University of Technology

Petroleum Technology Department

Ordinary Differential Equation

Second Year
First Lecture

Dr. Firas K. AL-Zuhairi

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 Basic Concepts
 
 Equation: Equations describe the relations between the dependent and
independent variables. An equal sign "=" is required in every equation.

 A differential equation: is a relationship between an independent variable x, a

dependent variable y and one or more derivatives of y with respect to x.

The following are example of differential equations involving the unknown

function y.

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 Differential equations that involve only one independent variable are called
ordinary differential equations.

 If there are two or more independent variables then the derivatives are partial
derivatives and the equation is called Partial Differential Equation.

Differential Equations

Ordinary Differential Equations Partial Differential Equations

d2y  2u  2u
2
 6 xy  1  2 0
dx y 2
x

involve one or more involve one or more

Ordinary derivatives of partial derivatives of
unknown functions unknown functions

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 Order and Degree of Differential Equations
 Order : order of differential equation is the order of the highest
derivative involved in the differential equation, for example:

Examples :
dy  
First order because of max. derivative of y
 y  ex with respect to x is
dx
d2y dy
2
5  2 y  cos( x)
dx dx  
Second order because of max. derivative of y
3 with respect to x is
 d y
2
 dy
 2
   2y4  1
 dx  dx

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 Degree : Degree of differential equation is the Degree of the highest
differential, for example:

 
First degree because of power of the highest
order derivative is 1.

 
Second degree because of power of the
highest order derivative is 2.

 
Second degree because of power of the
highest order derivative is 2.

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 Linear or Non-linear ODE
 Linear Equations: if the unknown function and its derivatives appear to power one. No
product of the unknown function and/or its derivatives, can be written in this form

an ( x) y n ( x)  an 1 ( x) y n 1 ( x)    a1 ( x) y ' ( x )  a0 ( x) y ( x)  g ( x)
Or

 Non-linear: Differential equations that do not satisfy the definition of linear are non-
linear.

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 Ex. Classify the Linearity of ODE
dy Linear ODE
1  y  ex
dx
d2y dy
2  2  5  2 x 2 y  cos( x) Linear ODE
dx dx
3
d y
2
dy Non-linear ODE
 
3 2    y 1
 dx  dx

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 Solution of Differential Equation
 
 A function y=f(x) is said to be a solution of a differential equation if the
differential equation is satisfied when y and its derivatives are replaced
throughout by f(x) and its derivatives. For example if A, B and C are three
arbitrary constants then:

 𝑦=𝐴𝑥²+𝐵𝑥 +𝑐 is a solution of the differential equation .

 Thus a solution of a differential equation will be a number of arbitrary constants

(such as A, B & C) equal to the order of the differential equation ().

 This solution is called a general solution.

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 Problems:
Show that each function is the solution of the accompanying differential
equation:
Example1.
𝟐
 
𝑥− =0
 
𝒚= 𝒙 + 𝟑
  𝒅𝒚
=𝟐 𝒙
𝒅𝒙
2
 
𝑑 𝑦
2
=2
𝑑𝑥
By substituting in differential equation we get:

𝑥 (2)−2𝑥=0 0=0
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Example2.
 
𝑥−=0
 
𝒚=𝑪 𝟏 𝒙 𝟐 +𝑪 𝟐
  𝒅𝒚
=𝟐𝑪 𝟏 𝒙
𝒅𝒙
 
𝒅𝟐 𝒚
𝟐
=𝟐 𝑪 𝟏
𝒅𝒙
By substituting in differential equation we get:

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 First Order Differential Equation
1) Variable Separable
A first order differential equation can be solved by integration if it is possible to
collect all y terms with dy and all x terms with dx that is if it possible to write the
differential equation in the form:

𝑓 ( 𝑦 ) 𝑑𝑦 + 𝑔 ( 𝑥 ) 𝑑𝑥=0
 

Then the general solution is

∫ 𝑓 ( 𝑦 )𝑑𝑦+∫ 𝑔 ( 𝑥 )𝑑𝑥=𝐶
Where C is any arbitrary constant

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Examples : Solve the following differential equations:

(1) (2)

Solution: Solution:
(3) (4)

Solution: Solution:
(5) (6)

Solution: Solution:

By integration by parts on both sides

H.W

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(7) (8)

Solution: multiply the equation by Solution:

Divided the equation by

  𝟏
𝟐 𝟐
(𝟏+ 𝒙 )(𝟏+ 𝒚 )

Integrating both sides we obtain,

  y +X =C
(9)

Solution:
(10)
2) Homogeneous
 An equation of the form = F() …………………..(1)
Is called a homogeneous equation in which the variables cannot be separated but can
be transformed by a change of variable into an equation where the variable can be
separated,

  Assuming ………………(2)
Then ………….............(3)
Differentiating equation (2) we get,
  …..…………..……(4)

  by substituting and (4) in (1) we get,

…..…………..……(5)

Equation 5 is first order differential equation variable separable then

…..…………..……(6)
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 …..…………..……(7)

 
After integration and solution of equation (7)we must make a back substitution
of the variables to get the final answer.
Examples : Solve the following differential equations

1)

Solution:
2)

Solution:
3)

Solution:
Summary: In applying the method of variation of parameters to solve the equation

 We work directly with equations in (6). It is not necessary to derive them.

 The steps are

1. Solve the associated homogeneous equation to find the

functions 𝑢1 and 𝑢2.

calculate D, 𝑣1′,and 𝑣2′ from (6). Where .2

3. Integrate 𝑣1′,and 𝑣2′ to find 𝑣1 and 𝑣2

4. Write down the general solution of (1) as

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