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ODE - Chapter 03-02 (Jan 2014)

This document discusses the method of reduction of order for finding the second solution to a second order linear differential equation when one solution is already known. It provides examples to demonstrate the step-by-step process, which involves making a substitution to reduce the order of the equation and then integrating to find an expression for the second solution in terms of the known first solution. Exercises are also provided to allow the reader to practice applying the method.

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47 views17 pages

ODE - Chapter 03-02 (Jan 2014)

This document discusses the method of reduction of order for finding the second solution to a second order linear differential equation when one solution is already known. It provides examples to demonstrate the step-by-step process, which involves making a substitution to reduce the order of the equation and then integrating to find an expression for the second solution in terms of the known first solution. Exercises are also provided to allow the reader to practice applying the method.

Uploaded by

tharunenjp
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Ordinary Differential Equations

[FDM 1023]

Chapter 3

Linear Higher-Order
Differential Equations

Chapter 3: Linear Higher-Order Differential Equations

Overview
3.1. Definitions and Theorems
3.2. Reduction of Order
3.3. Homogeneous Linear Equations with
Constant Coefficients
3.4. Undetermined Coefficients
3.5. Variation of Parameters
3.6. Cauchy-Euler Equations

3.2. Reduction of Order

Learning Outcome
At the end of this section you should be able to
know:
Find the second solution, given a non-trivial
solution of a linear second order differential
equation

3.2. Reduction of Order

What?
Given the linear second order DE

    +     +    = 0

and  is a non-trivial solution on an interval I .


We need to search for a solution  such that  , 
a linearly independent set of solution on I .

is

3.2. Reduction of Order

Remark
If {y1 , y2 } is a linearly independent set of solutions, then y2
cannot be written as a multiple of y1 .

y2
y 2 Cy1
C
y1

y2
is non-constant on I
y1
y2 ( x)
= u ( x ) y2 ( x) = u ( x) y1 ( x)
y1 ( x)

3.2. Reduction of Order

Example
Given  = is a solution of    = 0 on the interval
, use reduction of order to find a second solution 
Solution:
Step 1

Step 2

 = ()
= ()
 =  + 

 =  +  +  + 
=  + 2  + 

3.2. Reduction of Order


Step 3

   = 0
 + 2  +   = 0
 + 2 = 0
 + 2 = 0

Step 4

Use substitution  = 

  + 2 = 0

The new equation is now a linear first order equation in 


(Solve by using linear equation or separable variable)

3.2. Reduction of Order


Step 5

  + 2 = 0


= 2


1
  =  2

ln  = 2 + ln 
ln  ln  = 2
 =  

 = 

 =  

 =  
() =    


=
+ 
2

=   + 


 =
2

3.2. Reduction of Order


Step 6

We know that

 = ()

= ()

=   + 
=   + 
The general solution is  =  +  

3.2. Reduction of Order

General Method
    +     +    = 0

  +     +    = 0

Divide by  ()
Define
It follows that

 =    ()

  =
  =

 +  
 + 2 

Std. Form

Substitute
into DE

+  

  +  +  +   + 2 +   = 0


We now have

=0

  + 2 +   = 0

3.2. Reduction of Order


Use substitution  =  ,

  + 2 +   = 0

   + 2 +   = 0

2
=
+  



ln  = 2 ln     + 
ln  =   + 


= 

!"

=

$% & ' ()*


+%,

3.2. Reduction of Order


We know that  =  and integrate to get the 
=
But  =  

!"



 =  



! "





Reduction of order formula

  +     +    = 0

3.2. Reduction of Order

Example
The function  =   is a solution of     3  + 4 = 0.
Find the general solution of the DE on the interval 0,
Solution:
Step 1: Change to standard form

  +     +    = 0
 

3  4
 +  = 0



Std. Form

3.2. Reduction of Order


Step 2: Use the reduction of order formula

 =  
=  
=

 

! "


/
  "

 

/
"

0







/ 12

=    0 


3.2. Reduction of Order


/ 12

 =    0 

1

=   


=   ln 

The general solution is given by  =   +  

 =    +    ln 

3.2. Reduction of Order

Exercise 3.2
The indicated function  () is a solution of the given
differential equation. Find the second solution and
write the general solution of the given DE.
1.   4  + 4 = 0 ,

2.   + 16 = 0 ,

 = 

 = cos 4

3.       + 2 = 0 ,

 =  sin(ln )

Answer :  =   ,  = sin 4 ,  =  cos(ln )

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