KXEX 2244:

Ordinary
Differential
Equations
Teoh Wen Hui
(Week 1 - 7)
whteoh@um.edu.my
Block V, 201-6
Chem Eng Dept

Yap Hwa Jen

(Week 8 - 14)
hjyap737@um.edu.my
Mech Eng Dept

Independent & dependent

variables
ODE

only 1 independent variable

PDE 2 or more independent variables
dependent
variable

dependent
variable

Independent
variable

Ordinary Differential Eq
(ODE) 1 independent
variable

Independent
variables

Partial Differential Eq
(PDE) 2 independent
variables

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ODE
Usually

have 1 independent variable and 1

dependent variable

However,

you can also have 1 independent

variable and multiple dependent variables

Where you have multiple dependent variables,

you must have sets of coupled ODEs that allow
you to solve the equations simultaneously
+

+
+

= cos
= sin

Independent variable: t
Dependent variable: x, y
To solve for x & y, must solve both
equations simultaneously
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Order of a differential equation

is the degree of the highest derivative that occurs
in the equation
+

= cos

1st order ODE

2nd order ODE

1st order ODE

1st order PDE

3rd order PDE

+
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Linear & non-linear differential

equations
An equation is considered linear when the
dependent variables do not occur as
products, raised to powers or in non-linear
functions

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Linear. Why?
x is the independent variable.

Linear. Why?
x is the independent variable.

Linear. Why?
2nd order derivative.

Non-linear. Why?
f is the dependent variable.
cos 2f is not a linear function.

Non-linear. Why?
is the product between the
dependent variable f and its derivative.

Non-linear. Why?
is not a linear function.
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Standard equation writing

+

All dependent
variables on lefthand side of
equation

= sin +

All non-dependent
variables (including
constants) on righthand side of
equation
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Homogeneous & nonhomogeneous equations

Only applied to linear equations

Homogeneous

Non-homogeneous

If right-hand side is zero

If right-hand side is non-zero

+ sin

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Solving differential equations

The

solution to a differential equation is

not of a single value (or one from a set of
values).
Rather, the solution to a differential
equation is of a function (or a family of
functions).

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General solutions
The most general function that will satisfy the
differential equation which contain one or more
arbitrary constants.

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Consider and solve for:

To solve for x:
=

=
=
=

+
)

These are solutions to the differential equation.

A & B are arbitrary constants
Can also be known as general solutions of the
differential equation
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Particular solution
If

a particular numerical value is assigned to

a general solution, it then becomes a
particular solution
From our previous example, we obtained
(
) general solution
=
If

we obtained
= ( ) it becomes a particular solution
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Solving differential equations

As a rule, seek the most general solution that is
compatible with the constraints imposed by the problem

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How do you change a

general solution into a
particular solution?

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Boundary
& initial conditions
To

turn a general solution to a particular solution, we

usually require the application of other conditions
(such as boundary conditions).

For

example:

Find the function x(t) that satisfies the differential

+

equation

and that has the value 2 when t = 0

We know that: ( ) =
Hence:

( )

and

Boundary
condition

Therefore, the solution that satisfies the boundary

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condition is ( ) =

Initial conditions

16

Initial

conditions is a special case whereby all

boundary conditions are given at the same value
of the independent variable

Example:

Find the function of x(t) that satisfies the initial-value

problem:

= given that,

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Note:
1st

order ODE has only ONE arbitrary constant.

Hence, need only 1 boundary condition.

Boundary conditions can be treated as initial value

conditions

For

higher order equations (and for sets of coupled

first-order equations), the distinction between
initial-value and boundary value problems is
important

Why? Initial value problems are easier to solve than

boundary value-problems.
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Verification of a solution
One

way of verifying that a given function

is a solution is to check whether each side
of the equation is the same for every in
the interval.

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Example: Verify that the indicated function is

a solution of the given DE

left-hand

right

(a)

; =

side:

Note:

; =

; =

hand side:
=

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Example: Verify that the indicated function is

a solution of the given DE

(a)

= ; =

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