Chapter 1

Introduction to Ordinary
Differential Equations

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Chapter 1:

Introduction to Differential Equations

Overview
Overview
I. Definitions
II. Classification of Solutions

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I. Definitions

Learning
Learning Objective
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.

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I. Definitions

Basic
Basic Example
Example
Consider f ( x ) e

f ( x) 2e
'

2x

2x

f ( x) 2 f ( x) 2e 2e
'

2x

2x

f satisfies the Differential Equation:

y 2y 0
'

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I. Definitions

What
What is
is aa Differential
Differential Equation
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.

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I. Definitions

Examples
Examples
1) y 3 y 2 0
''

dy
2
3
2) x x y x 1
dx
dx
dy
3)
3 2x 4 y
dt
dt
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I. Definitions

Classification
Classification
Differential equations (DE) can be classified by:
TYPE
ORDER
LINEARITY.

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I. Definitions

Classification
Classification by
by Type
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).

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I. Definitions

Examples
Examples of
of ODE
ODE
dy
1)
5y ex
dx
d 2 y dy
2) 2 6 y 0
dx
dx

dx dy
3)
2x y
dt dt
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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).

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I. Definitions

Examples
Examples of
of PDE
PDE
2u 2u
1)

0
2
2
x
y
2u 2u
u
2) 2 2 2
x
t
t

u
v
3)

y
x
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I. Definitions

Classification
Classification by
by Order
Order

The order of a differential equation (ODE or PDE)

is the order of the highest derivative in the
equation.

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I. Definitions

Examples
Examples of
of Orders
Orders
dy
5 y3 ex
dx

is of order 1 (or first-order)

d 2 y dy

6y 0
2
dx
dx

is of order 2

d y
dy
x

4
y

2
dx
dx
2

is of order 2

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I. Definitions

Remark
Remark
First-order ODEs are occasionally written in differential
form :

M ( x, y )dx N ( x, y )dy 0

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I. Definitions

Classification
Classification by
by Linearity
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
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I. Definitions

Examples
Examples for
for linear
linear ODEs
ODEs
1) y x dx 4 x dy 0 4 xy y x

2) y 2 y y 0
d3y
dy
x
3)

5
y

e
dx 3
dx

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I. Definitions

Examples
Examples for
for non-linear
non-linear ODEs
ODEs
1) 1- y y 2 y e x
d2y
2)
sin y 0
2
dx

d4y
2
3)

y
0
4
dx
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I. Definitions

Example:
Example:
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:

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I. Definitions

Solution:
Solution:
Order

ODE

dy xy cos x dx 0

d 2 Q dQ

60
2
dt
dt

y xy 2 y y xy 0

e y xy y 0
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Linearity

Linear

Linear

Non-linear

Non-linear

I. Definitions

Solution:
Solution:
Order

ODE

sin

Linearity

Linear

sin 2

1 dx xdy 0

d2y

2
dx

dy

dx

Non-linear

2
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Non-linear

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
ty 2 0
dt

d y
dy
t
t 2 y sin t
2
dt
dt
2

2
d
y
dy
2
(1 y ) 2 t y e t
dt
dt

d 4 y d 3 y d 2 y dy
3 2 y 1
4
dt
dt
dt
dt

d2y
sin(t y ) sin t
2
dt
d3y
dy
2
3

(cos
t
)
y

t
dt 3
dt
dy
t 1 ty tan t
dt
2

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II. Classification of Solutions

Learning
Learning Objective
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

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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.

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II. Classification of Solutions

Example
Example
y ln x

is a solution of the DE:

xy" y ' 0

I (0, )
Indeed,

1
y'
x

1
y" 2
y ln x
x
1
1
1 1
xy ' ' y ' x( 2 ) 0
x
x
x x
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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.

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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.

