Odinary Differential Equations1

An Odinary Differential Equation (ODE) is an equation involving a single

unknown variable and finite no.of its derivatives. Ex.
d
f (x) = 7x3 + 3x2 − x + 3 (1)
dx
2
 2
2d y dy
x − 10x +y =0 (2)

T
dx 2 dx
Thus in general, we can re-express ODE as

F (x, y, y 0 , y 00 , ..., y n ) = 0 (3)

dy 0 n dn y
y = , , ....., y = n (4)
AF dx dx
This is an ODE of order n. The order of the differential equation is the
highest order derivative that appears in the equation.
An ODE is said to be linear if it has a special form, i.e,

dn y(x) dn−1 y(x)

a0 (x) + a 1 (x) + ..................... + an (x)y(x) = p(x) (5)
dxn dxn−1
where ai (x), i = 0, 1, ....n and p(x) are in general functions of x, defined in
the interval I. Notation

interval [a, b] ≡ a ≤ x ≤ b, (a, b) ≡ a < x < b and
[a, b) ≡ a ≤ x < b
Ex.
DR

y 0 + cosx y = ex (6)
xy 00 + y 0 = x2 (7)
are linear equations, where as

y0 + y2 = 1 (8)

y 00 + sinx yy 0 = x3 (9)
y 000 − x(y 0 )2 + 3y = 0 (10)
are non-linear equations.
We will consider linear ODE only here.
A solution to the nth order OLDE is a function which has atleast n deriva-
tives and satisfies the given equation, for all x in the region of interest. Set
1
Notes by E. Harikumar based on Introduction to Ordinary Differential Equation, by
A. L. Rabenstein
E. Harikumar 2

of all solution of a given OLDE is called the general solution. The graph of
a solution to OLDE is called its integral curve.
In cases of our interest, the solution/function should satisfy the OLDE
as well as conditions such as values of function and its derivatives at given
points. An OLDE with such auxilary condition is called an initial value
problem.
We have defined the generic OLDE equation, i.e
dn y(x) dn−1 y(x)

T
a0 (x) + a 1 (x) + ..................... + an (x)y(x) = p(x) (11)
dxn dxn−1
Here ai , i = 0, 1, 2, ..n and p(x) are functions defined in the interval I. If
p(x) = 0, the equation is called homogenous and if p(x) 6= 0, it is called
inhomogenous equation.
If a solution of homogenous OLDE is multiplied by a constant, the re-
AF
sulting function will also be a solution to the OLDE. A linear combination of
solutions of a homogenous OLDE will also be a solution to the homogenous
OLDE.
There are two special cases Eq.(11) of importance. They are
• case I p(x) = 0, ai (x), i = 0, 1, 2... all are constants
• case II p(x) = 0, ai (x) ∝ xn−j . Such OLDE are known as EULER
EQUATIONS.
In Eq.(11), let ai , i = 0, 1, ...n be continous in the interval I and let a0 6=
0, p(x) = 0. Let ui , i = 1, 2, ...n are the solutions to the OLDE given in
DR

Eq.(11) and let ui , i = 1, 2..n is a linear independent set, then every solution
of Eq.(11) in I is given by linear combination of ui , i.e,
y =c1 u1 + c2 u2 + ....cn un
(12)
=Σni=1 ci ui
where ci are constants. Thus ui , i = 1, 2..n is basis for solutions of Eq.(11)
Consider two functions y1 (x) and y2 (x) which are linear dependent. Then
α1 y 1 + α2 y 2 = 0 (13)
such that α1 , α2 are not zero for all x  I. Differentiating above we get
α1 y10 + α2 y20 = 0 (14)
If α1 6= 0, we find
y20 α2
(α1 y1 + α2 y2 ) = y20 y1 + y20 y2 = 0. (15)
α1 α1
E. Harikumar 3

Similarly
y2 α2
− (α1 y10 + α2 y20 ) = −y2 y10 − y20 y2 = 0 (16)
α1 α1
eq.(15)+eq.(16) gives
 
y1 y 2
y20 y1 − y2 y10 =  0
 
0 = 0

y1 y2
y10 y1
If α1 = 0, then α2 6= 0, and using similar reasoning with and , we get

T
α2 α2
the same condition, i.e,
 
y1 y2 
W (y1 , y2 ) =  0 =0
y1 y20 

W is known as Wronski determinant or Wronskian2 .

AF Theorem If the coefficients of ODE of order 2 are continous in the interval
I and let u1 , u2 are two solutions which are linear dependent in I, then
W (u1 , u2 ) = 0 for some x0  I.
This can be generalised for OLDE of order n. In this case say the solutions
yi , i = 1, 2, .., n are linear dependent on I, iff
 
 y1 y 2 . . . y n

 0 0 0

 y1 y2 . . . yn 
 00
 y y200 . . . yn00 
W (y1 , y2 , ....., yn ) =  1 =0
 . 
 . 
DR

 n−1 n−1 
y
1 y2 . . . ynn−1 

Second Order Differential Equation

A generic 2nd order OLDE is

a(x)y 00 + b(x)y 0 + c(x)y = f (x) (17)

