Ordinary Differential Equation

Mathematical Physics
December 2019

1 Introduction
An equation containing derivatives is called a Differential Equations. If it con-
tains partial derivatives , it is called Partial Differential Equation otherwise it
is called Ordinary Differential Equations. Thus General form of an ODE of nth
order is a relation of the form
dn x
 
dx
F t, x, , ..., n = 0 (1)
dt dt

Equation (1) is called a linear differential equation if F is a linear function of

its arguments
dx dn x
t, , ..., n
dt dt
The general equation of such equation is given by
dx dn x
q(t) + f0 (t)x + f1 (t) + .. + fn (t) n = 0 (fn (t) 6= 0 (2)
dt dt
Homogeneous If q(t) or one of its derivative is zero , the equation is said to
be Homogeneous ODE. If not it is called inhomogeneous ODE.
Degree Of ODE is define as the power of highest order derivative involve
in differential equation.

1.1 Examples
Here are some of the familiar examples :
Simple Harmonic Motion

d2 x
+ ω2 x = 0 (3)
dt2
is a second order ODE with degree one.
Newton’s Law
F = ma
(4)

1
 d2 r F
= (5)
dt2 m
LCR Circuit Consider a simple series circuit containing Resistance R , a ca-
pacitor C , an inductance L and a AC source of emf V. We know that the
differential that the circuit follow is given by

d2 I dI I dV
L +R + = (6)
dt2 dt C dt

1.2 Solution Of Differential Equation

A solution of a differential equation (in the variables x and y) is a relation
between x and y which, if substituted into the differential equation, gives an
identity. Example ODE
y 00 = y
has a solution of the form y = ex .As y 0 = ex and y 00 = ex = y.
If y1 and y2 are two linearly independent solution of linear differential equa-
tion then their linear combination c1 Y1 + C2 y2 is also a solution of linear
differential equation.
Any linear differential equation of order n has a solution containing n inde-
pendent arbitrary constants, from which all solutions of the differential equation
can be obtained by letting the constants have particular values. This solution is
called the general solution of the linear differential equation. To find a particu-
lar solution of ODE We need value of function at some point. There two types
of conditions are given (a) Boundary Condition where the value of function
given at the boundary point. (b) Initial Condition where the value of function
given at starting point t=0 .

1.3 Direction Field/Vector Field

Consider a first order differential equation y 0 = f (x, y).Now I can plot short lines
or vectors at every point in space that have a slope equal to slope of tangent at
the curve y = y(x) at point (x,y). If I plot the curve whose slope (tangent) is
perpendicular f(x), then family of these curve called orthogonal trajectories.
Given by
1
g=−
f (x, y)

2 First-Order Differential Equation

The general equation is given by
dy
= f (x, y) (7)
dx

2
2.1 Separable Equations
Some time we have an special form
dy P (x)
= (8)
dx Q(y)
Then it can be solve as
Q(y)dy = P (x)dx
integrating both side Z Z
Q(y)dy = P (x)dx

Question The rate at which a radioactive substance decays is proportional

to the remaining number of atoms. If there are N0 atoms at t = 0, find the
number at time t. Do It!

2.2 Exact Differentials

Given First order differential equation

P (x, y)dx + Q(x, y)dy = 0 (9)

If we can match term with the form

∂ϕ ∂ϕ
dϕ = dx + dy = 0
∂x ∂y
So
∂ϕ ∂ϕ
= P (x, y) and = Q(x, y)
∂x ∂y
and Thus
∂2ϕ ∂P (x, y) ∂2ϕ ∂Q(x, y)
= and =
∂y∂x ∂y ∂x∂y ∂x
and Thus
∂P (x, y) ∂Q(x, y)
=
∂y ∂x
Example
(x + y)dx + xdy = 0
Here P (x, y) = x + y and Q(x, y) = x
∂P (x, y) ∂
= (x + y) = 1
∂y ∂y
and
∂Q(x, y) ∂
= x=1
∂x ∂x
∂P (x, y) ∂Q(x, y)
=
∂y ∂x

