Integrating

Factors and
Reduction of
Order

Math 240

Integrating
factors

Reduction of
order Integrating Factors and Reduction of Order

Math 240 — Calculus III

Summer 2015, Session II

Monday, August 3, 2015

 Integrating
Factors and Agenda
Reduction of
Order

Math 240

Integrating
factors

Reduction of
order

1. Integrating factors

2. Reduction of order
 Integrating
Factors and Introduction
Reduction of
Order

Math 240

Integrating
factors The reduction of order technique, which applies to
Reduction of second-order linear differential equations, allows us to go
order
beyond equations with constant coefficients, provided that we
already know one solution.
If our differential equation is
y 00 + a1 (x)y 0 + a2 (x)y = F (x),
and we know the solution, y1 (x), to the associated
homogeneous equation, this method will furnish us with
another, independent solution.
To accomplish the process, we will make use of integrating
factors.
 Integrating
Factors and Integrating factors
Reduction of
Order

Math 240
Integrating factors are a technique for solving first-order linear
Integrating
factors differential equations, that is, equations of the form
Reduction of dy
order a(x) + b(x)y = r(x).
dx
Assuming a(x) 6= 0, we can divide by a(x) to put the equation
in standard form:
dy
+ p(x)y = q(x).
dx
The main idea is that the left-hand side looks almost like the
result of the product rule for derivatives. If I(x) is another
function then
d dy dI
(Iy) = I + y.
dx dx dx
dy
The standard form equation is missing an I in front of dx , so
let’s multiply it by I.
 Integrating
Factors and Integrating factors
Reduction of
Order

Math 240

Integrating
factors
When we multiply our equation by I, we get
Reduction of dy
order I + Ip(x)y = Iq(x),
dx
d
so in order for the left-hand side to be dx (Iy), we need to have
dI
= p(x)I.
dx
Rearranging this into
dI
= p(x) dx,
I
we can solve: R
I(x) = c1 e p(x) dx .
Since we only need one function I, let’s set c1 = 1.
 Integrating
Factors and Integrating factors
Reduction of
Order

Math 240

Integrating
factors

Reduction of
order Using this I, we rewrite our equation as
d
(Iy) = q(x)I,
dx
then integrate and divide by I to get
Z 
1
y(x) = q(x)I dx + c .
I
Our I is called an integrating factor because it is something
we can multiply by (a factor) that allows us to integrate.
 Integrating
Factors and
Reduction of Example
Order
Find a solution to
Math 240 2 /2
y 0 + xy = xex .
Integrating
factors

Reduction of
1. Find the integrating factor
2 /2
order
R
x dx
I(x) = e = ex .
2. Multiply it into the original equation:
d  x2 /2  2 2 2
e y = ex /2 y 0 + xex /2 y = xex .
dx

3. Integrate both sides:

2 /2 1 2
ex y = ex + c.
2
4. Divide by I to find the solution
 
−x2 /2 1 x2
y(x) = e e +c .
2
 Integrating
Factors and
Reduction of Example
Order
Solve, for x > 0, the equation
Math 240
xy 0 + 2y = cos x.
Integrating
factors

Reduction of 1. Write the equation in standard form:

order
2 cos x
y0 + y = .
x x
2. An integrating factor is
I(x) = e2 ln x = x2 .

3. Multiply by I to get
d 2
(x y) = x cos x.
dx
4. Integrate and divide by x2 to get
x sin x + cos x + c
y(x) = .
x2
 Integrating
Factors and Reduction of order
Reduction of
Order

Math 240

Integrating
We now turn to second-order equations
y 00 + a1 (x)y 0 + a2 (x)y = F (x).
factors

Reduction of
order
We know that the general solution to such an equation will
look like
y(x) = c1 y1 (x) + c2 y2 (x) + yp (x).
Suppose that we know y1 (x). We will guess the solution
y(x) = u(x)y1 (x). Plugging it into our original equation yields
u00 y1 + u0 2y10 + a1 (x)y1 = F (x).

If we let w = u0 then we have reduced our second-order

equation to the first-order
 0 
0 2y1 F (x)
w + + a1 w = .
y1 y1
 Integrating
Factors and Reduction of order
Reduction of
Order

Math 240

Integrating
factors
We may solve
2y10
 
Reduction of 0 F (x)
order w + + a1 w =
y1 y1
using the integrating factor technique:
Rx
I(x) = y12 (x)e a1 (s) ds

and Z x
1 I(s)F (s) c1
w(x) = ds + .
I(x) y1 (s) I(x)
Then integrate w to find u:
Z x Z t Z x
1 I(s)F (s) 1
u(x) = ds dt + c1 ds + c2 .
I(t) y1 (s) I(s)
 Integrating
Factors and Reduction of order
Reduction of
Order

Math 240

Integrating
factors
Finally, we get
Z x
Reduction of 1
order y(x) = u(x)y1 (x) = c1 y1 (x) ds + c2 y1 (x)
I(s)
Z x Z t
1 I(s)F (s)
+ y1 (x) ds dt.
I(t) y1 (s)
Using F = 0 gives us the two fundamental solutions
Z x
1
y(x) = y1 (x) and y(x) = y1 (x) ds.
I(s)
And using c1 = c2 = 0, we get a particular solution
Z x Z t
1 I(s)F (s)
yp (x) = y1 (x) ds dt.
I(t) y1 (s)
 Integrating
Factors and
Reduction of
Example
Order
Determine the general solution to
Math 240
xy 00 − 2y 0 + (2 − x)y = 0, x > 0,
Integrating
factors given that one solution is y1 (x) = ex .
Reduction of
order 1. Set up the equation for w:
2(x − 1)
w0 + w = 0.
x
2. Solve for w:
w(x) = c1 x2 e−2x .

3. Integrate to find
Z
1
u(x) = w(x) dx + c2 = − c1 e−2x (1 + 2x + 2x2 ) + c2 .
4

4. Multiply by y1 for the general solution:

y(x) = c1 e−x (1 + 2x + 2x2 ) + c2 ex .
 Integrating
Factors and
Reduction of Example
Order
Determine the general solution to
Math 240
x2 y 00 + 3xy 0 + y = 4 ln x, x > 0,
Integrating
factors
by first finding solutions to the associated homogeneous
Reduction of
order equation of the form y(x) = xr .
1. Find y1 (x) = x−1 .
2. Put the equation in standard form by dividing by x2 :
y 00 + 3x−1 y 0 + x−2 y = 4x−2 ln x.
3. Set up the equation w0 + x−1 w = 4x−1 ln x.
4. Find w(x) = 4(ln x − 1) + c1 x−1 .
5. Then u(x) = 4x(ln x − 2) + c1 ln x + c2 .
6. Multiply by y1 (x) = x−1 :
y(x) = 4(ln x − 2) + c1 x−1 ln x + c2 x−1 .