FIRST ORDER

ORDINARY DIFFERENTIAL
EQUATIONS
DIFFERENTIAL EQUATIONS
What is differential equations?
An equation involving derivatives of one or more dependent
variables with respect to one or more independent variables.
2
2
2
0
d y dy
xy
dx dx
| |
+ =
|
\ .
4 2
4 2
5 3 sin
d x d x
x t
dt dt
+ + =
2 2 2
2 2 2
0
u u u
x y z
c c c
+ + =
c c c
Ordinary differential equations
Partial differential equations
A differential equation involving
ordinary derivatives of one or
more dependent variables with
respect to a single independent
variable.
2
2
2
0
d y dy
xy
dx dx
| |
+ =
|
\ .
4 2
4 2
5 3 sin
d x d x
x t
dt dt
+ + =
A differential equation involving
partial derivatives of one or
more dependent variables with
respect to a more than one
independent variable.
2 2 2
2 2 2
0
u u u
x y z
c c c
+ + =
c c c
ORDINARY DIFFERENTIAL EQUATIONS
Standard notations
Example: x is independent variable and y is function of x.
First order differentiation: or
Second order differentiation : or
nth order differentiation : or
dy
dx
2
2
d y
dx
y
'
y
''
n
n
d y
dx
( ) n
y
Order
Order of the highest ordered derivative involved in a differential
equations.
3 2
3 2
4 tan
d x d x
t
dt dt
+ = ( )
2
0 y y
' '
+ =
Third order : First order
Linearity
A linear ordinary differential equation of order n is an
equation which is in the form (example for x is
independent variable and y is function of x)
1
1 1 0
1
( ) ( ) ( ) ( ) ( )
n n
n n
n n
d y d y dy
a x a x a x a x y b x
dx dx dx

+ + + + =
0
dy
y
dx
+ =
3 2
2
3 2
cos
d y d y
x xy x
dx dx
+ + =
2 7
3 7
3 1
t
d v d v
e
dt dt
+ =
A nonlinear ordinary differential equation is an ordinary
differential equation which is not linear.
2
2
2
6 sin
d y dy
x x
dx dx
| |
+ =
|
\ .
6 0
y
dy
ye
dx
+ =
( )
1
3 (3)
3 sin ln v v v v
'
+ =
Example: Order and linearity
Formation
There are various methods to form ordinary differential
equation. It may be formed in practice from a
consideration of the physical problems. In this topic, we will
discuss formation of differential equation by eliminating an
arbitrary constant from a given function.
One arbitrary constant Two arbitrary constant
Example: One Example: Two
Conclusion:
A function with one arbitrary constant gives a 1
st
order equation
A function with two arbitrary constants gives a 2
nd
order equation

A function with n arbitrary constant gives a nth order equation
Solution
Function is solution of ordinary differential
equation if fulfill the differential equation.
( ) y x | =
( ) x |
Example:
is a solution of

General solution Particular solution
Solution that contained
arbitrary constant. This is
the most general form that
the solution can take.
Once we have the general
solution, finding the particular
solution is by applying the initial
condition(s) and solving for the
constant(s) that are in the general
solution.
Example: General and particular solution
3
x
y x e

= + 1
dy
y x
dx
+ = +
Initial value problem
Initial condition is value of the solution and its
derivative at initial point. Differential equation with
initial condition(s) is initial value problem.
Example:
The following is initial value problem
2
2
2
4 12 3 0
d y dy
x x y
dx dx
+ + =
1
(0) , (0) 1
8
y y
'
= =
differential equation
initial conditions at initial
point x
0
= 0
Boundary value problem
Boundary condition is value of the solution and its
derivative at boundary point. Differential equation with
boundary condition(s) is boundary value problem.
Example:
The following is boundary value problem
2
2
3 2 3
d y dy
y x
dx dx
+ + =
(2) 2, (3) 0 y y = =
differential equation
boundary conditions at
boundary point x
0
= 2 and
x
n
= 3
FIRST ORDER ORDINARY
DIFFERENTIAL EQUATIONS
The most general first order differential equation can be
written as
( , ).
dy
f x y
dx
=
There is no general formula for the solution of first order
differential equation. We will look at 3 special cases:
Separable equations
Homogeneous equations
Linear equations
1
2
3
Separable equations 1
Must be in form
( ) ( ) N y dy M x dx =
How to solve separable equations?
Step 1
Where N (y) and M (x) is the function in y and x
respectively.
If given the differential equation ,

rewrite in form
( , )
dy
f x y
dx
=
( ) ( ) . N y dy M x dx =
Step 2
Integrate both side The

integration would become .
Then

( ) ( ) . N y dy M x dx =
} }
1 2
( ) ( ) n y c m x c + = +
Step 3 If given initial condition(s), substitute into the
solution to obtain value of A.
Example: Separable equations
2 1
( ) ( ) , where n y m x A A c c = + =
Homogeneous equations 2
Form
( , ) ( , ) f x y f x y =
How to solve homogeneous equations?
Step 1
Determine either the differential equation is
homogeneous or not by checking .
Step 2 Substitute y = xv and into the equation.
dy dv
v x
dx dx
= +
Step 3
Separate variable x and v. The equation would
become
( ) ( ) . N v dv M x dx =
Step 4
Integrate both side The

integration would become
( ) ( ) . N v dv M x dx =
} }
( ) ( ) n v m x A = +
Step 5
Substitute
Step 6 If given initial condition(s), substitute into the
solution to obtain value of A.
.
y
v
x
=
Example: Homogeneous equations
( , ) ( , ) f x y f x y =
Linear equations 3
Must be in form ( ) ( ) ( )
dy
a x b x y c x
dx
+ =
Where a(x), b(x) and c(x) is function of x or constant.
How to solve linear equations?
Step 1
Determine either the differential equation is linear
or not.
Step 2
Rewrite the given equation in form
p
dy
y q
dx
+ =
Step 3
Find integrating factor
pdx
e
}
=
Step 4
Write , then integrate both side with
respect to an appropriate variable. The integration
would becomes
| |
d
y q
dx
=
, p and q is a function of x or constant.
( ) y m x A = +
Step 5 If given initial condition(s), substitute into the
solution to obtain value of A.
Example: Linear equations
Application
There are many applications of first order ordinary differential
equation in real life. We will study some of the application
that can be solved by using previous methods.
Example: Application