Ordinary Differential Equations 1

Dhriti Ranjan Dolai

IIT Dharwad

May 29, 2023

Lecture will be according to institute time table and venue.

Instructor: Dhriti Ranjan Dolai

Email: dhriti@iitdh.ac.in
Attendance policy: The grade DX may be given if attendance falls

below 80%, in which case you would not be able to appear for the

Final Exam.

If you are absent due to medical reasons, then you will need a

produce relevant certificate.

Quiz: between 17 & 20 June 2023- 40 marks

Final Exam: Between 10 & 16 July 2023 - 60 marks,

There will be no re-quiz or re-exam.

Syllabus

Exact equations, integrating factors and Bernoulli equations.

Orthogonal trajectories. Lipschitz condition, Picard’s theorem,

existence-uniqueness theorem. Linear dependence and Wronskians.

Dimensionality of space of solutions, AbelLiouville formula. Linear

ODE’s with constant coefficients, the characteristic equations.

Cauchy-Euler equations. Method of undetermined coefficients.

Method of variation of parameters. Laplace transform generalities.

Convolution theorem.
Reference Books

The following books can be used as references:

1. Elementary Differential Equations and Boundary Value

Problems written by William E. Boyce and Richard C.

DiPrima, and published by John Wiley & Sons Inc.

2. Advanced Engineering Mathematics (Tenth Edition) written

by Erwin Kreyszig, and published by John Wiley & Sons,

Hoboken, N.J. (2011).

Outline

I Basic concepts

I Separable DE
Differential equations
I Definition: Let y (x) denote a function in the variable x. An
ordinary differential equation (ODE) is an equation containing
one or more derivatives of an unknown function y . In general,
a differential equation involving one or more dependent
variables with respect to a single independent variable is called
an ODE.

Example F (x, y , y 0 , y 00 ) := y 00 + 2y 0 + y − e 2x = 0.

I Definition: A differential equation involving partial derivatives

of one or more dependent variables with respect to more than
one independent variable is called a partial differential
equation (PDE).

2
Example F (x, t, ut , uxx ) := ut − uxx − e −x = 0, u := u(x, t)
Basic Concepts

I Note that the ODE may contain y itself (the 0th derivative),
and known functions of x (including constants). In other
words, an ODE is a relation between the derivatives y , y 0 or
dy d ny
, . . . , y (n) or , and functions of x:
dx dx n

n times
z }| {
00 0
F (x, y , y 0 , . . . , y (n) ) = 0, y (n) = y ··· . (1)

I DEs occur naturally in physics, engineering, and so on.

Further classification

I Definition: The order of a differential equation is the order of

the highest derivative in the equation.

dy
Ecology = ay − b (First order ODE)
dx
2
d Q(t) dQ(t) 1
EE L 2
+R + Q(t) = E (t) (Second order ODE)
dt dt C
∂ 2 u(x, t) ∂u(x, t)
Heat eq. α2 = (Second order PDE)
∂x 2 ∂t
Lotka-Volterra
dx dy
= αx − axy , = −βx + bxy , x = x(t), y = y (t) (System of
dt dt
first order ODEs)
Further classification

I Definition: The equation (1), F (x, y , y 0 , . . . , y (n) ) = 0 is said

to be a linear ODE if it can be written as

an (x)y (n) + an−1 (x)y (n−1) + · · · + a1 (x)y 0 + a0 (x)y = b(x)

where a0 , a1 , . . . , an , b are functions of x or constants.

If such representation is not possible, then we say that the
given ODE is non-linear.
Examples

00
I Both y + y 2 = 2 and y 0 + cos y = 0 are non-linear.

y0
I y 00 + e x y = x 2 and e x − cos x+y 00 = 0 are linear.
More examples

I p : population of mice, r : rate of growth, k : number killed by

owls.

I Can model by following linear first order ODE:

dp
= rp − k.
dt

I Of the general form we met earlier, will meet again later.

More examples

I A body of mass m falls under the force of gravity. Suppose

(not a standard assumption, just for exposition) the drag force
due to air resistance is cv 2 ,
where v is the velocity and c is a constant.
I Then, net force can be modeled by following nonlinear first
order ODE:
dv
m = mg − cv 2 .
dt
I An ex. of second order nonlinear ODE: Angle θ that oscillating
pendulum of length L makes with vertical direction satisfies:

d 2θ g
+ sin θ = 0 (Can linearize for small θ).
dt 2 L
I Solutions for linear ODEs more systematic.
Solving DEs

Given an equation, one would like to solve it. At least, try to solve

it.

I What is a solution?

I Does an equation always have a solution? If so, how many?

I Can the solutions be expressed in a nice form? If not, how to

get a feel for it?

I How much can we proceed in a systematic manner?

What is a solution?
Consider F (x, y , y 0 , . . . , y (n) ) = 0.
I We assume that it is always possible to solve a differential
equation for the highest derivative, obtaining
y (n) = f (x, y , y 0 , . . . , y (n−1) ) (will study eq. of this form)
I Avoids the ambiguity which may arise because a single eq.
F (x, y , y 0 , . . . , y (n) ) = 0 – may correspond to several eq. of
the form y (n) = f (x, y , y 0 , . . . , y (n−1) ).
I y 02 + xy 0 + 4y = 0 leads to two eq.
p p
0 −x + x 2 − 16y 0 −x − x 2 − 16y
y = or y = .
2 2
I Definition: An explicit solution of the ODE
y (n) = f (x, y , y 0 , . . . , y (n−1) ) on the interval α < x < β is a
function φ(x) such that φ0 , φ00 , . . . , φ(n) exist and satisfy
φ(n) (x) = f (x, φ, φ0 , . . . , φ(n−1) ), for every x in α < x < β.
Implicit solution and formal solution
Definition: A relation g (x, y ) = 0 is an implicit solution of
y (n) = f (x, y , y 0 , . . . , y (n−1) ) if this relation defines at least one
function φ(x), on an interval α < x < β, such that this function is
an explicit solution of y (n) = f (x, y , y 0 , . . . , y (n−1) ) in this interval.
I x 2 + y 2 − 25 = 0 is an implicit solution of x + yy 0 = 0 in
−5 < x < 5 because it defines two functions
p p
φ1 (x) = 25 − x 2 , φ2 (x) = − 25 − x 2 ,

which are (explicit) solutions of the DE in the given interval.

I Consider x 2 + y 2 + 25 = 0 =⇒ x + yy 0 = 0. Thus,
x 2 + y 2 + 25 = 0 formally satisfies the DE. It is not an
implicit solution since it does not yield a function φ that
satisfies the DE in any real interval.
First order ODE and Initial value problem

I Consider first order ODE of the form y 0 = f (x, y ).

I Specifically, take a first order linear ODE of the form
y 0 + a(x)y = b(x). Eq. is called homogeneous if b(x) = 0
(Solutions of these eq. have a vector space structure under
usual addition and scalar multiplication.).

Definition (Initial value problem (IVP))

A DE along with an initial condition is an IVP.

y 0 = f (x, y ), y (x0 ) = y0 .
Examples
Find the curve through the point (1, 1) in the xy −plane having at
y
each of its points the slope −
x
I Relevant ODE is
y
y0 = − .
x
I By inspection, general solution is

c
y= ,
x

c being an arbitrary constant.

I With initial condition y (1) = 1, the particular solution is:

1
y= .
x
Examples
Recall model motivated from ecology: dy dt = ay − b, where a and b
are given constants, with the initial condition y (0) = y0 .
b
I If a 6= 0, y 6= , we can rewrite DE as
a
dy /dt
= a.
y − (b/a)
I Integrating both sides, we get log |y − (b/a)| = at + C , C
being an arbitrary constant.
I Taking exponential and solving for y , we get
y = (b/a) + ce at , where c is also arbitrary.
I Initial condition gives c = y0 − (b/a).
I Solution of IVP is

y = (b/a) + [y0 − (b/a)]e at .

Examples

A first order IVP can have

I No solution: xy 0 = y , y (0) = 1.

I Exactly one solution: y 0 = x, y (0) = 1.

I Infinitely many solutions: xy 0 = y − 1, y (0) = 1.

Therefore, important to know when solution exists and when it is

unique.

Before that, will study solutions of some first order ODEs and

discuss geometric meaning.

Separable equations
dy
Consider general first order eq.: = f (x, y ).
dx
dy
I Always possible to rewrite above as M(x, y ) + N(x, y ) =0
dx
(for ex., M(x, y ) = −f (x, y ), N(x, y ) = 1).

I If M is a function of x only and N is a function of y only,

above becomes M(x) + N(y )y 0 = 0 – separable.

I Let H1 (x), H2 (y ) be any functions such that

H10 (x) = M(x), H20 (y ) = N(y ).

