Diff Eq Everything We Learned
Diff Eq Everything We Learned
If there is a Review
In the top right of a page, it just
means that is from Calc 1/2
Formulas that might be useful Review
Important Trig Double Angle Even/Odd Angle Properties 𝐥𝐧 𝒙 Rules
n odd
Make u something that gets simpler as you take derivative of it
• L (log/ln)
• I (inverse trig) Make dv something that
• P (polynomial) you can integrate easily n even
• E (exponential)
• T (trig)
n even
Trig-Substitution
Linear vs Nonlinear
The Basics A linear DE is linear if it follows these rules and
nonlinear if it doesn’t:
Previous Knowledge
• It needs to be able to be written in this form:
You should know by now all the trig rules, log/ln rules,
𝒅𝒏𝒚 𝒅𝒚
derivative formulas, integral formulas, and how to do 𝒂𝒏 𝒙 + 𝒂 𝟏 𝒙 + 𝒂𝟎 𝒙 𝒚 = 𝒈(𝒙)
partial derivatives. If you don’t remember, they are all 𝒅𝒙𝒏 𝒅𝒙
included before this slide. “n” can be anything, and there can be many
different n terms (like 2, 3, etc). The different a(x)’s
What’s a Differential Equation? are just different functions that involve x.
It is an equation that involves the derivative of a variable with • In that one term 𝑎0 𝑥 𝑦,There has to be that y there.
respect to another. 𝑑𝑦 • The y cannot be sin 𝑦 , 𝑒 𝑦 , or any other function of y it
• The first variable is the dependent variable 𝑑𝑥
− 3𝑦 = 0 needs to just be y.
• The second variable is the independent variable y is the dependent • None of the derivatives can have exponents
x is the independent • Each derivative needs to be its own term (no
Types of Differential Equations derivatives multiplied by each other)
An ordinary differential equation (ODE) only • The whole equation should only involve 1 dependent
involves derivatives with respect to one variable that is independent on 1 independent
independent variable. Only ODEs are variable
2
𝑑 𝑦 𝑑𝑦 𝜕𝑢 𝜕𝑢
𝑑𝑥 2 −2
𝑑𝑥
+ 6𝑦 = 0 𝜕𝑦
=−
𝜕𝑥
in this class! Explicit vs Implicit Solutions
An explicit solution makes the dependent variable
A partial differential equation (PDE) involves partial
alone and equal to an equation with independent
derivatives of more than one independent variable
variables. 1
ex. 𝑦 = 3 𝑥 2 + 8𝑥 − 𝑒 𝑥
What is the order of a DE? 3
(Usually in the form 𝑓(𝑥) = 𝑦)
𝑑2 𝑦 𝑑𝑦
The order is just the highest-order derivative in the 𝑑𝑥 2 + 3 𝑑𝑥 = 𝑒𝑥 An implicit solution mixes the independent and
equation. It is NOT the highest-order exponent! The order of this DE is 2 dependent variables on one (or both) side(s) of the
solution.
Let’s do an example! 4 5
(Usually in the form 𝑓(𝑥, 𝑦) = 0) ex. 5 𝑦2 − 𝑥3 − 8𝑥𝑦 = 0
Classify the 3 3 ODE
𝑑2𝑦 𝑑𝑦 nonlinear
equations for − 2𝑥 2 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥 order 2
everything on
𝜕2 𝑁 PDE
this page: 𝜕𝑁
=
1 𝜕𝑁
+ r 𝑑𝑟 + 𝑘𝑁 nonlinear
𝑑𝑡 𝜕𝑟2
order 2
Important DE Things Euler’s Method
Euler has this method to approximate f(c) using a point
on f(x) and f’(x).
Initial Value Problem (IVP)
It used to be done in Calc 1 & 2, but in Diff EQ, we will be
This is just a fancy way of explaining how to fully solve a using a slightly different formula:
DE (instead of having a C, you can actually have the real or 𝒚𝒏+𝟏 = 𝒚𝒏 + 𝒉 · 𝒇 𝒙𝒏, 𝒚𝒏
𝒚𝟏 = 𝒚𝟎 + 𝒉 · 𝒇 𝒙𝟎 , 𝒚𝟎
number)
IVP problems will give you y 𝑥0 = 𝑦0, and you plug 𝑥0and 𝑦0 are your initial points (which you will be given)
𝑥0, 𝑦0 into your formula once you solve it to solve for C. and h is the step size that you need to use. You’ll be given
(same with y′ 𝑥0 if given a 2nd order problem, and so on) those in the problem. You may need to use this formula
Existence and Uniqueness Solution Theorem many times to get your desired result.
