0% found this document useful (0 votes)
45 views3 pages

Linear Differential Equations Overview

The document discusses solving higher order linear differential equations (DEs) with constant coefficients by converting them into an eigenvalue problem. It explains that the DE can be written as a matrix equation where the eigenvalues and eigenvectors of the matrix correspond to the natural solutions of the DE. The natural solutions then form a basis to write the general solution of the DE using undetermined coefficients. Special cases like repeated or complex eigenvalues are also covered.

Uploaded by

tunio.bscsf21
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
0% found this document useful (0 votes)
45 views3 pages

Linear Differential Equations Overview

The document discusses solving higher order linear differential equations (DEs) with constant coefficients by converting them into an eigenvalue problem. It explains that the DE can be written as a matrix equation where the eigenvalues and eigenvectors of the matrix correspond to the natural solutions of the DE. The natural solutions then form a basis to write the general solution of the DE using undetermined coefficients. Special cases like repeated or complex eigenvalues are also covered.

Uploaded by

tunio.bscsf21
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

HLE with constant Coefficients Linear: Eigenvalue Problem

𝑎𝑦 ′′ (𝑥) + 𝑏𝑦 ′ (𝑥) + 𝑐𝑦𝑓(𝑥) = 𝑓(𝑥) → (𝑖) ⇒ 𝑋 ′ = 𝐴𝑋

𝑦(𝑥) = 𝑦0 (𝑥) + 𝑦𝑝 (𝑥) Find eigenvalue det⁡(𝐴 − 𝜆𝐼) = 0


𝑦(𝑥) = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) Find eigenvector (𝐴 − 𝜆𝐼)𝑋 = 0 for each 𝜆
Causes (Eigenvalues)
 Constant Coefficients (Using equation no 1) Distinct: 𝑥(𝑡) = 𝑐1 𝑒 𝜆1 𝑡 𝑣1 + 𝑐2 𝑒 𝜆2 𝑡 𝑣2
Repeated: 𝑥(𝑡) = 𝑐1 𝑒 𝜆𝑡 𝑣1 + 𝑐2 𝑒 𝜆𝑡 (𝑡𝑣1 + 𝑣2 )
𝑦(𝑥) = 𝑒 𝑟𝑥 ⇒ 𝑎𝑟 2 + 𝑏𝑟 + 𝑐 = 0
Complex: 𝑋1 = [𝐵1 cos⁡𝛽𝑡 − 𝐵2 sin⁡𝛽𝑡]𝑒 𝛼𝑡
𝑋2 = [𝐵2 cos⁡𝛽𝑡 + 𝐵1 sin⁡𝛽𝑡]𝑒 𝛼𝑡
Cases (roots)
Distinct ⇒ 𝑦𝑐 (𝑥) = 𝑐1 𝑒 r𝑥 + 𝑐2 𝑒 r2 𝑥
𝑥(𝑡) = 𝑐1 𝑋1 + 𝑐2 𝑋2
Repeated ⇒ 𝑦𝑐 (𝑥) = (𝑐1 + 𝑐2 𝑥)𝑒 𝑟𝑥
Complex ⇒ 𝑦𝑐 (𝑥) = (𝑐1 Cos⁡𝛽𝑥 + 𝑐2 Sin⁡𝛽𝑥)𝑒 𝛼𝑥 ⁡⇒ 𝑥 ′ = 𝐴𝑋 + 𝐹(𝑡)
⇒ Annihilator approach 𝑥𝑐 (𝑡) = 𝑐1 𝑋1 + 𝑐2 𝑋2 : 𝜙(𝑡) = [𝑋1 𝑋2 ]
𝑥𝑝 (𝑡) = 𝜙 ′ (𝑡)[𝜙 −1 (𝑡)𝐹(𝑡)𝑑𝑡
if 𝐿(𝑓) = 0 𝑋 = 𝑋𝑐 (𝑡) + 𝑋𝑝 (𝑡)

1, 𝑥, 𝑥 2 , 𝑥 3 ⋯ , 𝑥 𝑛−1 ⇒ 𝐷 𝑛+1 : (𝑥 𝑛 ) = 0 Half-Angle Identities


(1𝑒 𝛼𝑥 , 𝑥𝑒 𝛼𝑥 , ⋯ , 𝑥 𝑛−1 𝑒 𝛼𝑥 ⇒ (𝐷 − 𝛼)𝑛 (𝑥 𝑛−1 ⋅ 𝑒 𝛼𝑥 ) = 0
𝐴 1 + cos⁡𝐴
cos⁡( ) = ±√
𝑒 𝛼𝑥 cos⁡𝛽𝑥, 𝑥𝑒 𝛼𝑥 cos⁡𝛽𝑥, −𝑥 𝑛−1 𝑒 𝛼𝑥 cos⁡𝛽𝑥 2 2
[𝐷 2 − 2𝛼𝐷 + (𝛼 2 + 𝛽 2 )](𝑥 𝑛−1 𝑒 𝛼𝑥 cos⁡𝛽𝑥) = 0
𝐴 1 − cos⁡𝐴
sin⁡( ) = ±√
NHLE with variation of parameters 2 2
𝑊1
𝑦𝑐 (𝑥) = 𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥): 𝑈1′ = 𝐴 1 − cos⁡𝐴
𝑊 tan⁡( ) = ±√
𝑊2 2 1 + cos⁡𝐴
𝑦𝑝 (𝑥) = 𝑈1 𝑦1 (𝑥) + 𝑈2 𝑦2 (𝑥): 𝑈2′ = 𝐴 sin⁡𝐴
𝑊
tan⁡( ) =
2 1 + cos⁡𝐴
Modeling with Higher ODE 𝐴 1 − cos⁡𝐴
tan⁡( ) =
2 sin⁡𝐴
 F=kx , 𝑊 = 𝑚𝑔
 𝑚𝑥 ′′ + 𝑘𝑥 = 0 Eq of motion Double-Angle Identities

 𝑥 ′′ + 𝑤 2 𝑥 = 0 ⇒ 𝐷𝐸 of free undamped equation cos⁡(2𝐴) = cos2 𝐴 − sin2 𝐴


𝜔2 = k/m, 𝑇 = 2𝜋/𝜔, 𝑓 = 𝜔/2𝜋 cos⁡(2𝐴) = 1 − 2sin2 𝐴
 𝑥(𝑡) = 𝐴sin⁡(𝜔𝑡 + 𝜙), 𝐴 = √𝑐12 + 𝑐22 , tan⁡𝜙 = 𝑐1
𝑐 cos⁡(2𝐴) = 2cos2 𝐴 − 1
2

 ′′ ′ 2
𝑥 + 2𝜆𝑥 + 𝜔 𝑥 ⇒ 0 ⇒ DE of free damped equation sin⁡(2𝐴) = 2sin𝐴cos𝐴
𝛽
2𝜆 = , quasi Period = 2𝜋/√𝜔 2 − 𝜆2 2tan𝐴
𝑚 tan⁡(2𝐴) =
1 − tan2 𝐴
 𝑥(𝑡) = 𝐴𝑒 −𝜆𝑡 sin⁡√𝜔 2 − 𝜆2 (𝑡) + 𝜙
 𝑥 ′′ + 2𝜆𝑥 ′ + 𝑤 2 𝑥 = 𝐹(𝑡) ⇒ 𝐷𝐸 of Driven motion Sin(A+B)= SinACosB + CosASinB
𝑓(𝑡)
𝐹(𝑡) = 𝑚 Cos(A+B)= CosACosB - SinASinB

