EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part I)

EE506 – Engineering Mathematics
Lecture 1
Review of Ordinary Differential Equations
(Part I)
Dr. Adeem Aslam

Assistant Professor
Department of Electrical Engineering

University of Engineering and Technology, Lahore, Pakistan
September 14, 2021
Lecture 1 1/26
Outline
1 Ordinary Differential Equations

Introduction
Separable Ordinary Differential Equations
Exact Ordinary Differential Equations
2 Linear Ordinary Differential Equations

First-Order Linear Ordinary Differential Equations
Second-Order Linear Ordinary Differential Equations
Constant-Coefficient Second-Order Homogeneous Linear ODEs
Euler-Cauchy Equation
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Ordinary Differential Equations
Definition
A differential equation is a mathematic model1 which contains derivatives of an
unknown function.
Most of the physical systems have parameters involving derivatives such as ve-
locity, acceleration etc. and hence, are modeled using differential equations.
1 Problem formulation in terms of variables, functions and equations is called a mathematical model. Constructing a model, solving it and interpreting the
results is called mathematical modeling.
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Definition
unknown function.
Lecture 1 3/26
Definition
unknown function.
Ordinary Differential Equation

An ordinary differential equation, abbreviated as ODE, is an equation that contains
one or serveral derivatives of an unknown function, which is often represented as y(x)
or y(t)2 .
2 x (or t referring to time) is often called the independent while y is called the dependent variable.
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Definition
unknown function.

or y(t)2 .
An ODE may contain y itself, known functions of x (or t) and constants
Lecture 1 3/26
Definition
unknown function.

or y(t)2 .
An ODE may contain y itself, known functions of x (or t) and constants, e.g.,
dy
y0 ≡ = sin x,
dx
y 00 + 6y = e−3x , (1)
2
y 0 y 000 − 1.5 (y 0 ) = 0.
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Order of an ODE
An ODE is said to be of order n if the nth derivative of the unknown functions y is
the highest derivative of y in the equation.
First order ODEs are often represented as
F (x, y, y 0 ) = 0, (Implicit Form),

(2)
y 0 = f (x, y), (Explicit Form).
Graph of h(x) is called the solution curve.
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Order of an ODE

(2)
Lecture 1 4/26
Order of an ODE

(2)
Solution of an ODE
Solution of an ODE is a function
y = h(x), (3)
on some open interval x ∈ (a, b) ≡ a < x < b, if h(x) is defined and is differen-
tiable3 throughout the interval and is such that the ODE becomes an identity if y and
its derivatives are replaced with h and its derivatives respectively.
3 Order of differentiability of h depends on the order of the ODE.

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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)
has y = c/x = h(x) as solution. This can be verified by observing that c/x is defined
on the open interval x ∈ (−∞, 0) ∪ (0, ∞) and is differentiable as well. Furthermore,
replacing y and y 0 in (4) with h and h0 respectively results in an identity., i.e.,

−c c
x 2
=− . (5)
x x
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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x 2
=− . (5)
x x
A solution containing an arbitrary constant c is called a general solution of the

ODE, e.g., the ODE y 0 = 0.2y has the general solution y = ce0.2x .
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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x 2
=− . (5)
x x

ODE, e.g., the ODE y 0 = 0.2y has the general solution y = ce0.2x .
A particular solution is obtained by choosing a specific value of c in the general

solution.
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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x =− . (5)
x2 x

ODE, e.g., the ODE y 0 = 0.2y 4 has the general solution y = ce0.2x .

solution.
4 ODEs of the type y0 = ky, k > 0, model exponential growth.

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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x =− . (5)
x2 x


solution.

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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x =− . (5)
x2 x


solution.

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Solution of ODEs
Example: The ODE
xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

−c c
x =− . (5)
x2 x


solution.

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Initial Value Problem
An ODE with initial condition/constraints, y(x0 ) = y0 , is called an initial value

problem.
Initial condition extracts a particular solution from the general solution of the
problem.
Example: The ODE
y 0 = 3y, y(0) = 5.7, (6)
has a general solution given by y = ce3x .

