ODE Cheat Sheet
First Order Equations
Separable
0
y
= f (x)g(y)
R (x)
R
dy
= f (x) dx + C
g(y)
Linear First Order
y 0 (x) + p(x)y(x)
R x = f (x)
(x) = exp
p() d Integrating factor.
(y)0 = f
Exact Derivative.
R
1
Solution: y(x) = (x)
f ()() d + C
Exact
0 = M (x, y) dx + N (x, y) dy
Solution: u(x, y) = const where
du = u
dx + u
dy
x
y
u
u
=
M
(x,
y),
= N (x, y)
x
y
Condition: My = Nx
Method of Undetermined Coefficients
Taylor Method
P
n
f (x)
yp (x)
an xn + + a1 x + a0
A n xn + + A 1 x + A 0
bx
ae
Aebx
a cos x + b sin x
A cos x + B sin x
Modified Method of Undetermined Coefficients: if any
term in the guess yp (x) is a solution of the homogeneous
equation, then multiply the guess by xk , where k is the
smallest positive integer such that no term in xk yp (x) is a
solution of the homogeneous problem.
f (x)
Special cases
R
M N
If yM x = h(y), then (y) = exp h(y) dy
= h(x), then (y) = exp
h(x) dx
Second Order Equations
Linear
a(x)y 00 (x) + b(x)y 0 (x) + c(x)y(x) = f (x)
y(x) = yh (x) + yp (x)
yh (x) = c1 y1 (x) + c2 y2 (x)
Constant Coefficients
ay 00 (x) + by 0 (x) + cy(x) = f (x)
y(x) = erx ar2 + br + c = 0
Cases
Distinct, real roots: r = r1,2 , yh (x) = c1 er1 x + c2 er2 x
One real root: yh (x) = (c1 + c2 x)erx
Complex roots: r = i, yh (x) = (c1 cos x + c2 sin x)ex
Cauchy-Euler Equations
ax2 y 00 (x) + bxy 0 (x) + cy(x) = f (x)
y(x) = xr ar(r 1) + br + c = 0
Cases
Distinct, real roots: r = r1,2 , yh (x) = c1 xr1 + c2 xr2
One real root: yh (x) = (c1 + c2 ln |x|)xr
Complex roots: r = i,
yh (x) = (c1 cos( ln |x|) + c2 sin( ln |x|))x
, cn =
f (n) (0)
n!
1. Differentiate DE repeatedly.
2. Apply initial conditions.
3. Find Taylor coefficients.
4. Insert coefficients into series form for y(x).
Power Series Solution
P
c (x
n=0 n
a)n .
2. Find y 0 (x), y 00 (x).
Homogeneous Case
3. Insert expansions in DE.
4. Collect like terms using reindexing.
5. Find recurrence relation.
Nonhomogeneous Case
Method of Variation of Parameters
yp (x) = c1 (x)y1 (x) + c2 (x)y2 (x)
c01 (x)y1 (x) + c02 (x)y2 (x) = 0
f (x)
c01 (x)y10 (x) + c02 (x)y20 (x) = a(x)
Applications
6. Solve for coefficients and insert in y(x) series.
Ordinary and Singular Points
y 00 + a(x)y 0 + b(x)y = 0. x0 is a
Ordinary point: a(x), b(x) real analytic in |x x0 | < R
Regular singular point: (x x0 )a(x), (x x0 )2 b(x) have
convergent Taylor series about x = x0 .
Irregular singular point: Not ordinary or regular singular
point.
Frobenius Method
P
Free Fall
x00 (t)
1. Let y(x) =
= g
v 0 (t) = g + f (v)
c (x
n=0 n
x0 )n+r .
2. Obtain indicial equation r(r 1) + a0 r + b0 .
Population Dynamics
3. Find recurrence relation based on types of roots of
indicial equation.
P 0 (t) = kP (t)
P 0 (t) = kP (t) bP 2 (t)
4. Solve for coefficients and insert in y(x) series.
Newtons Law of Cooling
Laplace Transforms
T 0 (t) = k(T (t) Ta )
Transform Pairs
Oscillations
mx00 (t)
+ kx(t) = 0
mx00 (t) + bx0 (t) + kx(t) = 0
mx00 (t) + bx0 (t) + kx(t) = F (t)
Types of Damped Oscillation
Overdamped, b2 > 4mk
Critically Damped, b2 = 4mk
Underdamped, b2 < 4mk
eat
tn
sin t
cos t
sinh at
Numerical Methods
cosh at
Eulers Method
y0 = y(x0 ),
yn = yn1 + xf (xn1 , yn1 ),
c x
n=0 n
1. Let y(x) =
Reduction of Order
Given y1 (x) satisfies L[y] = 0, find solution of L[y] = f as
v(x) = v(x)y1 (x). z = v 0 satisfies a first order linear ODE.
