)=e^(-int p(x)dx)=e^(-int x^-1dx)[/asciimath] [asciimath]=e^(ln(x))=x^-1[/asciimath] 

3a. The second solution is given by

  [asciimath]y_2= y_1 int (mu(x))/((y_1)^2) dx[/asciimath]

 [asciimath]y_2= x int (x^-1)/(x^2) dx[/asciimath]

 [asciimath]=x int x^-3 dx[/asciimath]

 [asciimath]=-1/2x^-1+cancel(C)^0[/asciimath]

 4a. The general solution to the complementary equation is

[asciimath]y_c=c_1y_1+c_2y_2[/asciimath]

 [asciimath]=c_1x+c_2(-1/2x^-1)[/asciimath]

Constant [asciimath]c_2[/asciimath] ​can absorb any numerical coefficients of  [asciimath]y_2.[/asciimath]  Thus [asciimath]y_c[/asciimath] simplifies to

 [asciimath]y_c=c_1x+c_2x^-1[/asciimath]

b. Finding a particular solution of the nonhomogeneous equation:

We use the method of variation of parameters to find the particular solution [asciimath]y_p[/asciimath].

1b. Standardize the original differential equation.

 [asciimath]y''+x^-1y'-x^-2y = x^-2(x^2+1)[/asciimath]

2b. The solutions to the homogeneous equation are now known: [asciimath]y_1=x[/asciimath] and [asciimath]y_2=x^-1[/asciimath].

The Wronskian of the fundamental set is

 [asciimath]W(y_1,y_2) = |(y_1,y_2),(y_1',y_2')|[/asciimath]

 [asciimath]W (x)= |(x,x^-1 ),(1,-x^-2) |[/asciimath]

 [asciimath]=-2x^-1[/asciimath]

3b. Next substituting [asciimath]y_1=x[/asciimath]  , [asciimath]y_2=x^-1[/asciimath][asciimath]f(x)=x^-2(x^2+1)[/asciimath], and [asciimath]W(y_1,y_2)=-2x^-1[/asciimath] into formulas for [asciimath]u_1[/asciimath] and  [asciimath]u_2[/asciimath] to determine them.

Finding [asciimath]u_1[/asciimath]:

    [asciimath]u_1=int (-f(x) y_2)/(W(y_1,y_2)) dx[/asciimath]

 [asciimath]u_1=int (-x^-2(x^2+1) x^-1)/(-2x^-1) dx[/asciimath]

[asciimath]=1/2intx^-2(x^2+1)dx[/asciimath]

[asciimath]=1/2int(1+x^-2)dx[/asciimath]

 [asciimath]=1/2(x-1/x)[/asciimath]

Finding [asciimath]u_2[/asciimath]:

    [asciimath]u_2=int (f(x) y_1)/(W(y_1,y_2)) dx[/asciimath]

 [asciimath]u_2=int (x^-2(x^2+1) x)/(-2x^-1) dx[/asciimath]

 [asciimath]=-1/2int(x^2+1)dx[/asciimath]

 [asciimath]=-1/2(x^3/3+x)[/asciimath]

4b. Substitute [asciimath]u_1[/asciimath] and [asciimath]u_2[/asciimath] together with [asciimath]{y_1,y_2}[/asciimath] into the expression for [asciimath]y_p[/asciimath] to obtain a particular solution:

 [asciimath]y_p = u_1 y_1 + u_2 y_2[/asciimath]

 [asciimath]y_p=1/2(x-1/x) x-1/2(x^3/3+x) x^-1[/asciimath]

 [asciimath]=1/3x^2-1[/asciimath]

 c. Finding the General Solution

 The general solution to the nonhomogeneous equation is the sum of the particular solution and complementary solution.

 [asciimath]y=y_p+y_c[/asciimath]

 [asciimath]y(x)=1/3x^2-1+c_1x+c_2x^-1[/asciimath]

d. Applying the initial conditions

Applying the initial condition to [asciimath]y[/asciimath]:

 [asciimath]y(1)=2[/asciimath]

 [asciimath]1/3(1^2)-1+c_1(1)+c_2(1^-1)=2[/asciimath]

 [asciimath]1/3-1+c_1+c_2=2[/asciimath]

[asciimath]c_1+c_2=8/3[/asciimath]

Applying the initial condition to [asciimath]y'[/asciimath]:

 [asciimath]y'(x)=2/3x+c_1-c_2x^-2[/asciimath]

 [asciimath]y'(1)=-3[/asciimath]

 [asciimath]2/3(1)+c_1-c_2(1^-2) =-3[/asciimath]

[asciimath]c_1-c_2=-11/3[/asciimath]

To determine [asciimath]c_1[/asciimath]  and [asciimath]c_2[/asciimath], we solve the following system of two equations and two unknowns:

 [asciimath]{(c_1+c_2=8/3),(c_1-c_2=-11/3 ):}[/asciimath]

Solving the system yields

 [asciimath]c_1=-1/2,[/asciimath]    [asciimath]c_2=19/6[/asciimath]

Therefore the solution to the initial value problem is

 [asciimath]y(x)=1/3x^2-1-1/2x+19/6x^-1[/asciimath]

 

Try an Example

 

Section 3.6 Exercises

  1. Given [asciimath]y_1(x) = e^(4 x)[/asciimath]  is a solution to the given equation, use the Method of Reduction of Order to find a second solution.

     [asciimath]x y''-(8x+1)y'+(16x+4)y = 0, \quad x gt 0[/asciimath]

    Show/Hide Answer

    [asciimath]y_2=x^2 e^(4x)[/asciimath]

  2. Find the general solution of the following equation given that [asciimath]y_1=x[/asciimath]  satisfies the complementary equation.

     [asciimath]x^2y''+xy'-y = 1/x^2[/asciimath]

    Show/Hide Answer

     [asciimath]y=1/(3x^2)+c_1x+c_2/x[/asciimath]

  3. Solve the initial value problem, given that [asciimath]y_1=x^2[/asciimath] satisfies the complementary equation.

     [asciimath]x^2y''-3xy'+4y = 4x^4 , \ y(-1) = 3 , \ y'(-1) = -3[/asciimath]

    Show/Hide Answer

     [asciimath]y=x^4+2x^2-5x^2ln(abs(x))[/asciimath]

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