GTEC 22013

Applied Calculus II

Dr. Madusha Chandrasena

University of Kelaniya
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 Chapter 1

Ordinary Differential Equations

(ODE)

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 Differential Equations (DE)
• A differential equation (DE) is an equation that
• Involves a derivative or derivatives of an unknown function 𝑦 which depends on
one or more independent variable.

• Examples:
𝑦 ′ = 2𝑥 − 1

𝑦 ′′ + 2𝑦 ′ + 3𝑥𝑦 − 1 = 0

𝑑 2 𝑦 𝑑𝑦
2
+ + 2𝑦 = 𝑥 − 1
𝑑𝑥 𝑑𝑥

• Differential equations play a prominent role in many disciplines including

engineering, physics, economics and biology.
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• An ODE is a differential equation dependent on only a single
independent variable.
𝑑𝑦
− 2𝑦 = 2𝑥
𝑑𝑥

𝑑 2 𝑦 𝑑𝑦
2
+ + 2𝑦 = 𝑥 − 1
𝑑𝑥 𝑑𝑥

• An ODE can be of multiple dependent variables.

𝑑𝑦 𝑑𝑧
+ = 2𝑦 − 𝑧
𝑑𝑥 𝑑𝑥

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Order of a Differential Equation
• is the order of the highest derivative appearing in the differential
equation.

Degree of a Differential Equation

• is the power of the highest order derivative in the given differential
equation.

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Solution of an ODE
• is an expression for the dependent variable 𝑦 in terms of the
independent variable which satisfies the relation.

Given the derivative 𝑓′ of a function, can we find the function 𝑓?

Example:
Suppose that we are given the derivative 𝑓 ′ 𝑥 = 2𝑥 − 1 and we
wish to find 𝑓 𝑥 .
𝑓 𝑥 = 𝑥 2 − 𝑥 + 𝐶 (General Solution)
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Example:
• Show that 𝑦 = 2𝑒 𝑥 , 𝑦 = 3𝑥 and 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑥 (where 𝑐1 and 𝑐2 are
arbitrary constants) are solutions of the ODE

𝑑2 𝑦 𝑑𝑦
1−𝑥 2
+𝑥 −𝑦 =0
𝑑𝑥 𝑑𝑥

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• A unique solution of ODE is obtained by specifying the value of the
function at a certain value of 𝑥.

Example: 𝑓 ′ 𝑥 = 2𝑥 − 1,
𝑓 1 = 3. (initial condition)

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Initial Value Problem
• is an equation in which we are required to find a function satisfying a
differential equation and an initial condition.

𝑓 ′ 𝑥 = 3𝑥 2 − 4𝑥 + 8
൝
𝑓 1 =9

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Linear and non-linear DE
• Definition:
A linear differential equation is a DE that can be written in the
form
𝑎0 𝑥 𝑦 𝑥 + 𝑎1 𝑥 𝑦 (1) 𝑥 + 𝑎2 𝑥 𝑦 (2) 𝑥 + ⋯ + 𝑎𝑛 𝑥 𝑦 𝑛 𝑥 = 𝑔(𝑥)

where 𝑎0 𝑥 , . . . , 𝑎𝑛 𝑥 and 𝑔 𝑥 are differentiable functions,

and 𝑦 (1) , . . . , 𝑦 (𝑛) are the derivatives of an unknown function 𝑦 of the
variable 𝑥.

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• No products of the function and its derivatives.

• Function 𝑦 and its derivatives have the power 1.

• Function 𝑦 and its derivatives are not inside another function (cos 𝑦, 𝑒 2𝑦 , ⋯)

• 𝑎0 𝑥 , . . . , 𝑎𝑛 𝑥 , 𝑔(𝑥) can be zero or non-zero function, constant, linear or non

linear.

If the equation cannot be written in the above form then it is called non-
linear differential equation.

Examples(non-linear DE): 𝑦𝑦 ′′ + 𝑦 2 = 0
𝑦 ′′ + 𝑦 ′ 3 + 𝑥𝑦 = 0

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First order linear DE
• Definition:
A differential equation of the form
𝑎0 𝑥 𝑦 + 𝑎1 𝑥 𝑦 ′ = 𝑔 𝑥
is defined to be a first order linear differential equation.

Examples(First order linear DE):

𝑦 ′ = 𝑘𝑦
𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟(𝑥)

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• When 𝑔 𝑥 = 0,
𝑎0 𝑥 𝑦 + 𝑎1 𝑥 𝑦 ′ = 0
is called Homogeneous linear DE.

• When 𝑔 𝑥 ≠ 0,
𝑎0 𝑥 𝑦 + 𝑎1 𝑥 𝑦 ′ = 𝑔(𝑥)
is called Non-Homogeneous linear DE.

Examples:
𝑦 ′ = 𝑘𝑦 (Homogeneous)
𝑦 ′ + 𝑝 𝑥 𝑦 = 𝑟(𝑥) (Non-Homogeneous)

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Separable Differential Equations
• A first order differential equation that can be written in the
(Homogeneous) form
𝑑𝑦
= 𝑀 𝑥 𝑁(𝑦)
𝑑𝑥

𝑔(𝑦) and 𝑓(𝑥) are functions of 𝑦 and 𝑥.

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A differential equation in the above form can be solved using the
method of separation of variables.
𝑑𝑦
= 𝑀 𝑥 𝑁(𝑦)
𝑑𝑥

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𝑑𝑦 = 𝑀 𝑥 𝑑𝑥
𝑁(𝑦)

1
න 𝑑𝑦 = න 𝑀 𝑥 𝑑𝑥
𝑁(𝑦)

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Example: Solve,

𝑑𝑦
= 𝑘𝑦
𝑑𝑥
𝑑𝑦
= 5𝑦
𝑑𝑥

𝑑𝑦 (1 + 𝑦 3 )
+ 2 2 =0
𝑑𝑥 𝑥𝑦 (1 + 𝑥 )

𝑑𝑦 1 + 𝑦 2
=
𝑑𝑥 1 + 𝑥2

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