Reduction of order for linear ODEs

Reduction of order is a method used when solving a second-order linear ordinary differential equation (ODE) after one nontrivial solution is already known.

Suppose you are given a second-order linear ODE:

y+p(x)y+q(x)y=0,

and a known solution y1(x).
To find a second, independent solution y2(x), you assume:

y2(x)=v(x)y1(x),

where v(x) is an unknown function. Substituting into the ODE and simplifying leads to a first-order equation for v(x), which can be integrated to find v(x), and hence y2(x).

This technique is crucial in the theory of linear differential equations to build a complete fundamental set of solutions.