Differential Equations (ODEs)

Lecture-10

Additional chapters of mathematics

Dmitriy Sergeevich Nikitin

Assistant
Tomsk Polytechnic University
email: [email protected]

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 Ordinary Differential Equations (ODEs)
Many physical laws and relations can be expressed
mathematically in the form of differential equations. Indeed,
many engineering problems appear as differential equations.
Ordinary differential equations (ODEs) are differential
equations that depend on a single variable. The more difficult
study is associated with partial differential equations (PDEs)
that depend on several variables.

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 Ordinary Differential Equations (ODEs)
Modeling is a crucial general process in engineering, physics,
computer science, biology, medicine, environmental science,
chemistry, economics, and other fields that translates a
physical situation or some other observations into a
“mathematical model.” Numerous examples from engineering
(e.g., mixing problem), physics (e.g., Newton’s law of cooling),
biology (e.g., Gompertz model), chemistry (e.g., radiocarbon
dating), environmental science (e.g., population control) are
explained in terms of differential equations.

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 Ordinary Differential Equations (ODEs)
This lecture begins the study of ordinary differential equations
(ODEs) by deriving them from physical or other problems
(modeling), solving them by standard mathematical methods,
and interpreting solutions and their graphs in terms of a given
problem. The simplest ODEs to be discussed are ODEs of the
first order because 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. Understanding the
basics of ODEs requires solving problems by hand (paper and
pencil, or typing on your computer, but first without the aid of
a CAS – Computer Algebra System).

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Mathematical modeling
If we want to solve an engineering problem
(usually of a physical nature), we first have to
formulate the problem as a mathematical
expression in terms of variables, functions,
and equations. Such an expression is known as
a mathematical model of the given problem.
The process of setting up a model, solving it
mathematically, and interpreting the result in
physical or other terms is called mathematical
modeling or, briefly, modeling. Modeling
needs experience, which we will gain by
discussing various examples and problems
(your computer may often help you in solving
but rarely in setting up models).
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 Mathematical modeling
Now many physical concepts, such as velocity and
acceleration, are derivatives. Hence a model is very often an
equation containing derivatives of an unknown function. Such
a model is called a differential equation. Of course, we then
want to find a solution (a function that satisfies the equation),
explore its properties, graph it, find values of it, and interpret
it in physical terms so that we can understand the behavior of
the physical system in our given problem. However, before we
can turn to methods of solution, we must first define some
basic concepts.

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Some applications of differential equations

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 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 sometimes y(t) if the
independent variable is time t). The equation may also
contain y itself, known functions of x (or t), and constants. For
example, or are ordinary differential equations (ODEs). Here,
as in calculus, denotes , etc. The term ordinary distinguishes
them from partial differential equations (PDEs), which involve
partial derivatives of an unknown function of two or more
variables. For instance, a PDE with unknown function u of two
variables x and y is

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 First-order ODEs
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 concept of order gives a useful classification
into ODEs of first order, second order, and so on.
We will consider first-order ODEs. Such equations contain only
the first derivative and may contain y and any given functions
of x. Hence we can write them as
(1)
or often in the form

This is called the explicit form, in contrast to the implicit

form(1).

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 Concept of Solution
A function

is called a solution of a given ODE (1) on some open interval if

is defined and differentiable throughout the interval and is
such that the equation becomes an identity if y and are
replaced with h and , respectively. The curve (the graph) of h
is called a solution curve.
Here, open interval means that the endpoints a and b are not
regarded as points belonging to the interval. Also, includes
infinite intervals , , (the real line) as special cases.

