ODEs PDF

Content
1.1 Introduction to Differential Equations

1.2 General theory of first-order ODEs
1.3 Solving analytically 2 special forms of first-order ODEs
1.4 First-order linear ODEs
1.5 Substitution method
1.6 Applications of first-order ODEs
Chap 2 Second-order Ordinary Differential Equations
2.1 Introduction to second-order ODEs
2.2 Second order linear ODEs
2.3 General theory for second-order linear homogeneous
ODEs
2.4 Second-order linear homogeneous ODEs
2.5 Substitution method
2.6 Applications of second-order ODEs
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Dr Minani Froduald Ordinary Differential Equations (ODEs)

Content
Chap 3 Linear Ordinary differential equations of arbitrary

order
3.1 Introduction
3.2 General theory of high-order linear homogeneous ODEs
3.3 High-order linear non-homogeneous ODEs
3.4 Solving ODEs using Laplace transform
Chap 4 Systems of First-Order Linear ODEs
4.1 Introduction
4.2 Systems of first-order linear ODEs
4.3 Applications of system of firs-order ODEs
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Introduction
The laws of physics are generally down as differential equations.
A Differential Equation (DE) is an equation containing one or
more derivatives of a single unknown function.
If the unknown function is depending with one independent
variable, then the DE is called Ordinary Differential Equation
(ODE).
If the unknown function is depending with two or more
independent variables, then the DE is called Partial Differential
Equation (PDE).
The ODEs are taught to undergraduate students who are science
majors, including mathematics, physics, and engineering. ODEs are
taught to undergraduate students during the first year while PDEs
are taught to third year undergraduate students.
Here we will concentrate on introduction to ODEs (10 Credits)
describing the main ideas for finding analytical solutions to certain
odes, such as first-order ODEs, second-order ODEs, higher-order
linear ODEs, and systems of first-order linear ODEs. . . . . . . . . . . . . . . . . . . . .
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Introduction
The prerequisites for studying ODEs are Calculus (Differentiation

and Integration), Linear Algebra (Matrices, Determinants of
matrices, Systems of linear algebraic equations, and eigenvalues
and eigenvectors) and they are taught during the first semester.
The module of ODEs is composed with 4 Chapters:
• Chapter 1: First Order ODEs
• Chapter 2: Second Order ODEs
• Chapter 3: Linear ODEs of arbitrary Order
• Chapter 4: System of First Order Linear ODEs
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Introduction
In Chapter 1, Section 1.1 gives introduction to differential

equations, such as normal form of ODE, order of ODE, solution of
ODE, linear and non-linear equations, and Initial Value Problem
(IVP) for ODE.
The general first order ODEs and IVP including Theorem on
existence and uniqueness of solution for IVP are given in Section
1.2.
In section 1.3, some kind of first-order ODEs including separable
equations and exact equations including Poincare’s Theorem on
test of exactness are solved. Moreover, in this section, integrating
factor method converting an important class of ODEs into exact
equations is described.
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Introduction
Section 1.4 gives the general theory of first-order linear ODEs.

Moreover, this section also covers the solvability of first-order
linear ODEs using integrating factor method and using the method
of variation of parameters.
In section 1.5, substitution methods are used for solving non-linear
ODEs such as Bernoulli’s equations and homogeneous equations.
The chapter ends with Section 1.6 giving applications of first-order
ODEs, such as Newton’s law of cooling, population growth and
radioactive decay.
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Introduction
Chapter 2 is composed with 6 Sections.

Section 2.1 gives the general theory of second-order ODEs
including Picard’s existence and uniqueness theorem for IVP.
Section 2.2 covers the theory of second-order linear ODEs
including the general form and Peano’s theorem.
In section 2.3, the general theory for the second-order linear
homogeneous ODEs including the method for solving first-order
linear homogeneous with constant coefficients, is given.
Section 2.4 gives the solvability of second-order linear
non-homogeneous ODEs using variation of parameters method and
using the method of undetermined coefficients.
In Section 2.5, special types of non-linear second order ODEs, such
as Euler’s equations, are solved using reduction method.
The Chapter ends with Section 2.6 containing applications of
second-order ODEs including mass spring system.
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Introduction
Chapter 3 is composed with 4 sections.

The first section introduces higher-order (n ≥ 3) linear ODEs
including the general form of nth-order linear ODEs, IVP together
with Peano’s existence and uniqueness Theorem for IVP.
Section 3.2 covers the general theory of high-order linear
homogeneous ODEs including the solvability of homogeneous
higher-order linear ODEs with constant coefficients.
The generalization of the method of undetermined coefficients for
solving non-homogeneous second-order linear ODEs is given in
Section 3.3.
Section 3.4, which is the last in this chapter, covers the topic of
Laplace Transform (LT) and finding solutions of some IVPs, for
constant coefficients linear equations, using LT method.
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Introduction
Chapter 4 is an introduction to systems of fist-order linear ODEs

and has 3 sections.
Section 4.1 covers the general theory of systems of first-order
ODEs including Picard’s Theorem on existence and uniqueness
solution to IVPs.
In Section 4.2, the theory of system of first-order linear equations
is given.
The chapter ends with Section 4.3, giving applications of systems
of linear ODEs such as epidemic of contagious diseases.
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Chap 1 First-order ODEs
• Introduction to Differential Equations

• General theory for first-order ODEs
• Solving analytically 2 special forms of first-order ODEs
• First-order linear ODEs
• Substitution method
• Applications of first-order ODEs
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Introduction to Differential Equations (DEs)
• A differential equation (DE) is an equation containing one or

more derivatives of a single unknown function.
• If the unknown function is depending with one independent
variable, then the DE is called Ordinary Differential Equations
(ODE).
• If the unknown function is depending with two or more
independent variables, then the DE is called Partial Differential
equation (PDE).
• An order of DE is the highest derivative presented in the
equation.
• Examples:
(a)y′′ (t) − (y′ (t))3 + 5y6 (t) = et is an ODE of order 2.
(b)y(4) (t) − y′ (t) = 0 is an ODE of order 4.
2 z(x,y) 2 z(x,y)
(c) ∂ ∂x 2 + ∂ ∂y 2 = 0 is a PDE of order 2.
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• A solution of ODE on an interval I is a function which when

substitute into the ODE, satisfies the equation identically on I.
• Examples:
(a) The function y(t) = t2 + c, where c is a constant, is an explicit
solution of the ODE y′ (t) = 2t.
(b) The implicit function t2 + y(t) + y3 (t) = 5 is an implicit
solution of the ODE 2t + y′ (t) + 3y2 (t)y′ (t) = 0.
(c) The equation y′ (t))2 + (y(t))2 = 0 has exactly one solution
y(t) = 0.
(d) The ODE y′ (t))2 + (y(t))2 = −1 does not have any solution.
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• A ODE of the form

an (t)y(n) (t)+an−1 y(n−1) (t)+...+a1 (t)y′ (t)+a0 (t)y(t) = f(t), t ∈ I,
where an (t), ..., a0 (t) are given and f(t) is the function on the right
hand side, is called linear ODE of order n.
ODEs in any other form are called non-linear.
If f(t) = 0, ∀t ∈ I, then the above equation is called homogeneous.
If f(t) ̸= 0, for at least one t ∈ I, then the above equation is called
non-homogeneous.
• Examples:
(a) The equation y′′ (t) − 2y′ (t) + y(t) − t2 = 0 is linear
non-homogeneous eq. of order 2.
(b) The equation y(4) (t) − y′ (t) − y(t) = 0 is linear homogeneous
eq. of order 4.
(c) The equation y′′ (t) − (y′ (t))3 + 5y6 (t) = et is non-linear.
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• If the solutions of an ODE depend on parameters, C1 , C2 , ..., Ck ,

then we call them a k-parameter family of solutions. The set of all
solutions to a ODE is called its general solution.
A solution of a ODE, which is not part of any family of solutions is
called singular solution.
• The problem which combines a ODE and a system of Initial
Conditions (ICs) is called an Initial Value Problem (IVP).
• Examples:
(a) The equation y′′ (t) − y(t) = 0, t ∈ R has the general solution
y(t) = C1 et + C2 e−t , where C1 , C2 are constants.
b Considerp the ODE
y′ (t) = t y(t).
Its general solution is y(t) = ( 14 t2 + C)2 and
its singular solution is y(t) = 0 wchich is not part of this family.
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(c) The function y(t) = 32 et − 12 e−t is the solution of the IVP
y′′ (t) − y(t) = 0, t ∈ R

y(0) = 1
y′ (0) = 2
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Homework exercises
1. Find the order of the following ODEs:
(a) t3 y′ (t) + y(t) = sin(t)
y(t)
(b) 1+(y ′ 2 = 2
p (t))
(c) y (t) + t2 = y′ (t)
′′
2. Find
p the normal form of the following ODEs::
(a) y′ (t) + 4 + y(t) − t = 0
(b) y(t)y′ (t) + t = 1.
3. Verify whether the indicated family of functions is a family of
solutions of the given DE or not.
(a) y′′ − y = 2, y(t) = Cet + de−t − 2
Cet
(b) y′ + y + y2 = 0, y(t) = 1+Ce t
4. Verify that the equation y3 − t2 y = 5 forms an implicit solution

of the DE y′ (t) = 3y2ty(t)
2 (t)−t2 .
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5. Consider the general solution y′′ (t) + 4y(t) = 0, t ∈ R.

