Z I. (RHS only contains x) y 0 = f (x) xn+1 + C, n 6= −1 n+1 R R cf (x) dx = c f (x) dx R R R (f (x) ± g(x)) dx = f (x) dx ± g(x) dx R cos(x) dx = sin(x) + C R sin(x) dx = − cos(x) + C R sec2 (x) dx = tan(x) + C R csc2 (x) dx = − cot(x) + C R sec(x) tan(x) dx = sec(x) + C R csc(x) cot(x) dx = − csc(x) + C Z ex dx = ex + C Z 1. 2. 3. 4. 5. 6. 7. 8. 9. 10. Z 11. Z 12. Z 13. Z 14. Z 15. xn dx = f (x) dx ⇒ Z f (y) dy − y 0 + P (x)y = Q(x) µ=e Z x µ(t)Q(t) dt + C y = 1/µ(x) III. (First Order Linear) Gen. Sol. IV. (RHS Linear in x and y) V. (RHS only contains y/x) R P dx is separable. y 0 = f (y/x) v = y/x ⇒ xv 0 + v = f (v) VI. (Bernoulli) g(x) dx = C y 0 = f (ax + by + c) v = ax + by + c ⇒ v 0 = a + bf (v) is separable. y 0 + P (x)y = Q(x)y n , n 6= 0, 1 v = y 1−n ⇒ v 0 + (1 − n)P (x)v = (1 − n)Q(x) is First Order Linear. ax dx = ln(a)ax + C VII. M (x, y) dx + N (x, y) dy = 0 1 dx = sin−1 (x) + C 1 − x2 f (x) = 1 √ dx = sec−1 (x) + C |x| x2 − 1 fy − N ex M e N ⇒ µ=e IX. (Integrating factor) g(y) = fy − N ex M f M is exact if R f (x) dx f(x, y) dx + N e (x, y) dy = 0 M ⇒ µ = e− R g(y) dy I. (Linear, Homogeneous, Constant Coefficients) ⇒ Characteristic Equation try y = erx ar2 + br + c = 0 1. Real distinct roots r1 6= r2 ⇒ ⇒ (general solution) II. (Euler Equation, x > 0) ax2 y 00 + bxy 0 + cy = 0 Characteristic Equation ar2 + (b − a)r + c = 0 1. Real distinct roots r1 6= r2 ⇒ 2. Real double root r = r1 = r2 3. Complet roots r = α ± iβ y = c1 er1 x + c2 er2 x ⇒ (general solution) 2. Real double root r = r1 = r2 3. Complet roots r = α ± iβ has roots r1 , r2 . (general solution) ⇒ y = c1 erx + c2 xerx y = c1 eαx cos(βx) + c2 eαx sin(βx) try y = xr has roots r1 , r2 . y = c1 xr1 + c2 xr2 (general solution) ⇒ (general solution) ⇒ (general solution) ∂N ∂M = . ∂y ∂x f(x, y) dx + N e (x, y) dy = 0 M VIII. (Integrating factor) 1 dx = tan−1 (x) + C 1 + x2 ay 00 + by 0 + cy = 0 y= Z II. (Separable) f (y)y 0 = g(x) dx = ln(x) + C x √ ⇒ y = c1 xr + c2 ln(x)xr y = c1 xα cos(β ln(x)) + c2 xα sin(β ln(x)) III. (Reduction of Order) Suppose that y1 is a solution of y 00 +p(x)y 0 +q(x)y = 0. y2 = y1 IV. (Nonhomogeneous Linear) y 00 + P (x)y 0 + Q(x)y = R(x) yh is the general solution of General solution: Z 1 exp − y12 (x) Z x p(x) ds dx . y = yh + yp yp is any particular solution of and y 00 + P (x)y 0 + Q(x)y = 0 y 00 + P (x)y 0 + Q(x)y = R(x) Two methods to find yp : A. (Undetermined Coefficients) Guess the form of yp from R(x). This method requires that P and Q to be constants and R is a sum of terms of the form p(x), p(x)eαx , p(x)eαx cos(βx) or p(x)eαx sin(βx) where p(x) = Cxm + · · · is a polynomial of degree m. ay 00 + by 0 + cy = p(x)er0 x ⇒ yp = xs (Am xm + · · · + A1 x + A0 )er0 x 1. s = 0 if r0 is not a root of the characteristic polynomial ar2 + br + c = 0 (†) . 