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2-Chapter 02-Second Order ODE (Reduction of Order)

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10 views15 pages

2-Chapter 02-Second Order ODE (Reduction of Order)

Uploaded by

muhammadirfanfakhri
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Chapter 2 Overview

2.1. Basic Definitions and Theorems


2.2. Reduction of Order
2.3. Homogeneous Linear Equations with
Constant Coefficients
2.4. Undetermined Coefficients
2.5. Variation of Parameters
2.6. Cauchy-Euler Equations
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
2.2. Reduction of Order

Given the linear second order DE


𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0

and 𝑦1 is a non-trivial solution on an interval I .

We need to search for a solution 𝑦2 such that 𝑦1 , 𝑦2 is


a linearly independent set of solution on I .
Remark

If y1 , y 2  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)
Example

Given 𝑦1 = 𝑒 𝑥 is a solution of 𝑦 ′′ − 𝑦 = 0 on the interval


−∞, ∞ use reduction of order to find a second solution
𝑦2

Solution:
Step 1
𝑦2 = 𝑢(𝑥)𝑦1
= 𝑢(𝑥)𝑒 𝑥
Step 2
𝑦2′ = 𝑢𝑒 𝑥 + 𝑒 𝑥 𝑢′
𝑦2′′ = 𝑢𝑒 𝑥 + 𝑒 𝑥 𝑢′ + 𝑒 𝑥 𝑢′′ + 𝑢′ 𝑒 𝑥
= 𝑢𝑒 𝑥 + 2𝑒 𝑥 𝑢′ + 𝑒 𝑥 𝑢′′
Step 3

𝑦 ′′ − 𝑦 = 0
𝑢𝑒 𝑥 + 2𝑒 𝑥 𝑢′ + 𝑒 𝑥 𝑢′′ − 𝑢𝑒 𝑥 = 0
𝑒 𝑥 𝑢′′ + 2𝑢′ = 0
𝑢′′ + 2𝑢′ = 0 𝑒𝑥 ≠ 0
Step 4
Use substitution 𝑤 = 𝑢′

𝑤 ′ + 2𝑤 = 0
The new equation is now a linear first order equation in 𝑤
(Solve by using linear equation or separable variable)
Step 5
𝑤 ′ + 2𝑤 = 0 𝑢′ = 𝑐𝑒 −2𝑥
𝑑𝑤
= −2𝑤
𝑑𝑥 𝑢(𝑥) = න 𝑐𝑒 −2𝑥 𝑑𝑥
1
න 𝑑𝑤 = න −2𝑑𝑥 𝑒 −2𝑥
𝑤 =𝑐 + 𝑐2
−2
ln 𝑤 = −2𝑥 + ln 𝑐
= 𝑐1 𝑒 −2𝑥 + 𝑐2
ln 𝑤 − ln 𝑐 = −2𝑥
𝑤 = 𝑐𝑒 −2𝑥 𝑐
𝑐1 =
−2
𝑤 = 𝑢′ 𝑢′ = 𝑐𝑒 −2𝑥
Step 6
We know that
𝑦2 = 𝑢(𝑥)𝑦1
= 𝑢(𝑥)𝑒 𝑥
= 𝑐1 𝑒 −2𝑥 + 𝑐2 𝑒 𝑥
= 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 𝑥

The general solution is 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 −𝑥


General Method
𝑎2 𝑥 𝑦 ′′ + 𝑎1 𝑥 𝑦 ′ + 𝑎0 𝑥 𝑦 = 0
Standard
Divide by 𝑎2 (𝑥) 𝑦 ′′ +𝑃 𝑥 𝑦′ +𝑄 𝑥 𝑦 =0 Form

Define 𝑦 = 𝑢 𝑥 𝑦1 (𝑥)
Substitute
It follows that 𝑦′= 𝑢𝑦1′ + 𝑦1 𝑢′ into DE

𝑦 ′′ = 𝑢𝑦1′′ + 2𝑦1′ 𝑢′ + 𝑦1 𝑢′′

𝑢 𝑦1′′ + 𝑃𝑦1′ + 𝑄𝑦1 + 𝑦1 𝑢′′ + 2𝑦1′ + 𝑃𝑦1 𝑢′ = 0

=0
We now have 𝑦1 𝑢′′ + 2𝑦1′ + 𝑃𝑦1 𝑢′ = 0
Use substitution 𝑤 = 𝑢′ ,
𝑦1 𝑢′′ + 2𝑦1′ + 𝑃𝑦1 𝑢′ = 0
𝑦1 𝑤 ′ + 2𝑦1′ + 𝑃𝑦1 𝑤 = 0

𝑑𝑤 2𝑦1′
=− + 𝑃 𝑑𝑥
𝑤 𝑦1
ln 𝑤 = −2 ln 𝑦1 − න 𝑃 𝑑𝑥 + 𝑐

ln 𝑤𝑦12 = − න 𝑃𝑑𝑥 + 𝑐
− ‫𝑥𝑑𝑃 ׬‬ 𝑐1 𝑒 − ‫𝑥𝑑𝑃 ׬‬
𝑤𝑦12 = 𝑐1 𝑒 ⇒𝑤=
𝑦12
We know that 𝑤 = 𝑢′ and integrate to get the 𝑢

𝑒 − ‫𝑥𝑑𝑃 ׬‬
𝑢=න 2 𝑑𝑥
𝑦1
But 𝑦2 = 𝑦1 𝑢

𝑒− ‫𝑥 𝑃 ׬‬ 𝑑𝑥
𝑦2 = 𝑦1 න 𝑑𝑥
𝑦12

Reduction of order formula

𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0
Example

The function 𝑦1 = 𝑥 2 is a solution of 𝑥 2 𝑦 ′′ − 3𝑥𝑦 ′ + 4𝑦 = 0.


Find the general solution of the DE on the interval 0, ∞
Solution:
Step 1: Change to standard form

𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0 Std. Form
3 ′ 4
𝑦 ′′ − 𝑦 + 2𝑦 = 0
𝑥 𝑥
Step 2: Use the reduction of order formula

𝑒− ‫𝑥 𝑃 ׬‬ 𝑑𝑥
𝑦2 = 𝑦1 න 𝑑𝑥
𝑦12
3
− ‫ ׬‬− 𝑑𝑥
𝑒 𝑥
= 𝑥2 න 𝑑𝑥
𝑥2 2
3
‫𝑥𝑑𝑥 ׬‬
𝑒
= 𝑥2 න 𝑑𝑥
𝑥4
3 ln 𝑥
𝑒
= 𝑥 2 න 4 𝑑𝑥
𝑥
3 ln 𝑥
𝑒
𝑦2 = 𝑥 2 න 4 𝑑𝑥
𝑥
2
1
= 𝑥 න 𝑑𝑥
𝑥
= 𝑥 2 ln 𝑥

The general solution is given by 𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2


𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 2 ln 𝑥
Exercise 2.2
The indicated function 𝑦1 (𝑥) is a solution of the given
differential equation. Find the second solution and
write the general solution of the given DE.

1. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 0 , 𝑦1 = 𝑒 2𝑥
2. 𝑦 ′′ + 16𝑦 = 0 , 𝑦1 = cos 4𝑥

3. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 2𝑦 = 0 , 𝑦1 = 𝑥 sin(ln 𝑥)

Answer : 𝑦2 = 𝑥𝑒 2𝑥 , 𝑦2 = sin 4𝑥 , 𝑦2 = 𝑥 cos(ln 𝑥)

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