1-Introduction To ODE

Introduction to Differential
Equations
Chapter 1
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Overview
II. Classification of Solutions
Chapter 1: Introduction to Differential Equations
I. Definitions
III. Initial and Boundary Value Problems
I. Definitions
Learning Objective
At At the the end end of of the the section, section, you you should should be be able able to to
define define aa differential differential equation equation and and be be able able to to
classify classify differential differential equations equations by by type, type, order order and and
linearity linearity..
I. Definitions
Basic Example
Consider Consider
x
e x f
2
) ( =
x
e x f
2 '
2 ) ( =
0 2 2 ) ( 2 ) (
2 2 '
= =
x x
e e x f x f
satisfies satisfies the the Differential Differential Equation Equation:: f
0 2
'
= y y
I. Definitions
What is a Differential Equation
A A differential differential equation equation (DE) (DE) is is an an equation equation containing containing the the
derivatives derivatives of of one one or or more more dependent dependent variables variables with with
respect respect to to one one or or more more independent independent variables variables..
I. Definitions
Examples
0 2 3 ) 1
' '
= + y y
y x
dt
dy
dt
dx
4 2 3 ) 3 =
1 ) 2
3 2
= x y x
dx
dy
x
I. Definitions
Classification
Differential Differential equations equations (DE) (DE) can can be be classified classified by by::
TYPE TYPE
ORDER ORDER
LINEARITY LINEARITY..
I. Definitions
Classification by Type
Two Two types types of of Differential Differential equations equations (DE) (DE) exist exist::
ORDINARY ORDINARY DIFFERENTIAL DIFFERENTIAL EQUATION EQUATION (ODE) (ODE). .
An An equation equation containing containing only only ordinary ordinary derivatives derivatives of of one one
or or more more dependent dependent variables variables with with respect respect to to aa SINGLE SINGLE
independent independent variable variable is is said said to to be be an an Ordinary Ordinary
Differential Differential Equation Equation (ODE) (ODE). .
I. Definitions
Examples of ODE
x
e y
dx
dy
= +5 ) 1
0 6 ) 2
2
2
= + y
dx
dy
dx
y d
y x
dt
dy
dt
dx
+ = + 2 ) 3
I. Definitions
PARTIAL PARTIAL DIFFERENTIAL DIFFERENTIAL EQUATIONS EQUATIONS (PDE) (PDE). .
An An equation equation containing containing partial partial derivatives derivatives of of one one or or more more
dependent dependent variables variables with with respect respect to to two two or or more more
independent independent variables variables is is said said to to be be aa Partial Partial Differential Differential
Equation Equation (PDE) (PDE). .
I. Definitions
Examples of PDE
0 ) 1
2
2
2
2
=
c
c
+
c
c
y
u
x
u
t
u
t
u
x
u
c
c
c
c
=
c
c
2 ) 2
2
2
2
2
x
v
y
u
c
c
=
c
c
) 3
I. Definitions
Classification by Order
The The order order of of a a differential differential equation equation (ODE (ODE or or PDE) PDE)
is is the the order order of of the the highest highest derivative derivative in in the the
equation equation..
I. Definitions
Examples of Orders
x
e y
dx
dy
= +
3
5
0 6
2
2
= + y
dx
dy
dx
y d
x
e y
dx
dy
dx
y d
=
|
.
|
\
|
+ 4 5
3
2
2
is of order 1 (or first-order)
is of order 2
is of order 2
I. Definitions
First First--order order ODE ODE are are occasionally occasionally written written in in differential differential
form form ::
Remarks
0 ) , ( ) , ( = + dy y x N dx y x M
An An nn
th th
--order order ODE ODE in in one one dependent dependent variable variable can can be be
expressed expressed in in the the general general form form ::
0 ) ,..., , , , (
) ( , , ,
=
n
y y y y x F
where F is a real-valued function of n+2 variables.
I. Definitions
Classification by Linearity
An An nth nth--order order ODE ODE
is said to be linear if F is a linear function of the variables:
0 ) ,..., , , , (
) ( , , ,
=
n
y y y y x F
( )
( )
( )
( )
( ) ( ) ( ) x g y x a y x a ... y x a y x a
n
n
n
n
= +
'
+ + +