This one is kinda weird... it basically means that if a
function and its differential equation are continuous on an Logistic Equations
interval (𝑎 < 𝑥0 < 𝑏 and 𝑐 < 𝑦0 < 𝑑), then there exists a This is just a fancy way of doing separation of variables
unique solution in that interval for (𝑥0, 𝑦0). from Calc AB/BC/1/2, but actually really fancy.
𝑥 2 −𝑦2
ex: If you’re given the IVP 𝑦 ′ = ,𝑦 𝑥0 = 𝑦0 , to see if the theorem applies, find
𝑥 2 +𝑦2
4𝑥 2 𝑦 • You’ll be given the direction field and you’ll need
𝑓 𝑥, 𝑦 , which I’ll just give to you: 𝑓 𝑥, 𝑦 = −
𝑥 2 +𝑦2 2
to predict some things.
Because 𝑓 𝑥, 𝑦 is continuous everywhere except 0, 0 , the E&U theorem implies that if
𝑥0, 𝑦0 ≠ 0, 0 , then the equation has a unique solution on some interval that contains 𝑥0, 𝑦0 • Just plug in the point given in the problem and
follow the trend to see where it ends up.
Direction Fields
𝑑𝑝
This is just a fancy way of saying slope fields! You should ex: You’re given the direction field for the DE =𝑝 𝑝−1 2−𝑝 ,
𝑑𝑡
remember how to do this from Calc AB/BC/1/2, but if you which is shown below: (p is in thousands)
forgot: What is lim 𝑝 𝑡 if 𝑝 0 = 4?
𝑡→∞
• They are basically, graph of the slope at every It is 2 (see the orange line)
point of a function
𝑑𝑦 What is lim 𝑝 𝑡 if 𝑝 0 = 1.7?
• They are also you get when you plug in x & y into 𝑑𝑥 𝑡→∞
It is 2 (see the green line)
Rules to know:
• if there is only x (no y), the slope will be the same for all x’s What is lim 𝑝 𝑡 if 𝑝 0 = 0.4?
𝑡→∞
• if there is only y (no x), the slope will be the same for all y’s It is 0 (see the purple line)
Types of DEs
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They all follow this general equation: tm
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Exact Equations: 𝑑𝑦
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They all follow this general equation:
𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
𝑑𝑥
𝑴 𝒙, 𝒚 𝒅𝒙 + 𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎 However, this is the one we will use
And this must be true: when solving it (𝑎1 𝑥 = 1)
𝒅𝒚 Separable Equations: Equations of the Form:
𝝏𝑴 𝝏𝑵
𝒙, 𝒚 = 𝒙, 𝒚 +𝑷 𝒙 𝒚=𝑸 𝒙 They all follow this They all follow this general equation:
𝝏𝒚 𝝏𝒙 𝒅𝒙
general equation: 𝒅𝒚
How to solve them: = 𝑮 𝒂𝒙 + 𝒃𝒚 + 𝒄
How to solve them: 𝒅𝒚 𝒅𝒙
1. Change it to this form: = 𝒈 𝒙 𝒑(𝒚)
1. Change it to this form: 𝒅𝒙
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0 How to solve them:
𝑑𝑦
+𝑃 𝑥 𝑦 =𝑄 𝑥 How to solve them: 1. Change it to this form:
2. Find the original function 𝑓(𝑥, 𝑦) 𝑑𝑥
that makes this true:Use methods from Calc 3
(remember gradients) 1. Change it to this form: 𝑑𝑦
2. Find the integrating factor: = 𝐺 𝑎𝑥 + 𝑏𝑦 + 𝑐
𝜕𝑓 𝜕𝑓 𝑑𝑥
𝜕𝑥
= 𝑀 𝑥, 𝑦 & 𝜕𝑦
= 𝑁 𝑥, 𝑦 µ 𝑥 = 𝑒 𝑥𝑑 𝑥 𝑃
ℎ(𝑦)𝑑𝑦 = 𝑔 𝑥 𝑑𝑥
1 2. Transform your equation using this:
where ℎ 𝑦 = 𝑝 𝑦
3. Set it equal to C 3. Plug into this formula: dz 𝑑𝑦
Yes, I know there’s another method taught by your professors, but I think this is easier 2. Integrate both sides: 𝑧 = 𝑎𝑥 + 𝑏𝑦 + 𝑐 and dx = 𝑎 + 𝑏 𝑑𝑥
µ 𝑥 · 𝑄 𝑥 𝑑𝑥 + 𝐶
Integrating Factors: ) Not-Quite Exact
Equ ations ) 𝑦= 𝐻 𝑦 =𝐺 𝑥 +𝐶 3. Solve (hint: it’s separable)
µ(𝑥)
They all follow this general equation:
4. Change your variables back to y
µ𝑴 𝒙, 𝒚 𝒅𝒙 + µ𝑵 𝒙, 𝒚 𝒅𝒚 = 𝟎
Bernoulli Equations: Homogeneous Equations: and x using the above formulas
They all follow this general equation:They all follow this general equation:
That means that µ is a fu nction multiplied by both M and N
that makes them exact.
Here is how you solve them (the homogeneous solution): Here is how you solve them (the particular solution):
1. You’ll be given the formula : 1. You’ll be given the formula :
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓 𝑡 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓 𝑡
2. Make the equation 𝒂𝒓𝟐 + 𝒃𝒓 + 𝒄 = 𝟎 2. Find what y 𝑡 is using the amazing table below
3. Solve for r (by quadratic formula or factoring)
3a. If you get two real solutions, your final answer will look like
𝒇(𝒕) 𝒚(𝒕)
this:𝒚 𝒕 = 𝒄𝟏 𝒆𝒓𝟏 𝒕 + 𝒄𝟐 𝒆𝒓𝟐 𝒕 𝒓 = 𝒓𝟏 , 𝒓𝟐 𝐶𝑡𝑚 𝐴𝑚 𝑡 𝑚 + ⋯ + 𝐴1 𝑡 + 𝐴0
3b. If you get one solution, your final answer will look like 𝐶𝑒 𝛼𝑡 𝐴𝑒 𝛼𝑡
this:𝒚 𝒕 = 𝒄𝟏 𝒆𝒓𝒕 + 𝒄𝟐 𝒕𝒆𝒓𝒕 𝒓 = 𝒓𝟏 = 𝒓𝟐
𝐶𝑠𝑖𝑛 𝛽𝑡 or Ccos 𝛽𝑡 𝐴𝑐𝑜𝑠 𝛽𝑡 + 𝐵𝑠𝑖𝑛 𝛽𝑡
3c. If you get two imaginary solutions, your final answer will look like
ex. if 𝑓 𝑡 = 𝐶𝑒 𝛼t sin 𝛽t , You do n’t need the C and A & B con stants, yo u
this:𝒚 𝒕 = 𝒄𝟏 𝒆𝜶𝒕 𝒄𝒐𝒔(𝜷𝒕) + 𝒄𝟐 𝒆𝜶𝒕 𝒔𝒊𝒏(𝜷𝒕) 𝒓 = 𝜶 ± 𝒊𝜷 Note: These for mulas wor k
when multiplied by each other then y t = 𝑒 𝛼𝑡 · (𝐴𝑐𝑜𝑠 𝛽𝑡 + 𝐵𝑠𝑖𝑛 𝛽𝑡 ) can just ch oose on e. Since A & B can be different,
choose those o ver the one C
The two c’s are just two different constants -> You’ll only get actual c values if the problem is an IVT
3. Solve your original formula like a homogenous equation and get
4. If it’s not an IVT, you’re done! If it is, plug in known values to your two solutions (r)
get a system of equations and then use those to find your 𝑐1 & 𝑐2
3a. If you have an equation where 𝑓 𝑡 = 𝐶𝑡 𝑚 , see if 0 is a
solution. Multiply your solution by 𝑡 𝑠 , using the info below for s:
Example: If 0 is not a solution, s = 0 If 0 is only one solution, s = If 0 is both solutions, s = 2
1
Homogeneous: Nonhomogeneous: 3b. If you have an equation where 𝑓 𝑡 = 𝐶𝑒 or 𝑓 𝑡 = 𝐶𝑡 𝑚 𝑒 𝛼𝑡 , see if 𝛼 is
𝛼𝑡
3
4𝑦 ′′ − 12𝑦 ′ + 9𝑦 = 0 4𝑦 ′′ − 12𝑦 ′ + 9𝑦 = 5𝑒 2
𝑡 a solution. Multiply your solution by 𝑡 𝑠 , using the info below for s:
If 𝛼 is not a solution, s = 0 If 𝛼 is only one solution, s = If 𝛼 is both solutions, s = 2
4𝑟 2 − 12𝑟 + 9 = 0 4𝑟 2 − 12𝑟 + 9 = 0 1
2 3c. If you have an equation where 𝑓 𝑡 = 𝐶𝑒 𝑠𝑖𝑛 𝛽t or 𝑓 𝑡 = 𝐶𝑒 𝛼𝑡 𝑐𝑜𝑠 𝛽t , see
𝛼𝑡
2𝑟 − 3 =0 2𝑟 − 3 2 =0 if 𝛼 + 𝑖𝛽 is a solution. Multiply your solution by 𝑡 𝑠 , using the info below for s:
3 3
3
𝑟 = → only one solution, so 𝑟 = → it’s both solutions to 5𝑒 2𝑡 , so If 𝛼 + 𝑖𝛽 is not a solution, s = 0 If 𝛼 + 𝑖𝛽 is a solution, s = 1
2 2
3
4. If you need to solve for your missing variables (A, 𝐴0, 𝐴1, B, C, etc.), find y 𝑡 ,
3 3
𝐴𝑡 2 𝑒 2𝑡 y′ 𝑡 , and y′′ 𝑡 and then plug them into your original equation. Now solve.
