Some basic concepts of differential equations

Ordinary differential equations First order ordinary differential equations

Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Types of ordinary differential equations

Linear ODEs
Linear ODEs or ODEs that can be transformed into linear ODEs are
models of various phenomena; for instance, in physics, biology, popu-
lation dynamics, and ecology. A first-order ODE is said to be linear in
the dependent variable y if it can be written in the form

dy
+ P y = Q,
dx
where P and Q are functions of x (or constants). If Q = 0 for all
x in the interval in which we consider the equation, then the above
equation is said to be homogeneous otherwise, it is said to be non-
homogeneous or inhomogeneous linear ODE. The integrating factor
(I. F) of a non-homogeneous linear ODE is
!
P(x) dx
I. F = e .

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Types of ordinary differential equations

Example:- Solve the following differential equation
dy 3y
+ = 6x 2 .
dx x
Non-linear ODEs (Equations reducible to linear form)- Bernoulii
equation
Certain non-linear ordinary differential equations can be reduced to
linear form. Practically, the most famous of these equations is the
Bernouli’s equation which has the form
dy
+ P y = Q y n , n ̸= 0, 1,
dx
where P and Q are functions of x (or constants). In order to reduce
this equation into linear differential equation, divide it by y n , we have
dy
y −n + P y 1−n = Q.
dx
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Types of ordinary differential equations

Multiplying the above equation both sides by (1 − n), we get
dy
(1 − n)y −n + (1 − n)P y 1−n = (1 − n)Q.
dx
Now, put y 1−n = v and (1 − n)y −n dy
dx =
dv
dx , we have

dv
+ (1 − n)P v = (1 − n)Q,
dx
the corresponding linear differential equation in v.
Example:- Solve the following differential equation
dy
+ y = xy 3 .
dx
Exercise:-
Exercise #1.5, Page # 34 (Ref-book no. 2).
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Types of ordinary differential equations

Orthogonal trajectories
An important type of problem in physics or geometry is to find a family
of curves that intersects a given family of curves at right angles. The
new curves are called orthogonal trajectories of the given curves (and
conversely).
Let f (x , y , c) = 0 and g(x , y , k ) are two families of curves with param-
eters c and k , respectively. If each curve in either family is intersected
orthogonally by every curve in the other family, then each family is said
to be orthogonal trajectory of the other. Recall from calculus that two
curves are said to be orthogonal if their tangents at the point of inter-
section are perpendicular to each other. For example, the families of
the following curves
x 2 + y 2 = c2 =⇒ f (x , y , c) ≡ x 2 + y 2 − c 2 = 0, and
y = kx =⇒ g(x , y , k ) ≡ y − kx = 0,
are orthogonal as illustrated in the following figure.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Types of ordinary differential equations

Example:-
Find the orthogonal trajectories for

x 2 − y 2 = c.

Exercise:-
Exercise #1.6, Page # 38 (Ref-book no. 2).

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

Linear ordinary differential equations of higher order.

Solution of ordinary differential equations of higher order.

Solution of second order boundary value problems (BVPs)
The solution of a second-order BVP is a function that is twice differ-
ential, satisfies the given differential equation, and also satisfies the
given boundary conditions. For example, consider the following BVP
d 2y π
2
+ y = 0; y (0) = 2, y ( ) = −3.
dx 2
It could easily be observed by substituting into the above differential
equation that
y (x ) = A cos x + B sin x (5)
is a solution of the differential equation for any real constants A and B.
Using the boundary condition y (0) = 2, we get from equation (5) that
A = 2. Similarly, using y ( π2 ) = −3, we get from (5) that B = −3.
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

Finally, substituting the values of arbitrary constants A and B in (5), we
obtain the solution of the given BVP as
y (x ) = 2 cos x − 3 sin x .
Operator notation
d
Introducing dx = D (differential operator, i.e., an operation of differen-
tiation), we have
d 2y d ny
! "
dy d dy 2
= Dy , = = D y , · · · , = Dn y .
dx dx 2 dx dx dx n
The second-order linear differential equation of the form
d 2y dy
+ P1 + P2 y = Q,
dx 2 dx
where P1 , P2 , and Q are functions of x alone (or constants) and y is
unknown function of x , can be written as
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

D 2 y + P1 Dy + P2 y = Q,
(D 2 + P1 D + P2 )y = Q,
F (D)y = Q.

Where, F (D) = D 2 + P1 D + P2 is called an operator polynomial in D.

Example:-
The following differential equation

d 2y dy
+ x 2 2xy = sin x
dx 2 dx
can be written as
(D 2 + x 2 D − 2x )y = sin x .

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

Linear operator
An operator L is called a linear operator if for any constants A and B
and any functions y1 (x ) and y2 (x ), we have

L(Ay1 + By2 ) = AL(y1 ) + BL(y2 ).

Principle of superposition
Theorem:-
Prove that if y1 (x ) and y2 (x ) are two linearly independent solutions of
the second order homogeneous linear differential equation F (D)y = 0,
then
y = Ay1 (x ) + By2 (x ),
where A and B are arbitrary constants, is the general solution of F (D)y =
0.

Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023

 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

Example:- Solve the following differential equation
d 2y dy
+4 + 3y = 0.
dx 2 dx
Solution:- The given differential equation can be written as
d
D 2 y + 4Dy + 3y = 0, ∵D=
dx
(D 2 + 4D + 3)y = 0,
F (D)y = 0,
where, F (D) = D 2 + 4D + 3. The characteristics (or auxiliary) equation
of the given differential equation is
F (m) = m2 + 4m + 3 = 0
m2 + 3m + m + 3 = 0
m(m + 3) + 1(m + 3) = 0
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023
 Some basic concepts of differential equations
Ordinary differential equations First order ordinary differential equations
Laplace transforms Higher order ordinary differential equations
Applications of ordinary differential equations

Higher order ordinary differential equations

(m + 3)(m + 1) = 0
m + 3 = 0, m + 1 = 0
m = −1, −3.

Since the roots are real and distinct, so the general solution of the
given differential equation is

y = c1 e−1x + c2 e−3x .

Example:- Solve the following differential equation

d 3y d 2y dy
3
−4 2 + + 6y = 0.
dx dx dx
Exercise:-
Exercise #2.2, Page # 59-60 (Ref-book no. 2).
Dr. Shafiq Ur Rehman, UET, Lahore ORDINARY DIFFERENTIAL EQUATIONS_2023