Ordinary Differential Equation

Ordinary Differential Equation 1 / 44

Ordinary Differential Equations
An equation involving derivatives or differentials of one or more
dependent variables with respect to one or more independent
variables is called a differential equation.

An ordinary differential equation (ODE) is an equation that

contains one or several derivatives of an unknown function, we
may call y (x).
′ ′′
Example: y = cos x, y + 9y = e −2x

An ODE is said to be of order n if the nth derivative of the

unknown function y is the highest derivative of y in the
equation. The concept of order gives a useful classification into
ODEs of first order, second order, and so on.

Ordinary Differential Equation 2 / 44

 ′
The first order equations contain only the first derivative y and
may contain y and any given functions of x.

General form of first order ODE is

′
F (x, y , y ) = 0 Implicit form
′
y = f (x, y ) Explicit form
′
Example: The implicit ODE x −3 y − 4y 2 = 0 where x ̸= 0 can
′
be written explicitly as y = 4x 3 y 2 .

The degree of a differential equation is the degree of the

highest derivative which occurs in it, after the differential
equation has been made free from radicals and fractions as far
as the derivatives are concerned.

Ordinary Differential Equation 3 / 44

Concept of Solution
A function y = h(x) is called a solution of a given ODE on some
open interval a < x < b if h(x) is defined and differentiable
throughout the interval and is such that the equation becomes an
′ ′
identity if y and y are replaced with h and h respectively.
The curve (the graph of h ) is called a solution curve.

Example:
c
Verify that y = (c an arbitrary constant) is a solution of the ODE
′
x
xy = −y for all x ̸= 0.
′ c ′ c ′
Here y = − 2 and xy = − thus xy = −y , the given ODE.
x x

Ordinary Differential Equation 4 / 44

General solution and Particular solution
A solution of an ODE containing an arbitrary constant c is called the
general solution. The general solution of an ODE is a family of
infinitely many solution curves, one for each value of the constant c.
If we choose a specific c we obtain what is called a particular
solution of the ODE. A particular solution does not contain any
arbitrary constants.
An ODE, together with an initial condition y (x0 ) = y0 , is called an
initial value problem. Thus, if the ODE is explicit, y ′ = f (x, y ),
the initial value problem is of the form

y ′ = f (x, y ), y (x0 ) = y0

′
Solve the IVP y = y + e x , y (0) = 1/2

Ordinary Differential Equation 5 / 44

Seperable ODE
An ODE which is in the form (or can be reduced to the form),
′
g (y )y = f (x) (1)

is called a seperable differential equation.

To solve the ODE (1) we integrate both the sides with respect to x,
obtaining Z Z
′
g (y ) y dx = f (x) dx + c
Z Z
=⇒ g (y ) dy = f (x) dx + c (2)

If f and g are continuous functions, the integrals in (2) exist, and by

evaluating them we obtain a general solution of (1).
′
Solve y = −2xy , y (0) = 2.
Ordinary Differential Equation 6 / 44
Reduction to Seperable form
Certain nonseparable ODEs can be made separable by
transformations that introduce for y a new unknown function.
For ODEs of the form
′ y
y = f ( ), (3)
x
where f is any differentiable function of y /x, we set y /x = u; thus,
′ ′
y = ux and differentiating we get y = u x + u. (4)
Substituting this to (3), we get,
′ ′
u x + u = f (u) or u x = f (u) − u.
if f (u) − u ̸= 0, this can be seperated,
du dx
= . (5)
f (u) − u x
Ordinary Differential Equation 7 / 44
Problem
Solve
′
2xyy = y 2 − x 2 .

Ordinary Differential Equation 8 / 44

Problem
Solve
′
2xyy = y 2 − x 2 .

Sol.
′ y2 − x2 y x
y = = − .
2xy 2x 2y
′ ′
Substitute y = ux and y = u x + u,
′ u 1
u x +u = −
2 2u
′ u 1 −u 2 − 1
=⇒ u x = − − =
2 2u 2u
2u du dx
=⇒ 2
=−
1+u x
Ordinary Differential Equation 8 / 44
Integrating we get,

1
ln (1 + u 2 ) = − ln |x| + c1 = ln + c1 .
x
Taking exponents on both sides and putting u = y /x,
 y 2 c
1+ =
x x
2 2
=⇒ x + y = cx
 c 2 c2
or x − + y2 =
2 4
This general solution represents a family of circles passing through
the origin with centres on the x-axis.

