Notes

Abhinav Pradeep
October 29, 2023

1 Multivariate Limits
1.1 Continuity in calculus of one variable
To prove f is continuous at c,

lim f = lim− f
x→c+ x→c
+
For c ,

∀ϵ > 0, ∃δ > 0 s.t for 0 < x − c < δ

|f (x) − L| < ϵ
Analogously, for c− ,

∀ϵ > 0, ∃δ > 0 s.t for − δ < x − c < 0

|f (x) − L| < ϵ

1.2 Limits in calculus of one variable

f :R→R
To prove that limx→c f (x) = L

∀ϵ > 0, ∃δ > 0 s.t for 0 < |x − c| < δ

|f (x) − L| < ϵ

1.3 Euclidean distance in R2

For P, Q ∈ R2 , where P = (P1 , P2 ), Q = (Q1 , Q2 )
p
D(P, Q) = (P1 − Q1 )2 + (P1 − Q1 )2

1
1.4 Euclidean distance in Rn
For P, Q ∈ Rn , where P = (P1 , P2 , P3 ...Pn ), Q = (Q1 , Q2 , Q3 ...Qn )
v
u n
uX
D(P, Q) = t (Pi − Qi )2
i=1

1.5 Convergence of a sequence Rn

NOTE: SEQUENCES ARE DENOTED WITH SUPERSCRIPT

Consider (xi )i∈N ∈ Rn , limi→∞ (xi )i∈N = X ∈ Rn if

∀ϵ > 0, ∃I ∈ N s.t ∀i ≥ I,

D(xi , X) < ϵ

1.6 Continuity of multivariate functions

f : Rn → Rm
To prove f is continuous at X,

∀ sequences (xi )i∈N such that:

lim (xi )i∈N = X

i→∞

we have that:

lim f (xi ) = f (X)

i→∞

Similar process for

f : D → Rm
Where

D ⊆ Rn
Considering the set of all sequences that converge at X is equivalent to considering the set of all
directions possible ∈ Rn or ∈ D that X can be approached from. Hence, where the single variable case
considers approaches to X + and X − , the multivariate case considers approaches from all directions
possible in abstract Rn
1.7 Limits of multivariate functions
f : Rn → Rm
To prove

lim f (x) = L
x→C

∀ϵ > 0, ∃δ > 0 s.t for 0 < D(x, C) < δ

D(f (x), L) < ϵ

1.8 Limit laws

Let lim(x,y)→(a,b) f (x, y) = L and lim(x,y)→(a,b) g(x, y) = M

lim (f ± g) = L ± M
(x,y)→(a,b)

lim (f × g) = L × M
(x,y)→(a,b)
 
f L
lim =
(x,y)→(a,b) g M

lim kf = kL
(x,y)→(a,b)

Suppose that lim(x,y)→(a,b) f (x, y) = L AND g(x) continuous at L. Then, lim(x,y)→(a,b) g(f (x, y)) = g(L)

1.9 Finding limits of multivariate functions

Factoring: Try cancelling out the denominator.

Radical Conjugate: Removing the square root in the bottom

Squeeze Theorem:

f ≤g≤h

lim f= lim h=L

(x,y)→(a,b) (x,y)→(a,b)

Therefore, by the squeeze theorem, lim(x,y)→(a,b) g = L

Change of variables: Set two new variable u and v such that the limit can be split up into two separate
single variable limits.
2 Multivariate Derivatives
NOTE: || : Rn → R where for V ∈ Rn , |V | = D(0, V )

2.1 Differentiability
f : Rn → Rm is differentiable at X ∈ Rn if ∃T such that:

|f (x + h) − f (x) − T h|
lim =0
h→0 |h|
Where h ∈ Rn

2.2 Directional Derivatives

For f : Rn → R and f differentiable on Rn , derivative in the direction of unit vector V ∈ Rn is defined
as:

|f (x + V h) − f (x)|
DV f (x) = lim
h→0 |h|
Where h ∈ Rn

When extended to f : Rn → Rm , where f can we written as f = (f1 , f2 , f3 , ...fm ), it can be proved

that DV f exists iff DV fk exists ∀k ∈ [1, m]. In this case,

DV f = (DV f1 , DV f2 , DV f3 , ...DV fm )

2.3 Partial Derivatives

Partial derivatives are a special case of DV f where V is a standard basis vector such as ei , ej , ek ... etc.
In this case it is written as:
∂f
Di f ⇔
∂xi
2.3.1 Clairaut’s Theorem
If f : R2 → R have all partial derivatives up to second order continuous at (a, b) then:

∂ 2f ∂ 2f
=
∂x∂y ∂y∂x

2.4 Total Derivative

For f : Rn → Rm the total derivative can be defined:
 
Df = (D1 f )T (D2 f )T (D3 f )T ... (Dn f )T
Which forms :
 
D1 f1 D2 f1 D3 f1 ... Dn f1
 D1 f2 D2 f2 D3 f2 ... Dn f2 
Df =  ..
 
