Search & glossary
Every rule and concept in Differential Equations, with its definition and a link to the lesson that teaches it. Search by term, by idea, or by lesson title.
Glossary (105)
- A checklist for a planar system
- For , :
- Nonlinear Systems & Linearization › Equilibria, Jacobians and Nullclines
- A second solution from the first
- If solves , a second, independent solution is \[ y_2 = y_1∫ dx, W = e^-∫ p dx.
- The Wronskian & Variation of Parameters › Abel's Formula and Reduction of Order
- An impulse kicks the velocity
- For , the solution is continuous at and jumps by exactly .
- Laplace II: Steps, Impulses & Convolution › Impulses and the Impulse Response
- Bessel functions: the drumhead cosine
- Bessel's equation governs radial vibrations of circular membranes and heat in cylinders.
- Frobenius & Special Functions › Series at Singular Points
- Bifurcations: how equilibria are born and die
- Add a parameter: .
- Existence, Uniqueness & Bifurcations › When Solutions Exist, Split, and Vanish
- Boundary conditions quantize
- An initial-value problem specifies everything at one point; a boundary-value problem splits conditions between two () — and suddenly solutions exist only for special parameter values.
- Boundary Values & Fourier Series › From Boundary Conditions to Fourier
- Complex eigenvalues spiral
- Eigenvalues make trajectories rotate with rate while scales them: spirals in or out, or pure circles when .
- Systems of Differential Equations › Linear Systems
- Convolution: multiplication in disguise
- The convolution satisfies — products of transforms are convolutions of functions.
- Laplace II: Steps, Impulses & Convolution › Discontinuous and Impulsive Forcing
- Damping in one glance
- For , the discriminant sorts the physics: negative = underdamped (oscillates while decaying), zero = critically damped (fastest settle, no overshoot), positive = overdamped.
- Second-Order Linear Equations › Constant Coefficients
- Derivatives become multiplication
- : differentiation turns into multiplying by , with the initial condition built in automatically.
- Laplace Transforms › The Transform Method
- Equations beyond elementary functions
- The Airy-type equation has no closed-form solution, but its recurrence generates the answer to any accuracy: with , the series starts .
- Series Solutions › The Power Series Method
- Equilibria and stability: the phase-line shortcut
- For an autonomous equation , enormous insight costs one sketch.
- Models & Qualitative Behavior › Going Deeper: Explanations & Worked Problems
- Exact equations: one function behind two coefficients
- The form is exact when some has and — then solutions are simply the level curves .
- Exact Equations & Substitutions › Exactness and the Great Substitutions
- Follow the tangent, then re-aim
- For , and step : \[ t_n+1 = t_n + h, y_n+1 = y_n + h f(t_n, y_n).
- Numerical Methods: Euler to Runge–Kutta › Euler's Method Step by Step
- Fourier series: every shape from pure tones
- The eigenfunctions are orthogonal ( for ), so any reasonable on expands as with each coefficient computed independently: — a projec…
- Boundary Values & Fourier Series › From Boundary Conditions to Fourier
- From eigenpairs to the phase portrait, step by step
- To solve : find the eigenpairs of ; each gives a straight-line solution ; the general solution is ; initial data fixes by writing $…
- Systems of Differential Equations › Going Deeper: Explanations & Worked Problems
- From Newton's law to the equation
- A mass on a spring of stiffness , with a damper whose force is proportional to velocity (coefficient ), obeys \[ mx” + cx' + kx = 0, \] where is the displacement from equilibrium.
- Second-Order Linear Equations › The Spring–Mass System
- Guess the shape of the forcing
- For : general solution homogeneous one particular solution.
- Nonhomogeneous Equations & Resonance › Undetermined Coefficients
- How many factors of x
- If the exponent of the forcing (or for ) is a root of the characteristic equation, multiply the guess by , where is the multiplicity of that root: for a simple root, for a doub…
- Nonhomogeneous Equations & Resonance › Resonance, Double Roots and Beats
- Legendre polynomials: quantization by boundedness
- Legendre's equation appears whenever a problem lives on a sphere.
- Frobenius & Special Functions › Series at Singular Points
- Linear: multiply by the integrating factor
- For , multiply through by : the left side collapses to by design, and one integration finishes it.
- First-Order Equations › The Two Workhorse Methods
- Linearize at each equilibrium
- A nonlinear system , is understood equilibrium by equilibrium: find all points where , compute the jacobian $
- Nonlinear Systems & Linearization › Local Pictures of Nonlinear Worlds
- Logistic growth
- : growth is proportional to both the population and the remaining room.
