A

A Brief Review of Elementary Ordinary

Differential Equations
At various points in the material we will be covering, we will need to recall and use material
normally covered in an elementary course on ordinary differential equations. In these notes, we
will very briey review the main topics that will be needed later. For more complete discussions
of these topics, see your old introductory text on ordinary differential equations, or see your
instructors treatment of these topics.
1
A.1 Basic Terminology
Recall: A differential equation (often called a de) is an equation involving derivatives of an
unknown function. If the unknown can be assumed to be a function of only one variable (so the
derivatives are the ordinary derivatives from Calc. I), then we say the differential equation is
an ordinary differential equation (ode). Otherwise, the equation is a partial differential equation
(pde). Our interest will just be in odes. In these notes, the variable will usually be denoted by x
and the unknown function by y or y(x) .
Recall, also, for any given ordinary differential equation:
1. The order is the order of the highest order derivative of the unknown function explicitly
appearing in the equation.
2. A solution is any function (or formula for a function) that satises the equation.
3. A general solution is a formula that describes all solutions to the equation. Typically, the
general solution to a k
th
order ode contains k arbitrary/undetermined constants.
4. Typically, a differential equation problem consists of a differential equation along with
some auxiliary conditions the solution must also satisfy (e.g., initial values for the
solution). In practice you usually nd the general solution rst, and then choose values
for the undetermined constants so that the auxiliary conditions are satised.
1
available online at www.math.uah.edu/howell/DEtext.
1/25/2012
Review of Elementary ODEs Appendix & Page: A2
A.2 Some Analytic Methods for Solving First-Order
ODEs
(Warning: Here, the word analytic just means that the method leads to exact formulas for
solutions, as opposed to, say, a numerical algorithm that gives good approximations to particular
solutions at xed points. Later in this course, the word analytic will mean something else.)
Separable Equations

A rst-order ode is separable if it can be written as

dy
dx
= g(x)h(y) .
Such a de can be solved by the following procedure:
1. Get it into the above form (i.e., the derivative equaling the product of a function of x
(the g(x) above), with a function of y (the above h(y) ).
2. Divide through by h(y) (but also consider the possibility that h(y) = 0 ).
3. Integrate both sides with respect to x (dont forget an arbitrary constant).
4. Solve the last equation for y(x) .
!

Example A.1: Consider nding the general solution to

dy
dx
= 2x
_
y
2
+1
_
.
Going through the above steps:
1
y
2
+1
dy
dx
= 2x

_
1
y
2
+1
dy
dx
dx =
_
2x dx
arctan(y) = x
2
+ c
y = tan
_
x
2
+c
_
.
Linear Equations

A rst-order ode is said to be linear if it can be written in the form

dy
dx
+ p(x)y = q(x)
where p(x) and q(x) are known functions of x . Such a differential equation can be solved by
the following procedure:

see, also, chapter 4 of www.math.uah.edu/howell/DEtext

see, also, chapter 5 of www.math.uah.edu/howell/DEtext

version: 1/25/2012
Review of Elementary ODEs Appendix & Page: A3
1. Get it into the above form.
2. Compute the integrating factor
(x) = e
_
p(x) dx
(dont worry about arbitrary constants here).
3. (a) Multiply the equation from the rst step by the integrating factor.
(b) Observe that, by the product rule, the left side of the resulting equation can be
rewritten as
d
dx
[y] , thus giving you the equation
d
dx
[(x) y(x)] = (x) q(x) .
4. Integrate both sides of your last equation with respect to x , and solve for y(x) . Dont
forget the arbitrary constant.
!

Example A.2: Consider nding the general solution to

x
dy
dx
+ 4y = 21x
3
.
Dividing through by x gives
dy
dx
+
4
x
y = 21x
2
.
So the integrating factor is
(x) = e
_
p(x) dx
= e
_
4/x dx
= e
4 ln x
= x
4
.
Multiplying the last differential equation above by this integrating factor and then continuing
as described in the procedure:
x
4
_
dy
dx
+
4
x
y
_
= x
4
_
21x
2
_
x
4
dy
dx
+ 4x
3
y = 21x
6
.
But, by the product rule,
d
dx
_
x
4
y(x)
_
= x
4
dy
dx
+ 4x
3
y ,
and so we can rewrite our last differential equation as
d
dx
_
x
4
y(x)
_
= 21x
6
.
This can be easily integrated and solved:
_
d
dx
_
x
4
y(x)
_
dx =
_
21x
6
dx
x
4
y(x) = 3x
7
+ c
y(x) =
3x
7
+ c
x
4
y(x) = 3x
3
+ cx
4
.
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Review of Elementary ODEs Appendix & Page: A4
Two notes on this method:
1. The formula for the integrating factor (x) is actually derived from the requirement that
d
dx
[(x) y(x)] =
dy
dx
+
d
dx
y =
dy
dx
+ py ,
which is the observation made in step 3b of the procedure. This means that must
satisfy the simple differential equation
d
dx
= p .
2. Many texts state a formula for y(x) in terms of p(x) and q(x) . The better texts also
state that memorizing and using this formula is stupid.
Other Methods
Other methods for solving rst-order ordinary differential equations include the integration of
exact equations, and the use of either clever substitutions or more general integrating factors to
reduce difcult equations to either separable, linear or exact equations. See a good de text if
you are interested.
A.3 Higher-Order Linear Differential Equations
Basics

