Sem.

1 Sesi 06/07
1
KXEX2244 ORDINARY DIFFERENTIAL EQUATION


Course Contents

Chapter 1. Introduction. First Order Differential Equation

Chapter 2. Second Order Differential Equation

Chapter 3. Series Solutions of Differential Equation

Course Synopsis
:
Fundamental concepts and definitions in ODE, Initial valued problem, First
order ODE: separable, linear, exact equations and equations reducible to those
forms. Integrating factor. Linear equation of higher order: Linearly independent
solutions, Wronskian, Lagranges reduction of order, complementary functions
and particular solutions, the method of undetermined coefficients, the variation of
parameters, Euler-Cauchys equation. Series solution method: power series,
convergence, series solution at ordinary and singular points, the method of
Frobenius.

Tutorial papers

Tutorial 1 to 8

References

1. Engineering Mathematics (5th Ed), K Stroud & D Booth, Palgrave (2001)

2. Advanced Engineering Mathematics (8th Ed), Erwin Kreyszig, John Wiley
(1998)

3. Modern Engineering Mathematics (2nd Ed), Glyn James, Addison-Wesley
(1996)

4. Theory and Problems of Differential Equations. Frank Ayres Jr. Schaums
Outline Series.


Assessment

Mid-Semester Exam: 30%

Assignment: 10%

Final Exam: 60%
Sem. 1 Sesi 06/07
2
CHAPTER 1

1. Introduction

Definition 1: For a function such as ) (x f y = or implicitly as 0 ) , ( = y x , x is known as
the independent variable and y the dependent variable. An equation that involves
derivatives is known as a differential equation. If there is a single independent variable,
the equation is called an ordinary differential equation (ODE).

Example 1 (Ref: page 1)
i) x y
dx
dy
sin =
ii) 1 2 ) ( ) ( 3
5 2
+ = + x y x y
iii) x y y x tan
) 4 ( 2
= +
In all cases, y is a function of x, i.e. ) (x y y = .

When there are two or more variables, the equation is called a partial differential equation
(PDE). You will learn this in detail KXEX3244.

Example 2 (Ref: page 1)
y x
y
U
x
U
+ =

2 where ) , ( y x U is the dependent variable.

Definition 2 : The order of a differential equation is the order of the highest derivative
appears in the equation. The degree of a differential equation is the degree of the highest
derivative term.

Example 3 (Ref: page 1)
For ODE in Example 1
i) Order 1, Degree 1
ii) Order 2, Degree 2
iii) Order 4, Degree 1

Definition 3 : A linear ODE of order n is an equation of the form
) ( ) ( ) ( ) ( ) ( ) (
0 1 2
) 1 (
1
) (
x g y x a y x a y x a y x a y x a
n
n
n
n
= + + + + +

where ) (x a
i
and ) (x g are functions of x only.
A differential equation that is not linear is known as nonlinear differential equation.

Example 4 (Ref: page 2)
i) 0 2
2
= + y y x y x linear ODE
ii) x y y = +
3
nonlinear ODE
iii) x y y y y = nonlinear ODE
Sem. 1 Sesi 06/07
3
2 Solutions of Differential Equations

Definition 4: A differentiable function ) (x is a solution of an ODE if ) (x y = is
substituted into the differential equation, gives an identity.

Example 5 (Ref: page 2)
Verify that
2
3
1
) (
x
x x = is a solution to the second order differential equation
y y x 6
2
= .

Let
2
3
1
) (
x
x x y = =
4
6
6 ) (
x
x x =
LHS =
|

\
|
= |

\
|
=
2
3
4
2 2
1
6
6
6
x
x
x
x x y x
= 6y = RHS
Hence
2
3
1
) (
x
x x = is a solution to y y x 6
2
= .

Example 6 (Ref: page 3)
Show that x b ax x + = ) ( , where a and b are arbitrary constants, is a solution of
0 2
2
= + y y x y x .