0 1
1
1
) ( , , ,
,..., , ,
n
y y y y
Thus, Thus, the the general general form form for for an an nth nth--order order ODE ODE is:
I. Definitions
Classification by Linearity
Linearity Linearity is is characterized characterized by by the the following following two two properties properties::
1. 1. The The dependent dependent variable variable (in (in this this case case )) and and all all its its
derivatives derivatives must must be be of of power power at at most most 11
1. The coefficients for each dependent variable and all
its derivatives are only in terms of the independent
variable (in this case ).
y
x
I. Definitions
Examples for linear ODEs
( ) 0 4 ) 1 = + dy x dx x y
0 2 ) 2 = +
'
' '
y y y
x
e y
dx
dy
x
dx
y d
= + 5 ) 3
3
3
x y y x = +
'
4
I. Definitions
Examples for non-linear ODEs
( )
x
e y y y - = +
'
2 1 ) 1
0 sin ) 2
2
2
= + y
dx
y d
0 ) 3
2
4
4
= + y
dx
y d
I. Definitions
Example:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
I. Definitions
Solution:
ODE Order Linearity
( ) 0 cos = + dx x xy dy
0 6
2
2
= + +
dt
dQ
dt
Q d
( ) 0 2
2
= +
'
+
' '
+
' ' '
xy y y y x y
0 = +
' '
y y x e
y
Linear
Linear
Non-linear
Non-linear
1
2
3
2
I. Definitions
Solution:
ODE Order Linearity
u sin = +
'
( ) 0 1
2
= + xdy dx y
2
2
2
1
|
.
|
\
|
+ =
dx
dy
dx
y d
Linear
Non-linear
Non-linear
1
1
2
u
2
sin = +
'
I. Definitions
Exercise-I:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
t y
dt
dy
t
dt
y d
t sin 2
2
2
2
= + +
t
e y
dt
dy
t
dt
y d
y = + + +
2
2
2
) 1 (
1
2
2
3
3
4
4
= + + + + y
dt
dy
dt
y d
dt
y d
dt
y d
0
2
= +ty
dt
dy
t y t
dt
y d
sin ) sin(
2
2
= + +
3 2
3
3
) (cos t y t
dt
dy
t
dt
y d
= + +
t ty
dt
dy
t tan 1
2
= + +
Learning Objective
At the end of this section, you should be able to At the end of this section, you should be able to
verify the solutions to a given ODE verify the solutions to a given ODE
identify the different types of solutions of an identify the different types of solutions of an
ODE. ODE.
Definition:
A solution of a DE is a function that satisfies the DE
identically for all in an interval , where is the
independent variable.
y
x I
x
Example
x y ln =
) , 0 ( = I
is a solution of the DE:
0 ' " = +y xy
x y ln =
x
y
1
' =
2
1
"
x
y =
x x
x y xy
1
)
1
( ' ' '
2
+ = +
Indeed,
0
1 1
= + =
x x
Definition:
A solution in which the dependent variable is expressed
solely in terms of the independent variable and constants
is said to be an explicit solution.
Definition:
A solution in which the dependent and the independent
variables are mixed in an equation is said to be an implicit
solution.
Examples:
x y ln =
is an explicit solution of the DE:
0 ' " = +y xy
9
2 2
= + y x
9
2 2
= + y x
is an implicit solution of the DE:
0 ' = +x yy
Indeed:
Implicit differentiation:
0 ' 2 2 = + yy x
0 ' = + yy x
1)
2)
General or Particular solution
Example:
Consider the ODE:
0 ' = y y
x
e y =
is a solution (particular)
x
ce y =
(where c is a constant) is a solution (general)
x
e y 2 =
is also a solution (particular)
General or Particular solution
A solution of a DE that is free of arbitrary parameters is
called a particular solution.
Definitions:
A solution of a DE representing all possible solutions is
called a general solution.
A solution of a DE containing n arbitrary constants is
called an n-parameter family of solutions.
Example
x
ce y =
is a 1-parameter family of solutions of the DE
0 ' = y y
x x
de ce y

+ =
is a 2-parameter family of solutions of the DE
0 " = y y
Example:
Verify that the indicated function is an explicit solution of
the given DE :
Example:
1)
2
; 0 2
x
e y y y

= = +
'
2
x
e y

=
2
2
1
'
x
e y

=
2 2
)
2
1
( 2 ' 2
x x
e e y y

+ = +
0
2 2
= + =

x x
e e
Example:
2)
t
e y ; y
dt
dy
20
5
6
5
6
24 20

= = +
t
e y
20
5
6
5
6

=
t
e
dt
dy
y
20
)
5
6
( 20 '

