Ordinary Differential

Equations
Dr. Litan Kumar Saha
Professor
Department of Applied Mathematics
University of Dhaka
Ordinary Differential Equations

◼ Where do ODEs arise?

◼ Notation and Definitions
◼ Solution methods for 1st order
ODEs

2
Where do ODE’s arise

◼ All branches of Engineering

◼ Economics
◼ Biology and Medicine
◼ Chemistry, Physics etc
Anytime you wish to find out how
something changes with time (and
sometimes space)

3
 Example – Newton’s Law of
Cooling
◼ This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: TObj Room Temperature: TRoom

Newton’s laws states: “The rate of change in the temperature of an

object is proportional to the difference in temperature between the object
and the room temperature”
Form
dTObj
ODE = − (TObj − TRoom )
Solve dt
ODE
TObj = TRoom + (Tinit − TRoom)e −t
Where Tinit is the initial temperature of the object.
4
 Example – Swinging of a
pendulum
Newton’s 2nd law for a rotating object:
◼ Moment of inertia x angular acceleration = Net external torque

d 2
 ml  2 = − mgl sin 
2

dt
rearrange and divide
through by ml 2
l
where
d 
2
2 =
g
2
+  2
sin  = 0 l
dt
mg
This equation is very difficult to solve.

5
 1.1 Definitions and Terminology
❖Introduction: differential equations means that
equations contain derivatives, eg:
dy/dx = 0.2xy (1)
DEFINITION 1.1
Differential equation (DE)
An equation contains the derivates of one or more dependent
variables with respect to one or more independent variables.

❖Ordinary DE: An eq. contains only ordinary

derivates of one or more dependent variables of a
single independent variable.
eg: dy/dx + 5y = ex, (dx/dt) + (dy/dt) = 2x + y (2)

Ch01_6
❖Partial DE: An equation contains partial derivates of
one or more dependent variables of two or more
independent variables.

 2u  2u  2u  2u u
+ 2 = 0, 2 = 2 − 2 (3)
x y
2
x t t

❖Notations: Leibniz notation dy/dx, d2y/ dx2

prime notation y’, y”, …..
Subscript notation ux, uy, uxx, uyy, uxy , ….

Ch01_7
 Order of the Differential Equation
◼ The order of a differential
equation is just the order of
highest derivative used.

d 2 y dy
.
2
+ =0 2nd order
dt dt

dx d 3x
=x 3 3rd order
dt dt

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Order of the Differential Equation
The order of a differential equation is the order of the
highest order derivative occurring in the differential
equation.
3 2
2  2 
d y dy d y  dy 
Example : 3 =   = 
dx2 dx  2   dx 
 dx 
The order of the highest order derivative
d2 y
is 2.
2
dx

Therefore, order is 2
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 Degree

◼ The degree of a differential

equation is the power of the
highest derivative term.
2
 d y   dy 
2 3
.
 2  +  = 0 2nd degree
 dt   dt 
2
 dx  d 3x
  =x 3 1st degree
 dt  dt

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Degree of the Differential
Equation
The degree of a differential equation is the degree of the
highest order derivative, when differential coefficients
are made free from fractions and radicals.
3
2 3
2 2
d y 
2
 dy   2
 d2 y    dy  
Example : + 1+    =0    = 1+   
dx2   dx    2    dx  
 dx 

2
The degree of the highest order derivative y is 2.
d
dx2
Therefore, degree is 2.

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Example - 1
Determine the order and degree of the differential
2
dy  dy 
equation: y=x + a 1+   .
dx  dx 

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Example - 2
Determine the order and degree of the differential
3
d4 y   dy  2
2
equation: = c +   
dx 4   dx  
3
2 3
 2 2
4
d y  dy   2  d4 y    dy  
Solution: We have = c +      = c +   
dx 4   dx    dx4    dx  
 

d4 y
Here, the order of the highest order 4
is 4
dx

d4 y
and, the degree of the highest order 4 is 2
dx
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 Linearity
◼ The important issue is how the unknown y
appears in the equation. A linear equation
involves the dependent variable (y) and its
derivatives by themselves. There must be
no "unusual" nonlinear functions of y or its
derivatives.

◼ A linear equation must have constant

coefficients, or coefficients which depend
on the independent variable (t). If y or its
derivatives appear in the coefficient the
equation is non-linear.

15
Linearity - Examples

dy
+ y = 0 is linear
dt
dx
+ x 2 = 0 is non-linear
dt
dy 2
+t = 0 is linear
dt
dy 2
y + t = 0 is non-linear
dt

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Linearity – Summary

Linear Non-linear

2y y2 or sin( y)

dy dy
y
dt dt

(2 + 3sin t) y (2 − 3 y 2 ) y
2
dy  dy 
t  
dt  dt 

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 1.2 Initial-value Problems
❖Introduction: We are often interested in a solution
y(x) of a DE satisfying an initial condition.
❖Example: on some interval I containing xo,
n
d y ( n −1)
solve
n
= f ( x , y , y ' ,  , y )
dx
subjecty (tox ) = y , y ' ( x ) = y , , y ( n−1) ( x ) = y
0 0 0 1 0 n−1
(1)
This is called an Initial-Value Problem (IVP).
( n−1)
❖y(xo) = yo , y(xo) = y1 , y ( x0 ) = yn−1
are called initial conditions.
Ch01_18
❖First and Second Order IVPs
dy
solve : = f ( x, y )
dx (2)
subject to : y ( x0 ) = y0
and
d2y
solve : 2
= f ( x, y , y ' )
dx (3)
subject to : y ( x0 ) = y0 , y ' ( x0 ) = y1

are first and second order initial-value problems,

respectively. See Fig1.7 and 1.8.

