,

DIFFERENTIAL EQUATIONS AND SERIES

(MI1046)

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 1: SERIES

1 INFINITE SERIES

2 SERIES OF NONNEGATIVE TERMS

3 SERIES OF SIGN-CHANGING TERMS

4 SERIES OF FUNCTIONS

5 POWER SERIES

6 FOURIER SERIES

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 1: SERIES

Lesson 1: INFINITE SERIES

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum

a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum

a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1
• an : general term.

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum

a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1
• an : general term.
• Sn = a1 + a2 + · · · + an : n-th partial sum.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum

a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1
• an : general term.
• Sn = a1 + a2 + · · · + an : n-th partial sum.
∞
X
• If there exists lim Sn = S < ∞, then we say that an is convergent
n→∞
n=1
∞
X ∞
X
and its sum equals to S, i.e. an = S. Otherwise, we say that an
n=1 n=1
∞
X
is divergent, i.e. an = ∞.
n=1

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Lesson 1: Infinite series

I. Some definitions
Let {an }∞
n=1 be a given sequence. The formal sum

a1 + a2 + · · · + an + · · ·
∞
X
is called an infinite series, denoted by an . Then,
n=1
• an : general term.
• Sn = a1 + a2 + · · · + an : n-th partial sum.
∞
X
• If there exists lim Sn = S < ∞, then we say that an is convergent
n→∞
n=1
∞
X ∞
X
and its sum equals to S, i.e. an = S. Otherwise, we say that an
n=1 n=1
∞
X
is divergent, i.e. an = ∞.
n=1
• Rn = S − Sn : n-th remainder. If the series converges, then lim Rn = 0.
n→∞
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Lesson 1: Infinite series

II. Examples
Check the convergence/divergence of the following series and calculate
their sum (If any):
X∞
1) a.q n−1 , với a 6= 0 (Geometric series).
n=1
Hints: Let’s divide our consideration into |q| < 1, |q| = 1, |q| > 1.
∞ ∞
X 1 X 1
2) 3) 2
.
n=1
n(n + 1) n=1
n
∞
X 1
4) (Harmonic series).
n=1
n
Hints: Let’s consider Sn với n > 2m+1 or S2n − Sn .

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Lesson 1: Infinite series

III. Fundamental properties of infinite series
∞
X
• If an converges, then lim an = 0.
n→∞
n=1

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Lesson 1: Infinite series

III. Fundamental properties of infinite series
∞
X
• If an converges, then lim an = 0.
n→∞
n=1
∞
X
• However, if lim an = 0, then an is either convergent and
n→∞
n=1
divergent.
∞  
X 1 1
Examples: is convergent lim =0
n=1
n(n + 1) n→∞ n(n + 1)
∞  
X 1 1
is divergent lim =0
n=1
n n→∞ n

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Lesson 1: Infinite series

III. Fundamental properties of infinite series
∞
X
• If an converges, then lim an = 0.
n→∞
n=1
∞
X
• However, if lim an = 0, then an is either convergent and
n→∞
n=1
divergent.
∞  
X 1 1
Examples: is convergent lim =0
n=1
n(n + 1) n→∞ n(n + 1)
∞  
X 1 1
is divergent lim =0
n=1
n n→∞ n

X∞
• If lim an 6= 0 or ∃ lim an , then an diverges.
n→∞ n→∞
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Infinite series

III. Fundamental properties of infinite series
∞
X
• If an converges, then lim an = 0.
n→∞
n=1
∞
X
• However, if lim an = 0, then an is either convergent and
n→∞
n=1
divergent.
∞  
X 1 1
Examples: is convergent lim =0
n=1
n(n + 1) n→∞ n(n + 1)
∞  
X 1 1
is divergent lim =0
n=1
n n→∞ n

X∞
• If lim an 6= 0 or ∃ lim an , then an diverges.
n→∞ n→∞
n=1
∞ ∞
X 2n − 1 X
Examples: a) , b) (−1)n .
n=1
3n + 2 n=1
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Lesson 1: Infinite series

