Advanced Applied Mathematics III (Math2042) Lecture Note

CHAPTER ONE: ORDINARY DIFFERNTIAL EQUATIONS

Definition: A differential equation (DE) is an equation that involves one or more derivatives of the
dependent variable with respect to one or more independent variables.
d2y dy
Example: a) 2
x  y  sin x y  y (x)
dx dx
3
 d 2u  d 2u
b)  2   2  u  e t , u  u (t )
 dt  dt

 2 u u
c)   2 x  y , u  u ( x, y ) are differential equations.
x 2 y
Definition: A differential equation that involves only one independent variable is called ordinary
differential equation (ODE). Otherwise, we call it partial differential equation (PDE).
Example: In the above example, (a) and (b) are ODE while (c) is PDE
Definition: i) The order of a DE is the order of the highest derivative occurring in the differential
equation.
ii) The degree of a differential equation is the highest exponent of the highest order derivative
that occurs in the differential equation after the differential equation is expressed as a
polynomial of the derivative of the dependent variable.
dy
Example: a)  x 2 y  x  5 is ODE with order 1 and degree 1
dx
b) (y) 2  y  x 4 is ODE with order 3 and degree 2
5
c) ( y )  y  1 is ODE with order 3 and degree 2
2

3
d) k y  (1  ( y ) )
2 2
is ODE with order 2 and degree 2

e) ( y  x)( y  xy ) 3  1 is ODE with order 1 and degree 4

 2 u u
f)   2 x  y is PDE with order 2 and degree 1
x 2 y
Definition: A relation (function) y  f (x) is a solution of ODE on a given interval I , if it satisfies the
ODE, for all x on I .
Example: Let y  5 be an ODE then
y ( x)  5 x  1 satisfies the given ODE

Hence y ( x)  5 x  1 is a solution of the ODE

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Advanced Applied Mathematics III (Math2042) Lecture Note

Also y ( x)  5 x  c for any constant c is solution of the ODE

Here y ( x)  5 x  c is the general solution. Any solution that can be obtained from it by giving particular
values to c is called a particular solution.
Initial value problem (IVP) and boundary value problem (BVP)
Most differential equations arise from problems in physics, engineering and science. These equations
often have certain conditions only at a point (called initial conditions) and at two or more points (called
boundary conditions) associated with them that they must satisfy. The corresponding problem is known
as initial value problem (IVP) and boundary value problem (BVP) respectively.
A solution of IVP or BVP is called particular solution.
Example: Let y  e x be an ODE y  e x  c is general solution.

a) If the IVP y  e x , y (0)  2 then c  1

Hence y  e x  1 is a particular solution.

b) If the BVP y  e x , y (0)  2, y (1)  e  1 then c  1

Hence y  e x  1 is a particular solution

First order ordinary differential equation (FOODE)

General form is y  f ( x, y )
dy
  f ( x, y )  dy  f ( x, y )dx
dx
 M ( x, y ) dy
Let f ( x, y)    M ( x, y )dx  N ( x, y )dy  0 is the general form of FOODE
N ( x, y ) dx

Example: a) y  sin x cos x b) dy  ln xdx  0 c) ( x  1) y 4 dx  x 3 ( y 2  3)dy  0 are FOODEs

CLASSIFICATIONS AND DETERMINATION OF SOLUTION OF FOODES

1. ELEMENTARY FOODE
Form y  f (x)
dy
  f ( x)  dy  f ( x) dx
dx

  dy   f ( x)dx  y ( x)   f ( x)dx  c -is the general solution

Example: Solve the DE a) y  sin x cos x

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Solution: y  sin x cos x  dy  sin x cos xdx

  dy   sin x cos xdx

sin 2 xdx  cos 2 x

 y ( x)   sin x cos xdx     c - is the general solution
2 4
b) Solve the IVP y  x 2  1, y (1)  2

Solution: y  x 2  1  dy  ( x 2  1)dx

  dy   ( x 2  1)dx

x3
 y ( x)   ( x 2  1)dx   x  c -is the general solution of y  x 2  1
3
8
To find the IVP y (1)  2  c 
3
x3 8
 y ( x)   x  is a particular solution of the IVP
3 3
Exercise: Solve a) dy  ln xdx  0 b) y  sec x c) y  e x , y (0)  2

2. SEPARABLE FOODE
General form y  f ( x) g ( y )

dy dy
  f ( x) g ( y )   f ( x)dx
dx g ( y)
dy

g ( y) 
 f ( x)dx gives general solution

Example: Solve a) y  xy  x  y  1
Solution: y  xy  x  y  1  x( y  1)  1( y  1)  ( x  1)( y  1)  f ( x) g ( y )
Hence the DE is separable
dy dy
 ( x  1)dx  
y 1 
  ( x  1)dx
y 1
x2 x2
x2  xc x
 ln y  1  c1   x  c2  y ( x)  1  e 2
 ce 2
2
Exercise: Solve a) y  e x  y b) y  e x  y , y (0)  0 c) dy  ( x 2 y 3  x 2  y 3  1)dx  0

d) ( xy 4  y 4 )dx  ( x 3 y 2  3x 3 )dy  0

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3. HOMOGENOUS FOODE
Definition: A function f ( x, y) is said to be homogenous of degree n iff f (tx, ty)  t n f ( x, y) , for every real
number t .
Example: a) If f ( x, y)  x2  xy then f (tx, ty)  t 2 x2  t 2 xy  t 2 f ( x, y)
Thus f ( x, y) is homogenous function of degree 2

b) if f ( x, y)  g   ,then f (tx, ty)  g    g    t 0 f ( x, y) .Thus, f ( x, y) is homogenous function of

y ty y
x  tx  x

degree 0 .
Definition: A differential equation y  f ( x, y) is homogenous if f ( x, y) is homogeneous function of degree
0.
2
y 2  xy  y y  y
Example: y       f    f ( x, y) is a homogeneous differential equation, since
x2 x x x

y 2  xy
f ( x, y )  a homogeneous function of degree 0 .
x2
Method of solution
dy
The homogeneous y   f ( x, y ) ------- (*) having the property that f (tx, ty)  f ( x, y) can be transformed
dx

y
into a separable differential equation by making the substitution v   y  xv, x  0 .
x
dy dv dv
And vx  y  v  xv, v   v  xv  f (v )
dx dx dx
f (v )  v 1
v , x  0  g (v ) , where g (v)  f (v)  v which is separable in the variables v and x , and the
x x

resulting equation is solved as a separable differential equation; the required solution of (*) is obtained by
back substitution.
y 2  xy
Example: Solve a) y  b) ( x  y )dx  ( x  y )dy  0
x2

y 2  xy y y y xy  xy2 2
Solution: a) If f ( x, y )  2
 f( ) 2    y
x x x x x2

Thus, y  f   is homogenous DE
y
x  

y
Hence let v   y  xv, x  0  v  xv  f (v)  v 2  v
x

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dv dx dv dx 1
 2
  2    ln x  c
v x v x v
x x
  ln x  c  y ( x)  -is the general solution
y ln x  c

Exercise Solve a) ( x  y )dx  ( x  y )dy  0 b) x 2 dy  ( y 2  xy)dx

4. EXACT FOODE
Definition: The DE M ( x, y)dx  N ( x, y )dy  0 --------- (**) is said to be exact DE iff there exists U  U ( x, y)
U
such that  U x  M ( x, y ) and U  U y  N ( x, y ) where U ( x, y ) is twice continuously differentiable.
x y
U x  M  M y  U xy
Thus  M y  N x since U xy  U yx ( U is continuously differentiable)
U y  N  N x  U yx

And U x dx  U y dy  Mdx  Ndy  0  dU  0  U ( x, y)  C is general solution

Test for exactness: If M ( x, y) and N ( x, y) are continuous and have continuous first partial derivatives on
M N
some region D , then (**) is exact iff  .  M y  Nx .
y x

Example: consider the differential equation 2 xydx  (1  x )dy  0 .Then M ( x, y)  2 xy and N ( x, y)  1  x2

2

.Since M y  2 x  N x , the differential equation is exact.