- Models & Qualitative Behavior › The Classic Models
- Newton cooling & mixing tanks
- Cooling: the excess over ambient decays exponentially — if the excess halves in 10 minutes it halves again in the next 10.
- Models & Qualitative Behavior › The Classic Models
- Picard's theorem: the rules of the game
- If and are continuous near , the IVP , has exactly one solution near .
- Existence, Uniqueness & Bifurcations › When Solutions Exist, Split, and Vanish
- Predator–prey and competition, read from Jacobians
- Lotka–Volterra , : at the coexistence point the Jacobian is $
- Nonlinear Systems & Linearization › Local Pictures of Nonlinear Worlds
- Proof idea: Picard iteration
- Rewrite the IVP as the integral equation and iterate: starting from .
- Existence, Uniqueness & Bifurcations › Proofs & Why It Matters
- Proof sketch: Euler's error halves with h
- One Euler step commits error (the first Taylor term the tangent line misses).
- Models & Qualitative Behavior › Proofs & Why It Matters
- Proof: Abel's theorem
- Differentiate : (the cross terms cancel).
- The Wronskian & Variation of Parameters › Proofs & Why It Matters
- Proof: coefficient matching is valid
- A power series that sums to zero on an interval has all coefficients zero (differentiate repeatedly and evaluate at the center: ).
- Series Solutions › Proofs & Why It Matters
- Proof: complex roots give cosine and sine (Euler)
- Euler's formula (visible by comparing the three power series) turns the complex solutions into .
- Second-Order Linear Equations › Proofs & Why It Matters
- Proof: e^λtv solves u′ = Au
- Differentiate : .
- Systems of Differential Equations › Proofs & Why It Matters
- Proof: Euler's global error is O(h)
- One step from the true solution commits local error — the first Taylor term the tangent line drops.
- Numerical Methods: Euler to Runge–Kutta › Proofs & Why It Matters
- Proof: exponential solutions and half-life
- separates to , so and — and this is the only solution: if also solves it, then , so is constant.
- First-Order Equations › Proofs & Why It Matters
- Proof: general = homogeneous + particular
- Let solve (writing for the whole left side).
- Nonhomogeneous Equations & Resonance › Proofs & Why It Matters
- Proof: Heun's extra order
- Heun's update is .
- Numerical Methods: Euler to Runge–Kutta › Proofs & Why It Matters
- Proof: J₀ solves Bessel of order zero
- Termwise, with , : compute (the equation divided by ).
- Frobenius & Special Functions › Proofs & Why It Matters
- Proof: Le^at = 1/(s−a)
- Directly: for (the boundary term at dies because ).
- Laplace Transforms › Proofs & Why It Matters
- Proof: Ltⁿ = n!/s^n+1
- Induction with parts: (boundary terms vanish).
- Laplace Transforms › Proofs & Why It Matters
- Proof: Ly′ = sLy − y(0)
- Integrate by parts: , assuming grows slower than so the boundary term at infinity vanishes.
- Laplace Transforms › Proofs & Why It Matters
- Proof: Lotka–Volterra orbits really close up
- The quantity is conserved along solutions of , .
- Nonlinear Systems & Linearization › Proofs & Why It Matters
- Proof: Newton cooling is exponential in the excess
- The law says .
- Models & Qualitative Behavior › Proofs & Why It Matters
- Proof: orthogonality of the sine family
- Product-to-sum: .
- Boundary Values & Fourier Series › Proofs & Why It Matters
- Proof: separation of variables for heat
- Try in : , so .
- Boundary Values & Fourier Series › Proofs & Why It Matters
- Proof: separation of variables is legitimate
- If with , divide: .
- First-Order Equations › Proofs & Why It Matters
- Proof: solving the logistic equation
- Separate and split by partial fractions: .
- Models & Qualitative Behavior › Proofs & Why It Matters
- Proof: the Bernoulli substitution linearizes
- From : .
- Exact Equations & Substitutions › Proofs & Why It Matters
- Proof: the Cauchy–Euler indicial equation
- Substitute into : the derivatives give .
- Frobenius & Special Functions › Proofs & Why It Matters
- Proof: the convolution theorem
- — a double integral over the quarter-plane.
- Laplace II: Steps, Impulses & Convolution › Proofs & Why It Matters
- Proof: the double root needs xe^rx
- If is a double root, then , and comparing coefficients gives and .
- Second-Order Linear Equations › Proofs & Why It Matters
- Proof: the exactness test
- If exists with , and is twice continuously differentiable, then by Clairaut's theorem — necessity.
- Exact Equations & Substitutions › Proofs & Why It Matters
- Proof: the integrating factor works
- With , note (chain rule).