An N
th
order differential equation is said to be linear if it can be written in the form
a
0
y
(N)
+ a
1
y
(N1)
+ + a
N2
y

+ a
N1
y

+ a
N
y = f
where f and the a
k
s are known functions of x (with a
0
(x) not being the zero function). The
equation is said to be homogeneous if and only if f is the zero function (i.e., is always 0 ).
Recall that, if the equation is homogeneous, then we have linearity, that is, whenever y
1
and y
2
are two solutions to a homogeneous linear differential equation, and a and b are any two
constants, then y = ay
1
+ by
2
is another solution to the differential equation. In other words,
the set of solutions to a homogeneous linear differential equations is a vector space of functions.
(Isnt it nice to see vector spaces again?)
Recall further, that
1. The general solution to an N
th
order linear homogeneous ordinary differential equation
is given by
y(x) = c
1
y
1
(x) + c
2
y
2
(x) + + c
N
y
N
(x)
where the c
k
s are arbitrary constants and
{y
1
, y
2
, . . . , y
N
}

see, also, chapter 12, sections 1 3, and chapter 14 of www.math.uah.edu/howell/DEtext

version: 1/25/2012
Review of Elementary ODEs Appendix & Page: A5
is a linearly independent set of solutions to the homogeneous de. (i.e., {y
1
, y
2
, . . . , y
N
}
is a basis for the N-dimensional space of solutions to the homogeneous differential
equation.)
2. Ageneral solution to an N
th
order linear nonhomogeneous ordinary differential equation
is given by
y(x) = y
p
(x) + y
h
(x)
where y
p
is any particular solution to the nonhomogeneous ordinary differential equation
and y
h
is a general solution to the corresponding homogeneous ode.
In real applications, N is usually 1 or 2 . On rare occasions, it may be 4 , and, even
more rarely, it is 3 . Higher order differential equations can arise, but usually only in courses on
differential equations. Do note that if N = 1 , then the differential equation can be solved using
the method describe for rst order linear equations (see page A2).
Notes About Linear Independence
Recall that a set of functions
{y
1
(x), y
2
(x), . . . , y
N
(x)}
is linearly independent if and only if none of the y
k
s can be written as a linear combination of
the other y
k
s . There are several ways to test for linear independence. The one usually discussed
in de texts involves the corresponding Wronskian W(x) , given by
W =

y
1
y
2
y
3
y
n
y
1

y
2

y
3

y
n

y
1

y
2

y
3

y
n

.
.
.
.
.
.
.
.
.
.
.
.
.
.
.
y
1
(n1)
y
2
(n1)
y
3
(n1)
y
n
(n1)

.
The test is that the set of N solutions
{y
1
(x), y
2
(x), . . . , y
N
(x)}
to some given N
th
-order homogeneous linear differential equation is linearly independent if and
only if
W(x
0
) = 0
for any point in the interval over which these y
k
s are solutions.
This is a highly recommended test when N > 2 , but, frankly, it is silly to use it when
N = 2 . Then, we just have a pair of solutions
{y
1
(x), y
2
(x)}
and any such pair is linearly independent if and only if neither function is a constant multiple of
each other, and THAT is usually obvious upon inspection of the two functions.
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Review of Elementary ODEs Appendix & Page: A6
Second-Order Linear Homogeneous Equations with
Constant Coefcients

Consider a differential equation of the form

ay

+ by

+ cy = 0
where a , b , and c are (real) constants. To solve such an equation, assume a solution of the
form
y(x) = e
r x
(where r is a constant to be determined), and then plug this formula for y into the differential
equation. You will then get the corresponding characteristic equation for the de,
ar
2
+ br + c = 0 .
Solve the characteristic equation. Youll get two values for r ,
r = r

