MTS 234 LECTURE NOTE: MODULE 1

Lecturer: Mr. Samuel D. J.

TOPIC: Derivation of Ordinary Differential Equations (ODEs)
Introduction

A differential equation is an equation for a function that relates the values of the function to the
values of its derivatives. An ordinary differential equation (ODE) is a differential equation for a
function of a single variable, e.g., x(t), while a partial differential equation (PDE) is a differential
equation for a function of several variables, e.g., v(x,y,z,t). An ODE contains ordinary derivatives
and a PDE contains partial derivatives. Typically, pde’s are much harder to solve than ode’s.

The most general form of an ODE is:

𝐹(𝑥, 𝑦(𝑥), 𝑦 ′ (𝑥), 𝑦 ′′ (𝑥), … 𝑦 𝑛 (𝑥)) = 0, (1)

with 𝐹: ℝ × ℝ𝑛+1 → ℝ, if we define 𝑌(𝑥) = (𝑦(𝑥), 𝑦 ′ (𝑥), 𝑦 ′′ (𝑥), … 𝑦 𝑛 (𝑥)), then the equation
above can be rewritten as:

𝐹(𝑋, 𝑌(𝑋)) = 0, (2)

The natural number n is the order of the ODE.

NOTE

𝑑𝑦
𝑦 ′ (𝑥) = ,
𝑑𝑥
′′ (𝑥)
𝑑 𝑑𝑦 𝑑2𝑦
𝑦 = ( )= 2
𝑑𝑥 𝑑𝑥 𝑑𝑥
⋮
𝑑𝑛 𝑦
𝑦 𝑛 (𝑥) = 𝑛 .
𝑑𝑥
Differential equations play an important role in modeling virtually every physical, technical, or
biological process, from celestial motion, to bridge design, to interactions between neurons. Many
fundamental laws of physics and chemistry can be formulated as differential equations. In biology
and economics, differential equations are used to model the behavior of complex systems.

A differential equation states how a rate of change (a "differential") in one variable is related to
other variables.

For example, the Single Spring simulation has two variables: the position of the block, x, and its
velocity, v, each of those variables has a differential equation saying how that variable evolves
over time. The differential equation for position x is

𝑑𝑥
= 𝑣, (3)
𝑑𝑡

𝑑𝑥
where indicates the derivative of 𝑥 with respect to time (the rate of change of 𝑥). This equation
𝑑𝑡

implies that the rate of change of position is equal to the velocity.

In the Single Spring simulation, the amount of stretch in the spring is directly related to the position
of the block, x. Using Newton's Law 𝐹 = 𝑚𝑎, the differential equation for the velocity v can be
written as

𝑑𝑣
= −𝑘𝑥, (4)
𝑑𝑡

where k is the spring constant (how stiff the spring is). This equation says the rate of change of
velocity is inversely proportional to the position.

In a situation where the position is zero (i.e. the spring is neither stretched nor compressed) then
the velocity is not changing. This makes sense, because the spring is not exerting a force at that
moment. On the other hand, when the position is large (i.e. the string is very much stretched or
compressed) then the rate of change of the velocity is large, because the spring is exerting a lot of
force.
Let us consider another example. We can look at why a hot cup of coffee cools down when kept
under normal conditions? According to Newton, cooling of a hot body is proportional to the
temperature difference between its temperature 𝑇 and the temperature 𝑇0 of its surrounding. This
statement in terms of mathematics can be written as:

𝑑𝑇
∝ (𝑇 − 𝑇0 ). (5)
𝑑𝑡

This is the form of a linear differential equation.

Introducing a proportionality constant k, the above equation can be written as:

𝑑𝑇
= 𝑘(𝑇 − 𝑇0 ) (6)
𝑑𝑡

Here, 𝑇 is the temperature of the body and t is the time, 𝑇0 is the temperature of the surrounding,

𝑑𝑇
is the rate of cooling of the body.
𝑑𝑡

Also, the relationship between predators and their prey can be modeled by a set of differential
equations.
The predator–prey equations are a pair of first-order, non-linear, differential equations frequently
used to describe the dynamics of biological systems in which two species interact, one a predator
and one its prey. They evolve in time according to the pair of equations:
𝑑𝑥
= 𝛼𝑥 − 𝛽𝑥𝑦. (6)
𝑑𝑡

𝑑𝑦
= 𝛿𝑥𝑦 − 𝛾𝑦, (7)
𝑑𝑡

where x is the number of prey (for example, rabbits); y is the number of some predator (for
𝑑𝑥 𝑑𝑦
example, foxes); and and represent the growth rates of the two populations over time; 𝑡
𝑑𝑡 𝑑𝑡
represents time; and 𝛼, 𝛽, 𝛾, and 𝛿 are parameters describing the interaction of the two species.
 Linear and nonlinear ODEs
Let V be the set of all continuous functions 𝑌: ℝ → ℝ𝑛 , we say that the ODE 𝐹(𝑥, 𝑌(𝑥)) = 0 is
linear if and only if 𝐹 satisfies
∀𝑥, 𝜆, 𝜇 ∈ ℝ: ∀ 𝑌, 𝑍 ∈ 𝑉: 𝐹(𝑥, 𝜆𝑦 + 𝜇𝑍) = 𝜆𝐹(𝑥, 𝑌) + 𝜇𝐹(𝑥, 𝑍).
Otherwise we say that the ODE is nonlinear.
It can be shown that the most general form of a linear ODE is:
𝑃𝑛 (𝑥)𝑦 𝑛 (𝑥) + ⋯ + 𝑃2 (𝑥)𝑦 ′′ (𝑥) + 𝑃1 (𝑥)𝑦 ′ (𝑥) + 𝑃𝑜 (𝑥)𝑦(𝑥) = 𝑞(𝑥).

Types of Ordinary Differential Equations Problems

There are two types of ODE problems namely initial value problem and boundary value
problem.

Initial Value Problem

These are problems of the form:
𝐹(𝑥, 𝑦(𝑥), 𝑦 ′ (𝑥), … , 𝑦 𝑛−1 (𝑥), 𝑦 𝑛 (𝑥)) = 0
Subject to 𝑦(𝑥𝑜 ) = 𝑎𝑜 , 𝑦 ′ (𝑥𝑜 ) = 𝑎1 , … 𝑦 𝑛−1 (𝑥𝑜 ) = 𝑎𝑛−1 .
Where 𝑦, 𝑦 ′ , 𝑦 ′′ … 𝑦 𝑛−1 are all fixed at the same point 𝑥𝑜 ∈ ℝ. These additional equations are
called initial conditions.

Boundary Value Problem

These are problems of the form:
𝐹(𝑥, 𝑦(𝑥), 𝑦 ′ (𝑥), … , 𝑦 𝑛−1 (𝑥), 𝑦 𝑛 (𝑥)) = 0
Subject to 𝑦 (𝑘1 ) (𝑥1 ) = 𝑎1 , 𝑦 (𝑘2 ) (𝑥2 ) = 𝑎2 , … 𝑦 (𝑘𝑛) (𝑥𝑛 ) = 𝑎𝑛 .

Where 𝑦 (𝑘1 ) , 𝑦 (𝑘2 ) , … 𝑦 (𝑘𝑛 ) are specified on more than just a unique point. These additional
equations are called boundary conditions.