3
Solution can be obtain as follows
x2
Z
(x + y)dx = + yx + c
2
and Z
xdy = xy + c

The general solution given by

x2
+ xy + c = 0
2
Remarks It may turn out that a non-exact differential equation can be
made exact differential equation by multiplying a function of x,y. This function
is called Integrating factor α(x, y). Thus the equation

α(x, y)P (x, y)dx + α(x, y)Q(x, y)dy = 0

is exact.
Some Of the IF are given below
Rule 1:
1. d(xy) = xdy + ydx
 
2. d xy = ydx−xdy
y2

y
= xdy−ydx


3. d x x2
 
4. d log xy = ydx−xdy
xy

5. d log xy = xdy−ydx


xy
 
6. d tan−1 xy = ydx−xdy
x2 +y 2

7. d tan−1 xy = xdy−ydx


x2 +y 2

Rule 2:
If equation is in the form

f1 (xy)ydx + f2 (xy)xdy = 0

then integrating factor given by

1
α(x, y) =
P (x, y)x − Q(x, y)y
Rule 3: If  
1 ∂P ∂Q
− = f (x)
Q ∂y ∂x

4
then R
f (x)dx
α(x, y) = e
Rule 4: If  
1 ∂Q ∂P
− = f (y)
P ∂x ∂y
then R
f (y)dy
α(x, y) = e
Rule 5:
If equation is of the form
xa y b (mydx + nxdy) + xr y s (pydx + qxdy) = 0
then multiply both side with xh y k and
∂P (x, y) ∂Q(x, y)
=
∂y ∂x
and Find hand k.

2.3 Linear First Order Differential Equation:

A equation of the form
y 0 + P (x)y = Q(x)
is called a linear first order differential equation and has a solution of the form
Z Z
yeI = QeI dx + c where I = P dx.

Recall that I is integrating factor here.

Proof: We are given that
y 0 + P (x)y = Q(x)
Multiply both side by I We get,
I.y 0 + P (x).I.y = I.Q(x)
Now the left hand side by the definition of integration factor I is integrable
Thus left side can be written as
d(Iy) = IQ(x)
where
P (x)I = I 0
we use the fact that
d(φψ) = φd(ψ) + ψd(φ)
I = eP (x)
Thus Z
P (x)
e y= eP (x) Q(x)dx.

5
2.4 The Bernoulli Equation
The differential Equation

y 0 + P (x)y = Q(x)y n

or
y0 1
+ P (x) n−1 = Q(x)
yn y
can be solve as follow
z0 yn
Let z = y n−1 then z 0 = (1−n)y −n y 0 ⇒ y 0 = (1−n) substitute it to differential
equation
z 0 + (1 − n)P (x)z = (1 − n)Q(x)
which can be solved from previous method.

2.5 Homogeneous Equations

The equation of the form
dy
= xn f (y/x) (10)
dx
is a homogeneous equation of degree n. and can be solved as by letting

y = xv

we get
y 0 = xv 0 + v = xn f (v)
which is First order linear differential equation.
This substitution give us separable equation in v and x, that can be solved.
Putting back v = y/x we get the require solution.

3 Second-Order Linear Differential Equation

The General form of the equation look like

d2 y dy
P (x) + Q(x) + R(x)y = S(x) (11)
dx2 dx
.

3.1 Second-Order Linear Differential Equation With Con-

stant Coefficient & Zero Right Hand Side
General Form
d2 y dy
a2
2
+ a1 + a0 y = 0 (12)
dx dx
We use the following symbol for simplicity

6
 dy d2 y
Dy = dx = y 0 and D2 y = dx2 = y 00 and so on Thus equation become

(a2 D2 + a1 D + a0 )y = 0

Solution
Find root of the polynomial (called auxiliary Equation)
a2 D2 + a1 D + a0 = 0
The General solution given by , If roots of equation are a & b

c1 eax + c2 ebx , if a 6= b

y=
(Ax + B)eax , if a = b
Proof: We have
(a2 D2 + a1 D + a0 )y = 0
or
(D − a)(D − b)y = 0
If a 6= b Thus We can write (D − a)y = 0 and (D − b)y = 0 solution given by
y = c1 eax and y = c2 ebx
General solution given by

y = c1 eax + c2 ebx

If a = b
(D − a)(D − a)y = 0
Let u = (D − a)y Thus u = Aeax

(D − a)y = u = Aeax

y = (Ax + B)eax .
Complex Roots Of Auxiliary Equation
Suppose complex roots are α ± ιβ then the solution given by

y = Ae(α+ιβ)x + Be(α−ιβ)x = eαx (Aeiβx + Be−iβx )