• The convergent/divergent property of an infinite series does not change
if we remove the finite number of first terms. This means
∞
X ∞
X
an converges/diverges ⇔ an converges/diverges (M > 1).
n=1 n=M

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Infinite series

• The convergent/divergent property of an infinite series does not change
if we remove the finite number of first terms. This means
∞
X ∞
X
an converges/diverges ⇔ an converges/diverges (M > 1).
n=1 n=M

∞
X ∞
X
• If an = S1 and bn = S2 , then for all α, β ∈ R it holds
n=1 n=1

∞
X
(αan + βbn ) = αS1 + βS2 .
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 1: Infinite series

• The convergent/divergent property of an infinite series does not change
if we remove the finite number of first terms. This means
∞
X ∞
X
an converges/diverges ⇔ an converges/diverges (M > 1).
n=1 n=M

∞
X ∞
X
• If an = S1 and bn = S2 , then for all α, β ∈ R it holds
n=1 n=1

∞
X
(αan + βbn ) = αS1 + βS2 .
n=1

Exercises: Let us determine convergence/divergence of the following

series: √
∞ ∞  ∞ 
X 2n + 1 X n + 2 n X n − 1 n
a) b) c) .
n=1
n2 (n + 1)2 n=1
n+1 n=1
n+3
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Chapter 1: SERIES

Lesson 2:
SERIES OF NONNEGATIVE TERMS

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Lesson 2: Series of nonnegative terms

∞
X
• Definition: an is called a nonnegative series if
n=1

an ≥ 0, ∀n ≥ 1.

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Lesson 2: Series of nonnegative terms

∞
X
• Definition: an is called a nonnegative series if
n=1

an ≥ 0, ∀n ≥ 1.
∞
X
• Remark: A nonnegative series an is convergent ⇔ Sn is bounded.
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

∞
X
• Definition: an is called a nonnegative series if
n=1

an ≥ 0, ∀n ≥ 1.
∞
X
• Remark: A nonnegative series an is convergent ⇔ Sn is bounded.
n=1
I. Comparison tests
∞
X ∞
X
1. First test: Let an and bn be two nonnegative series satisfying
n=1 n=1

an ≤ bn for any n ≥ n0 ∈ N.
∞
X ∞
X ∞
X ∞
X
Then, • bn con. ⇒ an con. • an div. ⇒ bn div.
n=1 n=1 n=1 n=1

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Lesson 2: Series of nonnegative terms

∞
X
• Definition: an is called a nonnegative series if
n=1

an ≥ 0, ∀n ≥ 1.
∞
X
• Remark: A nonnegative series an is convergent ⇔ Sn is bounded.
n=1
I. Comparison tests
∞
X ∞
X
1. First test: Let an and bn be two nonnegative series satisfying
n=1 n=1

an ≤ bn for any n ≥ n0 ∈ N.
∞
X ∞
X ∞
X ∞
X
Then, • bn con. ⇒ an con. • an div. ⇒ bn div.
n=1 n=1 n=1 n=1
∞ ∞
X 1 X 1
Examples: a) n
b) .
n=1
2 +1 n=1
1 + ln n
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Lesson 2: Series of nonnegative terms

∞
X
2. Second test: (Limit-Comparison/Quotient test) Let an and
n=1
∞
X an
bn be two nonnegative series fulfilling lim = k ∈ (0, ∞).
n=1
n→∞ bn
∞
X ∞
X
Then, an and bn are the same situation (con./div.).
n=1 n=1

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Lesson 2: Series of nonnegative terms

∞
X
2. Second test: (Limit-Comparison/Quotient test) Let an and
n=1
∞
X an
bn be two nonnegative series fulfilling lim = k ∈ (0, ∞).
n=1
n→∞ bn
∞
X ∞
X
Then, an and bn are the same situation (con./div.).
n=1 n=1
∞ 2 ∞
X n −1 X 1 + 2n
Examples: a) √ b) .
n=1
n5 + n n=1
3n − 2n

