2.

1 Solution Curves
Autonomous First-Order DE
(Independent variable doesnt appear explicitly)
dy
dx
= f(y)
Nonautonomous
dy
dx
= f(x, y)
Critical points for an autonomous rst-order DE can be found
by dierentiating f(y) and nding the zeros. Critical points
can be asymptotically stable, unstable, semi-stable. Attrac-
tors and repellers can then be determined by checking whether
f(y)dy is positive or negative in each interval.
2.2 Separable Variables
Separable equation
dy
dx
= g(x)h(y)
Separate variables
dy
h(y)
= g(x)dx
Integrate (remember C)

dy
h(y)
=

g(x)dx
H(y) = G(x) +C
Solve for y.
y = P(x)C +C
Solve for C if initial values are given.
2.3 Solution to Linear First-Order Equations
Given: a
1
(x)
dy
dx
+a
0
(x)y = g(x) (1)
1. Put into standard form
dy
dx
+P(x)y = f(x) (2)
2. Identify P(x) and nd the integrating factor e

P(x)dx
3. Multiply the standard form of the equation (2) by the
integrating factor. The left hand side of the equation is
automatically the derivative of the integrating factor and
y:
d
dx
_
e

P(x)dx
y
_
= e

P(x)dx
f(x)
4. Integrate both sides of the last equation.
2.6 Eulers Method
y
n+1
= y
n
+hf(x
n
, y
n
)
Calc
y
1
= y
0
+hf(x
0
, y
0
)
Next step - replace y
1
y
0
, x
0
+h x
0
4.1 Wronskian
If the Wronskian (determinate) of the solutions to an ODE
= 0 the solutions form a fundemental set. Add right diagonal
products and subtract left diagonal products.
2x2
W(f
1
, f
2
, . . .)=

f
1
f
2
f

1
f

=f
1
f

2
f
2
f

1
3x3
W(f
1
, f
2
, . . .)=

f
1
f
2
f
3
f

1
f

2
f

3
f

1
f

2
f

= f
1
f

2
f

3
+f
2
f

3
f

1
+f
3
f

1
f

2
f
3
f

2
f

1
f
2
f

1
f

3
f
1
f

3
f

2
4.3 Homogeneous Linear Equations With Constant
Coecients
Used to nd y
c
(complementary function)
Auxiliary Equation am
2
+bm+c = 0
Distinct Real Roots y
c
= c
1
e
m1x
+c
2
e
m2x
Repeated Real Roots y
c
= c
1
e
m1x
+c
2
xe
m1x
Conjugate Complex Roots m
1
= i;
=Real Part, =Imaginary Part
y
c
= c
1
e
x
cos x +c
2
e
x
sin x
4.4 Undetermined Coecients - Superposition Ap-
proach
Used to nd y
p
(particular solution)
Trial Particular Solutions
g(x) Form of y
p
guess
1 (constant) a
5x + 7 Ax +B
3x
2
2 Ax
2
+Bx +C
x
3
x + 1 Ax
3
+Bx
2
+Cx +E
sin 4x Acos 4x +Bsin 4x
cos 4x Acos 4x +Bsin 4x
e
5x
Ae
5x
(9x 2)e
5x
(Ax +B)e
5x
x
2
e
5x
(Ax +B)e
5x
e
3x
sin 4x (Ax
2
+Bx +C)e
5x
5x
2
sin 4x
(Ax
2
+Bx +C) cos 4x
+(Ex
2
+Fx +G) sin 4x
xe
3x
cos 4x (Ax +B)e
3x
cos 4x + (Cx +E)e
3x
sin 4x
Dierentiate y
p
guess and substitute y
p
, y

p
, . . . , y
(n1)
p
it
back into the original equation. Then simplify and solve for
the coecients of y
p
.
7.1 Laplace Transform
L{f(t)} =

0
e
st
f(t)dt Use tables.
7.2.1 Inverse Laplace Transform
Partial Fractions
s
2
+6s+9
(s1)(s2)(s+4)
=
A
s1
+
B
s2
+
C
s+4
=
A(s2)(s+4)+B(s1)(s+4)+C(s1)(s2)
(s1)(s2)(s+4)
=
16
/5
s1
+
25
/6
s2
+
1
/30
s+4
7.2.2 Laplace Transforms of Derivatives
L{f(t)} = F(s)
L{f

(t)} = sF(s) f(0)

