Ordinary Differential Equations

Lam Meng Hwee

National University of Singapore
September 30, 2010

Abstract
This article gives a summary of the various techniques to solve ordinary differential equations.

1 First Order Differential Equations

1.1 Separable Equations
Example
Solve y 0 = −2xy, y(0) = 1.

1 dy
= −2x
y dx
Z Z
1
dy = −2xdx + c
y
ln y = −x2 + c
2
y = Ce−x

By substituting the intial values, we get C = 1.

2
Therefore, the equation is y = e−x .

Example
Solve 2xyy 0 + x2 − y 2 = 0.

dy y 2 − x2
=
dx 2xy
y 2


x −1
= y


2 x

1
 Let u = xy . Then y 0 = u0 x + u, and thus

u2 − 1
u0 x + u =
2u
du u2 + 1
x=−
Z dx Z 2u
1 1
=⇒ − u2 +1
du = dx
2u
x
Z
2u
− du = ln |x|
u2 + 1
 2 
−ln u + 1 + c = ln |x|
c1
2
=x
u +1
c1  y 2
= u2 + 1 = +1
x x
∴ c1 x = y 2 + x2

Example
Solve x2 y 0 = (5x + 1) y.

x2 y 0 = (5x + 1) y
1 dy 5x + 1
=
y dx x2
5 1
ln |y| = ln |x| − + c
2 x
5 1
|y| = C|x| 2 e− x