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 () = ()

Example: + 2 = 3

= 4 => () = = 2 ln|| = ln| | = 2

=> 2 + 2 = 2 =>

( 2 y)

=> solution: = 3 + 2 =

= 2 => 2 = 2 => 2 = 1 +

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: =

sec2

=>

sec2
1+ 2

= 1+2 => cos 2 = 1+2 => cos2 = 1+ 2 =>

1+cos 2

= 1+2

+ 4 sin(2) = tan1 + => solution: 2 + sin(2) = 4 tan1 +

Exact Equations:
Form:

= 0, where

The differential equation is exact <=>

= ,

= , and (, ) =

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
Integrate to find value of
3. Final solution should be in the form (, ) =

Example: (cos cos + 2) (sin sin + 2) = 0

= = cos cos + 2

= cos sin

= = sin sin 2

= cos sin , therefore this is an exact equation

(, ) = = (cos cos + 2) = sin cos + 2 + ()

(sin cos

+ 2 + ()) = sin sin + () = sin sin 2

() = 2 => () = 2

(, ) = sin cos + 2 2

solution: sin cos + 2 2 =

Bernoulli Equations:

Form: + () = ()
Find solution by substituting = 1 if 0, and

= (1 )

Divide equation through by then substitute in and

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

Example: + = 2 2
=> 2

+ 1 1 = 2 =>

() = = ln|| = ln|

=> 1 2 = =>
=>

1
2

= 1 = 12 = 1

1 |

+ = 2 =>

= 1 =

( 1 )

= 2

= => 1 =

1
2

= 2 + => = 3 + = 1

Solution: =

2
3

and 0

Homogeneous Linear Equations:

Form: + + = 0
try solution form: =
change equation to form: 2 + + = 0
then factor or use =

2 4
2

= 2

to solve for zeroes of r

general solution form: = 1 1 + 2 2

If there is a repeated root, solution form: = 1 + 2

If there is a complex root, ex: =

Then solution is in the form: = 1 cos + 2 sin
Method of Undetermined Coefficients:
Form: + + = ()
Guess a solution that is in a form similar to ()
Ex: () = 2 => = 2 ,
() = 2 sin => = ( 2 + + ) sin + ( 2 + + ) cos
But always solve homogeneous equation first!
If homogeneous solution contains term with a form similar to (), multiply times
Ex: If () = 2 and = 1 + 2 , then guess = 2
After you guess, find and then plug and its derivatives into the original equation.
Solve for constants so that the left hand side is equal to ()
Plug in constants into original guess
General solution is sum of and
Example: 5 + 6 =
5 + 6 = 0

= => 2 5 + 6 = 0 => ( 3)( 2) = 0 => = 2, 3

= 1 2 + 2 3
= ( + ) = +

= + +

= + 2 +

=> + 2 + 5 5 + 6 + 6 =
=> 2 3 + 2 = =
1

1
2

, =

3
4

= 2 + 4
1

General solution: = 2 + 4 + 1 2 + 2 3
Variation of Parameters:
Form: () + () + () = ()
1. Find solutions to the homogeneous equation and denote them as 1 and 2
2. Find a solution to the original equation, by guessing = 1 1 + 2 2
()

Require that: 1 1 + 2 2 = 0 and 1 1 + 2 2 = () and use this system of equations

to solve for 1 and 2

Example: + = 3 sec 2 + 1
+ = 0

= => 2 + 1 = 0 => = => = 1 cos + 2 sin

1 = cos 2 = sin

= 1 cos + 2 sin

(1 cos + 2 sin = 0) sin

(2 cos 1 sin = 3 sec 2 + 1) cos
=> 2 sin2 + 2 cos 2 = 3 sec cos 2 cos + cos
=> 2 (sin2 + cos 2 ) = 3 2 cos + cos => 2 = 3 2 cos + cos
=> 2 = 3 + sin 2 cos

