ORDINARY DIFFERENTIAL EQUATIONS

AKEJU A.O
University of Ibadan
Department of Mathematics
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Course Outline

1. Introduction

2. Derivation of Differential Equations

3. Techniques for Solving Order 1 Linear and Non-Linear

4. Techniques for Solving Order 2 Linear and Non-Linear

5. Techniques for Solving nth Order Linear Equations

6. Finite Difference/Difference Equations

7. Numerical Differentiation/Integration: Interpolations, Errors.

Reference Materials

1. Ordinary Differential Equations and Applications by E.O. Ayoola

2. Schaum’s Outline Series of Differential Equations by Frank Ayres JR

3. Elementary Differential Equations by Earl D. Rainville

4. Numerical Analysis by Ian Jacques and Collin Judd

5. Engineering Mathematics by K. A. Stroud

Chapter 1

Introduction

An ODE is an equation that involves the unknown dependent function and

their derivatives which involve coefficients that are functions of the indepen-
dent variables.
Definition:ORDER

The order of a differential equation is the highest derivative present in the

differential equation
Definition : DEGREE

The degree of a differential equation is the highest power present in the equa-
tion
Definition:LINEAR DIFFERENTIAL EQUATIONS

A D.E is called linear if there is no product of the dependent variable (func-

tion) and it derivative,and neither the function or its derivative occurs to any
power other than the first power

Definition:NON LINEAR DIFFERENTIAL EQUATIONS

If the differential equation is not linear,it is called non linear differential equa-
tion

2
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Definition: SOLUTION

A solution to a differential equation on the interval a ≤ x ≤ b is any func-

tion y(x) which satisfies the differential equation in question on the interval
a≤x≤b

Solution are often accompanied by interval and these intervals can impart some
important information about the solution
The solution of ODE are classified into (1)General Solution and (2)Particular

Solution
Definition:INITIAL CONDITION(S)
This is a condition or set of conditions on the solution that allow us to de-

termine the particular solution and which solution that we are after.Initial
Condition are values of the solution and its derivative at specific points.The
number of I.C required for the solution of a certain differential equation will

depend on the order of the D.E

Definition:INITIAL VALUE PROBLEM
An initial value problem (IVP) is a differential equation along with an appro-

priate number of initial conditions

Examples are:

•
dy
= cosx
dx
order 1, linear equation, (y is dependent variable, x is independent vari-

able)
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•
d2 y
2
+ k2y = 0
dx
order 2, linear equation, (y is dependent variable, x is independent vari-
able)

•
d3 x dx
+ − 4xy = 0
dy 3 dy
order 3, linear equation, (x is dependent variable, y is independent vari-
able)

•
d2 w 3 dw
( ) − xy +w =0
dx2 dx
order 2, degree 3, non linear equation,(w is dependent variable, x is
independent variable)

When an equation involves one or more derivatives with respect to a par-

ticular variable, that variable is called an independent variable.

∂ 2v ∂ 2v
+ =0
∂x2 ∂y 2
PDE order 2, V is dependent, x and y are independent variable
Generally, the equation

F (x, y, y 0 , y 00 , . . . , y (n) ) = 0 (1.1)

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is called an n th-order ODE. Equation (1.1) can be solved explicitly for y (n) in

terms of the other n + 1 variables x, y, y0, y 00 , . . . , to obtain

y (n) = f (x, y, y 0 , y 00 , . . . , y (n−1) ) (1.2)

ODE arises from geometric, physical, biological problems (e.t.c.)

Illustration

If the population of a country doubles in 50 years, in how many years will it

become triple under the assumption that the rate of increase is proportional
to the number of inhabitants?

Solution:
Let y denote the population at time t years and y0 the population at time
t = 0. Then

dy dy dy
∝ y =⇒ = ky =⇒ = kdt.
dt dt y
where k is constant.
Integrating both sides,we have

ln y = kt + ln c

y = cekt

At time

t = 0, y = y0 =⇒ y0 = ce0 =⇒ y0 = c =⇒ y = y0 ekt .

At time t = 50 years, y = 2y0 , 2y0 = y0 e50 k , 2 = e50k

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when y = 3y0 ,

3 = ekt

so
350 = e50kt = (e50k )t = 2t

350 = 2t =⇒ t = 79years.

Exercises

State the type, linearity, order ,independent and dependent variables of the
following equations:

1.
d2 x
2
+ k2x = 0
dt

2.
(x2 + y 2 )dx + 2xydy = 0

3.
d3 w 2 dw
( 3
) − 2( )4 + yw = 0
dx dx

4.
∂ 2w 2
2∂ w
= a
∂t2 ∂x2

5.
x(y 00 )3 + (y 0 )4 − y = 0