(x, y) (M (x, y) dx + N (x, y) dy) = du(x, y)
My = Nx
N
M
= M
N
.
x
y
y
x
My Nx
N
Series Solutions
Given y1 (x) satisfies L[y] = 0, find second linearly independent
solution as v(x) = v(x)y1 (x). z = v 0 satisfies a separable ODE.
Non-Exact Form
If
Nonhomogeneous Problems
H(t a)
n = 1, . . . , N.
(t a)
c
s
1
,
sa
n!
,
sn+1
s>a
s>0
s2 + 2
s
s2 + 2
a
s2 a2
s
s2 a2
eas
, s>0
s
eas , a 0, s > 0
Laplace Transform Properties
L[af (t) + bg(t)] = aF (s) + bG(s)
d
L[tf (t)] = F (s)
ds
h i
df
L
= sF (s) f (0)
dt
2
d f
L
= s2 F (s) sf (0) f 0 (0)
dt2
L[eat f (t)] = F (s a)
L[H(t a)f (t a)] = eas F (s)
L[(f g)(t)] = L[
f (t u)g(u) du] = F (s)G(s)
0
Solve Initial Value Problem
1. Transform DE using initial conditions.
2. Solve for Y (s).
3. Use transform pairs, partial fraction decomposition, to
obtain y(t).
Bessel Functions, Jp (x), Np (x)
Gamma
R Functions
x1 t
(x) =
t
e
0
(x + 1) = x(x).
dt,
x > 0.
Systems of Differential Equations
Planar Systems
x0 = ax + by
y 0 = cx + dy.
x00 (a + d)x0 + (ad bc)x = 0.
Matrix Form
0
x
x
a b
=
y
c d
y0
Guess x = vet Av = v.
x0 =
Solution Behavior
Stable Node: 1 , 2 < 0.
Unstable Node: 1 , 2 > 0.
Saddle: 1 2 < 0.
Center: = i.
Stable Focus: = + i, < 0.
Unstable Focus: = + i, > 0.
x2 y 00 + xy 0 + (x2 p2 )y = 0.
Matrix Solutions
Let x0 = Ax.
Find eigenvalues i
Ax.
Eigenvalue Problem
Av = v.
Find Eigenvalues: det(A I) = 0
Special Functions
Find Eigenvectors (A I)v = 0 for each .
Cases
Legendre Polynomials
Real, Distinct Eigenvalues: x(t) = c1 e1 t v1 + c2 e2 t v2
dn
2 1)n
(x
Pn (x) = 2n1n! dx
n
Repeated Eigenvalue: x(t) = c1 et v1 + c2 et (v2 + tv1 ), where
(1 x2 )y 00 2xy 0 + n(n + 1)y = 0.
Av2 v2 = v1 for v2 .
(n + 1)Pn+1 (x) = (2n +P
1)xPn (x) nPn1 (x), n = 1, 2, . . . . Complex Conjugate Eigenvalues: x(t) =
g(x, t) = 1
=
P (x)tn , |x| 1, |t| < 1.
c1 Re(et (cos t + i sin t)v) + c2 Im(et (cos t + i sin t)v).
n=0 n
12xt+t2
vi1
vi2
Form the Fundamental Matrix Solution:
v11 e1 t v21 e2 t
=
v12 e1 t v22 e2 t
General Solution: x(t) = (t)C for C
Find C: x0 = (t0 )C C = 1 (t0 )x0
Particular Solution: x(t) = (t)1 (t0 )x0 .
Principal Matrix solution: (t) = (t)1 (t0 ).
Particular Solution: x(t) = (t)x0 .
Note: 0 = A, (t0 ) = I.
Find eigenvectors vi =
Nonhomogeneous Matrix Solutions
R t 1
x(t) = (t)C + (t)
(s)f (s) ds
Rt0t 1
x(t) = (t)x0 + (t)
t0
2 2 Matrix Inverse
1
a
c
b
d
1
det A
d
c
(s)f (s) ds
b
a
