3 ORDINARY DIFFERENTIAL EQUATIONS

REFERENCE: CROFT & DAVISON CHAPTER 20 BLOCKS 1 - 3

INTRODUCTION AND TERMINOLOGY

INTRODUCTION
A differential equation (d.e.) is an equation involving an unknown
function and its derivative.

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 Example 1
In the d.e.
dy
= 7 x 2 +4 x + 3
dx
y = f (x) is the unknown function.

dy
is the derivative of the unknown function.
dx

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 The d.e. is ordinary (i.e. an o.d.e.) if the unknown function
depends on only one independent variable.

Example 2 The followings are o.d.e.

dy
(a) = 2x2 - 4
dx
dx x+1
(b) =
dt t
y dy dy 3
(c) e + 2( ) = 1
dx dx
d2y 3 dy 6
(d) ( 2 ) + 3( ) + y 2 = 5 x
dx dx

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 Order and Degree
The order of a d.e. is the order of the highest derivative of the d.e.
The degree of a d.e. is the highest power of the highest derivative.

Example 3
Refer to the d.e. in Example 2, find the order and degree of the d.e.
dy
(a) = 2x2 - 4 Order = 1, degree = 1
dx
dx x+1
(b) = Order = 1, degree = 1
dt t
y dy dy 3
(c) e + 2( ) = 1 Order = 1, degree = 3
dx dx
d2y 3 dy 6 Order = 2 , degree = 3
(d) ( 2 ) + 3( ) + y 2 = 5 x
dx dx
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 LINEAR DIFFERENTIAL EQUATIONS

A d.e. is said to be linear if the dependent variable and its

derivative are of degree one and there are no product involving the
dependent variable and the derivative.

Example 4 Determine whether the following d.e. are linear.

dy 2dy
(a) + 2 xy = 0 (b) y + 3 xy - 2 = 0
dx dx
Yes No
d2y dy dy 2
(c) 2
+ 3x - 2 = 0 (d) ( ) + 2 xy = 0
dx dx dx
Yes No
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 Example 5
Form a d.e. of the problem given that velocity V of a body is
proportional to its displacement X.
dX
VαX ⇒ V = kX & V =
dt
dX
Therefore − kX = 0
dt
Example 6
Form a d.e. of the problem that a resistor R and a capacitor C is
connected in series with an a.c. source V of 50 sin (2π f t).

Q dQ
VC = , VR = IR & I =
C dt
− 50 sin (2πft ) = 0
Q dQ
Therefore + R
C dt
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 Solution of a Differential Equation
A solution of a d.e. which involves the independent variable x and
dependent variable y is the finding of the equation f(x, y) = 0 which
satisfies the d.e.

Example 7
Determine whether the equation
(a) y=2e -x + xe-x and
(b) y=3e -x - 4 xe-x

d2y dy
are solutions of the d.e. 2
+ 2 + y= 0 .
dx dx

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 (a)

y = 2e -x + xe-x
d -x
( )
y' = 2 e + x e + e
dx
d -x
dx
( )
-x d

dx
(x ) = −e-x − xe-x

y" =
d
( ) d -x
− e − x e + e
-x
( )
-x d 
(x ) = xe-x
dx  dx dx 

d2y dy
L.H .S . = 2 + 2 + y
dx dx
( )
= 2e -x + xe -x + 2 − e -x − xe -x + xe -x = 0
= R.H .S .
2
d y dy
∴ y=2e + xe is a solution of 2 + 2 + y
-x -x

dx dx
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 (b)
y = 3e -x − 4 xe-x
d -x
( )
 d -x
y ' = 3 e − 4 x e + e -x d
( ) 
(x ) = −7e-x + 4 xe-x
dx  dx dx 
d -x
( )
 d -x
y" = −7 e + 4 x e + e ( )
-x d 
(x ) = 11e-x − 4 xe-x
dx  dx dx 
d2y dy
L.H .S . = 2 + 2 + y
dx dx
( )
= 3e -x − 4 xe -x + 2 − 7e -x + 4 xe -x + 11e -x − 4 xe -x = 0
= R.H .S .
2
d y dy
∴ y=3e − 4 xe is a solution of
-x -x
2
+2 + y
dx dx
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 A general solution of a d.e. is a set of all possible solutions of the
d.e.
A particular solution of a d.e. is any one solution of the d.e that
fulfills the specific boundary conditions.

