Ordinary Differential Equations

Dr. Miuran Dencil Jayaweera

16. August 2022

1 Ordinary Differential Equations

1.1 Basic Concepts
Definition 1.1 (Differential Equation) Equations which are composed of an unknown function and its
derivatives are called differential equations.
Differential equations are categorized into two main classes.
Definition 1.2 (ODE and PDE) When a differential equation involves one independent variable,and
one or more dependent variables, the equation is called an ordinary differential equation(ODE) in
other words, it contains only ordinary derivatives.

Partial differential equation(PDE) involves two or more independent variables, and one or more de-
pendent variables.In other words it contains partial derivatives. For example,
Example 1.1
dy
= cos(x), (1)
dx
d2 y
+ 8y = e−2x , (2)
dx2
 2
dy d3 y dy
− 4 = 2, (3)
dx dx3 dx
are ordinary differential equations.

∂u ∂u
+ =0 (4)
∂x ∂y
∂u ∂2u
= 2 (5)
∂t ∂ x
are partial differential equations.
PDE’s have important engineering applications, and are more complicated than ODE’s.

There are two types of ordinary differential equations.

Definition 1.3 (Linear and Nonlinear ) • A linear differential equation is a differential equa-
tion that is defined by a linear polynomial in the unknown function (dependant variable) and its
derivatives, that is an equation of the form

P0 (x)y + P1 (x)y 0 + P2 (x)y 00 + ... + Pn (x)y (n) + Q(x) = 0. (6)

Where, P0 (x), ..., Pn (x), and Q(x) are either zero, constant or depends only on x, not on y. They are
differentiable functions that do not need to be linear. y 0 , ...y (n) are the successive derivatives of the
unknown function y of the independent variable x.
• Nonlinear differential equations are any equations that cannot be written in the above form. In
particular, these include all equations that include y, y 0 , y 00 , etc., raised to any power such as y 2 , y 03 ,
nonlinear functions of y or any derivative to any order (such as sin(y) or ety ) or any product or
function of these.

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Example 1.1 Determine whether linear or nonlinear
 2
dy
a. dx + y = cos x

d5 y
b. dx5 + (cos2 x)y = tan3 x
c. y 00 + y 3 = cos(x)

Definition 1.4 The order of a differential equation is determine by the highest order derivative which
occurs in it after the equation has been rationalized, i.e., made free from radicals and fractions so far as
derivatives are concerned. (polynomial form) The degree of a differential equation is determined by the
exponent of the highest derivative in it.

Example 1.2 Find the order and degree

 2
dy
a. dx + 2y = cos x

∂2u
b. ∂x2 + u2 = sin x
c. y 000 − 3xy 3 = cos(x)

Here in this module we mainly discuss first and second order differential equations and their solutions.

Definition 1.5 (Standard Form) A differential equation is said to be in standard form if we can solve
dy
for dx , i.e,
dy
= f (x, y)
dx
We will often write a given equation in standard form so that we can identify the form of the function
f (x, y).

Definition 1.6 (Solution, ODE) A function y(x) = φ(x) is called a solution of y 0 = f (x, y), if it satis-
fies,
φ0 (x) = f (x, φ(x)).
To verify that a function y = f (x) is a solution of the ODE, we substitute the function into both sides of
the differential equation.

Example 1.3 A solution of

dy
= x2
dx
is
x3
y=
3
we use the expression " a solution" rather than "the solution" because solutions are not unique. For example

x3
y= +1
3
is also a solution of y 0 = x2 . We say the solution is not unique.

If we integrate both sides of y 0 = x2 , Z Z

dy = x2 dx

x3
y= + C.
3
where C is any arbitrary constant.
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The solution y = x3 + C with the arbitrary constant is called the general solution of the differential equation.
A constant like C that is allowed to take on multiple values in an equation sometimes called a parameter.
3
Sometimes we will say y = x3 + C represents the one-parameter family of solutions, integral curves or
solution curves of the differential equation, with parameter C.

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 Definition 1.7 (Initial Value Problem (IVP)) An initial value problem is given by

dy
= f (x, y) (7)
dx
y(x0 ) = y0 (8)

where (x0 , y0 ) be a point in the domain of f (x, y). Equation (30) is called an initial condition for the initial
value problem.

Definition 1.8 (Solution, IVP) The function y(x) is called a solution of the initial value problem

dy
= f (x, y) (9)
dx
y(x0 ) = y0 (10)

if y(x) satisfies both the ODE and the Initial Condition (IC).

