MATH 2930 Review

1.1 Differential Equations and Mathematical Models

9.5 Heat Conduction and Separation of Variables
One-Dimensional Heat Equation:
2
2
, where ( , ) temperature at position and time , 0
u u
k u x t x t x l
t x
c c
= = < <
c c


9.6 Vibrating Strings and the One-Dimensional Wave Equation
One-Dimensional Wave Equation:
2 2 2
2
2 2 2
, where is tension, is linear density, and 0
y y T y
a T x L
t x x

c c c
= = < <
c c c


1.2 Integrals as General and Particular Solutions

( )
dy
f x
dx
= ( ) ( ) y x f x dx C = +
}
Initial value problem:
0 0
( ) y x y =

1.3 Slope Fields and Solution Curves

Fundamental Theorem of Ordinary Differential Equations:
If ( , ) f x y and ( , )
y
D f x y are continuous, then ( , ), ( )
dy
f x y y a b
dx
= = has one and only one
solution (it is unique).

1.4 Separable Equations and Applications
( )
( , ) ( ) ( ) ( ) ( ) ( ) ( )
( )
dy g x
H x y g x h y f y dy g x dx f y dy g x dx C
dx f y
= = = = = +
} }

Natural Growth and Decay:
dx
kx
dt
=
Natural Growth Equation:
0
1
( )
kt
dx kdt x t x e
x
= =
} }

Cooling and Heating: ( )
dT
k A T
dt
= , where A is a constant temperature

Torricellis Law: ( ) 2
dV dy
A y k y a gy
dt dt
= = =

1.5 Linear First-Order Equations
( ) ( )
dy
P x y Q x
dx
+ = Integrating factor:
( ) P x dx
e
}

( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
P x dx P x dx P x dx P x dx P x dx
x
dy
e P x e y Q x e D y x e Q x e
dx
( } } } } }
+ = =
(


( ) ( )
( ) ( ( ) )
P x dx P x dx
y x e Q x e dx C

( } }
= +
(

}


1.6 Substitution Methods and Exact Equations
( , ) ( , ) 0 is exact if
M N
M x y dx N x y dy
y x
c c
+ = =
c c

( , )
dy
f x y
dx
= , ( , ) v x y o = ( , )
x v
dy dv
y x v
dx dx
| | | = = +

Ricatti Equation:
2
( ) ( ) ( )
dy
A x y B x y C x
dx
= + +

2.1 Population Models

2
dP
aP bP
dt
= ( ), where and
dP a
kP M P k b M
dt b
= = = lim ( )
t
P t M

=

2.2 Equilibrium Solutions and Stability
The critical point x c = is said to be stable if, for each 0 c > , there exists 0 o > such that
0
x c o < implies that ( ) x t c c <
Phase Diagrams: Check the derivative pointing right if positive, left if negative

2.3 Acceleration-Velocity Models
2
2 2
0 2 2
2
( ) ( )
G
dv d y GM GMy
F v v
dt dt y R R R y
= = = =
+ +

Escape Velocity:
0
2GM
v
R
=
G R
dv
m F F
dt
= +
Resistance: , where 1 for relatively low speeds and 2 for high speeds
p
R
F kv p p = = =
Model 1: ' 1 v v = (First-order linear)
Model 2:
2
' 1 tanh( ) v v t = +
Model 3:
1.7
' 1 v v = + (Eulers method)

2.4 Numerical Approximation: Eulers Method

1
( , )
n n n n
y y h f x y
+
= +

3.1 Second-Order Linear Equations
( ) '' ( ) ' ( ) ( ) A x y B x y C x y F x + + = Homogeneous if ( ) 0 F x =
If
1
y and
2
y are two solutions of the homogenous linear equation '' ( ) ' ( ) 0 y p x y q x y + + = , then
1 1 2 2
y c y c y = + is also a solution to the homogeneous linear equation.
Two functions are said to be linearly independent if neither is a constant multiple of the other.

1 2
1 2
'' ' 0 ( )
r x r x
ay by cy y x c e c e + + = = +


3.2 General Solutions of Linear Equations
Nth-order initial value problem:

( ) ( 1)
1 1
( ) ... ( ) ' ( ) ( )
n n
n n
y p x y p x y p x y f x

+ + + + =
( 1)
0 1 1
( ) , '( ) , , ( )
n
n
y a b y a b y a b

= = =
Linear independence:
1 1 2 2
0
n n
c f c f c f + + + =
Wronskian:
1 2
1 2
( 1) ( 1) ( 1)
1 2
' ' '
n
n
n n n
n
f f f
f f f
W
f f f

=

0 W linear dependence
General solution:
1 1 2 2
( ) ( ) ( ) ( ) ( )
n n p
Y x c y x c y x c y x y x = + + + +

3.3 Homogeneous Equations with Constant Coefficients

( ) ( 1)
1 2 1 0
'' ' 0
n n
n n
a y a y a y a y a y

+ + + + + =

1 2
1 2
( )
n
r x r x r x
n
y x c e c e c e = + + + if
1 2
, , ,
n
r r r are real and distinct
Repeated roots:
2 1
1 2 3
( )
k rx
k
c c x c x c x e