Let x b ax x y + = = ) (

x
b
a y
2
+ = and
2 / 3
4

= x
b
y .
LHS = y y x y x +
2
2
= x b ax
x
b
a x
x
b
x + +
|
|

\
|
+ |

\
|

2 4
2
2 / 3
2
= 0 = RHS.
Hence x b ax x + = ) ( is a solution for 0 2
2
= + y y x y x .

Definition 5 : A relation ) , ( y x = 0 is said to be an implicit solution of an ODE if we can
deduce the differential equation from it.

Example 7 (Ref: page 3)
Show that 0 4
2 2
= + y x is a solution of x y y = .

Differentiate implicitly 0 4
2 2
= + y x wrt x.
0 2 2 = + y y x
x y y = .
Hence the circle 0 4
2 2
= + y x is a solution for x y y = .

Sem. 1 Sesi 06/07
4

The relations ) (x f
dx
dy
= and

= dx x f y ) ( are equivalent.

Example 8 (Ref: page 4)
Solve the equation x y cos = .
x
dx
dy
cos =

= dx x y cos
= C x + sin where C is an arbitrary constant.



Definition 6
A general solution of differential equation of order n contains n independent arbitrary
constants. A particular solution of a differential equation is one obtained from the general
solution by assigning definite values to the arbitrary constants.

Example 9 (Ref: page 4)
Show that
2 x x
y Ae Be = + is a general solution of the differential equation
2
2
3 2 0
d y dy
y
dx dx
+ = .

2 x x
y Ae Be = +
2
2
x x
y Ae Be = + and
2
4
x x
y Ae Be = + .
Then
LHS = 3 2 y y y +
=
2
( 4 )
x x
Ae Be +
2
3( 2 )
x x
Ae Be + +
2
2( )
x x
Ae Be +
=
2
( 3 2 ) (4 6 2 ) 0
x x
A A A e B B B e + + + =
This shows that
2 x x
y Ae Be = + is a general solution.


Sem. 1 Sesi 06/07
5
3 Initial Value Problem

A linear ODE of order n given by
) ( ) ( ) ( ) ( ) ( ) (
0 1 2
) 1 (
1
) (
x g y x a y x a y x a y x a y x a
n
n
n
n
= + + + + +

subject to the n initial conditions
0 0 0 1 2
( ) , ( ) , (0) y x y y x y y y = = = K
is known as an initial value problem (IVP). Many problems in physical sciences can be
classified as IVP. An example is a simple electrical circuit element connected in series of
a battery or a generator, supplying an emf E (volts)
a resistor having resistance R (ohms)
an inductor having inductance L (henrys)
a capacitor having capacitance C (farads)

These circuit elements are represented symbolically as follows

When the circuit is completed, a charge q (coulombs) will flow to the capacitor plates.
The time rate for the flow of charge is given by
dq
i
dt
= (current) and measured in
amperes. The basic relations are
voltage drop across a resistor, V(t) = R i(t)
voltage drop across an inductor,
dt
t di
L t V
) (
) ( =
voltage drop across a capacitor, ) (
1
) ( t q
C
t V =
voltage drop across a generator = voltage rise = E

The differential equation is derived by using the Kirchhoffs Law.
0 ) ( ) ( ) ( ) ( = + + +
c d b c a b d a
V V V V V V V V
0 ) ( =
C
q
dt
di
L i R t E
which can be simplified to
) (
1
2
2
t E q
C dt
dq
R
dt
q d
L = + + (3.1)


Sem. 1 Sesi 06/07
6
Example 10 (Ref: page 5)
Show that 2sin cos y x x = + is the solution for the initial value problem
0 , (0) 1 , (0) 2 y y y y + = = =

2sin cos y x x = + 2cos sin y x x = and 2sin cos y x x =
LHS = ( 2sin cos ) (2sin cos ) y y x x x x + = + +
= 0.
(0) 2sin 0 cos 0 1 y = + =
(0) 2cos 0 sin 0 2 y = =
The function satisfies the differential equation and its initial values. Hence
2sin cos y x x = + is the solution.