Enforcing the initial condition, i.e., y(0) = c = 5.7, results in a particular solution
given by y(x) = 5.7e3x .
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problem.
problem.
Example: The ODE
y 0 = 3y, y(0) = 5.7, (6)

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problem.
problem.
Example: The ODE
y 0 = 3y, y(0) = 5.7, (6)

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problem.
problem.
Example: The ODE
y 0 = 3y, y(0) = 5.7, (6)

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problem.
problem.
Example: The ODE
y 0 = 3y, y(0) = 5.7, (6)

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Separable ODEs
An ODE is called separable if the unknown function and its derivatives can be separated
from the dependent variable and its functions, i.e.,
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
which can be evaluated if f and g are continuous functions.
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
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Separable ODEs
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
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Separable ODEs
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
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Separable ODEs
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
Lecture 1 7/26
Separable ODEs
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
Lecture 1 7/26
Separable ODEs
g(y)y 0 = f (x)
Z Z
dy
g(y) dx = f (x)dx
dx
Z Z
g(y)dy = f (x)dx, (7)
Example: Solve
y 0 = −2xy, y(0) = 1.8. (8)
So,
dy dy
= −2xy ⇒ = −2xdx
dx y
2
⇒ ln |y| = −x2 + c1 ⇒ y = ce−x , c = ec1 . (9)
2
Now, y(0) = ce0 = c = 1.8 ⇒ y(x) = 1.8e−x .
Lecture 1 7/26
Extended Method: Reduction to Separable Form
Certain non-separable ODEs can be transformed into separable ODEs. For instance,
y 0 = f (y/x) , (10)
where f is a differentiable function, can be made separable by the transformation
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
Rearranging (12), we get
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
Let u = y/x ⇒ y = ux, y 0 = u0 x + u. Substituting y and y 0 into the equation above
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
⇒ du = − dx ⇒ ln(1 + u ) = − ln |x| + c1 ⇒ (1 + u2 ) = , c = ec1
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
Lecture 1 8/26
y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
Lecture 1 8/26
y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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2
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y 0 = f (y/x) , (10)
u = y/x as
y = ux ⇒ y 0 = u0 x + ux0 = u0 x + u = f (u)
u0
Z Z
1 du dx
= ⇒ = . (11)
f (u) − u x f (u) − u x
Example: Solve
2xyy 0 = y 2 − x2 . (12)
y 2 − x2 y x
y0 = = − .
2xy 2x 2y
u 1 u2 + 1 2u du 1
u0 x + u = − ⇒ u0 x = − ⇒ 2 =−
Z 2 Z 2u 2 u + 1 dx x
2u 1 c
2
u2 + 1 x x
c 2
⇒ 1 + y 2 /x2 = c/x ⇒ x2 + y 2 = cx ⇒ x − + y 2 = c2 /4.

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Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
which can be equivalently written as
M (x, y)dx + N (x, y)dy = 0, (15)
is called exact if the differential form M (x, y)dx + N (x, y)dy is exact, i.e., if this form
is the differential of u(x, y), which in turn is given by
∂u ∂u
du = dx + dy. (16)
∂x ∂y
Eqs. (15) and (16) imply that du = 0 ⇒ u(x, y) = c. Furthermore,

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)
∂y ∂y∂x ∂x ∂x∂y
If M and N are continuous functions, then from (18)

∂M ∂N
= , (19)
∂y ∂x
which is not only a necessary but sufficient condition for (15) to be exact.
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Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
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Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
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Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
A first order ODE
M (x, y) + N (x, y)y 0 = 0, (14)
M (x, y)dx + N (x, y)dy = 0, (15)
∂u ∂u
du = dx + dy. (16)
∂x ∂y

∂u ∂u
= M, = N, (17)
∂x ∂y
which gives
∂M ∂2u ∂N ∂2u
= , = . (18)

∂M ∂N
= , (19)
∂y ∂x
Lecture 1 9/26
Exact ODEs
The first expression in (17) implies that
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
where y is treated as constant in the context of the first expression in (17), which
is why the constant of integration k has been assumed a function of y.
Also, from the second expression in (17), we note that
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)
where l(x) is the constant of integration.

Steps for finding k(y) and l(x):
1. Find ∂u/∂y or ∂u/∂x as:
Z Z
∂u ∂ dk ∂u ∂ dl
= M dx + , = N dy + . (22)
∂y ∂y dy ∂x ∂x dx
2. Find dk/dy or dl/dx as:

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x
3. Solve for k(y) or l(x) using the following:

Z Z Z Z
∂ ∂
k(y) = N− M dx dy, l(x) = M− N dy dx. (24)
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Exact ODEs
Z Z Z
du = M dx ⇒ u(x, y) = M dx + k(y), (20)
Z Z Z
du = N dy ⇒ u(x, y) = N dy + l(x), (21)

Z Z
= M dx + , = N dy + . (22)

