Variation of parameters: Given solution y = y

1
, try y
2
= A(x)y
1
as a solution.
2nd Order ODE: Nonlinear irreducible, stuck. Nonlinear reducible, reduce to 1st order. Linear homogeneous with
constant coecients, y = e
mx
. Linear homogeneous equidimensional, y = x
m
. Linear inhomogeneous with constant
coecients, undetermined coecients. Linear inhomogeneous without constant coecients, variation of parameters.
Guessing y
p
for undetermined coecients: Given y

+py

+qy = r(x), if r(x) = ke

ax
guess ce
ax
. If r(x) = kx
n
, guess
c
n
x
n
+ +c
1
x +c
0
. If r(x) = sin(ax) or cos(ax) guess c sin(ax) +d cos(ax). If r(x) = ke
ax
sin(bx) or ke
ax
cos(bx) guess
e
ax
(c cos(bx) + d cos(bx)). If y
h
already contains y
p
then multiply by x.
1st Order ODE: Nonlinear nonseparable, stuck. Nonlinear separable, separate. Linear inhomogeneous, integrating
factor or variation of parameters. Linear homogeneous, separate.
Integrating factor: given y

+ P(x)y = Q(x), multiply both sides by e

P(x) dx
and reverse product rule.
Variation of parameters: solve homogeneous case for y
h
to get Ae

P(x) dx
, then change A to A(x) and solve.

1
,
2
< 0 then stable node.
1
,
2
> 0 then unstable node.
1
< 0 <
2
then hyperbolic xed point.
1,2
= i
then stable spiral.
1,2
= i then unstable spiral.
1,2
= i then elliptic point. One eigenvector zero, eigenvalues
negative = stable star. One eigenvector zero, eigenvalues positive = unstable star. No eigenvectors zero, eigenvalues equal
and negative = stable improper node. No eigenvectors zero, eigenvalues equal and positive = unstable improper node.
Partial with respect to time positive = unstable; partial negative = stable.
Power Series: Try y =

n=0
a
n
(x x
0
)
n
. Frobenius: try y = x
p

n=0
a
n
(x x
0
)
n
.
Sturm-Liouville: Given:
(py

+ qy + wy = 0
dened on a < x < b with a, b nite and initial conditions y(a) + y

(a) = 0 and y(b) + y

(b) = 0, with p, p

, q, w
continuous on [a, b] and p, w > 0 on [a, b], we have the following:
Given f, g =

b
a
fgw dx, we can write f(x)

n=1
f,n
n,n

n
(x).
If q 0 and p
n

n
|
b
a
0 then all of the eigenvalues are non-negative (multiply by y and integrate (one term by
parts) from 0 to L, then examine signs).
The eigenfunctions are orthogonal (multiply one equation by
n
and the other by
m
, subtract, integrate from a to
b, integrate by parts).
Eigenvalues are real (else let

n
be the complex conjugate, subtract and multiply as before to get
n
=

n
).
Innitely many eigenvalues, arbitrarily large.
Fourier: f periodic with period 2 then f = a
0
+

n=1
a
n
cos(nx/) + b
n
sin(nx/) where a
0
= 1/(2)

f(x) dx
and a
n
= 1/()

f(x) cos(nx/) dx; replace cos with sin for b

n
.
If f is piecewise smooth on every nite interval and

|f(x)|dx < then f(x) =

0
[A(w) cos(wx)+B(w) sin(wx)] dx
where A(w) = (1/)

f(t) cos(wt) dt and B(w) = (1/)

f(t) sin(wt) dt.

HRC: For f(x) dened on (0, L) we have f(x) = a
0
+

n=1
a
n
cos(nx/L) with a
0
= (1/L)

L
0
f(x) dx and a
n
=
(2/L)

L
0
f(x) cos(nx/L) dx.
HRS: f(x) =

n=1
b
n
sin(nx/L) with b
n
= (2/L)

L
0
f(x) sin(nx/L) dx.
QRC: f(x) =

n=1,3,...
a
n
cos(nx/(2L)) with a
n
= (2/L)

L
0
f(x) cos(nx/(2L)) dx.
QRS: f(x) =

n=1,3,...
b
n
sin(nx/(2L)) with a
n
= (2/L)

L
0
f(x) sin(nx/(2L)) dx.
Bessel: x
2
y

+ xy

+ (x
2

2
)y = 0.
Legendre: [(1 x
2
)y

+ y = 0. Eigenvalues = n(n + 1) and eigenfunctions P

n
(x).
Height goes as 1/

4Dt, width goes as

4Dt. We have
t
u = v
x
u + D
xx
u, with v as drift (advection) velocity
and D as diusion constant.
Greens Function: n(x, t) =

G(x x

, t)n(x

, 0) dx

where G(x x

, t) = 1/

4Dt exp[(x x

)
2
/(4Dt)].
Characteristics:
t
u + a(x, t)
x
u = g(x, u, t) then antidierentiate a(x, t) = dx/dt to get x
0
in terms of x and t;
antidierentiate g(x, u, t) = du/dt. If g(x, u, t) has x, plug in expression for x in terms of x
0
and t. Plug initial conditions
to get constants in terms of x
0
; plug in x
0
to get form for u(x, t).
Cartesian 2D:
2
u =
xx
u + yyu. Polar:
2
u =
rr
u + (1/r)
r
u + (1/r
2
)

u.
Diusion Bessel R(r): if R

+ R

/r + k
2
R = 0 then R = AJ
0
(kr) + BY
0
(kr).
Wave Bessel R(r): if R

+ R

/r
2
/r
2
R +
2
R = 0 then R = AJ
n
(kr) + BY
n
(kr).

0
e
x
2
dx =

/2.