= =
t
e
20
24

=
|
.
|
\
|
+ = +
t t
e e y
dt
dy
20 20
5
6
5
6
20 24 20
t t
e e
20 20
24 24 24

+ =
24 =
3)
x cos e y ; y y y
x
2 0 13 6
3
= = +
'
' '
x e y
x
2 cos
3
= ( ) x e x e y
x x
2 sin 2 2 cos 3 '
3 3
+ = x e y
x
2 sin 2 3
3
=
x e x e y y
x x
2 cos 4 2 sin 6 ' 3 "
3 3
= y x e y
x
4 2 sin 6 ' 3
3
=
= + ' ' ' y y y 13 6
y y y x e y
x
13 ' 6 4 2 sin 6 ' 3
3
+
( ) y x e x e y
x x
9 2 sin 6 2 sin 2 3 3
3 3
+ =
y x e y
x
9 2 sin 6 ' 3
3
+ =
0 9 2 sin 6 2 sin 6 9
3 3
= + + = y x e x e y
x x
Example:
4)
( ) ( ) x tan x sec ln x cos y ; x tan y y + = = + ' '
( ) ( ) x x x y tan sec ln cos + =
( ) ( ) ( ) x x x x x y sec cos tan sec ln sin ' + = ( ) 1 tan sec ln sin + = x x x
( ) x x x x x y sec sin tan sec ln cos " + + = ( ) x x x x tan tan sec ln cos + + =
( ) ( ) x x x x x x x y y tan sec ln cos tan tan sec ln cos + + + = +
' '
x tan =
Example:
5)
( )
t
t
e c
e c
P P P P
1
1
1
; 1
+
= = '
t
t
e c
e c
P
1
1
1+
=
( )
( )
2
1
1 1 1 1
1
1
'
t
t t t t
e c
e c e c e c e c
P
+
+
=
( ) ( )
2
1
1
2
1
2 2
1
2 2
1 1
1 1
t
t
t
t t t
e c
e c
e c
e c e c e c
+
=
+
+
=
( )
|
|
.
|
\
|
+
+
=
t
t
t
t
e c
e c
e c
e c
P P
1
1
1
1
1
1
1
1
|
|
.
|
\
|
+
+
+
=
t
t t
t
t
e c
e c e c
e c
e c
1
1 1
1
1
1
1
1
( )
'
1
2
1
1
P
e c
e c
t
t
=
+
=
Example:
6)
x x
xe c e c y ; y
dx
dy
dx
y d
2
2
2
1
2
2
0 4 4 + = = +
( )
x x x
xe e c e c y
2 2
2
2
1
2 2 ' + + =
x x x
xe c e c e c
2
2
2
2
2
1
2 2 + + =
( )
x x x x
e c y e c xe c e c
2
2
2
2
2
2
2
1
2 2 + = + + =
x
e c y y
2
2
2 ' 2 " + =
= + y y y 4 ' 4 " = + + y y e c y
x
4 ' 4 2 ' 2
2
2
y y e c
x
4 ' 2 2
2
2
+
( ) 0 4 2 2 2
2
2
2
2
= + + = y e c y e c
x x
Example:
7)
>
<
=
0
0
2
2
x , x
x , x
y , 0 2 = ' y y x
>
<
=
0 , 2
0 , , 2
'
x x
x x
y
> =
< =
=
0 , 0 2 2
0 , 0 ) ( 2 2
2 '
2 2
2 2
x x x
x x x
y xy
Solution on
( ) ,
0 lim lim
) 0 ( ) 0 (
lim
0
2
0 0
= =
=
+

h
h
h
h
y h y
h h h
0 lim lim
) 0 ( ) 0 (
lim
0
2
0 0
= = =
+
+ +

h
h
h
h
y h y
h h h
0 ) 0 ( ' = y
0 2 = ' y y x
is still valid at 0.
Example:
Exercise-II:
Verify that the indicated functions are explicit solutions of
the given DE :
t t t t t y t t y y
t t t y t t y t y ty y t
t t y t t y t y ty y t
t
e t y
t
t y t y y y
t t y t y y t
t
sin cos ln ) (cos ) ( ;
2
0 , sec ' ' ) 5
ln ) ( , ) ( ; 0 , 0 4 ' 5 ' ' ) 4
) ( , ) ( ; 0 , 0 ' 3 ' ' 2 ) 3
3
) ( ,
3
) ( , 3 4 ) 2
3 , ) 1
2
2
2
1
2
1
2
2
1
1
2
2 1
) 3 ( ) 4 (
2 2
+ = < < = +
= = > = + +
= = > = +
+ = = = + +
+ = =
'