Example 1.2 The following is an initial value problem

dy
= 3xy (11)
dx
y(0) = 2 (12)

Theorem 1.1 (Picard’s Existence and Uniqueness Theorem) Consider the Initial Value Problem

dy
= f (x, y) (13)
dx
y(x0 ) = y0 . (14)

Suppose f (x, y) and ∂f 2

∂y are continuous function in some open neighbourhood D ∈ R which contains the
point (x0 , y0 ). Then the IVP has a unique solution in some closed interval which contains x0 .

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2 Solving First Order Ordinary differential Equations
2.1 Separable Equations
An ODE is said to be separable if the parts that depends on x and y can be separated into different sides of
the equation. This makes it possible to integrate both side separately.

An equation is separable if it can be written as

dy
= f (x)g(y), (15)
dx
for some function f (x) only depends on x but not on y, and some function g(y) only depends on y and not on
x. If we multiply through by dx and divide by g(y) the equation becomes,
dy
= f (x)dx. (16)
g(y)
so we may integrate Z Z
dy
= f (x)dx. (17)
g(y)
Example 2.1 Solve following differential equations
dy
a. x2 dx = 3y + 2

b. dy
dx = cot(x)
c. xdy + ydx = 0
d. (1 + x2 )ydy = (1 + y 2 )dx
Example 2.2 Solve
dy ex
= , x 6= 0
dx x
Answer: Z t
e
y(x) = dt + C
t
Definition 2.1 For real non-zero values of x, the exponential integral Ei(x) is defined as
Z ∞ −t
e
Ei(x) = − dt
−x t

Example 2.1 Find and illustrate the one-parameter family of solutions for the ODE
dy x
=−
dx y

2.2 Homogeneous Equation

Definition 2.2 Suppose
dy
= f (x, y),
dx
f (x, y) is said to be homogeneous if
f (λx, λy) = f (x, y)
for every non-zero real value λ

Method of solving
• Determine whether the equation homogeneous or not

• Use substitution y = vx and dy

dx = v + x dx
dv
in the original differential equation
• Separate the variable x and v
• integrate both sides
• Use initial condition(if given) to find constant values.

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Example 2.2 Solve
x2 +y 2
a. dy
dx = x2 ; y(1) =1
b. (x2 + y 2 )dy = 2xydx
c. (x3 + 2xy 2 )dy = y 3 dx

3 Reduction to homogeneous Type

The equation of the form
dy ax + by + c
= ,
dx Ax + By + C
can be reduced to a homogeneous form by changing the variables x, y to X, Y related by the equations, x =
X + h, y = Y + k, where h, k are the constants to be chosen so as to make the given equation homogeneous.
The given equation becomes,
dY aX + bY + (ah + bk + c)
=
dX AX + BY + (Ah + Bk + C)
Now, let’s select h and k such that ah + bk + c = 0, Ah + Bk + C = 0 Then
dY aX + bY
=
dX AX + BY
Now applying the previous method to find the solution.
Example 3.1 Solve
a. dy
dx = 2x−3y+1
2x+2y+6

b. dy
dx = x+2y+3
2x+3y+6

4 Linear Equations
Definition 4.1 (Linear Equation) A first order differential equation of the standard form,
dy
+ P (x)y = Q(x), (18)
dx
is said to be a linear equation in the dependant variable y.

If Q(x) = 0 then equation (18) called homogeneous linear differential equation, and if Q(x) 6= 0 equation
(18) called nonhomogeneous linear differential equation

Method of solving
1. Put a linear equation in to the standard form (18)
R
P (x)dx
2. Identify P (x) and then find the integrating factor: e .
3. Multiply both sides of the standard form of the equation by integrating factor. The left hand side of
the resulting equation is automatically the derivative of the integrating factor and y, i.e.
 R 
P (x)dx
d ye R
P (x)dx
=e Q(x).
dx

4. Integrate both sides of the resulting equation.

Example 4.1 Solve

dy
a. x dx − 3y = x6 ex

b. (x2 − 4) dx
dy
+ xy = 0

c. dy
dx + y = x, y(0) = 4

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5 Bernoulli Equation
The differential equation
dy
+ P (x)y = f (x)y n , (19)
dx
where n is any real number, is called Bernoulli’s equation.

When n = 0 and n = 1, this equation [19] is linear. For n 6= 0, 1, we use the substitution v = y 1−n to reduces
any equation of the form [19] to a linear equation.

Example 5.1 Solve

1. y 0 + xy = xy 2
2. dy
dx + ln(x)y = x2 y 3

3. dy
dx − x3 y = x4 y 1/3

4. y 00 + xy = y −2