Example 8
dy
Given the d.e. = 10 x
2
dx
y = 5x + C is a general solution while
y = 5x2 + 3 is a particular solution.

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 Initial Conditions and Boundary Conditions
These two conditions determine the value(s) of the constant(s) in
the general solution and form the particular solution.

Example 9
Determine the values of the constants C1 and C2 in
y = C1sin x + C2cos x
with the following conditions.
(a) The initial conditions y(0) = 1, y’(0) = 2.
(b) The boundary conditions y(0) = 1 and y’(π) = 2.

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 Given y = C1sin x + C2cos x
y' = C1cos x - C2sin x
(a) The initial conditions y(0) = 1, y’(0) = 2.
y(0) = C1sin (0) + C2cos (0) = 1
∴ C2 = 1
y‘(0) = C1cos (0) - C2sin (0) = 2
∴ C1 = 2
(b) The boundary conditions y(0) = 1 and y’(π) = 2.
∴ C2 = 1 from answer of (a)
y‘(π) = C1cos (π) - C2sin (π) = 2
∴ C1 = -2

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 Example 11
Find the particular solution of the d.e.
dy
= − sin 2 x
dx
which satisfies the condition that y = 2 when x = 0.

∫ dy =∫ − sin 2 xdx
y = − ∫ sin 2 xd (2 x )× = −(− cos 2 x )× + c = cos 2 x + c
dx 1 1
d (2 x ) 2 2

y (0 ) = cos 2(0 ) + c = 2 ⇒ c =
1 3
2 2
1 3
∴ Particular sol. of the d .e. = cos 2 x +
2 2
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 Direct Integration
As integration is the reverse process of differentiation, a d.e. may
be solved by direct integration.

Example 10
Find the general solution of the d.e.

dy 4x2
∫ ∫ ⇒ = + = +c
2
(a) = 4x dy = 4 xdx y c 2 x
dx 2
d2y
∫ ∫ ∫ dxdx
-2 x -2 x
(b) 2
=e dy = e
dx
 e-2 x  e -2 x
= ∫  + c1 dx = + c1 x + c2
 −2  4
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 FIRST ORDER ORDINARY DIFFERENTIAL EQUATION

Method of Separation of Variables

Definition
A d.e. is called variables separable if it may be written in the form

dy dy f ( x)
= f ( x) g ( y ) or =
dx dx g ( y)
and the general solution is

1
∫ g ( y) dy = ∫ f ( x) dx or ∫ g ( y) dy = ∫ f ( x) dx
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 Example 12

Determine whether the following d.e. are variable separable.

dy Yes
(a) = ( x 2 + 2)( y - 3)
dx
dy
(b) = x2 y + 2 y - 6 No
dx
dy 2 x3 - 5
(c) = Yes
dx 3y + 4
dy
(d) = 2 x y - 3x + 2 y - 3
2 2
Yes
dx
(
= (2 y − 3) x 2 + 1)
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 Example 13
Find the general solution of
dy sin 5 x
(a) =
dx y

∫ ydy = ∫ sin 5 xdx

y 2 − cos 5 x
= +c
2 5
− 2 cos 5 x
y= + 2c
5

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 Example 13
Find the general solution of

dy -5 x
(b) =ye
dx
1
∫ y ∫ dx
-5 x
dy = e

e-5 x
ln y = +c
−5
e- 5 x
+c
y=e −5

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 Example 13
Find the general solution of

(c) dx - e - 5 x dy = 0
dx = e -5 x
dy

∫ = ∫ dx
5x
dy e
e5 x
y= +c
5

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 Example 13
Find the general solution of

