Ordinary Differential Equations (1)

CHAPTER 1: Introduction

1.1 DIFFERENTIAL EQUATIONS

Definition: An equation containing some derivatives of an unknown function is called a
differential equation (DE).

Example 1: The free fall equation is an example of a DE.

𝑑2ℎ
𝑚 2 = −𝑚g
𝑑𝑡

Example 2: The following equations are DEs

𝑑2𝑦 𝑑𝑦
1) − 2𝑡 + (sin 𝑡)𝑦 = 0.
𝑑𝑡 2 𝑑𝑡

2
𝑑𝑦 4 𝑑3𝑦
2) ( ) − 𝑒 𝑦 ( 3 ) + 𝑘𝑥𝑦 = cos 𝑥𝑦.
𝑑𝑥 𝑑𝑥

𝑑𝑥/𝑑𝑡 3𝑝
3) = .
𝑥 3/2 (1−𝑥)3/2 √𝑛

4) (𝑦 ′′′ )2 + (𝑦 ′ )4 + 5𝑡 = 0.

𝜕𝑢 𝜕2 𝑢 𝜕2 𝑢
5) − 4𝑥 2
+ = 5𝑦𝑢.
𝜕𝑥 𝜕𝑦 𝜕𝑥𝜕𝑦
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1.2 CLASSIFICATION OF DIFFERENTIAL EQUATIONS

A. Classification by type:

 A differential equation involving only ordinary derivatives concerning a single

independent variable is called an ordinary differential equation (ODE).

 A differential equation involving partial derivatives concerning more than one

independent variable is called a partial differential equation (PDE).

Example 3: Classify the DEs in Example 2 as ODE or PDE:

B. Classification by Order:

 The order of a differential equation is the order of the highest-order derivatives appearing
in the equation.

Example 4: Determine the order of the DEs in Example 2.

C. Classification by Degree:

 The degree of a differential equation is the exponent to the derivative of the highest order
appearing in the equation.

Example 5: Determine the degree of the DEs in Example 2.

D. Classification as Linear or Nonlinear:

 A differential equation is linear if it has the format

𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑛
+ 𝑎 𝑛−1 (𝑥) 𝑛−1
+ ⋯ + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝐹(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

where 𝑎𝑛 (𝑥), 𝑎𝑛−1 (𝑥), … , 𝑎1 (𝑥), 𝑎0 (𝑥), and 𝐹(𝑥) are functions only of 𝑥. Otherwise, it is Nonlinear.
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Example 6: Determine the linear DEs in Example 2.

Example 7: Determine the linear DEs

2
𝑑 𝑞 𝑑𝑦 2
1) 𝑳 + 𝑅 𝑑𝑞 + 𝑪1 𝑞 = 𝐸(𝑡). 3) 𝑦 [1 + ( ) ] =𝐾
𝑑𝑡2 𝑑𝑡 𝑑𝑥

𝑑𝑥 𝑑2𝑦 𝑑𝑦
2) 𝑡 = 𝑡 3 + 𝑥. 4) −𝑦 = cos 𝑥.
𝑑𝑡 𝑑𝑥 2 𝑑𝑥

1.3 SOLUTION OF DE
 A general form for an 𝑛th-order equation with 𝑥 independent, 𝑦 dependent, can be
expressed as

(1) 𝑑𝑦 𝑑𝑛 𝑦
𝐹 (𝑥, 𝑦, , … , 𝑛 ) = 0.
𝑑𝑥 𝑑𝑥

 In many cases we can isolate the highest-order term and write equation (1) as

(2) 𝑑𝑛 𝑦 𝑑𝑦 𝑑 𝑛−1 𝑦
=𝑓 (𝑥, 𝑦, , … , 𝑛−1 ).
𝑑𝑥 𝑛 𝑑𝑥 𝑑𝑥

Definition: A solution of the DE (1) [or (2)] is an expression (function or relation) of the
dependent and the independent variables, which satisfies the equation for all 𝑥 in some interval 𝐼.
Note: If the DE solution is a function, then that solution is called explicit. It is called an implicit
solution if it is a relation.
Example 8: Show that the function 𝑦 = 𝑥 2 − 𝑥 −1 is a solution to the linear equation
𝑑2𝑦 2
− 𝑦 = 0,
𝑑𝑥 2 𝑥 2
but 𝑦 = 𝑥 3 is not.
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Example 9: Show that for any choice of the constants 𝑐1 and 𝑐2 , the function
𝜙(𝑥) = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥
is a solution to the linear equation
𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0