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

∞
X
2. Second test: (Limit-Comparison/Quotient test) Let an and
n=1
∞
X an
bn be two nonnegative series fulfilling lim = k ∈ (0, ∞).
n=1
n→∞ bn
∞
X ∞
X
Then, an and bn are the same situation (con./div.).
n=1 n=1
∞ 2 ∞
X n −1 X 1 + 2n
Examples: a) √ b) .
n=1
n5 + n n=1
3n − 2n
Remarks:
• If k = 1, then we write an ∼ bn .
∞
X X∞ ∞
X ∞
X
• If k = 0, then bn con. ⇒ an con., an div. ⇒ bn div.
n=1 n=1 n=1 n=1
X∞ X∞ ∞
X ∞
X
• If k = ∞, then an con. ⇒ bn con., bn div. ⇒ an div.
n=1 n=1 n=1 n=1

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Lesson 2: Series of nonnegative terms

II. Some of other typical tests
∞
X
1. D’Alembert test, Cauchy test: Let an be a positive series
n=1
enjoying
an+1 √
lim = ℓ (D’Alembert) or lim n
an = ℓ (Cauchy).
n→∞ an n→∞

∞
X ∞
X
Then, •ℓ<1⇒ an con. •ℓ>1⇒ an div.
n=1 n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

II. Some of other typical tests
∞
X
1. D’Alembert test, Cauchy test: Let an be a positive series
n=1
enjoying
an+1 √
lim = ℓ (D’Alembert) or lim n
an = ℓ (Cauchy).
n→∞ an n→∞

∞
X ∞
X
Then, •ℓ<1⇒ an con. •ℓ>1⇒ an div.
n=1 n=1
Examples:
∞ ∞ ∞  ∞ 
X 2n X 3n n! X 3n2 − 1 n X n + 2 n(n+4)
a) b) c) d) .
n=1
(n + 1)! n=1
nn n=1
2n2 − n + 1 n=1
n+3

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

II. Some of other typical tests
∞
X
1. D’Alembert test, Cauchy test: Let an be a positive series
n=1
enjoying
an+1 √
lim = ℓ (D’Alembert) or lim n
an = ℓ (Cauchy).
n→∞ an n→∞

∞
X ∞
X
Then, •ℓ<1⇒ an con. •ℓ>1⇒ an div.
n=1 n=1
Examples:
∞ ∞ ∞  ∞ 
X 2n X 3n n! X 3n2 − 1 n X n + 2 n(n+4)
a) b) c) d) .
n=1
(n + 1)! n=1
nn n=1
2n2 − n + 1 n=1
n+3

Pay attention: If ℓ = 1, then these tests fail.

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Lesson 2: Series of nonnegative terms

Question: Whether there exists a relation between

Z ∞ Z b ∞
X n
X
f (x)dx = lim f (x)dx and an = lim ak ?
1 b→∞ 1 n→∞
n=1 k=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

Question: Whether there exists a relation between

Z ∞ Z b ∞
X n
X
f (x)dx = lim f (x)dx and an = lim ak ?
1 b→∞ 1 n→∞
n=1 k=1

2. Integral test: If the function f (x) is continuous, positive, decreasing

on [1, ∞) such that f (n) = an , then
Z ∞ ∞
X
f (x)dx and an are either both con. or both div.
1 n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 2: Series of nonnegative terms

Question: Whether there exists a relation between

Z ∞ Z b ∞
X n
X
f (x)dx = lim f (x)dx and an = lim ak ?
1 b→∞ 1 n→∞
n=1 k=1

2. Integral test: If the function f (x) is continuous, positive, decreasing

on [1, ∞) such that f (n) = an , then
Z ∞ ∞
X
f (x)dx and an are either both con. or both div.
1 n=1

