Second-order linear differential equation

A second-order linear equation has the form $y\prime \prime +p(x)y\prime +q(x)y=f(x)$.

The homogeneous equation has linearly independent solutions $e^{rx}$ and $x{e}^{rx}$, with nonzero Wronskian $e^{2rx}$. Setting $y=e^{rx}u$ converts the forced equation to $u^{\prime \prime }=e^{-rx}f$. For resonant forcing $f=e^{rx}$, the particular response is $x^2{e}^{rx}/2$. This substitution explains the extra powers of $x$ required by repeated-root resonance.

For a normalized second-order equation, a point is singular when its coefficient functions are not both analytic there. If multiplying them by the first and second powers of distance to the point makes them analytic, it is a regular singular point. This classification concerns the equation; some individual solutions may nevertheless extend analytically through the point.

For $t>0$, the change of variables $\tau =1/t$ and $u(t)=v(\tau )/\tau$ converts $t^4{u}^{\prime \prime }+{\lambda }^{2}u=0$ into $v^{\prime \prime }+{\lambda }^{2}v=0$. The chain rule gives $u^{\prime }=v-\tau v^{\prime }$ and $u^{\prime \prime }={\tau }^3{v}^{\prime \prime }$. Thus $u=t[A\cos (\lambda /t)+B\sin (\lambda /t)]$. The prefactor cancels the derivative term introduced by inverting the independent variable.

A smooth invertible change of variables in $u_{xx}-f(x)u=0$ introduces a first derivative in time. Rescaling by ${\dot{x}}^{-1/2}$ removes it. Choosing $\dot{x}=f^{-1/2}$ locally for $f>0$ produces the constant leading coefficient used in the WKB approximation; negative $f$ requires a complex branch or the corresponding oscillatory real formulation.

For $\gamma \ne 0$ and $x>0$, the change of variables $u=x^{\gamma }$ convertsinto $Y_{uu}+Y=0$, where $y(x)=Y(u)$. The chain rule cancels the first-derivative terms. Thus $\cos (x^{\gamma })$ and $\sin (x^{\gamma })$ form a pair of linearly independent solutions, with Wronskian $\gamma x^{\gamma -1}$. This is a variable-speed reparametrization of the harmonic oscillator equation.

The Mathieu equation is the displayed linear differential equation with periodic coefficients. Floquet theory describes its bounded and exponentially growing solutions, while its periodic Mathieu characteristic values mark the edges of parametric resonance gaps. The forcing normalization matters: replacing $t$ by $t/2$ rescales both the constant and periodic coefficients.

The Mathieu characteristic values are the parameter values $a$ for which the Mathieu equation has the even periodic mode traditionally denoted ${\mathrm{ce}}_n$, or the odd periodic mode ${\mathrm{se}}_n$. They are eigenvalues of $-d^2/d{t}^2+2q\cos 2t$ with the corresponding periodic or antiperiodic boundary conditions. Their small-$q$ expansions can be derived by projecting onto a Fourier series and perturbing the resulting tridiagonal matrix.

This second-order ordinary differential equation has the independent entire Airy functions $\mathrm{Ai}$ and $\mathrm{Bi}$ as a standard basis. It is distinct from the dispersive PDE in Airy equation. Its general solution is $a_1\mathrm{Ai}(Z)+a_2\mathrm{Bi}(Z)$.

For the Airy ordinary differential equation $y^{\prime \prime }=xy$, a power series obeys $a_2=0$ and $a_{m+3}=a_m/[(m+3)(m+2)]$. Setting its first two coefficients to $(1,0)$ or $(0,1)$ givesEmpty products are one. The ratio test proves convergence on the whole complex plane. Termwise differentiation verifies the equation, and the initial normalization gives Wronskian one. By the Abel identity, the Wronskian remains one everywhere, so these solutions span the whole solution space.

The standard Airy functions solve the Airy ordinary differential equation. Their Wronskian is $\mathrm{Ai}(Z){\mathrm{Bi}}^{\prime }(Z)-{\mathrm{Ai}}^{\prime }(Z)\mathrm{Bi}(Z)=1/\pi$, so they form a fundamental solution pair, including for complex $Z$.

For $q=e^{i\pi /6}$ define $I_0(C)={\int }_0^{\infty }\mathrm{Ai}(q(s-C))ds$ and $I_1(C)={\int }_0^{\infty }s\mathrm{Ai}(q(s-C))ds$. Both converge by Airy function decay. Integrating its differential equation gives $I_1-C{I}_0=iq\mathrm{Ai}\prime (-qC)$. These moments convert a decaying vorticity profile into its velocity and displacement for three-layer long-wave shear-flow matching.

