Dierential Equations Study Guide1

First Order Equations

(1) (2) General Form of ODE: dy = f (x, y ) dx Initial Value Problem: y = f (x, y ), y (x0 ) = y0

Linear Equations
(3) (4) (5) (6) General Form: y + p(x)y = f (x) Integrating Factor: (x) = e d ((x)y ) = (x)f (x) = dx 1 General Solution: y = (x)f (x)dx + C (x)
p(x)dx

Method for Solving Exact Equations: 1. Let = 2. Set M (x, y )dx + h(y ) = N (x, y ) y 3. Simplify and solve for h(y ). 4. Substitute the result for h(y ) in the expression for from step 1 and then set = 0. This is the solution. Alternatively: 1. Let = 2. Set N (x, y )dx + g (x) = M (x, y ) x 3. Simplify and solve for g (x). 4. Substitute the result for g (x) in the expression for from step 1 and then set = 0. This is the solution.

Homeogeneous Equations
(7) (8) (9) General Form: y = f (y/x) Substitution: y = zx = y = z + xz dx dz = f (z ) z x

The result is always separable in z : (10)

Integrating Factors
Case 1: If P (x, y ) depends only on x, where (18) then (19) is exact. (x)M (x, y )dx + (x)N (x, y )dy = 0 P (x, y ) = M y Nx = (y ) = e N
P (x)dx

Bernoulli Equations
(11) (12) General Form: y + p(x)y = q (x)y n Substitution: z = y 1n z + (1 n)p(x)z = (1 n)q (x)

The result is always linear in z : (13)

Exact Equations
(14) (15) (16) (17)
1

Case 2: If Q(x, y ) depends only on y , where (20) Then (21) is exact. (y )M (x, y )dx + (y )N (x, y )dy = 0 Q(x, y ) = Nx M y = (y ) = e M
Q(y )dy

General Form: M (x, y )dx + N (x, y )dy = 0 M N Text for Exactness: = y x Solution: = 0 where M= and N = x y

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Second Order Linear Equations

General Form of the Equation
(22) (23) (24) General Form: a(t)y + b(t)y + c(t)y = g (t) Homogeneous: a(t)y + b(t)y + c(t) = 0 Standard Form: y + p(t)y + q (t)y = f (t) Heuristics for Undetermined Coecients (Trial and Error)
If f (t) = Pn (t) Pn (t)eat Pn (t)eat sin bt or Pn (t)eat cos bt then guess that yP = ts (A0 + A1 t + + An tn ) ts (A0 + A1 t + + An tn )eat ts eat [(A0 + A1 t + + An tn ) cos bt +(A0 + A1 t + + An tn ) sin bt]

The general solution of (22) or (24) is (25) y = C1 y1 (t) + C2 y2 (t) + yp (t)

Method of Reduction of Order

When solving (23), given y1 , then y2 can be found by solving (36) y1 y2 y1 y2 = Ce
p(t)dt

where y1 (t) and y2 (t) are linearly independent solutions of (23).

Linear Independence and The Wronskian

The solution is given by Two functions f (x) and g (x) are linearly dependent if there exist numbers a and b, not both zero, such that af (x) + bg (x) = 0 y2 = y1 for all x. If no such numbers exist then they are linearly inde- (37) pendent. If y1 and y2 are two solutions of (23) then (26) (27) Wronskian: W (t) = y1 (t)y2 (t) y1 (t)y2 (t) Abels Formula: W (t) = Ce
p(t)dt

p(x)dx

dx

y1 (x)2

Method of Variation of Parameters

If y1 (t) and y2 (t) are a fundamental set of solutions to (23) then a particular solution to (24) is (38) yP (t) = y1 (t) y2 (t)f (t) dt + y2 (t) W (t) y1 (t)f (t) dt W (t)

and the following are all equivalent: 1. {y1 , y2 } are linearly independent. 2. {y1 , y2 } are a fundamental set of solutions. 3. W (y1 , y2 )(t0 ) = 0 at some point t0 . 4. W (y1 , y2 )(t) = 0 for all t. (39) (40)

Cauchy-Euler Equation
ODE: ax2 y + bxy + cy = 0 Auxilliary Equation: ar(r 1) + br + c = 0

Initial Value Problem

(28) y + p(t)y + q (t)y = 0 y (t0 ) = y0 y (t0 ) = y1

The solutions of (39) depend on the roots of (40): (41) (43) Real Roots: y = C1 xr1 + C2 xr
2

(42) Repeated Root: y = C1 xr + C2 xr ln x Complex: y = x [C1 cos( ln x) + C2 sin( ln x)]

Linear Equation: Constant Coecients

(29) (30) (31) (32) Homogeneous: ay + by + cy = 0 Non-homogeneous: ay + by + cy = g (t) Characteristic Equation: ar2 + br + c = 0 b b2 4ac Quadratic Roots: r = 2a Real Roots(r1 = r2 ) : yH = C1 er1 t + C2 er2 t Repeated(r1 = r2 ) : yH = (C1 + C2 t)er1 t Complex(r = i ) : yH = et (C1 cos t + C2 sin t)

Series Solutions
(44) (x x0 )2 y + (x x0 )p(x)y + q (x)y = 0

If x0 is a regular point of (44) then

(45)

y1 (t) = (x x0 )n
k=0

ak (x xk )k

The solution of (29) is given by: (33) (34) (35)

At a Regular Singular Point x0 : (46) (47) Indicial Equation: r2 + (p(0) 1)r + q (0) = 0

First Solution: y1 = (x x0 )

r1 k=0

ak (x xk )k

The solution of (30) is y = yP + hH where yh is given by (33) through (35) and yP is found by undetermined coecients or Where r1 is the larger real root if both roots of (46) are real or reduction of order. either root if the solutions are complex.