Lectures ODE PDF

Ordinary Differential Equations
Pinaki Pal
Department of Mathematics
National Institute of Technology Durgapur
West Bengal, India
pinaki.pal@maths.nitdgp.ac.in
Pinaki Pal NIT Durgapur

Mathematics - II (MAC 02); 2021-22; Department of Mathematics, NIT Durgapur
Topic Details and Reference
Ordinary Differential
Equations: Existence and
uniqueness of solutions of ODE
(Statement Only), Equations of
first order but higher degree,
Clairaut‘s equation, Second order
differential equations, Linear
dependence of solutions,
Wronskian determinant, Method
of variation of parameters,
Solution of simultaneous
equations.

Differential Equations and Their Classification
Differential Equation
An equation consisting of derivatives of one or more dependent
variables with respect to one or more independent variables is
called a differential equation.
Examples
d2y
1 dx 2
+y =0
2 dx
dt
− 3 dy
dt
+x −y =0
3 ∂z ∂z = 3z
+ ∂y
∂x
4 ∂2 u 2 2
+ ∂ 2u + ∂ 2u = 0 (Laplace’s equation)
∂x 2 ∂y ∂z
2
5 x 2 d 2y + x dy
dx
+ (x 2 − a2 )y = 0 (Bessel’s equation)
dx
2
6 (1 − x 2 ) d 2y − 2x dy
dx
+ n(n + 1)y = 0 (Legendre equation)
dx

Note that the identities involving the derivatives like
d(uv ) dv du
=u +v
dx dx dx
are not differential equations.
Ordinary Differential Equations (ODE)
A differential equation involving ordinary derivatives of one or more
dependent variables with respect to a single independent variable is
called an ordinary differential equation.
Examples
d 2y
1
dx 2
+ 5x dy
dx + 2y = 0
dy 2
2 dx − y = 0

Partial Differential Equations (PDE)
A differential equation involving partial derivatives of one or more
dependent variables which are functions of more than one
independent variables is called partial differential equation.
Examples
∂u ∂v
∂x − ∂y +u =0
∂u ∂2u
∂t = K ∂x 2 (Heat equation)
∂2u 2
∂t 2
= c 2 ∂∂xu2 (Wave equation)

Origin of Differential Equations
Differential equations arise in numerous problems of scientific and
technological interest. In the following some examples are listed.
1 The problem of determining the motion of a pendulum.
2 The problem of determining the motion of a projectile, rocket,
satellite or planet.
3 The problem of fluid flow driven by various forces.
4 In the investigation of reactions of chemicals.
5 The problem of determining the charge or current in an
electric circuit.
6 In the study of population dynamics.

Order and degree of a differential equation
The order of the highest order derivative present in a differential
equation is called the order of the differential equation. The
degree of a differential equation is represented by the power of the
highest order derivative in the given differential equation. Note
that for determining the degree, the differential equation must be
represented as a polynomial equation in the derivatives.
Examples
dy
1 dx + xy = logx (Order = 1, Degree = 1)
d 2y 3
2
dx 2
= y 2 (xx2 +1) (Order = 2, Degree = 1)
h i5
d 2y dy 2
3
dx 2
=3 1+ dx (Order = 2, Degree = 2)
d 2y 2
4
dx 2
= cos ddxy2 (Order = 2, Degree undefined)
Consider the n-th order ordinary differential equation represented
by
d ny

dy
F x, y , , . . . , n = 0, (1)
dx dx
n
where F is a real function of the n + 2 arguments x, y , dy d y
dx , . . . , dx n .
Explicit Solution
Let f be a real function defined for all x in a real interval I and
having an n-th order derivative along with its lower order
derivatives for all x ∈ I . Then the function f is called the explicit
solution of the differential equation (1) if the following two
requirements are satisfied.
1 F [x, f (x), f ‘(x), . . . , f n (x)] is defined for all x ∈ I and
2 F [x, f (x), f ‘(x), . . . , f n (x)] = 0 for all x ∈ I .

Implicit Solution
A relation g (x, y ) = 0 is called an implicit solution of (1) if this
relation defines at least one real function f of the variable x on an
interval I such that this function is an explicit solution of (1).
Example: Explicit Solution

The function f defined for all real x by f (x) = 4 sin x − 3 cos x is
an explicit solution of the differential equation
d 2y
+ y = 0.
dx 2
Example: Implicit Solution

The relation x 2 + y 2 − 25 = 0 is an implicit solution of the
differential equation y dy
dx + x = 0.
Basic Existence and Uniqueness Theorem (Picard’s Theorem)
Consider the differential equation
dy
= f (x, y ), . (2)
dx
∂f
Let the function f as well as ∂y are continuous in a domain D of
the xy plane and (x0 , y0 ) be a point in D. Then there exists a
unique solution φ of the differential equation (2) defined on some
interval |x − x0 | ≤ h, where h is sufficiently small, that satisfies the
condition
φ(x0 ) = y0 .

Examples
Consider the following initial value problems and discuss the
existence and uniqueness of the solutions
dy
1 dx = x 2 + y 2 , y (1) = 3
dy √y ,
2 dx = x
y (1) = 2
dy √y ,
3 dx = x
y (0) = 2

ODE of first order and first degree
dy
An ODE of first order and first degree dx = f (x, y ) can always be
written in the form
M(x, y ) dx + N(x, y ) dy = 0.
According to the method of solutions, first order and first degree

ODEs can be classified into four types, namely,
1 Equations solvable by separation of variables,
2 Homogeneous equations,
3 Exact equations,
4 Linear equations.