Method of solution
To solve an exact DE
Step 1: Check that M y  N x iff the DE is exact. If the DE is exact


y 
 Mdx  g ( y ) Uy  Mdx  g ' ( y )  N

Step 2: U ( x, y )   or  or respectively
 
 Ndy  g ( x)
dx 
Ux  Ndy  g ' ( x)  M

Step 3: U ( x, y )  C , where C represents an arbitrary constant, is the general solution.

Example: Solve y 2 dx  (2 xy  5 y )dy  0

The DE is not elementary, not separable, and not homogenous
Step1: M ( x, y)  y 2  M y  2 y and N ( x, y )  2 xy  5 y  N x  2 y

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Thus M y  N x and hence the DE is exact

Step 2: There is U ( x, y) such that U x  M  y 2  U ( x, y )   Mdx  g ( y )   y 2dx  xy 2  g ( y )

To fond g ( y )

Uy  ( x y 2 )  g ' ( y )  N  2 xy  5 y  2 xy  g ' ( y )
dy

 5y2
 g ( y )    5 ydy  c
2
5y2
Thus U ( x, y )  xy  2
c
2
5y2 5y2
Step 3: U ( x, y )  xy  2
 c  c' or U ( x, y )  xy 
2
 C is general solution.
2 2
Alternatively
5 y2
Step 2: There is U ( x, y) such that U y  N  2 xy  5 y  U ( x, y)   Ndy   (2 xy  5 y)dy  xy 2   g ( x)
2

 5y2
To find g (x) , U x  ( xy 
2
)  g ' ( x)  M  y 2  y 2  g ' ( x)
dx 2
5 y2

 g ( x)  0dx  c , thus U ( x, y )  xy 2 
2
 c1

2
5 y2 5y
 c1  c2 or U ( x, y )  xy   C is general solution.
2
Step 3: U ( x, y)  xy 2 
2 2
Exercise: Solve a) (sin y  x)dy  (2 x  y )dx  0 b) ydx  xdy  0 c) ( y  2 x)dx  xdy  0

d) ( y 2  x 3 )dx  2 xydy  0 e) 2 x sin y  y 2 e  x )dx  ( x 2 cos y  2 ye  x  y 2 )dy  0

5. Non exact DE and integrating factor.

Consider a DE (2 y  3 x)dx  xdy  0 , then M  2 y  3x  M y  2 and N  x  N x  1

Thus the DE is not exact.

But if we multiply both sides of the equation by x , we get a new DE
x(2 y  3x)dx  x 2 dy  0 Hence M  2 xy  3x 2  M y  2 x and N  x 2  N x  2 x

Thus the new DE is exact. Here the function I ( x)  x is an integrating factor.

Definition: A nonzero function  ( x, y ) is called an integrating factor (IF) for M ( x, y )dx  N ( x, y )dy  0
if the DE  ( x, y) M ( x, y)dx   ( x, y) N ( x, y)dy  0 is exact.

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To solve non exact DE

Step 1: Identify M ( x, y )dx  N ( x, y )dy  0 is not exact
Step 2: Find integrating factor  ( x, y ) if it exists.
Step 3: solve the exact differential equation  Mdx  Ndy  0
How to find such  ( x, y )
If M ( x, y )dx  N ( x, y )dy  0 and    ( x, y ) is integrating factor, then
 
 Mdx  Ndy  0 is exact  ( M )  ( N )
y x
 M y  M y  N x  N x 
1
M y  Nx  ( N x  M y )

Solving  ( x, y ) is PDE which is not easy .So we consider some special cases:
M y  Nx x
Case 1: If  is independent of y     ( x)   y  0   is independent of y .
N 
M y  Nx d M y  Nx
 N
dx  

 ln  ( x)  
N
dx

M y Nx
 dx
Thus  ( x)  e N
is the IF
M y  Nx  y
Case 2: If  is independent of x     ( y )   x  0   is independent of x .
M 
M y  Nx d M y  Nx
 M
dy   
 ln  ( y )   
M
dy

M y Nx
 dx
 ( y)  e N
is the IF
Case 3 and Case 4 are left as exercise.
Example: Solve a) 2 xdy  ( y  1)dx  0

Solution: Step 1: M  y  1  M y  1 and N  2 x  N x  2 .Hence the DE is not exact.

M y  Nx 1
Step 2:  is independent of y .
N 2x
M y Nx 1 1  1 
 dx  2 x dx  ln x  C ln  
c
Thus  ( x)  e N
e e 2
 ce  x
 is the IF.
x

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1
In particular if C  1  ( x)  is an IF
x
2 1
Step 3: The DE xdy  ( y  1)dx  0 is exact
x x
y 1 y 1
Hence N  2 x and M    U ( x, y )   Mdx   dx  ( y  1)2 x  g ( y )
x x x

Uy  ( y  1)2 x  g ' ( y )  N  2 x  2 x  g ' ( y )
y

g ( y )  c .Hence U ( x, y)  ( y  1)2 x  c

Therefore U ( x, y)  ( y  1)2 x  c  C' hence ( y  1)2 x  C is the general solution.

x x3
Exercise: Solve a) ( y  x)dy  ( x y  y )dx  0 : Ans y  
2
C
2 2

y 3

b) y  x  y, y (0)  3 ; Ans e  x y  xe  x  e  x  1

5. LINEAR FOODE (LFOODE)

General form: y  p ( x) y  f ( x) --------- (1)
If the function f ( x)  0 , then the LFOODE is said to be homogenous DE, otherwise, non- homogenous
DE.That is, y  p ( x) y  f ( x) ------------------ (1), for f ( x)  0 is non- homogenous
y  p ( x) y  0 ----------------------- (2), the homogenous part of (1)

dy
From (1), we have  p ( x) y  f ( x)  dy  ( p ( x) y  f ( x))dx  0
dx
Here M  p ( x) y  f ( x), N  1  M y  p( x), N x  0  M y  N x .Thus, the DE (1) is not exact and

M y  Nx
 p (x) -is independent of y .Hence, the DE (1) has an integrating factor independent of y
N
M y Nx

 e
dx
  ( x)  e
p ( x ) dx
N
 I ( x) - is the integrating factor.
 I ( x)[ y  p( x) y  f ( x)]  I ( x) y  I ( x) p( x) y  I ( x) f ( x) --------------- (3) is exact and can be solved by the
method for exact DE.

Multiplying the DE (2) by I ( x)  e 

p ( x ) dx
reduces it to the integrable form
dy   p ( x ) dx   q( x)e  p ( x ) dx ------------ (4).Integrating (4) both sides with respect to x , we get
 y ( x )e 
dx  

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y ( x)  e   p ( x ) dx f ( x)dx  Ce   p ( x ) dx
 p ( x ) dx
e
e 
1  p ( x ) dx
Remarks: 1. y1 ( x)  -is a fundamental solution of (2).
I ( x)

2. y c ( x)  cy1 ( x)  c1e 
 p ( x ) dx
-is the general (complementary) solution of (2)

3. y p ( x)  e   p ( x ) dx f ( x)dx -is the particular solution of (1).

 p ( x ) dx
e
4. y( x)  yc ( x)  y p ( x)  cy1 ( x)  y p ( x) -is the general solution of (1)

That is, if y1 is fundamental solution of (2) and y p is any solution of (1) then

y( x)  cy1 ( x)  y p ( x)  yc ( x)  y p ( x) -is the general solution of (1) (non-homogenous).

Example: Solve 1. y  3 y  6
Solution: y  3 y  6 ------------ (1)
y  3 y  0 ------------- (2), and p ( x)  3, f ( x)  6

  p ( x)dx  3 x  I ( x)  e  e 
p ( x ) dx  3 xdx
 e 3 x

1 1
 y1 ( x)   3 x  e 3 x -is the fundamental solution of (2).
I ( x) e

yc ( x)  cy1 ( x)  ce 3 x - is the general (complementary) solution of (2).That is, any other solution of (2) is a

scalar multiple of y1 and the particular solution y p (x) of (1) is given by

3x 3 x
y p ( x)  e   p ( x ) dx f ( x)dx  e 3 x 6e 3 x dx  e .6.e
 p ( x ) dx
 e  3
 y p ( x)  2

Therefore, y( x)  y c ( x)  y p ( x)  ce 3 x  2 -is the general solution of (2).

