First Order Differential Equations Second Order Differential Equations Existence and Uniqueness Theorems

Separable: M(x) dx = N(y) dy Homogeneous Linear, Constant Coefficients: First Order, Linear Initial Value Problem:
Z Z a y00 + b y0 + c y = 0 y0 + p(x) y = g(x), y(x0 ) = y0
Solution: M (x) dx = N (y) dy
Characteristic Eqn: a r2 + b r + c = 0 • Solution exists and is unique if p and g are
Solution depends on the type of roots: continuous at x0 .
Linear: y0 + p(x) y = g(x) • Solution is defined on the entire interval con-
• r = r1 , r2 (real, not repeated)
taining x0 where p and g are continuous.
Z
Solution: µ y = µ g(x) dx y = c1 e r 1 x + c2 e r 2 x
R • r = α±β i (complex conjugates) Note: higher order linear is the same.
p(x) dx
Integrating Factor: µ=e y = c1 eαx cos(βx) + c2 eαx sin(βx)
First Order, General Initial Value Problem:
• r = r0 , r0 (repeated root)
Exact: M(x, y) dx + N(x, y) dy = 0 y0 = f (x, y), y(x0 ) = y0
∂ ∂
y = c1 e r 0 x + c2 x e r 0 x
where ∂y M dy dx = ∂x N dx dy • Solution exists if f is continuous at (x0 , y0 ).
Reduction of Order: ∂
Solution: Ψ(x, y) = c where ∂ • It is unique if ∂y f is continuous at (x0 , y0 ).
∂x Ψ =M
y00 + p(x) y0 + q(x) y = 0 • Solutions are defined somewhere inside the
∂
(R ∂y Ψ =N
with one solution y1 = y1 (x) known rectangle containing (x0 , y0 ) where f and
M (x, y) dx ∂
Ψ = “least common sum” R Substitute: y =  v y1 ∂y f are continuous.
N (x, y) dy 0
y = 0 0
v y 1 + v y1
00
y = 00 0 0 00 Differential Equations as Vibrations
To make a non-exact equation become exact: v y 1 + 2v y1 + v y1
 
0 0 00 0
m mass
µ M (x, y) dx + µ N (x, y) dy = 0 DE becomes: (2v y1 + v y1) + p v y1 = 0
γ dampening
  
 Integrating Factor: ln µ = My −Nx dx 2 y0 m y00 + γ y0 + k y = F(x)
Separable: (v10 ) (v 0 )0 = − p + y11
 R 
k spring constant

 R Nx N−My

F forcing function
 or ln µ = M dy 
(integrals above must be single variable) Undetermined Coefficients:
q
k
• (Undamped) natural freq. ω0 = m
y00 + p(x) y0 + q(x) y = g(x) q
homogeneous solution y = c1 y1 + c2 y2 known k γ 2


Autonomous: y0 = f (y) • (Damped) quasi-frequency µ = m − 2m
f (y0 ) = 0 =⇒ equilibrium solution at y = y0 General solution is y = c1 y1 + c2 y2 + Yp Resonance occurs if forcing freq. ≈ system freq.
f (y0 ) < 0 =⇒ solutions go down at y = y0 Yp is a particular solution
f (y0 ) > 0 =⇒ solutions go up at y = y0 Undamped: γ=0
Find Yp by guessing a form and then plugging into DE:
“unstable equilibrium” = solutions go away • g = a0 xn + a1 xn−1 + · · · + an
“stable equilibrium” = solutions go towards Yp = xs ( A0 xn + A1 xn−1 + · · · + An )
“semi-stable equilibrium” = solutions mixed • g = (a0 xn + a1 xn−1 + · · · + an ) eαx
Yp = xs ( A0 xn + A1 xn−1 + · · · + An ) eαx
Homogeneous: y0 = Q(x,y) P(x,y) • g = (a0 xn +· · ·+an ) eαx cos(βx) or sin(βx) free forced, forced,
y=R cos(ω0 x−δ) resonance no resonance
P and Q are polynomials in x and y Yp = xs ( A0 xn + · · · + An ) eαx cos(βx) c
R2 =c21 +c22 , δ=Tan−1 c2 beat freq = 21 |ωF − ω0 |
all xn y m have total power (n + m) the same +xs ( B0 xn + · · · + Bn ) eαx sin(βx) 1

1 (xs is chosen so that y1 and y2 are not terms of Yp .) Damped: γ 2 < 4mk
P (x,y)
Multiply: y 0 = Q(x,y) · xn+m
1

y

xn+m Variation of Parameters:
Substitute: x = v and y 0 = v + xv 0 y00 + p(x) y0 + q(x) y = g(x)
(This converts equation to a separable DE.) homogeneous solution y = c1 y1 + c2 y2 known
Bernoulli: y0 + p(x) y = q(x) yn General solution
Z is: Z
y2 g y1 g free forced, forced,
Rewrite: y −n y 0 + p(x) y 1−n = q(x) y = −y1 dx + y2 dx resonance no resonance
1
W (y1 , y2 ) W (y1 , y2 )
Substitute: y 1−n = v and y −n y 0 = 1−n v0 Not pictured: overdamped (γ 2 > 4mk)
(This converts equation to a linear DE.) Wronskian: W (y1 , y2 ) = y1 y20 − y10 y2 critically damped (γ 2 = 4mk)
Review of Common Differential Equations c
2010 Benjamin Walter (METU-NCC)