Ch01_19
Fig1.7 Fig1.8

Ch01_20
 Initial Value/Boundary value
problems
◼ Problems that involve time are represented
by an ODE together with initial values.

◼ Problems that involve space (just one

dimension) are also governed by an ODE
but what is happening at the ends of the
region of interest has to be specified as well
by boundary conditions.

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Example

dv ◼ 1st order
= g ◼ Linear
dt ◼ Nonhomogeneous
v(0) = v0 ◼ Initial value problem

◼ 2nd order
d 2M
2
=w ◼ Linear
dx ◼ Nonhomogeneous
M (0) = 0 ◼ Boundary value
and problem
M (l ) = 0

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 Example

◼ 2nd order
d 2
2
+  2
sin  = 0 ◼ Nonlinear
dt
◼ Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 ◼ Initial value problem
dt

◼ 2nd order
d 2

2
+  2
 =0 ◼ Linear
dt ◼ Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 ◼ Initial value problem
dt

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 DEFINITION 1.2
Solution of ODE
Any function , defined on an interval I, possessing at
least n derivatives that are continuous on I, when
replaced into an n-th order ODE, reduces the equation
into an identity, is said to be a solution of the equation on I.

❖That is, a solution of (4) is a function  possesses at

least n derivatives and
F(x, (x), ’(x), …, (n)(x)) = 0 for all x in I, where I
is the interval  is defined on.
Ch01_24
 Example 1

Verify the indicated function is a solution of the given

ODE on (－, )
(a) dy/dx = xy1/2; y = x4/16 (b) y − 2 y + y = 0; y = xe x
❖Explicit solution: dependent variable is expressed
solely in terms of independent variable and constants.
Eg: solution is y = (x).

DEFINITION 1.3
Implicit solution of an ODE
G(x, y) = 0 is said to be an implicit solution of (4) on I,
provided there exists at least one function y = (x)
satisfying the relationship as well as the DE on I.

F ( x, y, y ', , y (n) ) = 0 (4)

Ch01_27
 Example 3

x2 + y2 = 25 is an implicit solution of
dy/dx = −x/y (8)
on the interval -5 < x < 5.
Since
dx2/dx + dy2/dx = (d/dx)(25)
then
2x + 2y(dy/dx) = 0 and dy/dx = -x/y
solution curve is shown in Fig1.2

Ch01_28
Fig1.2

Ch01_29
❖Families of solutions: A solution containing an
arbitrary constant c is called a one-parameter family
of solutions. A solution containing n arbitrary
constants c1, c2, …, cn is called a n-parameter family
of solutions.
❖Particular solution: A solution free of arbitrary
parameters. eg: y = cx – x cos x is a solution of
xy’ – y = x2 sin x on (-, ), y = x cos x is a
particular solution corresponding to c = 0. See Fig1.3

Ch01_30
Fig1.3

Ch01_31
 Example 4

x = c1cos 4t and x = c2 sin 4t are solutions of

x + 16x = 0
we can easily verify that x = c1cos 4t + c2 sin 4t is also a
solution.

Ch01_32
❖Singular solution: A solution can not be obtained by
particularly setting any parameters.
y = (x2/4 + c)2 is the family solution of dy/dx = xy1/2 ,
however, y = 0 is also a solution of the above DE.
❖We cannot set any value of c to obtain the solution y
= 0, so we call y = 0 is a singular solution.

Ch01_33
 Example 1
We know y = cex is the solutions
of y’ = y on (-, ). If y(0) = 3,
then 3 = ce0 = c. Thus y = 3ex is a
solution of this initial-value
problem.

If we want a solution passing

through (1, -2), that is
y(1) = -2, then -2 = ce, or c = -2e-1.
See Fig1.9

Fig1.9

Ch01_34
 Example 3

In example 4 of Sec 1.1, we saw x = c1cos 4t + c2sin 4t

is a solution of
x + 16x = 0
Find a solution of the following IVP:
x + 16x = 0, x(/2) = −2, x(/2) = 1 (4)

Solution:
Substitute x(/2) = − 2 into x = c1cos 4t + c2sin 4t, we
find c1 = −2. In the same manner, from x(/2) = 1 we
have c2 = ¼.

Ch01_35
 Formation of Differential Equations
Assume the family of straight lines represented by
y = mx
Y
dy dy y
 =m  = y = mx
dx dx x
dy  m = tan
X
x =y O
dx

is a differential equation of the first order.

 Formation of Differential Equations
Assume the family of curves represented by
y = Acos ( x +B) … (i)

where A and B are arbitrary constants.

dy
 = − A sin ( x + B ) ... (ii ) [Differentiating (i) w.r.t. x]
dx

d2 y
and 2
= − A cos ( x + B ) [Differentiating (ii) w.r.t. x]
dx
 Formation of Differential Equations
d2 y
 = −y [Using (i)]
2
dx

d2 y
 +y=0
2
dx
is a differential equation of second order

Similarly, by eliminating three arbitrary constants, a differential equation of

third order is obtained.

Hence, by eliminating n arbitrary constants, a differential equation of

nth order is obtained.
 Example - 1
Form the differential equation of the family of curves

y = a sin ( b x + c ) , a and c being parameters.

 Example - 2
Find the differential equation of the family of all the circles,
which passes through the origin and whose centre lies on
the y-axis.
 Example -3
❖Find the third order differential equation whose
solution is the 3-parameter family of curves defined by

where a, b, c are parameters.

 Example -4
❖Find the differential equation corresponding to the
equation
❖ y = aex + be2x + ce-3x
❖where a, b, c are arbitrary constants.
 Example -5
❖Find the differential equation of all the hyperbolas
whose axes are along both the axes.
It is Ordinary/partial Differential equation of order… and of degree…, it is
linear / non linear, with independent variable…, and dependent variable….