1 ex
2. y  y  
1  e x e x  1
Solution: The given DE is LFOODE
1 ex ex
Thus p( x)  1, f ( x)   .Hence M   y  ,N 1
1  e x e x  1 ex 1
M y  Nx
  1 -is independent of y .
N

 ( x)  e 
 xdx
 e  x c  Ce  x .Hence  ( x)  e  x is the integrating factor.

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ex
 e  x dy  e  x ( y  )dx  0 -is exact DE
ex 1
1
 U ( x, y)   Ndy   e  x dy  e  x y  g ( x) .Thus U x  e  x y  g ' ( x)  M  e  x y 
e 1
x

1 ex 1 ex 1
 g ( x)   x x
dx  ln x  c  U ( x, y )  e y  ln x  c  c'
e 1 e e

ex 1
 e  x y  ln  C - is the general solution of the DE
ex

1 1, x  2
Exercise: Solve a) y  y  0 b) y  3 y  f ( x), f ( x)   c) y  2 xy  4 x
0, x  2
2
x

d) y  6 x 5 y  x 5 e) y  3 y  15 f) x 2 y  y  3 g) xy  y  x sin x

Properties of solution of first order linear differential equation

Let y  p ( x) y  f ( x) --------- (1) be the linear first order differential equation, then the related
homogenous
DE (RHLFOODE) is y  p ( x) y  0 ---------- ( 2)

Theorem: If y1 is a solution of ( 2) , then y c ( x)  c1 y1 ( x) is solution of ( 2) in particular if c1  0

y c ( x)  0 - is trivial or singular solution of ( 2)

Theorem: If y1 and y 2 are solutions of ( 2) then y( x)  c1 y1 ( x)  c2 y2 ( x) is also a solution of ( 2) .

Theorem: If y1 is non-trivial solution and y 2 is any solution of ( 2) then y 2 ( x)  c1 y1 ( x) is the general

Solution of ( 2) and y c ( x)  c1 y1 ( x) is complementary solution.

Definition: Any non-trivial solution of ( 2) is called fundamental solution.

2
Example: Let y  y  0 , Take y ( x)  x 2 is fundamental solution
x
 yc ( x)  c1 y1 ( x)  c1 x 2 - is general solution of ( 2) or complementary solution.

Theorem: If y1 is fundamental solution of ( 2) and y p is any one solution of (1) then

y( x)  c1 y1 ( x)  y p ( x)  y c ( x)  y p ( x) - is the general solution of (1) is non-homogenous LFOODE.

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7. BERNOLEOUS DE
Definition: A differential equation that can be written in the form: y  p( x) y  f ( x) y n ---------- (*),
Where n is real constant, is called a Bernoulli equation.
If n  0,1 , then a Bernoulli equation is non-linear, but can be reduced to a linear equation as follows. We
dy
first divide equation (*) by y n to obtain y  n  y 1 n p ( x)  f ( x) .We now make the change of variables
dx
du dy dy 1 du
u ( x)  y 1n --------- (**), which implies that  (1  n) y  n .That is, y  n  .
dx dx dx (1  n) dx
dy
Substituting into equation (*) for y 1 n and y n yields the linear differential equation
dx
1 du du
 p ( x)u  f ( x) or in standard form,  (1  n) p ( x)u  (1  n) f ( x ) --------- (***)
(1  n) dx dx
The linear equation (***) can be solved for u as a function of x .The solution to the original equation is
then obtained from (**).
Example: Solve a) y  y  xy 2
u
Solution: Let u  y 1 2  y 1  u   y  2 y  u  x
1
 u  u  x - is LFOODE and the RHLFOODE is  u  u  0
du
 dx  ln u  x  c  u c ( x)  ce x and u1  e x
u
x
Thus u p ( x)  e x  dx  e x  xe x dx  x  1
ex
1
Hence u ( x)  u c  u p  ce x  x  1 
y ( x)
1
Therefore y ( x )  is the general solution.
ce  x  1
x

b) y  2 y  sin xy 3 c) y  xy 2  y, y (0)  3 are exercise.

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Advanced Applied Mathematics III (Math2042) Lecture Note

SECOND ORDER LINEAR DIFFERENTIAL WITH CONSTANT

COEFFICIENTS
A linear second order differential equation with constant coefficients is any DE that can be written in the
general form:
( ) ( )
If ( ) , the equation (1) is called non-homogenous.
If ( ) , we get
( )
which is called associated homogenous or the reduced equation.
Example: 1. is a homogeneous linear second-order differential equation.
2. is a non-homogeneous linear second-order differential equation.
Theorem: If y  y1 ( x) and y  y 2 ( x) are two solutions to the homogenous DE (2), then

a) y( x)  y1 ( x)  y 2 ( x) is a solution to equation (2) and

b) y( x)  cy1 ( x) is a solution to equation (2) for any constant c .

Definition: A set of functions * ( ) ( ) + is linearly independent (LI) if and only if for
( ) ( ) holds only when .

Definition: y1 , y 2 ,..., y n is linearly independent (LI) if and only if  1 ,  2 ,... n   ,

 1 y1   2 y 2  ...   n y n  0   i  0 , i  1,2,...n

Example: Show that e x , e  x  is LI

Solution: Let 1 ,  2   such that  1e x   2 e  x  0 differentiating both sides we get

  1e x   2 e  x  0
In particular if x  0

Therefore e x , e  x  is LI

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Advanced Applied Mathematics III (Math2042) Lecture Note

Theorem: Criterion for linearly independent solutions

Let ( ) ( ) be continuously differentiable functions on an interval Then the set of
functions is linearly independent set on if and only if the Wronskian of the functions,

( ( ) ( ) ( ) | | , for every in the interval .

y1 y 2
In particular: if n  2 , w( x)   y1 y 2  y1 y 2 .
y1 y 2

e x e3x
Example: w(e , e ) 
x 3x
x 3x
 2e 4 x
e 3e

Theorem: If y1 , y 2 ,..., y n  is linearly dependent, then w( x)  0 but not the converse.

Theorem: The DE of ( 2) has two LI solutions.

Theorem: Any two solutions of ( 2) are LI if and only if w( x)  0 .

Definition: The set y1 , y 2  forms fundamental solution of ( 2) iff y1 , y 2  is LI Solution of ( 2) .
Then y c ( x)  c1 y1 ( x)  c 2 y 2 ( x) is the general solution of ( 2) or complementary solution of ( 2) .

x 1
Example: In a DE y  y  y  0 on (,1)  (1, )
x 1 x 1
Take y1  x, y 2  e x are solutions of the DE and are LI

Thus x, e x  forms fundamental solution

Hence yc ( x)  c1 x  c2 e x is the general solution.

Theorem: If y c is complementary solution and y p is any solution of (1) , then y( x)  yc  y p is general

Solution of (1)

Example: In a DE y  y  x 2

Then the RHDE is . Check that, y1  sin x, y 2  cos x are LI solutions.

And y p  x 2  2 is a solution of the NHDE (by inspection)

Therefore, y ( x)  c1 sin x  c 2 cos x  x 2  2 is the general solution of the DE.

How to get y1 , y 2 , and y p ?

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Advanced Applied Mathematics III (Math2042) Lecture Note

Method of Solutions (finding ):

A linear second order differential equation with constant coefficients is any DE that can be written in the
standard form
( ) ( )
If ( ) , the equation (1) is called non-homogenous.
If ( ) , we get
( )
which is called associated homogenous or the reduced equation.
Suppose that a possible solution of (2) is y  e mx . Since, y  memx , y  m 2e mx , equation (2) takes the form

m 2 e mx  ame mx  be mx  0 ----------------------- (3). As e mx  0 for all m and x , we can divide equation (3)
by it to get m 2  am  b  0 -------------- (4) is called the characteristics equation of Eq. (2)
Now, each value of m for which Eq. (4) holds will make y  e mx a solution of Eq. (2)

a  a 2  4b
From Eq. (4), we have, m  - characteristic root of Eq. (1). Here the value of m depends
2
on the sign of the expression under the square root.
Case I: a 2  4b  0, m2  am  b  0 has two distinct real roots. That is,
√ √

y1  em1x , y2  em2 x are distinct solutions (linearly independent.)

