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1 Summary: three classes of ODEs and their solver

1.1 Separable equations


Denition. Separable equations are taken the form of
N(y)
dy
dx
M(x) = 0, or N(y)dy = M(x)dx. (1)
Their solutions are given by
_
N(y)dy =
_
M(x)dx + any arbitrary constant. (2)
Reductions. Some ODEs can be reduced to separable equations.
Case 1.
y

= g
_
y
x
_
.
By setting v =
y
x
, we can get
dv
g(v) v
=
dx
x
.
Case 2.
y

= f(ax + by + c), b = 0.
By setting u = ax + by + c, we can get
du
bf(u) + a
= dx.
1.2 Linear rst order ODEs
Denition. Linear rst order ODEs are of the form
y

+ P(x)y = Q(x). (3)


They are solved by using integrating factor
R(x) = e

x
P(s)ds
.
The role of integrating factor is to make the original equation separable,
(Ry)

= RQ.
The solutions are given by
y = R
1
__
R(x)Q(x)dx + arbitrary constant
_
. (4)
Reductions.
Bernoulli equations.
y

+ P(x)y = Q(x)y
n
.
By setting z = y
1n
, we can get
z

+ (1 n)P(x)z = (1 n)Q(x).
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1.3 Second order linear ODEs
Denition. Second order linear ODEs are taken the form
y

+ p(x)y

+ q(x)y = f(x). (5)


To solve this kind of ODEs, we consider some dierent cases.
1.3.1 General solutions of homogeneous equations with constant coecients
Homogeneous second order linear ODEs with constant coecient are called when f(x) 0,
p(x) p and q(x) q,
y

+ py

+ qy = 0 (6)
To solve them, we need to use characteristic equation

2
+ p + q = 0,
whose roots are

=
p
_
p
2
4q
2
.
Case 1. If both roots are real, then the general solutions are given by
y = C
1
e

+
x
+ C
2
e

x
. (7)
Case 2. If there is one real double root,
+
=

, then the general solutions are


given by
y = C
1
e
x
+ C
2
xe
x
. (8)
Case 3. If both roots are complex, they must be

= a ib; then the general solutions


are given by
y = e
a
[C
1
cos(bx) + C
2
sin(bx)]. (9)
1.3.2 Particular solution of nonhomogeneous equations with constant coe-
cients
Now we add the nonhomogeneous term into (6),
y

+ py

+ qy = r(x). (10)
Since this kind of equations is linear, the general solution of (10) is the summation of the
general solution of (6) and one particular solution of (10). Thus, we only focus on the
particular solution of nonhomogeneous equations.
For (10), we can only nd out the solution for some special forms of r(x) by using
so-called method of undetermined coecients.
Case 1. If r(x) =polynomial= c
n
x
n
+ c
n1
x
n1
+ + c
1
x + c
0
, then we try a solution
of the form
y = K
n
x
n
+ K
n1
x
n1
+ + K
1
x + K
0
.
We plug this trial solution into the equation and equate the coecients in front of the
some power of x, then we can determine the values of all the K
j
. Note that, if b = 0 and
r(x) =constant, then we need to try y = K
1
x + K
0
.
2
Case 2. If r(x) =polynomiale
kx
, we try y = u(x)e
kx
; then we can derive an ODE for
u(x),
u

+ pu

+ qu = polynomial.
To nd u(x), we turn back to Case 1.
Case 3. If r(x) =polynomialsin(kx) or cos(kx), then we consider this ODE
z

+ pz

+ qz = polynomial e
ikx
for some complex function z(x). We nd out z(x) by using Case 2, then the solution to the
original equation should be
_
y = Imz for sin(kx),
y = Rez for cos(kx).
1.3.3 Particular solution of nonhomogeneous equations with variable coe-
cients
In this case, we consider (5) and will use method of variation of parameters. Assume we
have already found the general solution to the homogeneous equation y

+p(x)y

+q(x) = 0
as
y = c
1
y
1
+ c
2
y
2
.
Then one particular solution to (5) is given by
y = u(x)y
1
+ v(x)y
2
,
where
u(x) =
_
y
2
f
y
1
y

2
y

1
y
2
dx, v(x) =
_
y
1
f
y
1
y

2
y

1
y
2
dx.
1.4 One kind of nonlinear second order ODEs
This interesting kind of nonlinear second order ODEs comes from Tutorial 3,
y

= F(y). (11)
To solve this kind of ODEs, we let
z =
1
2
y
2
.
Then we can nd a separable equation for z
dz = F(y)dy,
by using
d
2
y
dx
2
=
d
dy
_
1
2
y
2
_
.
Hence, we have
1
2
y
2
= z =
_
F(y)dy + C,
and furthermore
y

2
_
F(y)dy + C
3
which is another separable equation and has solution
_
dy

_
2
_
F(y)dy + C
= x +

C. (12)
From the above process, we know that our idea in solving ODEs is to try our best to
convert any ODEs to some ODEs which we can solve.
2 Remarks for Tutorial 3
Remark 1. Q2(d) and Q3(a) are the same question, so they should have the same answer.
However, Q2(d) has solution
y =
1
8

1
8
xsin(2x);
and Q3(a) has solution
y =
1
8

1
8
xsin(2x)
1
32
cos(2x).
We can see that their dierence
1
32
cos(2x) is a particular solution to the homogeneous
equation thus can be absorbed into the general solution. So we can say the answers to Q2(d)
and Q3(a) are equivalent. Besides, a particular solution of nonhomogeneous equation can be
summation of another particular solution of nonhomogeneous equation and any particular
solution of homogeneous equation.
Remark 2. In Q4, we nally obtain an integral
_
1
2/3

xdx

1 x
.
This integral can be computed by hand if we use substitution x = sin
2
t, then the result is
given by

2
arcsin(
_
2/3) +
1
2
sin[2 arcsin(
_
2/3)].
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