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 Concept of Solution
Each ODE has a solution that contains an arbitrary constant c.
Such a solution containing an arbitrary constant c is called a
general solution of the ODE (we will see that c is sometimes
not completely arbitrary but must be restricted to some
interval to avoid complex expressions in the solution). We will
develop methods that will give general solutions uniquely.
Hence we will say the general solution of a given ODE (instead
of a general solution). Geometrically, the general solution of
an ODE is a family of infinitely many solution curves, one for
each value of the constant c. If we choose a specific c we
obtain what is called a particular solution of the ODE. A
particular solution does not contain any arbitrary constants. In
most cases, general solutions exist, and every solution not
containing an arbitrary constant is obtained as a particular
solution by assigning a suitable value to c. 11
 Concept of Solution
In most cases the unique solution of a given problem, hence a
particular solution, is obtained from a general solution by an
initial condition , with given values and , 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
(2)

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 More on Modeling
We will now consider a basic physical problem that will show
the details of the typical steps of modeling.
Step 1: the transition from the physical situation (the physical
system) to its mathematical formulation (its mathematical
model);
Step 2: the solution by a mathematical method;
Step 3: the physical interpretation of the result.
This may be the easiest way to obtain a first idea of the nature
and purpose of differential equations and their applications.
Realize at the outset that your computer (your CAS) may
perhaps give you a hand in Step 2, but Steps 1 and 3 are
basically your work. And Step 2 requires a solid knowledge
and good understanding of solution methods available to you
—you have to choose the method for your work by hand or
by the computer. 13
 Complex Form of the Fourier Integral
A first-order ODE (1)
(3)
has a simple geometric interpretation. From calculus you
know that the derivative of is the slope of . Hence a solution
curve of (3) that passes through a point must have, at that
point, the slope equal to the value of f at that point; that is,

Using this fact, we can develop graphic or numeric methods

for obtaining approximate solutions of ODEs (3). This will lead
to a better conceptual understanding of an ODE (3).
Moreover, such methods are of practical importance since
many ODEs have complicated solution formulas or no solution
formulas at all, whereby numeric methods are needed.
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 Graphic Method of Direction Fields
Practical Example Illustrated in Figure. We
can show directions of solution curves of a
given ODE (3) by drawing short straight-
line segments (lineal elements) in the xy-
plane. This gives a direction field (or slope
field) into which you can then fit
(approximate) solution curves. This may
reveal typical properties of the whole
family of solutions. Figure shows a
direction field for the ODE (2)
obtained by a CAS (Computer Algebra System) and some
approximate solution curves fitted in.

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 Separable ODEs
Many practically useful ODEs can be reduced to the form
(4)
by purely algebraic manipulations. Then we can integrate on
both sides with respect to x, obtaining
(5)
On the left we can switch to y as the variable of integration.
By calculus, , so that
(6)
If f and g are continuous functions, the integrals in (6) exist,
and by evaluating them we obtain a general solution of (4).
This method of solving ODEs is called the method of
separating variables, and (4) is called a separable equation,
because in (6) the variables are now separated: x appears only
on the right and y only on the left. 16
 Extended Method: Reduction to Separable Form
Certain nonseparable ODEs can be made separable by
transformations that introduce for y a new unknown function.
We discuss this technique for a class of ODEs of practical
importance, namely, for equations
(7)
Here, f is any (differentiable) function of , such as sin , and so
on. Such an ODE is called a homogeneous ODE.
The form of such an ODE suggests that we set ; thus,
and by product differentiation (8)
Substitution into then gives or . We see that if , this can be
separated: (9)

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 Linear ODEs
Linear ODEs or ODEs that can be transformed to linear form are models
of various phenomena, for instance, in physics, biology, population
dynamics, and ecology. A first-order ODE is said to be linear if it can be
brought into the form
(10)
by algebra, and nonlinear if it cannot be brought into this form. The
defining feature of the linear ODE (10) is that it is linear in both the
unknown function y and its derivative whereas p and r may be any
given functions of x. If in an application the independent variable is
time, we write t instead of x. If the first term is (instead of ), divide the
equation by to get the standard form (10), with as the first term, which
is practical. For instance, is a linear ODE, and its standard form is . The
function r(x) on the right may be a force, and the solution y(x) a
displacement in a motion or an electrical current or some other physical
quantity. In engineering, is frequently called the input, and y(x) is called
the output or the response to the input (and, if given, to the initial
condition). 18
END OF LECTURE-10

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