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Z
where (t) = exp( p(t)dt).
4. If M (x, y)dx + N (x, y)dy = 0 is exact (which happens when My = Nx ), the solution is
(x, y) = C, where is found by solving x = M and y = N.
5. If M (x, y)dx + N (x, y)dy = 0 is not exact, you might be able to find and integrating
factor that will make it exact. If (My Nx )/N is a function of x only, then there is an
integrating factor (x) that is found by solving
d
M y Nx
=
.
dx
N
If (Nx My )/M is a function of y only, then there is an integrating factor (y) that is
found by solving
d
Nx M y
=
.
dy
M
6. To solve y 0 = f (t, y), where y(0) = 0, using the method of successive approximations,
you go like this:
0 (t) = 0,
Z t
1 (t) =
f (s, 0 (s))ds,
0
..
.
Z
n+1 (t) =
f (s, n (s))ds.
0
a0 X
nx
nx
[an cos(
+
) + bn sin(
)],
2
L
L
n=1
where a0 =
1
L
RL
f (x)dx; an =
L
1
L
RL
f (x) cos( nx
)dx; bn =
L
L
bn sin(
n=1
where bn =
2
L
RL
0
nx
),
L
f (x) sin( nx
)dx.
L
nx
a0 X
+
an cos(
),
2
L
n=1
where a0 =
2
L
RL
0
f (x)dx; an =
2
L
RL
0
f (x) cos( nx
)dx.
L
2
1
L
RL
L
f (x) sin( nx
)dx.
L
0 < x < L,
u(0, t) = T1 ,
u(L, t) = T2 ,
u(x, 0) = f (x),
Solution:
u(x, t) = (T2 T1 )
t > 0;
t > 0;
0 < x < L.
X
x
nx
2 2 2
2
+ T1 +
cn en t/L sin(
),
L
L
n=1
0 < x < L,
ux (0, t) = 0,
ux (L, t) = 0,
u(x, 0) = f (x),
Solution:
t > 0;
t > 0;
0 < x < L.
nx
c0 X
2 2 2
2
cn en t/L cos(
u(x, t) =
+
),
2
L
n=1
where cn is the coefficient of cos( nx
) in the cosine series of f (x) over [0, L]. In other
L
R
nx
2 L
words cn = L 0 f (x) cos( L )dx for n 0.
14. Wave equation:
2 uxx = utt ,
0 < x < L,
t > 0;
u(0, t) = 0,
u(L, t) = 0,
t 0;
u(x, 0) = f (x),
ut (x, 0) = g(x),
0 x L.
Solution:
X
nt
nx
nt
nx
) cos(
)+
kn sin(
) sin(
)
u(x, t) =
cn sin(
L
L
L
L
n=1
n=1
And n
kn is the coefficient of sin( nx
) in the sine series of g(x) over [0, L]. In other
L
L
words
Z L
nx
2
g(x) sin(
)dx.
kn =
n 0
L
15. Here are some trigonometric formulas you wont regret:
sin() sin() = 12 (cos( ) cos( + ))
cos() cos() = 21 (cos( ) + cos( + ))
sin() cos() = 21 (sin( + ) + sin( ))
16. To be honest, I would write down only formulas 3 (?), 5 (?), 12, 13, 14, 15. Everything else most can memorize. You should not expect to be able to write down
EVERYTHING.