Tarek hajj shehadi

Summary for Final Exam MATH 202

Type Solution
First Order Simple O.D.E. (The ODE that you will
never see in an exam)
𝑦 ′ = 𝑓ሺ𝑥ሻ 𝑦 = න 𝑓ሺ𝑥ሻ𝑑𝑥
′
Ex : 𝑦 = 5𝑥

I) First make sure the ODE is in standard form.

II) Find Integrating Factor : 𝜇ሺ𝑥ሻ = 𝑒 − ‫𝑃 ׬‬ሺ𝑥ሻ𝑑𝑥

First Order Linear O.D.E. III) Multiply both sides of ODE by integrating factor
𝑦 ′ = 𝑃ሺ𝑥ሻ𝑦 + 𝑄ሺ𝑥ሻ IV) Obtain form 𝑦 ′ 𝜇ሺ𝑥ሻ + 𝜇′ሺ𝑥ሻ𝑦 = 𝑄ሺ𝑥ሻ𝜇ሺ𝑥ሻ
Ex : 𝑦 ′ = 2𝑥𝑦 + 𝑥 7 V) Realize that 𝑦 ′ 𝜇ሺ𝑥ሻ + 𝜇ሺ𝑥ሻ′ 𝑦 = [𝑦𝜇ሺ𝑥ሻ]′

VI) [𝑦𝜇ሺ𝑥ሻ]′ = 𝑄ሺ𝑥ሻ𝜇ሺ𝑥ሻ ⟶ 𝑦𝜇ሺ𝑥ሻ = ‫𝑄 ׬‬ሺ𝑥ሻ 𝜇ሺ𝑥ሻ

‫𝑄 ׬‬ሺ𝑥ሻ𝜇ሺ𝑥ሻ
VII) 𝑦 = 𝜇ሺ𝑥ሻ
𝑑𝑥 Find 𝑦 and substitute IVP

I) Make sure the ODE is in its standard form.

Separable O.D.E. II) Separate all 𝑥 variables to the left
𝑦 ′ = 𝑓ሺ𝑥ሻℎሺ𝑦ሻ III) Separate all 𝑦 variables to the right
Ex : 𝑦 ′ = 𝑒 4𝑥 ሺ1 + 2𝑦 2 ሻ IV) Integrate both sides and substitute IVP
V) Beware of restriction Ex : lnȁ1 − 𝑦ȁ = lnሺ1 − 𝑦ሻ
if 𝑦 < 1.
I) First Type 𝑦 ′ = 𝑓ሺ𝑥, 𝑦ሻ : Check if 𝑓ሺ𝑡𝑥, 𝑡𝑦ሻ =
𝑓ሺ𝑥, 𝑦ሻ. If it is, then let 𝑦 = 𝑣𝑥 and 𝑦 ′ = 𝑣 ′ 𝑥 + 𝑣
then solve the Separable ODE :
Homogeneous O.D.E. 𝑑𝑣 𝑑𝑥
=
𝑦′ = 𝑓ሺ𝑥, 𝑦ሻ 𝑓ሺ𝑣ሻ − 𝑣 𝑥

Or II) Second Type 𝑦 ′ = 𝑓ሺ𝐴𝑥 + 𝐵𝑦 + 𝐶) : In this case

𝑣−𝐴𝑥−𝐶 𝑣 ′ −𝐴
𝑦 ′ = 𝑓ሺ𝐴𝑥 + 𝐵𝑦 + 𝐶ሻ let 𝑦 = 𝐵
and 𝑦 ′ = 𝐵
then solve Separable
ODE :
𝑑𝑣
= 𝑑𝑥
𝐴 + 𝐵𝑓ሺ𝑣ሻ
 I) Make sure the ODE is in its standard form.
II) Divide the entire Differential Equation by 𝑦 𝑛 you
will obtain : 𝑦 −𝑛 𝑦 ′ = 𝑃ሺ𝑥ሻ𝑦1−𝑛 + 𝑄ሺ𝑥ሻ

III) Let 𝑣 = 𝑦1−𝑛 and 𝑣 ′ = ሺ1 − 𝑛ሻ𝑦 −𝑛 𝑦′

IV) Substitute the new variable in ODE and you will
get a Linear ODE :
Bernoulli O.D.E. 1
′ 𝒏 𝑣 ′ = 𝑃ሺ𝑥ሻ𝑣 + 𝑄ሺ𝑥ሻ
𝒚 = 𝑷ሺ𝒙ሻ𝒚 + 𝑸ሺ𝒙ሻ𝒚 ; 𝒏 ≠ 𝟎, 𝟏 1−𝑛
𝑥𝑦
Ex : 𝑦 ′ = 1+𝑥2 + 𝑥ඥ𝑦 V) Find Integrating Factor : 𝜇ሺ𝑥ሻ = 𝑒 − ‫𝑃 ׬‬ሺ𝑥ሻ𝑑𝑥
VI) Multiply both sides of ODE by integrating factor
VII) Obtain form 𝑣 ′ 𝜇ሺ𝑥ሻ + 𝜇′ሺ𝑥ሻ𝑣 = 𝑄ሺ𝑥ሻ𝜇ሺ𝑥ሻ
VIII) Realize that 𝑣 ′ 𝜇ሺ𝑥ሻ + 𝜇ሺ𝑥ሻ′ 𝑣 = [𝑣𝜇ሺ𝑥ሻ]′

IX) [𝑣𝜇ሺ𝑥ሻ]′ = 𝑄ሺ𝑥ሻ𝜇ሺ𝑥ሻ ⟶ 𝑣𝜇ሺ𝑥ሻ = ‫𝑄 ׬‬ሺ𝑥ሻ 𝜇ሺ𝑥ሻ

‫𝑄 ׬‬ሺ𝑥ሻ𝜇ሺ𝑥ሻ
X) 𝑣 = 𝜇ሺ𝑥ሻ
𝑑𝑥 Find 𝑣 resubstitute to find 𝑦

Higher Order Linear O.D.E.

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 ሺ𝑥ሻ + 𝑎𝑛−1 ሺ 𝑥 ሻ + ⋯ + 𝑎1 ሺ 𝑥 ሻ + 𝑎0 ሺ𝑥ሻ = 𝑔ሺ𝑥ሻ
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
- Existence and Uniqueness : For a Linear Differential equation of order 𝑛, if we know that
𝑎𝑛 ሺ𝑥ሻ , 𝑎𝑛−1 ሺ𝑥ሻ , … , 𝑎0 ሺ𝑥ሻ , 𝑔ሺ𝑥ሻ are all continuous over a common interval I and are sure
that 𝑎𝑛 ሺ𝑥ሻ ≠ 0, then if 𝑥 = 𝑥0 belongs to I we conclude that there will exist a solution 𝑦ሺ𝑥ሻ
such that 𝑦ሺ𝑥ሻ will be the only solution of the ODE that contains an IVP 𝑦ሺ𝑥0 ሻ = 𝑦0 ,
𝑦 ′ ሺ𝑥0 ሻ = 𝑦1 , 𝑦 ′′ ሺ𝑥0 ሻ = 𝑦2 , … 𝑦 ሺ𝑛ሻ ሺ𝑥0 ሻ = 𝑦𝑛

- Homogenous Differential Equation :

𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 ሺ𝑥ሻ + 𝑎𝑛−1 ሺ 𝑥 ሻ + ⋯ + 𝑎1 ሺ 𝑥 ሻ + 𝑎0 ሺ𝑥ሻ = 𝟎
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
- Nonhomogeneous Differential Equation :
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 ሺ𝑥ሻ + 𝑎𝑛−1 ሺ 𝑥 ሻ + ⋯ + 𝑎1 ሺ 𝑥 ሻ + 𝑎0 ሺ𝑥ሻ = 𝒈ሺ𝒙ሻ
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
- Superposition Principle : If 𝑦1 ሺ𝑥ሻ , 𝑦2 ሺ𝑥ሻ , … , 𝑦𝑘 ሺ𝑥ሻ are distinct solutions to a
Homogenous ODE then a Linear Combination of these solutions can be formed :
𝑌ሺ𝑥ሻ = 𝑐1 𝑦1 ሺ𝑥ሻ + 𝑐2 𝑦2 ሺ𝑥ሻ + ⋯ + 𝑐𝑘 𝑦𝑘 ሺ𝑥ሻ
 I) Write down the conditions that will allow you to
use the Component Test when you spot an ODE
having one of the two forms to your left.
Exact O.D.E.
𝜕𝑀ሺ𝑥,𝑦ሻ 𝜕𝑁ሺ𝑥,𝑦ሻ
II) The Component Test states if 𝜕𝑦
= 𝜕𝑥
𝑀ሺ𝑥, 𝑦ሻ𝑑𝑥 + 𝑁ሺ𝑥, 𝑦ሻ𝑑𝑦 = 0
then you have an Exact O.D.E.
Or
III) Integrate either 𝑀ሺ𝑥, 𝑦ሻ𝑑𝑥 or 𝑁ሺ𝑥, 𝑦ሻ𝑑𝑦
𝑀ሺ𝑥, 𝑦ሻ
𝑦′ = − IV) Suppose you integrate 𝑀ሺ𝑥, 𝑦ሻ then you get :
𝑁ሺ𝑥, 𝑦ሻ
𝑓ሺ𝑥, 𝑦ሻ = ‫𝑀 ׬‬ሺ𝑥, 𝑦ሻ𝑑𝑥 + ℎሺ𝑦ሻ. Apply Partial
derivative with respect to function that has only one
Ex : ሺ3𝑥 2 + 4𝑥𝑦ሻ𝑑𝑥 + ሺ2𝑥 2 + 2𝑦ሻ𝑑𝑦 = 0 variable in this case ℎሺ𝑦ሻ. From that you will find ℎ𝑦
then ℎሺ𝑦ሻ. Then you obtain general solution of ODE
in implicit form so all you have to do is substitute the
IVP.
I) Write down the conditions that will allow you
to use the Component Test when you spot an
ODE having one of the two forms to your left.
𝜕𝑀ሺ𝑥,𝑦ሻ 𝜕𝑁ሺ𝑥,𝑦ሻ
II) The C.T. states if ≠ then you
𝜕𝑦 𝜕𝑥
have a Non-Exact O.D.E.
III) If :
𝑀𝑦 −𝑁𝑥
is a function of 𝑥 only, then let
𝑁
Non-Exact O.D.E. 𝑀𝑦 −𝑁𝑥
𝜇ሺ𝑥ሻ = 𝑒 ‫׬‬ 𝑁
𝑀ሺ𝑥, 𝑦ሻ𝑑𝑥 + 𝑁ሺ𝑥, 𝑦ሻ𝑑𝑦 = 0
𝑁𝑥 −𝑀𝑦
Or is a function of 𝑦 only, then let
𝑀

𝑀ሺ𝑥, 𝑦ሻ 𝑁𝑥 −𝑀𝑦
𝑦′ = − 𝜇ሺ𝑦ሻ = 𝑒 ‫׬‬ 𝑀
𝑁ሺ𝑥, 𝑦ሻ
IV) Let :

Ex : ሺ3𝑥 2 𝑦 + 4𝑥𝑦ሻ𝑑𝑥 + ሺ2𝑥 2 + 2𝑦ሻ𝑑𝑦 = 0 ℳሺ𝑥, 𝑦ሻ = 𝜇𝑀ሺ𝑥, 𝑦ሻ

ℵሺ𝑥, 𝑦ሻ = 𝜇𝑁ሺ𝑥, 𝑦ሻ
V) Integrate either ℳሺ𝑥, 𝑦ሻ𝑑𝑥 or ℵሺ𝑥, 𝑦ሻ𝑑𝑦
VI) Suppose you integrate 𝑀ሺ𝑥, 𝑦ሻ then you get :
𝑓ሺ𝑥, 𝑦ሻ = ‫𝑀 ׬‬ሺ𝑥, 𝑦ሻ𝑑𝑥 + ℎሺ𝑦ሻ. Apply Partial
derivative with respect to function that has only
one variable in this case we have ℎሺ𝑦ሻ. From that
you will find ℎ𝑦 then ℎሺ𝑦ሻ. Then you obtain
general solution of ODE in implicit form so all
you have to do is substitute the IVP.

Reduction of Order
𝒚′′ + 𝑷ሺ𝒙ሻ𝒚′ + 𝑸ሺ𝒙ሻ𝒚 = 𝟎
Higher Order Homogenous O.D.E.
𝑦 𝑛 + ⋯ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
Ex : 𝑦 ′′′ + 2𝑦′′ − 4𝑦 + 16 = 0
If 𝑦1 and 𝑦2 are two linearly independent
solutions for this ODE, if we are given 𝑦1
and we want to determine 𝑦2 we use a
method called reduction of order :
𝑒 − ‫𝑃 ׬‬ሺ𝑥ሻ𝑑𝑥
𝑦2 ሺ𝑥ሻ = 𝑦1 ሺ𝑥ሻ න 2 𝑑𝑥
൫𝑦1 ሺ𝑥ሻ൯
I) For an 𝑛𝑡ℎ order Homogenous Differential
equation with constant coefficients we let 𝑦 = 𝑒 𝑚𝑥
and substitute it in the ODE. Assume 𝑛 = 2 then
𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0
𝑚2 𝑒 𝑚𝑥 + 𝑏𝑚𝑒 𝑚𝑥 + 𝑐𝑒 𝑚𝑥 = 0
⟹ ሺ𝑚2 + 𝑏𝑚 + 𝑐ሻ𝑒 𝑚𝑥 = 0 ; 𝑒 𝑚𝑥 ≠ 0 thus
𝑚2 + 𝑏𝑚 + 𝑐 = 0
II) First Case : ሺ𝑏 2 − 4𝑎𝑐 > 0ሻ
In this case, the solution to the ODE is given by :
𝒚ሺ𝒙ሻ = 𝒄𝟏 𝒆𝒎𝟏𝒙 + 𝒄𝟐 𝒆𝒎𝟐𝒙
III) Second Case : ሺ𝑏 2 − 4𝑎𝑐 = 0ሻ
In this case, we will have 𝑚1 = 𝑚2 = 𝑚 but we want
our solution to be linearly Independent and thus we
multiply the 𝑦2 ሺ𝑥ሻ by 𝒙 :
𝒚ሺ𝒙ሻ = 𝒄𝟏 𝒆𝒎𝒙 + 𝒄𝟐 𝒙𝒆𝒎𝒙
Third Case : ሺ𝑏 2 − 4𝑎𝑐 < 0ሻ
In this case, 𝑚 is of the form 𝒎 = 𝜶 + 𝒊𝜷 and thus
the solution is given by :
𝒚ሺ𝒙ሻ = 𝒆𝜶𝒙 ൫𝒄𝟏 𝒄𝒐𝒔ሺ𝜷𝒙ሻ + 𝒄𝟐 𝒔𝒊𝒏ሺ𝜷𝒙ሻ൯
 Method of Undetermined Coefficients
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 ሺ𝒙ሻ 𝒏 + 𝒂𝒏−𝟏 ሺ𝒙ሻ 𝒏−𝟏 + ⋯ + 𝒂𝟏 ሺ𝒙ሻ + 𝒂𝟎 ሺ𝒙ሻ = 𝒈ሺ𝒙ሻ
𝒅𝒙 𝒅𝒙 𝒅𝒙
- For a Nonhomogeneous Differential Equation, we solve it first by solving the
homogenous part then we will apply this method to find the nonhomogeneous part of
the ODE : 𝑌ሺ𝑥ሻ = 𝑦𝑐 ሺ𝑥ሻ + 𝑦𝑝 ሺ𝑥ሻ where 𝑦𝑐 ሺ𝑥ሻ the complement part of the general
solution and 𝑦𝑝 ሺ𝑥ሻ is the particular solution.
- After finding 𝑦𝑐 ሺ𝑥ሻ , we assume that 𝑦𝑝 ሺ𝑥ሻ has one of the forms in the below list :

