O.D.E.

- Lecture Notes
Chapter One & Chapter Two

by
Mrs. Imane Aldarwai
Dr. Eman Aldabbas

Department of Mathematics
The University of Jordan
Chapter 1

First Order Differential Equations

1.1 Basic Concepts

Definition 1.1. An differential equation is an equation which contains derivatives of the

unknown.

Examples:

1. 2y 0 + y = 0.

2. y 0 = (x + 1) e−x y 2 .

3. y 000 − 2x (y 0 )3 = 0.

There are two types of differential equations:

• O.D.E: ordinary differential equation.

• P.D.E: partial differential equation.

There are some concepts related to differential equations:

1. System of equations: a collection of several equations with several unknowns.

2. Order of the equation: the highest order of the derivatives.

1
Chapter 1

3. Linear and non-linear equations: Let y(x) be the unknown. Then

αn (x)y (n) + αn−1 (x)y (n−1) + ... + α0 (x)y = f (x) (1.1)

is a linear equation. If the equation can not be written as (??), then it is non-linear.

4. Homogeneous and non-homogeneous equations: If f (x) = 0 in equation (??), then

the equation is homogeneous, otherwise it is called non-homogeneous.

Example: Let y(x) (or y(t)) be the unknown. Identify the order, linearity and homogeneity of
the following equations.

1. y 00 − sin xy 0 − y = sin x.

2. y 000 − 2x (y 00 )3 = 0.

3. (x − 1) y 0 + y = 0.

4. y 00 + 3y = 2.

5. y 0 + et y = t2 .

6. (x + xy) dx + 2y dy = 0.

√
7. y (4) + ty 000 + cos t = ey .

Definition 1.2. An Initial Value Problem (I.V.P) is an ordinary differential equation with an
initial condition.

2
Chapter 1

What is a solution? Solution is a function that satisfy the equation and whose derivatives
(the one appear in the D.E) exist.

Example: Verify that the given function is a solution of the given O.D.E:

1. y(x) = 10 − c e−x , where c is a constant is a solution of y 0 + y = 10.

2. y = c e2x is a solution of the I.V.P: y 0 = 2y, y(0) = 1 .

3
Chapter 1

1.3 Separable O.D.E.

Definition 1.3. A separable O.D.E. is a first order O.D.E. that can be written in the form

f (x) dx = g(y) dy

Example: Which of the following is a separable O.D.E.

1. x sin y dx + x2 dy = 0.

2. x dx + x2 y dy = 0.

3. dx + x2 y dy = 0.

4. (x + y) dx + x2 sin y dy = 0.

4
Chapter 1

Example: Solve the following separable O.D.E.

dy
1. = y 2 cos x.
dx

2. y 0 = x2 y 2 + y 2 + x2 + 1, y(0) = 2.

5
Chapter 1

3. ex+y dx = ex−2y dy.

4. dy − xy dx = (4y + 3x + 12) dx.

6
Chapter 1

• Reduction to Separable O.D.E.

y y
We use the substitution u = to solve a first O.D.E of the form y 0 = f .
x x

Example: Solve the following O.D.E.

1. 2xy y 0 = y 2 − x2 .

7
Chapter 1

y
2. x y 0 = y + 2x3 sin2 .
x

8
Chapter 1

3. (x + y) dy = (x − y) dx.

9
Chapter 1

1.4 Exact O.D.E.- Integrating Factor

Definition 1.4. Let M(x, y) and N (x, y) be two defined and continuously differentiable func-
tions on a rectangle D ⊂ R2 . An Exact O.D.E is an O.D.E of the form

M(x, y) dx + N (x, y) dy = 0 (1.2)

such that
∂M ∂N
= .
∂y ∂x
∂u
The general solution of an exact O.D.E. is a function u(x, y) such that = M(x, y) and
∂x
∂u
= N (x, y).
∂y

10
Chapter 1

Example: Solve the following O.D.E.

   
1. 1 − sin x + tan y dx + cos x sec2 y dy = 0.

11
Chapter 1

   
2. 2x cos y + 3x2 y dx + x3 − x2 sin y − y dy = 0.

12
 Chapter 1

• Integrating Factor

According to Definition ??, if

∂M ∂N
6= ,
∂y ∂x
then equation (??) is not exact. In this case, we use what is called an integrating factor to turn
the equation into an exact O.D.E.

Definition 1.5. A function F (x) or F (y) is called an integrating factor if the equation

   
F M(x, y) dx + F N (x, y) dy = 0 (1.3)

is an exact O.D.E.

• How to find the integrating factor (IF):

Case 1. If
∂M ∂N
−
∂y ∂x
= R(x),
N
then

F (x) = e
R
R(x) dx
.

Case 2. If
∂M ∂N
−
∂y ∂x
= R(y),
−M
then

F (y) = e
R
R(y) dy
.

13
Chapter 1

Example: Solve the following O.D.E.

1. x−1 cosh y dx + sinh y dy = 0.

14
Chapter 1

   
2. 3x2 y + y 2 dx + 2x3 + 3xy dy = 0.

15
Chapter 1

1.5 First Order Linear Differential Equations

Definition 1.6. A differential equation of the form

y 0 + p(x) y = f (x), (1.4)

where p(x) and f (x) are continuous functions of x, is called a linear differential equation of
first order (1st order O.L.D.E. or simply L.D.E).

We will consider the method of integrating factor to solve a L.D.E.

• Solving a L.D.E. using an integrating factor

1. Write the D.E. in the standard form y 0 + p(x) y = f (x).

R
p(x) dx
2. Find the integrating factor: u(x) = e .

3. Multiply both sides of equation (??) by the IF u(x) and then integrate both sides of the
equation.

4. The general solution of the L.D.E (??) is given by:

Z R
p(x) dx
e f (x) dx + c
y= R
p(x) dx
e

16
Chapter 1

Example: Solve the following O.D.E.

2 sin x
1. y 0 + y = .
x x

  dy  −2
2. 1 + x2 + 4xy = 1 + x2 .
dx

17
Chapter 1

dy  2 
3. y − 4y − 2x = 0.
dx

18
Chapter 1

• Bernoulli Differential Equation

Definition 1.7. A Bernoulli differential equation is a D.E of the form

y 0 + p(x)y = f (x) y n , n ∈ R and n 6= 0, 1, (1.5)

where p(x) and f (x) are continuous functions.

• Solving a Bernoulli D.E.

1. Let v = y 1−n . Then v 0 =

2. Multiply equation (??) by (1 − n)y −n .

3. Use the substitution v = y 1−n to reduce the equation into a L.D.E, and then solve it.

19
Chapter 1

Example: Solve the following O.D.E.

1. x2 y 0 + 2xy = y 3 .

20
Chapter 1

 
2. 2xy y 0 + x − 1 y 2 = x2 ex .

21
Chapter 1

 
3. x dx = y − yx2 dy.

22
Chapter 1

 
4. 6y 2 dx = x 2x3 + y dy.

23
Chapter 1

Revision
Example: Solve the following O.D.E.
 2
0
1. y = y + 4x .

 2
2. y 0 = x + y − 2 ; y(0) = 2.

24
Chapter 1

3. 2 sin y cos x dx + cos y sin x dx = 0.

   
4. cos 2y − sin x dx − 2 tan x sin 2y dy = 0.

25
Chapter 1

p
dy 2y + x2 − y 2
5. = .
dx 2x

dy y3
6. = .
dx 1 − 2xy 2

26
Chapter 1

7. ex+y+1 dx = e2x−2y+5 dy.

 
3x2 y + y 2
8. y 0 = − .
2x3 + 3xy

27
Chapter 1

   
9. x2 y + xy − y dx = x2 y − 2x2 dy.

dy sin x
10. x + 2y = ; y(2) = 1.
dx x

28
Chapter 2

Second Order Linear O.D.E.