Determine the values of the parameters using the following initial
conditions
(a) y(0) = 0, y′ (0) = 0
(b) y(0) = 1, y′ (0) = 0
(c) y(0) = 0, y′ (0) = 1
(d) y(π/4) = 2, y′ (π/4) = 1
6. Consider the family of solutions y(t) = tan(t2 + C) of the ODE
y′ (t) = 2t(1 + y2 (t)).
Determine the values of the parameters using the following ICs and
detremine the domain of the corresponding function.
How many solutions do you have?
(a) y(0) = 0
(b) y(0) = 1
(c) y(1) = −1.
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7. Determine whether the following ODEs are linear or non-linear

and √find their orders:
(a) t2 + 4y′′ (t) − 5y′ (t) + 1t y(t) = t3 + 1
(b) y′ (t) = y(t)t
(c) cos(t)y ′′′ (t) − y′ (t) = t2

p
′
(d) y (t) + 1 − y(t) = 0
(e) y′ (t) + ey(t) = t
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General theory for first-order ODEs
• General form:
The general form of first-order ODE is
F(t, y(t), y′ (t)) = 0, t ∈ I. (1)
Its normal form is
y′ = f(t, y(t)), t∈I (2)
and its differential form is
P(t, y)dt + Q(t, y)y(t) = 0, t ∈ I. (3)
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• The IVP for the equation (2) is
y′ = f(t, y(t)) (4)

y(t0 ) = y0 , (5)
where (t, y) ∈ Ra,b = [t0 − a, t0 + a]x[y0 − b, y0 + b].

Theorem 1.1 (Picard’s Theorem on ∃!)
If f(t, y) and ∂f(t,y)
∂y are continuous on Ra,b , then ∃!
y : [t0 − a, t0 + a] → [y0 − b, y0 + b] of the IVP (4)-(5).
• Examples:
(a) Consider the IVP
y
y′ = −
t
y(1) = 2.
Here, we have t0 = 1, y0 = 2 and f(t, y) = − yt , ∂y

∂f
(t, y) = − 1t and
both are continuous everywhere, except at t = 0. .
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Homework exercises
1. Check the existence and uniqueness of solutions for the
following IVPs:
(a) (t − 1)y′ = y2 + t, y(0) = 1
(b) (t − 1)y ′ 2
p = y + t, y(1) = 0
′
(c) y = py − 4, y(1) = 2
2
(d) y′ = y2 − 4, y(1) = 3
(e) (t2 + y2 )y′ = y + 1, y(1) = 1
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Solving analytically 2 spacial forms of first-order ODEs
• Separable first-order ODEs
ODEs of the form
y′ = f(t)g(y(t)), t ∈ I, (6)
are separable, where f, g are continuous functions on I.
Writing the equation (6) in the form
dy
= f(t)dt (7)
g(y)
which is equivalent to the equation of the form
Z Z
dyg(y) = f(t)dt
Assuming that the above integrals may be evaluated, we get

G(y) = F(x) + C, (8)
where C is a constant. This gives the general solution of (6) in
implicit form. .
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• Examples:
(a) Solve the ODE
y
y′ = − , −5 < t < 5.
t
The above equation can be written as ydy = tdt and integrate to
get y2 /2 √
= t2 /2 + C is an implicit form of the solution and
y(t) = ± t2 + C are two families of √ solutions. Suppose that
y(0) = 2. The solution is y(t) = − t2 + 4.
(b) Solve the IVP
sin(t)dt + y(t)dy = 0
y(0) = 1
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• Exact equation
Consider the first-order ODEs in the differential form
M(t, y)dt + N(t, y)dy(t) = 0. (9)
Let M and N have continuous partial derivatives on an open

rectangle R in R2 .
The ODE (9) is exact iff it satisfy Poincare’s condition:
∂M(t, y) ∂N(t, y)
= . (10)
∂y ∂t
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• Solving the exact equation: Exact method
Let z = f(t, y(t)) such that
ft = M(t, y) (11)
fy = N(t, y). (12)
The equation (9) becomes
ft dt + fy dy = d[f(t, y)] = 0. (13)
The general solution of (9) is
f(t, y) = C, (14)
where C is an arbitrary constant.

From (11)R we have
f(t, y) = M(t, y)dt = F(t, y) + g(y).
From (12) integrating N(t, y) with respect to y we find g′ (y).
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• Examples:
(a) Consider the ODE (3t2 − 2y2 )dt + (1 − 4ty)dy = 0.
In this case M(t, y) = 3t2 − 2y2 and N(t, y) = 1 − 4ty. The above
equation is exact since ∂M(t,y)
∂y = −4y = ∂N(t,y)
∂t .
For solving the exact equation.
IntegratingR the equationR (11) with respect to t to get
f(t, y) = M(t, y)dt = (3t2 − 2y2 )dt = t3 − 2ty2 + g(y).
Taking the derivative of f(t, y) with respect to y and knowing (12)
we get
fy (t, y) = −4ty + g′ (y) = N(t, y) = 1 − 4ty.
From the above equation
g′ (y) = 1
Integrating both sides we get g(y) = y + C and so our solution is
f(t, y) = t3 − 2ty2 + y = C.
(b) Solve y + cos(ty) + (t − y) + cos(t + y) dydt = 0.
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• Integrating factor method

Suppose the equation (9) is not exact, i.e., ∂M(t,y)
∂y ̸= ∂N(t,y)
∂t .
If we multiply both sides of the equation (9) by a function µ(t, y)
and the new equation
µ(t, y)M(t, y)dt + µ(t, y)N(t, y)dy(t) = 0 (15)
becomes exact, then the function µ(t, y) is called integrating factor

for the equation (9).
• How can we find integrating factor ?
M −N
(a) If p(t)
∫
= yN t is independent of y , then
µ(t) = e p(t)dt is an integrating factor for (9).
N −M
(b)If q(y)∫ = t M y is independent of t, then
µ(y) = e q(y)dy is an integrating factor for (9).
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• Examples:
(a) Solve (2ty3 − 2t3 y3 − 4ty2 + 2t)dt + (3t2 y2 + 4y)dy = 0.
In this case M = 2ty3 − 2t3 y3 − 4ty2 + 2t, N = 3t2 y2 + 4y.
My = 6ty2 − 6t3 y2 − 8ty, Nt = 6ty2 .
Since My ̸= Nt , the equation is not exact, so
M −N 3 y2 −8ty
p(t) = y N T = −6t 3t2 y2 +4y
= −2t
is independent
∫ of y ∫and our integrating factor is
−2tdt 2
µ(t) = e p(t)dt =e = e−t .
Multiplying the equation by integrating factor we get
2 2
e−t (2ty3R− 2t3 y3 − 4ty2 + 2t)dt + e−t (3t2 y2 + 4y)dy = 0.
2
f(t, y) = µNdy = et (t2 y3 + 2y2 ) + g(t)
2 2
ft = −2tet (2ty3 − 2t2 ) + e−t (2ty3 ) + g′ (t) =
2 2
et (−2ty3 − 4ty2 y3 ) + g′ (t) = µM = e−t 2ty3 − 2t3 y3 − 4ty2 + 2t).
2
Solving for g′ (t) yields g(t) = −e−t so that our solution is
2
e−t (t2 y3 + 2y2 − 1) = C.
(b) Solve the equation
(y2 − x)dx + 2ydy = 0.
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Homework exercises
1. Use the method of separation of variables to solve the DEs:
(a) 2ty(t) + 6t + (t2 − 4)y′ = 0
(b) y4 y′ + y′ + t2 + 1 = 0
2. Use the method of separation of variables to solve the IVPs for
DEs:
(a) sin(t)dt + y(t)dy = 0, y(0) = 1
(b) y′ = yt , y(0) = −2
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3. Using exact method solve

(a) (3x2 y2 + x2 )dx + (2x3 y + y2 )dy = 0
(b) (3x2 + 2xy2 )dx + (2xy )dy = 0, y(2) = −3
(c) 2x + y2 y′ = 0
−2x−y
(d) dy
dx = x−1 , y(0) = 1.
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4. Find the integrating factor for the following ODEs and solve
(a) (2ty3 − 2t3 y3 − 4ty2 + 2t)dt + (3t2 y2 + 4y)dy = 0
(b) (y2 − x)dx + 2ydy = 0
′
(c) xy2 + 1 + y3 = 0
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First-order linear ODEs
• General equation
The general first-order equation in the normal form is
y′ (t) + p(t)y(t) = q(t), (16)
where p(t), q(t) are continuous functions on a given interval I.