(d) x y' = y

dy
x =y
dx
1 1
∫ y dy = ∫ x dx
ln y = ln x + c
ln x + c
y=e

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 Example 14
Solve the d.e. in Example 13(b) and (d) given
(a) in Example 13(b) y(0) = e.
e- 5 (0 )
+c
y (0 ) = e −5
=e
− e- 5 x +6
1 6
− + c =1⇒ c = ∴y =e 5
5 5
(b) in Example 13(d) y’(4) = 1.

de ln x + c de ln x + c d (ln x + c ) e ln x + c
y' = = × =
dx d (ln x + c ) dx x
e ln (4 )+ c
y ' (4 ) = =1⇒ c = 0 ∴ y = e ln x = x
4
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 First Order Linear ODE

The standard form of a first order linear d.e. may be written in

dy
+ P( x) y =Q( x)
dx

Example 15
What are P and Q referred to the standard form?

P(x ) = - 3x 2 , Q(x ) = 5 x
dy
(a) - 3x 2 y - 5 x = 0
dx
2 dx
P (t ) = 3t − 2 , Q (t ) = −
5 2
(b) t + 3t 3 x + 2t = 5 x
dt t t
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 Integrating Factor

The linear d.e. in standard form

dy
+ P( x) y =Q( x)
dx
has an integrating factor

μ(x) = e ∫ P(x)dx

The general solution of the linear d.e. is

μ( x) y = ∫ μ( x) Q( x) dx

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 Example 16
Find the general solution of the following linear d.e.
dy
(a) = 5y
dx
P( x ) = −5, Q( x ) = 0

µ (x ) = e ∫ −5 dx
= e −5 x
e −5 x y = ∫ e −5 x (0 )dx = C
y = Ce 5 x

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 Example 16
Find the general solution of the following linear d.e.
dy
(b) x + 2 y = 2x given y = 6 when x = 6
dx

y (6 ) = (6 ) + C (6 ) = 6
2 −2
P(x ) = , Q(x ) = 2
2
x 3
2 ∴ C = 72
µ (x ) = e ∫
dx
x
= e 2 ln x = x 2 2
y = x + 72 x − 2
x 2 y = ∫ x 2 (2 )dx 3
2 3
x y = x +C
2

3
2
y = x + Cx − 2
3
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 Example 16
Find the general solution of the following linear d.e.
dy
(c) + y tan x = sin x
dx
P( x ) = tan x, Q( x ) = sin x

µ (x ) = e ∫ tan xdx
=e
ln sec x
= sec x
(sec x ) y = ∫ sec x sin xdx
(sec x ) y = ∫ tan xdx
(sec x ) y = ln sec x + C
y = cos x(ln sec x + C )

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 Example 16
Find the general solution of the following linear d.e.
dy
(d) x -3 y = x 4 e x given y = 2 when x = 1
dx

P(x ) = − , Q(x ) = x e
3 3 x y (1) = (1)3 (1)
e + C (1)3
=2
x ∴C = 2 − e
( )
3
∫ − x dx
µ (x ) = e = e −3ln x = x −3 y = e x − e + 2 x3
x −3 y = ∫ x −3 x 3e x dx ( )
x −3 y = e x + C
y = x 3e x + Cx 3

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 First Order O.D.E. Applications
Example 17
The resistance force on a body is directly proportional to the
velocity of the body. Set up a differential equation and find the
velocity of a body of mass 2.4 kg after 10 s given its initial velocity
30 ms-1 and constant of proportionality 0.7 kgs-1 .
dv
m = − kv
dt
dv k
+ v=0
dt m
P(t ) = k m , Q(t ) = 0

µ (t ) = e ∫ k m dt
= e kt m
e kt m v = ∫ e kt m (0 )dt = C
v = Ce − kt m
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 Example 17
v = Ce − kt m = Ce −0.7 t 2.4 = Ce −0.292t
Given the initial condition, v = 30 when t = 0.
v(0 ) = Ce −0.292 (0 ) = 30
C = 30

then
v(t ) = 30e −0.292t
Check:
velocity of a body when t = 0
v (0 ) = 30e −0.292 (0 ) = 30 m s
velocity of a body after 10s
v (10 ) = 30e −0.292 (10 ) = 1.618m / s

