Differential Equations

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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 x′=f(x,y)x' = f(x, y), y′=g(x,y)y' = g(x, y):
Nonlinear Systems & Linearization › Equilibria, Jacobians and Nullclines
A second solution from the first
If y1y_1 solves y′′+p(x)y′+q(x)y=0y'' + p(x)y' + q(x)y = 0, a second, independent solution is \[ y_2 = y_1∫Wy12\frac{W}{y_1^2} dx,   W = e^-∫ p dx.
The Wronskian & Variation of Parameters › Abel's Formula and Reduction of Order
An impulse kicks the velocity
For y′′+by′+cy=k δ(t−t0)y'' + by' + cy = k\,\delta(t - t_0), the solution yy is continuous at t0t_0 and y′y' jumps by exactly kk.
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: y′=r+y2y' = r + y^2.
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 (y(0)=y(L)=0y(0) = y(L) = 0) — and suddenly solutions exist only for special parameter values.
Boundary Values & Fourier Series › From Boundary Conditions to Fourier
Complex eigenvalues spiral
Eigenvalues α±βi\alpha \pm \beta i make trajectories rotate with rate β\beta while eαte^{\alpha t} scales them: spirals in or out, or pure circles when α=0\alpha = 0.
Systems of Differential Equations › Linear Systems
Convolution: multiplication in disguise
The convolution (f∗g)(t)=∫0tf(τ)g(t−τ) dτ(f*g)(t) = \int_0^t f(\tau)g(t-\tau)\,d\tau satisfies L{f∗g}=F(s)G(s)\mathcal L\{f*g\} = F(s)G(s) — products of transforms are convolutions of functions.
Laplace II: Steps, Impulses & Convolution › Discontinuous and Impulsive Forcing
Damping in one glance
For y′′+by′+ω2y=0y'' + by' + \omega^2y = 0, the discriminant b2−4ω2b^2 - 4\omega^2 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
L{y′}=s L{y}−y(0)\mathcal L\{y'\} = s\,\mathcal L\{y\} - y(0): differentiation turns into multiplying by ss, with the initial condition built in automatically.
Laplace Transforms › The Transform Method
Equations beyond elementary functions
The Airy-type equation y′′=xyy'' = xy has no closed-form solution, but its recurrence (n+2)(n+1)an+2=an−1(n+2)(n+1)a_{n+2} = a_{n-1} generates the answer to any accuracy: with y(0)=1y(0)=1, y′(0)=0y'(0)=0 the series starts 1+x36+⋯1 + \tfrac{x^3}{6} + \cdots.
Series Solutions › The Power Series Method
Equilibria and stability: the phase-line shortcut
For an autonomous equation y′=f(y)y' = f(y), enormous insight costs one sketch.
Models & Qualitative Behavior › Going Deeper: Explanations & Worked Problems
Exact equations: one function behind two coefficients
The form M(x,y) dx+N(x,y) dy=0M(x,y)\,dx + N(x,y)\,dy = 0 is exact when some FF has Fx=MF_x = M and Fy=NF_y = N — then solutions are simply the level curves F(x,y)=CF(x, y) = C.
Exact Equations & Substitutions › Exactness and the Great Substitutions
Follow the tangent, then re-aim
For y′=f(t,y)y' = f(t, y), y(t0)=y0y(t_0) = y_0 and step hh: \[ 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 (∫0πsin⁡mxsin⁡nx dx=0\int_0^\pi\sin mx\sin nx\,dx = 0 for m≠nm \ne n), so any reasonable ff on (0,π)(0, \pi) expands as f=∑bnsin⁡nxf = \sum b_n\sin nx with each coefficient computed independently: bn=2π∫0πfsin⁡nx dxb_n = \tfrac{2}{\pi}\int_0^\pi f\sin nx\,dx — a projec…
Boundary Values & Fourier Series › From Boundary Conditions to Fourier
From eigenpairs to the phase portrait, step by step
To solve u′=Au\mathbf u' = A\mathbf u: find the eigenpairs of AA; each gives a straight-line solution eλtve^{\lambda t}\mathbf v; the general solution is c1eλ1tv1+c2eλ2tv2c_1e^{\lambda_1t}\mathbf v_1 + c_2e^{\lambda_2t}\mathbf v_2; initial data fixes c1,c2c_1, c_2 by writing $…
Systems of Differential Equations › Going Deeper: Explanations & Worked Problems
From Newton's law to the equation
A mass mm on a spring of stiffness kk, with a damper whose force is proportional to velocity (coefficient cc), obeys \[ mx” + cx' + kx = 0, \] where x(t)x(t) is the displacement from equilibrium.
