ODE Cheat Sheet Nonhomogeneous Problems Series Solutions

Method of Undetermined Coefficients Taylor Method

First Order Equations f (x) yp (x) P∞
f (x) ∼ n c x , cn =
f (n) (0)
an xn + · · · + a1 x + a0 A n xn + · · · + A 1 x + A 0 n=0 n n!
Separable ae bx Aebx 1. Differentiate DE repeatedly.
y 0 a cos ωx + b sin ωx A cos ωx + B sin ωx
R (x)dy
= f (x)g(y)
R 2. Apply initial conditions.
g(y)
= f (x) dx + C Modified Method of Undetermined Coefficients: if any
term in the guess yp (x) is a solution of the homogeneous 3. Find Taylor coefficients.
Linear First Order equation, then multiply the guess by xk , where k is the 4. Insert coefficients into series form for y(x).
y 0 (x) + p(x)y(x) smallest positive integer such that no term in xk yp (x) is a
R x = f (x) solution of the homogeneous problem. Power Series Solution
µ(x) = exp p(ξ) dξ Integrating factor. P∞
(µy)0 = f µ Exact Derivative. 1. Let y(x) = c (x
n=0 n
− a)n .
R
Reduction of Order
1
Solution: y(x) = µ(x) f (ξ)µ(ξ) dξ + C 2. Find y 0 (x), y 00 (x).
Homogeneous Case
Exact 3. Insert expansions in DE.
Given y1 (x) satisfies L[y] = 0, find second linearly independent
0 = M (x, y) dx + N (x, y) dy solution as v(x) = v(x)y1 (x). z = v 0 satisfies a separable ODE. 4. Collect like terms using reindexing.
Solution: u(x, y) = const where
Condition: My = Nx Nonhomogeneous Case 5. Find recurrence relation.
du = ∂u
∂x
dx + ∂u∂y
dy
∂u
= M (x, y), ∂u
= N (x, y) 6. Solve for coefficients and insert in y(x) series.
∂x ∂y Given y1 (x) satisfies L[y] = 0, find solution of L[y] = f as
v(x) = v(x)y1 (x). z = v 0 satisfies a first order linear ODE.
Non-Exact Form Ordinary and Singular Points
µ(x, y) (M (x, y) dx + N (x, y) dy) = du(x, y) Method of Variation of Parameters y 00 + a(x)y 0 + b(x)y = 0. x0 is a
My = Nx yp (x) = c1 (x)y1 (x) + c2 (x)y2 (x) Ordinary point: a(x), b(x) real analytic in |x − x0 | < R
c01 (x)y1 (x) + c02 (x)y2 (x) = 0 Regular singular point: (x − x0 )a(x), (x − x0 )2 b(x) have


