Ordinary Differential Equation(Math3082)

By:Tolosa Tulu

SLU,DEP.MATHEMATICS

April 9, 2024

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 1 / 20

 Introduction:
Definition
In Mathematics, a differential equation is an equation that contains
one or more functions with its derivatives. The derivatives of the
function define the rate of change of a function at a point. It is
mainly used in fields such as physics, engineering, biology and so on.
The primary purpose of the differential equation is the study of
solutions that satisfy the equations and the properties of the
solutions. Learn how to solve differential equations here. One of the
easiest ways to solve the differential equation is by using explicit
formulas.

Definition
Differential Equation can be categorized in to two depending on the
number of independent variables included in the derivatives. Those
are Ordinary Differential Equation (ODE)and Partial Differential
Equation(PDE).

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 2 / 20

 Applications of DEs

DEs has remarkable applications and it has the ability to

predict the world around us.
It is used in a variety of disciplines like biology, economics,
physics, chemistry and engineering. It helps to predict the
exponential growth and decay, population and species growth.
Some of the uses of DEs are:
1 Modelling the growth of diseases
2 Describes the movement of electricity
3 Describes the motion of the pendulum, waves
4 Used in Newtons second law of motion and Law of cooling

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 3 / 20

 Definition
In generally we can classify the differential equations as; Ordinary
Differential Equations,Partial Differential Equations, Linear and
Nonlinear Differential Equations. Homogeneous and Non
homogeneous Differential Equations
Example
d 2X 2xyy 0 = 3y 2 + x 2 is ODE.
1
2
+ w 2 x = 0 is ODE. 5

dt
4x 2 +y 2
∂2y 2 6 y0 = is ODE.
2
∂t 2
= c 2 ∂∂xy2 is PDE. xy

d 4y d 2y dy dy dy dy
3 + 5 + 3x = sinx is
7 + + +...+ =
dt 4 dt 2 dx1 dx2 dx3 dxn
ODE. 0 is PDE.
∂2y ∂y
4 uxx + uyy + uzz = 0 is PDE 8
∂x 2
+ ∂t
= 0 is PDE.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 4 / 20

 Chapter one: Basic Definition and Terminology

1.1.Definition of ODE and Examples

Definition
Ordinary Differential Equation(ODEs):
In mathematics, the term Ordinary Differential Equations also known
as ODE is an equation that contains only one independent variable
and one or more of its derivatives with respect to the variable.
In other words, the ODE is represented as the relation having one
independent variable x, the real dependent variable y, with some of
its derivatives.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 5 / 20

 Example
The following are ODEs involving the unknown function y.
d 3y dy d 2y 3 dy
1
3
+ sinx = 2x 5 5 3x( 2
) +4 = 4xy
dx dx dx dx
2 dy
2
x
− 4x = y d 5y d 3y dy
dx 6
5
− 3
+ xy = sinx
dx dx dx
dy
3 x =y
dx 7 y 0 + (x + 2)y 2 = 0
dy d 2 y
4 y 2( ) =x 8 y 0 = (y + 9x)2
dx dx 2

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 1.2.Order of ordinary differential equation, linear
and non- linear ordinary differential equation
Definition
1 order: An order of ordinary differential equation is the highest
derivative appearing in the equation.
2 Degree: The degree of ordinary differential equation is the
rationalized power of the highest derivative in the ODE.

Example
Consider the following;
d 3y dy
1
3
+ 2xy = 1 is 3rd order ,1st degree ODE.
dx dx
d 4y 3 d 2y
2 ( ) − 2 = coshx is 4th order,3rd degree ODE.
dx 4 dx
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 Classification of Ordinary Differential Equation:
Definition
Classification by Order:
The order of Ordinary differential equation is the order of the
highest derivative in the equation. We classify Ordinary differential
equations based on their order as first order, second order, ...,etc.

Example
consider the following
d 3y
1 + 2xy = 1 is a third -order ODE.
dx 3
d 2y
2 + y = sinx is a second -order ODE.
dx 2
d 4y
3 − y = coshx is a fourth order ODE.
dx 4
.
By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 8 / 20
 Definition
Classification by Linearity and homogeneity:
An nth order ODE for y(x) is said to be linear if it can be written in
the form

an (x)y (n) + a(n−1) (x)y (n−1) + ... + a1 (x)y 0 + a0 (x)y = f (x), (1)
Where an (x), a(n−1) (x), ..., a1 (x), a0 (x) andf (x) are functions of x
and an (x) 6= 0.
That is, an nth -order ODE in one dependent variable is expressed by
the general form.
F (x, y , y 0 , y 00 , ...y n ) = 0,Where F is a real-valued function of n + 2
variables: x, y , y 0 , y 00 , ..., y n .
1 A non-linear ordinary differential equation is simply one that is
not linear.
2 In equation (1) above if f (x) = 0 ,then it is called
homogeneous ODE and if f (x) 6= 0, then it is called
non-homogeneous ODE.
By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 9 / 20
 Remark
Linear ordinary differential equation characterized by the following.
1 all coefficients are a function of independent variable’
2 no product of dependent variable and its derivative occur.
3 no dependent variable and/or its derivative is occur in
transcendental function.
4 the dependent variable and its various derivative occur in first
degree.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 10 / 20