Second-Order Linear Equations › The Spring–Mass System
Guess the shape of the forcing
For y′′+by′+cy=f(x)y'' + by' + cy = f(x): general solution == homogeneous ++ one particular solution.
Nonhomogeneous Equations & Resonance › Undetermined Coefficients
How many factors of x
If the exponent kk of the forcing ekxe^{kx} (or α+iβ\alpha + i\beta for eαxcos⁡βxe^{\alpha x}\cos\beta x) is a root of the characteristic equation, multiply the guess by xmx^m, where mm is the multiplicity of that root: m=1m = 1 for a simple root, m=2m = 2 for a doub…
Nonhomogeneous Equations & Resonance › Resonance, Double Roots and Beats
Legendre polynomials: quantization by boundedness
Legendre's equation (1−x2)y′′−2xy′+n(n+1)y=0(1-x^2)y'' - 2xy' + n(n+1)y = 0 appears whenever a problem lives on a sphere.
Frobenius & Special Functions › Series at Singular Points
Linear: multiply by the integrating factor
For y′+p(x)y=q(x)y' + p(x)y = q(x), multiply through by μ=e∫p dx\mu = e^{\int p\,dx}: the left side collapses to (μy)′(\mu y)' by design, and one integration finishes it.
First-Order Equations › The Two Workhorse Methods
Linearize at each equilibrium
A nonlinear system x′=f(x,y)x' = f(x,y), y′=g(x,y)y' = g(x,y) is understood equilibrium by equilibrium: find all points where f=g=0f = g = 0, compute the jacobian $
Nonlinear Systems & Linearization › Local Pictures of Nonlinear Worlds
Logistic growth
dPdt=rP(1−PK)\tfrac{dP}{dt} = rP\left(1 - \tfrac{P}{K}\right): 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 ff and ∂f/∂y\partial f/\partial y are continuous near (t0,y0)(t_0, y_0), the IVP y′=f(t,y)y' = f(t, y), y(t0)=y0y(t_0) = y_0 has exactly one solution near t0t_0.
Existence, Uniqueness & Bifurcations › When Solutions Exist, Split, and Vanish
Predator–prey and competition, read from Jacobians
Lotka–Volterra x′=x−xyx' = x - xy, y′=−y+xyy' = -y + xy: at the coexistence point (1,1)(1,1) the Jacobian is $
Nonlinear Systems & Linearization › Local Pictures of Nonlinear Worlds
Proof idea: Picard iteration
Rewrite the IVP as the integral equation y(t)=y0+∫t0tf(s,y(s)) dsy(t) = y_0 + \int_{t_0}^t f(s, y(s))\,ds and iterate: yn+1(t)=y0+∫t0tf(s,yn(s)) dsy_{n+1}(t) = y_0 + \int_{t_0}^t f(s, y_n(s))\,ds starting from y0(t)≡y0y_0(t) \equiv y_0.
Existence, Uniqueness & Bifurcations › Proofs & Why It Matters
Proof sketch: Euler's error halves with h
One Euler step commits error ≈h22y′′\approx \tfrac{h^2}{2}y'' (the first Taylor term the tangent line misses).
Models & Qualitative Behavior › Proofs & Why It Matters
Proof: Abel's theorem
Differentiate W=y1y2′−y1′y2W = y_1y_2' - y_1'y_2: W′=y1y2′′−y1′′y2W' = y_1y_2'' - y_1''y_2 (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: an=f(n)(0)n!=0a_n = \tfrac{f^{(n)}(0)}{n!} = 0).
