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Lecture 1
Review of Ordinary Differential Equations
(Part I)
Lecture 1 1/26
Outline
Lecture 1 2/26
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.
Lecture 1 3/26
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.
Lecture 1 3/26
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.
2 x (or t referring to time) is often called the independent while y is called the dependent variable.
Lecture 1 3/26
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.
2 x (or t referring to time) is often called the independent while y is called the dependent variable.
Lecture 1 3/26
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.
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.
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.
2 x (or t referring to time) is often called the independent while y is called the dependent variable.
Lecture 1 3/26
Ordinary Differential Equations
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.
Lecture 1 4/26
Ordinary Differential Equations
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.
Lecture 1 4/26
Ordinary Differential Equations
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.
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.
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
Lecture 1 5/26
Solution of ODEs
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
Lecture 1 5/26
Solution of ODEs
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
Lecture 1 5/26
Solution of ODEs
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 =− . (5)
x2 x
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 =− . (5)
x2 x
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 =− . (5)
x2 x
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 =− . (5)
x2 x
Lecture 1 6/26
Initial Value Problem
Lecture 1 6/26
Initial Value Problem
Lecture 1 6/26
Initial Value Problem
Lecture 1 6/26
Initial Value Problem
Lecture 1 6/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
Lecture 1 7/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
Lecture 1 7/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
Lecture 1 7/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
Lecture 1 7/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
Lecture 1 7/26
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)
Example: Solve
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 .
5 A function f (x) is continuous at x = x if it is defined at x = x , its limits exists at x = x and the limit equals f (x ).
0 0 0 0
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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.
(13)
2
Lecture 1 8/26
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
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 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 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 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 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 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 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)
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Ordinary Differential Equations
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
This gives u(x, y) = cos y cosh x + x + c1 = c2 or cos y cosh x + x = c, c = c2 − c1 .
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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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
Reduction to Exact Form
∂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)
∂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
Reduction to Exact Form
∂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)
∂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
Reduction to Exact Form
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
Reduction to Exact Form
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
Reduction to Exact Form
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
Reduction to Exact Form
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
Reduction to Exact Form
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
Reduction to Exact Form
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
Reduction to Exact Form
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
Linear ODEs
Definition
An ODE is called linear if it is linear in both the unknown function and all its derivatives.
Lecture 1 15/26
Linear ODEs
Definition
An ODE is called linear if it is linear in both the unknown function and all its derivatives.
Lecture 1 15/26
Linear ODEs
Definition
An ODE is called linear if it is linear in both the unknown function and all its derivatives.
Lecture 1 15/26
Linear ODEs
Definition
An ODE is called linear if it is linear in both the unknown function and all its derivatives.
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
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)
R
F (x) = eh = e p(x)dx
. (38)
Lecture 1 16/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
Lecture 1 17/26
First-Order Linear ODEs
With the expression for F in (38) and knowing that h0 = p(x), we can rewrite the
non-homogeneous linear ODE as6
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
6 From (39), we observe that constant of integration in h does not matter and hence, is often neglected.
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
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) .
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
Second Order Linear ODEs
7 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
Second Order Linear ODEs
7 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
Second Order Linear ODEs
7 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
Second Order Linear ODEs
Linear Independence:
Two functions y1 and y2 are called linearly independent on an interval I, where they
are defined, if
7 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
Second Order Linear ODEs
Linear Independence:
Two functions y1 and y2 are called linearly independent on an interval I, where they
are defined, if
7 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
Second Order Linear ODEs
Linear Independence:
Two functions y1 and y2 are called linearly independent on an interval I, where they
are defined, if
General Solution
The general solution of a second-order homogeneous linear ODE, on an open interval
I, is given by
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
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.
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
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
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
Second-Order Homogeneous Linear ODEs - Reduction of Order
If one solution of the second-order homogeneous linear ODE
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
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
Second-Order Homogeneous Linear ODEs - Reduction of Order
If one solution of the second-order homogeneous linear ODE
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
Now u0 = U ⇒ u =
R R
U dx ⇒ y2 = uy1 = y1 U dx.
Lecture 1 21/26
Second-Order Homogeneous Linear ODEs - Reduction of Order
If one solution of the second-order homogeneous linear ODE
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
Now u0 = U ⇒ u = U dx8 .
R R
U dx ⇒ y2 = uy1 = y1
8 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
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
Lecture 1 22/26
Constant-Coefficient Second-Order Homogeneous Linear ODEs
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
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
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
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
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
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
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
Euler-Cauchy Equation
x2 y 00 + axy 0 + by = 0 (58)
Lecture 1 24/26
Euler-Cauchy Equation
x2 y 00 + axy 0 + by = 0 (58)
x2 y 00 + axy 0 + by = 0 (58)
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)
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
Euler-Cauchy Equation
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)
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
Euler-Cauchy Equation
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)
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
Euler-Cauchy Equation
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)
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
Euler-Cauchy Equation
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)
ln |x| −id
m c −id c 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)
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)
ln |x| −id
m c −id c 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)
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)
ln |x| −id
m c −id c 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 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26
Example: Solve
Lecture 1 26/26