𝒈ሺ𝒙ሻ 𝒚𝒑 ሺ𝒙ሻ

𝒌𝒆𝜶𝒙 𝒄𝒆𝜶𝒙

𝒌𝒙𝒏 𝒄𝒏 𝒙𝒏 + 𝒄𝒏−𝟏 𝒙𝒏−𝟏 + ⋯ + 𝒄𝟏 𝒙 + 𝒄𝟎

𝒌𝒄𝒐𝒔ሺ𝜷𝒙ሻ 𝒄𝟏 𝐜𝐨𝐬ሺ𝜷𝒙ሻ + 𝒄𝟐 𝐬𝐢𝐧 ሺ𝜷𝒙ሻ

𝒌𝒔𝒊𝒏ሺ𝜷𝒙ሻ 𝒄𝟏 𝐜𝐨𝐬ሺ𝜷𝒙ሻ + 𝒄𝟐 𝐬𝐢𝐧 ሺ𝜷𝒙ሻ

𝒙𝒏 𝒆𝜶𝒙 ൫𝒄𝒏 𝒙𝒏 + 𝒄𝒏−𝟏 𝒙𝒏−𝟏 + ⋯ + 𝒄𝟏 𝒙 + 𝒄𝟎 ൯𝒆𝜶𝒙

ሺ𝒌𝒙𝟐 + 𝒃ሻ𝒆𝜶𝑥 ሺ𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙 + 𝒄𝟑 ሻ𝒆𝜶𝑥

𝒙𝒆𝜶𝑥 𝐜𝐨𝐬ሺ𝜷𝒙ሻ ሺ𝒄𝟏 𝒙 + 𝒄𝟎 ሻ𝒆𝜶𝑥 𝒄𝒐𝒔ሺ𝜷𝒙ሻ + ሺ𝒄𝟏 𝒙 + 𝒄𝟎 ሻ𝒆𝜶𝑥 𝒄𝒐𝒔ሺ𝜷𝒙ሻ

 Variation of Parameters

𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 ሺ𝒙ሻ 𝒏 + 𝒂𝒏−𝟏 ሺ𝒙ሻ 𝒏−𝟏 + ⋯ + 𝒂𝟏 ሺ𝒙ሻ + 𝒂𝟎 ሺ𝒙ሻ = 𝒈ሺ𝒙ሻ
𝒅𝒙 𝒅𝒙 𝒅𝒙

- For a Nonhomogeneous Differential Equation, we solve it first by solving the

homogenous part then we will apply this method to find the nonhomogeneous part of
the ODE : 𝑌ሺ𝑥ሻ = 𝑦𝑐 ሺ𝑥ሻ + 𝑦𝑝 ሺ𝑥ሻ where 𝑦𝑐 ሺ𝑥ሻ the complement part of the general
solution and 𝑦𝑝 ሺ𝑥ሻ is the particular solution.
- After finding 𝑦𝑐 ሺ𝑥ሻ , we assume that 𝑦𝑝 ሺ𝑥ሻ has the form : (Assume 𝒏 = 𝟐ሻ

𝒚𝒑 ሺ𝒙ሻ = 𝝁𝟏 ሺ𝒙ሻ𝒚𝟏 ሺ𝒙ሻ + 𝝁𝟐 ሺ𝒙ሻ𝒚𝟐 ሺ𝒙ሻ

𝑦1 𝑦2
I) Find 𝑊ሺ𝑦1 , 𝑦2 ሻ = ቚ𝑦 ′ 𝑦 ′ቚ
1 2

𝑔ሺ𝑥ሻ 𝑦2 𝑦 𝑔ሺ𝑥ሻ
II) Find 𝑊ሺ𝑔ሺ𝑥ሻ , 𝑦2 ሻ = ฬ ฬ and 𝑊൫𝑦1 , 𝑔ሺ𝑥ሻ൯ = ฬ 1 ฬ
𝑔′ሺ𝑥ሻ 𝑦2 ′ 𝑦1 ′ 𝑔′ ሺ𝑥ሻ

𝑊ሺ𝑔ሺ𝑥ሻ ,𝑦2 ሻ 𝑊൫𝑦1 ,𝑔ሺ𝑥ሻ൯

III) Find 𝜇1′ ሺ𝑥ሻ = and 𝜇2′ ሺ𝑥ሻ =
𝑊ሺ𝑦1 ,𝑦2 ሻ 𝑊ሺ𝑦1 ,𝑦2 ሻ

IV) Integrate both 𝜇1′ ሺ𝑥ሻ and 𝜇2′ ሺ𝑥ሻ and write 𝒚𝒑 ሺ𝒙ሻ = 𝝁𝟏 ሺ𝒙ሻ𝒚𝟏 ሺ𝒙ሻ + 𝝁𝟐 ሺ𝒙ሻ𝒚𝟐 ሺ𝒙ሻ
 I) For an 𝑛𝑡ℎ order Homogenous Differential
equation with coefficients of the form of an elliptical
equation we let 𝑦 = 𝑥 𝑚 and substitute it in the ODE.
Assume 𝑛 = 2 then we will obtain :
𝑎𝑥 2 𝑦 ′′ + 𝑏𝑥𝑦 ′ + 𝑐𝑦 = 0
𝑎𝑚ሺ𝑚 − 1ሻ𝑥 𝑚−2 + 𝑏𝑚𝑥 𝑚−1 + 𝑐𝑥 𝑚 = 0
⟹ ሺ𝑎𝑚ሺ𝑚 − 1ሻ + 𝑏𝑚 + 𝑐ሻ𝑥 𝑚 = 0 ; 𝑥 𝑚 ≠ 0 thus

𝑎𝑚2 + ሺ𝑏 − 𝑎ሻ𝑚 + 𝑐 = 0

II) First Case : ሺሺ𝑏 − 𝑎ሻ2 − 4𝑎𝑐 > 0ሻ

In this case, the solution to the ODE is given by :

Cauchy – Euler O.D.E. 𝒚ሺ𝒙ሻ = 𝒄𝟏 𝒙𝒎𝟏 + 𝒄𝟐 𝒙𝒎𝟐

𝑎𝑥 2 𝑦 ′′ + 𝑏𝑥𝑦 ′ + 𝑐𝑦 = 0
III) Second Case : ሺሺ𝑏 − 𝑎ሻ2 − 4𝑎𝑐 = 0ሻ
Ex : 4𝑥 2 𝑦 ′′ + ξ2𝑥𝑦 ′ + 1 = 0
In this case, we will have 𝑚1 = 𝑚2 = 𝑚 but we want
our solution to be linearly Independent and thus we
multiply the 𝑦2 ሺ𝑥ሻ by 𝐥𝐧 ሺ𝒙ሻ :
𝒚ሺ𝒙ሻ = 𝒄𝟏 𝒙𝒎 + 𝒄𝟐 𝒍𝒏ሺ𝒙ሻ𝒙𝒎

IV) Third Case : ሺሺ𝑏 − 𝑎ሻ2 − 4𝑎𝑐 < 0ሻ

In this case, 𝑚 is of the form 𝒎 = 𝜶 + 𝒊𝜷 and thus
the solution is given by :

𝒚ሺ𝒙ሻ = 𝒙𝜶 ቀ𝒄𝟏 𝒄𝒐𝒔൫𝜷𝒍𝒏ሺ𝒙ሻ൯ + 𝒄𝟐 𝒔𝒊𝒏൫𝜷𝒍𝒏ሺ𝒙ሻ൯ቁ

I) apply the substitution 𝑥 = 𝑒 𝑡 we get :

