Part I — Ordinary Differential Equations

§1 Introduction and terminology

An ordinary differential equation (o.d.e.) is an equation

involving an unknown function y and its derivatives of
various orders, that is, y ′ , y ′′ , . . ., etc.

In these notes, ′ denotes differentiation with respect to

x and ˙ denotes differentiation with respect to t. Hence

dy d2y dN d2N
y′ ≡ , y ′′ ≡ 2
and Ṅ ≡ , N̈ ≡ 2
etc.
dx dx dt dt

Example 1.1. A simple model of population growth is

given by
dN
= r N,
dt
where N (t) is the size of the population at time t and
the constant r is the rate of growth. ⊠

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Example 1.2. Let u(t) denote the distance travelled by
an object moving in a straight line at time t.

If the object has mass m and is acted upon by a force

f (u), then
d2 u
m 2 = f (u). (I.1)
dt
When f (u) = −ku for some k > 0, then

m ü + ku = 0 or ü + ω2 u = 0,
√
where ω = k/m.

This last equation models the motion of a mass at the

end of a vibrating spring.

Moreover, if v = u̇, then

 
d 2 d 2 dv dv dv . du
v = v × = 2v = 2v
du dv du du dt dt
= 2v ü/v = 2ü,

and hence (I.1) may be written as

d  1 2
m 2 v = f (u). ⊠
du

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Example 1.3. An equation involving a parameter may
represent a family of curves.
For example, the equation
x2
+ y 2 = c, c > 0,
2
describes a family of ellipses.
If this constant c is treated as an arbitrary constant and
eliminated by differentiation, then we get the differen-
tial equation of the family represented by the equation.
In the present case, differentiating with respect to x
yields
dy dy x
x + 2y =0⇒ =− .
dx dx 2y
Thus the slope of the tangent line at any point (x, y) on
any of the family of curves is given by −x/2y.
Now let z = g(x) be a curve that is orthogonal to the
family of ellipses. Then at each point of intersection,
the slope of such a curve must be the negative reciprocal
of the slope of the ellipses. It then follows that
Z Z
dz 2z dz dx
= ⇒ =2 .
dx x z x

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Hence

ln(z) = ln(x 2 ) + K̃ or z(x) = K x 2 ,

where K = e K̃ . These are parabolas and are the or-

thogonal trajectories of the family of ellipses.

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Example 1.4. If H (t) is the population of a prey species
at time t and P(t) is the population of a predator species
at time t, then a simple population model is given by

dH
= H (a − α P),
dt
dP
= P(γ H − c).
dt

This is a system of coupled equations. The constants

a, α, γ , and c depend on the particular species being
studied. ⊠

Definition. The order of an o.d.e. is the order of the

highest derivative in the o.d.e.

Definition. A n-th order linear o.d.e. is an o.d.e. of the

form

P0 (x)y (n) + P1 (x)y (n−1) + · · · + Pn (x)y = G(x),

where P0 is never zero in the interval of interest.

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