Obtaining particular solution of second order linear DE from first

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SUMMARY

The discussion focuses on obtaining a particular solution of the second-order linear differential equation \(y'' + P(x)y' + Q(x)y = 0\) using the known solution \(y_1(x)\). The specific method discussed is the "variation of parameters," where the second solution \(y_2(x)\) is expressed as \(y_2(x) = y_1(x) \int \frac{e^{-\int P(x)dx}}{y_1^2(x)}dx\). The derivation involves substituting \(y_2 = v(x)y_1\) into the differential equation, leading to a separable first-order equation that can be solved definitively.

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In cullen-zill chapter 6 equation 23 it says that

[itex]y_{2}(x)=y_{1}(x)\int\frac{e^{-\int P(x)dx}}{y_{1}^{2}(x)}dx[/itex]
is a solution of
[itex]y''+P(x)y'+Q(x)y=0[/itex]
whenever [itex]y_{1}(x)[/itex] is a known solution

Where does this come from? I would like to be able to prove this or find a proof somewhere.

My first thought is that since the general solution solution is [itex]y_{h}=C_{1}y_{1}+C_{2}y_{2}[/itex] then
[itex]y_{2}=v(x)y_{1}[/itex] where v(x) is just a function of x.
Thought maybe I could substitute that into the general form of the DE, but it doesn't seem to help much
 
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Yes, that method, "variation of parameters", will work. With [itex]y_2= v(x)y_1[/itex], [itex]y_2'= v'(x)y_1+ v(x)y_1'[/itex] and [itex]y_2''= v''(x)y_1+ 2v'(x)y_1'+ v(x)y_1''[/itex]. Putting those into the equation,
[tex]v''y_1+ 2v'y'+ vy_1''+ P(x)v'y_1+ P(x)vy_1'+ Q(x)vy_1= y_1v''+ 2v'y_1'+ P(x)v'y_1+ v(y_1''+ P(x)y_1'+ Q(x)y_1)= 0[/tex]

Of course, that last term in parentheses is 0 so we have [itex]y_1v''+ (2y_1+ P(x)y_1)v'= 0[/itex]. Notice that there is no "v(x)" (undifferentiated) so if we let u= v', we have [itex]y_1u'+ (2y_1+ P(x)y_1)u= 0[/itex], a separable first order equation.
 
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Solved. Thank you.
 

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