𝑑𝑥 𝑑𝑡 1
= 𝑒 𝑡 = 𝑥. Then = = 𝑒 −𝑡
𝑑𝑡 𝑑𝑥 𝑥

𝑠𝑡
II) Apply 1 order Chain Rule we get :
Converting Cauchy – Euler O.D.E.
𝑑𝑦 𝑑𝑦 𝑑𝑡 𝑑𝑦 −𝑡
Into = = 𝑒
𝑑𝑥 𝑑𝑡 𝑑𝑥 𝑑𝑡

An O.D.E. with constant coefficients III) Apply 2𝑛𝑑 order Chain Rule we get :

𝑑2 𝑦 𝑑 𝑑𝑦 𝑑 𝑑𝑦 𝑑𝑡 𝑑 𝑑𝑦
𝑎𝑥 2 𝑦 ′′ + 𝑏𝑥𝑦 ′ + 𝑐𝑦 = 0 = ൬ ൰= ൬ ൰
𝑑𝑥 2 𝑑𝑥 𝑑𝑥
= ൬ 𝑒 −𝑡 ൰ 𝑒 −𝑡
𝑑𝑡 𝑑𝑥 𝑑𝑥 𝑑𝑡 𝑑𝑡

𝑥 = 𝑒𝑡 = 𝑒 −𝑡 ቆ𝑒 −𝑡
𝑑2 𝑦 𝑑𝑦 𝑑 2 𝑦 𝑑𝑦
− 𝑒 −𝑡 ቇ = 𝑒 −2𝑡 ቆ 2 − ቇ
𝑑𝑡 2 𝑑𝑡 𝑑𝑡 𝑑𝑡
⟶ 𝑎𝑦 ′′ + ሺ𝑏 − 1ሻ𝑦 + 𝑞𝑦 = 0
If you sub I, II, and III in the ODE you will get

𝑎𝑦 ′′ + ሺ𝑏 − 1ሻ𝑦 + 𝑞𝑦 = 0
 Power Series
𝒅𝒏 𝒚 𝒅𝒏−𝟏 𝒚 𝒅𝒚
𝒂𝒏 ሺ𝒙ሻ 𝒏
+ 𝒂𝒏−𝟏 ሺ𝒙ሻ 𝒏−𝟏
+ ⋯ + 𝒂𝟏 ሺ𝒙ሻ + 𝒂𝟎 ሺ𝒙ሻ = 𝟎
𝒅𝒙 𝒅𝒙 𝒅𝒙

I) Let 𝑛 = 2 : 𝑎2 ሺ𝑥ሻ𝑦 ′′ + 𝑎1 ሺ𝑥ሻ𝑦 ′ + 𝑎0 ሺ𝑥ሻ𝑦 = 0 Convert the ODE into standard form
𝑎1 ሺ𝑥ሻ ′ 𝑎0 ሺ𝑥ሻ
𝑦 ′′ + 𝑦 + 𝑦=0
𝑎2 ሺ𝑥ሻ 𝑎2 ሺ𝑥ሻ
𝑎 ሺ𝑥ሻ 𝑎 ሺ𝑥ሻ
- We say that 𝑥 = 𝑥0 is an ordinary point if 𝑎1 ሺ𝑥ሻ and 𝑎0 ሺ𝑥ሻ are both analytic at 𝑥 = 𝑥0 .
2 2

- If a point is not an ordinary point, we call this point a Singular Point.

𝑎1 ሺ𝑥ሻ 𝑎0 ሺ𝑥ሻ
II) If and are both Analytic, then let :
𝑎2 ሺ𝑥ሻ 𝑎2 ሺ𝑥ሻ

𝑛=∞

𝑦 = ෍ 𝑐𝑛 𝑥 𝑛
𝑛=0

𝑎 ሺ𝑥ሻ 𝑎 ሺ𝑥ሻ
II) If 𝑎1 ሺ𝑥ሻ and 𝑎0 ሺ𝑥ሻ are both NOT Analytic but have Regular Singular Points then use Frobenius Method :
2 2

𝑛=∞

𝑦 = ෍ 𝑐𝑛 𝑥 𝑛+𝑟
𝑛=0

III) By substituting and taking 𝑥 𝑟 as a common factor, we will obtain what we call an indicial equation with
two roots 𝑟1 and 𝑟2 we have three cases :
- First Case : If [𝑟1 − 𝑟2 ≠ integer] then :
𝑛=∞ 𝑛=∞
𝑛+𝑟1
𝑦1 = ෍ 𝑎𝑛 𝑥 and 𝑦2 = ෍ 𝑏𝑛 𝑥 𝑛+𝑟2
𝑛=0 𝑛=0

- Second Case : If [𝑟1 = 𝑟2 ] then :

𝑛=∞
𝑒 − ‫𝑃 ׬‬ሺ𝑥ሻ𝑑𝑥
𝑦1 = ෍ 𝑎𝑛 𝑥 𝑛+𝑟1 and 𝑦2 = 𝑦1 ሺ𝑥ሻ න 2 𝑑𝑥
𝑛=0 ൫𝑦1 ሺ𝑥ሻ൯

- Third Case : If [𝑟1 − 𝑟2 = integer] then the method of Frobenius may or may not produce the second solution
to the differential equation (worst thing you could expect). You substitute the value of the lesser root of the
indicial equation into the recursion formula and see if it produces a complete set of coefficients. If it does, then
the method of Frobenius is valid for the second solution of the differential equation.

NOTE THAT IN FROBENIUS METHOD, 𝑦, 𝑦 ′ , and 𝑦′′ WILL HAVE SAME STARTING VALUE!!!
 Laplace Transform
∞

ℒ൫𝑓ሺ𝑡ሻ൯ = න 𝑓ሺ𝑡ሻ𝑒 −𝑠𝑡 𝑑𝑡

0

- Definition of Piecewise Continuous Function : Definition: A function 𝑓ሺ𝑡ሻ is called

piecewise continuous if it only has finitely many (or none whatsoever – a continuous
function is considered to be “piecewise continuous”!) discontinuities on any interval
which is [a, b], and that both one-sided limits exist as 𝑡 approaches each of those
discontinuity from within the interval. The last part of the definition means that 𝑓 could
have removable and/or jump discontinuities only; it cannot have any infinity
discontinuity.

I) Conditions :
𝑖ሻ 𝑓 is piecewise continuous on the interval 0 ≤ 𝑡 ≤ 𝛼 for any 𝛼 > 0.
𝑖𝑖ሻ ȁ𝑓ሺ𝑡ሻȁ ≤ 𝐾𝑒 𝑎𝑡 where 𝑡 ≥ 𝑀 for some any real constant 𝑎 and for some positive
values of 𝑀 and 𝐾 which means 𝑓ሺ𝑡ሻ is of exponential order i.e. : O(𝑒 𝑎𝑥 ሻ.
With these conditions satisfied, the Laplace Transform will exist for 𝑠 > 𝑎.