2.1 Homogeneous 2nd Order Linear O.D.E.

General form of the equation:

α2 (x)y 00 + α1 (x)y 0 + α0 (x)y = b(x) (2.1)

where α2 (x) 6= 0, y(x0 ) = y0 and y 0 (x0 ) = y0 . If b(x) = 0, we call it homogeneous. Otherwise, it is

called non-homogeneous.

Remark 2.1. 1. If y(x) is a solution of equation (??), then c y(x) is also a solution, where
c is a constant.

2. If y1 , y2 are solutions of the homogeneous equation (??), then so is y = c1 y1 + c2 y2 .

y1
3. If y1 and y2 are solutions of equation (??), and = c, then y1 and y2 are called linearly
y2
dependent. Otherwise, they are called linearly independent.

29
Chapter 2

There are several methods to solve a 2nd order L.D.E.

• Reduction of order
We use this method to reduce the order of the 2nd order L.D.E. using the substitution u = y 0 .
Examples: Solve the following O.D.E. of second order.

1. y 00 + y 0 = 0.

 2
2. y y 00 + y 0 = 0.

30
Chapter 2

Remark 2.2. Consider the homogeneous 2nd order L.D.E. y 00 + p(x)y 0 + q(x)y = 0. Given a
solution y1 , we can find y2 using the following formula:
R
e− p(x) dx
Z
y2 = y1 dx
y12

Example: Consider the equation y 00 − 4y 0 + 4y = 0. Given that y1 = e2x , find y2 .

31
 Chapter 2

2.2 Homogeneous L.D.E. with Constant Coefficients

General form of the equation:

ay 00 + by 0 + cy = 0, a 6= 0. (2.2)

• How to find a solution of equation (??)?

We seek solutions of the form y(x) = erx . Goal: to find the value of r.

Then ar2 + br + c = 0 is called the characteristic equation. Now the solution of equation (??)
depends on the discriminant (d = b2 − 4ac) of the characteristic equation.

Case 1. If d > 0. The characteristic equation then has two distinct roots say r1 and r2 . Thus, the
general solution of equation (??) is given by:

Case 2. If d = 0. The characteristic equation has only one real root say r. Thus, the general solution
of equation (??) is given by:

32
 Chapter 2

Case 3. If d < 0. The characteristic equation then has two complex roots say r1 = λ + µi and
r2 = λ − µi. Thus, the general solution of equation (??) is given by:

Example: Solve the following O.D.E.

1. y 00 − 2y 0 − 3y = 0.

2. y 00 − 3y 0 = 0.

3. 2y 00 − 12y 0 + 18y = 0.

33
Chapter 2

4. y 00 + y = 0.

5. y 00 + 9y = 0, y(0) = 1, y 0 (0) = 3.

6. 2y 00 + 2y 0 + 4y = 0.

34
Chapter 2

Example: Find the O.D.E which has the solution:

1. y = c1 e3x + c2 e − 2x.

 
2x
2. y(x) = e c1 + c2 .

3. y = c1 cos 2x + c2 sin 2x.

35
 Chapter 2

2.5 Cauchy Euler Equation

The differential equation
x2 y 00 + b x y 0 + c y = 0, (2.3)

is called a Cauchy Euler equation of second order (C.E.E).

To solve a C.E.E, we use the substitution y = xr and then divide the whole equation by xr to get
the following characteristic equation

Now the solution of equation (??) depends on the discriminant of the characteristic equation. If
the characteristics equation has

Case 1. two different roots, say r1 6= r2 ,

then the basis of the solution are the functions:
and the general solution of equation (??) is given by:

Case 2. one root, say r,

then the basis of the solution are the functions:
and the general solution is given by:

Case 3. complex roots, say r1 = λ + µi, r2 = λ − µi,

then the basis of the solution are the functions:
and the general solution is given by:

36
Chapter 2

Example: Solve the following equations.

1. 2x2 y 00 + 3xy 0 − y = 0.

2. x2 y 00 − 3xy 0 + 4y = 0.

37
Chapter 2

3. x2 y 00 + 7xy 0 + 13y = 0.

4. xy 00 + 2y 0 = 0.

