Session 01

Course Title: ODE

Course Code: TE 1201

Course Teacher: Khondaker Fahad Mia(KFM)

Lecturer, Dept. of Mathematics
Email: [email protected]
Mobile: 01621672187

6/14/2023 1
 Topics to be covered Expected Outcomes

• Basics on DE and able to

find order and degree of DE,
Introduction to • Identify linear and nonlinear
Differential Equations DE
(DE), order and degree • Learn about ODE & PDE
of DE, solution types, • Basics on general solution
ODE & PDE, Linear and Particular solution
and Nonlinear DE, They will able to form a DE
Formation of DE. from its primitive

6/14/2023 2
 Introduction to Differential Equations (D.Es.)
Differential Equation:
A differential equation is, in simpler terms, a statement of equality
having a derivative or differentials. An equation involving
differentials or differential co-efficient is called a differential
equation.

𝑑2 𝑦
For Example, = 0 and 𝑦𝑑𝑥 + 𝑥𝑑𝑦 = 0 are two differential
𝑑𝑥 2
equations

𝜕𝑧 𝜕𝑧
For Example, 𝑥 +𝑦 =𝑧
𝜕𝑥 𝜕𝑦

6/14/2023 3
 Differential Equations

Ordinary D.E (O.D.E.): Partial D.E (P.D.E.):

dy 1+ y 2 ¶2 z ¶2 z
(i) = (i) x 2 + y 2 = tan x
dx 1+ x 2 ¶x ¶y
d 2 y dy ¶z ¶z
(ii) 2 2 + + 2 y = e x + sin x (ii) - =0
dx dx ¶x ¶ y

6/14/2023 4
Ordinary Differential Equation Partial Differential
(ODE): Equation(PDE):
If a differential equation contains If there are two or more
one/more dependent variable and independent variables, so that
one independent variable, then the derivatives are partial, then
the differential equation is called the differential equation is called
ordinary differential equation. partial differential equation.
Ordinary D.E (O.D.E.): Partial D.E (P.D.E.):

¶2 z ¶2 z
dy 1+ y 2 (i) x 2 + y 2 = tan x
(i) = ¶x ¶y
dx 1+ x 2 ¶z ¶z
d 2 y dy (ii) - =0
(ii) 2 2 + + 2 y = e x + sin x ¶x ¶ y
dx dx
6/14/2023 5
Order: Degree:
By the order of a differential By the degree of a differential
equation, we mean the order equation, we mean the degree of the
of the highest differential highest differential coefficient after
coefficient which appears in the equation has been put in the
it. form free from radicals and fraction.
4
𝑑2 𝑦 𝑑𝑦 5
𝑑2 𝑦 𝑑𝑦 For Example, + 5𝑥 =0
For Example, +6
=0 𝑑𝑥 2 𝑑𝑥
𝑑𝑥 2 𝑑𝑥
is a second order differential is a differential equation of degree 4
equation because we count degree based on
highest order in a differential
equation.
2
d y æ dy ö
2
+
2 ç ÷ = -4cos2x ® D.E. with second order first degree
dx è dx ø

6/14/2023 6
Note:
• Degree of a differential equation is defined if it is a polynomial equation in its
derivative.
• The degree of the differential equation is always positive, but never a negative or
zero or fraction.
• Dependent variable should not include fraction powers, it should be perfectly
linear. For example
𝑑2 𝑦
+ 𝑦 = 0 , degree does not exist
𝑑𝑥 2
• Degree of the DE does not exist when the differential coefficient involving with
exponential functions, logarithmic functions and trigonometric functions. For
example:
𝑑𝑦
• There is no degree for DE 𝑒 𝑑𝑥 +1=0
𝑑𝑦
• There is no degree for DE ln +1=0
𝑑𝑥
𝑑𝑦
• There is no degree for DE sin +1=0
𝑑𝑥

6/14/2023 7
 Order and Degree of D.E.

dy 1 + y 2
(i ) = → first order and first degree
dx 1 + x 2
2 3
d y  dy 
(ii ) 2 2 +   + 2 y = e x + sin x → second order and first degree
dx  dx 
2 z 2 z
(iii ) x 2 + y 2 = tan x → second order and first degree
x y
z z
(iv ) − = 0 → first order and first degree
x y

6/14/2023
 𝑑3𝑦 5 𝑑𝑦 2 𝑑𝑦
Problem: Find the order and degree of the differential equation 3 = +5 +𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥

Solution:
2
𝑑3𝑦 5 𝑑𝑦 𝑑𝑦
3
= +5 +𝑦
𝑑𝑥 𝑑𝑥 𝑑𝑥

Rationalize the above equation, we get

5
𝑑3 𝑦 𝑑𝑦 2 𝑑𝑦
= +5 +𝑦
𝑑𝑥 3 𝑑𝑥 𝑑𝑥

Here highest derivative is 3, so the order is of the DE is 3

The power of the highest order derivatives is 5, so the degree of

this DE is 5

6/14/2023 9
6/14/2023 10
6/14/2023 11
 Home Work

6/14/2023 12
 Classification based on Linearity:
Linear ordinary differential equation:
An ordinary differential equation of order n is called a linear ordinary differential
equation of order n if it follow the followings conditions
1. No transcendental functions of dependent variable or its derivative exists
2. No product of dependent variables and its derivatives
3. The dependent variable and all its derivatives are of the first degree i.e. the power
of each term involving is 𝑦 is 1.

6/14/2023 13
It can be expressed as
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑑𝑦
𝑎0 𝑥 + 𝑎1 𝑥 + ⋯ + 𝑎𝑛−1 𝑥 + 𝑎𝑛 𝑥 𝑦 = 𝑏 𝑥
𝑑𝑥 𝑛 𝑑𝑥 𝑛−1 𝑑𝑥
Where 𝑎0 is not identically zero.

For example:
𝑑3 𝑦 𝑑𝑦
+ 𝑥 − 5𝑦 = 0 ; linear third order ordinary
𝑑𝑥 3 𝑑𝑥
differential equation

Nonlinear ordinary differential equation: A nonlinear ordinary differential equation is an

ordinary differential equation that is not linear.

Example:
𝑑2𝑦 𝑑𝑦
1. 2 + 5 + 6𝑦 2 = 0
𝑑𝑥 𝑑𝑥
3
𝑑 𝑦 2
𝑦𝑑 𝑦
2. 3 +𝑒 2 + 𝑥𝑦 = 𝑥𝑒 𝑥
𝑑𝑥 𝑑𝑥
𝑑2𝑦 𝑑𝑦 2
3. +
6/14/2023
𝑑𝑥 2 𝑑𝑥
+ 6𝑦 = 0 14
 Solution of Differential Equation
General Solution: Particular Solution:
The solution of a differential If particular values are given to
equation in which the number of the arbitrary constants in the
arbitrary constants is equal to the general solution, then the solution
order of the differential equation so obtained is called particular
is called the general solution. solution.
Example: 𝑦 = 𝑎𝑥 + 𝑏 For Example, Putting a=2 and
Differentiating w. r. to x 𝑑2 𝑦
𝑑𝑦 b=3, a particular solution of =
𝑑𝑥 2
= 𝑎. 1 + 0
𝑑𝑥 0
derivative again w. r. to x is y=2x+3
𝑑2 𝑦
2 =0
𝑑𝑥
So, 𝑦 = 𝑎𝑥 + 𝑏 is the general
solution of the differential equation
𝑑2𝑦
= 0, where a and b are arbitrary
𝑑𝑥 26/14/2023 15
Formation of Ordinary Differential Equation(ODE) by eliminating
arbitrary constants
Example : Form an ODE of 𝑦 = 𝑒 𝑥 𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥 𝑑
𝑢𝑣 = 𝑢𝑣 ′ + v𝑢′
𝑑𝑥
Solution: Differentiating the above with respect to 𝑥 𝑑 𝑥
𝑒 = 𝑒𝑥
𝑑𝑥
𝑑𝑦 𝑥
𝑑 𝑑 𝑥
=𝑒 𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥 + 𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥 𝑒 𝑑
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑠𝑖𝑛𝑥 = 𝑐𝑜𝑠𝑥
𝑑𝑥
𝑑𝑦 𝑑
= 𝑒 𝑥 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 + 𝑒 𝑥 (𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥) 𝑐𝑜𝑠𝑥 = −𝑠𝑖𝑛𝑥
𝑑𝑥 𝑑𝑥
𝑑𝑦
= 𝑒 𝑥 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 + 𝑦, Since 𝑦 = 𝑒 𝑥 𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥 ………(*)
𝑑𝑥

