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Ordinary Differential Equations Gabriel Nagy

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First Order Equations We start our study of differential equations in the same way the pioneers in this field did. We show particular techniques to solve particular types of first order differential equations. The techniques were developed in the eighteenth and nineteenth centuries and the equat...

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  • June 23, 2022
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Ordinary Differential Equations


Gabriel Nagy


Mathematics Department,
Michigan State University,
East Lansing, MI, 48824.
gnagy@msu.edu

January 18, 2021



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x1


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0 x1

,
,
, Contents

Preface 1

Chapter 1. First Order Equations 3
1.1. Linear Constant Coefficient Equations 4
1.1.1. Overview of Differential Equations 4
1.1.2. Linear Differential Equations 5
1.1.3. Solving Linear Differential Equations 6
1.1.4. The Integrating Factor Method 8
1.1.5. The Initial Value Problem 10
1.1.6. Exercises 13
1.2. Linear Variable Coefficient Equations 14
1.2.1. Review: Constant Coefficient Equations 14
1.2.2. Solving Variable Coefficient Equations 15
1.2.3. The Initial Value Problem 17
1.2.4. The Bernoulli Equation 19
1.2.5. Exercises 23
1.3. Separable Equations 24
1.3.1. Separable Equations 24
1.3.2. Euler Homogeneous Equations 29
1.3.3. Solving Euler Homogeneous Equations 32
1.3.4. Exercises 35
1.4. Exact Differential Equations 36
1.4.1. Exact Equations 36
1.4.2. Solving Exact Equations 37
1.4.3. Semi-Exact Equations 41
1.4.4. The Equation for the Inverse Function 46
1.4.5. Exercises 50
1.5. Applications of Linear Equations 51
1.5.1. Exponential Decay 51
1.5.2. Carbon-14 Dating 52
1.5.3. Newton’s Cooling Law 53
1.5.4. Mixing Problems 54
1.5.5. Exercises 59
1.6. Nonlinear Equations 60
1.6.1. The Picard-Lindelöf Theorem 60
1.6.2. Comparison of Linear and Nonlinear Equations 69
1.6.3. Direction Fields 71
1.6.4. Exercises 75

Chapter 2. Second Order Linear Equations 77
2.1. Variable Coefficients 78
III

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