differential equations i - study guide

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Differential Equations I – Final Exam Review Linear Equations: Form: 1 () = 0 () = () Standard form : + () = () , where () = 0 () 1 () and () = () 1 () If in standard form: multiply through by Β΅() = ∫ () Example: + 2 = βˆ’3 + 2 = βˆ’4 => Β΅() = ∫ 2 = 2 ln|| = ln| 2 | = 2 => 2 + 2 = βˆ’2 => ( 2 y)= βˆ’2 => 2 =∫ βˆ’2 => 2 = βˆ’ βˆ’1 + => solution: = βˆ’ βˆ’3 + βˆ’2 = 2 βˆ’ 1 3 Separable Equations: Form: = ()() Get all y dependence on one side and x dependence on the other, then integrate and solve for y. Example: = sec 2 1+ 2 sec 2 = 1+ 2 => cos 2 = 1+ 2 => ∫ cos 2 = ∫ 1 1+ 2 => ∫ 1+cos 2 2 = ∫ 1 1+ 2 => 1 2 + 1 4 sin(2) = tan βˆ’1 + => solution: 2 + sin(2) = 4 tan βˆ’1 + Exact Equations: Form: + = 0, where = , =, and (, ) = The differential equation is exact <=> = If exact: 1. Integrate with respect to x or with respect to y to find (, ), where constant is a function of the other variable. 2. Find partial of (, ) with respect to the other variable Set equal to the original partial in order to find value of β€² Integrate β€² to find value of 3. Final solution should be in the form (, ) =

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Study Guide for differential equations I

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Page 1: Differential Equations I - Study Guide

Differential Equations I – Final Exam Review

Linear Equations:

Form: π‘Ž1(π‘₯)𝑑𝑦

𝑑π‘₯= π‘Ž0(π‘₯)𝑦 = 𝑓(π‘₯)

Standard form : 𝑑𝑦

𝑑π‘₯+ 𝑝(π‘₯)𝑦 = π‘ž(π‘₯) , where 𝑝(π‘₯) =

π‘Ž0(π‘₯)

π‘Ž1(π‘₯) and π‘ž(π‘₯) =

𝑓(π‘₯)

π‘Ž1(π‘₯)

If in standard form: multiply through by Β΅(π‘₯) = π‘’βˆ« 𝑝(π‘₯)𝑑π‘₯

Example: π‘₯𝑑𝑦

𝑑π‘₯+ 2𝑦 = π‘₯βˆ’3

𝑑𝑦

𝑑π‘₯+

2𝑦

π‘₯= π‘₯βˆ’4 => Β΅(π‘₯) = π‘’βˆ«

2

π‘₯𝑑π‘₯ = 𝑒2 ln|π‘₯| = 𝑒ln|π‘₯2| = π‘₯2

=> π‘₯2 𝑑𝑦

𝑑π‘₯+ 2π‘₯𝑦 = π‘₯βˆ’2 =>

𝑑

𝑑π‘₯(π‘₯2y) = π‘₯βˆ’2 => π‘₯2𝑦 = ∫ π‘₯βˆ’2𝑑π‘₯ => π‘₯2𝑦 = βˆ’π‘₯βˆ’1 + 𝐢

=> solution: 𝑦 = βˆ’π‘₯βˆ’3 + 𝐢π‘₯βˆ’2 = 𝐢

π‘₯2 βˆ’1

π‘₯3

Separable Equations:

Form: 𝑑𝑦

𝑑π‘₯= 𝑓(𝑦)𝑔(π‘₯)

Get all y dependence on one side and x dependence on the other, then integrate and solve for y.

Example: 𝑑𝑦

𝑑π‘₯=

sec2 𝑦

1+π‘₯2

𝑑𝑦

sec2 𝑦=

𝑑π‘₯

1+π‘₯2 => cos2 𝑦 𝑑𝑦 =𝑑π‘₯

1+π‘₯2 => ∫ cos2 𝑦 𝑑𝑦 = ∫1

1+π‘₯2 𝑑π‘₯ => ∫1+cos 2𝑦

2𝑑𝑦 = ∫

1

1+π‘₯2 𝑑π‘₯

=> 1

2𝑦 +

1

4sin(2𝑦) = tanβˆ’1 π‘₯ + 𝐢 => solution: 2𝑦 + sin(2𝑦) = 4 tanβˆ’1 π‘₯ + 𝐢

Exact Equations:

Form: πœ•πΉ

πœ•π‘₯𝑑π‘₯ +

πœ•πΉ

πœ•π‘¦π‘‘π‘¦ = 0, where

πœ•πΉ

πœ•π‘₯= 𝑀,

πœ•πΉ

πœ•π‘¦= 𝑁, and 𝐹(π‘₯, 𝑦) = 𝐢

The differential equation is exact <=> πœ•π‘€

πœ•π‘¦=

πœ•π‘

πœ•π‘₯

If exact: 1. Integrate πœ•πΉ

πœ•π‘₯ with respect to x or

πœ•πΉ

πœ•π‘¦ with respect to y to find 𝐹(π‘₯, 𝑦), where constant

𝐢 is a function of the other variable.

