Chapter 1

Introduction to Ordinary
Differential Equations

Dr Faye-Jan 2014
 Chapter 1: Introduction to Differential Equations

Overview
Overview

I. Definitions

II. Classification of Solutions

Dr Faye-Jan 2014
I. Definitions

Learning
LearningObjective
Objective

At the end of the section, you should be able to

define a differential equation and classify
differential equations by type, order and linearity.

Dr Faye-Jan 2014
I. Definitions

Basic
BasicExample
Example
Consider f ( x )  e
2x

f ( x)  2e
' 2x

f ( x )  2 f ( x )  2e  2e
' 2x 2x
0
f satisfies the Differential Equation:
y  2y  0
'

Dr Faye-Jan 2014
I. Definitions

What
WhatisisaaDifferential
DifferentialEquation
Equation
A differential equation (DE) is an equation containing the
derivatives of one or more dependent variables with
respect to one or more independent variables.

Dr Faye-Jan 2014
I. Definitions

Examples
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
Dr Faye-Jan 2014
I. Definitions

Classification
Classification
Differential equations (DE) can be classified by:

• TYPE

• ORDER

• LINEARITY.

Dr Faye-Jan 2014
I. Definitions

Classification
Classificationby
byType
Type
Two types of Differential equations (DE) exist:

• ORDINARY DIFFERENTIAL EQUATION (ODE).

An equation containing only ordinary derivatives of one

or more dependent variables with respect to a SINGLE
independent variable is said to be an Ordinary
Differential Equation (ODE).

Dr Faye-Jan 2014
I. Definitions

Examples
Examplesof
ofODE
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

• PARTIAL DIFFERENTIAL EQUATIONS (PDE).

An equation containing partial derivatives of one or more

dependent variables with respect to TWO or more
independent variables is said to be a Partial Differential
Equation (PDE).

Dr Faye-Jan 2014
I. Definitions

Examples
Examplesof
ofPDE
PDE
 2u  2u
1)  0
x 2
y 2

 2u  2u u
2) 2  2  2
x t t

u v
3) 
y x
Dr Faye-Jan 2014
I. Definitions

Classification
Classificationby
byOrder
Order

The order of a differential equation (ODE or PDE)

is the order of the highest derivative in the
equation.

Dr Faye-Jan 2014
I. Definitions

Examples
Examplesof
ofOrders
Orders
dy
 5 y3  ex 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  dx 
2

Dr Faye-Jan 2014
I. Definitions

Remark
Remark

First-order ODEs are occasionally written in differential

form :

M ( x, y )dx  N ( x, y )dy  0

Dr Faye-Jan 2014
I. Definitions

Classification
Classificationby
byLinearity
Linearity
The general form for an nth-order ODE is:

an  x  y  n   an1  x  y  n1  ...  a1  x  y   a0  x  y  g  x 

The general form for an 2nd-order ODE is:

a x  y  b x  y  c x  y  g  x 

Dr Faye-Jan 2014
I. Definitions

Examples
Examplesfor
forlinear
linearODEs
ODEs

1)  y  x  dx  4 x dy  0  4 xy  y  x

2) y  2 y  y  0

d3y dy
3)  x  5 y  e x

dx 3 dx

Dr Faye-Jan 2014
I. Definitions

Examples
Examplesfor
fornon-linear
non-linearODEs
ODEs

1) 1- y  y  2 y  e x

d2y
2) 2
 sin y  0
dx

d4y
3) 4
 y 2
0
dx

Dr Faye-Jan 2014
I. Definitions
Example:
Example:

For each of the following ODEs, determine the order and

state whether it is linear or non-linear:

Dr Faye-Jan 2014
I. Definitions
Solution:
Solution:

ODE Order Linearity

dy   xy  cos x  dx  0
    1 Linear

d 2 Q dQ  
2
 60   2  Linear
 

dt dt

y  xy  2 y  y   xy  0
 
  2 3
      Non-linear
 

e y  xy   y  0
    2  Non-linear
 

Dr Faye-Jan 2014
I. Definitions
Solution:
Solution:

ODE Order Linearity

     sin 
   
1  Linear 
     sin 2 

y 2

 1 dx  xdy  0
    1  Non-linear
 

2
d2y  dy 
  1 
    2  Non-linear
 

 
2
dx dx
Dr Faye-Jan 2014
I. Definitions
Exercise-I:
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  e t
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
Dr Faye-Jan 2014
II. Classification of Solutions

Learning
LearningObjective
Objective

At the end of this section, you should be able to

• verify the solutions to a given ODE

• identify the different types of solutions of an
ODE.
• Define IVP, BVP

Dr Faye-Jan 2014
II. Classification of Solutions

Definition:
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.

Dr Faye-Jan 2014
II. Classification of Solutions

Example
Example
y  ln x is a solution of the DE: xy" y '  0
I  (0, )
Indeed,
1 1
y  ln x y'  y"   2
x x
1 1 1 1
xy ' ' y '  x( 2 )      0
x x x x
Dr Faye-Jan 2014
II. Classification of Solutions

Definition:
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.

Dr Faye-Jan 2014
II. Classification of Solutions

Definition:
Definition:
A solution in which the dependent and the independent
variables are mixed in an equation is said to be an implicit
solution.

Dr Faye-Jan 2014
II. Classification of Solutions
Examples:
Examples:

1) y  ln x is an explicit solution of the DE: xy" y '  0

2) x  y 9
2 2
is an implicit solution of the DE: yy 'x  0
Indeed: x2  y2  9
Implicit differentiation: 2 x  2 yy '  0
x  yy '  0

Dr Faye-Jan 2014
II. Classification of Solutions
General
Generalor
orParticular
Particularsolution
solution

Example:
Example:
Consider the ODE: y ' y  0
ye x
is a solution (particular)

y  2e x is also a solution (particular)

y  ce x
(where c is a constant) is a solution (general)

Dr Faye-Jan 2014
II. Classification of Solutions
General
Generalor
orParticular
Particularsolution
solution

Definitions:
Definitions:

• A solution of a DE that is free of arbitrary parameters is

called a particular solution.

• A solution of a DE representing all possible solutions is

called a general solution.

Dr Faye-Jan 2014
II. Classification of Solutions
Example
Example

y  ce x is a 1-parameter family of solutions of the DE

y ' y  0

x
y  ce  de
x
is a 2-parameter family of solutions of the DE

y" y  0
Dr Faye-Jan 2014
II. Classification of Solutions

Example:
Example:
Verify that the indicated function is an explicit solution of
the given DE :

Dr Faye-Jan 2014
II. Classification of Solutions

Example:
Example:
x

1) 2 y   y  0; y  e 2

x
1 
y'   e 2
2
x x
1 2 
2 y ' y  2( e )  e 2
2
x x
 
 e 2
e 2
0
Dr Faye-Jan 2014
II. Classification of Solutions

Example:
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 

 24e 20t  24  24e 20t  24

Dr Faye-Jan 2014
II. Classification of Solutions

Example:
Example:
3) y   6 y   13 y  0; y  e 3 x cos 2 x

y '  3e3 x cos 2 x  e 3 x   2 sin 2 x   3 y  2e 3 x sin 2 x

y"  3 y '6e 3 x sin 2 x  4e 3 x cos 2 x  3(3 y  2e3 x sin 2 x)  6e3 x sin 2 x  4 y

 5 y  12e 3 x sin 2 x
y  6 y  13 y  5 y  12e 3 x sin 2 x  6(3 y  2e 3 x sin 2 x)  13 y

