AERO40006
Ordinary Differential Equations
Lecture 1
Information
• Lectures: 12
• Problem Sheets: 2
• Progress Tests: 1
• Handouts: 12 (with some gaps to fill in ...)
Information
• Recommended Text: I will not ‘follow’ a
particular book as such. However ...
• Stroud, Engineering Mathematics (6th Edition,
Palgrave Macmillan) - useful.
• Kreyszig, Advanced Engineering Mathematics
(10th Edition, Wiley) - useful.
• I will likely mention other books as we go
along.
Topics I Will Teach You
• First Order Ordinary Differential Equations
(ODEs) - Lectures 1-4
• Second Order ODEs - Lectures 5-8
• Using Laplace Transforms Solve ODEs -
Lectures 9-12
• This stuff is used everywhere ...
Introduction to ODEs
• So what is an ODE?
Introduction to ODEs
• So what is an ODE?
• Consider a mass attached to a spring
Introduction to ODEs
• So what is an ODE?
• Displacement leads to a restoring force
s
Introduction to ODEs
• So what is an ODE?
• Displacement leads to a restoring force
ds
F = ks q
dt
s
Introduction to ODEs
• So what is an ODE?
• Motion leads to drag
ds
F = ks q
dt
s
Introduction to ODEs
• So what is an ODE?
• Force is product of mass and acceleration
d2 s ds
m 2 = ks q
dt dt
s
Introduction to ODEs
• So what is an ODE?
• Force is product of mass and acceleration
d2 s ds
m 2 +q + ks = 0
dt dt
s
Introduction to ODEs
• So what is an ODE?
• Force is product of mass and acceleration
d2 s ds
m 2 +q + ks = 0 s(t) =?
dt dt
s
Introduction to ODEs
• So what is an ODE?
“An ODE is a relationship between an independent
variable (say x), a dependent variable (say y), and one
or more derivatives of y with respect to x”
✓ 2 N
◆
dy d y d y
f x, y, , 2,..., N =0
dx dx dx
Introduction to ODEs
• N (the order of the highest derivative) is
called the ‘order’ of the ODE
✓ ◆
dy d2 y dN y
f x, y, , 2,..., N =0
dx dx dx
Introduction to ODEs
• What are their orders?
d2 y 2
= x + y
dx2
dy 2
y =x +y
dx
d3 y
= sin(y)
dx3
d5 y d2 y 2
= x + y
dx5 dx2
Introduction to ODEs
• Linear and Non-Linear ODEs
“A linear ODE is linear in the dependent variable, and
all derivatives of the dependent variable”
✓ 2 N
◆
dy d y d y
f x, y, , 2,..., N =0
dx dx dx
Introduction to ODEs
• Are the following linear or non-linear?
d2 y 2
= x + y
dx2
dy 2
y =x +y
dx
d3 y
= sin(y)
dx3
d5 y d2 y 2
= x + y
dx5 dx2
Introduction to ODEs
• Classify the following ODEs
d3 y 2 dy
x + ln(x) = y
dx3 dx
✓ ◆2
dy
=y
dx
d4 y
y 4 = x4
dx✓ ◆
2
d y
sin = y
dx2
1st Order ODEs
• To start with we will consider only 1st order ODEs
✓ ◆
dy
f x, y, =0
dx
• How can we solve this type of equation to find y as
a function of x?
y(x) = ?
Simplest Form
• First let’s assume the ODE has the specialized form
dy
= f (x)
dx
Simplest Form
• First let’s assume the ODE has the specialized form
dy
= f (x)
dx
• We can just integrate directly ...
Z
y(x) = f (x) dx
Simplest Form
• An example ...
dy dy 3 2
= f (x) = x + 2x + 1
dx dx
• We can just integrate directly ...
Z
1 4 2 3
y(x) = f (x) dx y(x) = x + x + x + C
4 3
Simplest Form
• An example ...
dy dy 3 2
= f (x) = x + 2x + 1
dx dx
• We can just integrate directly ...
Z
1 4 2 3
y(x) = f (x) dx y(x) = x + x + x + C
4 3
Simplest Form
• An example ...
dy dy 3 2
= f (x) = x + 2x + 1
dx dx
• We can just integrate directly ...
Z
1 4 2 3
y(x) = f (x) dx y(x) = x + x + x + C
4 3
Simplest Form
• This is a general solution
1 4 2 3
y(x) = x + x + x + C
4 3
Simplest Form
• This is a general solution
1 4 2 3
y(x) = x + x + x + C
4 3
• We need a condition/constraint to get a particular
solution
1 4 2 3
y(0) = 1 y(x) = x + x + x + 1
4 3
Simplest Form
• This is a general solution
1 4 2 3
y(x) = x + x + x + C
4 3
• We need a condition/constraint to get a particular
solution
1 4 2 3
y(0) = 1 y(x) = x + x + x + 1
4 3
Simplest Form
• Solve the following ...
dy 3
y(1) = 0 x = 5x + 4
dx
Separable Variables
• Now assume the ODE has the specialized form
dy
= f (x)g(y)
dx
• It is said, for obvious reasons, to be separable
• We can re-arrange to give
Z Z
1 dy 1
= f (x) dy = f (x) dx
g(y) dx g(y)
Separable Variables
• Now assume the ODE has the specialized form
Z Z
dy 1
= f (x)g(y) dy = f (x) dx
dx g(y)
• So if we can integrate 1/g(y) and f(x), and if we can
re-arrange appropriately, we should be able to find
y as a function of x
Separable Variables
• An example ...
Z Z
dy 1
= f (x)g(y) dy = f (x) dx
dx g(y)
dy
= xy
dx
Separable Variables
• An example ...
Z Z
dy 1
= f (x)g(y) dy = f (x) dx
dx g(y)
Z Z
dy 1
= xy dy = x dx
dx y
Separable Variables
• An example ... Z Z
1
dy = x dx
y
1 2
ln|y| + C = x + D
2
Separable Variables
• An example ... Z Z
1
dy = x dx
y
1 2
ln|y| + C = x + D
2
1 2
ln|y| = x + E
2
Separable Variables
• An example ... Z Z
1
dy = x dx
y
1 2
ln|y| + C = x + D
2
1 2
ln|y| = x + E
2
E x2 /2
|y| = e e
Separable Variables
• An example ... Z Z
1
dy = x dx
y
1 2
ln|y| + C = x + D
2
1 2
ln|y| = x + E
2
E x2 /2
|y| = e e
x2 /2
y = Ae
Separable Variables
• This is a general solution
x2 /2
y = Ae
• We need a condition/constraint to get a particular
solution
y(0) = 1
Separable Variables
• This is a general solution
x2 /2
y = Ae
• We need a condition/constraint to get a particular
solution
y(0) = 1 x2 /2
y=e
Separable Variables
• Solve the following ...
dy
y(1) = 0 x =2 3y
dx
