Ordinary Differential Equations (ODE) - Complete Recap with Examples
1. Basics
A Differential Equation (DE) relates a function and its derivatives.
Example: dy/dx = 3x^2 -> y = 3x^2 dx = x^3 + C
2. Formation of Differential Equation
Goal: Eliminate arbitrary constants.
Example: y = A e^(2x) + B e^(-x)
y' = 2Ae^(2x) - Be^(-x), y'' = 4Ae^(2x) + Be^(-x)
Eliminate A, B -> y'' - y' - 2y = 0
3. Exact Differential Equations
Form: M(x,y)dx + N(x,y)dy = 0
Condition: dM/dy = dN/dx.
Example: (2xy+3)dx+(x^2+4y)dy=0
Check: dM/dy=2x, dN/dx=2x -> Exact.
Integrate M wrt x: f=x^2y+3x+g(y); Compare with N -> g'(y)=4y -> g(y)=2y^2.
Final: x^2y+3x+2y^2=C
4. Linear Differential Equations (1st Order)
Form: dy/dx + P(x)y = Q(x)
Solution: y = e^(-Pdx)[Q e^(Pdx) dx + C]
Example: dy/dx + y = e^x -> mu=e^x -> y=e^x/2 + Ce^(-x)
5. Homogeneous Equations
If M, N are homogeneous of same degree, substitute y=vx, dy=v dx+x dv.
Example: dy/dx = (x+y)/(x-y). Let y=vx -> dy/dx=v+x dv/dx. Substitute and simplify.
6. Second Order Linear ODEs (Constant Coefficients)
Form: a y'' + b y' + c y = 0 -> ar^2 + br + c = 0
Example: y'' - 2y' + y = 0 -> (r - 1)^2 = 0 -> y=(A+Bx)e^x
7. Taylor Series Method
Ordinary Differential Equations (ODE) - Complete Recap with Examples
Approximation: y(x+h) = y + h y' + h^2/2 y'' + ...
Example: y' = x + y, y(0)=1 -> y'' = 1 + y'. At (0,1): y'(0)=1, y''(0)=2.
y(0.1) = 1 + 0.1(1) + (0.1)^2/2 * 2 = 1.11
8. Maclaurin Series
Special case at x=0: y = y(0) + xy'(0) + x^2/2 y''(0) + ...
Example: y' = x + y, y(0)=1 -> y'(0)=1, y''(0)=2 -> y=1+x+x^2
9. Euler's Method
Formula: y(n+1) = y(n) + h f(xn, yn)
Example: y' = y - x^2 + 1, y(0)=1, h=0.1
Step1: f(0,1)=2 -> y(0.1)=1.2
Step2: f(0.1,1.2)=2.19 -> y(0.2)=1.419
10. Modified Euler (Heun's Method)
y(n+1) = y(n) + (h/2)(k1 + k2), k1=f(xn,yn), k2=f(xn+h, yn+hk1)
Example: y' = y - x^2 + 1, y(0)=1, h=0.1 -> y(0.1)=1.2095
11. Modeling Applications
Growth: dy/dt = ky -> y = y0 e^(kt)
Cooling: dT/dt = -k(T - Ts) -> T = Ts + (T0 - Ts)e^(-kt)
Motion: m dv/dt = mg - kv -> v = (mg/k)(1 - e^(-(k/m)t))
RL Circuit: L di/dt + Ri = E -> i = (E/R)(1 - e^(-(R/L)t))
12. Quick Reference Table
Exact: dM/dy=dN/dx -> Integrate
Linear: dy/dx+Py=Q -> Integrating Factor
Homogeneous: y=vx substitution
Second Order: Characteristic Equation
Approximation: Euler/Modified Euler
Modeling: Translate physical description to ODE