MA 110 - Ordinary Differential Equations

Santanu Dey

Department of Mathematics,
Indian Institute of Technology Bombay,
Powai, Mumbai 76
[email protected]

March 5, 2024

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Outline of the lecture

1 Basic Concepts
2 Solutions of DEs

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Differential equations
Definition
An equation involving derivatives of one or more dependent
variables with respect to one or more independent variables is
called a differential equation.

Definition
Let y (x) denote a function in the variable x. An ordinary
differential equation (ODE) is an equation containing one or more
derivatives of an unknown function y .
In general, a differential equation involving derivative of one or
more dependent variables with respect to a single independent
variable is called an ODE.

Definition
A differential equation involving partial derivatives of one or more
dependent variables with respect to more than one independent
variable is called a partial differential equation (PDE).
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Basic Concepts

Note that, the ODE may contain y itself (the 0th derivative), and
known functions of x (including constants). In other words, an
dy
ODE is a relation between the derivatives y , y 0 or , . . . , y (n) or
dx
d ny
and functions of x:
dx n

F (x, y , y 0 , . . . , y (n) ) = 0.

DE’s occur naturally in physics, engineering and so on.

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Examples
Further classification according to the appearance of the highest
derivative in the equation is done now.
Definition
The order of a differential equation is the order of the highest
derivative in the equation.

Examples :
 2
d 2y dy
1 + xy = 0 (ODE, 2nd order)
dx 2 dx
d 4x d 2x
2 + 5 + 3x = sin t (ODE, 4th order)
dt 4 dt 2
∂v ∂v
3 + = v (PDE, 1st order)
∂t ∂s
∂2u ∂2u ∂2u
4 + + 2 = 0 (PDE, 2nd order)
∂x 2 ∂y 2 ∂z
dx dy
5 = f (x, y ), = g (x, y ), x = x(t), y = y (t). (System of
dt dt
ODEs, 1st order)
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Linear equations

Linear equations - A linear ODE of order n is of the form

a0 (x)y (n) + a1 (x)y (n−1) + . . . + an (x)y = b(x)

where a0 , a1 , . . . , an , b are functions of x and a0 (x) 6= 0.

Check list : If the dependent variable y and it’s derivatives occur

with maximum power 1, no products of y and/or its derivatives are
there.

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Example : Radioactive decay

A radioactive substance decomposes at a rate proportional to the

amount present. Let y (t) be the amount present at time t. Then

dy
= −k · y
dt
where k is a physical constant whose value is found by experiments
(−k is called the decay constant).
Linear ODE of first order.

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Examples - The motion of an oscillating pendulum

Consider an oscillating pendulum of length L. Let θ be the angle it

makes with the vertical direction.

d 2θ g
+ sin θ = 0.
dt 2 L

ODE of second order. not linear - Non-linear DE.

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Example : A falling object

A body of mass m falls under the force of gravity. The drag force
due to air resistance is c · v 2 where v is the velocity and c is a
constant Then,
dv
m = mg − c · v 2 .
dt
An ODE of first order. Linear or non-linear? (NL)
Examples :
1 y 00 + 5y 0 + 6y = 0 - 2nd order, linear
2 y (4) + x 2 y (3) + x 3 y 0 = xe x - 4th order, linear
3 y 00 + 5(y 0 )3 + 6y = 0 - 2nd order, non-linear.

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Can we solve it?

Given an equation, you would like to solve it. At least, try to solve
it.
Questions:
1 What is a solution?
2 Does an equation always have a solution? If so, how many?
3 Can the solutions be expressed in a nice form? If not, how to
get a feel for it?
4 How much can we proceed in a systematic manner?

order - first, second, ..., nth , ...

linear or non-linear?

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What is a solution?
Consider F (x, y , y 0 , . . . , y (n) ) = 0. We assume that it is always possible
to solve a differential equation for the highest derivative, obtaining
y (n) = f (x, y , y 0 , · · · , y (n−1) )
and study equations of this form. This is to avoid the ambiguity which
may arise because a single equation F (x, y , y 0 , . . . , y (n) ) = 0 may
correspond to several equations of the form y (n) = f (x, y , y 0 , · · · , y (n−1) ).
For example, the equation y 02 + xy 0 + 4y = 0 leads to the two equations
p p
0 −x + x 2 − 16y 0 −x − x 2 − 16y
y = or y = .
2 2

Definition
A explicit solution of the ODE y (n) = f (x, y , y 0 , · · · , y (n−1) ) on the
interval α < x < β is a function φ(x) such that φ0 , φ00 , · · · , φ(n) exist and
satisfy
φ(n) (x) = f (x, φ, φ0 , · · · , φ(n−1) ),
for every x in α < x < β.
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Implicit solution & Formal solution
Definition
A relation g (x, y ) = 0 is called an implicit solution of
y (n) = f (x, y , y 0 , · · · , y (n−1) ) if this relation defines at least one function
φ(x) on an interval α < x < β, such that, this function is an explicit
solution of y (n) = f (x, y , y 0 , · · · , y (n−1) ) in this interval.