Ordinary Differential Equation 9 / 44

Exact ODEs and Integrating Factors
Exact ODEs and Integrating Factors
If a function u(x, y ) has continuous partial derivatives, its
differential or total differential is
∂u ∂u
du = dx + dy
∂x ∂y

If u(x, y ) = c = constant, then du = 0

∂u ∂u
=⇒ du = dx + dy = 0 or
∂x ∂y
dy (∂u/∂x)
=−
dx (∂u/∂y )
which has general solution u(x, y ) = c ∗

Ordinary Differential Equation 10 / 44

A first-order ODE

M(x, y ) dx + N(x, y ) dy = 0 (6)

is called an exact differential equation if the differential form

M(x, y ) dx + N(x, y ) dy is exact, that is, this form is the
differential
∂u ∂u
du = dx + dy (7)
∂x ∂y
of some function u(x, y ). Then eq (7) can be written as du = 0.
By integration we immediately obtain the general solution of eq
(6) in the form

u(x, y ) = c

This is called an implicit solution.

Ordinary Differential Equation 11 / 44
From equations (6) and (7), we can see that eq (6) is an exact
differential equation if there is some function u(x, y ) such that

∂u ∂u
a) =M and b) =N (8)
∂x ∂y

From this we can derive a formula for checking whether (6) is

exact or not, as follows. Let M and N be continuous and have
continuous first partial derivatives in a region in the xy -plane
whose boundary is a closed curve without self-intersections.
Taking partial derivatives of eq (8),

∂M ∂ 2u ∂N ∂ 2u
= and = .
∂y ∂y ∂x ∂x ∂x ∂y

Ordinary Differential Equation 12 / 44

By the assumption of continuity the two second partial derivaties
are equal. Thus
∂M ∂N
= . (9)
∂y ∂x
This condition is necessary and sufficient for (6) to be an exact
differential equation.
Finding the general solution of an Exact ODE

If (6) is exact, the function u(x, y ) can be found by inspection

or by integrating (8 (a)) with respect to x
Z
u = M dx + k(y ) (10)

in this integration, y is to be regarded as a constant, and k(y )

plays the role of a constant of integration.
Ordinary Differential Equation 13 / 44
 ∂u
To determine k(y ), we derive from (10), use (8 (b)) to get
∂y
dk/dy , and integrate dk/dy to get k.

Or u(x, y ) can be found by integrating (8 (b)), instead of (8

(a)), with respect to y
Z
u = N dy + l(x) (11)

in this integration, x is to be regarded as a constant, and l(x)

plays the role of a constant of integration.
∂u
To determine l(x), we derive from (11), use (8 (a)) to get
∂x
dl/dx, and integrate dl/dx to get l.

Ordinary Differential Equation 14 / 44

Problem
Solve

cos (x + y ) dx + (3y 2 + 2y + cos (x + y )) dy = 0.

Ordinary Differential Equation 15 / 44

Problem
Solve

cos (x + y ) dx + (3y 2 + 2y + cos (x + y )) dy = 0.

Sol. First we check whether the given ODE is exact.

Here, M = cos (x + y )
2
N = 3y + 2y + cos (x + y )
Thus
∂M
= − sin (x + y )
∂y
∂N
= − sin (x + y ).
∂x
∂M ∂N
Since = = − sin (x + y ), the given ODE is exact.
∂y ∂x
Ordinary Differential Equation 15 / 44
To find the solution, we integrate M with respect to x,
Z Z
u = M dx + k(y ) = cos (x + y ) dx + k(y )

= sin (x + y ) + k(y )

To find k(y ), we differentiate this with respect to y and use formula

(8 (b)), obtaining

∂u dk
= cos (x + y ) + = N = 3y 2 + 2y + cos (x + y ).
∂y dy
dk
Hence, = 3y 2 + 2y =⇒ k = y 3 + y 2 + c ∗ .
dy
Substituting k in u, we get the general solution,

u(x, y ) = sin (x + y ) + y 3 + y 2 = c.