2. Find partial of 𝐹(π‘₯, 𝑦) with respect to the other variable

Set equal to the original partial in order to find value of 𝐢′

Integrate 𝐢′ to find value of 𝐢

3. Final solution should be in the form 𝐹(π‘₯, 𝑦) = 𝐢

Page 2: Differential Equations I - Study Guide

Example: (cos π‘₯ cos 𝑦 + 2π‘₯)𝑑π‘₯ βˆ’ (sin π‘₯ sin 𝑦 + 2𝑦)𝑑𝑦 = 0

πœ•πΉ

πœ•π‘₯= 𝑀 = cos π‘₯ cos 𝑦 + 2π‘₯

πœ•πΉ

πœ•π‘¦= 𝑁 = βˆ’sin π‘₯ sin 𝑦 βˆ’ 2𝑦

πœ•π‘€

πœ•π‘¦= βˆ’cos π‘₯ sin 𝑦

πœ•π‘

πœ•π‘₯= βˆ’cos π‘₯ sin 𝑦, therefore this is an exact equation

𝐹(π‘₯, 𝑦) = βˆ«πœ•πΉ

πœ•π‘₯𝑑π‘₯ = ∫(cos π‘₯ cos 𝑦 + 2π‘₯)𝑑π‘₯ = sin π‘₯ cos 𝑦 + π‘₯2 + 𝐢(𝑦)

πœ•πΉ

πœ•π‘¦=

πœ•

πœ•π‘¦(sin π‘₯ cos 𝑦 + π‘₯2 + 𝐢(𝑦)) = βˆ’ sin π‘₯ sin 𝑦 + 𝐢′(𝑦) = βˆ’ sin π‘₯ sin 𝑦 βˆ’ 2𝑦

𝐢′(𝑦) = βˆ’2𝑦 => 𝐢(𝑦) = βˆ’π‘¦2 𝐹(π‘₯, 𝑦) = sin π‘₯ cos 𝑦 + π‘₯2 βˆ’ 𝑦2

solution: sin π‘₯ cos 𝑦 + π‘₯2 βˆ’ 𝑦2 = 𝐢

Bernoulli Equations:

Form: 𝑑𝑦

𝑑π‘₯+ 𝑝(π‘₯)𝑦 = π‘ž(π‘₯)𝑦𝑛

Find solution by substituting 𝑣 = 𝑦1βˆ’π‘› if 𝑦 β‰’ 0, and 𝑑𝑣

𝑑π‘₯= (1 βˆ’ 𝑛)π‘¦βˆ’π‘› 𝑑𝑦

𝑑π‘₯

Divide equation through by 𝑦𝑛 then substitute in 𝑣 and 𝑑𝑣

𝑑π‘₯

After substituting, the equation is left in a form that is usually linear.

Example: 𝑑𝑦

𝑑π‘₯+

𝑦

π‘₯= π‘₯2𝑦2 𝑣 = 𝑦1βˆ’π‘› = 𝑦1βˆ’2 = π‘¦βˆ’1 βˆ’

𝑑𝑣

𝑑π‘₯= π‘¦βˆ’2 𝑑𝑦

𝑑π‘₯

=> π‘¦βˆ’2 𝑑𝑦

𝑑π‘₯+ π‘₯βˆ’1π‘¦βˆ’1 = π‘₯2 => βˆ’

𝑑𝑣

𝑑π‘₯+

𝑣

π‘₯= π‘₯2 =>

𝑑𝑣

𝑑π‘₯βˆ’

𝑣

π‘₯= βˆ’π‘₯2

Β΅(π‘₯) = π‘’βˆ’ βˆ«π‘‘π‘₯

π‘₯ = π‘’βˆ’ ln|π‘₯| = 𝑒ln|π‘₯βˆ’1| = π‘₯βˆ’1 =1

π‘₯

=> π‘₯βˆ’1 𝑑𝑣

𝑑π‘₯βˆ’

𝑣

π‘₯2 = βˆ’π‘₯ => 𝑑

𝑑π‘₯(π‘₯βˆ’1𝑣) = βˆ’π‘₯ => π‘₯βˆ’1𝑣 = βˆ’ ∫ π‘₯𝑑π‘₯

=> 𝑣

π‘₯= βˆ’

1

2π‘₯2 + 𝐢 => 𝑣 = βˆ’

1

2π‘₯3 + 𝐢π‘₯ = π‘¦βˆ’1

Solution: 𝑦 = 2

𝐢π‘₯βˆ’π‘₯3 and 𝑦 ≑ 0

Homogeneous Linear Equations:

Form: π‘Žπ‘¦β€²β€² + 𝑏𝑦′ + 𝑐𝑦 = 0

try solution form: 𝑦 = π‘’π‘Ÿπ‘‘

change equation to form: π‘Žπ‘Ÿ2 + π‘π‘Ÿ + 𝑐 = 0

then factor or use π‘Ÿ =βˆ’π‘Β±βˆšπ‘2βˆ’4π‘Žπ‘

2π‘Ž to solve for zeroes of r

general solution form: 𝑦 = 𝑐1π‘’π‘Ÿ1𝑑 + 𝑐2π‘’π‘Ÿ2𝑑

If there is a repeated root, solution form: 𝑦 = 𝑐1π‘’π‘Ÿπ‘‘ + 𝑐2π‘‘π‘’π‘Ÿπ‘‘

Page 3: Differential Equations I - Study Guide

If there is a complex root, ex: π‘Ÿ = π‘Ž Β± 𝑏𝑖

Then solution is in the form: 𝑦 = 𝑐1π‘’π‘Žπ‘‘ cos 𝑏𝑑 + 𝑐2π‘’π‘Žπ‘‘ sin 𝑏𝑑

Method of Undetermined Coefficients:

Form: π‘Žπ‘¦β€²β€² + 𝑏𝑦′ + 𝑐𝑦 = 𝑓(𝑑)

Guess a solution 𝑦𝑝 that is in a form similar to 𝑓(𝑑)

Ex: 𝑓(𝑑) = 𝑒2𝑑 => 𝑦𝑝 = 𝐴𝑒2𝑑,

𝑓(𝑑) = 𝑑2sin 𝑑 => 𝑦𝑝 = (𝐴𝑑2 + 𝐡𝑑 + 𝐢) sin 𝑑 + (𝐷𝑑2 + 𝐸𝑑 + 𝐹) cos 𝑑

But always solve homogeneous equation first!

If homogeneous solution contains term with a form similar to 𝑓(𝑑), multiply 𝑦𝑝 times 𝑑

Ex: If 𝑓(𝑑) = 2π‘’βˆ’π‘‘ and π‘¦β„Ž = 𝑐1π‘’βˆ’π‘‘ + 𝑐2π‘‘π‘’βˆ’π‘‘, then guess 𝑦𝑝 = 𝑑2π΄π‘’βˆ’π‘‘

After you guess, find 𝑦𝑝′ and 𝑦𝑝

β€²β€² then plug 𝑦𝑝 and its derivatives into the original equation.

Solve for constants so that the left hand side is equal to 𝑓(𝑑)

Plug in constants into original guess 𝑦𝑝

General solution 𝑦 is sum of 𝑦𝑝 and π‘¦β„Ž

Example: 𝑦′′ βˆ’ 5𝑦′ + 6𝑦 = π‘₯𝑒π‘₯

𝑦′′ βˆ’ 5𝑦′ + 6𝑦 = 0 π‘¦β„Ž = π‘’π‘Ÿπ‘₯ => π‘Ÿ2 βˆ’ 5π‘Ÿ + 6 = 0 => (π‘Ÿ βˆ’ 3)(π‘Ÿ βˆ’ 2) = 0 => π‘Ÿ = 2, 3

π‘¦β„Ž = 𝑐1𝑒2π‘₯ + 𝑐2𝑒3π‘₯

𝑦𝑝 = (𝐴π‘₯ + 𝐡)𝑒π‘₯ = 𝐴π‘₯𝑒π‘₯ + 𝐡𝑒π‘₯ 𝑦𝑝′ = 𝐴π‘₯𝑒π‘₯ + 𝐴𝑒π‘₯ + 𝐡𝑒π‘₯ 𝑦𝑝

β€²β€² = 𝐴π‘₯𝑒π‘₯ + 2𝐴𝑒π‘₯ + 𝐡𝑒π‘₯

=> 𝐴π‘₯𝑒π‘₯ + 2𝐴𝑒π‘₯ + 𝐡𝑒π‘₯ βˆ’ 5𝐴π‘₯𝑒π‘₯ βˆ’ 5𝐴𝑒π‘₯ βˆ’ 𝐡𝑒π‘₯ + 6𝐴π‘₯𝑒π‘₯ + 6𝐡𝑒π‘₯ = π‘₯𝑒π‘₯

=> 2𝐴π‘₯𝑒π‘₯ βˆ’ 3𝐴𝑒π‘₯ + 2𝐡𝑒π‘₯ = π‘₯𝑒π‘₯ ∴ 𝐴 =1

2 , 𝐡 =

3

4

𝑦𝑝 =1

2π‘₯𝑒π‘₯ +

3

4𝑒π‘₯

General solution: 𝑦 =1

2π‘₯𝑒π‘₯ +

3

4𝑒π‘₯ + 𝑐1𝑒2π‘₯ + 𝑐2𝑒3π‘₯

Variation of Parameters:

Form: π‘Ž(π‘₯)𝑦′′ + 𝑏(π‘₯)𝑦′ + 𝑐(π‘₯)𝑦 = 𝑓(π‘₯)

1. Find solutions to the homogeneous equation and denote them as 𝑦1 and 𝑦2

2. Find a solution to the original equation, by guessing 𝑦𝑝 = 𝑣1𝑦1 + 𝑣2𝑦2

Require that: 𝑣1β€² 𝑦1 + 𝑣2

β€² 𝑦2 = 0 and 𝑣1β€² 𝑦1

β€² + 𝑣2β€² 𝑦2

β€² =𝑓(π‘₯)

π‘Ž(π‘₯) and use this system of equations

to solve for 𝑣1 and 𝑣2

Page 4: Differential Equations I - Study Guide

Example: 𝑦′′ + 𝑦 = 3 sec 𝑑 βˆ’ 𝑑2 + 1

𝑦′′ + 𝑦 = 0 π‘¦β„Ž = π‘’π‘Ÿπ‘‘ => π‘Ÿ2 + 1 = 0 => π‘Ÿ = ±𝑖 => π‘¦β„Ž = 𝑐1 cos 𝑑 + 𝑐2 sin 𝑑

