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MATH
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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:

  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.

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