Tweets on ordinary and partial differential equations from @JohnDCook

Joined March 2013
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Differential equation modeling johndcook.com/blog/partial-d…
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'Knowing what is big and what is small is more important than being able to solve partial differential equations.' -- Stan Ulam
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Laplace transforms turn differential equations into algebraic equations.
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To solve y'' p(x) y' q(x) y = 0, assume a power series for y, plug it in, and solve recurrence for coefficients.
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We usually start with a DE and then look for solutions. But it can be useful to find a DE that a function of interest satisfies. If it’s a nice DE some properties of the solutions follow easily.
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Laguerre polynomials satisfy x y'' (n 1-x) y' k y = 0. These polynomials come up on quantum mechanics.
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'The central problem of ... modern mathematics is the study of ... functions defined by differential equations.' -- Felix Klein
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Reduction of order. Suppose you have one solution y_1 to y'' p(x)y' qy = 0. Let y_2 = u y_1. Leads to a first order ODE for u.
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If y is a vector-valued function and A is a matrix, the solution to y' = Ay is exp(At)y(0).
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To solve a homogeneous ODE y' = f(y/x), introduce u = y/x and replace y’ with u xu’ to turn the ODE into a separable ODE in terms of x and u.
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The term 'homogeneous' has two meanings in ODEs: linear equations with no forcing term, and equations of the form y' = f(y/x).
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“The three-body problem exhibits almost all of the intractability of the more general N-body problem.” — Michael Spivak
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An equation of the form M(x) N(y)y' = 0 is called separable. Write as M dx = - N dy and integrate both sides.
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You can usually apply initial conditions as an afterthought, but boundary conditions have to be baked in from the beginning.
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