Series Solutions › Proofs & Why It Matters
Proof: complex roots give cosine and sine (Euler)
Euler's formula eiβx=cos⁡βx+isin⁡βxe^{i\beta x} = \cos\beta x + i\sin\beta x (visible by comparing the three power series) turns the complex solutions e(α±iβ)xe^{(\alpha\pm i\beta)x} into eαx(cos⁡βx±isin⁡βx)e^{\alpha x}(\cos\beta x \pm i\sin\beta x).
Second-Order Linear Equations › Proofs & Why It Matters
Proof: e^λtv solves u′ = Au
Differentiate u(t)=eλtv\mathbf u(t) = e^{\lambda t}\mathbf v: u′=λeλtv\mathbf u' = \lambda e^{\lambda t}\mathbf v.
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 y(t+h)−y(t)−hy′(t)=h22y′′(ξ)y(t + h) - y(t) - hy'(t) = \tfrac{h^2}{2}y''(\xi) — the first Taylor term the tangent line drops.
Numerical Methods: Euler to Runge–Kutta › Proofs & Why It Matters
Proof: exponential solutions and half-life
y′=kyy' = ky separates to ∫dyy=∫k dx\int\tfrac{dy}{y} = \int k\,dx, so ln⁡∣y∣=kx+C\ln|y| = kx + C and y=y0ekxy = y_0e^{kx} — and this is the only solution: if zz also solves it, then (ze−kx)′=z′e−kx−kze−kx=0(z e^{-kx})' = z'e^{-kx} - kze^{-kx} = 0, so ze−kxze^{-kx} is constant.
First-Order Equations › Proofs & Why It Matters
Proof: general = homogeneous + particular
Let ypy_p solve Ly=fLy = f (writing LL for the whole left side).
Nonhomogeneous Equations & Resonance › Proofs & Why It Matters
Proof: Heun's extra order
Heun's update is y+h2[f(y)+f(y+hf(y))]y + \tfrac h2\left[f(y) + f(y + hf(y))\right].
Numerical Methods: Euler to Runge–Kutta › Proofs & Why It Matters
Proof: J₀ solves Bessel of order zero
Termwise, with y=∑ckx2ky = \sum c_kx^{2k}, ck=(−1)k4k(k!)2c_k = \tfrac{(-1)^k}{4^k(k!)^2}: compute xy′′+y′+xyxy'' + y' + xy (the ν=0\nu = 0 equation divided by xx).
Frobenius & Special Functions › Proofs & Why It Matters
Proof: Le^at = 1/(s−a)
Directly: ∫0∞eate−stdt=∫0∞e−(s−a)tdt=[e−(s−a)t−(s−a)]0∞=1s−a\int_0^\infty e^{at}e^{-st}dt = \int_0^\infty e^{-(s-a)t}dt = \left[\dfrac{e^{-(s-a)t}}{-(s-a)}\right]_0^\infty = \dfrac{1}{s-a} for s>as > a (the boundary term at ∞\infty dies because s−a>0s - a > 0).
Laplace Transforms › Proofs & Why It Matters
Proof: Ltⁿ = n!/s^n+1
Induction with parts: L{tn}=∫0∞tne−stdt=ns∫0∞tn−1e−stdt=ns L{tn−1}\mathcal L\{t^n\} = \int_0^\infty t^ne^{-st}dt = \tfrac ns\int_0^\infty t^{n-1}e^{-st}dt = \tfrac ns\,\mathcal L\{t^{n-1}\} (boundary terms vanish).
Laplace Transforms › Proofs & Why It Matters
Proof: Ly′ = sLy − y(0)
Integrate by parts: ∫0∞y′(t)e−stdt=[y(t)e−st]0∞+s∫0∞y(t)e−stdt=−y(0)+s L{y}\int_0^\infty y'(t)e^{-st}dt = \left[y(t)e^{-st}\right]_0^\infty + s\int_0^\infty y(t)e^{-st}dt = -y(0) + s\,\mathcal L\{y\}, assuming yy grows slower than este^{st} so the boundary term at infinity vanishes.
Laplace Transforms › Proofs & Why It Matters
Proof: Lotka–Volterra orbits really close up
The quantity E(x,y)=x−ln⁡x+y−ln⁡yE(x, y) = x - \ln x + y - \ln y is conserved along solutions of x′=x−xyx' = x - xy, y′=−y+xyy' = -y + xy.
