Past exam of the mathematics course of the University of Cambridge / 2004 / ia / Paper 2 / 5B (Differential Equations)

The origin is an ordinary point, since the coefficients of the second-order linear differential equation are polynomials. Seek a power series $y={\sum }_{n\ge 0}{a}_n{x}^n$. Matching the coefficients of $x^0$ and $x^1$ gives $a_2=a_3=0$. Matching the coefficient of $x^{j+2}$ givesThus the four residue classes of indices modulo four evolve separately. The initial conditions for the first solution give $a_0=1$, $a_1=0$, and henceThe second set of initial conditions gives $a_0=0$, $a_1=1$, andAn empty product equals one. In either power series, the ratio of successive nonzero terms tends to zero for every fixed $x$: the coefficient ratio is of order $1/m$, while the power increases by four. The ratio test therefore proves convergence for every $x$, and termwise differentiation verifies the differential equation. These normalized solutions are linearly independent.

For their Wronskian $W=y_1{y}_2^{\prime }-y_1^{\prime }{y}_2$, differentiating and substituting the differential equation givesThus the Abel identity yieldsOn the interval containing zero where $y_1$ has no zero,Since $y_2(0)/y_1(0)=0$, integration proves the requested reduction of order formula:This is a local formula around the origin, as requested. The power series define both solutions globally; an ordinary integral through a zero of $y_1$ is not intended. Reduction of order across a zero of the known solution instead uses continuation of the actual solution.