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2.1 Solution Curves 4.

3 Homogeneous Linear Equations With Constant


Coefficients
Autonomous First-Order DE
(Independent variable doesnt appear explicitly) Used to find yc (complementary function)
dy
dx = f (y)
Auxiliary Equation am2 + bm + c = 0
Nonautonomous
dy Distinct Real Roots yc = c1 em1 x + c2 em2 x
dx = f (x, y)
Critical points for an autonomous first-order DE can be found
Repeated Real Roots yc = c1 em1 x + c2 xem1 x
by differentiating f (y) and finding the zeros. Critical points
can be asymptotically stable, unstable, semi-stable. Attrac-
Conjugate Complex Roots m1 = i;
tors and repellers can then be determined by checking whether
=Real Part, =Imaginary Part
f (y)dy is positive or negative in each interval.
yc = c1 ex cos x + c2 ex sin x

2.2 Separable Variables


4.4 Undetermined Coefficients - Superposition Ap-
Separable equation proach
dy
dx = g(x)h(y) Used to find yp (particular solution)
Separate variables
dy Trial Particular Solutions
h(y) = g(x)dx g(x) Form of yp guess
Integrate
dy (remember C) 1 (constant) a
h(y) = g(x)dx 5x + 7 Ax + B
H(y) = G(x) + C 3x2 2 Ax2 + Bx + C
3
Solve for y. x x+1 Ax + Bx2 + Cx + E
3

y = P (x)C + C sin 4x A cos 4x + B sin 4x


Solve for C if initial values are given. cos 4x A cos 4x + B sin 4x
e5x Ae5x
5x
2.3 Solution to Linear First-Order Equations (9x 2)e (Ax + B)e5x
2 5x
x e (Ax + B)e5x
dy 3x
Given: a1 (x) dx + a0 (x)y = g(x) (1) e sin 4x (Ax2 + Bx + C)e5x
(Ax2 + Bx + C) cos 4x
1. Put into standard form dy
+ P (x)y = f (x) (2) 5x2 sin 4x
dx +(Ex2 + F x + G) sin 4x
xe3x cos 4x (Ax + B)e3x cos 4x + (Cx + E)e3x sin 4x
P (x)dx
2. Identify P (x) and find the integrating factor e (n1)
Differentiate yp guess and substitute yp , yp0 , . . . , yp it
back into the original equation. Then simplify and solve for
3. Multiply the standard form of the equation (2) by the
the coefficients of yp .
integrating factor. The left hand side of the equation is
automatically the derivative of the integrating factor and
y: h 7.1 Laplace Transform
i
d
e P (x)dx
y = e P (x)dx
f (x)
dx L{f (t)} = 0 est f (t)dt Use tables.
4. Integrate both sides of the last equation.
7.2.1 Inverse Laplace Transform
2.6 Eulers Method Partial Fractions
s2 +6s+9 A B C
yn+1 = yn + hf (xn , yn ) (s1)(s2)(s+4) = s1 + s2 + s+4
A(s2)(s+4)+B(s1)(s+4)+C(s1)(s2)
Calc = (s1)(s2)(s+4)
y1 = y0 + hf (x0 , y0 ) =
16/5
+
25/6 1/30
s1 s2 + s+4
Next step - replace y1 y0 , x0 + h x0

7.2.2 Laplace Transforms of Derivatives


4.1 Wronskian
L{f (t)} = F (s)
If the Wronskian (determinate) of the solutions to an ODE L{f 0 (t)} = sF (s) f (0)
6= 0 the solutions form a fundemental set. Add right diagonal L{f 00 (t)} = s2 F (s) sf (0) f 0 (0)
products and subtract left diagonal products.
L{f 000 (t)} = s3 F (s) s2 f (0) sf 0 (0) f 00 (0)
2x2
f1 f2
L{f (n) (t)} = sn F (s) sn1 f (0) sn2 f 0 (0) . . . f (n1) (0)
W (f1 , f2 , . . .)= 0 =f f 0 f2 f10 Substitute and solve for F (s).
f 1 f 02 1 2

