Ordinary Differential Equations (Math 3082)

Markos Fisseha
Addis Ababa University
Ethiopia

April 8, 2024

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Chapter 1: Basic definitions and terminology

Outline
In this chapter, we will study the following topics:
1.1 Definition of ODE and examples
1.2 Order of a differential equation, linear and nonlinear ODE
1.3 Nature of solutions of ODE: general, particular and singular
solutions

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Definition of ODE and examples

In this section we will see the basic definitions and terminologies of

Ordinary Differential Equations (ODE).

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Definition of ODE and examples

In this section we will see the basic definitions and terminologies of

Ordinary Differential Equations (ODE).

Definition
An equation involving derivatives of one or more dependent
variables with respect to one or more independent variables is
called a Differential Equation.

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Definition of ODE and examples

In this section we will see the basic definitions and terminologies of

Ordinary Differential Equations (ODE).

Definition
An equation involving derivatives of one or more dependent
variables with respect to one or more independent variables is
called a Differential Equation.

Differential equations can be classified by their

type as Ordinary or Partial Differential Equations
order as 1st , 2nd , ..., nth
linearity as Linear or Non-Linear
By type differential equations are divided into two major classes: .

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Definition (Ordinary Differential Equation)
An ordinary differential equation (ODE) is an equation which
involves one independent variable and the derivatives of the
dependent variable with respect to that independent variable.

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Definition (Ordinary Differential Equation)
An ordinary differential equation (ODE) is an equation which
involves one independent variable and the derivatives of the
dependent variable with respect to that independent variable.

Definition (Partial Differential Equation)

A partial differential equation (PDE) is an equation which involves
more than one independent variables and the corresponding partial
derivatives of the dependent variable with respect to the
independent variables.

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Example
Classify the following differential equations as ODE or PDE:
000
1 x 2y − 6xy 0 + 10y = 0
00
2 x (t) + sin x(t) = 0
00
3 y + λy = 0
4 x0 + x = 0
5 ut − uy = 0
6 utt = uxx + uyy
d 2y
 
dy
7 + 5 − 4y = e x
dx 2 dx

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Example
Classify the following differential equations as ODE or PDE:
000
1 x 2y − 6xy 0 + 10y = 0
00
2 x (t) + sin x(t) = 0
00
3 y + λy = 0
4 x0 + x = 0
5 ut − uy = 0
6 utt = uxx + uyy
d 2y
 
dy
7 + 5 − 4y = e x
dx 2 dx

Solution
1-4 and 7 are ODE, but 5 and 6 are PDE.

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Order of a differential equation, linear and nonlinear ODE
Definition (Order)
The order of a differential equation (either ODE or PDE) is the
order of the highest derivative that appear in the equation.

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Order of a differential equation, linear and nonlinear ODE
Definition (Order)
The order of a differential equation (either ODE or PDE) is the
order of the highest derivative that appear in the equation.

Definition (Degree of ODE)

The highest exponent of the highest derivative of the differential
equation is called degree of the de.

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Order of a differential equation, linear and nonlinear ODE
Definition (Order)
The order of a differential equation (either ODE or PDE) is the
order of the highest derivative that appear in the equation.

Definition (Degree of ODE)

The highest exponent of the highest derivative of the differential
equation is called degree of the de.

Example (State the order and degree of the following ODE.)

000
1 x 2y − 6xy 0 + 10y = 0
00
2 y + λy = 0
3 x0 + x = 0
 2
d 2y dy
4
2
+ + y = ex
dx dx
 2 3  2 2
d y d y
5
2
+ + y0 = 0
dx dx 2 6 / 12
Solution
(1) 3rd order de and its degree is 1.
(2) 2rd order de and its degree is 1.
(3) 1st order de and its degree is 1.
(4) 2nd order de and its degree is 1.
(5) 2rd order de and its degree is 3.

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Solution
(1) 3rd order de and its degree is 1.
(2) 2rd order de and its degree is 1.
(3) 1st order de and its degree is 1.
(4) 2nd order de and its degree is 1.
(5) 2rd order de and its degree is 3.