III) Properties :
𝑖ሻ 𝑡 is continuous over [0, ∞[. That is the transformation is one to one and different
continuous functions will have different transforms.
𝑖𝑖ሻ Laplace Transform is a Linear Transformation :
ℒ൫𝑎𝑓ሺ𝑡ሻ + 𝑏𝑔ሺ𝑡ሻ൯ = 𝑎ℒ൫𝑓ሺ𝑡ሻ൯ + 𝑏ℒ൫𝑔ሺ𝑡ሻ൯

𝑖𝑖𝑖ሻ ℒ൫𝑓ሺ𝑡ሻ𝑔ሺ𝑡ሻ൯ ≠ ℒ൫𝑓ሺ𝑡ሻ൯ℒ൫𝑔ሺ𝑡ሻ൯

 Table of Laplace
∞

ℒ൫𝑓ሺ𝑡ሻ൯ = න 𝑓ሺ𝑡ሻ𝑒 −𝑠𝑡 𝑑𝑡

0
𝑘
I) ℒ ሺ𝑘ሻ = XVI) ℒሺ𝑓ሺ𝑡 − 𝑎ሻ𝐻 ሺ𝑡 − 𝑎ሻ = 𝑒 −𝑎𝑠 𝐹ሺ𝑠ሻ
𝑠
1
II) ℒሺ𝑡ሻ = XVII) ℒሺ𝑓ሺ𝑡ሻ𝐻 ሺ𝑡 − 𝑎ሻ = 𝑒 −𝑎𝑠 𝐹 ሺ𝑠 + 𝑎ሻ
𝑠2

𝑛ሻ 𝑛! 𝑒 −𝑎𝑠
III) ℒ ሺ𝑡 = XVIII) ℒ൫𝐻 ሺ𝑡 − 𝑎ሻ൯ =
𝑠𝑛+1 𝑠
𝑎
IV) ℒ൫𝑆𝑖𝑛ሺ𝑎𝑡ሻ൯ = IX) ℒ൫𝑓ሺ𝑡ሻ ∗ 𝑔ሺ𝑡ሻ൯ = 𝐹 ሺ𝑠ሻ𝐺 ሺ𝑠ሻ
𝑠2 +𝑎2
𝑠
V) ℒ൫𝐶𝑜𝑠ሺ𝑎𝑡ሻ൯ =
𝑠2 +𝑎2
𝑑 𝑎
VI) ℒ൫𝑡 𝑛 𝑆𝑖𝑛ሺ𝑎𝑡ሻ൯ = ሺ−1ሻ𝑛 ቂ ቃ
𝑑𝑠 𝑠2 +𝑎2
𝑑 𝑠
VII) ℒ൫𝑡 𝑛 𝐶𝑜𝑠ሺ𝑎𝑡ሻ൯ = ሺ−1ሻ𝑛 ቂ ቃ
𝑑𝑠 𝑠2 +𝑎2
1
VIII) ℒ ሺ𝑒 𝑘𝑡 ሻ =
𝑠−𝑘
𝑎
IX) ℒ ሺ𝑆𝑖𝑛 ሺ𝑎𝑡ሻ𝑒 𝑘𝑡 ሻ = ሺ𝑠−𝑘ሻ2
+𝑎2
𝑠−𝑘
X) ℒ ሺ𝐶𝑜𝑠ሺ𝑎𝑡ሻ𝑒 𝑘𝑡 ሻ = ሺ𝑠−𝑘ሻ2
+𝑎2
𝑛!
XI) ℒ ሺ𝑡 𝑛 𝑒 𝑘𝑡 ሻ = ሺ𝑠−𝑘ሻ𝑛+1
𝑑 𝑎
XII) ℒ ሺ𝑆𝑖𝑛ሺ𝑎𝑡ሻ𝑡 𝑛 𝑒 𝑘𝑡 ሻ = ሺ−1ሻ𝑛 ቂሺ𝑠−𝑘ሻ2 ቃ
𝑑𝑠 +𝑎2
𝑑 𝑠−𝑘
XIII) ℒ ሺ𝐶𝑜𝑠ሺ𝑎𝑡ሻ𝑡 𝑛 𝑒 𝑘𝑡 ሻ = ሺ−1ሻ𝑛 ቂሺ𝑠−𝑘ሻ2 ቃ
𝑑𝑠 +𝑎2

XIV) ℒ ሺ𝑓ሺ𝑡ሻ𝑒 𝑘𝑡 ሻ = 𝐹 ሺ𝑠 − 𝑘ሻ

XV) ℒ ቀ𝑓 ሺ𝑛ሻ ሺ𝑡ሻቁ = 𝑠 𝑛 𝐹 ሺ𝑠ሻ − 𝑠 𝑛−1 𝑓ሺ0ሻ − 𝑠 𝑛−2 𝑓 ′ ሺ0ሻ − ⋯ − 𝑓 ሺ𝑛−1ሻ ሺ0ሻ
 Partial Fractions

𝑝𝑠+𝑞 𝐴 𝐵 𝑝𝑠+𝑞 𝐴 𝐵 𝐶
I) ሺ𝑠−𝑎ሻሺ𝑠−𝑏ሻ = + VI) ሺ𝑠−𝑎ሻ2ሺ𝑠−𝑏ሻ = + ሺ𝑠−𝑎ሻ2 +
𝑠−𝑎 𝑠−𝑏 𝑠−𝑎 𝑠−𝑏

𝑝𝑠+𝑞 𝐴 𝐵 𝑝𝑠 2 +𝑞𝑠+𝑟 𝐴 𝐵𝑠+𝐶

II) ሺ𝑠−𝑎ሻሺ𝑠−𝑏ሻ = + VII) ሺ𝑠−𝑎ሻሺ𝑠2 = +
𝑠−𝑎 𝑠−𝑏 +𝑏𝑠+𝑐ሻ 𝑠−𝑎 𝑠 2 +𝑏𝑠+𝑐

𝑝𝑠 2 +𝑞𝑠+𝑟 𝐴 𝐵 𝐶 𝑝𝑠 3 +𝑞𝑠 2 +𝑟𝑠+𝑚 𝐴𝑠+𝐵 𝐶𝑠+𝐷

III) = + + VIII) ሺ𝑠2 = +
ሺ𝑠−𝑎ሻሺ𝑠−𝑏ሻሺ𝑠−𝑐ሻ 𝑠−𝑎 𝑠−𝑏 𝑠−𝑐 +𝑎𝑠+𝑏ሻሺ𝑠 2 +𝑐𝑠+𝑑ሻ 𝑠 2 +𝑎𝑠+𝑏 𝑠 2 +𝑐𝑠+𝑑

𝑝𝑠+𝑞 𝐴 𝐵 𝑝𝑠+𝑞 𝐴 𝐵 𝐶𝑠+𝐷

IV) ሺ𝑠−𝑎ሻ2 = + ሺ𝑠−𝑎ሻ2 IX) ሺ𝑠−𝑎ሻ2 ሺ𝑠 2 +𝑏𝑠+𝑐ሻ
= + ሺ𝑠−𝑎ሻ2 +
𝑠−𝑎 𝑠−𝑎 𝑠 2 +𝑏𝑠+𝑐

𝑝𝑠+𝑞 𝐴 𝐵 𝐶 ℎ𝑖𝑔ℎ𝑒𝑠𝑡 𝑝𝑜𝑤𝑒𝑟=𝑚

V) ሺ𝑠−𝑎ሻ3 = + ሺ𝑠−𝑎ሻ2 + ሺ𝑠−𝑎ሻ3 X) : if 𝑚 ≥ 𝑛 use Long Division
𝑠−𝑎 ℎ𝑖𝑔ℎ𝑒𝑠𝑡 𝑝𝑜𝑤𝑒𝑟=𝑛

IVP I
𝑦 ′ = 𝑓ሺ𝑥, 𝑦ሻ
- For an IVP of the form : ൜
𝑦ሺ𝑥0 ሻ = 𝑦0
- A Rectangle Region contains the IVP has the form :
𝑅 = {ሺ𝑥, 𝑦ሻ ∶ 𝑥0 − 𝜀 ≤ 𝑥 ≤ 𝑥0 + 𝜀 ; 𝑦0 − 𝛿 ≤ 𝑦 ≤ 𝑦0 + 𝛿}
𝜕𝑓
- If 𝑓ሺ𝑥, 𝑦ሻ and 𝜕𝑦 are continuous over 𝑅, then 𝑦ሺ𝑥0 ሻ = 𝑦0 is the only solution of the IVP.

- The largest possible domain of 𝑥, is the interval that contains the IVP and tends to largest possible number.
Ex1 : Does the following IVP have a unique solution?

