Ordinary Differential Equations

MTH-102-A

T. Muthukumar
tmk@iitk.ac.in

February 24, 2020

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 1/8

1 Eighth Week
Lecture Twenty
T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8
Raison d’être

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Raison d’être

The process of understanding natural phenomena may be viewed in three

stages:

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Raison d’être

The process of understanding natural phenomena may be viewed in three

stages:
(i) Modelling the phenomenon as a mathematical equation (algebraic or
differential equation) using physical laws such as Newton’s law,
momentum, conservation laws, balancing forces etc.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Raison d’être

The process of understanding natural phenomena may be viewed in three

stages:
(i) Modelling the phenomenon as a mathematical equation (algebraic or
differential equation) using physical laws such as Newton’s law,
momentum, conservation laws, balancing forces etc.
(ii) Solving the equation! This leads to the question of what constitutes
as a solution to the equation?

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Raison d’être

The process of understanding natural phenomena may be viewed in three

stages:
(i) Modelling the phenomenon as a mathematical equation (algebraic or
differential equation) using physical laws such as Newton’s law,
momentum, conservation laws, balancing forces etc.
(ii) Solving the equation! This leads to the question of what constitutes
as a solution to the equation?
(iii) Properties of the solution, especially in situations when exact solution
is not within our reach.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Raison d’être

The process of understanding natural phenomena may be viewed in three

stages:
(i) Modelling the phenomenon as a mathematical equation (algebraic or
differential equation) using physical laws such as Newton’s law,
momentum, conservation laws, balancing forces etc.
(ii) Solving the equation! This leads to the question of what constitutes
as a solution to the equation?
(iii) Properties of the solution, especially in situations when exact solution
is not within our reach.
In this course, we are mostly interested in differential equations in
dimension one, i.e. one independent variable!

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 2/8

Differential Operator

Let I ⊂ R be an open interval.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 3/8

Differential Operator

Let I ⊂ R be an open interval. Then the derivative of a function

y : I → R, at x ∈ I , is defined as

dy y (x + h) − y (x)
(x) = y 0 (x) := lim
dx h→0 h
provided the limit exists.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 3/8

Differential Operator

Let I ⊂ R be an open interval. Then the derivative of a function

y : I → R, at x ∈ I , is defined as

dy y (x + h) − y (x)
(x) = y 0 (x) := lim
dx h→0 h
provided the limit exists.
d k
The ordinary differential operator of order k is denoted as dx k . More

concisely, the k-th order derivative of y : I → R is denoted as y (k) .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 3/8

Differential Operator

Let I ⊂ R be an open interval. Then the derivative of a function

y : I → R, at x ∈ I , is defined as

dy y (x + h) − y (x)
(x) = y 0 (x) := lim
dx h→0 h
provided the limit exists.
d k
The ordinary differential operator of order k is denoted as dx k . More

concisely, the k-th order derivative of y : I → R is denoted as y (k) .

A k-th order ordinary differential operator can be viewed as a map
dk k ¯ ¯ ¯ k ¯
from dx k : C (I ) ⊂ C (I ) → C (I ) where C (I ) is the set of all k-times
differentiable function with the k-the derivative being continuous.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 3/8

Ordinary Differential Equation

Definition
Let I be an open interval of R. A k-th order ordinary differential equation
of an unknown function y : I → R is of the form
 
F y (k) , y (k−1) , . . . y 0 (x), y (x), x = 0, (1.1)

for each x ∈ I , where F : Rk+1 × I → R is a given map such that F

depends on the k-th order derivative y and is independent of (k + j)-th
order derivative of y for all j ∈ N.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 4/8

Ordinary Differential Equation

Definition
Let I be an open interval of R. A k-th order ordinary differential equation
of an unknown function y : I → R is of the form
 
F y (k) , y (k−1) , . . . y 0 (x), y (x), x = 0, (1.1)

for each x ∈ I , where F : Rk+1 × I → R is a given map such that F

depends on the k-th order derivative y and is independent of (k + j)-th
order derivative of y for all j ∈ N.