∞ ∞
X 1 X 1
Examples: a) √ b) s
với s ∈ R (Riemann series).
n=2
n ln n n=1
n

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 1: SERIES

Lesson 3:
SERIES OF SIGN-CHANGING TERMS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

I. Absolute convergence and Conditional convergence

∞
X
1. Definition: Let an be a series of sign-changing terms. Then,
n=1
∞
X ∞
X
• an is called to be absolutely convergent if |an | converges.
n=1 n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

I. Absolute convergence and Conditional convergence

∞
X
1. Definition: Let an be a series of sign-changing terms. Then,
n=1
∞
X ∞
X
• an is called to be absolutely convergent if |an | converges.
n=1 n=1
X∞ ∞
X
• an is called to be conditionally convergent if |an | diverges
n=1 n=1
∞
X
and an converges.
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

I. Absolute convergence and Conditional convergence

∞
X
1. Definition: Let an be a series of sign-changing terms. Then,
n=1
∞
X ∞
X
• an is called to be absolutely convergent if |an | converges.
n=1 n=1
X∞ ∞
X
• an is called to be conditionally convergent if |an | diverges
n=1 n=1
∞
X
and an converges.
n=1
∞ ∞
X sin n X (−1)n
Examples: a) √ b) .
n=1
n3 + 1 n=1
n

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Lesson 3: Series of sign-changing terms

∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

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Lesson 3: Series of sign-changing terms

∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

3. Remarks:
∞
X ∞
X
• If |an | diverges, then an is either convergent or divergent.
n=1 n=1

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Lesson 3: Series of sign-changing terms

∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

3. Remarks:
∞
X ∞
X
• If |an | diverges, then an is either convergent or divergent.
n=1 n=1
∞ ∞
X 1 X (−1)n
Examples: a) √ b) .
n=1
n+1 n=1
n

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Lesson 3: Series of sign-changing terms

∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

3. Remarks:
∞
X ∞
X
• If |an | diverges, then an is either convergent or divergent.
n=1 n=1
∞ ∞
X 1 X (−1)n
Examples: a) √ b) .
n=1
n+1 n=1
n
∞
X ∞
X
• If |an | diverges by D’Alembert test or Cauchy test, then an
n=1 n=1
diverges.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

∞
X ∞
X
2. Theorem: If an is absolutely convergent, then an converges.
n=1 n=1

3. Remarks:
∞
X ∞
X
• If |an | diverges, then an is either convergent or divergent.
n=1 n=1
∞ ∞
X 1 X (−1)n
Examples: a) √ b) .
n=1
n+1 n=1
n
∞
X ∞
X
• If |an | diverges by D’Alembert test or Cauchy test, then an
n=1 n=1
diverges.
|an+1 | p
• D’Alembert/Cauchy test: lim = ℓ or lim n |an | = ℓ, they hold
|an |
n→∞ n→∞
∞
X ∞
X X∞ ∞
X
i) ℓ < 1 ⇒ |an |, an con. ii) ℓ > 1 ⇒ |an |, an div.
n=1 n=1 n=1 n=1

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Lesson 3: Series of sign-changing terms

II. Alternating series
∞
X
1. Definition: An alternating series is (−1)n−1 an with an > 0, ∀n ≥ 1.
n=1

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Lesson 3: Series of sign-changing terms

II. Alternating series
∞
X
1. Definition: An alternating series is (−1)n−1 an with an > 0, ∀n ≥ 1.
n=1
∞
X
• Remark: (−1)n an with an > 0, ∀n ≥ 1 is also an alternating
n=1
series.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

II. Alternating series
∞
X
1. Definition: An alternating series is (−1)n−1 an with an > 0, ∀n ≥ 1.
n=1
∞
X
• Remark: (−1)n an with an > 0, ∀n ≥ 1 is also an alternating
n=1
series.
2. Leibniz test: If {an }∞
n=1 is positive, decreasing and lim an = 0, then
n→∞