Nonlinear Systems & Linearization › Proofs & Why It Matters
Proof: Newton cooling is exponential in the excess
The law says T′=−k(T−Tamb)T' = -k(T - T_{\text{amb}}).
Models & Qualitative Behavior › Proofs & Why It Matters
Proof: orthogonality of the sine family
Product-to-sum: sin⁡mxsin⁡nx=12[cos⁡(m−n)x−cos⁡(m+n)x]\sin mx\sin nx = \tfrac12\left[\cos(m-n)x - \cos(m+n)x\right].
Boundary Values & Fourier Series › Proofs & Why It Matters
Proof: separation of variables for heat
Try u=X(x)T(t)u = X(x)T(t) in ut=kuxxu_t = ku_{xx}: xt′=kX′′Txt' = kX''T, so T′kT=X′′X\dfrac{T'}{kT} = \dfrac{X''}{X}.
Boundary Values & Fourier Series › Proofs & Why It Matters
Proof: separation of variables is legitimate
If dydx=g(x)h(y)\tfrac{dy}{dx} = g(x)h(y) with h(y)≠0h(y) \ne 0, divide: y′(x)h(y(x))=g(x)\tfrac{y'(x)}{h(y(x))} = g(x).
First-Order Equations › Proofs & Why It Matters
Proof: solving the logistic equation
Separate dPP(1−P/K)=r dt\tfrac{dP}{P(1 - P/K)} = r\,dt and split by partial fractions: 1P(1−P/K)=1P+1/K1−P/K\tfrac{1}{P(1-P/K)} = \tfrac1P + \tfrac{1/K}{1 - P/K}.
Models & Qualitative Behavior › Proofs & Why It Matters
Proof: the Bernoulli substitution linearizes
From v=y1−nv = y^{1-n}: v′=(1−n)y−ny′v' = (1-n)y^{-n}y'.
Exact Equations & Substitutions › Proofs & Why It Matters
Proof: the Cauchy–Euler indicial equation
Substitute y=xry = x^r into x2y′′+αxy′+βy=0x^2y'' + \alpha xy' + \beta y = 0: the derivatives give x2⋅r(r−1)xr−2+αx⋅rxr−1+βxr=[r(r−1)+αr+β]xrx^2\cdot r(r-1)x^{r-2} + \alpha x\cdot rx^{r-1} + \beta x^r = \left[r(r-1) + \alpha r + \beta\right]x^r.
Frobenius & Special Functions › Proofs & Why It Matters
Proof: the convolution theorem
F(s)G(s)=∫0∞ ⁣ ⁣∫0∞f(τ)g(σ)e−s(τ+σ) dσ dτF(s)G(s) = \int_0^\infty\!\!\int_0^\infty f(\tau)g(\sigma)e^{-s(\tau+\sigma)}\,d\sigma\,d\tau — a double integral over the quarter-plane.
Laplace II: Steps, Impulses & Convolution › Proofs & Why It Matters
Proof: the double root needs xe^rx
If rr is a double root, then λ2+bλ+c=(λ−r)2\lambda^2 + b\lambda + c = (\lambda - r)^2, and comparing coefficients gives b=−2rb = -2r and c=r2c = r^2.
Second-Order Linear Equations › Proofs & Why It Matters
Proof: the exactness test
If FF exists with Fx=MF_x = M, Fy=NF_y = N and FF is twice continuously differentiable, then My=Fxy=Fyx=NxM_y = F_{xy} = F_{yx} = N_x by Clairaut's theorem — necessity.
Exact Equations & Substitutions › Proofs & Why It Matters
Proof: the integrating factor works
With μ=e∫p dx\mu = e^{\int p\,dx}, note μ′=pμ\mu' = p\mu (chain rule).
First-Order Equations › Proofs & Why It Matters
Proof: the resonant particular solution
For y′′+ω2y=cos⁡ωxy'' + \omega^2y = \cos\omega x, try y=kxsin⁡ωxy = kx\sin\omega x: y′=ksin⁡ωx+kωxcos⁡ωxy' = k\sin\omega x + k\omega x\cos\omega x and y′′=2kωcos⁡ωx−kω2xsin⁡ωxy'' = 2k\omega\cos\omega x - k\omega^2x\sin\omega x.