Example 11 (Ref: page 6)
Given that
2 x x
y Ae Be = + is a general solution of the differential equation
2
2
3 2 0
d y dy
y
dx dx
+ = .
Find the values of A and B such that it satisfies the initial condition
(0) 2 y = and (0) 5 y = .


4 Linear Differential Equations

A differential equation in the form of
dy
Py Q
dx
+ = (4.1)
is called a linear differential equation, where P and Q, are functions of x (but not of y).
Let exp( ( ) ) U y P x dx =

( ) ( )
exp ( ) exp ( ) ( )
dU dy
P x dx y P x dx P x
dx dx
= +

(4.2)
Compare (4.1) and (4.2). Multiply both sides of (4.1) by
( )
exp ( ) P x dx

.
( ) ( )
exp exp
dy
P dx Py P dx
dx
+

=
( )
exp ( ) Q P x dx

( )
exp( )
d
y Pdx
dx

=
( )
exp ( ) Q P x dx

(4.3)
Note :
( )
( ) exp ( ) x P x dx =

is called the integrating factor (I.F.)

Sem. 1 Sesi 06/07
7
Example 12 (Ref: page 25)
Solve the equation
4x
y y e = .

Integrating factor,
( )
( ) exp 1
x
x dx e

= =

4 x x x x
e y ye e e

=
From (4.3),
( )
3 x x
d
y e e
dx

=

3 x x
y e e dx

=
3
1
3
x
e A +

4
1
3
x x
y e Ae = +


Example 13 (Ref: page 25)
Solve the equation 6 0 xy y + + = .
1 6
y y
x x
+ =
Integrating factor,
ln
1
( ) exp
x
x dx e x
x

| |
= = =
|
\

6 xy y + =
( ) 6
d
xy
dx
=
6 xy x A = +
6
A
y
x
= .

Example 14 (Ref: page 26)
Solve the initial value problem
tan sin 2 , (0) 1 y y x x y + = = .

Integrating factor,
( )
ln cos
( ) exp tan sec
x
x x dx e x

= = =

.
2sin cos
sec tan sec
cos
x x
xy y x x
x
+ = .
( ) sec 2sin
d
x y x
dx
=
sec 2cos y x x A = +
When x = 0, y = 1 1 2 A = +
3 2cos
cos
y
x
x
=
Sem. 1 Sesi 06/07
8
Hence
2
3cos 2cos y x x = .

Example 15 (Ref: page 26)
Solve the initial value problem
2
, (1) 1
2 3 2
dy y
y
dx x y
= =
+
.

The differential equation is not linear in y.
2
2 3 2 dx x y
dy y
+
=
=
2
2 3 2 y
x
y y

+
However the equation is linear in x , i.e.
2
2 3 2 dx y
x
dy y y

=
Integrating factor,
2ln
2
2 1
( ) exp
y
y dy e
y y

| |
= = =
|
\

.
2
2 3 3
1 2 3 2 dx y
y dy y y

= .

2 3
1 3 2 d
x
dy y y y
| |
=
|
\


1 3
2 2
1
3 2 3ln
x
y y dy y A
y y

= = + +

When x = 1, y = 1 1 0 1 A = + +

2
3 ln 1 x y y = + .

Sem. 1 Sesi 06/07
9
Example 16
An inductor of L = 2 henrys and a resistor of R = 10 ohms are connected in series with
an emf of E volt. At t = 0 the switch S is closed. Find the charge and current at any time
t > 0 if
(a) E = 40
(b) ) 3 exp( 20 t E =




Ignore the capacitor from the circuit so that ( 3.1 ) becomes
) (
2
2
t E
dt
dq
R
dt
q d
L = +
2 10 ( )
di
i E t
dt
+ =
5
2
di E
i
dt
+ =
Integrating factor,
( )
5
( ) exp 5
t
t dt e = =

.

