Differential Equations Study Guide

Order n Linear Ordinary An ordinary differential equation is linear of order n if it can be put into the form an .x/ d ny C an dx n
1 .x/

d n 1y C dx n 1

C a1 .x/

dy C a0 .x/y D F .x/: dx

Separable A rst order differential equation is separable if it can be put into the form M.x/ C N.y/ or equivalently M.x/ dx C N.y/ dy D 0: The solution to a separable differential equation is found by integrating both sides of the equation. Homogeneous First Order A rst order differential equation if homogeneous if it can be put into the form y dy : DF x dx y The solution to a rst order homogeneous differential equation is found by the substitution v D which allows the equation x to be algebraically rearranged to a separable form, i.e., 1 dx C x v Exact A rst order differential equation of the form M.x; y/ dx C N.x; y/ dy D 0 @N @M D : @y @x The solution of an exact differential equation can be found by Z 1. '.x; y/ D M.x; y/ dx D '1 .x; y/ C g.y/ 2. Set @' D N.x; y/ and integrate for g.y/. @y is exact iff 1 dv D 0: F .v/ dy D0 dx

Linear First Order A differential equation is linear rst order if it can be put into the form dy C P .x/y D Q.x/: dx The solution of a linear rst order differential equation is yD with integrating factor .x/ D e 1 .x/ Z .x/Q.x/ dx
R P .x/ dx

Homogeneous/Nonhomogeneous If F .x/ 0 then the linear equation an .x/ d ny C an dx n

1 .x/

d n 1y C dx n 1

C a1 .x/

dy C a0 .x/y D F .x/ dx

is called homogeneous, otherwise it is called nonhomogeneous .

Characteristic Equation The equation 2 C a C b D 0 is called the characteristic equation of the linear, second order homogeneous differential equation with constant coefcients d 2y dy C by D 0: Ca dx 2 dx The solution of a linear second order homogeneous differential equation is dependent on the roots teristic equation and is given by Case 1: Case 2: Case 3:
1 1

and

of the charac-

6D

2,

and D

1; 2

2R y D C1 e
1x

C C2 e

2x

2R yDe
x

.C1 x C C2 /:

D C i ,

i y D ex .C1 cos x C C2 sin x/:

Methods for Solving the Nonhomogeneous Case dy d 2y C by D F .x/ Ca dx dx 2 where F .x/ 0. Theorem The general solution to the linear second order nonhomogeneous differential equation with constant coefcients is y D yh C yp where yh is the solution to the homogeneous equation and yp is a particular solution to the nonhomogeneous equation. Methods for Finding yp Variation of Parameters Given yh D C1 u1 .x/ C C2 u2 .x/ then the general solution is assumed to be of the form y D v1 .x/u1 .x/ C v2 .x/u2 .x/ with u2 .x/F .x/ 0 v1 .x/ D u1 .x/ u2.x/ 0 u .x/ u0 .x/ 1 2 u1 .x/F .x/ 0 v2 .x/ D u1 .x/ u2 .x/ 0 u .x/ u0 .x/ 1 2

and v1 .x/, v2 .x/ are found by integrating. Undetermined Coefcients If F .x/ is a linear combination of er x , sin kx, cos kx, or ax 2 C bx C c, then
F .x/ has a term of the form e rx and if r is not a root of the characteristic equation r is a single root of the characteristic equation r is a double root of the characteristic equation ki is not a root of the characterstic equation ki is a root of the characterstic equation 0 is not a root of the characteristic equation 0 is a single root of the characteristic equation 0 is a double root of the characteristic equation then yp has a term of the form Ae rx Axe rx Ax 2 e rx B cos kx C C sin kx Bx cos kx C C x sin kx Dx 2 C E x C F Dx 3 C E x 2 C F x Dx 4 C E x 3 C F x 2

sin kx, cos kx ax 2 C bx C c

Reduction of Order Use reduction of order to solve some second order differential equations (not necessarily) linear. If the equation is of the form dy d 2 y D 0; F x; ; dx dx 2

i.e., no y term in the equation, then it can be reduced to a rst order equation with the substitution P D If the equation is of the form d 2y dy dP H) : D dx dx 2 dx

dy d 2 y F y; D 0; ; dx dx 2 i.e., no x term in the equation, then it can be reduced to a rst order equation with the substitution P D dy dP d 2y dP dy dP D H) D D P: dx dx dy dx dy dx 2

Undamped Harmonic Motion Simple harmonic motion is modeled by d 2x C !2x D 0 dt 2 and with initial conditions x D x0 ,
dx dt

D 0 when t D 0, has the solution x.t / D C1 cos !t C C2 sin !t

or equivalently x.t / D C cos.!t Damped Harmonic Motion Damped harmonic motion is modeled by dx d 2x C ! 2 x D 0: C 2b 2 dt dt The roots of the characteristic equation for the damped harmonic motion model are p p r2 D b b2 !2 : r1 D b C b 2 ! 2 There are three cases to consider: Critical Damping If b D !, then the roots are real and equal so x.t / D e
!t

'/:

.C1 t C C2 /:

Overcritical Damping If b > !, then the roots are real and unequal so x.t / D C1 er1 t C C2 er2 t : Undercritical Damping If 0 < b < !, then let ! 2 b 2 D 2 so r2 D b i

r1 D b C i and x.t / D e or equivalently x.t / D C e

bt bt

.C1 cos t C C2 sin t / cos.t '/:

Power Series Solution For an ordinary differential equation, we nd a Taylor or Maclaurin power series that approximates the solution y.x/, with a polynomial of a chosen order.