t
Learning Objective
At the end of this section, you should and be able to At the end of this section, you should and be able to
Define IVP and BVP Define IVP and BVP
Verify solutions to DE subjected to given initial Verify solutions to DE subjected to given initial
conditions. conditions.
Definition
A DE with initial conditions on the unknown function and its A DE with initial conditions on the unknown function and its
derivatives, all given at the same value of the independent derivatives, all given at the same value of the independent
variable, is called an variable, is called an initial initial--value problem value problem, IVP. , IVP.
0
x
Examples
3 ) 0 ( , 0 ) 1 = =
'
y y y
25 ) 1 ( ' , 0 ) 2 = =
'
y y y
5 ) 2 ( , 0 ' 2 ' ' ) 3 = = + y y y y
Definition
A DE with initial conditions on the unknown function and its A DE with initial conditions on the unknown function and its
derivatives, all given at different values (e.g. at and ) derivatives, all given at different values (e.g. at and )
of the independent variable, is called an of the independent variable, is called an boundary boundary--value value
problem problem, BVP. , BVP.
0
x
1
x
Examples
( ) 2
2
, 1 ; 2 ) 1 =
|
.
|
\
|
'
= =
'
+
' '
t
t y y e y y
x
( ) ( ) 1 1 , 1 0 ; 2 ) 2 = = =
'
+
' '
y y e y y
x
Examples
Find the solution of the IVP or BVP if the general solution is the
Given one:
( ) , 2 3 ; 0 ) 1 = = +
'
y y y
( )
x
e c x y

=
1
( )
3
1
3

= e c y
( ) 2 3 = y
2
3
1
=
e c
3
1
2e c =
( )
x x
e e e x y

= =
3 3
2 2
solution of the IVP:
1
6
, 0
8
; 0 4 ) 2 =
|
.
|
\
|
=
|
.
|
\
|
= + ' '
t t
y y y y ( ) x c x c x y 2 cos 2 sin
2 1
+ =
8
2 cos
8
2 sin
8
2 1
t t t
c c y + =
|
.
|
\
|
2 2
2 1
c c
+ =
0
8
=
|
.
|
\
|
t
y
2 1
c c =
Examples
solution of the BVP:
6
2 cos
6
2 sin
6
2 1
t t t
c c y + =
|
.
|
\
|
2 2
3
2 1
c c
+ =
1
6
=
|
.
|
\
|
t
y

1
2
3
2 1
=
+c c
2 3
1 1
= c c
1 3
2
1
= c

1 3
2
2
= c
( ) x x y 2 cos 2 sin
1 3
2
=
Examples
( ) x c x c x y 2 cos 2 sin
2 1
+ =
( ) 0 cos 0 sin 0
2 1
c c y + =
2
c =
( ) 1 0 = y
1
2
= c
( ) , 2
2
, 1 0 ; 0 4 ) 3 =
|
.
|
\
|
= = +
' '
t
y y y y
t t
t
cos sin
2
2 1
c c y + =
|
.
|
\
|
2
c =
2
2
=
|
.
|
\
|
t
y 2
2
= c
2
2
= c
1
2
= c
IMPOSSIBLE
NO SOLUTION
Examples
Exercise-III
1) Determine and so that
will satisfy the conditions :
0
8
=
|
.
|
\
|
t
y 2
8
=
|
.
|
\
|
'
t
y
1
c
2
c ( ) 1 2 cos 2 sin
2 1
+ + = x c x c x y
2) Determine and so that
will satisfy the conditions :
( ) x e c e c x y
x x
sin 2
2
2
1
+ + =
1
c
2
c
( ) 0 0 = y
( ) 1 0 = ' y
End Chapter 1
I. Definitions
Solution-I:
ODE Order Linearity
Linear
Non-Linear
Linear
Non-linear
2
2
4
1
t y
dt
dy
t
dt
y d
t sin 2
2
2
2
= + +
t
e y
dt
dy
t
dt
y d
y = + + +
2
2
2
) 1 (
1
2
2
3
3
4
4
= + + + + y
dt
dy
dt
y d
dt
y d
dt
y d
0
2
= +ty
dt
dy
I. Definitions
Solution-I:
ODE Order Linearity
Non-linear
Linear
Linear
2
3
1
t y t
dt
y d
sin ) sin(
2
2
= + +
3 2
3
3
) (cos t y t
dt
dy
t
dt
y d
= + +
t ty
dt
dy
t tan 1
2
= + +
Solution-II:

0
2 3 2 3
) 2 3 ( ) 2 3 ( '
2 3 '
3 , ) 1
2 2
2
2 2
=
+ =
+ + =
+ =
+ = =
'
t t t t
t t t t y ty
t y
t t y t y y t
Solution-II:
t t e e e t y t y t y
e t y e t y
e t y e t y
t
e t y
t
t
t y t y t y
t y t y t y t y
t
t y
t
e t y
t
t y t y y y
t t t
t t
t t t
t
= + + = + +
= =
= + = + =
= = + +
= = = = =
+ = = = + +

