Ordinary differential equations

Laplace transforms

ORDINARY DIFFERENTIAL EQUATIONS

Dr. Shafiq Ur Rehman

Department of Mathematics,

University of Engineering and Technology,

Lahore-Pakistan.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Ordinary differential equations
Laplace transforms

Course contents
Formation of differential equations, solution of various types of first or-
der differential equations, orthogonal trajectories, application in phys-
ical problems. Linear differential equations of second order, comple-
mentary function and particular integral. Solution of non-homogeneous
linear differential equations of second- and higher-order by:
1 the method of undetermined coefficients;
2 the method of variation of parameters;
3 the method of power series.
System of ordinary differential equations.
Laplace transform, solution of initial value problems by Laplace trans-
form. Convolution theorem and applications.
Pre-requisites: This course is intended for those students who have
studied single-variable calculus, i.e., single-variable calculus is pre-
requisite. Whereas, multi-variable calculus is a co-requisite, i.e., stu-
dents could take Differential equations and multi-variable calculus si-
multaneously.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Ordinary differential equations
Laplace transforms

Recommended books
The following are considered as good reference books:

1 W. E. Boyce, R. C. DiPrima, and D. B. Meade (latest edition),

“Elementary differential equations and boundary value problems".
2 Erwin Kreyszig (latest edition), “Advanced engineering mathemat-
ics".
3 D. G. Zill and M. R. Cullen (latest edition), “Differential equations
with boundary value problems".
4 D. G. Zill (latest edition), “A first course on differential equations
with modelling applications".
5 N. A. Shah “Ordinary differential equations for scientists and en-
gineers".
Acknowledgement. Much of the material below is from different re-
sources, in-particular, from the above recommended books.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Ordinary differential equations
Laplace transforms

Learning outcomes
This course is an introduction to differential equations. The primary
objective of this course is to provide students a modern introduction
to identify different types of differential equations and select and ap-
ply the appropriate analytical technique for finding the solution of first
order and selected higher order differential equations. It is vital to re-
alize that learning how to apply mathematics is different from learning
mathematics. There is less emphasis on building-up theory, and more
emphasis on building-up the skills needed to formulate and solve dif-
ferential equations.
By the end of this course, the key things students will learn are:
1 Solve ordinary differential equations of first- and higher-order us-
ing different techniques;
2 Use Laplace transforms to solve initial value problems.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Ordinary differential equations
Laplace transforms

Expectations and workload

Differential equations is assumed to use at least 10 hours per week
of students time. The expected normal pattern of student study each
week is
1 two hours of lectures;
2 four hours of lecture preparation and revision (reading the text
books);
3 four hours of assignments and/or home work and preparing for
test and exam.
Students are expected to attend all lectures and to come prepared.
This means that students will have previewed the material and done
any preliminary examples that have been set. Stay on top of the
course material as it is covered. If you get behind, it could be diffi-
cult to catch up. Make use of the assistance available; ask for help as
soon as you need it. Students are encouraged to collaborate with one
another and to work together.
P.S. If you are in any doubt about the permissible degree of collabora-
tion, please do not hesitate to come and see me in person.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Differential equations (DEs) occur in the mathematical formulation of
many physical phenomena in science and engineering. For example:
1 Determining the motion of projectile, rocket, satellite or planet.
2 Finding the charge or current in an electric circuit.
3 Study of chemical reactions.
4 Determination of curves with given geometrical properties.

Differential equations are of fundamental importance in science and

engineering, because many physical laws and relations appear math-
ematically in the form of such equations. In other words, differential
equations are the language in which the laws of nature are expressed.
Understanding properties of solutions of differential equations is fun-
damental to much of contemporary science and engineering. Ordinary
differential equations (ODEs) deal with functions of one variable, which
can often be thought of as time.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Basically, a differential equation is a relation between a function and
its derivatives. Differential equations form the language in which the
basic laws of science are expressed. The science tells us how the
system at hand changes “from one instant to the next". The chal-
lenge addressed by the theory of differential equations is to take this
short-term information and obtain information about long-term overall
behavior. So the art and practice of differential equations involves the
following sequence of steps:
1 First of all, we “model" a system (physical, chemical, biological,
economic, or even mathematical) by means of a differential equa-
tion;
2 then we attempt to gain information about solutions of this equa-
tion;
3 and finally, we translate this mathematical information back into
the scientific context.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Figure:- A schematic.

To give a basic example, one of the most important laws in mechanics

is Newton’s second law of motion which states that the rate of change
of momentum of a body is proportional to the force applied to it. For
motion in a straight line, the mathematical statement of this law is

F = ma,

where, a = acceleration is the second derivative of x = position. Forces

don’t effect x directly, but only through its derivatives. This is a second
order ODE, and we will study second order ODEs extensively later in
the course.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Definition.

Ordinary differential equations (ODEs).

Partial differential equations (PDEs).

Order of a differential equation.

Degree of a differential equation.

Linear and non-linear differential equations.

A solution (integral) of a differential equation.

Initial and boundary conditions.

Initial and boundary value problems.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

dy/dx = cos(x), x∈ [-pi, 2pi]

c=-3
c=-2
c=-1
3 c=0
c=1
c=2
c=3
2

1
solution profile

-1

-2

-3

-3 -2 -1 0 1 2 3 4 5 6
x-axis

Figure: Solutions y = sin(x) + c of the ODE y ′ = cos(x).

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

dy/dx = 0.2y, x∈ [0, 15]

50
c=0.5
c=1
c=1.5
45
c=2
c=2.5
40

35

30
solution profile

25

20

15

10

0 5 10 15
x-axis

Figure: Solutions of the ODE y ′ = 0.2y (exponential growth).

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

dy/dx = -0.2y, x ∈ [0, 15]

2.5
c=0.5
c=1
c=1.5
c=2
c=2.5
2

1.5
solution profile

0.5

0 5 10 15
x-axis

Figure: Solutions of the ODE y ′ = −0.2y (exponential decay).

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Direction fields
Basically, direction field (slope field) serves as a useful mathematical
tool in understanding the behavior of solutions of a differential equa-
tion. In-other words, direction field, is a way of graphically representing
the solutions of a first-order differential equation without actually solv-
ing the equation.
The direction field is defined as the collection of small line segments
passing through various points having a slope that will satisfy the given
differential equation at that point. The actual family of curves (solu-
tions of the differential equation) must have a direction at each point
that agrees with that of the line segment of the direction field at that
point, so that this method is valuable for gaining some feeling for the
behaviour of the solutions in cases in which the equation is difficult to
solve or in which the solution is a complicated function.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

Definition:-
A direction field, also called a slope field, is a graphical aid for under-
standing a differential equation, formed by:
1 choosing a grid of points;
2 at each point, computing the slope given by the differential equa-
tion;
3 at each point, drawing a short line segment with that slope.
Remarks:-
1 The differential equation y ′ = f (x , y ) gives a direction associated
with each point (x , y ) in the plane that must be satisfied by any
solution curve passing through that point.
2 At each point in a direction field, a line segment appears whose
slope is equal to the slope of a solution to the differential equation
passing through that point.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

The direction field of dy/dx=2xy2 and solution y = 1/(1 - x 2 ).

4.5

y = 1/(1 - x 2 )
4

3.5

3
y-axis

2.5

1.5

0.5
-1.5 -1 -0.5 0 0.5 1 1.5
x-axis

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Some basic concepts of differential equations

The direction field of dy/dx=y and solutions y = ± exp(x)

3
x
y=e

1
y-axis

-1

-2

x
-3
y = -e
-2 -1.5 -1 -0.5 0 0.5 1 1.5 2 2.5
x-axis

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2024