If q(t) = 0, then the above equation becomes
y′ (t) + p(t)y(t) = 0 (17)
and is called homogeneous. Otherwise it is called

non-homogeneous.
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Fist-order linear ODEs can be completely solved.

• By integrating
R method, the solution of (16) is
1
y(t) = µ(t) ( q(t)µ(t)dt + C),
∫
where µ(t) = e p(t)dt is the integrating factor.
• By variation of parameters method based on:
1. Finding the general solution of (17).
2. Taking the constant as a function of independent variable and
finding this function by substituting this function into (16).
By separation ∫ of variable method the solution ∫of (17) is given by
y(t) = Ce− p(t)dt = Cy1 (t), where y1 (t) = e− p(t)dt .
We search for a solution of (16) on the form
y(t) = C(t)y1 (t).
Plugging y(t) into non-homogeneous equation (16) to get
R
C′ (t) = yq(t)
1 (t)
and integrating for getting C(t) = yq(t)
1 (t)
dt + D.
R q(t)
The solution of (16) is y(t) = C(t) y1 (t) dt + Dy1 (t).
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• Examples:
(a) Solve ty′ + 2y = sin(t).
Using integrating factor method the solution of the above equation
is
y(t) = t12 sin(t) − 1t cos(t) + tC2 .
Using the variation of parameters method the solution of the above
equation is
1 R
1
1
e t2
y(t) = e t2
t dt + De t2
(b) Solve x(ln(x))y′ + y = 2ln(x).
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Homework Exercises
1. Solve using integrating method the following linear ODE
ty′ + 2y = sin(t)
2. Solve using variation of parameters method the following linear
ODE
y′ + xln(x)
1
y = 2x
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Substitution method
• Bernoulli’s equation
Consider the Bernoulli’s equation:
y′ (t) + p(t)y = q(t)yn , n ̸= 0, n ̸= 1. (18)
By substitution v = y1−n the equation (18) can be transformed

into a linear equation
1 dv
+ p(t)v = q(t). (19)
n − 1 dt
• Example:
Solve xy′ (t) + y(t)(t + 1) + ty5 (t) = 0, y(1) = 1..
Using the substitution v(t) = y1−5 = y−4 we get v′ − 4(t+1)
x v = 4.
Use integrating factor method to solve the above equation.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
• Homogeneous equation
A homogeneous ODE is a first order ODE that can be written in
the form
y(t)
y′ (t) = f( ). (20)
t
It can be made separable under the change of variable v(t) = yt .
• Example:
Solve the homogeneous equation t2 y′ = ty − y2 .
Transforming this equation into the following equation
2
y′ = yt − ( yt2 ).
Now let v = yt . Then substitution gives tv′ + v = v − v2 .
1
The solution of the above equation is v = ln(|t|)+C .
y
Replacing v by t we get our general solution :
t
y(t) = ln|t|+C .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
1. Solve the following IVP:

xy′ + y(x + 1) + xy5 = 0, y(1) = 1
2. Solve the following ODEs:
(a) y′ + 1t y = t2 y2 , t > 0
(b) y′ + y = xy3
3. Solve the homogeneous equations
(a) dy
dx = xy√ − y2
y+ x2 −y2
(b) y′ = x
4 4
(c) y′ = x xy +2y
3
4. Find all solutions y of the DE:

2 3
y′ = t +3y
2ty
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
5. Solve the ODEs:

(a) y′ = (4t + y + 3)2
(b) (x + y)y′ = 1
6. Determine, whether the equation is homogeneous, if it is, solve
it. If there is an IV, find the particular solution satisfying the IV:
(a) y′ = y+xx
2
(b) y′ = xy+y
x2
, y(−1) = 2
′
(c) xy = y −pxey/x
(d) x y’-y= x2 + y2
2 2
(e) y′ = y −3xy−5x
x2
, y(1) = −1.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Applications of first-order ODEs
• Newton’s law of cooling: The rate of change of

temperature is proportional to the temperature difference
between it and that of its surrounding medium of constant
temperature.
Let T(t) be the temperature of a body at time t and Tm be the
temperature of the surrounding medium, and k is a constant of
proportionality. The Newton’s law of cooling is the ODE:
T′ (t) = k(T(t) − Tm ).
Its general solution isT(t) = Tm + Cekt .
• Population growth: Experimentally that, under ideal
conditions, a population (e.g., bacteria, fruit flies, humans,
etc) tends to increase at a rate proportional to the size of
the population.
If N(t) is the number of individuals in a population (or size of the
population) at time t, then we have a ODE N(t) = kN(t), k ≥ 0.
If IC is N(t0 ) = N0 , then the solution is N(t) = N0 ekt .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Applications of first-order ODEs
Homework Exercises
1. A metal bar at a temperature of 100o F is placed in a room at
constant temperature of 0o F. If after 20 minutes the temperature
of the bar is 50o F, find
(a) the time it will take the bar to reach the temperature of 25o F,
and
(b) The temperature of the bar after 10 minutes.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Chap 2 Second-order ODEs
• Introduction to second-order ODEs

• Second-order linear ODEs
• General theory for the second-order linear homogeneous
ODEs
• Second-order linear non-homogeneous ODEs
• Substitution method
• Applications of second-order ODEs
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction to second-order ODEs
• General form: F(t, y(y), y′ (t), y′′ (t)) = 0, t ∈ I.

Normal form: y′′ (t) = f(t, y(t), y′ (t)), t ∈ I.
The general solution of the above equation depends of 2 constants:
G(t, y, C1 , C2 ) = 0.
If we solve this equation we get the general solution of the form
y(t) = C1 y1 (x) + C2 y2 (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Picard’s Theorem on existence and uniqueness solution to

IVP
Consider the IVP
y′′ (t) = f(t, y(t), y′ (t)), t ∈ I, y(t0 ) = y0 , y′ (t0 ) = y′0 . (21)
Suppose f : R3 → R is continuous in some cube

|t − t0 | ≤ a, |y − y0 | ≤ b, |y′ − y′0 | ≤ c and that the partial
derivatives ft , fy are also continuous there. Then there is some
interval |x − x0 | ≤ h ≤ a in which the IVP (21) has a unique
solution.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1 Show that the following IVP
y′′ + 1x y′ + x12 = 0, y(1) = 3, y′ (1) = 2
has a solution defined on (0, ∞).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Second-order linear ODEs
• General Equation A second-order linear ODE has the form
a(x)y′′ (x) + b(x)y′ (x) + c(x)y(x) = f(x), x ∈ I, (22)
where a(x), b(x), c(x), f(x) are continuous functions on I.

If f(x) = 0, x ∈ I, then the above equation is called homogeneous:
a(x)y′′ (x) + b(x)y′ (x) + c(x)y(x) = 0, x ∈ I. (23)
Otherwise it is called non-homogeneous.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

General theory for the second-order linear homogeneous
ODEs
• Linearly independence functions

Two functions f(x), g(x) defined on an interval I are said to be
linearly independent in I if C1 f(x) + C2 g(x) = 0, ∀x ∈ I, implies that
C1 = C2 = 0.
Two linearly independent solutions of (23) are called a fundamental
set of solutions for (23).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

ODEs
• Wronskian
For two differentiable functions f, g defined on interval I, the
Wronskian (=sign of linear dependency) of f and g is the
determinant

f(x) g(x)
W(f, g)(x) = ′
f (x) g′ (x)
Thus W(f, g)(x) = f(x)g′ (x) − f′ (x)g′ (x).

