Module 1

Introduction to Ordinary
Differential Equations

Mr Peter Bier
 Ordinary Differential Equations

Where do ODEs arise?

Notation and Definitions
Solution methods for 1st order
ODEs

Slide number 2
 Where do ODEs arise

All branches of Engineering

Economics
Biology and Medicine
Chemistry, Physics etc
Anytime you wish to find out how
something changes with time (and
sometimes space)

Slide number 3
 Example Newtons Law of
Cooling
This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: TObj Room Temperature: TRoom

Newtons laws states: The rate of change in the temperature of an

object is proportional to the difference in temperature between the object
and the room temperature
Form
dTObj
ODE (TObj TRoom )
Solve dt
ODE
TObj TRoom (Tinit TRoom )e t
Where Tinit is the initial temperature of the object.
Slide number 4
 Example Swinging of a
pendulum
Newtons 2nd law for a rotating object:
Moment of inertia x angular acceleration = Net external torque

d 2q
q ml 2 mgl sin q
2

dt
rearrange and divide
through by ml 2
l
where
d q
2
2
g
2
2
sin q 0 l
dt
mg
This equation is very difficult to solve.

Slide number 5
 Notation and Definitions

Order
Linearity
Homogeneity
Initial Value/Boundary value
problems

Slide number 6
 Order

The order of a differential

equation is just the order of
highest derivative used.

d 2 y dy
.
2
0 2nd order
dt dt

dx d 3x
x 3 3rd order
dt dt

Slide number 7
 Linearity
The important issue is how the
unknown y appears in the equation.
A linear equation involves the
dependent variable (y) and its
derivatives by themselves. There
must be no "unusual" nonlinear
functions of y or its derivatives.
A linear equation must have constant
coefficients, or coefficients which
depend on the independent variable
(t). If y or its derivatives appear in the
coefficient the equation is non-linear.

Slide number 8
 Linearity - Examples

dy
y 0 is linear
dt
dx
x 2 0 is non-linear
dt
dy 2
t 0 is linear
dt
dy 2
y t 0 is non-linear
dt

Slide number 9
 Linearity Summary

Linear Non-linear

2y y2 or sin( y )

dy dy
y
dt dt

(2 3 sin t) y (2 3 y 2 ) y
2
dy dy
t
dt dt

Slide number 10
 Linearity Special Property

If a linear homogeneous ODE has solutions:

y f (t ) and y g (t )

then:

y a f (t ) b g (t )
where a and b are constants,

is also a solution.

Slide number 11
 Linearity Special Property

Example:
d2y
2
y 0 has solutions y sin t and y cos t
dt
2
d (sin t )
Check
2
sin t sin t sin t 0
dt
d 2 (cos t )
2
cos t cos t cos t 0
dt
Therefore y sin t cos t is also a solution:

d 2 (sin t cos t )
Check
2
sin t cos t
dt
sin t cos t sin t cos t 0
Slide number 12
 Life is mostly linear!!!
Most ODEs that arise in engineering are linear with
constant coefficients.
In many cases they are approximate versions of more
complex nonlinear models but they are sufficiently
accurate for most purposes. Often they work OK for small
amplitude disturbances but for large amplitude behaviour
nonlinearities start to have some effect.
For linear systems the qualitative behaviour is
independent of amplitude.
The coefficients in the ODE correspond to system
parameters and are usually constant.
Sometimes nonlinearities are important and there have
been some important failures because nonlinearities
were not understood e.g. the collapse of the Tacoma
Narrows bridge.

Slide number 13
 Approximately Linear
Swinging pendulum example
The accurate non-linear equation for a
swinging pendulum is:

d 2q
2
2
sin q 0
dt
But for small angles of swing this can be
approximated by the linear ODE:

d 2q
2
2
q 0
dt

Slide number 14
 Homogeniety

Put all the terms of the equation

which involve the dependent variable
on the LHS.
Homogeneous: If there is nothing
left on the RHS the equation is
homogeneous (unforced or free)
Nonhomogeneous: If there are
terms involving t (or constants) - but
not y - left on the RHS the equation
is nonhomogeneous (forced)

Slide number 15
 Initial Value/Boundary value
problems
Problems that involve time are represented
by an ODE together with initial values.

