CHAPTER 4 : LGB12703

Introduction to Ordinary
Differential Equations
MADAM NORSHAKILA
UniKL MIMET
 Ordinary Differential
Equations
 Where do ODEs arise?
 Notation and Definitions
 Solution methods for 1st order
ODEs

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  How is mathematics applied to the real world?
The usual way is to build “mathematical
models”. We manipulate the model and try to
draw conclusions about the real system.

 Differential equation is an equation that involves

derivatives.

 Two types differential equations

 Ordinary Differential Equation (ODE)
 Partial Differential Equation (PDE)

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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 changes with time (and
sometimes space)

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 Example – Newton’s Law of
Cooling
 This is a model of how the
temperature of an object changes as
it loses heat to the surrounding
atmosphere:
Temperature of the object: TObj Room Temperature: TRoom

Newton’s laws states: “The rate of change in the temperature of an

object is proportional to the difference in temperature between the object
and the room temperature”
Form
dTObj
ODE   (TObj  TRoom )
Solve dt
ODE TObj  TRoom  (Tinit  TRoom )e t
Where Tinit is the initial temperature of the object.
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 Example – Swinging of a
pendulum
Newton’s 2nd law for a rotating object:
 Moment of inertia x angular acceleration = Net external torque

d 2
 ml  2   mgl sin 
2

dt
rearrange and divide
l through by ml 2
where
d 
2
2 
g
2
  2
sin   0 l
dt
mg
This equation is very difficult to solve.

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 Notation and Definitions

 Order
 Linearity
 Homogeneity
 Initial Value/Boundary value
problems

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 Order

 The order of a differential

equation is just the order of
highest derivative used.

d 2 y dy
.
2
 0 2nd order equation
dt dt (Order 2)
dx d 3x
x 3 3rd order equation
dt dt
(Order 3)

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 Degree
 The highest exponent of the highest-order
derivative of the dependent variable gives
the degree of a differential equation.

.
2 5
d y d y
3 2
Third order ODE

 3   2   e x
0
 dt   dt  of degree Two

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 Linearity
 n
 A differential equation F (t , y , y ,..., y )0
Is called linear if F is a linear
 n
function
of the variablesy, y,..., y and its
derivatives

a0  t  y n  a1  t  y n 1  a2  t  y n  2  ...  an  t  y  g (t )

Derivatives with decreasing power.

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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  3 sin t) y (2  3 y 2 ) y
2
dy  dy 
t  
dt  dt 

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 Linearity – Special Property

If a linear homogeneous ODE has solutions:

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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 Approximately Linear –
Swinging pendulum example
 The accurate non-linear equation for a
swinging pendulum is:

d 2
2
  2
sin   0
dt
 But for small angles of swing this can be
approximated by the linear ODE:

d 2
2
  2
 0
dt

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 Homogeniety
 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

2  2nd order
d M
2
w  Linear
dx  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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 Initial Value/Boundary value
problems
 Problems that involve time are represented
by an ODE together with initial values.

 Problems that involve space (just one

dimension) are also governed by an ODE
but what is happening at the ends of the
region of interest has to be specified as well
by boundary conditions.

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  Solving the differential equation
means apply some technique of
integration or sufficient data to obtain
the original function.
 General solution
 Particular solution (Boundary
condition)

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  4 types of ODEs

1. Direct Integration
2. Variable Separable

3. Homogenous Equation

4. Linear Equation

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 Direct Integration – Example

Find the velocity of a car that is

accelerating from rest at 3 ms-2:
dv
a3
dt
 v  3t  c

If the car was initially at rest we

have the condition:
v ( 0)  0  0  3  0  c  c  0
 v  3t
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 Solution Methods -
Separation
The separation method applies only to
1st order ODEs. It can be used if the
RHS can be factored into a function of t
multiplied by a function of y:

dy
 g (t )h ( y )
dt

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 Separation – General Idea

First Separate:
dy dy
 h y g  t  g (t )dt
dt h( y )

Then integrate LHS with

respect to y, RHS with respect
to t.
dy
 h( y )   g (t )dt  C
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 Separation - Example

dy
 y sin(t )
dt
Separate:
1
dy  sin(t )dt
y
Now integrate:
1
 y dy   sin(t )dt
 ln( y )   cos(t )  c
 y  e cos( t ) c

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 y  Ae cos(t )
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 Homogenous First order
ODE

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  Step 1

 Step 2

 Step 3

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  Step 4

 Step 5

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 Linear First order ODE

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 Linear First order ODE -
Integrating Factor
The integrating factor method is used for
nonhomogeneous linear 1st order equations

The basic ideas are:

dy
 Collect all the terms involving y and
dt
on the left hand side of the equation.
 Combine them together as the derivative of
a single function of y and t.
 Solve by direct integration.

The cunning trick is that step 2 cannot

usually be done unless you first multiply the
whole equation by an integrating factor.
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 Solving an example using
the integrating factor
method
dy
 ty  t y ( 0)  0
dt
Step 1: Put the ODE into the general form:
dy
 g (t ) y  f (t )
dt
The ODE is already in that form!
Step 2: Find the integrating factor:
g (t )  t    e  tdt

1t2
  e 2

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 Solving an example using the
integrating factor method
Step 3: Multiply by the integrating factor:
1 2 dy 1 2 1 2
t t t
e 2
 e ty  te
2 2

dt
Step 4: Use the reverse Product Rule:
1 2
t
d [e y ]
2 1 2
t
 te 2
dt
Step 5: Integrate and make explicit in y:
1 2 1 2 1 2
y   te dt  C e
t t t
e 2 2 2
C
 12 t 2
 y  1  Ce

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 Solving an example using the
integrating factor method
Step 6: Use the initial conditions to find the
exact solution:
y (0)  0  1  Ce 0  0
 1 C  0
 C  1
Step 7: Substitute back into the original
equation:
 12 t 2
y  1 e

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 Solving Guide

General Form Description Solving

Method
 1st or higher order Direct
 RHS does not depend on
dny the unknown y Integration
n
 f (t )
dt

dy  1st order only Separation

 f (t , y )  g (t )h ( y )
dt
 1st order Integrating
dy  nonhomogeneous
Factor Method
 g (t ) y  f (t )  linear equation
dt

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