.. .. .. .. 
 . . . . . 
D1 fm D2 fm D3 fm ... Dn fm
In such case Df is also called the Jacobian matrix Jf (⃗x) where ⃗x ∈ Rn :
 
D1 f1 (⃗x) D2 f1 (⃗x) D3 f1 (⃗x) ... Dn f1 (⃗x)
 D1 f2 (⃗x) D2 f2 (⃗x) D3 f2 (⃗x) ... Dn f2 (⃗x) 
Jf (⃗x) = 
 
.. .. .. .. .. 
 . . . . . 
D1 fm (⃗x) D2 fm (⃗x) D3 fm (⃗x) ... Dn fm (⃗x)

For f : Rn → R the total derivative, which is called the gradient ∇, can be defined as:

∇f = (D1 f, D2 f, D3 f, ...Dn f )
The gradient ∇f points in the direction of maximum increase of the function f .

The magnitude |∇f | gives the slope (rate of increase) along this maximal direction

2.5 Derivative Laws

2.5.1 Linearity
Consider f : Rn → Rm , g : Rn → Rm which are totally differentiable at x ∈ Rn

f + g : Rn → Rm
Is totally differentiable at x and

D(f (x) + g(x)) = Df (x) + Dg(x)

Alternatively, in Jacobian notation,

Jf +g (x) = Jf (x) + Jg (x)

 λf : Rn → Rm , λ ∈ R
Is totally differentiable at x and

D(λf (x)) = λDf (x)

Alternatively, in Jacobian notation,

Jλf (x) = λJf (x)

2.5.2 Chain rule

For f : Rn → R and ui : Rm → R and x ∈ Rm
n
∂ X ∂ ∂
f (u1 (x), u2 (x), u3 (x), . . . un (x)) = ui (x) · f (u1 , u2 , u3 , . . . uk )
∂x i=1
∂x ∂u i

3 Tangent Plane
Consider f : R2 → R
Let z = f (x, y)

The plane tangent to z = f (x, y) at some point P⃗ = (a, b, f (a, b)) is of the form:

⃗n(⃗r) = ⃗n(P⃗ )
Where ⃗n is the vector normal to z = f (x, y) at P⃗ . This would be:

⃗n = (1, 0, Dx f ) × (0, 1, Dy f )
Where (1, 0, Dx f ) denotes how much f (x, y) changes in the x direction and (0, 1, Dy f ) denotes how
much f (x, y) changes in the y direction.

Alternatively, a (1, 0, Dx f ) and (0, 1, Dy f ) can be obtained by considering F : R2 → R3 as:

 
x
F (x, y) =  y 
f (x, y)
This communicates the same idea as original f (x, y). In this case,

Dx F = (1, 0, Dx f )
Dy F = (0, 1, Dy f )
Either way,
 
i j k
⃗n = det 1 0 Dx f 
0 1 Dy f

⃗n = −(Dx f )i − (Dy f )j + k
 ⃗n = (−Dx f, −Dy f, 1)
Let ⃗r = (x, y, z)

⃗n(⃗r) = ⃗n(P⃗ )

(−Dx f, −Dy f, 1)(x, y, z) = (−Dx f, −Dy f, 1)(a, b, f (a, b))

−(Dx f )x − (Dy f )y + z = −(Dx f )a − (Dy f )b + f (a, b)

z = (Dx f )x − (Dx f )a + (Dy f )y − (Dy f )b + f (a, b)

z = (Dx f )(x − a) + (Dy f )(y − b) + f (a, b)

4 Optimization on f : Rn → R
4.1 Definition of local extrema
Consider f : Rn → R
Define Bϵ (x) = {a ∈ Rn |D(x, a) < ϵ}

If f has a local maximum at X, then ∃ϵ > 0 such that:

f (X) ≥ f (x) ∀x ∈ Bϵ (X)

If f has a local minimum at X, then ∃ϵ > 0 such that:

f (X) ≤ f (x) ∀x ∈ Bϵ (X)

Isolated extrema remove the equals.