Problems that involve space (just one

dimension) are also governed by an ODE
but what is happening at the ends of the
region of interest has to be specified as well
by boundary conditions.

Slide number 16
 Example

dv 1st order
g Linear
dt Nonhomogeneous
v(0) v0 Initial value problem

2nd order
d 2M
2
w Linear
dx Nonhomogeneous
M ( 0) 0 Boundary value
and problem
M (l ) 0

Slide number 17
 Example

2nd order
d 2q
2
2
sin q 0 Nonlinear
dt
Homogeneous
dq
( 0 ) 0 , (0) 0 Initial value problem
dt

2nd order
d q
2

2
2
q 0 Linear
dt Homogeneous
dq
( 0 ) 0 , (0) 0 Initial value problem
dt

Slide number 18
 Solution Methods - Direct
Integration
This method works for equations
where the RHS does not depend on
the unknown:
The general form is:
dy
f (t )
dt
d2y
2
f (t )
dt

dny
n
f (t )
dt
Slide number 19
 Direct Integration

y is called the unknown or

dependent variable;
t is called the independent variable;
solving means finding a formula for
y as a function of t;
Mostly we use t for time as the
independent variable but in some
cases we use x for distance.

Slide number 20
 Direct Integration Example

Find the velocity of a car that is

accelerating from rest at 3 ms-2:
dv
a3
dt
v 3t c

If the car was initially at rest we

have the condition:
v(0) 0 0 3 0 c c 0
v 3t
Slide number 21
 Bending of a beam - Example

A beam under uniform load

Beam theory gives the governing equation:

2
d M
2
w
dx
with boundary conditions:
M (0) 0 and M (l ) 0 (pinned ends)

Slide number 22
 Bending of a beam - Solution
d 2M
2
w
dx

Step 1: dM
Integrate
wx A
dx
Step 2:
Integrate again to 1 2
M wx Ax B
obtain the general 2
solution:

Slide number 23
 Bending of a beam - Solution
Step 3:
Use the boundary conditions to obtain the
particular solution.
1 2
M wx Ax B
2
M (0) 0 1
0 w 02 A 0 B B 0
2
M (l ) 0 1 1
0 w l 2 A l B A wl
2 2
Step 4:
Substitute back the values for A and B
1 2 1 1
M wx wlx M wx(l x)
2 2 2
Slide number 24
 Solution Methods - Separation

The separation method applies only to

1st order ODEs. It can be used if the
RHS can be factored into a function of t
multiplied by a function of y:

dy
g (t )h ( y )
dt

Slide number 25
 Separation General Idea

First Separate:
dy
g (t )dt
h( y )

Then integrate LHS with

respect to y, RHS with respect
to t.
dy
h( y ) g (t )dt C
Slide number 26
 Separation - Example

dy
y sin( t )
dt
Separate:
1
dy sin( t )dt
y
Now integrate:
1
y dy sin( t )dt
ln( y ) cos(t ) c
y e cos(t ) c
Slide number 27
y Ae cos(t )
 Cooling of a cup of coffee
Amount of heat in a cup of coffee:
heat volume specific heat

Q VcT
density temperature

Heat balance equation (words):

Rate of change of heat = heat lost to surrounding air

Slide number 28
 Cooling of a cup of coffee
Newtons law of cooling:
Heat lost to the surrounding air is
proportional to temperature difference
between the object and the air