For a second-order linear differential equationthe substitution $y=u\exp [-\frac{1}{2}\int p(x)dx]$ eliminates the first-derivative term and gives

If $q_1\le q_2$, then between consecutive zeros of a nontrivial solution ofthere is a zero of every nontrivial solution of $y^{\prime \prime }+q_2(x)y=0$, unless the two coefficients agree throughout that interval.

For solutions ${\phi }_i^{\prime \prime }+q_i{\phi }_i=0$, the mixed WronskiansatisfiesIts endpoint signs between consecutive zeros of a positive ${\phi }_1$ force a zero of ${\phi }_2$ unless $q_1=q_2$.

Kummer's equation isIts solution analytic at zero is the confluent hypergeometric function of the first kindWhen $b$ is not an integer, a second local solution is

Confluent hypergeometric functions solve the Kummer differential equation $z{y}^{\prime \prime }+(b-z)y^{\prime }-ay=0$. The regular solution is the confluent hypergeometric function of the first kind; a second standard solution is conventionally denoted $U(a,b,z)$. The family arises by coalescing singular points of the Gauss hypergeometric equation.

For $b$ not a nonpositive integer, the regular solution normalized by $M(a,b,0)=1$ has the power seriesHere $(a{)}_n$ is the rising factorial. Substitution into the Kummer differential equation proves the coefficient recurrence. This normalization agrees with NIST's definitions.

For $y\prime \prime +py\prime +qy=0$, the Wronskian satisfies $W\prime =-pW$.

Variation of parameters replaces the constants in a complementary solution by functions to construct a particular solution.

Given one nonzero solution of a homogeneous second-order linear equation, reduction of order constructs a second by writing it as a variable multiple of the first.

The integral representation $y_2=y_1\int e^{-\int p}/y_1^2$ is derived where $y_1\ne 0$. At a zero, its integral factor may have a pole while the product has a removable singularity. For regular coefficients, continue the actual second solution by its finite initial data and initial-value uniqueness; the Abel identity preserves a nonzero Wronskian. In the degree-one Legendre differential equation, $y_1=x$ and $y_2=x\mathrm{arctanh}x-1$ illustrate this cancellation at zero.

A Cauchy–Euler equation has powers of the independent variable matched to derivative order and is solved using power laws or a logarithmic change of variable.

Forthe power ansatz $w=z^{\lambda }$ gives the indicial equation $\lambda (\lambda -1)+a\lambda +b=0$. Distinct roots give $C_1{z}^{{\lambda }_1}+C_2{z}^{{\lambda }_2}$; a repeated root $\lambda$ gives $z^{\lambda }(C_1+C_2\log z)$ on a chosen logarithm branch.

A power-law ansatz assumes that an unknown function is a monomial $y=x^s$. Scale-invariant differential equations then reduce to an algebraic equation for the exponent $s$.

An indicial equation is the algebraic equation for the leading exponent of a power-law or Frobenius solution near a regular singular point.

An indicial root is a root of the indicial equation obtained from a power-law ansatz. For a Cauchy-Euler differential equation, such roots give the exponents of its power solutions. Their sign determines which modes remain bounded near a singular endpoint.

An indicial exponent is a root of the indicial equation at a regular singular point. It gives the leading local power in a Frobenius method; resonant roots can require logarithmic terms.

A log-periodic oscillation is periodic in the logarithm of its argument, for example $\cos (\mu \log x)$. Its successive zeros or extrema therefore occur at radii in a geometric progression.

The equation $(1-x^2)y\prime \prime -2xy\prime +\ell (\ell +1)y=0$ has polynomial solutions for nonnegative integer $\ell$.

Associated Legendre functions solve $(1-x^2)y^{\prime \prime }-2x{y}^{\prime }+[\nu (\nu +1)-{\mu }^2/(1-x^2)]y=0$. For integers $\ell \ge 0$ and $0\le m\le \ell$, the regular solution is $P_{\ell }^m(x)=(-1{)}^m(1-x^2{)}^{m/2}(d/dx{)}^m{P}_{\ell }(x)$, using a Legendre polynomial. It enters normalized spherical harmonics. Despite the traditional term associated Legendre polynomial, the factor $(1-x^2{)}^{m/2}$ is not a polynomial when $m$ is odd. Negative integer orders satisfy $P_{\ell }^{-m}=(-1{)}^m(\ell -m)!P_{\ell }^m/(\ell +m)!$.

The polynomial solution of degree l normalized by P_l(1)=1 is the Legendre polynomial P_l.

The Legendre polynomials are orthogonal on $[-1,1]$ with unit weight:

The three-term recurrenceturns multiplication by $x$ into coupling between adjacent Legendre multipoles.

For a contour enclosing $t$,

For fixed $0<\theta <\pi$,

For fixed $\xi >0$,

For $z=z(x)$, the second derivative transforms as $w_{xx}=z_x^2{w}_{zz}+z_{xx}{w}_z$.