ORDINARY DIFFERENTIAL

EQUATIONS
BUM2133
LECTURER: ROZIEANA BT KHAIRUDDIN
019-9661379

 Lesson Objective:

Classify the ordinary and partial differential

equations
Determine the order of differential equations
Distinguish and determine
* the independent and dependent variables,
*linear and nonlinear differential equations and
*homogeneous and non-homogeneous
equations.

1.2 The Classification of

Differential Equations
ORDINARY AND PARTIAL DIFFERENTIAL EQUATIONS
( ODE & PDE )
f f

4x2 2 y
x y
d2 f
df

4
x
cos 2 x
2
dx
dx

is a PDE, why?

is a ODE, why?

Cont..
INDEPENDENT AND DEPENDENT VARIABLES
( IV & DV )
f f

4x2 2 y
x y

is a PDE, iv are x and y.

dv is f.

Now, do this exercises

6

df
dg
4x
cos x
dx
dx

d2 f
df

4
x
cos 2 x
2
dx
dx

Cont..
THE ORDER OF A DIFFERENTIAL EQUATION
f f

4x2 2 y
x y

is a first-order PDE

d2 f
df

4
x
cos 2 x
2
dx
dx

is a second-order ODE

The order of an equation is not affected by any power to which the

derivatives may be raised.
Now, do this exercises.
2

d f
df

4
x
cos 2 x
2
dx
dx

d f
3
dx
3

df
4 x
cos 2 x
dx

Cont..
LINEAR AND NONLINEAR DIFFERENTIAL EQUATIONS
f f

4x2 2 y
x y

dx
dx

4
0

dt
dt

3 f
2

4
x
2y
2
xy

d 2x
dx

x
4sin t
2
dt
dt

are linear PDE

dx
sin x 0
dt

are all nonlinear

ODE

Linear equation as those in which the dependent variable or

variables and their derivatives do not (occur as products,
raised to power or in nonlinear function).

Now, do this exercises.

d 2x
dx
5 2 4 9 x 2 cos 3t
dt
dt

dy y 2 3x

dx x 1 3 y
d 2 y dy
x 2 xy 0
dx
dx

dy 2
y 1 C , where C is a constant
dx
N 2 N 1 N
2
kN , where k is a constant
t
r
r r

Cont..
HOMOGENEOUS AND NONHOMOGENEOUS EQUATIONS
2 f
0 ,
xy

dx
4 x 0 and
dt

dx
(sin t ) x 0
dt

are all homogeneous equations,

f f

4x2 2 y
x y

d 2x
dx

t
4 sin t and
2
dt
dt

are all nonhomogeneous equations,

d2 f
df

4
x
cos 2 x
2
dx
dx

Cont..
HOMOGENEOUS AND NONHOMOGENEOUS EQUATIONS
Now, do this exercises
2

d 2s
ds
m 2 ( ) T mg
dt
dt
V

dTW
AUTW AUTin
dt

d dQ
A dt

)Q gh

1.3 Solving Differential Equations

Objectives :
Distinguish terms between general and
particular solutions, boundary and initial
conditions, analytical and numerical solution
and problems that under-determined and fully
determined.
Solve the initial value problems of differential
equations.

Cont..
Introduction
When we solve algebraic eqn, we expect the solution to be a number
eg

4x 9 7

1
x
2

eg

x3 5x 2 8x 12 0
x is one of a set of three real or complex number.
For DE, the solution of a DE is therefore, not a single value
(Or one from a set of values) but a function (or a family of function).

Cont..
General and Particular Solutions
Integrate the differential equation

dy
2x
dx

On integrating, we obtain a general solution

y x2 C

Now do this exercise

Integrate twice the differential equation

d2y w
(lx x 2 )
2
2
dx

where w and l are constants, to find a general solution for y

Cont..
General and Particular Solutions
Find the unique solution of DE

y(1) 4

The general solution of the DE is

dy
3x 2 which satisfies the condition
dx

y x3 C

Applying the boundary condition

y x 3 C 4 13 C

C 3

3
and the particular solution is y x 3

Cont..
Boundary and Initial Condition
dy
2

3x
Find the unique solution of DE dx
which satisfies the
condition y(1) 4
Additional conditions on the solution of a DE are called
boundary conditions. In the special case in which all the
boundary conditions are given at the same value of the
independent variables the boundary conditions are called
initial conditions.

Cont..
Boundary and Initial Condition
2

d 3x
d 2x
dx

x
3
0
2
dt
dt
dt

1 d 3x 2 d 2x
dx

x
2

t dt 3
dt
dt

1/ 2

x 0 0,

t 4 x 0
2

dx
0 1, x 2 0
dt

BC

dx
d2y
x 0 0,
0 U , 2 0 0
dt
dx

IC

1.4 First-Order Ordinary

Differential Equation
Objectives :
Determine and find the solutions
(for case initial value problems)
of separable equations.

Determine and find the solutions

(for case non initial value problems)
of separable equations.

Cont..
Elementary Analytical Solution Methods :
Separable Equations
Separation of variables is a technique commonly used to solve first-order
ODE. It is so-called because we rearrange the equation to be solved such that all
terms involving the dependent variable appear on one side of the equation, and
all terms involving the independent variable appear on the other. Integration
completes the solution.

Examples of such equations are

dy
x2 y3
dx

dx
4 xt ,
dt

x0

Cont..
Elementary Analytical Solution Methods :
Separable Equations
1.

Use the method of separation of variables to solve the differential equation

a.

dy 3x 2

dx
y

b.

dx
4 xt
dt

Solution

1 2
3
y

x
C
a. 2

ln x 2t 2 C
b.

x e 2t

Ae2t

Cont..
Elementary Analytical Solution Methods :
Separable Equations
2.

Find the solution of the initial-value problem

a.
b.

dy
y 2 (1 x) 0,
dx
dx t 2 1

,
x(0) 2
dt x 2

x 2 (1 y)

y(1) 1

3. Find the general solution of the equation

a.

dy e x

dx
y

b.

dy 3x 2
y
dx e

c.

dy 6 sin x

dx
y

Cont..
Elementary Analytical Solution Methods :
Separable Equations
Answer :
a. D 2e x
b. y ln( x 3 e)
y2
c. C 6 cos x
2

Cont..
Elementary Analytical Solution Methods :
But, some DE,
while not being in separable form, can be
Separable
Equations
transformed, by means of a substitution, into separable
equations.
For example :
dx
2
t

x
xt ,
a)
dt
2

t 0, x 0

b)

dx t x 2

dt t x 3

c)

dx
4t 2 4 xt x 2 2
dt

Cont..
1.4 First-Order Ordinary
Differential Equation
Objectives :
Determine and find the solutions
(for case initial or non initial value
problems) of exact equations.

Cont..
Elementary Analytical Solution Methods :
Exact Equations
Some first-order DE are of a form (or can be manipulated into a form) that is
called EXACT.
How to define an EXACT EQUATIONS?

M x, y
dy

o Let dx
N x, y
o By definition ;

Equation

(1)

M x, y dx N x, y dy 0

(2)

is said to be an EXACT EQUATION if there are

exist a continuous function

u x, y , so then

du M x, y dx N x, y dy

(3)

Cont..
Elementary Analytical Solution Methods :
Exact Equations

o Then, what is M x, y and N x, y ?

o If u u x, y ,

u
u
du
dx
dy
then
x
y
u
M,
o Then compare (4) with (3), therefore x

(4)

u
N
y

(5)

Cont..
Elementary Analytical Solution Methods :
Exact Equations
o Since

u x, y is a continuous function,
2u
2u

then yx xy

(6)

Or

M N
u u
that is represent y x
y x x y

(7)

M N

o y
x will proved that

M x, y dx N x, y dy 0 is an EXACT EQUATION.

