A General Method Of Finding A Particular Solution To The

Second Order Linear Ordinary Differential Equation

By Ronald H. Brady

The presentation that follows is an informal preliminary draft.

In what follows all of the integrals involved will be (iterated)

indefinite
integrals of functions of a single variable. All constants of
integration
will be set equal to zero."Dummy" variables of integration will
not be
used. Instead we write, when S = S(x) is an integrable function
of x,

∫∫Sdx^2 <=> ∫(∫Sdx)dx (eq.1a)

∫∫S ∫∫Sdx^4 <=> ∫(∫(S (∫∫Sdx^2))dx)dx (eq.1b)

etc.

Please note that we have used <=> to denote the identity symbol.

Let y = y(x) be function of the variable x. Also let

y' and y'' denote the first and second derivatives, of y with
respect
to x, respectively. Now let

y'' + Sy = 0
(eq.2)

It is proposed that a particular solution of (eq.2) is given by

y = 1 - ∫∫Sdx^2 + ∫∫S ∫∫Sdx^4 - ∫∫S∫∫S ∫∫Sdx^6 + ....

(eq.3)

provided that the indicated integrals are defined and the

infinite series (on the right side of (eq.3)) converges.

The proof is a straight forward exercise and will be

given later.

Let's illustrate by a specific example. Given the equation

y'' + (x^k)y = 0
(eq.4)

where k is a constant.
In this particular case we have S = x^k . Substituting for S
in eq.(3) and performing the indicated operations will bring us
to

y = 1 - x^(k+2)/[(k+1)(k+2)] + x^(2k+4))/[(k+1)(k+2)(2k+3)(2k+4)]

- x^(3k+6)/[(k+1)(k+2)(2k+3)(2k+4)(3k+5)(3k+6)] + ...

(eq.5)

We will denote the first term on the right of (eq.5) by u_0 .

Therefore

u_0 = 1

We will denote general or the nth term by u_n

(for n greater > or = to 1) It will be seen that the nth term
may be given by

u_n = x^(n(k+2))/[(k+1)(k+2)(2k+3)(2k+4)...(n(k+2)-1)(n(k+2)]

(eq.6)

To remove any possible ambiguity we may also write u_n as

follows:

u_n = x^(n(k+2))/[P_i{(i(k+2)- 1)(i(k+2))}]

(eq.6a)

where the product operator P_i{ .....} indicates the product of

the quantity in the curly braces: with the index i running from
i =1 to i =n .

There are two "general factors" in the denominator on the right

side of (eq.6), (n(k+2) - 1) and (n(k+2)). To insure that the
denominator does not vanish we write

n(k+2) - 1 "not =" 0 for n=1,2,3,.

where the symbol "not =" is used in lieu of the standard symbol
for "not equal to"
Solving this inequality for k will result in

k "not = " (1/n) - 2 for n = 1, 2, 3,....

(ineq.7)

We also write, for the other general factor,

n(k+2) "not =" 0

from which we have

k "not =" - 2
(ineq.8)

Note that the inequality ( 8 ) can be obtained from inequality

(7 )
by taking the limit as n approaching infinity.

The convergence of the function defined by (eq.5), for integers

k that satisfies the inequalities,

k "not =" (1/n) - 2 n =1, 2, 3,...

k "not = " -2

can verified, in a straight forward manner, by using the ratio

test to show that the limit of the ratio of the (n+1)th term to
the nth term vanishes in the limit as n approaches infinity.

Perhaps we should not be too surprised at the convergence

properties of this series since the exponential function e^x can
be written as an infinite series of integrals

e^x = 1 + ∫dx + ∫ ∫dx^2 + ∫ ∫ ∫dx^3 +....

e^x = 1 + x + ∫(x)dx + ∫ ∫(x)dx^2 +....

e^x = 1 + x + (1/2)*x^2 + ∫(1/2)*x^2dx +....

e^x = 1 + x + (1/2)*x^2 + (1/6)*x^3 + ....

Now lets consider a very familiar 2nd order differential equation

y'' + y = 0
(eq.9)

Equa.(4) will reduce to (eq.9) if we set k = 0.

Now setting k = 0 on the right of (eq.5) will result in

y = 1 - (1/2!)x^2 + (1/4!)x^4 - (1/6!)x^6 + ....

(eq.10)

The reader will recognize the infinite series on the right

as the cosine function which of course is a particular
solution of (eq.9).

It can therefore be stated that the function defined by (eq.5)

contains the familiar (and very important) cosine function as
a special case.

A Break For Humor(?)

Nothing we must not forget

is the content of the empty set
but the difference between zero and one
is only one more than none.

Now let us consider an nth order O.D.E. of the following

form:

d^(n)y/dx^n + Py = 0
(eq.11)

where the symbol d^(n)y/dx^n denotes the nth derivative

of y with respect to x and P = P(x) is an integrable function
of x.

In the absence of an equation editor we will use the following

notation:

∫ (n)Pdx^n < = > ∫ ∫ ... n (times) ∫Pdx^n

to indicate that P is to be "integrated n times".

It is proposed that a particular solution of (eq.11)

is given by
y = 1 - ∫ (n)Pdx^n + ∫ (n)[P∫ (n)Pdx^n]dx^n

- ∫ (n)[P∫ (n)[P∫ (n)Pdx^n]dx^n]dx^n + ...

(eq.12)

provided that the indicated integrals are defined and the

infinite series (on the right side of (eq.12)) converges.

The proof is a straight forward procedure and will be

presented later.

Let us conclude with an informal version of the

Theorem Of The Other

If there is one
and if there is another
then surely one of them
must be the other.

Historical Remark: These results were initially formulated by

the author in the late 1970’s and early 1980’s. They were also
shared with fellow grad students and faculty members of the
Department of Math at the University of Minnesota during the
early 1990’s.