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II. Classification of Solutions

Examples:
Examples:
1)

y ln x

2)

x y 9
2

Indeed:

is an explicit solution of the DE:

xy" y ' 0

is an implicit solution of the DE:

x2 y2 9

Implicit differentiation:

2 x 2 yy ' 0
x yy ' 0
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yy 'x 0

II. Classification of Solutions

General
Generalor
orParticular
Particularsolution
solution
Example:
Example:
Consider the ODE:

ye

y 2e
y ce

y ' y 0

is a solution (particular)
x

is also a solution (particular)

(where c is a constant) is a solution (general)
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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.

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II. Classification of Solutions

Example
Example

y ce x

is a 1-parameter family of solutions of the DE

y ' y 0
y ce x de x is a 2-parameter family of solutions of the DE
y" y 0
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II. Classification of Solutions

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

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II. Classification of Solutions

Example:
Example:
1)

2 y y 0; y e

x
2

x
2

1
y' e
2
x
x

1 2
2 y ' y 2( e ) e 2
2

x
2

x
2

0
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II. Classification of Solutions

Example:
Example:
2)

dy
6 6 20 t
20 y 24; y e
dt
5 5

dy
6 20t
y'
20( )e
dt
5
dy
6 6

20 y 24e 20t 20 e 20t

dt
5 5

24e 20t 24 24e 20t 24

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24e 20t

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 2e 3 x sin 2 x) 6e 3 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 12e 3 x sin 2 x 18 y 12e 3 x sin 2 x 13 y 0

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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

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II. Classification of Solutions

Example:
Example:
5)

P P 1 P ;

c1e t
P
1 c1e t

P'

c1e t
P 1 P
1 c1e t

c1e t
P
1 c1e t

c1e t 1 c1et c1e t c1e t

1 c e

t 2

c1et c12 e 2t c12 e 2t

1 c e

t 2

c1e t
1
t
1

c
e
1

c1e t

1 c1e t

1 c1e t c1e t

1 c1e t

c1e t

1 c e

t 2

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P'

c1e t

1 c e

t 2

II. Classification of Solutions

Example:
Example:
6)

d2y
dy
2x
2x

4
y

0
;
y

c
e

c
xe
1
2
dx 2
dx

y ' 2c1e c2 e 2 xe
2x

2x

2x

2c e
2 c e

2x

2x

c2 e 2c2 xe
2x

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

2c 2 e 2 x 2 2 y c 2 e 2 x 4 y 0
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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
2) y

( 4)

4y

( 3)

t
t
t
3 y t , y1 (t ) , y2 (t ) e
3
3

3) 2t y ' '3ty ' y 0, t 0; y1 (t ) t

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

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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.

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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

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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.

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II. Classification of Solutions

Examples
Examples

1) y 2 y e ; y 1, y 2
2
x

2) y 2 y e x ; y 0 1, y 1 1

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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 3 c1e 3

solution of the IVP:

y x c1e x

y 3 2
c1e 3 2
c1 2e 3
y x 2e 3e x 2e 3 x
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II. Classification of Solutions

Examples
Examples


0, y 1
8
6

2) y 4 y 0; y

y x c1 sin 2 x c2 cos 2 x

c1
c2

y c1 sin 2 c2 cos 2
2
2
8
8
8

y 0
8

c2 c1

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II. Classification of Solutions

Examples
Examples

y c1 sin 2 c2 cos 2
6
6
6

y 1
6

3c1 c2
1
2
2
c1
3 1

solution of the BVP:

3c1 c2

2
2

3c1 c1 2

2
c2
3 1

2
sin 2 x cos 2 x
y
3 1
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II. Classification of Solutions

Examples
Examples

3) y 4 y 0; y 0 1, y 2,
2
y 0 c1 sin 0 c2 cos 0 c2
y 0 1

c 2 2
c2 1

c2 1

y x c1 sin 2 x c2 cos 2 x

y c1 sin c2 cos c2
2

y 2 c2 2
2
NO SOLUTION

IMPOSSIBLE
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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 :

0
8

y 2
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
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y 0 1

End Chapter 1

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