𝑦 𝑡 = 𝑐1 𝑒 2𝑡 + 𝑐1 𝑡𝑒 2𝑡 𝑦 𝑡 =
this is the part that makes it actual hell so good luck
You could solve for the You could solve for the Sometimes, you may be asked to do this but just solve for what form the equation is going to
constants if given more constants right now, I just don’t be in. For this, do not do step 4 and don’t plug in any variables that you already know (like 𝛼
information want to
or β)
these steps are extremely important for the following lessons so pay attention!
More Homogeneous & Nonhomogeneous Things
Cramer’s Rule was not tested on or in the hw, so dw about it!
Superposition Principle
Sometimes this takes a while, but it is very easy
If you have identical DEs with different f(t)’s, Variation of Parameters to remember the formulas. That’s why I love it.
you can just add their solutions This is a huge and great general method for finding a
If 𝐲𝟏 is a solution to 𝒂𝒚′′
+ 𝒃𝒚′
+ 𝒄𝒚 = 𝒇𝟏 𝒕 particular solution to a DE (I love it)
and
If 𝐲𝟐 is a solution to 𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚 = 𝒇𝟐 𝒕 1. You’ll be given an equation 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑓 𝑡
2. Calculate the homogeneous solution, which will be c1y1 + c2y2
then...
3. Calculate 𝑊, 𝑊1, & 𝑊2 using the below formulas:
𝐜𝟏 𝐲𝟏 + 𝒄𝟐 𝒚𝟐 is a solution to 𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚 = 𝒄𝟏𝒇𝟏 𝒕 + 𝒄𝟐𝒇𝟐 𝒕
𝑦1 𝑦2 0 𝑦2 𝑦1 0 I d on’t un derstan d matrixes
So, if you ever have to solve a DE where f 𝑡 =__ + __ , you can just 𝑊 = 𝑦′
1 𝑦2′ 𝑊1 =
𝑓(𝑡) 𝑦2′
𝑊2 =
𝑦1′ 𝑓(𝑡)
either , just kno w you solve
them thro ugh this formula:
do each separately and add them later. Also, the 𝒄𝟏 and 𝒄𝟐 are
𝑊 = 𝑦1 𝑦2′ − 𝑦2 𝑦1′ 𝑊1 = −𝑦2 𝑓(𝑡) 𝑊2 = 𝑦1 𝑓(𝑡) 𝑎 𝑏
constants that let you use this formula, even if your 𝑦 𝑡 𝑠 and 𝐷=
𝑐 𝑑
= 𝑎𝑑 − 𝑏𝑐
So, to solve these problems, solve for your particular If the functions 𝑝 𝑡 , 𝑞(𝑡) and 𝑔(𝑡) are continuous on an
solution first (including all variables). Then solve for your interval 𝑎 < 𝑡0 < 𝑏 then for any choice of the initial values
homogeneous solution first (by setting your DE equal to (𝑌0 & 𝑌1), there exists a unique solution for y 𝑡 in that
0). Finally add them together to create your general interval.