( )
5
5
2
t
t
d Ee
i e
dt
=

5 5
1
( )
2
t t
i e E t e dt =

If E = 40 then
5 5
20
t t
i e e dt =

=
5
4
t
e A +
When t = 0, i = 0 4 A =
Hence
( )
5
( ) 4 1
t
i t e

=
5
0
( ) 4 (1 )
t
q t e d

Sem. 1 Sesi 06/07
10
If ) 3 exp( 20 t E = then
5 2
10
t t
i e e dt =

=
2
5
t
e B +
When t = 0, i = 0 5 B =
( ) i t =
t t
e e
5 3
5 5

.

3 5
0
( ) 5 ( )
t
q t e e d

=
3 5
0
5
3 5
t
e e

(

(



=
3
5
5 5
1
3 3
t
t
e
e

| |
+ +
|
\


=
t t
e e
3 5
3
5
3
2

+ .


5 Equations Reducible to the Linear Form (Bernoullis equation)

A differential equation of the form
( ) ( )
n
dy
p x y r x y
dx
+ = (5.1)
is called the Bernoullis differential equation.
If n = 0 or n = 1 then (5.1) is a linear differential equation. For any other value of n,
the equation can be reduced to the linear form by substituting
1 n
v y

= and
(1 )
n
dv dy
n y
dx dx

= .
Divide (5.1) by
n
y .

1
( ) ( )
n n
dy
y p x y r x
dx

+ =

1
( ) ( )
(1 )
dv
p x v r x
n dx
+ =

Example 17 (Ref: page 28)
Solve the equation
2 3 2
3 exp( )
dy
x y x x y
dx
+ =

Not linear but Bernoullis with n = 2.
Divide the equation by
2
y .

2
3
2
1 3
exp( )
dy x
x x
y dx y
+ =
Sem. 1 Sesi 06/07
11
Let
1
v
y
= .
2
1 dv dy
dx y dx
=

2 3
3 exp( )
dv
x v x x
dx
+ =

2 3
3 exp( )
dv
x v x x
dx
=
Integrating factor,
( )
2 3
( ) exp 3 exp( ) x x dx x = =

.

( )
3
exp( )
d
v x x
dx
=

3
exp( ) v x x dx =

=
2
2
x
A +


2 2
3 3
1 2
exp( ) exp( )
2 2
x A x
x A x
y
| | | |
= =
| |
\ \


3
2
2exp( )
( )
x
y
C x

where C = 2A.


Example 18 (Ref: page 28)
Solve the equation
4
3 (1 2 )
dy
y x y
dx
+ = .

Bernoullis equation with n = 4.
Let
3
1
v
y
= .
4
3 dv dy
dx y dx
=
Divide the equation by
4
y and substitute for v
2 1
dv
v x
dx
= .
Integrating factor,
( )
( ) exp e
x
x dx

= =

.

( )
e (2 1)
x x
d
v x e
dx

=
e (2 1)
x x
v x e dx

=

= 2
x x
xe e A

+

3
( 2 1 )
x
x x
e
e x Ae
y

= +

3
1
2 1
x
y
Ae x
=

.


Sem. 1 Sesi 06/07
12
6 Variables Separable

If a differential equation can be written in the form
( ) ( ) g y dy f x dx =
we say that the variables are separable, y on the LHS and x on the RHS. We get the
solution by integrating both sides.

Example 19 (Ref: page 8)
Solve the equation 9 4 0
dy
y x
dx
+ = .

Separating the variables we get
9 4 y dy x dx =
Integrating
2
2
9
2
2
y
x A = +

2 2
4 9 x y C + = where C = 2A.

Example 20 (Ref: page 8)
Solve the equation
2
1 y y = + .

Separating the variables we get
2
1
dy
dx
y
=
+

Integrating
1
tan y x

= +
tan( ) y x = + where is an arbitrary constant.

