Solving O.D.E.'S
READ ALL THE NOTES
Integrating Factor Method
Begin by placing the equaiton in standard form.Standard Form:Ay'+P(t)y=Q(t), Where A=1.
Calculate the Integrating Factor
The Integrating factor will be: e^(Integral of P(t)dt)With this method, you need not include an integration constant when calculating the integrating factor.
Multiply by the Integrating Factor
Multiply both sides of the DE by the integrating factor and then integrate both sides.The left side will always become:Iy, with I=Integrating Factor.Ex.y'+2y=3e^tI=e^(Integral of 2dt)=e^(2t)(e^(2t))(y'+2y)=(3e^t)(e^(2t))Multiply Through To Get:d/dt(ye^2t)=3e^3tThen Integrate Both Sides:ye^(2t)=e^(3t)+C
Solve For Y
Higher Order
Higher Order DE's can be evaluated in the same manner as a second order DE. Begin by determining homogeneous or non homogeneous.
Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Homogenous if the Right Side of DE = 0.The general form of a Homogeneous third order DE will be:ay'''+by''+cy'+dy=0
Non-Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Non-Homogenous if the Right Side of DE does not = 0.The general form of a Non-Homogeneous third order DE will be:ay'''+by''+cy'+dy=f(t)Where f(t) is known as the "Forcing Function"
First Order
One Being the Highest Power Derivative in the DE.*Note: If you are given initial conditions along with the DE, first solve the DE and then apply the initial conditions to solve for any integration constants.
Integrate Directly?
Can you integrate both sides of the equation directly?Ex:dy=(x^2)dxIntegrate to Get:y=((x^3)/3)+C
Yes: Integrate & Solve For Y
Ex:dy=(x^2)dx Integrate to Get:y=((x^3)/3)+C
No: Try Seperable
System of DE's
1st Order
One Being the Highest Power Derivative in the DE.*Note: If you are given initial conditions along with the DE, first solve the DE and then apply the initial conditions to solve for any integration constants.
Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Homogenous if the Right Side of DE = 0.The general form of a Homogeneous second order DE will be:ay''+by'+cy=0
Form The Characteristic Equation
Ex:ay''+by'+cy=0Becomes:ar^2+br+c=0
Using the C.E., Solve for its Roots
Solve for the roots of the characteristic equation.Call them r1 & r2
Real Roots
r1 & r2 are real numbers and do not equal each other.
Solution to DE: y(t)=c1e^(r1t)+c2e^(r2t)
c1 and c2 are arbitrary constants. To solve for c1 and c2 initial conditions must be provided. If initial conditions are provided use them along with this solution to solve an algebraic system of equations for c1 and c2.
Repeated Roots
r1 & r2 are real numbers and are equal to each other.
Solution to DE: y(t)=c1e^(rt)+c2te^(rt)
c1 and c2 are arbitrary constants. To solve for c1 and c2 initial conditions must be provided.If initial conditions are provided use them along with this solution to solve an algebraic system of equations for c1 and c2.
Complex Imaginary Roots
r1 & r2 are imaginary numbers.Ex:r1=A+iBr2=A-iB
Solution to DE: y(t)=e^(At)(c1cosBt+c2sinBt)
c1 and c2 are arbitrary constants. To solve for c1 and c2 initial conditions must be provided.If initial conditions are provided use them along with this solution to solve an algebraic system of equations for c1 and c2.
System Method
This method involves transforming the given DE into an equivalent system of first order DE's.Click on the globe to the right to obtain the worksheet for transfroming a higher order DE into a system of first order DE's.Then move on to solving the system in the next step.
aHomogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Homogenous if the Right Side of DE = 0.The general form of a Homogeneous third order DE will be:ay'''+by''+cy'+dy=0
Form The Characteristic Equation
Ex:ay'''+by''+cy'+dy=0Becomes:ar^3+br^2+cr+d=0The same form follows for any order DE. Just form the appropriate characteristic equation.
Using the C.E., Solve for its Roots
Solve for the roots of the characteristic equation.Call them r1, r2, r3, and so on for however many roots your characteristic equation has.Then determine if you have real, repeated, or imaginary roots.Note: For a higher order DE, you will very likely have a combination of more than one type of root. Meaning real and imaginary roots for the same DE.
Find The Solution Pieces
The general solution to this DE, will be the combination of all of the solution pieces.Example: For a DE with one real and two imaginary roots, the general solution is:y(t)=c1e^(r1t)+(e^(At)(c2cosBt+c2sinBt))
Real Roots
The roots are real unequal numbers.
Solution Piece: c1e^(r1t)+c2e^(r2t), ...
c1, c2, and so on are arbitrary constants. To solve for them initial conditions must be provided. If initial conditions are provided use them along with this solution to solve an algebraic system of equations for and constants.
Repeated Roots
Roots are repeated real numbers.Meaning r1=r2 and so on.
Solution Piece: c1e^(rt)+c2te^(rt)
c1, c2, and so on are arbitrary constants. To solve for them initial conditions must be provided.If initial conditions are provided use them along with the general solution to solve an algebraic system of equations for the constants.
Complex Imaginary Roots
r1, r2, and so on are imaginary numbers.Ex:r1=A+iBr2=A-iB
Solution Piece: e^(At)(c1cosBt+c2sinBt)
c1, c2 and so on are arbitrary constants. To solve for them initial conditions must be provided.If initial conditions are provided use them along with the general solution to solve an algebraic system of equations for the constants.