Sometimes we use the notation W(x) if we know f and g.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

ODEs
Theorem 2.2
Let y1 , y2 be 2 solutions of the homogeneous equation (23) defined
on an open interval I, where a, b, c are continuous on I. Then
y1 , y2 are linearly independent on I iff W(y1 , y2 )(x) ̸= 0, ∀x ∈ I.
Note that W(y1 , y2 )(x) ̸= 0, ∀x ∈ I or W(y1 , y2 )(x) = 0, ∀x ∈ I.
Theorem 2.3 (Superposition principle)
If y( x), y2 (x) are linearly independent solutions of (23) defined on
an open interval I, then the general solution of (23) is
y(x) = C1 y1 (x) + C2 y2 (x), x ∈ I.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

ODEs
• Solving the second-order linear homogeneous ODEs with
constant coefficients
Consider the equation (23), where a, b, c are constants:
ay′′ (x) + by′ (x) + cy(x) = 0, x ∈ I, (24)
where a, b, c ∈ R.
The characteristic equation (24) is the quadratic equation:
ar2 + br + c = 0 (25)
The roots of the characteristic equation of (25) are called the

characteristic
√ roots: √
−b+ b2 −4ac −b− b2 −4ac
r1 = 2a , r 2 = 2a .
The following theorem summarize the general solution of the
equation (24). .
.
.
.
.
. . . . .
. . . .
. . . .
. . . .
. . . .
. . . . .
.
.
.
.
.
.
.
.
.

ODEs
Theorem 2.4
(a) Case 1: The determinant ∆ = b2 − 4ac > 0.
If r1 , r2 are real and distinct, the general solution of (24) is
y(x) = C1 er1 x + C2 er2 x .
(b) Case 2: The determinant ∆ = b2 − 4ac = 0.
If r1 , r2 are real and r1 = r2 = r , then the general solution of (24)
is
y(x) = (C1 + C2 x)erx .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

ODEs
Theorem 2.4
(c) Case 3: The determinant ∆ = b2 − 4ac < 0.
If r1 , r2 are pure imaginary say r1 = α + iβ and r2 = α − iβ, then
the general solution of (24) is
y(x) = (C1 cos(βx) + C2 sin(βx))eαx .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

ODEs
• Examples:
(i) Consider the equation y′′ (x) + 2y′ (x) − 15y(x) = 0.
The characteristic equation is r2 + 2r − 15 = 0 and has the roots
r1 = −5, r2 = 3
The general solution is y(x) = C1 e3x + C2 e−5x .
(ii) Consider 9y′′ − 12y′ + 4y = 0.
The characteristic equation is 9r2 − 12r + 4 = 0 having roots
r1 = r2 = 23 .
2
The general solution is y(x) = (C1 + C2 x)e 3 x .
(iii) Consider the equation y′′ (x) + 4y′ (x) + 13y(x) = 0.
The characteristic equation is r2 + 4r + 13 = 0 and has the roots
r1 = −2 + 3i, r2 = −2 − 3i.
The general solution is y(x) = (C1 cos(3x) + C2 sin(3x))e−2x .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Solve the ODE
y′′ − 9y = 0 2. Solve the ODE
y′′ + 9y = 0
3. Solve the IVP
y′′ − 4y′ + 13y = 0, y(0) = 0, y′ (0) = 3
4. Solve the IVP
y′′ + 4y′ + 3y = 0, y(1) = 0, y′ (1) = 2e−3
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Second-order linear non-homogeneous ODEs
Consider the second order linear non-homogeneous ODE (22),

where f(x) is not zero.
Theorem 2.5
The general solution yG of (22) consists of the general solution yh
of the reduced equation (23) plus the particular solution yp of
(22). Thus
yG (x) = yh (x) + yp (x),
• Example:
1 4
Given that yp1 = 15 x is a particular solution of
′′ ′
x y + 4xy + 2y = 2x4 and yp2 = 13 x2 is a particular solution of
2
x2 y′′ + 4xy′ + 2y = 4x2 . By the principle of superposition, our

1 4
particular solution should be yp (x) = yp1 + yp2 = 15 x + 13 x2 .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Finding particular solution of second-order linear

non-homogeneous ODEs
1) yh = C1 y1 (x) + C2 y2 (x), where C1 , C2 are constant, is the
general solution of homogeneous equation and
2) yh = C1 (x)y1 (x) + C2 (x)y2 (x), C1 , C2 are functions of variables
to be determined, is a solution of non-homogeneous.
Consider the non-homogeneous equation
y′′ (x) + q(x)y′ (x) + r(x)y(x) = f(x), x ∈ I, (26)
and the homogeneous equation (its reduced equation)
y′′ (x) + q(x)y′ (x) + r(x)y(x) = 0, x ∈ I, (27)
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Let yh (x) = C1 y1 (x) + C2 y2 (x) be the general solution of (27).

The method of variation of parameters consists of replacing the
arbitrary constant C1 and C2 by functions u = u(x), v = v(x) so
that yp (x) = u(x)y1 (x) + v(x)y2 (x) is a particular solution of (26)
Three conditions
1. yp (x) should solve the above non-homogeneous equation (26).
2. y1 and y2 are solutions homogeneous equation (27).
Conditions 1 and 2 implied that we have the equation
y′1 u′ + y′2 v′ = f(x).
3. Condition simplifying the first derivative y′p and simplifying pair
of equations in the unknown u and v. Here we take y1 u′ + y2 v′ = 0.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

We get the system of 2 equations in the unknown u and v:
y1 u′ + y2 v′ = 0 (28)
y′1 u′ + y′2 v′ = f(x) (29)
We solve for u′ and v′ , then we can integrate to find u and v.

The particular solution of the non-homogeneous equation (26) is
Z Z
−y2 (x)f(x) y1 (x)f(x)
yp (x) = y1 (x) dx + y2 (x) dx. (30)
W(y1 , y2 )(x) W(y1 , y2 )(x)
• Example:
Find a particular solution of y′′ − 5y′ + 6y = 4e3x .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Solving a second-order linear non-homogeneous ODE using

the method of undetermined coefficients
Limitation of the method:
The method of undetermined coefficients can be applied only to
non-homogeneous linear equations with constant coefficients of the
form
y′′ + ay′ + by = f(x), (31)
where a, b are constant and the non-homogeneous term f is a

polynomial, an exponential function, a sine, a cosine, or a
combination of such functions.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

The following table summaries how to choose a particular solution

yp of non-homogeneous equation (31) with characteristic equation
r2 + ar + b = 0
(a) If f(x) = Pn (x) polynomial of degree n, then try
yp (x) = xs (An xn + ... + A1 x + A0 )
(b) If f(x) = Pn (x)eαx , then try
yp (x) = xs (An xn + ... + A1 x + A0 )eαx
(c) If f(x) = Pn (x)eαx sin(βx) and for f(x) = Pm (x)eαx cos(βx), then
try
yp (x) =
xs eαx [(Ak xk +...+A1 x+A0 )cos(βx)+(Bk xk +...+B1 x+B0 )sin(βx)],
where
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

k = max{n, m}
s is determined as follows
1. s is equals to the number of times 0 is a root of the
characteristic equation
2. s is equal to the number of times α is a root of the
characteristic equation
3. s = 1 if α + iβ is a root of the characteristic equation and 0
otherwise.
We can generalize the above procedure to the case when
f(x) = f1 (x) + ... + fn (x).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Examples:
(a) Solve y′′ − 5y′ + 6y = 4e2x . The roots of the characteristic
equation r2 − 5r + 6 = 0 are r1 = 3, r2 = 2. The particular solution
has the form yp (x) = Ae2x .
(b) Solve y′′ + 6y′ + 9y = 5e−3x . The roots of the characteristic
equation r2 + 6r + 9 = 0 are equals r1 = r2 = −3. The particular
solution has the form yp (x) = Ax2 e−3x .
(c) Solve y′′ − 4y′ + 5y = 5x + 1.. The roots of the characteristic
equation r2 − 4r + 5 = 0 are r1 = 2 + i, r2 = 2 − i. The particular
solution has the form yp (x) = A1 x + A0 .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Show that yp (x) = e2x is a particular solution of
y′′ + 2y′ − 3y = 5e2x and find the solution of the IVP
y′′ + 2y′ − 3y = 5e2x , y(0) = 5, y′ (0) = 2 .
1 4
2. Given that yp1 = 15 x is a particular solution of
2 ′′ ′
x y + 4xy + 2y = 2x 4
and yp2 = 31 x2 is a particular solution of

x2 y′′ + 4xy′ + 2y = 4x2
find the particular solution of
x2 y′′ + 4xy′ + 2y = 2x4 + 4x2
3. Using the method of undetrmined of coefficients find the
particular solution of y′′ + y′ − 4y = e−x (1 − 8x2 ).
4. Find a particular solution of y′′ − 5y′ + 6y = 4e2x
5. Using the method of variation of parameters solve
y′′ + 4y = sin(2x)sec2 (2x).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

