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ODE Formula Sheet

The document summarizes several methods for solving different types of differential equations: 1. The Integration Factor Method uses an integrating factor μ to transform a non-homogeneous equation into an exact differential equation. 2. Separable equations can be solved by separating variables and integrating both sides. 3. The Method of Reduction of Order finds a second solution y2 given a first solution y1 by solving a reduced first order differential equation for the coefficient v. 4. Constant Coefficient equations can be solved by finding the characteristic polynomial and determining the solution form based on the number/type of roots.

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226 views

ODE Formula Sheet

The document summarizes several methods for solving different types of differential equations: 1. The Integration Factor Method uses an integrating factor μ to transform a non-homogeneous equation into an exact differential equation. 2. Separable equations can be solved by separating variables and integrating both sides. 3. The Method of Reduction of Order finds a second solution y2 given a first solution y1 by solving a reduced first order differential equation for the coefficient v. 4. Constant Coefficient equations can be solved by finding the characteristic polynomial and determining the solution form based on the number/type of roots.

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John
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Integration Factor Method: Theorem of Superimposition:

- For ​y’+p(t)y = g(t) ​the I(t) = e​∫p(t)dt - If y​1​ = y​2​ are both solutions to the differential
- I(t)*y = ∫ g(t)*I(t)dt. equation:
- L(y) = y” + p(t)y’ + q(t)y = 0, then:
Separable Equations: - ỹ = Ay1​ + By​2 is​ also a solution
- M(x) + N(y)y’ = 0
=> M(x)dx + N(y)dy = 0 Exact Differential Equations:
=>∫ M(x)dx = ∫ -N(y)dy ​will yield - M(x,y) + N(x,y)y’ = 0
implicit solution. - With M​y​ = N​x
- ψ(x,y) is the solution with ψ​x​ = M, ψ​y
Making a DE exact with an integrating factor μ w/: =N
- μ*M​y​ = μ*N​x - Step 1: Set ψ(x,y) = ∫ M(x)dx + F(y)
- Can take form μ(x), μ(y), or μ(x,y) - Step 2: Take partial dy of resulting ψ(x,y)
- Find by solving (μ*M)​y​ = (μ*N)​x - Integrate both sides to solve for F(y)
- Step 3: Solve for ψ(x,y) + C = 0

Wronskian and Fundamental Sets:


- W(y​1​,y​2​) = y​1​*y​2​’ - y​1​’*y​2
- If y​1​ & y​2​ solve L(y) = y” + p(t)y’ + q(t)y = 0 & W(y​1​,y​2​) ≠ 0, y​1​& y​2​ form a ​Fundamental Set​.
- If y​1​ & y​2​ (as general solutions) form a fundamental set, then any solution to L(y) = 0 has the form Ay​1​ + By​2

Constant Coefficient:
- L(y) = ay’’ + by’ + cy = 0, A ≠ 0.
- L(y) = y” + (b/a)y’ + (c/a)y = 0, is standard
form.
- Characteristic polynomial: p(r) = ar​2​ + br + c
- 3 possible cases:
- 2 real roots (r​1​,r​2​): Ae​r1t​ + Be​r2t
- 1 double root (r​1​=r​2​): Ae​rt​ + Bte​rt
- 2 complex roots (r​1​ = λ + iμ, r​2​ = λ - iμ): Ae​λt​cos(μt) + Be​λt​sin(μt)

Euler’s Formula:​ e​μi​ = cos(μ) + i sin(μ)

Method of Reduction of Order:


- L(y) = y” + p(t)y’ + q(t)y = 0 (homogenous)
- Assume you have y​1​ with L(y​1​) = 0 (solves equation).
- Find y​2​ such that: L(y​2​) = 0, W(y​1​,y​2​) ≠ 0
- y​2​ = v*y​1
=> y​2​’ = v’*y​1 ​+ v*y​1​’
=> y​2​” = v”*y​1 +​ 2v’*y​1​’ + v*y​1​”
- L(y​2​) = (v”*y​1 +​ 2v’*y​1​’ + v*y​1​”) + p(t)(v’*y​1 +​ v*y​1​’) + q(t)(v*y​1​)
= v(y” + p(t)y’ + q(t)y) + (v”*y​1 +​ 2v’*y​1​’ + v’p(t)y​1​)
- v must satisfy v”*y​1 ​+ 2v’*y​1​’ + v’p(t)y​1​ = 0.
- Let w = v’
=> y​1​w’​ +​ w(2y​1​’ + p(t)y​1​) = 0. This is a first order diff eq.
- Solve for w, integrate to find v and calculate y​2​ = v*y​1

Lemma:​ suppose L(y) = y” + p(t)y’ + q(t)y = 0


- p(t), q(t) are real, & ф(t) = u(t) + i v(t) is a solution, then u(t) and v(t) are both solutions.

If not enough eigenvectors in a general real solution problem:


- Use vector w with (A - λI)w = v(of repeated eigenvalue)

How to find stability of critical points of an autonomous system:


1. Find roots of x’ and y’
2. Find jacobian matrix [ f​xx​ f​xy ]​
[ f​yx​ f​yy ]​
3. Find eigenvalues of jacobian evaluated at critical points
4. Determine stability from table.

Abel’s theorem:
- For y​(n)​ + p​n​(t)y​(n-1)​ + … + p​n​(t) = 0
- W = e​-∫p(t)dt​ which yields a first order DE for y​2

Lyapunov Mechanics:
- Vdot = V​x​*x’ + V​y​*y’

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