Done by Johi chawala


Derivative Rules Hyperbolic Functions Integration Formulas
Exponential Functions
𝑑 𝑥 𝑑 cuemath
(𝑒 ) = 𝑒 𝑥 (sinh⁡𝑥) = cosh⁡𝑥 THE MATH EXPERT
𝑑𝑥 𝑑𝑥
𝑑 𝑥 𝑑 𝑥 𝑛+1
(𝑎 ) = 𝑎 𝑥 ln⁡𝑎 (cosh⁡𝑥) = sinh⁡𝑥 ⁡∫ ⁡ 𝑥 𝑛 𝑑𝑥 = + 𝐶, 𝑛 ≠ 1
𝑑𝑥 𝑑𝑥 𝑛+1
𝑑 𝑔(𝑥) 𝑑
(𝑒 ) = 𝑒 𝑔(𝑥) 𝑔′ (𝑥) (tanh⁡𝑥) = sech2 ⁡𝑥 ⁡∫ ⁡ 𝑑𝑥 = 𝑥 + 𝐶
𝑑𝑥 𝑑𝑥
𝑑
𝑑𝑥
(𝑎 𝑔(𝑥) ) = ln⁡( a )a 𝑔(𝑥) 𝑔′ (𝑥) 𝑑
(csch⁡𝑥) = −csch⁡𝑥coth⁡𝑥 ⁡∫ ⁡ cos⁡𝑥𝑑𝑥 = sin⁡𝑥 + 𝐶
𝑑𝑥
Trigonometric Functions 𝑑
(sech⁡𝑥) = −sech⁡𝑥tanh⁡𝑥 ∫ ⁡ sin 𝑥𝑑𝑥 = − cos 𝑥 + 𝐶
𝑑𝑥
𝑑 𝑑
(sin⁡𝑥) = cos⁡𝑥 (coth⁡𝑥) = −csch⁡𝑥 ⁡∫ ⁡ sec 2 ⁡𝑥𝑑𝑥 = tan⁡𝑥 + 𝐶
𝑑𝑥 𝑑𝑥
𝑑
(cos⁡𝑥) = −sin⁡𝑥 ⁡∫ ⁡ cosec 2 ⁡𝑥𝑑𝑥 = −cot⁡𝑥 + 𝐶
𝑑𝑥 Inverse Hyperbolic Functions
𝑑
(tan⁡𝑥) = sec 2 ⁡𝑥 𝑑 1
𝑑𝑥 (sinh−1 ⁡𝑥) = ⁡∫ ⁡ sec⁡𝑥tan⁡𝑥𝑑𝑥 = sec⁡𝑥 + 𝐶
𝑑 𝑑𝑥 √1 + 𝑥 2
(csc⁡𝑥) = −csc⁡𝑥cot⁡𝑥 𝑑 1
𝑑𝑥 ⁡∫ ⁡ cosec⁡𝑥cot⁡𝑥𝑑𝑥 = −cosec⁡𝑥 + 𝐶
𝑑 (cosh−1 ⁡𝑥) = ,𝑥 > 1
𝑑𝑥 √𝑥 2 − 1 𝑑𝑥
(sec⁡𝑥) = sec⁡𝑥tan⁡𝑥
𝑑𝑥 𝑑 1 ⁡∫ ⁡ = sin−1 ⁡𝑥 + 𝐶
𝑑 (tanh−1 ⁡𝑥) = , |𝑥| < 1 √1 − 𝑥 2
(cot⁡𝑥) = −csc 2 ⁡𝑥 𝑑𝑥 1 − 𝑥2 𝑑𝑥
𝑑𝑥 𝑑 −1 ⁡∫ ⁡ = −cos−1 ⁡𝑥 + 𝐶
(csch−1 ⁡𝑥) = ,𝑥 ≠ 0 √1 − 𝑥 2
𝑑𝑥 |𝑥|√1 − 𝑥 2
Inverse Trigonometric Functions 𝑑𝑥
𝑑 −1 ⁡∫ ⁡ = tan−1 ⁡𝑥 + 𝐶
(sech−1 ⁡𝑥) = ,0 < 𝑥 < 1 1 + 𝑥2
𝑑 1 𝑑𝑥 𝑥√1 − 𝑥 2
(sin−1 ⁡𝑥) = , 𝑥 ≠ ±1 𝑑𝑥
𝑑𝑥 √1 − 𝑥 2 𝑑 1 ⁡∫ ⁡ = −cot −1 ⁡𝑥 + 𝐶
(coth−1 ⁡𝑥) = , |𝑥| > 1 1 + 𝑥2
𝑑 −1 𝑑𝑥 1 − 𝑥2 𝑑𝑥
(cos −1 ⁡𝑥) = , 𝑥 ≠ ±1 ⁡∫ ⁡ = sec −1 ⁡𝑥 + 𝐶
𝑑𝑥 √1 − 𝑥 2 2
Derivatives of Logarithmic 𝑥√𝑥 − 1
𝑑 1 𝑑𝑥
−1
(tan ⁡𝑥) = Functions
𝑑𝑥 1 + 𝑥2 ⁡∫ ⁡ = −cosec −1 ⁡𝑥 + 𝐶
𝑑 −1 𝑥√𝑥 2 − 1
(cot −1 ⁡𝑥) = 𝑑 1
𝑑𝑥 1 + 𝑥2 ln⁡(𝑥) = ⁡∫ ⁡ 𝑒 𝑥 𝑑𝑥 = 𝑒 𝑥 + 𝐶
𝑑𝑥 𝑥
𝑑 1 𝑑 1 ′
−1
(sec ⁡𝑥) = , 𝑥 ≠ ±1,0 ln⁡[𝑓(𝑥)] = 𝑓 (𝑥) 𝑑𝑥
𝑑𝑥 2
𝑥√𝑥 − 1 𝑑𝑥 𝑓(𝑥) ⁡∫ ⁡ = log⁡|𝑥| + 𝐶
𝑥
𝑑 −1 𝑑 1
(csc −1 ⁡𝑥) = , 𝑥 ≠ ±1,0 𝑎𝑥
𝑑𝑥 2 log 𝑎 (
⁡ 𝑥) = ⁡∫ ⁡ 𝑎 𝑥 𝑑𝑥 = +𝐶
𝑥√𝑥 − 1 𝑑𝑥 𝑥ln⁡𝑎 ln⁡𝑎
𝑑 1
log 𝑎 ⁡[𝑓(𝑥)] = 𝑓 ′ (𝑥)
𝑑𝑥 𝑓(𝑥)ln⁡𝑎
∫ tan⁡𝑥𝑑𝑥 = −log⁡|cos⁡𝑥| + 𝑐
∫ 𝑢𝑑𝑣 = 𝑢𝑣 − (∫ 𝑣)𝑑𝑢
∫ sec⁡𝑥𝑑𝑥 = log⁡|sec⁡𝑥 + tan⁡𝑥| + 𝑐
∫ 𝑥𝑒 𝑥 𝑑𝑥 = 𝑥𝑒 𝑥 − 𝑒 𝑥 + 𝑐
1 1 ∫ csc⁡𝑥𝑑𝑥 = log⁡|csc⁡𝑥 − cot⁡𝑥| + 𝑐
∫ 𝑥 ln 𝑥 𝑑𝑥 = 𝑥 2 ln⁡𝑥 − 𝑥 2 + 𝐶
2 4 ∫ cot⁡𝑥𝑑𝑥 = log⁡|sin⁡𝑥| + 𝑐

Done by Johi chawala


Done by Johi chawala

You might also like