General Terms of ODE

Ordinary Differential Equations

Equation: Equations describe the relations between the dependent and independent variables. An equal sign "=" is required in every equation. Differential Equation: Equations that involve dependent variables and their derivatives with respect to the independent variables are called differential equations. Ordinary Differential Equation: Differential equations that involve only ONE independent variable are called ordinary differential equations. Partial Differential Equation: Differential equations that involve two or more independent variables are called partial differential equations.
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Order and Degree

Order: The order of a differential equation is the highest derivative that appears in the differential equation. Degree: The degree of a differential equation is the power of the highest derivative term.
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Linear, Non-linear, and Quasi-linear

Linear: A differential equation is called linear if there are no multiplications among dependent variables and their derivatives. In other words, all coefficients are functions of independent variables. Non-linear: Differential equations that do not satisfy the definition of linear are non-linear. Quasi-linear: For a non-linear differential equation, if there are no multiplications among all dependent variables and their derivatives in the highest derivative term, the differential equation is considered to be quasi-linear.
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Homogeneous
Homogeneous: A differential equation is homogeneous if every single term contains the dependent variables or their derivatives. Non-homogeneous: Differential equations which do not satisfy the definition of homogeneous are considered to be non-homogeneous.
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Solutions
General Solution: Solutions obtained from integrating the differential equations are called general solutions. The general solution of a order ordinary differential equation contains arbitrary constants resulting from integrating times. Particular Solution: Particular solutions are the solutions obtained by assigning specific values to the arbitrary constants in the general solutions. Singular Solutions: Solutions that can not be expressed by the general solutions are called singular solutions.

Conditions
Initial Condition: Constrains that are specified at the initial point, generally time point, are called initial conditions. Problems with specified initial conditions are called initial value problems. Boundary Condition: Constrains that are specified at the boundary points, generally space points, are called boundary conditions. Problems with specified boundary conditions are called boundary value problems. First Order ODE

Definition
First order ordinary differential equations have the general form of or

Special First Order Ordinary Differential Equations

Although the above general forms look simple, there is no single rule to solve them. Some special cases are categorized as follows and their solutions or solving methods can be found by clicking the category names: Differential Equation Format

Separable differential equation

Exact differential equation

Linear differential equation

Implicit differential equation

Separable Differential Equations

Differential Equation General Solution/Simplifying Method

Exact Differential Equations

Differential Equation

General Solution

Same as the above multiplied by the integrating factor .

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Integrating Factors
In solving "exactable" ordinary differential equations, the following table of common exact differential forms may help. Exact Differential Form Integrating Factor -

The above table also shows that the integrating factors for a given exact differential form are not unique. Linear Differential Equations

Linear differential equations and some special quasi-linear differential equations which can be linearized are listed in the following table. Their solutions or simplifying methods are also presented. Differential Equation Linear differential equation: General Solution/Simplifying Method

where Bernoulli's differential equation:

is the integrating factor.

which is a linear differential equation. Ricatti's differential equation:

which is the Bernoulli's differential equation with n=2 and a non-homogeneous term . Existence and Uniqueness of Solutions

where

is the particular solution

Consider a first order differential equation

with the initial condition

where

is bounded in the neighborhood of the initial point, i.e.,

in Sufficient Condition of Existence: If is continuous in the neighborhood region exists.

, the solution of this initial value problem in the region Sufficient Condition of Existence and Uniqueness: If respect to are continuous in the neighborhood region exists and is unique.

and its partial derivative with , the solution of

this initial value problem in the region

Picard Iteration Method: The unique solution of the above initial value problem is

where

Higher Order Linear ODE Linear Ordinary Differential Equations

Linear Ordinary Differential Equations: A have the general form of

order linear ordinary differential equations

where

are all functions of

This differential equation is homogeneous if differential equation.

. Otherwise, it is a non-homogeneous
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Linear Dependence and Independence

Linear Dependence: Consider a set of functions . If there exist constants

defined on which satisfy the following two conditions, .

then these functions are called linearly dependant on

In other words, if one of these functions can be expressed in terms (by linear combination) of others, these functions are linearly dependent on the interval Linear Independence: Consider a set of functions . defined on

. If the only way to make the linear combination of these functions be zero is that all constants are zero independent on . , this set of functions is called linearly

In other words, if none of these functions can be expressed in terms (by linear combination) of others, these functions are linearly independent on the interval The Wronskian: Consider a set of functions the order on . The Wronskian of this set of function is . differentiable to

where

is the determinant.

