Module 3 Modeling using First-Order

Differential Equations

Introduction

In this module, we will discuss real life applications of first-order differential equation.
Modeling is the process of writing a differential equation to describe a physical
situation/phenomena. Almost all of the differential equations that you will use in your job
as engineers are there because somebody, at some time, modeled a situation to come up
with the differential equation that you are using. This module is not intended to
completely teach you how to go about modeling all physical situations. This module is
designed to introduce you to the process of modeling and show you what is involved in
modeling.

In all of these situations we will be forced to make assumptions that do not accurately
depict reality in most cases, but without them the problems would be very difficult and
beyond the scope of this discussion

Topic Outcomes

1. Write a differential equation of a physical system/phenomenon using the description

of the system/phenomenon.

2. Show solution of some linear models of systems using the appropriate method,
expressed in simplest form or conditions identified.

3. Show solution of some non-linear models of systems using the appropriate method,
expressed in simplest form or conditions identified
Differential Equations as Mathematical Model

Mathematical Model

It is often desirable to describe the behavior of some real life system or phenomenon,
whether physical, sociological or even economic in mathematical terms. The mathematical
description of a system or a phenomenon is called a mathematical model and is constructed
with certain goals in mind.

Construction of a Mathematical Model

1. Identify variables that are responsible for changing the system. We may choose not to
incorporate all these variables into the model at first. In this step we are specifying
the level of resolution of the model.
2. Make sets of reasonable assumptions or hypothesis about the system we are trying to
describe. These assumptions will also include empirical laws that may be applicable
with the system.

Note: increasing the resolution adds complexity to the mathematical model and more likely
that an explicit solution cannot be obtained
A mathematical model of a physical system will often involve the variable time t. A
solution of the model then gives the state of the system; in other words, the values of the
dependent variables for appropriate values of t describe the system in the past, present and
future.
Population Dynamics

One of the earliest attempts to model human population growth by means of

mathematics was by the English economist Thomas Malthus in 1798. The idea of the
Malthusian model the assumption that the rate at which the populations of a country
grows at a certain time is proportional to the population of the country that time. The
assumption can be expressed as
dP dP
∝P or = kP .
dt dt
where P is the population at time t and k is the constant of proportionality.

This simple model, however, fails to take into account may factors that can influence
human population to grow or decline (e.g. immigration, emigration and death), nevertheless
turned out to be fairly accurate in predicting population of the United States during the
years 1790-1860. Populations that grow at a rate described by the Malthusian assumption
are rare; nevertheless, it is still used to model growth of small population over short intervals
of time (e.g. bacteria in a petri dish).

Radioactive Decay

The nucleus of an atom consists of protons and neutrons. Many of these combinations
of protons and neutrons are unstable – that is, the atoms decay or transmute into atoms of
another substance. Such nuclei are said to be radioactive. For example, over time the highly
radioactive radium, Ra-226, transmutes into the radioactive gas radon, Rn-222. To model
this phenomenon of radioactive decay, it is assumed that the rate of at which a radioactive
substance decay is directly proportional to the amount (more precisely, the number of nuclei)
of the substance remaining at time t is
dA dA
∝A or = kA.
dt dt
where A is the amount of the substance remaining.

dS
The model of growth can also be seen as the equation = rS, which describes
dt
the growth of capital S when an annual interest rate of r is compounded continuously. In
biological application the decay model can also be used to determine the half-life of a drug,
which is the time 50% of the drug is eliminated from the body by excretion or metabolism.
In chemistry the decay model appears as the model for the first-order chemical reaction.
The point is that a single differential equation can serve as a mathematical model for many
different phenomena.
Newton’s Law of Cooling/Warming

According to Newton’s empirical law of cooling/warming, the rate at which a

temperature of a body is changing is directly proportional to the difference of the
temperature of the body and the temperature of the surrounding medium or the so called
ambient temperature.
dT dT
∝ (T − Tm ) or = k(T − Tm ).
dt dt
where k is the constant of proportionality. In either case, cooling or warming, if Tm is a
constant it stands to reason that k < 0.

Spread of Disease

A contagious disease, for example a flu virus, is spread throughout the community by
people coming into contact with other people. Let us denote x(t) as the number of people
infected and y(t) as the number of people not yet exposed. It can be reason out that the rate
dx
at which the disease spreads is proportional to the number of interactions or encounters
dt
of the two groups of people. If we assume that the interaction is jointly proportional to both
groups, that is
dx dx
∝ xy or = kxy
dt dt
Suppose a small community with a fixed population of n people. If one person is introduced
into the community it can be argued that x(t) + y(t) = n + 1. Now our model becomes
dx
= kx(n + 1 − x)
dt
An obvious initial condition here is that x(0) = 1.

Chemical Reactions

The disintegration of radioactive substance governed by the decay model is said to be

a first-order reaction. In chemistry few reactions follow this empirical law: If a molecule A
is decomposed into smaller molecules, the assumption is that the rate at which the
decomposition takes place is proportional to the amount of substance A remaining at any
dX
time, then = kX, where k is a negative constant since X is decreasing. An example of
dt
a first-order chemical reaction is a conversion of t-butyl chloride, (CH3 )3 CCl, into t-butyl
alcohol, (CH3 )3 COH:
(CH3 )3 CCl + N aOH → (CH3 )3 COH + N aCl
Only the concentration of the t-butyl chloride controls the rate of reaction. But in the
reaction
CH3 Cl + N aOH → CH3 OH + N aCl
one molecule of sodium hydroxide, N aOH, is consumed for every molecule of methyl chloride,
CH3 Cl, thus forming one molecule of methyl alcohol, CH3 OH, and one molecule of sodium
chloride, N aCl. In this case the rate at which the reaction proceeds is proportional to the
product of the remaining concentrations of CH3 Cl and N aOH. To describe the second
reaction in general, let us suppose one mole of a substance A combines with one mole of
substance B to form one molecule of substance C. If X denotes the amount of chemical C
formed at time t and if α and β are, in turn, the amounts of the two chemicals A and B at
t = 0 (the initial amounts), then the instantaneous amounts of A and B not converted to
chemical C are (α − X) and (β − X), respectively. Hence the rate of formation of formation
of C is given by
dX
= k(α − X)(β − X)
dt
where k is a constant of proportionality. A reaction whose model is the previous equation is
said to be a second-order reaction.

Mixtures

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 us suppose that a
large mixing tank initially holds a solution/mixture of volume V0 (m3 ), containing an amount
S0 (kg) of dissolved substance. Another solution/mixture whose concentration is Ci (kg/m3 )
enters the tank at a rate of Ri (m3 /min) while simultaneously a well-stirred solution whose
concentration is Co (kg/m3 ) leave the tank at a rate of Ro (m3 /min). If S(t) denotes the
amount of salt in the tank at any time t, the rate at which S(t) changes is a net rate:
dS
= Ri Ci − Ro Co
dt

S
where C0 = . There are three possibilities for the input and output rate of
V0 + (Ri − Ro )t
the solutions: Ri = Ro , Ri > Ro and Ri < Ro . In the latter two cases, the volume of the
solution in the tank is either increasing (Ri > Ro ) or decreasing (Ri < Ro ) at a net rate of
Ri − Ro .
Draining a Tank

In hydrodynamics, Torricelli’s Law states that the speed v of efflux of water through
a sharp-edge hole at the bottom of a tank filled to a depth h is the same as the speed that
a bodyp (in this case a drop of water) would acquire in falling freely from a height h, i.e.
v = 2gh, where g is the acceleration due to gravity. This last expression comes from
1
equating the kinetic energy mv 2 with the potential energy mgh and solving for v. If the
2 p
area of the hole is Ah and the speed of the water p leaving the tank is v = 2gh, then the
volume of water leaving the tank per second is Ah 2gh. Thus if V (t) denotes the volume
of water in the tank at time t, then
dV p
= −Ah 2gh
dt
where the minus sign indicates that V is decreasing. Note that we are ignoring the possibility
of friction at the hole that might cause a reduction of the rate of flow there. Now, if the tank
is such that the volume of water in it a time t can be written V (t) = Aw h, where Aw is the
dV dh
constant area of the upper surface of the water, then = Aw . Hence the differential
dt dt
Ah √
equation for the height of the water at any time t dh dt
= − Aw
2gh It is interesting to note
that the previous equation is valid even when Aw is not constant. In this case we must
express the upper surface area of the water as a function of h, i.e. Aw = A(h).

Series Circuits

Consider a single-loop circuit containing a resistor, an inductor and a capacitor. The

current in the circuit after a switch is closed is denoted by i(t); the charge across a capacitor
at time t is denoted by q(t). The letters R, L and C are known resistance, inductance and
capacitance, respectively and are generally constants. Now, according to Kirchhoff’s voltage
law, the impressed E(t) on a closed loop must be equal to the sum of the voltage drops
across the loop.
Voltage across the resistor is
dq
VR = iR or VR = R .
dt
The voltage across the inductor is
di d2 q
VL = L or VL = L 2 .
dt dt
An the voltage across the capacitor is,
Z
1 q
VC = i dt or VC = .
C C
By equating the sum to the impressed voltage yields a second-order differential equation
d2 q dq q
L 2 + R + = E(t)
dt dt C

Falling Bodies

To construct a mathematical model of the motion of a body moving in a force field, one
starts with Newton’s second law of motion. Recall from elementary physics that Newton’s
first law of motion states that a body will either will remain at rest or will continue to move
with a constant velocity unless acted by an externalX force. In each case this is equivalent
to saying that when the sum of the forces F = Fk ,i.e the net resultant forces acting
on the body is zero, then the acceleration a of the body is zero. Newton’s second law of
motion indicates that when the net force acting on a body is not zero, then the net force is
proportional to its acceleration a or, more precisely, F = ma, where m is the mass of the
body.

Now supposed a rock is tossed upward the roof of a building. What is the position
s(t) of the rock relative to the ground at time t? The acceleration of the rock is the second
ds
derivative 2 . If we assume that the upward direction is positive and that no force acts on
dt
the rock other that the force of gravity, then Newton’s second law gives
d2 s d2 s
m = −mg or = −g
dt2 dt2
In other words, the net force is simply the weight F = −W of the rock near the surface
of the earth. Recall that the magnitude of the weight is W = mg, where m is the mass of the
body and g is the acceleration due to gravity. The minus sign indicates that the direction is
downwards. If the height of the building is s0 and the initial velocity of the rock v0 , then s
is determined from the second-order initial value problem
d2 s
= −g subject to s(0) = s0 s0 (0) = v0
dt2
Although we have not been stressing solutions of the equations we have constructed, note
that the equation can be solved by integrating the constant −g twice with respect to t. the
initial conditions determine the two constant of integration. From elementary physics you
1
might recognize the solution as s(t) = − gt2 + v0 t + s0 .
2
Falling Bodies and Air Resistance

Before Galileo’s famous experiment from the leaning tower of Pisa, it was generally
believed that heavier objects in free fall, such as a cannonball and a feather when dropped
simultaneously from the same height do fall at different rates, but it is not because a
cannonball is heavier. The difference in rates is due to air resistance. The resistive force of
air was ignored in the model previously given. Under some circumstances a falling body of
mass m, such as a feather with low density and irregular shape, encounters air resistance
proportional to its instantaneous velocity v. if we take, in this circumstance, the positive
direction to be oriented downward, then the net force acting on the mass is given by
F = F1 + F2 = mg − kv, where where F1 = mg of the body is force acting on the positive
direction and air resistance F2 = −kv is a force called viscous damping, acting in the
dv
opposite or upward direction. Now, since v is related to acceleration a by a = , Newton’s
dt
dv
second law becomes F = ma = m . By equating the net force to this of Newton’s second
dt
law, we obtain a first-order differential equation for the velocity v(t) of the body at time t,

dv
m = mg − kv
dt
Here k is a positive constant of proportionality. If s(t) is the distance the body falls in time
ds dv d2 s
t from its initial point of release, then v = and a = = 2 . In terms of s, the equation
dt dt dt
is a second-order differential equation

d2 s ds d2 s ds
m 2
= mg − k or m 2
+ k = mg.
dt dt dt dt
Remarks

Each example discussed in this lecture described a dynamical system- a systems that
changes or evolves with the flow of time. Since the study of dynamical systems is a branch
of mathematics currently in vogue, we shall occasionally relate the terminology of the field
discussion in hand.

In more precise terms, a dynamical system consists of a set of time dependent variables,
called state variables, together with a rule that enables us to determine (without ambiguity)
that state of the systems (this may be a past, present of future state) in terms of a state
prescribed at some time t0 . Dynamical systems are classified as either discrete-time systems
or continuous-time systems. In this course we shall be concerned only with continuous-time
systems-systems in which all variables are defined over a continuous range of time. The rule,
or mathematical model, in a continuous-time dynamical system is a differential equation
or a system of differential equations. The state of the system at time t is the value of the
state variables at that time; the specified state of the system at a time t0 is simply the
initial conditions that accompany the mathematical model. The solution of the initial-value
problem is referred to as the response of the system.

Note that not every system studied in this course is a dynamical system. We shall also
examine some static systems in which the model is also a differential equation.
Linear Models

Growth and Decay

The initial value problem

dx
= kx x(t0 ) = x0
dt
where k is a constant of proportionality, serves as a model of diverse phenomenon involving
either growth or decay. We saw that, in biological applications, the rate of growth of
certain populations (bacteria, small animals) over short periods of time is proportional to
the population present at time t. Knowing the population at some arbitrary initial time t0 ,
we can use the solution of the IVP to predict the population in the future. The constant of
proportionality can be determined from the solution of the initial-value problem. The same
applies to radioactive decay and first-order chemical reactions.

Example 1. Bacterial Growth

Suppose a culture has P0 number of bacteria. After 1 hour, the number of bacteria
doubled. If the rate of growth is proportional to the number of bacteria P (t) present at time
t, determine the time that the population triples.

Solution:
Let P be the bacterial population, we have
dP
= kP
dt
Solving the differential equation we have,

P = cekt

Now at t = 0, P (0) = P0 ,
P0 = ce(k)(0)
Hence,
c = P0
Now, the model becomes,
P = P0 ekt
At t = 1, P = 2P0
2P0 = P0 e(k)(1)
Now, for ek
ek = 2
The, the models becomes
P = P0 (2t )
Now, for t when P = 3P0
3P0 = P0 (2t )
Now,
t = 1.58 hr

Example 2. Hal-life of Plutonium

A breeder reactor converts relatively stable uranium 238 into isotope plutonium 239.
After 15 years it is determined that 0.043% of the initial amount A0 of plutonium has
disintegrated. Find the half-life of this isotope if the rate of disintegration is proportional to
the amount remaining.

Solution:
Let A(t) be the remaining amount,
dA
= kA A(0) = A0
dt
Solving for A,
A = cekt
For c, A = A0 ek·0 ,
c = A0
Hence,
A = A0 ekt
At t = 15 years, A = (1 − 0.043%)A0 = 0.99957A0 . Now, for ek ,
0.99957A0 = A0 ek·15
1
ek = 0.99957 15
Now, the equation becomes  
t
A = A0 0.99957 15
To solve for t when A = 0.5A0 ,
 t

0.5A0 = A0 0.99957 15

t = 24, 174 yrs

Example 3. Age of a Fossil

A fossilized bone is found to contain one-thousandth of the C-14 level found in living
matter. Estimate the age of the fossil. (Half-life of C-14 is 5, 600 years)

Solution:
Carbon dating also uses the model
dA
= kA
dt
Hence,
A = A0 ekt
as solved in the earlier examples. For ek , at t = 5, 600 years, A = 0.5A0

0.5A0 = A0 ek(5600)

Hence,
1
ek = 0.5 5600
Now, the equation becomes  
t
A = A0 0.5 5600
A0
For t at A =
1000
A0  t

= A0 0.5 5600
1000
t = 55, 808 yrs

Newton’s Law of Cooling/Warming

According to Newton’s empirical law of cooling/warming, the rate at which a

temperature of a body is changing is directly proportional to the difference of the
temperature of the body and the temperature of the surrounding medium or the so called
ambient temperature.
dT dT
∝ T − Tm or = k(T − Tm )
dt dt
where k is the constant of proportionality, Tm the ambient temperature and T temperature
of the object at time t.
Example 4. Cooling of a Cake

When a cake is removed from an oven, its temperature is measured at 300◦ F. Three
minutes later its temperature is 200◦ F. How long will it take for the cake to cool off to 80◦
F if the room temperature is 70◦ F?

Solution:
The model is
dT
= k(t − 70) T (0) = 300
dt
Rearranging the model we have,
dT
= k dt
T − 70
Solving the differential equation,
T = cekt + 70
To solve for c impose the initial condition,

300 = cek·0 + 70

Hence,
c = 230
Now, T becomes,
T = 230ekt + 70
For ek , T = 200 at t = 3 min

200 = 230ek·3 + 70
  13
k 13
e =
23

Then for T ,
  3t
13
T = 230 + 70
23
Solving for t when T = 80
 t
13 3
80 = 230 + 70
23
t = 16.49 min.
Mixtures

The mixture of two fluids sometimes gives rise to a linear first-order differential
equation. As discussed in the previous discussions the rate at which the mixing of salt is
dS
= Ri Ci − Ro Co
dt
where,
S
Co =
V0 + (Ri − Ro )t
Example 5. Mixture of Two Salt Solutions
Suppose a large mixing tank initially holds 300 gallons of water in which 100 pounds
of salt have been dissolved. Another brine solution is pumped into the tank at a rate of 3
gal/min, and when the solution is well-stirred, it is then pumped out at a rate of 3 gal/min.
If the concentration of the solution entering is 2 lb/gal, determine the amount of salt inside
the tank after 30 minutes of pumping.

Solution:
The model is
dS
= Ri Ci − Ro Co
dt
dS Ro
+ S = Ri Ci
dt V0 + (Ri − Ro )t
wherein,

Vo = 300 gal Ri = 3 gal/min Ro = 3 gal/min Ci = 2 lb/gal

S(0) = 100 lb
Now, the working model becomes
dS 3
+ S =3·2
dt 300 + (3 − 3)t
or
dS S
+ = 6.
dt 100
This is a linear differential equation with
1
P (t) = Q(t) = 6.
100
The integrating factor is
1 t
R
dt
e 100 = e 100
The general solution is
Z
t t
Se 100 = 6e 100 + c
t t
Se 100 = 600e 100 + c

Isolating S,
t
S = 600 + ce− 100
Now, let us impose the initial condition,
0
100 = 600 + ce− 100
c = −500

Now, out model becomes

t
S = 600 − 500e− 100
Solving for S at t = 30 min,
30
S = 600 − 500e 100
S = 229.59 lb.

Series Circuits

First-order series circuits are circuits that contain only the passive element resistor and
one and only one type of reactive element either the inductor or the capacitor. For a series
R-L circuit with resistance R and inductance L and the impressed voltage E(t), the equation
for the current i(t) is
di
L + Ri = E(t)
dt
The current i(t) here is the response of the system. For a series R-C circuit, the equation is
q
+ Ri = E(t)
C
dq
since i = , we can have
dt
dq q
R + = E(t)
dt C
Both of these equations are linear.
Example 6. Series R-L Circuit

A 12-volt battery is connected to a series R-L circuit in which the inductance is 0.5
H and the resistance is 10 Ω. Determine the current i at any time t if the initial current is
zero.

Solution:
Working equation,
di
L + Ri = E
dt
Substitute the values,
di
0.5 + 10i = 12
dt
di
+ 20i = 24
dt
The equation is linear with

P (t) = 20 Q(t) = 24

The integrating factor is R

20dt
e = e20t
The general solution is,
Z
20t
ie = 24e20t dt + c

ie20t = 1.2e20t + c
i = 1.2 + ce−20t

Imposing the initial condition,

0 = 1.2 + ce−20·0
c = −1.2

Now, the current at any time is

i = 1.2 1 − e−20t


Non-Linear Models

Population Dynamics

Let us say that P (t) represents the size of a population at time t, the model for
dP
exponential growth begins with the assumption that = kP for some k > 0. In this
dt
model, the relative or specific growth rate is defined by
dP
k = dt . (1)
P
True cases of exponential growth over long periods of time are hard to find because the
limited resources of the environment will at some time exert restriction on the growth of the
population. Thus, for other models, (1) can be expected to decrease as the population P
increases in size.

The assumption that the population grows (or declines) is dependent only on the
number present and not on any time-dependent mechanism such a seasonal phenomenon
can be stated as
dP
dt = f (P ) dP
or = P f (P ) (2)
P dt
The differential equation in (2) is widely assumed in models of animal population and is
called the density-dependent hypothesis.

Logistic Equation

Suppose an environment is capable of sustaining no more that fixed number K of

individuals in its population. The quantity K is called the carrying capacity of the
environment. Hence the function f in (2) we have f (K) = 0, and we simply let f (0) = r.
The simplest assumption that we can make is that f (P ) is linear, i.e., f (P ) = c1 P + c2 . If
r
we use this conditions, f (0) = r and f (K) = 0, we find c2 = r and c1 = − , and so f
K
rP
takes on the form f (P ) = r − . Equation (2) becomes
K
dP  r 
=P r− P (3)
dt K
With constants relabeled, the non-linear equation in (3) is the same as

dP
= P (a − bP ) (4)
dt
Equation (4) is known to be the logistic equation, and its solution is called the logistic
function. The graph of this logistic function is called logistic curve.

Solutions of the Logistic Equation

One method of solving (4) is separation of variables. Decomposing (4) into partial
fractions we have
1 b
 
a a 
 +  dP = dt
P a − bP

Solving we have,
ac1 eat ac1
P (t) = =
1 + bc1 e at bc1 + e−at
a P0
6
IF P (0) = 0, P0 = , we find c1 = , substituting this the solution becomes
b a − bP0
aP0
P (t) = (5)
bP0 + (a − bP0 ) e−at

Example 1. Logistic Equation

Suppose a student carrying a flu virus returns to an isolated college campus of 1000
students. If it is assumed that the rate at which the virus spreads is proportional not
only to the number x of infected students but also to the number of students not infected,
determine the number of infected students after 6 days if it is further observed that after 4
days x(4) = 50.

Solution:
Assuming that no one leaves the campus during the duration of the disease, we must solve
the initial-value problem
dx
= kx(1000 − x) x(0) = 1
dt
By solving the equation we will arrive at
1000k 1000
x(t) = −1000kt
=
k + 999ke 1 + 999e−1000kt
Now, since x(4) = 50
1000
50 =
1 + 999e−1000k(4)
 1
19 4
e−1000k =
999
Now, the solution becomes
1000
x(t) =  t
19 4
1 + 999
999
Finally,
1000
x(6) =  6
19 4
1 + 999
999
x(6) = 276 students

Modifications of the Logistic Equation

There are many variations of the logistic equation. For example, the differential
equations
dP dP
= P (a − bP ) − h and = P (a − bP ) + h (6)
dt dt
could serve, in turn, as models for the population in a fishery where fish are harvested or
are restocked at a rate h. When h > 0 is a constant (6) can be easily solve by separating
variables.
Another equation in the form (2)

dP
= P (a − b ln P ) (7)
dt
is a modification of the logistic equation known as the Gompertz differential equation. This
DE can be used as a model for population growth or decay, growth of solid tumors and
certain kinds of actuarial predictions.
Bibliography

[Bergeron, 2017] Bergeron, C. (2017). Differential Equation, Fall 2017.

[Boyce and Diprima, 2001] Boyce, W. and Diprima, R. (2001). Elementary Differential
Equations with Boundary Value Problems. John Wylie & Sons, Inc.

[Bronson and Costa, 2009] Bronson, R. and Costa, G. (2009). Schaum’s Outline of
Differential Equations. McGraw-Hill Education, 3rd edition.

[Chasnov, 2016] Chasnov, J. (2016). Introduction to Differential Equations.

[Dawkins, 2018] Dawkins, P. (2018). Paul’s Online Notes.

[Lebl, 2019] Lebl, J. (2019). Notes on Diffy Qs: Differential Equations for Engineers.
Independently Published.

[Rainville et al., 2013] Rainville, D., Bedient, P., and Bedient, R. (2013). Elementary
Differential Equations: Pearson New International Edition. Pearson Education, Limited.

[Trench, 2013] Trench, W. (2013). Elementary Differential Equations.

[William and Grossman, 1997] William, D. and Grossman, S. (1997). Elementary

Differential Equations. Addison - Wesley Educational Publisher Inc., 4th edition.

[Zill, 2012] Zill, D. (2012). A First Course in Differential Equations with Modeling
Applications. Cengage Learning.
Module 4 Higher-Order Linear
Differential Equations

Introduction

In this module, we will discuss the definitions and forms of higher-order linear
differential equation. We will also have discussions on how to determine whether functions
a linearly independent with each other. The concept of the differential operator will be
introduced here.

Topic Outcomes

1. Recognize the general linear equation and identify its order and homogeneity by writing
a DE into the general linear form.

2. Recognize the linear independence of functions correctly by solving its Wronskian.

3. Determine the general solution of linear differential equations.

4. Write a DE using the differential operator form correctly and vice versa.

5. Distinguish the operations applicable to the differential operator by performing them

to the differential operator.
The General Linear Differential Equation

The general linear differential equation on order n can be written in the form
dn y dn−1 y dy
b0 (x) + b 1 (x) + · · · + b n−1 (x) + bn (x)y = R(x) (1)
dxn dxn−1 dx
If the value of R(x) is zero for all values of x, then the equation is a homogeneous differential
equation. A linear differential equation has constant coefficients if all coefficients bi (x) are
constant, if one or more of these coefficients is not constant it has variable coefficients. If the
coefficients bi (x) and the function R(x) are continuous on the interval I and b0 (x) is never
zero on I, then equation (1) is said to be normal on I.

Example 1.
Identify the order, linearity and homogeneity of the differential equation and the
interval in which the equation is normal.

(x + 1)y 0 + v = cos x

The equation is a first-order (y 0 -highest derivative) linear non-homogeneous (R(x) = cos x)

differential equation and is normal on the interval where x 6= −1(x + 1 6= 0).

Example 2.
Identify the order, linearity and homogeneity of the differential equation and the
interval in which the equation is normal.
d2 y
3 + xy = 0
dx2
The equation is a second-order linear homogeneous differential equation and is normal on
any interval.

Theorem 1 Any linear combination of solutions of a homogeneous linear differential equation

is also a solution to the equation.

Assuming an nth-order linear homogeneous differential

b0 (x)y (n) + b1 (x)y (n−1) + · · · + bn−1 (x)y 0 + bn (x)y = 0 (2)

has a solution y1 and y2 and if c1 and c2 are constants hence by Theorem 1 equation (2) has

y = c1 y1 + c2 y2
as another solution.
Similarly, it can be seen that if yi , with i = 1, 2, · · · , k are solutions of Equation (2)
and if ci , wtih i = 1, 2, · · · , k are constants then
y = c1 y1 + c2 y2 + · · · + ck yk
is also a solution of (2).

Theorem 2 Given an nth-order linear differential equation

dn y dn−1 y dy
b0 (x) n
+ b 1 (x) n−1
+ · · · + bn−1 (x) + bn (x)y = R(x)
dx dx dx
that is normal on the interval I. Suppose that x0 is any number on the interval I and
y0 , y1 , · · · , yn−1 are n arbitrary real numbers. Then a unique function y = y(x) exists such
that y is a solution of the differential equation on the interval and y satisfies the initial
conditions
y(x0 ) = y0 , y 0 (x0 ) = y1 , ··· , y (n−1) (x0 ) = yn−1

Example 3.
Find the unique solution to the initial-value problem
y 00 + y = 0, y(0) = 0, y 0 (0) = 1

Solution:
We can observe that sin x and cos x are solutions of the differential equation, so that for
arbitrary c1 and c2
y = c1 sin x + c2 cos x (1)
is also a solution.
Differentiating (1),
y 0 = c1 cos x − c2 sin x (2)
Imposing the initial conditions in (1) and (2), we have
c1 sin 0 + c2 cos 0 = 0
c2 = 0
and
c1 cos 0 − c2 sin 0 = 1
c1 = 1
Hence, the unique solution at any interval for the problem is
y = sin x
Example 4.

Consider the initial-value problem

x2 y 00 + 2xy 0 − 12y = 0, y(1) = 4, y 0 (1) = 5

Solution:
The equation presented is normal on either x > 0 or x < 0. Since the initial condition stated
is x0 = 1 we will let the interval I be the interval x > 0. We can observe that x3 and x−4
are solutions of the differential equation, so that for arbitrary c1 and c2

y = c1 x3 + c2 x−4 (3)

is also a solution. Differentiating (1),

y = 3c1 − 4x−5 (4)

Imposing the initial conditions in (1) and (2), we have

c1 + c2 = 4

and

3c1 − 4c2 = 5

Thus, it could be found out that c1 = 3 and c2 = 1, and therefore the function

y = 3x3 + x−4

satisfies the initial-value problem for x > 0. And by Theorem 2 the solution that we have
found out is the only solution of the initial-value problem valid for x > 0 at x = 1.
Linear Independence

Given the functions f1 , f2 , · · · , fn and if the constants c1 , c2 , · · · , cn not all zero exist
such that
c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0 (1)
for all x in some interval a ≤ x ≤ b, then the functions f1 , f2 , · · · , fn are said to be linearly
dependent on that interval. If no such relations exists, the function are said to be linearly
independent. That is, the functions f1 , f2 , · · · , fn are linearly independent on an interval
when (1) implies that c1 = c2 = · · · = cn = 0 It should be clear that if a function of a set
is linearly dependent, at least one of them is a linear combination of the others; if they are
linearly independent, then none of them is a linear combination of the others.

The Wronskian

With the definition of linear independence, we shall now obtain a sufficient condition
that n functions be linearly independent on an interval a ≤ x ≤ b. Let us assume that each
of the functions f1 , f2 , · · · , fn is differentiable at least (n−1) times in the interval a ≤ x ≤ b.
Then from the equation

c1 f1 (x) + c2 f2 (x) + · · · + cn fn (x) = 0

it follows by successive differentiation that

c1 f10 (x) + c2 f20 (x) + · · · + cn fn0 (x) = 0

c1 f100 (x) + c2 f200 (x) + · · · + cn fn00 (x) = 0

..
.
(n−1) (n−1)
c1 f 1 (x) + c2 f2 (x) + · · · + cn fn(n−1) (x) = 0

For any fixed value of x in the interval a ≤ x ≤ b, the nature of the solution of these
n linear equations in c1 , c2 , · · · , cn , will be determined by the value of the determinant

f1 (x) f2 (x) ··· fn (x)

f10 (x) f20 (x) ··· fn0 (x)
W (x) = .. .. ... ..
. . .
(n−1) (n−1) (n−1)
f1 (x) f2 (x) · · · fn (x)
 If W (x) 6= 0 for some x0 on the interval a ≤ x ≤ b, then it follows that c1 , c2 , · · · , cn ,
and hence the functions f1 , f2 , · · · , fn are linearly independent on a ≤ x ≤ b.

The function W (x) is called the Wronskian determinant, or simply Wronskian, of the
n functions f1 , f2 , · · · , fn . We have shown that if at one point on the interval the Wronskian
is not zero, then the functions are linearly independent on that interval.

Theorem 3

If, on the interval a ≤ x ≤ b, b0 6= 0, b0 , b1 , · · · , bn are continuous and y1 , y2 , · · · , yn

are solutions of the equation
b0 (x)y (n) + b1 (x)y (n−1) + · · · + bn−1 (x)y 0 + bn (x)y = 0
then a necessary and sufficient condition that y1 , y2 , · · · , yn be linearly independent is that
the Wronskian of y1 , y2 , · · · , yn differ from zero at least one point on the interval a ≤ x ≤ b.

Example 1.
Show that ex , e2x , e3x are linearly independent.

Solution:
ex e2x e3x
W (x) = ex 2e2x 3e3x
ex 4e2x 9e3x
W (x) = 18e6x + 3e6x + 4e6x − 2e6x − 12e6x − 9e6x
W (x) = 2e6x
Since W (x) = 2e2x 6= 0, then ex , e2x , e3x are linearly independent.

Example 2.
Show that ex , cos x, sin x are linearly independent.

Solution:
ex cos x sin x
x
W (x) = e − sin x cos x
ex − cos x − sin x
W (x) = ex sin2 x + ex cos x − ex sin x cos x + ex sin2 x + ex cos2 x + ex sin x cos x
W (x) = 2ex sin2 x + 2ex cos2 x
W (x) = 2ex (sin2 x + cos2 x)
W (x) = 2e6x
Since W (x) = 2e2x 6= 0, then ex , cos x, sin x are linearly independent.
Example 3.

Show that cos (ωt − β), cos ωt, sin ωt are linearly dependent functions of t.

Solution:
cos (ωt − β) cos ωt sin ωt
W (t) = −ω sin (ωt − β) −ω sin ωt ω cos ωt
−ω 2 cos (ωt − β) −ω 2 cos ωt −ω 2 sin ωt
W (t) = 0

Since W (t) = 0, then cos (ωt − β), cos ωt, sin ωt are linearly dependent.

Example 4.

Show that 1, sin2 x, cos2 x are linearly dependent.

Solution:
1 sin2 x cos2 x
W (x) = 0 sin 2x − sin 2x
0 2 cos 2x −2 cos 2x
W (x) = −2 sin 2x cos 2x + 0 + 0 − 0 + 2 sin 2x cos 2x − 0
W (x) = 0

Since W (x) = 0, then 1, sin2 x, cos2 x are linearly dependent.

General Solution of a Linear Equation

General Solution of a Homogeneous Linear Equation

Theorem 4

Let {y1 , y2 , · · · , yn } be a linearly independent set of solutions of the homogeneous linear

equation
b0 (x)y (n) + b1 (x)y (n−1) + · · · + bn−1 (x)y 0 + bn (x)y = 0 (1)
for x on the interval a ≤ x ≤ b. Suppose further that the equation is normal on the interval
a ≤ x ≤ b.

If φ is any solution of (1), valied on the interval a ≤ x ≤ b, there exist constants c̄1 , c̄2 ,
· · · , c̄n such that
φ = c̄1 y1 + c̄2 y2 + · · · + c̄n yn .

By Theorem 4 we define that the general solution of equation (1) is

y = c1 y1 + c2 y2 + · · · + cn yn

General Solution of a Non-Homogeneous Linear Equation

Let yp be any particular solution (not having any arbitrary constants) of the equation

b0 (x)y (n) + b1 (x)y (n−1) + · · · + bn−1 (x)y 0 + bn (x)y = R(x) (2)

and let yc be a solution corresponding to the homogeneous equation

b0 (x)y (n) + b1 (x)y (n−1) + · · · + bn−1 (x)y 0 + bn (x)y = 0 (3)

Then,
y = yc + yp (4)
is a solution of (2).

If y1 , y2 , · · · , yn are linearly independent solutions of (3), then

yc = c1 y1 + c2 y2 + · · · + cn yn (5)

in which c1 , c2 , · · · , cn are arbitrary constants, is the general solution of (3). The right
member of equation (5) is called the complementary function for equation (2).
 The general solution of a non-homogeneous linear differential equation is the sum of
the complementary function and any particular solution.

Example 1.

Find the general solution of

y 00 = 4

Solution:
We will learn later that 1 and x are linearly independent solution on any interval and are
solutions of the homogeneous equation y 00 = 0. Hence the complementary function of the
equation is
yc = c1 + c2 x

On the other hand the function 2x2 is a particular solution of the equation. Hence the
general solution is

y = yc + yp
y = c1 + c2 x + 2x2

Example 2.

Find the general solution of

y 00 − y = 4

Solution:
It is obvious that y = −4 is a solution. Hence we can take yp = −4. We shall see in the next
topics that the equation y 00 − y = 0 has a general solution to be

yc = c1 ex + c2 e−x

The general solution is

y = c1 ex + c2 e−x − 4
The Differential Operator

Let D denote differentiation with respect to x, D2 is differentiation twice with respect

to x, and so on, i.e., for positive integral k,
dy
Dy =
dx
d2 y
D2 y = 2
dx
..
.
dk y
Dk y =
dxk
The expression
A = a0 Dn + a1 Dn−1 + · · · + an−1 D + an
is call a differential operator of order n. It may be defined as that operator which, when
applied to a function y, yields to

dn y dn−1 y dy
Ay = a0 n
+ a 1 n−1
+ · · · + an−1 + an y
dx dx dx
The coefficients of the operator may be constants or functions of the independent variable.

Equality of Differential Operators

Two differential operators A and B are equal if when the same result is obtained upon
performing the operation on the same function.

A = B ⇐⇒ Ay = By

Notes:
Differential operators are linear operators; i.e, if A is any differential operator, c1 and
c2 are constants, and f1 and f2 are any function of x each possessing the required number
of derivatives, then
A(c1 f1 + c2 f2 ) = c1 Af1 + c2 Af2
Fundamental Laws of Operation

Let A, B, and C be differential operators

a. Commutative Law of Addition

A+B =B+A

b. Associative Law of Addition

(A + B) + C = A + (B + C)

c. Associative Law of Multiplication

(AB)C = A(BC)

d. Distributive Law of Multiplication with respect to Addition

A(B + C) = AB + AC

e. If A and B are operators with constant coefficients, then they also satisfy the
commutative law of multiplication

AB = BA

Example 1.

Let A = D + 2 and B = 3D − 1, find ABy and BAy

Solution:
dy
Ay = + 2y
dx
dy
By = 3 − y
dx
Then,
 
dy
ABy = (D + 2) 3 − y
dx
2
dy dy
ABy = 3 2 + 5 − 2y
dx dx
2
ABy = (3D + 5D − 2)y
Hence, we have

AB = (D + 2)(3D − 1)
AB = 3D2 + 5D − 2

Now,
 
dy
BAy = (3D − 1) + 2y
dx
d2 y dy
BAy = 3 2 + 5 − 2y
dx dx
ABy = (3D2 + 5D − 2)y

We have,

BA = (3D − 1)(D + 2)
BA = 3D2 + 5D − 2

Some Properties of Differential Operators

For a constant m and a positive number k

Dk emk = mk emk

it is easy to find out the effect of the operator on emk . Let f (D) be a polynomial in D,

f (D) = a0 Dn + a1 Dn−1 + · · · + an−1 D + an

Then,
f (D)emx = a0 mn emx + a1 mn−1 emx + · · · + an−1 memx + an emx
so that
f (D)emx = emx f (m)
If m is a root of f (m), then it follows

f (D)emx = 0

Now, we consider the effect of the operator (D − a) on the product of eax and the
function y. We have

(D − a)eax y = D(eax y) − aeax y

(D − a)eax y = eax Dy
and

(D − a)2 eax y = (D − a)eax Dy

(D − a)2 eax y = eax D2 y

Leading to a generalization that

(D − a)n eax y = eax Dn

Using linearity principle we can say that if f (D) is an operator with constant
coefficients, then
eax f (D)y = f (D − a)eax y

Example 2.

Let
f (D) = 2D2 + 5D − 12
. Then the equation f (m) = 0 is

2m2 + 5m − 12 = 0

or
(m + 4)(2m − 3) = 0
of which the roots are m1 = −4 and m2 = 23 .
We can see that
(2D2 + 5D − 12)e−4x = 0
and
3
(2D2 + 5D − 12)e 2 x = 0
3
In other words, y1 = e−4x and y2 = e 2 x are solutions of

(2D2 + 5D − 12)y = 0
Example 3.

Solve the differential equation

(D + 4)4 y = 0

Solution:
Multiply e3x , we have
e3x (D + 4)4 y = 0
By the exponential shift
D4 (e3x y) = 0
Integrating four times,
e3x y = c4 + c3 x + c2 x2 + c1 x3
Finally,
y = (c4 + c3 x + c2 x2 + c1 x3 )e−3x
Bibliography

[Bergeron, 2017] Bergeron, C. (2017). Differential Equation, Fall 2017.

[Boyce and Diprima, 2001] Boyce, W. and Diprima, R. (2001). Elementary Differential
Equations with Boundary Value Problems. John Wylie & Sons, Inc.

[Bronson and Costa, 2009] Bronson, R. and Costa, G. (2009). Schaum’s Outline of
Differential Equations. McGraw-Hill Education, 3rd edition.

[Chasnov, 2016] Chasnov, J. (2016). Introduction to Differential Equations.

[Dawkins, 2018] Dawkins, P. (2018). Paul’s Online Notes.

[Lebl, 2019] Lebl, J. (2019). Notes on Diffy Qs: Differential Equations for Engineers.
Independently Published.

[Rainville et al., 2013] Rainville, D., Bedient, P., and Bedient, R. (2013). Elementary
Differential Equations: Pearson New International Edition. Pearson Education, Limited.

[Trench, 2013] Trench, W. (2013). Elementary Differential Equations.

[William and Grossman, 1997] William, D. and Grossman, S. (1997). Elementary

Differential Equations. Addison - Wesley Educational Publisher Inc., 4th edition.

[Zill, 2012] Zill, D. (2012). A First Course in Differential Equations with Modeling
Applications. Cengage Learning.
Module 5 Homogeneous Linear
Differential Equations with Constant
Coefficients

Introduction

In this module, we shall learn how to solve higher-order linear differential equation.
This lecture, however, will focus only for those equations with constant coefficients. The
auxiliary equation will be introduced. The roots of the auxiliary equation will determine the
form of solution of the differential equation.

Topic Outcomes

1. Show solutions of a homogeneous linear differential equation with constant coefficient

whose auxiliary equation contains distinct real roots using the correct methods,
expressed in simplest form.

2. Show solutions of a homogeneous linear differential equation with constant coefficient

whose auxiliary equation contains repeated real roots using the correct methods,
expressed in simplest form.

3. Show solutions of a homogeneous linear differential equation with constant coefficient

whose auxiliary equation contains distinct complex roots using the correct methods,
expressed in simplest form.

4. Show solutions of a homogeneous linear differential equation with constant coefficient

whose auxiliary equation contains repeated complex roots using the correct methods,
expressed in simplest form.
Homogeneous Linear Differential Equations with
Constant Coefficients

Any linear homogeneous differential equation with constant coefficients,

dn y dn−1 y dy
a0 n
+ a 1 n−1
+ · · · + an−1 + an y = 0 (1)
dx dx dx
may be written in the form
f (D)y = 0 (2)
where f(D) is a linear differential operator. As we saw in the previous lecture, if m is any
root of the algebraic equation f (m) = 0, then

f (m) = 0 (3)

is called the auxilliary equation that is associated with equations (1) and (2).

Auxiliary Equations with Real and Distinct Roots

The auxiliary equation for (1) is of degree n. Let its roots be m1 , m2 , · · · , mn . If these
roots are all real and distinct, then the n solutions

y1 = c1 em1 x y2 = c2 em2 x ··· yn = cn emn x

are linearly independent, then the general solution of (1) can be written as

y = c1 em1 x + c2 em2 x + · · · + cn emn x

in which c1 , c2 , · · · , cn are arbitrary constants.

Auxiliary Equations with Repeated Roots

Supposed that in (1) the operator f (D) has repeated factors; that is, the auxiliary
equation f (m) = 0 has repeated roots. Then the method discussed before does not yield the
general solution. Let the auxiliary equation have three equal roots m1 = m2 = m3 = b. The
corresponding part of the solution yielded by the method of the previous section is

y = c1 ebx + c2 ebx + c3 ebx = (c1 + c2 + c3 )ebx (4)

Now, (4) can be replaced with

y = c4 ebx
with c4 = c1 + c2 + c3 . Thus, corresponding to the three roots under consideration, this
method has yielded only the solution (5). The difficulty is present, of course, because the
three solutions corresponding to the roots m1 = m2 = m3 = b are not linearly independent.
The the operator f (D) must have a factor (D − b)n . We wish to find n linearly
independent y’s for which
(D − b)n y = 0 (5)
Turning to the properties of the differential operator and writing m = b, we find that

(D − b)n (xk ebx ) = 0 k = 0, 1, 2, . . . , (n − 1) (6)

The functions yk = xk eb x where k = 0, 1, 2, . . . , (n − 1) are linearly independent.

The general solution of equation (5) is

y = c1 ebx + c2 xebx + c3 x2 + · · · + cn xn−1 ebx (7)

Furthermore, if f (D) contains the factor (D − b)n , then equation (2) can be written

g(D)(D − b)n y = 0 (8)

where g(D) contains all the factors of f (D) except (D − b)n . Then any solution of equation
(5) is also a solution of (8) and hence of (1).

Now we are in a position to write the solution of equation (1) whenever the auxiliary
equation has only real roots. Each root of the auxiliary equation is either distinct from all
the other roots or it is one of a set of equal roots. Corresponding to a root mi distinct from
all others, there is the solution
yi = ci emi x (9)
and corresponding to n equal roots m1 = m2 = · · · = mn = b, there are the solutions

c1 ebx , c2 xebx , c3 x2 ebx , · · · , cn xn−1 ebx (10)

The collection of solutions (10) has the proper number of elements, a number equal to
the order of the differential equation, because there is one solution corresponding to each
root of the auxiliary equation. The solutions thus obtained can be proven to be linearly
independent.
Auxiliary Equations with Complex Roots

The Definition of ez for imaginary z

Since the auxiliary equation may have imaginary roots, we need now to lay down a
definition of ez for imaginary z. Let z = α + jβ with α and β real. Since it is desirable to
have the ordinary laws of exponents remain valid, it is wise to require that
eα+jβ = eα ejβ (11)
To eα , with α real, we will use the usual meaning. Now, for ejβ , β real. In calculus, we know
that for all real x ∞
X xn
ex = (12)
n=0
n!
If we put tentatively x = jβ in (12) as a definition of ejβ , we get
jβ j 2 β 2 j nβ n
ex = 1 +
+ + ··· + + ··· (13)
1! 2! n!
Separating the even powers of β from the odd powers of β in (13) yields
j 2β 2 j 4β 4 j 2k β 2k jβ j 3 β 3 j 2k+1 β 2k+1
ejβ = 1 + + + ··· + + ··· + + + ··· + + ··· (14)
2! 4! (2k)! 1! 3! (2k + 1)!
or ∞ ∞
jβ
X j 2k β 2k X j 2k+1 β 2k+1
e = + (15)
k=0
(2k)! k=0
(2k + 1)!
But the series on the right in (15) are precisely those for cos β and sin β. Hence we have
ejβ = cos β + j sin β (16)
Combining (16) with (11), we now put forward a reasonable definition of eα+jβ , namely,
eα+jβ = eα (cos β + j sin β) (17)

It is interesting and important that, with the definition (17), the function ez for the
complex z retains many of the properties possessed by the function ex for real x. Here we
need in particular to know that if
y = e(a+jb)x
with a, b, and x real, then it is a solution of
[D − (a + jb)]y = 0

The result desired follows at once by differentiation, with respect to x, of the function
y = eax (cos bx + j sin bx)
Imaginary Roots

Consider a differential equation f (D)y = 0 for which the auxiliary equation f (m) = 0
has real coefficients. From elementary algebra we know that if the auxiliary equation has
any imaginary roots, those roots must occur in conjugate pairs. Thus if,
m1 = a + jb
is a root of the equation f (m) = 0, with a and b real and b 6= 0, then
m2 = a − jb
is also a root of f (m) = 0.

It must be kept in mind that this result is a consequence of the reality of the coefficients
in the equation f (m) = 0. Imaginary roots do not necessarily appear in pairs in an algebraic
equation whose coefficients involve imaginaries.

We can now construct in usable from solutions of f (D)y = 0 corresponding to imaginary

roots of f (m) = 0. For, since f (m) is assumed to have real coefficients, any imaginary roots
appear in conjugate pairs
m1 = a + jb m2 = a − jb

Then, from the previous lectures,

y = c3 e(a+jb)x + c4 e(a−jb)x

Taking x to be real along with a and b, we get

y = c3 eax (cos bx + j sin bx) + c4 eax (cos bx − j sin bx)

Now y may be written as

y = (c3 + c4 )eax cos bx + j(c3 − c4 )eax sin bx

Finally, we can have c3 + c4 = c1 , and j(c3 − c4 ) = c2 , where c1 and c2 are new arbitrary
constants. Then, the linear equation
f (D)y = 0
with auxiliary equation f (m) = 0 whose roots are m = a ± jb, b 6= 0, have a general solution
y = eax (c1 cos bx + c2 sin bx) .
Case 1. Real and Distinct Roots
Example 4.

Solve the equation

(D3 + 2D2 − 8D)y = 0

Solution:
The auxilliary equation is

m3 + 2m2 − 8m = 0
m(m + 4)(m − 2) = 0

and its roots are m = 0, 2, −4. And the desired solution can be written as

y = c1 + c2 e2x + c3 e−4x

Example 5.

Solve the equation

(D2 − D − 6)y = 0

Solution:
The auxilliary equation is

m2 − m − 6 = 0
(m − 3)(m + 2) = 0

and its roots are m = −2, 3. And the desired solution can be written as

y = c1 e−2x + c2 e3x
Example 6.

Solve the equation

(D3 − 3D2 − D + 3)y = 0

Solution:
The auxilliary equation is

m3 − 3m2 − m + 3 = 0
(m + 1)(m − 1)(m − 3) = 0

and its roots are m = −1, 1, 3. And the desired solution can be written as

y = c1 e−x + c2 ex + c3 e3x

Example 7.

Solve the equation

(4D4 − 15D2 + 5D + 6)y = 0

Solution:
The auxiliary equation is

4m4 − 15m2 + 5m + 6 = 0
(m − 1)(m + 2)(2m + 1)(2m − 3) = 0

1 3
and its roots are m = −2, − , 1, . And the desired solution can be written as
2 2
1 3
y = c1 e−2x + c2 e− 2 x + c3 ex + c4 e 2 x
Example 8.

Solve the equation

(4D4 − 45D2 − 70D − 24)y = 0

Solution:
The auxiliary equation is

4m4 − 45m2 − 70m − 24 = 0

(m + 2)(2m + 3)(2m + 1)(m − 4) = 0

3 1
and its roots are m = −2, − , − , 4. And the desired solution can be written as
2 2
3 1
y = c1 e−2x + c2 e− 2 x + c3 e− 2 x + C4 e4x

Example 9.

Solve the equation

(10D3 + D2 − 7D + 2)y = 0

Solution:
The auxiliary equation is

10m3 + m2 − 7m + 2 = 0
(m + 1)(2m − 1)(5m − 2) = 0

1 2
and its roots are m = −1, , . And the desired solution can be written as
2 5
1 2
y = c1 e−x + c2 e 2 x + c3 e 5 x
Example 10.

Solve the equation

D3 − D2 − 4D + 4 y = 0

Solution:
The auxiliary equation is

m3 − m2 − 4m + 4 = 0
(m − 1)(m + 2)(m − 2) = 0

and its roots are m = −2, 1, 2. And the desired solution can be written as

y = c1 e−2x + c2 ex + c3 e2x

Example 11.

Solve the equation

(4D3 − 13D + 6)y = 0

Solution:
The auxiliary equation is

4m3 − 13m + 6 = 0
(m + 2)(2m − 1)(2m − 3) = 0

1 3
and its roots are m = −2, , . And the desired solution can be written as
2 2
1 3
y = c1 e−2x + c2 e 2 x + c3 e 2 x
Example 12.

Solve the equation

D3 − 5D − 2 y = 0

Solution:
The auxiliary equation is

m3 − 5m − 2 = 0
(m + 2)(m2 − 2m − 1) = 0

√ √
and its roots are m = −2, (1 − 2), (1 + 2). And the desired solution can be written as
√ √
y = c1 e−2x + c2 e(1− 2)x
+ c3 e(1+ 2)x

Example 13.

Solve the equation

(D3 + 2D2 − 8D)y = 0

Solution:
The auxiliary equation is

m3 + 2m2 − 8m = 0
m(m + 4)(m − 2) = 0

and its roots are m = 0, −4, 2, 0. And the desired solution can be written as

y = c1 + c2 e2x + c3 e−4x
Case 2. Real and Repeated Roots
Example 1.
Solve the equation
4D2 − 4D + 1 y = 0

Solution:
The auxiliary equation is
4m2 − 4m + 1 = 0
 2
1
m− =0
2

1 1
and its roots are m = , . And the desired solution can be written as
2 2
1
y = e 2 x (c1 + c2 x)
1 1
y = c1 e 2 x + c2 xe 2 x

Example 2.
Solve the equation
D2 + 6D + 9 y = 0

Solution:
The auxiliary equation is
m2 + 6m + 9 = 0
(m + 3)2 = 0

and its roots are m = −3, −3. And the desired solution can be written as
y = e−3x (c1 + c2 x)
y = c1 e−3x + c2 xe−3x
Example 3.
Solve the equation

D3 − 4D2 + 4D y = 0

Solution:
The auxiliary equation is

m3 − 4m2 + 4m = 0
m(m2 − 4m + 4) = 0
m(m − 2)2 = 0

and its roots are m = 0, 2, 2. And the desired solution can be written as

y = c1 + e2x (c2 + c3 x)
y = c1 + c2 e2x + c3 xe2x

Example 4.
Solve the equation

2D4 − 3D3 − 2D2 y = 0

Solution:
The auxiliary equation is

2m4 − 3m3 − 2m2 = 0

m2 (2m + 1)(m − 2) = 0

1
and its roots are m = 0, 0, − . And the desired solution can be written as
2
1
y = c1 + c2 x + c3 e− 2 x + c4 e2x
Example 5.

Solve the equation

D3 + 3D2 − 4 y = 0

Solution:
The auxiliary equation is

m3 + 3m2 − 4 = 0
(m − 1)(m + 2)2 = 0

and its roots are m = 1, −2, −2. And the desired solution can be written as

y = c1 ex + e−2x (c2 + c3 x)
y = c1 ex + c2 e−2x + c3 xe−2x

Example 6.

Solve the equation

D5 − 16D3 y = 0

Solution:
The auxiliary equation is

m5 − 16m3 = 0
m3 (m2 − 16) = 0

and its roots are m = 0, 0, 0, −4, 4. And the desired solution can be written as

y = c1 + c2 x + c3 x2 + c4 e−4x + c5 e4x
Example 7.
Solve the equation

4D4 + 4D3 − 3D2 − 2D + 1 y = 0

Solution:
The auxiliary equation is

4m4 + 4m3 − 3m2 − 2m + 1 = 0

(m + 1)2 (2m + 1)2 = 0

1 1
and its roots are m = −1, −1, , . And the desired solution can be written as
2 2
1
y = e−x (c1 + c2 x) + e 2 x (c3 + c4 x)
1 1
y = c1 e−x + c2 xe−x + c3 e 2 x + c4 xe 2 x

Example 8.
Solve the equation

D4 + 3D3 − 6D2 − 28D − 24 y = 0

Solution:
The auxiliary equation is

m4 + 3m3 − 6m2 − 28m − 24 = 0

(m − 3)(m + 2)3 = 0

and its roots are m = −2, −2, −2, 3. And the desired solution can be written as

y = e−2x (c1 + c2 x + c3 x2 ) + c4 e3x

y = c1 e−2x + c2 xe−2x + c3 x2 e−2x + c4 e3x
Example 9.
Solve the equation

4D5 − 23D3 − 33D2 − 17D − 3 y = 0

Solution:
The auxiliary equation is

4D5 − 23D3 − 33D2 − 17D − 3 = 0

(m − 3)(m + 1)2 (2m + 1)2 = 0

1 1
and its roots are m = 3, −1, −1, − , − . And the desired solution can be written as
2 2
1
y = c1 e3x + e−x (c2 + c3 x) + e− 2 x (c4 + c5 x)
1 1
y = c1 e3x + c2 e−x + c3 xe−x + c4 e− 2 x + c5 xe− 2 x

Example 10.
Solve the equation

D5 − 5D4 + 7D3 + D2 − 8D + 4 y = 0

Solution:
The auxiliary equation is

m5 − 5m4 + 7m3 + m2 − 8m + 4 = 0
(m + 1)(m − 1)2 (m − 2)2 = 0

and its roots are m = −1, 1, 1, 2, 2. And the desired solution can be written as

y = c1 e−x + ex (c2 + c3 x) + e2x (c4 + c5 x)

y = c1 e−x + c2 ex + c3 xex + c4 e2x + c5 xe2x
Case 3. Imaginary Roots
Example 1.

Solve the equation

D2 − 2D + 5 y = 0

Solution:
The auxiliary equation is

m2 − 2m + 5 = 0

and its roots are m = 1 ± j2. And the desired solution can be written as

y = ex (c1 cos 2x + c2 sin 2x)

Example 2.

Solve the equation

D2 − 2D + 2 y = 0

Solution:
The auxiliary equation is

m2 − 2m + 2 = 0

and its roots are m = 1 ± j. And the desired solution can be written as

y = ex (c1 cos x + c2 sin x)

Example 3.

Solve the equation

D2 + 9 y = 0

Solution:
The auxiliary equation is

m2 + 9 = 0

and its roots are m = ±j3. And the desired solution can be written as

y = (c1 cos 3x + c2 sin 3x)

Example 4.

Solve the equation

D2 + 6D + 13 y = 0

Solution:
The auxiliary equation is

m2 + 6m + 13 = 0

and its roots are m = −3 ± j2. And the desired solution can be written as

y = e−3x (c1 cos 2x + c2 sin 2x)

Example 5.

Solve the equation

D2 − 4D + 7 y = 0

Solution:
The auxiliary equation is

m2 − 4m + 7 = 0

√
and its roots are m = 2 ± j 3. And the desired solution can be written as
√ √
y = e2x (c1 cos 3x + c2 sin 3x)

Example 6.

Solve the equation

D3 + 2D2 + D + 2 y = 0

Solution:
The auxiliary equation is

m3 + 2m2 + m + 2 = 0
(m + 2)(m2 + 1) = 0

and its roots are m = −2, ±j. And the desired solution can be written as

y = e−2x (c1 cos x + c2 sin x)

Example 7.

Solve the equation

D4 + 2D3 + 10D2 y = 0

Solution:
The auxiliary equation is

m4 + 2m3 + 10m2 = 0
m2 (m2 + 2m + 10) = 0

√
and its roots are m = 0, 0, −1 ± j 3. And the desired solution can be written as
√ √
y = c1 + c2 x + e−x (c3 cos 3x + c4 sin 3x)

Example 8.

Solve the equation

D3 + 8 y = 0

Solution:
The auxiliary equation is

m3 + 8 = 0
(m + 2)(m2 − 2m + 4) = 0
√
and its roots are m = −2, 1 ± j 3. And the desired solution can be written as

y = c1 e−2x + e−x (c2 cos 3x + c3 sin 3x)

Example 9.

Solve the equation

2D3 − D2 + 36D − 18 y = 0

Solution:
The auxiliary equation is

2m3 − m2 + 36m − 18 = 0
(2m − 1)(m2 + 18) = 0

1 √
and its roots are m = , ±j3 2. And the desired solution can be written as
2
1 √ √
y = c1 e 2 x + c2 cos 3 2x + c3 sin 3 2x

Example 10.

Solve the equation

D2 D2 + 4 D3 − 27 y = 0

Solution:
The auxilliary equation is

m2 m2 + 4 m3 − 27 = 0

m2 m2 + 4 m − 3 m2 + 3m + 9 = 0

√
−3 ± 3i 3
and its roots are m = 0, 0, 3, ±2i, . And the desired solution can be written as
2
  √   √ 
3 3 3 3 3
y = c1 + c2 x + c3 e3x + c4 cos 2x + c5 sin 2x + e− 2 x c6 cos x + c7 sin x
3 3
Case 4. Repeated Imaginary Roots
Example 1.
Solve the equation

2
D2 + 5 y = 0

Solution:
The auxiliary equation is
(m2 + 5)2 = 0
(m2 + 5)(m2 + 5) = 0

√ √
and its roots are m = ±j 5, ±j 5. And the desired solution can be written as
√ √ √ √
y = c1 cos 5x + c2 sin 5x + c3 x cos 5x + c4 x sin 5x
√ √
y = (c1 + c3 x) cos 5x + (c2 + c4 x) sin 5x

Example 2.
Solve the equation
D4 + 18D2 + 81 y = 0

Solution:
The auxiliary equation is
m4 + 18m2 + 81 = 0
(m2 + 9)2 = 0

and its roots are m = ±j3, ±j3. And the desired solution can be written as
y = c1 cos 3x + c2 sin 3x + c3 x cos 3x + c4 x sin 3x
y = (c1 + c3 x) cos 3x + (c2 + c4 x) sin 3x
Example 3.
Solve the equation

D4 + 2D2 + 1 y = 0

Solution:
The auxiliary equation is

m4 + 2m2 + 1 = 0
(m2 + 1)2 = 0

and its roots are m = ±j, ±j. And the desired solution can be written as

y = C1 cos x + C2 sin x + C3 x cos x + C4 x sin x

y = (C1 + C3 x) cos x + (C2 + C4 x) sin x

Example 4.
Solve the equation

D4 + 13D2 + 36 y = 0

Solution:
The auxiliary equation is

m4 + 13m2 + 36 = 0
(m2 + 6)2 = 0

√ √
and its roots are m = ±j 6, ±j 6. And the desired solution can be written as
√ √ √ √
y = c1 cos ( 6x) + c2 sin ( 6x) + c3 x cos ( 6x) + c4 x sin ( 6x)
√ √
y = (c1 + c3 x) cos ( 6x) + (c2 + c4 x) sin ( 6x)
Example 5.
Solve the equation
D6 + 9D4 + 24D2 + 16 y = 0

Solution:
The auxiliary equation is
m6 + 9m4 + 24m2 + 16 = 0
(m2 + 1)(m2 + 4)2 = 0

and its roots are m = ±j, ±j2, ±j2. And the desired solution can be written as
y = c1 cos x + c2 sin x + c3 cos 2x + c4 sin 2x + c5 x cos 2x + c6 x sin 2x
y = c1 cos x + c2 sin x + (c3 + c5 x) cos 2x + (c4 + c6 x) sin 2x

Example 6.
Solve the equation
D7 + 9D5 + 24D3 + 16D y = 0

Solution:
The auxiliary equation is
m7 + 9m5 + 24m3 + 16m = 0
m(m2 + 1)(m2 + 4)2 = 0

and its roots are m = 0, ±j, ±j2, ±j2. And the desired solution can be written as
y = c0 + c1 cos x + c2 sin x + c3 cos 2x + c4 sin 2x + c5 x cos 2x + c6 x sin 2x
y = c0 + c1 cos x + c2 sin x + (c3 + c5 x) cos 2x + (c4 + c6 x) sin 2x
Example 7.

Solve the equation

D6 + 3D4 + 3D2 + 1 y = 0

Solution:
The auxiliary equation is

m6 + m4 + 3m2 + 1 = 0
(m2 + 1)3 = 0

and its roots are m = ±j, ±j, ±j. And the desired solution can be written as

y = (c1 cos x + c2 sin x) + (c3 x cos x + c4 x sin x) + (c5 x2 cos x + c6 x2 sin x)

y = (c1 + c3 x + c5 x2 ) sin x + (c2 + c4 x + c6 x2 ) cos x

Example 8.

Solve the equation

D − 1 D4 − 9 y = 0

Solution:
The auxiliary equation is

(m − 1)(m4 − 9) = 0
(m − 1)(m2 + 3)(m2 − 3) = 0

√ √
and its roots are m = 1, ± 3, ±j 3. And the desired solution can be written as
√
y = c1 ex + e 3x
(c2 + c3 x) + (c4 cos 3x + c5 sin 3x)
Example 9.

Solve the equation

D3 − 8 D4 − 4D2 y = 0

Solution:
The auxiliary equation is

(m3 − 8)(m4 − 4m2 ) = 0

(m − 2)(m2 + 2m + 4)m2 (m2 − 4) = 0

√
and its roots are m = 0, 0, 2, 2, −2, −1 ± j 3. And the desired solution can be written as
√ √ 
y = c1 + c2 x + e2x (c3 + c4 x) + c5 e−2x + e−x c6 cos ( 3x) + c7 sin ( 3x)

√ √
y = c1 + c2 x + c3 e2x + c4 xe2x + c5 e−2x + c6 e−x cos ( 3x) + c7 e−x sin ( 3x)

Example 10.

Solve the equation

D5 − D2 D2 + 10D − 40 y = 0

Solution:
The auxiliary equation is

(m5 − m2 )(m2 + 10m − 40) = 0

m2 (m3 − 1)(m2 + 10m − 40) = 0
m2 (m − 1)(m2 + m + 1)(m2 + 10m − 40) = 0

√
1±j 3 √
and its roots are m = 0, 0, 1, − , −5 ± 65. And the desired solution can be written
2
as
√ √
 √   √ 
x (−5+ 65)x (−5− 65)x − 12 x 3 3
y = c1 + c2 x + c3 e + c4 e + c5 e +e c6 cos x + c7 sin x
2 2
Bibliography

[Bergeron, 2017] Bergeron, C. (2017). Differential Equation, Fall 2017.

[Boyce and Diprima, 2001] Boyce, W. and Diprima, R. (2001). Elementary Differential
Equations with Boundary Value Problems. John Wylie & Sons, Inc.

[Bronson and Costa, 2009] Bronson, R. and Costa, G. (2009). Schaum’s Outline of
Differential Equations. McGraw-Hill Education, 3rd edition.

[Chasnov, 2016] Chasnov, J. (2016). Introduction to Differential Equations.

[Dawkins, 2018] Dawkins, P. (2018). Paul’s Online Notes.

[Lebl, 2019] Lebl, J. (2019). Notes on Diffy Qs: Differential Equations for Engineers.
Independently Published.

[Rainville et al., 2013] Rainville, D., Bedient, P., and Bedient, R. (2013). Elementary
Differential Equations: Pearson New International Edition. Pearson Education, Limited.

[Trench, 2013] Trench, W. (2013). Elementary Differential Equations.

[William and Grossman, 1997] William, D. and Grossman, S. (1997). Elementary

Differential Equations. Addison - Wesley Educational Publisher Inc., 4th edition.

[Zill, 2012] Zill, D. (2012). A First Course in Differential Equations with Modeling
Applications. Cengage Learning.
Module 6 Non-Homogeneous Linear
Differential Equations

Introduction

In this module, we shall learn how to solve non-homogeneous higher-order linear

differential equation. You will learn to use the method of undetermined coefficients and
inspection for equations with constant coefficients. Also, the method of reduction of order
and the variation of parameters will be discussed for you to be able to solve second-order
equations.

Topic Outcomes

1. Show the particular solution of a non-homogeneous linear differential equation with

constant coefficient using the method of undetermined coefficient correctly.

2. Show the particular solution of a non-homogeneous linear differential equation with

constant coefficient using the method of inspection correctly.

3. Show the particular solution of a non-homogeneous 2nd-order linear differential

equation using the method of reduction of order correctly.

4. Show the particular solution of a non-homogeneous 2nd-order linear differential

equation using the method of variation of parameters correctly.
The Method of Undetermined Coefficients

Given an nth-order linear differential equation

dn y dn−1 y dy
b0 (x) n
+ b 1 (x) n−1
+ · · · + bn−1 (x) + bn (x)y = R(x)
dx dx dx
From the previous lecture it is found out that the general solution of a non-homogeneous
equation is
y = yc + yp
where yc is the complementary function corresponding to the solution of the homogeneous
equation
dn y dn−1 y dy
b0 (x) n + b1 (x) n−1 + · · · + bn−1 (x) + bn (x)y = 0
dx dx dx
and yp is the particular solution that takes on the form of R(x).

The table shown, shows the forms of the particular solution for the different forms of
R(x).

R(x) Assumed Solution

ceax xs · Aeax
Pn (x) = A0 x + A1 xn−1 + · · · + An−1 x + An
n s n
x (B0 x + B1 x n−1
+ · · · + Bn−1 x + Bn )
Pn (x)eax s n
x (B0 x + B1 x n−1
+ · · · + Bn−1 x + Bn ) eax
sin bx,
 cos bx A cos bx + B sin bx
sin bx
eax eax (A cos bx + B sin bx)
cos
 bx
sin bx 
Pn (x)eax xs eax (A0 xn + A1 xn−1 + · · · + An−1 x + Bn ) cos bx
cos bx 
+ (B0 xn + B1 xn−1 + · · · + Bn−1 x + Bn ) sin bx

where: s is the smallest non-negative integer that will make yp (x) not of the same form as
the corresponding homogeneous equation.

NOTE : This method is applicable only if R(x) is of the form similar to the solutions
of a constant coefficient homogeneous linear differential equation.
Example 11.

Solve the equation

(D − 4)y = 5 (1)

Solution:
The auxiliary equation is

m−4=0

and its roots is m = 4.

yc = c1 e4x
yp = A

then direct substitution of yp to (1) yields

(D − 4)yp = 5
Dyp − 4yp = 5

Since yp = A, then

Dyp − 4yp = 5
DA − 4A = 5

5
Solving the equation we have A = − Therefore
4
5
yp = −
4
Hence the general solution of (1) is given by,
5
y = c1 e4x −
4
Example 12.

Solve the equation

D2 + D y = sin x


(1)

Solution:
The auxiliary equation is

m2 + m = 0
m(m + 1) = 0

and its roots are m = 0, −1. Therefore we may write

yc = c1 + c2 e−x
yp = A sin x + B cos x

Using (1) where y = yp

D2 yp + Dyp = sin x (2)
Since

yp = A sin x + B cos x
Dyp = A cos x − B sin x
D2 yp = −A sin x − B cos x

then direct substitution of yp to (2) yields

−A sin x − B cos x + A cos x − B sin x = sin x

(−A + B) cos x + (−A − B) sin x = sin x

1 1
Using equating coefficients we have A = − and B = − .Therefore
2 2
1 1
yp = sin x + cos x
2 2
Hence the general solution of (1) is given by,
1 1
y = c1 + c2 e−x + sin x + cos x
2 2
Example 13.

Solve the equation

(D2 − 4D + 4)y = ex (1)

Solution:
The auxiliary equation is

m2 − 4m + 4 = 0
(m − 2)2 = 0

and its roots are m = 2, 2.

yc = c1 e2x + c2 xe2x
yp = Aex

Using (1) where y = yp

D2 yp − 4Dyp + 4yp = ex (2)
Since

yp = Aex
Dyp = Aex
D2 yp = Aex

then direct substitution of yp to (2) yields

Aex − 4Aex + 4 = ex

Solving the equation we have A = 1. Therefore

yp = ex

Hence the general solution of (1) is given by,

y = c1 e2x + c2 xe2x + ex
Example 14.

Solve the equation

(D2 − 3D + 2)y = 2x2 + 1 (1)

Solution:
The auxiliary equation is

m2 − 3m + 2 = 0
(m − 2)(m − 1) = 0

and its roots are m = 1, 2.

yc = c1 ex + c2 e2x
yp = A + Bx + Cx2

Using (1) where y = yp

D2 yp − 3Dyp + 2yp = 2x2 + 1 (2)
Since

yp = A + Bx + Cx2
Dyp = B + 2Cx
D2 yp = 2C

then direct substitution of yp to (2) yields

2C − 3(B + 2Cx) + 2(A + Bx + Cx2 ) = 2x+ 1

Solving the equation we have A = 4, B = 3, C = 1. Therefore

yp = 4 + 3x + x2

Hence the general solution of (1) is given by,

y = c1 ex + c2 e2x + x2 + 3x + 4
Example 15.

Solve the equation

(D2 + 3D + 2)y = 2 sin 3x (1)

Solution:
The auxiliary equation is

m2 + 3m + 2 = 0
(m + 2)(m + 1) = 0

and its roots are m = −2, −1.

yc = c1 e−2x + c2 e−x
yp = A sin 3x + B cos 3x

Using (1) where y = yp

D2 yp + 3Dyp + 2yp = 2 sin 3x (2)
Since

yp = A sin 3x + B cos 3x
Dyp = 3A cos 3x − 3B sin 3x
D2 yp = −9A sin 3x − 9B cos 3x

then direct substitution of yp to (2) yields

−9A sin 3x − 9B cos 3x + 3(3A cos 3x − 3B sin 3x) + 2(A sin 3x + B cos 3x) = 2 sin 3x
(−7A − 9B) sin 3x + (9A − 7B) cos 3x = 2 sin 3x

7 9
Using equating coefficients we have A = − and B = − . Therefore
65 65
7 9
yp = − sin 3x − cos 3x
65 65
Hence the general solution of (1) is given by,
7 9
y = c1 e−2x + c2 e−x − sin 3x − cos 3x
65 65
Example 16.

Solve the equation

(D2 − 3D + 2)y = 2x3 − 9x2 + 6x (1)

Solution:
The auxiliary equation is

m2 − 3m + 2 = 0
(m − 2)(m − 1) = 0

and its roots are m = 1, 2.

yc = c1 ex + c2 e2x
yp = A + Bx + Cx2 + Ex3

Using (1) where y = yp

D2 yp − 3Dyp + 2yp = 2x3 − 9x2 + 6x (2)

Since

yp = A + Bx + Cx2 + Ex3
Dyp = B + 2Cx + 3Ex2
D2 yp = 2C + 6Ex

then direct substitution of yp to (2) yields

2C + 6Ex − 3(B + 2Cx + 3Ex2 ) + 2(A + Bx + Cx2 + Ex3 ) = 2x3 − 9x2 + 6x

Solving the equation we have A = 0, B = 0, C = 0, E = 1. Therefore

y p = x3

Hence the general solution of (1) is given by,

y = c1 ex + c2 e2x + x3
Example 17.

Solve the equation

(D2 + 4)y = 5ex − 4x (1)

Solution:
The auxiliary equation is

m2 + 4 = 0

and its roots are m = ±j2.

yc = c1 cos 2x + c2 sin 2x
yp = A + Bx + Cex

Using (1) where y = yp

D2 yp − 3Dyp + 2yp = 5ex − 4x (2)
Since

yp = A + Bx + Cex
Dyp = B + Cex
D2 yp = Cex

then direct substitution of yp to (2) yields

Cex + 4(A + Bx + Cex ) = 5ex − 4x

Solving the equation we have A = 0, B = −1, C = 1. Therefore

yp = −x + ex

Hence the general solution of (1) is given by,

y = c1 cos 2x + c2 sin 2x − x + ex
Example 18.

Solve the equation

(D2 + 4)y = 5ex − 4x2 (1)

Solution:
The auxiliary equation is

m2 + 4 = 0

and its roots are m = ±j2.

yc = c1 cos 2x + c2 sin 2x
yp = A + Bx + Cx2 + Eex

Using (1) where y = yp

D2 yp − 3Dyp + 2yp = 5ex − 4x2 (2)
Since

yp = A + Bx + Cx2 + Eex
Dyp = B + 2Cx + Eex
D2 yp = 2C + Eex

then direct substitution of yp to (2) yields

2C + Dex 4(A + Bx + Cx2 + Dex ) = 5ex − 4x2

1
Solving the equation we have A = , B = 0, C = −1, E = 1 Therefore
2
1
yp = − x2 + e x
2
Hence the general solution of (1) is given by,
1
y = c1 cos 2x + c2 sin 2x + − x2 + e x
2
Example 19.

Solve the equation

(D2 − 9)y = 4e2x (1)

Solution:
The auxiliary equation is

m2 − 9 = 0
(m − 3)(m + 3) = 0

and its roots are m = −3, 3.

yc = c1 e−3x + c2 e3x
yp = Ae2x

Using (1) where y = yp

(D2 − 9)yp = 4e2x (2)
Since

yp = Ae3x
Dyp = 2Ae2x
D2 yp = 4Ae2x

then direct substitution of yp to (2) yields

4Ae2x − 9Ae3x = 4e2x

4
Solving the equation we have A = − Therefore
5
4
yp = − e2x
5
Hence the general solution of (1) is given by,
4
y = c1 e−3x + c2 e3x − e2x
5
Example 20.

Solve the equation

y 00 − 3y 0 − 4y = 6ex (1)

Solution:
Rewrite (1) as
(D2 − 3D − 4)y = 6ex (2)
The auxiliary equation is

m2 − 3m − 4 = 0
(m − 4)(m + 1) = 0

and its roots are m = −1, 4.

yc = c1 e−x + c2 xe4x
yp = Aex

Using (2) where y = yp

(D2 − 3D − 4)yp = 6ex (3)
Since

yp = Aex
Dyp = Aex
D2 yp = Aex

then direct substitution of yp to (3) yields

Aex − 3Aex − 4Aex = 6ex

Solving the equation we have A = −1. Therefore

yp = −ex

Hence the general solution of (1) is given by,

y = c1 e−x + c2 xe4x − ex
Particular Solution by Inspection

It is frequently easy to obtain a particular solution of a non-homogeneous equation

dn y dn−1 y dy
b0 (x) n + b1 (x) n−1 + · · · + bn−1 (x) + bn (x)y = R(x)
dx dx dx
by inspection if R(x) is a constant. Say that R(x) = R0 and if bn 6= 0, then
R0
yp =
bn
is a solution of
dn y dn−1 y dy
b0 (x) n
+ b 1 (x) n−1
+ · · · + bn−1 (x) + bn (x)y = R0 .
dx dx dx

Suppose bn = 0 and let Dk y the lowest ordered derivative, then

R0 xk
yp =
k!bn−k

Example 1.
Solve the equation
(D2 + 4)y = 12 (1)

Solution:
The auxiliary equation is
m2 + 4 = 0
and its roots are m = ±j2. Hence the complimentary function is given by
yc = c1 cos 2x + c2 sin 2x

By inspection a particular solution of (1) is

12
yp = =3
4
Therefore the general solution of (1) is
y = c1 cos 2x + c2 sin 2x + 3
Example 2.
Solve the equation
(D2 + 4D + 4)y = 8 (1)

Solution:
The auxiliary equation is
m2 + 4m + 4 = 0
(m + 2)2 = 0
and its roots are m = −2, −2. Hence the complimentary function is given by
yc = c1 e−2x + c2 e−2x

By inspection a particular solution of (1) is

8
yp = =2
4
Therefore the general solution of (1) is
y = c1 e−2x + c2 e−2x + 2

Example 3.
Solve the equation
(D2 + 4D)y = 12 (1)

Solution:
The auxiliary equation is
m2 + 4m = 0
m(m + 4) = 0
and its roots are m = 0, −4. Hence the complimentary function is given by
yc = c1 + c2 e−4x

By inspection a particular solution of (1) is

12x
yp = = 3x
4
Therefore the general solution of (1) is
y = c1 + c2 e−4x + 3x
Example 4.
Solve the equation
(D3 − 3D + 2)y = 7 (1)

Solution:
The auxiliary equation is
m3 − 3m + 2 = 0
(m − 1)2 (m + 2) = 0
and its roots are m = 1, 1, −2. Hence the complimentary function is given by
yc = c1 ex + c2 xex + c3 e−2x

By inspection a particular solution of (1) is

−7
yp =
2
Therefore the general solution of (1) is
7
y = c1 ex + c2 xex + C3 e−2x −
2

Example 5.
Solve the equation
(D4 − 4D2 )y = 24 (1)

Solution:
The auxiliary equation is
m4 − 4m2 = 0
(m)2 (m2 − 4) = 0
and its roots are m = 0, 0, −2, 2. Hence the complimentary function is given by
yc = c1 + c2 x + c3 e−2x + c4 e2x

By inspection a particular solution of (1) is

−24x2
yp = = −3x2
2(−4)
Therefore the general solution of (1) is
y = c1 + c2 x + c3 e−2x + c4 e2x − 3x2
Example 6.

Solve the equation

(D5 − D3 )y = 24 (1)

Solution:
The auxiliary equation is

m5 − m3 = 0
m3 (m2 − 1) = 0

and its roots are m = 0, 0, 0, −1, 1. Hence the complimentary function is given by

yc = c1 + c2 x + c3 x2 + c4 e−x + c5 ex

By inspection a particular solution of (1) is

24x3
yp = = −4x3
6(−1)

Therefore the general solution of (1) is

y = c1 + c2 x + c3 x2 + c4 e−x + c5 ex − 4x3
Example 7.
Solve the equation
(D2 + 9)y = 18 (1)

Solution:
The auxiliary equation is
m2 + 9 = 0
and its roots are m = ±j3. Hence the complimentary function is given by
yc = c1 cos 3x + c2 sin 3x

By inspection a particular solution of (1) is

18
yp = =9
2
Therefore the general solution of (1) is
y = C1 cos 3x + C2 sin 3x + 9

Example 8.
Solve the equation
(D4 + 4D2 + 4)y = −20 (1)

Solution:
The auxiliary equation is
m4 + 4m2 + 4 = 0
(m2 + 2)2 = 0
√
and its roots are m = ±j 2. Hence the complimentary function is given by
√ √
yc = c1 cos 2x + c2 sin 2x
By inspection a particular solution of (1) is
−20
yp = = −5
4
Therefore the general solution of (1) is
√ √
y = c1 cos 2x + c2 sin 2x − 5
Example 9.
Solve the equation
(D5 − 9D3 )y = 27 (1)

Solution:
The auxiliary equation is
m5 − 9m3 = 0
m3 (m2 − 9) = 0
and its roots are m = 0, 0, 0, −3, 3. Hence the complimentary function is given by
yc = c1 + c2 x + c3 x3 + c4 e−3x + c5 e3x
By inspection a particular solution of (1) is
27x3 1
yp = = − x3
6(−9) 2
Therefore the general solution of (1) is
1
y = c1 + c2 x + c3 x3 + c4 e−3x + c5 e3x − x3
2

Example 10.
Solve the equation
(D4 + D2 )y = −12 (1)

Solution:
The auxiliary equation is
m4 + m2 = 0
m2 (m2 + 1) = 0
and its roots are m = 0, 0, ±j. Hence the complimentary function is given by
yc = c1 + c2 x + c3 cos x + c4 sin x
By inspection a particular solution of (1) is
−12x2
yp = = −6x2
2(1)
Therefore the general solution of (1) is
y = c1 + c2 x + c3 cos x + c4 sin x − 6x2
Reduction Order

This method proposed by D’Alembert is not only applicable to equations with constant
coefficient but also to equations with variable coefficients. However, we did not deal with
such equations for the method of solving the complementary functions of such equations
involves a more complicated approach.

Consider a second-order equation in the form

y 00 + P (x)y + Q(x)y = R(x)

Suppose we know a solution y = y1 corresponding to a homogeneous equation

y 00 + P (x)y + Q(x)y = 0

We want another solution that is linearly independent with the other solution. Let y2
be the solution corresponding to R(x) and y1 and y2 are linearly independent, then their
y2 y2 (x)
quotient is nont a constant on the interval, i.e., = u(x) or y2 (x) = u(x)y1 (x).
y1 y1 (x)
The function u(x) can be found by substituting y2 (x) = u(x)y1 (x) into the given differential
equation. This method is called reduction of order because we must solve a linear first-order
differential equation to find u.

Introduce a new variable u

y2 = uy1
It follows that

y20 = y1 u0 + uy10
y200 = y1 u00 + 2y10 u0 + uy100

Substitute y2 and its derivatives in the differential equation

y 00 + P y 0 + Qy = R

We have
y1 u00 + 2y10 u0 + uy100 + (y1 u0 + uy10 ) · P + y1 u · Q = R.
Combining all u’s
y1 u00 + (2y10 + P y1 )u0 + (y100 + P y10 + Qy1 )u = R
But y1 is a solution of y 00 + P y + Qy = 0, hence we will have

y1 u00 + (2y10 + P y1 )u0 = R (2)

Now, let us have u0 = w, then u00 = w0 , then (1) becomes
y1 w0 + (2y10 + P y1 )w = R (3)
in which (2) is linear in w.

Using the methods discussed before, we can solve for w. Then form u0 = w we can get
u and finally we can have the other solution y2 = uy1

Note that the method is not restricted to equations constant coefficients. It depends
only upon our knowing a single nonzero solution of equation. For practical purposes, the
method depends also upon our being able to effect the integration.

Example 1.
(D2 − 1)y = x − 1 (1)

Solution:
yc = c1 ex + c2 e−x
Let
yp = vex
Dyp = vex + v 0 ex
D00 yp = vex + v 0 ex + v 0 ex + v 00 ex
D00 yp = v 00 ex + 2vex + vex
Substitute directly to (1) when y = yp
v 00 ex + 2vex + vex − vex = x − 1
v 00 ex + 2v 0 ex = x − 1
Let v 0 = ω, then
v 00 ex + 2v 0 ex = x − 1
ω 0 ex + 2ωex = x − 1
   
1 0 x x 1
x
ω e + 2ωe = x − 1 x
e e
x−1
ω 0 + 2ω =
ex
dω
+ 2ω = e−x (x − 1)
dx
We now have,
dω + 2ωdx = e−x (x − 1)dx (2)
Solving for the integrating factor we have
R
2dx
e = e2x

Multiplying the integrating factor to (2) yields

e2x dω + 2ωe2x = ex (x − 1)dx

d(ωe2x ) = xex dx − ex dx
Z Z Z
d(ωe ) = xe dx − ex dx
2x x

ωe2x = xex − 2ex

Solving for ω we have

xex − 2ex
ω=
e2x
x−2
ω=
ex
Since v 0 = ω, then
dv
=ω
dx
dv = e−x (x − 2)dx
Z Z Z
dv = xe dx − 2 e−x dx
−x

v = −xe−x − e−x + 2e−x

v = −xe−x + e−x

Now since yp = vex , and v = −xe−x + e−x , then

yp = (−xe−x + e−x )ex

yp = −x + 1

And therefore

y = c1 ex + c2 e−x − x + 1
Example 2.
(D2 − 5D + 6)y = 2ex (1)

Solution:

yc = c1 ex + c2 e−x

Let

yp = ve2x
Dyp = 2ve2x + v 0 e2x
D00 yp = v 00 e2x + 4v 0 e2x + 4ve2x

Substitute directly to (1) when y = yp

v 00 e2x + 4v 0 e2x + 4ve2x − 5(2ve2x + v 0 e2x ) + 6ve2x = 2ex

v 00 e2x − v 0 e2x = 2ex

Let v 0 = ω, then

v 00 e2x − v 0 e2x = 2ex

ω 0 e2x − ωe2x = 2ex
e2x (ω 0 − ω) = 2ex
   
1 2x 0 1
2x
e (ω − ω) = 2ex 2x
e e
dω
− ω = 2e−x
dx
We have
dω − ωdx = 2e−x dx (2)
Solving for the integrating factor we have
R
e− dx
= e−x

Multiplying the integrating factor to (2) yields

e−x dω − ωe−x dx = 2e−x ex dx

d(ωe−x ) = 2e−2x
Z Z
d(ωe ) = 2 e−2x
2x

ω
= −4e−2x
ex
Solving for ω we have

ω = −4e−x

Since v 0 = ω, then
dv
=ω
dx
dv = −4e−x dx
Z Z
dv = −4 e−x dx

v = 4e−x

Now since yp = ve2x , and v = 4e−x , then

yp = 4e−x e2x
yp = 4ex

And therefore

y = c1 ex + c2 e−x + 4ex
Example 3.
(D2 + 1)y = sec x (1)

Solution:

yc = c1 cos x + c2 sin x

Let

yp = v sin x
Dyp = v cos x + v 0 sin x
D00 yp = v 00 sin x + 2v 0 cos x − v sin x

Substitute directly to (1) when y = yp

v 00 sin x + 2v 0 cos x − v sin x + v sin x = sec x

v 00 sin x + 2v 0 cos x = sec x

Let v 0 = ω, then

v 00 sin x + 2v 0 cos x = sec x

ω 0 sin x + 2ω cos x = sec x
ω 0 + 2ω cot x = sec x csc x
dω
+ 2ω cot x = sec x csc x
dx
We have
dω + 2ω cot xdx = sec x csc xdx (2)
Solving for the integrating factor we have
R
e 2 cot xdx
= e2 ln | sin x| = sin2 x

Multiplying the integrating factor to (2) yields

sin2 xdω + 2ω cot x sin2 xdx = sec x csc x sin2 xdx

sin2 xdω + 2ω cos x sin xdx = tan xdx
d(ω sin2 x) = tan xdx
ω sin2 x = − ln | cos x|

Solving for ω we have

ω = − csc2 x ln | cos x|
Since v 0 = ω, then
dv
=ω
dx
dv = − csc2 x ln | cos x|dx
Z Z
dv = − csc2 x ln | cos x|dx

v = cot x ln | cos x| − x
Now since yp = v sin x, and v = cot x ln | cos x| − x, then
yp = (cot x ln | cos x| − x) sin x
yp = cos x ln | cos x| − x sin x
And therefore
y = c1 cos x + c2 sin x + cos x ln | cos x| − x sin x

Example 4.
(D2 + 1)y = sec3 x (1)

Solution:
yc = c1 cos x + c2 sin x
Let
yp = v cos x
Dyp = −v sin x + v 0 cos x
D00 yp = v 00 cos x − 2v 0 sin x − v cos x
Substitute directly to (1) when y = yp
v 00 cos x − 2v 0 sin x − v cos x + v cos x = sec3 x
v 00 cos x − 2v 0 sin x = sec3 x
Let v 0 = ω, then
v 00 cos x − 2v 0 sin x = sec3 x
ω 0 cos x − 2ω sin x = sec3 x
ω 0 − 2ω tan x = sec4 x
dω
− 2ω tan x = sec4 x
dx
We have
dω − 2ω tan xdx = sec4 xdx (2)
Solving for the integrating factor we have
R
e− 2 tan xdx
= e−2 ln | cos x| = cos2 x

Multiplying the integrating factor to (2) yields

cos2 xdω − 2ω tan x cos2 xdx = sec4 x cos2 xdx

cos2 xdω − 2ω sin x cos xdx = sec2 xdx
d(ω cos2 x) = sec2 xdx
ω cos2 x = tan x

Solving for ω we have

ω = tan x sec2 x

Since v 0 = ω, then
dv
=ω
dx
dv = tan x sec2 xdx
Z Z
dv = tan x sec2 xdx
1
v= tan2 x
2
Now since yp = v cos x, and v = 12 tan2 x, then

1 1
yp = tan2 x cos xyp = sec x sin2 x
2 2
And therefore
1
y = c1 cos x + c2 sin x + sec x sin2 x
2
Example 5.

(D2 + 1)y = csc x cot x (1)

Solution:

yc = c1 cos x + c2 sin x

Let

yp = v sin x
Dyp = v cos x + v 0 sin x
D00 yp = v 00 sin x + 2v 0 cos x − v sin x

Substitute directly to (1) when y = yp

v 00 sin x + 2v 0 cos x − v sin x + v sin x = csc x cot x

v 00 sin x + 2v 0 cos x = csc x cot x

Let v 0 = ω, then

v 00 sin x + 2v 0 cos x = csc x cot xω 0 sin x + 2ω cos x = csc x cot x

ω 0 + 2ω cot x = csc x cot x csc x
dω
+ 2ω cot x = csc2 x cot x
dx
dω + 2ω cot x = csc2 x cot xdx (2)
Solving for the integrating factor we have
R
e 2 cot xdx
= e2 ln | sin x| = sin2 x

Multiplying the integrating factor to (2) yields

sin2 xdω + 2ω cot x sin2 x = csc2 x cot x sin2 xdx

sin2 xdω + 2ω cos x sin xdx = cot xdx
d(ω sin2 x) = cot xdx
ω sin2 x = ln | sin x|

Solving for ω we have

ω = csc2 x ln | sin x|
Since v 0 = ω, then
dv
=ω
dx
dv = csc2 x ln | sin x|dx
Z Z
dv = csc2 x ln | sin x|dx

v = − cot x ln | sin x| − cot x − x

Now since yp = v sin x, and v = − cot x ln | sin x| − cot x − x, then

 
yp = − cot x ln | sin x| − cot x − x sin x
yp = − cos x ln | sin x| − cos x − x sin x

And therefore

y = c1 cos x + c2 sin x − cos x ln | sin x| − cos x − x sin x

Variation of Parameters

We have already established that the solution of the homogeneous equation

y 00 + P (x)y + Q(x)y = 0 (1)

can be used to determine the general solution of the non-homogeneous equation

y 00 + P (x)y + Q(x)y = R(x) (2)

Now, let us make some assumptions, let us suppose that

yc = c1 y1 + c2 y2 (3)

is a solution of (1), in which y1 and y2 are linearly independent. We want a particular

solution of (2) in the form
yp = u1 (x)y1 (x) + u2 (x)y2 (x) (4)
Differentiating, we have

yp0 = u1 y10 + u01 y1 + u2 y20 + u02 y2

y 00 = u1 y100 + 2u01 y10 + u001 y1 + u2 y200 + 2u02 y20 + u002 y2

Substituting yp and its derivatives to (2)

u1 (y100 + P y10 + Qy)+u2 (y200 + P y20 + Qy)+y1 u001 +y10 u01 +y2 u002 +y20 u02 +P (u01 y1 + u02 y2 )+y10 u01 +y20 u02 = R

d
From here (y100 + P y10 + Qy) = 0 and (y200 + P y20 + Qy), while y1 u001 + y10 u01 = (y1 u01 ) and
dx
d
y2 u002 + y20 u02 = (y2 u02 )
dx
Now we have,
d
y1 u01 + y2 u02 + y1 u01 + y2 u02 P + y10 u01 + y20 u02 = R



(5)
dx
comparing the left and the right side og the equation, we will have a system of

y1 u01 + y2 u02 = 0
y10 u01 + y20 u02 = R

By Cramer’s Rule

y1 y2 0 y2 y1 0
W = W1 = W2 =
y10 y20 R y20 y10 R
We can solve for u01 and u02
W1 y2 R
u01 ==−
W W
0 W2 y1 R
u2 = =
W W
The functions u1 and u2 can be found by integration. The determinant W is recognized as
the Wronskian of y1 and y2 . By linear independence on I, we know that W (y1 , y2 ) 6= 0 for
every real x.

Example 1.
(D2 − 1)y = ex + 1 (1)

Solution:
yc = c1 ex + c2 e−x
yp = Aex + Be−x
y 0 = Aex + A0 ex − Be−x + B 0 e−x
Let
A0 ex + B 0 e−x = 0 (2)

Dyp = Aex − Be−x

D00 yp = Aex + A0 ex + Be−x − B 0 e−x
Substitute directly to (1) when y = yp
Aex + A0 ex + Be−x − B 0 e−x − (Aex + Be−x ) = ex + 1
A0 ex − B 0 e−x = ex + 1
Hence,
A0 ex − B 0 e−x = ex + 1 (3)
Solving (2) and (3) simultaneously to get
ex + 1
A0 =
2ex
Solving for A we have
ex + 1
A0 = x
2e
Z
1
A0 = e−x (ex + 1)dx
2
1
A = (x − ex )
2
Using (2) substitute A0 to solve B 0 , yields
 x 
e +1 x
e + B 0 e−x = 0
2ex
1
B 0 e−x = (ex + 1)
2
1
B 0 = − ex (ex + 1)
2
1
B 0 = − (e2x + ex )
2Z
1 2x
B0 = − (e + ex )
2
1 1
B = − e2x − ex
4 2
1 1 1
Since A = (x − ex ) and B = − e2x − ex , then
2 4 2
 
1 x x 1 2x 1 x −x
yp = (x − e )e + − e − e e
2 4 2
1 1
yp = xex − ex − 1
2 4
Therefore the general solution of (1) is
1 1
y = c1 ex + c2 e−x + xex − ex − 1
2 4
Example 2.

(D2 + 1)y = csc x (1)

Solution:

yc = c1 cos x + c2 sin x
yp = A cos x + B sin x
y 0 = −A sin x + A0 cos x − B cos x + B 0 sin x

Let
A0 cos x + B 0 sin x = 0 (2)

Dyp = −A sin x + B cos x

D00 yp = −A cos x − A0 sin x − B sin x + B 0 cos x

Substitute directly to (1) when y = yp

−A cos x − A0 sin x − B sin x + B 0 cos x + A sin x + B cos x = csc x

−A0 sin x + B 0 cos x = csc x

−A0 sin x + B 0 cos x = csc x (3)

Multiply (2) by sin x then (2) becomes

A0 cos x sin x + B 0 sin2 x = 0 (4)

Multiply (3) by cos x then (3) becomes

−A0 sin x cos x + B 0 cos2 x = csc x cos x (5)

Solving (4) and (5) simultaneously to get

B 0 = cot x

Solving for B we have

B 0 = cot x
B = ln | sin x|
Using (2) substitute B 0 to solve A0 , yields

A0 cos x + cot x sin x = 0

A0 cos x + cos x = 0
A0 cos x = − cos x
A0 = −1
A = −x

Since A = −x and B = ln | sin x|, then

yp = −x cos x + sin x ln | sin x|

Therefore the general solution of (1) is

y = c1 cos x + c2 sin x − x cos x + sin x ln | sin x|

Example 3.

(D2 + 1)y = csc x cot x (1)

Solution:

yc = c1 cos x + c2 sin x
yp = A cos x + B sin x
yp0 = −A sin x + A0 cos x − B cos x + B 0 sin x

Let
A0 cos x + B 0 sin x = 0 (2)

Dyp = −A sin x + B cos x

D00 yp = −A cos x − A0 sin x − B sin x + B 0 cos x

Substitute directly to (1) when y = yp

−A cos x − A0 sin x − B sin x + B 0 cos x + A sin x + B cos x = csc x cot x

−A0 sin x + B 0 cos x = csc x cot x

−A0 sin x + B 0 cos x = csc x cot x (3)

Multiply (3) by cos x then (3) becomes

−A0 sin x cos x + B 0 cos2 x = cot2 x (4)

Solving (2) and (4) simultaneously to get

B 0 = cot2 x

Solving for B we have

B 0 = cot2 x
B = − cot x − x

Using (2) substitute B 0 to solve A0 , yields

A0 cos x + B 0 sin x = 0
A0 cos x + cot2 x sin x = 0
A0 cos x = cot2 x sin x
A0 = − cot x
A = − ln | sin x|

Since A = − ln | sin x| and B = − cot x − x, then

yp = −x cos x + sin x ln | sin x|

Therefore the general solution of (1) is

y = c1 cos x + c2 sin x − x cos x + sin x ln | sin x|

Example 4.

(D2 − 1)y = x − 1 (1)

Solution:

yc = c1 ex + c2 e−x
yp = Aex + Be−x
y 0 = Aex + A0 ex − Be−x + B 0 e−x

Let
A0 ex + B 0 e−x = 0 (2)

Dyp = Aex − Be−x

D00 yp = Aex + A0 ex + Be−x − B 0 e−x

Substitute directly to (1) when y = yp

Aex + A0 ex + Be−x − B 0 e−x − (Aex + Be−x ) = x − 1

A0 ex − B 0 e−x = x − 1

A0 ex − B 0 e−x = x − 1 (3)
Solving (2) and (3) simultaneously to get
x−1
A0 =
2ex
Solving for A we have
x−1
A0 = x
2e
Z
1
A0 = e−x (x − 1)dx
2
Z
0 1
A = (xe−x − e−x )dx
2
1
A = − (xe−x )
2
Using (2) substitute A0 to solve B 0 , yields
x−1 x
x
e + B 0 e−x = 0
2e
x−1
B 0 e−x = −
2
0 x−1
B = − −x
Z2e
x−1
B0 = −
2e−x
1
B = − xex + ex
2
1 1
Since A = − (xe−x ) and B = − xex + ex , then
2 2
 
1 −x x 1 x
yp = (xe )e + − xe + e e−x
x
2 2
yp = −x + 1

Therefore the general solution of (1) is

y =1 ex + c2 e−x − x + 1

Example 5.

(D2 + 1)y = sec3 x (1)

Solution:

yc = c1 cos x + c2 sin x
yp = A cos x + B sin x
y 0 = −A sin x + A0 cos x + B cos x + B 0 sin x

Let
A0 cos x + B 0 sin x = 0 (2)

Dyp = −A sin x + B cos x

D00 yp = −A cos x − A0 sin x − B sin x + B 0 cos x
Substitute directly to (1) when y = yp

−A cos x − A0 sin x − B sin x + B 0 cos x + A sin x + B cos x = sec3 x

−A0 sin x + B 0 cos x = sec3 x

−A0 sin x + B 0 cos x = sec3 x (3)

Multiply (2) by sin x then (2) becomes

A0 cos x sin x + B 0 sin2 x = 0 (4)

Multiply (3) by cos x then (3) becomes

−A0 sin x cos x + B 0 cos2 x = sec2 x (5)

Solving (4) and (5) simultaneously to get

B 0 = sec2 x

Solving for B we have

B = tan x

Using (2) substitute B 0 to solve A0 , yields

A0 cos x + sec2 x sin x = 0

A0 cos x = − sec2 x sin x
Z
A = tan x sec2 xdx
1
A = − tan2 x
2
1
Since A = − tan2 x and B = tan x, then
2
1
yp = − tan2 x cos x + tan x sin x
2
1 2
yp = sin x sec x
2
Therefore the general solution of (1) is
1 2
y = c1 cos x + c2 sin x + sin x sec x
2
Bibliography

[Bergeron, 2017] Bergeron, C. (2017). Differential Equation, Fall 2017.

[Boyce and Diprima, 2001] Boyce, W. and Diprima, R. (2001). Elementary Differential
Equations with Boundary Value Problems. John Wylie & Sons, Inc.

[Bronson and Costa, 2009] Bronson, R. and Costa, G. (2009). Schaum’s Outline of
Differential Equations. McGraw-Hill Education, 3rd edition.

[Chasnov, 2016] Chasnov, J. (2016). Introduction to Differential Equations.

[Dawkins, 2018] Dawkins, P. (2018). Paul’s Online Notes.

[Lebl, 2019] Lebl, J. (2019). Notes on Diffy Qs: Differential Equations for Engineers.
Independently Published.

[Rainville et al., 2013] Rainville, D., Bedient, P., and Bedient, R. (2013). Elementary
Differential Equations: Pearson New International Edition. Pearson Education, Limited.

[Trench, 2013] Trench, W. (2013). Elementary Differential Equations.

[William and Grossman, 1997] William, D. and Grossman, S. (1997). Elementary

Differential Equations. Addison - Wesley Educational Publisher Inc., 4th edition.

[Zill, 2012] Zill, D. (2012). A First Course in Differential Equations with Modeling
Applications. Cengage Learning.
Module 7 The Laplace Transform

Introduction

In the introductory calculus, Differential and Integral Calculus, you learned that
differentiation and integration are transforms; this means, roughly speaking, that these
operations transform a function into another function. In this module, we will discuss the
Laplace transform its properties as well as how it can be used to solve initial value
problems of ordinary differential equation.

Topic Outcomes

1. Use the definition of the Laplace transform to derive the transforms of several
elementary functions.

2. Solve for the Laplace transforms of functions using some derived equations.

3. Use the operational properties of the Laplace transform in finding transforms of several
combined functions.

4. Solve initial value problems by applying the Laplace and the inverse Laplace transform.
Definition of the Laplace Transform

Let f be a function defined on the interval, t ≥ 0. Then the integral

Z ∞
L {f (t)} = e−st f (t)dt (1)
0

is called the Laplace Transform of f , provided that the integral converges. This was named
in honor of the French mathematician Pierre-Simon Marquis de Laplace (1749–1827).

When the defining integral (1) converges, the result is a function of s. In this lecture we
shall use a lowercase letter to denote the function being transformed and the corresponding
capital letter to denote its Laplace transform, e.g.

L {f (t)} = F (s), L {g(t)} = G(s), L {y(t)} = Y (s).

Furthermore, the given function f (t) in equation (1) is called the inverse transform of
F (s) and is denoted by L −1 {F (s)}.

f (t) = L −1 {F (s)} (2)

Example 1. Transform of a Constant

Solve for F (s) if f (t) = 1 when t ≥ 0.

Solution:

F (s) = L {f (t)}
Z ∞
F (s) = e−st dt
0
∞
1
F (s) = − e−st
s 0
1
F (s) =
s
Example 2. Transform of t
Evaluate L {t}
Solution:
Z ∞
L {f (t)} = e−st t dt
0
∞ ∞
−te−st
Z
1
L {f (t)} = + e−st dt
s 0 s 0
1
L {f (t)} = +
s 
1 1
L {f (t)} =
s s
1
L {f (t)} =
s2

Example 3. Transform of an Exponential Function

Solve for F (s) if f (t) = eat when t ≥ 0 and a is a constant.

Solution:
F (s) = L {f (t)}
Z ∞
F (s) = eat e−st dt
Z0 ∞
F (s) = e−(s−a)t dt
0
∞
1 −(s−a)t
F (s) = e when, s − a > 0
s−a 0
1
F (s) =
s−a

Linearity of the Laplace Transform

The Laplace Transform is a linear operator, i.e., for any function f (t) and g(t) whose
transform exists as F (s) and G(s), respectively. Say the that a and b are constants, then
L {a f (t) + b g(t)} = a L {f (t)} + b L {g(t)}
L {a f (t) + b g(t)} = a F (s) + b G(s)
Example 4. Transform of a Hyperbolic Function

Solve for F (s) and G(s) if f (t) = coshat and g(t) = sinh at when t ≥ 0 and a is a constant.

Solution:
1 1
Since cosh at = eat + e−at and sinh at = eat − e−at ,



2 2
F (s) = L {cosh at}
 
1 at
F (s) = L −at


e +e
2
1 1
F (s) = L {eat } + L {e−at }
2Z 2
1 ∞ at −st 1 ∞ −at −st
Z
F (s) = e e dt + e e dt
2 0 2 0
 
1 1 1
F (s) = +
2 s−a s+a
s
F (s) = 2
s − a2
For G(s)

G(s) = L {sinh at}

 
1 at
G(s) = L −at


e −e
2
1 1
G(s) = L {eat } − L {e−at }
2Z 2
1 ∞ at −st 1 ∞ −at −st
Z
G(s) = e e dt − e e dt
2 0 2 0
 
1 1 1
G(s) = −
2 s−a s+a
a
G(s) = 2
s − a2
Example 5. Transform of Cosine and Sine Function

Derive the Laplace transform of cos ωt and sin ωt.

Solution by Calculus:
Let f (t) = cos ωt

F (s) = L {cos ωt}

Z ∞
F (s) = e−st cos ωt dt
0
−st ∞ Z ∞
e ω
F (s) = cos ωt − e−st sin ωt dt
−s 0 s 0

Now, Z ∞
1 ω
F (s) = − e−st sin ωt dt (3)
s s 0

Let g(t) = sin ωt

G(s) = L {sin ωt}

Z ∞
G(s) = e−st sin ωt dt
0
∞ ∞
e−st
Z
ω
G(s) = sin ωt − e−st cos ωt dt
−s 0 s 0

Now, Z ∞
ω
G(s) = e−st cos ωt dt (4)
s 0

Examining G(s) and F (s), equation (4) can be written as

ω
G(s) = F (s)
s
Substitute this in (3)

1 ω ∞ −st
Z
F (s) = − e sin ωt dt
s s 0
1 ω
F (s) = − G(s)
s s
1 ω hω i
F (s) = − F (s)
s s s
s
F (s) = 2
s + ω2
Now for G(s)
ω
G(s) = F (s)
s 
ω s
G(s) =
s s2 + ω 2
ω
G(s) = 2
s + ω2

Solution by Complex Methods:

Recall that ejωt = cos ωt + j sin ωt, let f (t) = ejωt

F (s) = L {ejωt }
1
F (s) =
s − jω
s ω
F (s) = 2 2
+j 2
s +ω s + ω2
Now, since f (t) = ejωt cos ωt + j sin ωt=let

f (t) = f1 (t) + f2 (t) (5)

From (5), f1 (t) = cos ωt and f2 (t) = sin ωt

F (s) = F1 (s) + F2 (s)

As derived before,
s ω
F (s) = +j 2
s2 +ω 2 s + ω2
We can conclude that
s ω
F1 (s) = F2 (s) =
s2 + ω2 s2 + ω2
thus,
F1 (s) = L {f1 (t)} = L {cos ωt} F2 (s) = L {f2 (t)} = L {sin ωt}
Example 6. Transform of a Piece-wise Continuous Function

Evaluate L {f (t)} where (

0 0≤t<3
f (t) =
2 t ≥ 3.
Solution:
Z ∞
L {f (t)} = e−st f (t)dt
Z0 3 Z ∞
L {f (t)} = e −st
(0)dt + e−st 2dt
0 3
−st ∞
2e
L {f (t)} = 0 +
−s 3
−3s
2e
L {f (t)} = , s>0
s
Transforms of Some Elementary Functions
Using the definition of the Laplace transform, the table shown next lists the transform
pairs for some common elementary functions. Note here that these are for the functions at
t ≥ 0.
f (t) L {f (t)}

1
1
s
1
t
s2
2!
t2
s3
n!
tn (n = 0, 1, 2, ...)
sn+1
Γ(a + 1)
ta (a > −1)
sa+1
1
eat
s−a
s
cos ωt
s2 + ω2
ω
sin ωt
s2 + ω2
s
cosh at
s 2 − a2
a
sinh at
s2 − a2

The function Γ(a + 1) is called the gamma function defined by the integral
Z ∞
Γ(a + 1) = e−x xa dx.
0

Also,
Γ(a + 1) = a Γ(a)
For integer values of n ≥ 0
Γ(n + 1) = n!
Example 1.
Obtain
L {t2 + 4t − 5}
Solution:

L {t2 + 4t − 5} = L {t2 } + 4L {t} − 5L {1}

   
2! 1 1
L {t + 4t − 5} = 3 + 4 2 − 5
2
s s s
2 4 5
L {t2 + 4t − 5} = 3 + 2 −
s s s
2 + 4s − 5s2
L {t2 + 4t − 5} =
s3

Example 2.
Obtain
L {t3 − t2 + 4t}
Solution:

L {t3 − t2 + 4t} = L {t3 } − L {t2 } + 4L {t}

 
3! 2! 1
L {t − t + 4t} = 4 − 3 + 4 2
3 2
s s s
6 2 4
L {t3 − t2 + 4t} = 4 − 3 + 2
s s s
2
4s − 2s + 6
L {t3 − t2 + 4t} = 4
s

Example 3.
Obtain
L {e−2t + 4e−3t }
Solution:

L {e−2t + 4e−3t } = L {e−2t } + 4L {e−3t }

 
1 1
L {e + 4e } =
−2t −3t
+4
s+2 s+3
5s + 11
L {e−2t + 4e−3t } =
(s + 2)(s + 3)
Example 4.

Obtain
L {et+1 }
Solution:

L {et+1 } = L {et · e}
L {et+1 } = e · L {et }
1
L {et+1 } = e ·
s−1
e
L {e } =
t+1
s−1
Example 5.

Obtain
L {5 sin 2t}
Solution:

L {5 sin 2t} = 5L {sin 2t}

 
2
L {5 sin 2t} = 5 2
s + 22
10
L {5 sin 2t} = 2
s +4
Example 6.

Obtain
L {5 sin 2t + cos 2t}
Solution:

L {5 sin 2t + cos 2t} = 5L {sin 2t} + L {cos 2t}

 
2 s
L {5 sin 2t + cos 2t} = 5 2 2
+ 2
s +2 s + 22
s + 10
L {5 sin 2t + cos 2t} = 2
s +4
Example 7.
Obtain
L {sinh 2t + cosh 2t}
Solution:
L {sin 2t + cosh 2t} = L {sinh 2t} + L {cosh 2t}
2 s
L {sinh 2t + cosh 2t} = 2 2
+ 2
s −2 s − 22
s+2
L {sinh 2t + cosh 2t} = 2
s −4
1
L {sinh 2t + cosh 2t} =
s−2
Example 8.
Solve for F (s) for f (t) = sin 2t cos 2t.

Solution:
F (s) = L {sin 2t cos 2t}
 
1
F (s) = L sin 4t
2
1
F (s) = L {sin 4t}
2
1 4
F (s) = · 2
2 s + 42
2
F (s) = 2
s + 16
Example 9.
√
 
3 1
Solve for F (s) for f (t) = t , use the fact that Γ
2 = π.
2

Solution:
1
F (s) = L {t− 2 }
 
1
Γ − +1
2
F (s) = − 12 +1
 s
1
Γ
2
F (s) = 1

√s
2

πs
F (s) =
s
Inverse Laplace Transform

If F (s) represents the Laplace Transform of a function f (t), i.e., L −1 {f (t)} = F (s),
we say that f (t) is the inverse Laplace transform of F (s). It is defined by the integral
Z σ+j∞
1
L {F (s)} =
−1
F (s)est ds = f (t)u(t) (1)
j2π σ−j∞
where, (
1 t≥0
u(t) =
0 t<0
is the unit step function. Multiplying f (t) to u(t) yields a time function that is zero for t > 0.
Using equation (1) it is possible to derived some specific cases of related f (t) and F (s) and
create a table out of it. If we use this table, we do not have to resort using equation (1) that
requires complex integration to find f (t) given any F (s).
F (s) f (t)
1 δ(t)

1
u(t)
s
1
tu(t)
s2
n!
tn u(t)
sn+1
1
eat u(t)
s−a
s
cos ωt u(t)
s2 + ω2
ω
sin ωt u(t)
s2 + ω2
where, (
∞ t=0
δ(t) =
0 t 6= 0
In evaluating inverse transforms, it often happens that a function of s under
consideration does not match exactly the form of a Laplace transform F (s) given in the
table. It may be necessary to “fix up” the function of s by multiplying and dividing by an
appropriate constant.
Example 1.

Evaluate  
4
L −1
s−5
Solution:
   
4 1 −1 1
L −1
= L
s−5 4 s−5
 
4 1 5t
L −1
= e u(t)
s−5 4

Example 2.

Evaluate  
1
L −1
s5
Solution:

  
1 1 −1 4!
L −1
= L
s5 4! s4+1
 
1 1 4
L −1
= t u(t)
s5 24

Example 3.

Evaluate  
1
L −1
2
s +9
Solution:
   
1 1 −1 3
L −1
= L
s2 + 9 3 s2 + 3 2
 
1 1
L −1
= sin 3t u(t)
s2 + 9 3
Linearity of the Inverse Laplace Transform

The inverse Laplace transform is a linear operator, i.e., for any function F (s) and
G(s) whose inverse transform exists as f (t) and g(t), respectively. Say the that a and b are
constants, then

L −1 {a F (s) + b G(s)} = a L −1 {F (s)} + b L −1 {G(s)}

L −1 {a F (s) + b G(s)} = a f (t) + b g(t)

Example 4.

Evaluate  
6 − 2s
L −1
s2 + 4
Solution:
   
6 − 2s 6 2s
L −1
=L −1
−
s2 + 4 s2 + 4 s2 + 4
     
−1 6 − 2s 2 s
L = 3L −1
−2 2
s2 + 4 s2 + 2 2 s + 22
 
6 − 2s
L −1 2 = 3 sin 2t u(t) − 2 cos 2t u(t)
s +4

Example 5.

Evaluate
s2 + 6s + 9
 
L −1
(s − 1)(s − 2)(s + 4)
Solution: We can use partial fractions expansion.

s2 + 6s + 9
   
−1 −16/5 25/6 1/30
L −1
=L + +
(s − 1)(s − 2)(s + 4) s−1 s−2 s+4
s2 + 6s + 9
       
16 −1 1 25 −1 1 1 −1 1
L −1
=− L + L + L
(s − 1)(s − 2)(s + 4) 5 s−1 6 s−2 30 s+4
2
 
s + 6s + 9 16 25 1
L −1 = − et u(t) + e2t u(t) + e−t u(t)
(s − 1)(s − 2)(s + 4) 5 6 30
Transforms of Derivatives

The goal of this particular topic is for us to be able to use Laplace transform in solving
differential equation. To that purpose we nee to be able to evaluate quantities such as
   2 
dy dy
L and L .
dt dt2

For example, say f 0 (t) is continuous for the interval t ≥ 0, using the definition of the Laplace
transform we have,
Z ∞
L {f (t)} =
0
e−st f 0 (t)dt
0
∞ Z ∞
L {f (t)} = e f (t) + s
0 −st
e−st f (t)dt
0 0
L {f (t)} = −f (0) + s L {f (t)}
0

or
L {f 0 (t)} = sF (s) − f (0) (1)
The assumption here is that e−st f (t) → 0 as t → ∞. Similarly, we have
Z ∞
L {f (t)} =
00
e−st f 00 (t)dt
0
∞ Z ∞
L {f (t)} = e f (t) + s
00 −st 0
e−st f 0 (t)dt
0 0
L {f (t)} = −f (0) + s L {f (t)}
00 0 0

L {f 00 (t)} = s [sF (s) − f (0)] − f 0 (0)

or
L {f 00 (t)} = s2 F (s) − sf (0) − f 0 (0) (2)
In the like manner, we can show that

L {f 000 (t)} = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0) (3)

Transform of a Derivative

If f , f 0 , . . . , f (n−1) are continuous on the interval [0, ∞) and if f (n) (t) is piece-wise
continuous on the interval [0, ∞), then
L {f (n) (t)} = sn F (s) − s(n−1) f (0) − s(n−2) f 0 (0) − · · · − f (n−1) (0) (4)
where F (s) = L {f (t)}.

