APPLIED MATHEMATICS

III
Zena S/Mariam
Copyright c 2014 Zena
 Contents

1 Ordinary Differential Equations of the first order ....... 5

1.1 Definition of ODE and Examples 5
1.2 Method of separable of variables 7
1.3 Homogeneous Differential Equations 8
1.4 Exact Differential Equation 9
1.5 Integrating factor 10
1.6 Linear first order Differential Equation 13
1.7 Bernoulli’s Equation 15
1.8 Application 16
1.8.1 Newton’s law of cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
1.8.2 Mixtures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.8.3 Electric Circuit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19

2 Ordinary Linear Differential Equation of the second order . . . . . 21

2.1 Homogeneous Linear Differential Equation of the second order 21
2.2 The use of a known solution to find another (Reduction order) 23
2.3 Homogeneous Differential Equation with constant cofficient 24
2.4 Methods for solving non homogeneous linear differential equations 25
2.4.1 Method of Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2.4.2 Method of variation of parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
2.5 Nonlinear Differential Equation 27
2.6 System of Differential equation 28
2.6.1 Homogeneous Linear System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
2.6.2 Non-homogeneous Linear System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.7 Operator method for Linear System with constant coefficients 30
2.8 Applications of Second-Order Differential Equations 32
2.8.1 Spring/Mass System . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
2.8.2 Electric Circuit . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

3 ORTHOGONAL FUNCTIONS AND FOURIER SERIES . . . . . 37

3.1 FOURIER SERIES 37
3.1.1 CONVERGENCE OF A FOURIER SERIES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3.1.2 Fourier Series of odd and even function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2 COMPLEX FORM OF FOURIER SERIES 44
3.3 FOURIER INTEGRALS 46

4 Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
4.1 Definition of Laplace Transform 49
4.2 Existence of Laplace Transform 51
4.3 Laplace Transform of Derivatives 52
4.4 Solving Differential Equation with polynomial coefficient 54
4.5 System of Linear Differential equation 56
4.6 Unit Step function(Heaviside Function) 56
4.7 Convolution 58
4.8 Laplace Transform of the Integral of a function 60

5 Vector Calculus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
5.1 Vector-Valued Functions 63
5.1.1 Plane and Space Curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
5.2 Vector Calculus 66
5.3 Curves, Arc Length and Curvature 68
5.3.1 Arc Length . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 69
5.3.2 Tangent and Curvature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
5.4 Scalar Field and Vector Field 72
5.4.1 Scalar Field . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72
Definition of ODE and Examples
Method of separable of variables
Homogeneous Differential Equations
Exact Differential Equation
Integrating factor
Linear first order Differential Equation
Bernoulli’s Equation
Application
Newton’s law of cooling
Mixtures
Electric Circuit

1 — Ordinary Differential Equations of the first order

1.1 Definition of ODE and Examples

Definition 1.1.1 A differential equation is an equation which involves derivatives.

 Example 1.1

dy d2y dy ∂z ∂z dy
a) = 2x + 5 b) x + 6 = −2y c) − x − z = 0 d) x + y = 3
dx dx2 dx ∂x ∂y dx

 2 2  2 2  4
d3y d y dy d y dy 3 ∂ 2z ∂ 2z
e) + 2 + = cos x f ) + + 9y = x g) + = x2 + y
dx3 dx2 dx dx2 dx ∂ x 2 ∂ y2


A differential equation involving only ordinary derivatives (derivatives of functions of one

variable) is called ordinary differential equation.

 Example 1.2 Examples a, b, d, e, f are an example of ODE. 

If there are two or more independent variables, the derivatives are partial derivatives and the
equations are called a PDE.

 Example 1.3 Examples c,and g are an example of PDE. 

Order of a differential equation

Definition 1.1.2 The order of a differential equation is defined as the order of the highest
derivative which appears in the equation.

 Example 1.4 Examples a, c, d are of order one where as b, f, g are of order two and e is
of order three 
6 Ordinary Differential Equations of the first order
Definition 1.1.3 The degree of a differential equation is the highest power of the highest
derivative in the equation.

Definition 1.1.4 A solution of ODE is free from derivatives and which satisfies the given
differential equation.

If a solution of a differential equation is given explicitly as y = f (x) we call it an explicit solution,

otherwise it is of the form h(x, y) = 0 called implicit solution.

d2y dy
 Example 1.5 Show that e2x and e3x are solution of 2
− 5 + 6y = 0 
dx dx

Definition 1.1.5 A differential equation is said to be linear if it is linear in the dependent

variable. A differential equation which is not linear in some dependent variable is said to be
non linear.

 Example 1.6 For example

Differential equation Linearity

1 y00 + 4xy0 + 2y = cosx Is linear, ordinary and order 2
2 y00 + 4yy0 + 2y = cosx Is nonlinear (∵ yy0 )
2
∂ u ∂v
3 + + u + v = sin u Is linear in v and nonlinear in u (∵ sin u).
∂ x2 ∂t
The equation is nonlinear.


Initial value problem and Boundary Value Problem

In application one may be interested to find a solution to a differential equation satisfying certain
defined conditions and such conditions are called initial conditions. If all conditions are given at
one point of independent variable the conditions are called initial conditions and if the conditions
are given at more than one point of the independent variable the conditions are called boundary
conditions.
Definition 1.1.6 An IVP is a problem which seeks to determine a solution to a differential
equation on the unknown functions and its derivatives specified at one value of the independent
variable.

d2y
 Example 1.7 Consider the differential equation = x + 1 subject to the condition
dx2
y(0) = 1, y0 (0) = 0. So the given problem is an IVP 

Definition 1.1.7 A BVP is a problem which seeks to determine a solution to a differential

equation subject to the boundary conditions on the unknown functions and its derivatives
specified at least at two different values of the independent variable.

 Example 1.8 Consider the differential equation y00 + y = 0 subject to the condition
y(0) = 0, y0 ( π2 ) = 1. So the given problem is BVP 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.2 Method of separable of variables 7

1.2 Method of separable of variables

Definition 1.2.1 A differential equation of the form
dy
g(x) + h(y) =0
dx
is called separabel equation

The solution is obtained by integrating both sides with respaect to x

Z Z
h(y)dy + g(x)dx = c

is the general solution.

 Example 1.9 Solve the following differential equations by separation of variables

dy x2
1. =
dx y
dy x2
2. =
dx y(1 + x3 )


Solution:
dy x2
1. The ODE = becomes ydy = x2 dx
dx Z y Z
⇒ ydy = x2 dx
y2 x 3
⇒
= +c
2 s3
2x3
⇒ y= +c
3
dy x2 x2
2. The ODE = becomes ydy = dx
dx y(1 + x3 ) 1 + x3
x2
Z Z
⇒ ydy = dx
1 + x3
y2 1
⇒ = ln(1 + x3 ) + c
2 r3
2
⇒ y= ln(1 + x3 ) + c
3

Exercise 1.1 Solve

dy
a + y2 sin x = 0
dx
2y dy 1
b 2
= 2
y + 1 dx x
dy
c = y − y2
dx
d (xy + 2x + y + 2)dx + (x2 + 2x)dy = 0
e x2 y2 dx − (1 + x2 )dy = 0, y(0) = 1
dy
f (e2y − y) cos x = ey sin 2x, y(0) = 0
dx


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 8 Ordinary Differential Equations of the first order
1.3 Homogeneous Differential Equations
Definition 1.3.1 A function f (x, y) is called homogeneous of degree n if f (λ x, λ y) = λ n f (x, y)

 Example 1.10 a f (x, y) = x5 − x2 y3 is homogeneous of degree 5.

b f (x, y) = x3 + sin x cos y is not homogeneous because f (λ x, λ y) 6= λ n f (x, y).
y y
c f (x, y) = e x + tan is homogeneous of degree 0.
x


Definition 1.3.2 The differential equation of the form

M(x, y)dx + N(x, y)dy = 0 (1.1)

is said to be homogeneous iff M(x, y) and N(x, y) are homogeneous functions of the same
degree.

Equation (1.1) can be written in the form

dy M(x, y)
= f (x, y) where f (x, y) = −
dx N(x, y)
which is homogeneous of degree 0.
1
⇒ f (λ x, λ y) = λ 0 f (x, y) = f (x, y), set λ =
x
y y
⇒ f (x, y) = f (1, ) = f (1, z), z =
x x
dy dz dz
⇒ y = zx ⇒ = z+x ⇒ z + x = f (1, z)
dx dx dx
xdz dz dx
⇒ = dx ⇒ − = 0 (which is separable)
f (1, z) − z f (1, z) − z x

 Example 1.11 Solve

(y2 + 2xy)dx − x2 dy = 0

Solution: Both terms (M(x, y) = y2 + 2xy, & N(x, y) = −x2 ) in the differential equation are
homogeneous of degree 2, so the equation itself is homogeneous. Differentiating the substitution
y = zx gives
dy dz
= z+x ⇒ dy = zdx + xdz
dx dx
dy y2 + 2xy y2 2y
The given differential equation (y2 + 2xy)dx − x2 dy = 0 becomes = = +
dx x2 x2 x
dy
Substituting y = zx and in the differential equation we obtain the variables separable equation,
dx
dz dz dx dz dx
Z Z
z + x = z2 + 2z ⇒ 2 = ⇒ =
dx z +z x z2 + z x
dz
Z
⇒ = ln x + ln c ⇒ ln z − ln(z + 1) = ln cx
z(z + 1)
y
z z y
⇒ ln = ln cx ⇒ = cx ⇒ y x ⇒ = cx
z+1 z+1 x +1 x+y

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.4 Exact Differential Equation 9

Therefore the general solution of the given differential equation is

cx2
y=
1 − cx
where C is an arbitrary constant. In this case the general solution is simple and y is determined
explicitly in terms of x.

Exercise 1.2 Solve

a x2 ydx − (x3 + y3 )dy = 0
dy y y
b = + tan
dx x x
y−x
c y0 =
y+x
−1 x x x
d sin dx + 2 sin dy = 0
y y y y


1.4 Exact Differential Equation

Definition 1.4.1 A differential equation of the form

M(x, y)dx + N(x, y)dy = 0

∂f ∂f
is said to be exact if there is a function f such that M(x, y) = and N(x, y) =
∂x ∂y

∂f ∂f
⇒ Mdx + Ndy = dx + dy = 0
∂x ∂y
∂ f ∂ f dy d
⇒ + =0 ⇒ f (x, y) = 0
∂x ∂ dx dx
∴ f (x, y) = c is the general solution.

R The partial derivatives of M and N exist and continuous.

Theorem 1.4.1 The differential equation

M(x, y)dx + N(x, y)dy = 0

∂N ∂M
is exact if and only if =
∂x ∂y

Proof. 

 Example 1.12 Test the differential equation

a (9x2 + y − 1)dx − (4y − x)dy = 0
b ey dx + (xey + 2y)dy = 0
for exactness and solve it if it is exact. 

Solution:a) M(x, y) = 9x2 + y − 1, N(x, y) = −(4y − x) = x − 4y

∂N ∂M
⇒ =1=
∂x ∂y

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 10 Ordinary Differential Equations of the first order
Hence the given differential equation is exact.
By definition there exist a function f of two variables such that
∂f
= 9x2 + y − 1 (1.2)
∂x
∂f
= x − 4y (1.3)
∂y
Integrating equation (1.2) with respect to x we get,
Z
f (x, y) = (9x2 + y − 1)dx

= 3x3 + xy + h(y)

where h(y) is constant with respect to x. Differentiate w.r.t y, we obtain

∂ f (x, y)
= x + h0 (y)
∂y
compainge this with equation (1.3), we have

x + h0 (y) = x − 4y ⇒ h0 (y) = −4y ⇒ h(y) = −2y2

∴ f (x, y) = 3x2 + yx − x − 2y2 = c is the general solution of the given ODE.

b) Ans. f (x, y) = xey + y2 = c

Exercise 1.3 Determine which of the following equations are exact and solve it, if it is exact
a (ex sin y − 2y sin x)dx + (ex cos y + 2 cos x)dy = 0
b (y − x3 )dx + (x + y3 )dy = 0
c (sin x sin y − xey )dy = (ey + cos x cos y)dx
y x
d dx = 2 2
dx + dy
1−x y 1 − x 2 y2
−1 x x x
e sin dx + 2 sin dy = 0
y y y y


x 4 4 y
 a) esin y + 2y cos x = c b) 4xy − x + y = c c) xe + sin x sin y = c
Answer:
1 + xy x x
d) ln − 2x = c e) cos = c or = c
1 − xy y y

1.5 Integrating factor

Definition 1.5.1 Let M(x, y)dx + N(x, y)dy = 0 is not exact, any function µ which makes
µ (M(x, y)dx + N(x, y)dy) = 0 exact is called integrating factor.

 Example 1.13 Show that µ = yex is an integrating factor for the differential equation

cos y + 2e−x cos x

   
sin y −x
− 2e sin x dx + dy = 0
y y
and use this fact to find a solution to the differential equation. 

Answer: f (x, y) = ex sin y + 2y cos x

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

1.5 Integrating factor 11

Theorem 1.5.1 A differential equation of the form M(x, y)dx + N(x, y)dy = 0 has an integrat-
ing factor if it has a general solution

Proof. Let f (x, y) = c be the general solution. Then

∂f
df ∂ f ∂ f dy dy
= + =0 ⇒ = − ∂x
dx ∂ x ∂ y dx dx ∂f
∂y
∂f
dy M
⇒ = − = − ∂x
dx N ∂f
∂y
∂f ∂f
∂y
⇒ = ∂ x = µ (let)
N M
∂f ∂f
⇒ = µM and = µN
∂x ∂y
Multipling the given equation by µ
µM(x, y)dx + µN(x, y)dy = 0
which is exact. 

Finding the integrating factor

µM(x, y)dx + µN(x, y)dy = 0

∂ (µN) ∂ (µM)
⇒ =
∂x ∂y
∂N ∂µ ∂M ∂µ
⇒ µ +N =µ +M
∂x ∂x ∂y ∂y
 
∂µ ∂µ ∂M ∂N
⇒ N −M =µ −
∂x ∂y ∂y ∂x
 
1 ∂µ ∂µ ∂M ∂N
⇒ N −M = − (1.4)
µ ∂x ∂y ∂y ∂x
Case 1: Let µ be a function of alone then (1.4) become
 
1 ∂µ ∂M ∂N
N = −
µ ∂x ∂y ∂x
∂M ∂N
−
1 ∂µ ∂y ∂x d
⇒ = = g(x) ⇒ (ln µ) = g(x)
µ ∂x N dx
Z R
g(x)dx
⇒ ln µ = g(x)dx ⇒ µ = e

Case 2: Similarly if µ is a function of y alone

∂M ∂N
−
1 ∂µ ∂y ∂x
= = h(y)
µ ∂y −M
R
h(y)dy
⇒ µ =e

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

12 Ordinary Differential Equations of the first order

 Example 1.14 Solve (3x2 y + 2xy + y3 )dx + (x2 + y2 )dy = 0 

Solution: M(x, y) = 3x2 y + 2xy + y3 , N(x, y) = x2 + y2

∂M ∂N
= 3x2 + 2x + 3y2 = 2x
∂y ∂y
The differential equation is not exact
∂M ∂N
− = 3x2 + 2x + 3y2 − 2x = 3(x2 + y2 )
∂y ∂x
∂M ∂N
−
∂y ∂x x2 + y2
⇒ g(x) = =3 2 =3
N x + y2
R R
3dx
µ =e g(x)dx
=e = e3x
Thus the ODE is reduced in to
e3x (3x2 y + 2xy + y3 )dx + e3x (x2 + y2 )dy = 0
which is exact.
By definition there exist a function f such that
∂f ∂f
= e3x (3x2 y + 2xy + y3 ) and = e3x (x2 + y2 )
∂x ∂y
Integrating the second w.r.t. y,
y3
Z
f (x, y) = e3x (x2 + y2 )dy = e3x (x2 y + + c(x))
3
∂f y3
⇒ = e3x (2xy) + 3e3x (x2 y + ) + c0 (x)
∂x 3
= e3x (2xy + 3x2 y + y3 ) + c0 (x)
By comparing the above equation, we have c0 (x) = 0 ⇒ c(x) = c. Hence
y3
f (x, y) = e3x (x2 y + )=k
3
is the general solution.

