Book : Advanced Engineering Mathematics

Author : Ervin Kreyszig

Publisher : John Wiley & Sons
Edition : 9th
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 Exact ODEs

If a function u(x, y) has continuous partial derivatives, its

differential (also called its total differential) is:

From this it follows that:

If u(x, y) = c (constant), then du = 0.

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 Exact ODEs

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 WARNING! Breakdown in the Case of Non-exactness

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 Reduction to Exact Form using Integrating Factors

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 Reduction to Exact Form using Integrating Factors

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 Reduction to Exact Form using Integrating Factors

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 How to Find Integrating Factors

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 How to Find Integrating Factors

Theorem 1

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 How to Find Integrating Factors

Theorem 2

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 How to Find Integrating Factors

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 How to Find Integrating Factors

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 How to Find Integrating Factors

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 Linear ODEs of Second Order

The distinctive feature of this equation is that it is linear in y and its

derivatives, whereas the functions p, q, and r on the right may be any
given functions of x.

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 Linear and Homogeneous ODEs of Second Order

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 ODEs of Second Order

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 Fundamental Theorem for the Homogeneous Linear ODE

Theorem

For a homogeneous linear ODE,

any linear combination of two solutions on an open interval I is again

a solution of (2) on I.

In particular; for such an equation, sums and constant

multiples of solutions are again solutions.

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 ODEs of Second Order

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 ODEs of Second Order

For a first-order ODE, initial value problem consists of the ODE and
one initial condition y(x0) = y0.

For a second-order homogeneous linear ODE an initial value

problem consists of the ODE and two initial conditions y(x0) = K0 and
y’(x0) = K1.
This results in a unique solution, passing through the
point (x0, K0) with K1 as the tangent direction (the slope) at that point.

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 ODEs of Second Order

Ex.

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 General Solution, Basis, Particular Solution

A general solution of an ODE

(2)

on an open interval I is a solution

(5)

in which y1 and y2 are solutions of (2) on I that are not proportional,

and c1 and c2 are arbitrary constants.

These y1, y2 are called a basis of solutions of (2) on I.

A particular solution of (2) on I is obtained if we assign specific

values to c1 and c2 in (5).
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 General Solution, Basis, Particular Solution

Example.

Solution.

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 General Solution, Basis, Particular Solution

Example.

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 General Solution, Basis, Particular Solution

Example (cont…..).

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 Reduction of Order if a Solution Is Known.

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 Reduction of Order if a Solution Is Known.

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 Reduction of Order if a Solution Is Known.

(2)

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 Reduction of Order if a Solution Is Known.

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 Reduction of Order if a Solution Is Known.

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Homogeneous Linear ODEs with Constant Coefficients

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 Variation of Parameters

Consider a non-homogeneous linear ODEs

where p(x), q(x), r(x) may be variable (given functions of x), but we
assume that they are continuous on some open interval I.

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 Variation of Parameters

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 Variation of Parameters
Example:

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 Variation of Parameters
Example:

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 Variation of Parameters
Example:

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 Homogeneous Linear ODEs with Constant Coefficients

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 Thanks for your patience

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