Ordinary Differential

Equations
mata
 Definition
•  A differential equation is an
equation containing one or more
derivatives of the function under
consideration.
d 2x
m 2 + kx = F (t )
dt
∂ 2u ∂ 2u ∂ 2u
2
+ 2 + 2 =0
∂x ∂y ∂z
 Applications
Falling stone Electric circuit Pendulum

d2y
=g d 2i 1 dE d 2θ
dt 2 L 2 + i= l 2 + g sin θ = 0
dt C dt dt
Mass-spring system Hanging cable Loaded beam

d 2x d2y ⎛ dy ⎞ d4y
m 2 + kx = F (t ) 2
= C 1 + ⎜ ⎟ EI 4 = − w(x )
dt dx ⎝ dx ⎠ dx
 Classification according to
type of derivative
1. Ordinary differential equation
ODE contains ordinary derivatives of a single
independent variable
2
d θ
l 2 + g sin θ = 0
dt
2. Partial differential equation
PDE contains partial derivatives with respect to
two or more independent variable
∂ 2u ∂ 2u ∂ 2u
2
+ 2 + 2 =0
∂x ∂y ∂z
 Example 1
Which of the following are ODEs and which
are PDEs?
 Classification according to
order of derivative
The order of a differential equation is the
order of the highest derivative appearing
in the equation
dy
= x+5 1st order ODE
dx 6
3 2
2 d y ⎛ d y ⎞
3t 3
− (sin t )⎜⎜ 2 ⎟⎟ = 0 3rd order
dx ⎝ dx ⎠
d 2v d 2v dv
2
+ 2 = 2nd order PDE
dx dy dt
 Example 2
Determine the order, unknown function,
and the independent variable of the
following differential equations.
 Classification according to
degree of differential
If a DE can be written as a polynomial in the
unknown function and its derivatives, then
its degree is the exponent of the highest
order derivative.
2 3 4
⎛ d y ⎞ ⎛ dy ⎞
⎜ 2 ⎟ + ⎜ ⎟ + y = 0 3rd degree ODE
⎜ dx ⎟ ⎝ dx ⎠
⎝ ⎠
4 3 12
⎛ d y ⎞ ⎛ dy ⎞
⎜ 4 ⎟ = ⎜ ⎟ 6th degree ODE
⎜ dx ⎟ ⎝ dx ⎠
⎝ ⎠
 Example 3
Determine the order, degree, unknown
function, and the independent variable of
the following DEs.
 Classification according to
linearity
An nth order ODE in the unknown function y
and the independent variable x is linear if
it has the form.
(n ) (n −1)
bn (x ) ⋅ y + bn−1 (x ) ⋅ y + ...
+ b1 (x )y '+b0 (x )y = g (x )
The function bj(x) (j=0, 1, …, n) and g(x) are
presumed known and depend only on the
variable x.
 Example 4
d 2 y dy
x 2 + + y=0 Linear in y
dx dx
2
y dx + dy = 0 Linear in x
2
d y dy
y 2 + + y=0 Nonlinear
dx dx
y"= sin y Nonlinear
 Steady or Unsteady
Steady differential equation – is a
differential equation whose dependent
variable does not depend on time.
3
⎛ d y ⎞ ⎛ dy ⎞ 4
2
steady
⎜ 2 ⎟ + ⎜ ⎟ + y = 0
⎜ dx ⎟ ⎝ dx ⎠
⎝ ⎠
2
d x unsteady
m 2 + kx = F (t )
dt
Exercise
Exercise
 First Order
Ordinary Differential
Equations
mata
 First Order ODE
A first order differential equation contain
only y and may contain y and given
functions of x.
f (x, y , y ') = 0 (1)

or sometimes

y '= f (x, y ) (2)

 Concept of a Solution
A function is a solution of a DE if:
1. it does not contain any derivatives
2. it provides the functional dependence of
the dependent variable on the
independent variable/s explicitly, e.g.,
y = h(x ) or implicitly, e.g., H (x, y ) = 0
3. when substituted into the differential
equation, it satisfies the equation or
reduces it to an identity.
 Exercises
Show that each of the given function is a
solution to the corresponding differential
equation

2
1. y = 2x xy'= 2 y
2 2
2. x + y =c yy'+x = 0
x
3. y = c1e + c 2 e
2x
y"−3 y'+ + 2 y = 0
 Types of solution
1. Primitive or Complete Solution
Solution with the number of arbitrary constants
equal to the order of the differential equation.

2. General Solution
A solution which contains at least one arbitrary
constant.

3. Particular Solution
A solution with no arbitrary constant.
 Initial and Boundary
Conditions

Conditions specified at a single point (often

the left end point of the interval) are
called initial conditions.

