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GATE 2026 Exam Date Announced – Complete Schedule, Syllabus, and Key Details » GATE Study Materials » Civil Engineering » Numerical Solutions of ODEs
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Numerical Solutions of ODEs

An equation that involves several ordinary derivatives of a function is called an Ordinary Differential Equation (ODE).

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In mathematics, the Ordinary differential equation (ODE) is an equation that consists of only one independent variable and one or more of its derivatives concerning the variable. Therefore, an ordinary differential equation will consist of one independent variable x, the real dependent variable y, with some of its derivatives. In this equation, the unknown is essentially a function and both the function and its derivatives appear in the equation. These are usually mathematical descriptions but they are also very much relevant in the core of a wide range of physical theories. Such as the classic equations for classic mechanics by Newton and Lagrange, Einstein’s theory of gravitation equation, Maxwell’s equation for classical electromagnetism, and Schrodinger’s equation for quantum mechanics. Other than these, this mathematical method has multiple applications in other subject areas as well.  

Linear Ordinary Differential Equations

The linear ordinary differential equation can be derived in the form of dy/dx + Py = Q. in this equation, P and Q represent the numerical constants or the functions within x. The equation also consists of a derivative of y and a y. This differential is called the first-order linear differential equation as the differential is the first-order differentiation. 

This linear differential equation is in y. by the same method, the linear equation in x can be written too. It will be dx/dy + Pıx = Qı 

Formula- There are two formulas that are applied to linear differential equations to get solutions:

  1. The solution of the differential equation dy/x +Py = Q is as follows. y.(I.F)=∫(Q.(I.F).dx)+Cy.(I.F)=∫(Q.(I.F).dx)+C. Here we have Integrating Factor (I.F) = e∫P.dx.

  2. the general solution of the differential equation dx/y +Px = Q is as follows. x.(I.F)=∫(Q.(I.F).dy)+Cx.(I.F)=∫(Q.(I.F).dy)+C. Here we have Integrating Factor (I.F) = e∫P.dy

Steps to Solve Linear Differential Equation

In three simple steps, the linear differential equation can be solved:

Step 1: First, simplify the given differential equation and write it down in the form dy/dx + Py = Q, (in this equation, P and Q are numeric constants or functions in x).

Step 2: Figure out the Integrating Factor of the linear differential equation (IF) = e∫P.dxe∫P.dx.

Step 3: Finally, the solution of the linear differential equation can be written as; y(I.F)=∫(Q×I.F).dx+C.

Partial Differential Equations

In a partial differential equation, there is typically one or more than one partial derivative. It is a mathematical equation that has more than two independent variables, an unknown function that is dependent on the variables, along with partial derivatives of the unknown function concerning the independent variables. A solution or any form of a particular solution to a partial differential equation is a function that is responsible for solving the whole equation. The order of a partial differential equation is the order of the highest derivative involved in the same equation.

Conclusion

The ODE is an equation that consists of only one independent variable and one or more of its derivatives concerning the variable and an ODE will consist of one independent variable x, the real dependent variable y, with some of its derivatives. The ODEs can be classified into three types namely linear, non-linear and autonomous ODE. These ordinary differential equations are mathematical descriptions but they are also very much relevant in the core of a wide range of physical theories. Such as the classic equations for classic mechanics by Newton and Lagrange, Einstein’s theory of gravitation equation, Maxwell’s equation for classical electromagnetism, and

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Frequently asked questions

Get answers to the most common queries related to the GATE Examination Preparation.

Mention the types of ordinary differential equations.

Ans: there are three types of the ordinary differential equation. They ...Read full

Define Autonomous ODE?

Ans: It is a form of differential equation which do not depend on the v...Read full

What is the use of ODEs?

Ans: As mentioned earlier, ODEs are mathematical methods that have a lot of application in many areas of physical th...Read full

Describe the shortcut method of solving a simple ODE with an example.

Ans: First, we have to understand how the above u-substitution works before we jump into the shortcut method....Read full

Ans: there are three types of the ordinary differential equation. They are namely;

  1. Linear ODE
  2. Non-linear ODE 
  3. Autonomous ODE

Ans: It is a form of differential equation which do not depend on the variable. 

Ans: As mentioned earlier, ODEs are mathematical methods that have a lot of application in many areas of physical theories like the classic equations for classic mechanics by Newton and Lagrange, Einstein’s theory of gravitation equation, Maxwell’s equation for classical electromagnetism, and Schrodinger’s equation for quantum mechanics.

Other than these, the ODEs are also extremely relevant and important in other subjects like chemistry, biology, economics, engineering, etc. the ODEs are important for the calculation of various growth rates and future projections based on math. Issues like the growth of diseases, population, etc. can be done with the help of the ODEs. 

Ans: First, we have to understand how the above u-substitution works before we jump into the shortcut method.

Now, we could avoid changing to the variable u and could also keep everything in terms of x, in which case, the u-substitution will be replacing x(t) with x and dx/dt with dx.

Next, we have to observe the results of the substitution. 

We started with (dx/dt)(ax+b)=1 and ended up with ∫(ax+b)dx=∫1dt

Now, we wrote everything in terms of x rather than u. To accomplish this manipulation, we multiplied by dt and did our substitution to replace dt with dx. It was as though we canceled the dt from the numerator with the dt from the denominator. The derivative dx/dt isn’t a fraction of numbers dx and dt, but is an integral, applying the chain rule (i.e., u-substitution) makes it behave like it is a fraction.

Hence, in practice, we can safely treat dx/dt like a fraction when used in this context of forming an integral to solve a differential equation. To solve the equation dx/dt=ax+b, we multiply both sides of the equation by dt and divide both sides of the equation by ax+b to get dx/ax+b=dt.

Then, if we integrate both sides, we will be able to obtain ∫dx/(ax+b)=∫dt.

This manipulation is a shortcut way to denote using the chain rule.

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