Math 263 Equation Sheet

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Math 263 Equation Sheet 1 ⎛ ∂M ∂N ⎞ − ⎜ ⎟ = g(x) N ⎝ ∂y ∂x ⎠ 1 ⎛ ∂M ∂N ⎞ − ⎜ ⎟ = h(y) M ⎝ ∂y ∂x ⎠

MATH 263 EQUATION SHEET First Order ODE:

y'= f (x, y)

standard form

e ∫ g(x )dx e− ∫ h(y )dy 1 xM − yN

M = yf (xy) and N = xg (xy )

If M ( x, y ) y ' = f ( x, y ) = − ⇒ N ( x, y ) dy = − M ( x, y ) dx ⇒ M ( x, y )dx + N ( x, y ) dy = 0 N ( x, y )

Linear: y '+ p ( x ) y = q ( x ) Separable:

1.

y′ =

Complex Numbers

p(x )dx p(x )dx y =e ∫ ∫ ⎢⎣⎡e ∫ q(x) + C⎥⎦⎤dx −

A(x) B(y)

Write as B ( y ) dy = A( x) dx (get all the

y' s

equations, and the

Integrate both sides of the equation:

3.

After integrating, isolate for

Homogeneous equations:



argument. Let z = x + iy

x' s to one side of the

e =e z

to the other side.)

2.



i = −1 , so i ⋅ i = −1. (x1 + iy1 ) + (x 2 + iy 2 ) = (x1 + x 2 ) + i(y1 + y 2 ) x + iy = r (cos α + i sin α ) , r is the modulus, and

• •

x + iy

= r(cosα + isinα ) . Then, = e e = e x (cos y + i sin y) x iy

Second Order ODE

∫ B(y)dy = ∫ A(x)dx .

y if possible.

Linear:

y'= f (x, y) and f ( xt , yt ) = f ( x, y ) .

a(x) y ′′ + b(x) y ′ + c(x)y = f (x)

y = y h + y p . y h is the homogeneous solution,

Solution of the form

the solution to the homogeneous equation a( x ) y ′′ + b( x ) y ′ + c ( x ) y = 0 . The particular solution

y = vx

1.

Let

2.

Taking the derivative of

3.

When we substitute

y = vx

we get: y'= v + x dv

y and y ' back into the original equation,

Constant coefficients:

the homogeneous D.E. becomes separable, and we can solve it using the technique outlined above

polynomial: aλ Roots

λ1 = λ2

Substituting into the Bernoulli equation, we get a linear equation

dx

for

v : dv + (1− n) p(x)v = (1− n)q(x) .

Solve for

v , then y = v

1 1−n

1.

Most O.D.E’s having the form M(x, y)dx + N(x, y)dy = 0 are not exact. but can be made exact by multiplying by all terms by an integrating factor. Condition Integrating Factor

C1e λ1 x + C2 xe λ1 x

1

{eαx cos(βx ),eαx sin(βx)}

f (x) , assume y p yp

Based on

f (x)

an x n + an−1 x n−1 + L + a1 x + a0 e

αx

(a x n

n

+ an−1 x

n−1

+ L + a1 x + a0 )

eαx cos(βx)(an x n + an−1 x n−1 + L + a1 x + a0 ) +e sin(βx)(bm x + bm−1 x αx

Integrating Factors

C1e λ1 x + C2e λ2 x

C1eα cos(βx ) + C 2eαx sin(βx ) x

Undetermined Coefficients

dx

dx

4.

complex

v = y1− n , so dv = (1− n )y −n dy .

3.

Homogeneous Solution

λ2 x

1

λ = α ± iβ

y '+ p ( x) y = q ( x) y n −n dy −n Multiply both sides by y : y + p(x)y1−n = q(x) dx

+ bλ + c = 0 .

{e ,e } {e λ x , xe λ x }

distinct

Bernoulli Equations:

2

λ1 x

equal

Let

ay ′′ + by ′ + cy = f ( x ), a, b, c constant

Fundamental Solutions

λ1 ≠ λ2

]

2.

is found

The homogeneous solution is determined by the roots of the characteristic

Exact: M ( x, y)dx + N ( x, y)dy = 0 is exact if ∂M ( x, y) = ∂N ( x, y) . An ∂y ∂x exact solution has an implicit solution g( x, y) = c , c constant. ⎛ ⎞ d M (x, y)dx ⎟dy g(x, y) = ∫ M(x, y)dx + ∫ ⎜ N(x, y) − ∫ dy ⎝ ⎠

[

yp

by the method of undetermined coefficients or by variation of parameters.

dx

1.