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 Example 18
A charged capacitor C is discharged through a resistor R. Set up
a differential equation for discharging the capacitor. A capacitor of
0.5µF is first charged to a potential of 70 V and is then discharged
through a resistor of 20k ohms. Find the potential across the
capacitor after 10 ms. Q dQ
+R =0
C dt
dQ Q
+ =0
dt RC
P(t ) = (RC ) , Q(t ) = 0
−1

∫ ( RC )
−1

µ (t ) = e
dt
= e t RC
e t RC Q = ∫ e t RC (0 )dt = K
Q = Ke −t RC
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 Example 18
−t RC
Ke (
− t 20×103 ×0.5×10 −6 )
Vc (t ) =
Ke
= = 2 × 10 6 Ke −100t
C 0.5 × 10 −6
Given the initial condition, Vc = 0 when t = 0.
Vc (0 ) = 2 × 10 6 Ke −100 (0 ) = 70
K = 3.5 × 10 −5
then
Vc (t ) = 2 × 10 6 × 3.5 × 10 −5 e −100t = 70e −100t
Check:
p.d. across the capacitor at t = 0
Vc (0 ) = 70e −100 (0 ) = 70V
p.d. across the capacitor after 10 ms
Vc (0.01) = 70e −100 (0.01) = 25.75V

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 SECOND ORDER ORDINARY DIFFERENTIAL EQUATIONS
Reference: Croft & Davison Chapter 20 Blocks 5 – 6

Terminology
A second order linear d.e. has the general form
d2y dy
b2 ( x) 2 +b1 ( x) +b0 ( x) y = f ( x) .
dx dx
If f ( x) = 0 the d.e. is homogeneous.
If f ( x) ≠ 0 the d.e. is inhomogeneous.

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 If bi (x) are constants, where i = 0, 1, 2, the d.e. is said to
be with constant coefficients.

A Second Order Linear D.E with Constant Coefficients has

the form
2
d y dy
2
+p + q y = f ( x)
dx dx

where p, q are constants

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 Example 19
Which of the following are constant coefficient d.e.? Which
are homogeneous?
Constant coeff. Homogeneous
d2y dy
(a) 2
-3 = 5y Yes Yes
dx dx
d2y dy
(b) 2
+ 5x - 4y = 0 No Yes
dx dx
2
d y dy
(c) 2
-3 = 6x Yes No
dx dx

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 General Solution
In order to solve the d.e.
d2y dy
2
+ p + qy = f ( x)
dx dx
it is necessary to first solve the homogeneous d.e.

d2y dy
2
+p + qy = 0
dx dx

The solution the homogeneous d.e. is called the complementary

function, ycf and it contains two arbitrary constants.

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 Any solution satisfied the inhomogenous d.e. is called particular
integral, ypi.

The general solution of the inhomogenous d.e. is the sum of the

complementary function and the particular integral.
y = ycf + ypi

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 Example 20
Show that y = A sin 2 x + B cos 2 x is a complementary function of

d2y
2
+ 4 y=0.
dx
y ' = 2 A cos 2 x − 2 B sin 2 x, y" = −4 A sin 2 x − 4 B cos 2 x

L.H .S . = −4 A sin 2 x − 4 B cos 2 x + 4( A sin 2 x + B cos 2 x )

= 0 = R.H .S .
∴ y = A sin 2 x + B cos 2 x is a complementary function of d.e. y" +4y = 0
Note:
If φ1(x) and φ2(x) are two linear dependent solutions of the
homogeneous d.e. then the linear combination C1φ1(x) + C2 φ2(x)
is also a general solution of the d.e.
Ordinary Differential Equations Page 37
 Example 21
Given the d.e. d2y dy
2
+ 7 + 12 y = 0.
dx dx