Cont..
Elementary Analytical Solution Methods :
Exact Equations
Example 1 :
Define whether below equations are EXACT EQUATION or not

dx
2
2
xt

x
2t 0
a)
dt

d)

x2 1
xydx dy 0
2 y

b)

y 2 dx x 2 dy 0

e)

1 y dx 1 x dy 0

c)

2x 3 y dx 6xy 2 y dy 0
2

Cont..
Elementary Analytical Solution Methods :
Exact Equations
Solution : 1.(a)
dx
x 2 2t 0
dt
2 xtdx x 2 2t dt 0
2 xt

Since x is the dependent variable and t is the independent variable,

u
u
2
N

2 xt ,
M

2
t

Then
and
x
t

2u
u
2u
u
M 2x

and t x t x t N 2 x
xt x t x

M N
Since x t , therefore this DE is an EXACT EQUATION.

Cont..
Elementary Analytical Solution Methods :
Exact Equations
How to solve this EXACT EQUATION?
u
M

o Remember that
x
u
N

and
y

(8)
(9)

o Integrate equation (8) with respect to x, so then

u Mdx y

(10)

o Differentiate equation (10), which is u with respect to y and compare

the result with equation (9) to get the unknown y .

Cont..
Elementary Analytical Solution Methods :
Exact Equations

Example 2:
dx
2
2
xt

x
2t 0 by using
Find the solution of
dt

EXACT EQUATION since it is proved that the DE is an exact.

Cont..
Elementary Analytical Solution Methods :
Exact
SolutionEquations
:2
u
M x 2 2t
t

(2.1)

and
u
N 2 xt
x

(2.2)

1. Integrate equation (2.1) with respect to t to get u,

2

2t t

u x2t t 2 x

(2.3)

Cont..
Elementary Analytical Solution Methods :
Exact Equations
u
2. Differentiate equation (2.3) with respect to x, to get x ,

x 2t t 2 x
x

u
2 xt x
x

3. Compare equation (2.4) with equation (2.2).

u
Since x 2 xt x

u
2 xt
x

, then x 0 and x C .

(2.4)

Cont..
Elementary Analytical Solution Methods :
Exact Equations
Therefore, u x t t C .
2

4.

Since the general solution for an EXACT EQUATION

2
2
in the form of u x, y k , then x t t k C

x 2t t 2 D where D k C

or

D t2
x
t

1.4 First-Order Ordinary

Differential Equation
Objective :

Determine and find the solutions

(for case initial or non initial value
problems) of linear equations.

Cont..
Elementary Analytical Solution Methods :
Linear Equations

The most general first-order linear DE must have the

form

dx
p(t ) x q(t )
dt
How to solve first-order linear DE?

Cont..
Elementary Analytical Solution Methods :
Linear Equations
1. Rearrange the equation to be in the form of

dx
p(t ) x q(t ) .
dt
(1)
2. Get

p(t )

and solve

p dt .

3. Calculate the integrating factor

pdt

t e

(2)
4. Rearrange the equation in the form

d
x q
dt

(3)

5. Integrate equation (3) with respect to t, which is the solution

x q dt

(4)

Cont..
Elementary Analytical Solution Methods :
Linear Equations
Note : Remember that
ln f x

f x ,

For example :

eln tan x tan x

ln t

for f x 0

Cont..
Elementary Analytical Solution Methods :
Linear Equations

Example :
Solve the differential equation

dx
t
t 4x e 0 .
dt

Cont..
Elementary Analytical Solution Methods :
Linear Equations
Solution :
1.

Rearrange the DE,

dx
t 4 x et 0
dt

dx 4 x et

dt t
t

2.

