Ordinary Differential Equations

Dr. Alpha O Soko

Lilongwe University of Agriculture and Natural Resources

February 18, 2025

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Outline

1 Definitions

2 Classification by Type

3 Classification by Order

4 Classification by Linearity

5 Initial Value Problem (IVP)

6 Existence and Uniqueness Theorem for ODEs

7 Linear Ordinary Differential Equations

8 Thanks

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Terminology

Differential Equation
An equation containing the derivatives of one or more dependent
variables, with respect to one or more independent variables

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Terminology

Differential Equation
An equation containing the derivatives of one or more dependent
variables, with respect to one or more independent variables

Examples
1. ay ′′ + by ′ + cy = g(t)
d2 y dy 2 −5y
2. sin(y) dx 2 = (1 − y) dx + y e

3. y (4) + 10y ′′′ − 4y ′ + 2y = cos(t)

2
4. α2 ∂∂xu2 = ∂u ∂t ,
2 2
5. a2 ∂∂xu2 = ∂∂t2u
3
∂ u
6. ∂x2 ∂t
= 1 + ∂u ∂y

To talk about them, we shall classify differential equations by type,

order, and linearity.
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Classification by Type
If an equation contains only ordinary derivatives of one or more
dependent variables with respect to a single independent variable
it is said to be an Ordinary Differential Equation (ODE)
An equation involving partial derivatives of one or more dependent
variables of two or more independent variables is called a Partial
Differential Equation (PDE)

Example
Classify the following Differential Equations by type

1. ay ′′ + by ′ + cy = g(t)
d2 y dy 2 −5y
2. sin(y) dx 2 = (1 − y) dx + y e

3. y (4) + 10y ′′′ − 4y ′ + 2y = cos(t)

2
4. α2 ∂∂xu2 = ∂u ∂t ,
2
∂ u ∂2u
5. 2
a ∂x2 = ∂t2
∂3u
6. ∂x2 ∂t
= 1 + ∂u ∂y

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Classification by Order
The order of a differential equation (either ODE or PDE) is the
order of the highest derivative in the equation. For example
Term I Term II
d2 y dy 3
 
+ − 4y = ex
dx2 dx
Term I is second order while term II is first order. The order of the
differential equation is a second-order ordinary differential
equation.
First-order ordinary differential equations are occasionally written
in differential form
M (x, y)dx + N (x, y)dy = 0
For example, if we assume that y denotes the dependent variable
in
(y − x)dx + 4xdy = 0
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Example
Classify the following Differential Equations by Order

1. ay ′′ + by ′ + cy = g(t)
d2 y dy 2 −5y
2. sin(y) dx 2 = (1 − y) dx + y e

3. (4) ′′′ ′
y + 10y − 4y + 2y = cos(t)
2
4. α2 ∂∂xu2 = ∂u ∂t ,
2 ∂2u ∂2u
5. a ∂x2 = ∂t2
∂3u
6. ∂x2 ∂t
= 1 + ∂u ∂y

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Classification by Linearity

We now look at classification by Linearity. An n-th order differential

equation is said to be linear if the function F is linear in the
variables y, y ′ , . . . , y (n−1) .
To be specific, an n-th order ODE will have the form:

dn y dn−1 y dy
an (x) n + an−1 (x) n−1 + . . . + a1 (x) + a0 (x)y = g(x) (1)
dx dx dx
Two important special cases of Eq. (1) are linear first-order
(n = 1) and linear second order (n = 2) differential equations:

dy
a1 (x) + a0 (x)y = g(x)
dx
d2 y dy
a2 (x) 2 + a1 (x) + a0 (x)y = g(x)
dx dx

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In the additive combination on the left-hand side of equation
Eq. (1) we see that the characteristic two properties of a linear
ordinary differential equation are as follows:
1 The dependent variable y and all its derivatives y ′ , . . . , y (n−1) , y (n)
are of the first degree, that is, the power of each term involving y is
1.
2 The coefficients a0 , a1 , . . . , an of y, y ′ , . . . , y (n−1) , y (n) depend at
most on the independent variable x.
A non-linear ordinary differential equation is simply one that is not
linear. Non-linear functions of the dependent variable or its
derivatives, such as sin(y) or ey cannot appear in a linear
equation.

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Solution to a Differential Equation
A function y = ϕ(x) is a solution of a differential equation if, when
substituted into the equation, it holds true for all values of x in a given
interval.

Example
Consider the differential equation:
dy
= 2x.
dx
A solution to this equation is:

y = x2 + C,

where C is an arbitrary constant.

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Verification of the Solution

Differentiating y = x2 + C gives:

dy
= 2x.
dx
Since this matches the given equation, y = x2 + C is a valid solution.

