ORDINARY DIFFERENTIAL EQUATION REVIEW SHEET I [28/10/2015]

IMPORTANT
EQUATIONS
R
R

Explicit
Dependent variable can be separated, x + 2y = 0

udv = uv vdu
d(lnx)
= x1
dx
d
(sin
x)
= cos(x)
dx
d
(cos
x)
= sin(x)
dx
d
(tan
x)
= sec2 (x)
dx
d
(csc x) = csc(x) cot(x)x
dx
d
(sec x) = sec(x) tan(x)
dx
d
(cot x) = csc2 (x)
dx
0

g
( fg )0 = f gf
g2
Leibniz Rule:

Singular Solution: ???

Partial Differential Equation

One or more functions of two or more independent
variables.

Order of DE
dy 3
+ 5( dx
) 4y = ex
 4

u
2u
2 4 +
=0
x
t2

dy
dx

Dependent variable y and its

dy
, ...
dx

g(x): constant, polynomial, exponential, sin, cos

Method of Undetermined Coefficients

Example:
10, x2 5x, 15x + 8e x, sin(3x) 5x cos(2x), xex (3x2 1)
Not Applicable: ln x, x1 , tan(x), arcsin(x)
1: A

LINEAR EQUATIONS

depend at most on the

dy
(1 y) dx
+ 2y = ex

+ sin(y) = 0
+ y2 = 0

Homogeneous & Non-Homogeneous DE

Linear, Separable & Exact DE
Solutions of DE
nth

A solution of
order DE is a function that possesses
atleast n derivative. F (x, (x), 0 (x), ..., ( n)(x)) = 0 for all x
in I.
Trivial: A solution of an nth-order ordinary differential
equation is a function phi that possesses at least n
derivatives.
Implicit
Dependent variable cannot be separated,
sin(x + ey ) = 3y

5x + 7 : Ax + B

+ a0 (x)y = g(x)

3x2 2 : Ax2 + Bx + C

Property

sin(4x) : A cos(4x) + B sin(4x)

1. Standard Form: y 0 + P (x)y = f (x)

2. Integrating Factor: I(x) = e

cos(4x) : A cos(4x) + B sin(4x)

P (x)dx

Variation of Parameters

3. Differential Equation: (I(x)y)0 = I(x)f (x)

R
4. Integration: I(x)y = I(x)f (x)dx + C
R

1
I(x)f (x)dx + C
5. Solution: y = I(x)

Complementary Solution: yc = c1 .y1 + c2 .y2

Wronskian: W (y1 , y2 )
f (x) from Standard Form: y 00 + P y 0 + qy = f (x)

Solution: y = yc (homogeneous) + yp (non homogeneous)

Autonomous DE: When a1 , a0 &g(x) are constants.
Initial Value Problem: Has unique solution.
Interval: P &f (x) are continuous
Singular Points: Values of x for which a1 (x) = 0

Linear Equations
dn y
dn1 y
dy
SOLVE:an (x) dx
n +an1 (x) dxn1 +...a1 (x) dx +a0 (x)y
0
n1
IC: y(x0 ) = y0 , y (x0 ) = y1 , ..., y
(x0 ) = yn1

= g(x)

Initial Value Problem

Unique Sol: an (x), an1 , ..., a0 (x) and g(x) continuous
on interval I and an (x) 6= 0 for every x in this interval.
Boundary Value Problem

Real & Equal:y = c1 em1 x + c2 xem2 x

Particular Solution

4. Constant Solution:

Non-Linear DE
d2 y
dx2
d4 y
dx4

= g(x)f (y)

1
1. Separate x & y: f (y)
dy = g(x)dx
R 1
R
2. Integral f (y) dy = g(x)dx + C

3. Solution:

are first degree

Real & Distinct Roots: y = c1 em1 x + c2 em2 x

Complex & Conjugate: y = eax (c1 cos x + c2 sin x),
where m1 = + ,m2 =

SEPARABLE EQUATIONS

Linear DE
The coefficient of y and
independet variable x.

= 0.2xy

dy
a1 (x) dx
dy
, ...
derivative dx

ay00 + by0 + cy = 0 Let y = emx , Auxiliary

Equation: am2 + bm + c = 0

Independent variable doesnt appear explicitly. (Dont change

dy
= 1 y2
over time) Autonomous, dx
dy
dx

A constant multiple is also a solution of homogeneous

DE.

Second Order Equations

Directional Fields
Autonomous DE

Non-autonomous,

Superposition Principle: y = c1 y1 (x) + c2 y2 (x) + ... + ck yk (x)

Notes:

Homogeneous linear DE always posses trivial solution

y = 0.

INITIAL VALUE PROBLEM

SOLUTION CURVES

Ordinary Differential Equation

One or more function with respect to a single
independent variable.

d y
dx2

No Sol

Families of Solution: One parameter family of

solution, n-parameter family of solution, particular
solution.

Types of Differential Equations

Order 2:
Order 4:

Unique Sol

Particular

DEFINITION

Infinite Many Sol

Determine u1 & u2 , where u01 =

w1
w

& u02 =

w2
w

Particular Solution: yp = u1 .y1 + u2 .y2

Complete Solution: y = yc + yp

Greens
Theorem
R
yp (x) =
Steps:

x
xo

G(x, t)f (t)dt, G(x, t) =

y1 (t)y2 (x)y1 (x)y2 (t)

W (t)

Complementary Solution: y1 & y2

w(t):
Green Function: G(x, t) =
Particular Solution: yp (x)

y1 (t).y2 (x)y1 (x)y2 (t)

w(t)
Rx
= x G(x, t)f (t)dt
0

Linear System
X 0 = AX + F

Unique Solution: A(t), F (t) be continuous on interval I

that contains t0

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