 Example 1.15 Solve the initial value problem ydx + (2x − yey )dy = 0, y(0) = 1 

∂M ∂N ∂M ∂N
Solution: M(x, y) = y, N(x, y) = 2x − yey ⇒ = 1, =2 ⇒ 6=
∂y ∂x ∂y ∂x
The given differential equation is not exact.
∂M ∂N
− = 1 − 2 = −1
∂y ∂x
∂M ∂N
−
∂y ∂x −1 1
h(y) = = =
−M y y
R R 1
∴ µ =e h(y)dy
=e y dy = eln y = y
Thus the differential equation is reduced in to

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.6 Linear first order Differential Equation 13

y2 dx + y(2x − yey )dy = 0

which is exact.
By definition there exist a function f such that

∂f ∂f
= y2 and = y(2x − ye2 )
∂x ∂y
Integrating the first w.r.t. x, we get
Z
f (x, y) = y2 dx = y2 x + g(y)
∂f
⇒ = 2xy + g0 (y)
∂y
Comparing with the second equation, we have

g0 (y) = −y2 ey ⇒ g(y) = ey (2 + 2y − y2 )

⇒ f (x, y) = xy2 + ey (2 + 2y − y2 )

The general solution is xy2 + ey (2 + 2y − y2 ) = c

From the initial conditions, we get c = 3e and ther

xy2 + ey (2 + 2y − y2 ) = 3e

is the solution of the IVP.

Exercise 1.4 Solve the following differential equation by finding an integrating factor
a (3xy + y2 ) + (x2 + xy)y0 = 0
b (xy − 1)dx + (x2 − xy)dy = 0
2
c y0 + 2xy = ex−x , y(0) = −1


1.6 Linear first order Differential Equation

The standard form of a first order differential equation is
dy
+ p(x)y = q(x) (1.5)
dx
where p(x) and q(x) are any function of x.

⇒ (p(x)y − q(x))dx + dy = 0 (1.6)

⇒ M(x, y) = p(x)y − q(x), N(x, y) = 1

Equation (3.2) is not exact, exactness would require My = Nx

∂M ∂N
− = p(x)
y x
∂M ∂N
−
y x p(x)
⇒ = = p(x)
NR 1
⇒ µ = e p(x)dx

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

14 Ordinary Differential Equations of the first order
Multiplying equation (3.2) by µ

p(x)dx dy
R R R
e + e p(x)dx p(x) = e p(x)dx q(x)
dx
d  R p(x)dx  R dy R R
⇒ ye = e p(x)dx + e p(x)dx p(x) = e p(x)dx q(x)
dx Z dx
R R
p(x)dx p(x)dx
⇒ ye = e q(x)dx + c
R
Z R

− p(x)dx p(x)dx
∴ y=e e q(x)dx + c (The general solution)

 Example 1.16 Solve the following differential equation

a y0 + y cot x = sin x
b y0 + 2xy = 4x
c xy0 − y = x2 e−x


Solution:
a y0 + y cot x = sin x is a linear  equation with p(x) = cot x&q(x) = sin x
 first order differential
R Z R
− p(x)dx p(x)dx
y = e e q(x)dx + c
R
Z R

= e− cot xdx cot xdx
sin xdx + c
e
Z 
− ln sin x ln sin x
= e e sin xdx + c
Z 
1 2
= sin xdx + c
sin x
Z 
1 1 − cos 2x
= dx + c
sin x 2
   
1 1 sin 2x 1 1 2 sin x cos x
= − +c = − +c
sin x 2x 4 sin x 2x 4
x cos x c
= − +
2 sin x 2 sin x
dy
b + 2xy = 4x, p(x) = 2x, q(x) = 4x
dx Z R 
R
− p(x)dx p(x)dx
y = e e q(x)dx + c
Z R  Z 
−x2 x2
R
− 2xdx 2xdx
= e e 4xdx + c = e e 4xdx + c
2
h 2
i 2
= e−x 2ex + c = 2 + ce−x
1 1
c xy0 − y = x2 e−x ⇒ y0 − = xe−x , p(x) = − , q(x) = xe−x
x x
R 1 Z R 
− − dx 1
y = e x e − x dx xe−x dx + c
Z  Z 
ln x − ln x −x −x
= e e xe dx + c = x e dx + c

= x[−e−x + c] = −xe−x + cx

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.7 Bernoulli’s Equation 15

1.7 Bernoulli’s Equation

The differential equation
dy
+ p(x)y = q(x)yn (1.7)
dx
where n is any real number, is called Bernoulli’s equation. Note that for n = 0 and n = 1,
equation (1.7) is linear. For n 6= 0 and n 6= 1 the substitution z = y1−n reduces any equation of
form (1.7) to a linear equation.
dz dy dy yn dz
⇒ = (1 − n)y−n ⇒ =
dx dx dx (1 − n) dx
Substitute in equation (3.3), we get
yn dz
⇒ + p(x)y = q(x)yn
(1 − n) dx
1 dz
⇒ + p(x)y1−n = q(x) (Divide both sides by yn )
(1 − n) dx
1 dz
⇒ + p(x)z = q(x)
(1 − n) dx
dz
⇒ + (1 − n)p(x)z = (1 − n)q(x) ( Linear first order differential equation)
dx
The general solution of the Bernoulli equation is
R Z R
(1−n)p(x)dx (1−n)p(x)dx
y1−n e = (1 − n)q(x)e dx + c

dy
 Example 1.17 Solve x + y = x 2 y2 
dx

Solution: We first rewrite the equation as

dy 1
+ y = xy2
dx x
by dividing by x. With n = 2 we have z = y−1 . We then substitute
dy dz
= −y2
dx dx
into the given equation and simplify. The result is
dz 1 dz 1 −1
−y2 + y = xy2 ⇒ − y = −x
dx x dx x
dz 1 1
⇒ − z = −x ⇒ P(x) = − , Q(x) = −x
dx x x
Hence,
R
Z R 
− P(x)dx P(x)dx
z = e e Q(x)dx + c
Z R  Z 
− − 1x dx − 1x dx
R
ln x − ln x
= e e (−x)dx + c = e −xe dx + c
 Z 
= x − dx + c = x[−x + c]

= −x2 + cx
1
⇒ y−1 = −x2 + cx ⇒ y =
−x2 + cx

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 16 Ordinary Differential Equations of the first order

Exercise 1.5 Solve

dy
a x + y = x 4 y3
dx
dy
b 3y2 + xy3 = x
dx 2
c y0 + xy = xe−x y−3


1.8 Application
1.8.1 Newton’s law of cooling
According to Newton’s empirical law of cooling, the rate at which the temperature of a body
changes is proportional to the difference between the temperature of the body and the temperature
of the surrounding medium. If T (t) represents the temperature of a body at time t, Tm the
dT
temperature of the surrounding medium, and the rate at which the temperature of the body
dt
changes, then
dT dT
∝ T − Tm or = k(T − Tm )
dt dt
where k is a constant of proportionality.

 Example 1.18 A pot of liquid is put on the stove to boil. The temperature of the liquid
reaches 1700 F and then the pot is taken off the burner and placed on a counter in the kitchen.
The temperature of the air in the kitchen is 760 F. After two minutes the temperature of the
liquid in the pot is 1230 F. How long before the temperature of the liquid in the pot will be
840 F? 

dT
Solution: Tm = 76, = k(T − 76), T (0) = 170.
dt
Solving this separable differential equation, we get
dT dT
Z Z
= kdt ⇒ = kdt ⇒ ln(T − 76) = kt + c1
T − 76 T − 76
⇒ T − 76 = Ce ⇒ T (t) = Cekt + 76 ⇒ T (0) = 170 ⇒ C = 170 − 76 = 94
kt

1 1
T (2) = 123 ⇒ 123 = 94e2k + 76 ⇒ 47 = 942k ⇒ k = ln = −0.3466
2 2
−0.3466t
∴ T (t) = 94e + 76
⇒ 84 = 94e−0.3466t + 76 ⇒ 8 = 94e−0.3466t ⇒ −0.3466t = −2.4639 ⇒ t = 7.1088
When t=7.1088 minutes the temperature of the liquid in the pot is 840 F

Exercise 1.6 1 An object with temperature 1500 c is placed in a freezer whose tempera-
ture is300 c assume that newtons law of cooling applies and that the temperature of the
freezer remains essentially constant. If this object is cooled to 1200 c after 8 minutes,
what will its temperature be after 16 minutes? When will its temperature be 600 c?
2 The rate at which a body loses temprature at any instant is proportional to the amount by
which the temperature of the body exceeds room temperature at the instant. A container
of hot liquid is placed in a room of temperature 190 c and in 8 minutes the liquid cools
from 830 c to 510 c. How long does it takes for the liquid to cool from 270 c to 250 c?

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.8 Application 17

1.8.2 Mixtures
Mixing problem occur quite frequently in chemical industry. Mixture problems generally concern
a tank, or reservoir, containing a solution of some substance, being filled at a certain rate with
another solution of the same substance, instantaneously mixed with the solution in the tank, and
at the same time being drained at a certain rate.
The mixing of two salt solutions of differing concentrations gives rise to a first-order differential
equation for the amount of salt contained in the mixture.
Let A(t) denotes the amount of substance in the tank at time t, then the rate at which A(t) changes
is a net rate:
dA
= (input rate of salt) − (output rate of salt) = Rin − Rout
dt
where Rin = (Flow rate of the liquid entering )(Concentration of salt in it)
Rout = (Flow rate of the liquid leaving)(Concentration of salt in it)
A(t)
Concentration of salt in the tank at any time t =
volume of fluid in the tank at any time
The volume of water added at any time t = (flow rate entering − flow rate exit) × t

 Example 1.19 A large tank holds 300 gallons of brine solution. Salt was entering and
leaving the tank;A concentration of 2 lbs/gal is pumped into the tank at a rate of 3 gal/min;
it mixed with the solution there, and then the mixture was pumped out at the rate of 3 gal/min.
If 50 pounds of salt were dissolved initially in the 300 gallons, how much salt is in the tank
after a long time? 

dA
Solution: = Rin − Rout
dt
  
lbs gal lbs
Rin = 2 3 =6
gal min min
Now, since the solution is being pumped out of the tank at the same rate that it is pumped in, the
number of gallons of brine in the tank at time t is a constant 300 gallons. Hence the concentration
A(t)
of the salt in the tank as well as in the outflow is c(t) =
300 lb/gal
  
A lbs gal A lbs
Rout = 3 =
300 gal min 100 min

dA A
= 6− , A(0) = 50
dt 100
dA A 1
+ = 6, p(t) = , q(t) = 6
dt 100 100

A(t) = 600 + ce−t/100 , A(0) = 50,

⇒ 600 + ce−0/100 = 50 ⇒ c = −550 × 107
Thus the amount of salt in the tank at time t is given by
A(t) = 600 − 550e−t/100
over a long time the number of pounds of salt in the solution must be 600 lb

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

18 Ordinary Differential Equations of the first order

 Example 1.20 A large tank holds 300 gallons of brine solution with 40 lbs of salt. A
concentration of 2 lbs/gal is pumped in at a rate of 4 gal/min. The concentration leaving the
tank is pumped out at a rate of 3 gal/min. How much salt is in the tank after 12 min? 

dA
Solution: = Rin − Rout
dt
  
lbs gal lbs
Rin = 2 4 =8
gal min min
  
A lbs gal 3A lbs
Rout = 3 =
300 + t gal min 300 + t min

dA 3A
= 8− , A(0) = 40
dt 300 + t
dA 3 3
+ A = 8, p(t) = , q(t) = 8
dt 300 + t 300 + t
c
A(t) = 600 + 2t + , A(0) = 40,
(300 + t)3
c
⇒ 600 + = 40 ⇒ c = −1512 × 107
3003
How much salt is in the tank after 12 min?
1512 × 107
A(12) = 600 + 2(10) − ≈ 126.12 lbs of salt
(300 + 12)3

Exercise 1.7 1. Consider a large tank holding 1000 L of pure water into which a brine
solution of salt begins to flow at a constant rate of 6 L/min. The solution inside the
tank is kept well stirred, and is flowing out of the tank at a rate of 6 L/min. If the
concentration of salt in the brine solution entering the tank is 0.1 Kg/L, determine
when the concentration of salt will reach 0.05 Kg/L.
2. In an oil refinery, a storage tank contains 2000 gal of gasoline that initially has 100 lb
of an additive dissolved in it. In preparation for winter weather, gasoline containing 2 lb
of additive per gallon is pumped into the tank at a rate of 40 gal/min. The well-mixed
solution is pumped out at a rate of 45 gal/min. How much of the additive is in the tank
20 min after the pumping process begins?


Solution: 2 Let A be the amount (in pounds) of additive in the tank at time t. We know that A =
100 when t = 0. The number of gallons of gasoline and additive in solution in the tank at any
time t is
V (t) = 200 + (40 gal/min − 45 gal/min)(t min) = (2000 − 5t) gal
 
A(t) A(t)
Therefore, Rout = × (Rate out f low) = 45,
   V (t)  2000 − 5t
lb gal lb
Rin = 2 40 = 80
gal min min
The differential equation modeling the mixture process is
dA 45A
= Rin − Rout = 80 −
dt 2000 − 5t

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 1.8 Application 19

in pounds per minute.