I Substituting in eq., we have

H10 (x) + H20 (y )y 0 = 0.

Separable equations

I Chain rule gives

dH2 (y ) dy
= H20 (y ) .
dx dx
d
I Thus, we have dx (H1 (x) + H2 (y )) = 0.
I Integrating, H1 (x) + H2 (y ) = c, with c arbitrary.
I Given y (x0 ) = y0 we calculate the value of c

H1 (x0 ) + H2 (y0 ) = c

I Now we have

H1 (x) + H2 (y ) = H1 (x0 ) + H2 (y0 ).

Separable equations

I We write

H1 (x) − H1 (x0 ) + H2 (y ) − H2 (y0 ) = 0

I Using H10 (x) = M(x) and H20 (y ) = N(y ) we write

Z x Z y
H1 (x) − H1 (x0 ) = M(s)ds, H2 (y ) − H2 (y0 ) = N(s)ds.
x0 y0

I We obtain Z x Z y
M(s)ds + N(s)ds = 0.
x0 y0
Example of Separable equations

( Ex1): Solve the initial value problem (IVP)

dy 3x 2 + 4x + 2
= , y (0) = −1
dx 2(y − 1)

Solution: The differential equations can be written as

2(y − 1)dy = (3x 2 + 4x + 2)dx

Integrating left side w.r.t y and right side w.r.t x gives

y 2 − 2y = x 3 + 2x 2 + 2x + c, c is arbitrary constant.
Example of Separable equations

To determine the constant c we substitute x = 0 and y = −1

(since y (0) = −1) in above we get c = 3. Hence the solution of
the initial value problem is given by implicitly by

y 2 − 2y = x 3 + 2x 2 + 2x + 3.

To obtain the solution explicitly we must solve above for y in

terms of x and we get

p
y =1± x 3 + 2x 2 + 2x + 4.
Example of Separable equations

So above gives two solutions of the differential equation, only one

of which, however, satisfies the given initial condition. This is the
solution corresponding to the minus sign, so finally we obtain

p
y = φ(x) = 1 − x 3 + 2x 2 + 2x + 4.

as the solution of the initial value problem.

 √
Note: If we choose y = 1 + x 3 + 2x 2 + 2x + 4, then we obtain
the initial condition y (0) = 3 i.e y = 3 for x = 0, which is not

true.
Example of Separable equations

( Ex2): Find a non trivial solution (y 6= 0) of the Differential

equation (DE)
y 0 + y 2 sin x = 0

We can write the above Differential equation as

dy
y 0 = −y 2 sin x =⇒ = − sin x dx.
y2

Integrating left side w.r.t y and right side w.r.t x gives

1 1
− = cos x + c =⇒ y = −
y cos x + c

c is arbitrary constant.
Example of Separable equations

(EX 3): Take y 0 = −2xy .

dy
I Separating variables, = −2xdx.
y
I Integrating, log |y | = −x 2 + C .
2
I Solutions are y = ce −x .

I Given y (x0 ) = y0 , solution is

2 2
y = y0 e x0 −x .
Example of Separable equations
(EX 4): Consider

dy y cos x
= , y (0) = 1.
dx 1 + 2y 2

I Assuming y 6= 0,

1 + 2y 2
dy = cos x dx
y

I Integrating, log |y | + y 2 = sin x + c.

I y (0) = 1 =⇒ c = 1.
I A particular solution to the IVP is

log |y | + y 2 = sin x + 1.

I y ≡ 0, is a solution to the DE, but not to the given IVP.

Example of Separable equations

(EX 5): Consider

dy 4x − x 3
= ,
dx 4 + y3
and find solution passing through (0, 1) i.e y (0) = 1.
I Separating variables and integrating, we get

(4 + y 3 )dy = (4x − x 3 )dx, y 4 + 16y + x 4 − 8x 2 = c.

I Setting x = 0, y = 1 gives c = 17.

I Solution is
y 4 + 16y + x 4 − 8x 2 = 17.
Comment on Separation of Variables
Take y 0 = 3y 2/3 , y (0) = 0.
I y ≡ 0 is a solution.
I If y 6= 0, method of separation of variables yields y = (x + c)3
as a solution.
I Initial condition gives c = 0.
I For each k > 0, consider

0, −∞ < x ≤ k


φk (x) =
(x − k)3 , x > k



I Infinitely many solutions of the DE (not obtained from

method).