𝑦1 = cos 𝑑 𝑦2 = sin 𝑑 𝑦𝑝 = 𝑣1 cos 𝑑 + 𝑣2 sin 𝑑

(𝑣1β€² cos 𝑑 + 𝑣2

β€² sin 𝑑 = 0) sin 𝑑

(𝑣2β€² cos 𝑑 βˆ’ 𝑣1

β€² sin 𝑑 = 3 sec 𝑑 βˆ’ 𝑑2 + 1) cos 𝑑

=> 𝑣2β€² sin2 𝑑 + 𝑣2

β€² cos2 𝑑 = 3 sec 𝑑 cos 𝑑 βˆ’ 𝑑2 cos 𝑑 + cos 𝑑

=> 𝑣2β€² (sin2 𝑑 + cos2 𝑑) = 3 βˆ’ 𝑑2 cos 𝑑 + cos 𝑑 => 𝑣2 = ∫ 3𝑑𝑑 βˆ’ ∫ 𝑑2 cos 𝑑 𝑑𝑑 + ∫ cos 𝑑 𝑑𝑑

=> 𝑣2 = 3𝑑 + sin 𝑑 βˆ’ ∫ 𝑑2 cos 𝑑 𝑑𝑑 𝑒 = 𝑑2 𝑑𝑒 = 2𝑑𝑑𝑑 𝑑𝑣 = cos 𝑑 𝑑𝑑 𝑣 = sin 𝑑

=> 𝑣2 = 3𝑑 + sin 𝑑 βˆ’ 𝑑2 sin 𝑑 + ∫ 2𝑑 sin 𝑑 𝑑𝑑 𝑒 = 2𝑑 𝑑𝑒 = 2𝑑𝑑 𝑑𝑣 = sin 𝑑 𝑣 = βˆ’ cos 𝑑

=> 𝑣2 = 3𝑑 + sin 𝑑 βˆ’ 𝑑2 sin 𝑑 βˆ’ 2𝑑 cos 𝑑 + 2 ∫ cos 𝑑 𝑑𝑑 = 3𝑑 βˆ’ 𝑑2 sin 𝑑 βˆ’ 2𝑑 cos 𝑑 + 3 sin 𝑑

𝑣1β€² cos 𝑑 + (3 βˆ’ 𝑑2 cos 𝑑 + cos 𝑑) sin 𝑑 = 0 => 𝑣1

β€² =βˆ’3 sin 𝑑+𝑑2 sin 𝑑 cos π‘‘βˆ’cos 𝑑 sin 𝑑

cos 𝑑

=> 𝑣1 = βˆ’3 ∫sin 𝑑

cos 𝑑𝑑𝑑 + ∫ 𝑑2 sin 𝑑 𝑑𝑑 βˆ’ ∫ sin 𝑑 𝑑𝑑

𝑒 = cos 𝑑 βˆ’ 𝑑𝑒 = sin 𝑑 𝑑𝑑 => 3 βˆ«π‘‘π‘’

𝑒= 3 ln|𝑒| = 3 ln|cos 𝑑|

∫ 𝑑2 sin 𝑑 𝑑𝑑 𝑒 = 𝑑2 𝑑𝑒 = 2𝑑𝑑𝑑 𝑑𝑣 = sin 𝑑 𝑑𝑑 𝑣 = βˆ’ cos 𝑑

=> βˆ’π‘‘2 cos 𝑑 + ∫ 2𝑑 cos 𝑑 𝑑𝑑 𝑒 = 2𝑑 𝑑𝑒 = 2𝑑𝑑 𝑑𝑣 = cos 𝑑 𝑑𝑑 𝑣 = sin 𝑑

=> βˆ’π‘‘2 cos 𝑑 + 2𝑑 sin 𝑑 βˆ’ 2 ∫ sin 𝑑 𝑑𝑑 = βˆ’π‘‘2 cos 𝑑 + 2𝑑 sin 𝑑 + 2 cos 𝑑

=> 𝑣1 = 3 ln|cos 𝑑| βˆ’ 𝑑2 cos 𝑑 + 2𝑑 sin 𝑑 + 2 cos 𝑑 + cos 𝑑

=> 𝑦𝑝 = (3 ln|cos 𝑑| βˆ’ 𝑑2 cos 𝑑 + 2𝑑 sin 𝑑 + 2 cos 𝑑 + cos 𝑑) cos 𝑑

+(3𝑑 βˆ’ 𝑑2 sin 𝑑 βˆ’ 2𝑑 cos 𝑑 + 3 sin 𝑑) sin 𝑑

= 3 (cos 𝑑) ln|cos 𝑑| βˆ’ 𝑑2 cos2 𝑑 + 2𝑑 sin 𝑑 cos 𝑑 + 3 cos2 𝑑

+3𝑑 sin 𝑑 βˆ’ 𝑑2 sin2 𝑑 βˆ’ 2𝑑 sin 𝑑 cos 𝑑 + 3 sin2 𝑑

= 3 (cos 𝑑) ln|cos 𝑑| βˆ’ 𝑑2 + 3 + 3𝑑 sin 𝑑

General solution: 𝑦 = 𝑐1 cos 𝑑 + 𝑐2 sin 𝑑 + 3 (cos 𝑑) ln|cos 𝑑| βˆ’ 𝑑2 + 3 + 3𝑑 sin 𝑑