2. s = 1 if r0 is a simple root of (†). 3. s = 2 if r0 is a double root of (†). N.B. The above case includes the case r0 = 0 in which case the right side is p(x). p(x)eαx cos(βx) 00 0 or ay + by + cy = p(x)eαx sin(βx) ⇒ yp = xs (Am xm + · · · + A1 x + A0 )eαx cos(βx) +xs (Bm xm + · · · + B1 x + B0 )eαx sin(βx) 1. s = 0 if r0 = α + iβ is not a root of (†). 2. s = 1 if r0 = α + iβ is a simple root of (†). B. (Variation of Parameters) Z Z y2 (x)R(x) y1 (x)R(x) yp (x) = −y1 (x) dx + y2 (x) dx, W (x) W (x) W (x) = det " # y1 (x) y2 (x) y10 (x) y20 (x) A homogeneous linear differential equation with constant real coefficients of order n has the form y (n) + an−1 y (n−1) + · · · + a0 y = 0. We can introduce the notation D = (∗) d and write the above equation as dx P (D)y ≡ Dn + an−1 D(n−1) + · · · + a0 y = 0. P (D) = (D − r1 )m1 · · · (D − rk )mk (D2 − 2α1 D + α12 + β12 )p1 · · · (D2 − 2α` D + α`2 + β`2 )p` , The general solution of (D − r)k y = 0 is y = c1 + c2 x + · · · + ck x(k−1) erx The general solution of (D2 − 2αD + α2 + β 2 )k y = 0 is y = c1 + c2 x + · · · + ck x(k−1) eαx cos(βx) + d1 + d2 x + · · · + dk x(k−1) eαx sin(βx). ∞ Z f (t) for t ≥ 0 e−st f (t) dt fb = 0 1 eat t n 1 s I. n! ta sin bt cos bt where Degree(P2 ) < Degree(Q). Γ(a + 1) (a > 0) sa+1 s2 b + b2 s2 s + b2 II. P (s) A1 A2 An = + + ··· + Q(s) (s − r1 ) (s − r2 ) (s − rn ) sL(f ) − f (0) f 00 (t) s2 L(f )−sf (0)−f 0 (0) tn f (t) (−1)n u(t − a)f (t − a) u(t − a)g(t) δ(t − a) (f ∗ g)(t) = f (t − τ )g(τ ) dτ III. dn F (s) dsn Repeated Linear Factors If Q(s) contains a factor of the form (s − r)m then you must have the following terms A2 Am A1 + + ··· + 2 (s − r) (s − r) (s − r)m L(f )(s − a) e−as s IV. A Nonrepeated Quadratic Factor If Q(s) contains a factor of the form (s2 − 2αs + α2 + β 2 ) = (s − α)2 + β 2 then you must have the following term A1 s + B 1 2 (s − 2αs + α2 + β 2 ) e−as L(f ) e−as L(g(t + a)) e−as t Z Nonrepeated factors If Q(s) = (s − r1 )(s − r2 ) · · · (s − rn ) and ri 6= rj for i 6= j f 0 (t) eat f (t) 0 t≤a u(t − a) = 1 t>a P (s) P2 (s) = P1 (s) + Q(s) Q(s) (n = 0, 1, . . .) sn+1 Degree P (s) > Degree Q(s) In this case first carry out long division to obtain 1 s−a L(f ∗ g) = L(f )L(g) V. Repeated Quadratic Factors 0 Z t f (τ ) dτ 0 If f (t + T ) = f (t) for all t then L(f ) = 1 L(f ) s i.e., f is T -periodic R T 0 e−sτ f (τ ) dτ 1 − e−T s If Q(s) contains a factor of the form (s2 − 2αs + α2 + β 2 )m then you must have the following terms Am s + B m A1 s + B1 + ··· + 2 (s2 − 2αs + α2 + β 2 ) (s − 2αs + α2 + β 2 )m