Introduction and Motivation

The Derivative:
The derivative is given by the usual limit definition.
Definition 1
Let x(t) be a function with the single independent variable t. The
derivative of x with respect to t is defined by

dx x(t + ∆t) − x(t)

= lim
dt ∆t→0 ∆t

The usual interpretation of the derivative is that it is the rate of change of

the function with respect to the independent variable. If graphed, it is the
slope of the curve of x(t).

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 · · · Cont’d

What is Differential equation?

Definition 2
An equation involving a function and its derivatives.

How the state(variables) of something evolve and change over time t?

(Dynamic change)
We live in a world of interrelated changing entities(states).
The position of the earth changes with time,
The velocity of falling body changes with time,
The bending of a beam changes with the weight of the load placed on
it,
The area of circle changes with the size of the radius,
The path of projectile changes with the velocity and angle at which it
is fired.

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 · · · Cont’d

In the language of mathematics changing entities are called variables and

the rate of change of one variable with respect to another is called
derivative.
Equations which express a relation among these variables and their
derivatives are called differential equations.
Some examples:
Finance:
Example 0.1
The rate of growth of an investment is proportional to the amount of the
investment.
Let P(t) = the amount of investment, P ′ (t) = the rate of investment. We
write as
dP
P′ = = rP.
dt

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 · · · Cont’d
Biology:
Example 0.2
A colony of rabbits growths at a rate proportional to its size.

Let N(t) = the size of the colony of rabbits, N ′ (t) = the rate of growth of
rabbits. We write as
dN
N′ = = kN, k > 0(why ?)
dt
Chemistry:
Example 0.3
A radioactive substance decays at rate proportional to how much it is
remaining.

Let A(t) = the amount of decayed substance, A′ (t) = the rate of of decay.
We write as
dA
A′ = = kA, k < 0(why ?)
dt
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 · · · Cont’d

Physics:
Example 0.4
The temperature of a cup of coffee cools at a rate proportional to:(temp
of coffee-room temp)

Let T (t) = the temperature of coffee at time t, T ′ (t) = the rate of

temperature,T0 = the room temperature. We write as
dT
T′ = = k(T − T0 ), k < 0(why ?)
dt

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 · · · Cont’d
Mechanical Engineering:
Mechanical Oscillations: Undamped
Definition 3
A spring is an object that when deformed by an amount ∆l creates a force
Fs = −k∆l, with k > 0.

Consider a spring-body system as shown in the following figure.

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 · · · Cont’d
A spring is fixed to a ceiling and hangs vertically with a natural length
l.
It stretches by ∆l when a body with mass m is attached to its lower
end, just as in the middle spring in figure.
We assume that the weight m is small enough so that the spring is
not damaged.
This means that the spring acts like a normal spring, whenever it is
deformed by an amount ∆l it makes a force proportional and opposite
to the deformation,
Fs0 = −k∆l.
Here k > 0 is a constant that depends on the type of spring.
Since the spring-body system is at rest, Newton’s law of motion imply
that all forces acting on the body must add up to zero.
X
F =0

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 · · · Cont’d

The only two forces acting on the body are its weight, Fg = mg , and
the force done by the spring, Fs0 = −k∆l.
Therefore, X
F = Fs 0 + Fg = 0
We are using the sign convention displayed in figure, where forces
pointing downwards are positive.
We now find out how the body will move when we take it away from
the rest position.
To describe that movement we introduce a vertical coordinate for the
displacements, y , as shown in figure, with y positive downwards, and
y = 0 at the rest position of the spring and the body.
We further stretch the spring with the body by y0 and then we release
it with an initial velocity v0 .

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 · · · Cont’d
Example 0.5
The vertical movement of a spring-body system in air with spring constant
k > 0 and body mass m > 0 is described by the solutions of the
differential equation
my ′′ + ky = 0,
where y is the vertical displacement function as shown in figure.

To verify: Newton’s second law of motion says that mass times

acceleration of the body my ′′ (x) must be equal to the sum of all forces
acting on the body, hence
X
ma = F = Fg + Fs0 + Fs (x),

my ′′ (x) = Fg + Fs0 + Fs (x),

where Fs (x) = −ky (x) is the force done by the spring due to the extra
displacement y .
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 · · · Cont’d

Since the first two terms on the right hand side above cancel out,
Fg + Fs0 = 0, the body displacement from the equilibrium position, y (x),
must be solution of the differential equation

my ′′ (x) + ky (x) = 0.

This is a second-order ordinary differential equation(Model of DE).