6. Solve the IVP

xy′ − 2y = −x2 , y(1) = 1
7. Solve y′′ − 5y′ + 6y = x2 e3x .
8. Solve y′′ + y = t2
2
9. ddt2x − dx −t
dt − 2x = 2e
′′ ′
10. Solve y + a1 y + a0 y = cos(wt)
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
• Equation do not depend on y

Consider the equation
y′′ = f(x, y′ ).
We define z(x) = y′ (x). The above equation becomes
dz
dx = f(x, z)
which is the first-order equation that we can integrate.
• Examples:
(a) Find the general solution of y′′ + 2y′ = e−x
3
(b) Find the general solution of y′′ = 4(y′ ) 2 y.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
• Equation do not depend on x

Consider the equation
y′′ = f(y, y′ ).
Let z(x) = y(x) and regard z as a function of y. Then
y′′ = dx
d dy d
( dx ) = dx d dy
(z) = dy dz
dx = z dy .
The above equation becomes
dz
z. dy = f(y, z)
which is a first-order ODE.
• Example:
Find the general solution of yy′′ + (y′ )2 = 0. Its general solution is
1 2
2 y (x) = Ax + B.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
Consider the second order linear non-homogeneous equation
p(x)y′′ (x) + q(x)y′ (x) + r(x)y(x) = f(x), (32)
provided that we know a trivial solution to the second order linear

homogeneous equation:
p(x)y′′ (x) + q(x)y′ (x) + r(x)y(x) = 0. (33)
Suppose y1 is a nontrivial solution of the homogeneous equation.

Let y = uy1 , where u is a function to be determined. Let v = u′ .
We transform (32) into the first-order linear ODE in v:
(p(x)y1 )v′ + (2p(x)y′1 ) + (q(x)y1 )v = f(x).
Solving for v, we get u′ and after u, and thus y.

• Example:
Find the general solution of x2 y′′ − 4ty′ + 6y = x7 , x > 0.. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
• Reduction to the linear ODEs: Euler’s equation

Consider the Euler’s equations:
x2 y′′ (x) + a1 xy′ (x) + a0 y(x) = 0, (34)
where a0 , a1 are constant.

This equation (34) can be transformed into a linear ode with
constant coefficients by writing in terms of the variable
u = ln(x). Then
dy dy du 1 dy ′′
dx = du dx = x dx and you can also calculate y . Plugging into the
2
d y dy
equation (34) we get du 2 + (α1 − 1) du + a0 y = 0, which has
constant coefficients as promised.
• Example:
The fundamental √ set of the equation x2 y′′ (x) + 2xy′
√(x) + y = 0 is
y1 (x) = x−1/2 cos( 3/2lnx) and y2 (x) = x −1/2 sin( 3/2lnx).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Substitution method
Homework Exercises
1. Solve y′′ = 4(y′ )3/2 y
2. Solve yy′′ + (y′ )2 = 0
2
3. Solve y ddxy2 = ( dy 2 dy
dx ) + 2 dx 4. Solve
x2 y′′ − (x2 + 2x)y′ + (x + 2)y = 0
5. Find a fundamental set o solutions of
2
x2 ddxy2 + 2x dy
dx + y = 0
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Application of second-order ODEs
• Mass spring system
We consider the motion of an object with mass m at the end of a
spring that is either vertical or horizontal on a level surface.
Hooke’s law says that if the spring is stretched (or compounded) x
units from its natural length, then it is exerts a force that is
proportional to x: Restorage force= −kx,
where k is a positive constant called the spring constant.
Case 1: Simple harmonic motion
If we ignore any external resisting forces (due to air resistance or
friction), then, by Neweton’s second law, we have
2
m d dtx(t)
2 + kx(t) = 0.
Here x(t) is the vertical displacement measured from the natural
length of the spring, where m is the mass attached to the spring
and k is theq proportionality constant of the spring.
2
Let w = mt frequency. We have d dtx(t)
2 + w2 x(t) = 0 and the
general solution of the above equation is . . . . . . . . . . . . . . . . . . . .
x(t) = C1 cos(wt) + C2 sin(wt). . . . . . . . . . . . . . . . . . . . .

Application of second-order ODEs
Case 2: Oscillation with a damping force

Suppose the motion of the spring that is subject to a friction force
(in the case of the horizontal spring) or a damming force (in the
case when a vertical spring moves through a fluid). Assume that
the damping force is proportional to the velocity of the mass and
acts in the direction: Opposite the motion. (This has been
confirmed, at least approximately, by some physical experiments).
Then the damping force is Fd = −c dx(t)dt , where c is a positive
constant called the damping constant.
2
Newton’s second law can give m d dtx(t)
2 + kx(t) + c dx(t)
dt .
Case 3. Motion of spring affected by an external force
Suppose that, in addition to the restoring force and the damping
force, the motion of the spring is affected by an external force F(t).
The Newton’s second law gives
2
m d dtx(t)
2 + c dx(t)
dt + kx(t) = F(t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Chap 3 Linear Ordinary Differential Equations of arbitrary
order
• Introduction
• General theory for high-order linear homogeneous ODEs
• High-order linear non-homogeneous ODEs
• Solving ODEs using Laplace transform
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction
• General equation
The general nth order ODE has the form
y(n) + Pn−1 (x)y(n−1) (x) + ... + P1 (x)y′ + P0 (x)y(x) = f(x), x ∈ I,(35)
where I is an interval,P0 (x), P1 (x), ..., Pn−1 (x), called the

coefficients , and f(x) is called the forcing function or the
non-homogeneous term.
If f(x) = 0, x ∈ I, then the above equation is called homogeneous:
y(n) + Pn−1 (x)y(n−1) (x) + ... + P1 (x)y′ + P0 (x)y(x) = 0, x ∈ I.(36)
Otherwise it is called non-homogeneous.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction
• IVP and existence and uniqueness Theorem

Theorem 3.1 (Existence and uniqueness of solution to IVP)
Suppose P0 through Pn−1 , and f are continuous functions on some
interval I, x0 ∈ I and b0 , b1 , ..., bn−1 are constants. The equation
(35) has exactly one solution y(x) defined on the same interval I
satisfying the ICs y(x0 ) = b0 , ..., y(n−1) (x0 ) = bn−1 .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

General theory for high-order linear homogeneous ODES
•Linear independent functions

n functions f1 (x), f2 (x), ..., fn (x) defined on an interval I are said to
be linearly independent in I if
C1 f1 (x) + C2 f2 (x) + ... + Cn fn (x) = 0, ∀x ∈ I, implies that
C1 = C2 = ... = Cn = 0.
n linearly independent solutions of (36) are called a fundamental
set of solutions for (36).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Wronskian
For n differentiable functions f1 (x), f2 (x), ..., fn (x) defined on
interval I, the Wronskian (=sign of linear dependency) of
f1 (x), f2 (x), ..., fn (x) is the nxn determinant

f1 (x) f2 (x) ··· fn (x)
′
f1 (x) f′2 (x) ··· f′n (x)

W(f1 , .., fn )(x) = .. .. .. ..
. . . .
(n−1)
f (n−1)
(x) f2
(n−1)
(x) · · · fn (x)
1
Sometimes we note W(x) if we know f1 , ..., fn .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Theorem 3.2
Let y1 , y2 , ..., yn be n solutions of the homogeneous equation (36)
defined on an open interval I, where P0 , ..., Pn−1 are continuous on
I. Then
y1 , y2 , ..., yn are linearly independent on I iff
W(y1 , y2 , ..., yn )(x) ̸= 0, ∀x ∈ I.
Theorem 3.3 (Superposition Principle)
If y1 (x), y2 (x), ..., yn are linearly independent solutions of (36)
defined on an open interval I, then the general solution of (36) is
y(x) = C1 y1 (x) + C2 y2 (x) + ... + Cn yn (x), x ∈ I.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Solving high-order, linear, homogeneous ODE with

