\subsection{Linear Solutions: First Order} \textbf{Form:}$\quad y' + ay = b\quad $ \subtext{ $I \subset \R, \quad a,b: I \to \R$ } \textbf{Approach:} \begin{enumerate} \item Hom. Solution $f_1$ for: $y' + ay = 0$\\ \subtext{Note that $\S$ has $\dim(\S) = 1$, so $f_1 \neq 0$ is a Basis for $\S$} \item Part. Solution $f_0$ for $y' + ay = b$ \end{enumerate} \textbf{Solutions:} $ f_0 + zf_1 \quad \text{ for } z \in \C $ \begin{subbox}{Explicit Homogeneous Solution} \smalltext{$A(x)$ is a primitive of $a$, $f(x_0) = y_0$} \begin{align*} f_1(x) &= z \cdot \exp(-A(x)) \\ f_1(x) &= y_0 \cdot \exp(A(x_0) - a(x)) \end{align*} \end{subbox} \method \textbf{Variation of Constants}: Treating $z$ as $z(x)$ yields: \begin{subbox}{Explicit Inhomogeneous Solution} \smalltext{$A(x)$ is a primitive of $a$} $$ f_0(x) = \underbrace{\left(\int b(x)\cdot\exp(A(x)) \right)}_{z(x)} \cdot \exp\left(-A(x)\right) $$ \end{subbox} \method \textbf{Educated Guess}\\ Usually, $y$ has a similar form to $b$: \begin{footnotesize} \begin{center} \begin{tabular}{ll} \hline $b(x)$ & \text{Guess} \\ \hline $a \cdot e^{\alpha x}$ & $b \cdot e^{\alpha x}$ \\ $a \cdot \sin(\beta x)$ & $c\sin(\beta x) + d\cos(\beta x)$\\ $b \cdot \cos(\beta x)$ & $c\sin(\beta x) + d\cos(\beta x)$\\ $ae^{\alpha x} \cdot \sin(\beta x)$ & $e^{\alpha x}\left(c\sin(\beta x) + d\cos(\beta x)\right)$\\ $be^{\alpha x} \cdot \cos(\beta x)$ & $e^{\alpha x}\left(c\sin(\beta x) + d\cos(\beta x)\right)$\\ $P_n(x) \cdot e^{\alpha x}$ & $R_n(x) \cdot e^{\alpha x}$\\ $P_n(x) \cdot e^{\alpha x}\sin(\beta x)$ & $e^{\alpha x}\left( R_n(x) \sin(\beta x) + S_n(x) \cos(\beta x) \right)$\\ $P_n(x) \cdot e^{\alpha x}\cos(\beta x)$ & $e^{\alpha x}\left( R_n(x) \sin(\beta x) + S_n(x) \cos(\beta x) \right)$\\ \hline \end{tabular} \end{center} \end{footnotesize} \remark If $\alpha, \beta$ are roots of $P(X)$ with multiplicity $j$, multiply guess with a $P_j(x)$. \subsection{Linear Solutions: Constant Coefficients} \textbf{Form:} $ y^{(k)} + a_{k-1}y^{(k-1)} + \ldots + a_1y' + a_0y = b$\\ \subtext{Where $a_0, \ldots, a_{k-1} \in \C$ are constants, $b(x)$ is continuous.} \subsubsection{Homogeneous Equations} \smalltext{The idea is to find a Basis of $\S$:} \definition \textbf{Characteristic Polynomial} $P(X) = \prod_{i=1}^{k} (X-\alpha_i)$ \remark The unique roots $\alpha_1,\ldots,\alpha_l$ form a Basis: $$ \text{span}(\S) = \{ x^je^{\alpha_i x} \sep i \leq l,\quad 0 \leq j \leq v_i \} $$ \subtext{$v_1,\ldots,v_k$ are the Multiplicities of $\alpha_1,\ldots,\alpha_k$} \remark If $\alpha_j = \beta + \gamma i \in \C$ is a root, $\bar{\alpha_j} = \beta - \gamma i$ is too.