 
That is, y1  em1x , y2  em2 x -form a fundamental system solution.

 y( x)  C1em1x  C2em2 x - is the general solution of (2)

Case II: a 2  4b  0 . The equation m 2  am  b  0 has only one real (double) root.
a
a
 y1 ( x)  e m0 x  e 2 is the solution of (2). To find y 2 so that  y1 , y2  is linearly independent
x
m0 
2

e
 adx a  ax a
x e x
y2 ( x)  y1 ( x) 2 dx  e   ax dx  xe 2  xy1 ( x)
2
y1 ( x) e
a a
x x
Therefore, y1 ( x)  e 2 & y2 ( x)  xe 2 are linearly independent solutions of (2). That is,

 y ( x)  e
1
m0 x

, y2 ( x)  xem0 x - form a fundamental system of solutions.

 y( x)  C1em0 x  C2 xem0 x is the general solution of (2)

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Advanced Applied Mathematics III (Math2042) Lecture Note

Case III: a 2  4b  0 . The equation m 2  am  b  0 has no real root that is, it has two complex roots.

a  a 2  4b a  i 4b  a 2
m1,2   , 4b  a 2  0
2 2
a 4b  a 2
 i , where i  1
2 2
 

Therefore, the roots of m 2  am  b  0 are m1     i & m2     i , m1 & m2 are conjugates.

Thus, from the conjugate roots: m1     i & m2     i of m 2  am  b  0 ,

y1 ( x)  e   i  x & y2 ( x)  e   i  x are solution of (2). These are complex solution for our real problem.

By Euler’s formula, y1 ( x)  e   e x  cos  x  i sin  x  & y2 ( x)  e   e x  cos  x  i sin  x 

 i x   i x

1 1
Put y1 ( x)   y1  y2  & y2 ( x)   y2  y1  , y1 ( x)  e x cos  x & y2  e x sin  x
2 2
Therefore, y1 & y2 are real solutions of (2). yc ( x)  C1e x cos  x  C2e x sin  x - is the general solution of
(2). Now, collecting all these things together, we have the following result.
Theorem: Given the homogeneous second order linear differential equation with constant coefficients:
y  ay  by  0 ----------------- (2)

 
i) If a 2  4b  0 , then y1  em1x , y2  em2 x is a fundamental system of solutions and

yc ( x)  C1em1x  C2em2 x - is the general solution of (2)

 
ii) If a 2  4b  0 , then y1 ( x)  em0 x , y2 ( x)  xem0 x is a fundamental system of solutions.

yc ( x)  C1em0 x  C2 xem0 x is the general solution of (2).

iii) If a 2  4b  0 , then e x cos  x, e x sin  x is a fundamental system of solutions, where

m1,2     i are complex solutions of m 2  am  b  0 .

Thus, yc ( x)  C1e x cos  x  C2e x sin  x is the general solution of (2).

In general, if y1 , y2 are linearly independent solutions of (2) on I , then yc  C1 y1  C2 y2 is the

complementary solution of (2), and if y p is any one solution of (1) on I , then

y( x)  yc  y p  C1 y1  C2 y2  y p is the general solution of (1) on I , where and are constants.

Example: a) Solve y  2 y  0

Solution: Trial solution y  e mx

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Advanced Applied Mathematics III (Math2042) Lecture Note

Characteristic equation: m2  2m  0  m  0 or m2, y1 ( x)  e0 x  1& y2 ( x)  e2 x are linearly

independent solution .So 1, e2 x  form fundamental system of solutions. The general solution of

y  2 y  0 is yc ( x)  C1  C2e2 x .

b) Solve 4 y  4 y  y  0

Solution: Trial solution y  e mx

1
Characteristic equation: 4m2  4m  1  0  m  double root
2
1 1
x x
Therefore, y1 ( x)  e 2 & y2 ( x)  xe 2 are linearly independent solutions.
1

 C1  C2 x  is the general solution.

x
Thus, yc ( x)  e 2

c) Solve y  4 y  0

Solution: Trial solution y  e mx

Characteristic equation: m 2  4  0 .  m   2 i , complex roots;   0,   2

Therefore, y1 ( x)  e x cos  x  cos 2 x,& y2 ( x)  e x sin  x  sin 2 x are linearly independent solutions.

Thus, yc ( x)  C1 cos 2 x  C2 sin 2 x -is the general solution.

d) Solve y  3 y  2 y  2e3 x , y (0)  1, y (0)  0 (nonhomogeneous) -------- (*)

Solution: RHDE: y  3 y  2 y  0 ------ (**). This is homogenous 2nd order differential equation with
Constant coefficients.
Characteristic equation: m2  3m  2  0.   m  1 m  2   0  m  1 or m  2 .

Therefore, y1 ( x)  e x & y2 ( x)  e2 x are linearly independent solutions.

yc ( x)  C1e x  C2e2 x - is the general solution of (*).

Finding Particular solution ( )

THE METHOD OF UNDETERMINED COEFFICIENTS
In this section we present a method for finding a particular solution y p ( x) to the non-homogenous

linear differential equations: y  ay  by  f ( x ) ------------------ (1), where a and b are constants.

And, the method requires that the function f ( x ) in the equation (1) be one of the following three forms:

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Advanced Applied Mathematics III (Math2042) Lecture Note

i) pk ( x) , polynomial of degree k

ii) pk ( x)e x

iii) pk ( x)e x sin  x  pk ( x)e x cos  x , and the method fails if f ( x ) is different from these three
forms.
 The method of undetermined coefficients assumes that the solution to equation (1) is of exactly the
same form as f ( x ) .
 The techniques require that we replace each dependent variable y in (1) with an expression of the
same form as f ( x ) having polynomial terms with undetermined coefficients. If we compare both
sides of the resulting equation, it is possible to determine the unknown coefficients.

To illustrate this method, we consider a number of examples.

Example: 1. Solve the differential equation y  y  x 2 ----------------- (1)

Solution: since f ( x)  x 2 is the polynomial of degree two, we guess that (1) has a particular solution
y p ( x) that is a polynomial of degree two. We try the most general polynomial of degree two. That is,

y p ( x)  ax 2  bx  c , where a , b and c are constants to be determined from the given differential

equation. Then y p  2ax  b & y p  2a , so if we substitute y p & y p in to (1), we obtain

 
2a  ax 2  bx  c  x 2

Equating coefficients of like powers of the variable x , we have 2a  c  0,  b  0,  a  1 ,

 a  1, b  0, c  2a  c  2(1)  2 , and the particular solution y p ( x)   x 2  2 and

RHDE: y  y  0

Characteristic equation: m 2  1  0 .  m1   1 . Therefore, yc ( x)  c1e x  c2e x is the complementary

solution of y  y  0 .

Thus, y  yc  y p  C1e x  C2e x  x 2  2 is the general solution of the differential equation y  y  x 2 .

2. Solve y  y  xe2 x

Solution: Here f ( x ) is of the form (ii), where pk ( x) is a polynomial of degree one, so we try of solution of

the form y p ( x)  e2 x  a  bx  . Then y p ( x)  e2 x  2a  2bx  b  , y p ( x)  e2 x (4a  4bx  4b) , and substitution

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Advanced Applied Mathematics III (Math2042) Lecture Note

yields, e2 x (4a  4bx  4b)  e2 x  a  bx   xe2 x and equating like powers of x , we obtain the equations

4 1 e2 x
5a  4b  0,5b  1 a  , b  , and the particular solution is y p ( x)   5 x  4  and
25 5 25
RHDE: y  y  0

Characteristic equation: m 2  1  0 .  m   1i , complex roots;   0,   1

Therefore, y1 ( x)  e x cos  x  cos x,& y2 ( x)  e x sin  x  sin x are linearly independent solutions.