4.2 Definition of local extrema in terms of ∇f

Consider f : Rn → R

If f has local extrema at X,

 
0
0
∇f (x) =  .. 
 
.
0
If f has a local maximum at X,

Hf (X) = Negative definite

If f has a local minimum at X,
 Hf (X) = Positive definite
If f has a saddle point at X,

Hf (X) = Indefinite

4.3 Definite and indefinite matrices

Definition:
M is positive definite iff:

xT M x > 0 ∀x ∈ Rn
M is negative definite iff:

xT M x < 0 ∀x ∈ Rn
M is indefinite iff:

xT M x = 0 ∀x ∈ Rn

4.3.1 Regarding eigenvalues

M is positive definite if and only if all of its eigenvalues are positive.
M is negative definite if and only if all of its eigenvalues are negative
M is indefinite if and only if it has both positive and negative eigenvalues.

4.4 Hessian determinant test

For a Hessian of the form:
 
fx,x fx,y
fy,x fy,y
If determinant = 0, inconclusive.

D < 0 (-ve) implies saddle point.

D > 0 (+ve) and fx,x > 0 (+ve) implies minimum.

D > 0 (+ve) and fx,x < 0 (-ve) implies maximum.

4.5 Constrained optimization and Lagrange multipliers

The problem:
Given:

f : Rn → R

gi : Rn → R, i ∈ [1, m]
Optimize f with respect to constraints gi = 0 ∀i ∈ [1, m]

gi = 0 forms a contour or level curve. From below proof, it is evident the ∇gi (x) ⊥ (gi = 0)@x:

Consider r(t) which satisfies

gi (r(t)) = 0

d
gi (r(t)) = 0
dt
d
∇gi · r(t) = 0 − (1)
dt
QED

Next consider f (r(t)). f (r(t)) need not be a level curve.

However, it is intuitive and a fact that the minimums and maximums of f (r(t)) will occur
where f (r(t)) is flat.

That is, where

d
f (r(t)) = 0
dt
d
∇f · r(t) = 0 − (2)
dt
Putting (1) and (2) together allows for a formulation that is independent of parameterization:
Maximums and minimums occur when:
m
X
∇f = λi ∇gi
i=1

With the added initial constraints of:

gi = 0 ∀i ∈ [1, m]
5 Arc Length
Arc length

s
n 2  2  2
X ∆x ∆y ∆y
s = lim + + ∆t
n→∞
i=1
∆t ∆t ∆t
Therefore, for some curve r in R that is parametrized as r(t) : R → R3 :
3

Z b
s= |r′ (t)|dt
a

6 Line integrals
Given f : R2 → R. For some curve C ∈ R2 , that can be parametrized as r : [a, b] → C,
Z
I= f (r)ds
C
3
Parametrize the curve as r(t) : [a, b] → R . By the arc length formula:

ds = |r′ (t)|dt
Hence,
Z Z b
f (r)ds = f (r(t)) |r′ (t)| dt
C a

7 Polar Co-Ordinates
Go from (x, y) to (r, θ)

x = r cos (θ)
y = r sin (θ)
Go from (r, θ) to (x, y)
 p
r= x2 + y 2
y
θ = arctan
x

8 Vector fields
Vector fields are defined as F : Rn → Rn . In this case, n is usually 3 F : R3 → R3

8.1 Line integral over a vector field

Line integral over a field measures contribution of field along the path.

Hence, add these contributions up:

Z
= F · T ds
C

If C is parametrized by r(t) : [a, b] → R3 , the tangent vector

dr
T =
ds
Z Z
F · T ds ⇐⇒ F · dr
C C
Z b
= F (r(t)) · r′ (t) dt
a
8.2 Conservative vector fields
Conservative vector field F : Rn → Rn is such that:

F = ∇f
Where f : Rn → R. More explicitly,
 
∂f ∂f ∂f ∂f
F = , , , ...
∂x1 ∂x2 ∂x3 ∂xn
This property leads to the fact that the line integral is path independent:
Z b
F (r(t)) · r′ (t) dt
a

r(t) = (x(t), y(t))

f (r(t)) = f (x(t), y(t))

F (r(t)) = ∇f (r(t))
 
