ENG1002

Ordinary Differential Equations

Dr Yeo Chong Hun

Singapore Institute of Technology

[email protected]

October 20, 2022

Dr Yeo Chong Hun (SIT) ODE October 20, 2022 1 / 61

Overview

Substitution
1 Introduction Integrating factor
Classification of ODE 3 Analytical methods for 2nd Order
Formation of DE from
Homogeneous equations
elimination of arbitrary
Auxiliary Equation
constants
Types of roots of AE
What is a ”solution” to a DE?
Nonhomogeneous ODE,
2 Analytical methods for 1st Order constant coeff.
Direct Integration General forms of Particular
Separating Variables Integral

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 Introduction Classification of ODE

Classification of ODE

dy
x dx − y2 = 0 1st order

d y 2
2
xy dx2 − y sin x = 0 2nd order

d3 y dy
dx3
− y dx + e4x = 0 3rd order

d2 y dy
dx2
+ 2 dx + 10y = sin 2x 2nd order

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 Introduction Formation of DE from elimination of arbitrary constants

Formation of DE from elimination of arbitrary constants

Consider . . .
A
y =x+
x
dy A
=1− 2
dx x
dy A
x =x−
dx x
dy
Sum x dx and y . . .
dy
x + y = 2x
dx
which is a 1st order DE.

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 Introduction Formation of DE from elimination of arbitrary constants

Formation of DE from elimination of arbitrary constants

Consider . . .
y = A sin x + B cos x
dy
= A cos x − B sin x
dx
d2 y
= −A sin x − B cos x
dx2
d2 y
Sum dx2
and y . . .
d2 y
+y =0
dx2
which is a 2nd order DE.

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 Introduction Formation of DE from elimination of arbitrary constants

Formation of DE from elimination of arbitrary constants

Consider . . .
y = Ax2 + Bx
dy
= 2Ax + B
dx
d2 y
= 2A
dx2

y/x = Ax + B  




dy
dx = 2Ax + B




2
d y 
0.5 dx2 = A 

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 Introduction Formation of DE from elimination of arbitrary constants

Formation of DE from elimination of arbitrary constants


dy
dx − y/x = Ax 


d y2 
0.5 dx2 = A


dy d2 y
− y/x = 0.5 2 x
dx dx
d2 y 2 dy
0.5 x − x+y =0
dx2 dx
which is a 2nd order DE.

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 Introduction Formation of DE from elimination of arbitrary constants

Formation of DE from elimination of arbitrary constants

Question: What determines the ’order’ of a DE?

dy

A
y =x+ x ⇒ x dx + y = 2x (1st) 





2
d y
y = A sin x + B cos x ⇒ dx2 + y = 0 (2nd)




d2y dy

2
y = Ax + Bx 2
⇒ 0.5 dx2 x − dx x + y = 0 (2nd)


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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

Consider the following DE . . .

d2 y dy
2
+ 10 + 21y = 0
dx dx
which has the following general solution . . .

y = Ae−3x + Be−7x

How to show that the above is indeed the ”solution”?

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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

y = Ae−3x + Be−7x
Derive the 1st and 2nd derivatives of the above GS and then substitute
the expressions of y 00 , y 0 and y into the DE.

The derivatives are . . .

y 0 = −3Ae−3x − 7Be−7x
y 00 = 9Ae−3x + 49Be−7x

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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

Substitute the expressions of y 00 , y 0 and y into the DE . . .

whereby the DE is . . .

d2 y dy
2
+ 10 + 21y = 0
dx dx
so . . .

(. . .) + 10(. . .) + 21(. . .) = 0
−3x −7x
(9Ae + 49Be ) + 10(−3Ae−3x − 7Be−7x ) + 21(Ae−3x + Be−7x ) = 0

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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

Grouping common variables together . . .

(9Ae−3x + 49Be−7x ) + 10(−3Ae−3x − 7Be−7x ) + 21(Ae−3x + Be−7x ) = 0

(9 − 30 + 21)Ae−3x + (49 − 70 + 21)Be−7x = 0

LHS = 0 which satisfies the RHS, which shows that the expression is
indeed a solution to the DE.

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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

Instead of substituting into the DE, another way is to eliminate the

constants. Derive the 1st and 2nd derivatives then follow by eliminating
constants A and B.
y = Ae−3x + Be−7x
y 0 = −3Ae−3x − 7Be−7x
y 00 = 9Ae−3x + 49Be−7x

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 Introduction What is a ”solution” to a DE?

What is a ”solution” to a DE?

Combining the first and second equations to eliminate A . . .

3y + y 0 = 3(Ae−3x + Be−7x ) + (−3Ae−3x − 7Be−7x ) = −4Be−7x

Combining the second and third equations to eliminate A . . .

3y 0 + y 00 = 3(−3Ae−3x − 7Be−7x ) + (9Ae−3x + 49Be−7x ) = 28Be−7x

Combining the two new equations to eliminate B . . .

7(3y + y 0 ) + (3y 0 + y 00 ) = 7(−4Be−7x ) + (28Be−7x )

Which simplifies into the DE . . .

y 00 + 10y 0 + 21y = 0

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