Show that (a) e -3 x is a solution

let y = e - 3 x , then y ' = −3e - 3 x & y" = 9e - 3 x
( ) ( )
L.H .S . = 9e −3 x + 7 − 3e −3 x + 12 e −3 x = 0 = R.H .S .
∴ e - 3 x is a solution of d.e. y" +7y' +12y = 0
(b) e -4 x is a solution
let y = e - 4 x , then y ' = −4e - 4 x & y" = 16e - 4 x

( ) ( )
L.H .S . = 16e −4 x + 7 − 4e −4 x + 12 e −4 x = 0 = R.H .S .
∴ e - 4 x is a solution of d.e. y" +7y' +12y = 0
Ordinary Differential Equations Page 38
 Example 21
Given the d.e. d2y dy
2
+ 7 + 12 y = 0.
dx dx

Show that (c) C1e - 3 x + C2 e - 4 x is a complementary solution

let y = C1e - 3 x + C2 e - 4 x , then
y ' = −3C1e - 3 x − 4C2 e - 4 x & y" = 9C1e - 3 x + 16C2 e - 4 x

L.H .S .
( ) (
= 9C1e −3 x + 16C2 e − 4 x + 7 − 3C1e −3 x − 4C2 e − 4 x + 12 C1e −3 x + C2 e − 4 x )
= 0 = R.H .S .

∴ C1e - 3 x + C2 e - 4 x is a complementary solution of d.e. y" +7y' +12y = 0

Ordinary Differential Equations Page 39

 The d.e.
d2y dy
2
+p + qy = 0
dx dx

can be written by using the D operator, where

2 d2 d
D denotes 2 and D denotes .
dx dx

Rewrite the equation in the form

D 2 y + pDy + qy = 0
( D 2 + pD + q) y = 0

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 Solution of Homogenous Second Order Linear D.E with
Constant Coefficients

Complementary Function
The general solution of the d.e.
d2y dy
2
+p + qy = 0
dx dx

is y = C1φ1(x) + C2φ2(x)

where 1φ (x) = e kx
φ
and 2 (x) =
1
e k x
are solutions of the differential
2

equation provided that φ1 ( x) and φ2 ( x) are linearly independent.

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 Let y = e kx be the general solution of the d.e., then
2
dy d y
= ke and
kx
2
= k 2 kx
e
dx dx

Hence the d.e. becomes

e kx (k 2 + pk + q ) = 0

Since e ≠ 0 , therefore we have

kx

k 2 + pk + q = 0
- an auxiliary equation of the d.e. and is quadratic in k.

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 Example 22
Write down the auxiliary equation of the d.e. and find the roots of
the auxiliary equation.
d2y dy
(a) 2
-7 + 12 y = 0
dx dx
by comparing the general sol. of d.e. y"+ py '+ q = 0
⇒ p = −7 & q = 12

auxiliary equation of d.e. : k 2 + pk + q = 0

k 2 − 7 k + 12 = 0
(k − 3)(k − 4) = 0
k = 3 or 4
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 Example 22
Write down the auxiliary equation of the d.e. and find the roots of
the auxiliary equation.

d2y dy
(b) 2
+8 + 16 y = 0
dx dx
by comparing the general sol. of d.e. y"+ py '+ q = 0
⇒ p = 8 & q = 16

auxiliary equation of d.e. : k 2 + pk + q = 0

k 2 + 8k + 16 = 0
(k + 4)(k + 4) = 0
k = −4 (repeated )
Ordinary Differential Equations Page 44
 Example 22
Write down the auxiliary equation of the d.e. and find the roots of
the auxiliary equation.