Cauchy-Euler Equation:

Form: π‘Žπ‘‘2𝑦′′ + 𝑏𝑑𝑦′ + 𝑐𝑦 = 0

Try solution form: 𝑦 = π‘‘π‘Ÿ 𝑦′ = π‘Ÿπ‘‘π‘Ÿβˆ’1 𝑦′′ = π‘Ÿ(π‘Ÿ βˆ’ 1)π‘‘π‘Ÿβˆ’2

Substitute 𝑦 and its derivatives into the original equation and solve for zeros of r

Ex: If π‘Ÿ = βˆ’1, 2 π‘¦β„Ž = 𝑐1π‘‘βˆ’1 + 𝑐2𝑑2

Page 5: Differential Equations I - Study Guide

If you have a repeated root, multiply second solution by ln 𝑑

Ex: If π‘Ÿ = 3, 3 π‘¦β„Ž = 𝑐1𝑑3 + 𝑐2 ln(𝑑) 𝑑3

Reduction of Order:

Form: Any second order, linear, homogeneous equations

1. This method is used for equations in which you already have one solution, in order to find

the second solution

2. Guess a second solution such that 𝑦2 = 𝑣𝑦1 where 𝑣 is a function of 𝑑

3. Find 𝑦2β€² and 𝑦2

β€²β€² then plug 𝑦2 and its derivatives into the original equation

4. The equation should simplify to an equation containing a 𝑣′ and 𝑣′′ term

5. Substitute 𝑀 = 𝑣′ and 𝑀′ = 𝑣′′ into the equation, reducing the equation to first order

6. Then solve using any possible first order method

7. Once you solve for 𝑀, find 𝑣 by integrating, because 𝑀 = 𝑣′

8. Plug 𝑣 into 𝑦2 to give a second linearly independent solution

Example: 𝑑2𝑦′′ βˆ’ 2𝑑𝑦′ βˆ’ 4𝑦 = 0 𝑦1 = π‘‘βˆ’1

𝑦2 = π‘£π‘‘βˆ’1 𝑦2β€² = π‘£β€²π‘‘βˆ’1 βˆ’ π‘£π‘‘βˆ’2 𝑦2

β€²β€² = π‘£β€²β€²π‘‘βˆ’1 βˆ’ 2π‘£β€²π‘‘βˆ’2+ 2π‘£π‘‘βˆ’3

𝑑2(π‘£β€²β€²π‘‘βˆ’1 βˆ’ 2π‘£β€²π‘‘βˆ’2 + 2π‘£π‘‘βˆ’3) βˆ’ 2𝑑(π‘£β€²π‘‘βˆ’1 βˆ’ π‘£π‘‘βˆ’2) βˆ’ 4(π‘£π‘‘βˆ’1) = 0

𝑣′′t βˆ’ 2𝑣′ + 2π‘£π‘‘βˆ’1 βˆ’ 2𝑣′ + 2π‘£π‘‘βˆ’1 βˆ’ 4π‘£π‘‘βˆ’1 = 0 => 𝑣′′t βˆ’ 4𝑣′ = 0

𝑀 = 𝑣′ 𝑀′ = 𝑣′′ => 𝑀′𝑑 βˆ’ 4𝑀 = 0 => 𝑑𝑀

π‘‘π‘‘βˆ’

4𝑀

𝑑= 0

=> πœ‡(𝑑) = π‘’βˆ’ ∫4

𝑑𝑑𝑑 = π‘’βˆ’4 ln|t| = 𝑒ln|tβˆ’4| = π‘‘βˆ’4

=> π‘‘βˆ’4 𝑑𝑀

π‘‘π‘‘βˆ’ 4π‘‘βˆ’3𝑀 = 0 =>

𝑑

𝑑𝑑(π‘‘βˆ’4𝑀) = 0 => π‘‘βˆ’4𝑀 = 𝐢 => 𝑀 = 𝐢𝑑4

=> 𝑣′ = 𝐢𝑑4 => 𝑣 = 𝐢 ∫ 𝑑4𝑑𝑑 =𝐢

5𝑑5 + 𝐷 𝐢 = 5, 𝐷 = 0 𝑣 = 𝑑5

𝑦2 = 𝑑5π‘‘βˆ’1 = 𝑑4 General solution: 𝑦 = 𝑐1π‘‘βˆ’1 + 𝑐2𝑑4

Operators:

An operator is a function whose input and output are both functions

Ex: 𝐷[𝑓(t)] =𝑑f

𝑑𝑑 (𝐷2 + 2)[π‘₯2 + π‘₯] = 2 + 0 + 2π‘₯2 + 2π‘₯ = 2π‘₯2 + 2π‘₯ + 2

You can use operators to solve systems differential equations, by isolating variables

Example: 𝑑x

𝑑𝑑= 4π‘₯ βˆ’ 𝑦

𝑑y

𝑑𝑑= 𝑦 βˆ’ 2π‘₯ π‘₯(0) = 1 𝑦(0) = 0

(𝐷 βˆ’ 4)π‘₯ βˆ’ 𝑦 = 0 (𝐷 βˆ’ 1)𝑦 + 2π‘₯ = 0

=> [(𝐷 βˆ’ 4)[π‘₯] βˆ’ 𝑦 = 0](βˆ’2) [(𝐷 βˆ’ 1)[𝑦] + 2π‘₯ = 0](𝐷 βˆ’ 4)