∞
X ∞
X
(−1)n−1 an converges and (−1)n−1 an ≤ a1 .
n=1 n=1

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Lesson 3: Series of sign-changing terms

II. Alternating series
∞
X
1. Definition: An alternating series is (−1)n−1 an with an > 0, ∀n ≥ 1.
n=1
∞
X
• Remark: (−1)n an with an > 0, ∀n ≥ 1 is also an alternating
n=1
series.
2. Leibniz test: If {an }∞
n=1 is positive, decreasing and lim an = 0, then
n→∞

∞
X ∞
X
(−1)n−1 an converges and (−1)n−1 an ≤ a1 .
n=1 n=1

Examples: Check the absolute/conditional convergence of the following

series:
∞ ∞
X 1 X 1
a) (−1)n−1 , b) (−1)n−1 tan √ .
n=1
n n=1
n n
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Lesson 3: Series of sign-changing terms

III. Properties of absolutely/conditionally convergent series

• If a given series is absolutely convergent with the sum S, then its

terms can be rearranged/grouped in any order without changing the
sum S.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

III. Properties of absolutely/conditionally convergent series

• If a given series is absolutely convergent with the sum S, then its

terms can be rearranged/grouped in any order without changing the
sum S.
• If a given series is conditionally convergent, then its terms can be
suitably rearranged/grouped to give a new series which may be
divergent or convergent to any desired sum.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

III. Properties of absolutely/conditionally convergent series

• If a given series is absolutely convergent with the sum S, then its

terms can be rearranged/grouped in any order without changing the
sum S.
• If a given series is conditionally convergent, then its terms can be
suitably rearranged/grouped to give a new series which may be
divergent or convergent to any desired sum.
X∞ ∞
X
• Product of two series: Let an and bn be two given series.
n=1 n=1
∞
X ∞
 X  ∞
X n
X
Then, an bn = cn where cn = ak bn+1−k .
n=1 n=1 n=1 k=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 3: Series of sign-changing terms

III. Properties of absolutely/conditionally convergent series

• If a given series is absolutely convergent with the sum S, then its

terms can be rearranged/grouped in any order without changing the
sum S.
• If a given series is conditionally convergent, then its terms can be
suitably rearranged/grouped to give a new series which may be
divergent or convergent to any desired sum.
X∞ ∞
X
• Product of two series: Let an and bn be two given series.
n=1 n=1
∞
X ∞
 X  ∞
X n
X
Then, an bn = cn where cn = ak bn+1−k .
n=1 n=1 n=1 k=1
∞
X ∞
X ∞
X
Property: If |an | = S1 and |bn | = S2 , then |cn | = S1 S2 .
n=1 n=1 n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Chapter 1: SERIES

Lesson 4: SERIES OF FUNCTIONS

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

I. Basic concepts

1. Definition: Let {un (x)}∞

n=1 be a given sequence of functions defined
on a D. The infinite sum

u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x).
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

I. Basic concepts

1. Definition: Let {un (x)}∞

n=1 be a given sequence of functions defined
on a D. The infinite sum

u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x). Then,
n=1
∞
X ∞
X
• un (x) converges at x0 ∈ D ⇔ un (x0 ) converges.
n=1 n=1
X∞ ∞
X
• un (x) diverges at x0 ∈ D ⇔ un (x0 ) diverges.
n=1 n=1

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Lesson 4: Series of functions

I. Basic concepts

1. Definition: Let {un (x)}∞

n=1 be a given sequence of functions defined
on a D. The infinite sum

u1 (x) + u2 (x) + · · · + un (x) + · · ·

∞
X
is called a series of functions, denoted by un (x). Then,
n=1
∞
X ∞
X
• un (x) converges at x0 ∈ D ⇔ un (x0 ) converges.
n=1 n=1
X∞ ∞
X
• un (x) diverges at x0 ∈ D ⇔ un (x0 ) diverges.
n=1 n=1
∞
X
• The set of all x0 at which the series of functions un (x)
n=1
converges is called the domain of convergence.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 4: Series of functions