The word ordinary refers to the situation of exactly one independent

variable. The unknown dependent variable can be more than one, leading
to a system of ODE.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 4/8

Example

Example
The DE y 0 + y + x = 0

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0 comes from the F (t, u, v , w ) = t + wvu 2 .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0 comes from the F (t, u, v , w ) = t + wvu 2 .
The DE y (4) + 5y 00 + 3y = sin x

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0 comes from the F (t, u, v , w ) = t + wvu 2 .
The DE y (4) + 5y 00 + 3y = sin x comes from the
F (r , s, t, u, v , w ) = r + 5t + 3v − sin w .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0 comes from the F (t, u, v , w ) = t + wvu 2 .
The DE y (4) + 5y 00 + 3y = sin x comes from the
F (r , s, t, u, v , w ) = r + 5t + 3v − sin w .
∂u ∂u
∂x + ∂y = 0 is a partial diferential equation of a two variable
unknown function u(x, y ).

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Example

Example
The DE y 0 + y + x = 0 comes from the F (u, v , w ) = u + v + w .
The DE y 00 + xy (y 0 )2 = 0 comes from the F (t, u, v , w ) = t + wvu 2 .
The DE y (4) + 5y 00 + 3y = sin x comes from the
F (r , s, t, u, v , w ) = r + 5t + 3v − sin w .
∂u ∂u
∂x + ∂y = 0 is a partial diferential equation of a two variable
unknown function u(x, y ).
∂2u ∂ u 2∂ u 2
+ ∂y
∂x 2 2 + ∂z 2 = 0 is a partial diferential equation of a two variable

unknown function u(x, y , z).

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 5/8

Classification of ODE in terms of Linearity

The level of difficulty in solving a PDE may depend on its order k and
linearity of F .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 6/8

Classification of ODE in terms of Linearity

The level of difficulty in solving a PDE may depend on its order k and
linearity of F .
Definition
A k-th order ODE is linear if F in (1.1) has the form

F := Ly − f (x)

where Ly (x) := ki=0 ai (x)y (i) (x) for given functions f and ai ’s such that
P
ak is not identically zero. Otherwise the ODE is nonlinear. If, in addition
to being linear, one has f ≡ 0 then the ODE is linear homogeneous.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 6/8

Classification of ODE in terms of Linearity

The level of difficulty in solving a PDE may depend on its order k and
linearity of F .
Definition
A k-th order ODE is linear if F in (1.1) has the form

F := Ly − f (x)

where Ly (x) := ki=0 ai (x)y (i) (x) for given functions f and ai ’s such that
P
ak is not identically zero. Otherwise the ODE is nonlinear. If, in addition
to being linear, one has f ≡ 0 then the ODE is linear homogeneous.

It is called linear because L is linear in y , i.e.,

L(λy1 + µy2 ) = λL(y1 ) + µL(y2 ) for λ, µ ∈ R.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 6/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear,

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is nonlinear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is nonlinear and second order.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is nonlinear and second order.
(vii) y 00 + 5yy 0 + 6y = 0 is

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is nonlinear and second order.
(vii) y 00 + 5yy 0 + 6y = 0 is nonlinear and

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Examples

Example
(i) y 00 + 5y 0 + 6y = 0 is linear, homogeneous and second order with
constant coefficients.
(ii) x (4) + 5x (2) + 3x = sin t is linear and fourth order with constant
coefficients.
(iii) y (4) + x 2 y (3) + x 3 y 0 = xe x is linear and fourth order with variable
coefficients.
(iv) y 00 + xy (y 0 )2 = 0 is nonlinear and second order.
(v) y 00 + 5y 0 + 6y 2 = 0 is nonlinear and second order.
(vi) y 00 + 5(y 0 )3 + 6y = 0 is nonlinear and second order.
(vii) y 00 + 5yy 0 + 6y = 0 is nonlinear and second order.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 7/8

Explicit Solution of ODE

Definition
We say u : I → R is an explicit solution to the ODE (1.1) on I , if u (j) (x)
exists for all j explicitly present in (1.1), for all x ∈ I , and u satisfies the
equation (1.1) in I .

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 8/8

Explicit Solution of ODE

Definition
We say u : I → R is an explicit solution to the ODE (1.1) on I , if u (j) (x)
exists for all j explicitly present in (1.1), for all x ∈ I , and u satisfies the
equation (1.1) in I .

Example
The function y : R → R defined as y (x) := 2 sin x + 3 cos x is an explicit
solution of the ODE y 00 + y = 0 in R.

T. Muthukumar tmk@iitk.ac.in Ordinary Differential EquationsMTH-102-A February 24, 2020 8/8