Reduction of Order

P(t)y′′ + Q(t)y′ + R(t)y = G(t) 2nd order linear equation




y = y1 · v where y1 is a sol. of Py′′ + Qy′ + Ry = 0
y

 
′′ ′ ′ ′′ ′ ′
 P(y1 v + 2y1 v + y1 v ) + Q(y1 v + y1 v ) + Ry1 v = G 
Py1 v′′ + (2Py′1 + Qy1 )v′ = G 
 ′′ ′ ′ ′′ ′
Py1 v + (2Py1 + Qy1 )v + (Py1 + Qy1 + Ry1 ) v =


G 
| {z }
0




u = v′
y

Py1 u′ + (2Py′1 + Qy1 )u = G 1st order linear equation

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Example
Find the general solution of the differential equation

xy′′ − (x + 1)y′ + y = x2 ex

given that y1 (x) = ex is a solution of xy′′ − (x + 1)y′ + y = 0

Solution
Let y = ex v ⇒ y′ = ex (v + v′ ) ⇒ y′′ = ex (v + 2v′ + v′′ )

xex (v + 2v′ + v′′ ) − (x + 1)ex (v + v′ ) + ex v = x2 ex

x(v + 2v′ + v′′ ) − (x + 1)(v + v′ ) + v = x2

xv′′ + (x − 1)v′ = x2 (Let u = v′ )

xu′ + (x − 1)u = x2

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    R 
1
u′ + 1 − u = x µ(x) = e 1−1/x dx
= ex−ln x = ex x−1
x

′
ex x−1 u = ex
Z
ex x−1 u = ex dx = ex + c1

u = x + c1 xe−x
Z
−x
v = x + c1 xe
| {z } dx
 
−x ∫ ∫
 A = x, dB = e dx 
 ⇒ xe−x dx = −xe−x − −e−x dx = −xe−x − e−x + c
⇒ dA = dx, B = −e−x
x2
v = + c1 (−xe−x − e−x ) + c2
2
x2 ex
y = c1 (−x − 1) + c2 ex +
| {z } | {z
2}
yh
yp

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Variation of Parameters

a(t)y′′ + b(t)y′ + c(t)y = d(t)

Suppose that yh = c1 y1 + c2 y2 is the general solution of the
corresponding homogeneous equation. Write the general solution of
the nonhomogeneous equation as

y(t) = u1 (t)y1 (t) + u2 (t)y2 (t)

⇒ y′ = u′1 y1 + u1 y′1 + u′2 y2 + u2 y′2

= u′1 y1 + u′2 y2 + u1 y′1 + u2 y′2

⇒ y′′ = (u′1 y1 + u′2 y2 )′ + u′1 y′1 + u1 y′′1 + u′2 y′2 + u2 y′′2

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 a [(u′1 y1 + u′2 y2 )′ + u′1 y′1 + u′2 y′2 + u1 y′′1 + u2 y′′2 ]

+b [u′1 y1 + u′2 y2 + u1 y′1 + u2 y2 ] + c [u1 y1 + u2 y2 ] = d

a(u′1 y1 + u′2 y2 )′ + b(u′1 y1 + u′2 y2 ) + a (u′1 y′1 + u′2 y′2 )

+u1 (ay′′1 + by′1 + cy1 ) +u2 (ay′′2 + by′2 + cy2 ) = d

| {z } | {z }
0 0

a(u′1 y1 + u′2 y2 )′ + b(u′1 y1 + u′2 y2 ) + a(u′1 y′1 + u′2 y′2 ) = d

Assume u′1 y1 + u′2 y2 = 0 ... equation 1

d
then we have u′1 y′1 + u′2 y′2 = ... equation 2
a

Note that if u′1 and u′2 satisfies the equations 1 and 2 then
y = u1 y1 + u2 y2 is a sol. of the D.E. a(t)y′′ + b(t)y′ + c(t)y = d(t).

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 y1 (t) y2 (t)
Recall the Wronskian W = W(y1 , y2 )(t) = . Note that
y′1 (t) y′2 (t)

W ̸= 0 since y1 , y2 form a fundamental set of solutions for the

homogeneous equation a(t)y′′ + b(t)y′ + c(t)y = 0.
So it is possible to solve equations
 1 and 2 for u′1 and u′2 :

eq. 1: u′1 y1 + u′2 y2 = 0  × y′2
d 

eq. 2: u′1 y′1 + u′2 y′2 = × −y2
a
+

−d · y2 −d · y2
u′1 y1 y′2 − y′1 y2 = ⇒ u′1 =
| {z } a a·W
W
Similarly,


eq. 1  × −y′1

eq. 2  × y1

+

d · y1 d · y1
u′2 y1 y′2 − y′1 y2 = ⇒ u′2 =
| {z } a a·W
W

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Example
Given that y1 (t) = et and y2 (t) = t form a fundamental set of
solutions for the equation (1 − t)y′′ + ty′ − y = 0, find the general
solution of the D.E. (1 − t)y′′ + ty′ − y = 2(t − 1)2 e−t .