∂f ∂f
F (r(t)) = ,
∂x ∂y
Hence,
Z b   
∂f ∂f dx dy
, · , dt
a ∂x ∂y dt dt
Z b 
∂f dx ∂f dy
+ dt
a ∂x dt ∂y dt
By inverse chain rule,
Z b
df
dt
a dt
Z r(b)
df
r(a)

= f (r(b)) − f (r(a))
8.2.1 Easy way to check for 2D conservative vector fields
Assume F is conservative. Hence,
 
∂f ∂f
F = ,
∂x ∂y
By Clairauts theorem,

∂ 2f ∂ 2f
=
∂x∂y ∂y∂x
Hence,
∂F2 ∂F1
=
∂x ∂y

9 Physics stuff
9.1 Motion in conservative fields
9.1.1 Conservation of energy derivation
Given some conservative field,

F = ∇f

V = −f
Consider an object of mass m in a force dependant field. The object can be characterized as having
an initial position and velocity. There are no external forces.
By newtons first law,

F (r) = mr̈

∇ (−V (r)) = mr̈

−∇V (r) = mr̈

−∇V (r) · ṙ = mr̈ · ṙ

   
∂V (r) ∂V (r) ∂V (r) dx dy dz
− , , · , , = mr̈ · ṙ
∂x ∂y ∂z dt dt dt
 
∂V (r) dx ∂V (r) dy ∂V (r) dz
− + + = mr̈ · ṙ
∂x dt ∂y dt ∂z dt
dV (r)
− = mr̈ · ṙ
dt
 Z Z
dV (r)
− dt = mr̈ · ṙ dt
dt
1
−V (r) + C = m|ṙ|2
2
1
C = m|ṙ|2 + V (r)
2
Here the constant of integration is the energy E. It comes from an equation of position and velocity.
Hence, it depends on initial position and velocity.
1
E = m|ṙ|2 + V (r)
2
The sum of potential and kinetic energy is time invariant. That is:
 
d d 1 2
E= m|ṙ| + V (r)
dt dt 2
 
d 1 2
0= m|ṙ| + V (r)
dt 2

9.1.2 Central forces

F = |F |r̂

|F |
F = r
|r|

9.2 Dimensional Analysis

Given:

Dependant variable: Vd

Set of n − 1 independent variables: {V1 , V2 , V3 , ...Vn−1 }

Fundamental units are m, l, and t.

Steps:

1. A relation between all the variables can be written as:

f (Vd , V1 , V2 , V3 , ...Vn−1 ) = 0
2. Hence, f has n parameters. There exist generally 3 fundamental units. Therefore, there exist n − 3
dimensionless Π.

3. Pick 3 repeating variables such that the exponents yield m0 l0 t0 . Repeating variables are those that
cannot form m0 l0 t0 without multiplying in any other terms. Try not to pick Vd . Assume repeating
variables are V1 , V2 , V3 .

4. Hence, the problem becomes:

Π1 = V1a1 V2b1 V3c1 Vdd1

Π2 = V1a2 V2b2 V3c2 V4d2
Π3 = V1a3 V2b3 V3c3 V5d3
..
.
As the Π are unitless,

m0 l0 t0 = units(V1 )a1 × units(V2 )b1 × units(V3 )c1 × units(Vd )d1

m0 l0 t0 = units(V1 )a2 × units(V2 )b2 × units(V3 )c2 × units(V4 )d2
m0 l0 t0 = units(V1 )a3 × units(V2 )b3 × units(V3 )c3 × units(V5 )d3
..
.
Hence solve for the Πs

5. Solving for this guarantees the existence of Φi such that:

Φ1 (Π1 , Π2 , Π3 , ...Π(n−3) ) = 0
Π1 = Φ2 (Π2 , Π3 , ...Π(n−3) )
Π2 = Φ2 (Π1 , Π3 , ...Π(n−3) )
..
.
In this case if form such that Vd = f (V1 , V2 , V3 , ...Vn−1 ) was asked for, then pick and manipulate:

Π1 = Φ2 (Π2 , Π3 , ...Π(n−3) )
9.3 First order EOM to know
Newton’s law of cooling:
dT
= −k(T − Tm )
dt
Tm : temperature of surrounding areas

dT
k is chosen such that if T > Tm , dt
is negative.

