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Tentative Course Schedule

Week Topic Tutorial
Course Intro
1. First-order ODE
Jan 6 – Jan 10 1.1 Calculus review -
1.2 Basic Concepts. Modelling.
1.3 Separable ODEs
1.3 Separable ODEs
Jan 13 – Jan 17 Tutorial 1
1.4 Exact ODEs, integrating Factors
2. Second-order linear ODE
Jan 20 – Jan 24 Tutorial 2
2.1 Homogenous second-order linear ODEs
2.2 Modelling of free oscillations
Jan 27 – Jan 31 Tutorial 3
2.3 Linear independence & Wronskian
2.4 Nonhomogeneous second-order ODEs
Feb 3 – Feb 7 Tutorial 4
2.5 Forced Oscillations
3. Higher-order linear ODEs
Feb 10 – Feb 14 3.1 Homogeneous higher-order linear ODEs Tutorial 5
Midterm I – Feb 13
CME262: Engineering Mathematics II
First-Order ODE

Winter 2025 Seungjae Lee

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Analytical Methods for Certain 1st-Order ODEs
1st-order ODE

Method of Y Y Method of
Is it separable? Is it exact?
separating variables solving exact DEs

N N

Can become Can become

Y Y Find the integrating
Transform separable by a exact with an
factor and multiply
transformation? integrating factor?

Beyond the scope of this course

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Exact ODEs
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

Step 1. Determine whether it’s exact

Step 2. Take the integral of 𝑀 w.r.t. 𝑥

𝜕𝑓 𝜕 𝑑𝑔
Step 3. 𝑁 = = (∫ 𝑀 𝑑𝑥) +
𝜕𝑦 𝜕𝑦 𝑑𝑦
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Exact ODEs
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑑𝑔
Step 4. Isolate and integrate w.r.t. 𝑦
𝑑𝑦

Step 5. Substitute 𝑔(𝑦) into 𝑓(𝑥, 𝑦) in Step 1

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Exact ODEs
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

Step 1. Determine whether it’s exact

Step 2. Take the integral of 𝑁 w.r.t. 𝑦

𝜕𝑓 𝜕 𝑑ℎ
Step 3. 𝑀 = = (∫ 𝑁 𝑑𝑦) +
𝜕𝑥 𝜕𝑥 𝑑𝑥
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Exact ODEs
𝑀 𝑥, 𝑦 𝑑𝑥 + 𝑁 𝑥, 𝑦 𝑑𝑦 = 0

𝑑ℎ
Step 4. Isolate and integrate w.r.t. 𝑥
𝑑𝑥

Step 5. Substitute ℎ(𝑥) into 𝑓(𝑥, 𝑦) in Step 1

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Analytical Methods for Certain 1st-Order ODEs
1st-order ODE

Method of Y Y Method of
Is it separable? Is it exact?
separating variables solving exact DEs

N N

Can become Can become

Y Y Find the integrating
Transform separable by a exact with an
factor and multiply
transformation? integrating factor?

Beyond the scope of this course

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Reduction to Exact Form – Integrating Factors

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Reduction to Exact Form – Example

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How to Find Integrating Factor?

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How to Find Integrating Factor?

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How to Find Integrating Factor?

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How to Find Integrating Factor?

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Review of Calculus
Partial derivative
If a function, 𝑓(𝑥, 𝑦), is a function of multiple variables, e.g., 𝑥 and 𝑦, a
partial derivative is its derivative with respect to one of those variables
with the others held constant
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Review of Calculus
CME262: Engineering Mathematics II
Second-Order Linear ODEs

Winter 2024 Seungjae Lee

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Analytical Methods for Homogenous 2nd-Order Linear ODEs
Homogenous 2nd-order
linear ODE

Topic 1 Topic 2
Where one solution is known Homogenous 2nd-order linear
→ Reduction of order ODE with constant coefficients

Case 1 Case 2 Case 3

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Linear Dependence / Independence

A set of functions 𝑓1 𝑥 , 𝑓2 𝑥 , … , 𝑓𝑛 𝑥 is said to be linearly dependent on an interval 𝐼
if there exist constants 𝑐1 , 𝑐2 , … , 𝑐𝑛 , not all zero, such that

𝑐1 𝑓1 𝑥 + 𝑐2 𝑓2 𝑥 + ⋯ + 𝑐𝑛 𝑓𝑛 𝑥 = 0

for every 𝑥 in the interval.