=
b

b
2
4ac
2a
(with the possibility that r
+
= r

). Then:
1. If r
+
and r

are two distinct real values, then the general solution to the differential
equation is
y(x) = c
1
e
r
+
x
+ c
2
e
r

x
where c
1
and c
2
are arbitrary constants.
2. If r
+
= r

, then r
+
is real and the general solution to the differential equation is
y(x) = c
1
e
r
+
x
+ c
2
xe
r
+
x
where c
1
and c
2
are arbitrary constants. (Note: The c
2
xe
r
+
x
part of the solution can be
derived via the method of reduction of order.)
3. If r
+
or r

is complex valued, then they are complex conjugates of each other,

r
+
= + i and r

= i
for some real constants and . The general solution to the differential equation can
then be written as
y(x) = c
1
e
( + i)x
+ c
2
e
( i)x
where c
1
and c
2
are arbitrary constants. However, because
e
( i)x
= e
x
[cos(x) i sin(x)] ,
the general solution to the differential equation can also be written as
y(x) = C
1
e
x
cos(x) + C
2
e
x
sin(x)
where C
1
and C
2
are arbitrary constants. In practice, the later formula for y is usually
preferred because it involves just real-valued functions.

see, also, chapter 16 of www.math.uah.edu/howell/DEtext

version: 1/25/2012
Review of Elementary ODEs Appendix & Page: A7
!

Example A.3: Consider

y

4y

+ 13y = 0 .
Plugging in y = e
r x
, we get
d
2
dx
2
_
e
r x
_

d
dx
_
e
r x
_
+ 13
_
e
r x
_
= 0
r
2
e
r x
4re
r x
+ 13e
r x
= 0
r
2
4r + 13 = 0 .
Thus,
r =
(4)
_
(4)
2
4 13
2
=
4

36
2
= 2 3i .
So the general solution to the differential equation can be written as
y(x) = c
1
e
(2+3i )x
+ c
2
e
(23i )x
or as
y(x) = C
1
e
2x
cos(3x) + C
2
e
2x
sin(3x) ,
with the later formula usually being preferred.
Second-Order Euler Equations

A second-order Euler equation

2
is a differential equation that can be written as
ax
2
y

+ bxy

+ cy = 0
where a , b , and c are (real) constants. To solve such an equation, assume a solution of the
form
y(x) = x
r
(where r is a constant to be determined), and then plug this formula for y into the differential
equation, and solve for r .
With luck, you will get two distinct real values for r , r
1
and r
2
, in which case, the general
solution to the differential equation is
y(x) = c
1
x
r
1
+ c
2
x
r
2
where c
1
and c
2
are arbitrary constants.
With less luck, you only complex values for r , or only one value for r . See see your old
de text or chapter 19 of www.math.uah.edu/howell/DEtext to see what to do in these
cases.

see, also, chapter 19 of www.math.uah.edu/howell/DEtext

2
also called a Cauchy-Euler equation
version: 1/25/2012
Review of Elementary ODEs Appendix & Page: A8
!

Example A.4: Consider

x
2
y

+ xy

9y = 0 .
Plugging in y = x
r
, we get
x
2
d
2
dx
2
_
x
r
_
+ x
d
dx
_
x
r
_
9
_
x
r
_
= 0
x
2
_
r(r 1)x
r2
_
+ x
_
r x
r1
_
9
_
x
r
_
= 0
r
2
x
r
r x
r
+ r x
r
9x
r
= 0
r
2
9 = 0
r = 3 .
So the general solution to the differential equation is
y(x) = c
1
x
3
+ c
2
x
3
.
Other Methods
For solving more involved homogeneous second-order odes, there is still the method of Frobenius
(which we will later discuss in some detail). You may also want to look up the method of reduction
of order inyour olddifferential equationtext or chapter 13of www.math.uah.edu/howell/DEtext
(or see the last problem in the next homework list).
For solving nonhomogeneous second-order odes, you may want to recall the methods of
undetermined coefcients (aka the method of guess) and variation of parameters.
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Review of Elementary ODEs Appendix & Page: A9
Additional Exercises
A.1. In this set, all the differential equations are rst-order and separable.
a. Find the general solution for each of the following:
i.
dy
dx
= xy 4x ii.
dy
dx
= 3y
2
y
2
sin(x)
iii.
dy
dx
= xy 3x 2y + 6 iv.
dy
dx
=
y
x
b. Solve each of the following initial-value problems.
i.
dy
dx
2y = 10 with y(0) = 8
ii. y
dy
dx
= sin(x) with y(0) = 4
iii. x
dy
dx
= y
2
y with y(1) = 2
A.2. In this set, all the differential equations are linear rst-order equations.
a. Find the general solution for each of the following:
i.
dy
dx
+ 2y = 6 ii.
dy
dx
+2y = 20e
3x
iii.
dy
dx
= 4y + 16x iv.
dy
dx
2xy = x
b. Solve each of the following initial-value problems:
i.
dy
dx
+ 5y = e
3x
with y(0) = 0
ii. x
dy
dx
+ 3y = 20x
2
with y(1) = 10
iii. x
dy
dx
= y + x
2
cos(x) with y
_

