Ordinary Differential Equations (ODE)

Methods for Solving First Order Equations

dy
(1) General Form of ODE: = f (x, y)
dx
′
(2) Initial Value Problem: y = f (x, y), y(x0 ) = y0

Separable Equations Exact Equations

p(x) (17) General Form: M (x, y)dx + N (x, y)dy = 0

(3) General Form: y ′ = ∂M ∂N
q(y) (18) Test for Exactness: =
(4) =⇒ q(y)dy = p(x)dx ∂y ∂x
Z Z (19) Solution: ϕ = C where
(5) General Solution: q(y)dy = p(x)dx + C ∂ϕ ∂ϕ
(20) M= and N =
∂x ∂y

Linear Equations Method for Solving Exact Equations:

R
1. Let ϕ = M (x, y)dx + h(y)
(6) General Form: y ′ + p(x)y = f (x) ∂ϕ
2. Set = N (x, y)
R ∂y
(7) Integrating Factor: µ(x) = e p(x)dx
3. Simplify and solve for h(y).
d
(8) =⇒ (µ(x)y) = µ(x)f (x) 4. Substitute the result for h(y) in the expression for ϕ from step
dx Z  1 and then set ϕ = 0. This is the solution.
1
(9) General Solution: y = µ(x)f (x)dx + C Alternatively:
µ(x)
R
1. Let ϕ = N (x, y)dy + g(x)
Homogeneous Equations ∂ϕ
2. Set = M (x, y)
∂x
If y ′ = f (kx, ky) = f (x, y) ∀k ∈ R. 3. Simplify and solve for g(x).
4. Substitute the result for g(x) in the expression for ϕ from step
(10) General Form: y ′ = f (y/x) 1 and then set ϕ = C. This is the solution.
(11) Substitution: y = zx
(12) =⇒ y ′ = z + xz ′
Integrating Factors (for non-exact equations)
The result is always separable in z: Case 1: If P (x, y) depends only on x, where
dz dx M y − Nx R
(13) = (21) P (x, y) = =⇒ µ(y) = e P (x)dx
f (z) − z x N
then
Bernoulli Equations (22) µ(x)M (x, y)dx + µ(x)N (x, y)dy = 0
is exact.
(14) General Form: y ′ + p(x)y = q(x)y n Case 2: If Q(x, y) depends only on y, where
(15) Substitution: z = y 1−n Nx − M y R
(23) Q(x, y) = =⇒ µ(y) = e Q(y)dy
M
The result is always linear in z:
Then
′
(16) z + (1 − n)p(x)z = (1 − n)q(x) (24) µ(y)M (x, y)dx + µ(y)N (x, y)dy = 0
is exact.
 Methods for Solving Second Order Linear Equations
General Form of the Equation The solution of (33) is given by:

(37) Real Roots(r1 ̸= r2 ) : yh = C1 er1 x + C2 er2 x

′′ ′
(25) General Form: a(x)y + b(x)y + c(x)y = g(x) (38) Repeated(r1 = r2 ) : yh = (C1 + C2 t)er1 x
′′ ′
(26) Homogeneous: a(x)y + b(x)y + c(x)y = 0 (39) Complex(r = α ± iβ) : yh = eαx (C1 cos βx + C2 sin βx)
′′ ′
(27) Standard Form: y + p(x)y + q(x)y = f (x)
(28) Homogeneous: y ′′ + p(x)y ′ + q(x)y = 0 The solution of (34) is y = yp + yh where yh is given by (37)
through (39) and yp is found by undetermined coefficients or
The general solution of (25) or (27) is reduction of order.

(29) y = C1 y1 (x) + C2 y2 (x) + yp (x) Heuristics for Undetermined Coefficients

(Trial and Error)
where y1 (x) and y2 (x) are linearly independent solutions of (26) If f (x) = then guess that a particular solution yp =
or (28). Pn (x) ts (A0 + A1 t + · · · + An tn )
Pn (x)eat ts (A0 + A1 t + · · · + An tn )eat
Pn (x)eat sin bt ts eat [(A0 + A1 t + · · · + An tn ) cos bt
Linear Independence and The Wronskian or Pn (x)eat cos bt +(A0 + A1 t + · · · + An tn ) sin bt]

Two functions f (x) and g(x) are linearly dependent if there

exist numbers a and b, not both zero, such that af (x) + bg(x) = 0 Method of Reduction of Order
for all x. If no such numbers exist then they are linearly inde-
pendent. When solving (28), given y1 , then y2 can be found by solving
If y1 and y2 are two solutions of (28) then
R
(40) y1 y2′ − y1′ y2 = Ce− p(x)dx

(30) Wronskian: W (x) = y1 (x)y2′ (x) − y1′ (x)y2 (x) The solution is given by
R
(31) Abel’s Formula: W (x) = Ce− p(x)dx
R
e− p(x)dx
Z
dx
(41) y2 = y1
and the following are all equivalent: y1 (x)2

1. {y1 , y2 } are linearly independent.

Method of Variation of Parameters
2. {y1 , y2 } are a fundamental set of solutions.
If y1 (x) and y2 (x) are a fundamental set of solutions to (28) then
3. W (y1 , y2 )(x0 ) ̸= 0 at some point x0 . a particular solution to (27) is
Z Z
4. W (y1 , y2 )(x) ̸= 0 for all x. y2 (x)f (x) y1 (x)f (x)
(42) yP (x) = −y1 (x) dx + y2 (x) dx
W (x) W (x)

Initial Value Problem

Cauchy-Euler Equation
 ′′
 y + p(x)y ′ + q(x)y = 0
(32) y(x0 ) = y0 (43) ODE: ax2 y ′′ + bxy ′ + cy = 0
 ′
y (x0 ) = y1 (44) Auxilliary Equation: ar(r − 1) + br + c = 0

The solutions of (43) depend on the roots r1,2 of (44):

Linear Equation: Constant Coefficients
(45) Real Roots: y = C1 xr1 + C2 xr2
(33) Homogeneous: ay ′′ + by ′ + cy = 0 (46) Repeated Root: y = C1 xr + C2 xr ln x
(34) Non-homogeneous: ay ′′ + by ′ + cy = g(x) (47) Complex: y = xα [C1 cos(β ln x) + C2 sin(β ln x)]
(35) Characteristic Equation: ar2 + br + c = 0 In (47) r1,2 = α ± iβ, where α,β ∈ R
√
−b ± b2 − 4ac
(36) Quadratic Roots: r =
2a Dr. Addis, DDU, 2025