 Example
dy
1 − y = 0 is linear and homogeneous ODE.
dx
dy dy
2 − 3y = 0 is non-linear and homogeneous ODE .
dx dx
dy
3 y − 4y = cosx is non- linear and non- homogeneous ODE.
dx
dy
4 x − sin(y ) = 0 is non- linear and homogeneous ODE.
dx
d ny d n−1 y dy
5
n
+ n−1
+ ... + + y = 0 is linear and homogeneous
dx dx dx
ODE.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 11 / 20

 1.3.Nature of solutions of ODE: Particular and
general solutions

Definition
A solution of an nth -order ordinary differential equation is a function
f(x) that posses at least n derivatives and for which
F (x, f (x), f 0 (x), f 00 (x), ..., f n (x)) = 0 for all x in I.

Definition
Solution of ordinary differential equation
A solution of ordinary differential equation in the unknown function
y and the independent variable x on the interval I is a function y(x)
that satisfies the differential equation identical for all x in I.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 12 / 20

 Example
Show that: For any scalar A,B, and C,
1 y 2 = x 2 + C satisfies the differential equation ydy = xdx.
dy 2 dy
2 x 2 + 4y = 0 is a solution of ( ) +x −y =0
dx dx
d 2y dy
3 y = Ae x + Be 2x is a solution of 2
− 3 + 2y = 0
dx dx
A d 2y dy
4 y= x
+ B is a solution of 2
+ x2 =0
dx dx
d 2y dy
5 y = e 3x (A + Bx) is a solution of − 6 + 9y = 0
dx 2 dx

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 Definition
General, particular and trivial solution of the ordinary differential
equation
i A solution of ordinary differential equation with arbitrary
parameters is called a general solution.
ii A solution of ordinary differential equation that is free of
arbitrary parameters is called a particular solution.
iii Solution of ordinary differential equation that is identically
zero on an interval I is said to be a trivial solution.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 14 / 20

 Example
y 2 = x 2 + c is the general solution of the ordinary differential
equation ydy = xdx for any scalar c , whereas y 2 = x 2 is the
particular solution of the differential equation ydy = xdx.
As we saw in example (1), y 2 = x 2 + c satisfies the ordinary
differential equation ydy = xdx for any scalar c. Since this solution
contains arbitrary parameter c, it is the general solution of the
ordinary differential equation ydy = xdx.
If we choose c = 0, then from the general solutiony 2 = x 2 + c of
the ordinary differential equation ydy = xdx, we get the particular
solutiony 2 = x 2 of the ordinary differential equation ydy = xdx.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 15 / 20

 Example
d 3y
Show that the ordinary differential equation + 2xy = 0has
dx 3
trivial solution.

Solution
d 3y
Since y = 0 satisfies the differential equation + 2xy = 0
dx 3
d 3y
Therefore,the differential equation + 2xy = 0 has trivial
dx 3
solution.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 16 / 20

 Definition
Explicit and implicit solution of Ordinary Differential
Equation
1 A solution in which the dependent variable is expressed solely
in terms of the independent variable and constants is said to
be an explicit solution.
2 A relation G (x, y ) is said to be an implicit solution of an
ordinary differential equation on an interval I, provided there
exists at least one function f that satisfies the relation as well
as the DE on I.

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 17 / 20

 Example
1 Show that y= x+c is an explicit solution of the ordinary
differential equation dy=dx.
x
2 Verify thaty = e 3 is an explicit solution of the ODE
3y 0 − y = 0

Solution
dy
1 =0
dx
dy x x x
2 = 13 e 3 =⇒ 1
3
(3e 3 ) −e3 = 0
dx

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 18 / 20

 1.4.Formation of Ordinary differential Equation
Definition
Ordinary differential equation derived from different function by
removing or eliminating the arbitrary constants
The order of the ordinary differential equation is equal with the
number of arbitrary constants associated with the function
Example
Derive the ODEs from the following functions
1 y 2 = 4A(x + A)
2 y = Ae 4x + Bxe 4x
A
3 y= x
+B
4 Find the ODE of all straight line passing through the origin.
5 Find the ODE of all non-vertical line in the xy-plane

By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 19 / 20

 Exercise
Classify the following as linear,non-linear,homogeneous
,non-homogeneous and state their degree and order.
d 2y dy
1 x 2 + xy = 0
dx dx
y
d dy
2
2
+ 5 + 8y = 100sin(20x)
dx x
dy
3 = sinx + cosx
dx
dy dy 3
4 k 2 = [1 + ( )2 ] 2
dx dx
r
dy dy
5 y =x + k[ 1 + ( )2 ]
dx dx
d 3x d 2x dx
6
3
+ 2 + ( )4 = e t
dt dt dt
By:Tolosa Tulu (SLU,DEP.MATHEMATICS) Ordinary Differential Equation(Math3082) April 9, 2024 20 / 20