Consider the equation (36), where P0 , ..., Pn−1 are constants:
y(n) + Pn−1 y(n−1) (x) + ... + P1 y′ + P0 y = 0, x ∈ I. (37)
The characteristic equation or auxiliary equation of (37) is the

quadratic equation:
rn + Pn−1 rn−1 + ... + P1 r + P0 = 0. (38)
The roots of the characteristic equation (38) are called the

characteristic roots.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Theorem 3.4
(1) If the roots of the characteristic equation (38) are distinct
numbers (real or complex), then the distinct exponential functions
y1 (x) = er1 x , ..., yn (x) = ern x are linear independent.
(2) For any real number α the functions
y1 (x) = eαx , ..., yk (x) = xk−1 eαx are linear independent.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Examples:
(a) Solve y(4) − 3y′′′ + 3y′′ − y′ = 0. The characteristic equation is
r4 − 3r3 + 3r2 − r = 0 or r(r − 1)3 = 0.
The general solution is
y(x) = (C1C2 x + C3 x2 )ex + C4 .
Note that the first term is coming from r = 1 and the second term
is coming from r = 0.
(b) Solve y(4) − 4y′′′ + 8y′′ − 8y′ + 4y = 0.The characteristic
equation is r4 − 3r3 + 8r2 − 8r + 4 = 0 or ((r − 1) + 1)2 = 0.
The roots are 1 + i and 1 − i, both with multiplicity 2. Hence the
general solution of the above equation is
yG (x) = (C1 + C2 x)ex cos(x) + (C3 + C4 x)ex sin(x).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Find the general solution to
(a) y′′′ − 3y′′ − y′ + 3y = 0
(b) y′′′ + 4y′′ + 4y′ = 0
(c)y(4) − 16y = 0
(d) y′′′ − y′′ + 4y′ − 4y = 0
(e) y′′′ − 5y′′ + 3y′ + y = 0
(f) y(4) − 5y′′ + 4y = 0
(g) y(4) − 50y′′ + 625y = 0
(h) y′′′ + y′′ + y′ = 0
(i) y′′′ − 3y′′ + 4y′ − 2y = 0
2. Solve the IVP
y′′′ − y′′ + y′ − y = 0, y(0) = 0, y′ (0) = 1, y′′ (0) = −1
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

High-order linear non-homogeneous ODE
• General solution
The general solution of the high-order linear non-homogeneous
ODE (35) is of the form
yG (x) = yh (x) + yp (x),
where yh is a general solution of homogeneous equation (36) and
yp is a particular solution of non-homogeneous equation (35).
• Solving high-order linear non-homogeneous ODE using
variation of parameters method
Let yh (x) = C1 y1 (x) + C2 y2 (x) + ... + Cn yn is the general solution
of the homogeneous equation.
The method of variation of parameters consists of replacing the
arbitrary constant C1 , C2 , ..., Cn by functions
u1 = u1 (x), u2 = u2 (x), ..., un = un (x) which are to be determined
so that yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x) + ... + un yn (x) is a
particular solution of the non-homogeneous equation.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Solving high-order linear non-homogeneous ODE using the

method of undetermined coefficients
Consider the equation (35), where P0 , ..., Pn−1 are constants:
y(n) + Pn−1 y(n−1) (x) + ... + P1 y′ + P0 y = f(x), x ∈ I. (39)
where a, b, c ∈ R.
Its reduction equation is
y(n) + Pn−1 y(n−1) (x) + ... + P1 y′ + P0 y = 0, x ∈ I. (40)
The characteristic equation of (40) is the quadratic equation:
rn + Pn−1 rn−1 + ... + P1 r + P0 = 0. (41)
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

How to choose particular solution of (39)?

(1) If f(x) = p(x)eαx , where p(x) is a polynomial of degree m and
α is not a solution of (41), then we search
yp (x) = (bm xm + ... + b1 x + b0 )eαx where bm , ..., b0 are determined
by substituting yp (x) in (39).
(2) If f(x) = p(x)eαx , where p(x) is a polynomial of degree m and
α is a solution of (41) repeated k− times, then we search
yp (x) = xk (bm xm + ... + b1 x + b0 )eαx where bm , ..., b0 are
determined by substituting yp (x) in (39).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

(3) If f(x) = p(x)eαx cos(βx) + q(x)eαx sin(βx), where p(x) and q(x)
are polynomials of degrees at most m and α + iβ is not a solution
of (41), then we search
yp (x) =
(bm xm +...+b1 x+b0 )eαx cos(βx)+(dm xm +...+d1 x+d0 )eαx sin(βx),
where bm , ..., b0 and dm , ..., d0 are determined by substituting yp (x)
in (39).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

(4) If f(x) = p(x)eαx cos(βx) + q(x)eαx sin(βx), where p(x) and q(x)
are polynomials of degrees at most m and α + iβ is a solution of
(41) repeated k−times, then we search
yp (x) = xk (bm xm + ... + b1 x + b0 )eαx cos(βx) + xk (dm xm + ... +
d1 x + d0 )eαx sin(βx), where the unknown coefficients bm , ..., b0 and
dm , ..., d0 are determined by substituting yp (x) in (39).
• Example:
(a) Solve y′′′ + y′′ − y′ − y = 4cos(t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Solve the DE
y′′′ + y′′ − y′ − y = 4cos(t)
2. Solve the following DEs:
(a) y′′′ + y = t + e−2t
(b) y(4) − 16y = t2 + t
(c) y′′′ + 5y′′ = t + 3
(d) y′′′ − y′′ + 4y′ − 4y = sin(2t)
(e) y(4) − 5y′′ + 4y = et
(f) y(4) − 5y′′ + 4y = e3t
(g) y(4) + 5y′′ + 4y = cos(2t) − 3sin(2t)
(h) y(4) − 50y′′ + 625y = 125.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Solving ODEs using Laplace Transform
• Laplace Transform
We say that a function y : [0, ∞) → R is piecewise continuous on
[0, ∞) if limt→0+ y(t) exists and y(t) is continuous on every
interval of finite length [0, b], except may be a finite number of
points, where the function has jump discontinuities.
We say that a function y : [0, ∞) → R is of exponential order
c ≥ 0 if there are positive constants M and T such that
|y(t)| ≤ Mect , ∀t ≥ T.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Consider a function y : [0, ∞) → R, which is piecewise continuous

on [0, ∞) and is of exponential order c.
The Laplace transform (LT) of y(t) is defined as
Z ∞
L[y(t)](s) = e−st y(t)dt, s > c. (42)
0
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

We have
(1)L[αy(t) + βz(t)](s) = αL[y(t)](s) + βL[z(t)](s).

1
(2)L[1](s) = ,s > 0
s
n
(3)L[tn ](s) = n+1 , s > 0, n ∈ N
s
1
(4)L[eat ](s) = , s > a,
s−a
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

b
(5)L[sin(bt)](s) = ,s > 0
s2 + b2
s
(6)L[cos(bt)](s) = ,s > 0
s + b2
2
b
(7)L[sinh(bt)](s) = , s > |b|
s2 − b2
s
(8)L[cosh(bt)](s) = , s > |b|
s − b2
2
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Inverse Laplace transform

If Y(s) = L[y(t)](s), then we define the inverse LT as
L−1 [Y(s)](t) = y(t). (43)
We have the following:
L−1 [αY(s) + βZ(s)](t) = αL−1 [Y(s)](t) + βL−1 [Z(s)](t) (Linearity),
where α, β ∈ C.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

1
(1)L−1 [ ](t) = 1.
s
−1 1
(2)L [ 3 ](t) = 1/2t2 .
s
1
(3)L−1 [ ](t) = e5t .
s−5
s
(4)L−1 [ 2 ](t) = cos(2t).
s +4
s+3
(5)L−1 [ ](t) = e−3t cos(2t).
(s + 3)2 + 4
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

s
(6)L−1 [ ](t) = e−3t cos(2t) − 3/2e−3t sin(2t).
(s + 3)2 + 4
1
(7)L−1 [ ](t) = te5t .
(s − 5)2
e−2
(8)L−1 [ ](t) = u2 (t).
s
1
(9)L−1 [e−2s ](t) = e5(t−2) u2 (t).
s−5
(10)L−1 [1](t) = δ0 (t).
−1 −3t
(11)L [e ](t) = δ3 (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Fora ≥ 0 we have

+∞, t = a
δa (t) =
0, t≠ 0
R +∞
the Dirac function and it satisfies −∞ δ(t)dt = 1 and
L[δ(t)](s) = e−as . We use the notation δ(t) instead of δ0 (t).
Moreover, the unit step function is defined by

0, 0 ≤ t < a
ua (t) =
1, t ≥ 0.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Solving IVPs to linear ODEs with the Laplace transform

