Differential Equations Study Guide1

First Order Equations

dy
(1) General Form of ODE: = f (x, y)
dx
(2) Initial Value Problem: y 0 = f (x, y), y(x0 ) = y0

Linear Equations Method for Solving Exact Equations:

R
1. Let φ = M (x, y)dx + h(y)
(3) General Form: y 0 + p(x)y = f (x) ∂φ
R
p(x)dx 2. Set = N (x, y)
(4) Integrating Factor: µ(x) = e ∂y
d 3. Simplify and solve for h(y).
(5) =⇒ (µ(x)y) = µ(x)f (x)
dx Z  4. Substitute the result for h(y) in the expression for φ from step
1 1 and then set φ = 0. This is the solution.
(6) General Solution: y = µ(x)f (x)dx + C
µ(x)
Alternatively:
R
1. Let φ = N (x, y)dy + g(x)
Homeogeneous Equations
∂φ
2. Set = M (x, y)
∂x
(7) General Form: y 0 = f (y/x)
3. Simplify and solve for g(x).
(8) Substitution: y = zx
4. Substitute the result for g(x) in the expression for φ from step
(9) =⇒ y 0 = z + xz 0 1 and then set φ = 0. This is the solution.
The result is always separable in z:
dz dx
(10) = Integrating Factors
f (z) − z x

Case 1: If P (x, y) depends only on x, where

Bernoulli Equations
M y − Nx R
0 n (18) P (x, y) = =⇒ µ(y) = e P (x)dx
(11) General Form: y + p(x)y = q(x)y N
(12) Substitution: z = y 1−n then
The result is always linear in z:
(19) µ(x)M (x, y)dx + µ(x)N (x, y)dy = 0
(13) z 0 + (1 − n)p(x)z = (1 − n)q(x)
is exact.
Exact Equations Case 2: If Q(x, y) depends only on y, where

(14) General Form: M (x, y)dx + N (x, y)dy = 0 Nx − M y R

(20) Q(x, y) = =⇒ µ(y) = e Q(y)dy
∂M ∂N M
(15) Text for Exactness: =
∂y ∂x Then
(16) Solution: φ = 0 where
∂φ ∂φ (21) µ(y)M (x, y)dx + µ(y)N (x, y)dy = 0
(17) M= and N =
∂x ∂y
is exact.
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 Second Order Linear Equations
General Form of the Equation Heuristics for Undetermined Coefficients
(Trial and Error)
If f (t) = then guess that yP =
(22) General Form: a(t)y 00 + b(t)y 0 + c(t)y = g(t)
Pn (t) ts (A0 + A1 t + · · · + An tn )
(23) Homogeneous: a(t)y 00 + b(t)y 0 + c(t) = 0 Pn (t)eat ts (A0 + A1 t + · · · + An tn )eat
(24) Standard Form: y 00 + p(t)y 0 + q(t)y = f (t) Pn (t)eat sin bt ts eat [(A0 + A1 t + · · · + An tn ) cos bt
or Pn (t)eat cos bt +(A0 + A1 t + · · · + An tn ) sin bt]
The general solution of (22) or (24) is
(25) y = C1 y1 (t) + C2 y2 (t) + yp (t) Method of Reduction of Order
where y1 (t) and y2 (t) are linearly independent solutions of (23).
When solving (23), given y1 , then y2 can be found by solving
R
Linear Independence and The Wronskian (36) y1 y20 − y10 y2 = Ce− p(t)dt

The solution is given by

Two functions f (x) and g(x) are linearly dependent if there
Z − R p(x)dx
exist numbers a and b, not both zero, such that af (x) + bg(x) = 0 e dx
for all x. If no such numbers exist then they are linearly inde- (37) y2 = y1
y1 (x)2
pendent.
If y1 and y2 are two solutions of (23) then Method of Variation of Parameters
(26) Wronskian: W (t) = y1 (t)y20 (t) − y10 (t)y2 (t)
R If y1 (t) and y2 (t) are a fundamental set of solutions to (23) then
(27) Abel’s Formula: W (t) = Ce− p(t)dt
a particular solution to (24) is
and the following are all equivalent: Z
y2 (t)f (t)
Z
y1 (t)f (t)
(38) yP (t) = −y1 (t) dt + y2 (t) dt
1. {y1 , y2 } are linearly independent. W (t) W (t)

2. {y1 , y2 } are a fundamental set of solutions.

Cauchy-Euler Equation
3. W (y1 , y2 )(t0 ) 6= 0 at some point t0 .
4. W (y1 , y2 )(t) 6= 0 for all t. (39) ODE: ax2 y 00 + bxy 0 + cy = 0
(40) Auxilliary Equation: ar(r − 1) + br + c = 0
Initial Value Problem The solutions of (39) depend on the roots of (40):
2
Real Roots: y = C1 xr1 + C2 xr
 00
 y + p(t)y 0 + q(t)y = 0 (41)
(28) y(t0 ) = y0 (42) Repeated Root: y = C1 xr + C2 xr ln x
 0
y (t0 ) = y1 (43) Complex: y = xα [C1 cos(β ln x) + C2 sin(β ln x)]

Linear Equation: Constant Coefficients Series Solutions

(29) Homogeneous: ay 00 + by 0 + cy = 0
(44) (x − x0 )2 y 00 + (x − x0 )p(x)y 0 + q(x)y = 0
(30) Non-homogeneous: ay 00 + by 0 + cy = g(t)
(31) Characteristic Equation: ar2 + br + c = 0 If x0 is a regular point of (44) then
√ ∞
−b ± b2 − 4ac X
(32) Quadratic Roots: r = (45) y1 (t) = (x − x0 )n ak (x − xk )k
2a
k=0
The solution of (29) is given by:
At a Regular Singular Point x0 :
(33) Real Roots(r1 6= r2 ) : yH = C1 er1 t + C2 er2 t
(46) Indicial Equation: r2 + (p(0) − 1)r + q(0) = 0
(34) Repeated(r1 = r2 ) : yH = (C1 + C2 t)er1 t ∞
Complex(r = α ± iβ) : yH = eαt (C1 cos βt + C2 sin βt)
X
r1
(35) (47) First Solution: y1 = (x − x0 ) ak (x − xk )k
k=0
The solution of (30) is y = yP + hH where yh is given by (33)
through (35) and yP is found by undetermined coefficients or Where r1 is the larger real root if both roots of (46) are real or
reduction of order. either root if the solutions are complex.