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FirstandSecondOrderDifferentialEquations

FirstandSecondOrderDifferential
Equations
FirstOrderDifferentialequations
Afirstorderdifferentialequationisoftheform:

LinearEquations:

Thegeneralgeneralsolutionisgivenby

where

iscalledtheintegratingfactor.

SeparableEquations:

(1)
Solvetheequationg(y)=0whichgivestheconstantsolutions.
(2)
Thenonconstantsolutionsaregivenby

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BernoulliEquations:

(1)
Considerthenewfunction

(2)
Thenewequationsatisfiedbyvis

(3)
Solvethenewlinearequationtofindv.
(4)
Backtotheoldfunctionythroughthesubstitution

(5)
Ifn>1,addthesolutiony=0totheonesyougotin(4).

HomogenousEquations:

ishomogeneousifthefunctionf(x,y)ishomogeneous,thatis

Bysubstitution,weconsiderthenewfunction

Thenewdifferentialequationsatisfiedbyzis

whichisaseparableequation.Thesolutionsaretheconstantonesf(1,z)z=0andthenonconstant
onesgivenby

Donotforgettogobacktotheoldfunctiony=xz.

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FirstandSecondOrderDifferentialEquations

ExactEquations:

isexactif

TheconditionofexactnessinsurestheexistenceofafunctionF(x,y)suchthat

Allthesolutionsaregivenbytheimplicitequation

SecondOrderDifferentialequations
HomogeneousLinearEquationswithconstantcoefficients:

Writedownthecharacteristicequation

(1)
If and aredistinctrealnumbers(thishappensif

),thenthegeneral

solutionis

(2)
If

(whichhappensif

),thenthegeneralsolutionis

(3)
If and arecomplexnumbers(whichhappensif

),thenthegeneral

solutionis

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where

thatis

NonHomogeneousLinearEquations:

Thegeneralsolutionisgivenby

where

isaparticularsolutionand

isthegeneralsolutionoftheassociated

homogeneousequation

Inordertofind twomajortechniquesweredeveloped.

MethodofundeterminedcoefficientsorGuessingMethod
Thismethodworksfortheequation

wherea,b,andcareconstantand

where

isapolynomialfunctionwithdegreen.Inthiscase,wehave

where

Theconstants

and

havetobedetermined.Thepowersisequalto0if

arootofthecharacteristicequation.If

isnot

isasimpleroot,thens=1ands=2ifitisa

doubleroot.
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Remark.Ifthenonhomogeneoustermg(x)satisfiesthefollowing

where

areoftheformscitedabove,thenwesplittheoriginalequation

intoNequations

thenfindaparticularsolution .Aparticularsolutiontotheoriginalequationisgivenby

MethodofVariationofParameters
Thismethodworksaslongasweknowtwolinearlyindependentsolutions

ofthe

homogeneousequation

Notethatthismethodworksregardlessifthecoefficientsareconstantornot.aparticular
solutionas

where and arefunctions.Fromthis,themethodgotitsname.

Thefunctions and aresolutionstothesystem:

whichimplies

Therefore,wehave

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FirstandSecondOrderDifferentialEquations

EulerCauchyEquations:

wherebandcareconstantnumbers.Bysubstitution,set

thenthenewequationsatisfiedbyy(t)is

whichisasecondorderdifferentialequationwithconstantcoefficients.
(1)
Writedownthecharacteristicequation

(2)
Iftheroots and aredistinctrealnumbers,thenthegeneralsolutionisgivenby

(2)
Iftheroots and areequal(

),thenthegeneralsolutionis

(3)
Iftheroots and arecomplexnumbers,thenthegeneralsolutionis

where

and

[DifferentialEquations]
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