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Introduction to Ordinary
Differential Equations
Dr Faye-Jan 2014
Chapter 1: Introduction to Differential Equations
Overview
I. Definitions
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I. Definitions
Learning Objective
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I. Definitions
Basic Example
Consider f ( x) e 2x
f ( x) 2e
' 2x
f ( x) 2 f ( x) 2e 2e 0
' 2x 2x
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I. Definitions
Dr Faye-Jan 2014
I. Definitions
Examples
1) y 3 y 2 0
''
dy
2) x x 2 y x 3 1
dx
dx dy
3) 3 2x 4 y
dt dt
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I. Definitions
Classification
Differential equations (DE) can be classified by:
• TYPE
• ORDER
• LINEARITY.
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I. Definitions
Classification by Type
Two types of Differential equations (DE) exist:
Dr Faye-Jan 2014
I. Definitions
Examples of ODE
dy
1) 5y ex
dx
d 2 y dy
2) 2 6 y 0
dx dx
dx dy
3) 2x y
dt dt
Dr Faye-Jan 2014
I. Definitions
Dr Faye-Jan 2014
I. Definitions
Examples of PDE
2u 2u
1) 2 2 0
x y
2u 2u u
2) 2 2 2
x t t
u v
3)
y x
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I. Definitions
Classification by Order
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I. Definitions
Examples of Orders
dy
5y e
3 x
is of order 1 (or first-order)
dx
d 2 y dy
2
6y 0 is of order 2
dx dx
3
dy
2
d y
5 4 y e x
is of order 2
dx
2
dx
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I. Definitions
Remark
M ( x, y )dx N ( x, y )dy 0
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I. Definitions
Classification by Linearity
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I. Definitions
1) y x dx 4x dy 0 4 xy y x
2) y 2 y y 0
d3y dy
3) x 5 y e x
dx 3 dx
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I. Definitions
1) 1- y y 2 y e x
d2y
2) 2
sin y 0
dx
d4y
3) 4
y 2
0
dx
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I. Definitions
Example:
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I. Definitions
Solution:
d 2 Q dQ
2
60 2 Linear
dt dt
y xy 2 y y xy 0
2 3 Non-linear
e y xy y 0 2 Non-linear
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I. Definitions
Solution:
sin 1 Linear
sin 2
y 2
1 dx xdy 0 1 Non-linear
2
d2y dy
1 2 Non-linear
2
dx dx
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I. Definitions
Exercise-I:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
dy
d y2
dy ty 2 0
t2
2
t 2 y sin t dt
dt dt
d2y
d 2
y dy sin( t y) sin t
(1 y ) 2 t y et
2
dt 2
dt dt
d3y dy
d 4 y d 3 y d 2 y dy t (cos 2
t ) y t 3
3 2 y 1 dt 3 dt
4
dt dt dt dt
dy
t 1 ty tan t
2
dt
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II. Classification of Solutions
Learning Objective
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II. Classification of Solutions
Definition:
A solution of a DE is a function y that satisfies the DE
identically for all x in an interval I , where x is the
independent variable.
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II. Classification of Solutions
Example
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.
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II. Classification of Solutions
Definition:
A solution in which the dependent and the independent
variables are mixed in an equation is said to be an implicit
solution.