If the set of functions is not linearly dependent on the interval, it is said to be linearly
independent, i.e., if the only constants for which

𝑐1 𝑓1 𝑥 + 𝑐2 𝑓2 𝑥 + ⋯ + 𝑐𝑛 𝑓𝑛 𝑥 = 0

for every 𝑥 in the interval are 𝑐1 = 𝑐2 = ⋯ = 𝑐𝑛 = 0.

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Linear ODEs

Linearity: An 𝑛-th order ordinary differential equation, 𝐹(𝑥, 𝑦, 𝑦’, … , 𝑦 (𝑛) ) = 0 is said to
be linear in the variable 𝑦 if 𝐹 is linear in 𝑦, 𝑦’, … , 𝑦 (𝑛) .

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 𝑔 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥
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Superposition Principle – Homogeneous ODEs

Let 𝑦1 , 𝑦2 , … , 𝑦𝑘 be solutions of a homogeneous 𝑛th-order differential equation on an
interval 𝐼. Then the linear combination

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑘 𝑦𝑘 𝑥

where the 𝑐𝑖 , 𝑖 = 1,2, … , 𝑘 are arbitrary constants, is also a solution on the interval.

A constant multiple 𝑦 = 𝑐1 𝑦1 𝑥 of a solution 𝑦1 𝑥 of a homogeneous linear differential

equation is also a solution

A homogeneous linear differential equation always possesses the trivial solution 𝑦 = 0

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General Solution – Homogeneous ODEs

Any set 𝑦1 , 𝑦2 , … , 𝑦𝑛 of 𝑛 linearly independent solutions of a homogeneous linear
𝑛th-order differential equation

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑥 𝑛
+ 𝑎𝑛−1 𝑥 𝑛−1
+ ⋯ + 𝑎1 𝑥 + 𝑎0 𝑥 𝑦 = 0
𝑑𝑥 𝑑𝑥 𝑑𝑥

on an interval 𝐼 is said to be a fundamental set of solutions on the interval 𝐼.

Then the general solution of the equation on the interval is

𝑦 = 𝑐1 𝑦1 𝑥 + 𝑐2 𝑦2 𝑥 + ⋯ + 𝑐𝑛 𝑦𝑛 𝑥

where 𝑐𝑖 , 𝑖 = 1,2, … , 𝑛 are arbitrary constants.

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Analytical Methods for Homogenous 2nd-Order Linear ODEs
Homogenous 2nd-order
linear ODE

Topic 1 Topic 2
Where one solution is known Homogenous 2nd-order linear
→ Reduction of order ODE with constant coefficients

Case 1 Case 2 Case 3

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Reduction of Order
Let 𝑦1 𝑥 be a solution of a homogeneous differential equation

𝑦 ′′ + 𝑃 𝑥 𝑦 ′ + 𝑄 𝑥 𝑦 = 0

on an interval 𝐼 and that 𝑦1 𝑥 ≠ 0 for all 𝑥 in 𝐼. Then

is a second solution on the interval 𝐼.

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Reduction of Order
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Reduction of Order
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Reduction of Order
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Reduction of Order – Example

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Analytical Methods for Homogenous 2nd-Order Linear ODEs
Homogenous 2nd-order
linear ODE

Topic 1 Topic 2
Where one solution is known Homogenous 2nd-order linear
→ Reduction of order ODE with constant coefficients

Case 1 Case 2 Case 3