Examples :
1 x 2 + y 2 − 25 = 0 is an implicit solution of x + yy 0 = 0 in
−5 < x < 5, because it defines two functions
p p
φ1 (x) = 25 − x 2 , φ2 (x) = − 25 − x 2

which are solutions of the DE in the given interval. Verify!

x
2 Consider x 2 + y 2 + 25 = 0 =⇒ x + yy 0 = 0 =⇒ y 0 = − . We say
y
x 2 + y 2 + 25 = 0 formally satisfies x + yy 0 = 0. But it is NOT an
implicit solution of DE as this relation doesn’t yield φ which is an
explicit solution of the DE on any real interval I .
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First order ODE & Initial Value Problem for first order
ODE

Consider a linear first order ODE of the form y 0 + a(x)y = b(x) .

If b(x) = 0, then we say that the equation is homogeneous.
Note that the solutions of a homogeneous differential equation
form a vector space under usual addition and scalar multiplication
We now consider first order ODE of the form F (x, y , y 0 ) = 0 or
y 0 = f (x, y ) .

Definition
Initial value problem (IVP) : A DE along with an initial condition is
an IVP.
y 0 = f (x, y ), y (x0 ) = y0 .

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Examples

Given an amount of a radioactive substance, say 1 gm, find the

amount present at any later time.
The relevant ODE is
dy
= −k · y .
dt
Initial amount given is 1 gm at time t = 0. i.e.,

y (0) = 1.

By inspection, y = ce −kt , for an arbitrary constant c, is a solution

of the above ODE. The initial condition determines c = 1. Hence

y = e −kt

is a particular solution to the above ODE with the given initial

condition.

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 dy
Geometrical meaning : = −2 · y
dt

1 Suppose that y has certain value. From the RHS of the DE, we
dy dy
obtain . For instance, if y = 1.5, = −3. This means that the
dt dt
slope of a solution y = y (t) has the value −3 at any point where
y = 1.5.
2 Display this information graphically in ty -plane by drawing short line
segments or arrows of slope −3 at several points on y = 1.5.
3 Similarly proceed for other values of y .
4 The figures given in the next slide and the slide after two slides are
examples of direction fields or slope fields.
5 An isocline (lines/curves along which solutions have the same slope)
is often used to supplement the slope field. In an equation of the
dy
form = f (t, y ), the isocline is a line in the ty -plane obtained by
dt
setting f (t, y ) equal to a constant.

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Slope field

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Examples
Find the curve through the point (1, 1) in the xy -plane having at
y
each of its points, the slope − .
x
The relevant ODE is
y
y0 = − .
x
By inspection,
c
y=
x
is its general solution for an arbitrary constant c; that is, a family
of hyperbolas.
The initial condition given is

y (1) = 1,

which implies c = 1. Hence the particular solution for the above

problem is
1
y= .
x
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Slope field

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Examples

A first order IVP can have

1 NO solution : |y 0 | + |y | = 0, y (0) = 3.
2 Precisely one solution : y 0 = x, y (0) = 1. What is the
solution?
3 Infinitely many solutions: xy 0 = y − 1, y (0) = 1 The solutions
are y = 1 + cx.

Motivation to study conditions under which the solution would

exist and the conditions under which it will be unique!
We first start with a few methods for finding out the solution of
first order ODEs, discuss the geometric meaning of solutions and
then proceed to study existence-uniqueness results.

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Separable ODE’s
An ODE of the form
M(x) + N(y )y 0 = 0
is called a separable ODE.
Let H1 (x) and H2 (y ) be any functions such that H10 (x) = M(x)
and H20 (y ) = N(y ).
Substituting in the DE, we obtain
H10 (x) + H20 (y )y 0 = 0.
d dy
Using chain rule, H2 (y ) = H20 (y ) .
dx dx
Hence,
d
(H1 (x) + H2 (y )) = 0.
dx
Integrating, H1 (x) + H2 (y ) = c, where c is an arbirtary
constant.
Note: This method many times gives us an implicit solution and
not necessarily an explicit one!
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Separable ODE - Example 1

Solve the DE :
y 0 = −2xy .
Separating the variables, we get :
dy
= −2xdx.
y
Integrating both sides, we obtain :

ln |y | = −x 2 + c1 .

Thus, the solutions are

2
y = ce −x .
How do they look?

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If we are given an initial condition

y (x0 ) = y0 ,

then we get:
2
c = y0 e x0
2 2
and y = y0 e x0 −x .

2
(y0 = e −x0 )

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