𝑑2 𝑦 𝑥
𝑑 𝑑 𝑥 𝑑𝑦
=𝑒 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 + −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 𝑒 +
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑥 𝑥
𝑑𝑦
= 𝑒 −𝐴𝐶𝑜𝑠𝑥 − 𝐵𝑆𝑖𝑛𝑥 + 𝑒 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 +
𝑑𝑥 2 𝑑𝑥
 𝑑2 𝑦 𝑥 𝑥
𝑑𝑦
= −𝑒 𝐴𝐶𝑜𝑠𝑥 + 𝐵𝑆𝑖𝑛𝑥 + 𝑒 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 +
𝑑𝑥 2 𝑑𝑥
𝑑2𝑦 𝑑𝑦 𝑑𝑦 𝑑𝑦
= −𝑦 + −𝑦+ , Since 𝑒 𝑥 −𝐴𝑆𝑖𝑛𝑥 + 𝐵𝐶𝑜𝑠𝑥 = − 𝑦 from equation (*)
𝑑𝑥 2 𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑𝑦
−2 + 2𝑦 = 0
𝑑𝑥 2 𝑑𝑥

Since there is no arbitrary constant so this is the required ODE. We differentiated two times
because of having 2 arbitrary constants initially.

6/14/2023 17
Example: Form an ODE of 𝑥𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 𝑑 𝑚𝑥
𝑒 = 𝑚𝑒 𝑚𝑥
𝑑𝑥
Solution: Differentiating the above with respect to 𝑥 we 𝑑
have, 𝑢𝑣 = 𝑢𝑣 ′ + v𝑢′
𝑑𝑥
𝑑𝑦 𝑑
𝑥 + 𝑦 = 2𝐴𝑒 2𝑥 − 2𝐵𝑒 −2𝑥 using the calculus formula of (𝑢𝑣)
𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑𝑦 𝑑𝑦
𝑥 2 + + = 4𝐴𝑒 2𝑥 + 4𝐵𝑒 −2𝑥 , again differentiating w.r.t 𝑥
𝑑𝑥 𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑𝑦
𝑥 2+2 = 4(𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 )
𝑑𝑥 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
𝑥 2 +2 = 4𝑥𝑦, Since 𝑥𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥
𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑𝑦
𝑥 2 +2 − 4𝑥𝑦=0
𝑑𝑥 𝑑𝑥

Since there is no arbitrary constant so this is the required ODE. We differentiated two times
because of having 2 arbitrary constants initially. Finally, the order of this equation is 2 and the
degree is 1
 Formation of D.E.
Problem : Form the D.E. corresponding to the equations
(a) y = ax + bx 2 (b) c( y + c)2 = x 3
(c) y = ae2x + be -3x + ce x (d) y = cx + c - c 3
(e) e2 y + 2cxe y + c 2 = 0 ( f ) xy = ae x + be - x
( g) xy = Ae x + Be - x + x 2

6/14/2023 19
 Formation of D.E.
Problem : Form the D.E. corresponding the equation y = ax +bx 2
Solution: Given that
y = ax + bx 2 (1)
Differenting both sides w. r. to x , we get
dy
= a + 2bx (2)
dx
Again differenting both sides w. r. to x
d2 y 1 d2 y
= 2b Þ b =
dx 2
2 dx 2

Putting the value of b in equation (2), we get

dy 1 d2 y d2 y
= a + 2. x =a + 2 x
dx 2 dx 2
dx
dy d2 y
Þ a= - x 2
dx dx
6/14/2023 20
 Formation of D.E.

Putting the values of a and b in equation (1), we get

æ dy d2 y ö 1 d2 y 2
y=ç -x 2÷x+ x
è dx 2 dx 2
dx ø

2
dy 2d y 1 d2 y 2
=x -x + x
dx dx 2
2 dx 2

dy 1 d 2 y 2
=x - x
dx 2 dx 2

2
dy 2d y
Þ 2 y = 2x -x
dx dx 2 which is a D.E. of second order and
2
d y dy first degree.
Þx 2
- 2x +2y = 0
dx 2
dx

6/14/2023 21
 Formation of D.E.
Solution (b): Given that
c( y + c)2 = x 3 (1)
Differenting both sides w. r. to x we get,
dy
2c( y + c). = 3x 2 (2)
dx
Dividing (1) by (2), we get
y +c x
=
2 dy /dx 3
dy 2 dy
Þ 3( y + c) = 2x Þ y +c = x
dx 3 dx
2 dy
Þ c= x -y
3 dx
Now putting the value of c in equation (2), we get
 2 dy  2 dy dy
2.
 3 dxx − 2 y  ( y + x − y ). = 3x 2
  3 dx dx
 4 dy  2 dy dy
 x − 2 y . x . = 3x 2
6/14/2023  3 dx  3 dx dx 22
 Formation of D.E.
3 2
8 2 æ dy ö 4 æ dy ö
Þ x ç ÷ - xy ç ÷ = 3x 2
9 è dx ø 3 è dx ø
3 2
æ dy ö æ dy ö
Þ 8x ç ÷ - 12 y ç ÷ - 27x = 0 which is a D.E. of first order and
è dx ø è dx ø 3rd degree.