Thus, yc ( x)  C1 cos x  C2 sin x is the complementary solution of y  y  0 .

e2 x
Hence, y  yc  y p  C1 cos x  C2 sin x   5x  4  is the general solution of the differential equation
25
y  y  xe2 x
Theorem 1:
Consider the DE y  ay  by  p (x) ----------- (1), where a and b are constants, pk ( x) , polynomial of

degree k .
i) If m  0 is not a root of the characteristics equation of the RHDE, then there exists a particular
solution to equation (1) of the form y p  Ak x k  ...  A1 x  A0

ii) If m  0 is a simple root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form y p  x ( A0  A1 x  ...  Ak x k )

iii) If m  0 is a repeated root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form y p  x 2 ( A0  A1 x  ...  Ak x k )

Example: 1.Solve y  4 y  3 y  6 x ----------- (1)

Solution: RHDE: y  4 y  3 y  0

Characteristic equation: m2  4m  3  0   m  1 m  3  0  m  1, m  3 .

Therefore, yc ( x)  c1e x  c2e3x is the complementary solution of y  4 y  3 y  0 .

To find y p by the method of undetermined coefficient, first we need to check that zero ( 0 ) is the root of

the characteristic equation m2  4m  3  0  02  4(0)  3  3  0 . Therefore, 0 is not a root.

Therefore, y p ( x) takes the form: y p ( x)  A1x  A0 .  y p  A1 , y p  0 , substituting in (1), we have,

 8
4 A1  3 A0  0  A0 
0  4 A1  3  A1 x  A0   6 x  (4 A1  3 A0 )  3 A1 x  6 x   3

 3 A1  6  A1  2

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Advanced Applied Mathematics III (Math2042) Lecture Note

8
Thus, y p ( x)  2 x  .
3
8
Hence, the general solution of the differential equation is y ( x)  c1e  x  c2 e 3 x  2 x  .
3
Example: 2.Solve y  5 y  4 x ---------------- (1)
2

Solution: RHDE: y  5 y  0

Characteristic equation is m 2  5m  0 , with roots m  0, m  5 .Consequently,
yc ( x)  c1  c2 e 5 x is the complementary solution of y  5 y  0 .
The usual trial solution corresponding to the driving term (function) f ( x)  4 x 2 is
y p ( x)  A0  A1 x  A2 x 2 .However, since m  0 a simple root of the characteristics equation of the RHDE,
we must use the modified trial solution y p ( x)  x ( A0  A1 x  A2 x 2 ) .
2 A1  6 A2 x  5( A0  2 A1 x  3 A2 x 2 )  4 x 2
Inserting this expression into equation (1) yields
 5 A0  2 A1  (10 A1  6 A2 ) x  15 A2 x 2  4 x 2
Consequently, the coefficients must be chosen to satisfy
5 A0  2 A1  0
10 A1  6 A2  0
15 A2  4

 4
 A2  15
 4
 A1   , so that a particular solution to equation (1) is
 15
A  8
 0 125

4
y p ( x)  x (6  15x  25x 2 ). The general solution to the DE is therefore
375
4
y ( x)  c1  c 2 e 5 x  x (6  15x  25x 2 ).
375
Exercise: solve the differential equation: a) y  y  x 2  5

b) y  2 y  2 y  3x 2
Theorem 2: Consider the DE y  ay  by  A cos  x  B sin  x ----------- (1), where a , b , A, and  are
constants.
i) If m  i is not a root of the characteristics equation of the RHDE, then there exists a particular
solution to equation (1) of the form y p ( x)  A0 cos x  B0 sin x .

ii) If m  i is a root of the characteristics equation of the RHDE, then there exists a particular
solution to equation (1) of the form y p ( x)  x ( A0 cos x  B0 sin x) .

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Advanced Applied Mathematics III (Math2042) Lecture Note

Example: Solve the y  y  2 y  20 sin x --------------- (1)

Solution: RHDE: y  y  2 y  0 ----------- (2)

Characteristic equation: m 2  m  2  0  (m  2)(m  1)  0  m  2, m  1

So that yc ( x)  c1e 2 x  c2 e  x .In this case, an appropriate trial solution is y p ( x)  A0 cos x  A1 sin x .

Substituting this trial solution into equation (1) yields ( A0  3 A1 ) sin x  (3 A0  A1 ) cos x  20 sin x

 3 A0  A1  0  A1  6
This equation is satisfied for all x if and if   .So that a particular solution to
 A0  3 A1  20  A0  2
equation (1) is y p ( x)  2 cos x  6 sin x .

Consequently, (2) has general solution y ( x)  c1e 2 x  c2 e  x  2 cos x  6 sin x

Exercise: solve the DE 1) y  16 y  24 cos 4 x
2) y  4 y  5 y  24 sin x

Theorem 3: Consider the DE y  ay  by  p( x)ex ----------- (1), where a , b , and  are constants, pk ( x) ,

polynomial of degree k .
i) If m   is not a root of the characteristics equation of the RHDE, then there exists a particular
solution to equation (1) of the form y p ( x)  ( A0  A1 x  ...  Ak x k )ex

ii) If m   is a simple root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form y p ( x)  x ( A0  A1 x  ...  Ak x k )ex

iii) If m   is a repeated root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form y p  x 2 ( A0  A1 x  ...  Ak x k )ex

Example: Find the particular solution y p for the differential equation y  2 y  xe 2 x

Solution: characteristic equation m 2  2m  0  m  0, m  2

Here pk ( x)e x  xe2 x   2,   0 and   2 is a root of m 2  2m  0

y p must have the form: y p ( x)  x ( A1 x  A0 )e 2 x , and determine A & B by substitution in the differential

equation.
Exercise: Solve the DE 1) y  4 y  4 y  10e 2 x

2) y  y  9 xe3 x , y (0)  0, y (0)  9

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Advanced Applied Mathematics III (Math2042) Lecture Note

Theorem 4: Consider the DE y  ay  by  p( x)ex A cos x or p( x)ex B sin x ----------- (1), where a , b ,
 , and  are constants, pk ( x) , polynomial of degree k .
i) If m     i is not a root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form
y p ( x)  ( A0  A1 x  ...  Ak x k )ex cos x  ( B0  B1 x  ...  Bk x k )ex sin x

ii) If m     i is a simple root of the characteristics equation of the RHDE, then there exists a
particular solution to equation (1) of the form
y p ( x)  x [( A0  A1 x  ...  Ak x k )ex cos x  ( B0  B1 x  ...  Bk x k )ex sin x]

Example: Solve y  4 y  16x cos 2 x ---------- (1)

Solution: RHDE: y  4 y  0 ------------ (2)

Characteristic equation: m 2  4  0  m   2 i .Here,   0,   2  m     i  0  2i  2i is a

simple root of the characteristic equation of (2).And an appropriate trial solution is
y p ( x)  x [( A0  A1 x) cos 2 x  ( B0  B1 x) sin 2 x] .

 y p ( x)  2 x 2 sin 2 x  x cos 2 x , and complementary solution of (2) is y c ( x)  c1 sin 2 x  c2 cos 2 x

Therefore, the general solution of (1) is y( x)  yc ( x)  y p ( x)  (c1  2 x 2 ) sin 2 x  (c2  x) cos 2 x.

Theorem 5: Consider the DE y  ay  by  f ( x ) , where a ,and b are constants. If f (x ) is a sum of terms

of the form considered in theorems 1-4, then the appropriate trial form of a particular solution is obtained
by taking the sum of the corresponding trial solution.
Example: 1.Determine an appropriate trial form of a particular solution of
a) y  2 y  3e 2 x  4 x 2 b) y  4 y  2 cos x  5 xe 2 x

Solution: (a) The characteristic equation is m 2  2m  0 , with roots m  0, m  2 .Consequently, the

complementary solution is yc ( x)  c1  c2 e 2 x

Therefore, a trial solution corresponding to the driving term f1 ( x)  3e 2 x is y p1 ( x)  B0 xe2 x , since

m    2 is a simple root of the characteristic equation of the RHDE.

