Lesson 91 — Introduction to Ordinary Differential Equations
ODE: an equation relating a function and its derivatives. Classification, general vs. particular solutions, modeling in science and engineering.
Used in: Ano 3 EM — arco cálculo aplicado · Equiv. Spécialité Maths francesa (Terminale) · Equiv. Math III japonês avançado · Equiv. Leistungskurs DE (Klasse 12)
Rigorous notation, full derivation, hypotheses
Definition and classification
Ordinary Differential Equation
"A differential equation is an equation that contains one or more functions of an independent variable and the derivatives of those functions." — OpenStax Calculus Volume 2, §4.1
Classification
General and particular solution
"The general solution of is , where is an antiderivative of and is an arbitrary constant. To determine a unique value for , an initial condition is required." — OpenStax Calculus Volume 2, §4.1
Existence and uniqueness (Picard-Lindelöf)
Practical consequence: Picard-Lindelöf is checked for every ODE before claiming uniqueness. The ODE , violates the hypothesis (partial derivative is discontinuous at ) and has infinitely many solutions.
The fundamental ODE: exponential growth/decay
Family of solutions for y' = ky. Growth (k greater than 0, blue curve) and decay (k less than 0, orange curve). All start from y₀ at x = 0.
Solved examples
Exercise list
40 exercises · 10 with worked solution (25%)
- Ex. 91.1Application
Classify : determine the order, if it is linear, and if it is homogeneous.
- Ex. 91.2ApplicationAnswer key
Classify : order, linear/non-linear, homogeneous.
- Ex. 91.3ApplicationAnswer key
Classify : order and linear/non-linear.
- Ex. 91.4Application
Classify : order, linear/non-linear, homogeneous.
- Ex. 91.5Application
Verify that is a solution to .
- Ex. 91.6Application
Verify that is a solution to .
- Ex. 91.7Application
Verify that is a solution to the IVP , .
- Ex. 91.8Application
Verify that is a solution to .
- Ex. 91.9Application
Show that is the general solution to .
- Ex. 91.10ApplicationAnswer key
Free fall is modeled by (constant gravitational acceleration). Find the general solution by double integration.
- Ex. 91.11Application
What is the general solution to ?
- Ex. 91.12Understanding
What does an initial condition determine in the solution of an ODE?
- Ex. 91.13ApplicationAnswer key
Solve , .
- Ex. 91.14Application
Solve , .
- Ex. 91.15ApplicationAnswer key
Solve , , .
- Ex. 91.16Application
Solve , . Express in terms of and .
- Ex. 91.17Application
Solve , . Calculate .
- Ex. 91.18Application
Solve , . Calculate .
- Ex. 91.19ApplicationAnswer key
Solve , .
- Ex. 91.20Application
Solve , , .
- Ex. 91.21Application
Solve , (domain ).
- Ex. 91.22ApplicationAnswer key
Solve , , .
- Ex. 91.23Application
Solve , , .
- Ex. 91.24Application
Capacitor discharges: . For V and s, calculate .
- Ex. 91.25Modeling
Bacterial colony doubles every hour. Initial population: 100. Write the ODE and calculate .
- Ex. 91.26Modeling
Investment of R$ 1,000 at 5% p.a. with continuous interest. Write the ODE and calculate the amount in 10 years.
- Ex. 91.27Modeling
Coffee at 90 °C, room 25 °C, min. Write the ODE, solve, and determine how long it takes for the temperature to reach 50 °C.
- Ex. 91.28Modeling
Carbon-14 ( years). A fossil has 25% of the initial C-14. Calculate its age.
- Ex. 91.29Modeling
Medication: half-life of 6 h, dose 200 mg. Write the ODE and calculate how much remains after 18 h.
- Ex. 91.30ModelingAnswer key
Financial investment yields Selic of 14.75% p.a. with continuous compounding. In how many years does the capital double?
- Ex. 91.31Modeling
Simplified epidemic: (logistic equation). Identify the equilibria and describe the solution behavior.
- Ex. 91.32Modeling
Fall with air resistance: (). Calculate terminal velocity (when acceleration ceases).
- Ex. 91.33Modeling
Iodine-131 ( days). Write the ODE and calculate how much remains of 100 g after 24 days.
- Ex. 91.34Modeling
An asset depreciates 3% per year continuously. Write the ODE and express the value after 5 years in terms of the initial value .
- Ex. 91.35ModelingAnswer key
(Forensic) Body found at 10 PM with temperature 32 °C. Room at 21 °C, h. Normal body temperature: 37 °C. Write the ODE and find using the given conditions.
- Ex. 91.36UnderstandingAnswer key
What does the Picard-Lindelöf Theorem guarantee about the ODE , ?
- Ex. 91.37Understanding
Why does the general solution of an -th order ODE have exactly arbitrary constants? How does this relate to the number of initial conditions required?
- Ex. 91.38Understanding
Explain why , has infinitely many solutions. Which Picard-Lindelöf hypothesis is violated?
- Ex. 91.39Proof
Prove that is the only family of solutions to (up to choice of ). Hint: consider .
- Ex. 91.40Proof
Prove that the solution to , is , using the technique of separation of variables (preview of Lesson 92).
Sources
- Notes on Diffy Qs — Jiří Lebl · 2024 · v6.6 · EN · CC-BY-SA. §0.2–1.3: definition of ODE, classification, modeling, examples of radioactive decay and cooling. Primary source for this lesson.
- Calculus Volume 2 — OpenStax · 2016 · EN · CC-BY-NC-SA. §4.1–4.3: solution verification, initial conditions, growth and decay models, separable equations.
- Active Calculus — Matt Boelkins et al. · 2024 · EN · CC-BY-NC-SA. §7.1–7.2: visual introduction to ODEs, direction fields, qualitative modeling.