=> 2𝑦 + (𝐷 βˆ’ 4)(𝐷 βˆ’ 1)[𝑦] + (𝐷 βˆ’ 4)[2π‘₯] βˆ’ (𝐷 βˆ’ 4)[2π‘₯] = 0

Page 6: Differential Equations I - Study Guide

=> (𝐷 βˆ’ 4)(𝐷 βˆ’ 1)[𝑦] + 2𝑦 = 0 => (𝐷 βˆ’ 4)[yβ€² βˆ’ y] + 2𝑦 = 0 => yβ€²β€² βˆ’ 5yβ€² + 6𝑦 = 0

Try 𝑦 = π‘’π‘Ÿπ‘‘ => π‘Ÿ2 βˆ’ 5π‘Ÿ + 6 = 0 => (π‘Ÿ βˆ’ 3)(π‘Ÿ βˆ’ 2) = 0 π‘Ÿ = 2, 3

𝑦 = 𝑐1𝑒2𝑑 + 𝑐2𝑒3𝑑 𝑦′ = 2𝑐1𝑒2𝑑 + 3𝑐2𝑒3𝑑

=> 2𝑐1𝑒2𝑑 + 3𝑐2𝑒3𝑑 = 𝑐1𝑒2𝑑 + 𝑐2𝑒3𝑑 βˆ’ 2π‘₯

=> 𝑐1𝑒2𝑑 + 2𝑐2𝑒3𝑑 = βˆ’2π‘₯ => π‘₯ = βˆ’1

2𝑐1𝑒2𝑑 βˆ’ 𝑐2𝑒3𝑑

𝑦(0) = 0 = 𝑐1 + 𝑐2 π‘₯(0) = 0 = βˆ’1

2𝑐1 βˆ’ 𝑐2 𝑐1 = 2, 𝑐2 = βˆ’2

π‘₯ = 2𝑒3t βˆ’ 𝑒2𝑑 𝑦 = 2𝑒2𝑑 βˆ’ 2𝑒3𝑑

Laplace Transforms:

Gives a way of solving a differential equation to one of solving an algebraic equation

You can use them to solve problems that we couldn’t solve before

Laplace Transform table will be provided on the test

Form: 𝐹(𝑠) = β„’{𝑓(𝑑)} = ∫ π‘’βˆ’π‘ π‘‘π‘“(𝑑)π‘‘π‘‘βˆž

0

Example: β„’{sin 2𝑑 sin 5𝑑}

sin π‘Ž sin 𝑏 =1

2(cos(π‘Ž βˆ’ 𝑏) βˆ’ cos(π‘Ž + 𝑏))

=> sin 2𝑑 sin 5𝑑 =1

2(cos(2𝑑 βˆ’ 5𝑑) βˆ’ cos(2𝑑 + 5𝑑)) =

1

2(cos(βˆ’3𝑑) βˆ’ cos(7𝑑))

cos(βˆ’π‘₯) = cos π‘₯ => 1

2(cos 3𝑑 βˆ’ cos 7𝑑)

=> β„’ {1

2(cos 3𝑑 βˆ’ cos 7𝑑)} =

1

2β„’{cos 3𝑑 βˆ’ cos 7𝑑} =

1

2[

𝑠

𝑠2+32 βˆ’π‘ 

𝑠2+72]

β„’{sin 2𝑑 sin 5𝑑} =𝑠

2(𝑠2+9)βˆ’

𝑠

2(𝑠2+49)

Inverse Laplace Transform: Opposite operation of Laplace transform

β„’βˆ’1{𝐹(𝑠)} = 𝑓(𝑑)

Use partial fraction decomposition or completing the square to put 𝐹(𝑠) in a form which can

easily be transformed back to 𝑓(𝑑)

For completing the square: Given π‘Žπ‘ 2 + 𝑏𝑠 to complete the square, 𝑐 = (1

2𝑏)2

=> π‘Žπ‘ 2 + 𝑏𝑠 + 𝑐

For partial fraction decomposition: split the fraction into terms such that each term’s

denominator is a factor of the original fractions denominator. If there is a higher order term,

Page 7: Differential Equations I - Study Guide

there must be a term representing each term below that. If there is an irreducible term in the

denominator, the numerator must be one power lower

Ex: If the denominator contains π‘₯3(π‘₯2 + 1) => Partial fraction decomp. =𝐴

π‘₯3 +𝐡

π‘₯2 +𝐢

π‘₯+

𝐷π‘₯+𝐸

π‘₯2+1

Example: β„’βˆ’1 {3π‘ βˆ’15

2𝑠2βˆ’4𝑠+10}

3π‘ βˆ’15

2𝑠2βˆ’4𝑠+10=

3(π‘ βˆ’5)

2(𝑠2βˆ’2𝑠+5) complete the square 𝑠2 βˆ’ 2𝑠 + 1 = (𝑠 βˆ’ 1)2 =>

3

2[

(π‘ βˆ’1)βˆ’4

(π‘ βˆ’1)2+4]

=> 3

2[

(π‘ βˆ’1)

(π‘ βˆ’1)2+4] βˆ’

3

2[

4

(π‘ βˆ’1)2+4] =

3

2[

(π‘ βˆ’1)

(π‘ βˆ’1)2+22] βˆ’ 3 [2

(π‘ βˆ’1)2+22]

β„’βˆ’1 {3π‘ βˆ’15

2𝑠2βˆ’4𝑠+10} = 𝑓(𝑑) =

3

2𝑒𝑑 cos 2𝑑 βˆ’ 3𝑒𝑑 sin 2𝑑

Example: β„’βˆ’1 {5𝑠2+34𝑠+53

(𝑠+3)2(𝑠+1)}

5𝑠2+34𝑠+53

(𝑠+3)2(𝑠+1)=

𝐴

(𝑠+3)2 +𝐡

𝑠+3+

𝐢

𝑠+1

=> 5𝑠2 + 34𝑠 + 53 = 𝐴(𝑠 + 1) + 𝐡(𝑠 + 3)(𝑠 + 1) + 𝐢(𝑠 + 3)3

𝑠 = βˆ’1 24 = 4𝐢 𝐢 = 6

𝑠 = βˆ’3 βˆ’ 4 = βˆ’2𝐴 𝐴 = 2

𝑠 = 0 53 = 2 + 3𝐡 + 54 βˆ’ 3 = 3𝐡 𝐡 = βˆ’1

=> 𝐴

(𝑠+3)2 +𝐡

𝑠+3+

𝐢

𝑠+1=

2

(𝑠+3)2 βˆ’1

𝑠+3+

6

𝑠+1

β„’βˆ’1 {5𝑠2+34𝑠+53

(𝑠+3)2(𝑠+1)} = 𝑓(𝑑) = 2π‘’βˆ’3𝑑𝑑 βˆ’ π‘’βˆ’3𝑑 + 6π‘’βˆ’π‘‘

Series Solutions:

Taylor Polynomial Approximation:

Form for Nth degree Taylor polynomial centered at π‘₯0: 𝑃N(π‘₯) = βˆ‘π‘“(𝑛)(π‘₯0)

𝑛!(π‘₯ βˆ’ π‘₯0)𝑛𝑁

𝑛=0

Example: determine first 3 terms of Taylor polynomial for the IVT

𝑦′ = sin(π‘₯ + 𝑦) 𝑦(0) = 0

𝑦 = 𝑦(0) + 𝑦′(0)π‘₯ +𝑦′′(0)

2!π‘₯2 +

𝑦′′′(0)

3!π‘₯3 +

𝑦′𝑣(0)

4!π‘₯4 + β‹― +

𝑦(𝑛)(0)

𝑛!π‘₯𝑛

𝑦′(0) = sin(0 + 𝑦(0)) = sin 0 = 0

𝑦′′ = cos(π‘₯ + 𝑦) 𝑦′′(0) = cos(0 + 𝑦(0)) = cos 0 = 1

𝑦′′′ = βˆ’ sin(π‘₯ + 𝑦) 𝑦′′′(0) = βˆ’ sin(0 + 𝑦(0)) = βˆ’ sin 0 = 0

𝑦(β€²v) = βˆ’cos(π‘₯ + 𝑦) 𝑦′𝑣(0) = βˆ’cos(0 + 𝑦(0)) = cos 0 = βˆ’1 <= Note pattern!

Page 8: Differential Equations I - Study Guide

𝑦(π‘₯) = 0 + 0 +1

2!π‘₯2 + 0 βˆ’

1

4!π‘₯4 + 0 +

1

6!π‘₯6 =

1

2π‘₯2 βˆ’

1

24π‘₯4 +

1

720π‘₯6

Power Series:

Form for power series centered at π‘₯0 : 𝑦(π‘₯) = βˆ‘ π‘Žπ‘›(π‘₯ βˆ’ π‘₯0)π‘›βˆžπ‘›=0

Finding Convergence Set:

1. Apply ratio test to π‘Žπ‘›

2. The result of ratio test 𝐿 is greater than |π‘₯ βˆ’ π‘₯0|

3. Ex. If |π‘₯ + 2| < 2 the series converges for βˆ’4 < π‘₯ < 0

4. Plug bounds for π‘₯ into the original power series, giving 2 new series

5. When stating the convergence set, if series is convergent, use [] for π‘₯ bound and if

divergent, use () for π‘₯ bound

Example: βˆ‘2βˆ’π‘›

𝑛+1(π‘₯ βˆ’ 1)π‘›βˆž

𝑛=0

limπ‘›β†’βˆž |2βˆ’π‘›

𝑛+1βˆ™

𝑛+2

2βˆ’(𝑛+1)| = limπ‘›β†’βˆž |1

𝑛+1βˆ™

𝑛+2

2βˆ’1 | = 2 limπ‘›β†’βˆž

|𝑛+2

𝑛+1| = 2

|π‘₯ βˆ’ 1| < 2 ∴ the series converges for βˆ’1 < π‘₯ < 3

@ π‘₯ = βˆ’1

βˆ‘2βˆ’π‘›

𝑛+1(βˆ’2)π‘›βˆž

𝑛=0 = βˆ‘2βˆ’π‘›

𝑛+1(2)𝑛(βˆ’1)π‘›βˆž

𝑛=0 = βˆ‘(βˆ’1)𝑛

𝑛+1βˆžπ‘›=0 alternating harmonic series

Test for absolute convergence βˆ‘ |(βˆ’1)𝑛

𝑛+1|∞

𝑛=0 = βˆ‘1

𝑛+1βˆžπ‘›=0 => harmonic series, not abs. convergent

Test for conditional convergence alternating series test: series is decreasing, and alternating