- First-Order Equations › Proofs & Why It Matters
- Proof: the resonant particular solution
- For , try : and .
- Nonhomogeneous Equations & Resonance › Proofs & Why It Matters
- Proof: the saddle-node signature
- At a bifurcation the equilibrium equation must have a double root — a simple root moves smoothly as varies (implicit function theorem) and cannot vanish.
- Existence, Uniqueness & Bifurcations › Proofs & Why It Matters
- Proof: the t-shift rule
- Directly: (the step kills ).
- Laplace II: Steps, Impulses & Convolution › Proofs & Why It Matters
- Proof: the variation-of-parameters formulas
- With and side condition : then , and .
- The Wronskian & Variation of Parameters › Proofs & Why It Matters
- Proof: why e^rx and the characteristic equation
- Substitute into : , and since , the exponent must satisfy .
- Second-Order Linear Equations › Proofs & Why It Matters
- Proof: why the Jacobian is the right linearization
- Write for a small displacement from the equilibrium .
- Nonlinear Systems & Linearization › Proofs & Why It Matters
- Proof: x′ = y, y′ = −x moves in circles
- Let .
- Systems of Differential Equations › Proofs & Why It Matters
- Radius at least the distance to the nearest singular point
- For with polynomial coefficients, the singular points are the zeros of — complex zeros included.
- Series Solutions › How Far a Series Reaches
- Rate in, rate out
- A first-order model is a sentence about rates: .
- Models & Qualitative Behavior › Building a Model from Rates
- Reading a bifurcation diagram
- Plot the equilibria of against the parameter , solid where stable () and dashed where unstable ().
- Existence, Uniqueness & Bifurcations › Bifurcation Diagrams
- Reading an equation: which method, and why
- Given , the triage is: can the right side be factored as — a pure- piece times a pure- piece?
- First-Order Equations › Going Deeper: Explanations & Worked Problems
- Real solutions from a complex eigenpair
- If has eigenvalue () with eigenvector , the real and imaginary parts of , \[ u_1 = e^α t( aβ t - bβ t), \…
- Systems of Differential Equations › Complex Eigenvalues: Spirals and Centers
- Regular singular points and the indicial equation
- Where the leading coefficient vanishes (like in ), plain power series can fail.
- Frobenius & Special Functions › Series at Singular Points
- Resonance: multiply by x
- When the forcing already solves the homogeneous equation, the naive guess collapses — multiply it by .
- Nonhomogeneous Equations & Resonance › Undetermined Coefficients
- Separable: sort, then integrate
- If , move all ’s left and ’s right: , integrate both sides, and solve for .
- First-Order Equations › The Two Workhorse Methods
- Sines and cosines together
- A function on (continued with period ) has the Fourier series \[ f(x) ∼ + ∑_n≥1(a_n + b_n), \] \[ a_n = 1L∫_-L^L f(x) dx, b_n = …
- Boundary Values & Fourier Series › Full Fourier Series on [−L, L]
- Solve along eigenvectors
- For , each eigenpair gives a straight-line solution , and the general solution mixes them.
- Systems of Differential Equations › Linear Systems
- Stability: the other failure mode
- Accuracy is not the only concern.
- Numerical Methods: Euler to Runge–Kutta › Computing Solutions Honestly
- Standard form first, then the factor
- Before computing , divide by the coefficient of so that the equation reads .
- First-Order Equations › Linear Equations with Variable Coefficients
- Substitute, shift, match
- Write , substitute into the equation, shift indices so all powers align, and set each coefficient to zero — a recurrence for the .
- Series Solutions › The Power Series Method
- The classical RK4 step
- \[ k_1 = f(t_n, y_n), k_2 = f (t_n + h2, y_n + h2k_1), k_3 = f (t_n + h2, y_n + h2k_2), k_4 = f(t_n + h, y_n + hk_3), \] \[ y_n+1 = y_n + h6 (k_1 + 2k_2 + 2k_3 + k_4).
- Numerical Methods: Euler to Runge–Kutta › Runge–Kutta Methods in Practice
- The construction, and why g depends on y alone
- To solve an exact equation :
- Exact Equations & Substitutions › Building the Potential, with Initial Data
- The derivative test for equilibria
- For with :
- Existence, Uniqueness & Bifurcations › Stability from the Derivative
- The formula in one line
- With a fundamental pair for and , \[ y_p = -y_1∫ dx + y_2∫ dx, \] where is the right side after dividing the equation by the coefficient of .
- The Wronskian & Variation of Parameters › Variation of Parameters, Worked in Full
- The Frobenius method
- is a regular singular point of when and have power series at .