Example 21 (Ref: page 9)
Solve the equation
1
, (6) 0
4
dy y
y
dx x
+
= =

.

Separating the variables we get
1 4
dy dx
y x
=
+

Integrating ln 1 ln 4 ln y x A + = +
1 ( 4) y A x + =
Initial condition x = 6 , y = 0
1
2
A =
Only positive A satisfies both y(6) = 0 and 1 ( 4) y A x + = .

4
1
2
x
y

=
1
3
2
y x =
Sem. 1 Sesi 06/07
13

7 Homogeneous Differential Equations

A function ( , ) f x y is said to be homogeneous of degree n if for all
( , ) ( , )
n
f x y f x y = .

Example 22 (Ref: page 10)

(i)
4 3
x xy + is homogeneous of degree 4.

4 3 4 4 3
( , ) ( ) ( )( ) ( ) f x y x x y x xy = + = +
=
4
( , ) f x y

(ii)
/ y x
y xe
y

is homogeneous of degree 0.

/
( )
( , )
y x
y x e
f x y
y

= =
/ y x
y xe
y

=
0
( , ) f x y

(iii)
2
1 y xy + is not homogeneous since the term 1 is of degree 0 whereas the other
terms are of degree 2.

Definition:
A differential equation of the form
( , )
( , )
dy f x y
dx g x y
=
is called a homogeneous equation if both functions ( , ) f x y and ( , ) g x y are homogeneous
of the same degree.
In such cases, we set y vx = , then the reduced equation involves v and x in which the
variables are separable.

Example 23 (Ref: page 11)
Solve
2 2
2
dy
xy y x
dx
=

2 2
2
dy y x
dx xy

=
Both numerator and denominator are homogeneous of degree 2.
Let y vx =
dy dv
v x
dx dx
= +

2 2 2
2
2
dv v x x
v x
dx vx

+ =
Sem. 1 Sesi 06/07
14
2
1
2
dv v
x v
dx v

=
=
2
1
2
v
v



2
2
1
v dv dx
v x
=
+


2
ln(1 ) ln ln v x A + = +

2
1 , 0
A
v x
x
+ = >
Substitute
y
v
x
= ,
2
2
1
y A
x x
+ =

2 2
x y Ax + =




8 Equations Reducible to Homogeneous Form

The equation of the form
1 1 1
2 2 2
a x b y c dy
dx a x b y c
+ +
=
+ +

can be reduced to the homogeneous form by a substitution depending on the values of the
constants
1 1 2 2
, , , a b a b .

Case I
If
1 1
2 2
0
a b
a b
, choose the substitution
x X h
y Y k
= +
= +
where the pair constant ( , ) h k
satisfies the simultaneous equations
1 1 1
0 a h b k c + + =
2 2 2
0 a h b k c + + = .
The given differential equation reduces to homogeneous equation
1 1
2 2
a X bY dY
dX a X b Y
+
=
+
.

Case II
If
1 1
2 2
0
a b
a b
= , choose the substitution
1 1
z a x b y = + .


Sem. 1 Sesi 06/07
15
Example 24 (Ref: page 13)
Solve ( 2 4) (2 2) 0 x y dx x y dy + + + = .


1 1
2 2
a b
a b
=
1 2
0
2 1

.
The solution to the simultaneous equations
2 4 0 x y + = and 2 2 0 x y + =
is ( , ) (0 , 2) h k = .
Put , 2 x X y Y = = +
dx = dX and dy = dY
The given differential equation reduces to
( 2 4 4) (2 2 2) 0 X Y dX X Y dY + + + = .
2
2
dY X Y
dX X Y

homogeneous equation
Let
dY dv
Y vX v X
dX dX
= = +
2
2
dv X vX
v X
dX X vX

+ =

2 1
2
dv v
X v
dX v

Separate the variables and integrate
( ) ( )
1 3
ln 1 ln 1 ln ln
2 2
v v X A + = +
3
(1 )
ln 2ln 2ln
(1 )
v
X A
v

= +
+

3
2
1 1
Y Y
BX
X X
| |
= +
|
\
where
2
B A =
( ) ( )
3
X Y B X Y = +
( )
3
2 ( 2) x y B x y + = + .


