Introduction to Ordinary

Differential Equations

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Ordinary Differential Equations

• Where do ODEs arise?

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 Where do ODE’s arise
• All branches of Engineering
• Economics
• Biology and Medicine
• Chemistry, Physics etc

Anytime you wish to find out how something

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Notation and Definitions

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What is a Differential Equation (DE)?
A differential equation is any equation which contains
derivatives, either ordinary derivatives or partial derivatives.

Consider the Newton’s Second Law of Motion:

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More examples of a DE

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 Order
• The order of a differential equation is just the highest derivative
used in the equation.

d 2 y dy
+ =0 2nd order
dt 2 dt
.
dx d 3x
=x 3 3rd order
dt dt

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Degree
• The degree of a differential equation is the exponent in which the
highest derivative is being raised.

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Linearity
• The important issue is how the unknown y appears in the
equation. A linear equation involves the dependent variable (y)
and its derivatives by themselves. There must be no "unusual"
nonlinear functions of y or its derivatives.
• A linear equation must have constant coefficients, or
coefficients which depend on the independent variable (x). If y
or its derivatives appear in the coefficient the equation is non-
linear.
𝑑𝑛 𝑦 𝑑 𝑛−1 𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + ⋯ + 𝑎1 + 𝑎0 𝑦 = 𝐹(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥

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Linearity - Examples
dy
+ y = 0 is linear
dt
dx
+ x 2 = 0 is non-linear
dt
dy 2
+t = 0 is linear
dt
dy 2
y + t = 0 is non-linear
dt

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 Linearity – Summary

Linear Non-linear

2y y2 or sin( y)

dy dy
y
dt dt

(2 + 3sin t) y (2 − 3 y 2 ) y
2
dy  dy 
t  
dt  dt 

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Linearity – Special Property

y = f (t ) and y = g (t )

then:
y = a  f (t ) + b  g (t )
where a and b are constants,

is also a solution.

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Linearity – Special Property
Example:
d2y
+ y = 0 has solutions y = sin t and y = cos t
dt 2
d 2 (sin t )
Check + sin t = − sin t + sin t = 0
dt 2
d 2 (cos t )
+ cos t = − cos t + cos t = 0
dt 2
Therefore y = sin t + cos t is also a solution:

d 2 (sin t + cos t )
Check + sin t + cos t
dt 2
= − sin t − cos t + sin t + cos t = 0
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Homogeneity
• Put all the terms of the equation which involve the dependent
variable on the LHS.
• Homogeneous: If there is nothing left on the RHS the equation
is homogeneous (unforced or free)
• Nonhomogeneous: If there are terms involving t (or constants) -
but not y - left on the RHS the equation is nonhomogeneous
(forced)

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 Example
dv • 1st order
= g • Linear
dt • Nonhomogeneous
v(0) = v0 • Initial value problem

◼ 2nd order
d 2M
=w ◼ Linear
dx 2 ◼ Nonhomogeneous
M (0) = 0 ◼ Boundary value
and problem
M (l ) = 0

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Example
• 2nd order
d 2
2
+  2 sin  = 0 • Nonlinear
dt
• Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 • Initial value problem
dt

◼ 2nd order
d 2
2
+  2 = 0 ◼ Linear
dt ◼ Homogeneous
d
θ( 0 ) = θ0 , (0) = 0 ◼ Initial value problem
dt

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