= 2 = 2 = cos = sin

=> 2 = 3 + sin 2 sin + 2 sin

= 2 = 2 = sin = cos

=> 2 = 3 + sin 2 sin 2 cos + 2 cos = 3 2 sin 2 cos + 3 sin

1 cos + (3 2 cos + cos ) sin = 0 => 1 =
=> 1 = 3

sin

cos

+ 2 sin sin

= cos = sin => 3

2 sin

3 sin + 2 sin cos cos sin

cos

= 3 ln|| = 3 ln|cos |

= 2 = 2 = sin = cos

=> 2 cos + 2 cos

= 2 = 2 = cos = sin

=> 2 cos + 2 sin 2 sin = 2 cos + 2 sin + 2 cos

=> 1 = 3 ln|cos | 2 cos + 2 sin + 2 cos + cos
=> = (3 ln|cos | 2 cos + 2 sin + 2 cos + cos ) cos
+(3 2 sin 2 cos + 3 sin ) sin
= 3 (cos ) ln|cos | 2 cos 2 + 2 sin cos + 3 cos2
+3 sin 2 sin2 2 sin cos + 3 sin2
= 3 (cos ) ln|cos | 2 + 3 + 3 sin
General solution: = 1 cos + 2 sin + 3 (cos ) ln|cos | 2 + 3 + 3 sin
Cauchy-Euler Equation:
Form: 2 + + = 0
Try solution form: = = 1 = ( 1) 2
Substitute and its derivatives into the original equation and solve for zeros of r
Ex: If = 1, 2

= 1 1 + 2 2

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

Ex: If = 3, 3

= 1 3 + 2 ln() 3

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 2 = 1 where is a function of
3. Find 2 and 2 then plug 2 and its derivatives into the original equation
4. The equation should simplify to an equation containing a and term
5. Substitute = and = into the equation, reducing the equation to first order
6. Then solve using any possible first order method
7. Once you solve for , find by integrating, because =
8. Plug into 2 to give a second linearly independent solution
Example: 2 2 4 = 0
2 = 1 2

2 = 1

1 = 1
2 = 1 2

+ 2 3

2 ( 1 2 2 + 2 3 ) 2( 1 2 ) 4( 1 ) = 0
t 2 + 2 1 2 + 2 1 4 1 = 0 => t 4 = 0
= = => 4 = 0 =>
4

=>

() = = 4 ln|t| = ln|t

=> 4

4 3 = 0 =>

4 |

=0

= 0 => 4 = => = 4

=> = 4 => = 4 = 5 +
2 = 5 1 = 4

= 4

( 4 )

= 5, = 0

= 5

General solution: = 1 1 + 2 4

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

Ex: [(t)] =

( 2 + 2)[ 2 + ] = 2 + 0 + 2 2 + 2 = 2 2 + 2 + 2

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

Example: = 4
( 4) = 0

= 2

(0) = 1

(0) = 0

( 1) + 2 = 0

=> [( 4)[] = 0](2) [( 1)[] + 2 = 0]( 4)

=> 2 + ( 4)( 1)[] + ( 4)[2] ( 4)[2] = 0

=> ( 4)( 1)[] + 2 = 0 => ( 4)[y y] + 2 = 0 => y 5y + 6 = 0

Try =

2 5 + 6 = 0 => ( 3)( 2) = 0

=>

= 1 2 + 2 3

= 2, 3

= 21 2 + 32 3

=> 21 2 + 32 3 = 1 2 + 2 3 2
=>

1 2 + 22 3 = 2 => = 2 1 2 2 3
1

(0) = 0 = 1 + 2
= 2 3t 2

(0) = 0 = 2 1 2

1 = 2, 2 = 2

= 2 2 2 3

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 couldnt solve before
Laplace Transform table will be provided on the test

Form: () = {()} = 0 ()
Example: {sin 2 sin 5}
1

sin sin = 2 (cos( ) cos( + ))

1
2

1
2

=> sin 2 sin 5 = (cos(2 5) cos(2 + 5)) = (cos(3) cos(7))

cos() = cos
1
2

=>

1
(cos 3 cos 7)
2

=> { (cos 3 cos 7)} =

{sin 2 sin 5} =

1
{cos 3 cos 7}
2

= [ 2 2 2 2]
2 +3
+7

2
2(2 +9)
2( +49)

Inverse Laplace Transform: Opposite operation of Laplace transform

1 {()} = ()
Use partial fraction decomposition or completing the square to put () in a form which can
easily be transformed back to ()
1

For completing the square: Given 2 + to complete the square, = (2 )2

=> 2 + +
For partial fraction decomposition: split the fraction into terms such that each terms
denominator is a factor of the original fractions denominator. If there is a higher order term,

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 3 ( 2 + 1) => Partial fraction decomp. = 3 + 2 + +

315

Example: 1 {22 4+10}

315
22 4+10

=>

3(5)