Z Z
dk ∂ dl ∂
=N− M dx, =M− N dy. (23)
dy ∂y dx ∂x

Z Z Z Z
∂ ∂
∂y ∂x
Lecture 1 10/26
Example: Solve
(cos y sinh x + 1)dx − sin y cosh xdy = 0, y(1) = 2. (25)
Here M (x, y) = cos y sinh x + 1 and N (x, y) = − sin y cosh x. Hence,
∂M ∂N
= − sin y sinh x and = − sin y sinh x,
∂y ∂x
which shows that the ODE is exact, according to (19). Now,
Z Z
u = M dx + k(y) = (cos y sin hx + 1)dx + k(y) = cos y cosh x + x + k(y). (26)
To find k(y),
∂u dk dk
= − sin y cosh x + = N (x, y) = − sin y cosh x ⇒ = 0 ⇒ k(y) = c1 .
∂y dy dy
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
Alternately,
Z Z
u = N dy + l(x) = − sin y cos hx dy + l(x) = cos y cosh x + l(x). (27)
To find l(x),
∂u dl dl
= cos y sinh x + = M (x, y) = cos y sinh x + 1 ⇒ = 1 ⇒ l(x) = x + c1 .
∂x dx dx
Now, from initial condition, cos 2 cosh 1 + 1 = c = 0.358. Hence, cos y cosh x + x = 0.358
is the particular solution of the given exact ODE.
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Example: Solve
∂M ∂N
∂y ∂x
Z Z
To find k(y),
∂u dk dk
∂y dy dy
Alternately,
Z Z
To find l(x),
∂u dl dl
∂x dx dx
Lecture 1 11/26
Reduction to Exact Form
A non-exact ODE of the form
P (x, y)dx + Q(x, y)dy = 0, (28)
can be reduced to the exact form
F P (x, y)dx + F Q(x, y)dy = 0, (29)
where F is, in general, a function of both x and y and is called an integrating

factor of the non-exact ODE.
From the exactness condition of the ODE in (15), given in (19), the exactness
condition for the ODE in (29) becomes
∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
In general, the condition in (30) is complicated to solve for F (x, y). However, in
most practical cases, integrating factor F depends only on one variable. This, in
turn, renders (30) relatively easier to solve for F .
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
P (x, y)dx + Q(x, y)dy = 0, (28)
F P (x, y)dx + F Q(x, y)dy = 0, (29)

∂F P ∂F Q
=
∂y ∂x
∂F ∂P ∂F ∂Q
P +F =Q +F . (30)
∂y ∂y ∂x ∂x
Lecture 1 12/26
If the integrating factor F = F (x), then
∂F ∂P dF ∂Q
=0⇒F =Q +F
∂y ∂y ∂x ∂x

1 dF 1 ∂P ∂Q
⇒ = − ,R
F dx Q ∂y ∂x
Z
⇒ ln F = R dx, only if R = R(x). (31)
If the integrating factor F = F (y), then
∂F dF ∂P ∂Q
=0⇒P +F =F
∂x dy ∂y ∂x

1 dF 1 ∂Q ∂P
⇒ = − , R∗
F dy P ∂x ∂y
Z
⇒ ln F = R∗ dy, only if R∗ = R∗ (y). (32)
Lecture 1 13/26
If the integrating factor F = F (x), then
∂F ∂P dF ∂Q
=0⇒F =Q +F
∂y ∂y ∂x ∂x

1 dF 1 ∂P ∂Q
⇒ = − ,R
F dx Q ∂y ∂x
Z
⇒ ln F = R dx, only if R = R(x). (31)
If the integrating factor F = F (y), then
∂F dF ∂P ∂Q
=0⇒P +F =F
∂x dy ∂y ∂x

1 dF 1 ∂Q ∂P
⇒ = − , R∗
F dy P ∂x ∂y
Z
⇒ ln F = R∗ dy, only if R∗ = R∗ (y). (32)
Lecture 1 13/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
We can see that the ODE is not exact because
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,
ex+y + ey + yey − ey

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),
Q ∂y ∂x xey − 1
which shows that F 6= F (x). Hence,

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF
= e−y ⇒ (ex + y) dx + x − e−y dy = 0 is exact ∵

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
u(x, y) = (ex + y) dx + k(y) = ex + xy + k(y),
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
Therefore, u(x, y) = ex + xy + e−y + c1 = c2 ⇒ ex + xy + e−y = c, c = c2 − c1 . Then, from
initial condition, e0 + 0(−1) + e = 1 + e = 3.72 = c, which gives the particular solution as
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Example: Solve
(ex+y + yey )dx + (xey − 1)dy = 0, y(0) = −1. (33)
∂P ∂Q ∂P ∂Q
= ex+y + ey + yey , = ey ⇒ 6= .
∂y ∂x ∂y ∂x
Now,

