Boyce/DiPrima 9 th ed, Ch 3.4:
Repeated Roots; Reduction of Order
Elementary Differential Equations and Boundary Value Problems, 9 th edition, by William E. Boyce and Richard C. DiPrima, ©2009 by John Wiley & Sons, Inc.
Recall our 2 nd order linear homogeneous ODE a y
b y
cy
0 where a , b and c are constants.
Assuming an exponential soln leads to characteristic equation: y ( t )
e rt ar
2 br
c
0
Quadratic formula (or factoring) yields two solutions, r
1 r
b
b
2
4 ac
2 a
& r
2
:
When b 2 – 4 ac = 0, r
1 one solution: y
1
( t )
= r
2
= ce
b t / 2 a b /2 a , since method only gives
Second Solution: Multiplying Factor v ( t )
We know that y
1
( t ) a solution
y
2
( t )
cy
1
( t ) a solution
Since y
1 and y
2 are linearly dependent, we generalize this approach and multiply by a function v , and determine conditions for which y
2 y
1
( t )
e
b t / 2 a a solution is a solution:
try y
2
( t )
v ( t ) e
b t / 2 a
Then y
2
( t )
v ( t ) e
b t / 2 a y
2
( t )
v
( t ) e
b t / 2 a b
2 a v ( t ) e
b t / 2 a y
2
( t )
v
( t ) e
b t / 2 a b
2 a v
( t ) e
b t / 2 a b
2 a v
( t ) e
b t / 2 a b
2
4 a
2 v ( t ) e
b t / 2 a
Finding Multiplying Factor v ( t ) a y
b y
cy
0
Substituting derivatives into ODE, we seek a formula for v : e
b t / 2 a
a
v
( t )
b a v
( t )
b
2
4 a
2 v ( t )
b
v
( t )
b
2 a v ( t )
cv ( t )
0 a v
( t ) a v
( t )
b v
( t )
b
2
4 a
b b
2
2 a
2 v ( t )
b v
( t )
4 a
c
v ( t )
0 b
2
2 a v ( t )
cv ( t )
0 a v
( t )
b
2
4 a
2 b
2
4 a
4 ac
4 a
v ( t )
0 a v v
( t
( t )
)
b
2
4 a
0
4 ac v ( t )
v ( t )
k
3 t
0 k
4
a v
( t )
b
2
4 a
4 ac
4 a
v ( t )
0
General Solution
To find our general solution, we have: y ( t )
k
1 e
bt / 2 a
k
1 e
bt / 2 a
c
1 e
bt / 2 a
k
k
2
3 t v ( t
) k e
4
bt
e
/ 2 a
bt / 2 a
c
2 te
bt / 2 a
Thus the general solution for repeated roots is y ( t )
c
1 e
bt / 2 a c
2 te
bt / 2 a
Wronskian
The general solution is y ( t )
c
1 e
bt / 2 a c
2 te
bt / 2 a
Thus every solution is a linear combination of y
1
( t )
e
bt / 2 a
, y
2
( t )
te
bt / 2 a
The Wronskian of the two solutions is
W ( y
1
, y
2
)( t )
e
bt / 2 a b e
bt / 2 a
2 a
1 te bt
2
a bt /
e
2 a
bt / 2 a
e
bt / a
1 bt
e
bt / a
2 a
e
bt / a
0 for all t bt
2 a
Thus y
1 and y
2 form a fundamental solution set for equation.
Example 1
(1 of 2)
Consider the initial value problem y
4 y
4 y
0
Assuming exponential soln leads to characteristic equation: y ( t )
e rt r
2
4 r
4
0
( r
2 )
2
0
r
2
So one solution is y
2
( t )
v ( t ) y
1 e
( t
2
) t
e
2 t y
2
( y
2
( t t
)
) and a second solution is found:
v
( t ) e
2 t
v
( t ) e
2 t
2 v ( t ) e
2 t
4 v
( t ) e
2 t
4 v ( t ) e
2 t
Substituting these into the differential equation and simplifying yields v " ( t )
0 , v ' ( t )
k
1
, v ( t )
k
1 t
k
2 where c
1 and c
2 are arbitrary constants.