d2y dy
(c) 2
+2 + 2y = 0
dx dx
by comparing the general sol. of d.e. y"+ py '+ q = 0
⇒ p = 2&q = 2
auxiliary equation of d.e. : k 2 + pk + q = 0
k 2 + 2k + 2 = 0
−2± (2) − 4(1)(2) − 2 ±
2
−4
k= = = −1 ± j
2(1) 2
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 Nature of Roots of the Auxiliary Equation
(1) Roots are real and distinct
If the roots of the auxiliary equation are k1 and k 2 , then the general
solution of the d.e. is
y = C1 e k1x + C2 e k2 x
Example 23
d2y dy
Solve the d.e. (a) 2
-2 - 8y = 0
dx dx

k 2 − 2k − 8 = 0
(k + 2)(k − 4) = 0
k = −2 or 4

∴ y = C1 e −2 x + C2 e 4 x
Ordinary Differential Equations Page 46
 Nature of Roots of the Auxiliary Equation
(1) Roots are real and distinct
If the roots of the auxiliary equation are k1 and k 2 , then the general
solution of the d.e. is
y = C1 e k1x + C2 e k2 x
Example 23
d2y dy
Solve the d.e. (b) 2 2 + - 6y = 0
dx dx
2k 2 + k − 6 = 0
(2k − 3)(k + 2) = 0
k = −2 or 3 2

∴ y = C1 e −2 x + C2 e3 x 2
Ordinary Differential Equations Page 47
 (2) Roots are equal
If the repeated roots of the auxiliary equation are k ,then the
general solution of the d.e. is
y = C1 e kx + C2 xe kx
or y = (C1 + C2 x) e kx

Example 24
d2y dy
Solve the d.e. (a) 2
+8 + 16 y = 0
dx dx

k 2 + 8k + 16 = 0
(k + 4)(k + 4) = 0
k = −4 (repeated)

∴ y = (C1 + C2 x ) e −4 x
Ordinary Differential Equations Page 48
 (2) Roots are equal
If the repeated roots of the auxiliary equation are k ,then the
general solution of the d.e. is
y = C1 e kx + C2 xe kx
or y = (C1 + C2 x) e kx

Example 24
d2y dy
Solve the d.e. (b) 2
- 14 + 49 y = 0
dx dx

k 2 − 14k + 49 = 0
(k − 7 )(k − 7 ) = 0
k = 7 (repeated)

∴ y = (C1 + C2 x ) e 7 x
Ordinary Differential Equations Page 49
 3. Roots are complex
If the roots of the auxiliary equation are k1 + k 2 j and k1 − k 2 j
The solution is y = A e(k1+k 2 j)x + B e(k1-k2 j)x
However, it is usually written as
y = e k1 x (C1 cos k 2 x + C2 sin k 2 x)
where A, B, C1 and C2 are constants to be determined by
boundary conditions.

Example 25 (a) D 2 y + 2 Dy + 2 y = 0
Solve the d.e. (b) D 2 y + 25 y = 0
(c) D 2 y + 6 Dy +13 y = 0
given when x=0 , y=2 and y' =1.

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 3. Roots are complex
Example 25
Solve the d.e. (a) D 2 y + 2 Dy + 2 y = 0

k 2 + 2k + 2 = 0
−2± (2) − 4(1)(2) − 2 ±
2
−4
k= =
2(1) 2
= −1 ± j ⇒ k1 = −1 & k 2 = 1

∴ y = A e(−1+j ) x + B e (−1− j ) x

or y = e − x (C1 cos x + C2 sin x)

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 3. Roots are complex
Example 25
Solve the d.e. (b) D 2 y + 25 y = 0

k 2 + 25 = 0
k = ± − 25 = ±5 j ⇒ k1 = 0 & k 2 = 5
∴ y = A e(5 j ) x + B e (−5 j ) x

