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Ordinary Differential Equations

The document discusses ordinary differential equations (ODEs). It defines an ODE as an equation involving derivatives of a function of one variable. The order of an ODE refers to the highest derivative present. Examples of first and second order ODEs are given. General solutions to ODEs involve constants, with higher order equations having more constants. Particular solutions satisfy conditions that determine the constants. Methods for solving and showing functions are solutions to ODEs are also outlined.

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0% found this document useful (0 votes)
498 views2 pages

Ordinary Differential Equations

The document discusses ordinary differential equations (ODEs). It defines an ODE as an equation involving derivatives of a function of one variable. The order of an ODE refers to the highest derivative present. Examples of first and second order ODEs are given. General solutions to ODEs involve constants, with higher order equations having more constants. Particular solutions satisfy conditions that determine the constants. Methods for solving and showing functions are solutions to ODEs are also outlined.

Uploaded by

rodwellhead
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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www.mathematics.me.

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;

. It can also be noted that

, 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
www.mathematics.me.uk

=

.
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,

= 0 with condition (0) = 2.


Now the general solution is =
1
2

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 =

, but the first condition gives 2 =


0
+

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

(0) = 0 then first we would differentiate y twice and place the


resulting functions in the ODE.

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.

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