3 4 ) ( 3 ) ( 4 ) (
) ( , ) (
, ) ( ,
3
1
) ( ,
3
) (
3
3 ) ( 3 ) ( 4 ) (
0 ) ( ) ( ) ( ,
3
1
) ( ,
3
) (
3
) ( ,
3
) ( , 3 4 ) 2
2
) 3 (
2
) 4 (
2
) 4 (
2
) 3 (
2
"
2
'
2 2
1
) 3 (
1
) 4 (
1
) 4 (
1
) 3 (
1
' '
1
'
1 1
2 1
) 3 ( ) 4 (
Solution-II:
0 3 4
) ( 3 ) 2 ( 2 3 2
2 ) ( , ) (
0
2
3
2
1

)
2
1
( 3 )
4
1
( 2 3 2
4
1
) ( ,
2
1
) (
) ( , ) ( ; 0 , 0 ' 3 ' ' 2 ) 3
1 1 1
1 2 3 2 '
1
"
2
2
3 ' '
2
2 '
2
2
1
2
1
2
1
2
1
2
1
2
3
2 '
1
"
1
2
2
3
' '
1
2
1
'
1
1
2
2
1
1
2
= =
+ = +
= =
= + =
+ = +
= =
= = > = +

t t t
t t t t t y ty y t
t t y t t y
t t t
t t t t t y ty y t
t t y t t y
t t y t t y t y ty y t
Solution-II:
0 ln 4 5 ln 10 5 ln 6
ln 4 ) ln 2 ( 5 ) 5 ln 6 ( 4 5
3 2 ln 6 ) ( , ln 2 ) ( , ln ) (
0 4 10 6
4 ) 2 ( 5 ) 6 ( 4 5
6 ) ( , 2 ) ( , ) (
ln ) ( , ) ( ; 0 , 0 4 ' 5 ' ' ) 4
2 2 2 2 2
2 3 3 4 4 2
2
'
2
"
2
2
4 4 4 "
2
3 3 '
2
2
2
2 2 2
2 3 4 2
1
'
1
"
1
2
4 "
1
3 '
1
2
1
2
2
2
1
2
= + + =
+ + + = + +
= + = =
= + =
+ + = + +
= = =
= = > = + +

t t t t t t t t
t t t t t t t t t t y ty y t
t t t t t y t t t t y t t t y
t t t
t t t t t y ty y t
t t y t t y t t y
t t t y t t y t y ty y t
Solution-II:
t
t t
t t
t
t
t
t t t t t t t
t
t
t t y y
t t t
t
t
t t
t t t
t
t
t t t t y
t t t t
t t t
t
t
t t t t y
t t t t t y t t y y
sec
cos
1
cos
cos sin
cos
cos
sin

sin cos ln ) (cos sin cos
cos
sin
cos ln ) (cos ' '
sin cos
cos
sin
cos ln ) (cos
sin cos )
cos
sin
( sin cos ln ) (cos ) ( ' '
cos cos ln ) (sin
cos sin )
cos
sin
( cos cos ln ) (sin ) ( '
sin cos ln ) (cos ) ( ;
2
0 , sec ' ' ) 5
2 2 2
2
2
= =
+
= + =
+ + + + = +
+ + =
+
=
+ =
+ +
+ =
+ = < < = +
t
Solution-III
1)
2 0
8
2 1
= + =
|
.
|
\
|
c c y
t
1 2
8
2 1
= =
|
.
|
\
|
'
c c y
t
( ) 1 2 cos 2 sin
2 1
+ + = x c x c x y
1
2
2 ) (
1
8
2 cos
8
2 sin
8
2 1
2 1
+
+
= + + =
|
.
|
\
|
c c
c c y
t t t
) ( 2
8
2 sin 2
8
2 cos 2
8
'
2 1 2 1
c c c c y = =
|
.
|
\
|
t t t
2
2 1
2
+
= c
( ) x c x c x y 2 sin 2 2 cos 2 '
2 1
=
2
2 1
1

= c
Solution-III
2)
( )
1 2
0 0 c c y = =
( ) 1 1 2 2 1 0
1 2 1
= = + + =
'
c c c y
( )
2 1
0 c c y + =
( ) x e c e c x y
x x
cos 2 2 '
2
2
1
+ + =
1 , 1
2 1
= = c c
( ) x e c e c x y
x x
sin 2
2
2
1
+ + =
( ) 2 2 0 '
2 1
+ + = c c y

1-Introduction To ODE

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1-Introduction To ODE

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Introduction to Differential

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