solution to the DE. You solve questions for them as follows:
Sometimes the problem might just give you what the 1. You’ll be given an equation 𝑓 𝑡 𝑦 ′′ + 𝑝 𝑡 𝑦 ′ + 𝑞 𝑡 𝑦𝑔(𝑡)
particular solution is, and if it does, you do not need to 2. Turn the equation into the form𝑦 ′′ + 𝑝 𝑡 𝑦 ′ + 𝑞 𝑡 𝑦 = 𝑔(𝑡) by
solve for it, you only need to solve for the homogeneous dividing the whole equation by 𝑓 𝑡 (You don’t need to do anything if 𝑓(𝑡) = 1)
solution and add them together. 3. Find the interval where all three of the functions (𝑝 𝑡 , 𝑞(𝑡) and 𝑔(𝑡) (in the
new form of the equation)) are continuous
4. Congrats! That’s your interview where there is a solution!
Cauchy-Euler Equations & Theorems
Cauchy-Euler Equations Reduction of Order Theorem
This is just a specific type of equation in the following If you are given one solution 𝑦1 𝑡 to the DE
form: 𝒅𝒏𝒚 𝒅𝒏−𝟏𝒚 𝒅𝒚 𝑦 ′′ + 𝑝 𝑡 𝑦 ′ + 𝑞 𝑡 𝑦 = 0, then you can use the
𝒏 𝒏−𝟏
𝒂𝒏 𝒕 + 𝒂𝒏−𝟏 𝒕 + ⋯ + 𝒂 𝟏 𝒕 + 𝒂𝟎𝒚 = 𝒇(𝒕) formula below to solve for the other solution 𝑦2 𝑡
𝒅𝒕𝒏 𝒅𝒕𝒏 𝒅𝒕
The degree of each term matches the order of the derivative.
Sometimes you might have to manipulate the equation to get it into this form 𝒆− 𝒕𝒅 𝒕 𝒑
𝒚𝟐 𝒕 = 𝒚𝟏 𝒕 න 𝒅𝒕
Ex: 3𝑡𝑦 ′′ + 5𝑦 ′ = 𝑡 4 is a Cauchy-Euler equation because if you multiply the 𝒚𝟐𝟏 𝒕
whole equation by 1, you get 3𝑡 2𝑦 ′′ + 5𝑡𝑦 ′ = 𝑡 5, which fits that formula.
𝓛 𝒇+𝒈 𝓛 𝒇 +𝓛 𝒈
Laplace Transform
𝟏
𝓛{𝟏} ,𝒔 > 𝟎
If 𝑓(𝑡) is a function on [0, ∞), then the Laplace transform is: 𝒔
∞ 𝓛{𝒕𝒏} (𝐧 = 𝟏, 𝟐 … )
𝒏!
,𝒔 > 𝟎
𝓛 {𝒇(𝒕)} = 𝑭 𝒔 = න 𝒆−𝒔𝒕𝒇 𝒕 𝒅𝒕 𝒔𝒏+𝟏
𝟎 𝟏
𝓛{𝒆𝜶𝒕} ,𝒔 > 𝜶
It converts the domain of the function from 𝑡 to 𝑠 𝒔−𝒂
If your initial conditions are not at 𝑡 = 0, use the substitution 𝑦 𝑡 = 𝑤 𝑡 + 𝑐 , where 𝓛{𝒕𝒚′}(𝒔) −𝒔𝒀′ 𝒔 − 𝒀 𝒔 , where 𝒀 𝒔 = 𝓛{𝒚}(𝒔)
𝑤 is your given function and 𝑐 is the 𝑡 value where your initial conditions are given 𝓛{𝒕𝒚′′}(𝒔) −𝒔𝟐𝒀′ 𝒔 − 𝟐𝒔𝒀 𝒔 , +𝒚 𝟎 , where 𝒀 𝒔 = 𝓛{𝒚}(𝒔)
Unit Step, Convolution, & Dirac Delta
Discontinuous Functions Transfer Function
The unit step function: Transformed unit step function: If you have an equation of the form
𝟎, 𝒕 < 𝟎 𝟎, 𝒕 < 𝒂 𝑀
𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔 𝑡 ; 𝑦 0 = 𝑦 ′ 0 = 0
𝒖 𝒕 =ቊ 𝑴·𝒖 𝒕−𝒂 =ቊ You can use the following transfer function (𝐻(𝑠)) to study the
𝟏, 𝒕 > 𝟎 𝑴, 𝒕 > 𝒂
𝑎
behavior of the system for different inputs.