38
Chapter 2

5. x2 y 00 + 7xy 0 + 13y = 0.

39
Chapter 2

Example: Find the O.D.E. which has the solution y = c1 x3 + c2 x2 .

40
Chapter 2

2.6 Existence and Uniqueness of Solutions-Wronskian

Recall that if y1 and y2 are solutions of the I.V.P.

y 00 + p(x)y 0 + q(x)y = 0, y(x0 ) = k0 , y 0 (x0 ) = k1 , (2.4)

then the general solution is given by y(x) = c1 y1 + c2 y2 .

Theorem 2.3 (Existence and Uniqueness Thm for I.V.P.). If p(x) and q(x) are continuous func-
tions on some open interval I and x0 ∈ I, then the I.V.P. equation (??) has a unique solution
y(x) on the interval I.

Theorem 2.4 (Linear Independence and Dependence of Solutions). If p(x) and q(x) are contin-
uous, then the two solutions y1 and y2 of equation (??) are linearly dependant iff their Wronskian
is 0, otherwise y1 and y2 are said to be linearly independent, where the Wronskian of two functions
y1 and y2 is given by:  
 
 
y1 y2 
 = y1 y20 − y10 y2
 
W (y1 , y2 ) =  
 
y 0 y 0 
 1 2

41
Chapter 2

Example: For the following functions, find the Wronskian and determine if the functions are
linearly independent or dependant.

1. x3 , x2

2. cosh 9x, x2 ln x.

42
Chapter 2

2.7 Non-Homogeneous O.D.E.

We want to solve the non-homogeneous equation

y 00 + p(x)y 0 + q(x)y = f (x), f (x) 6= 0 (2.5)

To do so, follow the following steps:

1. solve the homogeneous equation

y 00 + p(x)y 0 + q(x)y = 0,

and form the general solution yh = c1 y2 + c2 y2 .

2. find a particular solution yp for equation (??).

3. form the general solution for equation (??) is then y = yh + yp .

Key step: is step 2, to find yp , we use the Method of Undetermined Coefficients; we need
to guess/seek a solution of the same form as the source term f (x).

• If f (x) = keγx , then yp = ceγx .

• If f (x) = kxn , then yp = kn xn + ... + k1 x1 + k0 .

• If f (x) = k sin ωx or f (x) = k cos ωx, then yp = A cos ωx + B sin ωx.

• If f (x) = keγx sin ωx or f (x) = keγx cos ωx, then yp = eγx (A cos ωx + B sin ωx).

43
Chapter 2

Example: Solve the following equations.

1. y 00 − y = 2x2 + 1.

2. y 00 + y = 2e3x .

44
Chapter 2

3. y 00 − 4y = 2 sin x.

4. y 00 − y = 2ex .

5. 8y 00 − 6y 0 + y = 6 cosh x.

45
Chapter 2

Example: Determine the formula of the particular solution yp .

1. y 00 − 3y 0 + 2y = 2ex sin x.

2. y 00 + 2y 0 = x4 − 2x3 + 1 + x2 e−2x + cos 2x.

3. y 00 + 2y 0 + 2y = e−x + 5e−x sin x + x2 e−x sin x.

46
Chapter 2

2.10 Solutions by Variation of Parameters

Consider the equation
y 00 + p(x)y 0 + q(x)y = f (x), f (x) 6= 0 (2.6)

In order to use the method of variation of parameters we need to know that {y1 , y2 } is a set of
fundamental solutions of the associated homogeneous equation y 00 + p(x)y 0 + q(x)y = 0. We know
that, in this case, the general solution of the associated homogeneous equation is yh = c1 y2 + c2 y2 .
The idea behind the method of variation of parameters is to look for a particular solution such as

yp = u1 (x)y1 + u2 (x)y2 .

The functions u1 (x) and u2 (x) are given by

Z 
y2 (x) f (x) 
u1 (x) = − dx
W (y1 , y2 )
Z 
y1 (x) f (x) 
u2 (x) = dx
W (y1 , y2 )
Therefore, we have
Z  Z 
y2 (x) f (x)  y1 (x) f (x) 
yp (x) = −y1 (x) dx + y2 (x) dx
W (y1 , y2 ) W (y1 , y2 )

Notice that the coefficient of y 00 in equation (??) is +1 .

