First Order Differential Equations

October 5, 2014
9:57 PM

Ordinary Differential Equation Existence and Uniqueness

• Differential equations are equations that relate a function and its • Initial values are conditions/parameters given. Usually they set the value of
derivatives. the dependent equation at a given independent value. These help us solve
○ Ordinary differential variables mean that the equations are of only constants of the eventual solution.
one variable • If the differential is of the form y'=f(x,y):
• When we solve an ODE, we come up with the original function that ○ Existence Theorem states that if f(x,y) is continuous in the region around
satisfies the equation our initial conditions y0, y'0 etc. There exist a solution to the IVP.
• A few definitions that are useful to know: ○ Uniqueness Theorem states that if the partial derivative of f with
○ Order: The order of an equation is equal to the highest derivative respect to y is continuous in the region R, then the solution is unique.
that is used in the equation. For example y'' + 3 y= 2x has an order of  Although there are infinite solutions to the general differential,
2. there is only one solution to the equation we are looking for.
○ Linearity: A differential is considered linear if there are no products
or powers of the dependent variable or any of its derivatives.
 (y'')2 is not 0.
○ General form of an equation is a0(x)y'+a1(x)y=f(x), but the most
common/useful form y'+p(x)y=q(x)
 Homogenous equations are when an equation in standard
form, q(x) is equal to 0.

First Order Solution Methods

Is it first order? If not go on to the next chapter
Make sure it is in Standard Form before proceeding

Linearity
Is the equation is linear

Linear Non-Linear

Are the coefficients p(x) or q(x) equal to 0? Is it separable?

• A seperable equation can be arranged in the
form.

Yes No

Yes

Special Cases
• If p(x) = 0, then y'=q(x). We can integrate such
that our solution to y is Q(x)+C
• If q(x)=0, we can divide by y and integrate both
sides.
Integrating Factor 1. Collect all Y terms are on the side with dy/dx.
If p(x) and q(x) are non-zero, we can set an Collect all X terms on the other side.
integrating factor,σ. 2. Move dx to the other side and integrate both
No sides.
3. Collect constants to RHS.
a. These are often going to be implicit
From this the general solution is: equations.

Is the equation exact, can it be changed

to be exact or is it one of the exact
differentials given?

Yes No

Exact Equations Other Solution Methods

• A differential quantity dy/dx=f'(x). This is the slope at the point. A differential quantity
dy=f'(x) dx
○ We can apply this to a multivariable approach for a function z=f(x,y)
• The differential of a level curve has no change in z because the level is constant. This
results in an ODE.
• Substitutions and Transformations transform an ODE by subbing in a
value, trying to turn the equation into one of the forms we have solved
before.
○ The most common substitution is trying to sub all the y's for v's
where v is equal to y/x or x/y. This works if dy/dx=F(x,y) can be
expressed as dy/dx=F(x/y) or dy/dx=F(y/x)
Ex.

• Notice how we went from a function to an ODE, So our solution method will try to
reverse this.
• Given dy/dx=-M(x,y)/N(x,y), we can rearrange it into the form M(x,y) dx+N(x,y)dy=0.

Calculus Page 1
 • Notice how we went from a function to an ODE, So our solution method will try to
reverse this.
• Given dy/dx=-M(x,y)/N(x,y), we can rearrange it into the form M(x,y) dx+N(x,y)dy=0.
There is an exact differential of F(x,y)=c. This is the solution of the differential
equation.
○ We need to check for exactness of this equation. The equation is exact if the
derivative with of M with respect to y is equal to the derivative of N with respect
to x. ○ Another substitution we can perform is the Bernoulli Equation,
• To solve this we integrate M(x,y) with respect to x. However we get an unknown this works for equations of the form.
function with respect to y. We can determine this by taking the derivative with respect
to y, this derivative should be equal to N(x,y)
Ex.
• There are many other substitutions we could do, in general we want to
change the equation to a linear equation, so if we see a term that
appears frequently such as (y-x) or ey or √(x+y), we can try to sub those
into form a separable or linear equation, which are much easier to
solve.

• If the equation is not exact, we can make the equation exact and solve it. We can
multiply both M and N by a function u. The derivative of M u with respect to y should
be equal to N u with respect to x.
• How do we find the integrating factor?
○ We're going to assume that u is either a function of x or y and never both.

Alternatively:

Then we can use the above solution method on the equation:

• Exact differentials are a certain combinations of variables, which can immediately

form exact differentials.

• If we can ever rearrange or see a form of an equation on the left, then we can
substitute the right in and integrate both sides immediately.
Ex.