Ordinary Differential Equation 16 / 44

Reduction to Exact form; Integrating factors

Example 1
The equation −y dx + x dy = 0 is not exact because M = −y and
∂M ∂N
N = x, so that, = −1 but = 1.
∂y ∂x
Hence, we cannot find the solution by integrating M with respect to
x or N with respect to y , because
Z
∂u dk
u = M dx + k(y ) = −xy + k(y ) hence = −x + .
∂y dy
∂u
But should be equal to N = x. This is impossible because k(y )
∂y
can depend only on y .

Ordinary Differential Equation 17 / 44

The ODE in example 1 is not exact DE, but can be made exact ODE
by multiplying it with 1/x 2 ,

−y dx + x dy y 1 y 
= − 2 dx + dy = d = 0.
x2 x x x
Integrating we get the general solution, y /x = c, a constant.

Given a non-exact ODE

P(x, y ) dx + Q(x, y ) dy = 0, (12)

multiply it with a function F (x, y ) (or F (x) or F (y )) to make

eqn (12) exact, of the form FPdx + FQdy = 0, so that we can
solve it. Such a function F (x, y ) is then called an integrating
factor of (12).

So 1/x 2 is an integrating factor of the problem in example 1.

Ordinary Differential Equation 18 / 44
Finding Integrating Factors
∂M ∂N
The exactness condition for Mdx + Ndy = 0 is = .
∂y ∂x
Hence for FPdx + FQdy = 0, the exactness condition is
∂ ∂
(FP) = (FQ). (13)
∂y ∂x
By product rule, this gives

Fy P + FPy = Fx Q + FQx
where the subscripts denote partial derivatives.
Consider an integrating factor in one variable. Let F = F (x). Then
′ dF
Fy = 0 and Fx = F = and hence Equation 13 becomes
dx
′
FPy = F Q + FQx .
Ordinary Differential Equation 19 / 44
Dividing by FQ and reshuffling terms

1 dF 1  ∂P ∂Q 
=R where R= − (14)
F dx Q ∂y ∂x

Ordinary Differential Equation 20 / 44

Theorem 1: Integrating Factor
1  ∂P ∂Q 
If P(x, y )dx + Q(x, y )dy = 0 is such that R = −
Q ∂y ∂x
depends only on x, then P(x, y )dx + Q(x, y )dy = 0 has an

integrating factor F = F (x), which is obtained by integrating

1 dF 1  ∂P ∂Q 
= R where R = − and taking exponents on both
F dx Q ∂y ∂x
sides as,

R
R(x)dx
F (x) = e (15)

Ordinary Differential Equation 21 / 44

Similarly if F ∗ = F ∗ (y ), then instead of Equation (14), we get

1 dF ∗ ∗ 1  ∂Q ∂P 
= R where R = − (16)
F ∗ dy P ∂x ∂y

Ordinary Differential Equation 22 / 44

Integrating Factor F ∗ (y )
1  ∂Q ∂P 
If P(x, y )dx + Q(x, y )dy = 0 is such that, R ∗ = −
P ∂x ∂y
depends only on y , then P(x, y )dx + Q(x, y )dy = 0 has an

integrating factor F ∗ = F ∗ (y ) which is obtained by integrating

1 dF ∗ ∗ 1  ∂Q ∂P 
= R where R = − and taking exponents on
F ∗ dy P ∂x ∂y
both sides as,

R ∗ (y )dy
R
F ∗ (y ) = e (17)

Ordinary Differential Equation 23 / 44

Find an integrating factor and solve the initial value problem

(e x+y + ye y )dx + (xe y − 1)dy = 0, y (0) = −1 (18)

Ordinary Differential Equation 24 / 44

Find an integrating factor and solve the initial value problem

(e x+y + ye y )dx + (xe y − 1)dy = 0, y (0) = −1 (18)

Solution: Step 1: Non-exactness

∂P ∂ x+y
= (e + ye y )
∂y ∂y
= e x+y + e y + ye y

∂Q ∂
= (xe y − 1)
∂x ∂x
= ey
∂P ∂Q
Hence ̸=
∂y ∂x
Ordinary Differential Equation 24 / 44
Step 2: Integrating factor. General Solution

1  ∂P ∂Q 
R= −
Q ∂y ∂x
1
= y (e x+y + e y + ye y − e y )
xe − 1
Here R depends on both x and y and hence Theorem 1 fails. Now,

