Reduction Order
1. The problem: Understand the method of reduction of order in differential equations.
2. Reduction of order is a technique used to find a second, linearly independent solution to a second-order linear differential equation when one solution $y_1$ is already known.
3. The general form of a second-order linear differential equation is:
$$y'' + p(x)y' + q(x)y = 0$$
4. If one solution $y_1(x)$ is known, the goal is to find a second solution $y_2(x)$ of the form:
$$y_2 = v(x) y_1(x)$$
where $v(x)$ is an unknown function to be determined.
5. Substitute $y_2 = v y_1$ into the original differential equation and use the fact that $y_1$ satisfies the equation to simplify.
6. This substitution reduces the order of the differential equation for $v(x)$ from second order to first order, hence the name "reduction of order."
7. After simplification, you solve for $v'(x)$ and then integrate to find $v(x)$.
8. Finally, the second solution is:
$$y_2 = y_1(x) \int \frac{e^{-\int p(x) dx}}{y_1(x)^2} dx$$
9. This method is very useful when the first solution is known but the second is not easily found by other methods.
10. Summary: Reduction of order helps find a second solution to a second-order linear ODE using a known solution by reducing the problem to a first-order equation for an auxiliary function $v(x)$.