Aquickreview

FirstOrderODEs
LinearODE isoftheform
Solutioncanbederivedusingintegratingfactormethod orvariationofparametermethod i ti f t th d

SeparableEquation:

FirstOrderODEs(cont)
HomogeneousEquation*:

Resultsinaseparableequation

*HomogeneousequationcanalsomeanalinearODEthathaszeroasitsforcingfunctionontherighthandside

FirstOrderODEs(cont)
BernouilliEquation:
Bymakingthesubstitution

WecangetalinearODE: l

FirstOrderODEs(cont)
ExactEquation:
Thusweseekasolution Testforexactness: SolveforF(x,y): ( y)

NowweneedtosolveforA(y)

FirstOrderODEs(cont)

Thus,theimplicitsolutionis:

FirstOrderODEs(cont)
IntegratingFactors:
Inthecasetheequationisnotexact,wecanmakeit exactbymultiplyingtheequationwithanintegrating tb lti l i th ti ith i t ti factor(x)or(y)beforesolving(samestepsasbefore) If(MyNx)/Nisasolutionintermsofxonly ( )/ y

If(MyNx)/Misasolutionintermsofyonly

HigherOrderODEs
2nd orderhomogeneousequationwithconstantcoefficients
Seeksolutionoftheform S k l i f h f Obtaincharacteristicequationandsolvefor: If1,2 arereal&distinctsolutionis: If1=2 (repeatingroots),thenthesolutionis: If1,2 arecomplexi e oftheform thesolutionis: arecomplexi.e.oftheform,thesolutionis:

HigherOrderODEs(cont)
Solvingforhigherorderequationsissimilar
Notethatforkrepeatedroots,thelinearlyindependent (LI)solutionsassociatedwiththat are: (LI) l ti i t d ithth t

HigherOrderODEs(cont)
CauchyEulerEquation:
Seeksolutionoftheform S k l ti fth f Obtaincharacteristicequationandsolvefor: If1,2 arereal&distinctsolutionis: If1=2 (repeatingroots),thenthesolutionis: If1,2 arecomplexi e oftheform thesolutionis: arecomplexi.e.oftheform,thesolutionis:

HigherOrderODEs(cont)
ReductionofOrder(forhomogeneousnon constantcoefficients) Ifweknow1solutionfortheODEequation,wecanuse If k l i f h ODE i Lagrangesmethodofvariationofparameters to determinethesecondsolution determinethesecondsolution Let Thenweget:

HigherOrderODEs(cont)
Let Thenweget: ThisbecomesalinearfirstorderhomogeneousODE Solveforp(x),integratep(x)tosolveforA(x)

HigherOrderODEs(cont)
E.g.LegendresEquation

Wecaneasilyseethatonesolutionwouldbe Letthesecondsolutionbeoftheform: PluginthesolutionintotheODE,simplify,andmake thesubstitutionA(x)=p(x)toget: th b tit ti A( ) ( )t t

HigherOrderODEs(cont)

Integratingp(x)andmultiplyingA(x)byy1(x)toget:

HigherOrderODEs(cont)
AndthegeneralsolutionoftheLegendreEquationis:

HigherOrderODEs(cont)
2nd OrderNonhomogeneousEquations
WhereL[y]isthenth orderlineardifferentialoperator f(x)isalinearcombinationoftermsf k(x) Generalsolutionconsistsofthehomogeneoussolution G l l ti i t fth h l ti andparticularsolution:

HigherOrderODEs(cont)
MethodofUndeterminedCoefficients
Twoconditions:
1. 2.

Lisalinear,constantcoefficienttype Repeateddifferentiationofeachf k(x)termresultsinonlyafinitenumberofLIterms

Usedtofindtheparticularsolutionyp(x) (x).

Steps: 1. Foreachf k(x)term,determinethesequenceconsistingofitselfanditsderivatives 2. 2 Theparticularsolutioncorrespondingtof k(x)consistsofalinearcombinationofthe LItermsfoundinthesequencegenerated 3. Ifanytermsareduplicatedinthehomogenoussolution,multiplytheentirelinear combinationoftermsbythelowestpositiveintegerpowerofxsothatnoduplications arefound 4. SubstitutetheparticularsolutionintotheequationL[y]=f k( ) S b i h i l l i i h i L[ ] f (x) 5. Solvefortheundeterminedcoefficients 6. Thegeneralsolutionisthesumofthehomogeneoussolutionandallparticular solutions

HigherOrderODEs(cont)
E.g. DetermineLIterms:

Thus,particularsolutionswillbeoftheform:

HigherOrderODEs(cont)
Solvefortheundeterminedcoefficients:

Generalsolution:

HigherOrderODEs(cont)
MethodofVariationofParameters
Notlimitedbytheconditionsimposedformethodof undeterminedcoefficients d t i d ffi i t SupposeyouaregivenasecondorderODE: Thehomogeneoussolutionis: Thenweguessthattheparticularsolutionissimilarto thehomogeneousonebyallowingtheconstantsC1and C2tovary C t

HigherOrderODEs(cont)
Derivationinyourtextbook

Where