= 2(2 2+5) complete the square 2 2 + 1 = ( 1)2 =>

(1)
3
3
4
[
] 2 [(1)2 +4]
2 (1)2 +4
315
}
22 4+10

1 {

(1)

3 (1)4
[
]
2 (1)2 +4

= 2 [(1)2 +22 ] 3 [(1)2+22 ]

3
2

= () = cos 2 3 sin 2

52 +34+53

Example: 1 { (+3)2 (+1) }

52 +34+53
(+3)2 (+1)

=>

= (+3)2 + +3 + +1

5 2 + 34 + 53 = ( + 1) + ( + 3)( + 1) + ( + 3)3
= 1

24 = 4

=6

= 3

4 = 2

=2

= 0 53 = 2 + 3 + 54
=>

(+3)2

3 = 3
1

= 1

+ +3 + +1 = (+3)2 +3 + +1

52 +34+53

1 { (+3)2 (+1) } = () = 2 3 3 + 6
Series Solutions:
Taylor Polynomial Approximation:
Form for Nth degree Taylor polynomial centered at 0 : N () =
=0

() (0 )
(
!

0 )

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

= sin( + )
= (0) + (0) +

(0) = 0

(0) 2

2!

(0) 3

3!

(0) 4

4!

+ +

() (0)

(0) = sin(0 + (0)) = sin 0 = 0

= cos( + )

(0) = cos(0 + (0)) = cos 0 = 1

= sin( + )
(v) = cos( + )

(0) = sin(0 + (0)) = sin 0 = 0

(0) = cos(0 + (0)) = cos 0 = 1

<= Note pattern!

+
2 +1

() = 0 + 0 + 2! 2 + 0 4! 4 + 0 + 6! 6 = 2 2 24 4 + 720 6
Power Series:

Form for power series centered at 0 : () =

=0 ( 0 )

Finding Convergence Set:

1.
2.
3.
4.
5.

Apply ratio test to

The result of ratio test is greater than | 0 |
Ex. If | + 2| < 2 the series converges for 4 < < 0
Plug bounds for into the original power series, giving 2 new series
When stating the convergence set, if series is convergent, use [] for bound and if
divergent, use () for bound

Example:
=0
2

2
(
+1

1)

+2

lim |+1 2(+1) | = lim |+1

| 1| < 2

+2
|
21

+2

= 2 lim |+1| = 2

the series converges for 1 < < 3

@ = 1

=0

2
(2)
+1

=
=0 +1 (2) (1) = =0
(1)

(1)
+1

alternating harmonic series

Test for absolute convergence

=0 | +1 | = =0 +1 => harmonic series, not abs. convergent

Test for conditional convergence alternating series test: series is decreasing, and alternating
1

lim +1 = 0 conditionally convergent at = 1

@ =3

=0

2
(2)
+1

=
=0

1
+1

=> harmonic series, p-series with p=1, so divergent

The series is divergent at = 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
1
Example: () =
=1 ( 0 )

+1
() =
=0 +1 ( 0 )

Using a power series to solve a differential equation:

1
1. Use initial form: () =
so () =
=0
=1
2
() =
=2 ( 1)

Plug () and its derivatives into the original differential equation.

Use a substitution so that contains the same power throughout the function
You can then combine the summations, pulling out lower indexed terms, if needed
Set any outside terms of the same power of = 0 , and set the summation = 0
Solve for highest indexed term of in the summation so it can be in terms of lower
indexed terms.
7. After solving for each index of plug them into ()
2.
3.
4.
5.
6.

Example: Find the first 4 non-zero terms in a power series expansion about 0 = 0
2 = 0

() =
=0

1
() =
=1

2
() =
=2 ( 1)

2
+2

2

=0
=2 ( 1)
=0 = 0 => =2 ( 1)
=0

Substitute = 2 in first summation and = + 2 in second summation to make the

same power in both summations

=>
=0( + 2)( + 1)+2 =2 2 = 0

=> 22 + 63 +
=2(( + 2)( + 1)+2 2 ) = 0

22 = 0 63 = 0 2 = 0 3 = 0

2
+2 = (+2)(k+1)

=2

4 = 120

=3

5 = 201

=> () = 0 + 1 + 0 + 0 + 4 4 + 5 5 = 0 + 1 +
= 0 (1 +

1 4
)
12

+ 1 ( +

1 5
) +
20

1
4
12 0

1
5
20 1