Ordinary Differential Equations 2021

CHAPTER-1

Basic Definitions and Terminology of ODE

1.1 Definition of ODE and examples

Definition: An equation involving derivatives of one or more dependent variables with respect to
one or more independent variables is called Differential Equation (DE).

Example

, , , are all Des

DEs can be classified by their type, order, and in terms of linearity:

By type

A. Ordinary Differential Equation (ODE) is an equation that contains only ordinary derivatives
of one or more dependent variables with respect to a single independent variable.

Example: , ( ) are ODEs.

Even though we are concerned only with ordinary differential equations it is important to define
a partial differential equation in order to identify the difference from that of an ordinary
differential equation.

B. Partial Differential Equation (PDE) is an equation involving partial derivatives of one or

more dependent variables of two or more independent variables.

Example: , are PDEs.

1.2 Order of a differential equation, linear and non-linear ODE

Definition: Order of a DE is the order of the highest derivative appearing in the equation.

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Ordinary Differential Equations 2021

Definition: Degree of DE is the highest power of the highest ordered derivative (when
derivatives are cleared of radicals and fractions).

To get degree of DE easily:

i. Write the equation as a polynomial of derivatives

ii. No negative and fractional power are allowed
iii. Powers of derivatives should be natural numbers (1,2,3,…,n)

Note: If we are able to write as a polynomial of derivatives degree is the highest power of the
highest order derivative. If we’re not able to write it, degree is not defined.

Based on their order DE can be classified as 1st order, 2nd order, 3rd order, and nth order DEs.

Definition: An order ODE in the dependent variable is said to be linear if:

(i) and its all derivatives are of degree one.

(ii) no product terms of y and/or its derivatives are present.

(iii) no transcendental function of and/or its derivatives occur.

By linearity we classify DEs as linear and non-linear differential equations.

Examples:

a. ( ) ( ) ( )

Order =3, Degree = not defined and non linear.

b. ( )

( ): Order = 3 , Degree =1 and non linear.

c. √
We have to remove the radical to make free, to obtain ( )
Order =3, Degree = 1 and non-linear (b/c degree of is not one.)
d. √
Order =2, Degree = 1 and non-linear (b/c degree of radical, degree of y is less than one)

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Ordinary Differential Equations 2021

( ) ( ) ( )
e. ( )
We try to make polynomial by squaring both sides,

( ) ( ) ( )
[( )] [ ]

( ) ( ) ( ) ( ) ( ) ( )
( ) [ ] [ ] [ ]
Order =6, Degree = 2 and non-linear (b/c degree of radical, degree of y and its
derivatives)

f. ( )
( )

( ) ( ) Now,

Order =2, Degree = 3 and non-linear.

In other words a first order ODE is said to be linear if it can be written as

( ) ( ) 1. 1
A first order ODE that cannot be written as (1.1) is non-linear.

Definition: a function ( ) is said to be homogeneous of degree if ( ) ( ),

where is independent of and , and .

Examples:

( ) , ( ) ( ) are homogeneous functions of degree 2 and 1

respectively.

A first order ODE (1) is homogeneous if ( ) , otherwise it is non-homogenous.

In the standard notation the first-order ODE of the form ( ) can be written as

( ) ( ) 1. 2

Definition: the differential equation (1.2) is said to be homogeneous if ( ) and ( ) are

( ) are
homogeneous functions of the same degree.

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Ordinary Differential Equations 2021

Examples: the first order equations

a)
b)
c) ( )
d)

are not in the form of (1) but they are linear, since they can be rewritten as:

a)

b)

c) ( )

d)

Here are some non-linear first order ODEs:

a)
b)
c)

1.3 Nature of solutions of ODE: particular and general

Let us assume that we can solve the following equation

( ) ( )
( ) 1. 3

It is normally a simple task to verify that a given function ( ) satisfies an equation (1.3).
All that is necessary is to compute the derivatives of and to show that ( ) and its
derivatives, when substituted in the equation; reduce it to an identity in . If such a function
exists, we call it a solution of the Eqn. (1.3).
However, usually we assume that
(i) ( ) is defined on some interval ;
(ii) is times differentiable on ;
(iii) We assume that has a right derivative at and a left derivative at ;
(iv) ( ) can be real valued function or complex valued function (range is a subset of C)
of .

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Ordinary Differential Equations 2021

Definition: Solution or integral or primitive of a DE is any function which satisfy the equation. i.e.
reduces it to an identity.

Note that a DE may has a unique solution, several solution or no solution.

Definition: General or complete solution: A solution which contains a number of arbitrary

constants equal to the order of the differential equation is called the general solution or complete
solution of the DE. A solution obtained from a general solution by giving particular values to the
constants is called a particular solution. Students are required to read and identify the difference
between implicit and explicit solutions.

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