1 ∂P ∂Q
R= − = = R(x, y) 6= R(x),

1 ∂Q ∂P
R∗ = − = −1 ≡ R∗ (y)
P ∂x ∂y
R
−1dy ∂P F ∂QF

⇒ F (y) = e =1= .
| {z } | {z } ∂y ∂x
F P =M QF =N
Therefore,
Z
∂u dk dk
=x+ = QF = x − e−y ⇒ = −e−y ⇒ k(y) = e−y + c1 .
∂y dy dy
ex + xy + e−y = 3.72.
Lecture 1 14/26
Linear ODEs
Definition
An ODE is called linear if it is linear in both the unknown function and all its derivatives.
Hence, a first-order linear ODE has the following standard form
y 0 + p(x)y = r(x), (34)
where p(x) is called the coefficient of the ODE.

In engineering terminology, r(x) is called the input and y(x) is called the out-
put/response of the ODE.
Lecture 1 15/26
Linear ODEs
Definition
y 0 + p(x)y = r(x), (34)

Lecture 1 15/26
Linear ODEs
Definition
y 0 + p(x)y = r(x), (34)

Lecture 1 15/26
Linear ODEs
Definition
y 0 + p(x)y = r(x), (34)

Homogeneous and non-Homogeneous First-Order Linear ODEs

If r(x) = 0 in (34), then
y 0 + p(x)y = 0, (35)
is called homogeneous first-order linear ODE, otherwise the ODE in (34) is non-
homogeneous.
Lecture 1 15/26
First-Order Linear ODEs
For homogeneous linear ODE y 0 + p(x)y = 0,
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
⇒ y(x) = ec1 e− p(x)dx
= ce− p(x)dx
, c = ec1 . (36)
For non-homogeneous ODE, an integrating factor F = F (x) exists. Hence,

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
is exact. If the integrating factor is such that
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
⇒ ln F = h = p(x)dx
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
= ce− p(x)dx
, c = ec1 . (36)

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
R
. (38)
Lecture 1 16/26
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
= ce− p(x)dx
, c = ec1 . (36)

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
R
. (38)
Lecture 1 16/26
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
= ce− p(x)dx
, c = ec1 . (36)

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
R
. (38)
Lecture 1 16/26
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
= ce− p(x)dx
, c = ec1 . (36)

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
R
. (38)
Lecture 1 16/26
Z Z
dy dy
= −p(x)y ⇒ = − p(x)dx + c1
dx y
R R
= ce− p(x)dx
, c = ec1 . (36)

F (x)y 0 + p(x)F (x)y = r(x)F (x). (37)
dF
p(x)F (x) = , then F y 0 + F 0 y = (F y)0
dx
0
⇒ (F y) = rF.
Now,
Z Z
dF dF
= p(x)F (x) ⇒ = p(x)dx , h
dx F
Z
R
. (38)
Lecture 1 16/26
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as5
Z
h 0 h h
(e y) = re ⇒ e y = r(x)eh dx + c
Z Z
⇒ y(x) = e−h r(x)eh dx + c , h = p(x)dx. (39)
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

We note that p(x) = tan x and r(x) = sin 2x. Hence,
Z Z
h = p(x)dx = tan xdx = ln | sec x|,
⇒ eh = sec x, e−h = cos x reh = 2 sin x cos x sec x = 2 sin x

Z
⇒ y(x) = cos x 2 sin xdx + c = c cos x − 2 cos2 x. (41)
Now, applying the initial condition

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
5 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
Z
h 0 h h
Z Z
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

Z Z

Z

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
Lecture 1 17/26
Z
h 0 h h
Z Z
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

Z Z

Z

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
Lecture 1 17/26
Z
h 0 h h
Z Z
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

Z Z

Z

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
Lecture 1 17/26
Z
h 0 h h
Z Z
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

Z Z

Z

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
Lecture 1 17/26
Z
h 0 h h
Z Z
Example: Solve
y 0 + y tan x = sin 2x, y(0) = 1. (40)

Z Z

Z

y(0) = 1 = c − 2 ⇒ c = 3
⇒ y(x) = 3 cos x − 2 cos2 x. (42)
Lecture 1 17/26
Reduction to Linear Form - Bernoulli Equation
Certain non-linear ODEs can be transformed into linear ODEs. One such equation,
called the Bernoulli equation, is given by
y 0 + p(x)y = g(x)y a , (43)
which is linear only when a = 0, 1.
Using the transformation u(x) = y(x)1−a , we obtain
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .

Hence, the transformed linear ODE is given by

u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
So, we note that p(x) = −A, g(x) = −B and a = 2 ⇒ u(x) = y(x) . Hence, Ru + Au = B
is the transformed linear ODE. For this linear ODE, p(x) = A, r(x) = B ⇒ h = pdx = Ax,
eh = eAx , e−h = e−Ax and reh = BeAx . Therefore,
Z
B
u(x) = ce−Ax + e−Ax BeAx dx = ce−Ax +
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
y 0 + p(x)y = g(x)y a , (43)
u0 = (1 − a)y(x)−a y 0 = (1 − a)y −a (gy a − py)
⇒ u0 = (1 − a) g − py 1−a = (1 − a) (g − pu) .


u0 + (1 − a)p(x)u = (1 − a)g(x). (44)
Example: Solve
y 0 − Ay = −By 2 . (45)
−1 0
Z
B
A
1 1
y(x) = = −Ax B . (46)
u(x) ce +A
Lecture 1 18/26
Second Order Linear ODEs
A second-order ODE is called linear if it has the following standard form6
y 00 + p(x)y 0 + q(x)y = r(x) (47)
and non-linear otherwise.
6 p(x) and q(x) are called coefficients of the ODE, which becomes homogeneous if r(x) = 0, otherwise it is non-homogeneous.
Lecture 1 19/26
y 00 + p(x)y 0 + q(x)y = r(x) (47)
Lecture 1 19/26
y 00 + p(x)y 0 + q(x)y = r(x) (47)
Fundamental Theorem for Linear Homogeneous ODEs

Any linear combination of solutions of homogeneous linear ODEs, on an open
interval I, is again a solution of the ODE on I.
Lecture 1 19/26
y 00 + p(x)y 0 + q(x)y = r(x) (47)

Linear Independence:
Two functions y1 and y2 are called linearly independent on an interval I, where they
are defined, if
k1 y1 (x) + k2 y2 (x) = 0 (48)
everywhere on I implies that k1 = 0 and k2 = 0.
Lecture 1 19/26
y 00 + p(x)y 0 + q(x)y = r(x) (47)

are defined, if
k1 y1 (x) + k2 y2 (x) = 0 (48)

Otherwise, they are linearly dependent and hence, proportional, because then their
linear combination is zero everywhere on I for some k1 6= 0 or k2 6= 0, which gives
either y1 = (−k2 /k1 ) y2 or y2 = (−k1 /k2 ) y1 .
Lecture 1 19/26
y 00 + p(x)y 0 + q(x)y = r(x) (47)

are defined, if
k1 y1 (x) + k2 y2 (x) = 0 (48)

Otherwise, they are linearly dependent and hence, proportional, because then their
linear combination is zero everywhere on I for some k1 6= 0 or k2 6= 0, which gives
either y1 = (−k2 /k1 ) y2 or y2 = (−k1 /k2 ) y1 .
Linearly independent functions on an interval I are called basis functions on
the interval I.
Lecture 1 19/26
Second-Order Homogeneous Linear ODEs
General Solution
The general solution of a second-order homogeneous linear ODE, on an open interval
I, is given by
y(x) = c1 y1 (x) + c2 y2 (x), (49)
where c1 , c2 are arbitrary constants, if y1 (x) and y2 (x) are linearly independent (or
basis) solutions to the second-order linear homogeneous ODE.
Lecture 1 20/26
Second-Order Homogeneous Linear ODEs
General Solution
The general solution of a second-order homogeneous linear ODE, on an open interval
I, is given by
y(x) = c1 y1 (x) + c2 y2 (x), (49)
where c1 , c2 are arbitrary constants, if y1 (x) and y2 (x) are linearly independent (or
basis) solutions to the second-order linear homogeneous ODE.
Initial Value Problem and Particular Solution

Initial value problem for a second-order homogeneous ODE consists of the ODE and
the following two constraints
y(x0 ) = K0 , y 0 (x0 ) = K1 . (50)
These conditions are used to evaluate the arbitrary constants in the general solution
of the ODE to obtain a particular solution.
Lecture 1 20/26
Second-Order Homogeneous Linear ODEs - Reduction of Order
If one solution of the second-order homogeneous linear ODE
y 00 + p(x)y 0 + q(x)y = 0 (51)
is known, then the other solution can be found by solving a first-order ODE.
To show this, let y1 be the known solution. To get y2 , we set
y = y2 = uy1 , y 0 = y20 = u0 y1 + uy10 , y 00 = y200 = u00 y1 + 2u0 y10 + uy100
in the ODE, i.e.,
u00 y1 + 2u0 y1 + uy100 + p (u0 y1 + uy10 ) + q (uy1 ) = 0