Exercise
Find the order and degree of the differential equation
" 2 # 23
d 2y

dy
1+ = .
dx dx 2

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Definition (Classification as linear or non-linear)
A differential equation(de)
00
y (n) = f (x, y 0 , y , ..., y (n−1) )
00
is said to be linear when f is linear function of x, y , y , ..., y (n−1) .
i.e. if it can be written in the form
d ny 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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Definition (Classification as linear or non-linear)
A differential equation(de)
00
y (n) = f (x, y 0 , y , ..., y (n−1) )
00
is said to be linear when f is linear function of x, y , y , ..., y (n−1) .
i.e. if it can be written in the form
d ny d n−1 y dy
an (x) n
+ an−1 (x) n−1
+ · · · + a1 (x) + a0 (x)y = g (x).
dx dx dx

Note
Two characteristic properties of linear de
(a) The dependent variable y and all its derivatives are of the first
degree; i.e. the power of each term involving y is 1.
(b) Each coefficient depends only on the independent variable x.
(c) It is free from product of dependent variable and its derivatives

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Definition
A de that is not linear is said to be nonlinear.

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Definition
A de that is not linear is said to be nonlinear.

Example
Classify the following de as linear (nonlinear).
(a) (y − x)dx + 4xdy = 0
00
(b) y − 2y 0 + y = 0
d 3y dy
(c) x 3 3 − 4x + 6y = e x
dx dx
(d) (1 + y )y 0 + 2y = e x
d 2y
(e) + sin(y ) = 0
dx 2
d 4y
(f) + y2 = 0
dx 4

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Definition
A de that is not linear is said to be nonlinear.

Example
Classify the following de as linear (nonlinear).
(a) (y − x)dx + 4xdy = 0
00
(b) y − 2y 0 + y = 0
d 3y dy
(c) x 3 3 − 4x + 6y = e x
dx dx
(d) (1 + y )y 0 + 2y = e x
d 2y
(e) + sin(y ) = 0
dx 2
d 4y
(f) + y2 = 0
dx 4

Solution
(a), (b) and (c) are linear, but (d), (e) and (f) are nonlinear.
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Nature of solutions of ODE: particular, general and
singular solutions
Definition (Nature of solutions)
A solution of a differential equation is a function y = y (x) which
satisfies the given differential equation.

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Nature of solutions of ODE: particular, general and
singular solutions
Definition (Nature of solutions)
A solution of a differential equation is a function y = y (x) which
satisfies the given differential equation.

Example
Show that the function(s)
00
(a) y = 2 sin x + 3 cos x is a solution of the de y + y = 0
(b) y = 4 and y = 4 + 16e −4x are solutions of the de
dy
+ 4y = 16.
dx

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Nature of solutions of ODE: particular, general and
singular solutions
Definition (Nature of solutions)
A solution of a differential equation is a function y = y (x) which
satisfies the given differential equation.

Example
Show that the function(s)
00
(a) y = 2 sin x + 3 cos x is a solution of the de y + y = 0
(b) y = 4 and y = 4 + 16e −4x are solutions of the de
dy
+ 4y = 16.
dx

Definition (General solution)

The solution of a de in which the number of arbitrary constants is
equal to the order of the de is called a general solution (or
complete solution).
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Definition (Particular solution)
If particular values are given to the arbitrary constants in the
general solution, then the solution so obtained is called a particular
solution.

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Definition (Particular solution)
If particular values are given to the arbitrary constants in the
general solution, then the solution so obtained is called a particular
solution.

Definition (Singular solution)

A solution which doesn’t contain any arbitrary constant and also,
is not obtainable from the general solution by giving particular
values to the arbitrary constants is called a singular solution.

Example (Show that the function y (x):)

(a) y = e 3x (A + Bx) is the general solution of the de
d 2y
dx 2
− 6 dy
dx + 9y = 0 and develop different particular solutions
(b) y = ae 2x + be −x is the general solution of the de
d 2y
dx 2
− dy
dx − 2y = 0 and develop different particular solutions
(c) y = cx + c 2 is the general solution of the de y = xy 0 + (y 0 )2
and y = − 14 x 2 is singular solution of the given de..
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Explicit and implicit solutions

Definition (Explicit solution)

A solution of ODE that can be written in the form y = f (x) is said
to be explicit solution of the given de.

Example
c d 2 y 2 dy
The function y = + d, is an explicit solution of + = 0.
x dx 2 x dx

Definition (Implicit solution)

A relation G (x, y ) = 0 is said to be implicit solution of ODE.

Example
dy x
x 2 + y 2 − 4 = 0 is implicit solution of the de =− .
dx y

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