L[yn (t)](s) =
sn L[y(t)](s) − sn−1 y(0) − sn−2 y′ (0) − ... − syn−2 (0) − y(n−1) (0).
• Examples:
Solve y′ − 2y = 6, y(0) = 1
Let Y(s) = L[y(t)](s). Applying LT on both sides of the equation
we have
L[y′ (t)](s) − 2L[y(t)](s) = L[6](s)
which is equivalent to the equation sY(s) − 1 − 2Y(s) = 6s .
Solving this equation in Y(s) gives
s+6 4
Y(s) = s(s−2) = s−2 − 3s .
Apply the inverse LT to both sides of the above equation we have
L−1 [Y(s)](t) = L−1 [ s−2
4
− 3s ](t) = 4L−1 [ s−2
1
](t) − 3L−1 [ 1s ](t.
Thus the solution of the above ODE becomes y(t) = 4e−2t − 3.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Solve the following IVPs

(i) y′′ − 2y′ + 2y = 0, y(0) = 1, y′ (0) = 2
(ii) y′′′ + 3y′′ + 9y′ − 13y = 0, y(0) = 0, y′ (0) = 2, y′′ (0) = 10.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Find the LT of y(t) and give the interval on which the LT are
defined
(a) y(t) = 2t + 3
(b) y(t) = t2 + 2t + 1
(c) y(t) = (cos(t) + sin(t))2
(d) y(t) = t2 + e4t
(e) y(t) = (1 + e3t )2
2
(f) y(t) = t +5t+6
t+2
(g) y(t) = sin(5t) + cos(5t)
(h) y(t) = 0, 0 ≤ t < 1 and y(t) = t, t ≥ 1
(i) y(t) = 10δ3 (t)
(j) sin(t) + δπ (t)
(k) (t − 2)3 u2 (t) + δ2 (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

2. Find the inverse LT of

(a) Y(s) = 1s
(b) Y(s) = s13
1
(c) Y(s) = s−5
3. Sove the IVPs
(a) y′ − 2y = 6, y(0) = 1
(b) y′′ − 2y′ + 2y = 0, y(0) = 1, y′ (0) = 2
(c) y′′′ + 3y′′ + 9y′ − 13y = 0, y(0) = 0, y′ (0) = 2, y′′ (0) = 10
(d) y′′′ + 2y′′ − y′ − 2y = sin(3t), y(0) = 0, y′ (0) = 0, y′′ (0) = 1.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Chapter 4 Systems of First-Order Linear ODEs
• Introduction
• Systems of firs-order linear ODEs
• Applications of systems of first order ODEs
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction
• System of first-order ODEs

A set of ODEs which involve more that one unknown functions and
their derivatives with respect to a single independent variable is
called a system of ODEs.
A first system of n (not necessary linear) in normal form is given by
x′1 (t) = f1 (t, x1 , ..., xn )

x′2 (t) = f2 (t, x1 , ..., xn )
...
x′n (t) = fn (t, x1 , ..., xn ),
where t ∈ I, x′i (t) = dt

d
xi (t), i = 1, ..., n.
Solution of system of first-order ODE
The solution of the above system is a set of n functions {x, ..., xn }
such that we have the above system.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction
• IVP and existence and uniqueness Theorem
x′1 (t) = f1 (t, x1 , ..., xn )

x′2 (t) = f2 (t, x1 , ..., xn )
...
x′n (t) = fn (t, x1 , ..., xn )
x1 (t0 ) = x1,0
x2 (t0 ) = x2,0
...
xn (t0 ) = xn,0 ,
where t ∈ I.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Introduction
Theorem 4.1 (Picard’s theorem on the existence and

uniqueness for systems of ODEs)
If for every j = 1, ..., n and every k = 1, ..., n and each bj is
∂f
continuous and the derivatives ∂xkj exists and is continuous near
some x1,0 , x2,0 , ..., xn,0 , then a solution of IVP exists (at least for
some small interval of t′ s) and is unique.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Systems of first-order linear ODEs
• General form
Let ai , j(t), bj (t), i = 1, ..., n, j = 1, ..., n be known functions and
xi (t), i = 1, ..., n be unknown functions.
The system of first-order ODEs is in the form
x′1 (t) = a11 (t)x1 (t) + a12 (t)x2 (t) + ... + a1n (t)xn (t) + b1 (t)
x′2 (t) = a21 (t)x1 (t) + a22 (t)x2 (t) + ... + a2n (t)xn (t) + b2 t)
···
x′n (t) = an1 (t)x1 (t) + an2 (t)x2 (t) + ... + ann (t)xn (t) + bn (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• In matrix form
X′ (t) = A(t)X(t) + b(t), (44)
where X(t) = [x1 (t), ..., xn (t)]T , X′ (t) = [x′1 (t), ..., x′n (t)]T ,
b(t) = [b1 (t), ..., bn (t)]T ,
and
 
a11 a12 · · · a1n
a21 a22 · · · a2n 
 
A(t) =  . .. .. .. 
 .. . . . 
an1 an2 · · · ann .
If b(t) = 0, ∀t ∈ I, then the above system is homogeneous, namely
X′ (t) = A(t)X(t). (45)

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Theory of systems of first-order homogeneous ODEs
Linearly independent solutions
Let X1 (t), ..., Xn (t) be n solutions of (45) on I. They are linearly
independent iff α1 X1 (t) + ... + αn Xn (t) = 0, ∀t ∈ I, implies that
α1 = ... = αn = 0.
n linearly independent solutions of (45) is called a fundamental
solutions set for (45) on I and the matrix Φ, defined by
 
x1,1 x1,2 · · · x1,n
x2,1 x2,2 · · · x2,n 
 
Φ(t) =  . .. .. .. 
 .. . . . 
xn,1 xn,2 · · · xn,n
where X1 (t) = [x1,1 , ..., xn,1 ]T , ..., Xn (t) = [x1,n , ..., xn,n ]T is called a
fundamental matrix for the equation (45).
We remark that X(t) = Φ(t)C, where C = [C1 , ..., Cn ]T .
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Wronskian: The Wronskian of n vectors functions
X1 (t) = [x1,1 , ..., xn,1 ]T , ..., Xn (t) = [x1,n , ..., xn,n ]T is defined as

x1,1 x1,2 · · · x1,n

x2,1 x2,2 · · · x2,n

W(X1 , ..., Xn ) = det[X1 , ..., Xn ] = . .. .. ..
.. . . .

xn,1 xn,2 · · · xn,n
Theorem 4.2
Let A(t) is a nxn matrix of continuous functions. If X1 (t), ..., Xn (t)
are linearly independent solutions to (45) on I, then W(t) ̸= 0 on I.
Theorem 4.3 (Superposition Principle)
Let X1 (t), ..., Xn (t) be n linearly independent solutions to (45) on I,
where A(t) is a nxn matrix of continuous functions.Then the
general solution of (45) is given by X(t) = C1 X1 (t) + ... + Cn Xn (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Solving systems of first-order homogeneous equations with
Consider the homogeneous equation
X′ (t) = A(t)X(t), (46)
where
X(t) = [x1 (t), ..., xn (t)]T ,
X′ (t) = [x′1 (t), ..., x′n (t)]T ,
and
 
a11 a12 · · · a1n
a21 a22 · · · a2n 
 
A(t) =  . .. .. .. 
 .. . . . 
an1 an2 · · · ann ,
where (aij )i, j = 1, ..., n are constants. . . . . . . . . . . . . . . . . . . . .

. . . . . . . . . . . . . . . . . . . .

General procedure to solve a homogeneous linear system of

ODEs with constant coefficients:
1. Compute the eigenvalues and eigenvectors of the coefficient
matrix A
2. Use the eigenvalues and eigenvectors of A, respectively, to
construct the diagonal matrix
3. Write down the general solution of the coupled system
dZ λ1 t , ..., C eλ1 t ]T
dt = DZ and this implies that Z = [C1 e 1
4. The solution of the original (coupled) system is X = CZ.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

The following theorem summarizes the solution to (46). We will

concentrate ourselves to 2 unknown functions.
Theorem 4.4
Let P(λ) = det(A − λI) be the characteristic polynomial of A.
Case 1. P(λ) = 0 has 2 distinct real solutions λ1 , λ2 .
Suppose v1 = [v11 , v21 ], v2 = [v12 , v22 ] are associated eigenvectors
of the homogeneous system.
The general solution is Xc (t) = C1 v1 eλ1 t + C2 v2 eλ2 t and

v11 eλ1 t v12 eλ2 t
Φ(t) =
v21 eλ1 t v22 eλ2 t
is called the fundamental matrix (a function matrix is a square

matrix whose columns are linearly independent solutions of the
homogeneous system).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Case 2 P(λ) = 0 has a double solution λ0 .

