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ODE Cheat Sheet

This document provides a review of important concepts in ordinary differential equations, including: 1) It lists several common types of differential equations such as explicit, implicit, separable, exact, and linear equations. 2) It outlines various solution methods for differential equations including the method of undetermined coefficients and variation of parameters. 3) It discusses the order of differential equations and defines initial and boundary value problems. It also covers the definition of a solution and different families of solutions.

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Muhammad Rizwan
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4K views2 pages

ODE Cheat Sheet

This document provides a review of important concepts in ordinary differential equations, including: 1) It lists several common types of differential equations such as explicit, implicit, separable, exact, and linear equations. 2) It outlines various solution methods for differential equations including the method of undetermined coefficients and variation of parameters. 3) It discusses the order of differential equations and defines initial and boundary value problems. It also covers the definition of a solution and different families of solutions.

Uploaded by

Muhammad Rizwan
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
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ORDINARY DIFFERENTIAL EQUATION REVIEW SHEET I [28/10/2015]

IMPORTANT
EQUATIONS
R
R

Explicit
Dependent variable can be separated, x + 2y = 0

udv = uv vdu
d(lnx)
= x1
dx
d
(sin
x)
= cos(x)
dx
d
(cos
x)
= sin(x)
dx
d
(tan
x)
= sec2 (x)
dx
d
(csc x) = csc(x) cot(x)x
dx
d
(sec x) = sec(x) tan(x)
dx
d
(cot x) = csc2 (x)
dx
0

g
( fg )0 = f gf
g2
Leibniz Rule:

Singular Solution: ???

Partial Differential Equation


One or more functions of two or more independent
variables.

Order of DE
dy 3
+ 5( dx
) 4y = ex
 4

u
2u
2 4 +
=0
x
t2

dy
dx

Dependent variable y and its

dy
, ...
dx

g(x): constant, polynomial, exponential, sin, cos

Method of Undetermined Coefficients


Example:
10, x2 5x, 15x + 8e x, sin(3x) 5x cos(2x), xex (3x2 1)
Not Applicable: ln x, x1 , tan(x), arcsin(x)
1: A

LINEAR EQUATIONS

depend at most on the

dy
(1 y) dx
+ 2y = ex

+ sin(y) = 0
+ y2 = 0

Homogeneous & Non-Homogeneous DE


Linear, Separable & Exact DE
Solutions of DE
nth

A solution of
order DE is a function that possesses
atleast n derivative. F (x, (x), 0 (x), ..., ( n)(x)) = 0 for all x
in I.
Trivial: A solution of an nth-order ordinary differential
equation is a function phi that possesses at least n
derivatives.
Implicit
Dependent variable cannot be separated,
sin(x + ey ) = 3y

5x + 7 : Ax + B

+ a0 (x)y = g(x)

3x2 2 : Ax2 + Bx + C

Property

sin(4x) : A cos(4x) + B sin(4x)

1. Standard Form: y 0 + P (x)y = f (x)


2. Integrating Factor: I(x) = e

cos(4x) : A cos(4x) + B sin(4x)

P (x)dx

Variation of Parameters

3. Differential Equation: (I(x)y)0 = I(x)f (x)


R
4. Integration: I(x)y = I(x)f (x)dx + C
R

1
I(x)f (x)dx + C
5. Solution: y = I(x)

Complementary Solution: yc = c1 .y1 + c2 .y2


Wronskian: W (y1 , y2 )
f (x) from Standard Form: y 00 + P y 0 + qy = f (x)

Solution: y = yc (homogeneous) + yp (non homogeneous)


Autonomous DE: When a1 , a0 &g(x) are constants.
Initial Value Problem: Has unique solution.
Interval: P &f (x) are continuous
Singular Points: Values of x for which a1 (x) = 0

Linear Equations
dn y
dn1 y
dy
SOLVE:an (x) dx
n +an1 (x) dxn1 +...a1 (x) dx +a0 (x)y
0
n1
IC: y(x0 ) = y0 , y (x0 ) = y1 , ..., y
(x0 ) = yn1

= g(x)

Initial Value Problem


Unique Sol: an (x), an1 , ..., a0 (x) and g(x) continuous
on interval I and an (x) 6= 0 for every x in this interval.
Boundary Value Problem

Real & Equal:y = c1 em1 x + c2 xem2 x

Particular Solution

4. Constant Solution:

Non-Linear DE
d2 y
dx2
d4 y
dx4

= g(x)f (y)

1
1. Separate x & y: f (y)
dy = g(x)dx
R 1
R
2. Integral f (y) dy = g(x)dx + C

3. Solution:

are first degree

Real & Distinct Roots: y = c1 em1 x + c2 em2 x


Complex & Conjugate: y = eax (c1 cos x + c2 sin x),
where m1 = + ,m2 =

SEPARABLE EQUATIONS

Linear DE
The coefficient of y and
independet variable x.

= 0.2xy

dy
a1 (x) dx
dy
, ...
derivative dx

ay00 + by0 + cy = 0 Let y = emx , Auxiliary


Equation: am2 + bm + c = 0

Independent variable doesnt appear explicitly. (Dont change


dy
= 1 y2
over time) Autonomous, dx
dy
dx

A constant multiple is also a solution of homogeneous


DE.

Second Order Equations

Directional Fields
Autonomous DE

Non-autonomous,

Superposition Principle: y = c1 y1 (x) + c2 y2 (x) + ... + ck yk (x)


Notes:

Homogeneous linear DE always posses trivial solution


y = 0.

INITIAL VALUE PROBLEM


SOLUTION CURVES

Ordinary Differential Equation


One or more function with respect to a single
independent variable.

d y
dx2

No Sol

Families of Solution: One parameter family of


solution, n-parameter family of solution, particular
solution.

Types of Differential Equations

Order 2:
Order 4:

Unique Sol

Particular

DEFINITION

Infinite Many Sol

Determine u1 & u2 , where u01 =

w1
w

& u02 =

w2
w

Particular Solution: yp = u1 .y1 + u2 .y2


Complete Solution: y = yc + yp

Greens
Theorem
R
yp (x) =
Steps:

x
xo

G(x, t)f (t)dt, G(x, t) =

y1 (t)y2 (x)y1 (x)y2 (t)


W (t)

Complementary Solution: y1 & y2


w(t):
Green Function: G(x, t) =
Particular Solution: yp (x)

y1 (t).y2 (x)y1 (x)y2 (t)


w(t)
Rx
= x G(x, t)f (t)dt
0

Linear System
X 0 = AX + F

Unique Solution: A(t), F (t) be continuous on interval I


that contains t0

c 2015 RiZ
Copyright

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