Thus the general solution is
3900
A = 2(2000 − 5t) +C(2000 − 5t)9 , A(0) = 100 ⇒ C = −
(2000)9
⇒ A(20) = 1342 lb

1.8.3 Electric Circuit

A RL-Series circuit: Kirchoff’s second law states that the sum of the voltage, V (t) drop
dI
across the inductor, L( ) and across the resistor RI is the same as the impressed voltage
dt
V(t) in the circuit where I is current.
dI
V (t) = RI + L
dt
B RC-Series circuit: Kirchoff’s second law states that the sum of the voltage, V (t) drop
1
across the capacitor, Q(t) and across the resistor RI is the same as the impressed voltage
C
V(t) in the circuit where Q is the charge on the capacitor.
1
V (t) = RI + q
c

 Example 1.21 An RL-circuit has an electromotive force of 5 volts, a resistorce of 50Ω an

inductance of 1 henery and no initial current. Find the current in the circuit at any time. 

dI
Solution: V (t) = RI + L , V = 5, R = 50, L = 1
dt
dI 1 1
50I + = 5 ⇒ I(t) = − e−50t
dt 10 10

 Example 1.22 A 100-volt electromotive force is applied to an RC series circuit in which the
resistance is 200 ohms and the capacitance is 10−4 farad. Find the charge q(t) on the capacitor
if q(0) = 0. Find the current i(t). 

1 dq 1
Solution: V (t) = RI + Q =⇒ V (t) = R + q ,
c dt c
V = 100, R = 200, C = 10−4

dq 1 dQ 1
=⇒ 200 + −4 q = 100 =⇒ + 50Q =
dt 10 dt 2  
1 R 50dt 1 50t
R Z Z
− 50dt −50t
=⇒ q=e e dt + c =⇒ q = e e dt + c
2 2
 
−50t 1 50t 1
=⇒ q=e e +c =⇒ q = ce−50t +
00 00
1
From the initial condition, Q(0)=0, we obtain c = − . Thus,
00
1 1
q= − e−50t
00 00
To find I,
dq 1 −50t
I= = e
dt 2

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

Homogeneous Linear Differential Equation
of the second order
The use of a known solution to find another
(Reduction order)
Homogeneous Differential Equation with
constant cofficient
Methods for solving non homogeneous lin-
ear differential equations
Method of Undetermined Coefficients
Method of variation of parameters
Nonlinear Differential Equation
System of Differential equation
Homogeneous Linear System
Non-homogeneous Linear System
Operator method for Linear System with
constant coefficients
Applications of Second-Order Differential
Equations
Spring/Mass System
Electric Circuit

2 — Ordinary Linear Differential Equation of the second order

2.1 Homogeneous Linear Differential Equation of the second order

A second-order linear differential equation has the form

y00 + P(x)y0 + Q(x)y = R(x) (2.1)

where P , Q and R are continuous functions of x.

If R(x) = 0, for all x, then (2.1) reduces

y00 + P(x)y0 + Q(x)y = 0 (2.2)

and is called homogeneous. If R(x) 6= 0, , then (2.1) is called non-homogeneous.

Let yg (x, c1 , c2 ) is the general solution of (2.2). Let y p is a fixed particular solution of (2.1).
If y is any other solution of (2.1) then we can show that y − y p is a solution of (2.2)

(y − y p )00 + P(x)(y − y p )0 + Q(x)(y − y p ) = y00p − y00 + P(x)y0p − P(x)y0 + Q(x)y p − Q(x)y

= y00p + P(x)y0p + Q(x)y p − (y00 + P(x)y0 + Q(x)y)
= R−R = 0

There fore, y − y p is a solution of y00 + Py0 + Qy = 0.

Since yg (x, c1 , c2 ) is the general solution of (2.2),

⇒ y − y p = yg (x, c1 , c2 )
⇒ y = y p + yg (x, c1 , c2 )

Theorem 2.1.1 — (Principle of supper position) If y1 (x) and y2 (x) are any solution of (2.2)
then c1 y1 (x) + c2 y2 (x) is also a solution of (2.2) for any constant c1 & c2

Proof. Since y1 and y2 are solution of (2.2) we have

y001 + Py01 + Qy1 = 0 and y002 + Py02 + Qy2 = 0

22 Ordinary Linear Differential Equation of the second order

Let y = c1 y1 + c2 y2 . We want to show y is solution of (2.2).

(c1 y1 + c2 y2 )00 + P(c1 y1 + c2 y2 )0 + Q(c1 y1 + c2 y2 ) = c1 y001 + c2 y002 + Pc1 y01 + Pc2 y02 + Qc1 y1 + Qc2 y2
⇒ c1 (y001 + Py01 + Qy1 ) + c2 (y002 + Py02 + Qy2 )
⇒ c1 .0 + c2 .0 = 0
Therefore, c1 y1 + c2 y2 is also a solution of (2.2) 

Linear independence and Wronskian

Definition 2.1.1 If y1 , y2 , . . . yn are functions in an interval I and if each function possesses
(n-1) derivatives on this interval then the Wronskian of the n function is
y1 (x) y2 (x) ... yn (x)
y01 (x) y02 (x) ... y0n (x)
W (x) = W (y1 , y2 , . . . yn ) = y01 (x) y02 (x) ... y0n (x)
.. .. ..
. . .
(n−1) (n−1) (n−1)
y1 (x) y2 (x) . . . yn (x)

In particular, for two differentiable functions y1 (x) and y2 (x) the Wronskian is defined as

y1 (x) y2 (x)
W (x) = W (y1 , y2 ) = = y1 (x)y02 (x) − y01 (x)y2 (x) (2.3)
y01 (x) y02 (x)

Definition 2.1.2 A collection of function {yi (x)}ni=1 is linearly independent on (a, b) if

n
∑ ci yi = 0, ∀x ∈ (a, b) then ci = 0, (i = 0, 1, . . . n) otherewise {yi (x)}ni=1 is called linearly
i=1
dependent.

If W (y1 , y2 ) 6= 0 then the function y1 (x) and y2 (x) are linearly independent and if W (y1 , y2 ) = 0
then they are linearly dependent.
Definition 2.1.3 A set of a linearly independent solutions is called fundamental set

Theorem 2.1.2 Let y1 (x) and y2 (x) are linearly independent solution of the homogeneous
equation

y00 + P(x)y0 + Q(x)y = 0 (2.4)

on the interval [a, b] then c1 y1 + c2 y2 is the general solution of (2.4).

Corollary 2.1.3 If y1 and y2 are any two solution of (2.4) on (a, b) then their Wronskian
W = W (y1 , y2 ) is either identically zero or never zero on [a, b]

Corollary 2.1.4 If y1 and y2 are any two solution of (2.4) on (a, b) then they are linearly
dependent on this iinterval iff their Wronskian W = W (y1 , y2 ) = y1 y2 − y2 y01 is identically
zero.

 Example 2.1 Show that y = c1 sin x + c2 cos x is the general solution of y00 + y = 0 on any

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 2.2 The use of a known solution to find another (Reduction order) 23

interval. Find the particular solution for which y(0) = 2 & y0 (0) = 3 

Solution:

2.2 The use of a known solution to find another (Reduction order)

Let y00 + P(x)y0 + Q(x)y = 0 If y1 and y2 are linearly idependent solution of (2.4), then the general
solution is y = c1 y1 + c2 y2 . If y1 is a solution then cy1 is also a solution of (2.4). Replace c by a
variable v and let y2 = vy1 .
Assume that y2 is also a solution of (2.4)
y002 + Py02 + Qy2 = 0
To find v,
y02 = vy01 + v0 y1 and y002 = vy001 + 2v0 y01 + v00 y1

y002 + Py02 + Qy2 = vy001 + 2v0 y01 + v00 y1 + P(vy01 + v0 y1 ) + Q(vy1 )

= v(y001 + Py01 + Qy1 ) + v0 (2y01 + py1 ) + v00 y1
= v00 y1 + v0 (2y01 + py1 ) = 0

v00 −2y01
⇒ v00 y1 + v0 (2y01 + py1 ) = 0 ⇒ = −P
v0 y1
Integrating
1 − R P(x)dx
Z
ln v0 = −2 ln y1 − P(x)dx ⇒ v0 = e
y21
1 − R P(x)dx
Z
∴ v= e dx
y21
1 − R P(x)dx
Z
⇒ y2 = vy1 = y1 e dx
y21

 Example 2.2 Let y1 = x is a solution of x2 y00 + xy0 − y = 0. Find the general solution. 

1 1 1
Solution: x2 y00 + xy0 − y = 0 ⇒ y00 + y00 − 2 y = 0, p(x) = , y2 = vy1
x x x
1 − R P(x)dx 1 − R 1 dx 1 − ln x 1 1
Z Z Z Z
v = 2
e dx = 2
e x dx = 2
e dx = 3
dx = − 2
y1 x x x 2x
1 1
∴ y2 = vy1 = − 2 .x = −
2x 2x
The general solution is y = c1 x + c2 x−1

Exercise 2.1 Find the general solution of

a y00 + y = 0, y1 = sin x
b y00 − y = 0, y1 = ex
c xy00 + 3y0 = 0, y1 = 1
d (1 − x2 )y00 − 2xy0 + 2y = 0, y1 = x


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 24 Ordinary Linear Differential Equation of the second order

Answer:
a y = c1 sin x + c2 cos x
b y = c1 ex + c2 e−x
c y = c1 + c2 x−2
   
x 1+x
d y = c1 x + c2 ln −1
2 1−x

2.3 Homogeneous Differential Equation with constant cofficient

The special case of y00 + p(x)y0 + q(x)y = 0 for which p(x) and q(x) are constants

y00 + py0 + qy = 0 (2.5)

Let y = emx be possible solution of (2.5)

y0 = memx , y00 = m2 emx

m2 emx + pmemx + qemx = 0 ⇒ (m2 + pm + q)emx = 0

⇒ m2 + pm + q = 0 → This equation is called auxilary/characterstics equation

The two roots m1 and m2

p p
−p + p2 − 4q −p − p2 − 4q
m1 = , m2 =
2 2
Case 1: Distinct two real roots (p2 − 4q > 0).
We have two solutions em1 x and em2 x . (Let m1 and m2 solution for characterstics equation)
e m1 x
em2 x = e(m1 −m2 )x is not constant ⇒ em1 x and em2 x are linearly independent.

The general solution is y = c1 em1 x + c2 em2 x

Case 2: If p2 − 4q = 0 (One solution)
−p
y = emx is a solution where m =
p
2
Let y1 = e− 2 x , then y2 = vy1
1 − R pdx 1 −px 1 −px
Z Z Z
p p p
⇒ y2 = y1 e dx = e− 2 x e dx = e− 2 x e dx = xe− 2 x
2
y1 2
y1 e−px
p p
The general solution is y = c1 y1 + c2 y2 ⇒ y = c1 e− 2 x + c2 xe− 2 x
Case 3: If p2 − 4q < 0. In this case m1 and m2 can be written as a ± ib

em1 x = e(a+ib)x = eax (cos bx + i sin bx) , em2 x = e(a−ib)x = eax (cos bx − i sin bx)
⇒ em1 x + em2 x = 2eax cos bx, em1 x − em2 x = 2ieax sin bx
∴ y = eax (c1 cos bx + c2 sin bx)

 Example 2.3 Solve the following

d2y dy d2y dy d2y
a 2
− 3 − 4y = 0 b 2
+ 8 + 16y = 0 c +y = 0
dx dx dx dx dx2


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 2.4 Methods for solving non homogeneous linear differential equations 25

Exercise 2.2 1. Find the general solution of

(a) y00 − 5y0 − 14y = 0 b y00 + 3y0 + 3y = 0 C y00 + 10y0 + 25y = 0
2. Show that the equation x2 y00 + pxy0 + qy = 0 where p & q are constants, by changing
the variable x = ez transform into an equation with constant coefficients. Apply to find
the general solution of
(a) x2 y00 + 3xy0 + 10y = 0 b 2x2 y00 + 10xy0 + 8y = 0 (c) x2 y00 + 2xy0 − 12y = 0


2.4 Methods for solving non homogeneous linear differential equations

2.4.1 Method of Undetermined Coefficients
Consider

y00 + p(x)y0 + q(x)y = R(x) (2.6)

if yg (x) ( the general solution of the associated homogenous equation) is know and y p is a
particular solution of (2.6) then

y = yg (x) + y p (x)

is the general solution of (2.6).

Now let us see how to found y p with some special cases where
• the coefficients p and q are constants and
• R(x) is a constant k, a polynomial function, an exponential function eax , a sine or cosine
function sin bx or cos bx, or finite sums and products of these functions.
The procedure for finding y p is called the method of undetermined coefficients.
• If R(x) = eax then take y p = Aeax , where A is the undetermined coefficients and a is not
roots of the auxillary equation m2 + pm + q = 0.
1
Hence, A = 2 , a2 + pa + q 6= 0
a + pa + q
– If a is a singel roots of the auxillary equation m2 + pm + q = 0, then take y p = Axeax .
1
Thus A = , 2a + p 6= 0
2a + p
– If a is a double roots of the auxillary equation m2 + pm+q = 0, then take y p = Ax2 eax .
1
Thus A =
2
• If R(x) = sin bx then take y p = A sin bx + B cos bx,
The undetermined coefficients A and B can how be computed by substituting and equating
the resulting coefficients of sinbx and cosbx.
• If R(x) = a0 + a1 x + a2x + . . . + an xn , take y p = A0 + A1 x + A1 x2 + . . . + An xn

R If any y pi contains terms that duplicate terms in yg , then that y pi must be multiplied by xn ,
where n is the smallest positive integer that eliminates that duplication.

 Example 2.4 Find the general solution of

a y00 + 3y0 − 10y = 6e4x
b y00 + 4y = 3 sin x
c y00 − 2y0 + 5y = 25x2 + 12


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 26 Ordinary Linear Differential Equation of the second order

Exercise 2.3 Find the general solution of

a y00 − 4y0 + 4y = e2x
b y00 + 4y = 3 cos 2x
c y00 + 4y = sin x + sin 2x
d y00 + y = 4x + 10 sin x, y(π) = 0, y0 (π) = 2
e y00 + 2y0 + 4y = 8x2 + 12e−x
f y00 + 2y0 + 4y = 8x2 + 12e−x + 10 sin 3x


2.4.2 Method of variation of parameters

Techniques for determining a particular solution of the non homogeneous equation
y00 + py0 + qy = R(x)
Let y = c1 y1 (x) + c2 y2 (x) be the general solution of the corresponding homogeneous equations.
Now we replace c1 & c2 by a known function v1 & v2
y(x) = v1 y1 + v2 y2
y0 (x) = v01 y1 + v1 y01 + v02 y2 + v2 y02
= (v01 y1 + v02 y2 ) + (v1 y01 + v2 y02 )
Let v01 y1 + v02 y2 = 0
⇒ y0 = v1 y01 + v2 y02
y00 = v01 y01 + v1 y001 + v02 y02 + v2 y002
= (v01 y01 + v02 y02 ) + v1 y001 + v2 y002
Substituting y, y0 , and y00 in the given equation we get
v1 (y001 + py01 + qy1 ) + v2 (y002 + py02 + qy002 ) + v01 y01 + v02 y02 = R(x)
(
v01 y01 + v02 y02 = R(x)
  0   
y1 y2 v1 0
⇒ ⇒ 0 =
v01 y1 + v02 y2 = 0 y1 y02 v02 R(x)
−y2 R(x) y1 R(x)
⇒ v01 = & v02 =
W (y1 , y2 ) W (y1 , y2 )
−y2 R(x) y1 R(x)
Z Z
⇒ v1 = dx, v2 = dx
W (y1 , y2 ) W (y1 , y2 )
−y2 R(x) y1 R(x)
Z Z
∴ y p = y1 dx + y2 dx
W (y1 , y2 ) W (y1 , y2 )

 Example 2.5 Find the particular solution of y00 + y = csc x 

Solution: The corresponding homogeneaous equation is

y00 + y = 0
⇒ yg = c1 sin x + c2 cos x
⇒ y1 = sin x, y2 = cos x ⇒ W (y1 , y2 ) = y1 y02 − y2 y1 = − sin2 x − cos2 x = −1
−y2 R(x) − cos x csc x cos x
Z Z Z
v1 = dx = dx = = ln(sin x)
W (y1 , y2 ) −1 sin x
y1 R(x) sin x csc x
Z Z Z
v2 = dx = dx = −dx = −x
W (y1 , y2 ) −1
∴ y p = v1 y1 + v2 y2 = sin x ln(sin x) − x cos x

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 2.5 Nonlinear Differential Equation 27

 Example 2.6 Find the general solution of

y00 + 5y0 + 6y = e−x

Solution: The characterstics equation of the corresponding homogeneous DE is

m2 + 5m + 6 = 0
yg = c1 e−3x + c2 e−2x
1
y p = e−x
2
The general solution is:
1
y = c1 e−3x + c2 e−2x + e−x
2

2.5 Nonlinear Differential Equation

Homogeneous linear equations of order two have the property that a linear combination of
solutions is also a solution (Theorem (2.1.1), principle of supper position). Nonlinear equations
do not possess this property of superposability.

Reduction of Order
The general second order differential equation has the from
F(x, y, y0 , y00 ) = 0
To solve we consider two special cases
i Dependent variable missing
f (x, y0 , y00 ) = 0
dp
Let y0 = p and y00 = . Then
dx
dp
f (x, p, ) = 0 → (reduced to first order ODE in p)
dx

 Example 2.7 Solve xy00 − y0 = 3x2 

Solution: The differential equation reduced to

dp dp 1
x − p = 3x2 ⇒ − p = 3x
dx dx x
dy
⇒ p= = 3x2 + c1 x
dx
1
⇒ y = x3 + c1 x2 + c2
2
ii Independent variable missing
g(y, y0 , y00 ) = 0
d p d p dy dp
Let y0 = p and y00 = = = p . Then
dx dy dx dy

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 28 Ordinary Linear Differential Equation of the second order
dp
g(y, p, p ) = 0 → (reduced to first order ODE in p)
dy

 Example 2.8 Solve y00 + k2 y = 0 k is constant 

Solution: The differential equation reduced to

dp
p+ k2 y = 0 ⇒ pd p + k2 ydy = 0
dy
dy p
⇒ p2 + k2 y2 = k2 a2 ⇒ p = = ±k a2 − y2
dx
dy −1 y
⇒ p = ±kdx ⇒ sin = ±kx + b
a2 − y2 a
⇒ y = a sin(±kx + b)

The general solution can be y = c1 sin kx + c2 cos kx ( by expanding sin(kx + B) & changing the
from of constant)

Exercise 2.4 Solve the following

(a) yy00 + (y0 )2 = 0 (b) y00 − k2 y = 0 (c) (x2 + 2y0 )y00 + 2xy0 = 0, y(0) = 1, y0 (0) = 0
d xy00 = y0 + (y0 )3 , (e) yy00 = y2 y0 + (y0 )2 , y(0) = −1 0
2 , y (0) = 1


2.6 System of Differential equation

Definition 2.6.1 A system of DE of the form
dx1
= a11 (t)x1 (t) + a12 (t)x2 (t) + . . . + a1n (t)xn (t) + f1 (t)
dt
dx2
= a21 (t)x1 (t) + a22 (t)x2 (t) + . . . + a2n (t)xn (t) + f2 (t)
dt
.. ..
. . (2.7)
dxn
= an1 (t)x1 (t) + an2 (t)x2 (t) + . . . + ann (t)xn (t) + fn (t)
dt
where the ai j (t)and fi (t) are specified functions on an interval I, is called a first-order linear
system. If f1 = f2 = . . . = fn = 0, then the system is called homogeneous. Otherwise, it is
called nonhomogeneous.

 Example 2.9 An example of a nonhomogeneous first-order linear system is

dx1
= et x1 + t 2 x2 + sint
dt
dx1
= tx1 + 3x2 − cost
dt

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 2.6 System of Differential equation 29

The associated homogeneous system is

dx1
= et x1 + t 2 x2
dt
dx1
= tx1 + 3x2
dt


Definition 2.6.2 By a solution to the system (2.7) on an interval I we mean an ordered n-tuple
of functions x1 (t), x2 (t), ..., xn (t), which, when substituted into the left-hand side of the
system, yield the right-hand side for all t in I.

Definition 2.6.3 Solving the system (2.7) subject to n auxiliary conditions imposed at the
same value of the independent variable is called an initial-value problem (IVP). Thus, the
general form of the auxiliary conditions for an IVP is:

x1 (t0 ) = α1 , x2 (t0 ) = α2 , ..., xn (t0 ) = αn ,

where α1 , α2 , ..., αn are constants.

2.6.1 Homogeneous Linear System

consider the homogeneous linear system
dx
= a11 (t)x(t) + a12 (t)y(t) (2.8)
dt
dy
= a21 (t)x(t) + a22 (t)x(t)
dt

Theorem 2.6.1 If the homogeneous linear system (2.8) has two solution
( (
x = x1 (t) x = x2 (t)
and (2.9)
y = y1 (t) y = y2 (t)

on [a, b], then

(
x = c1 x1 (t) + c2 x2 (t)
(2.10)
y = c1 y1 (t) + c2 y2 (t)

is also a solution of (2.8) on [a, b] for arbitrary constants c1 and and this solution (2.10) is
the general solution of (2.8) if
x1 (t) x2 (t)
(2.11)
y1 (t) y2 (t)

dose not vanish on [a, b]

 Example 2.10 Show that

( (
x = −2e5t x = 4e−t
, and
y = e5t y = e−t

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 30 Ordinary Linear Differential Equation of the second order

is a solution to

x0 = x − 8y
y0 = −x + 3y

on (−∞, ∞). Find the general solution of this system and obtain the particular solution for
which
x(0) = 0, y(0) = 6 

2.6.2 Non-homogeneous Linear System

Theorem 2.6.2 If the two solutions (2.9) of the homogeneous system (2.8) are linearly
independent on [a, b] and if
(
x = x p (t)
y = y p (t)

is any particular solution of the non-homogeneous system

dx
= a11 (t)x(t) + a12 (t)y(t) + f1 (t) (2.12)
dt
dy
= a21 (t)x(t) + a22 (t)x(t) + f2 (t)
dt
on [a, b] then
(
x = c1 x1 (t) + c2 x2 (t) + x p (t)
(2.13)
y = c1 y1 (t) + c2 y2 (t) + y p (t)

is the generaal solution of (2.12) on [a, b]

2.7 Operator method for Linear System with constant coefficients

Consider the linear system of
dx
= a11 x(t) + a12 y(t) + f1 (t)
dt
dy
= a21 x(t) + a22 x(t) + f2 (t)
dt
This system can be written in the equivalent form

(D − a11 )x − a12 y = f1 (t) (2.14)

−a21 x + (D − a22 )y = f2 (t) (2.15)
d
where D is the differential operator . The idea behind the solution technique is that we can now
dt
easily eliminate y between these two equations by operating on equation (2.14) with D − a22 ,
multiplying equation (2.15) by a12 , and adding the resulting equations. This yields a second-
order constant coefficient linear differential equation for x only. Substituting the expression
thereby obtained for x into equation (2.14) will then yield y.

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

2.7 Operator method for Linear System with constant coefficients 31

 Example 2.11 Solve the IVP

x0 = x + 2y
y0 = 2x − 2y, x(0) = 1, y(0) = 0

Solution: Rewriting the system in operator form as

(D − 1)x − 2y = 0 (2.16)
−2x + (D + 2)y = 0 (2.17)

To eliminate y between these two equations, we first operate on equation (2.16) with D + 2 to
obtain

(D + 2)(D − 1)x − 2(D + 2)y = 0

Adding twice equation (2.17) to this equation eliminates y and yields

(D + 2)(D − 1)x − 4x = 0 ⇒ (D2 + D − 6)x = 0

This constant coefficient DE has auxiliary polynomial

m2 + m − 6 = 0 ⇒ (m + 3)(m − 2) = 0 ⇒ m = −3 or m = 2

Hence,

x = c1 e−3t + c2 e2t

We now detennine y. From equation (2.16), we have

1 1
y = (D − 1)x = (Dx − x)
2 2 
1 d −3t 2t −3t 2t
= (c1 e + c2 e ) − (c1 e + c2 e )
2 dt
1
−4c1 e−3t + c2 e2t


=
2
Hence, the solution to the given system of DE is

x = c1 e−3t + c2 e2t
1
−4c1 e−3t + c2 e2t


y =
2
where c1 and c2 are arbitrary constants. Imposing the two initial conditions yields the following
equations for determining c1 and c2 :
1 4
c1 + c2 = 1, −4c1 + c2 = 0 ⇒ c1 = , c2 =
5 5
Hence, the particular solution is
(
1
e−3t + 4e2t


x= 5
2
e2t − e−3t


y= 5

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 32 Ordinary Linear Differential Equation of the second order

Exercise 2.5 Solve

a.
dx
+ 4x + 3y = t
dt
dy
+ 2x + 5y = et
dt
b.
dx
= x + 2y + t − 1
dt
dy
= 3x + 2y − 5t − 2
dt
c.
Dx − 3y = 6a sint
3x + Dy = 0
subject to x(0) = a, y(0) = 0


2.8 Applications of Second-Order Differential Equations

2.8.1 Spring/Mass System
HOOKE’S LAW: states that the spring itself exerts a restoring force F opposite to the direction
of elongation and proportional to the amount of elongation s. i.e.,

F = ks

where k is a constant of proportionality called the spring constant.

Figure 2.1: Spring/mass system

NEWTON’S SECOND LAW After a mass m is attached to a spring, it stretches the spring
by an amount s and attains a position of equilibrium at which its weight W = mg is balanced by
the restoring force ks. If the mass is displaced by an amount x from its equilibrium position, the
restoring force of the spring is then k(x + s).
Assuming that there are no retarding forces acting on the system and assuming that the mass
vibrates free of other external forces ’free motion’ we can equate Newton’s second law with the
net, or resultant, force of the restoring force and the weight:

d2x
m = −k(x + s) + mg = −kx + mg − ks = −kx (2.18)
dt 2

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

2.8 Applications of Second-Order Differential Equations 33

The negative sign in (2.18) indicates that the restoring force of the spring acts opposite to the
direction of motion. Furthermore, we adopt the convention that displacements measured below
the equilibrium position are positive. See Figure 2.2

Figure 2.2: Direction below the equilibrium position is positive.

Differential equation of free undamped motion : By dividing (2.18) by the mass m, we obtain
the second-order differential equation
d2x
+ ω 2x = 0 (2.19)
dt 2
k
where ω 2 = . Equation (2.19) is said to describe simple harmonic motion or free undamped
m
motion. If the system starts at t = 0 with an initial position x0 and initial velocity x1 , we have
initial condition’s x(0) = x0 , and x0 (0) = x1 .
Thus, the general solution of (2.19) is

x(t) = c1 cos ωt + c2 sin ωt (2.20)

ω 1 2π
The natural frequency is f = and the period of motion is T = = . The number
r 2π f ω
k
ω= (measured in radians per second) is called the circular frequency of the system.
m
Equation (2.20) can be re-expressed as

x(t) = A cos(ωt − φ )
q
where A = c21 + c22 is Amplitude and
c2 c2
φ = tan−1 (c2 /c1 ), is phase angle. Where sin φ = , cos φ =
A A
Differential equation of free damped motion: In the study of mechanics, damping forces
acting on a body are considered to be proportional to a power of the instantaneous velocity. In
particular, we shall assume throughout the subsequent discussion that this force is given by a
dx
constant multiple of . When no other external forces are impressed on the system, it follows
dt
from Newton’s second law that
d2x dx
m = −kx − β (2.21)
dt 2 dt
where β is a positive damping constant and the negative sign is a consequence of the fact that
the damping force acts in a direction opposite to the motion.
Dividing (2.21) by the mass m, we find that the differential equation of free damped motion is
d2x dx
2
+ 2λ + ω 2 x = 0 (2.22)
dt dt

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 34 Ordinary Linear Differential Equation of the second order
β k
where 2λ = , ω2 = .
m m
Case I: If λ 2 − ω 2 > 0. The system is said to be overdamped because the damping coefficient
β is large when compared to the spring constant k.
The corresponding solution of (2.22) is
 √ √ 
2 2 2 2
x(t) = e−λt c1 e λ −ω t + c2 e− λ −ω t

This equation represents a smooth and nonoscillatory motion.

Case II: If λ 2 − ω 2 = 0. The system is said to be critically damped because any slight decrease
in the damping force would result in oscillatory motion. The general solution of (2.22) is

x(t) = e−λt (c1 + c2t) (2.23)

The motion is quite similar to that of an overdamped system. It is also apparent from (2.23) that
the mass can pass through the equilibrium position at most one time.
Case III: If λ 2 − ω 2 < 0. The system is said to be underdamped, since the damping coefficient
is small in comparison to the spring constant. Thus the general solution of equation (2.22) is
√ √
x(t) = e−λt (c1 cos λ 2 − ω 2t + c2 sin λ 2 − ω 2t)

The motion is oscillatory; but because of the coefficient e−λt the amplitudes of vibration →
0 as t → ∞

 Example 2.12 A spring with a mass of 2 kg has natural length 0.5 m. A force of 25.6 N is
required to maintain it streched to a length of 0.7 m. If the spring is streched to a length of
0.7 m and then released with initial velocity 0, find the position of the mass at any time t. 

 Example 2.13 Suppose that the spring of Example 2.12 is immersed in a fluid with damping
constant β = 40. Find the position of the mass at any time t if it starts from the equilibrium
position and is given a push to start it with an initial velocity of 0.6 m/s. 

2.8.2 Electric Circuit

Consider the RLC Circuit below

Figure 2.3: LRC series circuit.