\\ To get a real-valued solution, apply: $$ e^{\alpha_j x} + e^{\alpha_i x} = e^{\beta x}\left( \cos(\gamma x) + \sin(\gamma x) \right) $$ \begin{subbox}{Explicit Homogeneous Solution} \smalltext{Using $\alpha_1,\ldots,\alpha_k$ from $P(X)$ s.t. $\alpha_i \neq \alpha_j$, $z_i \in \C$ arbitrary} $$ f(x) = \prod_{i=1}^{k} z_i \cdot e^{\alpha_i x} \quad\text{with}\quad f^{(j)(x)} = \prod_{i=1}^{k} z_i \cdot \alpha_i^j e^{\alpha_i x} $$ \smalltext{Multiple roots: same scheme, using the basis vectors of $\S$} \end{subbox} \subtext{Solutions exist $\forall Z = (z_1,\ldots,z_k)$ since that system's $\det(M_Z) \neq 0$.} \subsubsection{Inhomogeneous Equations} \method \textbf{Undetermined Coefficients}: An educated guess. \begin{enumerate} \item $b(x) = cx^d \cdot e^{\alpha x} \implies f_p(x) = Q(x)e^{\alpha x}$\\ \subtext{$\deg(Q) \leq d + v_\alpha$, where $v_\alpha$ is $\alpha$'s multiplicity in $P(X)$} \item $\begin{rcases*} b(x) = cx^d \cdot \cos(\alpha x) \\ b(x) = cx^d \cdot \sin(\alpha x) \end{rcases*} f_p = Q_1(x)\cos(\alpha x) + Q_2(x)\sin(\alpha x)$ \subtext{$\deg(Q_{1,2}) \leq d + v_\alpha$, where $v_\alpha$ is $\alpha$'s multiplicity in $P(X)$} \end{enumerate} \remark \textbf{Applying Linearity}\\ If $b(x) = \sum_{i=1}^{n} b_i(x)$, A solution for $b(x)$ is $f(x) = \sum_{i=1}^{n} f_i(x)$\\ \subtext{Sometimes called \textit{Superposition Principle} in this context.} \subsection{Other Methods} \method \textbf{Change of Variable}\\ If $f(x)$ is replaced by $h(y) = f(g(y))$, then $h$ is a sol. too.\\ \subtext{Changes like $h(t) = f(e^t)$ may lead to, i.e. ODEs in constant coeffs} \begin{footnotesize} \textbf{Example:} $2xy' - y = 0$ \\ Using substitution: $x = e^t,\quad h(t) = y(e^t),\quad h'(t) = e^t \cdot y'(e^t)$ \begin{enumerate} \item $2x \cdot y'(x) = 2 \cdot h'(t)$ \item $-y(x)$ = $-h(t)$ \end{enumerate} So: $2xy' - y \overset{\text{sub}}{=} 2h'(t) - h(t) = 0$ \\ Yields: $h(t) = \alpha \cdot e^\frac{t}{2} \overset{\text{resub}}{\implies} y(x) = \alpha \cdot e^\frac{\ln(x)}{2} = \alpha \cdot \sqrt{x}$ \end{footnotesize} \begin{subbox}{Separation of Variables} Form: $$ y' = a(y)\cdot b(x) $$ Solve using: $$ \int \frac{1}{a(y)}\ \text{d}y = \int b(x) \dx + c $$ \end{subbox} \subtext{Usually $\int 1/a(y)\ \text{d}y$ can be solved directly for $\ln|a(y)|+c$.} \subsection{Method Overview} \begin{footnotesize} \begin{center} \begin{tabular}{l|l} \textbf{Method} & \textbf{Use case} \\ \hline Variation of constants & LDE with $\ord(F)=1$ \\ Characteristic Polynomial & Hom. LDE w/ const. coeff. \\ Undetermined Coefficients & Inhom. LDE w/ const. coeff. \\ Separation of Variables & ODE s.t. $y' = a(y)\cdot b(x)$ \\ Change of Variables & e.g. $y' = f(ax + by + c)$ \\ \end{tabular} \end{center} \end{footnotesize}