Differential

Equations
 Ordinary Differential Equations

If we replace on the right-hand side of the last

equation by the symbol y, the derivative
becomes:
 Amis Of Course
➢The first aim of this course is to classify the types of ODEs, and different ways of
analytical solutions for 1st and 2nd ODEs.

➢The second aim is to explore the modelling of different dynamical systems into
ODEs and some numerical techniques to solve related highly nonlinear ODEs.

➢The third aim to discuss the concept of Laplace transform, its properties, and how
can be used for solving ODEs in a simple procedure.

➢The last aim of this course is an undergraduate research competition day between
the students (as teams). In that day, different engineering applications of ODEs
have been presented by them (oral, scientific report, and poster session) and
external jury-committee (Professors) has been invited to judge these projects
where the best three teams will be awarded.
 References

• Advanced Engineering Mathematics with Matlab, Dean G. Duffy,CRC Press, 3rd

edition, October (2010).

• Schaum's Outline of Differential Equations, Richard Bronson, Gabriel Costa, 3rd

Ed. McGraw-Hill, (2006).

• Schaum’s outline of Laplace Theory and problem Laplace transformations,

Murray R. Spiegel, McGraw-Hill Education, (1974).
• Differential equation with boundary value problem, Dennis G. Zill, Michael R.
Cullen , 7th Ed. Brooks/Cole (2009).
• Differential Equation Ordinary Differential Equations, G Teschl, Springer
(2009).
 Course Description

This course is an introductory course in Ordinary Differential Equations (ODEs) and

their engineering applications in different fields. Along the way students will study

• Basics of differential equations and their classifications.

• The solutions of first order differential equations.
• The solutions of second order differential equations.
• Function of several variables, partial derivative
• Chain Rule, Total differential-extremes.
• Laplace and Inverse Transforms of ODEs.
Graphics of Functions
Revision on the Basic Functions:
Trigonometric Functions

7
Revision on the Basic Functions:
Inverse Trigonometric Functions
Revision on the Basic Functions:
Hyperbolic Functions

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•DEFINITION:

An equation containing the derivatives of one

or more dependent variables, with respect to

one or more independent variables, is said to

be a differential Equation (DE).

classify differential equations by
•Classification By Type:
If an equation contains only ordinary
derivatives of one or more dependent
variables with respect to a single independent
variable it is said to be an Ordinary Differential
Equation (ODE). For example,
An equation involving partial derivatives of
one or more dependent variables of two or
more independent variables is called a partial
differential equation (PDE). For example:
Ordinary derivatives will be written by using
either the Leibniz notation dy/dx, d2y/dx2,
d3y/dx3,... or the prime notation y`, y``, y```,….
In general, the nth derivative of y is written
dny/dxn or y(n).
 Classification by Type

•Ordinary Differential Equation (ODE): if the number

of independent variables is only one.
•Partial Differential Equation (PDE): if the number of
independent variables more than one.
y′′ = 𝑓(𝑥, 𝑦, 𝑦′) ODE
𝑢𝑥𝑥 𝑒 3𝑦 + 𝑢𝑦𝑦 𝑠𝑖𝑛𝑥 = 4𝑢 + 𝑥 𝑃𝐷𝐸
•Classification By Order :
The order of a differential equation (ODE) is
the order of the highest derivative in the
equation. For example,

is a second-order ordinary differential

equation.
•The highest derivative y(n) in terms of the
remaining n + 1 variables. The differential
equation:
•Classification By Linearity:
An nth-order ordinary differential equation is
said to be linear if F is linear in y, y`,...,y(n).
This means that an nth-order ODE is linear.
. For example,
 Exercise:- Please fill the following table

Ind. Dep.
N DE. Type Order Linear Degree
Var. Var.

1 𝒚′ + 𝒙𝒚 = 𝒙𝟑

2 𝒖𝒙𝒙 + 𝟓𝒖 𝒖𝒚 = 𝟓𝒙𝟐 𝒖𝒚𝒚

3 𝒚′′′ + 𝒙 𝒚′ 𝟐 = 𝒔𝒊𝒏𝒙

4 𝒆𝒙 𝒘𝒕𝒕 + 𝒕𝟐 𝒘𝒙 = 𝐬𝐢𝐧 𝒙 𝒘

5 𝒚′′ + 𝒚′ + 𝒔𝒊𝒏𝒚 = 𝒙

6 𝒚′𝟐 + 𝒙𝒚 = 𝒔𝒊𝒏𝒙

7 𝒚′′ 𝟑 + 𝒚′ 𝟐 +𝒚=𝟑
 Answer
Ind. Dep.
No DE. Type Order Linear Degree
Var. Var.

