Math IV, Lecture #1

First-Order Ordinary Diffrential

Equations

Professor DSc, Dr.rer.Nat, Ph.D

Abdel Nasser Tawfik
dr.sc.a.Tawfik@gmail.com
Date: 27 February 2024
Ordinary Differential equations

• ODE are equation which involve derivatives of the unknown variable?

• FODE are the simplest ODE.

• They involve only the first derivative of the unknown function and no
higher derivatives.
• These unknown functions will usually be denoted by y(x) or y(t) when
the independent variable denotes time t.
• The best way to understand the basics of ODEs is that you solve
problems by hand (paper and pencil) without the aid of computer.
 Ordinary Differential equations
• 1.1 Suggesting a Mathematical Modelling = Formulating a
Differential Equation
Ordinary Differential equations
• An ordinary differential equation (ODE) is an equation that contains one
or several derivatives of an unknown function, which we usually call y(x)
or y(t).
• ODE may also contain besides the derivative(s) y itself.
Ordinary Differential equations
The term ordinary distinguishes ODE from partial differential equations
(PDE), which involves partial derivatives of an unknown function of two
or more variables.

PDEs are more complicated than ODEs.

They have important engineering applications.
Ordinary Differential equations
• An ODE is said to be of order n if the n-th derivative of the unknown
function y is the highest derivative of y in the equation.
• The order concept is useful to classify then into ODEs of first order,
second order, etc.
• Thus, (1) is of first order, (2) of second order, and (3) of third order.
• Degree of DE is defined as the power to which the highest order
derivative is raised, example (f‴)2 + (f″)4 + f = x is second degree,
3rd-order DE.
• First-order ODEs contain only the first derivative of y and may contain y
and any given functions of x. Hence, we can write them as
Ordinary Differential equations

implicit or explicit
form form

What do we mean with “Solution”?

• y = h(x) is called a solution of an implicit ODE on some open interval
a<x<b, if h(x) is defined and differentiable throughout this interval and
is such that the equation becomes an identity if y and y’ are replaced
with h and h’, respectively.
• The curve (the graph) of h is called a solution curve.
 Ordinary Differential equations

Example 1:

Solution of Example 1:
From
By substituting into xy’ = - y, we get identity or xy’ = - y, the ODE we started with.
Ordinary Differential equations

Example 2:
Find the solution of ODE y’ = dy/dx = cos(x)

Solution of Example 2:
ODE y’ = dy/dx = cos(x) can be solved
directly by integration on both sides.
Indeed, using calculus, we get

This is a family of solutions at each value of c

 Ordinary Differential equations
Example 3:
Find the solution of

Solution of Example 3:
We find that the derivative of y is

Hence y is a solution of y’ = 0.2 y. This ODE of the form

y’ = ky, if k is a positive constant, can model
exponential growth.

Also, y’ = -0.2 is a solution of .

Model an exponential decay (radioactive substance)
Initial Value Problem
• In most cases the unique (particular) solution of a given problem can be
obtained from a general solution by an initial condition with given values
x0 and y0, that is used to determine a value of the arbitrary constant c.
• Geometrically this condition means that the solution curve should pass
through the point in the xy-plane.
• An ODE, together with an initial condition, is called an initial value
problem.
• Thus, if the ODE is explicit, the initial value problem is of the form
 Initial Value Problem

Example 4:
Solve the initial value problem

Solution of Example 3:

As given in Example 3, from the general solution and the

initial condition we obtain .

Hence the initial value problem has the solution

This is a particular solution.
Example 5:
Given an amount of a radioactive substance, say, 0.5 g (gram), find the
amount present at any later time.

Solution of Example 5:
Step 1: Setting up a mathematical model of the physical process.
Step 2: Denote y(t) by the amount of substance still present at any time t.
By the physical law, the time rate of change y’=dy/dt is proportional to y(t).
This gives the first-order ODE

For the given initial amount is 0.5 g, and we can call the corresponding
instant t=0. Then we have the initial condition y(0)=0.5.
Hence the mathematical model of the physical process is the initial value
problem
Solution of Example 5:
Then, we conclude that the ODE models an exponential decay and has the general solution
(with arbitrary constant c but definite given k)

The constant c can be determined by using the initial condition y(0)=c=0.5.

The particular solution governing our process for k>0 is

To verify this solution

1.1 Problems:

Second-order linear ordinary differential equation

Third-order linear ordinary differential equation

1.1 Solutions:

1. y’ + 2 sin (2 π x ) = 0, or y’ = dy/dx = - 2 sin (2 π x ),

By Integration:
dy = -2 π sin (2 π x) dx
y = -2 (-cos(2 π x))/2 π + c = (1/π) cos(2 π x) + c

To Verify, we calculate y’ = dy/dx = - 2 sin (2 π x ),

1.1 Solutions:

2. y’ + x exp(-x2/2) = 0, or y’ = dy/dx = -x exp(-x2/2),

dy = - x exp(-x2/2) dx

By Integration:

y =-
= exp(-x2/2)

To Verify, we calculate
y’ = = -x exp(-x2/2),
1.1 Solutions:
3. y’ = y
1.1 Solutions:
3. y’ = y

4. y’ = -1.5 y (similar to 3.)

1.1 Solutions:
5. y’ = 4e-x cos(x),
dy/dx = 4e-x cos(x),
dy = 4e-x cos(x) dx,
By integration:
y =  4e-x cos(x) dx,

y=

To verify, we calculate y’
1.1 Solutions:
5. y’’=-y, or
1.1 Solutions:
7. y’= cosh(5.12 x), or dy/dx= cosh(5.12 x),
1.1 Solutions:
8. y’’’= exp(-0.2 x), or d/dx(d^2y/d^2x) = exp(-0.2 x),