Ordinary Differential Equations

First Order Equations

dy dy
Z Z
Separable Equations: = g(x) h(y) =⇒ = g(x) dx.
dx h(y)
dy
First Order Linear Equations: + p(x) y = q(x),
dx
nZ o Z
Integrating Factor I(x) = exp p(x) dx =⇒ I(x) y = I(x) q(x) dx.

dy y 
Homogeneous Equations: = f ,
dx x
y(x) dy dv
substitution v(x) = =⇒ = x + v = f (v).
x dx dx

d2 y dy
Second Order Linear Equations with Constant Coefficients a + b + cy = f (x)
dx2 dx
Auxilliary Equation: am2 + bm + c = 0, with roots m = m1 and m2 .

Complementary Function: (A, B are arbitrary constants)

m1 6= m2 (m1 , m2 ∈ R): y CF = A em1 x + B em2 x ,

m1 = m2 (m1 , m2 ∈ R): y CF = (Ax + B) em1 x ,
 
m1 = α + iβ, m2 = α − iβ: y CF = eαx A cos(βx) + B sin(βx) .

Particular Integral (‘trial functions’):

• f (x) = a0 + a1 x + . . . + an xn
c 6= 0: y PI = b0 + b1 x + . . . + bn xn ,
c = 0, b 6= 0 : y PI = x (b0 + b1 x + . . . + bn xn ) ,
c = b = 0, a 6= 0 : y PI = x2 (b0 + b1 x + . . . + bn xn ) .

• f (x) = k eλx (k, λ 6= 0)

λ 6= m1 , m2 : y PI = B eλx .
λ = m1 or λ = m2 (m1 6= m2 ) : y PI = B x eλx
λ = m1 = m2 : y PI = B x2 eλx .

• f (x) = P cos(µx) + Q sin(µx)

m1 , m2 6= ±iµ : y PI = A1 cos(µx) + A2 sin(µx)
 
m1 , m2 = ±iµ : y PI = x A1 cos(µx) + A2 sin(µx) .
 Functions of Two Variables: Partial Derivatives
Chain Rules
∂z dz ∂u ∂z dz ∂u
• z = f (u) where u = u(x, y) : = , = .
∂x du ∂x ∂y du ∂y

dz ∂z du ∂z dv
• z = f (u, v) where u = u(t), v = v(t) : = + .
dt ∂u dt ∂v dt
• z = f (u, v) where u = u(x, y), v = v(x, y) :
∂z ∂z ∂u ∂z ∂v ∂z ∂z ∂u ∂z ∂v
= + , = + .
∂x ∂u ∂x ∂v ∂x ∂y ∂u ∂y ∂v ∂y

∂z ∂z
Total Differential of z(u, v) : dz = du + dv.
∂u ∂v

Directional derivatives of f in the direction of (non-zero) vector d:

d ∂f ∂f
∇f · , where ∇f = i + j.
|d| ∂x ∂y

Stationary points on a surface

∂f ∂f
Point (a, b) is a stationary point for the surface z = f (x, y) if = = 0 at (a, b).
∂x ∂y
local minimum: fxx fyy − (fxy )2 > 0 and fxx > 0 (or fyy > 0),

local maximum: fxx fyy − (fxy )2 > 0 and fxx < 0 (or fyy < 0),

saddle point: fxx fyy − (fxy )2 < 0,

unknown: fxx fyy − (fxy )2 = 0.

Double and Repeated Integrals

ZZ
Volume lying above region R in the xy-plane, under the surface z = f (x, y): Rf (x, y) dA.

 
If R = (x, y) : g(x) ≤ y ≤ h(x) and a ≤ x ≤ b = (x, y) : p(y) ≤ x ≤ q(y) and c ≤ x ≤ d ,
then ZZ Z b Z h(x) Z d Z q(y)
Rf (x, y) dA = f (x, y) dy dx = f (x, y) dx dy.
a g(x) c p(y)

Polar coordinates
ZZ ZZ
If x = r cos θ and y = r sin θ : Rf (x, y) dx dy = Rf (r cos θ, r sin θ) r dr dθ.
 Maclaurin and Taylor Series

Maclaurin series (valid in a neighbourhood of x = 0):

1 ′ 1 ′′ 1 (n)
f (x) = f (0) + f (0) x + f (0) x2 + . . . + f (0) xn + . . .
1! 2! n!

Taylor series (valid in a neighbourhood of x = a):

1 ′ 1 ′′ 1 (n)
f (x) = f (a) + f (a) (x − a) + f (a) (x − a)2 + . . . + f (a) (x − a)n + . . .
1! 2! n!

Standard Maclaurin series

α(α − 1) 2 α(α − 1)(α − 2) 3
(1 + x)α = 1 + αx + x + x + ... (|x| < 1, α ∈ R)
2! 3!
1 2 1
ln(1 + x) = x − x + x3 − . . . (−1 < x ≤ 1)
2 3
x2 x3 x4
ex = 1 + x + + + + ... for all x ∈ R
2! 3! 4!
x3 x5 x7
sin(x) = x − + − + ... for all x ∈ R
3! 5! 7!
x2 x4 x6
cos(x) = 1 − + − + ... for all x ∈ R
2! 4! 6!
x3 x5 x7
sinh(x) = x + + + + ... for all x ∈ R
3! 5! 7!
x2 x4 x6
cosh(x) = 1 + + + + ... for all x ∈ R.
2! 4! 6!

L’Hôpital’s Rule
f (x) f ′ (x) f ′ (a)
If f (a) = 0, g(a) = 0 and g ′(a) 6= 0 : lim = lim ′ = ′ .
x→a g(x) x→a g (x) g (a)
f (x) f (a)
′′
If f (a) = g(a) = 0, f ′ (a) = g ′(a) = 0 and g ′′(a) 6= 0 : lim = ′′ .
x→a g(x) g (a)

Taylor’s Theorem and Error Estimation

f ′′ 1
f (x) = f (a) + f ′ (a)(x − a) + (a)(x − a)2 + . . . + f (n) (a)(x − a)n + Rn ,
2! n!
1
Rn = f (n+1) (c)(x − a)n+1 where c is some value that lies between a and x.
(n + 1)!
 Logarithms and Functions of One Variable
ln(ab) = ln(a) + ln(b), ln(ab ) = b ln(a),
 
d   d 1 g ′ (x)
f (x) g(x) = f ′ (x) g(x) + f (x) g ′(x) , = − 2 ,
dx dx g(x) g(x)
   
d f (x) f ′ (x) g(x) − f (x) g ′(x) d


= 2 , f g(x) = f ′ g(x) g ′(x),
dx g(x) 
g(x) dx
f (x)
Z ′ Z Z

′
dx = ln f (x) + c, f g(x) g (x) dx = f (u) du [u = g(x)].
f (x)

Functions of a Complex Variable

Complex Trigonometric and Hyperbolic Functions

For complex numbers z:

ei z + e−iz eiz − e−iz

cos(z) = , sin(z) = ,
2 2i
ez + e−z ez − e−z
cosh(z) = , sinh(z) = ,
2 2

cosh(i z) = cos(z) , sinh(i z) = i sin(z) ,

cos(i z) = cosh(z) , sin(i z) = i sinh(z) .