MATA2654 : Ordinary Differential s (ODEs)
Textbook:
A first Course in Differential Equations with Modeling Applications (9th edition), Dennis G. Zill
Contents:
Chapter 1: Introduction to Differential Equations
1.1. Basic Definitions and Terminology
1.2. Initial-Value Problems
1.3. Differential Equations as Mathematical Models
Chapter 2: First-Order Differential Equations
2.2. Separable Equations
2.3. Linear Equations
2.4. Exact Equations
2.5. Solutions by Substitutions
Chapter 3: Modelling with First-Order Differential Equations
3.1. Linear Models
3.2. Nonlinear Models
3.3. Modelling with Systems of First Order DEs
Chapter 4: Higher-Order Differential Equations
4.1. Preliminary Theory—Linear Equations
4.2. Reduction of Order
4.3. Homogeneous Linear Equations with Constant Coefficients
4.4. Undetermined Coefficients—Superposition Approach
4.6. Variation of Parameters
4.7. Cauchy-Euler Equations
Chapter 6: Series Solutions of Linear Equations
6.1. Review of Power Series
6.2. Solutions About Ordinary Points
Chapter 8: Systems of Linear First-Order Differential Equations
8.1. Preliminary Theory—Linear Systems
8.2. Homogeneous Linear Systems
MATA2654 : Ordinary Differential s
Chapter 1: Introduction to Differential Equations
1.1 Definitions and Terminology
Definition 1: An equation containing the derivatives of one or more unknown functions
(or dependent variables), with respect to one or more independent variables, is said to be a
differential equation (DE).
In other words, an equation relating an unknown function and one or more of its derivatives is called
a differential equation.
Differential equations are classified according to type, order, and linearity.
A) Classification by type : We have two types of differential equations:
1. If a differential equation contains only ordinary derivatives of one or more unknown functions
with respect to a single independent variable, it is said to be an ordinary differential equation (ODE)
2. An equation involving partial derivatives of one or more unknown functions of two or more
independent variables is called a partial differential equation (PDE).
Example:
3. + 5y = , 2.
are ordinary differential equations.
4.
are partial differential equations.
• Notations: ODEs: Leibniz notation:
PDEs : is the same equation as in example 5 above.
B) Classification by order of a differential equation:
Definition 2: The order of a differential equation (either ODE or PDE) is the order of the highest
derivative in the equation.
Example:
1. is a second order ordinary differential equation.
2. is a second order partial differential equation with two independent variables and .
3. is a first order differential equation, because it is equivalent to
Remarks: 1. Generally, an nth- order ordinary differential equation is given by
• represents the first-order ordinary differential equations.
• represents the second-order ordinary differential equations.
2. Normal form of an ODE: and are called the normal form of the first-order and
second-order ordinary differential equations, respectively.
Examples: 1. The normal form of
2. The normal form of y’’ – y’ – 4y = 0 is y’’ = y’ + 4y.
C) Classification by linearity:
An nth-order ordinary differential equation is said to be linear if it is given by
or
Example: A second-order linear ordinary differential equation is given by
or
Remarks: In a linear ordinary differential equation, it is important to observe that
1. the dependent variable y and its derivatives are of the first degree (the power of each term is
1).
2. the coefficients depend at most on the
independent variable .
• An ordinary differential equation which is not linear is called a nonlinear ordinary differential
equation.
Examples: 1. The equationsre linear differential equations.
2. (1 – y)y’ + 2y = 2x is a nonlinear ordinary differential equation.
3. is a nonlinear ordinary differential equation.
4. is a nonlinear ordinary differential equation.
5. is linear ordinary differential equation.
Definition 3. (Solution of an ODE)
Any function , defined on an interval I and possessing at least derivatives that are continuous on
I, which when substituted into an th-order ordinary differential equation reduces the equation to
an identity, is said to be a solution of the equation on the interval.
Examples: Verify that the given function is a solution of the ODE on the interval (-).
1. ,
2. .
Solution: 1. Here implies and = x( x2) =
is the solution of the ODE .
Hence, -2() + = 2 -2 + 2 - 2 = 0.
Therefore, is a solution of the ODE.
Definition 4: (Implicit solution of an ODE)
In symbols, we can express an nth-order ordinary differential equation in one dependent variable
by the general form .
A relation G(x, y) = 0 is said to be an implicit solution of an ordinary differential equation (1) on
an interval I, provided that there exists at least one function that satisfies the relation as well as
the differential equation on I.
Example: Show that is an implicit solution of the differential equation
on the open interval
Solution: By using implicit differentiation,
Then we get, , which is the given differential equation. Hence, the circle is
the implicit solution of the differential equation.
Remark: A solution of a differential equation that is free of parameters is called a particular
solution.
Examples: 1. Show that is an explicit solution of
where c is a constant in
2. Show that is an explicit solution of
Solution: 1. Given . Then
Hence,
Therefore, .
2. Given that , then
.
Thus, = 0.
Hence, y = is a solution of .
Exercise: Show that .
Definition 5 (System of differential equations)
A system of ordinary differential equations is two or more equations involving the derivatives of
two or more unknown functions of a single independent variable.
Example: (2)
is a system of two differential equations with one independent variable .
A solution of a system such as (2) is a pair of differentiable functions , defined on a common
interval I, that satisfy each equation of the system on this interval.
Examples:
are systems of ordinary differential equations.
Exercises:
1. Determine whether the equation is linear or nonlinear.
a) b)
2. Verify that the indicated pair of functions is a solution of the given system of
differential equations on the interval ( ).
