Reduction of the Order

Reduction of order is a technique in mathematics for solving second-order linear ordinary differential equations. It is employed when one solution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1(x)} is known and a second linearly independent solution Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2(x)} is desired. The method also applies to n-th order equations. In this case the ansatz will yield an (n−1)-th order equation for $v$.

Second-order linear ordinary differential equations

An example

Consider the general, homogeneous, second-order linear constant coefficient ordinary differential equation. (ODE)

$ay''(x)+by'(x)+cy(x)=0,$

where $a,b,c$ are real non-zero coefficients. Two linearly independent solutions for this ODE can be straightforwardly found using characteristic equations except for the case when the discriminant, $b^{2}-4ac$, vanishes. In this case,

$ay''(x)+by'(x)+{\frac {b^{2}}{4a}}y(x)=0,$

from which only one solution,

$y_{1}(x)=e^{-{\frac {b}{2a}}x},$

can be found using its characteristic equation.

The method of reduction of order is used to obtain a second linearly independent solution to this differential equation using our one known solution. To find a second solution we take as a guess

$y_{2}(x)=v(x)y_{1}(x)$

where $v(x)$ is an unknown function to be determined. Since $y_{2}(x)$ must satisfy the original ODE, we substitute it back in to get

$a\left(v''y_{1}+2v'y_{1}'+vy_{1}''\right)+b\left(v'y_{1}+vy_{1}'\right)+{\frac {b^{2}}{4a}}vy_{1}=0.$

Rearranging this equation in terms of the derivatives of $v(x)$ we get

$\left(ay_{1}\right)v''+\left(2ay_{1}'+by_{1}\right)v'+\left(ay_{1}''+by_{1}'+{\frac {b^{2}}{4a}}y_{1}\right)v=0.$

Since we know that $y_{1}(x)$ is a solution to the original problem, the coefficient of the last term is equal to zero. Furthermore, substituting $y_{1}(x)$ into the second term's coefficient yields (for that coefficient)

$2a\left(-{\frac {b}{2a}}e^{-{\frac {b}{2a}}x}\right)+be^{-{\frac {b}{2a}}x}=\left(-b+b\right)e^{-{\frac {b}{2a}}x}=0.$

Therefore, we are left with

$ay_{1}v''=0.$

Since $a$ is assumed non-zero and $y_{1}(x)$ is an exponential function (and thus always non-zero), we have

$v''=0.$

This can be integrated twice to yield

$v(x)=c_{1}x+c_{2}$

where $c_{1},c_{2}$ are constants of integration. We now can write our second solution as

$y_{2}(x)=(c_{1}x+c_{2})y_{1}(x)=c_{1}xy_{1}(x)+c_{2}y_{1}(x).$

Since the second term in $y_{2}(x)$ is a scalar multiple of the first solution (and thus linearly dependent) we can drop that term, yielding a final solution of

$y_{2}(x)=xy_{1}(x)=xe^{-{\frac {b}{2a}}x}.$

Finally, we can prove that the second solution $y_{2}(x)$ found via this method is linearly independent of the first solution by calculating the Wronskian

$W(y_{1},y_{2})(x)={\begin{vmatrix}y_{1}&xy_{1}\\y_{1}'&y_{1}+xy_{1}'\end{vmatrix}}=y_{1}(y_{1}+xy_{1}')-xy_{1}y_{1}'=y_{1}^{2}+xy_{1}y_{1}'-xy_{1}y_{1}'=y_{1}^{2}=e^{-{\frac {b}{a}}x}\neq 0.$

Thus $y_{2}(x)$ is the second linearly independent solution we were looking for.

General method

Given the general non-homogeneous linear differential equation

$y''+p(t)y'+q(t)y=r(t)$

and a single solution $y_{1}(t)$ of the homogeneous equation [$r(t)=0$], let us try a solution of the full non-homogeneous equation in the form:

$y_{2}=v(t)y_{1}(t)$

where $v(t)$ is an arbitrary function. Thus

$y_{2}'=v'(t)y_{1}(t)+v(t)y_{1}'(t)$

and

$y_{2}''=v''(t)y_{1}(t)+2v'(t)y_{1}'(t)+v(t)y_{1}''(t).$

If these are substituted for $y$, $y'$, and $y''$ in the differential equation, then

$y_{1}(t)\,v''+(2y_{1}'(t)+p(t)y_{1}(t))\,v'+(y_{1}''(t)+p(t)y_{1}'(t)+q(t)y_{1}(t))\,v=r(t).$

Since Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1(t)} is a solution of the original homogeneous differential equation, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1''(t)+p(t)y_1'(t)+q(t)y_1(t)=0} , so we can reduce to

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1(t)\,v'' + (2y_1'(t)+p(t)y_1(t))\,v' = r(t)}

which is a first-order differential equation for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v'(t)} (reduction of order). Divide by Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_1(t)} , obtaining

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v''+\left(\frac{2y_1'(t)}{y_1(t)}+p(t)\right)\,v'=\frac{r(t)}{y_1(t)}.}

The integrating factor is Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(t)=e^{\int(\frac{2y_1'(t)}{y_1(t)}+p(t))dt}=y_1^2(t)e^{\int p(t) dt}} .

Multiplying the differential equation by the integrating factor Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \mu(t)} , the equation for Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v(t)} can be reduced to

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \frac{d}{dt}\left(v'(t) y_1^2(t) e^{\int p(t) dt}\right) = y_1(t)r(t)e^{\int p(t) dt}.}

After integrating the last equation, Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v'(t)} is found, containing one constant of integration. Then, integrate Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle v'(t)} to find the full solution of the original non-homogeneous second-order equation, exhibiting two constants of integration as it should:

Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle y_2(t) = v(t)y_1(t).}

Resources

• Reduction of the Order Notes. Produced by Paul Dawkins, Lamar University

Licensing

Content obtained and/or adapted from:

• Reduction of order, Wikipedia under a CC BY-SA license