Summary of Ordinary Differential Equations
Summary of Ordinary Differential Equations
Summary of Ordinary Differential Equations
Exact if
t
y
Implicit solution M (t )dt h( y ) such that
M,
N
t
y
Integrating factors
Make it so M and N become related by the product rule
M Ny ' ( yO)
If p is integrable then, e p (t ) dt
N M
y
t
y
t
If it is known that is a function of only y or t, then simplify
First order linear ODE solution
( y (t ) (t )) g (t ) (t ) F
In general, M
y (t ) (t ) F
t
F (t ) F (t0 ) (t ) g (t )dt
t0
t
Complex conjugate roots: r i, y e (C1 cos( t ) C2 sin( t ))
Wronskian matrix (Second order)
f g
W ( f , g )(t )
f g
If f and g are linearly independent, W 0 for all t
For two solutions y1 , y2 to y py gy 0
pdt
W Ce
Higher order: Nth order: rows are f, g, h, etc, and columns are D0, D1, D2, etc.
Up to Midterm 2
Higher-order homogenous DE with constant coefficients (very similar to 2nd-order)
Find roots to characteristic equation
Complex will come in pairs, do cos/sin thing
Multiple roots, multiply by increasing powers of t
Non-homogeneous second order DE
Solution is sum of steady-state (particular) and transient (complementary) solution
Transient is solution of homogenous equation
Steady-state is the solution to the non-homogenous equation, unique to IVCs
Solving for steady-state solutions
Reduction of order
Have one solution
Guess y2 (t ) u (t ) y1 (t ) , differentiate, plug in, find u
Y yiui
i 1
Wi
gdt
W
Wi is the Wronskian with the ith column replaced by [0,0,1]
Undetermined coefficients
Guess solutions form, find arbitrary coefficients
t
g e t , guess y p Ae
g sin( t ) , guess y p A sin( t ) B sin( t )
ui
Non-constant coefficients
Series Solution (for a neighborhood near an ordinary point a [ p (a ) y, p( a) 0 ])
i
Solution is of the form y ai t
n 0
n 1
n2
i 1
i 2
Derive to get y iait , y i (i 1)ai t
n 0
n 0
i
Find solution by plugging coefficients into y ai t
n0
Up to Final
Cauchy-Euler Equation
n
a y
i 0
(i )
x i 0, ax 2 y bxy cy 0, an 1
Complex r: given x r er ln x x i x ei ln x
y | x | (c1 cos( ln | x |) c2 sin( ln | x |))
Can shift x by x0 (singular point) by x-x0 into x
Singular Points
py qy ry 0 , x0 singular if p(x0)=0
q
r
x x0 ) , lim( x x0 ) 2 finite (they are analytic), else irregular
Regular if xlim(
x0
x
x
0
p
p
Solutions near a Regular Singular Point
n 0
n 0
n
2
n
xq/p and x2r/p analytic at x=x0, so ( x x0 ) p pn ( x x0 ) , ( x x0 ) q qn ( x x0 )
r n
r n 1
, y an (r n)(r n 1) x r n 2
Assume solution y an x , y an (r n) x
n0
n 0
r+n
n 0
Get some power series in x as well as an x term, the same as the n=0 equation case
xr coefficient=0 is the indicial equation, roots are exponents at the singularity
Solve in order highest to lowest since usually lower root is more complicated
Solve lower roots only if they do not differ by an integer (else complicated)
Combine sums, coefficient=0 yields a series equation, solve for each root from the indicial equation
Laplace Transformation
L{ f (t )} F ( s ) e st f (t )dt
0
at
Exists if f (t ) Ke for t>M; a, K, M, constants, K>0, M>0 on s>a
Laplace transformation is linear
L{ f (t )} sL{ f (t )} f (0)
n
L{ f ( n ) (t )} s n L{ f (t )} s n i f ( i 1) (0)
i 1