Calculus Page 2
Higher Order Differential Equations
October 16, 2014
9:56 PM

Higher Order ODE

• Superposition: If y1 and y2 … yn are solutions to nth order linear homogenous ODE and they are all linearly independent, then any linear combination is also a
solution
• We can determine linear independence by using the Wronskian.

If the wronskian is equal to 0 it is not linearly independent, else the equations are linearly independent.
• The general form of the nth order ODE is a ny(n)+an-1y(n-1)… a0y=g(x), where ai are possible functions of x.

Is it linear? No… Cry softly

Yes
Is the equation homogenous?

Yes

Are the coefficients constant

No
Yes
No

Characteristic Equation Non-Homogenous Linear Equations

• We can guess the solution of a higher order ODE to be y=ert, if we plug this
into our differential equation we will find some exponential function
multiplied by a polynomial equation of r.
○ We can solve for r by solving this polynomial equation.
• For the ODE: any(n)+an-1y(n-1)… a0y=0, the characteristic equation is
anrn+an-1rn-1...a1r+ao=0. We solve this by equation using long division and
factoring. We get solutions r1, r2, r3...rn.
• There are several cases of r:
○ R is a real root, then the solution yn=Cnert
○ R is a complex root, these always come in pairs. (ar2+br+c). The
solution for the pair of complex roots is.
○ R is a repeat real root. If r is a repeat real root (r-a)x,, there are x
solutions.
Y1=C1eat Y2=tC2eat… Yn=tx-1Cxeat
○ There are repeated constant roots complex roots, similarly multiply
one of the solutions by t.
Cauchy-Euler Equations
• We can apply Cauchy-Euler solution method to problems of the form.
• Lets assume that y is of the form xr. We can solve for r by plugging it into
the differential equation. We can factor it into the form of a polynomial.
○ For real roots yn=Cnxrn
○ For complex roots (come in a pair)
 Where alpha and beta are determine the same as before
○ Repeat real roots Y1=C1xr Y2=ln(x)C2xr
Reduction of Order
• Given a second order linear homogenous and a solution y1=f(x). We can
guess the form of the solution to be y=v(x)f(x). We take the derivative and
sub it into the equation.
1. Find the Complimentary solution (Solution to the homogenous part of the
equation)
2. Find a particular solution (Based on the RHS of the differential)
a. If the particular solution is a sum of two terms, we can find separate
particular solutions and add them together. (Ensure linear independence
of
3. The general solution y=yc+yp (ensure that the particular solution is independent
by multiplying by x or t, till the entire solution is independent)
4. Use IVP to solve for constant
Determining the particular solution
• Method of Undetermined Coefficients
There are a list of "guesses" a form of the solution we can use depending on the
particular solution we are solving for. We then take its derivatives and sub it into
the differential equation to solve for the unknown constants. This table is
provided
• Variation of Parameters: Our characteristic solution has was equal to y c=y1+y2
+...yn-1+yn
We assume our solution is equal to y p=μ1y1+μ2y2+...μnyn
• We take the derivative of this.
○ We factor out all terms with u'. We impose that this is equal to 0. We take
as many derivatives as the order of the equation. Doing the same
imposition for all but the last derivative. We can then get a system of
equations, which we're going to express in matrix form. f(x) is the our
"forcing function"
In general the solution to u k is:

Note the first term is equal to the diffential equation, therefore it is equal This general matrix form is confusing. So here are the copy and pasted short forms for
to 0. Then we replace v' with ω. Turning the problem into a first order 2nd and 3rd order solutions copy and pasted
linear equation, which we can solve by integrating factor.

After solving for w, we need to integrate it to retrieve v from the equation

again. We then need to transform back into y2, by multiplying it by y1.
Therefore

Calculus Page 3
Calculus Page 4
Mathematical Modelling
October 16, 2014
9:56 PM

Basic Modelling Method Spring Mass Damper System

1) Sketch the system, showing all movements, flows, forces etc.
a. Label your axes and make sure all of your vectors are pointing in the
right direction. Express as much given information from the sketch as
possible
2) Apply physics to the problem:
a. Momentum Conservation
i. The sum of all the forces on an object is equal to the ma.
∑F=ma
ii. The force of gravity is equal to 9.81m/s 2m. F=mg
iii. The force exerted by a spring is equal to the spring constant
multiplied by the displacement . F=kx
iv. The force exerted by a damper is equal to the damping
coefficient multiplied by the velocity F=cx'.
1) Be careful of direction!
v. The force of buoyancy is equal to the density of the fluid ( ρ),
multiplied by the volume of the solid and the gravitational
constant. F=g ρfluid Vsolid
b. Mass Conservation: The variation of mass in a system is equal to the
mass in minus the mass out.
i. For this case it is particularly important to remember that
mass= concentration x volume
c. Energy Conservation Energy/Temperature is conserved. The energy
in is equal to the energy out.
• A free vibration is a simple system with just a mass attached to a spring
moving freely. The basic differential equation for this is: x''+ωx=0, where ω is
the natural frequency of the system.
○ We can cast our answer in alternative form in terms of amplitude,
where A is the amplitude of the vibration
• When we apply a damper to the system, the amplitude of our vibration falls
off very quickly. If the discriminant of our characteristic equation is equal to 0,
we call it critically damped. This means there will not be a single oscillation
that occurs.
○ If our discriminant is greater than 0 it is over damped. The system
quickly returns to equilibrium
○ If our discriminant is less than 0 it is under damped. The system will
return to equilibrium, but there will be a few oscillations before hand
• The critical damping coefficient cc = 2mω.
○ The damping ratio (ζ) is the ratio of the damper in the system divided by
the critical damping coefficient.
 When we solve our equation now we will get that our frequency
has changed from natural frequency to ωn √(1-ζ2)

i. Where c is the specific heat capacity.

d. Charge Conservation: The charge in is equal to the charge out.
Assuming the voltage of the circuit is equal to the voltage of the
battery.
i. I (Current) = dq/dt
1) Resistance Equation

2) Inductor Equation

3) Capacitor Equation • We can also have a forced vibration. A force vibration is a system, by which an
oscillating force is applied to the system. The frequency of the forcing function
is equal to γ. When we solve for the particular solution we will likely get a
3) Create a differential equation, using one of the methods learned 1/(ω2-Ω2).
4) Solve the differential equation and apply initial values to determine the ○ A forced vibration is of the form:
final solution.
Forced Vibrations with Damping
• We need to solve the equation ○ We normally solve this using Method of Undetermined Coefficients.

• Our particular solution is of the form Acos(Ωt)+Bsin(Ωt), where

• The resonance case is unique when ω = γ. The amplitude grows everytime and
grows out of control. WE need to make an alternate guess to solve the
particular solution. Xp = tAcos(ωt)+tBsin(ωt).
Our solution in this case is of the form:

• The above equations are for forced vibrations without damping, look to the
left for considerations with damping

• The amplitude of this spring is E=√(A2+B2).

• The phase angle (or offset between the spring and the forcing function is
equal to arctan(B/A)
• If there is resonance, eventually our damper caps the amplitude which is
equal to

Calculus Page 5
System of Differential Equations
November 27, 2014
4:48 PM

Systems of Linear Equations Example

• Consider a system of 2 masses and springs linking the masses and a Solve the system of ODE x'-3x+4y=1 and -4x+y'+7y=10t.
wall. There motion (solution of a single mass) is directly linked to the
motion of the other mass (solution of the other). Therefore their
solutions are linked

• In general we can express ta system of equations as, the solutions are

x(t) and y(t) respectively.

Using Method of Undetermined Coefficients we can solve y to be:

We will express derivatives in a D(x) notation rather than the prime or

Leibniz Notation. We can rewrite both equations as. We can sub this solution back into the second to solve.

Using this we can factor the common factors.

We can now eliminate either x or y. To eliminate x, we would multiple

the first equation by (a4D+a5)and the second equation by (a1D+a2). We
can then subtract the second equation from the first. Getting a single
equation.

We can now solve this ODE where Dy = y' and D2y=y''. We can solve
this ODE for one of the solutions. Then we can sub in the solution for y
into one of the initial equations to solve for x. There will be unknown
constants associated with both of these which can be solved with 2
initial conditions.