∗ 1  ∂Q ∂P 
R = −
P ∂x ∂y
1
= x+y (e y − e x+y + e y − ye y )
e + ye y
= −1

Ordinary Differential Equation 25 / 44

Hence the integrating factor F ∗ (y ) = e −y and the exact equation is

(e x + y )dx + (x − e −y )dy = 0

Here M = e x + y and N = x − e −y

Z
u= (e x + y )dx

= e x + xy + k(y )

Differentiate this w.r.t y ,

∂u dk
=x+
∂y dy
=N
= x − e −y
Ordinary Differential Equation 26 / 44
dk
= −e −y , k = e −y + c ∗ .
dy
Hence the general solution is

u(x, y ) = e x + xy + e − y = c

Step 3: Particular Solution

The initial condition y (0) = −1 gives,

u(0, −1) = 1 + 0 + e = 3.72

Hence the particular solution is

e x + xy + e −y = 1 + e = 3.72

Ordinary Differential Equation 27 / 44

Linear ODEs; Bernoulli Equation
A first-order ODE is said to be linear if it can be brought into
the form
′
y + p(x)y = r (x) (19)
and non-linear if it is not of this form. We can see that eq(19)
′
is linear in y and y .
′
Ex: x 2 y + x 5 y = sinx is a linear ODE, and its standard form
′
is y + x 3 y = sin x/x 2 .

A linear ODE is called homogeneous linear ODE if r (x) = 0

for all x where the given ODE has a solution. Standard form of
a homogeneous linear ODE is
′
y + p(x)y = 0 (20)
Ordinary Differential Equation 28 / 44
A homogeneous linear ODE has general solution of the
form R
y (x) = ce − p(x) dx (21)
This is obtained by solving the homogeneous linear ODE in
eq(20) by seperating the variables. y (x) = 0 for all x in that
interval is always a trivial solution for homogeneous linear ODE.

A linear ODE is called nonhomogeneous linear ODE if

r (x) ̸= 0 everywhere in the interval considered.

A nonhomogeneous linear ODE has general solution of

the form
Z  Z
−h h
y (x) = e e r dx + c , h = p(x) dx (22)

Ordinary Differential Equation 29 / 44

Solve the IVP
′
y + y tan x = sin 2x, y (0) = 1.

Ordinary Differential Equation 30 / 44

Solve the IVP
′
y + y tan x = sin 2x, y (0) = 1.

Sol. This is a nonhomogeneous linear ODE with p = tan x and

r = sin 2x = 2 sin x cos x. Hence,
Z Z
h = p dx = tan x dx = ln | sec x|.

∴ e h = sec x, e −h = cos x,
e h r = (sec x)(2 sin x cos x) = 2 sin x

Hence the general solution of the given ODE is

 Z 
y (x) = cos x 2 sin x dx + c = c cos x − 2 cos2 x

Ordinary Differential Equation 30 / 44

Using the initial condition y (0) = 1, we get c = 3, therefore the
solution of the given IVP is

y (x) = 3 cos x − 2 cos2 x

Reduction to Linear form. Bernoulli Equation

A nonlinear ODE of the form

′
y + p(x)y = g (x)y a (a is any real number) (23)

is called Bernoulli equation.

If a = 0 or a = 1, eq(23) is linear. Otherwise it is nonlinear.
Then we reduce it to linear form by setting,

u(x) = [y (x)1−a ].
′ ′
Hence, u = (1 − a)y −a y
= (1 − a)y −a (gy a − py )
Ordinary Differential Equation 31 / 44
Simplifying, we get,
′
u = (1 − a)(g − py 1−a ),

where u = y 1−a , so we get the linear ODE,

′
u + (1 − a)pu = (1 − a)g . (24)

Then we solve this linear ODE to find the solution u(x), using
which we find the required solution y (x).

Ordinary Differential Equation 32 / 44

Solve the Bernoulli equation,
′
y = Ay − By 2

Ordinary Differential Equation 33 / 44

Solve the Bernoulli equation,
′
y = Ay − By 2
′
Sol. Given ODE is y − Ay = −By 2 , where a = 2, p(x) = −A and
r (x) = −B.
We set u = y 1−a = y 1−2 = y −1 , so
′ 1 ′
u =− y = −y −2 (Ay − By 2 ) = B − Ay −1
y2
′
=⇒ u + Au = B (∵ Ay −1 = Au)

Hence, we have obtained a linear ODE in u, whose general solution is

B
u = ce −At +
A

Ordinary Differential Equation 33 / 44

Using u = 1/y , the general solution of the given ODE is,
1 1
y= = −At
u ce + B/A

y ≡ 0 (y (t) = 0 for all t) is also a solution of the given ODE.