1 𝒚′ + 𝒙𝒚 = 𝒙𝟑 𝑥 𝑦 ODE 1 𝑌𝑒𝑠 1

2 𝒖𝒙𝒙 + 𝟓𝒖 𝒖𝒚 = 𝟓𝒙𝟐 𝒖𝒚𝒚 𝑥, 𝑦 𝑢 PDE 2 𝑁𝑜 1

3 𝒚′′′ + 𝒙 𝒚′ 𝟐
= 𝒔𝒊𝒏𝒙 𝑥 𝑦 ODE 3 𝑁𝑜 2

4 𝒆𝒙 𝒘𝒕𝒕 + 𝒕𝟐 𝒘𝒙 = 𝐬𝐢𝐧 𝒙 𝒘 𝑥, 𝑡 𝑤 PDE 2 𝑌𝑒𝑠 1

5 𝒚′′ + 𝒚′ + 𝒔𝒊𝒏𝒚 = 𝒙 𝑥 𝑦 ODE 2 𝑁𝑜 1

6 𝒚′𝟐 + 𝒙𝒚 = 𝒔𝒊𝒏𝒙 𝑥 𝑦 ODE 1 𝑁𝑜 2

7 𝒚′′ 𝟑 + 𝒚′ 𝟐 +𝒚=𝟑 ?? 𝑦 ODE 2 𝑁𝑜 3

 Solution of the Differential Equation

• Consider the differential equation

•A function y = f(x) is called a solution of the differential

equation if y = f(x) satisfies the differential equation.
Example:
Show that function y = 2x + 6x2 is a solution of
y` (x + 3x2) – y (1 + 6x) = 0

Solution
Since y` = 2 + 12x, substitute in the differential equation then
(2 + 12x) (x + 3x2) – (2x + 6x2 ) (1 + 6x) = 0
So the L.H.S = R.H.S = 0
Exercise:
Prove that the following functions
I. 𝒚𝟏 = 𝟑𝒆𝟐𝒙
II. 𝒚𝟐 = 𝒆𝟐𝒙 − 𝟓𝒆−𝟐𝒙
III. 𝒚𝟑 = 𝟒𝒔𝒊𝒏𝒉(𝟐𝒙)
IV. 𝒚𝟒 = 𝟑𝒄𝒐𝒔𝒉 𝟐𝒙 − 𝟒𝒆−𝟐𝒙
are solutions for the ODE given by 𝒚′′ − 𝟒𝒚 = 𝟎. Then sketch each one of them.
Solution
For 𝒚𝟏 : −
𝑦1 = 3𝑒 2𝑥
𝑦1′ = 6(𝑒 2𝑥 )
𝑦1′′ = 12𝑒 2𝑥
then,
𝐿. 𝐻. 𝑆. = 𝑦1′′ − 4𝑦1
= 12𝑒 2𝑥 − 4 3𝑒 2𝑥 = 0
So, 𝒚𝟏 is a solution of this ODE, do the same for others.
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The sketch of the four previous
solutions

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 Initial Value Problem
• We are often interested in problems in which we seek a
solution y(x) of a differential equation so that y(x) satisfies
prescribed side conditions—that is, conditions imposed on the
unknown y(x) or its derivatives. On some interval I containing
x0 the problem
• Where: y0, y1,...,y n-1 are specified real
constants, is called an initial-value problem
(IVP). The values of y(x) and its first n-1
derivatives at a single point x0,
y(x0) = y0,
y`(x0) = y1,...,
y(n-1) (x0) = yn-1 ,
are called initial conditions.
• A solution y(x) of the differential equation
y`= f (x, y) on an interval I containing x0, so
that its graph passes through the specified
point (x0, y0).
• A solution y(x) of the differential equation
y`` = f (x, y, y`) on an interval I containing x0, so
that its graph not only passes through (x0,y0)
but the slope of the curve at this point is the
number y0.
Example:
consider the ordinary differential equation
y`` + y = 0 to be solved for the unknown y(x).
Subject to the conditions y(0) = 0, y`(0) = 5
Solution:
Without the initial condition, the general
solution to this equation is:

Y(x) = A sinx + B cosx

• From the initial condition y(0) = 0 one obtains
0 = A.0 + B.1, which implies that B=0. From
the initial condition then the solution will be
y(x) = A sinx
• from the initial condition y`(0) = 5 , we have
y`(x) = A cosx and y`(0) = A cos0 = 5 , so
y(x) = 5 sinx
 𝟏
Exercise:- If 𝒚 = is the required general solution for a
𝒙𝟐 +𝒄
certain application, where 𝒄 is a parameter. Please find its
differential equation.

Solution:
Since the general solution has one parameter, then we expect
−2𝑥
that ODE of first order. By calculating 𝑦′ = 2 2 , and
𝑥 +𝑐
eliminating the parameter 𝑐 from the above two equations
𝑦 𝑎𝑛𝑑 𝑦′, the following ODE will be obtained:
𝒚′ + 𝟐𝒙𝒚𝟐 = 𝟎

By similar ways, you can find the differential equation given the
general solution

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Thanks