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Example
Verify that y = e2x is a solution of the differential equation:

dy
− 2y = 0.
dx

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Example
Verify that y = e2x is a solution of the differential equation:

dy
− 2y = 0.
dx

Solution
Given y = e2x , differentiate both sides:
dy
= 2e2x .
dx
Substituting into the given equation:

(2e2x ) − 2(e2x ) = 0.

Since both sides are equal, y = e2x is a solution.

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Example
Verify that y = x2 + 2x + 3 is a solution of the differential equation:

d2 y
− 2 = 0.
dx2

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Example
Verify that y = x2 + 2x + 3 is a solution of the differential equation:

d2 y
− 2 = 0.
dx2

Solution
Given y = x2 + 2x + 3, differentiate twice:
dy
= 2x + 2.
dx
d2 y
= 2.
dx2
Substituting into the equation:

(2) − 2 = 0.

Since both sides are equal, y = x2 + 2x + 3 is a solution.

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Types of Solutions

General Solution: The most general form containing arbitrary

constants.
y = x2 + C.
Particular Solution: A specific solution obtained using initial
conditions.
Singular Solution: A solution that cannot be derived from the
general solution.
Numerical Solution: A solution obtained using computational
methods.

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Example of a Particular Solution

Suppose we are given the initial condition y(0) = 3.

3 = 02 + C ⇒ C = 3.
So the particular solution is:

y = x2 + 3.

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Initial Value Problem (IVP)
An Initial Value Problem (IVP) consists of a differential equation along
with an initial condition that specifies the value of the unknown function
at a given point.

It is typically written as:

dy
= f (x, y), y(x0 ) = y0
dx
where:
dy
dx = f (x, y) is the differential equation,
x0 is the initial point,
y0 is the initial value.

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Example of an IVP

Consider the first-order differential equation:

dy
= 3x2
dx
with the initial condition:
y(1) = 5.

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Boundary Value Problem (BVP)
Definition:
A Boundary Value Problem (BVP) consists of a differential equation
along with conditions specified at two or more points in the domain of
the solution.

A second-order BVP is typically written as:

d2 y
= f (x, y, y ′ ),
dx2
with boundary conditions:

y(a) = α, y(b) = β.

where:
d2 y
dx2
is the second derivative of y,
a and b are the boundary points,
α and β are given values at x = a and x = b.
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Example of a BVP

Consider the second-order differential equation:

d2 y
= −2,
dx2
with boundary conditions:

y(0) = 1, y(2) = 5.

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Solution Verification to IVP and BVP
Example
Verify that y = e3x − 2 is a solution of the initial value problem:

dy
= 3y + 6, y(0) = −1.
dx

Solution
Given function:
y = e3x − 2.
Differentiate both sides:
dy
= 3e3x .
dx
Substitute y = e3x − 2 into the right-hand side:

3(e3x − 2) + 6 = 3e3x − 6 + 6 = 3e3x .

the function satisfies the differential equation.

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Solution continues
The initial condition is y(0) = −1.
Substitute x = 0 into the solution:

y(0) = e3(0) − 2 = 1 − 2 = −1.

Since the initial condition holds, the given function is the solution to the
IVP.
Since the function y = e3x − 2 satisfies both:
dy
the differential equation dx = 3y + 6,
the initial condition y(0) = −1,
we conclude that it is the correct solution to the initial value problem.

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Existence and Uniqueness Theorem
Consider the initial value problem (IVP):
dy
= f (x, y), y(x0 ) = y0 .
dx
If:
f (x, y) is continuous in a region around (x0 , y0 ),
∂f
∂y (the partial derivative of f with respect to y) is continuous in
the same region,
then a unique solution y(x) exists near x0 .

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Example 1: Unique Solution Exists

Consider the IVP:

dy
= x + y, y(0) = 1.
dx
The function f (x, y) = x + y is:
Continuous everywhere.
∂f
Its partial derivative ∂y = 1 is also continuous.
Since both conditions hold, a unique solution exists.

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Example 2: No Unique Solution

Consider the IVP:

dy
= y 1/3 , y(0) = 0.
dx
Here, f (y) = y 1/3 is continuous, but:

∂f 1
= y −2/3
∂y 3

is not continuous at y = 0.

This leads to multiple solutions, violating uniqueness.

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Multiple Solutions for Example 2

Two possible solutions to:

dy
= y 1/3 , y(0) = 0
dx
are:  3/2
2
y(x) = x and y(x) = 0.
3
Since more than one solution exists, uniqueness is not guaranteed.

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Summary

∂f
If f (x, y) and ∂y are continuous, the IVP has a unique solution.
∂f
If∂y is not continuous, uniqueness may fail, and multiple
solutions can exist.

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Linear Ordinary Differential Equations

Use paul notes

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Thank You

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