--- date: 11.09.2024 type: math --- ## Separable ODE - **What is it?** A **separable ODE** is a type of first-order differential equation where the variables can be separated on opposite sides of the equation. In other words, it can be written in the form: $$ \frac{dy}{dx} = g(x)h(y), $$ where the right-hand side is a product of a function of $x$ and a function of $y$. This allows the equation to be rewritten so that all $y$-terms are on one side and all $x$-terms are on the other. - **What are the solution steps?** To solve a separable ODE, follow these steps: 1. **Rewrite the equation:** Separate the variables by moving all terms involving $y$ to one side and all terms involving $x$ to the other: $$ \frac{1}{h(y)} \, dy = g(x) \, dx. $$ 2. **Integrate both sides:** Integrate both sides with respect to their respective variables: $$ \int \frac{1}{h(y)} \, dy = \int g(x) \, dx. $$ 3. **Solve for $y(x)$:** Find the general solution by solving for $y$ in terms of $x$. This may involve finding an explicit or implicit form. 4. **Apply initial conditions (if any):** If an initial condition is provided (e.g., $y(x_0) = y_0$), substitute it into the general solution to find the particular solution. **Example:** Consider the separable ODE: $$ \frac{dy}{dx} = xy. $$ Separating variables: $$ \frac{1}{y} \, dy = x \, dx. $$ Integrating both sides: $$ \ln |y| = \frac{x^2}{2} + C. $$ Solving for $y$, we get: $$ y(x) = Ce^{x^2/2}. $$ ## Equidimensional (Euler–Cauchy) Equation ![Solving](https://www.youtube.com/watch?v=zXZ4qmDpblE) An **Equidimensional (Euler–Cauchy) equation** is a type of second-order linear differential equation with variable coefficients that are powers of the independent variable $x$. It has the form: $$ x^2 y'' + ax y' + b y = 0, $$ where $a$ and $b$ are constants. - **How do we solve it?** To solve the Euler–Cauchy equation: 1. **Use the substitution:** $y = x^m$, where $m$ is a constant to be determined. 2. **Find derivatives:** Compute $y'$ and $y''$ in terms of $m$: $$ y' = mx^{m-1}, \quad y'' = m(m-1)x^{m-2}. $$ 3. **Substitute into the original equation:** Substitute $y$, $y'$, and $y''$ into the differential equation and simplify. 4. **Solve the characteristic equation:** The resulting equation will be a quadratic in terms of $m$: $$ m(m-1) + am + b = 0. $$ Solve this quadratic equation for $m$. 5. **Form the general solution:** Depending on the roots $m_1$ and $m_2$, the general solution will be: - If $m_1 \neq m_2$: $y(x) = C_1 x^{m_1} + C_2 x^{m_2}$. - If $m_1 = m_2$: $y(x) = (C_1 + C_2 \ln x) x^{m_1}$. **Example:** Solve $x^2 y'' - 4xy' + 6y = 0$. 1. Substitute $y = x^m$, $y' = mx^{m-1}$, and $y'' = m(m-1)x^{m-2}$. 2. The characteristic equation becomes: $$ m(m-1) - 4m + 6 = 0 \implies m^2 - 5m + 6 = 0. $$ 3. Solving, we find $m_1 = 2$, $m_2 = 3$. 4. The general solution is: $$ y(x) = C_1 x^2 + C_2 x^3. $$ ## Linear ODEs of Order 1 A **linear ODE of order 1** is a first-order differential equation that can be written in the form: $$ \frac{dy}{dx} + P(x)y = Q(x), $$ where $P(x)$ and $Q(x)$ are functions of $x$. - **What are the rules for finding out if $\epsilon$ is homogeneous?** An ODE is **homogeneous** if $Q(x) = 0$. Thus, the equation becomes: $$ \frac{dy}{dx} + P(x)y = 0. $$ In this case, the solution involves finding an integrating factor: $$ \mu(x) = e^{\int P(x) \, dx}. $$ Multiplying through by $\mu(x)$ makes the left side an exact derivative: $$ \frac{d}{dx} \left( \mu(x) y \right) = 0, $$ which can then be integrated to solve for $y(x)$. ## Examples of Different Types of Differential Equations ![Types of ODEs and their solutions](https://www.youtube.com/watch?v=ccRJtV6XWQE) - **Non-linear:** - An ODE that cannot be written in a linear form, for example: $$ \frac{dy}{dx} = y^2 + x. $$ The function $y^2$ makes it nonlinear. - **Linear, Homogeneous:** - An ODE where the function and its derivatives appear linearly and the right-hand side is zero: $$ \frac{d^2y}{dx^2} - 3\frac{dy}{dx} + 2y = 0. $$ Here, all terms involve $y$ or its derivatives to the first power, and the equation is set to 0. - **Linear, Non-homogeneous:** - A linear ODE with a non-zero right-hand side: $$ \frac{d^2y}{dx^2} - 3\frac{dy}{dx} + 2y = e^x. $$ The term $e^x$ makes it non-homogeneous.