47
Chapter 2

Example: Solve the following O.D.E.

1. y 00 + y = sec x.

2. x2 y 00 − 4x y 0 + 6y = 21x−4 .

48
Chapter 3

Higher Order Linear O.D.E.

3.1 Homogeneous Linear O.D.E. of Order n

We now consider a homogeneous linear O.D.E. of order n, where n > 2.
The general form of a linear O.D.E. of order n is

y (n) + pn−1 (x) y (n−1) + pn−2 (x) y (n−2) + ... + p1 (x) y 0 + p0 (x) y = r(x). (3.1)

If r(x) = 0, then equation (??) is called a homogeneous linear O.D.E. of order n, otherwise it is
called non-homogeneous.
If the basis solution is the set {y1 , y2 , ..., yn } and if r(x) = 0, then the general solution of equation
(??) is given by
y(x) = c1 y1 + c2 y2 + ... + cn yn .

Example: Solve the following O.D.E.

1. y (4) − 3y = 0.

49
Chapter 3

2. y (5) − 3y (4) + 3y 000 − y 00 = 0.

3. y (4) + 2y 00 + y = 0.

4. x3 y 000 − 3x2 y 00 + 6x y 0 − 6y = 0.

50
Chapter 3

5. y 000 − y = 0.

Example: Find the O.D.E. whose solution is the function y = c1 x + c2 x ln x + c3 x (ln x)2 .

51
Chapter 3

Definition 3.1. An I.V.P of order n is a linear O.D.E. of order n together with the initial
conditions
y(x0 ) = k0 , y 0 (x0 ) = k1 , ..., y (n−1) (x0 ) = kn−1 .

Theorem 1 (Existence and Uniqueness). A homogeneous I.V.P of order n has a unique solution.

Definition 3.2. The Wronskian of the functions y1 (x), y2 (x), ..., yn (x) is defined as
 
 
 
 y1 y2 .. .. yn 

 
 
 
 y0 y20 .. .. 0 
yn 
 1
W (y1 , y2 , ..., yn ) =  

 
 .. .. .. .. 
 
 
 
 
y (n−1) y (n−1) .. ..
(n−1) 
yn
 1 2 

Example: Evaluate the Wronskian of functions ex cos x, ex sin x, ex .

52
Chapter 3

3.2 Non-homogeneous Higher Order Linear O.D.E.

Recall that the general form of a linear O.D.E. of order n is

y (n) + pn−1 (x) y (n−1) + pn−2 (x) y (n−2) + ... + p1 (x) y 0 + p0 (x) y = r(x). (3.2)

The general solution of equation (??) is given by

y(x) = yh (x) + yp (x),

where yh (x) is the solution of the associated homogeneous equation

y (n) + pn−1 (x) y (n−1) + pn−2 (x) y (n−2) + ... + p1 (x) y 0 + p0 (x) y = 0.

Given that y1 (x), y2 (x), ..., yn (x) are linearly independent solutions of the associated homogeneous
equation, we can find a particular solution using the method of variation of parameters:
Z  Z  Z 
W1 r(x)  W2 r(x)  Wn r(x) 
yp (x) = y1 dx + y2 dx + ... + yn dx ,
W W W

where Wi is given by

53
Chapter 3

Example: Solve the equation x3 y 000 − 3x2 y 00 + 6x y 0 − 6y = 25x5 .

54
Chapter 3

Example: Solve the equation y 000 + y 0 = sec t.

Example: Write a suitable form for yp (x) if the method of undetermined coefficients is to be
used.
y 000 + y 0 = 1 + 2x + cos x.

55
Chapter 3

Example: Evaluate the Wronskian.

1. W (e−x , ex , e2x ) =

2. W (eax , ebx , ecx ) =

3. W (eax , x eax , x2 eax ) =

56