The corresponding homogenous equation is re-expressed as

y 00 + p(x)y 0 + q(x)y = 0 (18)

b(x) c(x)
where p(x) = a(x)
and q(x) = a(x)
.
2
See Advanced Engineering Mathematics, E. Kreyszig
E. Harikumar 4

Let us assume that y1 (x) is a solution to the above Eq.(18). Then, we

can find the 2nd , linearly independent solution using method of variations of
paremeter. Following this method3 , we define the 2nd solution to be

y2 (x) = k(x)y1 (x) (19)

Thus y20 = k 0 y1 + ky10 (20)

and
y200 = k 00 y1 + 2k 0 y10 + ky100 . (21)

T
Using this in eq.(18), we find

k 00 y1 + 2k 0 y10 + pk 0 y10 + k(y100 + py10 + qy1 ) = 0 (22)

∴ y1 is a solution, this reduces to

AF
i.e
k 00 + 2k 0

k 00 y10
y10
y1
+ pk 0 = 0 (23)

+ 2 +p=0 (24)
k0 y1
i.e
d
(lnk 0 + 2lny1 ) = −p(x) (25)
dx
Z x
0
lnk + 2lny1 = − p(x0 )dx0 (26)
x1
DR

i.e Rx
− p(x0 )dx0
k 0 (x)y12 (x) = e x1 (27)
Z x
dx00 − Rxx p(x0 )dx0
∴ k(x) = 2 00
e 1 (28)
x2 y1 (x )

∴ y2 (x) =Cy1 (x)k(x)

Z x
dx00 − Rxx p(x0 )dx0 (29)
=Cy1 (x) 2 00
e 1
x2 y1 (x )

Next we take up the issue of finding solutions to inhomogenous equation, i.e,

finding particular integral.
Let us start with the anzats

yin = k1 (x)y1 (x) + k2 (x)y2 (x) (30)

3
See Mathematical Methods in Classical and Quantum Physics, Tulsi Dass and S. K.
Sharma
E. Harikumar 5

for the solution to inhomogenous euqation (see Eq.(17)). Then, we get

0
y1n = k10 (x)y1 (x) + k1 (x)y10 (x) + k20 (x)y2 (x) + k2 (x)y20 (x). (31)

Without loss of generality, we impose the conditon

k10 y1 + k20 y2 = 0 (32)

and then we find

T
0
y1n = k1 y10 + k2 y20 (33)
00
y1n = k1 y100 + k10 y10 + k2 y200 + k20 y20 (34)
Using eq.(33) and eq.(34) in eq.(17), we find

f (x)
k10 y10 + k20 y20 = (35)
AF
y20 [eq.(32)]-y2 [eq.(35)] is

0

0 0
 
0 0 0 0
a(x)

f (x)

y2 k1 y1 + k2 y2 − y2 k1 y1 + k2 y2 − =⇒
a(x)
 
0 0 0 f (x)y2
k1 y1 y2 − y2 y1 = −
a(x)
f (x)y2
∴ k10 = − . (36)
a(x)W
DR

Similarly
f (x)y1
k20 = (37)
a(x)W
Thus we find
x x
f (x0 )y2 (x0 ) 0 f (x0 )y1 (x0 ) 0
Z Z
yin = −y1 (x) dx + y2 (x) dx (38)
x1 a(x0 )W (x0 ) x1 a(x0 )W (x0 )

Note that the Wronskian, W = y1 y20 −y10 y2 and its derivative dW

dx
= y1 y200 −y100 y2
satisfy    
00 00 0 0
a(x) y1 y2 − y1 y2 + b(x) y1 y2 − y1 y2 = 0. (39)

re-arranging this, we find

   
00 0 00 0
y1 a(x)y2 + b(x)y2 − y2 a(x)y1 + b(x)y1 = c(x)y1 y2 + c(x)y1 y2 = 0
E. Harikumar 6

i.e,
W 0 (x) + p(x)W (x) = 0
Rx
− p(x0 )dx0
=⇒ W (x) = W (x0 )e x0

Thus we can always find the solution to inhomgenous equation, if we know

the solution to homogenous equation.
Ex. Consider
xy 00 + 2y 0 + k 2 xy = A sinβx

T
Then corresponding homogenous equation has one solution, given by
sinkx
y1 = .
x
Now let us find the 2nd solution and using it find solution to the inhomogenous
AF
equation

k(x) =C1
Z x

dx00
x0
R 00
− x 2 dx0
 2 e x0 x0
sinkx00
x00
x
dx00 x002 − 2lnx00 −2lnx0
Z  
=C1
2 e
x0 sinkx00
x
dx00 x002 2lnx0 1
Z
=C1
2 e
x0 sinkx00 x002
Zx
=C1 cosec2 kx00 dx00
DR

x0


= − C1 cotkx − cotkx0 = −C1 cotkx + C2

coskx
∴ y2 = k(x)y1 = A
x
Now
W (y1 , y2 ) = y1 y20 − y10 y2
   
sinkx sinkx coskx coskx sinkx coskx
= − k− − k−
x x x2 x x2 x
k
=− 2
x
Z x Z x
Asinβx0 y2 (x0 ) 0 Asinβx0 y1 (x0 ) 0
∴ yin = −y1 dx + y 2 dx
x0 xk02 x0 xk02



x1 x1