If the Wronskian is zero, this set of functions is linearly dependent. If not zero, this set is linearly independent on .
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Solutions and Superposition

Linear Combination of Solutions: Consider a differential equations

order linear homogeneous ordinary

If are solutions of this linear homogeneous differential equation, their linear combinations are also solutions of this equation, i.e.,

where

General Solutions of Linear Homogeneous Differential Equations: Consider a order linear homogeneous ordinary differential equations

If are n independent solutions of this differential equation, their linear combinations form the general solution of this equation, i.e.,

where

are arbitrary constants. order linear non-homogeneous ordinary differential

Particular Solutions: Consider a equations

where

If

contains no arbitrary constants and satisfies this differential equation, i.e.,

is called the particular solution of this equation. General Solutions of Linear Non-homogeneous Differential Equations: Consider a order linear non-homogeneous ordinary differential equations

where

If

is the particular solution

and , the complementary solution, is the general solution of the associated homogeneous differential equation

then the general solution of the linear non-homogeneous equation is the superposition of both particular and complementary solutions

where are arbitrary constants, solutions of the associated homogeneous equation.

are n independent

Form

A linear homogeneous ordinary differential equation with constant coefficients has the general form of

where

are all constants.

2nd Order Linear Homogeneous ODE with Constant Coefficients

A second order linear homogeneous ordinary differential equation with constant coefficients can be expressed as

This equation implies that the solution is a function whose derivatives keep the same form as the function itself and do not explicitly contain the independent variable , since constant coefficients are not capable of correcting any irregular formats or extra variables. An elementary function which satisfies this restriction is the exponential function Substitute the exponential function into the above differential equation, the characteristic equation of this differential equation is obtained .

This characteristic equation has two roots

and

2nd Order Linear Homogeneous ODE with Constant Coefficients:

Characteristic Equation:

Solutions of Characteristic Equation

General Solution

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nth Order Linear Homogeneous ODE with Constant Coefficients

Similar to the second order equations, the form, characteristic equation, and general solution of follows: order linear homogeneous ordinary differential equations are summarized as

nth Order Linear Homogeneous ODE with Constant Coefficients:

Characteristic Equation: Solutions of Characteristic General Solution Equation

1 real numbers.

are all different

are k repeated 2 real roots; others are different real numbers.

are k/2 pairs of 3 complex conjugate roots ; others are different real numbers.

Standard Form

A linear non-homogeneous ordinary differential equation with constant coefficients has the general form of

where

are all constants and

.
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Particular Solutions

For a linear non-homogeneous differential equation, the general solution is the superposition of the particular solution and the complementary solution .

See further discussion

The complementary solution

which is the general solution of the associated

homogeneous equation ( ) is discussed in the section of Linear Homogeneous ODE with Constant Coefficients. This section summarizes common methodologies on solving the particular solution .

Method of Undetermined Coefficients: The non-homogeneous term in a linear nonhomogeneous ODE sometimes contains only linear combinations or products of some simple functions whose derivatives are more predictable or well known. By understanding these simple functions and their derivatives, we can guess the trial solution with undetermined coefficients, plug into the equation, and then solve for the unknown coefficients to obtain the particular solution. This method is called the method of undetermined coefficients. (See further detail.) Method of Variation of Parameters: If the complementary solution has been found in a linear non-homogeneous ODE, one can use this complementary solution and vary the coefficients to unknown parameters to obtained the particular solutions. This methods is called the method of variation of parameters. (See further detail.) Method of Reduction of Order: When solving a linear homogeneous ODE with constant coefficients, we factor the characteristic equation to obtained the homogeneous solution. Similarly, the method of reduction of order factors the differential operators and inverses (integrates) them one by one to reduce the order and eventually obtain the

particular solution. (See further detail.) Method of Inverse Operators: The method of inverse operators takes a step further than the method of reduction of order by categorizing how the inverse differential operator and its higher order operators affect common functions to achieve a more systematic way to obtain the particular solution. (See further detail.)