Reducing Second-Order Differential Equations (Edexcel A Level Further Maths: Further Pure 1): Revision Note

Exam code: 9FM0

Mark Curtis

Written by: Mark Curtis

Updated on

Reducing second-order differential equations

What does reducing second-order differential equations mean?

  • A hard second-order differential equation can be reduced (transformed)

    • into an easier second-order differential equation

      • of the form ay''+by'+cy=...

    • using a given transformation

  • The easier differential equation can then be solved

    • by finding

      • the complementary function

      • and the particular integral

  • The general solution to the easier differential equation can then be transformed back

    • to give the general solution to the harder differential equation

    • from which you can work out the particular solution

      • using the given boundary conditions

What is the dependent variable and what is the independent variable?

  • If the solution to the differential equation d2ydx2=f(x, y,dydx ) is y=g(x), then

    • y is the dependent variable

    • x is the independent variable

      • as y depends on x

Examiner Tips and Tricks

Be careful in modelling questions, as the letters can change, e.g. d2xdt2+x=t2 has a dependent variable of x and an independent variable of t.

How do I transform the dependent variable?

  • If you are given a transformation of the dependent variable

    • i.e. changing (x, y) into (x, z)

    • using the transformation

      • y=h(z)

      • or z=h1(y)

    • then follow these steps:

  • STEP 1
    Find dydx in terms of dzdx using the chain rule

    • dydx=dydz×dzdx

    • It sometimes also helps to use that dydz=1dzdy

    • as long as the end result is written in (x, z) only

  • STEP 2
    Find d2ydx2 by taking ddx of both sides of dydx=... from Step 1

    • Use implicit differentiation where necessary

      • ddx(...)=ddz(...)×dzdx

    • Make sure the final result is written in (x, z) only

  • STEP 3
    Substitute the first derivative and second derivative into the differential equation

    • Use the transformation to make sure the final differential equation is written in (x, z) only

      • i.e. no y terms

      • See the worked example below

Worked Example

Use the transformation y=1z to find the general solution of the differential equation

d2ydx22y(dydx)25dydx+6y=exy2

Answer:

Identify the variables being transformed

(x, y)(x, z)

This is a transformation of the dependent variable, y

Write dydx in terms of dzdx using the chain rule

dydx=dydz×dzdx

Find dydz from y=1z=z1

dydz=z2=1z2

Substitute this into the chain rule

dydx=1z2dzdx

Now differentiate both sides of this derivative by ddx

ddx(dydx)=ddx(1z2dzdx)

Simplify the left-hand side and use the product rule on the right-hand side

d2ydx2=ddx(1z2)dzdx+(1z2)ddx(dzdx)d2ydx2=ddx(z2)dzdx1z2d2zdx2

Use implicit differentiation on the part ddx(z2)

d2ydx2=ddz(z2)×dzdx×dzdx1z2d2zdx2d2ydx2=ddz(z2)(dzdx)21z2d2zdx2d2ydx2=2z3(dzdx)21z2d2zdx2d2ydx2=2z3(dzdx)21z2d2zdx2

Now substitute dydx and d2ydx2 into the original differential equation

(2z3(dzdx)21z2d2zdx2)2y(1z2dzdx)25(1z2dzdx)+6y=exy2

This is not yet in the form (x, z), as there are still y terms on both sides of the equation

Use y=1z to convert the remaining y terms into z terms, then simplify

2z3(dzdx)21z2d2zdx22z(1z2dzdx)25(1z2dzdx)+6z=exz22z3(dzdx)21z2d2zdx22z×1z4(dzdx)2+5z2dzdx+6z=exz22z3(dzdx)21z2d2zdx22z3(dzdx)2+5z2dzdx+6z=exz21z2d2zdx2+5z2dzdx+6z=exz2

Multiply both sides by z2

d2zdx25dzdx6z=ex

Solve the auxiliary equation

m25m6=0(m6)(m+1)=0m=6  or  m=1

Write out the complementary function

Ae6x+Bex

Find the particular integral, of the form z=λex

λex5λex6λexex10λ=1λ=110

Find the general solution for z in terms of x

z=Ae6x+Bex110ex

Use the transformation y=1z to find the general solution for y in terms of x

y=1Ae6x+Bex110ex

This is the general solution, but it can also be rearranged (with new arbitrary constants) to y=10Ce6x+Dexex

How do I transform the independent variable?

  • If you are given a transformation of the independent variable

    • i.e. changing (x, y) into (t, y)

    • using the transformation

      • x=h(t)

      • or t=h1(x)

    • then follow these steps:

  • STEP 1
    Find dydx in terms of dydt using the chain rule

    • dydx=dydt×dtdx

    • It sometimes helps to also use that dxdt=1dtdx

    • as long as the end result is written in (t, y) only

  • STEP 2
    Find d2ydx2 by taking ddx of both sides of dydx=... from Step 1

    • Use implicit differentiation on the right-hand side

    • In particular, use the result that

      • ddx(dydt)=ddt(dydt)×dtdx

    • Make sure the final result is written in (t, y) only

  • STEP 3
    Substitute the first derivative and second derivative into the differential equation

    • Use the transformation to make sure the final differential equation is written in (t, y) only

      • i.e. no x terms

      • See the worked example below

Worked Example

Use the transformation x=et to find the particular solution of the differential equation

x2d2ydx2+5xdydx+4y=lnx

where y=34 and dydx=34when x=1.

