Review - Solutions of Ordinary Differential Equations

Author: John M. Cimbala, Penn State University

Latest revision: 06 September 2007

First-Order, Separable, Ordinary Differential Equations

Example: dy • Separate variables: ydy = Cdt
y = y(t) y =C
dt • Solve: y 2 / 2 = Ct + C1
Example: dy C
y = y(t) ty =C • Separate variables: ydy = dt
dt t
• Solve: y / 2 = C ln ( t ) + C1
2

First-Order, Linear, Non-Homogeneous, Ordinary Differential Equations

Example:
y = y(x)
dy
dx
+ P ( x) y = Q ( x) • Multiply each term by an integrating factor, v = exp ( ∫ Pdx )
• Solve: This leads to an exact differential on the LHS, which can be solved
easily.

Higher-Order, Linear, Homogeneous, Ordinary Differential Equations with Constant Coefficients

Example: d3y d2y dy dn y
y = y(x) −4 + + 6y = 0 • Rewrite in terms of a linear operator, D n y ≡ : Here,
dx 3 dx 2 dx dx n
(D3 - 4D2 + D + 6) y = 0
• Factor the LHS: Here, (D + 1) (D - 2) (D - 3) y = 0
• Find the roots of the LHS: Here the roots are -1, 2, and 3
• Solve: y = C1e − x + C2 e 2 x + C3e3 x
Example: d y 2 • Rewrite in terms of the linear operator: Here, (D2 - a) y = 0
y = y(x) − a2 y = 0 • Factor the LHS: Here, (D - a) (D + a) y = 0
dx 2
• Find the roots of the LHS: Here the roots are a and -a
• Solve: y = C1e ax + C2 e − ax or y = C3 cosh(ax) + C4 sinh(ax)
Example: d y 2 • Rewrite in terms of the linear operator: Here, (D2 + a) y = 0
y = y(x) + a2y = 0 • Factor the LHS: Here, (D - ia) (D + ia) y = 0
dx 2
• Find the roots of the LHS: Here the roots are ia and -ia
• Solve: y = C1eiax + C2 e −iax or y = C3 cos(ax) + C4 sin(ax)

Higher-Order, Nonlinear, Non-Homogeneous, Ordinary Differential Equations

Example: d3y d2y
2
⎛ dy ⎞ • Define N unknowns, where N is the highest order derivative of the
y = y(x) + P ( x) + ⎜ ⎟ = Q ( x) original equation: Here, N = 3, and define
dx 3
dx 2
⎝ dx ⎠
d2y dy
F1 ≡ 2
, F2 ≡ , F3 ≡ y
dx dx
• Split equation into N first-order equations, one for each F:
2
dF1 d 3 y d 2 y ⎛ dy ⎞ dF2 d 2 y dF3 dy
= 3 = Q( x) − P ( x) 2 − ⎜ ⎟ , = 2 , =
dx dx dx ⎝ dx ⎠ dx dx dx dx
• Define derivative array in standard Runge-Kutta form, in terms of the
N unknowns, F1, F2, ..., FN:
dF dF dF
D1 ≡ 1 = Q( x) − P( x) F1 − F2 2 , D2 ≡ 2 = F1 , D3 ≡ 3 = F2
dx dx dx
• Solve simultaneously for F1, F2, ..., FN using the Runge-Kutta
numerical technique and the boundary conditions.