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DIFFERENTIAL EQUATIONS AND SERIES

(MI1046)

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

1 DIFFERENTIAL EQUATIONS

2 FIRST ORDER DIFFERENTIAL EQUATIONS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 1: DIFFERENTIAL EQUATIONS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Differential equations

I. Motivation
Mathematical models of many phenomena in physics, biology,
economy,. . . result in ordinary differential equations.
• Models of population growth are governed by
 
P(t)
P 0 (t) = kP(t) or P 0 (t) = kP(t) 1 −
M

where

P(t) : the number of individuals,

t : time,
k : proportionality constant,
M : carrying capacity.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Differential equations

• A model for the motion of a spring can be described by the following
figure:

By the Newton’s second law, the mathematical equation is

mx 00 (t) = −kx(t),
where
x(t) : the displacement from the equilibrium,
k : stiffness (spring constant).
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v 0 (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.
• Electrical circuits:
R E
I 0 (t) + I(t) = ,
L L
where I(t): current, R: resistance, L: inductor, E : electromotive force.
• Oscillation equation of a pendulum:
g
x 00 (t) + sin x(t) = 0,
L
where x(t): amplitude of angular displacement, g : graviational constant,
L: length of a string.
• Continuously compounded interest and so on.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives.

F (x, y , y 0 , y 00 , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y 0 , y 00 , . . . , y (n) are the derivatives of y .
• The order of an ODE is the order of the highest derivative appearing
in the equation.
Examples:
a) y 0 −sin x = 0 b) y 000 −3xy 0 +y 2 = 0 c) y 0 y 00 −y 3 cos x +xy = 0.
• A linear ODE is an ODE in the following form:

y (n) + a1 (x)y (n−1) + · · · + an−1 (x)y 0 + an (x)y = b(x),

where a1 (x), · · · , an−1 (x), an (x), f (x) are given functions.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 1: Differential equations

Let us now consider the equation y 0 = y on R as an example to see the

following notations:
• A solution of an ODE is a function y = y (x) for x ∈ D, which
satisfies the equation identically for all x ∈ D.
Examples: y = e x , y = −e x .
• General solution of an ODE is the set of all solutions depending on
parameters, which can be found once additional conditions are given.
Examples: y = Ce x for any constant C .
• A particular solution of an ODE is any solution obtained from the
general solution by specifying values of the parameters.
Examples: If we choose C = 2 in the general solution, then we
obtain y = 2e x .
• A singular solution of an ODE is a solution that cannot be obtained
from the general solution.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 2:
FIRST ORDER DIFFERENTIAL EQUATIONS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y 0 ) = 0 or y 0 = f (x, y ).
2. Definition 2: The Cauchy problem (or the initial value problem) is a
first order differential equation in the form
y 0 = f (x, y ) satisfying y (x0 ) = y0 .
The condition y (x0 ) = y0 is called the Cauchy condition (or the
initial condition).
3. Existence and Uniqueness theorem: (
y 0 = f (x, y ),
Consider the following Cauchy problem:
y (x0 ) = y0 .
Assume that the function f (x, y ) : D ⊂ R2 → R and its partial
derivatives fy (x, y ) are continuous on D, in addition, (x0 , y0 ) ∈ D.
Then, there exists a unique solution y (x) in a neighborhood
(x0 − ε, x0 + ε) to the above equation.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y 0 = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y 0 (2x + y ) = 1.
y 
2. Homogeneous equations: y 0 = F
x
• How to solve: Denoting u = yx ⇒ y = u.x ⇒ y 0 = u 0 .x + u and
replacing it in the given equation to get
du
u 0 .x + u = F (u) ⇔ x = F (u) − u. (Separable equations)
dx
4x 2 + 3y 2 y x
• Examples: a) y 0 = b) y 0 = + +1
2xy x y
c) (x + 2y )dx − xdy = 0 d) xy 0 = x sin yx + y .

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES