Ordinary Differential Equations (Odes) : Department of Mathematics Iit Guwahati Ra/Rks/Mgpp/Kvk

Ordinary Differential Equations (ODEs)
Department of Mathematics
IIT Guwahati
RA/RKS/MGPP/KVK
RA/RKS/MGPP/KVK MA-102 (2019)

Texts/References:
1 S. L. Ross, Differential Equations, John Wiley & Son Inc,

2004.
2 W. E. Boyce and R. C. Diprima, Elementary Differential

Equations and Boundary Value Problems, John Wiley &
Son, 2001.
3 E. A. Coddington, An Introduction to Ordinary Differential

Equations, Prentice Hall India, 1995.
4 E. L. Ince, Ordinary Differential Equations, Dover

Publications, 1958.

Topics:
• Basic Definitions
• Classification of Differential Equations
• Different Types of Solution
• Initial Value Problem
• Some Applications of ODEs

Definition: An equation containing the derivatives or
differentials of functions is said to be a differential
equation(DE).
Definition: A DE involving ordinary derivatives w.r.t a single

independent variable is called an ordinary differential
equation(ODE).
A general form of the nth order ODE:
F (x, y (x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0, x ∈ I = (a, b), (1)

dy d 2y dny
where y 0 (x) = dx
, y 00 (x) = dx 2
,··· , y (n) (x) = dx n
.
It is assumed that Eq. (1) holds for all x ∈ (a, b). In other
words,
y , y 0 , y 00 , . . . , y (n) ∈ C (a, b)

• The order of a DE is the order of the highest derivative
that occurs in the equation.
• The degree of a DE is the power of the highest order
derivative occurring in the differential equation.
• Eq. (5) is linear if F is linear in y , y 0 , y 00 , . . . , y (n) , with
coefficients depending on the independent variable x.
It is called nonlinear if it is not linear.
Examples:
• y 00 (x) + 3y 0 (x) + xy (x) = 0
(second-order, first-degree, linear)
• y 00 (x) + 3y (x)y 0 (x) + xy (x) = 0
(second-order, first-degree, nonlinear)
00 0
• (y (x)) + 3y (x) + xy 2 (x) = 0
2
(second-order, second-degree, nonlinear)

Definition: A DE involving partial derivatives w.r.t more than
one independent variable is called a partial differential
equation(PDE).
A PDE for a function u(x1 , x2 , . . . , xn ) (n ≥ 2) is a relation of
the form
F (x1 , x2 , . . . , xn , u, ux1 , ux2 , . . . , ux1 x1 , ux1 x2 , . . . , ) = 0, (2)

where F is a given function of the independent variables
x1 , x2 , . . . , xn , the unknown function u and a finite number of
its partial derivatives.
Examples:
• xux + yuy = 0 (first-order equation)
• uxx + uyy = 0 (second-order equation)
We shall consider only ODE.

Understanding ODE via Linear Algebra
Let I = (a, b). Denote C n (I ) = {y | y 0 , y 00 , . . . , y (n) ∈ C (I )}.
Consider first order ODE:
F (x, y (x), y 0 (x)) = 0, x ∈ I , (3)
which can be put in the form
G (y (x), y 0 (x)) = f (x).
Consider the operator T : C 1 (I ) → C (I ) given by
T (y )(x) := G (y (x), y 0 (x)).
Eq. (3) is linear if T is linear for each x ∈ I . That is, for each x ∈ I ,
T (y1 + y2 )(x) = T (y1 )(x) + T (y2 )(x); T (cy )(x) = cT (y )(x), c ∈ R.
Exercise: Check the linearity of the following DEs:
(i) y 0 (x) + y (x) = 0; (ii) y (x)y 0 (x) + 5x = 0.
Note: The above definition can be extended to higher order ODE

Consider the linear differential equation:
y (n) (x) + an−1 (x)y (n−1) (x) + . . . + a0 (x)y (x) = f (x), x ∈ I . (4)
In operator notation Eq. ( 4) is written as
T (y )(x) = f (x),
where the operator T : C n (I ) → C (I ) given by
T (y ) = y (n) + an−1 y (n−1) + . . . + a0 y .
It is easy to verify that
T (y1 + y2 ) = T (y1 ) + T (y2 ), T (cy ) = cT (y ).
Thus, T is a linear operator and T (y ) = f is referred as a linear DE.