Systems of DE's
Follow these steps to solve the system of DE's. For Help with the steps click on the globe to the right to obtain the system of DE's worksheet.
aForm the Characteristic Eq of the Matrix
Characteristic Equation is A-(lambda)I=0, with A being the coefficient matrix of the system, and (lambda)I being the lambda Identity matrix.
Solve for the eigenvalues
Calculate the determinent of the matrix and then solve for lambda. These are your eigenvalues.
Plug eigenvalues back in and obtain eigenvectors
Plug the eigenvalues into the equation (A-(lambda)i)V=0, and sole for V. This is your eigenvector that corresponds to that particular eigenvalue.
Form the General Solution
Use the eigenvalues and eigenvectors to form the appropriate solution to this system of DE's. If needed refer back to the worksheet mentioned at the beginning of this section for information on the form of the general solution.
Second Order
Two Being the Highest Power Derivative in the DE.*Note: If you are given initial conditions along with the DE, first solve the DE and then apply the initial conditions to solve for any constants.
Any Order IVP
Are initial conditions given for the DE? If initial conditions are given, using Laplace transforms may or may not be the simplest way to solve the DE.If this method is chosen and it gets to complicated when solving the DE, you may find it easier to revert to a different method.
Seperable?
Can you seperate the variables on opposite sides of the equation and then integrate each side?Ex.y'=(t^2)/yBecomes:ydy=(t^2)dtIntegrate Both Sides To Get:(y^2)/2=((t^3)/3)+C
Yes: Integrate & Solve For Y
No: Try Integrating Factor Method
2nd Order
Two Being the Highest Power Derivative in the DE.*Note: If you are given initial conditions along with the DE, first solve the DE and then apply the initial conditions to solve for any constants.
Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Homogenous if the Right Side of DE = 0.
Non-Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Non-Homogenous if the Right Side of DE does not = 0.The general form of a Non-Homogeneous second order DE will be:ay''+by'+cy=f(t)Where f(t) is known as the "Forcing Function"
Higher Order
Two Being < the Highest Power Derivative in the DE.Higher Order DE's can be solved the same was as a second order DE (recommended), or you can transform it into a system of 1st order DE's. *Note: If you are given initial conditions with higher order DE's it is reccomended to use Laplace Transforms. Laplace Transforms can be found in the "Any Order IVP" section.If you choose to use one of these methods instead, first solve the DE and then apply the initial conditions to solve for any constants.
2nd Order Method
The Following Method is the same method used to solve a second order DE. Follow the steps to obtain the solution.
Non-Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Non-Homogenous if the Right Side of DE does not = 0.The general form of a Non-Homogeneous second order DE will be:ay''+by'+cy=f(t)Where f(t) is known as the "Forcing Function"
First Find The Homogeneous Solution
Solve the left side of the equation as if the right side were equal to 0. Refer to Homogeneous portion of this chart.This will be the homogeneous solution to the DE, call it: y(t)h.Once the homogenesou solution is known, come back and move on to finding the particular solution.
Find The Particular Solution
Multiple methods can be used to find the particular solution. Some will be easier than others depending on the form of the "Forcing Function." If one method becomes over complicated, attempt a different method.The final solution to the DE will be the homogeneous solution, y(t)h, plus the particular solution, y(t)p.y(t)=y(t)h+y(t)p
Undetermined Coefficients Method
Click on the globe to the right to obtain the Undetermined Coefficients Reference Table. If the forcing function is in any of the forms in the shown table, or a combination of more than one form, then the particular solution will be of the corresponding form. Use the table to help you form the particular solution for this DE, and then add it to the general solution to obtain your final solution.
aVariation of Parameters Method
Click on the globe to the right to obtain the Variation of Parameters Worksheet. Use the informaton in this worksheet to help you form the particular solution for this DE, and then add it to the general solution to obtain your final solution.
aTake The Laplace
Take the corresponding Laplace transform for each piece of the IVP.If needed click on the globe to the right to obtain the Laplace transforms worksheet.
aSolve For Y(s)
Solve the new equation containing laplace transforms for Y(s).
Take the Inverse Laplace
Now take the inverse laplace of the equation and your done! You will most likely need to rewrite Y(s) in terms of simple transforms found in the table portion of the worksheet referenced at the beginning of this section.To do this, use partial fractions decomposition, completing the square, etc....THINK OUTSIDE THE BOX ON THIS!
Non-Homogeneous
Place all the y variables on the left side of the DE and t variables on the right side of the DE.Non-Homogenous if the Right Side of DE does not = 0.The general form of a Non-Homogeneous third order DE will be:ay'''+by''+cy'+dy=f(t)Where f(t) is known as the "Forcing Function"
First Find The Homogeneous Solution
Solve the left side of the equation as if the right side were equal to 0. Refer to Homogeneous portion of this chart.This will be the homogeneous solution to the DE, call it: y(t)h.Once the homogeneous solution is known, come back and move on to finding the particular solution.
Find The Particular Solution
Multiple methods can be used to find the particular solution. Some will be easier than others depending on the form of the "Forcing Function." If one method becomes over complicated, attempt a different method.The final solution to the DE will be the homogeneous solution, y(t)h, plus the particular solution, y(t)p.y(t)=y(t)h+y(t)p
Undetermined Coefficients Method
Click on the globe to the right to obtain the Undetermined Coefficients Reference Table. If the forcing function is in any of the forms in the shown table, or a combination of more than one form, then the particular solution will be of the corresponding form. Use the table to help you form the particular solution for this DE, and then add it to the general solution to obtain your final solution.
aVariation of Parameters Method
Click on the globe to the right to obtain the Variation of Parameters Worksheet. Use the informaton in this worksheet to help you form the particular solution for this DE, and then add it to the general solution to obtain your final solution.
a