Ordinary Differential Equations
Ordinary Differential Equations
uk
Ordinary Differential Equations
Often in science and engineering we find that physical systems are such that the
property to be studied is governed by an equation involving the derivatives
1
(often of
different orders) of the (one) property of interest. The property of interest can be
described as a function of one variable, in practice often a spatial or time variable. Such
an equation is termed an ordinary differential equation (ODE). From the mathematical
point of view the aim is to solve the differential equation for the function that
represents the property of interest.
Order
The highest order of the derivatives in the ODE is termed its order. The following are
examples of first order ODEs:
1.
= 0
2.
+ = 0
The following are examples of second order ODEs
3.
2
=
4.
2
7
+ 12 = 2
General solution
Often, special mathematical or numerical methods are required to solve an ODE. One
popular method is by using Laplace Transforms
2
.
Occasionally a solution of the differential equation can be found by inspection. For
example =
1
2
2
can be deduced as a solution to example 1. However, we also note that
adding any constant to this solution gives us another solution; we may express the
general solution as =
1
2
2
+ , a differential equation has a family of solutions.
Considering the second order ODE example 3, we could ask which function do we
differentiate twice with the result that the original function is returned? Clearly
is a
solution, but then so is any multiple of it;
, or any
multiple of it is also a solution. In fact the general solution of equation 3 is
1
Differentiation
2
Solving ODEs by Laplace Transforms
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=
.
Note that the general solution of the first order ODE has one constant that can take any
value and the general solution of the second order ODE has two constants which can
take any value. And in general we find that an n
th
order ODE has n constants that can
take any value.
Particular Solution
If we place condition(s) on the solution of an ODE then we can pinpoint a particular
solution from the family of solutions to the ODE. A first order ODE has just one unknown
constant, so only one further condition is required to determine a particular solution.
For example 1,
2
+ , but the condition gives 2 =
1
2
0
2
+ and hence
that = 2.
Hence the particular solution is =
1
2
2
+2 .
For example 3,
2
= with conditions y(0)=2, and
(0) = 0
Now the general solution is =
0
= +. Hence + = 2.
If we differentiate the general solution we obtain the following:
. The
second condition gives 0 = . Hence = .
The two equations in A and B have solution A=1 and B=1.
Hence the particular solution is =
.
Showing that a function is a solution of an ODE
If we are given a solution and we have to show that it is a solution then the easiest way
to do this is to substitute the solution and all its derivatives back into the ODE and
confirm that it is a solution and show that it also satisfies the condition(s).
For example 3, if we had to show that =
is a solution of ,
2
= with
conditions y(0)=2, and
2
=
; confirming that y is a
solution of the ODE. When x=0 we also note that =
0
+
0
= 2, and
=
0
0
=
0, thus confirming the conditions.