The proportionality constant involves

the surface area multiplied by a heat
tranfer coefficient
Heat balance equation (maths) :
dQ
hA(T TRoom )
dt
Slide number 29
 Cooling of a cup of coffee
dQ
hA(T TRoom )
dt
Substitute in
Q VcT dT
Vc hA(T TRoom )
dt
where
rearrange dT
(T TRoom )
hA
dt V c

Now we solve the equation together with

the initial condition:
T (0) TInitial

Slide number 30
 Cooling of a cup of coffee -
Solution
dT
(T TRoom )
dt
Step 1: dT
dt
Separate (T TRoom )

Step 2: ln( T TRoom ) t c

Integrate Make explicit in unknown T

T TRoom e t c

t where
T TRoom Ae
A ec

Slide number 31
 Cooling of a cup of coffee -
Solution
T TRoom Ae t T (0) TInitial
Step 3:
Use Initial TInitial TRoom Ae 0
Condition
A (TInitial TRoom )

Step 4:
Substitute T T t
Room (TInitial TRoom ) e
back to
obtain final
answer

Slide number 32
 Solution Methods - Integrating
Factor
The integrating factor method is used for
nonhomogeneous linear 1st order equations

The basic ideas are:

dy
Collect all the terms involving y and
dt
on the left hand side of the equation.
Combine them together as the derivative of
a single function of y and t.
Solve by direct integration.

The cunning trick is that step 2 cannot

usually be done unless you first multiply the
whole equation by an integrating factor.
Slide number 33
 Integrating Factor Example

dy
y 1 y ( 0) 2
dt

There are several ways to solve this problem

but we will use it to demonstrate the
integrating factor method. To understand the
integrating factor method you must be very
familiar with the formula for the derivative of
a product:

Slide number 34
 Integrating Factor Example

Product Rule:

d ( f . y) dy df
f y
dt dt dt

The basic idea is that if we multiply the

ODE by the correct function (an integrating
factor) we can make the LHS of the ODE
look like the RHS of the product rule.

Slide number 35
 Integrating Factor Example

We will look ahead, use the answer and

show how it is derived later. For our ODE the
integrating factor is et
Thus the ODE becomes:
dy
et
et y et
dt

Now the LHS of this equation looks like the

RHS of the Product Rule with:

f et

Slide number 36
 Integrating Factor Example

We can rewrite the equation as:

t
dy d ( e )
e t
y et
dt dt
or
d (e t y )
et
dt
Now we can use direct integration
et y et C

Do not forget C, the constant of integration!

Slide number 37
 Integrating Factor Example

Rearrange to make this explicit in y

y 1 Ce t

Now use the initial condition to calculate C

y (0) 2 1 Ce 0 2
1 C 2
C 1
Substitute back to obtain the final solution
y 1 e t

Slide number 38
 How do we calculate the
integrating factor?
Let us now pretend we do not know what
the integrating factor should be
Call it and use it to multiply the ODE
from the previous example
dy
y
dt
To make the LHS of this equation look
like the RHS of the Product Rule we
must choose
d

dt

Slide number 39
 How do we calculate the
integrating factor?
Then the ODE becomes

dy d
y
dt dt
Now using the product rule in reverse the
LHS can be written as a single term (a
very clever trick)
d ( y )

dt

Slide number 40
 How do we calculate the
integrating factor?
Now we can integrate once we know
We can separate to find
d d
dt
dt
ln t c e t c
Ae t
The convention is to put A = 1. It appears
in every term of the ODE, and therefore
can be divided out. This gives the
integrating factor:
et
Slide number 41
 Finding the integrating
factor in general
Given the general form of a
nonhomogeneous 1st order
equation:
dy
g (t ) y f (t )
dt
y(0) y 0

How do we use the integrating

factor method to find a y?