Example 25 (Ref: page 14)
Solve (2 4 5) ( 2 3) 0 x y dy x y dx + + + = .


1 1
2 2
a b
a b
=
1 2
0
2 4

.
Let 2 z x y = . 1 2
dz dy
dx dx
=
1
(2 5) 1 ( 3)
2
dz
z z
dx
| |
+ = +
|
\

Sem. 1 Sesi 06/07
16
Separate the variables
1
1 2
4 11
dz dx
z
| |
=
|
+
\



1
ln 4 11 2
4
z z x A + = +
4( 2 ) ln 4( 2 ) 11 8 8 x y x y x A + = +
4 8 ln 4 8 ) 11 x y x y c + + + = where the constant c = 8A.


9 Exact Differential Equations

A first order differential equation of the form
( , ) ( , ) 0 M x y dx N x y dy + = (9.1)
is said to be an exact differential equation if it satisfies the following condition
M N
y x

=

(9.2)

It is useful to note the following simple integrable combinations
( ) xdy ydx d xy + =

2
ydx xdy x
d
y y
| |
=
|
\
(9.3)


Example 25 (Ref: page 16)
Solve the equation 4 0 xy y + + = .

( 4) 0 y dx x dy + + =
( ) ( 4) 0 d x y + =
( 4) x y C + =
4
C
y
x
=

Example 26 (Ref: page 17)
Solve the equation
2
2 sin3 (3 cos3 2 ) 0 x y dx x y y dy + + = .

( , ) 2 sin3 M x y x y = 6 cos3
M
x y
y

.

2
( , ) 3 cos3 2 N x y x y y = + 6 cos3
N
x y
x

.
Sem. 1 Sesi 06/07
17
Since
M N
y x

=

, the given equation is exact. There exist a function ( , ) U x y such that
U U
dU dx dy
x y

= +

= 0.
2 sin
U
x y
x

and
2
3 cos3 2
U
x y y
y

= +

.
Hence ( , ) 2 sin3 U x y x y x =

=
2
sin3 ( ) x y f y +

2
3 cos3
U df
x y
y dy

= +

( ) 2 f y y = or
2
( ) f y y A = +

( )
2 2
sin3 0 d x y y + =

2 2
sin3 x y y C + = .

Sometimes a differential equation which is not exact, may become so, by multiplication
with a suitable function, known as the integrating factor.

Example 27 (Ref: page 18)
Solve the equation 0 xdy ydx = .

( , ) M x y y = 1
M
y

.

( , ) N x y x = 1
N
x

.
Since
M N
y x

, the given equation is not exact.
Multiply the equation by the integrating factor
2
1
x
,
2
0
xdy ydx
x

=
0
y
d
x
| |
=
|
\

y Cx = .

Sem. 1 Sesi 06/07
18
Example 28 (Ref: page 18)
Show that
y
x
is the integrating factor of 2 0
dx
x dy
y
+ = . Hence solve the equation.

1
( , ) M x y y

=
2
M
y
y

.
( , ) N x y x = 1
N
x

.
Since
M N
y x

, the given equation is not exact.
Multiply by
y
x
the equation becomes 2 0
dx
y dy
x
+ = where
M N
y x

=

= 0.
There exist a function ( , ) U x y such that 0 dU = and satisfies

1 U
x x

and 2
U
y
y

.
Hence
1
( , ) U x y x x

= ln ( ) x f y +
0
U df
y dy

= +

( ) 2 f y y = or
2
( ) f y y A = +

( )
2
ln 0 d x y + =

2
ln x y C + = .