⇒ u00 y1 + u0 (2y10 + py1 ) + u (y100 + py10 + qy1 ) = 0
| {z }
=0 ∵y1 is a solution
0
0 2y1
+ py1 2y10 + py1
⇒ u00 + u =0⇒U +U 0
= 0, U = u0
y1 y1
Z Z 0 Z
U 2y1
⇒ =− + p dx ⇒ ln |U | = −2 ln |y1 | − p(x)dx
dU y1
1 − R p(x)dx
⇒ U = 2e . (52)
y1
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
y 00 + p(x)y 0 + q(x)y = 0 (51)
in the ODE, i.e.,
u00 y1 + 2u0 y1 + uy100 + p (u0 y1 + uy10 ) + q (uy1 ) = 0

⇒ u00 y1 + u0 (2y10 + py1 ) + u (y100 + py10 + qy1 ) = 0
| {z }
0
0 2y1
+ py1 2y10 + py1
⇒ u00 + u =0⇒U +U 0
= 0, U = u0
y1 y1
Z Z 0 Z
U 2y1
⇒ =− + p dx ⇒ ln |U | = −2 ln |y1 | − p(x)dx
dU y1
1 − R p(x)dx
⇒ U = 2e . (52)
y1
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
y 00 + p(x)y 0 + q(x)y = 0 (51)
in the ODE, i.e.,
u00 y1 + 2u0 y1 + uy100 + p (u0 y1 + uy10 ) + q (uy1 ) = 0

⇒ u00 y1 + u0 (2y10 + py1 ) + u (y100 + py10 + qy1 ) = 0
| {z }
0
0 2y1
+ py1 2y10 + py1
⇒ u00 + u =0⇒U +U 0
= 0, U = u0
y1 y1
Z Z 0 Z
U 2y1
⇒ =− + p dx ⇒ ln |U | = −2 ln |y1 | − p(x)dx
dU y1
1 − R p(x)dx
⇒ U = 2e . (52)
y1
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
y 00 + p(x)y 0 + q(x)y = 0 (51)
in the ODE, i.e.,
u00 y1 + 2u0 y1 + uy100 + p (u0 y1 + uy10 ) + q (uy1 ) = 0

⇒ u00 y1 + u0 (2y10 + py1 ) + u (y100 + py10 + qy1 ) = 0
| {z }
2y 0 + py1 2y 0 + py1
⇒ u00 + u0 1 = 0 ⇒ U0 + U 1 = 0, U = u0
y1 y1
Z Z 0 Z
U 2y1
⇒ =− + p dx ⇒ ln |U | = −2 ln |y1 | − p(x)dx
dU y1
1 R
⇒ U = 2 e− p(x)dx . (52)
y1
Now u0 = U ⇒ u = U dx7 .
R R
U dx ⇒ y2 = uy1 = y1
7 y and y are linearly independent because y /y = u = R
U dx 6= constant since U > 0.
1 2 2 1
Lecture 1 21/26
A constant-coefficient second-order homogeneous linear ODE has the following

standard form
y 00 + ay 0 + by = 0, (53)
i.e., the coefficients p(x) = a, q(x) = b are constants.

Let y = eλx be a solution to (53). Then substituting y, y 0 = λeλx and y 00 = λ2 eλx
in (53) results in λ2 + aλ + b eλ = 0. Since eλx is not identically zero, we
conclude that y = eλx is a solution of (53) if λ is solution to the following
characteristic/auxiliary equation
λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2
There are three types of roots of the characteristic equation:

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
3. λ1 , λ2 are complex conjugates of each other if a2 − 4b < 0.
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26

standard form
y 00 + ay 0 + by = 0, (53)

