Differential Equations Cookbook

Download as pdf or txt
Download as pdf or txt
You are on page 1of 2

Dierential Equations Cookbook

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.

Any corrections, suggestions, comments or simple thanks appreciated.


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

You might also like

pFad - Phonifier reborn

Pfad - The Proxy pFad of © 2024 Garber Painting. All rights reserved.

Note: This service is not intended for secure transactions such as banking, social media, email, or purchasing. Use at your own risk. We assume no liability whatsoever for broken pages.


Alternative Proxies:

Alternative Proxy

pFad Proxy

pFad v3 Proxy

pFad v4 Proxy