9 ORDINARY DIFFERENTIAL EQUATIONS

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Lecture 11
9 Ordinary dierential equations
An ordinary dierential equation (ODE) is an equation involving an unknown function, y with independent variable x say, and its derivatives. For example, y (x) = 2xy (x) (9.1) and dy d2 y 2 3y = 4 sin 2x 7 cos 2x (9.2) dx2 dx are ordinary dierential equations. The solution of an ODE is a function that satises the equation at every point of its domain. For example, y (x) = exp(x2 ) is a solution of (9.1), while y (x) = exp(x) + cos 2x is a solution of (9.2). Other notations for ODEs are possible, such as an ODE for x as a function of t: 3 dx d2 x + 5 + 7x = 0. dt2 dt
dx , dt

(9.3) = t
d2 x , dt2

= Often derivatives with respect to t are denoted by dots, e.g. t (9.3) may also be written as 3 x + 5x + 7x = 0 . Hence, the following ODEs are equivalent: 4y + 3y y = 0, d2 y dy + 3 y = 0, 2 dx dx dx d2 x + 3 x = 0, 2 dt dt 4 x + 3x x = 0.

etc., so that

4 4 and

ODEs arise quite naturally in a wide variety of physical situations, as described below. Newtons law of cooling It states that the rate of decrease of the temperature of a body is proportional to the difference between the temperature T of the body and the temperature T0 of the surrounding air, i.e. i.e. dT T T0 dt

9 ORDINARY DIFFERENTIAL EQUATIONS or, equivalently, dT = k (T T0 ) dt for some constant k . Motion of a mass on a spring in a resistive medium

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x=0

x = X (t)

Let X (t) denote the displacement of the mass at time t. The resistive force is given by k1 (speed) = k1 and the spring restoring force by k2 (extension) = k2 (X l), (9.5) dX , dt (9.4)

where k1 and k2 are constants and l is the natural length of the spring. By Newtons Second Law, the total force F acting on the body must equal the acceleration a of the body times its mass m, i.e. F = ma. Hence k1 d2 X dX k2 (X l) = m 2 dt dt (9.6) (9.7)

d2 X dX + k1 + k2 X = k2 l , 2 dt dt which is an ODE for the displacement X (t). i.e. m

9.1

Classication of ODEs

ODEs may be separated into dierent categories, according to their general characteristics. 9.1.1 Independent and dependent variables

In equations (9.1) and (9.2) y is called the dependent variable and x is the independent variable. In equation (9.3) x is called the dependent variable and t is the independent variable.

9 ORDINARY DIFFERENTIAL EQUATIONS 9.1.2 Order

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The order of an ODE is the highest derivative occurring in the equation. For example, d2 y dy + 6 10y = 0, dx2 dx is second-order; 3 is rst-order. 9.1.3 Degree dy + 4y 3 x = 0, dx

The degree of an ODE is the power to which the highest-order derivative is raised, after the equation has been rationalised to contain only integer powers of derivatives. Hence d4 y dx4
2

+x

dy dx

+y =0 ,

is of fourth-order and second degree; equation d2 y + dx2 dy dx

7/4

+y =0 ,

is of second-order and degree 4, since, in order to remove fractional powers, we rearrange as follows 4 7/4 7 d2 y d2 y dy dy = y 2 = y 2 . dx dx dx dx Hence the highest derivative is raised to the power of 4. 9.1.4 Linearity

An ODE is linear if (a) the only y -dependent terms are y itself and derivatives of y and (b) these terms do not appear multiplied together. ODEs containing products of y -dependent terms, or functions of y , are said to be nonlinear. d2 y +5 dx2 is second-order and nonlinear, whilst d2 y dy + 10 6y = 0 2 dx dx is second-order and linear; dy dx
3

4y = ex

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dy + x3 = 0 dx are rst-order and nonlinear, whilst y

and

dy + ey = 0 dx

dy + 4x3 y = e4x dx is rst-order and linear. Notice that the coecients in the ODE might depend upon the independent variable (x in this case).

9.1.5

Homogeneous and inhomogeneous ODEs

Suppose we are given a linear dierential equation. Let us assume that terms containing the dependent variable are on the left-hand side of the equality sign and terms involving the independent variable and constants on the right-hand side. Then homogeneous equations have the right-hand side zero and inhomogeneous equations have the right-hand side non-zero. For example, d2 y dy +x y =0 , 2 dx dx is a homogeneous, linear, second-order ODE and d2 y dy y = cos x , + x2 2 dx dx is an inhomogeneous, linear, second-order ODE.