α is the

m

m−1

2.

Substitute

3.

Solve for

+ L + b1 x + b0 )

takes the form:

An x n + An−1 x n−1 + L + A1 x + A0 eαx (An x n + An−1 x n−1 + L + A1 x + A0 )

eαx cos(βx)(An x n + An−1 x n−1 + L + A1 x + A0 )

+eαx sin(βx)(Bm x m + Bm−1 x m−1 + L + B1 x + B0 )

ay ′′ + by ′ + cy = f (x) . A0, A1,K, An and B0,B1,K,Bm .

yp

into

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Cauchy-Euler Equation:

x 2 y''+axy'+by = f (x), a,b constant

The homogeneous solution is determined by the roots of the auxiliary equation: λ2 + (a −1)λ + b = 0 .

x

∫ 0

ω

f ( x)

Roots

Fundamental Solutions

Homogeneous Solution

distinct

{x λ , x λ }

C1x λ1 + C2 x λ2

equal

{x λ , x λ log x}

C1 x λ + C2 x λ log x

x

x [C1 cos(β log x ) + C2 sin(β log x )]

e− ax

λ1 ≠ λ2

1

λ1 = λ2

λ = α ± iβ

{x

complex

α

2

cos(β log x ), x sin(β log x )} α

α

F(s) s

f (t)dt

periodic with period

ω

1.

Find the general solution y h (x) = c1 y1 (x) + L + c n y n (x) to the homogeneous equation

dn y d n−1 y dy an (x) n + an−1 (x) n−1 + L + a1 (x) + a0 (x) = 0 . dx dx dx 2.

Look for a particular solution

3.

Plug

y p (x) into the original equation and solve for

v1(x),K,v n (x) .

v1(x),K,v n (x) into

Plug

The final answer is y(x) = y h (x) + y p (x) .

Wronskian: W [y1 (x), y 2 (x)] = •

1 s+ a

s s2 + a 2 a s2 + a 2

2. 3. 4.

f (x) * g(x) =

x



e−csF ( s) 1

f (t)g(x − t)dt

L{ f ( x )}⋅ L{g( x )}

Solving ODE by Laplace Transforms

3.

• •

an (x)

dn y d n−1 y dy + an−1 (x) n−1 + L + a1 (x) + a0 (x) = F(x) , n dx dx dx

Apply Laplace transform to both sides of ODE, using initial conditions to determine y(0), y ′(0),..., y ( n −1) (0) . Solve for Y ( s) = L{y( x )} . Find a function tables.

y ( x ) with Laplace transform Y ( s) using

F(s) = L{ f (x)} =



∫e

− sx

Eigenvalue of a matrix A: any scalar λ such that Ax = λx for some nonzero vector x Eigenvector of a matrix A: any nonzero vector x such that Ax = λx for some scalar λ Characteristic polynomial of a matrix A:

p(λ ) = det (λI − A) = (λ − λ1 )



(λ − λ2 ) L (λ − λk ) Characteristic equation of a matrix A: det (λI − A) = 0



Algebraic multiplicity: in the characteristic polynomial,

m1

multiplicity of

f (x)dx

0

L{c1 f1 (x)} + L{c 2 f 2 (x)}

F(s − a)

dn [F(s)] ds n

x f (x)

(−1) n

dn f dx n

s n F(s) − s n−1 f (0) − s n−2 f '(0) − ...− f ( n−1) (0)

n

uc ( x ) f ( x − c ) δ( x )



The Laplace Transform

e ax f (x)

e−cs s

Eigenvalues

If y ' ' = f ( x, y ' ) , let v = y ' , so v ' = y ' ' . dv dy dv . If y ' ' = f ( y , y ' ) , let v = y ' , y''= ⋅ = ⋅v dy dt dy The equation for v is linear. Solve for v . Integrate v = y ' to find y .

c1 f1 (x) + c 2 f 2 (x)

⎧0 if x < c uc (x) = ⎨ ⎩1 if c < x

2.

y1 (x)y 2 '(x) − y 2 (x)y1 '(x)

y1(x), y 2 (x) are independent if and only if W [y1(x), y 2 (x)] ≠ 0 .

f ( x)

sin(ax )

1.

