EMAE450 – Advanced

Engineering Analysis
Ordinary Differential Equations and Initial Value Problems

Ordinary Differential Equations (ODE’s),

Initial Value Problems (IVP’s)
Classification of ODE’s
Linear Problems with Constant Coefficients
“There is no reason for any individual to
have a computer in his home.”

—Ken Olsen

Classification of ODE’s

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Classification of ODE’s

Classification of ODE’s
Homogeneity:
An equation that does not contain any functions of the independent
variable alone is called homogeneous. For example, the homogenous
form of the pendulum equation above would be
d 2θ g
+ sin (θ ) = 0 .
dt 2 l

The version with the “forcing function” g(t) is called nonhomogeneous (or
inhomogeneous – take your pick).
d 2θ g
+ sin (θ ) = g(t) .
dt 2 l

Initial Value Problems

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Solution of Linear ODE’s

Solution of Linear ODE’s

Nonhomogeneous Solution:
In order to satisfy the nonhomogeneous equation, we have to
add “particular” solution xP that satisfies the
nonhomogeneous equation. The general solution would be
x = xH + xP = c1x1 + c2x2 + xP.

The particular solution would have to satisfy homogeneous

boundary conditions.

Solution of Linear ODE’s

Methods for Obtaining Nonhomogeneous Solutions:
1. The Method of Undetermined Coefficients: The form of the solution
is assumed to match the form of the function f(t) and all its non-zero
derivatives.
2. The Method of Variation of Parameters: This more powerful method
uses the homogeneous solutions as coefficients of the assumed
solution of the following form for a problem with two homogeneous
solutions:
xC = c1 (t)x1 (t) + c2 (t)x2 (t) .

Substitution into the non-homogeneous form of the DE, produces a pair

of DE’s for the unknown functions c1 and c2.

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Linear Problems with Constant Coefficients

Linear Problems with Constant Coefficients

Linear Problems with Constant Coefficients

Three possible outcomes are determined by the term under the radical.

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Linear Problems with Constant Coefficients

Example Problem: Pendulum

d 2θ g
The equation of motion for a simple pendulum is + sin (θ ) = F(t)
dt 2 l

By Taylor’s series,

d 2θ g
Assuming small oscillations, we can re-write the DE as + θ = F(t)
dt 2 l

To complete the IVP, we need some initial

conditions, specifically the initial position
and velocity of the pendulum

Example Problem: Pendulum

Substituting into the previous expression for the characteristic equation the
values a=1, b=0,c=g/l, the two eigenvalues are

g
0± 0−4
λ1 = l = ±i g
2 2 l

Thus, the homogeneous solution is given by

θ (t) = Θ1eλ t + Θ 2e λ t = Asin(ω t) + Bcos(ω t); ω 2 = λ

1 2

Note: The conversion from exponentials to trig functions make using the initial conditions easy.
If the initial position is zero, B=0, and if the initial angular velocity is zero, A=0.

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Example Problem: Pendulum
Although the full-blown pendulum equation is non-linear, the homogeneous DE falls
into a class of problems that can be integrated formally.

d 2θ g dθ d 2θ dω dω dθ dω
+ sin (θ ) = 0 Let ω = ⇒ = = =ω
dt 2 l dt dt 2 dt dθ dt dθ
dω g
The DE can now be re-written as ω + sin (θ ) = 0
dθ l

This 1st order DE is separable g 1 g

and can be integrated directly: ∫ ω dω = − ∫ l sin (θ ) dθ ⇒ ω 2 = cos (θ ) + C
2 l
If this equation is multiplied by the mass m it is evident
1 g
that this is actually an energy equation, in fact, the equation mω 2 − m cos (θ ) = C
for conservation of energy 2 l

Example Problem: Pendulum

Substituting for ω, we now dθ g

have a 1st order DE for θ: ω= = 2 cos (θ ) + C
dt l

dθ
Separating variables and ∫ dt = 2∫ g
=t+D
integrating again yields: cos (θ ) + C
l

This is an “exact” solution, but the left-handed integral is an elliptic integral, so it is an implicit form of solution.
This solution was possible because there was no 1st order derivative in the original equation, allowing the
transformation to a first order equation. The fact that the first integral results in an energy equation is in itself
useful and of importance in work-energy approaches.

Notes
The closed form solutions for homogeneous solutions of linear ODE’s with
constant coefficients are straightforward.
Formal solutions can be stated for 1st order DE’s in general. Explicit
solutions can be obtained by several means.
The homogeneous solutions of linear ODE’s with variable coefficients are
less readily solved but formally solvable for some classes.
Closed form solutions for higher-order nonlinear ODE’s are rare. Some
special cases are possible, particularly for 2nd order DE’s.