Ordinary Differential Equation 34 / 44

Existence and Uniqueness of Solutions of IVP
An initial value problem
′
y = f (x, y ), y (x0 ) = y0 (25)

may have no solution, precisely one solution, or more than one

solution.
This fact leads to two fundamental questions.
Problem of Existence
Under what conditions does an initial value problem of the form
(25) have atleast one solution(hence one or several solutions)?
Problem of Uniqueness
Under what conditions does that problem have at most one
solution (hence excluding the case that has more than one
solution)?
Ordinary Differential Equation 35 / 44
Theorem 1
Existence Theorem: Let f (x, y ) in the initial value problem
′
y = f (x, y ), y (x0 ) = y0 (26)

be continuous at all points (x, y ) in some rectangle

R : |x − x0 | < a, |y − y0 | < b
and bounded in R; that is there is a number K such that

|f (x, y )| ≤ K for all (x, y ) in R (27)

Then the initial value problem has at least one solution y (x). This
solution exists at least for all x in the subinterval |x − x0 | < α of the
interval |x − x0 | < a; here α is the smaller of the two numbers a and
b
K
.
Ordinary Differential Equation 36 / 44
Figure: The rectangle R in the existence and uniqueness theorem

Ordinary Differential Equation 37 / 44

Theorem 2
∂f
Uniqueness Theorem: Let f and its partial derivative fy = be
∂y
continuous for all (x, y ) in the rectangle R and bounded, say,

(a)|f (x, y )| ≤ K (b)|fy (x, y )| ≤ M ∀ (x, y ) in R (28)

Then the initial value problem has at most one solution y (x). Thus
by Theorem 1, the problem has precisely one solution. This solution
exists at least for all x in that subinterval |x − x0 | < α

Ordinary Differential Equation 38 / 44

Example 1 Consider the initial value problem
′
y = 1 + y 2, y (0) = 0

and take the rectangle R : |x| < 5, |y | < 3. Then a = 5, b = 3 and

|f (x, y )| = |1 + y 2 | ≤ K = 10
∂f
= 2|y | ≤ M = 6
∂y
b
α= = 0.3 < a
K

Ordinary Differential Equation 39 / 44

Lipschitz condition

A function f (x, y ) is said to satisfy Lipschitz conidition in a region

D in xy −plane if there exists a positive constant K such that

f (x, y2 ) − f (x, y1 ) ≤ K |y2 − y1 |

whenever the points (x, y1 ) and (x, y2 ) both lie in D. The constant
K is called a Lipschitz condition for the function f (x, y ).
|fy (x, y )| ≤ M can be replaced by Lipschitz conidition, which is
weaker than the former, in the conditions for uniqueness of a
solution.

Ordinary Differential Equation 40 / 44

Picard’s Iteration Method

Consider the IVP

′
y = f (x, y ), y (x0 ) = y0 (29)

where f is continuous.
Suppose ϕ(x) is a solution of the IVP. Then, (29) becomes,
′
ϕ (x) = f (x, ϕ(x)), ϕ(x0 ) = y0

where f and ϕ are continuous.

Ordinary Differential Equation 41 / 44

Picard’s Iteration Method

Zx Zx
′
ϕ (t)dt = f (t, ϕ(t))dt
x0 x0
Zx
=⇒ ϕ(x) − ϕ(x0 ) = f (t, ϕ(t))dt
x0
Zx
=⇒ ϕ(x) = ϕ(x0 ) + f (t, ϕ(t))dt (30)
x0

Solution of (29) exists if and only if solutions of (30) exist.

To solve (30), we are defining
Ordinary Differential Equation 42 / 44
Picard’s Iteration Method

Zx
ϕn (x) = ϕ(x0 ) + f (t, ϕn−1 (t))dt (30)
x0

with ϕ0 (x) = ϕ(x0 ) = y0 .

Using (30) we can approximate the solution of problem (30) and
hence (29).

Ordinary Differential Equation 43 / 44

References

1 E. Kreyszig, Advanced Engineering Mathematics, 10th Edition,

Wiley Publishers.

Ordinary Differential Equation 44 / 44