Conditions specified at two or more points

(e.g., both ends of the interval) are called
boundary conditions.
 Example
Initial Value Problem. Straight line motion
of a mass.
mx(t ) = F (t ), (0 ≤ t < ∞)
x(0 ) = 0, x (0 ) = V

Boundary Value Problem. Deflection of a

loaded cantilever beam.
EIy" " = − w(x ) (0 ≤ x ≤ L )
y (0) = 0, y ' (0) = 0, y" (L ) = 0, y" ' (L ) = 0
 Exercises
Solve the following problems

1. x = 16 − 24t , x(0) = 2, x (0) = −5

2. x = 16 − 24t , x(0) = 2, x(1) = 7

 Special Types of Ordinary
Differential Equations

1. Separable Differential Equations

2. Homogeneous Differential Equations

3. Exact Differential Equations

4. Linear First-Order Differential Equations

 Separable Differential
Equations

General Form

g ( y ) dy = f (x ) dx
Solution

∫ g ( y ) dy = ∫ f (x ) dx + c
 Examples
1. y' = ky
2. (4x + xy )dx + (y + x y )dy = 0
2 2

3. (2 y + u y )du + (u + u )dy = 0
2 3
 Homogeneous Differential
Equations
General Form
M (x, y )dx + N (x, y )dy = 0
where M(x,y) and N(x,y) are homogeneous
functions with the same degree.

Homogeneous Function. A function of two variables

f(x,y) is homogeneous if for any constant or
variable k we can show that
f (kx, ky ) = k n f (x, y )
n is the degree of homogeneity.
 Homogeneous Differential
Equations
Method of solution
1. Reduce to a separable form using the
following substitution:
y = vx ⇒ dy = v dx + x dv
x = uy ⇒ dx = u dy + y du
2. Separate the variables and integrate

3. Replace u=x/y or v=y/x into the resulting

equation.
 Example
1. y' = ( y + x ) x
4 4
2y + x
2. y' =
xy 3
3. x 4 + 3x 2 y 2 + y 4
y' =
x3 y
 Seatwork
Solve the following differential equations

dy x 2 y ! 4y
1. =
dx x+2
dy
2. x = 2(y ! 4)
dx
3.
2x 2 + 2y 2
y' =
2xy
 Exact Differential Equation
General Form
A differential equation of the form

M (x, y )dx + N (x, y )dy = 0

is exact if there exists a function g (x, y )
such that
dg (x, y ) = M (x, y )dx + N (x, y )dy
 Test for Exactness
If M (x, y ) and N (x, y ) are continuous
functions and have continuous partial
derivatives, then the differential equation

M (x, y )dx + N (x, y )dy = 0

is exact if and only if
∂M (x, y ) ∂N (x, y )
=
∂y ∂x
 Solutions of Exact ODEs
( ) ( )
If M x, y dx + N x, y dy = 0 is exact, then
there exists a solution g (x, y ) such that
dg (x, y ) = M (x, y )dx + N (x, y )dy
∂g (x, y ) ∂g (x, y )
dg (x, y )= dx + dy
∂x ∂y
So g (x, y ) must satisfy
∂g (x, y ) ∂g (x, y )
= M (x, y ) = N (x, y )
∂x ∂y
 Example
xy − 1 1
1. Determine whether 2
dx − 2
dy = 0
is exact x y xy

2. Determine whether dy / dx = y / x
is exact

( )
3. Solve 2 xy dx + 1 + x 2 dy = 0
 Integrating Factor φ
A function φ(x,y) is an integrating factor for
a differential equation of the form
M dx + N dy = 0 if
φ ⋅ (M dx + N dy ) = 0
is an exact differential equation.

Example. Show that xa-1yb-1 is an integrating factor

for ay dx + bx dy = 0 for any real-valued constants
a and b .
 Determination of φ
An integrating factor makes an exact
differential equation
φ ⋅ (M dx + N dy ) = 0
Therefore
∂ (φM ) ∂ (φN )
=
or ∂y ∂x
φ (M y − N x ) = Nφx − Mφ y
 Determination of φ
Case 1. φ = φ(x). The integrating factor is

(
φ = exp ∫ f (x )dx )
where
1
f (x ) =
N
(
M y − Nx )
Example: Solve

(x 2 2
)
+ y + x dx + xy dy = 0
 Determination of φ
Case 2. φ = φ(y). The integrating factor is

(
φ = exp ∫ g ( y )dy )
where
1
g (y) = −
M
(
M y − Nx )
Example: Solve
2
( 2
y dx + 3xy + y − 1 dy = 0)
 Determination of φ
Case 3. φ = xayb, where a and b are
constants obtained by comparing like
terms of the equation
aN bM
− = M y − Nx
x y
Example: Solve
⎛ 2 x 2 ⎞ x
⎜ 2 + 1⎟dx + dy = 0
⎜ y ⎟ y
⎝ ⎠
 Linear First-Order
The solution to the first-order linear
differential equation of the form

dy
+ p (x ) y = q (x )
dx
May be obtained using method of integrating
factor where
∫ p ( x )dx
φ =e
 Examples
Solve the following FOLDEs:

3x2 2
1. y'−3xy = 0 y = ce
dv 3 12 2 −3 2
2. + v = 6t v= 7
t + ct
dt 2t
3. 2
y'+ xy = xy Bernoulli Equation
 Bernoulli Equation
The differential equation of the form
dy n
+ p (x ) y = q (x ) y
dx
for n≠0, 1. Introduction of v=y1-n, transforms
the equation to a FOLDE of the form

dv
+ (1 − n ) p(x )v = (1 − n )q(x )
dx
 Summary
1.  First-order ODE
a.  Linear y '+ p(x ) y = q(x )
b.  Nonlinear – Exact, Separable, Bernoulli

2.  Higher-order ODE

a.  Linear – analytical solutions available for
special cases
b.  Nonlinear – Solved numerically