Whereas a trial solution corresponding to the driving term f 2 ( x)  4 x 2 is y p2 ( x)  x ( A0  A1 x  A2 x 2 ) ,

since m    0 is a simple root of the characteristic equation of the RHDE.

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Hence, an appropriate trial solution for the given DE is y p ( x)  y p1  y p2  x( A0  A1 x  A2 x 2 )  B0 xe2 x

b) The characteristic equation is m 2  4  0 , with roots m   2 .Consequently, the complementary

solution is yc ( x)  c1e 2 x  c2 e 2 x

Therefore, a trial solution corresponding to the driving term f1 ( x)  5 xe 2 x is y p1 ( x)  x ( B0  B1 )e 2 x , since

m    2 is a simple root of the characteristic equation of the RHDE.

Whereas a trial solution corresponding to the driving term f 2 ( x)  2 cos x is y p2 ( x)  A0 cos x  A1 sin x ,

since m   i  i is not a root of the characteristic equation of the RHDE.

Hence, an appropriate trial solution for the given DE is
y p ( x)  y p1  y p2  x( B0  B1 x)e 2 x  A0 cos x  A1 sin x

Example: 2. Solve the differential equation y  4 y  4 y  e x  x

Solution: RHDE: y  4 y  4 y  0

Characteristic equation: m2  4m  4  0   m  2   0  m  2 , double root.

2

Fundamental system of solution is e2 x , xe2 x  ,  yc ( x)  c1e2 x  c2e2 x , complementary solution .

Particular solution: y p ?, f ( x)   x  e x , and f ( x)  g ( x)  h( x) , where g ( x)   x , h( x)  e x

 0  1

y pf  y pg  y ph , and 0&1 are not roots of the characteristic equation m 2  4m  4  0

Therefore, y p  y p1  y p2 (by principle of superposition)

  A1 x  A0   Be x . Find A1 , A0 & B (exercise)

Exercise: Solve the following differential equation by the method of undetermined coefficients:
a) y  3 y  2 y  12e x b) y  3 y  2e2 x sin x

c) y  3 y  2 y  2 x 2  3e x d) y  2 y  y   x  1  xe x

METHOD OF VARIATION OF PARAMETERS

-is a method for finding the particular solution to non-homogenous differential equation
Suppose y1 , y 2  forms a fundamental solution of (2) (i.e., y1 , and y 2 are known), then the
complementary solution of (2) is y p ( x)  c1 y1 ( x)  c2 y2 ( x) .To find a particular solution of y p (x) of (1),

vary the constants c1and c2 to functions of x .

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Advanced Applied Mathematics III (Math2042) Lecture Note

Therefore, y p ( x)  c1 ( x) y1 ( x)  c2 ( x) y2 ( x) (trial form), then y p  c1 y1  c1 y1  c2 y2  c2 y 2

Substituting y p in the DE y p  a( x) y p  b( x) y p  f ( x) we have

c1 y1  c2 y 2  0 c1   y1 y 2  0 

     
c1 y1  c2 y 2  f ( x) c2   y1 y 2   f 
y1 y2
Since w( x)  0
y1 y 2

0 y2 y1 0
f y 2  f ( x) y 2 y f f ( x) y1
Using crammer’s rule c1 ( x)   and c2 ( x)  2 
w( x) w( x) w( x) w( x)
 f ( x) y 2 f ( x) y1
 c1 ( x)   dx and c2 ( x)   dx
w( x) w( x)

d) Solve y  3 y  2 y  2e3 x , y (0)  1, y (0)  0 (non homogenous) -------- (*)

Solution: RHDE: y  3 y  2 y  0 ------ (**). This is homogenous 2nd order differential equation with
Constant coefficients.
Characteristic equation: m2  3m  2  0.   m  1 m  2   0  m  1 or m  2 .

Therefore, y1 ( x)  e x & y2 ( x)  e2 x are linearly independent solutions.

yc ( x)  C1e x  C2e2 x - is the general solution of (*).

Particular solution, y p ( x)  C1 ( x) y1 ( x)  C2 y2 ( x) (By using variation of parameter) and

( ) | |

0 e2 x
f ( x) 2e e 2 x f ( x) e 2 x 2e3 x
C1 ( x)    3x
 2e 2 x  C1 ( x)  2  e 2 x dx  e 2 x
w( x) w( x) e
ex 0
ex 2e3 x 2e x  e3 x
C2 ( x )   3x
 2e x  C2 ( x)   2e x dx  2e x
w( x) e

Therefore, y p ( x)  e3 x  2e3 x  e3 x

Thus, y  yc  y p  C1e x  C2e2 x  e3 x is the general solution of the differential equation (*).

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Advanced Applied Mathematics III (Math2042) Lecture Note

To find the unique solution satisfying the given initial conditions:

y (0)  1 y (0)  C1  C2  1  1  C1  C2  0  C1  C2      (1)
y ( x)  C1e x  2C2e 2 x  3e3 x  y (0)  C1  2C2  3  0  C1  2C2  3    (2)

From, (1) and (2), we have C1  3, C2  3

Therefore, the unique solution of the IVP is y  3e x  3e2 x  e3 x

Exercise: Solve the following differential equations:
a) y  4 y  sin x b) y  y  6 y  10e3 x , y (0)  0, y (0)  3
c) y  y  3x 2 , y (0)  4, y (0)  0 d) y  4 y  4 y  6 xe3 x , y (0)  0, y (0)  3

CHAPTER TWO: LAPLACE TRANSFORM

Definition: Let f (t ) be function defined on the interval [0,  ) .Then the Laplace transform of f is the

function F ( s)   e  st f (t )dt, provided that the improper integral converges, and usually denoted by
0

L( f (t ))  L[ f ]  L f (t ).Here L is Laplatian operator

Example: Find a) L{e at }

  , s  a

T
Solution: L{e }   e e dt   e
at  st at t ( s a )
dt  lim  e t ( s a )
dt   1
T 
 ,s  a
s  a
0 0 0

1
Therefore L{e at }  ,s  a
sa
1 1 1
In particular L{e t }  , s  1 and L{e 2t  3e t }  L{e 2t }  3L{e t }  3 , s  2 and s  1
s 1 s2 s 1
1 1 s  1  3s  6  2s  7
 L{e 2t  3e t }  3   ,s  2
s2 s  1 ( s  2)(s  1) ( s  2)(s  1)
1
For a  0 , L{1}  , s  0
s
b) L{cos at}, L{sin at}
1 1 s  ia s  ia s a
Solution: L{e iat }    2  2 i 2
s  ia s  ia s  ia s  a 2
s a 2
s  a2

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Advanced Applied Mathematics III (Math2042) Lecture Note

However, from Euler’s formula e iat  cot at  i sin at

s a
L{e iat }  L{cos at  i sin at}  L{cos at}  L{sin at}  i 2
s a
2 2
s  a2
Thus equating the real and imaginary parts we have
s a
L{cos at}  , s  0 ,and L{sin at}  2 ,s  0
s a
2 2
s  a2
s 3
Example: L{cos 3t}  , s  0 and L{sin  3t}  2 ,s  0
s 9
2
s 9
n!
Theorem: for n  0,1,2,... L{t n }  , s  0 (by induction)
s n 1
0! 1 2! 2 6
Example: L{t 0 }  0 1
 , s  0 , L{t 2 }  21  3 , s  0 and L{t 3 }  4 , s  0
s s s s s

Theorem: L{c1 f (t )  c2 g (t )}  c1 L{ f (t )}  c2 L{g (t )} (L is linear)

