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A short summary of methods to solve differential equations of first and second order.

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Augustin Zidek

Gonville and Caius

az317@cam.ac.uk

February 6, 2013

This le will be updated as the lectures progress. The most recent version of the le is available at

https://dl.dropbox.com/u/52098652/Differential_eq-Cookbook.pdf.

1 First Order Dierential Equations

Form Solution

dy

dx

=

f(x)

g(y)

1.1 Separation

Multiply by g(y)dx and integrate.

dy

dx

+ p(x)y = f(x)

1.2 Integrating factor

1. Multiply by (x) = exp (

p(x)dx)

2. Left side is now derivation of a product, hence integrate both sides to

obtain (x)y(x) =

(x)p(x)dx + C.

dy

dx

= f

(

y

x

)

1.3 Substitution: y = u(x)x

1. Check if f

(

y

x

)

is homogeneous can substitute x = x

0

, y = y

0

and

the result of f

(

y

x

)

stays the same.

2. Substitute y = u(x)x to get

d

dx

(ux) = f

(

ux

x

)

3. Transfer this to

du

dx

=

f(u)u

x

which is solvable by (1.1) Separation.

dy

dx

+ p(x)y = q(x)y

n

1.4 Substitution: z = y

1n

(Bernoulli)

1. Calculate

dz

dx

:

dz

dx

=

d

dx

(y

n1

) = (1 n)y

n

dy

dx

= (1 n)[p(x)z + q(x)]

2. This can be rearranged to:

dz

dx

+ (1 n)p(x)z = (1 n)q(x)

which is (almost magically) solvable by (1.2) Integrating factor.

1

2 Second Order Dierential Equations

Form Solution

d

2

y

dx

2

+ 2a

dy

dx

+ by = 0

2.1 Guess a solution: y = e

x

(Homogeneous case)

1. Try a solution y = e

x

. The dierential equation will become

2

e

x

+ 2ae

x

+ be

x

= (

2

+ 2a + b)e

x

= 0.

2. Since e

x

= 0, the dierential equation will have solution i satises

2

+ 2a + b = 0

which has solutions

1,2

= a

a

2

b a, b > 0.

3. Roots

1

,

2

are distinct, hence by principle of superposition y equals to

the sum of these two solutions: y = C

1

e

1

x

+ C

2

e

2

x

.

4. If a

2

b < 0 roots will be complex. The solution above is valid, but

complex. The real solution can be written as:

y = e

ax

[

D

1

cos

(

b a

2

x

)

+ D

2

sin

(

b a

2

x

)]

5. If =

1

=

2

then y = (C

1

x + C

2

)e

x

.

d

2

y

dx

2

+2a

dy

dx

+by = f(x)

2.2 Guess a solution according to f(x) (Inhomogeneous case)

1. Solve the equation as if it was (2.1) Homogeneous ignore f(x) for

now. This will give a complementary function y

1

.

2. Then try solution according to the table below. If your guess was correct,

the equation should transform to an algebraic equation. Solve it and get

a solution y

p

.

Function f(x) Solution y

p

to try

Polynomial Polynomial with the same degree.

ce

kx

de

kx

c

1

cos(kx) + c

2

sin(kx) d

1

cos(kx) + d

2

sin(kx)

c

1

cosh(kx) + c

2

sinh(kx) d

1

cosh(kx) + d

2

sinh(kx)

3. This will fail if the given substitution is a solution to the homogeneous

equation. In that case try multiplying you guess for y

p

by x or (if it still

doesnt work) with x

2

. E.g. guessing y

p

= de

kx

doesnt work. Hence, try

y

p

= dxe

kx

.

4. The nal solution is y = y

1

+ y

p

.

Finding this fun? Do you know this can be applied to love aairs? You dont believe? OK, have a look at

this paper from 1988 https://dl.dropbox.com/u/52098652/SS_love_dEq.pdf.

2

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