The operator T itself is sometimes written as
T = D n + an−1 D n−1 + · · · + a0 ,
dk
where D k = dx k
denotes the kth derivative operator.

Different Types of Solution
Definition: The general solution (GS) of
F (x, y (x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0, x ∈ I = (a, b), (5)
involves n arbitrary constants, i.e.,

y (x) = φ(x, c1 , c2 , · · · , cn ), ci ∈ R, i = 1, . . . , n,
where φ ∈ C n (I ), and satisfies
F (x, φ(x), φ0 (x), φ00 (x), · · · , φ(n) (x)) = 0, x ∈ I
Definition: A function y = φ ∈ C n (I ) that satisfies

F (x, φ(x), φ0 (x), φ00 (x), · · · , φ(n) (x)) = 0, x ∈ I
is called an explicit solution to the equation on I .
Example: φ(x) = x 2 − x −1 is an explicit solution to
y 00 (x) − 2 xy2 = 0. Note that φ(x) is an explicit solution on
(−∞, 0) and also on (0, ∞).
Definition: A relation ψ(x, y ) = 0 is said to be an implicit

solution to F (x, y (x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0 on I if it
defines one or more explicit solutions on I .
Examples:
• x + y + e xy = 0 is an implicit solution to
(1 + xe xy )y 0 + 1 + ye xy = 0.
• 4x 2 − y 2 = c, where c is an arbitrary constant, an implicit

solution to yy 0 − 4x = 0.

Definition: Let the GS of the first order DE
F (x, y (x), y 0 (x)) = 0 (6)

be given by φ(x, y , c) = 0. Let ψ(x, y ) = 0 be the equation
obtain by eliminating c from φ(x, y , c) = 0 and
∂φ
∂c
(x, y , c) = 0.
If ψ(x, y ) satisfies F (x, y (x), y 0 (x)) = 0 but it does not belong

to the family φ(x, y , c) = 0, then this function ψ(x, y ) is
called a singular solution.
Example: Consider
p
dy 1 − y2
= .
dx y
The GS is given by (x + c)2 + y 2 = 1, c ∈ R.
The singular solution is y = ±1.
Initial Value Problem (IVP)
Definition: Find a solution y (x) ∈ C n ((a, b)) that satisfies

F (x, y , y 0 (x), · · · , y (n) (x)) = 0, x ∈ (a, b)
and the n initial conditions(IC)

y (x0 ) = y0 , y 0 (x0 ) = y1 , · · · , y (n−1) (x0 ) = yn−1 ,
where x0 ∈ (a, b) and y0 , y1 , . . . , yn−1 are given constants.
First-order IVP: F (x, y , y 0 (x)) = 0, y (x0 ) = y0 .
Second-order IVP: F (x, y , y 0 (x), y 00 (x)) = 0,
y (x0 ) = y0 , y 0 (x0 ) = y1 .
Example: The function φ(x) = sin x − cos x is a solution to
IVP: y 00 (x) + y (x) = 0, y (0) = −1, y 0 (0) = 1.

Applications
A typical application of DE proceeds as follows.
Real World Situation

↓
Mathematical Model
↓
Solution of Mathematical Model
↓
Interpretation of Solution

Example 1. In case of radioactive decay, the rate of decay is
proportional to the amount of radioactive substance present.
This leads to the equation
dR
− = kR, k > 0,
dt
where R(> 0) is the unknown amount of radioactive substance
present at time t and k is the proportionality constant.
Solving for R yields
R = R(t) = Ce −kt .
The value of C is determined if the initial amount amount of
radioactive substance is given.

Example 2. Newton’s second law can be applied to a falling
object leads to the equation
d 2h
m = −mg ,
dt 2
where m is the mass of the object, h is its height above the
2
ground, ddt h2 is its acceleration, −mg is the force due to gravity.
Integrating twice w.r.t t, we obtain

1
h = h(t) = − gt 2 + c1 t + c2 ,
2
where the integration constants c1 and c2 are determined if we
know the initial height and initial velocity of the object.

