Engineering Mathematics I

Ordinary Differential Equations


Module III: Ordinary Differential Equations. This unit introduces essential first and second order ODE techniques used in engineering. Each method includes formulas and short examples for quick revision.


First Order Exact Equations

  • General form:M(x,y) dx + N(x,y) dy = 0.
  • Exact if∂M/∂y = ∂N/∂x.
  • Solution obtained from the potential functionφ(x,y) = C.
  • Example:(2x + y) dx + (x + 2y) dy = 0is exact since both mixed derivatives are 1.

Diagram: exact-ode-flow.png


First Order Linear Equations

  • Standard form:dy/dx + P(x) y = Q(x).
  • Integrating factor:IF = e^(∫P(x) dx).
  • Solution:y IF = ∫Q(x) IF dx + C.
  • Example:dy/dx + y = e^x → IF = e^x.

Bernoulli Equations

  • Form:dy/dx + P(x) y = Q(x) y^n.
  • Converted to linear usingv = y^(1-n).
  • Example:dy/dx + y = y^2 → v = y⁻¹.

Second Order Linear Equations with Constant Coefficients

  • Standard form:a y'' + b y' + c y = 0.
  • Characteristic equation:a m^2 + b m + c = 0.
  • Solution based on roots:
  • Real and distinct:y = C1 e^(m1 x) + C2 e^(m2 x).
  • Real and equal:y = (C1 + C2 x) e^(mx).
  • Complex:y = e^(αx)(C1 cos βx + C2 sin βx).
  • Example:y'' - 3y' + 2y = 0 → roots 1 and 2.

Diagram: characteristic-roots.png


Method of Variation of Parameters

  • Used for non homogeneous equationsy'' + P y' + Q y = R.
  • Requires complementary function (CF) from the homogeneous part.
  • Particular integral (PI) obtained by varying constants in CF.
  • Example:y'' + y = sin x.

Euler (Cauchy) Equations

  • Form:x^2 y'' + a x y' + b y = 0.
  • Substitutionx = e^tconverts it to constant coefficient form.
  • Example:x^2 y'' - 3x y' + 3y = 0.

Systems of Differential Equations

  • Linear systems can be solved by elimination or matrix methods.
  • Example:dx/dt = x + y , dy/dt = x - y.