Differential Equations Cheatsheet

2nd-order Homogeneous
F (y 00 , y 0 , y, x) = 0

Jargon
General Solution: a family of functions, has parameters.
Particular Solution: has no arbitrary parameters.
Singular Solution: cannot be obtained from the general solution.

Reduction of Order - Method

If we already know y1 , put y2 = vy1 ,
expand in terms of v 00 , v 0 , v, and put z = v 0
and solve the reduced equation.

Linear Equations

Wronskian (Linear Independence)

y (n) (x) + an1 (x)y (n1) (x) + + a1 (x)y 0 (x) + a0 (x)y(x) = f (x)

1st-order
F (y 0 , y, x) = 0

y 0 + a(x)y = f (x)

Variable Separable
dy
= f (x, y)
dx
Test:

I.F. = e

a(x)dx

Sol: y = Ce

a(x)dx

Euler-Cauchy Equation

f (tx, ty) = t0 f (x, y) = f (x, y)

A(x)dx + B(y)dy = 0

Sol: Reduce to var.sep. using:

f (x, y)fxy (x, y) = fx (x, y)fy (x, y)

dy
dv
=v+x
dx
dx

y = xv

Sol: Separate and integrate on both sides.

Bernoulli
M (x, y)dx + N (x, y)dy = 0 = dg(x, y)
Iff

M
N
=
y
x

Case II
Nx My
If
g(x)
N

I(x, y) = e

then

I(x, y) = e

1
.
yn

Ax + By + C
y0 =
Dx + Ey + F
Case I: Lines intersect
Sol: Put x = X + h and y = Y + k,
find h and k, solve var.sep. and translate back.

I(x, y)[M (x, y)dx + N (x, y)dy] = 0

then

and divide by

Reduction by Translation

Reduction to Exact via Integrating Factor

Case I
M y Nx
If
h(y)
M

1
y n1

h(y)dx

Case II: Parallel Lines (A = B, D = E)

u0 A
Sol: Put u = Ax + By, y 0 =
and solve.
B

g(x)dx

Case III
If M = yf (xy) and N = xg(xy) then I(x, y) =
1
xM yN

Principle of Superposition
y 00 +ay 0 +by = f1 (x) has solution y1 (x)
y 00 + ay 0 + by = f (x) = f1 (x) + f2 (x)
then
y 00 +ay 0 +by = f2 (x) has solution y2 (x)
has solution: y(x) = y1 (x) + y2 (x)

x2 y 00 + axy 0 + by = 0 where x 6= 0

Sol: yh = c1 y1 (x) + c2 y2 (x)

Constant Coefficients
2 + a + b = 0

A.E.

A. Real roots
Sol: y(x) = C1 e1 x + C2 e2 x
B. Single root
Sol: y(x) = C1 ex + C2 xex
C. Complex roots
Sol: y(x) = ex (C1 cosx + C2 sin x)
2
with = a2 and = 4ba
2
A. Real roots
Sol: y(x) = C1 x1 + C2 x2

x 6= 0

B. Single root

A.E. : ( 1) + a + b = 0
Sol: y(x) = x (C1 + C2 ln |x|)
Sol: y(x) of the form x
Reduction to Constant Coefficients: Use x = et , t = ln x, C. Complex roots (1,2 = i)
and rewrite in terms of t using the chain rule.
Sol: y(x) = x [C1 cos( ln |x|) + C2 sin( ln |x|)]

2nd-order Non-Homogeneous

y 0 + p(x)y = q(x)y n
Sol: Change var z =

Sol: Find g(x, y) by integrating and comparing:

Z
Z
M dx
and
N dy

If

y1 (x) and y2 (x) are linearly independent iff



 y y2 
 6= 0
W (y1 , y2 )(x) =  10
y1 y20 

Homogeneous of degree 0

Exact

y 00 + a(x)y 0 + b(x)y = 0

F (y 00 , y 0 , y, x) = 0

y 00 + a(x)y 0 + b(x)y = f (x)

Simple case: y 0 , y missing

Sol: y = yh + yp = C1 y1 (x) + C2 y2 (x) + yp (x)

Simple case: y missing

y 00 = f (y 0 , x)

00

y = f (x)

Sol: Change of var: p = y 0 and then solve twice.

Sol: Integrate twice.

Simple case: y 0 , x missing

Simple case: x missing

y 00 = f (y 0 , y)

y 00 = f (y)
Sol: Change of var: p = y 0 + chain rule, then
dp
p
= f (y) is var.sep.
dy
Solve it, back-replace p and solve again.
Method of Undetermined Coefficients / Guesswork
Sol: Assume y(x) has same form as f (x) with
undetermined constant coefficients.
Valid forms:
1. Pn (x)
2. Pn (x)eax
3. eax (Pn (x) cos bx + Qn (x)sinbx
Failure case: If any term of f (x) is a solution of yh ,
multiply yp by x and repeat until it works.

Sol: Change of var: p = y 0 + chain rule, then

dp
p
= f (p, y) is 1st-order ODE.
dy
Solve it, back-replace p and solve again.
Variation of Parameters (Lagrange Method)
(More general, but you need to know yh )
Sol: yp = v1 y1 + v2 y2 + + vn yn
v10 y1
v20 y20

(n1)
vn0 yb

+
+
+
+

+
+
+
+

vn0 yn
vn0 yn0

(n1)
vn0 yn

Solve for all vi0 and integrate.

=
=
=
=

0
0
0
(x)

Power Series Solutions

1.
2.
3.
4.
5.

P
Assume y(x) = n=0 cn (x a)n , compute y, y
Replace in the original D.E.
Isolate terms of equal powers
Find recurrence relationship between the coefs.
Simplify using common series expansions

Taylor Series variant

1. Differentiate both sides of the D.E. repeatedly
2. Apply initial conditions
3. Substitute into T.S.E. for y(x)

(Use y = vx, z = v 0 to find y2 (x) if only y1 (x) is known.)

Validity
For y 00 + a(x)y 0 + b(x)y = 0
if a(x) and b(x) are analytic in |x| < R,
the power series also converges in |x| < R.
Ordinary Point: Power method success guaranteed.
Singular Point: success not guaranteed.

Regular singular point:

if xa(x) and x2 b(x) have a convergent MacLaurin
series near point x = 0. (Use translation if necessary.)
Irregular singular point: otherwise.

Method of Frobenius for Regular Singular pt.

Case II: r1 = r2
y(x) = xr (c0 + c1 x + c2 x2 + ) =

cn xr+n

n=0

Indicial eqn:

r(r 1) + a0 r + b0 = 0

Case I: r1 and r2 differ but not by an integer

P
y1 (x) = |x|r1 ( n=0 cn xn ) , c0 = 1
P
y2 (x) = |x|r2 ( n=0 cn xn ) , c0 = 1

y1 (x)
y2 (x)

P
= |x|r ( n=0 cn xn ) ,
P

= |x|r ( n=1 cn xn ) + y1 (x)ln|x|

c0 = 1

Case III: r1 and r2 differ by an integer

P
y1 (x)
= |x|r1 ( n=0 cn xn ) ,
P n
r2
y2 (x) = |x| ( n=0 cn x ) + c1 y1 (x)ln|x|,

c0 = 1
c0 = 1

Laplace Transform
FIXME TODO

Fourier Transform
FIXME TODO

Author: Martin Blais, 2009. This work is licensed under the Creative Commons Attribution - Non-Commercial - Share-Alike license.