First Order Differential Equations Second Order Differential Equations Existence and Uniqueness Theorems

Separable: M(x) dx = N(y) dy Homogeneous Linear, Constant Coefficients: First Order, General Initial Value Problem:
Z Z a y00 + b y0 + c y = 0 y0 = f (x, y), y(x0 ) = y0
Solution: M (x) dx = N (y) dy Characteristic Eqn: a r2 + b r + c = 0 • Solution exists and is unique if f and ∂
f
∂y
Solution depends on the type of roots: are continuous at (x0 , y0 ).
Linear: y0 + p(x) y = g(x)
• r = r1 , r2 (real, not repeated) • Solutions are defined somewhere inside the
y = c1 er1 x + c2 er2 x
Z ∂
Solution: µ y = µ g(x) dx region containing (x0 , y0 ) where f and ∂y f
• r = α±β i (complex conjugates) are continuous.
y = c1 eαx cos(βx) + c2 eαx sin(βx)
R
p(x) dx
Integrating Factor: µ=e
• r = r0 , r0 (repeated root) Linear Initial Value Problem:
Exact: M(x, y) dx + N(x, y) dy = 0 y = c1 er0 x + c2 x er0 x y0 + p(x) y = g(x), y(x0 ) = y0
∂ ∂
where ∂y M dy dx = ∂x N dx dy
Reduction of Order: • Solution exists and is unique if p and g are
∂ continuous at x0 .
Solution: f (x, y) = c where ∂x f =M y00 + p(x) y0 + q(x) y = 0
∂ • Solution is defined on the entire interval con-
∂y f =N with one solution y1 = y1 (x) known
(R taining x0 where p and g are continuous.
M (x, y) dx Substitute: y =  v y
f = “least common sum” R
1 Note: higher order linear is the same.
0
N (x, y) dy y = v y10 + v 0 y1


y 00 = 
v y00 0 0 00
1 + 2v y1 + v y1
Differential Equations as Vibrations
To make a non-exact equation become exact:
 
m mass
0 0 00 0
µ M (x, y) dx + µ N (x, y) dy = 0 DE becomes: (2v y1 + v y1) + p v y1 = 0
γ dampening

m y00 + γ y0 + k y = F(x)
 
2 y10
 Integrating Factor: ln µ = My −Nx dx Separable: 1
(v 0 )0 = − p + k spring constant
 R 
 (v 0 ) y1
R Nx N (electric: L Q00 + R Q0 + C1
Q = E0 )

 −My
 F forcing function
 or ln µ = M dy  q
(integrals above must be single variable) Undetermined Coefficients: • (Undamped) natural freq. ω0 = m k

y00 + p(x) y0 + q(x) y = g(x) q

γ 2
• (Damped) quasi-frequency µ = m k


Homogeneous: y0 = P(x,y)
homogeneous solution y = c1 y1 + c2 y2 known − 2m
Q(x,y)
P and Q are polynomials in x and y General solution is y = c1 y1 + c2 y2 + Yp Resonance occurs if forcing freq. ≈ system freq.
all xn y m have total power (n + m) the same Yp is a particular solution Undamped: γ=0
1
0 P (x,y) xn+m
Find Yp by guessing a form and then plugging into DE:
Multiply: y = ·
Q(x,y)
x
1
n+m • g = a0 xn + a1 xn−1 + · · · + an
y
Substitute: x = v and y 0 = v + xv 0


Yp = xs ( A0 xn + A1 xn−1 + · · · + An )
(This converts equation to a separable DE.) • g = (a0 xn + a1 xn−1 + · · · + an ) eαx
Yp = xs ( A0 xn + A1 xn−1 + · · · + An ) eαx
Bernoulli: y0 + p(x) y = q(x) yn free forced, forced,
• g = (a0 xn +· · ·+an ) eαx cos(βx) or sin(βx) y=R cos(ω0 x−δ)
c
resonance no resonance
Rewrite: y −n y 0 + p(x) y 1−n = q(x) Yp = xs ( A0 xn + · · · + An ) eαx cos(βx) R2 =c21 +c22 , δ=Tan−1 c2 beat freq = 21 |ωF − ω0 |
1
Substitute: y 1−n = v and y −n y 0 = 1−n
1
v0 +xs ( B0 xn + · · · + Bn ) eαx sin(βx)
(This converts equation to a linear DE.) s
(x is chosen so that y1 and y2 are not terms of Yp .) Damped: γ 2 < 4mk

Autonomous: y0 = f (y) Variation of Parameters:

f (y0 ) = 0 =⇒ equilibrium solution at y = y0 y00 + p(x) y0 + q(x) y = g(x)
f (y0 ) < 0 =⇒ solutions go down at y = y0 homogeneous solution y = c1 y1 + c2 y2 known
f (y0 ) > 0 =⇒ solutions go up at y = y0 General solution is: free forced, forced,
−y2 g
Z Z
y1 g resonance no resonance
“unstable equilibrium” = solutions go away y = y1 dx + y2 dx 2
W (y1 , y2 ) W (y1 , y2 ) Not pictured: overdamped (γ > 4mk)
“stable equilibrium” = solutions go towards
Wronskian: W (y1 , y2 ) = y1 y20 − y2 y10 critically damped (γ 2 = 4mk)
“semi-stable equilibrium” = solutions mixed ©2015 Benjamin Walter (METU-NCC)
Review of Common Differential Equations
 Laplace Transforms Systems of Linear Differential Equations
Z ∞
L f = e−st f (t) ds L y = Y, L y 0 = s Y − y(0) ~ 0 = Ay
  
