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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)

y=f(x,y)y' = f(x,\, y)
Choose your door

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 y=f(x)y' = f(x) is y=F(x)+Cy = F(x) + C, where FF is an antiderivative of ff and CC is an arbitrary constant. To determine a unique value for CC, 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 y=yy' = \sqrt{|y|}, y(0)=0y(0) = 0 violates the hypothesis (partial derivative is discontinuous at y=0y = 0) and has infinitely many solutions.

The fundamental ODE: exponential growth/decay

y=ky    y(x)=y0ekxy' = ky \implies y(x) = y_0\, e^{kx}
what this means · The derivative of y is proportional to y. Solution: exponential. Appears in continuous interest, radioactive decay, Newton's cooling, pharmacokinetics, bacterial growth.
xyk > 0k < 0y₀

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%)

Application 23Understanding 4Modeling 11Proof 2
  1. Ex. 91.1Application

    Classify y+yy=0y''' + y'' - y = 0: determine the order, if it is linear, and if it is homogeneous.

  2. Ex. 91.2ApplicationAnswer key

    Classify y+xy=0y' + xy = 0: order, linear/non-linear, homogeneous.

  3. Ex. 91.3ApplicationAnswer key

    Classify y+y2=xy' + y^2 = x: order and linear/non-linear.

  4. Ex. 91.4Application

    Classify y+y=sinxy'' + y = \sin x: order, linear/non-linear, homogeneous.

  5. Ex. 91.5Application

    Verify that y=e2xy = e^{2x} is a solution to y=2yy' = 2y.

  6. Ex. 91.6Application

    Verify that y=sinxy = \sin x is a solution to y+y=0y'' + y = 0.

  7. Ex. 91.7Application

    Verify that y=x2+3y = x^2 + 3 is a solution to the IVP y=2xy' = 2x, y(0)=3y(0) = 3.

  8. Ex. 91.8Application

    Verify that y=etcosty = e^{-t}\cos t is a solution to y+2y+2y=0y'' + 2y' + 2y = 0.

  9. Ex. 91.9Application

    Show that y(t)=Cekty(t) = Ce^{-kt} is the general solution to y=kyy' = -ky.

  10. Ex. 91.10ApplicationAnswer key

    Free fall is modeled by y=gy'' = -g (constant gravitational acceleration). Find the general solution by double integration.

  11. Ex. 91.11Application

    What is the general solution to yy=0y'' - y = 0?

  12. Ex. 91.12Understanding

    What does an initial condition determine in the solution of an ODE?

  13. Ex. 91.13ApplicationAnswer key

    Solve y=3x2y' = 3x^2, y(0)=5y(0) = 5.

  14. Ex. 91.14Application

    Solve y=sinxy' = \sin x, y(0)=1y(0) = 1.

  15. Ex. 91.15ApplicationAnswer key

    Solve y=6xy'' = 6x, y(0)=1y(0) = 1, y(0)=2y'(0) = 2.

  16. Ex. 91.16Application

    Solve y=kyy' = ky, y(0)=y0y(0) = y_0. Express in terms of kk and y0y_0.

  17. Ex. 91.17Application

    Solve y=2yy' = 2y, y(0)=5y(0) = 5. Calculate y(3)y(3).

  18. Ex. 91.18Application

    Solve y=0.1yy' = -0.1\,y, y(0)=100y(0) = 100. Calculate y(20)y(20).

  19. Ex. 91.19ApplicationAnswer key

    Solve y=exy' = e^x, y(0)=0y(0) = 0.

  20. Ex. 91.20Application

    Solve y=0y'' = 0, y(0)=1y(0) = 1, y(0)=3y'(0) = -3.

  21. Ex. 91.21Application

    Solve y=1/xy' = 1/x, y(1)=0y(1) = 0 (domain x>0x > 0).

  22. Ex. 91.22ApplicationAnswer key

    Solve y=yy'' = -y, y(0)=1y(0) = 1, y(0)=0y'(0) = 0.

  23. Ex. 91.23Application

    Solve y+2y+2y=0y'' + 2y' + 2y = 0, y(0)=0y(0) = 0, y(0)=1y'(0) = 1.

  24. Ex. 91.24Application

    Capacitor discharges: V=V/(RC)V' = -V/(RC). For V0=12V_0 = 12 V and RC=1RC = 1 s, calculate V(2)V(2).

  25. Ex. 91.25Modeling

    Bacterial colony doubles every hour. Initial population: 100. Write the ODE and calculate N(5)N(5).

  26. 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.

  27. Ex. 91.27Modeling

    Coffee at 90 °C, room 25 °C, k=0.04k = 0.04 min1^{-1}. Write the ODE, solve, and determine how long it takes for the temperature to reach 50 °C.

  28. Ex. 91.28Modeling

    Carbon-14 (τ1/2=5730\tau_{1/2} = 5730 years). A fossil has 25% of the initial C-14. Calculate its age.

  29. Ex. 91.29Modeling

    Medication: half-life of 6 h, dose 200 mg. Write the ODE and calculate how much remains after 18 h.

  30. Ex. 91.30ModelingAnswer key

    Financial investment yields Selic of 14.75% p.a. with continuous compounding. In how many years does the capital double?

  31. Ex. 91.31Modeling

    Simplified epidemic: I=rI(1I/N)I' = rI(1 - I/N) (logistic equation). Identify the equilibria and describe the solution behavior.

  32. Ex. 91.32Modeling

    Fall with air resistance: mv˙=mgkvm\dot{v} = mg - kv (k>0k > 0). Calculate terminal velocity vv_\infty (when acceleration ceases).

  33. Ex. 91.33Modeling

    Iodine-131 (τ1/2=8\tau_{1/2} = 8 days). Write the ODE and calculate how much remains of 100 g after 24 days.

  34. 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 P0P_0.

  35. Ex. 91.35ModelingAnswer key

    (Forensic) Body found at 10 PM with temperature 32 °C. Room at 21 °C, k=0.374k = 0.374 h1^{-1}. Normal body temperature: 37 °C. Write the ODE and find kk using the given conditions.

  36. Ex. 91.36UnderstandingAnswer key

    What does the Picard-Lindelöf Theorem guarantee about the ODE y=f(x,y)y' = f(x, y), y(x0)=y0y(x_0) = y_0?

  37. Ex. 91.37Understanding

    Why does the general solution of an nn-th order ODE have exactly nn arbitrary constants? How does this relate to the number of initial conditions required?

  38. Ex. 91.38Understanding

    Explain why y=yy' = \sqrt{\lvert y \rvert}, y(0)=0y(0) = 0 has infinitely many solutions. Which Picard-Lindelöf hypothesis is violated?

  39. Ex. 91.39Proof

    Prove that y=Cekxy = Ce^{kx} is the only family of solutions to y=kyy' = ky (up to choice of CC). Hint: consider z(x)=y(x)ekxz(x) = y(x)\,e^{-kx}.

  40. Ex. 91.40Proof

    Prove that the solution to y=kyy' = ky, y(0)=y0y(0) = y_0 is y(t)=y0ekty(t) = y_0 e^{kt}, 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.

Updated on 2025-05-14 · Author(s): Clube da Matemática

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