+ + +
Complex roots a bi :
1 2
( cos sin )
ax
e c bx c bx +


3.4 Mechanical Vibrations
'' ' ( ) mx cx kx F t + + = free motion: ( ) 0 F t = forced motion: ( ) 0 F t =
Simple pendulum: '' ' 0 c k u u u + + = , where c relates to friction and
g
k
L
=

2
2
1
2
d
K mL
dt
u | |
=
|
\ .
(1 cos ) U mgL u =
Free undamped motion: " 0 mx kx + =
0 0
( ) cos sin x t A t B t e e = +
0
k
m
e =
Simple harmonic motion:
0
( ) cos( ) x t C t e o = Period
0
2
T
t
e
=
where C is amplitude,
0
e is frequency, and o is the phase angle

3.5 Nonhomogeneous Equations and Undetermined Coefficients

( ) ( 1)
1 2 1 0
'' ' ( )
n n
n n
a y a y a y a y a y f x

+ + + + + =
Method of Undetermined Coefficients:

2
0 1 2
( )
m
m m
f x P b b x b x b x = = + + +
2
0 1 2
( )
s m
p m
y x A Ax A x A x = + + +
( ) cos sin f x a kx b kx = + ( cos sin )
s
p
y x A kx B kx = +
( ) ( cos cos )
rx
f x e a kx b kx = + ( cos sin )
s rx
p
y x e A kx B kx = +
( ) ( )
rx
m
f x P x e =
2
0 1 2
( )
s m rx
p m
y x A Ax A x A x e = + + + +
( ) ( )( cos sin )
m
f x P x a kx b kx = +

0 1 0 1
[( )cos ( )sin ]
s m m
p m m
y x A Ax A x kx B B x B x kx = + + + + +
( ) ( ) cos or ( ) sin
rx rx
m m
f x P x e kx P x e kx =

0 1 0 1
[( ) cos ( ) sin ]
s m rx m rx
p m m
y x A Ax A x e kx B B x B x e kx = + + + + + + +
Variation of Parameters:
" ( ) ' ( ) ( ) y P x y Q x y f x + + =

1 1 2 2
( ) ( ) ( )
c
y x c y x c y x = +
2 1
1 2
( ) ( ) ( ) ( )
( ) ( ) ( )
( ) ( )
p
y x f x y x f x
y x y x dx y x dx
W x W x
= +
} }


3.6 Forced Oscillations

0
" cos mx kx F t e + =
0
0 2 2
0
( ) cos( ) cos
F m
x t C t t e o e
e e
= +

0
F
A
k

= amplification factor
2
0
1
1 ( )

e e
=

Resonance:
0
e e =
Damped forced oscillations:
0
'' ' cos mx cx kx F t e + + = lim ( ) 0
c
t
x t

=
( ) cos( ) sin( ) cos( )cos( ) sin( )sin( ) cos( )
p
x t A t B t C t C t C t e e o e o e e o = + = + =
cos , sin A C B C o o = =
0
2 2 2
( ) ( )
F
C
k m c e e
=
+

tan
B
A
o =

3.8 Endpoint Problems and Eigenvalues
" ( ) ' ( ) 0 y p x y q x y + + = ( ) 0, ( ) 0 y a y b = =
Eigenvalue problem: " ( ) ' ( ) 0 y p x y q x y + + = ( ) 0, ( ) 0 y a y b = =
Find a value so that ( ) y x does not always equal zero

8.1 Introduction and Review of Power Series

2
0 1 2
0
n n
n n
n
y c x c c x c x c x

=
= = + + + +

2 3
0
2 2 4
0
2 1 3 5
0
1
! 2! 3!
( 1)
cos 1
(2 )! 2! 4!
( 1)
sin
(2 1)! 3! 5!
n
x
n
n n
n
n n
n
x x x
e x
n
x x x
x
n
x x x
x x
n

=
+
=
= = + + + +

= = +

= = +
+

2 2 4
0
2 1 3 5
0
1 2 3
0
cosh 1
(2 )! 2! 4!
sinh
(2 1)! 3! 5!
( 1)
ln(1 )
2 3
n
n
n
n
n n
n
x x x
x
n
x x x
x x
n
x x x
x x
n

=
+
=
+
=
= = + + +
= = + + +
+

+ = = +

Converge only if 1 x < :
2 3
0
1
1
1
n
n
x x x x
x

=
= = + + + +

2 3
( 1) ( 1)( 2)
(1 ) 1
2! 3!
x x
x x
o
o o o o o
o

+ = + + + +
Shift of index of summation:
1
1
1 0
( 1)
n n
n n
n n
nc x n c x

+
= =
= +


Ratio test:
0 1 2
y t t t = + + + converges if
1
lim 1
n
n
t
t
+
< Radius of convergence:
1
lim
n
n
n
c
c