Which can be reduced to

y = eα (c1 sin βx + c2 cos βx)

Or
y = ceαx sin(βx + γ).
Simple Harmonic Oscillator The Differential Equation of Simple har-
monic motion given by
d2 y
+ ω2 y = 0
dt2
Or which can be written as

D2 y + ω 2 y = 0 ⇒ (D2 + ω 2 )y = 0

7
 d
where = dt Roots of auxiliary equation are D = ±iω. so the general equation
given by

y = Aeiωt + Be−iωt = c1 sinωt + c2 cosωt = csin(ωt + γ

Questions A fairly reasonable assumption for this problem and many other
similar ones is that there is a retarding force proportional to the velocity; let us
call this force −l(dy/dt)(l 0. Thus SHM Equation become

d2 y dy
m = −ky − l
dt2 dt
. Solve!

4 Second Order Linear Differential Equation With

Constant Coefficient & Non-Zero RHS :
Consider the following equation

d2 y dy
L(y) = a2 + a1 + a0 y = f (x)
dx2 dx

Preposition: Let L be linear differential operator of independent vari-

able.Then the following holds
1. Superposition Principle: A linear combination of solutions of the homo-
geneous linear equation L(y) = 0 is also a solution.
2. Any solution of the linear equation L(y)=F has the form y = yp + yh ,
where yp is particular solution to this equation and yh is some solution of the
corresponding homogeneous equation L(y) = 0.

4.1 Exponential Right-Hand Side :

The ODE given by

d2 y dy
a2 + a1 + a0 y = (D − a)(D − b)y = kecx .
dx2 dx
then the particular solution given by

 Cecx if c 6= a or b
yp = Cxecx if c = a or b , a 6= b
Cx2 ecx if c = a = b.


Use of Complex Exponentials:

If f (x) is function of sine or cosine then solve for f (x) = eikx and then use
real and complex part of solution to get solution for sine and cosine.
To find a particular solution of

8
 
ksin(αx)
(D − a)(D − b)y =
kcos(αx)
First solve
(D − a)(D − b)y = keiαx
and then take real or imaginary part.

Method of Undetermined Coefficients:

A particular solution yp of (D − a)(D − b)y = ecx Pn (x) where Pn (x) is a
polynomial of degree n is
 cx
 e Qn (x) if c 6= a or b
yp = xecx Qn (x) if c = a or b , a 6= b
 2 cx
x e Qn (x) if c = a = b,
where Qn (x) is polynomial of same degree as Pn (x).

5 Problems
Question 1:
Consider the SHM setup where the differentisl equation of the motion given
by
d2 x
+ ω2 x = 0
dt2
The solution by inspection is given by
x(t) = Acos(ωt) + Bsin(ωt)
One can find A & B by putting the position and velocity at t = 0. But go back
Langrangium mechanics where you need to tune A & B in such a way that the
trajectory pass through space-time points (x1 , t1 ) and (x2 , t2 ).Here we need to
find Action , In this case it define as
Z t2 
mω 2 2

m
S(x1 , t1 ; x2 , t2 ) = ẋ + x dt
t1 2 2
Show that for the oscillator
mω  2
(x1 + x22 )cos(ωt) − 2x1 x2

S(x1 , t1 ; x2 , t2 ) = (13)
2sin(ωt)
Problem 2
dx
Consider the equation dt+Ax+B=0 . Show that if x(t) is a solution of differ-
ential equation then
x(t) + Ce−At
will also be a solution.
Problem 3: Try with Exactness
(2xy + y 2 )dx + (x2 + 2xy)dy = 0