Electric circuit:

3
X
Vi = 0
i=1

dJ
L + RJ = E(t)
dt
Single-species population models:
1. Non-damped
dP
= rP
dt

r : Rate
2. Damped
 
dP P
= rP 1−
dt θ

θ : Carrying capacity
Predator-prey system
dx
= αx − βxy
dt
dy
= −γy + δxy
dt
x is prey and y is predator. All parameters are positive.
Species competing for same food source
dx1
= x1 (α1 − β1 x1 − γ1 x2 )
dt
dx2
= x2 (α2 − β2 x2 − γ2 x1 )
dt

9.4 Second order EOM to know

9.4.1 The undamped spring

L is natural length of spring. s is length that the spring is stretched by when mass is tied to the end
and the system is at equilibrium. Hooke’s law states:

T = −kd
Therefore the force on the mass is:

F = T + mg

F = −kd + mg
At equilibrium:

F = −ks + mg
F = 0 at equilibrium as the mass is not in motion.
Hence,

0 = −ks + mg ⇒ ks = mg
When the string is stretched some x away from s

F = −k(s + x) + mg

F = −ks − kx + mg
As ks = mg
 F = −kx

mẍ = −kx

mẍ + kx = 0
k
Let ω 2 = m
,

ẍ + ω 2 x = 0
Consider its characteristic equation

λ2 + ω 2 = 0

λ2 = −ω 2

λ = ±ωi
Consider eωti = cos (ωt) + sin (ωt)i. Hence,

x = c1 cos (ωt) + c2 sin (ωt)

r ! r !
k k
x = c1 cos t + c2 sin t
m m
The equation can be rewritten using trig identites. Let

c1 = A cos Φ

c2 = A sin Φ
Hence,

x = A cos Φ cos (ωt) + A sin Φ sin (ωt)

By trig identities,

x = A cos (ωt − Φ)
 π π
Φ∈ − ,
2 2
9.4.2 The damped spring
F = T + mg + Fd
Let damping force be proportional to velocity. Fd = −β ẋ

F = −k(s + x) + mg − β ẋ
As ks = mg

F = −kx − β ẋ
Hence,

mẍ = −kx − β ẋ

mẍ + β ẋ + kx = 0
k β
Let ω 2 = m
, 2p = m

ẍ + 2pẋ + ω 2 x = 0

λ2 + 2pλ + ω 2 = 0
By the quadratic formula:
√
−b ± b2 − 4ac
λ=
a
q
λ = −2p ± (2p)2 − 4 (ω 2 )
Consider the discriminant:

D = 4p2 − 4ω 2

D = 4 p2 − ω 2

If D < 0, the spring is under damped, then the EOM looks like:
 p p 
x = e−pt c1 cos( ω 2 − p2 t) + c2 sin( ω 2 − p2 t)
If D = 0, the spring is critically damped λ = −p and using reduction of order the below solution will
be found:

x = e−pt (c1 + c2 t)
If D > 0, the spring is over damped. Two real roots, which are guaranteed to be negative λ = −α and
λ = −β. Hence, general soln:

x = c1 e−αt + c2 e−βt
The forced spring
 mẍ + β ẋ + kx = f (t)

mẍ + β ẋ + kx = α cos (βt)

10 Taxonomy of Differential Equations:

10.1 Derivatives:
Ordinary
Partial

10.2 Order:
1st order: Only first derivatives
2nd order: Only second derivatives
..
.
Nth order

10.3 Linearity:
Linear:
n
X di f (x)
ai (x) = b(x)
i=1
dxi
That is it can be written as:
n
!
X di
ai (x) i f (x) = b(x)
i=1
dx
Non-Linear:
Function can not be written as some operator acting on f (x).

f (x)n

di f (x) dj f (x)
·
dxi dxj

g(f (x))
Where g is not linear.
10.4 Auxillary conditions:
Initial Value Problems(IVP):

di+1 f df d2 f d3 f di f
= F (x, , , , ... )
dxi+1 dx dx2 dx3 dxi
Given

df (x0 ) d2 f (x0 ) di f (x0 )

f (x0 ) = v0 , = v1 , = v2 , ... = vi
dx dx2 dxi

Boundary Value Problems(BVP):

10.5 Autonomous
Derivative is independent of the dependant variable. Only depends on function itself.

10.6 Homogeneous
Lack of any free terms.

11 First-Order Differential Equations

General first order ODE is:

y ′ = f (y, x)

11.1 Linear
General solution to:

p(x)y ′ + q(x)y = r(x)

