Ordinary Differential Equations
[FDM 1023]
Chapter 1
Introduction to Ordinary
Differential Equations
Chapter 1: Introduction to Differential Equations
Overview
1.1. Definitions
1.2. Classification of Solutions
1.3. Initial and Boundary Value Problems
1.1. Definitions
Learning Outcomes
At the end of the section, you should be able to:
1) Define a differential equation
2) Classify differential equations by type, order
and linearity
Recall
Dependent and Independent variables?
Example 1
Consider an equation y = 4 x + 1
The values of y depend on the choice of x.
y - dependent variable (function)
x - independent variable (argument)
Example 2
For a parametric equations of the unit circle
The values of y and x depend on the choice of θ.
y and x - dependent variable
θ - independent variable
What is represents?
It represents the derivative of dependent
variable y with respect to independent
variable x.
By first principle, it is defined as rate of
change of y with respect to x.
1.1. Definitions
What is a Differential 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.
1.1. Definitions
Examples
∂ 2u ∂ 2u
+ =0
2 2
∂x ∂y
∂ 2u ∂ 2u
∂u
= −2
2 2 ∂t
∂x ∂t
1.1. Definitions
Applications
1) Population growth
2) Radioactive decay
3) Chemical reactions
4) Spread of a disease
5) Series circuits
1.1. Definitions
1.1. Definitions
Classification
DE can be classified by:
• TYPE
• ORDER
• LINEARITY
1.1. Definitions
Classification by Type
Two types of DE i.e.
1) Ordinary Differential Equations (ODE)
2) Partial Differential Equations (PDE)
1.1. Definitions
Ordinary Differential Equations
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).
Examples
1.1. Definitions
Partial Differential Equations
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).
Examples
∂ 2u ∂ 2u ∂ 2u ∂ 2u ∂u
1) + =0 2) = −2
2 2
∂x ∂y ∂x 2 ∂t 2 ∂t
∂u ∂v
3) =−
∂y ∂x
1.1. Definitions
Classification by Order
The order of a differential equation (ODE or PDE)
is the order of the highest derivative in the
equation.
1.1. Definitions
Examples
dy
1) + 5 y3 = ex is of order 1 (or first-order)
dx
d 2 y dy
2) 2 − + 6 y = 0 is of order 2
dx dx
3
dy
2
d y is of order 2
3) 2 + 5 − 4 y = e x
dx dx
1.1. Definitions
Remarks
An ODE of order n in one dependent variable, is an
equation containing
1.1. Definitions
Remarks
An nth order ODE in one dependent variable can be
expressed as follows:
Coefficients
1.1. Definitions
Classification by Linearity
Linearity is characterized by the following two properties:
1. The dependent variable (in this case y ) and all its
derivatives must be of power one.
2. The coefficients for each dependent variable and
all its derivatives are only in terms of the
independent variable (in this case x ).
1.1. Definitions
Examples of linear ODEs
First order, linear
Second order, linear
Fourth order, linear
1.1. Definitions
Examples of non-linear ODEs
Non-linear because the coefficient depends on y
Non-linear because the power is not 1
Examples
ODE Order Linearity
d 2Q dQ Linear
2
+ + 6= 0 2
dt dt
y ′′′ + xy ′′ + 2 y ( y ′) + xy = 0
2
3 Non-linear
e − xy′′ + y = 0
y
2 Non-linear
ODE Order Linearity
ρ ′ + ρ = sin θ 1 Linear
ρ ′ + ρ = sin 2 θ
2
d2y dy
= 1+ 2 Non-linear
dx
2
dx
1.1. Definitions
Exercise 1.1
For each of the following ODEs, determine the order and
state whether it is linear or non-linear:
d 2
y dy dy
t 2
+ t + 2 y = sin t + ty 2 = 0
dt 2
dt dt
d 2
y dy d2y
2
(1 + y ) 2 + t + y = et 2
+ sin(t + y ) = sin t
dt dt dt
d 4 y d 3 y d 2 y dy d3y dy 2 3
+ 3 + 2 + + y =1 + t + (cos t ) y = t
dt 4
dt dt dt dt 3 dt
( 2
t +1 )
dy
dt
+ ty = tan t