or y = C1 cos 5 x + C2 sin 5 x

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 3. Roots are complex
Example 25
Solve the d.e. (c) D 2 y + 6 Dy +13 y = 0
given when x=0 , y=2 and y' =1.
k 2 + 6k + 13 = 0
−6± (6)2 − 4(1)(13) − 6 ± − 16
k= = = −3 ± 2 j ⇒ k1 = −3 & k 2 = 2
2(1) 2
∴ y = A e(−3+ 2 j ) x + B e (−3− 2 j ) x or y = e −3 x (C1 cos 2 x + C2 sin 2 x)
y ' = (− 3 + 2 j )A e (−3+ 2 j ) x + (− 3 − 2 j )B e (−3− 2 j ) x
y (0 ) = A e (−3+ 2 j )(0 ) + B e (−3− 2 j )(0 ) ⇒ A + B = 2 − (i )
y ' (0 ) = (− 3 + 2 j )A e (−3+ 2 j )(0 ) + (− 3 − 2 j )B e (−3− 2 j )(0 )
= (− 3 + 2 j )A + (− 3 − 2 j )B = 1 − (ii )
sub (i ) into (ii ), (− 3 + 2 j )(2 − B ) + (− 3 − 2 j )B = 1
⇒ B = 1 − 7 4 j and A = 1 + 7 4 j
Ordinary Differential Equations Page 53
 Particular Integral of inhomogenous ODE with constant
coefficients

For a inhomogeneous second order ODE,

d2y dy
2
+p + qy = f(x)
dx dx

Particular integral is any function that when substituted into the

left-hand side and simplified, results in the function on the right.

Ordinary Differential Equations Page 54

 Inhomogenous term f(x) Trial solution
constant constant
axr+…+bx+c C1xr+…+Crx+Cr+1
cos kx C1cos kx + C2sin kx
sin kx C1cos kx + C2sin kx
ekx C1ekx
cosh kx C1cosh kx + C2sinh kx
sinh kx C1cosh kx + C2sinh kx

Ordinary Differential Equations Page 55

 Example 26
d 2 y dy 2x
Find the particular integral of 2
- - 6 y = e
dx dx
dy d2y
= 2C1e , and 2 = 4C1e 2 x
2x
Let y ( x) = C1 e ; then 2x

dx dx
4C1e 2 x − 2C1e 2 x − 6C1e 2 x = e 2 x
−4C1e 2 x = e 2 x
Hence C1 = − 1
4
1
Therefore y pi = − e 2 x
4
1 2x
The general solution is y = Ae 3x
+ Be −2 x
− e
4

Ordinary Differential Equations Page 56

 Systems of Differential Equations
The method of D-operator is employed to obtain the
complementary and particular solutions of systems of
linear ordinary differential equations.

φ11 (D )x + φ12 (D ) y = 0 Eq.(1)

φ21 (D )x + φ22 (D ) y = 0 Eq.(2)

d (⋅)
where D(⋅) =
dt
φ11 (D ) φ12 (D )
φ (D ) = φ11 (D )φ22 (D ) − φ12 (D )φ21 (D ) =
φ21 (D ) φ22 (D )

Ordinary Differential Equations Page 57

 Example 27
Solve dx -3 x -6 y = 0, 3 x + dy + 3 y= 0
dt dt

d (⋅)
Solution:
Using D-operator, D(⋅) =
dt
( D − 3) x -6 y = 0 Eq.(1)
3 x + ( D + 3) y = 0 Eq.( 2)
D −3 −6
φ (D ) = =0
3 D+3
( D − 3)( D + 3) + 18 = 0
D2 + 9 = 0
D = ±3 j
Ordinary Differential Equations Page 58
 The complementary solutions of x and y have the same
form and are given by
xcf = A1 cos 3t + B1 sin 3t , ycf = A2 cos 3t + B2 sin 3t

Using D-operator, substitute into Eq.(1) ,

( D − 3) xcf − 6 ycf = 0
[(−3 A1 sin 3t + 3B1 cos 3t ) − (3 A1 cos 3t + 3B1 sin 3t )
− 6( A2 cos 3t + B2 sin 3t )] = 0

(−3 A1 + 3B1 − 6 A2 ) cos 3t + (−3 A1 − 3B1 − 6 B2 ) sin 3t = 0 Eq.(3)