You can transform piecewise functions into unit
step functions using the following formula: 𝑌 𝑠 1 1
𝐻 𝑠 = = 2 ℎ 𝑡 = ℒ −1 𝐻(𝑠) = ℒ −1 2
𝐺(𝑠) 𝑎𝑠 + 𝑏𝑠 + 𝑐 𝑎𝑠 + 𝑏𝑠 + 𝑐
𝒇𝒕 , 𝒂<𝒕<𝒃
Impulse Response Function
if 𝒚 𝒕 = ൞𝒈 𝒕 , 𝒃 < 𝒕 < 𝒄, then
ℎ(𝑡) is called the impulse response function, and it is used for
𝒉𝒕 , 𝒄<𝒕
positive when 𝑡 is greater than a # mass-spring systems struck by a hammer. You can solve IVTs with
𝒚 𝒕 =𝒇 𝒕 −𝒇 𝒕 ·𝒖 𝒕−𝒃 +𝒈 𝒕 ·𝒖 𝒕−𝒃 it using the steps below:
−𝒈 𝒕 · 𝒖 𝒕 − 𝒄 + 𝒉(𝒕) · 𝒖 𝒕 − 𝒄 1. Let 𝐼 be an interval containing the origin and let 𝑔 be continuous on 𝐼.
negative when 𝑡 is less than a # You’ll be given: 𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 𝑔 𝑡 ; 𝑦 0 = 𝑦𝑜 ; 𝑦 ′ 0 = 𝑦1
Laplace Transformations 2. Find the homogenous solution 𝑦ℎ (𝑡)
𝒆−𝒂𝒔 3. Find the impulse response function using the formula above:
𝓛 𝒖 𝒕−𝒂 = 𝒔
, for 𝑠 >0 𝑡
4. The solution is: y 𝑡 = 𝑦ℎ 𝑡 + h ∗ g = 𝑦ℎ 𝑡 + න ℎ 𝑡 − 𝑣 𝑔 𝑣 𝑑𝑣
𝓛 𝒇(𝒕 − 𝒂)𝒖 𝒕 − 𝒂 = 𝒆−𝒂𝒔𝓛{𝒇 𝒕 } for 𝑠 > 𝑎 ≥ 0 0
Laplace ∞
𝓛 𝒇+𝒈 𝓛 𝒇 +𝓛 𝒈
ℒ 𝛿 𝑡−𝑎 = 𝑒 −𝑎𝑠 ℒ −1 {𝑒 −𝑎𝑠 · 𝐹(𝑠)} = 𝑢(𝑡 − 𝑎) · 𝑓(𝑡) 𝓛{𝒕𝒚′′}(𝒔) −𝒔𝟐𝒀′ 𝒔 − 𝟐𝒔𝒀 𝒔 , +𝒚 𝟎 , where 𝒀 𝒔 = 𝓛{𝒚}(𝒔)
The following lessons include series in
them.
I included my Calc 2/BC Series notes here
to hopefully help & give a review.
Series “When in doubt, ratio test” - Jack 2023
Types of Series
Review
All the Tests to See If a Series Converges or Diverges • Factorial:
∞
1
𝑝
1 1 1
= 1+1+ + + +⋯ It converges
∞ 𝑛 2 6 24 𝑎
Limit Test 𝑛=1 If 𝑟 < 1, it converges to 1−𝑟
• Geometric: 𝑎𝑟 𝑛−1 = 𝑎 + 𝑎𝑟 + 𝑎𝑟2 + ⋯ , 𝑎 ≠ 0
If 𝑟 ≥ 1, it diverges
• Find the lim 𝑎𝑛 of the series. If lim 𝑎𝑛 ≠ 0, then the series diverges. 𝑛=1
∞
𝑛→∞ 𝑛→∞ 1 1 1 If p > 1, it converges
Integral Test • p-series: =1+ 𝑝+ 𝑝+⋯
∞ 𝑛𝑝 2 3 If 0 < 𝑝 ≤ 1, it diverges
𝑛=1
• If the series 𝑎𝑛 only has positive terms and the integral is easy to find: ∞
𝑛=1
• Telescoping(𝑏𝑛 − 𝑏𝑛+1) Sum: 𝑆 = 𝑏`1 − 𝐿 If lim 𝑏𝑛 = 𝐿, it converges
• Set 𝑎𝑛 = 𝑓 𝑥 and make sure 𝑓 𝑥 is continuous, positive, and decreasing 𝑛→∞
∞ : 𝑛=1
∞
• If it is, solve 1 𝑓 𝑥 𝑑𝑥 ∞ ∞ • Harmonic: 1 = 1 + 1 + 1 + ⋯ It diverges
𝑛 2 3
• If the integral converges, 𝑎𝑛 converges. If the integral diverges,
𝑎𝑛 diverges 𝑛=1
𝑛=1 𝑛=1 ∞
• k-to-the-k: 1 1 1
Limit Comparison Test =1+ 2+ 3+⋯ It converges