Reduction of Order 1.

1 − e−ωs

s2

Given

y p (x) .

4.

f (x)dx

0

y p (x) = v1 (x)y1 (x) + L + v n (x)y n (x) .

5.

−sx

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Variation of Parameters To solve

0

1 s

1

cos( ax ) dn y d n−1 y dy an (x) n + an−1 (x) n−1 + L + a1 (x) + a0 (x) = F(x) : dx dx dx

∫e

λi

m2

mk

mi is the

λi : solutions x satisfying the



Eigenspace corresponding to system (λ i I − A)x = 0



Eigenspace of a matrix: combined space of all eigenspaces corresponding to all its eigenvalues

Computing Eigenvalues, Eigenvectors, and Eigenspaces 1.

Find characteristic polynomial p(λ ) = det (λI − A).

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2. 3. 4.

The eigenvalues are the roots

λ1 ,L , λk

of characteristic

equation det (λI − A) = 0 . For each eigenvalue, solve (λi I − A)x = 0 - find a basis for the set of solutions. The set of all the basis vectors in step 3 form a basis for the eigenspace of A.

Gram-Schmidt algorithm: Given a basis

B'= (w1,w 2 ,w 3 ,..., w n ) be the set of vectors

w1 = v1 w2 = v 2 −

v 2,w1 w1 w1,w1

w3 = v 3 −

v 3,w1 v ,w w1 − 3 2 w 2 w1,w1 w 2,w 2

Diagonalization



Diagonal matrix A: all the elements not on the main diagonal are zero; aij = 0 if i ≠ j



Similar matrices A and B: there exists an invertible matrix P such that B = P −1 AP o similar matrices have the same determinant, rank, nullity, and eigenvalues Diagonalizable matrix A: there exists an invertible matrix P such that D = P −1 AP is diagonal o an n x n matrix is diagonalizable if and only if the eigenspace of this matrix has n basis vectors



B = (v1,v 2 ,v 3 ,...,v n ) for V, let

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... wn = v n − •

v n ,w1 v ,w v ,w w1 − n 2 w 2 − ...− n n−1 w n−1 w1,w1 w 2,w 2 w n−1,w n−1

B' is an orthogonal basis for V. The vectors B''= (u1,u2 ,..., un ) , u = w n n

, are an orthonormal

wn

basis for V. Diagonalizing a Matrix 1. 2.

3.

Find the eigenvalues λ1,K, λn of A. Find n linearly independent eigenvectors

x1,x 2 ,K,x n of A by

solving ( λi I − A)x i = 0 for each eigenvalue λ . For A to be diagonalizable there must be n of them. The matrix D = P −1 AP is diagonal, where ⎡λ1 0 0 ⎤ and P = [x1 x 2 L x n ] ⎥ ⎢ 0 D=⎢ ⎢0 ⎢ ⎣0

λ2 0 0

O

0⎥ 0⎥ ⎥ λn ⎦

Solving a System of Linear ODEs by Diagonalization Given a linear system of ODEs:

y1'(x) = a11 y1 (x) + L + a1n y n (x)

y 2'(x) = a21 y1 (x) + L + a2n y n (x) M

y n '(x) = an1 y1 (x) + L + ann y n (x)

Let

A = [aij ]. If A is diagonalizable with eigenvalues λ1,K, λn and x1,x 2 ,K,x n , then y(x) = x1e λ x + x 2e λ x + L + x n e λ x

eigenvectors

1

2

n

Gram-Schmidt



n

If

v = (a1,K,an ) and w = (b1,K,bn ), v,w = ∑ aibi and i=1 n

v = v,v = ∑ ai2 . i= 1



Orthogonal basis: a set of basis vectors B = (w1,w 2 ,w 3 ,...,w n ) in which any two vectors are orthogonal ( w i ,w j = 0, i ≠ j )



Orthonormal basis: orthogonal basis in which each vector has length 1.

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