Methods from Choosing an ODE method
All methods from Choosing an ODE method.
Classify and solve an ODE
For a first- or second-order ODE:
- Classify the order, linearity and domain restrictions.
- If it is first order, test separability: can all terms be placed with and all terms with ?
- If a first-order equation is linear, normalise it and use an integrating factor for
- If it has the form , test exactness by comparing and on a suitable domain, then construct a potential when the test applies.
- If a first-order equation has none of these structures, look for a substitution: suggests , while a power suggests a Bernoulli substitution. A substitution helps when the new derivative can be written using terms already present.
- 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.
- 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.
- 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.