Kirchhoff’s Law The algebric sum of the voltage drops in a simple closed circuit is zero. The
1 dI
voltage drop across the resistor, capacitor and inductor are given RI, q, and L respactively.
c dt
Hence
dI 1
RI + L + q = E(t) (2.24)
dt c

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

2.8 Applications of Second-Order Differential Equations 35

dq dI d 2 q
Since I = ⇒ = 2
dt dt dt
d 2 q R dq 1 E(t)
⇒ 2
+ + q= (2.25)
dt L dt cL L
dq
The initial conditions may be q(0) = q0 , |t=0 = I(0) = I0
dt
To obtain a differential equation for current differentiating equ (2.24) with repect to time t,
dI d 2 I 1 dq dE(t)
R +L 2 + =
dt dt c dt dt
dq
Since =I
dt
d 2 I R dI 1 E(t)
⇒ 2
+ + I= (2.26)
dt L dt cL dt
dI 1
The initial conditions may be I(0) = I0 , and |t=0 = .
dt L
If E(t) = 0, the electrical vibrations of the circuit are said to be free.
We say that the circuit is
4L
overdamped if R2 − >0
C
4L
critically damped if R2 − =0
C
4L
underdamped if R2 − <0
C

 Example 2.14 Find the charge q(t) on the capacitor in an LRC series circuit when L =
0.25 H , R = 10ohms , C = 0.001 farad , E(t) = 0, q(0) = q0 coulombs, and I(0) = 0. 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

FOURIER SERIES
CONVERGENCE OF A FOURIER SERIES
Fourier Series of odd and even function
COMPLEX FORM OF FOURIER SERIES
FOURIER INTEGRALS

3 — ORTHOGONAL FUNCTIONS AND FOURIER SERIES

3.1 FOURIER SERIES

Definition 3.1.1 A function f is said to be periodic with period T if

f (x + T ) = f (x) ∀x

 Example 3.1 f (x) = sinx and g(x) = cosx are periodic functions of period 2π 

R If f and g are periodic function with period T, then f + g, f g are periodic

Definition 3.1.2 A function f is said to be piecewise continuous on the interval [a, b] if

f (a+) and f (b−) exists, and f is defined and continuous on (a, b) except at a finite number of
points in (a, b) where the left and right limit exists.

A TRIGONOMETRIC SERIES
Suppose that
∞  
a0 nπ nπ
f (x) = + ∑ an cos x + bn sin x (3.1)
2 n=1 p p

is a function defined on the interval [−p, p]. To dtermine the cofficient a0 , integrating both sides
of (3.1) from -p to p gives
Z p Z p ∞ Z p Z p 
a0 nπ nπ
f (x)dx = dx + ∑ an cos x dx + bn sin x dx
−p 2 −p n=1 −p p −p p

Z p
a0 p a0 p
Z
⇒ f (x)dx = dx + 0 + 0 = x|−p = pa0
−p 2 −p 2
1 p
Z
⇒ a0 = f (x)dx
p −p
38 ORTHOGONAL FUNCTIONS AND FOURIER SERIES
mπx
To find an we multiply (1.5) by cos( ) and integrate:
p
Z p
a0 p ∞  Z p Z p 
mπ mπ nπ mπ nπ mπ
Z
f (x)cos x dx = cos x dx + ∑ an cos x cos x dx + bn sin x cos x dx
−p p 2 −p p n=1 −p p p −p p p
By orthogonality we have
Z p Z p
mπ nπ mπ
cos x dx = 0, m > 0, sin
x cos x dx = 0 and
−p p −p p p
Z p
(
nπ mπ 0 i f n 6= m
cos x cos x dx =
−p p p p if n = m
Thus,
Rp mπ
−p f (x)cos x dx = am p
p
Rp nπ
⇒ an = 1p −p f (x)cos x dx
p
mπ
Similarly to find bn multiply (1.9) by sin x, integrate,
p
Z p
a0 p ∞  Z p Z p 
mπ mπ nπ mπ nπ mπ
Z
f (x)sin x dx = sin x dx + ∑ an cos x sin x dx + bn sin x sin x dx
−p p 2 −p p n=1 −p p p −p p p
by orthogonality we have
Z p Z p
mπ nπ mπ
sin x dx = 0, m > 0, x sin
cos x dx = 0 and
−p p −p p p
Z p
(
nπ mπ 0 i f n =6= m
sin x sin x dx =
−p p p p if n = m
we find that
1Rp
bn = p −p f (x)sin nπ
p x dx

Definition 3.1.3 Fourier Series

The Fourier series of a function f defined on the interval [−p, p] is given by
∞  
a0 nπ nπ
f (x) = + ∑ an cos x + bn sin x (3.2)
2 n=1 p p

where
1 p
Z
a0 = f (x)dx (3.3)
p −p
1 p nπ
Z
an = f (x)cos x dx (3.4)
p −p p
Z p
1 nπ
bn = f (x)sin x dx (3.5)
p −p p

 Example 3.2 Find the fourier series of the function

(
0 if −π < x < 0
f (x) =
π −x if 0≤x<π

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

3.1 FOURIER SERIES 39

Solution: We have p = π. Hence

1 π π
 
1 1 1
Z π Z π
a0 = f (x)dx = (π − x)dx = πx − x2 =
π −π π 0 π 2 0 2
1 p mπ 1
Z Z π
an = f (x)cos f (x)cosnx dx
x dx =
p −p p
−π π
1 π
Z
= (π − x)cosnx dx
π 0
sinnx π 1 π
 
1
Z
= (π − x) + sinnx dx
π n 0 n 0
π
−cosnπ 1 − (−1)n
= =
nπ 0 n2 π
1 Rπ 1
Simillarly bn = π 0 (π − x)sinnx dx =
n
Therefore,
∞ 
1 − (−1)n

π 1
f (x) = + ∑ cosnx + sinnx
4 n=1 n2 π n

 Example 3.3 Find the fourier series of the function(Periodic rectangular Wave)
(
−k i f −2 < x < 0
f (x) =
k if 0<x<2


Solution: We have p = 2. Hence

1 2
Z 0 Z 2 
1 1 1
Z
a0 = f (x)dx = (−k)dx + (k)dx = [−kx]0−2 + [kx]20 = [2k − 2k] = 0
2 −2 2 −2 0 2 2

1 p nπ 1 2 nπx
Z Z
an = f (x)cos x dx = f (x)cos dx
p −p p 2 −2 2
Z 0 Z 2 
1 nπx nπx
= −k cos dx + k cos dx
2 −2 2 0 2
 
1 2k nπx 0 2k nπx 2
= − sin + sin
2 nπ 2 −2 nπ 2 0
= 0
so that the Fourier series has no cosine terms. Simillarly
1 2 nπx
Z
bn = f (x) sin dx
2 −2 2
Z 0 Z 2 
1 nπx nπx
= −k sin dx + k sin dx
2 −2 2 0 2
 
1 2k nπx 0 2k nπx 2
= cos − cos
2 nπ 2 −2 nπ 2 0

k  4k i f n = 1, 3, ...
= (1 − cos nπ − cos nπ + 1) = nπ
nπ 0 i f n = 2, 4, ...

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 40 ORTHOGONAL FUNCTIONS AND FOURIER SERIES
Therefore,
 
4k π 1 3π 1 5π
f (x) = sin x + sin x + sin x + ...
π 2 3 2 5 2

 Example 3.4 Find the fourier series of the sawtooth wave function
(
x if 0≤x≤π
f (x) =
2π − x i f π ≤ x ≤ 2π


3.1.1 CONVERGENCE OF A FOURIER SERIES

Theorem 3.1.1 Let f be periodic with period 2p and let f and f 0 be piecewise continuous on
the interval (-p, p). Then the Fourier series of f on the interval converges to f(x) at a point of
continuity. At a point of discontinuity the Fourier series converges to the average
f (x+) + f (x−)
2
where f (x+) and f (x−) denote the limit of f at x from the right and from the left, respectively.

Proof. Integrate (3.4) by parts, we obtain

p
1
Z p
nπ f (x) sin nπx
p 1
Z p
nπ
an = f (x)cos x dx = − f 0 (x) sin x dx
p −p p nπ nπ −p p
−p

The first term on the right is zero.

Z p
1 nπ
⇒ an = − f 0 (x) sin x dx
nπ −p p
Another integration by parts gives
p
p f 0 (x) cos nπx
p p
Z p
nπ
an = − f 00 (x) cos x dx
n2 π 2 n π2
2
−p p
−p

The first term on the right is zero because of the periodicity and continiuity of f 0 (x). Since f 00 is
continuous on the interval of integration, we have
| f 00 (x)| < M
for an appropriate constant M. Furthermore, |cos nπ
p x| ≤ 1. It follows that

2p2
Z p Z p
p nπ p
|an | = f 00 (x) cos x dx < 2 2 Mdx = M
n π2
2
−p p n π −p n2 π 2
2p2
Similarly |bn | = 2 2 M∀n.
n π
Hence the absolute value of each termof the fourier series of f(x) is at most eaual to the
corresponding term of the series
 
1 1 1 1
|a0 | + 2M 1 + 1 + 2 + 2 + 2 + 2 + ...
2 2 3 3
which is convergent. 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 3.1 FOURIER SERIES 41

3.1.2 Fourier Series of odd and even function

Definition 3.1.4 Let f (x) be a function defined on [−p, p]
1. f (x) is even if f (−x) = f (x).
2. f (x) is odd if f (−x) = − f (x).
Z p Z p
Rp
R If f(x) is even, then −p f (x)dx = 2 f (x) and if f(x) is odd, then f (x)dx = 0
0 −p

Note that
1. f (x) even and g(x) even ⇒ f (x)g(x) even
2. f (x) even and g(x) odd ⇒ f (x)g(x) odd
3. f (x) odd and g(x) odd ⇒ f (x)g(x) even

Fourier cosine and sine series

• If f (x) is even onZ[−p, p], we have
1 p nπ 2 p mπ
Z
an = f (x)cos x dx = f (x)cos x dx, for n ≥ 0, and
p −p p p 0 p
1 p nπ
Z
bn = f (x)sin x dx = 0, n ≥ 1
p −p p
• Similarly if f (x) is od on [−p, p], we have
1 p nπ
Z
an = f (x)cos x dx = 0 for n ≥ 0, and
p −p p
Z p
1 nπ 2 p nπ
Z
bn = f (x)sin x dx = f (x)sin x dx, n ≥ 1
p −p p p 0 p
• The Fourier series of an even function f (x) on [−p, p] is thus a Fourier cosine series
∞
a0 nπ
f (x) = + ∑ cos x x ∈ [−p, p] (3.6)
2 n=1 p
where
2 p nπ
Z
an = f (x)cos x dx, n ≥ 0
p 0 p
• Similarly, the Fourier series of an odd function f (x) on [−p, p] is a Fourier sine series
∞
nπ
f (x) = ∑ bn sin x, x ∈ [−p, p] (3.7)
n=1 p
where
2 p nπ
Z
bn = f (x)sin x dx, n ≥ 1
p 0 p

 Example 3.5 Find the fourier series of the periodic function f (x) = 1 − x2 if − 1 < x < 1 

Solution: The function f is even; hence, bn = 0 ∀n. with p = 1 we compute an

2 p
Z 1 Z
2
a0 = f (x)dx = 2 (1 − x2 )dx =
p 0 0 3
−4(−1)n
Z p Z 1 Z 1
2 nπ 2
an = f (x)cos x dx = 2 (1 − x )cosnπx dx = −2 x2 cosnπx dx =
p 0 p 0 0 n2 π 2
Thus,
2 4 ∞ (−1)n
f (x) = − 2 ∑ cos nπx
3 π n=1 n2

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

42 ORTHOGONAL FUNCTIONS AND FOURIER SERIES

 Example 3.6 Find the fourier series of the function


π π
x cos x i f − <x<
f (x) = 2 2
 f (x + π) = f (x) otherwise

π
Solution: The function f is peridic with period π and odd; hence, an = 0 ∀n, p = . Its Fourier
2
series is given by
∞
∑ bn sin2nx
n=1

where
2 p nπ
Z
bn = f (x)sin x dx, n ≥ 1
p 0 p
Z π
4 2
= x cos x sin 2nx dx
π 0
In evaluating this integral, we will need the addition formula
1
cos a sin b = [sin(a + b) − sin(a − b)]
2
and the integral formula
R
u sin udu = sin u − u cos u +C

computing with the help of these formula we find,

π
2
Z
2
bn = x sin(2n + 1)x − sin(2n − 1)x dx
π 0
π
2 2
= (sin(2n + 1)x − (2n + 1)x cos(2n + 1)x)
π(2n + 1)2 0
π
2 2
+ (sin(2n − 1)x − (2n − 1)x cos(2n − 1)x)
π(2n − 1)2 0
2 π 2 π
= sin(2n + 1) + sin(2n − 1)
π(2n + 1)2 2 π(2n − 1)2 2
 
2 1 1
= (−1)n 2
−
π (2n + 1) (2n − 1)2
π π
( Since sin(2n + 1) = (−1)n and sin(2n − 1) = (−1)n+1 )
2 2
16 n+1 n
= (−1)
π (2n + 1)2 (2n − 1)2
Thus ,
 
16 1 2
f (x) = sin 2x − sin 4x + ...
π 9 225

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

3.1 FOURIER SERIES 43

HALF-RANGE EXPANSIONS
Half range expansions are Fourier series. We want to represent f(x) on the interval (0, p) by a
fourier series. (f(x) is not periodic.)

Definition 3.1.5 Given a function f(x), the even extension of the function, fe (x) is defined as:
(
f (x) i f 0<x< p
fe (x) =
f (−x) i f −p < x < 0

Similarly, the odd extension of the function is defined as:

(
f (x) i f 0<x< p
fo (x) =
− f (−x) i f −p < x < 0

 Example 3.7 Find the half-range expansion of the function f (x) = x, for 0 < x < 1 

solution: The graph of the even and odd extension are given below.
The even extension is

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 44 ORTHOGONAL FUNCTIONS AND FOURIER SERIES
2 p nπ
Z
an = f (x)cos x dx, n ≥ 0
p 0 p
Z 1
2
= x cos nπx dx,
1 0
Hence,
1 4 ∞ 1
x = − 2∑ cos(2k + 1)πx, for all 0 ≤ x ≤ 1
2 π k=0 (2k + 1)2
The odd extension is
2 p nπ
Z
bn = f (x) sin x dx, n ≥ 1
p 0 p
2(−1)n+1
Z 1
2
= x sin nπx dx =
1 0 nπ
Hence,
2 ∞ (−1)n+1
x = ∑ n sin nπx, for all 0 ≤ x < 1
π n=1

3.2 COMPLEX FORM OF FOURIER SERIES

Recall Euler’s formula: eix = cosx + isinx and e−ix = cosx − isinx
If f (x) is a function on [−p, p], its Fourier series is
∞  
a0 nπ nπ
f (x) = + ∑ an cos x + bn sin x
2 n=1 p p
can also be written as
inπx −inπx inπx −inπx
! !
∞ ∞
a0 e p +e p e p −e p
f (x) = + ∑ an + ∑ bn
2 n=1 2 n=1 2
∞   ∞  
a0 an − ibn inπx an + ibn −inπx
= +∑ e p +∑ e p
2 n=1 2 n=1 2
∞ inπx
∞ −inπx
= c0 + ∑ cn e p + ∑ c−n e p

n=1 n=1
where the coefficients cn , −∞ < n < ∞, are defined by:
a0 2 p
Z
c0 = = f (x)dx,
2 p −p
an − ibn
cn =
2
1 p nπ 1 p nπ
Z Z
= f (x)cos x dx − i f (x)sin x dx
2p −p p 2p −p p
1 p
Z
−inπx
= f (x)e p dx, n ≥ 1
2p −p
an + ibn
c−n =
2
1 p nπ 1 p nπ
Z Z
= f (x)cos x dx + i f (x)sin x dx
2p −p p 2p −p p
1 p
Z
inπx
= f (x)e p dx, n ≥ 1
2p −p

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

3.2 COMPLEX FORM OF FOURIER SERIES 45

It follows that any piecewise continuous function f (x) defined on [−p, p] can be expanded as a
complex Fourier series

inπx
f (x) = ∑n∈Z cn e p ,

where

1 Rp −inπx
p dx, n ∈ Z
cn = −p f (x)e
2p

The complex Fourier series is more elegant and shorter to write down than the one expressed in
term of sines and cosines, but it has the disadvantage that the coefficients cn might be complex
even if f (x) is real valued.

 Example 3.8 Find the complex fourier series of the function f (x) = ex if − π < x <
π and f (x + 2π) = f (x) and obtain from itthe usual fourier series. 

Solution: Since sinnπ = 0 for integer n, we have

e±ix = cosx ± isinx = cosxnπ = (−1)n

Hence,

1 R π x −inx 1 R π x−inx 1 1 π 1 1
cn = −π e e dx, = −π e dx = ex−inx −π
= (eπ − e−π ) (−1)n
2π 2π 2π 1 − in 2π 1 − in

On the right,

1 1 + in 1 + in
= = and eπ − e−π = 2 sinh π
1 − in (1 − in)(1 + in) 1 + n2

Hence the complex Fourier series is

sinh π ∞ 1 + in inx
ex = ∑ (−1)n e (−π < x < π)
π n=−∞ 1 + n2

From this let us drive the real Fourier series. Using Euller’s formula,

(1 + in)einx = (1 + in)(cos nx + i sin nx) = (cos nx − n sin nx) + i(n cos nx + sin nx)
(1 − in)e−inx = (1 − in)(cos nx − i sin nx) = (cos nx − n sin nx) − i(n cos nx + sin nx)

If we add these two expressions, the imaginary part cancel. Hence their sum is

2(cos nx − n sin nx), n = 1, 2, ....

Hence the real Fourier series is

 
sinh π 1 1 1
ex = + (cos x − sin x) + (cos 2x − sin 2x) − +...
π 2 1 + 12 1 + 22

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 46 ORTHOGONAL FUNCTIONS AND FOURIER SERIES
3.3 FOURIER INTEGRALS
Suppose a function f is defined on the interval (−p, p). The Fourier series of f is given by
∞  
a0 nπ nπ
f (x) = + ∑ an cos x + bn sin x
2 n=1 p p
where
Z p Z p Z p
1 1 nπ 1 nπ
a0 = f (x)dx, an = f (x)cos x dx, bn = f (x)sin x dx
p −p p −p p p −p p
Thus,
Z p Z p

1 1 ∞ nπ nπ
f (x) = f (x)dx + ∑ f (x)cos x dx cos x
2p −p p n=1 −p p p
∞ Z p 
1 nπ nπ
+ ∑ f (x)sin x dx sin x (3.8)
p n=1 −p p p
nπ
If we let αn = p , ∆α = αn+1 − αn = πp , then (3.8) becomes
Z p 
1
f (x) = f (x)dx ∆α + (3.9)
2π −p
 Z p  Z p  
1 ∞
∑ −p f (x)cosα n x dx cosα n x + f (x)sinαn x dx sinαn x ∆α
π n=1 −p

We now expand the interval (−p, p) by letting p → ∞. Since p → ∞ implies that ∆α → 0, the
∞
limit of (3.9) has the form lim ∑ F(αn )∆α, which is suggestive of the definition of the integral
∆α→0 n=1
R∞ ∞ R
0 F(α)dα. Thus if −∞ f (t)dt exists, the limit of the first term in (3.9) is zero, and the limit of
the sum becomes
Z Z ∞  Z ∞  
1 ∞
f (x) = f (x)cosαx dx cosαx + f (x)sinαx dx sinαx dα (3.10)
π 0 −∞ −∞

The result given in (3.10) is called the Fourier integral of f on (−∞, ∞).
Definition 3.3.1 Let f and f 0 be piecewise continuous on every finite interval and let f be
R∞
absolutely integrable on (−∞, ∞) [i.e −∞ | f (x)|dx converges] Then f has the following Fourier
integralrepresentation
1
Z ∞
f (x) = [A(α)cosαx + B(α)sinαx]dα (3.11)
π 0

where
Z ∞
A(α) = f (x)cosαx dx (3.12)
Z−∞
∞
B(α) = f (x)sinαx dx (3.13)
−∞

The integral in (3.11) converges to f (x) if f is continuous at x and at a point of discontinuity

the Fourier integral will converge to the average
f (x+) + f (x−)
2
where f (x+) and f (x−) denote the limit of f at x from the right and from the left, respectively.

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

3.3 FOURIER INTEGRALS 47

 Example 3.9 Find the Fourier integral representation of the function

(
1 if |x| < 1
f (x) =
0 if |x| > 1


Solution: From (3.12), we obtain

Z 1 1
sin αx 2 sin α
Z ∞
A(α) = f (x)cosαx dx = cos αx dx = =
−∞ −1 α −1 α
Z ∞ Z 1
B(α) = f (x)sinαx dx = sin αx dx = 0
−∞ −1

Hence, (3.11) gives the answer,

1 2 cos αx sin α
Z ∞ Z ∞
f (x) = [A(α)cosαx + B(α)sinαx]dα = dα
π 0 π 0 α

Definition 3.3.2 Fourier Cosine and Sine Integrals

Z of an even function on the interval (−∞, ∞) is the cosine integral
1. The Fourier integral
2 ∞
f (x) = A(α)cosαx (3.14)
π 0
where Z ∞
A(α) = f (x)cosαx dx (3.15)
−∞
Z of an odd function on the interval (−∞, ∞) is the sine integral
2. The Fourier integral
2 ∞
f (x) = B(α)sinαx]dα (3.16)
π 0
where Z ∞
B(α) = f (x)sinαx dx (3.17)
−∞

 Example 3.10 Represent f (x) = e−x , x > 0, by (a) a cosine integral, (b) a sine integral. 

Solution: (a) Using integration by parts, we find

1
Z ∞ Z ∞
A(α) = f (x)cosαx dx = ex− cosαx dx =
−∞ 0 1 + α2
Therefore the cosine integral of f is
2 cos αx
Z ∞
f (x) = dα
π 0 1 + α2
(b) Similarly, we have
Z ∞
α
B(α) = ex− cosαx dx =
0 1 + α2
The sine integral of f is then
2 α sin αx
Z ∞
f (x) = dα
π 0 1 + α2

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

Definition of Laplace Transform
Existence of Laplace Transform
Laplace Transform of Derivatives
Solving Differential Equation with polyno-
mial coefficient
System of Linear Differential equation
Unit Step function(Heaviside Function)
Convolution
Laplace Transform of the Integral of a
function

4 — Laplace Transform

4.1 Definition of Laplace Transform

Definition 4.1.1 The Laplace transform of a function f (t), denoted by F(s) = L ( f (t)) is a
function defined by
Z ∞
F(s) = L ( f (t)) = e−st f (t)dt (4.1)
0

for all s such that this integral converges.

Definition 4.1.2 The orginal function f (t) in (4.1) is called the inverse transform or invers of
F(s) and will be denoted by L −1 (F(s))

i.e., f (t) = L −1 (F(s))

 Example 4.1 Let f (t) = 1 when t ≥ 0. Find F(s) 

Solution: From (4.1) we obtain

Z n   n
−1 −st
Z ∞
−st −st
L ( f (t)) = L (1) = e dt = lim e dt = lim e
0 n→∞ 0 n→∞ s 0
 
−1 −sn
= lim (e − 1)
n→∞ s
1
= , (s > 0)
s

 Example 4.2 Let f (t) = eat when t ≥ 0, where a is constant. Find L ( f ) 

Solution: By definition
Z n   n
−1 −(s−a)t
Z ∞
−st at −(s−a)t
F(s) = L ( f (t)) = L (e ) = at
e e dt = lim e dt = lim e
0 n→∞ 0 n→∞ s−a 0
1
= , (s > a)
s−a
50 Laplace Transform

Theorem 4.1.1 — Linearity of the Laplace Transform The Laplace transform is linear
operation; that is, for any function f (t) and g(t) whose Laplace transforms exist and any
constants a & b,

L {a f (t) + bg(t)} = aL ( f (t)) + bL (g(t))

 Example 4.3 Let f (t) = sin ωt. Find L ( f (t)) 

1 √
Solution: Since L (eat ) = , set a = iω with i = −1
s−a
1 s + iω s + iω s ω
⇒ L (eiωt ) = = = 2 2
= 2 2
+i 2
s − iω (s − iω)(s + iω) s + ω s +ω s + ω2

Since eiωt = cos ωt + i sin ωt (Euler’s Formule) and by theorem 4.1.1, we obtain

L (eiωt ) = L (cos ωt + i sin ωt)

= L (cos ωt) + iL (sin ωt)

Equating the real and imaginary parts of these two equations, we get
s ω
L (cos ωt) = and L (sin ωt) =
s2 + ω 2 s2 + ω 2

f (t) L ( f (t)) = F(s) Domain

c
1 c (constant) s s>0
1
2 t s2
s>0
n!
3 tn sn+1
s>0
1
4 ekt s−k s>k
k
5 sin kt s2 +k2
s>0
s
6 cos kt s2 +k2
s>0
s
7 cosh kt s2 −k2
s>k
k
8 sinh kt s2 −k2
s>k

Theorem 4.1.2 — (First Shifting Theorem) If f (t) has the transform F(s) (where s > k), then
eat f (t) has the transform F(s − a) (where s − a > k)

i.e., L (eat f (t)) = F(s − a) or

eat f (t) = L −1 (F(s − a))

 Example 4.4 Compute L (e2t cos 3t) 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 4.2 Existence of Laplace Transform 51
s s−2
Solution: Since F(s) = L (cos 3t) = and a = 2, we have L (e2t cos 3t) =
s2 + 9 (s − 2)2 + 9

 
1 6
 Example 4.5 Find L −1 − 
s − 4 (s − 4)2

1 1 1
Solution: Since L −1 e4t = and L (t) = 2 ⇒ L (te4t ) =


s−4 s (s − 4)2
     
−1 1 6 −1 1 −1 1
∴ L − =L − 6L = e4t − 6te4t
s − 4 (s − 4)2 s−4 (s − 4)2

Exercise 4.1 Compute

1. L (eatt n ) 
1
2. L −1 2
 s + 4s + 13
2s + 4
3. L −1 2
s + 4s + 5


4.2 Existence of Laplace Transform

Definition 4.2.1 A function f has a jump discontinuous at a point t0 if the function has
different (finite) limits at t approaches t0 from the left and from the right or if the two limits
are equal but different from f (t0 ). Note that f (t0 ) may or may not be equal to either

lim f (t) or lim− f (t)

t→t0+ t→t0

Definition 4.2.2 A function f defined on (0, ∞) is picewise continuous if it is continuous

on every finite interval 0 ≤ t ≤ ∞, except possibly at finitely many points where it has jump
discontinuties




t 2 for 0≤t <2

3 for t =2
 Example 4.6 Let 
1 for

 2<t ≤2

−1 for 3<t ≤4

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 52 Laplace Transform

Theorem 4.2.1 — Existence Theorem Let f (t) be a function which is picewise continuous
on every finite interval in the range t ≥ 0 and satisfies

| f (t)| ≤ Mekt , ∀t ≥ 0 (4.2)

and for some constant k and M. Then the Laplace transform of f (t) exists for all s > k

Proof. Since f is piecewise continuous, e−st f (t) has a finite integral over any finite interval on
t ≥ 0, and
Z ∞ Z ∞
−st
|L ( f (t))| = e f (t)dt ≤ e−st | f (t)|dt
0 0
Z ∞ Z ∞
−st kt
≤ Me e dt = M e−(s−k)t dt
0 0
M
= , s>k
s−k
L ( f (t)) exists. (comparison theorem) 

4.3 Laplace Transform of Derivatives

Theorem 4.3.1 Suppose that f (t) is contiuous for all t ≥ 0, satisfies the condition

| f (t)| ≤ Mekt

for some k and M, and has a derivative f 0 (t) that is piecewise continuous on every finite
interval in the range t ≥ 0. Then the Laplace transform of the derivative f 0 (t) exists when
s > k and

L ( f 0 (t)) = sL ( f (t)) − f (0) (4.3)

Proof. Suppose f 0 (t) is continuous for all t ≥ 0. Integrating by parts

Z ∞ Z ∞
L ( f 0 (t)) = e−st f 0 (t)dt = e−st f (t) se−st f (t)dt
∞
0
+
0 0
Z ∞
= 0 − f (0) + s e−st f (t)dt = − f (0) + sL ( f (t))
0
∴ L ( f 0 (t)) = sL ( f (t)) − f (0)


Theorem 4.3.2 — Laplace transform of the derivative of any order n Let f (t) and its
derivatives f 0 (t), f 00 (t), . . . , f (n−1) (t) be continuous functions for all t ≥ 0, satisfies the
condition

| f (t)| ≤ Mekt

for some k and M, and let the derivative f (n) (t) be piecewise continuous on every finite interval
in the range t ≥ 0. Then the Laplace transform of the derivative f (n) (t) exists when s > k and
is given by

L ( f (n) (t)) = sn L ( f (t)) − sn−1 f (0) − sn−2 f 0 (0) − . . . , − f (n−1)(0) (4.4)

For n = 2, L ( f 00 (t)) = s2 L ( f (t)) − s f (0) − f 0 (0)

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

4.3 Laplace Transform of Derivatives 53

 Example 4.7 Let f (t) = cos2 t. Find L ( f (t)) 

Solution: We have f (0) = 1, f 0 (t) = −2 cost sint = − sin 2t

L ( f 0 (t)) = L (− sin 2t) = sL ( f (t)) − f (0)

−2 2
⇒ 2 = sL (cos2 t) − 1 ⇒ sL (cos2 t) = 1 − 2
s +4 s +4
s 2 +2
∴ L (cos2 t) =
s(s2 + 4)

 Example 4.8 Let f (t) = t sin ωt. Find L ( f (t)) 

Solution: We have f (0) = 0, f 0 (t) = sin ωt + tω cos ωt ⇒ f 0 (0) = 0

f 00 (t) = 2ω cos ωt − tω 2 sin ωt

L ( f 00 (t)) = s2 L ( f (t)) − s f (0) − f 0 (0)

⇒ L (2ω cos ωt − tω 2 sin ωt) = s2 L (t sin ωt) − s.0 − 0
⇒ 2ωL (cos ωt) − ω 2 L (t sin ωt) = s2 L (t sin ωt)
2ωs
⇒ 2 = (s2 + ω 2 )L (t sin ωt)
s + ω2
2ωs
⇒ L (t sin ωt) = 2
(s + ω 2 )2

 Example 4.9 Solve the IVP

a) y00 − 4y = 0, y(0) = 1, y0 (0) = 2 b) y00 − 3y0 + 2y = 4t − 6, y(0) = 1, y0 (0) = 3