 5 y  12e3 x sin 2 x  18 y  12e3 x sin 2 x  13 y  0

Dr Faye-Jan 2014
II. Classification of Solutions

Example:
Example:
4) y   y  tan x; y   cos x  ln sec x  tan x 

y '    sin x  ln  sec x  tan x    cos x  sec 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

y  y  cos x ln sec x  tan x   tan x  cos x ln sec x  tan x   tan x

Dr Faye-Jan 2014
II. Classification of Solutions

Example:
Example:
c1e t
5) P   P 1  P  ; P
1  c1e t

P
c1e t
P' 
 
c1e t 1  c1et  c1et c1e t

c1et  c12 e 2t  c12 e 2t

c1e t
1 c1e t 1  c e 1
t 2
1  c e 
1
t 2
1  c e 
1
t 2

c1e t  c1e t  c1e t  1  c1e t  c1e t 

P 1  P   1     
1  c1e t  1  c1 e t
 1  c1e t  1  c1e
t


c1e t
  P'
1  c e 
1
t 2

Dr Faye-Jan 2014
II. Classification of Solutions

Example:
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
 c2 e  2c2 xe
2x 2x

 2 c e
1
2x

 c2 xe 2 x  c2 e 2 x  2 y  c2 e 2 x
y"  2 y '2c2 e 2 x

y"4 y '4 y  2 y '2c2 e 2 x  4 y '4 y  2c2 e 2 x  2 y '4 y


 2c2 e 2 x  2 2 y  c2 e 2 x  4 y  0
Dr Faye-Jan 2014
II. Classification of Solutions

Exercise-II:
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
Dr Faye-Jan 2014
II. Classification of Solutions

Definition
Definition

A DE with initial conditions on the unknown function and its

derivatives, all given at the same value x0 of the independent
variable, is called an initial-value problem, IVP.

Dr Faye-Jan 2014
II. Classification of Solutions

Examples
Examples

1) y   y  0, y (0)  3

2) y  y  0, y ' (1)  25

3) y ' '2 y ' y  0, y (2)  5

Dr Faye-Jan 2014
II. Classification of Solutions

Definition
Definition

A DE with initial conditions on the unknown function and its

derivatives, all given at different values (e.g. at x0 and x1 )
of the independent variable, is called a boundary-value
problem, BVP.

Dr Faye-Jan 2014
II. Classification of Solutions

Examples
Examples
 
1) y  2 y  e ; y     1, y   2
x

2

2) y  2 y  e x ; y  0  1, y 1  1

Dr Faye-Jan 2014
II. Classification of Solutions

Examples
Examples
Find the solution of the IVP or BVP if the general solution is the
given one:
1) y  y  0; y  3  2, y  x   c1e  x

y  3  c1e 3 y  3  2
c1e 3  2
c1  2e 3
solution of the IVP: y  x   2e 3e  x  2e 3 x

Dr Faye-Jan 2014
II. Classification of Solutions

Examples
Examples

   

2) y  4 y  0; y   0, y   1 y  x   c1 sin 2 x  c2 cos 2 x
8 6

   

c1

c2
y   c1 sin 2  c2 cos 2
8 8 8 2 2

 
y   0  c2  c1
8

Dr Faye-Jan 2014
II. Classification of Solutions

Examples
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

2
solution of the BVP: y  sin 2 x  cos 2 x 
3 1
Dr Faye-Jan 2014
II. Classification of Solutions

Examples
Examples

 
3) y  4 y  0; y  0  1, y   2, y  x   c1 sin 2 x  c2 cos 2 x
2
 
y  0   c1 sin 0  c2 cos 0  c2 y   c1 sin   c2 cos   c2
2
y 0  1  c2  1  
y   2  c2  2
2

c 2  2
IMPOSSIBLE NO SOLUTION
c2  1
Dr Faye-Jan 2014
II. Classification of Solutions

Exercise-III
Exercise-III
1) Determine c1 and c 2 so that y  x   c1 sin 2 x  c 2 cos 2 x  1
will satisfy the conditions :

   
y   0 y    2
8 8

2) Determine c1 and c 2 so that y  x   c1e 2 x  c 2 e x  2 sin x

will satisfy the conditions :

y  0  0 y  0  1

Dr Faye-Jan 2014
End Chapter 1

Dr Faye-Jan 2014