Linear Algebra & Ordinary Differential Equations MATH-121: Lecture # 21

National University of Sciences & Technology (NUST)
School of Electrical Engineering and Computer Science (SEECS)

Department of Basic Sciences
Linear Algebra & Ordinary Differential

Equations
MATH-121
Lecture # 21
Course Instructor: Dr Saira Zainab

Ph. # 03325193283
Email: saira.zainab@seecs.edu.pk
Office # 207, Faculty Block, SEECS
1
Definitions and Basic Terminology
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).
Examples
There is one differential equation that everybody probably knows that is Newton’s
2nd law of motion. If an object of mass m is moving with acceleration a and being
acted on with force F, then Newton’s 2nd law tells us
F  ma
Since, we can write acceleration as
dv d 2u
a or a 2
dt dt
Definitions and Basic Terminology
So, with all these things in mind Newton’s 2nd law can now be written as
differential equation in terms of either the velocity v or the position u of the object
as follows:
dv
m  F  t , v
dt
d 2u  du 
m 2
 Ft , u , 
dt  dt 
These are actually the differential equations.
Classification by type
Ordinary differential equation
If an equation contains only ordinary derivatives of one or more variables with
respect to a single independent variable, it is said to be an ordinary differential
equation (ODE).
Examples
d2y d 2x
1. 2
 2
 x
dt dt
dy
2.  5y  1
dt
3.  y  x  dx  4 xdy  0
2 3
d y  dy 
4. 2
 7   8y  0
dx  dx 
Classification by type
Partial differential equation
An equation involving partial derivatives of one or more dependent variables with
respect to two or more independent variables is called a partial differential equation
(PDE).
Examples
f f
1. x  y  nf
x y
u v
2. 
y x
 2u  2u u
3.  2
x 2
t 2
t
 4
u  2
u
4. a 2
 0
x 4
t 2
Classification by order
Definition
The order of a differential equation (either ODE or PDE) is the order of the
highest derivative in the equation.
Examples
2 3
d y  dy 
1. 2
 2 b    y0  2nd order ODE
dx  dx 
dy
2. 4 x  y  x  Ist order ODE
dx
 4
u  2
u
3. a 2 4  2  0  4th order PDE
x t
General Form of DE
In symbols, we can express an nth-order ordinary differential equation in one
dependent variable by the general form
 dy dny
F  x , y , , . . . , n   0
 dx dx 
or
F  x , y , y , . . . , y  n   0
Classification by Degree
Definition
The degree of a differential equation is the greatest exponent of the highest order
derivative that appears in the equation. (The dependent variable and its derivatives
should be expressed in a form free of radicals and fractions).
Examples
3
d2y  dy 
1. 2
 2b   y  0  degree Ist
dx  dx 
2
 dy 
2.    5 y  1  degree 2
 dt 
3/ 2
  dy  2
 d2y
3. 1      2  degree 2 after removing the radical
  dx   dx
by squaring both sides of the eq.
Classification by Linearity
Definition
A differential equation is said to be linear if it can be written in the form
dny d n1 y dy
a n  x  n  a n 1  x  n1  . . .  a1  x   a0  x  y  g  x 
dx dx dx
It should be observed that linear differential equations are characterized by two
properties:
i) The dependent variable y and all its derivatives are of the first degree, i.e. the
power of each term involving y is one.
ii) Each coefficient depends on only the variable x or function of x only.
iii) No transcendental function of (trigonometric, logarithmic, exponential) is
involved in the equation.
Definition
An equation that is not linear is said to be non-linear.
Examples
1. xdy  ydx  0  linear
2 y   2 y   y  0  linear
3 2
d y 2 d y dy
3. x 3
3
 x 2
 3 x  5 y  e x
 linear
dx dx dx
 
4. x 2 y   xy   x 2  n 2 y  4 x 3  linear
5. yy   2 y   x  non  linear
d3y
6. 3
y 0
2
 non  linear
dx
dy
7.  1  xy  y 2  non  linear
dx
Solution of an ODE
Veriﬁcation of a Solution
General Solution of an ODE
Particular Solution of an ODE
Singular Solution of an ODE
Families of Solution
Note:
This means that a single differential equation can possess an inﬁnite number
of solutions corresponding to the unlimited number of choices for the
parameter(s).
Families of Solution
Initial Value Problems
The initial value problems arise in physical system, the nth order Initial Value
Problem
First and second order Initial Value Problems

Initial Value Problems
Existence and Uniqueness of the solution
Important Remark
Problem Solution
Superposition Principle
Suppose that y1 , y 2 ,  , y n are solutions on an interval I of the
homogeneous linear differential equation
dny d n 1 y dy
a n  x  n  a n 1  x  n 1    a1  x   a0  x  y  0
dx dx dx
Then
y  c1 y1  x   c 2 y 2  x     c n y n  x  ,
c1 , c 2 ,  , c n being arbitrary constants is also a solution of the
differential equation.
Superposition Principle
Note that
 A constant multiple y  c1 y1  x  of a solution y1  x  of the
homogeneous linear differential equation is also a solution
of the equation.
 The homogeneous linear differential equations always
possess the trivial solution y  0 .
 The superposition principle is a property of linear
differential equations and it does not hold in case of non-
linear differential equations.
Examples
Example 1
The functions
y1  e x , y 2  c 2 x , and y 3  e 3 x
all satisfy the homogeneous differential equation
d3y d2y dy
 6  11  6y  0
dx 3 dx 2 dx
on   ,   . Thus y1 , y 2 and y 3 are all solutions of the differential equation
Now suppose that

y  c1e x  c 2 e 2 x  c3 e 3 x .
Examples
Then
dy
 c1e x  2c 2 e 2 x  3c3 e 3 x .
dx
d2y
2
 c1e x  4c 2 e 2 x  9c3 e 3 x .
dx
d3y x 2x 3x
 c1 e  8c 2 e  27 c 3 e .
dx 3
Therefore
d3y d2y dy
6  11  6y
3 2 dx
   
dx dx
 c1 e  6e x  11e x  6e x  c 2 8e 2 x  24e 2 x  22e 2 x  6e 2 x
x

 c3 27e 3 x  54e 3 x  33e 3 x  6e 3 x 
 c1 12  12 e x  c 2  30  30 e 2 x  c3  60  60 e 3 x
0
Examples
Example 2
The function
y  x2
is a solution of the homogeneous linear equation
x 2 y   3xy   4 y  0
on  0,   .
Now consider
y  cx 2
Then y   2cx and y  2c
So that x 2 y   3 xy   4 y  2cx 2  6cx 2  4cx 2  0
Hence the function
y  cx 2
is also a solution of the given differential equation.

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National University of Sciences & Technology (NUST)

School of Electrical Engineering and Computer Science (SEECS)

Linear Algebra & Ordinary Differential

Course Instructor: Dr Saira Zainab

First and second order Initial Value Problems

Now suppose that

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