Definition: Constant Coeff. Homogeneous: y ~
0
L y 00 = s2 Y − s y(0) − y 0 (0)

nd o Solution: y
~ = c1 y ~2 + · · · = Ψ ~
~1 + c2 y c
L f = s L f − f (0)

Property: where y~i are fundamental solutions
L y 000 = s3 Y − s2 y(0) − s y 0 (0) − y 00 (0)

dt
from eigenvalues & eigenvectors as below:
Basic Functions:
1 s λ-Eigenvector Fund. Soln. y
~i
L 1 L cos(b t)
 
= = (A − λI) ~v = ~0 −→ ~
ve λt
s s + b2
2
n! b Gen. Eigenvect.
L t L sin(b t)
 n 
= n+1 = 2  
s s + b2 (A − λI) w
~ =~
v −→ w v t eλt
~ +~
1 e−cs
L eat L uc (t)
 
= = (Step at t = c) Gen.2 Eigenvect.
s−a s
t2
 
L δc (t) = e−cs L δc (t) f (t) = e−cs f (c) (A − λI) u
~ =w
~ −→ u~ +w~ t+~ v eλt
 
(Impulse at t = c) 2
C Eigenv. Pair
Exp-Shift and Step-Lag Laws:
( ( 
L −1 −at
L −1
 
F (s) = e F (s − a) ~a cos(βt) − ~b sin(βt) eαt
)
h  i λ=α±βi
L eat f (t) = `a L f (t) L −1 F (s + a) = e−at L −1 F (s) −→
  
a ± ~b i
 
h
~
v =~ ~a sin(βt) + ~b cos(βt) eαt
i
L uc (t) f (t) = e−cs L f (t + c) L −1 e−cs F (s) = uc (t) `c L −1 F (s)
   
Note: solutions above are Real and Imaginary parts of:
  
a + ~b i e(α+β i)t = ~
a + ~b i cos(βt) + sin(βt) i eαt
   
`a is the lag operator : `a F (s) = F (s − a) and `a f (t) = f (t − a) (Note: `a `b = `(a+b) )


~
 
Derivative Laws:
nd Fundamental Matrix Ψ(t) = y ~1 y ~2
o d
L f (t) = s L f (t) − f (0) L t f (t) = − L f (t)
  
  λ t 
dt ds e 1 0
(Real, Non-Defective) = ~ v1 ~ v2

0 eλ2 t
Convolutions: f ∗ g (t) Nonhomogeneous Systems of Linear DE   
1 t
Z t (Defective) = ~ v w ~ eλt

Variation of Parameters: y ~ 0 = Ay~ +~
g 0 1
Definition: f ∗ g (t) = f (t − τ ) g(τ ) dτ
0 homogeneous solution y
~ = Ψ~ c known   
cos(βt) sin(βt) αt
L f ∗g =L f L g (Complex) = ~ a ~b e
 
Property: General solution is: ! − sin(βt) cos(βt)
n   o Z 
Alternate formula: f ∗ g = L −1 L f L g −1
 
y
~ = Ψ~
c + Ψ Ψ ~
g dt
 
Wronskian W(t) = det Ψ(t) = det  y ~1 y ~2 · · · 
Phase Planes
R eigenvalues λ1 6= λ2  −1
source node source line C eig. λ = α±β i & ~ a ±~b i
v =~ Repeated eigenvalues Exponential eAt = Ψ(t) Ψ(0)
c~
v1 c~
v1 improper improper improper
  λ t  −1
spiral sink ellipses spiral source e 1 0
α<0 α=0 α>0 sink line source (Real, Non-Def.) = ~ v1 ~ v2 ~
v ~
v
λ1 > 0

1 2
~
b ~
λ<0 λ=0 λ>0 0 eλ 2 t
A12 < A21

saddle a c~
v c~
v c~
v
A12 < A21

c~
v2 c~
v2 c~
v1 = (etc...)
λ2 > 0 λ2 = 0 Init. Value Problem: ~ 0 = Ay
y ~ with y ~ (0) given.
sink node sink line  −1
~ = eAt y
A12 > A21

c~
v1 c~
v1 ~
a y ~ (0) = Ψ(t) Ψ(0) y
~ (0)
λ1 > 0 c~
v2 c~
v c~
v c~
v
A12 > A21
λ1 < 0

λ2 < 0   λ t  −1  
~
b e 1 0
c~
v2 c~
v2 = ~ v1 ~v2 ~
v1 ~ v2 y
~ (0)
0 eλ2 t
λ2 < 0 λ2 = 0 a to ~
Rotates from ~ b (CCW if A12 < A21 )
Solutions curve towards ~vi with larger |λi | a &~
Stretch; major/minor axes ~ a ⊥~
b if ~ b Rotates counter-clockwise if A12 < A21 = (etc...)
Review of Common Differential Equations ©2015 Benjamin Walter (METU-NCC)