Exercise: a) L3e 2t  4t 2  b) L{2t 2  5} c) L{3 sin 2t  2t 4  cos 6t}

Solution: By above theorem, L3e 2t  4t 2   L3e 2t  L4t 2   3Le 2t  4 Lt 2 

1 2! 3 8
3 4 3   3
s2 s s2 s
b and c, exercise.
t , 0  t  2
Example: If f (t )   , the find L{ f (t )]
3 .t  2
 2  2 T
Solution: F ( s)  L{ f (t )}   f (t )e  st dt   te  st dt   3e  st dt   te  st dt  lim  3e  st dt
T 
0 0 2 0 20


e  st
But check that  e  st dt  ,s  0
2
s
 
2 s s  1
2 2
1
Therefore F ( s)  L{ f (t )}   f (t )e  st dt   te  st dt   3e  st dt   e ,s  0
0 0 2 s2 s2

1, 0  t  1
Exercise: find L{ f (t )} for a) f (t )  e at  e  at b) f (t )  
0 , t  1
Theorem: (1st shifting theorem)
If L{ f (t )}  F ( s) , then

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Advanced Applied Mathematics III (Math2042) Lecture Note

1) L{e at f (t )}  F ( s  a) , s  a ( s - shift theorem)

dn
2) L{t n f (t )}  (1) n F ( s ) ( t - shift theorem)
ds n
Example: Find a) L{e 2t cos3t} b) L{te at } c) L{t 2 sin t}
s s2
Solution: a) F ( s )  L{cos 3t}  s  0  L{e 2t cos3t}  F (s  2)  s2
s 9
2
( s  2) 2  9
1 d d 1 1
b) F ( s)  L{e at }  , s  a  L{te at }  (1)1 F ( s)   ( ) , s  a or
sa ds ds s  a ( s  a) 2
1 1
F ( s)  L{t}  , s  0  L{e at t}  F (s  a)  ,s  a
s 2
( s  a) 2

1 2 d
2
d 2  1  d  2s 
c) F ( s)  L{sin t}          , s  0
2
, s 0 L{t sin t } ( 1) F ( s )
s2 1 ds 2 ds 2  s 2  1  ds  ( s 2  1) 2 
Exercise: Find L{ f (t )} a) f (t )  e 3t t 2 sin 4t b) f (t )  te 2t cos3t c) f (t )  cos2 t  sinh 2t  cosh 2t

Definition :( unit step function)

0, 0  t  a
The unit step function or Heaviside step function u (t  a ) or u a (t ) , is defined by u(t  a)  
 1, t  a

Graph of unit step function

-it is a switch that is turned on at t  a

It is used to - “turns off” a portion of the graph of a function f defined for t  0

-write piecewise defined (step) function in compact form
Example: consider the function f (t )  2t  3 .To “turn off” the portion the graph of f for 0  t  1,we

simply form the product (2t  3)u (t  1) .

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Advanced Applied Mathematics III (Math2042) Lecture Note

 g (t ),0  t  a
A general piecewise defined function of the type f (t )   is the same as
 h(t ), t  a
f (t )  g (t )  g (t ) u (t  a )  h(t ) u (t  a )

 0, 0  t  a

Similarly, a step function of the type f (t )   g (t ), a  t  b can be written f (t )  g (t )[u (t  a )  u (t  b)]
 0, t  b


 g (t ),0  t  a

and a function of f (t )  h(t ), a  t  b can be written
 k (t ), t  b

f (t )  g (t )  g (t )u (t  a )  h(t )[u (t  a )  u (t  b)]  k ((t )u (t  b)

 t 2  3t  2,1  t  2
Example: Express the step function f (t )   in terms of unit step function.
 0, t  2

Solution: h(t )  t 2  3t  2 , k (t )  0 , and no g (t )

 f (t )  t 2  3t  2[u (t  1)  u (t  2)]
  t 2  3t  2(t  1)  (t 2  3t  2)u (t  2) .
switch on at t  1 switch off at t  2
Theorem (second shifting theorem):
Let L f (t )  F (s) .Then, L{u (t  a) f (t  a)}  e  as F ( s)

Corollary: Let L{ f (t )}  F ( s ) .Then L{u (t  a) f (t )}  e  as L{ f (t  a)}

 0,  t  
Example: If f (t )   , then find L{ f (t )}
3 cost , t  
Solution: g (t )  0, h(t )  3 cos t , a  
 f (t )  0  0u(t   )  3 costu(t   )
 f (t )  3 cost u (t   )

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Advanced Applied Mathematics III (Math2042) Lecture Note

s  3se s
Therefore, L{ f (t )}  L{3 cos t u (t   )}  3e s L{cos(t   )}  3e s L{cos t}  3e s . 
s2 1 s2 1
 t 2  3t  2,1  t  2
Exercise: If f (t )   , then find L f (t )
0, t  2

THE INVERSE LAPLACE TRANSFORM

If F ( s)  L{ f (t )}, s  s 0 and t  0 , then f (t ) is called the inverse Laplace transform of F (s ) and is

denoted by L1{F (s)}  f (t ), t  0  L{ f (t )}  F (s), s  s0

L1 -is the inverse lapltian operator

Theorem: L1 is linear L1{c1 F ( s)  c 2 G ( s)}  c1 L1{F ( s)}  c 2 L1{G ( s)}

 1  1  1 
Example: a) L1    e , s  a, t  0 .Example: L 
at
  e ,s  3
3t

s  a  s  3

1 t n 1
b) L1  n   , s  0, t  0 , n  0,1,2...
 s  (n  1)!
1
Example: L1  5  .Solution: we identify n  1  5 or n  4 and then multiply and divide by 4! .That is,
s 
1 4! 1  1  1  4!  1 1  4!  1 4 t 4
 L  5L  5 L  5 t 
s 5 4! s 5 s   4! s  4!  s  4! 24

 1   a 1  1 1  a  sin at
L1  2 2
 L1  2  L  2 2
 , s  0, t  0
s  a  s  a a a s  a 
2
a

 1  1  3 1  1 1  3  sin 3t
In particular L1  2 L  3  L   , s  0, t  0
s  9 s  3 3  3  s 2  32 
2
3

 s7 
Example: Find a) L1  2 
s  s  2
s7 s7 A B ( A  B) s  A  2 B
Solution:    
s  s  2 ( s  2)(s  1) s  2 s  1
2
( s  2)(s  1)
 s  7  ( A  B ) s  A  2 B  A  3, B  2

 s7  1  3 2  1  1  1  1 
Thus L1  2   3e  2e , s  2
t
L     3L    2L 
2t

 s  s  2   s  2 s  1   s  2   s  1 
 s 1 
b) L1  3 
s  s 

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Advanced Applied Mathematics III (Math2042) Lecture Note

s 1 s 1 A Bs  C ( A  B)s 2  Cs  A
Solution:    2   A  1, B  1, C  1
s 3  s s(s 2  1) s s 1 s(s 2  1)

 s 1  1  1  1   s  1  1 
Thus L1  3   L    L  2   L  2   1  cost  sin t , s  0, t  0
s  s  s   s  1  s  1
Theorem: Let L1{F ( s)}  f (t ), then

 dn 
a) L1{F ( s  a)}  e at f (t ) b) L1  n F ( s)  (1) n t n L1{F ( s)}  (1) n t n f (t )
 ds 
c) L1{e  as F ( s)}  f (t  a) u (t  a)

 s2 
Example: Find a) L1  2 
 s  6s  10 
Solution: Observe that s 2  6 s  10 is not factorizable
Hence by completing the square s 2  6s  10  ( s  3) 2  1
s2 s2 s  3 1 s3 1
Thus    
s  6s  10 ( s  3)  1 (s  3)  1 ( s  3)  1 ( s  3) 2  1
2 2 2 2

s2 s2 s  3 1 s3 1

 L1{ }  L1{ }  L1{ }  L1{ }  L1{ }
s  6s  10
2
( s  3)  1
2
(s  3)  1
2
( s  3)  1
2
(s  3) 2  1

 e 3t cos t  e 3t sin t

 1 
b) L1  2 
 ( s  1) 

 1   1 
Solution: L1  2 
 (1)1 t 1 L1    te
t

 ( s  1)   s  1 

1  e 
3 s
1
c) Find L  4 
.Solution: F (s)  ,and
 (s  1)  ( s  1) 4

 1  1 1  3!  1
L1  4 
 e t L  4   e t . L1  4   e t . t 3  f (t ) .Hence, using part (III) of above theorem,
 ( s  1)  s  3!  s  3!

