释义 |
Ordinary Differential Equation--First-OrderGiven a first-order Ordinary Differential Equation
 | (1) |
if can be expressed using Separation of Variables as
 | (2) |
then the equation can be expressed as
 | (3) |
and the equation can be solved by integrating both sides to obtain
 | (4) |
Any first-order ODE of the form
 | (5) |
can be solved by finding an Integrating Factor such that
 | (6) |
Dividing through by yields
 | (7) |
However, this condition enables us to explicitly determine the appropriate for arbitrary and . To accomplishthis, take
 | (8) |
in the above equation, from which we recover the original equation (5), as required, in the form
 | (9) |
But we can integrate both sides of (8) to obtain
 | (10) |
 | (11) |
Now integrating both sides of (6) gives
 | (12) |
(with now a known function), which can be solved for to obtain
 | (13) |
where is an arbitrary constant of integration.
Given an th-order linear ODE with constant Coefficients
 | (14) |
first solve the characteristic equation obtained by writing
 | (15) |
and setting to obtain the Complex Roots.
 | (16) |
 | (17) |
Factoring gives the Roots ,
 | (18) |
For a nonrepeated Real Root , the corresponding solution is
 | (19) |
If a Real Root is repeated times, the solutions are degenerate and the linearlyindependent solutions are
 | (20) |
Complex Roots always come in Complex Conjugate pairs, . For nonrepeatedComplex Roots, the solutions are
 | (21) |
If the Complex Roots are repeated times, the linearly independent solutionsare
 | (22) |
Linearly combining solutions of the appropriate types with arbitrary multiplicative constants then gives the completesolution. If initial conditions are specified, the constants can be explicitly determined. For example, consider thesixth-order linear ODE
 | (23) |
which has the characteristic equation
 | (24) |
The roots are 1, 2 (three times), and , so the solution is
 | (25) |
If the original equation is nonhomogeneous ( ), now find the particular solution by the method ofVariation of Parameters. The general solution is then
 | (26) |
where the solutions to the linear equations are , , ..., , and is the particularsolution.See also Integrating Factor, Ordinary Differential Equation--First-Order Exact, Separation of Variables, Variation of Parameters References
Arfken, G. Mathematical Methods for Physicists, 3rd ed. Orlando, FL: Academic Press, pp. 440-445, 1985.
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