3x3
f1 f2 f 3
7.3.1 Translation on the s-Axis
W (f1 , f2 , . . .)= f 1 f 02 f 03
0
f 001 f 002 f 003 First Translation Theorem
= f1 f2 f3 + f2 f30 f100 + f3 f10 f200 f3 f20 f100 f2 f10 f300 f1 f30 f200
0 00
L{eat f (t)} = F (s a)
7.3.2 Translation on the t-Axis 8.2.1 Distinct Real Eigenvalues General solution:
X = c1 K 1 e1 t + c2 K 2 e2 t + + cn K n en t
Unit step function
(
0, 0 t a
U (t a) = 8.2.2 Repeated Eigenvalues
1, t a
Second translation theorem Multiplicity Two
L{f (t a)U (t a)} = eas F (s) X 2 = Kte1 t + P e1 t
Alternate second translation theorem Multiplicity Three
2
L{g(t)U (t a)} = eas L{g(t + a)} X 3 = K t2 e1 t + P te1 t + Qe1 t

7.4.1 Derivatives of a Transform 8.2.3 Complex Eigenvalues


n
d
L{tn f (t)} = (1)n ds n F (s)
1 = + i
X 1 = [B 1 cos t B 2 sin t] et
7.4.2 Convolution Theorem X 2 = [B 2 cos t B 1 sin t] et
B 1 = Re(K 1 ), B 2 = Im(K 1 )
L{f g} = L{f (t)}L{f (t)} = F (s)G(s)
Transform
n of oan integral
t Operations
L 0 f ( )d = F (s)s
Matrix Solutions
2x + 3y 5z = 13
7.5 Dirac Delta Function
x 3y + 8z = 13
L{(t t0 )} = est0 2y
2x = 6
+ 4z
13 2 3 5 x 1
8 Phase Plane 13 / 1 3 8 = y = 2
6 2 2 4 z 1
Real Eigenvalues Wronskian - Determinate

2 3 5 2 3 5
1. 1 6= 2 Two Eigenvectors
1 3 8 = ABS 1 3 8

1,2 > 0 Unstable Focus 2 2 4 2 2 4
Slope Fields
1,2 < 0 Stable Focus EQ: f (x, y)
Notation
y y(x)
1 > 0, 2 < 0 Saddle (unstable) dy 0
dx = y d1y(x) or x(y(x))
d2 y
dx2 = y 00 d1d1y(x) or x(x(y(x)))
2. 1 = 2 One Eigenvector Check Solution
d2 u 2
dt2 + u = 0, u = A sin t
1 = 2 > 0 Unstable Fixed Point t(t(u(t))) + 2 u(t) = 0
u(t) = A sin( t)
1 = 2 < 0 Stable Fixed Point SUBST EVAL. Result: 0 = 0
Linear ODE 
d3 y d2 y dy
dx 3 4 dx 2 11 dx + 30y = x2
Complex Eigenvalues 1 = + i
x2
< 0 Stable Focus x3 4x2 11x 30
LDEC
System of LinearODE
= 0 Center (Stable)
1 2
A x0 (t) = 0, A =
  2 1
> 0 Unstable Focus   1 2
0 0 LDEC
2 1
Linear ODE + IVP
1 = 0, 2 < 0 d2 y
+ 5y = 2 cos 2t , y(0) = 1.2 Q = 6/5, y 0 (0) = 1/2
dt02

d1d1y(t) + 5 y(t) = 2 cos(t/2)0 0 y(0) = 6/50 d1y(0) = 1/20




1 = 0, 2 > 0 y(t) DESOLVE ODETY


dy
In dx = f (x, y) y(x)
0 dy
or dx = f (x, y)0 y(0) = Q d1y(0) = Q y(x)


8.2 Homogeneous Linear Systems Heaviside


L{H(x 1)} L{Heaviside(x 1)} = x1 ex
X 0 = AX is the same as (A I)K = 0 where A is an Diracs Delta
nxn matrix. The equation det(A I) = 0 is called the L{(x 1)} L{Delta(x 1)} = ex
characteristic equation of the matrix A; its solutions are
the eigenvalues of A. A solution of K 6= 0 corresponding to
an eigenvalue is an eigenvector K of A.

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