List of Formulas for Final Exam (Differential Equation)

Method of variation of parameters

A particular solution of

y  + P(x ) y  + Q(x ) y = f (x )
is

y p (x ) = u1 (x )y1 (x ) + u2 (x )y2 (x ) ,
where

y2 (x ) f (x ) y (x ) f (x )
u1(x ) = − and u 2 (x ) = 1
W W
y1 (x ), y2 ( x) is a basis of the corresponding homogeneous equation and W is the Wronskian
of y1 (x ) and y 2 ( x ) .

Fourier series

The Fourier series of a function f defined on the interval (− p, p ) is given by

a0 
 n n 
f (x ) = +   a n cos x + bn sin x
2 n =1  p p 

f ( x ) dx
1 p
p  −p
a0 =

n
f (x ) cos
1 p
an =
p  − p p
x dx

n
f (x )sin
1 p
bn = 
p −p p
x dx

cos n = (- 1)
n

Fourier sine series

The Fourier sine series of an odd function f defined on the interval (− p, p ) is given by


n x
f ( x) =  bn sin
n =1 p
n x
p
2
bn =  f ( x) sin dx , n = 1, 2 , ...
p0 p
1
 Products of Trigonometric Functions and Exponentials

1
e
bx
sin axdx = ebx ( b sin ax − a cos ax )
a +b 2 2

1
 e cos axdx = a 2 + b2 e ( a sin ax + b cos ax )
bx bx

Harmonic motion

k 
Undamped Differential Equation: x  +  2 x = 0 ,  = , f =
m 2

Damped Differential Equation: mx  + bx  + kx = Fext (t )

Heat conduction in a rod

Variation of temperature u ( x, t ) in an insulated straight rod of length L with a uniform cross-

section and homogeneous material, with the axis of the rod placed along the x − axis.

u 2  u
2
= , 0  x  L, t  0,
t x 2
u ( 0, t ) = u ( L, t ) = 0, t  0,
u ( x, 0 ) = f ( x ) , 0  x  L.

The solution is obtained using the separation of variables is:


n x
u ( x, t ) =  cn e
−( n L ) t
2

sin
n =1 L
2 L n x
( )
L 0
cn = f x sin dx
L

2
 Table of Laplace transforms


f (t ) L  f ( t ) = F ( s ) =  e− st f ( t ) dt
0

1
1
s
n!
tn , n a positive integer
s n +1
1
e at
s−a
1
U (t )
s

U (t − a) e − as
s
f (t − a ) U (t − a) e F (s )
− as

k
sin kt
s + k2
2

s
cos kt
s + k2
2

dn
t n f (t ) (− 1) n F (s )
n

dx
f (t ) sF (s ) − f (0)
f (t ) s 2 F (s ) − sf (0 ) − f (0 )
f ( 4) ( t ) s 4 F ( s ) − s3 f ( 0 ) − s 2 f  ( 0 ) − s f  ( 0 ) − f  ( 0 )
eat f ( t ) F (s − a )

 f ( )d F (s )
t 1
0
s
s
cosh at
s − a2
2

a
sinh at
s − a2
2

( f  g )( t )  f (t −  )g ( ) d = F ( s ) G ( s )
t

 (t − t 0 ) e − st0