Solution
et +c2 |{z}
yh = c1 |{z} t
y1 y2
(V.P.) Let y = u1 et + u2 t where 
eq.1: u′1 et + u′2 t = 0 

2(t − 1)2 e−t 

eq.2: u′1 et + u′2 =
1−t

eq.1 ⇒ u′1 = −u′2 te−t

eq.2 ⇒ −u′2 t + u′2 = 2(1 − t)e−t

⇒ (1 − t)u′2 = 2(1 − t)e−t

⇒ u′2 = 2e−t ⇒ u′1 = −2te−2t

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  
Z u = t, dv = −2e−2t
dt
 
u1 = −2te−2t dt  
−2t
du = dt, v = e
Z  
e−2t 1
= te−2t − e−2t dt = te−2t + + c1 = t + e−2t + c1
2 2
Z
u2 = 2e−t dt = −2e−t + c2

  
1  
general solution: y = t+ e−2t + c1 et + −2e−t + c2 t
2

   
1
y = c1 et + c2 t + − t e−t
2

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Example
ex/2
Find the general solution of the D.E. 4y′′ − 4y′ + y = .
1 + x2
Solution
4r2 − 4r + 1 = 0 ⇒ (2r − 1)2 = 0 ⇒ r1 = r2 = 1
2
ex/2 +c2 xe
⇒ yh = c1 |{z} x/2
| {z }
y1 y2
(V.P.) Let y = u1 ex/2 + u2 xex/2 where

eq.1: u′1 ex/2 + u′2 xex/2 = 0 

1  x  x/2 ex/2
eq.2: u′1 ex/2 + u′2 1 + e = 

2 2 4(1 + x2 )

eq.1 ⇒ u′1 = −u′2 x

x  x  x/2 ex/2 ex/2

eq.2 ⇒ −u′2 ex/2 + u′2 1 + e = ⇒ u ′ x/2
2 e =
2 2 4(1 + x2 ) 4(1 + x2 )

1 −x
⇒ u′2 = ⇒ u′1 =
4(1 + x2 ) 4(1 + x2 )
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 Z
−x −1
u1 = dx = ln(1 + x2 ) + c1
4(1 + x2 ) 8
Z
1 1
u2 = dx = tan−1 x + c2
4(1 + x2 ) 4

   
−1 1
general solution: y = ln(1 + x2 ) + c1 ex/2 + tan−1 x + c2 xex/2
8 4

  
x 1
y = c1 ex/2 + c2 xex/2 + ex/2 tan−1 x − ln(1 + x2 )
4 8

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Solution (using R.O.)

4r2 − 4r + 1 = 0 ⇒ (2r − 1)2 = 0 ⇒ r1 = r2 = 1

2
ex/2 +c2 xex/2
⇒ yh = c1 |{z}
y1
(R.O.) Let    
1 1
y = ex/2 v ⇒ y′ = ex/2 v + v′ ⇒ y′′ = ex/2 v + v′ + v′′
2 4

   
1 1 ex/2
4ex/2 v + v′ + v′′ − 4ex/2 v + v′ + ex/2 v =
4   2  1 + x2
1 ′ ′′ 1 ′ 1
4 v+v +v −4 v+v +v =
4 2 1 + x2
1
v + 4v′ + 4v′′ − 2v − 4v′ + v =
1 + x2
1
4v′′ =
1 + x2
1
v′′ =
4(1
Z + x2 )
1
v′ = dx
4(1 + x2 )
1
v′ = tan−1 x + C1
4
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 Z
1
v= tan−1 x +C1 dx
4 | {z }
 
 A = tan−1 x, dB = dx Z Z x 1 
 −1 −1 −1 2
 1 ⇒ tan x dx = x tan x− dx = x tan x− ln(1 + x ) + c