λ2 + aλ + b = 0
1 p 1 p
⇒λ1 = −a + a2 − 4b , λ2 = −a − a2 − 4b . (54)
2 2

1. Real λ1 6= λ2 if a2 − 4b > 0,
2. Real λ1 = λ2 if a2 − 4b = 0,
Lecture 1 22/26
Roots of the Characterisitic Equation
1. For real λ1 6= λ2 , the constant-coefficient second-order homogeneous linear ODE has the following linearly
independent and general solutions
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
2. For real λ1 = λ2 = −a/2, y1 = e−ax/2 . Using the method of reduction of order, we set y2 = uy1 and
substitute y2 , y20 , y200 in (53) to get
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
1 = 1 and c2 = 0, we get y2 = xy1 . Hence, general solution to the constant-coefficient
second-order homogeneous linear ODE is given by
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
3. For λ1 = −a/2 + iω and λ2 = −a/2 − iω, ω = b − a2 /4,
λ1 x −ax/2 iω −ax/2
e =e e =e (cos ωx + i sin ωx)
λ x −ax/2 −iω −ax/2
e 2 =e e =e (cos ωx − i sin ωx) .
−ax/2
Choosing y1 = 0.5 ∗ (eλ1 x + eλ2 x ) =e cos ωx and y2 = −0.5i ∗ (eλ1 x − eλ2 x ) = e−ax/2 sin ωx,
the general solution is given by
−ax/2
y(x) = e (c1 cos ωx + c2 sin ωx) . (57)
Lecture 1 23/26
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
−ax/2
−ax/2
Lecture 1 23/26
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
−ax/2
−ax/2
Lecture 1 23/26
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
−ax/2
−ax/2
Lecture 1 23/26
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
−ax/2
−ax/2
Lecture 1 23/26
λ1 x λ2 x
y1 (x) = e , y2 (x) = e
λ1 x λ2 x
⇒ y(x) = c1 e + c2 e . (55)
00 0 0 00 0 0
u y1 + 2u y1 + uy1 + a u y1 + uy1 + buy1 = 0
00 0 0 00 0
⇒ u y1 + u 2y1 + ay1 +u y1 + ay1 + by1 = 0
| {z } | {z }
0 =−ay
=0 ∵ 2y1 =0
1
00 00 ∗ ∗
u y1 = 0 ⇒ u =0⇒u= c1 x + c2 .
Choosing c∗ ∗
−ax/2
y(x) = c1 y1 + c2 y2 = (c1 + c2 x) e . (56)
p
−ax/2
−ax/2
Lecture 1 23/26
An ODE of the form
x2 y 00 + axy 0 + by = 0 (58)
with given constants a, b and unknown function y(x) is called an Euler-Cauchy

equation.
A second-order auxiliary equation can be obtained from the Euler-Cauchy equation
by substituting y = xm , i.e.,
x2 m(m − 1)xm−2 + axmxm−1 + bxm = 0

xm (m(m − 1) + am + b) = 0
m2 + (a − 1)m + b = 0, (59)
the roots of which are given by

r
1 (1 − a)2
m1 = (1 − a) + − b,
2 4 (60)
r
1 (1 − a)2
m2 = (1 − a) − − b.
2 4
Lecture 1 24/26
An ODE of the form
x2 y 00 + axy 0 + by = 0 (58)

equation.
by substituting y = xm , i.e.,8
x2 m(m − 1)xm−2 + axmxm−1 + bxm = 0

xm (m(m − 1) + am + b) = 0
m2 + (a − 1)m + b = 0, (59)

r
1 (1 − a)2
m1 = (1 − a) + − b,
2 4 (60)
r
1 (1 − a)2
m2 = (1 − a) − − b.
2 4
8 y = xm is a solution of (58) iff m is a root of the auxiliary equation in (59).

Lecture 1 24/26
An ODE of the form
x2 y 00 + axy 0 + by = 0 (58)

equation.
by substituting y = xm , i.e.,8
x2 m(m − 1)xm−2 + axmxm−1 + bxm = 0

xm (m(m − 1) + am + b) = 0
m2 + (a − 1)m + b = 0, (59)

r
1 (1 − a)2
m1 = (1 − a) + − b,
2 4 (60)
r
1 (1 − a)2
m2 = (1 − a) − − b.
2 4
8 y = xm is a solution of (58) iff m is a root of the auxiliary equation in (59).

Lecture 1 24/26
1. For real m1 6= m2 , y1 (x) = xm1 , y2 (x) = xm2 and the general solution is given by
m1 m2
y(x) = c1 x + c2 x . (61)
2. For real m1 = m2 = (1 − a)/2, b = (1 − a)2 /4 and y1 (x) = x(1−a)/2 . Putting this value of the constant
b in (58), we get the following second-order homogeneous linear ODE in standard form
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)
Using method of reduction of order, we set y2 = uy1 where

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
u= U dx = 2
e dx = 1−a
e dx = dx
y1 x x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
Hence, the general solution is given by
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)
3. For m1 = c + id and m2 = c − id, we get

ln |x| id

m c id c c id ln |x| c
x 1 =x x =x e =x e = x (cos(d ln |x|) + i sin(d ln |x|)) ,
−id
m c −id c ln |x| c −id ln |x| c
x 2 =x x =x e =x e = x (cos(d ln |x|) − i sin(d ln |x|)) .
Choosing y1 (x) = 0.5 ∗ (xm1 + xm2 ), y2 (x) = −0.5i ∗ (xm1 − xm2 ), the general solution is given by
y(x) = c1 cos(d ln x) + c2 sin(d ln x). (64)
Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
u= U dx = 2
e dx = 1−a
e dx = dx
y1 x x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

−id
Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
u= U dx = 2
e dx = 1−a
e dx = dx
y1 x x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

−id
Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
u= U dx = 2
e dx = 1−a
e dx = dx
y1 x x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

−id
Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
u= U dx = e dx = e dx = dx
y12 x1−a x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
9
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

ln |x| −id

m c −id c c −id ln |x| c
9 Constants of integration have been chosen to be zero.

Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
y12 x1−a x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
9
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

ln |x| −id


Lecture 1 25/26
m1 m2
y(x) = c1 x + c2 x . (61)
2 00 (1 − a)2
0
x y + axy + y=0
4
2
00 a 0 (1 − a)
⇒y + y + 2
y = 0. (62)
x
|{z} | 4x{z }
p(x) q(x)

1 − R p(x)dx 1 1
Z Z Z Z
−a ln |x|
y12 x1−a x
(1−a)/2
u = ln |x| ⇒ y2 (x) = ln |x|x .
9
(1−a)/2
y(x) = (c1 + c2 ln |x|) x . (63)

ln |x| id

ln |x| −id


Lecture 1 25/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

We note that a = 1.5 and b = −0.5. The auxiliary equation becomes
m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

The characteristic equation is given by
λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .
Applying the initial conditions, y(0) = 0 = c1 and
y 0 (0) = 3 = y 0 (x) = e−0.2x (3c2 cos 3x − 0.2c2 sin 3x) = 3c2 ⇒ c2 = 1, which

x=0 x=0
gives the following particular solution
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26
Example: Solve
x2 y 00 + 1.5xy 0 − 0.5y = 0. (65)

m2 + 0.5m − 0.5 = 0 ⇒ m = 0.5, −1
√
⇒ y1 (x) = x and y2 (x) = 1/x.
√ c2
y(x) = c1 x + .
x
Example: Solve
y 00 + 0.4y 0 + 9.04y = 0, y(0) = 0, y 0 (0) = 3. (66)

λ2 + 0.4λ + 9.04 = 0 ⇒ λ = −0.2 ± 3i.
y(x) = e−0.2x (c1 cos 3x + c2 sin 3x) .

x=0 x=0
y(x) = e−0.2x sin 3x.
Lecture 1 26/26

EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part I)

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EE506 - Engineering Mathematics: Review of Ordinary Differential Equations (Part I)

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EE506 – Engineering Mathematics

Dr. Adeem Aslam

Department of Electrical Engineering

September 14, 2021

1 Ordinary Differential Equations

2 Linear Ordinary Differential Equations

Ordinary Differential Equation

Ordinary Differential Equation

An ODE may contain y itself, known functions of x (or t) and constants

Ordinary Differential Equation

First order ODEs are often represented as

F (x, y, y 0 ) = 0, (Implicit Form),

Graph of h(x) is called the solution curve.

First order ODEs are often represented as

F (x, y, y 0 ) = 0, (Implicit Form),

Graph of h(x) is called the solution curve.

First order ODEs are often represented as

F (x, y, y 0 ) = 0, (Implicit Form),

Graph of h(x) is called the solution curve.

3 Order of differentiability of h depends on the order of the ODE.

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

A particular solution is obtained by choosing a specific value of c in the general

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

A particular solution is obtained by choosing a specific value of c in the general

4 ODEs of the type y0 = ky, k > 0, model exponential growth.

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

A particular solution is obtained by choosing a specific value of c in the general

4 ODEs of the type y0 = ky, k > 0, model exponential growth.

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

A particular solution is obtained by choosing a specific value of c in the general

4 ODEs of the type y0 = ky, k > 0, model exponential growth.

Example: The ODE

xy 0 = −y, ∀ x 6= 0 ≡ x ∈ (−∞, 0) ∪ (0, ∞), (4)

A solution containing an arbitrary constant c is called a general solution of the

A particular solution is obtained by choosing a specific value of c in the general

4 ODEs of the type y0 = ky, k > 0, model exponential growth.

An ODE with initial condition/constraints, y(x0 ) = y0 , is called an initial value

Example: The ODE

y 0 = 3y, y(0) = 5.7, (6)

has a general solution given by y = ce3x .

An ODE with initial condition/constraints, y(x0 ) = y0 , is called an initial value

Example: The ODE

y 0 = 3y, y(0) = 5.7, (6)

has a general solution given by y = ce3x .

An ODE with initial condition/constraints, y(x0 ) = y0 , is called an initial value

Example: The ODE

y 0 = 3y, y(0) = 5.7, (6)

has a general solution given by y = ce3x .

An ODE with initial condition/constraints, y(x0 ) = y0 , is called an initial value

Example: The ODE