DİFERANSİYEL
DİFERANSİYEL
DİFERANSİYEL
Definition: An equation relating an unknown function and one or more of its derivatives is
called a Differential Equation.
d2y dy
2 3 7y 0 (1.1)
dx dx
x : independent variable
In linear differential equations, every derivative and function in the equation has
degree one, and no products of functions or derivatives occur. Otherwise, the
differential (diff.) equation (eqn.) is nonlinear.
A linear constant coefficient diff. eqn. is linear and additionally all coefficient of
function and their derivatives are constant. Otherwise, it is variable coefficient.
Definition: The order of a diff. eqn. is the order of the highest derivative of the unknown
function in the eqn.
d2y dy
Ex: 2 5 6 y 0, linear, ordinary, constant coeff. , 2nd order
dx dx
3
d2y dy
2 5 6 y 0, nonlinear, ordinary, 2nd order
dx dx
2 y y
0, linear, partial dif. eqn., constant coeff. , 2nd order
x 2
t
2
2 y y
0, nonlinear, partial dif. eqn., constant coeff. , 2nd order.
x 2 t
Mathematical Models, 1st Order Systems
Ex 1: Newton’s Law of Cooling: The time rate of change of temperature T(t) of a body is
proportional to the difference between “ T ” and surrounding temperature “ TA ”.
dT (t )
k (T TA ) where k 0.
dt
dT
If T TA so 0 (cooling ),
dt
dT
If T TA so 0 ( heating ).
dt
Ex 2: Torricelli’s Law of Draining: The time rate of change of the volume “V” of water in
adraining tank is proportional to the square root of the depth “y” of
water in the tank.
dV
k y ; if the tank is cylindrical as in the figure
dt
dV dy
V A( area ) . y( height ) A ;
dt dt
dy 1
( k y ) h y ; h k / A : const .
dt A
Ex: The time rate of change of a population P(t) is propotional to the size of population
provided that birth and death rates are constant.
dP
kP; k : const . , P(t ) ce kt satisfies the diff. eqn.
dt
Mathematical Modelling:
Sol’n:
y( x ) 2 x1/ 2 x1/ 2 ln x,
1 1 1 1
y '( x ) 2. . x 1/ 2 x 1/ 2 ln x x 1/ 2 . x 1/ 2 ln x
2 2 x 2
1 1 1
y '( x ) x 1/ 2 ln x y ''( x ) x 1/ 2 ln x x 3/ 2 ln x
2 4 2
1 1
4 x 2 y '' y 4 x 2 y ''( x ) x 1/ 2 ln x x 3/ 2 ln x 2 x1/ 2 x1/ 2 ln x
4 2
x ln x 2 x 2 x x ln x 0.
1/ 2 1/ 2 1/ 2 1/ 2
For all x 0 (note that the natural logarithm is not defined for x 0. )
Ex: y ' y 2 1
2
has no real solution
y '
2
y2 0 has only the trivial solution i.e. y 0.
dy
f ( x, y ), y( xo ) yo .
dx
1 dy
Ex: y( x) satisfies y 2 , y(1) 2.
c x dx
1
y(1) 2 c 3 / 2,
c 1
1 2
y( x ) .
3 / 2 x 3 2x
I. Find a general solution of the diff. eqn. involving the arbitrary constant ‘c’.
II. Calculate ‘c’ using the initial value and find a particular solution.
dy
Ex: Solve the IVP: 2 x 3, y(1) 2
dx
dy
2 x 3 dy 2 x 3 dx y 2 x 3 dx x 2 3x c (General Sol ' n )
dx
y(1) 12 3.1 c 2 c 2
y( x ) x 2 3x 2 ( Particular Sol ' n)
dy
f ( x, y ) can not be solved by direct integration. Therefore,
dx
Slope Fields
dy
f ( x, y ) f ( x, y ) y ' Slope of the curve y(x) on the x-y plane at (x,y).
dx
m y ' f ( x, y ) is the slope of the solution curve at (x,y) on the x-y plane.
!!! Please, study isoclines and slope fields from your book !!!
dy
f ( x, y ), y( a ) b has a at least one solution defined on some open interval
dx
df
‘J’ containing the point x a . If, in addition, the partial derivative is
dy
continuous on that rectangle, then the solution is unique on some (perhaps
smaller) open interval ‘Jo’ containing the point x a .
dy
Ex: 2 y,
dx
f ( x, y ) 2 y is continuous for y 0
f 1
is continuous for y 0.
y y
dy y2
Ex: y 2 x 2 y ' 0 2 is continuous for x 0,
dx x
f 2 y
2 continuous for x 0.
y x
The existence of the sol’n for interval condition (0,1) or (0,0), etc.
Obviously, (from the solution curve) a sol’n does not exist going through
(0,1) but a solution exists for (0,0).
The theorem gives a sufficient condition for existence of the sol’n but
not a necessary one!
1st ORDER DIFFERENTIAL EQUATIONS
1. Linear
Equations
5. Exact 2. Separable
Equations Equations
3. Homogeneous
4. Bernoulli Equations
Equations
dy g ( x)
H ( x, y ) g ( x ). ( y )
dx f ( y)
dy g ( x )
f ( y )dy g ( x )dx
dx f ( y )
f ( y )dy g ( x )dx c
dy
Ex: xy
dx
Solution:
2
x
dy x2
xdx ln y c y Ae 2
y 2
dy
Ex: 6 xy , y(0) 7 y( x ) ?
dx
Solution:
dy dy
6 xy 6 xdx taking integral of both side leads to
dx y
dy
y
6 xdx ln y 3 x 2 c,
2 2 2
y e 3 x c
e 3 x . ec Ae 3 x for x 0 A 7,
2
y ( x ) 7 e 3 x
dy 10 2 x
Ex: 3 , y( x ) ?
dx y 2 y 6
Solution:
dy 10 2 x
3 y 3 2 y 6 dy 10 2 x dx
dx y 2 y 6
y4
y 2 6 y 10 x x 2 c (*)
4
It is not possible to solve for y(x) as a function of x only, which would
be the explicit solution of the diff. eqn. The sol’n in (*) is an implicit
sol’n.
2x
Ex: y ' , y(0) 2, y( x) ?
y x2 y
Solution:
dy 2x
y' (1 x 2 ) ydy 2 xdx
dx y x y
2
2x y2
ydy dx ln(1 x 2 ) c y 2 ln(1 x 2 ) 2c
1 x 2
2
For x 0 & y(0) 2 c 2 & ( ) should be selected
y 2 ln(1 x 2 ) 4; 2 ln(1 x 2 ) 4 0, x
2) Linear Equations (1st order)
dy
General 1st order equation p( x ) y Q( x ) where both P(x) and Q(x) are
dx
continuous in the interval of solution.
e . y e
P ( x )dx P ( x )dx
.Q( x )dx c
P ( x )dx P ( x )dx .Q( x )dx c
y( x ) e e
dy
Ex: 3 y e2 x , y(0) 3, y( x ) ?
dx
Solution:
p( x ) 3, Q( x ) e 2 x , ( x ) e
p ( x ) dx
e 3 x
dy d 3 x
e 3 x e 3 x ( 3 y ) e 3 x .e 2 x , (e y ) e x
dx dx
d (e 3 x y ) e x dx e 3 x y e x dx ye 3 x e x c
y e3 x c e x y(0) 3 e 0 (c 1) c 4,
y ( x ) 4e 3 x e 2 x
y(0) 4 (3 c )1 c 1, y 3 e x
Ex: y ' 3 y x e2 x , y(0) 2 / 9, y ?