Which can be rewritten as:

y ′ + Q(x)y = R(x)
 R
Qdx
Multiply both sides by e
R R R
Qdx ′ Qdx Qdx
e y + Q(x)e y=e R(x)
By the inverse chan rule,
d  R Qdx  R
e y = e Qdx R(x)
dx
R
Z R
Qdx
e y = e Qdx R(x)dx
Z
1 R
Qdx
y= R
Qdx
e R(x)dx
e

11.2 Non-Linear Separable

Rewrite

y ′ = f (y, x)
As

M (y, x) + N (y, x)y ′ = 0

In the case that

M (x) + N (y)y ′ = 0

dy
M (x) + N (y) =0
dx

M (x)dx + N (y)dy = 0
Then the solution can be implicitly written as
Z Z
N (y)dy = M (x)dx

11.3 Existence and Uniqueness Theorems

11.4 Exact Differential Equations
Consider a linear first order differential equation of the form:

M (x, y) + N (x, y)y ′ = 0

If M (x, y) and N (x, y) are both continuous in some rectangular region R and,

∂M (x, y) ∂N (x, y)
=
∂x ∂y
Then it is exact in R. To find y, find f (x, y) such that:
 ∂f (x, y)
= M (x, y)
∂x
∂f (x, y)
= N (x, y)
∂y
When integrating M (x, y) w.r.t x, +h becomes +h(y). Contours of f (x, y) are the implicit expression
of y. That is:

f (x, y) = C
Where C ∈ R is determined by initial values.

11.5 Integrating Factors to convert non-exact to exact

M (x, y) + N (x, y)y ′ = 0
Where

∂M (x, y) ∂N (x, y)
̸=
∂x ∂y
Goal is to find µ(x, y) such that

µ(x, y)M (x, y) + µ(x, y)N (x, y)y ′ = 0

is exact. That is:

∂ (µ(x, y)M (x, y)) ∂ (µ(x, y)N (x, y))

=
∂x ∂y
By the product rule,

∂µ(x, y) ∂M (x, y) ∂µ(x, y) ∂N (x, y)

M (x, y) + µ(x, y) = N (x, y) + µ(x, y)
∂x ∂x ∂y ∂y
∂µ(x, y) ∂M (x, y) ∂µ(x, y) ∂N (x, y)
M (x, y) + µ(x, y) − N (x, y) − µ(x, y) =0
∂x ∂x ∂y ∂y
 
∂µ(x, y) ∂µ(x, y) ∂N (x, y) ∂M (x, y)
M (x, y) − N (x, y) − µ(x, y) + =0
∂x ∂y ∂y ∂x
Written in simpler notation,

µx (x, y)M (x, y) − µy (x, y)N (x, y) − µ(x, y) (Ny (x, y) + Mx (x, y)) = 0
The only way this simplifies is:

µ(x, y) = µ(x) µ(x, y) = µ(y)

dµ(x)
dx
M (x, y) − µ(x) (Ny (x, y) + Mx (x, y)) = 0 − dµ(y)
dy
N (x, y) − µ(y) (Ny (x, y) + Mx (x, y)) = 0

dµ(x) µ(x)(Ny (x,y)+Mx (x,y)) dµ(y) −µ(y)(Ny (x,y)+Mx (x,y))

dx
= M (x,y) dy
= N (x,y)

(Ny (x,y)+Mx (x,y)) (Ny (x,y)+Mx (x,y))

Solvable iff M (x,y)
is a function of x only. Solvable iff M (x,y)
is a function of y only.
12 Second-Order Differential Equations
General form:

y ′′ = f (y, y ′ , x)

12.1 Homogenous Linear with Constant Coefficients, Charecteristic Equa-

tions
ay ′′ + by ′ + cy = 0
Taking the anstaz eλx , the two values of λ can be determined by solving:

aλ2 + bλ + c = 0

12.2 Imaginary Solutions

Given some imaginary solution:

e(a+bi)x = eax ebxi

= eax (cos(bx) + sin(bx)i)

= eax cos(bx) + eax sin(bx)i

If e(a+bi)x is a solution then so is ℜ e(a+bi)x and ℑ e(a+bi)x .
Hence,

y = c1 eax cos(bx) + c2 eax sin(bx)

12.3 Singular Root, Reduction of Order

Given that the characteristic equation yields only root and therefore one solution y1 . Set y2 (x) =
v(x)y1 (x)

In this case, setting y2 = Axy1 (x) will always work.