- Frobenius & Special Functions › Frobenius Series and the Indicial Roots
- The guess, family by family
- For :
- Nonhomogeneous Equations & Resonance › Exponential, Sinusoidal and Product Forcing
- The guessing table, and the logic behind it
- Undetermined coefficients works because differentiation maps each function family into itself: polynomials to polynomials, to itself, into each other.
- Nonhomogeneous Equations & Resonance › Going Deeper: Explanations & Worked Problems
- The heat and wave equations, mode by mode
- Separation of variables turns a PDE into the eigenvalue problem plus simple time behavior.
- Boundary Values & Fourier Series › From Boundary Conditions to Fourier
- The impulse: δ and what it does
- The Dirac impulse models a hammer blow: zero except at one instant, total area , transform .
- Laplace II: Steps, Impulses & Convolution › Discontinuous and Impulsive Forcing
- The ladder of methods
- Euler: follow the tangent, — global error .
- Numerical Methods: Euler to Runge–Kutta › Computing Solutions Honestly
- The logistic solution and its landmarks
- The solution of , , is \[ P(t) = K1 + Ae^-rt, A = .
- Models & Qualitative Behavior › Logistic Growth in Numbers
- The pipeline for a second-order IVP
- For with and , transforming gives \[ (as^2 + bs + c) Y(s) = F(s) + a(sy_0 + y_1) + by_0, \] so : the characteristic polynomial sits in the denominato…
- Laplace Transforms › Second-Order Problems and Step Responses
- The recurrence method, slowly
- Write and differentiate term by term: , .
- Series Solutions › Going Deeper: Explanations & Worked Problems
- The s-shift, and the three kinds of pieces
- : a transform in which appears only as inverts to times the inverse of the unshifted function.
- Laplace Transforms › Partial Fractions and the Shift Rule
- The separation recipe
- For or on with ends held at :
- Boundary Values & Fourier Series › Solving the Heat and Wave Equations
- The step-function recipe
- To solve a linear constant-coefficient equation whose forcing changes formula at certain times:
- Laplace II: Steps, Impulses & Convolution › Piecewise Forcing, Step by Step
- The transform pipeline, and where each rule enters
- Solving an IVP by Laplace is a fixed pipeline.
- Laplace Transforms › Going Deeper: Explanations & Worked Problems
- The Wronskian certifies independence
- For solutions of the same second-order linear homogeneous equation, the Wronskian is either never zero or identically zero (Abel's theorem: ).
- The Wronskian & Variation of Parameters › The General Machinery
- Three substitutions and how to spot them
- Exact Equations & Substitutions › Substitutions in Practice
- Try y = xʳ
- For on , substituting gives the indicial equation .
- Frobenius & Special Functions › Cauchy–Euler Equations: Three Cases
- Two free coefficients, two solutions
- A point is ordinary for when and have convergent power series there.
- Series Solutions › Second-Order Equations at Ordinary Points
- Two substitutions that unlock whole families
- Homogeneous type : substitute (so ) and the equation separates in and .
- Exact Equations & Substitutions › Exactness and the Great Substitutions
- Unit steps carry delays
- The Heaviside step switches on at ; any piecewise forcing is a sum of stepped pieces.
- Laplace II: Steps, Impulses & Convolution › Discontinuous and Impulsive Forcing
- Variation of parameters: the universal particular solution
- For with fundamental pair : seek with functions .
- The Wronskian & Variation of Parameters › The General Machinery
- When a quantity is conserved
- If satisfies for the system , , every trajectory stays on a level curve .
- Nonlinear Systems & Linearization › Conserved Quantities and Closed Orbits
- When eigenvectors run short
- If is a double eigenvalue but has only one eigenvector line, spanned by , the second solution is \[ u_2 = e^λ t(t v + w), (A - λ I) w = v, \] and $ u = c_…
- Systems of Differential Equations › Repeated Eigenvalues
- When the test fails: integrating factors
- A non-exact equation can often be repaired by multiplying through by .
- Exact Equations & Substitutions › Exactness and the Great Substitutions
- Where a solution lives
- A solution of an initial-value problem is a function on an interval containing the initial point.
- First-Order Equations › Separable Equations: Lost Solutions and Blow-Up
- Why two constants, and how initial data pins them
- A second-order equation reaches back two derivatives, so a solution is not determined until you specify both a starting value and a starting slope — think of a mass on a spring: where it starts and how fast it is moving are independent facts.
- Second-Order Linear Equations › Going Deeper: Explanations & Worked Problems
- Writing A cos + B sin as one wave
- Any equals , where , and .
- Second-Order Linear Equations › Amplitude, Phase and the Decaying Envelope