Ordinary differential equations

(ODEs)

- Ordinary differential equations (ODEs) are differential

equations that depend on a single variable.
- Modeling: translates a physical situation or some other
observations into a “mathematical model.”
Mathematical Modeling
• A model is very often an equation
containing derivatives of an
unknown function. Such a model
is called a differential equation

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 Ordinary differential equation (ODE)
• An ordinary differential equation (ODE) is an equation
that contains one or several
derivatives of an unknown function:

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 Ordinary differential equation (ODE)
• An ODE is said to be of order n if the nth derivative of the
unknown function y is the highest derivative of y in the equation.
• Concept of Solution: find y as y = h(x) in interval a<x<b

EXAMPLE1

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 Initial Value Problem
• A particular solution is obtained from a general solution by an initial
condition.

EXAMPLE
4

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 First-order ODEs
- First-order ODEs contain only the first derivative y’ and may contain
y and any given functions of x .

Or

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 First-order ODEs
• Solve first-order ODSs as follow:

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 First-order ODEs

• Separable ODEs as:

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 First-order ODEs
• Separable ODEs: Example

Ref: page 13
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 First-order ODEs
• Extended Method: Reduction to Separable Form

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 First-order ODEs
• Extended Method: Reduction to Separable Form

Example: Solve as

Solution:

Ref: page 18
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 First-order ODEs
Example: Solve as

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 First-order ODEs
• Exact ODEs. Integrating Factors
Condition:

From:

Then: And:

Ref: page 21
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 First-order ODEs
• Reduction to Exact Form. Integrating
Factors
From:

Then:
A function F(x,y) is then called an integrating factor of 12)

A case:

Ref: page 23
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 First-order ODEs
• Linear ODEs: can be brought into the form

In engineering, r(x) is frequently called the input, and

y(x) is called the output or the response to the input
(and, if given, to the initial condition).

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 First-order ODEs
• Homogeneous Linear ODE:

By separating variables and integrating:

the general solution of the homogeneous

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 First-order ODEs
• Nonhomogeneous Linear ODE: r(x) is nonzero

From:

Then:

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 First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero

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 First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit

solve the resulting

ODE for the current I(t)
A (amperes), where t is
time.

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 First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit
According to Kirchoff laws the model of the RL-circuit:

the general solution

Ref: page 30 20
 First-order ODEs
• Nonhomogeneous Linear ODE (cont..): r(x) is nonzero
Example: Electric
Circuit

Ref: page 30 21
 First-order ODEs
• Reduction to Linear Form. Bernoulli Equation
Bernoulli equation

If a=0 or a=1, Bernoulli equation is linear

Otherwise it is nonlinear, set as:

get the linear ODE

Ref: page 31 22
 First-order ODEs
• Reduction to Linear Form. Bernoulli Equation
Example:

Ref: page 32 23
Second-Order Linear ODEs
 Linear Second-order DE

Homogeneous

Homogeneous Linear ODEs: Superposition Principle

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 Linear Second-order DE

Nonhomogeneous

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 Principle of superposition

• For linear and homogenous differential

equation, the linear combination of two
solutions is also a solution.

EXAMPLE 1: page 47

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 Initial Value Problem. Basis. General
Solution
• For a second-order homogeneous linear ODE: an
initial value problem consists of two initial
conditions:

• Two the initial conditions are used to determine the

two arbitrary constants c1 and c2 in a general solution

particular solution 28
 Initial Value Problem. Basis. General
Solution
• Example: Solve the initial value problem

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 Initial Value Problem. Basis. General
Solution

Page: 49 30
Homogeneous Linear ODEs
with Constant Coefficients

coefficients a and b are constant

characteristic
equation

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Homogeneous Linear ODEs
with Constant Coefficients

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Page: 55 33
 Euler–Cauchy Equations

Page: 71 34
Page: 71 35
 Case III. Complex conjugate roots are of minor
practical importance.
Page: 72 36
Existence and Uniqueness
of Solutions

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Nonhomogeneous ODEs

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Method of Undetermined Coefficients
 To find a particular solution of (1), is suitable for linear
ODEs with constant coefficients a and b

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Method of Undetermined
Coefficients

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At page 82 41
At page 82 42
 Modeling: Electric Circuits
• Pages: 93-97

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Modeling: Electric Circuits

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47
Higher Order Linear ODEs
 Homogeneous Linear ODEs

Linear

Linear-homogeneous.

 Apply Superposition Principle General Solution (Section 3.1)

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Refer Pape 107
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 Homogeneous Linear ODEs
with Constant Coefficients

The characteristic equation

Simple Complex Roots

Multiple Real Roots

Multiple Complex Roots

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 Nonhomogeneous Linear ODEs

Method of Undetermined Coefficients yp(x)

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Systems of ODEs
 Electrical Network
• Find the currents I1(t) and I2(t) in the network
in Fig. 79. Assume all currents and charges to
be zero at t=0, the instant when the switch is
closed.

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Page 134
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 Laplace Transforms

The main purpose of Laplace transforms is the solution of differential equations and
systems of such equations, as well as corresponding initial value problems
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 Laplace Transform. Linearity.
First Shifting Theorem (s-Shifting)

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 Laplace Transform. Linearity.
First Shifting Theorem (s-Shifting)

Page: 205
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 Laplace Transform. Linearity.
First Shifting Theorem (s-Shifting)

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 Laplace Transform. Linearity.
First Shifting Theorem (s-Shifting)

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Examples

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Examples

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 Examples

Page: 207 69
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s-Shifting: Replacing s by s-a in the
Transform

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Example

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Laplace Transform of Derivatives

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Laplace Transform of Integral

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 Example

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Page: 213
Differential Equations, Initial Value Problems

Page 213

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 Example: Solve the initial value problem

Page: 215 79
 Shifted Data Problems: Solve

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Page: 216
Unit Step Function (Heaviside Function).

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Unit Step Function (Heaviside Function).

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Unit Step Function (Heaviside Function).

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Example

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 Example

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Page: 220
Pages: 221

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Pages: 221-224

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 Short Impulses. Dirac’s Delta Function.

 Dirac delta function or the unit impulse function:

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Short Impulses. Dirac’s Delta Function.

g(t): continuous function

Proof: ?

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Page: 228
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Convolution. Integral Equations

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Pages: 243-244
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