Example 3. Some physical scenarios for which we can derive
linear ODEs of the form
y 0 = a(t)y + f (t).
Mathematical finance:
• y (t) is the amount of money in the account at time t.
• a(t) is the interest rate (most often constant)
• f (t) corresponds to rate of withdrawals from (f (t) < 0)

and/or deposits into (f (t) > 0) the account.
*** Ends ***

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Ordinary Differential Equations (ODEs)

RA/RKS/MGPP/KVK MA-102 (2019)

1 S. L. Ross, Differential Equations, John Wiley & Son Inc,

2 W. E. Boyce and R. C. Diprima, Elementary Differential

3 E. A. Coddington, An Introduction to Ordinary Differential

4 E. L. Ince, Ordinary Differential Equations, Dover

RA/RKS/MGPP/KVK MA-102 (2019)

• Classification of Differential Equations

• Different Types of Solution

• Initial Value Problem

• Some Applications of ODEs

RA/RKS/MGPP/KVK MA-102 (2019)

Definition: A DE involving ordinary derivatives w.r.t a single

A general form of the nth order ODE:

F (x, y (x), y 0 (x), y 00 (x), · · · , y (n) (x)) = 0, x ∈ I = (a, b), (1)

RA/RKS/MGPP/KVK MA-102 (2019)

(second-order, second-degree, nonlinear)

RA/RKS/MGPP/KVK MA-102 (2019)

F (x1 , x2 , . . . , xn , u, ux1 , ux2 , . . . , ux1 x1 , ux1 x2 , . . . , ) = 0, (2)

RA/RKS/MGPP/KVK MA-102 (2019)

F (x, y (x), y 0 (x)) = 0, x ∈ I , (3)

which can be put in the form

G (y (x), y 0 (x)) = f (x).

Consider the operator T : C 1 (I ) → C (I ) given by

T (y )(x) := G (y (x), y 0 (x)).

T (y1 + y2 )(x) = T (y1 )(x) + T (y2 )(x); T (cy )(x) = cT (y )(x), c ∈ R.

Exercise: Check the linearity of the following DEs:

(i) y 0 (x) + y (x) = 0; (ii) y (x)y 0 (x) + 5x = 0.

Note: The above definition can be extended to higher order ODE

In operator notation Eq. ( 4) is written as

where the operator T : C n (I ) → C (I ) given by

T (y ) = y (n) + an−1 y (n−1) + . . . + a0 y .

It is easy to verify that

T (y1 + y2 ) = T (y1 ) + T (y2 ), T (cy ) = cT (y ).

Thus, T is a linear operator and T (y ) = f is referred as a linear DE.

RA/RKS/MGPP/KVK MA-102 (2019)

involves n arbitrary constants, i.e.,

F (x, φ(x), φ0 (x), φ00 (x), · · · , φ(n) (x)) = 0, x ∈ I

Definition: A function y = φ ∈ C n (I ) that satisfies

Definition: A relation ψ(x, y ) = 0 is said to be an implicit

• 4x 2 − y 2 = c, where c is an arbitrary constant, an implicit

RA/RKS/MGPP/KVK MA-102 (2019)

F (x, y (x), y 0 (x)) = 0 (6)

If ψ(x, y ) satisfies F (x, y (x), y 0 (x)) = 0 but it does not belong

Definition: Find a solution y (x) ∈ C n ((a, b)) that satisfies

and the n initial conditions(IC)

RA/RKS/MGPP/KVK MA-102 (2019)

A typical application of DE proceeds as follows.

Real World Situation

RA/RKS/MGPP/KVK MA-102 (2019)

RA/RKS/MGPP/KVK MA-102 (2019)

Integrating twice w.r.t t, we obtain

RA/RKS/MGPP/KVK MA-102 (2019)

• y (t) is the amount of money in the account at time t.

• a(t) is the interest rate (most often constant)

• f (t) corresponds to rate of withdrawals from (f (t) < 0)

*** Ends ***

RA/RKS/MGPP/KVK MA-102 (2019)

* Ends *