Reduction of Order

Given one solution to a DE, we can find another solution that is linearly independent using a technique refered to as Reduction of Order. The idea is to find a function \(v(t)\) such that the second solution is \(y_2 = v(t)y_1\).

Consider a second-order homogenous differential equation in standard form:

\( y^{''} + P(t)y^{'} + Q(t)y = 0 \)

We can substitute \(y_2\) along with its first and second derivatives (using chain rule) to obtain:

\(y_1 v^{''} + (2y_1^{'} + P(t) y_1)v^{'} + (y_1^{''} + P(t)y_1^{'} + Q(t)y_1)v = 0 \)

Notice that the coefficient on \(v\) is just the original DE which is equal to 0. The equation becomes:

\(y_1 v^{''} + (2y_1^{'} + P(t) y_1)v^{'} = 0\)

If we make the substitution \( u = v^{'} \) we obtain a first order DE that can be solved using an integration factor or simply by integrating if it is separable.

\(y_1 u^{'} + (2y_1^{'} + P(t) y_1) u = 0\)

Once we solve for \(u(t)\), we can integrate to solve for \(v(t)\). The second, linearly independent solution to the DE is \( y_2 = u(t)y_1 \).

The steps to obtain the function \(v(t)\) are:

  1. Write the equation in standard form \( \cfrac{d^2y}{dt^2} + P(t) \cfrac{dy}{dt} + Q(t)y = 0\)

  2. Find the factor \(e^ {-\int P(t) dt}\)

  3. Find the factor \(\cfrac{e^ {-\int P(t) dt}} {y_1(t)^2}\)

  4. Solve \(v(t) = \int {\cfrac{e^ {-\int P(t)dt}} {y_1(t)^2}}dt\)

  5. The second solution is \(y_2 = v(t)y_1\)

  6. The general solution is \(y = c_1y_1 + c_2y_2\)

Determine a second solution to the DE \( 2t^2y^{''} +ty^{'} - 3y = 0\) given \(y_1 = t^{3/2}\) is a solution.

This is a second-order, homogenous, linear equation so we can use the reduction of order techqiue. First, put the equation in standard form:

\(y^{''} + \cfrac{1}{2t}y^{'} - \cfrac{3}{2t^2}y = 0\)

Now, identify \(P(t)\) and calculate factor \(e^ {-\int P(t)dt}\):

\(P(t) = \cfrac{1}{2t}\)

\(e^{-\int P(t) dt} = e^{-\int \cfrac{1}{2t} dt} = e^{-1/2 \ln t} = t^{-1/2}\)

Next, divide by the square of the first solution:

\( \cfrac{e^ {-\int P(t) dt}} {y_1(t)^2} = \cfrac{t^{-1/2}} {(t^{3/2})^2} = \cfrac{t^{-1/2}}{t^3} = t^{-7/2}\)

Next, take the integral of this term:

\(v(t) = \int {\cfrac{e^ {-\int P(t)dt}} {y_1(t)^2}}dt = \int { t^{-7/2} dt} = \frac{-2}{5} t^{-5/2} \)

Finally, the second solution is:

\( y_2 = v(t)y_1 = \frac{-2}{5} t^{-5/2} \cdot t^{3/2} = \frac{-2}{5} t^{-1} \)

The general solution would be:

\(y = c_1t^{3/2} + c_2 t^{-1}\)


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