Nonhomogeneous Equations & Resonance › Proofs & Why It Matters
Proof: the saddle-node signature
At a bifurcation the equilibrium equation f(y;r)=0f(y; r) = 0 must have a double root — a simple root moves smoothly as rr varies (implicit function theorem) and cannot vanish.
Existence, Uniqueness & Bifurcations › Proofs & Why It Matters
Proof: the t-shift rule
Directly: L{g(t−a)u(t−a)}=∫a∞g(t−a)e−stdt\mathcal L\{g(t-a)u(t-a)\} = \int_a^\infty g(t-a)e^{-st}dt (the step kills t<at < a).
Laplace II: Steps, Impulses & Convolution › Proofs & Why It Matters
Proof: the variation-of-parameters formulas
With yp=u1y1+u2y2y_p = u_1y_1 + u_2y_2 and side condition u1′y1+u2′y2=0u_1'y_1 + u_2'y_2 = 0: then yp′=u1y1′+u2y2′y_p' = u_1y_1' + u_2y_2', and yp′′=u1′y1′+u2′y2′+u1y1′′+u2y2′′y_p'' = u_1'y_1' + u_2'y_2' + u_1y_1'' + u_2y_2''.
The Wronskian & Variation of Parameters › Proofs & Why It Matters
Proof: why e^rx and the characteristic equation
Substitute y=erxy = e^{rx} into y′′+by′+cy=0y'' + by' + cy = 0: erx(r2+br+c)=0e^{rx}(r^2 + br + c) = 0, and since erx≠0e^{rx} \ne 0, the exponent must satisfy r2+br+c=0r^2 + br + c = 0.
Second-Order Linear Equations › Proofs & Why It Matters
Proof: why the Jacobian is the right linearization
Write x=x∗+u\mathbf x = \mathbf x^* + \mathbf u for a small displacement from the equilibrium x∗\mathbf x^*.
Nonlinear Systems & Linearization › Proofs & Why It Matters
Proof: x′ = y, y′ = −x moves in circles
Let E(t)=x(t)2+y(t)2E(t) = x(t)^2 + y(t)^2.
Systems of Differential Equations › Proofs & Why It Matters
Proof: y′ = y forces aₙ = 1/n!
Substitute: ∑n≥1nanxn−1=∑n≥0anxn\sum_{n\ge1} na_nx^{n-1} = \sum_{n\ge0} a_nx^n.
Series Solutions › Proofs & Why It Matters
Radius at least the distance to the nearest singular point
For P(x)y′′+Q(x)y′+R(x)y=0P(x)y'' + Q(x)y' + R(x)y = 0 with polynomial coefficients, the singular points are the zeros of PP — complex zeros included.
Series Solutions › How Far a Series Reaches
Rate in, rate out
A first-order model is a sentence about rates: d(amount)dt=(rate in)−(rate out)\dfrac{d(\text{amount})}{dt} = (\text{rate in}) - (\text{rate out}).
Models & Qualitative Behavior › Building a Model from Rates
Reading a bifurcation diagram
Plot the equilibria of y′=f(y;r)y' = f(y; r) against the parameter rr, solid where stable (fy<0f_y < 0) and dashed where unstable (fy>0f_y > 0).
Existence, Uniqueness & Bifurcations › Bifurcation Diagrams
Reading an equation: which method, and why
Given y′=(something)y' = (\text{something}), the triage is: can the right side be factored as g(x)h(y)g(x)h(y) — a pure-xx piece times a pure-yy piece?
First-Order Equations › Going Deeper: Explanations & Worked Problems
Real solutions from a complex eigenpair
If AA has eigenvalue λ=α+βi\lambda = \alpha + \beta i (β≠0\beta \ne 0) with eigenvector v=a+ib\mathbf v = \mathbf a + i\mathbf b, the real and imaginary parts of eλtve^{\lambda t}\mathbf v, \[ 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 x=0x = 0 in x2y′′+xy′+(x2−ν2)y=0x^2y'' + xy' + (x^2 - \nu^2)y = 0), 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 xx.