12.4 Wronskian
The Wronskian W (y1 , y2 )(x) is defined as
 
y1 (x) y2 (x)
W (y1 , y2 )(x) = det ′
y1 (x) y2′ (x)

W (y1 , y2 )(x) = y1 (x)y2′ (x) − y2 (x)y1′ (x)

If the Wronskian is non-zero for some t, y1 and y2 are linearly independent and hence can be added
up to with a specific c1 and c2 to solve an IV P .
12.5 Non-Homogeneous Linear with Constant Coefficients
ay ′′ + by ′ + cy = p(x)
Particular solution must be determined by anstaz. Below are general rules for anstaz:

If

ay ′′ + by ′ + cy = AeBx
Assume y = λeBx

If

ay ′′ + by ′ + cy = A cos(Bt)
or

ay ′′ + by ′ + cy = A sin(Bt)
Assume y = λ1 sin(Bt) + λ2 cos(Bt)

If

ay ′′ + by ′ + cy = A cos(Bt)eCx
or

ay ′′ + by ′ + cy = A sin(Bt)eCx
Assume y = λ1 eCx sin(Bt) + λ2 eCx cos(Bt). In general:
The general solution of the above equation can be written as:

y = c1 y1 (t) + c2 y2 (t) + Y (t)

y1 and y2 are solutions of the homogenous equation ay ′′ + by ′ + cy = 0. Y is a particular solution.

12.6 Series Solutions

Refresher of taylor series of a function f about point x0 :
∞
X f (n) (x0 )
f (x) = (x − x0 )n
n=0
n!
Let,

f (n) (x0 )
an = (x − x0 )n
n!
Radius of convergence:

an+1
lim = c|x − x0 |
n→∞ an
Where radius of convergence is:
1
|x − x0 | ≤
c
Consider two series given by:
 ∞
X
s1 = bn (x − x0 )n
n=1

Which converges to f (x) for some radius |x − x0 | ≤ l, and

∞
X
s2 = cn (x − x0 )n
n=1

Which converges to g(x) for some radius |x − x0 | ≤ l

Consider that:

f (x) ± g(x)

f (x)g(x)

f (x)
g(x)
Differentiation rules:

∞
X
y= an (x − x0 )n
n=1
∞
′ d X
y = an (x − x0 )n
dx n=1
The equation:

P (x)y ′′ + Q(x)y ′ + R(x)y = 0

Can be solved/approximated at an ordinary point x0 (x0 such that P (x0 ) ̸= 0). In such case the above
can be rewritten as:

y ′′ + p(x)y ′ + q(x)y = 0
THe solution takes the form:

y = a0 y1 + a1 y2
Where a0 and a1 are arbitrary and depend on the initial conditions. y1 and y2 are power series. The
function is analytic at x = x0 where the R(y) ≥ min (R(p), R(q)).

To solve for y, write y and its derivatives as taylor series. Then solve for the coefficients. Change of
index and the above derived rules for operations of power series will be useful. Find a relation (explicit
or recursive) for the coefficients of y1 in terms of a0 and do the same for y2 in terms of a1 .
12.7 Non-Homogeneous Linear with Function Coefficients: General so-
lution
To find the general solution to a second order linear differential equation

y ′′ + p(x)y ′ + q(x)y = r(x)

Consider the correspond homogenous equation:

y ′′ + p(x)y ′ + q(x)y = 0
Solve the above using series solutions to find that:

y = a0 y1 + a1 y2
General solution of the non homogenous equation will be of the form,

y = a0 y1 + a1 y2 + Y
Let Y be of the form:

Y = u1 (x)y1 + u2 (x)y2
It can be shown that:
Z
y2 (x)r(x)
u1 (x) = − dx
W (y1 , y2 )(x)
Z
y1 (x)r(x)
u2 (x) = dx
W (y1 , y2 )(x)
Hence, the solution can be written as:
Z Z
y2 (x)r(x) y1 (x)r(x)
y = a0 y1 + a1 y2 − y1 dx + y2 dx
W (y1 , y2 )(x) W (y1 , y2 )(x)

13 Parameterization of curves in R3
14 Envelope of a family of functions
y(x, t) = f (x, t)
Hold t constant.

y (t) (x) = f (x, t)

Envelope:

1. Find ft (x, t)
2. Set ft (x, t) = 0
3. Find t in terms of x. Call this function g(x). The envelope is therefore:

E = f (x, g(x))

15 Partial fractions