∞ 𝑛𝑛 2 3
𝑛=1
• If the series 𝑎𝑛 has only positive terms and is a fraction with a polynomial ∞
𝑛=1 • Alternating −1 𝑛+1 1 1 1
It converges
as the denominator, then Harmonic:
𝑛
= 1− + − +⋯
2 3 4
𝑛=1
𝑎𝑛
• Make another sequence (𝑏𝑛 ) and find lim = 𝐿. If 𝐿 > 0, then
•
∞ ∞
𝑛→∞ 𝑏∞
𝑛
𝑎𝑛+1
• Find lim . If it is < 1, it converges. If it is > 1 or ∞, it diverges. Test endpoints (-4 & 4):
𝑛→∞ 𝑎𝑛
Root Test
∞ ∞
∞
𝑘(4)𝑘
= 𝑘 Diverges The interval of convergence is -4 < x < 4
4𝑘
• If the series 𝑎𝑛 has nonzero terms and the nth term involves an nth power 𝑘=0
∞
𝑘=0
∞
(4 not included in
int erval)
The center is 0, and because the distance
𝑛
𝑛=1
𝑘(−4)𝑘
4𝑘
= −1 𝑘 𝑘 Diverges from 0 to 4 is 4, the radius of convergence
• Find lim 𝑎𝑛 . If it is < 1, it converges. If it is > 1 or ∞, it diverges. 𝑘=0 𝑘=0
is 4
𝑛→∞
Taylor & Maclaurin Series (PAIN.) Review
Taylor Series Representing Functions as Maclaurin Series Formulas
f(x) =
∞
𝑓 𝑘 𝑐 MEMORIZE THESE
𝑓 𝑥 = 𝑥−𝑐 𝑘
𝑘! f(x) =
𝑘=0
f(x) =
Maclaurin Series (c = 0)
f(x) =
∞ 𝑘
𝑓 0 𝑘 “When in doubt, skip
𝑓 𝑥 = 𝑥 f(x) =
𝑘! these questions, you’ll
𝑘=0 probably pass
f(x) = anyways” - Jack 2023
Because it is a type of power series, it
also has an interval of convergence,
along with a radius of convergence. f(x) =
fk fk(0)
k=0 f’(x) = ex f’(0) = 1
From the first few terms of the series, you can rewrite it to something simpler:
k=1 f(x) = ex f(0) = 1
The terms follow a pattern of:
k=2 f2(x) = ex f2(0) = 1
k=3 f3(x) = ex f3(0) = 1 The series made from these terms is:
k=4 f4(x) = ex f4(0) = 1
k=5 f5(x) = ex f5(0) = 1
Ex: If f(x) = ln(x), make a Maclaurin series for it and approximate f(2)
∞ ∞
𝑥 𝑘+1 (𝑥 − 1)𝑘+1
Since ln 1 + 𝑥 = −1 𝑘
𝑘+1
, ln 𝑥 = ln 1 + 𝑥 − 1 = −1 𝑘
𝑘+1
𝑘=0 𝑘=0
f(2) =
𝑦 0 0 ex: 𝒏=𝟎
∞
𝒌=𝟎
∞
We’re given 𝒇𝒏(𝒙𝟎) 𝟑 𝒂𝒏 𝒙𝒏+𝟏 + 𝒏𝒃𝒏 𝒙𝒏−𝟏
Simplify the following:
𝑦′ so these don’t matter 1 𝑥 𝒏=𝟏 𝒏=𝟐
∞ ∞
𝑦′′ 𝑦 ′′ = 𝑒 2𝑥 − 𝑦 1 𝑥2 Make the the two be in terms of 𝑥 𝑛
Solve for 𝑦’’ in the given equation
by shifting the sum index.
𝟑 𝒂𝒏−𝟏𝒙𝒏 + (𝒏 + 𝟏)𝒃𝒏+𝟏𝒙𝒏
1 3 𝒏=𝟐 𝒏=𝟏
𝑦′′′ 𝑦 ′′′ = 2𝑒 2𝑥 − 𝑦′ 1 𝑥
6 Make the the two have the same
∞ ∞
convergence, etc, use the previous slides, it’s all there. If 𝒇 𝒙 = 𝒂𝒏 (𝒙 − 𝒙𝟎)𝒏 = 𝒂𝟎 + 𝒂𝟏 𝒙 − 𝒙𝟎 + 𝒂𝟐 𝒙 − 𝒙𝟎 𝟐 + ⋯ , then...