Solution:
p( x ) 3, Q( x ) x e 2 x , ( x ) e e
p ( x ) dx 3 dx
e3 x ,
d 3x
e3 x y ' e3 x 3 y ( x e 2 x )e3 x (e y ) xe3 x e x
dx
1 e3 x
e3 x y ( xe3 x e x )dx e3 x y xe3 x ex c
3 9
2 x 2 x
y x / 3 1 / 9 e ce y(0) 2 / 9 0 1 / 9 1 c 2 / 3
x 2 x 2 2 x 1
y( x ) e e
3 3 9
Ex: x3 y ' 4 x 2 y e x , y( x ) ?
Solution:
dy
Coefficient of must be 1 for finding integrating factor
dx
4
4
y e x x 3 ; p ( x ) 4 / x , ( x ) e e x e 4 ln x x 4 ,
p ( x ) dx dx
y '
x
4 4 d ( x4 y)
x y ' x x y x e x x y ' 4 x y dx
4 4 x 3 4 3
x 4 y xe x dx xe x e x c y x 3e x x 4e x cx 4
dy 1
Ex: y , y(1) 0, y( x) ?
dx e x
Solution:
It is not a linear function so we can not use a integrating factor
dy
e y x,(linear diff . eqn.)
dx
dy
x e y ; p( y ) 1, Q( y ) e y , ( y ) e e e y
p ( y ) dy 1dy
dx
d (e y x ) e2 y
e y x ' e y x e y e y e 2 y xe y e 2 y dy c
dx 2
ey e0
x ce y y(1) 0 1 ce 0 c 1 / 2
2 2
y
e e
y
x cosh y y arc cosh x
2
Theorem: If p x and Q x are continuous on the open interval
dy
containing xo , then the IVP p( x ) y Q( x ), y( xo ) yo has a unique solution
dx
y( x ) on , given by y( x ) e
p ( x ) dx a( x )e p ( x ) dx dx c for proper ' c '.
Remarks:
The unique sol’n exists on the entire interval
There are no singular sol’n i.e the given sol’n y( x ) is the general sol’n of the
linear diff. eqn.
1st ORDER DIFFERENTIAL EQUATIONS
1) Separable Equations (1st order)
2) Linear Equations (1st order)
3) Homogeneous Equations (1st order)
4) Bernoulli Equations (1st order)
5) Exact Equations (1st order)
dy
Ex: ( x y 3)2 y( x) ?
dx
Solution:
dv dy dy dv
Let v x y 3 1 1
x dx dx x
dv dv dv
1 v2 1 v2 dx
x dx 1 v2
dv
1 v 2 dx arc tan v x c v tan( x c)
x y 3 tan( x c ) y tan( x c ) x 3
dy y
A homogeneous 1st order diff. eqn. can be written in the form F( )
dx x
or Mdx Ndy 0 : degree of M and N should be equal to each other to satisfy
the homogeneity.
dy dv dv dx
y vx, v x F (v )
dx dx F (v ) v x
2
y
4 v cx 4 cx
2
x
y 2 4 x 2 cx 3 y cx 3 4 x 2
dy
y x2 y 2 ,
1/ 2
Ex: x
dx
dy y x2 y2 dy dv
Solution : y vx xv
x x x x x
dv x2 v2 x2 dv
xv v x 1 v2
x x dx
dv dx dv dx
arcsin v ln x c
1 v2 x 1 v2 x
y vx y x sin(ln x c ) & y(1) 0
0 1.sin(ln 1 c ) c n ; n is integer
y( x ) x sin(ln x n ); n is integer.
4) Bernoulli Equations (1st order)
dy
P( x ) y Q( x ) y n : Bernoulli Eqn. if n=0 or n=1, it is linear; otherwise, nonlinear.
dx
1
dy 1 1nn dv
yv 1 n
v
dx 1 n dx
1 1nn dv 1 n
v P( x )v1 n Q( x )v 1 n
1 n dx
dv
(1 n) P( x )v (1 n )Q( x ); Now, it is linear 1st order eqn. so method of
dx
integration factor can be used.
dy
Ex: 2 xy 4 x 2 3 y 2 , y( x ) ?
dx
Solution:
dy 3 y 2 x 3
; n 1, p( x ) , Q( x ) 2 x
dx 2 x y 2x
dy 1 dv
v y1 n y 2 y v
dx 2 v dx
1 dv 3 v 2 x dv 3v
4x : Nowlinear so p( x ) 3 / x;
2 v dx 2 x v dx x
3
( x) e
p ( x ) dx dx
e x
e 3 ln x x 3
Multiply each side by x 3
dv 3 3v d
x x 3 4 x x 3 vx 3 4 x 2
dx x dx
vx 3 4 x 2 dx 4x 1 c v 4x 2 cx 3
v y 2 4x 2 cx 3 y cx 3 4x 2
dy
Ex: x 6 y 3xy 4 / 3 , y( x ) ?
dx
Solution:
dy 6
y 3 y 4 / 3 ; n 4 / 3; v y1 n y1 4 / 3 y 1/ 3
dx x
dy dv
v y 1/ 3 y v 3 3v 4
dx dx
dv 6 3 dv 2
v 3 v 3 3v 4
4/ 3
3v 4 v 1; Now Linear
dx x dx x
p( x ) 2 / x; ( x ) e e
p ( x ) dx ( 2 / x ) dx
e 2 ln x x 2
dv 2 2 2 d
x x v 1x 2 vx 2 x 2
dx x dx
vx 2 x 2 dx x 1 c v x cx 2 y 1/ 3 y x cx 2
3
1st ORDER DIFFERENTIAL EQUATIONS
1) Separable Equations (1st order)
2) Linear Equations (1st order)
3) Homogeneous Equations (1st order)
4) Bernoulli Equations (1st order)
5) Exact Equations (1st order)
F ( x, y( x )) c, c:constant
F F dy
0 M ( x, y )dx N ( x, y )dy 0 (The diff . form )
x y dx
M ( x, y ) N ( x , y ) dy
dx
dy
Ex : y ' f ( x, y ) f ( x, y ) f ( x, y ) dx 1 .dy 0
dx M ( x, y )
N ( x , y ) 1
In this case, the diff. eqn. () is called a exact diff. eqn. The diff. of F
F F
dF = dx dy Mdx Ndy
x y
How can we determine if a diff. eqn. is exact, and if it is, how can we find
F(x,y)=?
If Fxy and Fyx are both continuous on the open set in x-y plane, then Fxy Fyx
M N
Fx M , Fy N
y x
The diff. eqn. (*) is exact if M y N x and Fx M , Fy N . Otherwise, it is not exact.
Ex: y 3dx 3xy 2 dy 0, y( x ) ?
Sol’n:
M ( x, y ) y 3 , N ( x, y ) 3 xy 2
M N
M y 3y2 , N x 3 y 2 M y N x 3 y 2 Exact
y x
F F
y 3 , F xy 3 g ( y ) 3xy 2 g '( y )
x y
F
3 xy 2 3 xy 2 g '( y ) g '( y ) 0, g ( y ) c
y
F xy 3 c 0 y c / x
1/ 3
dx
N
F
y y
M ( x, y )dx g '( y ) g ( y ) N y M ( x, y )dx
g ( y ) N ( x, y )
y
M ( x, y )dx dy
F ( x, y ) M ( x, y )dx N ( x, y )
y
M ( x, y )dx dy c is the sol'n
HOMEWORK Deadline: 4th November
ii. I will not accept any handwriting solutions which is converted into PDF use
any Editor to write your sol’ns.
iv. Therefore, try to make your homeworks by yourself because the exam will
not be simplier than these questions.
vi. Please, do not share your sol’ns with anybody because Ithenticate or
Turnitin program will automatically grade your mark results as zero.
vii. I have not decided percentage of this HW yet. Please, use your own
variables, letters, symbols and steps in order to be unique.
1/ 2
c x4
Results: y 3
x
x3
Results: y( x) tan( x c)
3
dy yy
Ex6: From book Edwards & Penny, p.78, q:36, y( x ) ?
dx tan x
Hint: Solve by using 2 methods: Seperable and Bernoulli
2
c
Results: y 1
sin x
dy
Ex7: From book Edwards & Penny, xy 3 xy y( x ) ?
dx
Hint: Solve by using 2 methods: Seperable and Bernoulli
1
Results: y 2
1 ce x
Ch-2: MATHEMATICAL MODELS
Simple Population Model: Constant birth and death rates; i.e., No immigration
or emigration.
dP
kP; P(t ) Po .ekt
dt
P '(t ) lim
P (t h ) P (t )
lim
B ( t h ) B ( t ) D ( t h ) D (t )
h0 h h 0 h . P (t )
P '(t ) B '(t ) D '(t ) P(t ) (t ) P(t ) (t ) (t ) (t ) P(t )
dP
P '(t ) P
dt
V(t)
Ex: Throw an object upwards with 100 m/s. What is the max. height it can reach?
Sol’n:
Vo 100 m / s , g 9, 81 m / s 2
V gt Vo 0 9, 81.t 100 t 100 / 9, 81 10, 2 s
1 2 1
y gt Vot yo x9, 81x10, 2 2 100 x10, 2 0 5097 m
2 2
NUMERICAL APPROXIMATION
dy
f ( x, y ) : Not always analytically solvable. So we will make approximation.
dx
dy 2
Ex: e x y( x ) ?
dx
2
Anti-derivatives of e x nonelementary functions that can not be expressed finitely in
terms of known functions.
dy
IVP: f ( x, y ), y( a ) yo If it is not possible to have an analytic expression y(x), we
dx
may want to have a table of values of ‘y’ at selected points of [a,b].
Euler Method: A method for computing a table of numerical approximations to the sol’n
of the IVP.
y1 slope= f ( xo , yo )
yo y1 yo h. f ( xo , yo ); h x1 x0
xo h x1
Similarly,
y2 slope= f ( x1 , y1 )
y2 y1 h. f ( x1 , y1 ); h x2 x1
y1
yn 1 yn h. f ( xn , yn )
x1 h x2
Algorithm for Euler method for 1st order IVP. Given the IVP
dy
f ( x, y ), y( a ) yo yn 1 yn h. f ( xn , yn ), n 0,1, 2, ....
dx
dy
Ex: x y , y ( 0) 1 y ( x ) ?
dx
dy
y x, it is Linear D.E so ( x ) e e
p ( x ) dx 1dx
e x .
dx
dy x d ( ye x )
x
e ye xe x
xe x ye x xe x dx
dx dx
x x x
ye xe e c; y x 1 ce x ,
from y(0) 1 c 2 & y x 1 2e x Exact particular sol'n.
When ‘n’ increases ‘error’ increases and if step size ‘h’ decreases then ‘cumulative
error’ will decrease.
Euler method is not very accurate but it is simple to apply.
Sol’n:
dy dy dy x2
xy xdx xdx ln y c
dx y y 2
x2
c
ye 2
y(1) 1 c 1 / 2. Therefore,
2
x 1 1.32 1
ye 2
y(1.3) y e 2
1.41198992 (Actual Value or Exact particular sol'n.)
dy
Given the IVP f ( x, y ), y( x0 ) yo the improved Euler’s method is given with step size
dx
‘h’, by:
slope= k1 slope= k 2
k1 k2
yn+1 slope=
2
yn
xn h xn+1
k1 f xn , yn , yn 1 yn h.k1 (Predictor)
k1 k2
k2 f xn 1 , yn 1 , yn 1 yn h. (Corrector)
2
f ( x0 , y0 ) f x0 h, y0 h. f ( x0 , y0 )
y1 y0 h.
2
Old Euler
Next y step size f ( xn , y n ) f xn h , y n h . f ( xn , y n )
yn 1 yn h .
2
Current y
Average of two slope
Ex: Given y ' xy , y(1) 1 & h 0.1 . Approximate y(1.3) using Improved Euler method?
dy dy dy x2
xy xdx xdx ln y c
dx y y 2
x2
c
ye 2
y(1) 1 c 1 / 2. Therefore,
2
x 1 1.32 1
ye 2
y(1.3) y e 2
1.41198992 (Actual Value or Exact particular sol'n.)
h2 h3
y( a h ) y( a ) hy '( a ) y ''( a ) y '''( a ) .......; a xn , a h xn 1;
2! 3!
2
h h3
y '( xn 1 ) y( xn ) hy '( xn ) y ''( xn ) y '''( xn ) .......;
2! 3!
y( xn 1 ) y( xn ) y '( x )dx
xn
n
xn
y '( xn )dx
h h
k1 f ( xn , yn ); k2 f ( xn , yn k1 );
2 2 h
yn 1 yn k1 2k2 2k3 k4
h h 6
k3 f ( xn , yn k2 ); k4 f ( xn 1 , yn hk3 )
2 2
2nd Order Linear Equations: G( x, y , y ', y '') 0 : General 2nd order diff. eqn.
Ex: Verify that y1 ( x ) e x , y2 ( x ) xe x are sol’ns of y '' 2 y ' y 0 and find the
sol’n with y(0) 3, y '(0) 1.
Sol’n:
for y1 e x 2e x e x 0
y2 xe x , y2' e x xe x , y2'' e x e x xe x ;
y2'' e x e x xe x 2 y2' e x xe x y2 xe x 0
y '( x ) c1e x c2 e x xe x ;
for y '(0) 1; y '( 0) 3e0 c2 e0 0e0 1 c2 2
y( x ) 3e x 2 xe x
Note 1: The general sol’n is the combination of two linearly independent sol’ns.
Note 2: Linearly independent means if one sol’n is not a constant multiple of the
other sol’ns.
WRONSKIAN: Given a collection of “n” functions, each of which can be differentiated
y1 y2 ........... yn1 yn
y1' y2' ........... yn' 1 yn'
W det y1'' y2'' ........... yn''1 yn''
...........
y1n1 y2n1 ........... ynn11 ynn1
f g
y1 and y2 are two lin. indep. sol'n of w= 0,
f ' g'
then y c1 y1 c2 y2 is the general sol'n.
e4 x xe 4 x
Sol’n: W e 4 x e 4 x 4 xe 4 x xe 4 x 4e 4 x e8 x
4e 4x
e 4 xe
4x 4x
cos 3 x sin 3 x
Sol’n: W 3 cos 3 x cos 3 x sin x 3 sin x 3
3 sin x 3 cos 3 x
Ex: Find the Wronskian for y1 x, y2 e x , y3 e 2 x .
Sol’n:
x 2x x e x 4e 2 x e x 2e 2 x
x e e
W 1 ex 2e 2 x 1 e x 4e 2 x e x e 2 x
0 ex 4e2 x
0 e x 2e 2 x e x e 2 x e3 x ( 2 x 3)
Existence and Uniqueness Theorem: Suppose that the functions p , q, and f are
continuous on the open interval I containing the point a. Then, given any two numbers
b0 and b1 , the equation
y '' p( x ) y ' q( x ) y f ( x )
has a unique (that is, one and only one) sol’n on the entire interval I that satisfies the
initial conditions y( a ) b0 , y '( a ) b1 .
Linear 2nd Order Diff. Eqn. with Constant Coefficients
ay '' by ' cy 0.
Let y e rx y ' re rx , y '' r 2e rx
ay '' by ' cy ( ar 2 br c ) y 0. Then,
b b 2 4ac
ar br c 0 solve for r =
2
and y( x ) e rx is a sol'n.
2a
Sol’n:
y e rx r 2 y 5ry 6 y 0.
( r 2 5r 6) y 0 r 2 5r 6 0;
( r 3)( r 2) 0, r1 3 & r2 2;
y1 e3 x & y2 e 2 x are sol'ns.Therefore,
y( x ) c1e3 x c2e3 x is the general sol'n.
ar 2 br c 0 : characteristic equation.
Sol’n:
Sol’n:
5 5
25 5 5 x x
4r 25 0 r ; r1 & r2 y c1e c2e 2 .
2 2 2
4 2 2
5 5 e x e x e x e x
y a1 cosh x a2 sinh x ;since, sinh x & cosh x .
2 2 2 2
Ch-3 LINEAR EQUATIONS of HIGHER ORDER
For a root repeated k times the general sol’n is:y( x ) (c1 c2 x c3 x 2 ...... ck x k )e rx
x x
Sol’n: 4r 4r 1 0 2r 1 2r 1 ; r1 1 / 2 & r2 1 / 2 y c1e
2 2
c2 xe 2
.
5x 5x
Sol’n: r 2 5r 5 0 r 5
2
r 5 ; r
1 5 & r2 5 y c1e 2
c2 xe 2
.
CASE 3: Complex Roots: 0
y=c1e
j x
+c 2e
j x
e x (c1 cos x c2 sin x ) is General Sol'n.
Sol’n:
Sol’n:
r 2 2r 6 0 b 2 4ac 22 4 x6 20 j2 5
b b 2 4ac 2 j 2 5
r1,2 1 j 5 1& 5
2a 2
y e x (c1 cos x c2 sin x ) e x (c1 cos 5 x c2 sin 5 x ) .
Sol’n:
r 2 4r 5 0 b 2 4ac 42 4 x5 20 j2
b b 2 4ac 4 j 2
r1,2 2 j1 2 & 1.
2a 2
y e x (c1 cos x c2 sin x ) e 2 x (c1 cos x c2 sin x ),
by using y(0) 1, y '(0) 5, we find c1 1 & c2 3 so y e 2 x (cos x 3sin x )
Polynomial Operators:
i. Differential Operator D:
y ' Dy , y '' D 2 y , ............; Ex : y ' 2 y ( D 2) y , etc.
ii. Operator L
Ly an y ( n ) an1 y ( n1) ........... a1 y ' a0 y
L an D ( n ) an1D ( n1) ........... a1D a0 .
y ' ay ( D a ) y
( D a )( D b ) y ( D a )( y ' by ) ( D b )( D a ) y (Commutative )
General Sol’n:
y1 y2 ........... yn1 yn
y1' y2' ........... yn' 1 yn'
W ( y1 , y2 ,...., yn ) det y1'' y2'' ........... yn''1 yn'' 0
...........
y1n1 y2n1 ........... ynn11 ynn1
General Sol’n:
YGeneral ( x ) Yhomogeneous ( x ) Yparticular ( x )
Yhomogeneous ( x ) Sol'n of eq.(1) (Homogeneous or Complementary)
Yparticular ( x ) A single particular sol'n of (2).
How to Solve Particular Solutions
There are 3 methods we will mention in order to obtain particular solutions; these are:
2) Variation of Parameters
3) Inverse Operator
ay '' by ' cy g ( x )
yG yComplementary yParticular ; y Particular form is based on form of g(x).
Linear eqns. with constant coefficients, the homogeneous sol’n can be obtained
using the characteristic eqn.
The method is applicable when the function f(x) in eqn. (2) is a linear
combination of the following types:
i. A polynomial in x.
ii. An exponential function erx,
iii. coskx or sinkx
Sol’n:
y yh y p c1e 2 x c2e x 5 / 2
Sol’n:
Sol’n:
Sol’n:
r 2 3r 2 0; ( r 2)( r 1) 0; r1 2 & r2 1 yh c1e 2 x c2e x ;
y 'p 2 A sin 2 x 2 B cos 2 x
f ( x ) cos 2 x y p A cos 2 x B sin 2 x
y ''p 4 A cos 2 x 4 B sin 2 x;
4 A cos 2 x 4 B sin 2 x 3 2 A sin 2 x 2 B cos 2 x 3 A cos 2 x B sin 2 x cos 2 x;
( 4 A 6 B 2 A)cos 2 x ( 4 B 6 A 2 B )sin 2 x cos 2 x
1 0
Sol’n:
Sol’n:
This rule applies when the form of f(x) is not the same as one of the factors in the
homogeneous sol’n.
Not: Otherwise, one term in the particular sol’n is also a solution of the homogeneous
eqn., then multiply it by x successively until it differs from homogeneous sol’n. So that,
the terms in yh and y p are all linearly independent.
ii. Take f(x) and then form an undetermined coefficient set by taking the derivative of
f(x). [Neglect the constants & the elements of the set must be linearly
independent.]
iii. If any element in set is also a sol’n of the complementary sol’n, then the set must
be modified by multipliying each by ' x ' , this is repeats until an element in the
modified set contains a sol’n of the complementary sol’n.
iv. Form a linear combination from the elements of set and use it as your particular
sol’n.
Sol’n:
r 4 9r 2 0; r 2 ( r 2 9) 0 r1,2 0 & r3,4 3 j yh c1 c2 x c3 cos 3x c4 sin 3x;
f ( x ) ( x 2 1)sin 3x y p ( k1 x 2 k2 x k3 )(cos 3x sin 3x ) However, cos3x and sin3x
are sol'ns of the homogeneous equation. Therefore, we should multiply by 'x'.
y p ( k1 x 2 k2 x k3 ). x.(cos 3x sin 3x )
Sol’n:
Sol’n:
r 2 4 0; ( r 2)( r 2) 0 r1,2 2 yh c1e 2 x c2e 2 x ;
e 2 x e 2 x
f ( x ) sinh 2 x ; Both terms exist in y h so we should multiply by 'x'.
2
y p Axe 2 x Bxe 2 x
y 'p Axe 2 x 2 Axe 2 x Be 2 x 2 Bxe 2 x Ae 2 x (1 2 x ) Be 2 x (1 2 x )
y ''p 2 Ae 2 x 2 Ae2 x 4 Axe 2 x 2 Be 2 x 2 Be 2 x 4 Bxe 2 x Ae 2 x ( 4 4 x ) Be 2 x ( 4 4 x )
y ''p Ae 2 x ( 4 4 x ) Be 2 x ( 4 4 x )
e 2 x e 2 x
Ae 2x
( 4 4 x ) Be 2 x
( 4 4 x ) 4( Axe Bxe
2x 2 x
)
2
4 A(1 x ) 4 Ax 1 / 2 4 A A 1 / 8
4 B(1 x ) 4 Bx 1 / 2 4 B B 1 / 8
xe 2 x xe 2 x x e 2 x e 2 x x
yp ( ) cosh 2 x
8 4 2 4
x
y yh y p c1e 2 x c2e 2 x cosh 2 x
4
Ex: y '' 3 y ' 2 y 4e3 x sin x , find the general sol’n?
Sol’n:
There are 3 methods we will mention in order to obtain particular solutions; these are:
2) Variation of Parameters
3) Inverse Operator
yh c1 y1 c2 y2 ........ cn yn
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) ........ un ( x ) yn ( x )
Generalize:
0 y2 y1 0
y1 y2 u 0
'
1 f ( x) y '
y f ( x) '
y1 y2 u2' f ( x ) 1
W ( y1 , y2 ) 2
W ( y1 , y2 )
y y2
where W ( y1 , y2 ) is Wronskian 1'
y1 y2'
Ex: y '' 4 y sin 2 x. Find the general sol’n by using variation of parameters?
Sol’n:
0 y2 y1 0
y1 y2 u 0
'
1 f ( x) y '
y f ( x) '
y1 y2 cos 2 x sin 2 x
W ( y1 , y2 ) 2 cos 2 x 2 sin 2 x 2
y '
1 y '
2 2 sin 2 x 2 cos 2 x
0 y2 0 sin 2 x
f ( x ) y2' sin 2 x 2 cos 2 x sin 2 x.sin 2 x sin 2 x.sin 2 x sin 4 x
u
'
1 u1
W ( y1 , y2 ) 2 2 2 4
y1 0 cos 2 x 0
y1' f ( x ) 2 sin 2 x sin 2 x cos 2 x.sin 2 x
u
'
2 u2
'
;
W ( y1 , y2 ) 2 2
cos 2 x.sin 2 x 1
u2 (sin 4 x 4 sin 2 x 4 x )
2 32
sin 4 x 1
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) cos 2 x (sin 4 x 4 sin 2 x 4 x )
4 32
sin 4 x 1
yG yh y p c1 cos 2 x c2 sin 2 x cos 2 x (sin 4 x 4 sin 2 x 4 x )
4 32
Ex: y '' y tan x. Find the general sol’n, for particular case use variation of parameters?
Sol’n:
r 2 1 0 r1 j & r2 j yh c1 cos x c2 sin x .
y p u1 cos x u2 sin x where f ( x ) tan x , y1 ( x ) cos x , y2 ( x ) sin x .
0 y2 y1 0
y1 y2 u1' 0 f ( x ) y2' y1' f ( x )
u1 & u2
' '
' ;
y1 y2' u2' f ( x ) W ( y1 , y2 ) W ( y1 , y2 )
y1 y2 cos x sin x
W ( y1 , y2 ) cos 2 x sin 2 x 1
y '
1 y '
2 sin x cos x
0 y2 0 sin x sin x 1
f ( x ) y '
tan x cos x sin x.tan x 2
sin x ln( )
u1
' 2
u1 dx 1 sin x sin x
W ( y1 , y2 ) 1 1 cos x 2
y1 0 cos x 0
y1' f ( x ) sin x tan x cos x.tan x
u
'
2 u2' sin x u2 sin xdx cos x
W ( y1 , y2 ) 1 1
sin x 1
ln(1 sin x )
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) sin x cos x cos x .sin x
2
sin x 1
1 sin x )
ln(
yG yh y p c1 cos x c2 sin x sin x cos x cos x . sin x
2
Ex: y '' 4 y sinh 2 x. Find the general sol’n, for particular case use variation of
parameters?
Sol’n:
r 2 4 0 r1 2 & r2 2 yh c1e 2 x c2e 2 x .
y p u1e 2 x u2e 2 x where f ( x ) sinh 2 x, y1 ( x ) e 2 x , y2 ( x ) e 2 x .
0 y2 y1 0
y1 y2 u 0
'
1 f ( x ) y2' y1' f ( x )
u1 & u2
' '
' ;
y1 y2' u2' f ( x ) W ( y1 , y2 ) W ( y1 , y2 )
y1 y2 e2 x e 2 x
W ( y1 , y2 ) ' '
2 x
2 e 2 x e 2 x 2e 2 x e 2 x 4
y 1 y 2 2e 2x
2e
0 y2 0 e 2 x
f ( x ) y2' sinh 2 x 2e 2 x e 2 x sinh 2 x
u
'
1 ,
W ( y1 , y2 ) 4 4
e 2 x sinh 2 x e 2 x e 2 x e 2 x x e 4 x
u1 dx
4 4 2 8 32
y1 0 e2 x 0
'
y f ( x) 2e 2 x sinh 2 x e 2 x .sinh 2 x
u
'
2
1
u2
'
W ( y1 , y2 ) 4 4
e 2 x .sinh 2 x e 2 x e 2 x e 2 x x e 4 x
u2 dx
4 4 2 8 32
x e 4 x 2 x x e 4 x 2 x x
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) e e cosh 2 x
8 32 8 32 4
x e 2 x e 2 x 1 e 2 x e 2 x x 1
cosh 2 x cosh 2 x
4 2 2 16 2 2 4 16
1
cosh 2 x(exist in homogeneous sol'n)
16
x
yG yh y p c1e 2 x c2e 2 x cosh 2 x
4
Ex: y '' 3 y ' 2 y 4e x . Find the general sol’n, for particular case use variation of
parameters?
Sol’n:
0 y2 y1 0
y1 y2 u 0
'
1 f ( x ) y2' y1' f ( x )
u1 & u2
' '
' ;
y1 y2' u2' f ( x ) W ( y1 , y2 ) W ( y1 , y2 )
y1 y2 e x e 2 x
W ( y1 , y2 ) ' '
x 2 x
2e 2 x e x e 2 x e x e 3 x
y1 y 2 e 2e
0 y2 0 e 2 x
f ( x ) y2' 4e x 2e 2 x 4e x
u
'
1 3 x
3 x 4e 2 x u1 4e 2 x dx 2e 2 x
W ( y1 , y2 ) e e
y1 0 e 2 x 0
' x
y f ( x) e 4e x 4 4e 3 x
u u2
' 1 ' 3x 3x
4 e u 4e dx
2
W ( y1 , y2 ) e 3 x e 3 x 2
3
4e 3 x 2 x 2 x
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) 2e 2 x . e x e e
3 3
2
yG yh y p c1e x c2e 2 x e x
3
Ex: y '' 9 y xe 3 x . Find the general sol’n, for particular case use variation of
parameters?
Sol’n:
0 y2 y1 0
y1 y2 u 0
'
1 f ( x) y '
y f ( x) '
' u '
& u '
2
; 1
y1 y2' u2' f ( x ) 1
W ( y1 , y2 ) 2
W ( y1 , y2 )
y1 y2 e3 x e 3 x
W ( y1 , y2 ) ' '
3 x
3e3 x e 3 x 3e3 x e 3 x 6
y 1 y 2 3e 3x
3e
0 y2 0 e 3 x
f ( x ) y2' xe 3 x 3e 3 x xe 3 x e 3 x xe 6 x
u
'
1
W ( y1 , y2 ) 6 6 6
xe 6 x 1 6 x 1 6 x
u1 dx xe e
6 36 216
y1 0 e3 x 0
y1' f ( x ) 3e3 x xe 3 x x x x2
u
'
2 u2
'
u2 dx
W ( y1 , y2 ) 6 6 6 12
1 1 6 x 3 x x 2 3 x
y p ( x ) u1 ( x ) y1 ( x ) u2 ( x ) y2 ( x ) xe 6 x e e e
36 216 12
3 x 1 3 x 1 3 x x 2 3 x
yG yh y p c1e c2e xe
3x
e e
36 216 12
3 x 1 3 x x 2 3 x
yG yh y p c1e c2e
3x
xe e
36 12
3- Method of Inverse Operator
dy 1
y ' f ( x) Dy f ( x ) y f ( x )
dx D
1
y f ( x )dx f ( x ) D 1 . f ( x )
D
Definition 1 : D 1 . f ( x ) f ( x )dx
n
Generalize : D n . f ( x ) .......... f ( x ) dx
( x) e
p ( x ) dx
e p . x e p . x . y ' e p . x . p . y e p . x . f ( x )
D(e p . x . y ) e p . x f ( x )dx y e p . x e p . x f ( x )dx
Consider ( D p1 )( D p2 ) y f ( x )
1
f ( x ) e p1x e p1x .{e p2 x e p2 x f ( x )dx}dx
( D p1 )( D p2 )
Generalize :
1
( D p1 )( D p2 ).......( D pn ) f ( x ) e p1x e p1x .e p2 x e p2 x ............e pn x e pn x f ( x )dx n
Sol’n:
i) Inverse Operator
D 1 y e x y D 2 1 e x D 1
1
D 1
1 1
2
e x
1 1 x e x 1 1
yp . e ( )
D 1 D 1 2 D 1 D 1
ex x x e x x x e x 2 x e x
y p e .e dx
2
e .e dx e dx
2
1dx
2 2
e x e 2 x e x x 1 k1 x xe x
yp k1 ( x k2 ) e ( k2 ) e
2 2 2 4 2 2
x xe x
x
yh c1e c2e yG yh y p c1e c2e
x x
ii) UC Method
2 2
Sol’n:
i) UC Method
y p Ax 3 Bx 2 Cx D y 'p 3 Ax 2 2 Bx C y ''p 6 Ax 2 B ,
6 Ax 2 B 3 Ax 2 2 Bx C Ax3 Bx 2 Cx D x 3 3x 2 1,
Ax 3 x 2 3 A B x 6 A 2 B C 2 B C D x 3 3x 2 1,
A 1 & B 3 A 3 B 0 & 6 A 2 B C 0 C 6,
2 B C D 1 D 5 y p x3 6 x 5
ii) Inverse Operator
1
D 2
D 1 y p x 3 3x 2 1 y p
D D 1
2
( x 3 3 x 2 1)
1 2
1 D D2
1 D D 1 D D3 D 4 D6 D7 D9
D D2
D D2 D3
D3
D3 D4 D5
D4 D5
D 4 D5 D6
D6
D6 D7 D8
D7 D8
D7 D8 D9
D9
y p ( x 3 3 x 2 1) 1 D D 3 D 4 D 6 D 7 D 9
y p ( x 3 3 x 2 1) ( x 3 3 x 2 1) D ( x 3 3 x 2 1) D 3 .....
3 x2 6 x 6
y p ( x 3 3 x 2 1) 3 x 2 6 x 6 x 3 6 x 5
Sol’n: i) UC Method
r 1 0 r 1 yh ce x & y p Ax B y ' A
A ( Ax B ) x A 1 & B 1 y p x 1
yG yh y p ce x x 1
D 1 y x y ( D 1)1 . x y e x e x x dx
y e x xe x e x dx c ce x x 1
iii) By Division
1
D 1
1
yp 1 yp 1 D D 2 D 3 ..........
D 1
1 1 D y p ( x ) 1 D D 2 ....... x 1
1 D 1 D D 2
D
D D2
D2 D3
y p x 1 yG yh y p ce x x 1
Implementation of Diff. Eqn. for RLC – Circuit
dVc
iR = iL = ic = c ,
dt
dV
VR = i .R = R .C c ,
dt
di d 2Vc
VL = L = LC 2 .
dt dt
qc
Vs (t ) = VR + VL + Vc = RCVc' + LCVc'' + Vc (1) . Since, C = for a capacitor;
Vc
1 dq
Lqc' + Rqc' + q = Vs (t ) ( 2). i= and differentiating both side
C c dt
1
Li ''+ Ri '+ i = Vs' (t ) . Consider eq (1):
C
− RC ( RC )2 − 4.1. LC
r1,2 = Vc ,h = c1e r1t + c2e r2t ,
2 LC
− RC + ( RC )2 − 4.1. LC − RC − ( RC )2 − 4.1. LC
t t
2 LC 2 LC
Vc ,h = c1e
+ c2e
.
Ex: Find the charge q(t) on the
capacitor in an RLC series circuit
given where q(0)=q0, i(0)=0.
Sol’n:
Vs (t ) = VL + VR + Vc
q dq
C= and i = .
V dt
di qc d 2q dq q
L + Ri + = 0 L 2 + R + = 0.
dt C dt dt C
q ''
+ 10q '+ 1000q = 0 or q ''+ 40q '+ 4000q = 0.
4
q(t ) = e −20t (c1 .cos 60t + c2 sin 60t ). Applying the initial conditions
q(0) = q0 & i(0) = 0.
dq
i= = −20.e −20t (c1 .cos 60t + c2 sin 60t ) + e −20t ( −60c1 .sin 60t + 60c2 cos 60t )
dt
sin 60t
i(0) = 0 → c2 = q0 / 3 & q(t ) = e −20t q0 (cos 60t + )
3
Boundary Value Problems
Sol’n:
Sol’n:
Not: In contrast with the IVP, the BVP may have no nontrivial sol’ns or infinitely many
nontrivial sol’ns.
Eigenvalue Problems:
✓ For what values of does there exist a nontrivial sol’n of the BVP?
Eigenfunction: The sol’n of the BVP (eigenvalue problem) for a given eigenvalue
is the eigenfunction.
Sol’n:
i ) = 0 → y '' = 0 y = Ax + B;
y(0) = 0 → B = 0 & y( L ) = 0 → A = 0.
Therefore, = 0 is not an eigenvalue.
ii ) 0
r 2 + = 0 r 2 = − , − 0 → k1,2 = − & k1 = − k2 ,
y = c1e k1x + c2e k2 x = c1e k1x + c2e − k1x → y (0) = c1 + c2 = 0,
y( L ) = c1e k1 . L + c2e − k1 . L = c1e k1 . L − c1e − k1 . L = c1 (e k1 . L − e − k1 . L ) = 0,
c1 = 0 so c2 = 0. No eigenvalue is negative.
ii ) 0
r 2 + = 0 r 2 = − , r1,2 = j → y = c1 cos x + c2 sin x,
y(0) = c1 cos 0 + c2 sin 0 = 0 → c1 = 0 y( x ) = c2 sin x
y( L ) = c2 sin L = 0 → c2 0 → so sin L = 0.
n 2 n 2 2
L = n , n = 1, 2, 3,.... = ( ) → n = 2
L L
n
y( x ) = c2 sin x (corresponding eigenfunctions.)
L
Ex: y ''+ 2 y '+ y = 0, y(0) = 0, y(1) = 0. Find the eigenfunction?
Sol’n:
r 2 + 2r + = 0 → r1,2 = −1 1−
if = 0 → r1 = 0 & r2 = −2 → y = c1 + c2e −2 x
y(0) = c1 + c2 = 0 → c1 = − c2 ;
y(1) = c1 + c2e −2 = c2 ( −1 + e −2 ) = 0 → c2 = 0 = c1 .
( −1+ 1− x) ( −1− )
1− x
ii ) 1 → r1,2 = −1 1 − → y = c1e + c2e ,
y(0) = c1 + c2 = 0 → c1 = − c2 ;
( −1+ 1− ) ( −1− 1− ) ( −1+ 1− ) ( −1− 1− )
y(1) = c1e + c2 .e = c1e − c1 .e =0
→ c1 = 0 so c2 = 0 .
x' = 4x − 3y
Ex: , x(0) = 2, y(0) = −1 x(t ) = ? & y(t ) = ?
y ' = 6x − 7 y
Sol’n:
r 2 + 3r − 10 = 0 → ( r + 5)( r − 2) = 0,
y = c1e 2t + c2e −5t → y ' = 2c1e 2t − 5c2e −5t ,
y(0) = c1 + c2 = −1 → c1 = −1 − c2 ,
2c1 2t 5c2e −5t 7c1 2t 7c2e −5t
x= e − + e + ,
6 6 6 6
3c1 2t c2e −5t 3c c
x= e + → x(0) = 1 + 2 = 2,
2 3 2 3
3c1 c2
+ = 2 y(t ) = 2e 2t − 3e −5t
2 3 c1 = 2 & c2 = −3
x(t ) = 3e 2t − e −5t
c1 + c2 = −1
L1 L2 f1 (t ) L2
x=
L3 L4 f 2 (t ) L4
L1 L2 L f1 (t ) Cramer ' s Rule
y= 1
L3 L4 L3 f 2 (t )
Operational
Determinant
x ' = 2 x − 3 y + 2 sin 2t
Ex: , x( t ) = ? & y ( t ) = ?
y ' = x − 2 y − cos 2t
Sol’n:
L1 x + L2 y = f1; L1 = D − 2, L2 = 3,
L3 x + L4 y = f 2 ; L3 = −1, L4 = D + 2,
L1 L2 f L2 D−2 3 2 sin 2t 3
x= 1 x=
L3 L4 f2 L4 −1 D+2 − cos 2t D+2
( D − 2 )( D + 2 ) + 3 x = ( D + 2 ) 2 sin 2t + 3 cos 2t ,
( D 2 − 1) x = 4 cos 2t + 4 sin 2t + 3 cos 2t
L1 f1
( D 2 − 1) y = = ( D − 2)( − cos 2t ) + 2 sin 2t
L3 f2
Ex:
( D + 2) x + ( D + 2) y = e−3t D+2 D+2
= ( D + 2 )( D + 3) = 0!!
( D + 3) x + ( D + 3) y = e−2t D+3 D+3
THE LAPLACE TRANSFORM
Definition: Let f be a real-valued function of the real variable t, defined for
t 0 (i .e f (t ) 0; t 0) . Let s be a variable assumed to be real, consider the
function F defined by:
F ( s ) e st . f (t ).dt
0
For all values of s for which the integral exists. F(s) is called the Laplace Transform
of f(t),
( f (t )) F ( s ) e st . f (t ).dt
0
Ex: f (t ) 1 for t 0 F ( s ) ?
1 1
Sol’n: F ( s ) f (t ) 1 0 e .1.dt e st
st
for all s>0
s 0 s
Ex: f (t ) t F ( s ) ?
