Reduction of Order

Second order linear differential equations can be solved using the reduction of order method if one of the solutions, \( y_1 (x) \), is given.

The Essentials

The solution to a second order linear differential equation takes the form: \( y(x) = y_1(x) u(x) \), where \( y_1 (x) \) is given. Note that \( y_1 (x) \) is part of the homogeneous solution, even if the equation given isn’t homogeneous. The general solution \( y (x) \) is differentiated twice and substituted into the equation, at which point the equation can be put into this form:

\[ u''[f(x)] + u'[g(x)] + u[k(x)] = h(x) \]

The term k(x) will end up being 0, so the equation will have this form:

\[ u''[f(x)] + u'[g(x)] = h(x) \]

This equation can be solved as a first order differential equation after a substitution as it doesn’t explicitly contain u. After \( u(x) \) is found, it is plugged in here \( y(x) = y_1(x) u(x) \) to get the general solution. This work for homogeneous equations (where \( h(x) = 0 \) ) and non-homogeneous equations.

Example

Solve this equation given that \( y_1(x) = x^2 \) :

\[ x^2 y'' - 4xy' + 6y = \sqrt{x} \]

First, we can verify that \( y_1(x) \) is a solution is the homogeneous equation. If we set the right hand side to 0 and plug in \( x^2 \) for y, 2x for y′ and 2 for y′′ we get:

\[ 2x^2 - 8x^2 + 6x^2 = 0 \]

Which is true. Our solution is going to take the form:

\[ y(x) = y_1(x) u(x) \]

So we plug in our value for y1(x) and differentiate the result:

\[ y(x) = x^2 u \] \[ y'(x) = 2xu + x^2 u' \] \[ \begin{align*} y''(x) &= 2u + 2xu' + 2xu' + x^2 u'' \\ &= 2u + 4xu' + x^2 u'' \end{align*} \]

Now, we plug in these values into the original equation:

\[ x^2 y'' - 4xy' + 6y = \sqrt{x} \] \[ x^2(2u + 4xu' + x^2u'') - 4x(2xu + x^2u') + 6(x^2u) = \sqrt{x} \]

Then, we can arrange this to be factors of u, u′, and u′′:

\[ u''(x^4) + u'(4x^3 - 4x^3) + u(2x^2 - 8x^2 + 6x^2) = \sqrt{x} \] \[ u''(x^4) + u'(0) + u(0) = \sqrt{x} \] \[ u'' = x^{-\frac{7}{2}} \]

This equation is easily solved using direct integration:

\[ u' = -\frac{2}{5} x^{-5/2} + C_1 \] \[ u = \frac{4}{15} x^{-3/2} + C_1 x + C_2 \]

Next, we can write down our general solution:

\[ y(x) = y_1(x) u(x) \] \[ y(x) = x^2 \left( \frac{4}{15} x^{-3 /2} + C_1 x + C_2 \right) \] \[ y(x) = \frac{4}{15} \sqrt{x} + C_1 x^3 + C_2 x^2 \]

Upon inspection, both \( x^3 \) and \( x^2 \) are homogeneous solutions (they both make the equation equal zero) and a linear combination of these two terms make a basis for the homogeneous solution. The first term \( \frac{4}{ 15} \sqrt{x} \) is the particular solution (it makes the equation equal the forcing function, in this case \( \sqrt{x} \)).

Practice

Solve this equation: \( y'' - 5y' + 4y = 0 \), where \( y_1(x) = e^x \)

Solution:

\( y(x) = C_1 e^{4x} + C_2 e^x \)