+
=

8.2 Series Solutions near Ordinary Points
( ) " ( ) ' ( ) 0 " ( ) ' ( ) 0 A x y B x y C x y y P x y Q x y + + = + + =
a is an ordinary point if ,
B C
P Q
A A
= = are analytic at x a =
0
( ) ( )
n
n
n
y x c x a

=
=

Radius of convergence is at least as large as the distance from a to the

nearest (real or complex) singular point

9.1 Periodic Functions and Trigonometric Series
A function is periodic if ( ) ( ) f t p f t + =
0 if
cos( ) cos( )
if
m n
mt nt dt
m n
t
t
t

=
=

}


0 if
sin( )sin( )
if
m n
mt nt dt
m n
t
t
t

=
=

}
cos( )sin( ) 0 for all and mt nt dt m n
t
t
=
}

( ) ( ) 0
b
a
u t v t dt =
}
on the interval [ , ] a b if ( ) u t and ( ) v t are orthogonal
Fourier series for a function ( ) f t of period 2t :

0
1
( cos sin )
2
n n
n
a
a nt b nt

=
+ +

1
( ) cos
n
a f t ntdt
t
t
t

=
}

1
( )sin
n
b f t ntdt
t
t
t

=
}


9.2 General Fourier Series and Convergence
( ) f t of period 2L:
0
1
cos sin
2
n n
n
a n t n t
a b
L L
t t

=
| |
+ +
|
\ .

1
( ) cos
L
n
L
n t
a f t dt
L L
t

=
}

1
( )sin
L
n
L
n t
b f t dt
L L
t

=
}


2
2
1
1
6
n
n
t

=
=

1 2
2
1
( 1)
12
n
n
n
t
+
=

9.3 Fourier Sine and Cosine Series
Even: ( ) ( ) f t f t = Odd: ( ) ( ) f t f t =

0
( ) 2 ( )
a a
a
f t dt f t dt

=
} }
( ) 0
a
a
f t dt

=
}

For ( ) f t on the interval [0, ] L
Fourier cosine series:
0
1
( ) cos
2
n
n
a n t
f t a
L
t

=
= +

0
2
( ) cos
L
n
n t
a f t dt
L L
t
=
}

Fourier sine series:
1
( ) sin
n
n
n t
f t b
L
t

=
=

0
2
( )sin
L
n
n t
b f t dt
L L
t
=
}


9.4 Applications of Fourier Series
" ( ) mx kx F t + =
1
( ) sin
n
n
n t
F t B
n
t

=
=

If
0
1
( ) sin
sp n
n
n n t
x t b
L L
t t
e

=
= =

Pure resonance:
0
n
L
t
e =
Damped forced oscillations:
2 2 2
1
sin( )
( )
( ) ( )
n n n
sp
n
n n
B t
x t
k m c
e o
e e

=
+

9.5 Heat Conduction and Separation of Variables

2
2
u u
k
t x
c c
=
c c
Heat flux:
u
K
x
|
c
=
c
, where K is the thermal conductivity of the material
Boundary conditions: Fixed ends at zero: (0, ) ( , ) 0 u t u L t = =
Insulated ends: (0, ) ( , ) 0
x x
u t u L t = =
Initial condition: ( , 0) ( ) u x f x =
Heated rod with zero endpoint temperatures:
2 2 2
1
( , ) exp( )sin
n
n
n x
u x t b n kt L
L
t
t

=
=

Heated rod with insulated ends:
2 2 2 0
1
( , ) exp( ) cos
2
n
n
a n x
u x t a n kt L
L
t
t

=
= +

9.6 Vibrating Strings and the One-Dimensional Wave Equation

2 2
2
2 2
y y
a
t x
c c
=
c c

Initial position function: ( , 0) ( ) y x f x =
Initial velocity function: ( , 0) ( )
t
y x g x =
End point conditions: Fixed ends: (0, ) ( , ) 0 y t y L t = =
Solution to when ( ) 0 g x = :
1
( , ) cos sin
n
n
n at n x
y x t A
L L
t t

=
=

Total energy:
2
2 2
1
4
n
n
T
E n A
L
t

=
=



General Things to Know:
sinh( ) sin
2
t t
e e
t i ix

= = cosh( ) cos
2
t t
e e
t ix

+
= =
cos sin
x
e ix i ix = cos sin
ix
e x i x = +
2
1 cos(2 )
sin
2
x
x

=
2
1 cos(2 )
cos
2
x
x
+
=
cos( ) cos( ) cos( ) sin( )sin( )
cos( ) cos( ) cos( ) sin( )sin( )
2cos( ) cos( ) cos( ) cos( )
a b a b a b
a b a b a b
a b a b a b
+ =
= +
= + +

sin( ) sin( ) cos( ) sin( ) cos( )
sin( ) sin( ) cos( ) sin( ) cos( )
2sin( ) cos( ) sin( ) sin( )
a b a b b a
a b a b b b
a b a b a b
+ = +
=
= + +