Ordinary Differential Equations Page 59

 cos3t and sin3t are linear independent. As Eq.(3) implies
the coefficients of cos3t and sin3t are both zero.
− 3 A1 + 3B1 − 6 A2 = 0
− 3 A1 − 3B1 − 6 B2 = 0
Therefore,
1
A2 = − ( A1 − B1 )
2
1
B2 = − ( A1 + B1 )
2
The complementary solutions are
xcf = A1 cos 3t + B1 sin 3t

ycf = − ( A1 − B1 ) cos 3t − ( A1 + B1 )sin 3t

1 1
2 2
Ordinary Differential Equations Page 60
 Numerical Solution of ODE
Many first order differential equations cannot be solved by
exactly by writing the solution as a linear combination of
elementary functions. Yield approximate solutions are
often used to handle this shortcoming. However, the
approximate solution do not give the solution interims of
elementary functions.

dy 2 x2
+y =e
dx
E.g. The differential equation above cannot be solved by
writing the solution as a linear combination of elementary
function.

Ordinary Differential Equations Page 61

 Euler’s Method
Given the initial-value problem
y ' = f ( x, y ), y ( x0 ) = y0

Defined on the interval x0 ≤ x ≤ x0 + h , then at x1 = x0 +h

the approximate value of y ( x0 + h) , denoted by y1 , is
given by y
y1 = y0 + hf ( x0 , y0 ) B error

C y(x + h)
0
A D

y(x0 + h)
y0 y1

x
0 x0 x1= x0 + h

Ordinary Differential Equations Page 62

 Example 28
Use Euler’s method to approximate value of y (0.4) for
the initial-value problem

y ' = 2 x + y, y (0) = 1
Solution:
With x0 = 0, y0 = 1 and h = 0.4
y1 = 1.0 + 0.4 * [2(0) + 1.0] = 1.4
−x
Applying the integrating factor e
y = 3e x − 2 x − 2
x = 0.4, y = 1.6755

The percentage of error is 16.4%

Ordinary Differential Equations Page 63

 Example 28
Use Euler’s method to approximate value of y (0.4) for
the initial-value problem on the interval 0 ≤ x ≤ 0.4 by
using four equal intervals.
y ' = 2 x + y, y (0) = 1
Solution: 0.4 − 0
h= = 0.1
4
With x0 = 0, y0 = 1 and h = 0.1
xn yn yn + 0.1 *(2xn +yn) = yn+1

0 1.0 1.0+0.1*[2(0)+1.0]=1.1
0.1 1.1 1.1+0.1*[2(0.1)+1.1]=1.23

0.2 1.23 1.23+0.1*[2(0.2)+1.23]=1.39

0.3 1.39 1.39+0.1*[2(0.3)+1.39]=1.59
0.4 1.59 (The percentage of error is 5.1%)

Ordinary Differential Equations Page 64

 Runge - Kutta Method
Given the initial-value problem
y ' = f ( x, y ), y ( x0 ) = y0
for a fixed, constant value of h , y = xn + h can be
approximated by
1
yn +1 = yn + h(m1 + 2m2 + 2m3 + m4 ) m3 (x0+ h, y0 + hm2)
6 y m1
where
(x0+ h, y0 + hm1)
m1 = f ( xn , yn )
(x0, y0)
(x0+ h, y0 + hm3)
1 1
m2 = f ( xn + h, yn + h ⋅ m1 ) m2
2 2 m4

1 1
m3 = f ( xn + h, yn + h ⋅ m2 )
2 2 0 x0 x0 + h
x
x0 + 0.5h
m4 = f ( xn + h, yn + h ⋅ m3 )
Ordinary Differential Equations Page 65
 Example 29
Use Runge - Kutta method to estimate y (0.4) if
y = 2 x + y, y (0) = 1
'

Solution:
f ( x, y ) = 2 x + y, x0 = 0, y0 = 1 and h = 0.4
m1 = [2(0) + 1] = 1.0
0.4 0.4
m2 = [2(0 + ) + (1 + ×1.0)] = 1.6
2 2
0.4 0. 4
m3 = [2(0 + ) + (1 + ×1.6)] = 1.72
2 2
m4 = [2(0 + 0.4) + (1 + 0.4 ×1.72] = 2.488
1
y (0.4) = 1 + (0.4)[1.0 + 2(1.6) + 2(1.72) + 2.488] = 1.675
6
Ordinary Differential Equations Page 66