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II. Classification of Solutions
Examples:
2) x y 9
2 2
is an implicit solution of the DE: yy 'x 0
Indeed: x2 y 2 9
Implicit differentiation: 2 x 2 yy ' 0
x yy ' 0
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II. Classification of Solutions
General or Particular solution
Example:
y ce x
(where c is a constant) is a solution (general)
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II. Classification of Solutions
General or Particular solution
Definitions:
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II. Classification of Solutions
Example
y ' y 0
x
y ce de
x
is a 2-parameter family of solutions of the DE
y" y 0
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II. Classification of Solutions
Example:
Dr Faye-Jan 2014
II. Classification of Solutions
Example:
x
1) 2 y y 0; y e 2
x
1
y' e 2
2
1 2x
x
2 y' y 2( e ) e 2
2
x x
e 2
e 2
0
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II. Classification of Solutions
Example:
dy 6 6 20t
2) 20 y 24; y e
dt 5 5
dy 6 20t
y' 20( )e 24e 20t
dt 5
dy 6 6
20 y 24e 20t 20 e 20t
dt 5 5
Dr Faye-Jan 2014
II. Classification of Solutions
Example:
3) y 6 y 13 y 0; y e3 x cos 2 x
y" 3 y'6e3 x sin 2 x 4e3 x cos 2 x 3(3 y 2e3 x sin 2 x) 6e3 x sin 2 x 4 y
5 y 12e3 x sin 2 x
y 6 y 13 y 5 y 12e3 x sin 2 x 6(3 y 2e3 x sin 2 x) 13 y
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II. Classification of Solutions
Example:
4) y y tan x; y cos x lnsec x tan x
y' sin xln sec x tan x cos xsec x sin x ln sec x tan x 1
y" cos x ln sec x tan x sin x sec x cos x ln sec x tan x tan x
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II. Classification of Solutions
Example:
c1e t
5) P P1 P ; P
1 c1e t
P
c1et
P'
c1et 1 c1et c1et c1et
c1et c12e 2t c12e 2t
c1et
1 c1et 1 c e 1
t 2
1 c e
1
t 2
1 c e
1
t 2
c1et
P'
1 c e
1
t 2
Dr Faye-Jan 2014
II. Classification of Solutions
Example:
d2y dy
6) 4 4 y 0; y c1 e 2x
c 2 xe 2x
dx 2 dx
y' 2c1e c2 e 2 xe
2x 2x 2x
2c e 1
2x
c2e 2c2 xe
2x 2x
2c e1
2x
c2 xe2 x c2e2 x 2 y c2e2 x
y" 2 y'2c2e 2 x
2c2e2 x 2 2 y c2e2 x 4 y 0
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II. Classification of Solutions
Exercise-II:
Verify if the indicated functions are explicit solutions of the
given DE :
1)ty y t 2 , y 3t t 2
t t t
2) y ( 4)
4y ( 3)
3 y t , y1 (t ) , y2 (t ) e
3 3
1
3)2t y ' '3ty' y 0, t 0; y1 (t ) t
2 2
, y2 (t ) t 1
4)t 2 y ' '5ty'4 y 0, t 0; y1 (t ) t 2 , y2 (t ) t 2 ln t
5) y ' ' y sec t , 0 t ; y (t ) (cos t ) ln cos t t sin t
2
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II. Classification of Solutions
Definition
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II. Classification of Solutions
Examples
1) y y 0, y (0) 3
2) y y 0, y ' (1) 25
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II. Classification of Solutions
Definition
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II. Classification of Solutions
Examples
1) y 2 y e ; y 1, y 2
x
2
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II. Classification of Solutions
Examples
Find the solution of the IVP or BVP if the general solution is the
given one:
1) y y 0; y3 2, yx c1e x
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II. Classification of Solutions
Examples
2) y 4 y 0; y 0, y 1 yx c1 sin 2x c2 cos 2x
8 6
c1
c2
y c1 sin 2 c2 cos 2
8 8 8 2 2
y 0 c2 c1
8
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II. Classification of Solutions
Examples
3c1 c2
y c1 sin 2 c2 cos 2
6 6 6 2 2
3c1 c2
y 1 1 3c1 c1 2
6 2
2 2
c1 c2
3 1 3 1
Examples
3) y 4 y 0; y 0 1, y 2, yx c1 sin 2x c2 cos 2x
2
y0 c1 sin 0 c2 cos 0 c2 y c1 sin c2 cos c2
2
y0 1 c2 1
y 2 c2 2
2
c2 2
IMPOSSIBLE NO SOLUTION
c2 1
Dr Faye-Jan 2014
II. Classification of Solutions
Exercise-III
1) Determine c1 and c2 so that yx c1 sin 2x c2 cos 2x 1
will satisfy the conditions :
y 0 y 2
8 8
y0 0 y0 1
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End Chapter 1
Dr Faye-Jan 2014