limπ‘›β†’βˆž1

𝑛+1= 0 ∴ conditionally convergent at π‘₯ = βˆ’1

@ π‘₯ = 3

βˆ‘2βˆ’π‘›

𝑛+1(2)π‘›βˆž

𝑛=0 = βˆ‘1

𝑛+1βˆžπ‘›=0 => harmonic series, p-series with p=1, so divergent

The series is divergent at π‘₯ = 3

The convergent set is [-1, 3)

Remember: You can integrate and derive a power series, just like any other function, but you may have

to shift the starting index

Example: 𝑦′(π‘₯) = βˆ‘ π‘›π‘Žπ‘›(π‘₯ βˆ’ π‘₯0)π‘›βˆ’1βˆžπ‘›=1

∫ 𝑦(π‘₯)𝑑π‘₯ = βˆ‘π‘Žπ‘›

𝑛+1(π‘₯ βˆ’ π‘₯0)𝑛+1∞

𝑛=0

Using a power series to solve a differential equation:

1. Use initial form: 𝑦(π‘₯) = βˆ‘ π‘Žπ‘›π‘₯π‘›βˆžπ‘›=0 so 𝑦′(π‘₯) = βˆ‘ π‘›π‘Žπ‘›π‘₯π‘›βˆ’1∞

𝑛=1

𝑦′′(π‘₯) = βˆ‘ 𝑛(𝑛 βˆ’ 1)π‘Žπ‘›π‘₯π‘›βˆ’2βˆžπ‘›=2

Page 9: Differential Equations I - Study Guide

2. Plug 𝑦(π‘₯) and its derivatives into the original differential equation.

3. Use a substitution so that π‘₯ contains the same power throughout the function

4. You can then combine the summations, pulling out lower indexed terms, if needed

5. Set any outside terms of the same power of π‘₯ = 0 , and set the summation = 0

6. Solve for highest indexed term of π‘Žπ‘› in the summation so it can be in terms of lower

indexed terms.

7. After solving for each index of π‘Žπ‘› plug them into 𝑦(π‘₯)

Example: Find the first 4 non-zero terms in a power series expansion about π‘₯0 = 0

𝑧′′ βˆ’ π‘₯2𝑧 = 0

𝑧(π‘₯) = βˆ‘ π‘Žπ‘›π‘₯π‘›βˆžπ‘›=0 𝑧′(π‘₯) = βˆ‘ π‘›π‘Žπ‘›π‘₯π‘›βˆ’1∞

𝑛=1 𝑧′′(π‘₯) = βˆ‘ 𝑛(𝑛 βˆ’ 1)π‘Žπ‘›π‘₯π‘›βˆ’2βˆžπ‘›=2

βˆ‘ 𝑛(𝑛 βˆ’ 1)π‘Žπ‘›π‘₯π‘›βˆ’2βˆžπ‘›=2 βˆ’ π‘₯2 βˆ‘ π‘Žπ‘›π‘₯π‘›βˆž

𝑛=0 = 0 => βˆ‘ 𝑛(𝑛 βˆ’ 1)π‘Žπ‘›π‘₯π‘›βˆ’2βˆžπ‘›=2 βˆ’ βˆ‘ π‘Žπ‘›π‘₯𝑛+2∞

𝑛=0 = 0

Substitute π‘˜ = 𝑛 βˆ’ 2 in first summation and π‘˜ = 𝑛 + 2 in second summation to make π‘₯ the

same power in both summations

=> βˆ‘ (π‘˜ + 2)(π‘˜ + 1)π‘Žπ‘˜+2π‘₯π‘˜βˆžπ‘˜=0 βˆ’ βˆ‘ π‘Žπ‘˜βˆ’2π‘₯π‘˜βˆž

π‘˜=2 = 0

=> 2π‘Ž2 + 6π‘Ž3π‘₯ + βˆ‘ ((π‘˜ + 2)(π‘˜ + 1)π‘Žπ‘˜+2 βˆ’ π‘Žπ‘˜βˆ’2)π‘₯π‘˜βˆžπ‘˜=2 = 0

2π‘Ž2 = 0 6π‘Ž3 = 0 π‘Ž2 = 0 π‘Ž3 = 0

π‘Žπ‘˜+2 =π‘Žπ‘˜βˆ’2

(π‘˜+2)(k+1)

π‘˜ = 2 π‘Ž4 =π‘Ž0

12 π‘˜ = 3 π‘Ž5 =

π‘Ž1

20

=> 𝑧(π‘₯) = π‘Ž0 + π‘Ž1π‘₯ + 0 + 0 + π‘Ž4π‘₯4 + π‘Ž5π‘₯5 = π‘Ž0 + π‘Ž1π‘₯ +1

12π‘Ž0π‘₯4 +

1

20π‘Ž1π‘₯5

= π‘Ž0 (1 +1

12π‘₯4 … ) + π‘Ž1 (π‘₯ +

1

20π‘₯5 … ) + β‹―