Calculus Page 6
Transform and Series Methods
November 24, 2014
4:35 PM
LaPlace Transform
• Given a linear differential equation, consider if the forcing function is
discontinuous. The discontinuity between the 2 sections occurs at t0.
○ We solve the equation for one section, (using initial conditions),
then determine the values of y at t0 and use those as initial
conditions to solve the second section. We get a discontinuous
solution with the discontinuity as t0
• We can use LaPlace transform to deal with these. Our solution method
will be to apply the transform to an ODE, then to solve the ODE, then
transform back into the normal domain.
• The LaPlace transform is defined as:
• We need to use limits to evaluating this integral. Consider a simple
case where f(t)=eat
This is the equivalent function in the LaPlace domain. There are tables
of LaPlace Transforms
LaPlace Transforms for Discontinuous Functions
• Heaviside Function (Unit stopping function)
○ Multiplying a function by the heaviside function, turns the
function "on" at value a. Before that the function does not affect
the value of y.
○ Using heaviside functions we can express piecewise functions in
a single line.
• To develop a piecewise function from a one-line heaviside function,
check where the heaviside functions are located. That represents a
new piece of the function.
• Add what is multiplied by the heaviside function to the previous
function to get the new piece.
Ex.
f(t)=t+(2-t)(H(t+2))+(t2-1)(H(t))+(2-t-t2)(H(t-1))
• There are 2 methods to transform a piecewise function into a single
heaviside function.
○ Method 1 Uses the off-switch. H(t-a)-H(t-b) where a is the
starting value and b is the ending value of the function.
○ Method 2 is to subtract the "old" function, when the new
function is turned on by the heaviside function.
Ex.
Method 1: (1-H(t) (-t) + (H(t)-H(t-2) (t2) + H(t-2) (4)
Method 2: -t + H(t)(t2+t) + H(t-2)(4-t2)
• The LaPlace transform for heaviside function H(t-a)= e-as/s
• Dirac Delta Function is an impulse of width 2t and height 1/2t.
Calculus Page 7
Conditions for using the LaPlace Transformation
• Existence: We say that LePlace transform exists if it is piecewise continuous on
an interval. [0,∞) and of exponential order.
• A function is piecewise continuous if it has a finite number of discontinuities
and if there are finite right and left limits to each discontinuity. (Not infinity)
• A function is of exponential order if and only if there exists a k, c and t.
Properties of LaPlace Transform
• The LaPlace transform is linear, where a and b are constants:
• The LaPLace transform can be translated. If F(s) exists for f(t), s>c, then the
LaPlace transform for eatf(t) is equal to F(s-a).
Consider :
• The LaPlace transform of the derivative is equal to.
Partial Fraction Decomposition
• Partial Fraction Decomposition is needed to break down a complex
polynomial expression to simple expressions, which can easily be transformed
or inversely by LaPlace Transform tables.
1) Factor the Denominator into either linear or quadratic terms.
2) For each linear factor constructor a term
3) For each quadratic factor construct a term
4) IF any root is repeated n times, construct n terms in the same way as step 2 or
3, but increase the power of the denominator. if (ax+b) is repeated
once.
Note: Each term has a different numerator.
One can also do this to improper fractions. Find the difference in the degree of the
numerator and denominator and let that equal n. Before the fractional portion.
Have an equation Axn+Bxn-1...Qx1
Ex)
From that A must equal 1. Since A equals 1, according to 2A+B, B is equal to -2. A+
2B+C, therefore implies that C=3, B+2C+D implies that D=-4 and finally E is equal
to -1.
Inverse Transform
• We apply inverse transforms by looking at transform tables and applying
partial fraction decomposition and the principle of transforms to invert.
Based on the principle of linearity we can factor out the 3. Note that if we
replaced s-1 with s, it would match the cos transform. We can say that the
function is transformed leaving a et in the solution. The rest of the solution
through tables is equal to cos(2t). Therefore the final solution is 3et cos (2t)
Example of LaPlace Transform
Spring-mass system released from rest 1 m below equilibrium, struck with hammer
after π seconds. Impulse=3. Find the displacement x(t) given m=1 k=9.
Set up the equation x''+9x=3δ(t-π), x(0)=1 and x'(0)=0
Apply the LaPlace Transform
Apply the inverse transform. The second function we can see a heaviside function
as the exponential. Treating just the ration portion, we get a sin function out of it.
x(t)= cos(3t)+sin(3t-π)H(t-π)
Fourier Series
For any periodic function, we can represent it as a Fourier series, which is composed
of a series of sin and cos, where the period is 2L
 • The LaPlace transform for δ(t-a) = e-as, where a is the point about
which the impulse is centered.
Recall that sine is an odd function and that cosine is an even function. Also recall
• We can transform any periodic function in the LaPlace transform. The
that even functions are composed of even functions and odd functions are
first step is to transform over one period (instead of integrating from 0
composed of odd functions. Therefore we can express any even function as a series
to infinity, we integrate between 0 and a, where a is one full period.
of cosines and all odd functions as a series of sine functions.
The integration of one period, f(t) would produce a function F(s). The
transform of the periodic function is F(s)/(1-e-sa), where a is the
period.
Fourier Transform
• Similar to the LaPlace transform, the Fourier transform is also an
integral transform. These series are simple ways of modelling periodic forcing functions. We can express
• The Fourier Transforms and their inverse transforms are. the function as a series and get a solution that is also a series.
○ Cosine Transform • The most important n term in the series is the value of n, such that nπ/L is
equal to the resonance frequency of the system. This has the biggest role in
shifting the function
Fourier Integral
○ Sine Transform • The Fourier integral is used to express non-periodic function as a sum of sine
and cosine. We say that the period of an interval goes from -∞ to∞. w= nπ/L

• Properties of the Fourier Transforms

• Linearity: (Where a and b are constants and f and g are functions

• Derivatives of Fourier Transform

Complex Form of Fourier Transform

Power Series
• Recall that we can use Euler's Identity to express sin and cos using
• We can expand the functions in a differential equation using a power series
exponentials.
expansion.