⇒ dA = dx, B = x 1 + x2 2
1 + x2

1 1
v= x tan−1 x − ln(1 + x2 ) + C1 x + C2
4 8

 
x 1
general solution: y = ex/2 tan−1 x − ln(1 + x2 ) + C1 x + C2
4 8

  
x 1
y = C1 xex/2 + C2 ex/2 + ex/2 tan−1 x − ln(1 + x2 )
4 8

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Example
Find the general solution of the D.E. y′′ + y = tan t.
Solution
r2 + 1 = 0 ⇒ r2 = −1 ⇒ r = ∓i ⇒ yh = c1 cos sin t
|{z}t +c2 |{z}
y1 y2
(V.P.) Let y = u1 cos t + u2 sin t where 


eq.1: u′1 cos t + u′2 sin t = 0
tan t 

eq.2: −u′1 sin t + u′2 cos t =
1

sin t ′
eq.1 ⇒ u′1 = − u
cos t 2
 
2
sin t sin t
eq.2 ⇒ u′2 + u′2 cos t = ⇒ u′2 sin2 t + cos2 t = sin t
cos t cos t | {z }
1

− sin2 t
⇒ u′2 = sin t ⇒ u1′ =
cos t
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 Z Z Z
− sin2 t −(1 − cos2 t) −1
u1 = dt = dt = + cos t dt
cos t cos t cos t
Z
= − sec t + cos t dt

= − ln | sec t + tan t| + sin t + c1

Z
u2 = sin t dt = − cos t + c2

general solution:
   
y = − ln | sec t + tan t| + sin t + c1 cos t + − cos t + c2 sin t

 
y = c1 cos t + c2 sin t − cos t ln | sec t + tan t|

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Non-homogeneous Cauchy-Euler Equations

d2 y dy
ax2 + bx + cy = g(x) , x > 0 Cauchy-Euler equation
dx2 dx

 
 dy dy
  x dx = dt 
  
x = et  
y 2
d2 y dy
2d y
x = −
dx2 dt2 dt

d2 y dy
a 2
+ (b − a) + cy = g (et ) eq. with const. coeff.
dt dt

(We can solve this eq. with constant coeff. using VP.)
(If g(et ) is a function that is allowed for UC, we can also use UC.)

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Example
Find the general solution of the D.E.
3x2 y′′ − xy′ + y = 10x2 + 1 , x > 0
Solution
(CE eq.) Let x = et then the eq. becomes:
d2 y dy
3 + (−1 − 3) + y = 10(et )2 + 1
dt2 dt
d2 y dy
3 −4 + y = 10e2t + 1
dt2 dt
char. eq.: 3r2 − 4r + 1 = 0 ⇒ (3r − 1)(r − 1) = 0 ⇒ r1 = 1/3, r2 = 1
⇒ yh = c1 et/3 + c2 et
(U.C.) yp = Ae2t + B ⇒ y′p = 2Ae2t ⇒ y′′p = 4Ae2t
3y′′p − 4y′p + yp = 10e2t + 1

12Ae2t − 8Ae2t + Ae2t + B = 10e2t + 1

5Ae2t + B = 10e2t + 1 ⇒ A = 2, B = 1

y = c1 et/3 + c2 et + 2e2t + 1 ⇒ y = c1 x1/3 + c2 x + 2x2 + 1

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Solution
(OR)
(CE eq.) Let x = et then the eq. becomes:
d2 y dy
3 −4 + y = 10e2t + 1
dt2 dt
char. eq.: 3r2 − 4r + 1 = 0 ⇒ (3r − 1)(r − 1) = 0 ⇒ r1 = 1/3, r2 = 1
et/3 +c2 |{z}
⇒ yh = c1 |{z} et
y1 y2

(V.P.) Let y = u1 et/3 + u2 et where 



eq.1: u′1 et/3 + u′2 et = 0
2t
1 10e + 1 

eq.2: u′1 et/3 + u′2 et =
3 3

eq.1 ⇒ u′1 = −u′2 e2t/3

1 10e2t + 1 2 10e2t + 1
eq.2 ⇒ −u′2 et + u′2 et = ⇒ u′2 et =
3 3 3 3

1 −t 1 −t/3
⇒ u′2 = 5et + e ⇒ u′1 = −5e5t/3 − e
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 Z
1 −t/3 3
u1 = −5e5t/3 − e dt = −3e5t/3 + e−t/3 + c1
2 2
Z
1 −t 1
u2 = 5et + e dt = 5et − e−t + c2
2 2
   
3 1
y = −3e5t/3 + e−t/3 + c1 et/3 + 5et − e−t + c2 et
2 2

y = c1 et/3 + c2 et + 2e2t + 1

y = c1 x1/3 + c2 x + 2x2 + 1

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