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 · · · Cont’d
Why we are study Differential equations?
In general,
A differential equation is a mathematical model used to describe
physical, biological or chemical phenomena.
Many aspects of the natural world can be accurately described by
differential equations.
Differential equations have wide applications in various engineering
and science disciplines. In general, modeling of the variation of a
physical quantity, such as temperature, pressure, displacement,
velocity, stress, current, voltage, and concentration of a pollutant,
and so on with the change of time or location, would result in
differential equations.
Interests of Engineers:
Mathematical modeling of a practical problem
Solving the equations to find the solutions using the easiest possible
method.
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 Ordinary differential equations(ODEs)

DEs:
ODEs
PDEs
Revision from prerequisite course:
What is function? Identify independent and dependent variables.
What is the derivatives of functions?
Partial derivatives
Integration and techniques of integrations?
The main objectives of this chapter is
to introduce various types of first-order and simple higher-order
differential equations and
to deal with the corresponding techniques for solving these differential
equations.

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 · · · Cont’d

Definition 4
An ordinary differential equation (ODEs) is an equation containing one
independent variable x ∈ R, the dependent variable y , and some of its
derivatives y ′ , y ′′ , ..., y (n) .
In general, an nth-order ODEs can be written as

F (x, y , y ′ , y ′′ , ..., y (n) ) = 0, (1)

where F is a known function.

In this definition, x is the independent variable and y is the dependent
variable.
Notation:
dy d 2y
= y ′, = y ′′
dx dx 2

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 · · · Cont’d
An ODEs of the first order:
Implicit form: F (x, y , y ′ ) = 0, Explicit form: y ′ = f (x, y ).
Example 0.6
dy
a. dx +x =0
du
b. dx + u2 = 0
dy −y
c. dx = x

Consider an ODEs of the first order:

F (x, y , y ′ ) = 0. (2)
The function y = ϕ(x) is called a solution of (2) on some open
interval a < x < b if ϕ(x) is defined and differentiable throughout the
interval and such that the equation become an identity if y and y ′ are
replaced with ϕ(x), and ϕ′ (x) respectively.
That is, F (x, ϕ(x), ϕ′ (x)) = 0.
The curve (the graph) of ϕ(x) is called solution curve.
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 · · · Cont’d

Types of solutions:
Explicit solution: y = ϕ(x)
Implicit solution: ψ(x, y ) = 0
The general solution: y = ϕ(x, C ).
A particular solution emerges when C takes on a certain numerical
value.
Example 0.7
Show that y = ϕ(x) = xc , x ̸= 0 is a solution of first order ODE:

dy
x = −y .
dx
Verify .

Solution. y = xc , find the first derivative of y . That is, y ′ = −cx −2 .

By Feyissa Kebede (PhD)(ASTU) October 8, 2024 15 / 185
 · · · Cont’d
Then substitute in the equation, we get
dy
x = −y =⇒ x(−cx −2 ) = −cx −1 =⇒ (−cx −1 ) = −cx −1 ,
dx
which is true for all x ̸= 0.
Example 0.8
x2
Show that y = ϕ(x) = c − 2 is a solution of first order ODE:

dy
+ x = 0.
dx
Verify .
2
Solution. y = c − x2 , find the first derivative of y . That is, y ′ = −x.
Then substitute in the equation, we get
dy
x + x = 0 =⇒ −x + x = 0 =⇒ 0 = 0,
dx
which is true for all x.
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 · · · Cont’d

Example 0.9
Show that y = ϕ(x) = x 2 + c1 x + c2 is a solution of first order ODE:

dy 2
= 2.
dx 2
Verify .

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 · · · Cont’d

Example 0.10
For what value of k is/are y (x) = kx 2 e 2x a solution of the the differential
equation
dy
x − 2y = −2x 3 e 2x
dx

Definition 5
Order of a Differential Equation:
The order of a differential equation is the order of the highest derivative
appearing in the differential equation.

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 · · · Cont’d

Example 0.11
d 2x
dt 2
+ x dx
dt = 0, order two
dx
dt + x = cosx, order one
dx dx 2
dt + x( dt ) = sinx, order one

Definition 6
Degree of a Differential Equation:
The degree of a differential equation is the power(exponent) of the highest
derivative which occurs in it, after the differential equation has been made
free from radicals and fractions as far as the derivatives are concerned.

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 · · · Cont’d

Example 0.12
dy
dx + x = sinx, degree one
√
x dy k
dx + dy = y , degree two,
dx
q 3
d 2y dy 2
dx 2
= 1 + dx , degree two

Definition 7
Linear and Nonlinear Differential Equations:
If y and its various derivatives y ′ , y ′′ , · · · appear linearly in the equation, it
is a linear differential equation; otherwise, it is nonlinear.

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 · · · Cont’d
A differential equation is called linear if
every dependent variable and every derivative involved occurs in the
first degree only, and
no products of dependent variables and/or derivatives occur.
there should not be any transcendental function of dependent variable
and its derivatives.
Example 0.13
y ′′ + ω 2 y = sinx, second-order,linear,
(y ′ )2 + 4y = cosx, first-order, nonlinear
y ′′ + yy ′ + 2y = x, second-order, nonlinear,
ẍ + 2ẋ = sint, second-order,linear
ẍ + 2ẋ = sinx, second-order,nonlinear,
ÿ + 2ẏ = e y , second-order,nonlinear

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