Article 35MQJ How to eliminate the first order term from a second order ODE

How to eliminate the first order term from a second order ODE

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John
from John D. Cook on (#35MQJ)

Authors will often say that "without loss of generality" they will assume that a differential equation has no first order derivative term. They'll explain that there's no need to consider

de_recur_1.svg

because a change of variables can turn the above equation into one of the form

de_recur_2.svg

While this is true, the change of variables is seldom spelled out. I'll give the change of variables explicitly here in case this is helpful to someone in the future. Define u(x) and r(x) by

de_recur_3.svg

and

de_recur_4.svg

With this change of variables

de_recur_5.svg

Proof: Calculate u" + ru and use the fact that y satisfies the original differential equation. The calculation is tedious but routine.

Example: Suppose we start with

de_recur_6.svg

Then dividing by x we get

de_recur_8.svg

Now applying the change of variables above gives

de_recur_11.svg
and our original y is u / a x.

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