Example 10: Show that the relation 𝑦 2 − 𝑥 3 + 8 = 0 implicitly defines a solution to the
nonlinear DE
𝑑𝑦 3𝑥 2
=
𝑑𝑥 2𝑦
on the interval (2, ∞).
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Example 11: Show that the relation 𝑥 + 𝑦 + 𝑒 𝑥𝑦 = 0 is an implicit solution to the nonlinear DE
𝑑𝑦
(1 + 𝑒 𝑥𝑦 ) + 1 + 𝑦𝑒 𝑥𝑦 = 0.
𝑑𝑥

Example 12: Determine for which values of 𝑚 the function 𝜙(𝑥) = 𝑥 𝑚 is a solution to the DE
𝑑2 𝑦 𝑑𝑦
𝑥2 − 𝑥 − 5𝑦 = 0.
𝑑𝑥 2 𝑑𝑥

Example 13: Solve the following ODE

𝑑3 𝑦
=𝑥+2
𝑑𝑥 3
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1.4 INITIAL VALUE PROBLEM

Definition: The 𝑛th-order DE

(3) 𝑑𝑦 𝑑𝑛 𝑦
𝐹 (𝑥, 𝑦, , … , 𝑛 ) = 0, 𝑥 ∈ 𝐼
𝑑𝑥 𝑑𝑥
together with the following 𝑛 conditions (called initial conditions):
𝑦(𝑥0 ) = 𝜆0
𝑦 ′ (𝑥0 ) = 𝜆1
(4)
⋮
𝑦 (𝑛−1) (𝑥0 ) = 𝜆𝑛−1 ,
where 𝑥0 ∈ 𝐼 and 𝜆0 , 𝜆1 , … , 𝜆𝑛−1 are given constants, is called an initial value problem (IVP).

Example 14: The following are IVPs

𝑑2 𝑦
1) + 𝑦 = 0; 𝑦(0) = −1, 𝑦 ′ (0) = 1.
𝑑𝑥 2
𝑑𝑦
2) 2 + 𝑥𝑦 = sin 𝑥 ; 𝑦(𝜋) = 2.
𝑑𝑥
𝑑3 𝑦 𝑑2 𝑦
3) + − 𝑦 = 𝑥; 𝑦(1) = 2, 𝑦 ′ (1) = −1, 𝑦 ′′ (1) = −3,
𝑑𝑥 3 𝑑𝑥 2

but the following is not IVP:

𝑑2 𝑦
4) + 𝑦 = 0; 𝑦(0) = −1, 𝑦 ′ (1) = 3.
𝑑𝑥 2

 Indeed, equation 4) is called a boundary value problem (BVP).

Definition: A solution of the IVP (3) and (4) is a function or relation, which satisfies the
equation (3) and the initial conditions (4).

Example 15: Show that 𝜙(𝑥) = sin 𝑥 − cos 𝑥 is a solution to the IVP
𝑑2 𝑦
+ 𝑦 = 0; 𝑦(0) = −1, 𝑦 ′ (0) = 1.
𝑑𝑥 2
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Example 16: As shown in Example 9, the function 𝜙(𝑥) = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 2𝑥 is a solution to

𝑑 2 𝑦 𝑑𝑦
− − 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥
for any choice of the constants 𝑐1 and 𝑐2 . Determine 𝑐1 and 𝑐2 so that the initial conditions
𝑦(0) = 2, 𝑦 ′ (0) = −3
are satisfied.
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