Solution: a) Taking Laplace transform both sides and using differentiation property, we have

L (y00 − 4y) = L (y00 ) − 4L (y) = 0 ⇒ s2 L (y) − sy(0) − y0 (0) − 4L (y) = 0

⇒ (s2 − 4)L (y) − s − 2 = 0
s+2 1
⇒ L (y) = 2 =
s− 4 s − 2
1
⇒ y = L −1 = e2t
s−2
∴ y(t) = e2t

b) y00 − 3y0 + 2y = 4t − 6, y(0) = 1, y0 (0) = 3 Taking Laplace transform both sides

L (y00 − 3y0 + 2y) = L (4t − 6)

⇒ L (y00 ) − 3L (y0 ) + 2L (y) = 4L (t) − L (6)
4 6
⇒ s2 L (y) − sy(0) − y0 (0) − 3sL (y) + 3y(0) + 2L (y) = −
s2 s

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 54 Laplace Transform
4 − 6s
⇒ (s2 − 3s + 2)L (y) − s =
s2
4 − 6s 4 − 6s + s3
⇒ (s − 2)(s − 1)L (y) = + s =
s2 s2
2 2
(s − 2)(s + 2s − 2) s + 2s − 2
⇒ L (y) = 2 = 2
s (s − 2)(s − 1) s (s − 1)
s2 2(s − 1) 1 2
⇒ L (y) = 2 + 2 = + 2
s (s − 1) s (s − 1) s − 1 s
   
1 1
⇒ y(t) = L −1 + 2L −1 2
s−1 s
∴ y(t) = et + 2t

Exercise 4.2 Solve the IVP

1. y00 + 4y = 0, y(0) = 1, y0 (0) = 2
2. y00 − 5y0 + 6y = e−t , y(0) = 0, y0 (0) = 2
3. y0 + 4y = cost, y(0) = 0
4. y00 + 4y0 + 3y = et , y(0) = 1, y0 (0) = 2


4.4 Solving Differential Equation with polynomial coefficient

Theorem 4.4.1 Let L ( f (t)) = F(s) for s > a, and suppose that F is differentiable. Then

d
L (t f (t)) = − L ( f (t)) (4.5)
ds
R ∞ −st
Proof. F(s) = 0 e f (t)dt
d d d −st
Z ∞ Z ∞ Z ∞
F(s) = e−st f (t)dt = e f (t)dt = −te−st f (t)dt = −L (t f (t))
ds ds 0 0 ds 0


Ingeneral,
dn
L (t n f (t)) = (−1)n F(s) (4.6)
dsn

 Example 4.10 Find L (e−t t sin 2t) 

Solution:
d
L (e−t t sin 2t) = − L (e−t sin 2t)
ds  
d 2
= −
ds (s + 1)2 + 4
4(s + 1)
=
((s + 1)2 + 4)2

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

4.4 Solving Differential Equation with polynomial coefficient 55

 Example 4.11 Solve the equation with variable coefficients

ty00 − ty0 − y = 0, y(0) = 0, y0 (0) = 3

Solution: Let Y (s) = L (y(t))

d d 2
L (ty00 (t)) = − L (y00 ) = − s L (y) − sy(0) − y0 (0)


ds ds
d
= − L s2Y (s) − s.0 − 3


ds
= −(2sY (s) + s2Y 0 (s))

d d
L (ty0 (t)) = − L (y0 ) = − (sL (y) − y(0))
ds ds
d
= − (sY (s)) = −(Y (s) + sY 0 (s))
ds
Thus, ty00 − ty0 − y = 0, y(0) = 0. Taking both sides Laplace transform.

⇒ L (ty00 − ty0 − y) = 0 ⇒ L (ty00 ) − L (ty) − L (y) = 0

⇒ −(Y (s) + sY 0 (s)) +Y (s) + sY 0 (s) −Y (s) = 0
⇒ (s − s2 )Y 0 (s) − 2sY (s) = 0 ⇒ s(s − 1)Y 0 = 2sY
2 dY 2
⇒ Y0 = Y ⇒ = Y
1−s ds 1−s
dY 2
⇒ = ds
Y 1−s
⇒ lnY = −2 ln(s − 1) + ln c
c c
⇒ Y= 2
⇒ L (y) =
(s − 1) (s − 1)2
 
c
⇒ y(t) = L −1 = ctet
(s − 1)2

y(0) = 0 To find c, y0 (t) = cet + ctet ⇒ y0 (0) = c = 3

∴ y(t) = 3tet

Exercise 4.3 Find

1. L (te−t sin 4t)
2. L (t 2 e3t cos 2t)


Exercise 4.4 Solve the IVP

1. ty00 − y0 = 2t 2 , y(0) = 0
2. ty00 + (4t − 2)y0 − 4y = 0, y(0) = 1
3. 2y00 + ty0 − 2y = 10, y(0) = y0 (0) = 0


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 56 Laplace Transform

4.5 System of Linear Differential equation

Consider
dx
= a11 (t)x(t) + a12 (t)y(t) + f (t) (4.7)
dt
dy
= a21 (t)x(t) + a22 (t)x(t) + g(t)
dt
with initial conditions x(0) = x0 and y(0) = y0
By taking Laplace transform both equations in system (4.7) we can find the solutions of the
system.

 Example 4.12 Consider the system of initial value equation

x0 + y = e2t
x + y0 = 0

s.t x(0) = 0, y(0) = 0 

Exercise 4.5 Solve system of differential equation

a. x0 + y = 2 cost
x + y0 = 0

s.t x(0) = 0, y(0) = 1

b. y001 = y1 + 3y2
y002 = 4y1 − 4et

s.t y1 (0) = 2, y01 (0) = 3, y2 (0) = 1, y2 (0) = 2

c y01 = −y2
y02 = y1 , y1 (0) = 1, y2 (0) = 0

4.6 Unit Step function(Heaviside Function)

A unit step function is defined by

0 if
 t <a
U(t − a) = Ua (t) = a≥0

1 if t ≥a


The transform of U(t − a) is

Z ∞
L (U(t − a)) = e−st U(t − a)dt
0
e−st
Z ∞ ∞
= e−st .1dt = −
a s a
e−as
L (U(t − a)) = , s>0
s

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4.6 Unit Step function(Heaviside Function) 57

Theorem 4.6.1 — Second shifting theorem If F(s) is the Laplace transform of f (t), then

L (Ua (t) f (t − a)) = e−as F(s) (4.8)

Proof.
Z ∞ Z ∞
L (Ua (t) f (t − a)) = e−st Ua (t) f (t − a)dt = e−st f (t − a)dt Let ξ = t − a
0 a
Z ∞ Z ∞
= e−s(ξ +a) f (ξ )dξ = e−sa e−s(ξ ) f (ξ )dξ
a a
−as
= e F(s)

(
0, t <2
 Example 4.13 Let f (t) = Find L ( f (t)) 
t − 2, t ≥ 2
(
0, t < 2
Solution: U2 (t) = ⇒ f (t) = U2 (t)(t − 2)
1, t > 2

e−2s
L (U2 (t)(t − 2)) = e−2s L (t) =
s2

1 + e−2s
 Example 4.14 Find the inverse transform of F(s) = 
s2

Solution:
1 e−2s
 
−1 −1
L (F(s)) = L = t +U2 (t)(t − 2)
+ 2
s2 s
(
t 0≤t <2
=
2(t − 1) t ≥ 2

 Example 4.15 Solve the IVP

y00 + y = g(t), y(0) = 0, y0 (0) = 1

(
0 0≤t <1
where g(t) = 
1 1≤t <2

Solution: We can express g(t) as U1 (t) −U2 (t).

The Laplace transform of the IVP is

L (y00 ) + L (y) = L (g(t))

⇒ s2 L (y) − sy(0) − y0 (0) + L (y) = L (U1 (t)) − L (U2 (t))
e−s e−2s
⇒ (s2 + 1)L (y(t)) − 1 = −
s s

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 58 Laplace Transform

1 e−s e−2s
⇒ L (y) = + −
s2 + 1 s(s2 + 1) s(s2 + 1)
e−s
     −2s 
−1 1 −1 −1 e
⇒ y(t) = L 2
+L 2
−L
s +1 s(s + 1) s(s2 + 1)
⇒ y(t) = sint +U1 (t) [1 − cos(t − 1)] −U2 (t) [1 − cos(t − 2)]

4.7 Convolution
Definition 4.7.1 The convolution of the function f and g written by f ∗ g is defined by
Z t
( f ∗ g)(t) = f (t − τ)g(τ)dτ, ∀t ≥ 0 (4.9)
0

Theorem 4.7.1 — The convolution Theorem If F(s) and G(s) are the Laplace transform of
f (t) and g(t) respectively, then

L ( f ∗ g)(t) = L ( f )L (g) (4.10)

Properties of convolution
1. f ∗ g = g ∗ f
2. f ∗ (g ∗ h) = ( f ∗ g) ∗ h (associative)
3. f ∗ (g + h) = ( f ∗ g) + ( f ∗ h) (Distributive)

1
 Example 4.16 Let H(s) = . Find h(t) 
(s2 + ω 2 )2
 
1 sin ωt
Solution: We have L −1 = .
s2 + ω 2 ω
sin ωt sin ωt 1 t
Z
h(t) = ∗ = 2 sin ωτ sin ω(t − τ)dτ
ω ω ω 0
1 t
Z
= sin ωτ sin ω(t − τ)dτ
ω2 0
1 t
Z
= sin ωτ[sin ωt cos ωτ − sin ωτ cos ωt]dτ
ω2 0
sin ωt t cos ωt t 2
Z Z
= sin ωτ cos ωτ − sin ωτdτ
ω2 0 ω2 0
sin ωt t cos ωt t 1 cos 2ωτ
Z Z  
= sin ωτ cos ωτ − + dτ
ω2 0 ω2 0 2 2
τ
sin ωt sin2 ωτ sin 2ωτ τ
  
cos ωt 1
= − t−
ω2 2ω 0 ω2 2 4ω 0
 2 
sin ωt sin ωt t cos ωt cos ωt sin 2ωt
= − +
ω2 2ω 2ω 2 4ω 3
 2 
sin ωt sin ωt t cos ωt cos2 ωt sin ωt
= − +
ω2 2ω 2ω 2 2ω 3
sin ωt  2  t cos ωt
= 3
sin ωt + cos2 ωt −
2ω   2ω 2
1 sin ωt
= − t cos ωt
2ω 2 ω

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

4.7 Convolution 59

 Example 4.17 Solve the initial value problem

y00 + 4y0 + 13y = 2e−2t sin 3t, y(0) = 1, y0 (0) = 0

Solution:

Integral equation
An equation of the form
Z t
y(t) = f (t) + λ K(t, τ)y(τ)dτ (4.11)
0

is called a Volterra integral equation, where λ is a parameter and K(t, τ) is called the kernel
of the integral equation. The Laplace transform is well suited to the solution of such integral
equations when the kernel K(t, τ) has a special form that depends on t and τ only through the
difference t −τ , because then K(t, τ) = K(t −τ) and the integral in (4.11) becomes a convolution
integral.

 Example 4.18 Solve the Volterra integral equation

Z t
y(t) = 2e−t + sin(t − τ)y(τ)dτ
0


Solution: Taking laplace tarnsform both sides, we get

 Z t 
−t
L (y(t)) = L 2e + sin(t − τ)y(τ)dτ
0
Z t 
2
= +L sin(t − τ)y(τ)dτ
1+s 0
2 L (y(t))
= + 2
1+s s +1
   2 
1 2 s 2
1− 2 L (y(t)) = ⇒ 2
L (y(t)) =
s +1 1+s s +1 1+s
2
2(s + 1) 2 2 4
L (y(t)) = 2 = 2− +
s (s + 1) s s 1+s
2 2 4
y(t) = L −1 ( 2 ) − L −1 ( ) + L −1 ( )
s s 1+s
y(t) = 2t − 2 + 4e−t , for t > 0

 Example 4.19 Solve the equation

Z t
y00 + y = sin(τ)y(t − τ)dτ y(0) = 1, y0 (0) = 0
0


Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 60 Laplace Transform

Exercise 4.6 Solve

√ √
1. y00 + y = 2 sin 2t, y(0) = 10, y0 (0) = 0
2. y0 + y = e−3t cos 2t, y(0) = 0 (
0 t, 0 ≤ t < 1
3. y + 2y = f (t), y(0) = 0, f (t) =
0, t ≥ 1
0
R t −2τ
4. y + y = R0 e y(t − τ)dτ, y(0) = 3
5. y00 − y = 0t sinh(τ)y(t
Rt
− τ)dτ y(0) = 1, y0 (0) = 0
6. y − 4y = 2 0 sinh(2τ)y(t − τ)dτ y(0) = 1, y0 (0) = 0
00

4.8 Laplace Transform of the Integral of a function

Theorem 4.8.1 — Integration of f (t) Let F(s) be the Laplace transform of f (t). If f (t) is
piecewise continuous and satisfies an inequality of the form | f (t)| ≤ Mekt , then
Z t 
1
L f (τ)dτ = F(s), (s > 0, s > k) (4.12)
0 s
Or if we take the inverse transform on both sides
Z t  
−1 1
f (τ)dτ = L F(s) (4.13)
0 s

1
 Example 4.20 Let L ( f (t)) = 2 2 . Find f (t) 
s (s + ω 2 )
 
1 1
Solution: We have L −1 = sin ωt . From (4.13) it follows that
s + ω2
2 ω

1 t
 
1
Z
L −1 = sin ωτdτ
s(s2 + ω 2 ) ω 0
   
1 cos ωτ t 1 − cos ωt + 1
= − =
ω ω 0 ω ω
1
= (1 − cos ωt)
ω2

   Z t
−1 1 1 1
L = (1 − cos ωτ) dτ
s s(s2 + ω 2 ) ω2 0
sin ωτ t
 
1
= τ−
ω2 ω 0
 
1 sin ωt
= t −
ω2 ω

Electric Circuit
Consider the RLC Circuit below
In a single-loop or series circuit, Kirchhoff’s second law states that the sum of the voltage drops
across an inductor, resistor, and capacitor is equal to the impressed voltage E(t). Now it is known

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

4.8 Laplace Transform of the Integral of a function 61

Figure 4.1: LRC series circuit.

that the voltage drops across an inductor, resistor, and capacitor are, respectively,
Z t
di(t) 1
L , Ri(τ), and i(τ)dτ
dt c 0

where I(t) is the current and L, R, and C are constants. It follows that the current in a circuit,
such as that shown in Figure 4.1, is governed by the integrodifferential equation
Z t
di(t) 1
L + Ri(τ) + i(τ)dτ = E(t)
dt c 0

 Example 4.21 Determine the current i(t) in a single-loop LRC circuit when L = 0.1 h, R =
2 ω,C = 0.1 f , i(0) = 0, and the impressed voltage is E(t) = 120t − 120tU(t − 1) 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

Vector-Valued Functions
Plane and Space Curves
Vector Calculus
Curves, Arc Length and Curvature
Arc Length
Tangent and Curvature
Scalar Field and Vector Field
Scalar Field

5 — Vector Calculus

5.1 Vector-Valued Functions

A vector-valued function, or vector function, is simply a function whose domain is a set of real
numbers and whose range is a set of vectors.
Definition 5.1.1 A vector-valued function, or vector function, is a function r defined by

r(t) = f (t)i + g(t) j + h(t)k

where the component functions f , g , and h of r are real-valued functions of the parameter t
lying in a parameter interval I.