2
_
= 0
A.3. Find the general solution to each of the following second-order linear equations with
constant coefcients. Express your solution in terms of real-valued functions only.
a. y

9y = 0 b. y

+ 9y = 0
c. y

+ 6y

+ 9y = 0 d. y

+ 6y

9y = 0
e. y

6y

+ 9y = 0 f. y

+ 6y

+ 10y = 0
g. y

4y

+ 40y = 0 h. 2y

5y

+ 2y = 0
A.4. Solve the following initial-value problems:
a. y

7y

+ 10y = 0 with y(0) = 5 and y

(0) = 16
b. y

10y

+ 25y = 0 with y(0) = 1 and y

(0) = 0
c. y

+ 25y = 0 with y(0) = 4 and y

(0) = 15
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Review of Elementary ODEs Appendix & Page: A10
A.5. Find the general solution to each of the following Euler equations on (0, ) :
a. x
2
y

5xy

+ 8y = 0 b. x
2
y

2y = 0
c. x
2
y

2xy

= 0 d. 2x
2
y

xy

+ y = 0
A.6. Solve the following initial-value problems involving Euler equations:
a. x
2
y

6xy

+ 10y = 0 with y(1) = 1 and y

(1) = 7
b. 4x
2
y

+ 4xy

y = 0 with y(4) = 0 and y

(4) = 2
A.7. Find the general solution to each of the following:
a. y

+ 2y = 3
b. xy

+ 2y = 8
c. y

+
1
x
y = 2e
x
2
d. y

+ a
2
y = 0 where a is a positive constant
e. y

a
2
y = 0 where a is a positive constant
f. y

+ 4y

5y = 0
g. y

6y

+ 9y = 0
h. x
2
y

6xy

+ 10y = 0
i. x
2
y

9xy

+ 25y = 0 (See following note)

Note: For the last one, start by assuming y = x
r
as described for Cauchy-Euler
equations. This will lead to one solution. To nd the full solution, assume
y(x) = x
r
v(x)
where r is the exponent just found and v(x) is a function to be determined. Plug this
into the differential equation, simplify, and you should get a relatively easy differential
equation to solve for v(x) (it may help to let u(x) = v

(x) at one point). Solve for

v (dont forget any arbitrary constants) and plug the resulting formula into the above
formula for y . There, youve just done reduction of order.
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Review of Elementary ODEs Appendix & Page: A11
Some Answers to Some of the Exercises
WARNING! Most of the following answers were prepared hastily and late at night. They
have not been properly proofread! Errors are likely!
1a i. y = 4 + A exp
_
1
2
x
2
_
1a ii. y =
_
c 3x cos(x)
_
1
and y = 0
1a iii. y = 3 + A exp
_
1
2
x
2
2x
_
1a iv. y = Ax
1b i. y = 5 +3e
2x
1b ii. y =
_
18 2 cos(x)
1b iii. y = 2(2 x)
1
2a i. y = 3 +ce
2x
2a ii. y = 4e
3x
+ce
2x
2a iii. y = ce
4x
4x 1
2a iv. y = ce
x
2

1
2
2b i.
1
2
_
e
3x
e
5x
_
2b ii. 4x
2
+6x
3
2b iii. x[sin(x) 1]
3a. y(x) = c
1
e
3x
+ c
2
e
3x
3b. y(x) = c
1
cos(3x) + c
2
sin(3x)
3c. y(x) = c
1
e
3x
+ c
2
xe
3x
3d. y(x) = c
1
e
(3+3

2)x
+ c
2
e
(33

2)x
3e. y(x) = c
1
e
3x
+ c
2
xe
3x
3f. y(x) = c
1
e
3x
cos(x) + c
2
e
3x
sin(x)
3g. y(x) = c
1
e
2x
cos(6x) + c
2
e
2x
sin(6x)
3h. y(x) = c
1
e
2x
+ c
2
e
x/2
4a. 3e
2x
+ 2e
5x
4b. e
5x
5xe
5x
4c. 4 cos(5x) 3 sin(5x)
5a. y = c
1
x
2
+c
2
x
4
5b. y = c
1
x
2
+c
2
x
1
5c. y = c
1
+c
2
x
3
5d. y = c
1
x +c
2

x
6a. y = 3x
5
4x
2
6b. y = 4x
1/2
16x
1/2
7a. 3 +ce
2x
7b. 4 +cx
2
7c.
_
e
x
2
+c
_
/x
7d. c
1
cos(ax) +c
2
sin(ax)
7e. c
1
e
ax
+c
2
e
ax
7f. c
1
e
x
+c
2
e
5x
7g. c
1
e
3x
+c
2
xe
3x
7h. c
1
x
2
+c
2
x
5
7i. c
1
x
5
+c
2
x
5
ln |x|
version: 1/25/2012