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MATH
[1251]

Choosing an ODE method

A checklist for classifying a first- or second-order ODE and choosing a method to solve it.

This page gathers the chapter's methods into one checklist. Each method needs a particular structure, so the first job is to classify the equation: first-order equations go to first-order methods, second-order constant-coefficient equations to characteristic roots and forcing and anything else to numerical solutions.

Every method also has hypotheses. They fix the interval, branches and special solutions that must be checked, as set out in existence, uniqueness and linear operators.

The checklist

[METHOD]

Classify and solve an ODE

For a first- or second-order ODE:

  1. Classify the order, linearity and domain restrictions.
  2. If it is first order, test separability: can all yy terms be placed with dydy and all xx terms with dxdx?
  3. If a first-order equation is linear, normalise it and use an integrating factor for y′+p(x)y=q(x).y'+p(x)y=q(x).
  4. If it has the form M dx+N dy=0M\,dx+N\,dy=0, test exactness by comparing MyM_y and NxN_x on a suitable domain, then construct a potential when the test applies.
  5. If a first-order equation has none of these structures, look for a substitution: y/xy/x suggests y=xvy=xv, while a power yny^n suggests a Bernoulli substitution. A substitution helps when the new derivative can be written using terms already present.
  6. For a second-order equation, check whether it is linear with constant coefficients. If so, solve the characteristic equation and read the root type. For a forcing term that is polynomial, exponential or trigonometric, find one particular solution by undetermined coefficients, correcting the trial for resonance.
  7. If no analytic method applies, use a direction field and a numerical scheme. Euler is the tangent-line method; Heun improves it by averaging a predicted pair of endpoint slopes.
  8. Substitute the result back into the original equation and recheck the initial or boundary conditions.

The final check matters after division, substitution or differentiation. Division can remove equilibrium solutions, a substitution can restrict the domain or split the problem into separate branches and differentiating an integral equation can introduce functions that do not satisfy the original equation.

The workflow does not guarantee an elementary solution. At every stage, keep track of the interval on which coefficients, denominators, logarithms and radicals are defined.

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