Nonhomogeneous Equations & Resonance › Undetermined Coefficients
Separable: sort, then integrate
If dydx=g(x)h(y)\tfrac{dy}{dx} = g(x)h(y), move all yy’s left and xx’s right: dyh(y)=g(x) dx\tfrac{dy}{h(y)} = g(x)\,dx, integrate both sides, and solve for yy.
First-Order Equations › The Two Workhorse Methods
Sines and cosines together
A function on [−L,L][-L, L] (continued with period 2L2L) has the Fourier series \[ f(x) ∼ a02\frac{a_0}{2} + ∑_n≥1(a_nnπxL\frac{n\pi x}{L} + b_nnπxL\frac{n\pi x}{L}), \] \[ a_n = 1L∫_-L^L f(x)nπxL\frac{n\pi x}{L} dx,   b_n = …
Boundary Values & Fourier Series › Full Fourier Series on [−L, L]
Solve along eigenvectors
For u′=Au\mathbf u' = A\mathbf u, each eigenpair gives a straight-line solution eλtve^{\lambda t}\mathbf v, 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 μ\mu, divide by the coefficient of y′y' so that the equation reads y′+p(x)y=q(x)y' + p(x)y = q(x).
First-Order Equations › Linear Equations with Variable Coefficients
Substitute, shift, match
Write y=∑anxny = \sum a_nx^n, substitute into the equation, shift indices so all powers align, and set each coefficient to zero — a recurrence for the ana_n.
Series Solutions › The Power Series Method
The characteristic equation
For y′′+by′+cy=0y'' + by' + cy = 0, try y=erxy = e^{rx}: r2+br+c=0r^2 + br + c = 0.
Second-Order Linear Equations › Constant Coefficients
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 M dx+N dy=0M\,dx + N\,dy = 0:
Exact Equations & Substitutions › Building the Potential, with Initial Data
The derivative test for equilibria
For y′=f(y)y' = f(y) with f(y∗)=0f(y^*) = 0:
Existence, Uniqueness & Bifurcations › Stability from the Derivative
The formula in one line
With y1,y2y_1, y_2 a fundamental pair for y′′+p(x)y′+q(x)y=0y'' + p(x)y' + q(x)y = 0 and W=y1y2′−y1′y2W = y_1y_2' - y_1'y_2, \[ y_p = -y_1∫y2fW\frac{y_2 f}{W} dx + y_2∫y1fW\frac{y_1 f}{W} dx, \] where ff is the right side after dividing the equation by the coefficient of y′′y''.
The Wronskian & Variation of Parameters › Variation of Parameters, Worked in Full
The Frobenius method
x=0x = 0 is a regular singular point of x2y′′+x p(x) y′+q(x) y=0x^2y'' + x\,p(x)\,y' + q(x)\,y = 0 when pp and qq have power series at 00.
Frobenius & Special Functions › Frobenius Series and the Indicial Roots
The guess, family by family
For y′′+by′+cy=fy'' + by' + cy = f:
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, ekxe^{kx} to itself, {cos⁡ωx,sin⁡ωx}\{\cos\omega x, \sin\omega x\} 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 δ(t−a)\delta(t - a) models a hammer blow: zero except at one instant, total area 11, transform L{δ(t−a)}=e−as\mathcal L\{\delta(t-a)\} = e^{-as}.
Laplace II: Steps, Impulses & Convolution › Discontinuous and Impulsive Forcing
The ladder of methods
Euler: follow the tangent, yn+1=yn+hf(tn,yn)y_{n+1} = y_n + hf(t_n, y_n) — global error O(h)O(h).
Numerical Methods: Euler to Runge–Kutta › Computing Solutions Honestly
The logistic solution and its landmarks
The solution of P′=rP(1−PK)P' = rP\left(1 - \tfrac PK\right), P(0)=P0P(0) = P_0, is \[ P(t) = K1 + Ae^-rt,   A = K−P0P0\frac{K - P_0}{P_0}.