Example 1
(2 of 2)
Letting k
1
1 and k
2
0 , v ( t )
t and y
2
( t )
te
2 t
So the general solution is y ( t )
c
1 e
2 t c
2 te
2 t
Note that both y
1 and y
2 tend to 0 as values of c
1 and c
2
Using initial conditions y ( 0 )
c
1
2 c
1
1
and c
2 y ' ( 0
)
3
1
3
c
1
1 , c
2
5 t
2.0
y t
1.5
1.0
regardless of the y ( t )
( 1
5 t ) e
2 t
Therefore the solution to the
IVP is y ( t )
e
2 t
5 te
2 t
0.5
0.0
0.5
1.0
1.5
2.0
2.5
3.0
t
Example 2
(1 of 2)
Consider the initial value problem y
y
0 .
25 y
0 , y
2 , y
1 / 3
Assuming exponential soln leads to characteristic equation: y ( t )
e rt r
2 r
0 .
25
0
( r
1 / 2 )
2
0
r
1 / 2
Thus the general solution is y ( t )
c
1 e t / 2 c
2 te t / 2
Using the initial conditions:
1
2 c
1 c
1
c
2
2
1
3
c
1
2 , c
2
2
3
Thus y ( t )
2 e t / 2
2
3 te t / 2
4 y t
3
2
1
1
2
1 y ( t )
e t / 2
( 2
2 / 3 t )
2 3 4 t
Example 2
(2 of 2)
Suppose that the initial slope in the previous problem was increased y
2 , y
2
The solution of this modified problem is y ( t )
2 e t / 2 te t / 2
Notice that the coefficient of the second
6 y t term is now positive. This makes a big difference in the graph, since the
2
4 exponential function is raised to a positive power:
1 / 2
0
2
1 red : y ( t )
e t / 2
( 2
t ) blue : y ( t )
e t / 2
( 2
2 / 3 t )
2 3 4 t
Reduction of Order
The method used so far in this section also works for equations with nonconstant coefficients: y
p ( t ) y
q ( t ) y
0
That is, given that y
1 y
2
( t )
v ( t ) y
1
( t ) y
2
( t )
v
( t ) y
1
( t )
is solution, try y
2 v ( t ) y
1
( t ) y
2
( t )
v
( t ) y
1
( t )
2 v
( t ) y
1
( t )
= v v ( t ) y
1
( t )
( t ) y
1
:
Substituting these into ODE and collecting terms, y
1 v
2 y
1
py
1
y
1
p y
1
qy
1
v
0
Since y
1 is a solution to the differential equation, this last equation reduces to a first order equation in v y
1 v
2 y
1
py
1
v
0
:
Example 3: Reduction of Order
(1 of 3)
Given the variable coefficient equation and solution y
1
2 t
2 y
3 t y
y
0 , t
0 ; y
1
( t )
t
1
,
, use reduction of order method to find a second solution: y
2
( t )
v ( t ) t
1 y
2
( t ) y
2
( t )
v
( t ) t
1
v
( t ) t
1
v ( t ) t
2
2 v
( t ) t
2
2 v ( t ) t
3
Substituting these into the ODE and collecting terms,
2 t
2
v
t
1
2 v
t
2
2 vt
3
v
t
1 vt
2
vt
1
0
2 v
t
4 v
4 vt
1
3 v
3 vt
1 vt
1
0
2 t v
v
2 t u
u
0
0 , where u ( t )
v
( t )
Example 3: Finding v ( t )
(2 of 3)
To solve
2 t u
u
0 , u ( t )
v
( t ) for u , we can use the separation of variables method:
2 t du dt
u
0
u
t
1 / 2 e
C
du u
1
2 t dt u
ct
1 / 2
,
ln u since t
0 .
1 / 2 ln t
C
Thus v
ct 1 / 2 and hence v ( t )
2 / 3 c t 3 / 2
k
Example 3: General Solution
(3 of 3)
Since
Recall v ( t ) y
2
( t )
2 / 3
2 / 3 c c t 3 / t 3 /
2
2
k k y
1
( t )
t
1
t
1
2 / 3 c t 1 / 2
k t
1
So we can neglect the second term of y
2 y
2
( t )
t 1 / 2 to obtain
The Wronskian of
W ( y
1
, y
1
( t ) and y
2
)( t )
3 / 2 t
3 / 2 y
2
( t )
0 , can be computed t
0
Hence the general solution to the differential equation is y ( t )
c
1 t
1 c
2 t 1 / 2