𝑦 ′ = 𝑥ඥ𝑦 − 3 , 𝑦ሺ4ሻ = 3

- First Step : we notice that the point ሺ4,3ሻ is continuous when we sub it at 𝑓ሺ𝑥, 𝑦ሻ = 𝑥ඥ𝑦 − 3 which
evaluates to 0.
𝜕𝑓ሺ𝑥,𝑦ሻ 𝑥
- Second Step : we must check if is continuous at ሺ4,3ሻ. In this case partial derivative gives us 2ඥ𝑦−3
𝜕𝑦
4
if we sub IVP we get 2ξ3−3 which is not continuous

′′𝑇ℎ𝑒 𝐸𝑥𝑖𝑠𝑡𝑒𝑛𝑐𝑒 𝑎𝑛𝑑 𝑈𝑛𝑞𝑖𝑢𝑛𝑒𝑠 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑓𝑎𝑖𝑙𝑠. 𝑇ℎ𝑢𝑠 𝑤𝑒 𝐶𝐴𝑁 𝑁𝑂𝑇 𝐺𝑈𝐴𝑅𝐴𝑁𝑇𝐸𝐸
𝑡ℎ𝑎𝑡 𝑎 𝑈𝑁𝐼𝑄𝑈𝐸 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑒𝑥𝑖𝑠𝑡𝑠′′
- Note : If the Existence and Uniqueness Theorem fails, this does not mean that we have no solution, or we
have two or three solutions for the given IVP. The result of Ex1 is to show that I cannot promise my solution
will be unique, but who knows? If we solve the ODE we will get two solutions 𝑦ሺ𝑥ሻ = 3 𝒂𝒏𝒅 𝑦ሺ𝑥ሻ =
𝑥2
ቀ 4 − 4ቁ + 3

‘’Hence, in this case our IVP doesn’t have a unique solution’’.

 IVP II
Ex2 : Does the following IVP have a unique solution?
𝜋
𝑦 ′ = 𝑒 𝑥 cosሺ𝑦ሻ , 𝑦ሺ0ሻ =
2
𝜋
- First Step : we notice that the point ሺ0, ሻ is continuous when we sub it at 𝑓ሺ𝑥, 𝑦ሻ =
2
𝑥
𝑒 cos ሺ𝑦ሻ which evaluates to 0.
𝜕𝑓ሺ𝑥,𝑦ሻ 𝜋
- Second Step : we must check if is continuous at ሺ0, ሻ. In this case partial derivative
𝜕𝑦 2
𝜋
gives us −𝑒 𝑥 sinሺ𝑦ሻ which is also continuous at ሺ0, ሻ.
2

′′𝑇ℎ𝑒 𝐸𝑥𝑖𝑠𝑡𝑒𝑛𝑐𝑒 𝑎𝑛𝑑 𝑈𝑛𝑞𝑖𝑢𝑛𝑒𝑠 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑤𝑜𝑟𝑘𝑒𝑑. 𝑇ℎ𝑢𝑠 𝑤𝑒 𝐶𝐴𝑁 𝐺𝑈𝐴𝑅𝐴𝑁𝑇𝐸𝐸

𝑡ℎ𝑎𝑡 𝑎 𝑈𝑁𝐼𝑄𝑈𝐸 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑒𝑥𝑖𝑠𝑡𝑠 𝑚𝑒𝑎𝑛𝑖𝑛𝑔 𝑤𝑒 𝑤𝑖𝑙𝑙 ℎ𝑎𝑣𝑒 𝑜𝑛𝑙𝑦 1 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑓𝑜𝑟 𝑡ℎ𝑖𝑠 𝐼𝑉𝑃′ ′
- Note : If we try to solve this using separable method, we will end up with :
ln ȁ secሺ𝑥ሻ + tan ሺ𝑥ሻȁ = 𝑒 𝑥 + 𝐶
𝜋 1
The problem is that when we substitute the IVP, we will have sec ቀ ቁ which is . But the
2 0
Existence and Uniqueness Theorem guarantees that we must have only one solution for the
𝝅
given IVP and infact, that solution is 𝒚ሺ𝒙ሻ = .
𝟐

Ex3 : Does the following IVP have a unique solution?

𝑥−1
𝑦′ = , 𝑦ሺ3ሻ = 0
𝑦
- First Step : we notice that the point ሺ3,0ሻ is not continuous when we sub it at 𝑓ሺ𝑥, 𝑦ሻ =
𝑥−1 2
which will give us .
𝑦 0

′′𝑇ℎ𝑒 𝐸𝑥𝑖𝑠𝑡𝑒𝑛𝑐𝑒 𝑎𝑛𝑑 𝑈𝑛𝑞𝑖𝑢𝑛𝑒𝑠 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑓𝑎𝑖𝑙𝑠. 𝑇ℎ𝑢𝑠 𝑤𝑒 𝐶𝐴𝑁 𝑁𝑂𝑇 𝐺𝑈𝐴𝑅𝐴𝑁𝑇𝐸𝐸
𝑡ℎ𝑎𝑡 𝑎 𝑈𝑁𝐼𝑄𝑈𝐸 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑒𝑥𝑖𝑠𝑡𝑠′′
The only way to find out how many solutions we have for this IVP is by solving it using
method of Separable which will give us two solutions :

𝑦1 ሺ𝑥ሻ = −ඥ𝑥 2 − 2𝑥 − 3 𝑎𝑛𝑑 𝑦2 ሺ𝑥ሻ = +ඥ𝑥 2 − 2𝑥 − 3

𝑥−1
- Note : 𝑦ሺ𝑥ሻ = 0 is NOT a solution of the IVP because subbing it gives
0
 IVP III
Ex4 : Repeat Ex3 but change the IVP to 𝒚ሺ𝟑ሻ = −𝟓
𝑥−1
𝑦′ = , 𝑦ሺ3ሻ = −5
𝑦
𝑥−1
- First Step : we notice that the point ሺ3, −5ሻ is continuous when we sub it at 𝑓ሺ𝑥, 𝑦ሻ =
𝑦
2
which will give us .
−5
𝜕𝑓ሺ𝑥,𝑦ሻ
- Second Step : we must check if is continuous at ሺ3, −5ሻ. In this case partial
𝜕𝑦
1−𝑥
derivative gives us which is continuous at ሺ3, −5ሻ
𝑦2

′′𝑇ℎ𝑒 𝐸𝑥𝑖𝑠𝑡𝑒𝑛𝑐𝑒 𝑎𝑛𝑑 𝑈𝑛𝑞𝑖𝑢𝑛𝑒𝑠 𝑇ℎ𝑒𝑜𝑟𝑒𝑚 𝑤𝑜𝑟𝑘𝑒𝑑. 𝑇ℎ𝑢𝑠 𝑤𝑒 𝐶𝐴𝑁 𝐺𝑈𝐴𝑅𝐴𝑁𝑇𝐸𝐸

𝑡ℎ𝑎𝑡 𝑎 𝑈𝑁𝐼𝑄𝑈𝐸 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑒𝑥𝑖𝑠𝑡𝑠 𝑚𝑒𝑎𝑛𝑖𝑛𝑔 𝑤𝑒 𝑤𝑖𝑙𝑙 ℎ𝑎𝑣𝑒 𝑜𝑛𝑙𝑦 1 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑓𝑜𝑟 𝑡ℎ𝑖𝑠 𝐼𝑉𝑃′ ′
If we use method of Separable, we will infact end up with :

𝑦1 ሺ𝑥ሻ = −ඥ𝑥 2 − 2𝑥 + 22 𝑎𝑛𝑑 𝑦2 ሺ𝑥ሻ = −ඥ𝑥 2 − 2𝑥 + 22

However, because the Existence and Uniqueness Theorem worked, then only one of them
must be true. To know which one, substitute the IVP in both solutions and get 𝑦1 : − 5 =
−ξ32 − 6 + 22 = −5 accepted. The second one gives −5 = 5 rejected. Hence 𝑦1 ሺ𝑥ሻ =
−ξ𝑥 2 − 2𝑥 + 22 is only solution for the given IVP

IVP Summary
𝒊ሻ First Step : Check if 𝑓ሺ𝑥, 𝑦ሻ is continuous at the given IVP
𝜕𝑓ሺ𝑥,𝑦ሻ
𝒊𝒊ሻ Second Step : Check if is continuous at the given IVP
𝜕𝑦

