Introduction to Ordinary

Differential Equations

Dr. Waqas Aleem

Assistant Professor (MNS-UET, Multan)
ordinary differential equations
Definition:
A differential equation is an equation containing an unknown
function and its derivatives.
dy
Examples: 1.  2x  3
dx
d2y dy
2.
2
 3  ay  0
dx dx
4
d 3 y  dy 
3.     6y  3
 dx 
3
dx

y is dependent variable and x is independent variable,

and these are ordinary differential equations
Partial Differential Equation

Examples:  2u  2u
1.  2 0
x 2
y
u is dependent variable and x and y are independent
variables, and is partial differential equation.

 4u  4u
2.  4 0
x 4
t
 2 u  2 u u
3.
 2 
x 2
t t

u is dependent variable and x and t are independent variables

Order of Differential Equation

The order of the differential equation is order of the highest

derivative in the differential equation.

Differential Equation ORDER

dy 1
 2x  3
dx
d2y dy
2
 3  9y  0 2
dx dx
4
d 3 y  dy  3
    6y  3
 dx 
3
dx
Degree of Differential Equation

The degree of a differential equation is power of the highest

order derivative term in the differential equation.

Differential Equation Degree

d2y dy
2
 3  ay  0 1
dx dx
4
d 3 y  dy 
    6y  3 1
 dx 
3
dx

3
 d 2 y   dy 
5

 2      3  0 3
 dx   dx 
Linear Differential Equation
A differential equation is linear, if
1. dependent variable and its derivatives are of degree one,
2. coefficients of a term does not depend upon dependent
variable.

Example: d2y dy
1. 2
 3  9 y  0.
dx dx
is linear.

Example: 2. 4
d 3 y  dy 
    6y  3
 dx 
3
dx
is non - linear because in 2nd term is not of degree one.
 Example: 3. d2y dy
x2
 y  x 3

dx 2 dx
is non - linear because in 2nd term coefficient depends on y.

dy
Example: 4.  sin y
dx
y3
is non - linear because sin y  y   is non – linear
3!

First order linear differential equations occasionally arise in

chemical engineering problems in the field of heat transfer,
momentum transfer and mass transfer.
Classify Each Differential Equation:

It is Ordinary/partial Differential equation of order… and of degree…, it is

linear / non linear, with independent variable…, and dependent variable….
Homogeneous and Non-Homogeneous
Differential Equation:
Every term in the equation contains either the dependent variable or
one of its derivatives.

d2y dy
2
 3  9 y  0.
dx dx

Nonhomogeneous differential equations are the same as homogeneous

differential equations, except they can have terms involving only x (and
constants) on the right side, as in this equation

dy
 2x  3
dx
1st – order differential equation
1. Derivative form:

a1  x   a 0  x  y  g  x 
dy
dx
2. Differential form:

1  xdy  ydx  0
.

3. General form:
dy
dy
 f ( x, y ) or f ( x, y, )  0.
dx dx

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Second order Ordinary Differential Equation

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nth – Order Linear Differential
Equation
1. nth – order linear differential equation with constant coefficients.

dny d n 1 y d2y
 a0 y  g x 
dy
a n n  a n 1 n 1  ....  a 2 2  a1
dx dx dx dx

2. nth – order linear differential equation with variable coefficients

d n1 y d2y
a n x   a n 1 x       a0 x  y  g x 
dy dy
n
 ......  a 2 x 2
 a1 x
dx dx dx dx

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