R
• Vector valued function can be used to study curves in plane or space.
• Vector valued function can be used to study the motion of an object along the curve.
• Vector valued function maps real number to vectors

 Example 5.1 Find the domain (parameter interval) of the vector function
1 √
r(t) = i + t − 1 j + lntk
t


1 √
Solution: The component functions of r are f (t) = , g(t) = t − 1 and h(t) = lnt . Observe
t
that f is defined for all values of t except t = 0 , g is defined for all t ≥ 1 , and h is defined for all
t > 1 . Therefore, f , g , and h are all defined if t > 1 , thus, the domain of r is [1, ∞)

5.1.1 Plane and Space Curves

Definition 5.1.2 1. A plane curve is defined as the set of ordered pairs ( f (t), g(t)) together
with their defininig parametric equations x = f (t) and y = g(t)
2. A space curve is the set of all ordered triples ( f (t), g(t), h(t)) together with their
defininig parametric equations x = f (t), y = g(t) and z = h(t)
64 Vector Calculus

Figure 5.1: As t increases from a to b , the terminal point of r traces the curve C .

R The terminal point of position vector r(t) coincides with the point (x, y) or (x,y,z) on the
curve given by the parametric equation.

The arrow head on the curve indicates the curve’s orientation by pointing in the direction of
increasing value of t.

 Example 5.2 Sketch the curve defined by the vector function

r(t) = 3 costi − 2 sint j

Solution: The parametric equations for the curve are

x = 3 cost and y = −2 sint

x y
cost = , sint = −
3 2
x2 y2
⇒ + =1
9 4
The curve described by this equation is the ellipse shown in Figure (5.2). As t increases from 0
to 2π , the terminal point of r traces the ellipse in a clockwise direction.

Figure 5.2:

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

5.1 Vector-Valued Functions 65

 Example 5.3 Sketch the curve defined by the vector function

r(t) = (2 − 4t)i + (−1 + 3t) j + (3 + 2t)k

Solution: The parametric equations for the curve are

x = 2 − 4t, y = −1 + 3t, and z = 3 + 2t

which are parametric equations of the line passing through the point (2, −1, 3) with direction
numbers −4 , 3, and 2.

Figure 5.3:

 Example 5.4 Find a vector function that describes the curve of intersection of the cylinder
x2 + y2 = 4 and the plane x + y + 2z = 4 . 

Solution : If P(x, y, z) is any point on the curve of intersection C , then the x - and y -coordinates
lie on the right circular cylinder of radius 2 and axis lying along the z -axis. Therefore,

x = 2 cost and y = 2 sint

To find the z -coordinate of the point, we substitute these values of x and y into the equation of
the plane, obtaining

2 cost + 2 sint + 2z = 4 ⇒ z = 2 − cost − sint

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 66 Vector Calculus

So a required vector function is

r(t) = 2 costi + 2 sint j + (2 − cost − sint)k, 0 ≤ t ≤ 2π

5.2 Vector Calculus

Definition 5.2.1 — The Limit of a Vector Function. Let r be a function defined by r(t) =
f (t)i + g(t) j + h(t)k. Then
h i h i h i
lim r(t) = lim f (t) i + lim g(t) j + lim h(t) k
t→a t→a t→a t→a

provided that the limits of the component functions exist.

sint
 Example 5.5 Find lim r(t), where r(t) = (1 + t 3 )i + te−t j + k 
t→a t

Definition 5.2.2 — Continuity of a Vector Function. A vector function r is continuous at a

if

lim r(t) = r(a)

t→a

A vector function r is continuous on an interval I if it is continuous at every number in I .

Definition 5.2.3 — Derivative of a Vector Function. The derivative of a vector function r

is the vector function r’ defined by
dr r(t + h) − r(t)
r0 (t) = = lim
dt h→0 h
provided that the limit exists.

R
• The vector r0 (t) is called the tangent vector to the curve defined by r at the point P ,
provided that r0 (t) exists and r0 (t) 6= 0 .
• The tangent line to C at P is defined to be the line through P parallel to the tangent
vector r0 (t).
• The unit tangent vector
r0 (t)
T (t) =
kr0 (t)k
which has unit length and the direction of r0

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5.2 Vector Calculus 67

Theorem 5.2.1 — Differentiation of Vector Functions Let r(t) = f (t)i + g(t) j + h(t)k
where f , g , and h are differentiable functions of t . Then

r0 (t) = f 0 (t)i + g0 (t) j + h0 (t)k

 Example 5.6 (a) Find the derivative of r(t) = (t 2 + 1)i + e−t j − sin 2tk
(b) Find the point of tangency and the unit tangent vector at the point on the curve corre-
sponding to t = 0 .


Solution: (a). Using the theorem, r0 (t) = 2t i − e−t j − 2 cos 2t k

(b). Since r(0) = i + j, we see that the point of tangency is (1, 1, 0). Next, since r0 (0) = − j − 2k,
we find the unit tangent vector at (1, 1, 0) to be
r0 (t) 1 2
T (t) = = −√ j − √ k
kr0 (t)k 5 5

 Example 5.7 Find parametric equations for the tangent line to the helix with para- metric
equations

x = 3 cost, y = 2 sint, z = t

at the point (0, 2, π/2) 

Solution: The vector equation of the helix is r(t) = 3 cost i + 2 sint j + t k, so

r(t) = −3 sint i + 2 cost j + 1 k

The parameter value corresponding to the point (0, 2, π/2) is t = π/2 so the tangent vector
there is r0 (π/2) = (−3, 0, 1). The tangent line is the line throug (0, 2, π/2) parallel to the vector
(−3, 0, 1). So its parametric equations are
π
x = −3t y = 2 z = +t
2

Theorem 5.2.2 — Rules of Differentiation Suppose that u and v are differentiable vector
functions, f is a differentiable real-valued function, and c is a scalar. Then
d
1. [u(t) ± v(t)] = u0 (t) ± v0 (t)
dt
d
2. [cu(t)] = cu0 (t)
dt
d
3. [ f (t)u(t)] = f 0 (t)u(t) + f (t)u0 (t)
dt
d
4. [u(t) · v(t)] = u0 (t) · v(t) + u(t) · v0 (t)
dt
d
5. [u(t) × v(t)] = u0 (t) × v(t) + u(t) × v0 (t)
dt
d
6. [u( f (t))] = u0 ( f (t)) f 0 (t) Chain rule
dt

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 68 Vector Calculus

Definition 5.2.4 — Integration of Vector Functions. Let r(t) = f (t)i + g(t) j + h(t)k where
f , g , and h are integrable functions of t. Then
1. The indefinite integral of r with respect
 to tis Z  Z 
Z Z
r(t)dt = f (t)dt i + g(t)dt j + h(t)dt k
2. The definite integral of r over the interval [a, 
b] is 
Z b  Z b Z b  Z b

r(t)dt = f (t)dt i + g(t)dt j + h(t)dt k
a a a a

r(t)dt if r(t) = (t + 1)i + cos 2t j + e3t k

R
 Example 5.8 Find 

R In general, the indefinite integral of r can be written as

R
r(t)dt = R(t) +C
where C is an arbitrary constant vector and R0 (t) = r(t) .

5.3 Curves, Arc Length and Curvature

Definition 5.3.1 A curve C is closed if it has a parametrization whose domain is a closed
interval [a, b] such that r(a) = r(b).

Definition 5.3.2 1. A vector valued function r defined on an interval I is smooth if r has

a continuous derivative on I and r0 (t) 6= 0 for each interior point t.
A curve C is smooth if it has a smooth parametrization.
2. A continuous vector valued function r defined on an interval I is piecewise smooth if I
is composed of a finite number of subintervals on each of which r is smooth and if r has
one-sided derivatives at each interior point of I.
A curve C is piecewise smooth if it has a piecewise smooth parametrization.

 Example 5.9 Show that the standard unit circle is smooth. 

Solution: The circle can be parametrized by

r(t) = cost i + sint j, for 0 ≤ t ≤ 2π
The function r is differentiable on [0, 2π], and
r0 (t) = − sint i + cost j for 0 ≤ t ≤ 2π
Thus, r0 is continuous on [0, 2π], and
kr0 (t)k = (− sint)2 + (cost)2 = 1 ⇒ r0 (t) 6= 0 for each t ∈ [0, 2π]
p

It follows that the circle is smooth.

 Example 5.10 Show that the helix

r(t) = cost i + sint j + t k

is smooth 

Solution: Since r0 (t) = − sint i + cost j + k, it follows that r0 is continuous, and r0 (t) 6= 0 for
every t. Therefore, the helix is smooth.

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 5.3 Curves, Arc Length and Curvature 69

 Example 5.11 Show tha the curve

r(t) = a(t − sint)i + a(1 − cost) j, for − 2π ≤ t ≤ 2π

which parametrizes two arches of a cycloid, piecewise smooth. 

Solution: We find that

r0 (t) = a(1t − cost)i + a sint j

⇒ r0 is continuous but r is not smooth because r0 (0) = 0.

How ever, r0 (t) 6= 0 if t is not −2π, 0, 2π.
Therefore, r is smooth on (−2π, 0) and on (0, 2π), and hence r is piecewise smooth.

Parametrization of line segment

Suppose (x0 , y0 , z0 ) and (x1 , y1 , z1 ) are distinct points in spae, and consider the parametric equa-
tions

x = x0 + (x1 − x0 )t, y = y0 + (y1 − y0 )t, z = z0 + (z1 − z0 )t (5.1)

Since (x, y, z) = (x0 , y0 , z0 ) at t = 0 and (x, y, z) = (x1 , y1 , z1 ) at t = 1, it follows that (5.1) gives
parametric equation for the line through (x0 , y0 , z0 ) and (x1 , y1 , z1 ).
More over,

r(t) = [x0 + (x1 − x0 )t]i + [y0 + (y1 − y0 )t] j + [z0 + (z1 − z0 )t]k, for 0 ≤ t ≤ 1 (5.2)

is a smooth parametrization of the line segment from (x0 , y0 , z0 ) to (x1 , y1 , z1 ).

 Example 5.12 Find a parametric representation of a line segment from (3, −1, 5) to
(5, −5, 5) 

Solution: r(t) = (3 + 2t)i − (1 + 4t) j + 5k, 0 ≤ t ≤ 1

5.3.1 Arc Length

Definition 5.3.3 Let C be a curve with a piecewise smooth parametrization r defined on [a,
b]. Then the length l of C is defined by
Z b
l= kr0 (t)kdt (5.3)
a

If r(t) = x(t) i + y(t) j + z(t) k, a ≤ t ≤ b then (5.3) can be rewritten as

Z bq
l= (x0 (t))2 + (y0 (t))2 + (z0 (t))2 dt
a

 Example 5.13 Find the length l of the segment of the circular helix

r(t) = cost i + sint j + t k, 0 ≤ t ≤ 2π

√
Solution: l = 2 2π

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

70 Vector Calculus

 Example 5.14 Find the length l of the curve

√
6 2
r(t) = t i + t j + t 3 k, −1 ≤ t ≤ 1
2


Solution: l = 4

R The length l of the polar graph r = f (θ ) on [α, β ] is given by

Z βq
l= ( f (θ ))2 + ( f 0 (θ ))2 dθ
α

 Example 5.15 Find the length l of the cardioid

r = 1 − cos θ for 0 ≤ θ ≤ 2π

Ans. l = 8 

R The curve C described by the vector function r(t) with parameter t in some parameter inter-
val I is said to be parametrized by t. A curve C can have more than one parametrization.
For example, the curve
r1 (t) =< t,t 2 ,t 3 >, 1 ≤ t ≤ 2
could also be represented by the function
r2 (u) =< eu , e2u , e3u > 0 ≤ t ≤ ln 2
where the connection between the parameters t and u is given by t = eu .

Definition 5.3.4 Let C be a smooth curve parametrized on an interval [a, b] by

r(t) = x(t) i + y(t) j + z(t) k, for a ≤ t ≤ b

then the arc length function s is defined by

Z t Z tq
0
s(t) = kr (u)kdu = (x0 (u))2 + (y0 (u))2 + (z0 (u))2 du for t ∈ I
a a
q
0 0
s (t) = kr (t)k = (x0 (t))2 + (y0 (t))2 + (z0 (t))2

R s(t) is the distance along C from initial point to the point (x(t), y(t), z(t))

 Example 5.16 Find the arc length function s(t) for the circle C in the plane described by

r(t) = 2 costi + 2 sint j 0 ≤ t ≤ 2π

s s
Solution: s(t) = 2t 0 ≤ t ≤ 2π ⇒ r(s) = 2 cos i + 2 sin j, 0 ≤ s ≤ 4π
2 2

R r0 (s) is a unit tangent vector.

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 5.3 Curves, Arc Length and Curvature 71

5.3.2 Tangent and Curvature

Definition 5.3.5 Let C be a smooth curve and r a (smooth) parametrization of C defined on
an interval I. Then for any interior point t of I, the unit tangent vector T (t) at the point r(t)
is defined by
r0 (t)
T (t) =
kr0 (t)k

 Example 5.17 Find the tangent vector T(t) to the circular helix

r(t) = 2 costi + 2 sint j + 3t k 0 ≤ t ≤ 2π

Definition 5.3.6 Let C be a smooth curve and r be a (smooth) parametrization of C defined

on an interval I such that r0 is smooth. Then for any interior point t of I for which T 0 (t) 6= 0,
the normal vector N(t) at the point r(t) is defined by
T 0 (t)
N(t) =
kT 0 (t)k

 Example 5.18 Find the normal vector N(t) to the circle

r(t) = a cost i + a sint j

Curvature

• It is a measure of how sharply a curve bends.

• It is the magnitude of the rate of change of the unit tangent vector T with respect to the arc
length parametr s.
Definition 5.3.7 Let C be a smooth curve parametrization r such that r0 is differentiable. Then
the curvature
dT dT dt kT 0 (t)k
K (t) = = = 0
ds dt ds kr (t)k

 Example 5.19 Find the curvature K of the parabola parametrized by

r(t) = t i + t 2 j

kT 0 (t)k 2
Solution: K (t) = 0
=
kr (t)k (1 + 4t 2 )3/2

Exercise 5.1 Show that the curvature of a circle of radius a equals 1a 

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III

 72 Vector Calculus

5.4 Scalar Field and Vector Field

5.4.1 Scalar Field
A scalar function is a function which is defined at each point of a certain set of points in space and
whose values are real numbers depending only on the ppoints in space but not on the particular
choice of the coordinate system. The domain D of a scalar function may be a curve, a surface, or
a three dimensional region in space.
The function f associated with each point in D a scalar, a real number, is said to be a scalar field
in D

Zena Sahlemariam @ ASTU, 2015 Applied Mathematics III