 e 3 s   e t 3 (t  3) 3
1 e t 3 (t  3) 3  ,t  3 .
L  4 
 f (t  3) u (t  3)  u (t  3)   6
 ( s  1)  6  0, 0  t  3

 1   1  1  1  1  2e
s

Exercise: Find a) L1  2 1
 b) L   c) L   d) L  
 s ( s  1)   ( s  2)   ( s  9)  s  4
3 2 2 2

Theorem: 1. If f (t  T )  f (t ), that is, f is periodic function of period T , then

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Advanced Applied Mathematics III (Math2042) Lecture Note

T
1
 sT 
L{ f (t )}  e  st f (t )dt
1 e 0

 f (t ) 
2. If L{ f (t )}  F ( s ), then L     F ( s )ds
 t  0

 1, 0  t  
Example: 1. f (t )   and f (t  2 )  f (t ) , f is a periodic with period 2 .
 1,   t  2
2
Solution: L f (t ) 
1
e
 st
f (t )dt and
1  e  2s 0

2  2 
1 1 2
e f (t )dt   e dt   e dt   e  st
 st  st  st
 e  st
s s 
0 0  0


s

1  st 1
s
  1 1

e  1  e  2s  e  s   e  2s  2e s
s s
 
 sin t 
 . Solution: Lsin t  2
1
2. Find L  F ( s ), we have
 t  s 1
  T
 sin t 
  lim s
ds ds
L   F ( s )ds  2 
 t  s s
s 1 T  s
2
1

 1
T
1
 lim  tan ( s)   lim(tan (T )  tan 1 ( s))
s 
T  T 

  tan 1 ( s)
2

1  e t 
Exercise: Find L  
 t 

CONVOLUTION MAPPING

Definition: Let f , g be piecewise continuous. Then the convolution of f and g is

t
( f * g )(t )   f (t  u ) g (u )du
0

Properties: 1) f * g  g * f 2) ( f * g ) * h  f * ( g * h)
3) f * ( g  h)  f * g  f * h 4) f * (kg )  k ( f * g )

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Theorem (Convolution theorem) If L f (t )  F (s) and Lg (t )  G(s)

1) L f * g  Lf .Lg  F (s)G(s) 2) L1 F ( s)G ( s)  ( f * g )(t )

 1   1  1  s  1  1 
Example: Find a) L1  2  b) L1  2  c) L  2  d) L  2 
 s ( s  9)   s ( s  1)   (s  9)   ( s  1) 
2 2

1 1 sin 3t
Solution: Let F ( s )  and G ( s )  2  L1{F ( s)}  1 and L1{g ( s} 
s s 9 3

 1  t t
sin 3u 1  cos 3t
Thus L1  2  
1
  L { F ( s )G ( s )}  ( f * g )(t )  f (t  u ) g (u ) du  du 
 s( s  9)  0 0
3 9

Similarly b), c) and d) as exercise

LAPLACE TRANSFORMS OF DERIVATIVES AND INTEGRALS

Suppose f (t ) and its derivatives up to n -order are continuous on [0,  ) with f and each derivative

having Laplace transformation .If L f (t )  F (s) , then

 dn 
1) L  n f (t )  L{ f ( n ) }  s n F ( s)  s n 1 f (0)  s n  2 f ' (0)  ...  s n  k 1 f ( k ) (0)  f ( n 1) (0)
 ds 
dn
Here f (n)
(0)  n f (t ) t 0
dt
d 
In particular, L f (t )  L{ f (t )}  sL{ f (t )}  f (0)  sF ( s)  f (0)
 ds 
 d2   d3 
L  2 f (t )  s 2 F ( s )  s f (0)  f ' (0) , and L  3 f (t )  s 3 F ( s )  s 2 f (0)  s f ' (0)  f ( 2) (0) etc
 ds   ds 

t  F ( s) 1  F ( s ) 
t

2) L  f ( x)dx  , and conversely L    f ( x)dx


0  s  s  0

t   1   s 1 
Example: Find a) L  x cos axdx b) L1  2  c) L1  3 
0   s ( s  9)  s  s 

s2  a2
Solution: a) Lt cos at   F (s), s  0
(s 2  a 2 ) 2

t  F ( s) s2  a2
 L x cos axdx   ,s  0
0  s s( s 2  a 2 ) 2

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Advanced Applied Mathematics III (Math2042) Lecture Note

1 F ( s) 1 sin 3t
b)  , F ( s)  2 and L1{F ( s )} 
s( s  9)
2
s s 9 3

 1  1  F ( s ) 
t
sin 3x 1  cos 3t
Thus L1  2   L   
 dx  c) exercise.
 s( s  9)   s  0 3 9

Solution of Initial value problem (IVP) by Laplace Transform (Application of LT)

We now apply the notion of Laplace transform of derivative and inverse Laplace transform to solve initial
value problem.
Consider the IVP y  ay  by  f (t ) , with y (0)  y 0 , y ' (0)  y1 , where a, b, y 0 and y1 are all constants and

f (t ) is a function of t having a Laplace transform.

Procedures (method of solution to DE by LT)

Step 1: Take the Laplace transform of the given DE, and substitute in the given conditions
Step 2: Solve the resulting equation algebraically for Y (s ) .
Step 3: Take the inverse Laplace transform of the resulting equation to determine the solution y (t ) of the
given IVP.

A schematic representation of the Laplace transforms method for solving IVP.

Example: Solve the IVP a) y  3 y  t , y (0)  2
1
Solution: Step 1: L{ y  3 y}  L{t}  sL{ y (t )}  y (0)  3L{ y (t )} 
s2
1
Thus sL{ y (t )}  2  3L{ y (t )} 
s2
2s 2  1
Step 2: L{ y(t )} 
s 2 (s  3)

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Advanced Applied Mathematics III (Math2042) Lecture Note

2s 2  1  5e 3t 5t 5
Step 3: y (t )  L1    is the particular solution
s 2 ( s  3) 9 3 9
b) y  3 y  2 y  4t , y (0)  1, y ' (0)  3
Solution: step1: L{ y  3 y  2 y}  L{4t}
4
 s 2 L{ y (t )}  sy(0)  y ' (0)  3[ sL{ y (t )}  y (0)]  2 L{ y (t )} 
s2
4
 s 2 L{ y (t )}  s  3  3[ sL{ y (t )}  1]  2 L{ y (t )} 
s2
s 3  6s  4
Step 2: L{ y(t )} 
s 2 ( s 2  3s  2)

 s 3  6s  4 
Step 3: y (t )  L1  2 2  and
 s ( s  3s  2) 
s 3  6s  4 ( s 2  2s  2)(s  2) s 2  2s  2
  2
s 2 ( s 2  3s  2) s 2 ( s  1)(s  2) s ( s  1)
s2 2s  2 1 2
  2   2
s ( s  1) s ( s  1) s  1 s
2

 s 3  6s  4  1  1 1  1  1  2 
 y (t )  L1  2 2 L   2   L1    L  2   e  2t
t

 s ( s  3s  2)   s  1 s   s  1   
s

Exercise: Using Laplace transforms solve the IVPs

a) y  5 y  4 y  e 2t , y (0)  1, y ' (0)  0 b) y  6 y  5 y  0 , y (1)  0, y ' (1)  2

c) y  2 y  5 y  e t sin t , y (0)  0, y ' (0)  1 d) y  y  t 2 , y (0)  1

t t
e) y   y ( x)dx  t , y (0)  1
2
f) y  6 y  5 y (t )dt  0 , y (1)  0, y ' (1)  2
0 0

t 2 , t  2
g) y  y   , y (0)  1 h) d) y  y  U (t  3) , y (0)  1
 t , t  2

cos(  t ), t  0
t

i) d) y  y   , y (0)  1 j) y  3 y  2 y (t )dt  2[u (t  1)  U (t  2)] , y (0)  1

0, t  0 0

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