6/14/2023 23
 Formation of D.E.
Solution (c): Given that y = ae2x + be -3x + ce x (1)
Differenting both sides w. r. to x , we get
dy
= 2ae2x - 3be -3x + ce x (2)
dx
Again differenting w. r. to x , we get
d2 y -3x
= 4ae 2x
+ 9be + ce x
(3)
dx 2
Again differenting w. r. to x
d3 y -3x
= 8ae 2x
- 27be + ce x

dx 3
d3 y
Þ 3 = 14ae 2x - 21be -3x + 7ce x - 6ae2x - 6be -3x - 6ce x
dx
d3 y
Þ 3 = 7(2ae 2x - 3be -3x + ce x )- 6(ae2x + be -3x + ce x )
dx
d3 y dy
Þ 3 =7 -6y [using (2) and (1)]
dx dx
d3 y dy
6/14/2023 Þ 3 -7 +6 y = 0 24
dx dx
 Exercise

1. Show that the differential equation of a family of circles touches the 𝑥 − 𝑎𝑥𝑖𝑠 at origin is
𝑥 2 − 𝑦 2 𝑑𝑦 − 2𝑥𝑦𝑑𝑥 = 0.
𝑑𝑦 2 𝑑𝑦
2. Form the differential of parabolas 𝑦 2 = 4𝑎 𝑥 + 𝑎 . [𝐴𝑛𝑠. → 𝑦 + 2𝑥 − 𝑦 = 0. ]
𝑑𝑥 𝑑𝑥
𝑑2 𝑦
3. Form the differential equation from the curve 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 . [𝐴𝑛𝑠. → − 4𝑦 = 0. ]
𝑑𝑥 2
𝑏 𝑑3 𝑦 𝑑2 𝑦
4. Form a differential equation of 𝑦 = 𝑎𝑥 + [𝐴𝑛𝑠. → 𝑥 3 + 3 2 = 0. ]
𝑥 𝑑𝑥 𝑑𝑥
2
𝑑 𝑟 𝑑𝑟
5. Form the differential equation from the curve 𝑟 = 𝑎 + 𝑏𝑐𝑜𝑠𝜃. [𝐴𝑛𝑠. → 2 = 𝑐𝑜𝑡𝜃 . ]
𝑑𝜃 𝑑𝜃
𝑑2 𝑦 𝑑𝑦
6. Find the differential equation whose solution 𝑦 = 𝑒 𝑥 (𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥). [𝐴𝑛𝑠. → 2 − 2 +
𝑑𝑥 𝑑𝑥
2𝑦 = 0. ]

𝑑2 𝑦
7. Find the differential equation whose solution 𝐴𝑥 2 + 𝐵𝑦 2 = 1. [𝐴𝑛𝑠. → 𝑥 ൤𝑦 +
𝑑𝑥 2
𝑑𝑦 2 𝑑𝑦
൨ =𝑦 .]
𝑑𝑥 𝑑𝑥

𝑑2 𝑦 𝑑𝑦
8. Form a differential equation of 𝑦 = 𝑎 ln 𝑥 + 𝑏. [𝐴𝑛𝑠. → 𝑥 2 + = 0. ]
𝑑𝑥 𝑑𝑥
2 2 2 𝑑2 𝑦 𝑑𝑦
9. Find the differential equation of circles 𝑥 + 𝑦 = 𝑎 [𝐴𝑛𝑠. → 𝑥 2 + 2 − 𝑥𝑦 + 𝑥 2 − 2=
𝑑𝑥 𝑑𝑥
0. ]
𝑑2 𝑥
10. Form a differential equation from the relation 𝑥 = 𝑎 cos 𝑡 + 𝑏 sin 𝑡 . [𝐴𝑛𝑠. → + 𝑥 = 0. ]
𝑑𝑡 2
6/14/2023 25