• Returning to our initial definition the Fourier Series, we can sub in this
substitution and factor the result to get an expression for the Fourier
Series.
• Using a similar approach we can also change the Fourier integral:
• This power series expansion only works if the function is analytical.
○ Analytical functions are differentiable for all orders of x.
○ Polynomial functions, rational functions [p(x)/q(x)] except when q is
equal to 0 and p(x) must be of higher order and elementary functions
(sin, cos, exponential, log [ for x> 0]) are all analytical
• Properties of Power Series
• Addition and Subtraction: If both sums are centered around the same x and
start at the same starting value of n.

○
• Finally we can also express our transforms in a much simpler and
condensed way. • Multiplication

○
Applying Power Series • Differentiation
• We can substitute functions with power series to arrive at a
recurrence relationship, which describes a function. ○
○ We describe it as a recurrence relationship, but it is often very
difficult to express it as a summation.
1) Check that the point about which the series is centered is an ordinary ○
point.
2) Substitute in the series. • Integration
a. Before substituting the series we want to shift the series to be
centered around 0. We use a similar technique to shifting the ○
series.
• Shifting the summation can be done by subbing in a new variable, which is
Ex.
related to the original variable and replacing it at all possible stages.
○ Ex.

When handling these it is important to consider the derivative.

Consider the first derivative dy/dt would be equal to dy/dx
dx/dt. Therefore we would need to multiply the series by the
derivative of x with respect to t. It is not an issue in this case
because the derivative is 1. The same true is for the second • When the power series equals 0, it implies that all an=0.
derivative
3) If possible express as a summation, otherwise express as a recurrence

Calculus Page 8
 derivative of x with respect to t. It is not an issue in this case
because the derivative is 1. The same true is for the second • When the power series equals 0, it implies that all an=0.
derivative
3) If possible express as a summation, otherwise express as a recurrence
relationship
Ex
y'+2xy=0 is analytical for all x so we can solve it.
Sub in the series

• A power series has a radius of convergence, values for which it will return a
close value. Outside this radius of convergence, the solution diverges from the
function. Based on the recurrence relationship.
An=0 Therefore a1=0. Consider the summation

Isolating for ak+1

• For series that are alternating (such that n=1,3,5, an=0) the radius of
convergence is slightly different.
This is the recurrence relationship for this series.

Ex Method of Frobenius
Ex. Find Power Series of y''+exy'+(1+x2)y=0 • A regular singular point for an ODE y''+p(x)y'+q(x)y=0 is if x0 is a singular point
The series is analytical for all x. (p(x) or q(x) undefined at x0), but can be made ordinary by multiplying p(x) by
Now let's sub in series: (x-x0) and q(x) by (x-x0)2.
• We can express it as a Frobenius Series and solve using a similar method.

Due to the multiplication this is difficult to evaluate. Therefore we will only

analyze up to the power 4 in this case. We approach this by expanding each
series till the fourth power of x appears. We then add initial conditions to
solve this problem.
Ex. x2y''-xy'-3y=0 (Sub it in)
○ Notably the summation doesn't shift when you take the derivative of
the series.
• We solve the indicial equation for r and evaluate the series (Check the
example beside)
In generalr1>r2 the solution takes the form of y1+y2
If r1 and r2 are not equal and r1-r2 isn't an integer.

A0 and b0 are both non-zero.

If r1 and r2 are not equal and r1-r2 is an integer.

This is the indicial equation. We can solve for r and get that r must equal 3 or -1
by assuming a0 does not equal 0 when n=0.
Now let's consider a case where n>1 and sub in r=3 and r=1 into each
expression.

A0 and b0 are both non-zero and c may equal 0

Since n > 1 in all cases an must be 0, when r=3 Ifr1=r2

Therefore an is equal to 0, for all cases. However consider when n=4, it allows for
a4 to not be equal to 0. Therefore all cases are equal to 0 except for a4
We find out solution is equal to:

Calculus Page 9