N ∂µ
∂x
− M ∂µ
∂y
= µ ∂M ∂y
− ∂N∂x
.
f (x)
c01 (x)y10 (x) + c02 (x)y20 (x) = a(x) convergent Taylor series about x = x0 .
Special cases
M −N R Irregular singular point: Not ordinary or regular singular
If yM x = h(y), then µ(y) = exp h(y) dy point.
My −Nx R Applications
If N
= −h(x), then µ(y) = exp h(x) dx
Free Fall Frobenius Method
P∞
Second Order Equations x00 (t) = −g 1. Let y(x) = c (x
n=0 n
− x0 )n+r .
v 0 (t) = −g + f (v)
Linear 2. Obtain indicial equation r(r − 1) + a0 r + b0 .
a(x)y 00 (x) + b(x)y 0 (x) + c(x)y(x) = f (x) Population Dynamics 3. Find recurrence relation based on types of roots of
y(x) = yh (x) + yp (x) P 0 (t) = kP (t) indicial equation.
yh (x) = c1 y1 (x) + c2 y2 (x) P 0 (t) = kP (t) − bP 2 (t) 4. Solve for coefficients and insert in y(x) series.
Constant Coefficients Newton’s Law of Cooling
ay 00 (x) + by 0 (x) + cy(x) = f (x) Laplace Transforms
T 0 (t) = −k(T (t) − Ta )
y(x) = erx ⇒ ar2 + br + c = 0 Transform Pairs
Cases Oscillations c
c
Distinct, real roots: r = r1,2 , yh (x) = c1 er1 x + c2 er2 x mx00 (t) + kx(t) = 0 s
1
One real root: yh (x) = (c1 + c2 x)erx mx00 (t) + bx0 (t) + kx(t) = 0 eat , s>a
s−a
Complex roots: r = α ± iβ, yh (x) = (c1 cos βx + c2 sin βx)eαx mx00 (t) + bx0 (t) + kx(t) = F (t) n!
tn , s>0
Types of Damped Oscillation sn+1
ω
Cauchy-Euler Equations Overdamped, b2 > 4mk sin ωt
s2 + ω 2
ax2 y 00 (x) + bxy 0 (x) + cy(x) = f (x) Critically Damped, b2 = 4mk s
cos ωt
y(x) = xr ⇒ ar(r − 1) + br + c = 0 Underdamped, b2 < 4mk s2 + ω 2
a
Cases sinh at
s2 − a2
Distinct, real roots: r = r1,2 , yh (x) = c1 xr1 + c2 xr2 Numerical Methods cosh at
s
One real root: yh (x) = (c1 + c2 ln |x|)xr s2 − a2
Euler’s Method e−as
Complex roots: r = α ± iβ, y0 = y(x0 ), H(t − a) , s>0
s
yh (x) = (c1 cos(β ln |x|) + c2 sin(β ln |x|))xα yn = yn−1 + ∆xf (xn−1 , yn−1 ), n = 1, . . . , N. δ(t − a) e−as , a ≥ 0, s > 0
Laplace Transform Properties Bessel Functions, Jp (x), Np (x) Solution Behavior
Stable Node: λ1 , λ2 < 0.
L[af (t) + bg(t)] = aF (s) + bG(s) x2 y 00 + xy 0 + (x2 − p2 )y = 0.
d Unstable Node: λ1 , λ2 > 0.
L[tf (t)] = − F (s) Gamma Saddle: λ1 λ2 < 0.
df
h i ds R ∞Functions
x−1 −t Center: λ = iβ.
L = sF (s) − f (0) Γ(x) = t e dt, x > 0.
0 Stable Focus: λ = α + iβ, α < 0.
 dt  Γ(x + 1) = xΓ(x). Unstable Focus: λ = α + iβ, α > 0.
2
d f
L = s2 F (s) − sf (0) − f 0 (0)
dt2 Systems of Differential Equations Matrix Solutions
L[eat f (t)] = F (s − a) Let x0 = Ax.
Planar Systems Find eigenvalues λi
L[H(t − a)f (t − a)] = e−as F (s)
x0 = ax + by
 
Z t vi1
y 0 = cx + dy. Find eigenvectors vi =
L[(f ∗ g)(t)] = L[ f (t − u)g(u) du] = F (s)G(s) vi2
0 x00 − (a + d)x0 + (ad − bc)x = 0. Form the Fundamental Matrix Solution:
v11 eλ1 t v21 eλ2 t
 
Solve Initial Value Problem Matrix Form Φ=
v12 eλ1 t v22 eλ2 t
 0    
x a b x
1. Transform DE using initial conditions. x0 = = ≡ Ax. General Solution: x(t) = Φ(t)C for C
y0 c d y Find C: x0 = Φ(t0 )C ⇒ C = Φ−1 (t0 )x0
2. Solve for Y (s). Guess x = veλt ⇒ Av = λv. Particular Solution: x(t) = Φ(t)Φ−1 (t0 )x0 .
3. Use transform pairs, partial fraction decomposition, to Eigenvalue Problem Principal Matrix solution: Ψ(t) = Φ(t)Φ−1 (t0 ).
obtain y(t). Particular Solution: x(t) = Ψ(t)x0 .
Av = λv. Note: Ψ0 = AΨ, Ψ(t0 ) = I.
Find Eigenvalues: det(A − λI) = 0
Special Functions Find Eigenvectors (A − λI)v = 0 for each λ. Nonhomogeneous Matrix Solutions
R t −1
Cases x(t) = Φ(t)C + Φ(t) Φ (s)f (s) ds
Legendre Polynomials Rt0t −1
Real, Distinct Eigenvalues: x(t) = c1 eλ1 t v1 + c2 eλ2 t v2
dn x(t) = Ψ(t)x0 + Ψ(t) Ψ (s)f (s) ds
Pn (x) = 2n1n! dx n (x 2 − 1)n
Repeated Eigenvalue: x(t) = c1 eλt v1 + c2 eλt (v2 + tv1 ), where t0
(1 − x2 )y 00 − 2xy 0 + n(n + 1)y = 0. Av2 − λv2 = v1 for v2 . 2 × 2 Matrix Inverse
(n + 1)Pn+1 (x) = (2n +P 1)xPn (x) − nPn−1 (x), n = 1, 2, . . . . Complex Conjugate Eigenvalues: x(t) =  −1  
∞ a b 1 d −b
g(x, t) = √ 1 = P (x)tn , |x| ≤ 1, |t| < 1.
n=0 n c1 Re(eαt (cos βt + i sin βt)v) + c2 Im(eαt (cos βt + i sin βt)v). =
1−2xt+t2 c d det A −c a