ODE
analytical

Types of ODE

linear: only linear y terms
homogeneous: yβ€²+p(x)y=0y' + p(x)y = 0 no term without y
autonomous: no x in equation

Existence and uniqueness:

If f∈C(D)f \in C(D) and (x0,y0)∈D(x_0, y_0) \in D then at least ONE solution.
If Ξ΄f(y)Ξ΄y∈C(D)\frac{\delta f(y)}{\delta y} \in C(D) β€…β€ŠβŸΉβ€…β€Š\implies unique solution.

Linear 1’st order ODE

form: yβ€²(x)+p(x)y(x)=f(x)y'(x) + p(x)y(x) = f(x)
f(x)=0f(x) = 0 β€…β€ŠβŸΉβ€…β€Š\implies homogeneous ODE β€…β€ŠβŸΉβ€…β€Š\implies solve by speration of variables
f(x)β‰ 0f(x) \neq 0 β€…β€ŠβŸΉβ€…β€Š\implies inhomogeneous general solution: eβˆ’P(x)β‹…(∫eP(x)β‹…f(x)dx+C)e^{-P(x)} \cdot (\int e^{P(x)} \cdot f(x) dx + C)

get general solution using superposition:
y=yhomo+ypy = y_{homo} + y_{p}
ansatz: yp(x)=c(x)β‹…yhomoy_p(x) = c(x) \cdot y_{homo} Insert ansatz into the inhomogeneous ODE β€…β€ŠβŸΉβ€…β€Š\implies
c(x)=∫eP(x)β‹…f(x)dx+Cc(x) = \int e^{P(x)} \cdot f(x) dx +C

Bernoulli DE(non linear)

form: yβ€²(x)+p(x)y(x)=f(x)β‹…yΞ±y'(x) +p(x)y(x) = f(x) \cdot y^{\alpha} ansatz for Ξ±β‰ 1;0\alpha \neq {1;0}: u(x)=y1βˆ’Ξ±(x)β€…β€ŠβŸΉβ€…β€Šu(x) = y^{1- \alpha}(x) \implies solve this homogeneous ODE

Order reduction

form: Second order autonomous ODE
ansatz: v(y)=dydx=yβ€²β€…β€ŠβŸΉβ€…β€Šyβ€²β€²=dyβ€²dx=vβ€²β‹…vv(y) = \frac{dy}{dx} = y' \implies y'' = \frac{dy'}{dx} = v' \cdot v^

Second-order linear DE

form: yβ€²β€²(x)+p(x)yβ€²(x)+q(x)y(x)=r(x)y''(x) + p(x)y'(x) + q(x)y(x) = r(x)