Introduction to Ordinary

Differential Equations
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 Ordinary Differential
Equations
 Where do ODEs arise?
 Notation and Definitions

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 Where do ODE’s arise

 All branches of Engineering

 Economics
 Biology and Medicine
 Chemistry, Physics etc
Anytime you wish to find out how
something changes with time (and
sometimes space)

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 Example/formation of ODE
Newton’s Law of Cooling
 This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: TObj Room Temperature: TRoom

Newton’s laws states: “The rate of change in the temperature of an

object is proportional to the difference in temperature between the object
and the room temperature”
Form
dTObj
ODE   (TObj  TRoom )
Solve
dt
ODE TObj  TRoom  (Tinit  TRoom )e t
Where Tinit is the initial temperature of the object.
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 Example/formation of ODE
Swinging of a pendulum
Newton’s 2nd law for a rotating object:
 Moment of inertia x angular acceleration = Net external torque

d 2
q ml  2  mgl sin 
2

dt
rearrange and divide
through by ml 2
l
where
d 
2
2 
g
2
  2
sin   0 l
dt
mg
This equation is very difficult to solve.

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  y or θ is called the unknown or
dependent variable;
 t is called the independent variable;
 “solving” means finding a formula for
y or θ as a function of t;
 Mostly we use t for time as the
independent variable but in some
cases we use x for distance.

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 Notation and their Definitions

 Order
 Linearity
 Homogeneity
 Initial Value/Boundary value
problems

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 Order

 The order of a differential

equation is just the order of
highest derivative used.

d 2 y dy
.
2
 0 2nd order
dt dt

dx d 3x
x 3 3rd order
dt dt

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 Linearity
 The important issue is how the
unknown y appears in the equation.
A linear equation involves the
dependent variable (y) and its
derivatives by themselves. There
must be no "unusual" nonlinear
functions of y or its derivatives.
 A linear equation must have constant
coefficients, or coefficients which
depend on the independent variable
(t). If y or its derivatives appear in the
coefficient the equation is non-linear.

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 Linearity - Examples

dy
 y  0 is linear
dt
dx
 x 2  0 is non-linear
dt
dy 2
t  0 is linear
dt
dy 2
y  t  0 is non-linear
dt

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 Linearity – Summary

Linear Non-linear

2y y2 or sin( y )

dy dy
y
dt dt

(2  3 sin t) y (2  3 y 2 ) y
2
dy  dy 
t  
dt  dt 

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 Linearity – Special Property

If a linear homogeneous ODE has solutions:

y  f (t ) and y  g (t )

then:

y  a  f (t )  b  g (t )
where a and b are constants,

is also a solution.

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 Linearity – Special Property

Example:
d2y
2
 y  0 has solutions y  sin t and y  cos t
dt
2
d (sin t )
Check
2
 sin t   sin t  sin t  0
dt
d 2 (cos t )
2
 cos t   cos t  cos t  0
dt
Therefore y  sin t  cos t is also a solution:

d 2 (sin t  cos t )
Check
2
 sin t  cos t
dt
  sin t  cos t  sin t  cos t  0
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 Life is mostly linear!!!
 Most ODEs that arise in engineering are linear with
constant coefficients.
 In many cases they are approximate versions of more
complex nonlinear models but they are sufficiently
accurate for most purposes. Often they work OK for small
amplitude disturbances but for large amplitude behaviour
nonlinearities start to have some effect.
 For linear systems the qualitative behaviour is
independent of amplitude.
 The coefficients in the ODE correspond to system
parameters and are usually constant.
 Sometimes nonlinearities are important and there have
been some important failures because nonlinearities
were not understood e.g. the collapse of the Tacoma
Narrows bridge.

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 Approximately Linear –
Swinging pendulum example
 The accurate non-linear equation for a
swinging pendulum is:

d 2
2
  sin   0
2

dt
 But for small angles of swing this can be
approximated by the linear ODE:

d 2
2
  2
 0
dt

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 Homogeniety
 Put all the terms of the equation
which involve the dependent variable
on the LHS.
 Homogeneous: If there is nothing
left on the RHS the equation is
homogeneous (unforced or free)
 Nonhomogeneous: If there are
terms involving t (or constants) - but
not y - left on the RHS the equation
is nonhomogeneous (forced)

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 Initial Value/Boundary value
problems
 Problems that involve time are represented
by an ODE together with initial values.

 Problems that involve space (just one

dimension) are also governed by an ODE
but what is happening at the ends of the
region of interest has to be specified as well
by boundary conditions.

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 Example

dv  1st order
 g  Linear
dt  Nonhomogeneous
v(0)  v0  Initial value problem

2  2nd order
d M
2
w  Linear
dx  Nonhomogeneous
M ( 0)  0  Boundary value
and problem
M (l )  0

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 Example
 2nd order
d  2

2
  2
sin   0  Nonlinear
dt  Homogeneous
d
θ( 0 )  θ0 , (0)  0  Initial value problem
dt

 2nd order
d  2

2
  2
 0  Linear
dt  Homogeneous
d  Initial value problem
θ( 0 )  θ0 , (0)  0
dt

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 Solution Methods - Direct
Integration
 This method works for equations
where the RHS does not depend on
the unknown:
 The general form is:
dy
 f (t )
dt
d2y
2
 f (t )
dt

dny
n
 f (t )
dt
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