𝒏=𝟎 (for 𝑥 − 𝑥0 < 𝜌)
∞ ∞
Multiplying Power Series 𝒏𝒂𝒏 (𝒙 − 𝒙𝟎)𝒏−𝟏
𝒂𝒏
𝒇′ 𝒙 = and න𝒇 𝒙 = 𝑪 +
𝒏+𝟏
(𝒙 − 𝒙𝟎)𝒏+𝟏
To find the first few terms of the power series for 𝑓 𝑥 · g(x), just 𝒏=𝟏 (for 𝑥 − 𝑥0 < 𝜌)
Notice the 𝒏 = 𝟏, when you take the
𝒏=𝟎 (for 𝑥 − 𝑥0 < 𝜌)
write out the terms for each and multiply them together. Write deriva tive, your sum index will go up by 1.
Analytic Functions distance from 𝑥0. You calculate this by solving for all the
A function is analytic at 𝑥 = 𝑥0 if there is an open interval singular points and taking the absolute value of the lowest
about 𝑥 where 𝑓(𝑥) is represented by a power series. one minus 𝑥0.
𝑥 is singular at 𝑥 = 6, 9
ex: 𝑥 2 − 15𝑥 + 54 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = 0
This means 𝑓(𝑥) needs to have derivatives of all orders at 𝑥0. 𝑥 1
6−0 <𝑅 →6<𝑅
𝑦 ′′ + 𝑦′ − 𝑦=0 Min Radius of
ex: 𝑓 𝑥 = 𝑥 − 1 is not analytic at 𝑥0 = 1 because it is not differentiable at 𝑥0 = 1 𝑥 − 6 (𝑥 − 9) 𝑥 − 6 (𝑥 − 9) Convergence is 6
This also means that the power series representation of 𝑓(𝑥) Phase Plane ex.
is the Taylor series of it. An autonomous system is one where the
𝒅𝒙
= 𝒇(𝒙, 𝒚)
𝒅𝒙
𝒅𝒕
= 𝟑𝒚𝟑
𝒅𝒕
𝒅𝒚
independent variable is not on the right side. 𝒅𝒚
Ordinary vs Singular Points 𝒅𝒕
= 𝒈(𝒙, 𝒚)
𝒅𝒚
𝒅𝒕
=𝒚
𝑛=0
Types of Phase Plane Points
2. Find 𝑦′ and 𝑦′′ and substitute them into the DEQ A critical point that has most of the A critical point that has the solutions all
(by shifting the solutions flow into it is called go in or out of it is called a node.
3. Simplify and make each summation be in terms of 𝑥 𝑛 sum index)
∞ asymptotically stable. A stable node is called a sink and an
That’s the
4. You’ll end up with (𝑠𝑡𝑢𝑓𝑓 𝑖𝑛𝑣𝑜𝑙𝑣𝑖𝑛𝑔 𝑎𝑛 ) 𝑥 − 𝑥0 𝑛 = 0 recurrence relation! A critical point that has most of the unstable node is called a source.
𝑛=1 solutions flow away it is called unstable.
5. Set the (𝒔𝒕𝒖𝒇𝒇 𝒊𝒏𝒗𝒐𝒍𝒗𝒊𝒏𝒈 𝒂𝒏) equal to 0 and solve for 𝒂𝒏+𝟏 A critical point that has solutions that lie
on the line of the function that go to the
6. Solve for 𝑎1 , 𝑎2 ... by plugging 𝑛 = 0, 1, 2... into the recurrence relation.
point is called a saddle point.
They will be in terms of 𝑎0 Keep what the original sum in dexes are when you p lug in 𝑛, like if o ne
summation starts at 𝑛 = 2, igno re that term when y ou plu g in 𝑛 = 0 or 1 A critical point that has the solutions
6a. If the problem asks for the 1st 4 terms, multiply your terms by 𝑥𝑛 revolve around it in a circle is called a
center point.
6b. If the problem asks for your function, find what power series
A critical point that has the solutions go
has the same pattern of coefficients. around it in a spiral is called a spiral.
And with this we are all done!
I just organized the notes a bit better
(more condensed so less half white pages)