Example 1.
Evaluate
L f 0 (t)

with f (0) = 1
where
1
F (s) =
s−1
Solution:
L f 0 (t) = sF (s) − 1

s
L f 0 (t) =

−1
s−1
1
L f 0 (t) =

s−1

Example 2.
Evaluate
L f 00 (t) f (0) = 1, f 0 (0) = −1

with
Solution:
L f 00 (t) = s2 F (s) − sf (0) − f 0 (0)


L f 00 (t) = sF (s) − s + 1


Example 3.
Evaluate
L f 000 (t) f (0) = f 0 (0) = f 00 (0) = 0

with
Solution:
L f 000 (t) = s3 F (s) − s2 f (0) − sf 0 (0) − f 00 (0)


L f 000 (t) = s3 F (s)


Properties of the Laplace Transform

It is not convenient to always use the Laplace transform definition each time we wish
to find the Laplace transform of a function f (t). In this lecture we will deal with several
labor saving properties of the Laplace transform that enable us to build up a more extensive
list of transforms without having to resort to the basic definition and integration.

First Shifting Theorem

If L {f (t)} = F (s) and a is any real number, then

L {eat f (t)} = F (s − a) (1)

Equation (1) is called the First-Shifting or the First-Translation Theorem. Sometimes we

can use the notation
L {eat f (t)} = L {f (t)} s→s−a
.
To compute the inverse of F (s − a), we must recognize F (s). The procedures are
summarized symbolically in the following manner,

L −1 {F (s − a)} = L −1 {F (s) s→s−a

} = eat f (t)u(t) (2)

where f (t)u(t) = L −1 {F (s)}.

The Unit Step Function

In engineering, one frequently encounters functions that are either “off” or “on.” For
example, an external force acting on a mechanical system or a voltage impressed on a circuit
can be turned off after a period of time. It is convenient, then, to define a special function
that is the number 0 (off) up to a certain time t > a and then the number 1 (on) after that
time. This function is called the unit step function or the Heaviside function, named after
the English mathematician Oliver Heaviside (1850–1925).

The unit step function u(t) is defined to be

(
0, 0≤t<a
u(t) =
1, t≥a
Second Shifting Theorem

If F (s) = L {f (t)} and a > 0, then

L {f (t − a)u(t − a)} = e−as F (s) (3)

The inverse form of (3) is written as, if f (t) = L −1 {F (s)}, for a > 0, then

L −1 {e−as F (s)} = f (t − a)u(t − a) (4)

The alternative form of the second shifting theorem can be written as

L {g(t)u(t − a)} = e−as L {g(t + a)} (5)

Derivatives of Transforms

If F (s) = L {f (t)} and n = 1, 2, 3, · · · , then

dn
L {tn f (t)} = (−1)n F (s) (6)
dsn

The Convolution Integral

If f (t) and g(t) are piece-wise continuous [0, ∞), then the product, denoted as f (t)∗g(t),
is defined by the integral Z t
f (t) ∗ g(t) = f (τ )g(t − τ )dτ (7)
0
is called the convolution of f and g.

The Convolution Theorem

If f (t) and g(t) with F (s) and G(s) are their respective Laplace transform, are piece-
wise continuous [0, ∞), then

L {f (t) ∗ g(t)} = L {f (t)}L {g(t)} = F (s)G(s) (8)

The convolution theorem is sometimes useful in finding the inverse Laplace transform of the
product of two Laplace transforms.

L −1 {F (s)G(s)} = f (t) ∗ g(t) (9)

Transform of an Integral

1
When g(t) = 1 and L {g(t)} = G(s) = , the convolution theorem implies that
s
Z ∞ 
F (s)
L f (τ )dτ = (10)
0 s
The inverse form of (10),   Z ∞
F (s)
L = f (τ )dτ (11)
s 0

Transform of an Integral

If f (t) is piece-wise continuous on [0, ∞) and periodic with period of T , then

Z T
1
L {f (t)} = e−st f (t)dt (12)
1 − e−sT 0

Example 1. First Shifting Theorem

Evaluate
L {e5t t3 }
using the first shifting theorem.

Solution: Let f (t) = t3

F (s) = L {f (t)}
F (s) = L {t3 }
3!
F (s) = 3+1
s
6
F (s) = 4
s
Now,
L {e5t t3 } = L {e5t f (t)}
L {e5t t3 } = F (s − 5)
6
L {e5t t3 } =
(s − 5)4
Example 2. First Shifting Theorem
Evaluate
L {e−2t cos 4t}
using the first shifting theorem.

Solution: Let f (t) = cos 4t

F (s) = L {f (t)}
F (s) = L {cos 4t}
s
F (s) = 2
s + 42
s
F (s) = 2
s + 16
Now,
L {e−2t cos 4t} = L {e−2t f (t)}
L {e−2t cos 4t} = F (s + 2)
s+2
L {e−2t cos 4t} =
(s + 2)2 + 16
s+2
L {e−2t cos 4t} = 2
s + 4s + 20

Example 3. First Shifting Theorem

Evaluate  
2s + 5
L −1
(s − 3)2
using the first shifting theorem.

Solution:
   
2s + 5 2 11
L −1
=L −1
+
(s − 3)2 s − 3 (s − 3)2
     
2s + 5 1 1
L −1
= 2L −1
+ 11L −1
(s − 3)2 s−3 (s − 3)2
     
2s + 5 −1 1 1
L −1
= 2L + 11L −1
(s − 3)2 s s→s−3 s2 s→s−3
 
2s + 5
L −1 = 2e3t u(t) + 11te3t u(t)
(s − 3)2
Example 4. First Shifting Theorem

Evaluate  
s/2 + 5/3
L −1
s2 + 4s + 6
using the first shifting theorem.

Solution: We have,

s/2 + 5/3 s/2 + 5/3 1 s+2 2 1

2
= 2
= +
s + 4s + 6 (s + 2) + 2 2 (s + 2) + 2 3 (s + 2)2 + 2
2

Now,
   
s/2 + 5/3 −1 1 s+2 2 1
L −1
=L +
s2 + 4s + 6 2 (s + 2)2 + 2 3 (s + 2)2 + 2
     
s/2 + 5/3 1 −1 s+2 2 −1 1
L −1
= L + L
s2 + 4s + 6 2 (s + 2)2 + 2 3 (s + 2)2 + 2
     √ 
s/2 + 5/3 1 −1 s 2 2
L −1
2
= L √ + √ L −1
√
s + 4s + 6 2 s2 + ( 2)2 s→s+2 3 2 s2 + ( 2)2 s→s+2
√
√ √
 
s/2 + 5/3 1 2 −2t
L −1 2 = e−2t cos 2 t u(t) + e sin 2 t u(t)
s + 4s + 6 2 3

Example 5. Second Shifting Theorem

Evaluate F (s)
f (t) = 2u(t) − 3u(t − 2) + u(t − 3)
Solution:

F (s) = L {f (t)}
F (s) = L {2u(t) − 3u(t − 2) + u(t − 3)}
F (s) = 2L {u(t)} − 3L {u(t − 2)} + L {u(t − 3)}
2 e−2s e−3s
F (s) = − 3 +
s s s

Example 6. Second Shifting Theorem

Evaluate  
1 −2s
L −1
e
s−4
1
Solution: Let F (s) =
s−4
f (t) = L −1 {F (s)} = e4t u(t)
Now,
 
1 −2s
L −1
e = L −1 {e−2s F (s)}
s−4
 
1 −2s
L −1
e = e4(t−2) u(t − 2)
s−4

Example 7. Second Shifting Theorem

Evaluate  
s − π2 s
L −1
e
s+ 9
s
Solution: Let F (s) =
s2 +9
f (t) = L −1 {F (s)} = cos 3t u(t)
Now,
 
s − π2 s −1 − π2 s
L −1
e = L {e F (s)}
s2 + 9
     
s − π2 s π π
L −1
e = cos 3 t − u t−
s2 + 9 2 2

Example 8. Second Shifting Theorem- Alternate Form

Evaluate L {cos t u(t − π)}

Solution:
L {cos t u(t − π)} = e−πs L {cos(t + π)}
L {cos t u(t − π)} = −e−πs L {cos t}
s
L {cos t u(t − π)} = − 2 e−πs
s +1
Example 9. Derivative of Transforms

Evaluate L {te3t } using the derivative of transform.

Solution:
d
L {te3t } = (−1) L {e3 t}
ds  
d 1
L {te } = (−1)
3t
ds s − 3
1
L {te3t } =
s−3

Example 10. Derivative of Transforms

Evaluate L {t sin kt} using the derivative of transform.

Solution:
d
L {t sin kt} = (−1) L {sin kt}
ds  
d k
L {t sin kt} = (−1)
ds s2 + k 2
2ks
L {t sin kt} = 2
(s + k 2 )2

Example 11. Transform of a Convolution

Z t 
Evaluate L τ
e sin (t − τ )dτ .
0
Solution:
Z t 
L τ
e sin (t − τ )dτ = L {et } · L {sin t}
Z0 t 
1 1
L τ
e sin (t − τ )dτ · 2 =
s−1 s +1
Z0 t 
1
L eτ sin (t − τ )dτ = 3
0 s − s2 + s − 1
Example 12. An Integral Equation

Solve for f (t) Z t

2 −t
f (t) = 3t − e − f (τ )et−τ dτ
0
Solution:

F (s) = L {f (t)}
 Z t 
F (s) = L 3t − e −
2 −t t−τ
f (τ )e dτ
0
2! 1 1
F (s) = 3 · 3 − − F (s) ·
s s+1 s−1
6 6 1 2
F (s) = 3 − 4 + −
s s s s+1 
6 6 1 2
f (t) = L −1
− + −
s3 s4 s s + 1
f (t) = (3t2 − t3 + 1 − 2e−t )u(t)

Example 13. Transform of a Periodic Function

Find the Laplace transform G(s) of g(t)


1,
 0≤t<1
g(t) = 0, 1≤t≤2

g(t + 2)


Solution:

G(s) = L {g(t)}
Z 2
1
G(s) = e−st g(t)dt
1 − e−2s 0
Z 1 Z 1 
1 −st −st
G(s) = e · 1 · dt + e · 0 · dt
1 − e−2s 0 0
1 1 − e−s
G(s) = ·
1 − e−2s s
1
G(s) =
s(1 + e−s )
Initial Value Problems

The Laplace transform ideally suited for solving linear initial-value problems in which
the differential equation has constant coefficients. Such a differential equation is simply a
linear combination of terms y, y 0 , y 00 , · · · , y (n) . The initial value problem

an y (n) + an−1 y (n−1) + · · · + a0 y = g(t) (1)

subject to
y(0) = y0 , y 0 (0) = y1 , , · · · , y (n−1) (0) = yn−1
where the coefficients and the initial values are constants can be conveniently solved by the
Laplace transform. By the linearity property the Laplace transform of this linear combination
is a linear combination of Laplace transforms

an L {y (n) } + an−1 L {y (n−1) } + · · · + a0 L {y} = L {g(t)} (2)

Then we have,

an sn Y (s)−s(n−1) y0 −· · ·−yn−1 +an−1 sn−1 Y (s)−sn−2 y0 −· · ·−yn−2 +· · ·+a0 Y (s) = G(s)

   

where L {y(t)} = Y (s) and L {g(t)} = G(s). In other words, The Laplace transform of a
linear differential equation with constant coefficient becomes an algebraic equation in Y (s).
We can write the equation in the form

Q(s) G(s)
Y (s) = + , (3)
P (s) P (s)

where P (s) = an sn + an−1 sn−1 + · · · + a0 , Q(s) is a polynomial in s of degree n − 1 and

G(s) is the Laplace transform of g(t). Typically, we put the two terms in (3) over the least
common denominator and then decompose the expression into two or more partial fractions.
Finally, the solution y(t) of the original initial-value problem is

y(t) = L −1 {Y (s)}

The next examples illustrates the foregoing method of solving differential equations
using the Laplace transform.
Example 1.

Solve the problem

x00 (t) − 4x0 (t) + 4x(t) = 4e2t ; x(0) = −1, x0 (0) = −4

Solution:

L {x00 (t) − 4x0 (t) + 4x(t)} = 4 · L {e2t }

1
s2 f (s) − f 0 (0) − sf (0) − 4[sf (s) − f (0)] + 4f (s) = 4 ·
s−2
1
s2 f (s) + 4 − sf (0) − 4sf (s) − 4 + 4f (s) = 4 ·
s−2
1
(s2 − 4s + 4)f (s) = 4 · −s
s−2
4 − s(s − 2)
(s2 − 4s + 4)f (s) =
s−2
4 − s2 + 2s
(s2 − 4s + 4)f (s) =
s−2
4 − s2 + 2s
f (s) =
(s − 2)3
A B C
f (s) = + 2
+
(s − 2) (s − 2) (s − 2)3

Using partial fraction decomposition to solve for A, B, C we have A = −1, B = −2 and

C = 4.
−1 −2 4
f (s) = + 2
+
(s − 2) (s − 2) (s − 2)3
     
−1 −2 4
L {f (s)} = L
−1 −1
+L −1
+L −1
(s − 2) (s − 2)2 (s − 2)3
   
1 1
x(t) = −e2t − 2e2t L −1 2 + 4e2t L −1 2
s s
 
2
x(t) = −e2t − 2e2t t + 4e2t L −1 2
s
2t 2t 2t 2
x(t) = −e − 2e t + 4e t
x(t) = e2t (2t2 − 2t − 1)
Example 2.

Solve the problem

x00 (t) + x(t) = 6 sin 2t

Solution:
 
2
L {x (t) + x(t)} = 4 · L
00
s + 22
2
 
2 0 2
s f (s) − f (0) − sf (0) + f (s) = 6 2
s + 22
12
s2 f (s) − 1 − s(3) + f (3) = 2
s + 22
12
(s2 + 1)f (s) = 2 + 3s + 1
s +4
12 + 3s3 + 12s + s2 + 4
(s2 + 1)f (s) =
s2 + 4
3s + 12s + s2 + 16
3
(s2 + 1)f (s) =
s2 + 4
3s + 12s + s2 + 16
3
1
f (s) = 2
· 2
s +4 s +1
As + B Cs + D
f (s) = 2 + 2
s +4 s +1
Using partial fraction decomposition to solve for A, B, C, D we have A = 0, B = −4, C = −4
and D = 5
−4 −4x + 5
f (s) = + 2
s2
+ 4  s + 1    
2 s 1
L {f (s)} = −2L
−1 −1
+ 3L −1
+ 5L −1
s2 + 4 s2 + 1 s2 + 1
x(t) = −2 sin 2t + 3 cos t + 5 sin t
Example 3.

Solve the problem

y 00 (x) + y(x) = 4ex ; y(0) = 0, y 0 (0) = 0

Solution:

L {y 00 (x) + y(x)} = 4 · L {ex }

s2 f (s) − f 0 (0) − sf (0) + f (s) = 4 · L {ex }
4
(s2 + 1)f (s) =
s−1
4
f (s) =
(s − 1)(s2 + 1)
A Bs + C
f (s) = + 2
s−1 s +1
Using partial fraction decomposition to solve for A, B, C we have A = 2, B = −2 and
C = −2
2 −2s − 2
f (s) = + 2
s − 1  s +1    
1 s 1
L {f (s)} = 2L
−1 −1
− 2L −1
− 2L −1
s−1 s2 + 1 s2 + 1
x(t) = 2ex − 2 cos x − 2 sin x
x(t) = 2(ex − cos x − sin x)
Example 4.

Solve the problem

x00 (t) + 4x(t) = t + 4; x(0) = 1, x0 (0) = 0

Solution:

L {x00 (t) + 4x(t)} = L {t + 4}

s2 f (s) − f 0 (0) − sf (0) + 4f (s) = L {t} + 4L {1}
1 1
s2 f (s) − 0 − s(1) + 4f (s) = 2 + 4
s s
1 4
(s2 + 4)f (s) = 2 + + s
s s
1 + 4s + s3
(s2 + 4)f (s) =
s2
1 + 4s + s3
f (s) = 2 2
s (s + 4)
A B Cx + D
f (s) = + 2 + 2
s s s +4
1
Using partial fraction decompostion to solve for A, B, C we have A = 1, B = , C = 0 and
4
1
D=−
4
1
1 4
− 41
f (s) = + 2 + 2
s s s +4
1
− 41
   
−1 1
L {f (s)} = L
−1
− 2L −1 4
− 2L −1
s s2 s2 + 4
     
−1 1 1 −1 1 1 1 −1 2
x(t) = L + L − · L
s 4 s2 4 2 s2 + 4
1 1
x(t) = 1 + t − sin 2t
4 8
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