Sol’n:
F (s) f (t ) t 0 e st .t .dt by using integration by parts
t 1 e st 1 for all s 0
2 e st 2 ( st 1) 2
s s 0
s 0
s
Ex: f (t ) e at , for t 0 F ( s ) ?
Sol’n:
f (t ) e 0 e
1 ( s a )t 1
F (s) at st
.e .dt e
at ( s a )t
.dt e s a.
0 sa 0 sa
Existence of the Laplace Transform: Let the real-valued function f have the
following properties:
Differentiation:
f '(t ) s f (t ) f ( 0)
Translation:
e at
f (t ) F ( s a ), for s a
Time Shift:
0 , 0t a
Let g t g (t ) e as F ( s )
f (t a ) , ta
Sol’n:
1 cos 2at 1 cos 2at
sin 2 at
2 2 2
1 cos 2at 1
1 cos 2at ;
2 2 2
1 s
1 e dt ; for s 0; &
st
cos 2at e st .cos 2at .dt ,
0
s 0
4a 2 s 2
sin at 2 ( s 4a 2 s 2 ) s( s 2 4a 2 )
2 1 1 s 2a 2
Ex: 2a sin at .cos at ?
Sol’n: 1st Way
d
(sin 2 at ) 2a.sin at .cos at f '(t ) sF ( s) f ( 0),
dt
s F ( s ) s . f ( 0)
n k k 1
n
4) n
dt k 1
f (t )dt
5) f (t )dt
F (s)
s
s
t 0
n F (s) n 1
6) ........... f (t )dt n k 1 .......
s k 1 s t 0
n
t F (s)
7) f (t )dt
0 s
8) e at
f (t ) F ( s a )
9) f (t a ) e as F ( s ), t a 0.
dF ( s )
10) t . f (t )
ds
n
11) t f (t ) (1) . dsn
n n d F (s)
1 1
12) f (t ) F ( s )ds if lim f (t ) exists .
t s t 0 t
t
13) f ( ) aF ( a.s )
a
Laplace Transform Pairs
f(t) F(s)
1) (t ) 1
1.u(t) 1/s
2)
1
3)
t
s2
t n1 1
4) n 1 ! sn
n!
tn
5) s n1
1
e at
6) sa
1
te at
s a
2
7)
1 1
t n1e at
s a
n
8) ( n 1)!
n!
t n e at
9) ( s a )n1
a
sin at
10) s2 a2
s
11) cos at
s a2
2
sa
12) e at cos bt
( s a )2 b 2
b
13)
e at sin bt ( s a )2 b 2
b
14) sinh bt
s b2
2
s
15) cosh bt
s b2
2
2bs
16) t sin bt
( s 2 b 2 )2
s 2 b2
17) t cos bt
( s 2 b 2 )2
INVERSE LAPLACE TRANSFORM
F ( s ) { f (t )}
1
f (t ) { F ( s )} : inverse transform. However, this does not always exist!
The inverse transform for a given function of s does not necessarily exist.
But if it is exists, it is unique.
1 c
2 j
f (t ) F ( s ).e st .ds, (t 0) , where c: abscissa (coordinat points)
c
1 1
Ex: { }?
s 6s 13
2
Sol’n:
1 1 1 2
,
s 6 s 13 ( s 3) 2
2 2 2
2 ( s 3)2 22
We know that : e at
sin bt
b
( s a )2 b 2
,
1 2 1 1 3 t
2
e 3t sin 2t 1
2
e sin 2t
( s 3) 2 ( s 3) 2 2
2 2
1 1
Ex: { }?
s( s 2 1)
Sol’n:
1 A Bs C A B 0, C 0
2 ( A B )s 2 Cs A 1 ,
s( s 1) s 2
s 1 A 1 B 1
1 1 s 1 1 1 1 1 s
2 2 2 ,
s( s 1) s s 1
2
s( s 1) s s 1
1 1
2 1 cos t , t 0.
s( s 1)
Convolution Theorem:
f (t ) * g (t ) f ( )g (t )d
0
1 1 1 1 1
t sin t cos( 2t t ) cos( 2.0 t ) t sin t ( 0) t sin t
2 4 2 4 2
s 1 s
cos t .sin t cos t . sin t . 2
s 1 s 1 s 2 1 2
2
1 1 1 d 1 1 2 s s
t sin t t .sin t
2 2 2 ds s 1
2
2 s 2 1 2
s 2 1
2
Solving IVP’s Using Laplace Transform
b2 1 1/ 2 1 / 2.( s 2 b 2 )
We know that: ;
s 22 2 s 2 b2 s b
2 2
2 2 2
2 1 2 1 22 1 4 1 1 / 2 1 / 2( s 2 4 )
.2. . ,
s 4 s 4 s 4 s 4 s 4
2 2 2 2 2 2
2 2 2 2 2 2 2 2 s 4 2
1 2 1 s 2 22 1 1
. 2 sin 2 t t cos 2t , t 0.
8 s 22 4 s 2 22 2 8 4
Example:
0, 0t a
Ex: u (t a ) u(t a ) ?
1, ta
Sol’n:
a
f (t ) u(t a ) e st
f (t )dt e ( 0)dt e st (1)dt
st
0 0 a
1 st 1 s . 1 s . a e as
0 e e e
s a s s s
a a a
dt a
1 x2
2
is calculated by : a (t ) lim e a ; for example, for a= ‘1’, ‘0.5’, ‘0.2’ and ‘0’.
a0 a
d
(t to ) e s .t ,
o
a t o , e a . s a (t )
dt
u (t a )
x( s ) s 2 4 1 x( s )
1 1
x ( t ) sin 2t
s2 4 2
Ex: y ' y (t 1), y ( 0) 2 y ( t ) ?
Sol’n:
sto s 2 e s
s
sy( s ) y(0) y( s ) e to 1 e y ( s )( s 1) 2 e y ( s )
s 1 s 1
1 e
s
1 2
1
y( s ) y(t ) 2e t u(t 1)e (t 1)
s 1 s 1
We know that: 1
e as
F ( s ) f (t a ).u(t a )
1 1
Sol’n: (1 e2t ) te2t u(t 2)e2( t 2 ) .(t 2)
4 2
Ex:
What is the transfer function:
Vout (t )
H ( s ) ?& H (t ) ?
Vin (t )
Sol’n:
di dV
Vin R .i L Vc 0 & i C c . Therefore,
dt dt
2
R .c c LC 2c Vc Vin LCs 2 RCs 1 Vc ( s ) Vin ( s ),
dV dV
dt dt
Vc ( s ) 1
H (s)
Vin ( s ) LCs RCs 1
2
1 1 1 1 / ( LC )
H (t ) 2
LCs RCs 1 s ( R / L )s 1 / ( LC )
2
1 2Lt 4 L CR 2
R
1 / ( LC ) 4L
H (t ) 2
e .sin( ).t
(s 2
4 L CR 4 L
2
R 1 R
)
2
2L LC 4 L