Reduction of order (or d’Alembert reduction) is a technique in mathematics for solving second-order linear ordinary differential equations. It is employed when one solution [math]\displaystyle{ y_1(x) }[/math] is known and a second linearly independent solution [math]\displaystyle{ y_2(x) }[/math] 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 [math]\displaystyle{ v }[/math].
Consider the general, homogeneous, second-order linear constant coefficient ordinary differential equation. (ODE)
where [math]\displaystyle{ a, b, c }[/math] 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, [math]\displaystyle{ b^2 - 4 a c }[/math], vanishes. In this case,
from which only one solution,
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
where [math]\displaystyle{ v(x) }[/math] is an unknown function to be determined. Since [math]\displaystyle{ y_2(x) }[/math] must satisfy the original ODE, we substitute it back in to get
Rearranging this equation in terms of the derivatives of [math]\displaystyle{ v(x) }[/math] we get
Since we know that [math]\displaystyle{ y_1(x) }[/math] is a solution to the original problem, the coefficient of the last term is equal to zero. Furthermore, substituting [math]\displaystyle{ y_1(x) }[/math] into the second term's coefficient yields (for that coefficient)
Therefore, we are left with
Since [math]\displaystyle{ a }[/math] is assumed non-zero and [math]\displaystyle{ y_1(x) }[/math] is an exponential function (and thus always non-zero), we have
This can be integrated twice to yield
where [math]\displaystyle{ c_1, c_2 }[/math] are constants of integration. We now can write our second solution as
Since the second term in [math]\displaystyle{ y_2(x) }[/math] is a scalar multiple of the first solution (and thus linearly dependent) we can drop that term, yielding a final solution of
Finally, we can prove that the second solution [math]\displaystyle{ y_2(x) }[/math] found via this method is linearly independent of the first solution by calculating the Wronskian
Thus [math]\displaystyle{ y_2(x) }[/math] is the second linearly independent solution we were looking for.
Given the general non-homogeneous linear differential equation
and a single solution [math]\displaystyle{ y_1(t) }[/math] of the homogeneous equation [[math]\displaystyle{ r(t)=0 }[/math]], let us try a solution of the full non-homogeneous equation in the form:
where [math]\displaystyle{ v(t) }[/math] is an arbitrary function. Thus
and
If these are substituted for [math]\displaystyle{ y }[/math], [math]\displaystyle{ y' }[/math], and [math]\displaystyle{ y'' }[/math] in the differential equation, then
Since [math]\displaystyle{ y_1(t) }[/math] is a solution of the original homogeneous differential equation, [math]\displaystyle{ y_1''(t)+p(t)y_1'(t)+q(t)y_1(t)=0 }[/math], so we can reduce to
which is a first-order differential equation for [math]\displaystyle{ v'(t) }[/math] (reduction of order). Divide by [math]\displaystyle{ y_1(t) }[/math], obtaining
The integrating factor is [math]\displaystyle{ \mu(t)=e^{\int(\frac{2y_1'(t)}{y_1(t)}+p(t))dt}=y_1^2(t)e^{\int p(t) dt} }[/math].
Multiplying the differential equation by the integrating factor [math]\displaystyle{ \mu(t) }[/math], the equation for [math]\displaystyle{ v(t) }[/math] can be reduced to
After integrating the last equation, [math]\displaystyle{ v'(t) }[/math] is found, containing one constant of integration. Then, integrate [math]\displaystyle{ v'(t) }[/math] to find the full solution of the original non-homogeneous second-order equation, exhibiting two constants of integration as it should:
![]() | Original source: https://en.wikipedia.org/wiki/Reduction of order.
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