4
p t
t

and

4
p dt t dt

4ln t ln t 4

Cont..
Elementary Analytical Solution Methods :
Linear Equations

3. The integrating factor

d
x q
4. dt
t
d 4
4e
t x t

dt
t

d 4
t x t 3e t

dt

pdt

4
dt
t

ln t 4

t4

Cont..
Elementary Analytical Solution Methods :
Linear Equations

d 4
3 t
t
x

t
e

dt

5.

t 4 x t 3et dt

t 4 x t 3et 3t 2et 6tet 6et c

Then,

1 3 6 6 t c
x 2 3 4 e 4
t t
t
t t

Cont..
Elementary Analytical Solution Methods :
Linear Equations

Exercises :
Find the solutions of the following initial-value
problems:

dx
t
1 x 0,
1. dt
2

x 2 2

dx
2t 2 x 1 0,
2. dt

x 0 0

Solution:
question 1
dx
t2
1 x 0,
dt

question 2
x 2 2

dx
2t 2 x 1 0,
dt

1) Rearrange to be in the form of linear DE,

dx
p(t ) x q (t )
dt

dx 1
1
2 x 2
dt t
t
p (t )

q (t )

pdt

1
t

d
4) rearrange to be in the form,
x q
dt
1
1
d 1t
e xe t 2
dt
t
5) solve the integration, x qdt

1
t

1
t

1
e x e 2 dt
t

1
t

f x

dx e f x c

1
t

1
t

1
t

e x e c x 1 e c
applying the condition x(2) 2
1
2

2 1 e c c

1
e

1
1

t
2

x 1 e e

pdt

4tdt

4t 2
2t 2
2

3) Evaluate the integrating factor, =e

e 2t

pdt

d
x q
dt

4) rearrange to be in the form,

2
d 2t 2
e x e 2t 2t
dt

5) solve the integration, x qdt

2

1
Therefore, e 2 dt e t c
t

2) Find the

e 2t x e 2t 2t dt

f ' x e

we know that,

1) Rearrange to be in the form of linear DE,

dx
4t x 2t
dt p (t )
q (t )

1
t 1
1
2
dt

t
dt

t
1
t
pdt
3) Evaluate the integrating factor, =e
2) Find the

x 0 0

1
2

x 1 e

1
2

1 1

t 2

we know that,

f ' x e

f x

dx e f x c

e 2t
c
2t dt
2
2

Therefore, e

2 t 2

2
e 2t
1
e x
c x e 2t c
2
2
applying the condition x(0) 0
1
1
0 e0c c
2
2
2 1
2
1
1
x e 2t x 1 e 2t
2
2
2
2

2 t 2

dx
p(t ) x q(t )
dt

1.5 Applications of Ordinary

Differential Equations
Objective :

Apply ordinary differential equations in

solving engineering problems.

Cont..
A

A chemical reaction is governed by the

differential equation
dx
2
K 5 x
dt

where x t is the concentration of the

chemical at time t. The initial concentration
is zero and the concentration at time 5s is
found to be 2. Determine the reaction rate
constant K and find the concentration at time
10s and 50s. What is the ultimate value of
the concentration? Answer: x(10)=2.857 and x(50)=4.348
Ultimate value, x=5

Cont..
B

A skydivers vertical velocity is governed by

the differential equation
d
m
mg K 2
dt

where K is the skydivers coefficient of drag.

If the skydiver leaves her aeroplane at time
t 0 with zero vertical velocity find at what
time she reaches half her final velocity.
Answer: t

m
1
tanh 1
gK
2

Cont..
C

A chemical A is formed by an irreversible

reaction from chemicals B and C. Assuming
that the amounts of B and C are adequate to
sustain the reaction, the amount of A formed
at time t is governed by the differential
equation
dA
7
K 1 A
dt
If no A is present at time t 0 find an

expression for the amount of A present at

time t.
1
1
Answer: A t
1
1 6 Kt 16

Cont..
D

Water is heated to the boiling point

temperature 100C. It is then removed
from heat and kept in a room which is at a
constant temperature of 60C. After 3
minutes, the temperature of the water is
90C. Find the temperature of the water
after 6 minutes.

Answer: T=82.5C

Cont..
E

A 12V battery is connected to a simple

series circuit in which the inductance is
H and the resistance is 10. Determine
the current i if i(0)=0.
Hint: Use di
L Ri E t
dt

Answer: i 1.2

1.2
e20t