(i) Suppose λ0 has two linearly independent eigenvectors
v1 = [v11 , v21 ], v2 = [v12 , v22 ] are linearly independent eigenvectors.
The general solution is Xc (t) = (C1 v1 + C2 v2 )eλ0 t and

λ0 v11 v12
Φ(t) = e
v21 v22
(ii) Suppose λ0 has an associated eigenvector v1 = [v11 , v21 ]T , and

v2 = [v12 , v22 ]T is a solution of (λ0 I − A)v2 = v1 .
The general solution is Xc (t) = (C1 v1 + C2 )(tC1 v1 + v2 )eλ0 t and

λ0 v11 v11 t + v12
Φ(t) = e
v21 v21 t + v22
is the fundamental solution matrix.

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Case 3 P(λ) = 0 has two conjugate complex solutions a + ib and
a − ib
Suppose V = [v11 + iv12 , v21 + iv22 ]T is the associated complex
eigenvectos with respect to a + ib, then the general solution is
Xc (t) = [(C1 v1 cos(bt) − v2 sin(bt)).(C2 v2 cos(bt) + v1 sin(bt))]eat
and

v11 cos(bt) − v12 sin(bt) v12 cos(bt) − v11 sin(bt)
Φ(t) =
v21 cos(bt) − v22 sin(bt) v22 cos(bt) − v21 sin(bt)
is the fundamental solution matrix.
• Examples:
(a) Find the general solution of
dx1 (t)
= x1 + x2
dt
dx2 (t)
= 4x1 + x2
dt
(b) Solve . . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
dx (t)
Dr Minani
1 Froduald Ordinary Differential Equations (ODEs)
• Systems of first-order non-homogeneous ODEs

The following theorem gives the general solution of
non-homogeneous ODEs
Theorem 4.4
Let X1 (t), ..., Xn (t) be n linearly independent (as vectors) solutions
to homogeneous equation.
Then the general solution of homogeneous equation is given by
Xh (t) = C1 X1 (t) + ... + Cn Xn (t).
If Xp (t) is a particular solution of non-homogeneous equation, then
the general solution of non-homogeneous equation is given by
XG (t) = Xh (t) + Xp (t).
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Finding particular solution

A particular solution to the non-homogeneous equation is given in
the form Rt
Xp (t) = Φ(t) 0 X(s)−1 b(s)ds,
where Φ(t) is the fundamental matrix.
This is ”variation of parameters”.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

• Examples:
(a) Solve
dx1 (t)
= 4x1 − 3x2 + t
dt
dx2 (t)
= 2x1 − x2 + et
dt
The general solution for homogeneous equation is given by
Xh (t) = C1 et [1 1]T + C2 e2t [3 2]T .
Thus the fundamental matrix is given by
t
e 3e2t
Φ(t) = t
e 2e2t
Determinant of Φ(t) is 2e3s − 3e3s = −e3s . Then

. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .


−1 3s 2e−s −3e2s −2e−s 3e2s
Φ(s) = 1−e =
−e−s es e−2s −e−2s .
Hence Φ(s)−1 b(s) = [−2se−s + 3 se2−s − e−s ]T

Now Rintegrate this: Rt R t −2s
t
Φ(t) 0 X(s)−1 b(s)ds = [ 0 (−2se−s + 3)ds 0 (se − e−s )ds]T =
[2e−t(t+1) + 3t − 2 e−2t(−t/2−1/4) + e−t − 3/4]T
Multiplying by Φ(t) we get the particular solution
Xp (t) = [ 2t + 54 + (3t + 1)et − 49 e2t t + 32 + 3tet − 32 e2t ]T +
C1 et [1 1]T + C2 e2t [3 2]T
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

The general solution to non-homogeneous

Rt equation is
XG (t) = Φ(t)[C1 C2 ]T + Φ(t) 0 X(s)−1 b(s)ds,
Since the general solution to homogeneous equation is
Φ(t)[C1 C2 ]T .
It follows that the solution to IVP which is non-homogeneous
equation withR tIC X(0) = X0 is
X(t) = Φ(t) 0 X(s) b(s)ds + Φ(t)X(0)−1 x0 .
−1
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Homework Exercises
1. Solve
(a) dxdt1 (t)
= x1 + x2
dx2 (t)
dt = 4x1 + x2
(b) dxdt1 (t)
= 2x1 − 3x2
dx2 (t)
dt = 3x1 + 8x2
(c) dxdt1 (t)
= 2x1 − 3x2
dx2 (t)
dt = x1 + 2x2
2. Solve
(a) dxdt1 (t)
= 4x1 − 3x2
dx2 (t)
dt = 2x1 − x2
(b) dxdt1 (t)
= x1 + x2 + t
dx2 (t) t
dt = 4x1 + x2 + e
dx1 (t)
(c) dt = 4x1 − 3x2
dx2 (t)
dt = 6x1 − 7x2
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

Applications of systems of first-order ODEs
• Epidemic of contagious diseases
• S(t) denotes number of people that is susceptible to the disease
but not infected yet.
• I(t) denotes number of people actually infected.
• R(t) denotes the number of people have recovered.
Assume
• The fraction of the susceptible who becomes infected per unit
time is proportional to the number infected, b is the proportional
number.
• A fixed fraction r.S of the infected population recovers per unit
time, 0 ≤ r ≤ 1.
• A fixed fraction of the recovers g become susceptible and
infected, 0 ≤ g ≤ 1 proportional function.
The system of differential equations model this phenomena are
dS
dt = −bI(t)S(t) + gR(t)
dI
dt = bI(t)S(t) − rI(t)
dR
dt = rI(t) − gR(t),
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .
where b, r, g are constants.

References
1. Introduction to ODEs and some Applications, Edward Burkard

2. Differential Equations. Theory and Applications. Version: Fall
2017, Adreas Domokos, PhD Calfornia State University,
Sacramento.
. . . . . . . . . . . . . . . . . . . .
. . . . . . . . . . . . . . . . . . . .

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1.1 Introduction to Differential Equations

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Chap 3 Linear Ordinary differential equations of arbitrary

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Dr Minani Froduald Ordinary Differential Equations (ODEs)

The prerequisites for studying ODEs are Calculus (Differentiation

Dr Minani Froduald Ordinary Differential Equations (ODEs)

In Chapter 1, Section 1.1 gives introduction to differential

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Section 1.4 gives the general theory of first-order linear ODEs.

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Chapter 2 is composed with 6 Sections.

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Chapter 3 is composed with 4 sections.

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Chapter 4 is an introduction to systems of fist-order linear ODEs

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• Introduction to Differential Equations

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• A differential equation (DE) is an equation containing one or

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• A solution of ODE on an interval I is a function which when

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• A ODE of the form

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• If the solutions of an ODE depend on parameters, C1 , C2 , ..., Ck ,

Dr Minani Froduald Ordinary Differential Equations (ODEs)

(c) The function y(t) = 32 et − 12 e−t is the solution of the IVP

y′′ (t) − y(t) = 0, t ∈ R

Dr Minani Froduald Ordinary Differential Equations (ODEs)

4. Verify that the equation y3 − t2 y = 5 forms an implicit solution

Dr Minani Froduald Ordinary Differential Equations (ODEs)

5. Consider the general solution y′′ (t) + 4y(t) = 0, t ∈ R.

Dr Minani Froduald Ordinary Differential Equations (ODEs)

7. Determine whether the following ODEs are linear or non-linear

(c) cos(t)y ′′′ (t) − y′ (t) = t2

Dr Minani Froduald Ordinary Differential Equations (ODEs)

F(t, y(t), y′ (t)) = 0, t ∈ I. (1)

Its normal form is

y′ = f(t, y(t)), t∈I (2)

and its differential form is

P(t, y)dt + Q(t, y)y(t) = 0, t ∈ I. (3)

Dr Minani Froduald Ordinary Differential Equations (ODEs)

y′ = f(t, y(t)) (4)

where (t, y) ∈ Ra,b = [t0 − a, t0 + a]x[y0 − b, y0 + b].

Here, we have t0 = 1, y0 = 2 and f(t, y) = − yt , ∂y

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Assuming that the above integrals may be evaluated, we get

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Dr Minani Froduald Ordinary Differential Equations (ODEs)

M(t, y)dt + N(t, y)dy(t) = 0. (9)

Let M and N have continuous partial derivatives on an open

Dr Minani Froduald Ordinary Differential Equations (ODEs)

The equation (9) becomes

ft dt + fy dy = d[f(t, y)] = 0. (13)

The general solution of (9) is

where C is an arbitrary constant.

Dr Minani Froduald Ordinary Differential Equations (ODEs)

Dr Minani Froduald Ordinary Differential Equations (ODEs)

• Integrating factor method