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Differential Equations
Differential Equations
Differential Equations
FirstandSecondOrderDifferentialEquations
FirstandSecondOrderDifferential
Equations
FirstOrderDifferentialequations
Afirstorderdifferentialequationisoftheform:
LinearEquations:
Thegeneralgeneralsolutionisgivenby
where
iscalledtheintegratingfactor.
SeparableEquations:
(1)
Solvetheequationg(y)=0whichgivestheconstantsolutions.
(2)
Thenonconstantsolutionsaregivenby
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FirstandSecondOrderDifferentialEquations
BernoulliEquations:
(1)
Considerthenewfunction
(2)
Thenewequationsatisfiedbyvis
(3)
Solvethenewlinearequationtofindv.
(4)
Backtotheoldfunctionythroughthesubstitution
(5)
Ifn>1,addthesolutiony=0totheonesyougotin(4).
HomogenousEquations:
ishomogeneousifthefunctionf(x,y)ishomogeneous,thatis
Bysubstitution,weconsiderthenewfunction
Thenewdifferentialequationsatisfiedbyzis
whichisaseparableequation.Thesolutionsaretheconstantonesf(1,z)z=0andthenonconstant
onesgivenby
Donotforgettogobacktotheoldfunctiony=xz.
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FirstandSecondOrderDifferentialEquations
ExactEquations:
isexactif
TheconditionofexactnessinsurestheexistenceofafunctionF(x,y)suchthat
Allthesolutionsaregivenbytheimplicitequation
SecondOrderDifferentialequations
HomogeneousLinearEquationswithconstantcoefficients:
Writedownthecharacteristicequation
(1)
If and aredistinctrealnumbers(thishappensif
),thenthegeneral
solutionis
(2)
If
(whichhappensif
),thenthegeneralsolutionis
(3)
If and arecomplexnumbers(whichhappensif
),thenthegeneral
solutionis
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FirstandSecondOrderDifferentialEquations
where
thatis
NonHomogeneousLinearEquations:
Thegeneralsolutionisgivenby
where
isaparticularsolutionand
isthegeneralsolutionoftheassociated
homogeneousequation
Inordertofind twomajortechniquesweredeveloped.
MethodofundeterminedcoefficientsorGuessingMethod
Thismethodworksfortheequation
wherea,b,andcareconstantand
where
isapolynomialfunctionwithdegreen.Inthiscase,wehave
where
Theconstants
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and
havetobedetermined.Thepowersisequalto0if
isnot
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FirstandSecondOrderDifferentialEquations
arootofthecharacteristicequation.If
isasimpleroot,thens=1ands=2ifitisa
doubleroot.
Remark.Ifthenonhomogeneoustermg(x)satisfiesthefollowing
where
areoftheformscitedabove,thenwesplittheoriginalequationintoN
equations
thenfindaparticularsolution .Aparticularsolutiontotheoriginalequationisgivenby
MethodofVariationofParameters
Thismethodworksaslongasweknowtwolinearlyindependentsolutions
ofthe
homogeneousequation
Notethatthismethodworksregardlessifthecoefficientsareconstantornot.aparticular
solutionas
whichimplies
Therefore,wehave
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FirstandSecondOrderDifferentialEquations
EulerCauchyEquations:
wherebandcareconstantnumbers.Bysubstitution,set
thenthenewequationsatisfiedbyy(t)is
whichisasecondorderdifferentialequationwithconstantcoefficients.
(1)
Writedownthecharacteristicequation
(2)
Iftheroots and aredistinctrealnumbers,thenthegeneralsolutionisgivenby
(2)
Iftheroots and areequal(
),thenthegeneralsolutionis
(3)
Iftheroots and arecomplexnumbers,thenthegeneralsolutionis
where
and
[DifferentialEquations]
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FirstandSecondOrderDifferentialEquations
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