University of Technology

Petroleum Technology Department

Ordinary Differential Equation

Second Year

Dr. Firas K. AL-Zuhairi

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 Basic Concepts
 Equation: Equations describe the relations between the dependent and
independent variables. An equal sign "=" is required in every equation.

 A differential equation: is a relationship between an independent variable x, a

dependent variable y and one or more derivatives of y with respect to x.

The following are example of differential equations involving the unknown

function y.
𝑑𝑦
+ 2 = 0,
𝑑𝑥
𝑑2 𝑦 𝑑𝑦
2 + = 𝑒𝑥,
𝑑𝑥 𝑑𝑥
2
𝜕 𝑦 𝜕𝑦
= .
𝜕𝑥 2 𝜕𝑡

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 Differential equations that involve only one independent variable are called
ordinary differential equations.

 If there are two or more independent variables then the derivatives are partial
derivatives and the equation is called Partial Differential Equation.

Differential Equations

Ordinary Differential Equations Partial Differential Equations

d2y  2u  2u
 6 xy  1  2 0
y x
2 2
dx

involve one or more involve one or more

Ordinary derivatives of partial derivatives of
unknown functions unknown functions

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 Order and Degree of Differential Equations
 Order : order of differential equation is the order of the highest
derivative involved in the differential equation, for example:

Examples :
dy First order because of max. derivative of y
 y  ex with respect to x is
𝒅𝒚
dx 𝒅𝒙

d2y dy
2
5  2 y  cos( x)
dx dx Second order because of max. derivative of y
3 𝑑 2𝑦
 d2y  dy with respect to x is
𝑑𝑥 2
 2
   2y4  1
 dx  dx

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 Degree : Degree of differential equation is the Degree of the highest
differential, for example:

First degree because of power of the highest

𝒅𝒚
order derivative is 1.
𝒅𝒙

Second degree because of power of the

𝑑 2𝑦
highest order derivative is 2.
𝑑𝑥 2

Second degree because of power of the

𝑑 3𝑦
highest order derivative is 2.
𝑑𝑥 3

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 Linear or Non-linear ODE
 Linear Equations: if the unknown function and its derivatives appear to power one. No
product of the unknown function and/or its derivatives, can be written in this form

an ( x) y n ( x)  an1 ( x) y n1 ( x)    a1 ( x) y' ( x)  a0 ( x) y( x)  g ( x)

Or

 Non-linear: Differential equations that do not satisfy the definition of linear are non-
linear.

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 Ex. Classify the Linearity of ODE
dy Linear ODE
1  y  ex
dx
d2y dy
2  2  5  2 x 2 y  cos( x) Linear ODE
dx dx
3
 d y  dy
2
3   2    y 1 Non-linear ODE
 dx  dx

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 Solution of Differential Equation
 A function y=f(x) is said to be a solution of a differential equation if the
differential equation is satisfied when y and its derivatives are replaced
throughout by f(x) and its derivatives. For example if A, B and C are three
arbitrary constants then:

𝒅𝟑 𝒚
 𝑦=𝐴𝑥²+𝐵𝑥 +𝑐 is a solution of the differential equation 𝟑 = 0.
𝒅𝒙

 Thus a solution of a differential equation will be a number of arbitrary constants

𝒅𝟑 𝒚
(such as A, B & C) equal to the order of the differential equation ( 𝟑 ).
𝒅𝒙

 This solution is called a general solution.

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 Problems:
Show that each function is the solution of the accompanying differential
equation:
Example1.
𝒅𝟐 𝒚 𝑑𝑦 𝒚 = 𝒙𝟐 + 𝟑
𝑥 − =0
𝒅𝒙𝟐 𝑑𝑥 𝒅𝒚
= 𝟐𝒙
𝒅𝒙
𝑑2 𝑦
2
=2
𝑑𝑥
By substituting in differential equation we get:

𝑥 (2)−2𝑥=0 0=0
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Example2.
𝒅𝟐 𝒚 𝒅𝒚 𝒚 = 𝑪𝟏 𝒙𝟐 + 𝑪𝟐
𝑥 𝟐 − = 0
𝒅𝒙 𝒅𝒙 𝒅𝒚
= 𝟐𝑪𝟏 𝒙
𝒅𝒙
𝒅𝟐 𝒚
𝟐
= 𝟐𝑪𝟏
𝒅𝒙
By substituting in differential equation we get:

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 First Order Differential Equation
1) Variable Separable
A first order differential equation can be solved by integration if it is possible to
collect all y terms with dy and all x terms with dx that is if it possible to write the
differential equation in the form:

𝑓 𝑦 𝑑𝑦 + 𝑔 𝑥 𝑑𝑥 = 0
Then the general solution is

𝑓 𝑦 𝑑𝑦 + 𝑔 𝑥 𝑑𝑥 = 𝐶

Where C is any arbitrary constant

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Examples : Solve the following differential equations:

(1) (2)

Solution: Solution:
(3) (4)

Solution: Solution:
(5) (6)

Solution: Solution:

By integration by parts on both sides

H.W

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(7) (8)

Solution: multiply the equation by Solution:

Divided the equation by

𝟏
(𝟏 + 𝒙𝟐 )(𝟏 + 𝒚𝟐 )

Integrating both sides we obtain,

𝑡𝑎𝑛−1 y +𝑡𝑎𝑛−1X =C
(9)

Solution:
(10)
2) Homogeneous
𝑑𝑦 𝑦
An equation of the form = F( ) …………………..(1)
𝑑𝑥 𝑥
Is called a homogeneous equation in which the variables cannot be separated but can be
transformed by a change of variable into an equation where the variable can be
separated,
𝑦
Assuming 𝑣 = ………………(2)
𝑥
Then 𝑦 = 𝑣𝑥 ………….............(3)
Differentiating equation (2) we get,
𝑑𝑦 𝑑𝑣
= v+x …..…………..……(4)
𝑑𝑥 𝑑𝑥

by substituting (3) and (4) in (1) we get,

…..…………..……(5)

Equation 5 is first order differential equation variable separable then

…..…………..……(6)
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 …..…………..……(7)

After integration and solution of equation (7)we must make a back substitution
𝑦
of the variables 𝑣 = to get the final answer.
𝑥
Examples : Solve the following differential equations

1)

Solution:
2)

Solution:
3)

Solution: