MAT300: Introduction to Ordinary Differential Equations

CHAPTER 1: INTRODUCTION TO ORDINARY DIFFERENTIAL EQUATIONS

1.0 Introduction

A great many problems which arise in science and technology and engineering involve
rates of change. For this reason, equations which contain derivatives is called differential
equations are of considerable importance in nearly all areas of applications. Among the
problems using method of differential equations for solutions are those involving
velocities, chemical reactions, interest calculations, thermodynamic changes, population
growth, forces on beams, electric circuits, radioactivity and others.

1.1 Differential Equation (DE): General Overview

A differential equation (DE) is an equation that contains derivatives (or differentials) of

one or more dependent variable with respect to one or more independent variable.

Example

i)
ii)
iii)
iv)
v)

vi)

vii)

Type of DE

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(a) Ordinary Differential Equation (ODE)

 An equation that contains derivative of one or more dependent variable(s)
with respect to one independent variable.
 Example
i)

ii)

iii)

(b) Partial Differential Equation (PDE)

 An equation that contains partial derivatives of one or more dependent
variable(s) with respect to two or more independent variables.
 Example
i)

ii)

Note: For this course, we shall be focusing our discussions on the ODE.

Notation for ODE

(a) Liebniz Notation

(b) Prime Notation

 (the 4th derivatives or higher: )

Order of ODE

 The order of an ODE refers to the order of the highest derivative in the equation.
 A first order ODE is an equation which contains only first derivatives.
 A second order ODE is an equation which contains second derivatives and
possibly first derivatives.
 An nth order ODE in one dependent variable is given as
which also can be written as

 Example: Order 3

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Degree of ODE

 The degree of an ODE refers to the power of the highest order derivative in the
equation.

 Example: Degree 4

Linearity of an ODE

 General form of a linear nth order ODE:

 Characteristic of a linear ODE:

 the dependent variable say and its derivatives are of
degree 1.
the power of each term involving is 1.
 no product of the dependent variable and any of its derivative present.
the coefficients are functions of independent variable.
 no transcendental function of the dependent variable exists.

 Examples of linear and non-linear DE

Differential Equation Linearity

  Linear ODE, satisfies all 3 characteristics

  Linear ODE, satisfies all 3 characteristics

  Linear ODE, satisfies all 3 characteristics

 Non-linear ODE, the 1st condition is

violated as DE contains
 Non-linear ODE, the 2nd condition is

violated as DE contains
 Non-linear ODE, the 3rd condition fails as
 the DE contains a transcendental
function,
Example

Classify the DE according to their dependent variable, independent variable, type, order,
degree and linearity.

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 MAT300: Introduction to Ordinary Differential Equations

DE DV IV Type Order Degree Linearity

Solution of a DE

 A solution of a DE is a relation between the variables which satisfies the DE.

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 MAT300: Introduction to Ordinary Differential Equations

 A solution of an nth order ODE is a function that possesses at least n

derivatives and for which In other words,
satisfies the differential equation on the interval, .
 Type of Solution

Type Description Example

 Explicit  A solution in which the dependent 

Solution variable can be expressed in terms 
of the independent variable and
constants.

 Implicit  A solution in which the dependent 

Solution variable is NOT expressed solely in 
terms of the independent variable
and constants.
 A relation is an implicit
solution of an ODE on an interval
if there exists at least one function
that satisfies the relation and
the differential equation on the
interval such that .

 General  A solution of a DE that contain 

Solution arbitrary parameters. 

 Particular  A solution of a DE that does not 

Solution contain any arbitrary parameters. 

 Families of Solution

Type Description Example

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 MAT300: Introduction to Ordinary Differential Equations

 1-Parameter  A solution that contains a 

Family single arbitrary constant or 
Solution parameter, , that forms a
set of

 n-Parameters  A solution that contains 

Family arbitrary constant, (2-parameter family solution)
Solution , that forms a 
set of (3-parameter family solution)

Note: A single DE can possess an infinite number of solutions corresponding to

the unlimited number of choices for the parameter(s). When specific values
of and are given, the value of can be evaluated. Hence, it
becomes the particular solution.

 Verifying Solutions
 A given solution(s) could be verified by substituting the solution and its
derivative (s) into the differential equation to ensure that the DE is satisfied.

Self-Test

1. Verify that the indicated function is a solution of the given differential equation on
the interval :

(a) ,

(b) ,

2. Verify that is a solution of the differential equation, .

(MAT522/APR2008/4M)

3. Find the differential equation that describes the slopes of the given equipotential
curves . (MAT522/OCT2008/4M)

4. Find the values of so that is a solution of .

5. Verify that ( is a constant) is a solution of the differential equation.

.
(MAT300/MAR2012/4M)

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Additional Reading

Read Zill (2013): Section 1.1, Definitions and Terminology (page 2-8), Exercises 1.1 (1-
32)

1.2 Initial-Value Problems

 A DE along with subsidiary conditions on the unknown function and its

derivatives, all given at the same value of the independent variable,
constitutes an initial-value problem (IVP). The subsidiary conditions are initial
conditions.

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 MAT300: Introduction to Ordinary Differential Equations

Example: ,

 If the subsidiary conditions are given at more than one value of the
independent variable, the problem is a boundary-value problem (BVP) and
the conditions are boundary conditions.

Example: ,

 An initial value problem (IVP) is a problem of solving a differential equation

(for )

subject to the initial conditions: , ,…,

where are arbitrarily specified real constants.

First Order IVP

 The solution to the above problem is a function that passes through the
point on an interval where as shown in Figure 1.

Solution of
the DE
x o , y o  Solution of the DE that
satisfy the initial condition

x
I
Figure 1
 Example

is a one-parameter family of solutions of the first-order equation, .

All the solutions in this family are defined on the interval . The initial
condition are:

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 MAT300: Introduction to Ordinary Differential Equations

(i)

is a solution of the IVP ,

(ii)

is a solution of the IVP ,

Second Order IVP

 The solution to the DE defined on an interval where , is

a function of which the graph passes through the point and has
the slope . Refer to Figure 2.

Tangent line of
slope
y

Solution of Solution of the DE that

the DE satisfy the initial
condition and has the
slope

x
I

Figure 2

Self-Test

1. is a one-parameter family of solutions of the first ODE

Find a solution of the first order initial value problem (IVP) consisting of this
differential equation and the given initial condition.

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 MAT300: Introduction to Ordinary Differential Equations

(a)
(b)

2. Let be a two-parameter family of solutions of the differential

equation, . Find the solution of the initial value problem (IVP),

3. Given that is a general solution of the second order equation

, find the particular solution that satisfies the condition

Additional Reading

Read Zill (2013): Section 1.2, Initial-Value Problems (page 13-17), Exercises 1.2.

1.3 Differential Equations as Mathematical Models

Mathematical Models

 Mathematical model is a mathematical description of a system or a phenomenon

(i.e. to describe the behavior of a particular real life system). It may involve a
differential equation or a system of differential equations. Figure 3 displays the
step involved in setting up a mathematical model.

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Assumptions Express assumptions Mathematical

in terms of DEs Formulation

If necessary alter assumptions Solve the DE

or increase resolution of model

Check Model Display Model Obtain

with Known Prediction Solutions
(e.g.graphically)
Facts (Data)

Figure 3: Framework of a Mathematical Model (Source: Zill (2005))

 Mathematical models of some real-life problems are given as follows:

i) Population Dynamics
 If denotes the size of a population at time , the model for
obtaining the growth of the population is given by the differential
equation:

ii) Radioactive Decay

 If denotes the amount of radioactive substance, the
mathematical model describing the radioactive decay is represented
as:

iii) Newton’s Law of Cooling or Warming

 The newton’s law of cooling or warming of an object is given by the
differential equation:

surrounding temperature constant of proportionality

iv) Harvesting Model
 Let be the number of fish harvested from a fishery per unit time, the
model for the population of the fishery at any time is
expressed by:

v) Mixture Problem

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 MAT300: Introduction to Ordinary Differential Equations

 The mixing of two brine solutions can be represented by a linear

differential equation:

the amount of salt in the brine solution

vi) Car Loan

 Mathematical model for determining the balance amount of a car loan
at time , is given as:

annual interest rate the monthly payment rate

vii) Cholesterol Level

 An individual cholesterol level at time , can be determined from
the mathematical model:

the individual’s natural cholesterol level (diet excluding all fatty

foods)
the individual’s cholesterol intake measured in mg/day
a parameter that measures how rapidly the individual’s body
responds to deviations in cholesterol level from the natural
cholesterol level
a parameter that measures the rate at which the individual’s
body
produces cholesterol from foods that have been ingested.

viii) Electric Circuit

 An electronic force from a battery or generator produces a voltage of
volts and a current of amperes at time According
to Kirchoff’s Second Law, the sum of the voltage drop across the
inductor, , and the voltage drop across the resistor, , equal to
the impressed voltage, (i.e. ). The drop in voltage

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due to the resistor is given by and the voltage drop across the
inductor is Thus the equation can be written as:

 Kirchoff’s Second Law also states that the impressed voltage

across an inductor, a capacitor and a resistor equal the sum of
voltage drop across the inductor, capacitor and a resistor (i.e.
) which yield a differential equation:

inductance resistance capacitance

Current is related to charge on the capacitor by

ix) Damped Spring-Mass System

 The equation of motion for the damped spring-mass system with

external forcing is given as:

Additional Reading

Read Zill (2013): Section 1.3, Differential Equations as Mathematical Models (page 20-
27)

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