Lecture 1

Introduction to Ordinary Differential

Equations

NAZIR MAFAKHERI
Ordinary Differential Equations
• Where do ODEs arise?
• Notation and Definitions
• Solution methods for 1st order ODEs
Where do ODE’s arise
• All branches of Engineering
• Economics
• Biology and Medicine
• Chemistry, Physics etc

Anytime you wish to find out how

something changes with time (and
sometimes space)
Example – Newton’s Law of Cooling
• This is a model of how the temperature
of an object changes as it loses heat to
the surrounding atmosphere:
Temperature of the object: TObj Room Temperature: TRoom
Newton’s laws states: “The rate of change in the temperature of an object is
proportional to the difference in temperature between the object and the
room temperature”
Form
dTObj
ODE = − (TObj − TRoom )
Solve
dt
ODE
TObj = TRoom + (Tinit − TRoom )e −t
Where Tinit is the initial temperature of the object.
Example – Swinging of a pendulum
Newton’s 2nd law for a rotating object:
◼ Moment of inertia x angular acceleration = Net external torque

d 2q
q ml  2 = −mgl sin q
2

dt
rearrange and divide
through by ml 2
l
where
d q
2
2 =
g
2
+  2
sin q = 0 l
dt
mg
This equation is very difficult to solve.
Notation and Definitions
• Order
• Linearity
• Homogeneity
• Initial Value/Boundary value problems
Order
• The order of a differential equation is just the
order of highest derivative used.

d 2 y dy
.
2
+ =0 2nd order
dt dt

dx d 3x
=x 3 3rd order
dt dt
Order
• The order of a differential equation is just
the order of highest derivative used.

𝑦′=cos𝑡→first order ODE

.
𝑦′′+9𝑦=𝑒−2𝑡→second order ODE
𝑦′𝑦′′′−32𝑦′2=0→third order ODE
Linearity
• The important issue is how the unknown y appears in the
equation. A linear equation involves the dependent variable
(y) and its derivatives by themselves. There must be no
"unusual" nonlinear functions of y or its derivatives.
• A linear equation must have constant coefficients, or
coefficients which depend on the independent variable (t). If
y or its derivatives appear in the coefficient the equation is
non-linear.
Linearity
Linearity
• A crucial classification of differential equations is whether they are
linear or nonlinear. The ordinary differential equation:
𝐹(𝑡,𝑦,𝑦′,𝑦′′,…,𝑦(𝑛))=0
is said to be linear if 𝐹 is a linear function1 of the variables
𝑦,𝑦′,𝑦′′,…,𝑦(𝑛); a similar definition applies to partial differential
equations. Thus the general linear ordinary differential equation of order
𝑛 is:
Linearity – Example 1
dy
+ y = 0 is linear
dt
dx
+ x 2 = 0 is non-linear
dt
dy 2
+t = 0 is linear
dt
dy 2
y + t = 0 is non-linear
dt
Linearity – Example 2
Linearity – Example 2
Linearity – Example 3
In each of case, determine the order of the given partial differential
equation; also state whether the equation is linear or nonlinear. Partial
derivatives are denoted by subscripts.
Linearity – Example 3
Linearity – Summary

Linear Non-linear

2y y2 or sin(y)

dy dy
y
dt dt

(2 + 3 sin t) y (2 − 3 y 2 ) y
2
dy  dy 
t  
dt  dt 
Example 4
Verify that 𝑦=𝑐/𝑥 (𝑐 an arbitrary constant) is a solution of the ODE
𝑥𝑦′=−𝑦
for all 𝑥≠0.
Verification:
𝑦=𝑐/𝑥⇒𝑦′=−𝑐/𝑥2⇒𝑥𝑦′=−𝑐/𝑥=−𝑦.
Example 5
Example 6
Example 6
Example 6
Example 6
Example 6
General Solution, Particular Solution:
➢ When a solution to an ODE contains an arbitrary constant 𝑐 it is called a
general solution. Geometrically, the general solution of an ODE is a
family of infinitely many solution curves, one for each value of the
constant 𝑐.
➢ If we choose a specific 𝑐 we obtain what is called a particular solution of
the ODE. A particular solution does not contain any arbitrary constants.
➢ In example 2, 𝑦=sin𝑥+𝑐 is the general solution to the ODE 𝑦′=cos𝑥; and
𝑦=sin𝑥+3, 𝑦=sin𝑥−1, 𝑦=sin𝑥 are different particular solutions to this
ODE.
➢ In most cases the unique value of the arbitrary constant 𝑐, hence a
particular solution, is obtained from a general solution by an initial
condition like 𝑦(𝑥0)=𝑦0. An ODE, together with an initial condition, is
called an initial value problem.
Example 7
n each of the following cases, determine the values of 𝑟 for which the given
differential equation has solutions of the form 𝑦=𝑒𝑟𝑡.
Example 8
Determine which of the following graphs shows the solution of the
following initial value problem:
Example 8
Example 9
Solve the initial value problem
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises:
Example 10
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises:
Example 10
Solve the initial value problem in the following exercises: