Differential Equations Cheatsheet

Jargon
General Solution: a family of functions, has parameters. Particular Solution: has no arbitrary parameters. Singular Solution: cannot be obtained from the general solution.

2nd-order Homogeneous
F (y , y , y, x) = 0 y + a(x)y + b(x)y = 0 Sol: yh = c1 y1 (x) + c2 y2 (x)

Reduction of Order - Method If we already know y1 , put y2 = vy1 , expand in terms of v , v , v , and put z = v and solve the reduced equation. Wronskian (Linear Independence) y1 (x) and y2 (x) are linearly independent iff
R a(x)dx

Constant Coefcients A.E. 2 + a + b = 0 A. Real roots Sol: y (x) = C1 e1 x + C2 e2 x B. Single root Sol: y (x) = C1 ex + C2 xex C. Complex roots Sol: y (x) = ex (C1 cos x + C2 sin x) 4ba2 with = a 2 and = 2 A. Real roots Sol: y (x) = C1 x1 + C2 x2 B. Single root

Linear Equations
y (n) (x) + an1 (x)y (n1) (x) + + a1 (x)y (x) + a0 (x)y (x) = f (x)

1st-order
F (y , y, x) = 0 y + a(x)y = f (x) I.F. = e

a(x)dx

Sol: y = Ce

W (y1 , y2 )(x) =

y1 y1

y2 y2

=0

Variable Separable dy = f (x, y ) dx Test: A(x)dx + B (y )dy = 0

Homogeneous of degree 0 f (tx, ty ) = t0 f (x, y ) = f (x, y ) Sol: Reduce to var.sep. using: y = xv Bernoulli dy dv =v+x dx dx

Euler-Cauchy Equation x2 y + axy + by = 0 where x = 0

x=0

f (x, y )fxy (x, y ) = fx (x, y )fy (x, y )

Sol: Separate and integrate on both sides. Exact M (x, y )dx + N (x, y )dy = 0 = dg (x, y ) Iff M N = y x

A.E. : ( 1) + a + b = 0 Sol: y (x) = x (C1 + C2 ln |x|) Sol: y (x) of the form x Reduction to Constant Coefcients: Use x = et , t = ln x, C. Complex roots (1,2 = i ) and rewrite in terms of t using the chain rule. Sol: y (x) = x [C1 cos( ln |x|) + C2 sin( ln |x|)]

y + p(x)y = q (x)y n Sol: Change var z = 1 1 and divide by n . y n1 y

2nd-order Non-Homogeneous
F (y , y , y, x) = 0 y + a(x)y + b(x)y = f (x) Sol: y = yh + yp = C1 y1 (x) + C2 y2 (x) + yp (x)

Sol: Find g (x, y ) by integrating and comparing: M dx and N dy

Reduction by Translation Ax + By + C y = Dx + Ey + F Case I: Lines intersect Sol: Put x = X + h and y = Y + k , nd h and k , solve var.sep. and translate back.
h(y )dx

Simple case: y , y missing y = f (x) Sol: Integrate twice. Simple case: y , x missing y = f (y ) Sol: Change of var: p = y + chain rule, then dp p = f (y ) is var.sep. dy Solve it, back-replace p and solve again. Method of Undetermined Coefcients / Guesswork Sol: Assume y (x) has same form as f (x) with undetermined constant coefcients. Valid forms: 1. Pn (x) 2. Pn (x)eax 3. eax (Pn (x) cos bx + Qn (x)sinbx Failure case: If any term of f (x) is a solution of yh , multiply yp by x and repeat until it works.

Simple case: y missing y = f (y , x) Sol: Change of var: p = y and then solve twice. Simple case: x missing y = f (y , y ) Sol: Change of var: p = y + chain rule, then dp p = f (p, y ) is 1st-order ODE. dy Solve it, back-replace p and solve again. Variation of Parameters (Lagrange Method) (More general, but you need to know yh ) Sol: yp = v1 y1 + v2 y2 + + vn yn
v1 y1 v2 y2 (n1) vn yb + + + + + + + + vn yn vn yn (n1) vn yn = = = =

Reduction to Exact via Integrating Factor I (x, y )[M (x, y )dx + N (x, y )dy ] = 0 Case I M y Nx If h(y ) M Case II Nx My If g (x) N then I (x, y ) = e
R

Case II: Parallel Lines (A = B, D = E ) u A Sol: Put u = Ax + By , y = and solve. B

then

I (x, y ) = e

g (x)dx

Case III If M = yf (xy ) and N = xg (xy ) then I (x, y ) =

1 xM yN

Principle of Superposition
If y + ay + by = f1 (x) has solution y1 (x) y + ay + by = f (x) = f1 (x) + f2 (x) then y + ay + by = f2 (x) has solution y2 (x) has solution: y (x) = y1 (x) + y2 (x)

0 0 0 (x)

Solve for all vi and integrate.

Power Series Solutions

1. 2. 3. 4. 5. Assume y (x) = n=0 cn (x a)n , compute y, y Replace in the original D.E. Isolate terms of equal powers Find recurrence relationship between the coefs. Simplify using common series expansions

Taylor Series variant 1. Differentiate both sides of the D.E. repeatedly 2. Apply initial conditions 3. Substitute into T.S.E. for y (x)

(Use y = vx, z = v to nd y2 (x) if only y1 (x) is known.) Validity For y + a(x)y + b(x)y = 0 if a(x) and b(x) are analytic in |x| < R, the power series also converges in |x| < R. Ordinary Point: Power method success guaranteed. Singular Point: success not guaranteed.

Regular singular point: if xa(x) and x2 b(x) have a convergent MacLaurin series near point x = 0. (Use translation if necessary.) Irregular singular point: otherwise.

Method of Frobenius for Regular Singular pt. Case II: r1 = r2 y (x) = xr (c0 + c1 x + c2 x2 + ) = Indicial eqn:
n=0

cn xr+n

y1 (x) y2 (x)

= |x|r ( = |x|r (

n n=0 cn x ) , n c x ) + y 1 (x)ln|x| n=1 n

c0 = 1

r(r 1) + a0 r + b0 = 0

Case III: r1 and r2 differ by an integer y1 ( x) y2 ( x)

r2

Case I: r1 and r2 differ but not by an integer y1 (x) y2 (x) = |x| ( = |x|r2 (
r1 n n=0 cn x ) , n c x ), n=0 n

= |x|r1 ( = |x| (

c0 = 1 c 0 =1

n n=0 cn x ) , n n=0 cn x ) + c1 y1 (x)ln|x|,

c0 = 1 c 0 =1

Laplace Transform
FIXME TODO

Fourier Transform
FIXME TODO

Author: Martin Blais, 2009. This work is licensed under the Creative Commons Attribution - Non-Commercial - Share-Alike license.