Models & Qualitative Behavior › Logistic Growth in Numbers
The pipeline for a second-order IVP
For ay′′+by′+cy=f(t)ay'' + by' + cy = f(t) with y(0)=y0y(0) = y_0 and y′(0)=y1y'(0) = y_1, transforming gives \[ (as^2 + bs + c) Y(s) = F(s) + a(sy_0 + y_1) + by_0, \] so Y=F(s)+a(sy0+y1)+by0as2+bs+cY = \dfrac{F(s) + a(sy_0 + y_1) + by_0}{as^2 + bs + c}: the characteristic polynomial sits in the denominato…
Laplace Transforms › Second-Order Problems and Step Responses
The recurrence method, slowly
Write y=∑n≥0anxny = \sum_{n\ge0} a_nx^n and differentiate term by term: y′=∑n≥1nanxn−1y' = \sum_{n\ge1} na_nx^{n-1}, y′′=∑n≥2n(n−1)anxn−2y'' = \sum_{n\ge2} n(n-1)a_nx^{n-2}.
Series Solutions › Going Deeper: Explanations & Worked Problems
The s-shift, and the three kinds of pieces
L{eatf(t)}=F(s−a)\mathcal L\{e^{at}f(t)\} = F(s - a): a transform in which ss appears only as s−as - a inverts to eate^{at} times the inverse of the unshifted function.
Laplace Transforms › Partial Fractions and the Shift Rule
The separation recipe
For ut=kuxxu_t = ku_{xx} or utt=c2uxxu_{tt} = c^2u_{xx} on [0,L][0, L] with ends held at 00:
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 and the short table
L{f}(s)=∫0∞f(t)e−stdt\mathcal L\{f\}(s) = \int_0^\infty f(t)e^{-st}dt.
Laplace Transforms › The Transform Method
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 y1,y2y_1, y_2 of the same second-order linear homogeneous equation, the Wronskian W=y1y2′−y1′y2W = y_1y_2' - y_1'y_2 is either never zero or identically zero (Abel's theorem: W=Ce−∫p dxW = Ce^{-\int p\,dx}).
The Wronskian & Variation of Parameters › The General Machinery
Try y = xʳ
For x2y′′+αxy′+βy=0x^2y'' + \alpha xy' + \beta y = 0 on x>0x > 0, substituting y=xry = x^r gives the indicial equation r(r−1)+αr+β=0r(r-1) + \alpha r + \beta = 0.
Frobenius & Special Functions › Cauchy–Euler Equations: Three Cases
Two free coefficients, two solutions
A point x0x_0 is ordinary for y′′+p(x)y′+q(x)y=0y'' + p(x)y' + q(x)y = 0 when pp and qq have convergent power series there.
Series Solutions › Second-Order Equations at Ordinary Points
Two substitutions that unlock whole families
Homogeneous type y′=f ⁣(yx)y' = f\!\left(\tfrac yx\right): substitute v=yxv = \tfrac yx (so y′=v+xv′y' = v + xv') and the equation separates in vv and xx.
Exact Equations & Substitutions › Exactness and the Great Substitutions
Unit steps carry delays
The Heaviside step u(t−a)u(t-a) switches on at t=at = a; 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 y′′+py′+qy=fy'' + p y' + q y = f with fundamental pair y1,y2y_1, y_2: seek yp=u1y1+u2y2y_p = u_1y_1 + u_2y_2 with functions uiu_i.
The Wronskian & Variation of Parameters › The General Machinery
When a quantity is conserved
If E(x,y)E(x, y) satisfies Exf+Eyg=0E_x f + E_y g = 0 for the system x′=fx' = f, y′=gy' = g, every trajectory stays on a level curve E=CE = C.
Nonlinear Systems & Linearization › Conserved Quantities and Closed Orbits
When eigenvectors run short
If λ\lambda is a double eigenvalue but A−λIA - \lambda I has only one eigenvector line, spanned by v\mathbf v, 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 μ\mu.
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 y(0)y(0) and a starting slope y′(0)y'(0) — 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 Acos⁡ωt+Bsin⁡ωtA\cos\omega t + B\sin\omega t equals Rcos⁡(ωt−φ)R\cos(\omega t - \varphi), where R=A2+B2R = \sqrt{A^2 + B^2}, cos⁡φ=AR\cos\varphi = \tfrac AR and sin⁡φ=BR\sin\varphi = \tfrac BR.
Second-Order Linear Equations › Amplitude, Phase and the Decaying Envelope