Selected Differential Equations Concepts

Eulers Method:
) , (
1 n n n n
y x hf y y + =
+
, , 2 , 1 , 0 = n

Integrating Factor for Linear 1
st
Order:

=
dx x P
e x
) (
) ( u
given ) ( ) ( x f y x P
dx
dy
= +

Exact 1
st
Order:
0 ) , ( ) , ( = + dy y x N dx y x M
with
x y
N M =


Wronskian:
) 1 ( ) 1 (
2
) 1 (
1
2 1
2 1
2 1
] , , [

' ' '
=
n
n
n n
n
n
n
f f f
f f f
f f f
f f f W

Reduction of Order:
| |

= dx
x y
e
x y x y
dx x P
2
1
) (
1 2
) (
) ( ) (
given 0 ) ( ) ( = + ' + ' ' y x Q y x P y

Variation of Parameters: Need to satisfy

'
'

' ' ) (
0
2
1
2 1
2 1
x f u
u
y y
y y


Boundary Conditions for Beam:
0 = y
,
0 = ' y
(embedded)
0 = ' ' y
,
0 = ' ' ' y
(free)
0 = y
, 0 = ' ' y (simply supported/hinged)

Bessels Equation:
0 ) (
2 2 2
= + ' + ' ' y x y x y x v
has solution
) ( ) (
2 1
x Y c x J c y
v v
+ =
or
) ( ) (
2 1
x J c x J c y
v v
+ =
if v is NOT an integer.

Another DE with Bessel function solutions:
0 , 0
2 1
2
2 2 2
2 2 2 2
> =
|
|
.
|

\
|
+ + '

+ ' '

p y
x
c p a
x c b y
x
a
y
c

has solution
| | ) ( ) (
2 1
c
p
c
p
a
bx Y c bx J c x y + =


Wronskian for linear systems:
nn n n
n
n
x x x
x x x
x x x
W

2 1
2 22 21
1 12 11
) , , ( =
n 1
X X


Second linearly independent solution in case of repeated eigenvalues:
t t
e e t
1 1

P K X
2
+ = where K P I A = ) (
1


Real Solutions in case of complex eigenvalues:
] sin cos [
] sin cos [
t t e
t t e
t
t
| |
| |
o
o
1 2 2
2 1 1
B B X
B B X
+ =
=
where | o i + =
1
and ) Im( ), Re(
1 2 1 1
K B K B = =

Classifying PDEs: 0 = + + + + + Fu Eu Du Cu Bu Au
y x yy xy xx
is hyperbolic if 0 4
2
> AC B ;
parabolic if 0 4
2
= AC B ; elliptic if 0 4
2
< AC B
Laplace Transforms
{ }

= =
0
) ( ) ( ) ( dt t f e s F t f
st
L

{ } { } ) 0 ( ) 0 ( ) 0 ( ) ( ) (
) 1 ( ) 2 ( 1 ) (
=
n n n n n
f f s f s t f s t f L L

{ } ) ( ) (
1
s F t f

= L
{ } ) ( ) ( t f s F L = { } ) ( ) (
1
s F t f

= L { } ) ( ) ( t f s F L =
1

s
1
, 0 > s
) (t f e
at

) ( a s F

kt
e

k s
1
, a s >
) ( ) ( a t a t f U
) (s F e
as

n
t

1
!
+ n
s
n
, 0 > s ) (t f t
n

) ( ) 1 ( s F
ds
d
n
n
n

kt sin

2 2
k s
k
+
, 0 > s

= -
t
d t g f g f
0
) ( ) ( t t t
) ( ) ( s G s F

kt cos

2 2
k s
s
+
, 0 > s

t
d f
0
) ( t t

s
s F ) (

kt sinh
2 2
k s
k

, k s >
) (t f periodic with period T

T
st
sT
dt t f e
e
0
) (
1
1

kt cosh
2 2
k s
s

, k s >
) (
0
t t o

0
st
e

Math Formulas
Quadratic Formula: If 0
2
= + + c bx ax then
a
ac b b
x
2
4
2

=

Trigonometric Identities: 1 cos sin
2 2
= + x x x x
2 2
sec tan 1 = +
( ) ) 2 cos( 1
2
1
sin
2
x x =

( ) ) 2 cos( 1
2
1
cos
2
x x + =
y x y x y x sin cos cos sin ) sin( = y x y x y x sin sin cos cos ) cos( =

Common Integrals:

= du v v u dv u

+
+
=
+
C
n
x
dx x
n
n
1
1
, 1 = n

+ = C e
a
dx e
ax ax
1

+ = C x dx
x
| | ln
1

+ = C
a
a
dx a
x
x
ln
, 1 = a C x dx x + =

cos sin C x dx x + =

sin cos




- In addition, you will receive the following, if needed, within the question:
o Formulas related to physics principles that were given on the midterm formula
sheet (e.g. for mass on spring and electric circuits)
o Other formulas pertaining to physics/chemistry, etc. (e.g. formula for deflection
of beam, etc)
o Formulas to help re-write a solution of the form t c t c x e e sin cos
2 1
+ = into the
form ) sin( o e + = t A x [i.e. o sin
1
A c = , o cos
2
A c = ,
2
2
2
1
c c A + = and
2
1
tan
c
c
= o
].
o Formulas and corresponding solutions for Parametric and Modified Bessel
functions
o Integration formulas that were provided on the midterm formula sheet
o Eulers identity