Four Cases Arise

- 1st Case : 𝒊 is satisfied but 𝒊𝒊 not satisfied. Then we do not conclude anything at all.
- 2nd Case : 𝒊 and 𝒊𝒊 are both satisfied. Then only one solution exists for the given IVP.
- 3rd Case : 𝒊 is not satisfied. Then we do not conclude anything at all.
- 4th Case : 𝒊 and 𝒊𝒊 are both satisfied but when you find the solutions you obtain more than
one solution. Then in such cases, substitute the IVP in the solutions and check which one is
satisfied.
I) All Six Power Series Possibilities Solved :
- Ordinary : 𝑦 ′′ − 2𝑥𝑦 ′ + 𝑦 = 0
- Frobenius (𝑟1 − 𝑟2 ≠ integer) : 2𝑥 2 𝑦 ′′ + 7𝑥 ሺ𝑥 + 1ሻ𝑦 ′ − 3𝑦 = 0
- Frobenius (𝑟1 = 𝑟2 ) : 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 = 0
- Frobenius (𝑟1 − 𝑟2 = integer) Case I : 𝑥 ሺ𝑥 − 1ሻ𝑦 ′′ + 3𝑥𝑦 ′ + 𝑦 = 0
- Frobenius (𝑟1 − 𝑟2 = integer) Case II : 𝑥 2 𝑦 ′′ + 4𝑥𝑦 ′ + ሺ𝑥 2 + 2ሻ𝑦 = 0
- Taylor Series : 𝑦 ′′ + cosሺ𝑥 ሻ 𝑦 = 0

𝑦 ′′ − 2𝑥𝑦 ′ + 𝑦 = 0
𝑛=∞ 𝑛=∞ 𝑛=∞

𝑖ሻ First Step ∶ 𝑦 = ෍ 𝑐𝑛 𝑥 𝑛 ; 𝑦 ′ = ෍ 𝑛𝑐𝑛 𝑥 𝑛−1 ; 𝑦 ′′ = ෍ 𝑛ሺ𝑛 − 1ሻ𝑐𝑛 𝑥 𝑛−2

𝑛=0 𝑛=1 𝑛=2

𝑖𝑖ሻ Second Step : Substitute in O.D.E.

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ 𝑛ሺ𝑛 − 1ሻ𝑐𝑛 𝑥 𝑛−2 − 2 ෍ 𝑛𝑐𝑛 𝑥 𝑛 + ෍ 𝑐𝑛 𝑥 𝑛 = 0

𝑛=0 𝑛=1 𝑛=0

𝑖𝑖𝑖ሻ Third Step : Reindex

- First Series : Let 𝑘 = 𝑛 − 2 since first term is 𝑛 = 0 then 𝑘 = 0 − 2 = −2 is the
first term of the first series and substitute 𝑛 = 𝑘 + 2
- Second and Third Series : All Good.

𝑛=∞ 𝑛=∞ 𝑛=∞

෍ ሺ𝑘 + 2ሻሺ𝑘 + 1ሻ𝑐𝑘+2 𝑥 𝑘 − 2 ෍ 𝑛𝑐𝑛 𝑥 𝑛 + ෍ 𝑐𝑛 𝑥 𝑛 = 0

𝑘=−2 𝑛=1 𝑛=0
𝑖𝑣ሻ Fourth Step : Make all series start from same initial value. Since largest starting
value of the three series is 1, then we need to set First and Third series to start at 1.
- First Series : substitute 𝑘 = −2, −1, and 0 :
𝑛=∞ 𝑛=∞ 𝑛=∞

0 + 0 + 2𝑐2 + ෍ ሺ𝑘 + 2ሻሺ𝑘 + 1ሻ𝑐𝑘+2 𝑥 𝑘 − ෍ 2𝑛𝑐𝑛 𝑥 𝑛 + 𝑐0 + ෍ 𝑐𝑛 𝑥 𝑛 = 0

𝑘=1 𝑛=1 𝑛=1

𝑣ሻ Fifth Step : Now to avoid confusion we are just going to substitute for second
and third series 𝑛 = 𝑘 so that we can extract the sigma as a common factor :
𝑛=∞

𝑐0 + 2𝑐2 + ෍ [ሺ𝑘 + 2ሻሺ𝑘 + 1ሻ𝑐𝑘+2 + ሺ1 − 2𝑘ሻ𝑐𝑘 ] = 0

𝑘=1

𝑣𝑖ሻ Sixth Step : Set up the table of coefficients :

1 ሺ2𝑘−1ሻ𝑐𝑘
𝑐0 + 2𝑐2 = 0 ⟶ 𝑐2 = − 𝑐0 and 𝑐𝑘+2 =
2 ሺ𝑘+1ሻሺ𝑘+2ሻ

𝑘 𝑐𝑘+2 Value
1𝑐1
1 𝑐3
3⋅2
3𝑐2 1 3𝑐 −3𝑐
2 𝑐4 = − ቀ 0ቁ = 0
4⋅3 2 4⋅3 4⋅3⋅2
5𝑐3 5𝑐1
3 𝑐5 =
5⋅4 5⋅4⋅3⋅2
7𝑐4 1 7𝑐 +7⋅3𝑐
4 𝑐6 =− ቀ 4 ቁ= 0
6⋅5 2 6⋅5⋅4⋅3 6⋅5⋅4⋅3⋅2
9𝑐5 9⋅5𝑐1
5 𝑐7 =
7⋅6 7⋅6⋅5⋅4⋅3⋅2

𝑣𝑖𝑖ሻ Seventh Step : Expand the series

𝑛=∞

𝑦 = ෍ 𝑐𝑛 𝑥 𝑛
𝑛=0
 𝑛=∞
1 1𝑐1 3
𝑦 = ෍ 𝑐𝑛 𝑥 𝑛 = 𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 + ⋯ = 𝑐0 + 𝑐1 𝑥 − 𝑐0 𝑥 2 + 𝑥 +
2 3⋅2
𝑛=0

−3𝑐0 4 5𝑐1 7 ⋅ 3𝑐0 9 ⋅ 5𝑐1

𝑥 + 𝑥5 + 𝑥6 + 𝑥7
4⋅3⋅2 5⋅4⋅3⋅2 6⋅5⋅4⋅3⋅2 7⋅6⋅5⋅4⋅3⋅2

𝑣𝑖𝑖𝑖ሻ Eighth Step : Extract 𝑐0 and 𝑐1 and Deduce the two solutions :
𝑛=∞
1 2 3 4
7⋅3 6 2𝑛+1
𝑥 2𝑛 𝑃
𝑦1 = 𝑐0 ൤1 − 𝑥 − 𝑥 + 𝑥 … . ൨ = ෍ 𝑐0 ሺ−1ሻ
2 4⋅3⋅2 6⋅5⋅4⋅3⋅2 ሺ2𝑛ሻ!
𝑛=0

Where 𝑃 = 4𝑛 ; 𝑛 = 0,1,2, ….
𝑛=∞
1 3 5 5
9⋅5 7 2𝑛+1
𝑥 2𝑛+1 𝑃
𝑦2 = 𝑐1 ൤𝑥 + 𝑥 + 𝑥 + 𝑥 … ൨ = ෍ 𝑐0 ሺ−1ሻ
3⋅2 5⋅4⋅3⋅2 7⋅6⋅5⋅4⋅3⋅2 ሺ2𝑛 + 1ሻ!
𝑛=0

Where 𝑃 = 4𝑛 ; 𝑛 = 0,1,2, ….

