[Math] Given 1 solution to a differential equation, find another solution

ordinary differential equations

How would I find a linearly independent solution to a differential equation given a solution to the differential equation. For example, I have this question:

One solution of Hermite's differential equation
$$
y''-2xy'=0
$$
is $y_1(x)=1$. Find another linearly independent solution of the same equation.

You don't have to solve this particular question, it is just an example. Thanks.

Best Answer

One method is reduction of order. I describe it in the case of differential equation of order 2.

Reduction of order

Assume that you have the differential equation $$ y''+py'+qy=0, $$ and that you have one solution $y_1$. Then, try to find a solution $y$ in the form $$ y=y_1\int u\,dx,\tag{*} $$ where $u$ is a function to be determined. Differentiating, you will find $$ y_1''\int u\,dx+2y_1u+y_1u'+p\bigl[y_1'\int u\,dx+y_1u\bigr]+qy_1\int u\,dx=0, $$ which reduces to $$ y_1u'+(2y_1'+py_1)u=0.\tag{**} $$ This is a linear differential equation of order one, which in principle can be solved using the method with integrating factor.

Your example

For your example, this is not the easiest method, but you have that $y_1=1$ solves $$ y''-2xy'=0. $$ Here, $p=-2x$, $q=0$, and so the new differential equation $(**)$ becomes $$ u'-2xu=0. $$ An integrating factor is $e^{-x^2}$, so $$ (ue^{-x^2})'=0. $$ Integration gives $$ u=Ce^{x^2}. $$ Inserting this into $(*)$ gives your second solution $$ y=C\int e^{x^2}\,dx. $$

Related Question