Slide number 42
 Finding the integrating
factor in general
Step 1: Multiply by :
dy
g (t ) y f (t )
dt
Step 2: Compare with the RHS of the
Product Rule and set up equation for :
d
g (t )
dt
Step 3: Use separation to solve for :
d
g (t )dt

ln g (t )dt

Slide number 43 e g ( t )dt

 Finding the integrating
factor in general
Step 4: Combine terms on the LHS:
d [ y ]
f (t )
dt
Step 5: Integrate:
y fdt C
Step 6: Divide by to make explicit in y :
1 C
y
fdt

Step 7: Use the initial conditions to
evaluate C :

Slide number 44
 Finding the integrating
factor in general
Notes:
After you have been through the process a
few times then skip some of the steps. For
example you can remember the formula for
the integrating factor, you do not have to re-
derive it every time.
e g ( t ) dt

In principle this process can be used to

solve any linear nonhomogeneous 1st order
ODE but some of the details may be tricky
or impossible. Both the integrals
g (t )dt and f (t )dt
may be impossible to evaluate.
Slide number 45
 Solving an example using the
integrating factor method
dy
ty t y (0) 0
dt
Step 1: Put the ODE into the general form:
dy
g (t ) y f (t )
dt
The ODE is already in that form!
Step 2: Find the integrating factor:
g (t ) t e tdt

1t2
e 2

Slide number 46
 Solving an example using the
integrating factor method
Step 3: Multiply by the integrating factor:
1 2 dy 1 2 1 2
e 2 ty te 2
t t t
e2
dt
Step 4: Use the reverse Product Rule:
1 2
t
d [e y ]
2 1 2
te 2
t

dt
Step 5: Integrate and make explicit in y:

y te dt C e
1 2 1 2 1 2
C
t t t
e 2 2 2

12 t 2
y 1 Ce

Slide number 47
 Solving an example using the
integrating factor method
Step 6: Use the initial conditions to find the
exact solution:
y (0) 0 1 Ce 0 0
1 C 0
C 1
Step 7: Substitute back into the original
equation:
12 t 2
y 1 e

Slide number 48
 Exponential substitution

The exponential trial or guessing method can

be used for solving linear constant coefficient
homogeneous differential equations.

The basic trial for the solution of the ODE is:

t
y Ce

Slide number 49
 Characteristic Equations

y Ce t gives the differentials

y Ce t
y 2 Ce t
y (3) 3Ce t

y ( n ) n Ce t
An algebraic characteristic equation comes
from substituting in for y and its derivatives
and cancelling out Ce t

Slide number 50
 Exponential Trial - Example
y 5 y 0 Try y Aet

Ae t 5 Ae t 0
Cancelling out Aet gives the characteristic
equation
5 0 5

Substituting this back into y Aet gives

y Ae 5t

Slide number 51
 Solving Guide

General Form Description Solving

Method
1st or higher order Direct
dny RHS does not Integration
n
f (t ) depend on the
dt
unknown y
dy 1st order only Separation
f (t , y ) g (t )h ( y )
dt
1st order Integrating
dy
g (t ) y f (t ) nonhomogeneous Factor Method
dt linear equation

Slide number 52
 Solving Guide

General Form Description Solving

Method
n n 1 2nd order or higher Exponential trial.
d y d y
n
a n 1 n 1
homogeneous See Module 2
dt dt linear equation
dy constant
a1 a0 y 0
dt coefficients

2nd order or higher Problems like

dny d n 1 y nonhomogeneous this can be
a n 1 n 1 linear equation solved for some
dt n dt
dy constant types of f.
a1 a0 y f (t ) coefficients
dt Covered in
Modules 3
and 5

Slide number 53
 Solving Guide

General Form Description Solving

Method
n n 1 2nd order or higher Can only solve a
d y d y
n
g n 1 (t ) n 1 nonhomogeneous few special
dt dt linear equation problems
dy
g1 ( t ) g 0 (t ) y f (t ) variable Not Covered in
dt coefficients MM2

2nd order Generally cant

Function f be solved
contains t, y and analytically
d2y dy
f t , y , y terms all (see Module 4
dt 2 dt
mixed up for numerical
methods)

Slide number 54