2𝑥 2 𝑦 ′′ + 7𝑥 ሺ𝑥 + 1ሻ𝑦 ′ − 3𝑦 = 0

All Steps of previous example are the same, and while applying Step Four, we
would obtain the indicial equation :
ሺ2𝑟 − 1ሻሺ𝑟 + 3ሻ = 0
1
𝑟1 = ; 𝑟 = −3
2 2
Since their difference is not an integer, then we can safely assure that we will obtain
two linearly independent power series solutions.
 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 = 0

All Steps of previous example are the same, and while applying Step Four, we
would obtain the indicial equation :
𝑟2 = 0
𝑟1 = 𝑟2 = 0
The recurrence relation that we will obtain by performing Steps 5 and 6 and
substituting 𝑟 = 0 will be :
−𝑐𝑛−2
𝑐𝑛 =
𝑛2
This will give a solution by completing the other Steps :
𝑥2 𝑥4 𝑥6
𝑦 = 𝑐0 ቈ1 − 2 + 4 2 − 6 4 2 … ቉
2 2 ⋅2 2 ⋅2 ⋅2

VERY IMPORTANT NOTE!!! : Since we do not have a beautiful closed formula

for the above series solution, then we cannot use the formula of reduction of order.
Hence, we will use this relation :
𝑦2 = lnሺ𝑥 ሻ 𝑦1 + 𝑦1∗
Notice that there is a blue star above 𝑦1 (yay!!) means that it starts from 𝑛 = 1 and
not 𝑛 = 0. Hence :

𝑥2 𝑥4 𝑥6 𝑥2 𝑥4 𝑥6
𝑦2 = 𝑐0 lnሺ𝑥ሻ ቈ1 − 2 + 4 2 − 6 4 2 … ቉ + 𝑐0 ቈ− 2 + 4 2 − 6 4 2 … ቉
2 2 ⋅2 2 ⋅2 ⋅2 2 2 ⋅2 2 ⋅2 ⋅2
 𝑥 ሺ𝑥 − 1ሻ𝑦 ′′ + 3𝑥𝑦 ′ + 𝑦 = 0

All Steps of previous example are the same, and while applying Step Four, we
would obtain the indicial equation :
𝑟ሺ𝑟 − 1ሻ = 0
𝑟1 = 0 ; 𝑟2 = 1
The recurrence relation that we will obtain by performing Steps 5 and 6 and
substituting 𝑟 = 1 will be :
ሺ𝑛 + 2ሻ𝑐𝑛
𝑐𝑛+1 =
𝑛+1
The coefficients here will depend on one coefficient which is 𝑐0 and this will give a
solution by completing the other Steps :
𝑥
𝑦1 = 𝑐0 𝑥 1 [1 + 2𝑥 + 3𝑥 2 + 4𝑥 3 … ] =
ሺ1 − 𝑥 ሻ2

VERY IMPORTANT!!!! :The recurrence relation that we will obtain by performing

Steps 5 and 6 and substituting 𝑟 = 0 will be :
ሺ𝑛 + 1ሻ𝑐𝑛
𝑐𝑛+1 =
𝑛
This is a major problem since we wanted to find 𝑐1 by substituting 𝑛 = 0 which
𝑐
gives an undefined expression 0 . Thus, in this case, we will use Method of
0
Reduction of Order because 𝑦1 CAN BE EXPRESSED IN A BEAUTIFUL
𝑥
CLOSED EXPRESSION which is 𝑦1 = ሺ1−𝑥ሻ2. Thus :
3
−‫׬‬ 𝑑𝑥
𝑒− ‫𝑃 ׬‬ሺ𝑥ሻ𝑑𝑥 𝑥 𝑒 𝑥−1 1 + 𝑥𝑙𝑛ሺ𝑥ሻ
𝑦2 = 𝑦1 න 𝑑𝑥 = න 𝑑𝑥 =
൫𝑦1 ൯
2
ሺ1 − 𝑥ሻ2 𝑥2 ሺ1 − 𝑥2 ሻ
ሺ1 − 𝑥ሻ4

MAJOR NOTE : In order to determine 𝑃ሺ𝑥ሻ, the O.D.E. must be in standard form where the
coefficients of 𝑦′′ is 1.
 𝑥 2 𝑦 ′′ + 4𝑥𝑦 ′ + ሺ𝑥 2 + 2ሻ𝑦 = 0

All Steps of previous example are the same, and while applying Step Four, we
would obtain the indicial equation :
ሺ𝑟 + 1ሻሺ𝑟 + 2ሻ = 0
𝑟1 = −1 ; 𝑟2 = −2
The recurrence relation that we will obtain by performing Steps 5 and 6 and
substituting 𝑟 = −1 will be :
𝑐𝑛−2
𝑐𝑛 = − ;𝑛 ≥ 2
𝑛ሺ𝑛 + 1ሻ
Which will give a series solution 𝑦1 = ⋯
The recurrence relation that we will obtain by performing Steps 5 and 6 and
substituting 𝑟 = −2 will be :
𝑐𝑛−2
𝑐𝑛 = − ;𝑛 ≥ 2
𝑛ሺ𝑛 − 1ሻ

NOTICE THAT BOTH RECURRENCE RELATIONS HAVE NO RESTRICTION

OVER THEIR DOMAIN SO UNLIKE PREVIOUS EXAMPLE WHERE WE
𝑐
HAD 0 WHICH FORCED US TO USE REDUCTION OF ORDER, HE WE
0
WILL GET TWO SOLUTIONS BY COMPLETING STEPS OF FROBENIUS
METHOD.
 𝑦 ′′ + cosሺ𝑥 ሻ 𝑦 = 0

Not to freak out, this one is easier than any series solution type O.D.E. we know
that from MATH 201 :
𝑛=∞
𝑥 2𝑛
cosሺ𝑥 ሻ = ෍ ሺ−1 ሻ𝑛
ሺ2𝑛ሻ!
𝑛=0

We also have that :

𝑛=∞

𝑦 = ෍ 𝑐𝑛 𝑥 𝑛
𝑛=0

𝑖ሻ First Step : Find 𝑦′′.

𝑛=∞

𝑦 ′′ = ෍ 𝑛ሺ𝑛 − 1ሻ𝑐𝑛 𝑥 𝑛−2

𝑛=2

𝑖𝑖ሻ Second Step : Find 𝑐𝑜𝑠ሺ𝑥ሻ𝑦

𝑛=∞ 𝑛=∞
𝑛
𝑥 2𝑛 𝑥2 𝑥4 𝑥6
cosሺ𝑥ሻ 𝑦 = ෍ ሺ−1ሻ ෍ 𝑐𝑛 𝑥 = ቈ1 − + − … ቉ [𝑐0 + 𝑐1 𝑥 + 𝑐2 𝑥 2 + 𝑐3 𝑥 3 … ]
𝑛
ሺ2𝑛ሻ! 2! 4! 6!
𝑛=0 𝑛=0

1 1
cosሺ𝑥ሻ 𝑦 = 𝑐0 + 𝑐1 𝑥 + ൬𝑐2 − ൰ 𝑥 2 + ൬𝑐3 − 𝑐1 ൰ 𝑥 3 + ⋯
2 2
𝑖𝑖𝑖ሻ Third Step : Add 𝑦′′ to it :
1 1
𝑦 ′′ + cosሺ𝑥ሻ 𝑦 = 2𝑐2 𝑥 2 + 3𝑐3 𝑥 3 … + 𝑐0 + 𝑐1 𝑥 + ൬𝑐2 − 𝑐0 ൰ 𝑥 2 + ൬𝑐3 − 𝑐1 ൰ 𝑥 3 + ⋯ = 0
2 2
𝑖𝑣ሻ Fourth Step : Determine the Coefficients
1
𝑐2 = − 𝑐0
2
−𝑐1
𝑐3 =
6
𝑐0
12𝑐4 + 𝑐2 − 𝑐0 = 0 ⟶ 𝑐4 =
12
1 𝑥3
Eventually you will obtain 𝑦1 = 𝑐0 ቀ1 − 𝑥 2 … ቁ ; 𝑦2 = 𝑐1 ቀ𝑥 − …ቁ ~GOODLUCK, THS
2 6