L{f

(t)} = s
2
F(s) sf(0) f

(0)
L{f

(t)} = s
3
F(s) s
2
f(0) sf

(0) f

(0)
L{f
(n)
(t)} = s
n
F(s) s
n1
f(0) s
n2
f

(0) . . . f
(n1)
(0)
Substitute and solve for F(s).
7.3.1 Translation on the s-Axis
First Translation Theorem
L{e
at
f(t)} = F(s a)
7.3.2 Translation on the t-Axis
Unit step function
U(t a) =
_
0, 0 t a
1, t a
Second translation theorem
L{f(t a)U(t a)} = e
as
F(s)
Alternate second translation theorem
L{g(t)U(t a)} = e
as
L{g(t +a)}
7.4.1 Derivatives of a Transform
L{t
n
f(t)} = (1)
n d
n
ds
n
F(s)
7.4.2 Convolution Theorem
L{f g} = L{f(t)}L{f(t)} = F(s)G(s)
Transform of an integral
L
_

t
0
f()d
_
=
F(s)
s
7.5 Dirac Delta Function
L{(t t
0
)} = e
st0
8 Phase Plane
Real Eigenvalues
1.
1
=
2
Two Eigenvectors

1,2
> 0 Unstable Focus

1,2
< 0 Stable Focus

1
> 0,
2
< 0 Saddle (unstable)
2.
1
=
2
One Eigenvector

1
=
2
> 0 Unstable Fixed Point

1
=
2
< 0 Stable Fixed Point
Complex Eigenvalues
1
= +i
< 0 Stable Focus
= 0 Center (Stable)
> 0 Unstable Focus

1
= 0,
2
< 0

1
= 0,
2
> 0
8.2 Homogeneous Linear Systems
X

= AX is the same as (A I)K = 0 where A is an

nxn matrix. The equation det(A I) = 0 is called the
characteristic equation of the matrix A; its solutions are
the eigenvalues of A. A solution of K = 0 corresponding to
an eigenvalue is an eigenvector K of A.
8.2.1 Distinct Real Eigenvalues General solution:
X = c
1
K
1
e
1t
+c
2
K
2
e
2t
+ +c
n
K
n
e
nt
8.2.2 Repeated Eigenvalues
Multiplicity Two
X
2
= Kte
1t
+Pe
1t
Multiplicity Three
X
3
= K
t
2
2
e
1t
+Pte
1t
+Qe
1t
8.2.3 Complex Eigenvalues

1
= +i
X
1
= [B
1
cos t B
2
sin t] e
t
X
2
= [B
2
cos t B
1
sin t] e
t
B
1
= Re(K
1
), B
2
= Im(K
1
)
Operations
Matrix Solutions
2x + 3y 5z = 13
x 3y + 8z = 13
2x 2y + 4z = 6
_
_
13
13
6
_
_
/
_
_
2 3 5
1 3 8
2 2 4
_
_
=
_
_
x
y
z
_
_
=
_
_
1
2
1
_
_
Wronskian - Determinate

2 3 5
1 3 8
2 2 4

= ABS
_
_
2 3 5
1 3 8
2 2 4
_
_
Slope Fields
EQ: f(x, y)
Notation
y y(x)
dy
dx
= y

d1y(x) or x(y(x))
d
2
y
dx
2
= y

d1d1y(x) or x(x(y(x)))
Check Solution
d
2
u
dt
2
+
2
u = 0, u = Asin t
t(t(u(t))) +
2
u(t) = 0
u(t) = A sin( t)
SUBST EVAL. Result: 0 = 0
Linear ODE
d
3
y
dx
3
4
_
d
2
y
dx
2
_
11
dy
dx
+ 30y = x
2
x
2

x
3
4x
2
11x 30
LDEC
System of Linear ODE
A x

(t) = 0, A =
_
1 2
2 1
_

_
0 0

_
1 2
2 1
_
LDEC
Linear ODE + IVP
d
2
y
dt
2
+ 5y = 2 cos
t
2
, y(0) = 1.2 Q =
6
/5, y

(0) =
1
/2
_

d1d1y(t) + 5 y(t) = 2 cos(

t
/2)

y(0) =
6
/5

d1y(0) =
1
/2

y(t) DESOLVE ODETY

In
dy
dx
= f(x, y) y(x)
or
_
dy
dx
= f(x, y)

y(0) = Q d1y(0) = Q

y(x)
Heaviside
L{H(x 1)} L{Heaviside(x 1)} =
1
x
e
x
Diracs Delta
L{(x 1)} L{Delta(x 1)} = e
x