Answer:

Identify the variables being transformed

(x, y)(t, y)

This is a transformation of the independent variable, x

Write dydx in terms of dydt using the chain rule

dydx=dydt×dtdx

To find dtdx from x=et it is easier to use that dtdx=1dxdt

dtdx=1dxdt=1et

Substitute this into the chain rule

dydx=dydt×(1et)dydx=etdydt

Now differentiate both sides of this derivative by ddx

ddx(dydx)=ddx(etdydt)

Both terms on the right-hand side are in terms of t so you can use implicit differentiation before the product rule

ddx(dydx)=ddt(etdydt)×dtdx

Simplify the left-hand side and use the product rule on the right-hand side

d2ydx2=(etdydt+etd2ydt2)dtdx

To find dtdx from x=et use that dtdx=1dxdt

d2ydx2=(etdydt+etd2ydt2)1etd2ydx2=e2tdydt+e2td2ydt2

Now substitute dydx and d2ydx2 into the original differential equation

x2(e2tdydt+e2td2ydt2)+5x(etdydt)+4y=lnx

This is not yet in the form (t, y), as there are still x terms remaining

Use x=et to convert the remaining x terms into t terms, then simplify

(et)2(e2tdydt+e2td2ydt2)+5(et)(etdydt)+4y=ln(et)e2t(e2tdydt+e2td2ydt2)+5et(etdydt)+4y=tdydt+d2ydt2+5dydt+4y=td2ydt2+4dydt+4y=t

Solve the auxiliary equation

m2+4m+4=0(m+2)2=0m=2  repeated

Write out the complementary function

(A+Bt)e2t

Find the particular integral, of the form y=λ+μt

4μ+4λ+4μtt4μ=1  μ=14μ+λ=0  λ=14

Find the general solution for y in terms of t

y=(A+Bt)e2t14+14t

Use the transformation x=et (i.e. t=lnx) to find the general solution for y in terms of t

y=(A+Blnx)e2lnx14+14lnxy=(A+Blnx)eln(x2)14+14lnxy=(A+Blnx)x214+14lnxy=Ax2+Bx2lnx14+14lnx

This is the general solution so to find the particular solution first use that y=34 when x=1

34=A+B×014+14×01=A

Then use that dydx=34when x=1, which requires differentiating the general solution (with A=1) first

y=x2+Bx2lnx14+14lnxdydx=2x3+B(2x3lnx+x2×1x)0+14×1xdydx=2x3+B(2x3lnx+x3)+14x

Substitute in dydx=34 when x=1

34=2+B(2×0+1)+141=2+B1=B

Substitute A=1 and B=1 into the general solution to get the particular solution

y=x2+x2lnx14+14lnx

y=1x2+lnxx214+14lnx

How do I transform with products or quotients of variables?

  • Transforming the variables (x, y) into (x, z) using

    • a product of variables

      • e.g. y=x2z

    • or a quotient of variables

      • e.g. y=zx

    • can be done using the product rule or quotient rule respectively

  • Some transformations may also involve implicit differentiation

    • e.g. y=x2z3

      • where dydx=ddx(x2z3)=2xz3+3x2z2dzdx

Worked Example

Use the transformation y=xz to find the general solution of the differential equation

x2d2ydx2+2(x2x)dydx+(5x22x+2)y=x3sinx

Answer:

Identify the variables being transformed

(x, y)(x, z)

This is a transformation of the dependent variable, y

Write dydx in terms of dzdx using the product rule

dydx=ddx(xz)dydx=1×z+x×dzdxdydx=z+xdzdx

Now differentiate both sides of this derivative by ddx

ddx(dydx)=ddx(z+xdzdx)

Simplify the left-hand side and find the derivative in x of the two terms on the right-hand side

d2ydx2=dzdx+ddx(xdzdx)

Use the product rule for the last term, then simplify

d2ydx2=dzdx+dzdx+xd2zdx2d2ydx2=2dzdx+xd2zdx2

Now substitute dydx and d2ydx2 into the original differential equation

x2(2dzdx+xd2zdx2)+2(x2x)(z+xdzdx)+(5x22x+2)y=x3sinx

This is not yet in the form (x, z), as there is still a y term on the left-hand side

Use y=xz to convert the remaining y term int a z term, then simplify

x2(2dzdx+xd2zdx2)+2(x2x)(z+xdzdx)+(5x22x+2)xz=x3sinx2x2dzdx+x3d2zdx2+2x2z2xz+2x3dzdx2x2dzdx+5x3z2x2z+2xz=x3sinxx3d2zdx2+2x3dzdx+5x3z=x3sinx

Divide both sides by x3

d2zdx2+2dzdx+5z=sinx

Solve the auxiliary equation

m2+2m+5=0m=2±224×1×52m=2±162m=2±4i2m=1±2i

Write out the complementary function

ex(Acos2x+Bsin2x)

Find the particular integral, of the form z=λcosx+μsinx

(λcosxμsinx)+2(λsinx+μcosx)+5(λcosx+μsinx)sinxλ+2μ+5λ=0    λ=12μμ2λ+5μ=1    μ=15 and  λ=110

Find the general solution for z in terms of x

z=ex(Acos2x+Bsin2x)110cosx+15sinx

Use the transformation y=xz, i.e. z=yx, to find the general solution for y in terms of x

y=x(ex(Acos2x+Bsin2x)110cosx+15sinx)

y=xex(Acos2x+Bsin2x)110xcosx+15xsinx

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Mark Curtis

Author: Mark Curtis

Expertise: Maths Content Creator

Mark graduated twice from the University of Oxford: once in 2009 with a First in Mathematics, then again in 2013 with a PhD (DPhil) in Mathematics. He has had nine successful years as a secondary school teacher, specialising in A-Level Further Maths and running extension classes for Oxbridge Maths applicants. Alongside his teaching, he has written five internal textbooks, introduced new spiralling school curriculums and trained other Maths teachers through outreach programmes.