Solution by separation of variables
If the ODE M dx + N dy = 0 can be put in the form
f1 (x) dx + f2 (x) dy = 0,
then it can be solved simply by integrating the terms.
Examples
Solve the following differential equations.
1 x 2 dy
dx + y = 1
√ √
2 x y dx + (1 + y ) 1 + x dy = 0
3 y − x dy 2 dy
dx = a(y + dx )
√ p
4 1 − x 2 dx + 1 − y 2 dy = 0

Homogeneous Equation
If the equation M dx + N dy = 0 can be put in the form

dy x
=f ,
dx y
it is called a homogeneous ODE. In this case, it can be solved by

using the substitution
y = vx.
Examples
Solve the following ODE.
1 x 2 y dx − (x 3 + y 3 ) dy = 0
y2
2 x dy
dx + x =y
3 y2 + x 2 dy dy
dx = xy dx
Exact equation
The differential equation M dx + N dy = 0 is said to be an exact
differential equation if it can be expressed in the form du = 0, where u is
a function of x and y . The necessary and sufficient condition for the
above ODE to be exact is
∂M ∂N
= .
∂y ∂x
Some of the non-exact ODEs of the form
M dx + N dy = 0
can be converted to exact differential equation by multiplying with an

appropriate function µ(x) called integrating factor i.e. in that case we
have
∂M ∂N ∂(µM) ∂(µN)
6= but = .
∂y ∂x ∂y ∂x

Exact differential equations can be easily solved by writing it in the
form
du = 0
and integrating. Depending on the form of the ODE, there are
specific methods for determining integrating factors. However, in
most of the cases using the following relations we can solve a large
class of non-exact/exact ODEs of the form M dx + N dy = 0
simply by inspection.
1 x dy + y dx = d(xy )
x dy −y dx
2
x2
= d( yx )
x dy −y dx
3
y2
= −d( yx )
x dy −y dx
4 xy = −d log( yx )
x dy −y dx
5
x 2 +y 2
= dtan−1 ( yx )

Examples
1 (1 − x 2 ) dy
dx − 2xy = x − x
2
x dy −y dx
2 x dx + y dy + x 2 +y 2
=0
3 (x 2 − 2y ) dx + (y 2 − 2x) dy =0
4 (x 2 y − 2xy 2 ) dx + (3x 2 y − x 3 ) dy = 0
5 (xy sin xy + cos xy )y dx + (xy sin xy − cos xy )x dy = 0
p
6 x dy − y dx = x 2 + y 2 dx
7 x dy 2
dx + y = y log x

Linear Equations
An ODE of the form
dy
+ Py = Q, (3)
dx
where P and Q are functions of x Ronly, is called linear equation of first
order in y . It can be shown that e P dx is an integrating factor of (3).
Multiplying both sides of (3) we get
dy R P dx R R
e + Pye P dx = Qe P dx
dx
h i
R R
P dx P dx
=⇒ d ye = Qe
Integrating, we get the solution as

R
Z R
ye P dx = Qe P dx dx + C ,
where C is an arbitrary constant.

Examples
dy 4x 1
1 dx + x 2 +1
y = (x 2 +1)3
−1

2 1 + y 2 + x − e −tan y dydx = 0
dy
3 dx + x sin 2y = x 3 cos2 y
4 cos x dy
dx + y sin x = 1

ODE of first order but not of first degree
Let us consider a first order ODE of degree n given by
n n−1 n−2
p + A1 p + A2 p + · · · + An−1 p + An = 0, (4)
where p = dy
dx
and A1 , A2 , . . . , An are functions of x and y . We now discuss the method of solution of (4) when
it is (i) solvable for p, (ii) solvable for x and (iii) solvable for y .
Equations solvable for p

Let us suppose (4) is solvable for p, then it can expressed in the form
{p − f1 (x, y )}{p − f2 (x, y )} . . . {p − fn (x, y )} = 0 (5)
Next let the individual factors equated to zero give the solutions
g1 (x, y , c1 ) = 0, g2 (x, y , c2 ) = 0, . . . , gn (x, y , cn ) = 0, (6)
(c1 , c2 , . . . , cn are the arbitrary constants) and the general solution of (5)
is given by
g1 (x, y , c)g2 (x, y , c) . . . gn (x, y , c) = 0.
Examples
Solve the following ordinary differential equations
1 p 2 + 2px − 3x 2 = 0
2 p 3 − (x 2 + xy + y 2 )p 2 + (x 2 y + x 2 y 2 + xy 3 )p − x 3 y 3 = 0
3 x 2 (p 2 − y 2 ) + y 2 = x 4 + 2xyp
4 x 2 p 2 + xyp − 6y 2 = 0
5 p 2 − p(e x + e −x ) + 1 = 0
6 p(p − y ) = x(x + y )
7 xp 2 + (y − x)p − y = 0
8 p2 + p − 6 = 0
9 x 2 p 2 + 3xyp + 2y 2 = 0


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Ordinary Differential Equations

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Example: Explicit Solution

Example: Implicit Solution

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

According to the method of solutions, first order and first degree

Pinaki Pal NIT Durgapur

then it can be solved simply by integrating the terms.

Pinaki Pal NIT Durgapur

it is called a homogeneous ODE. In this case, it can be solved by

can be converted to exact differential equation by multiplying with an

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Pinaki Pal NIT Durgapur

Integrating, we get the solution as

where C is an arbitrary constant.

Pinaki Pal NIT Durgapur

Equations solvable for p

{p − f1 (x, y )}{p − f2 (x, y )} . . . {p − fn (x, y )} = 0 (5)

g1 (x, y , c1 ) = 0, g2 (x, y , c2 ) = 0, . . . , gn (x, y , cn ) = 0, (6)

Pinaki Pal NIT Durgapur

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