2. Examples: Determine the domain of convergence of the following
series of functions:
∞ ∞ ∞ ∞
X X 1 X xn X sin x + cos x
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
X (2n)!!x n X 22n+1 x n X n + sin x
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1

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Lesson 4: Series of functions

2. Examples: Determine the domain of convergence of the following
series of functions:
∞ ∞ ∞ ∞
X X 1 X xn X sin x + cos x
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
X (2n)!!x n X 22n+1 x n X n + sin x
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1
3. Remarks:
∞
X
• The sum of un (x) is a function S(x), defined on its domain of
n=1
convergence.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

2. Examples: Determine the domain of convergence of the following
series of functions:
∞ ∞ ∞ ∞
X X 1 X xn X sin x + cos x
a) x n−1 b) c) d)
n=1 n=1
n x
n=1
n! n=1
n2 + x 2
∞ ∞ ∞
X (2n)!!x n X 22n+1 x n X n + sin x
e) f) g) sin
n=1
nn n=1
5n n=1
4n − 1
3. Remarks:
∞
X
• The sum of un (x) is a function S(x), defined on its domain of
n=1
convergence.
• For each x0 belonging to the domain of convergence, we call that
X∞
un (x) converges at the point x0 , this is, ∀ ε > 0 there exists
n=1
n0 ∈ N such that
|Sn (x0 ) − S(x0 )| < ε ∀ n ≥ n0 .
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 4: Series of functions

II. Uniform convergence
∞
X
1. Definition: The series of functions un (x) is called uniformly
n=1
convergent on a set D to the function S(x) if ∀ ε > 0 there exists
∃ n0 ∈ N such that
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.

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Lesson 4: Series of functions

II. Uniform convergence
∞
X
1. Definition: The series of functions un (x) is called uniformly
n=1
convergent on a set D to the function S(x) if ∀ ε > 0 there exists
∃ n0 ∈ N such that
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.
• Geometric meaning: For a sufficiently large n, Sn (x) belongs to
(S(x) − ε, S(x) + ε) ∀ x ∈ D.

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Lesson 4: Series of functions

II. Uniform convergence
∞
X
1. Definition: The series of functions un (x) is called uniformly
n=1
convergent on a set D to the function S(x) if ∀ ε > 0 there exists
∃ n0 ∈ N such that
|Sn (x) − S(x)| < ε ∀ n ≥ n0 and ∀ x ∈ D.
• Geometric meaning: For a sufficiently large n, Sn (x) belongs to
(S(x) − ε, S(x) + ε) ∀ x ∈ D.
2. Some tests for uniform convergence:
• Cauchy test:
X∞
un (x) is uniformly convergent on D ⇔ ∀ ε > 0 there exists
n=1
∃ n0 ∈ N such that
|Sp (x) − Sq (x)| < ε ∀ p ≥ q ≥ n0 and ∀ x ∈ D.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 4: Series of functions

• Weierstrass test: If the following assumptions are satisfied:

i) |un (x)| ≤ an ∀ n ≥ n0 and ∀ x ∈ D,
X∞
ii) an converges,
n=1
X∞
then un (x) is uniformly convergent on D.
n=1

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

• Weierstrass test: If the following assumptions are satisfied:

i) |un (x)| ≤ an ∀ n ≥ n0 and ∀ x ∈ D,
X∞
ii) an converges,
n=1
X∞
then un (x) is uniformly convergent on D.
n=1
Examples: Check the uniform convergence of the following series of
functions:
∞ ∞ ∞
X (−1)n−1 X cos nx X sin(cos nπx)
a) 2 + n2
b) n
c) √
n=1
x n=1
(n + 1)4 n=1
3
n4 + x 4
∞ ∞
X xn X 1  2x + 1 n
e) √ , x ∈ [−2, 2] f) , x ∈ [−1, 1]
n=1
n+1
2 n3n n=1
2n−1 x +2

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Lesson 4: Series of functions

3. Properties of uniformly convergent series of functions:

• Continuity:
∞
X
If i) un (x) is uniformly convergent to S(x) on D,
n=1
ii) un (x) is continuous on D, ∀ n ≥ 1,
then S(x) is continuous D and
X∞ ∞
X
lim S(x) = lim un (x) = lim un (x), ∀ x0 ∈ D.
x→x0 x→x0 x→x0
n=1 n=1

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Lesson 4: Series of functions

3. Properties of uniformly convergent series of functions:

• Continuity:
∞
X
If i) un (x) is uniformly convergent to S(x) on D,
n=1
ii) un (x) is continuous on D, ∀ n ≥ 1,
then S(x) is continuous D and
X∞ ∞
X
lim S(x) = lim un (x) = lim un (x), ∀ x0 ∈ D.
x→x0 x→x0 x→x0
n=1 n=1
∞
X 1 x
Examples: a) Check the continuity of arctan √ .
n=1
n2 n+2

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

3. Properties of uniformly convergent series of functions:

• Continuity:
∞
X
If i) un (x) is uniformly convergent to S(x) on D,
n=1
ii) un (x) is continuous on D, ∀ n ≥ 1,
then S(x) is continuous D and
X∞ ∞
X
lim S(x) = lim un (x) = lim un (x), ∀ x0 ∈ D.
x→x0 x→x0 x→x0
n=1 n=1
∞
X1 x
Examples: a) Check the continuity of 2
arctan √ .
n=1
n n +2
b) Find the domain of convergence and calculate the sum of
∞ ∞
X X (−1)n−1
(2n + 1)x 2n and (x + 1)n .
n=1 n=1
n

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 4: Series of functions

• Integrability:
∞
X
If i) un (x) is uniformly convergent to S(x) on [a, b],
n=1
ii) un (x) is continuous on [a, b], ∀ n ≥ 1,
then S(x) is integrable on [a, b] and
Z b Z b X∞  ∞ Z
X b
S(x)dx = un (x) dx = un (x)dx.
a a n=1 n=1 a

• Differentiability:
∞
X
If i) un (x) is uniformly convergent to S(x) on (a, b),
n=1
ii) un (x) is continuously differentiable on (a, b), ∀ n ≥ 1,
∞
X
iii) un′ (x) converges uniformly on (a, b),
n=1

then S(x) is differentiable on (a, b) and

X∞ ′ X ∞
S ′ (x) = un (x) = un′ (x).
n=1 n=1
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Chapter 1: SERIES

Lesson 5: POWER SERIES

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

I. Power series and Radius of convergence
1. Definition: A power series is a series of functions in the form
X∞
an x n = a0 + a1 x + a 2 x 2 + · · · + a n x n + · · · ,
n=0
where an are constants and x is an unknown variable.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

I. Power series and Radius of convergence
1. Definition: A power series is a series of functions in the form
X∞
an x n = a0 + a1 x + a 2 x 2 + · · · + a n x n + · · · ,
n=0
where an are constants and x is an unknown variable.
X∞
• Examples: The power series xn = 1 + x + x2 + · · · + xn + · · ·
n=0
∞
X 1
converges if |x| < 1 and xn = , diverges if |x| ≥ 1.
n=0
1−x

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

I. Power series and Radius of convergence
1. Definition: A power series is a series of functions in the form
X∞
an x n = a0 + a1 x + a 2 x 2 + · · · + a n x n + · · · ,
n=0
where an are constants and x is an unknown variable.
X∞
• Examples: The power series xn = 1 + x + x2 + · · · + xn + · · ·
n=0
∞
X 1
converges if |x| < 1 and xn = , diverges if |x| ≥ 1.
n=0
1−x
∞
X
2. Abel’s theorem: If an x n converges at x0 6= 0, then it absolutely
n=0
converges at any x fulfilling |x| < |x0 |.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

I. Power series and Radius of convergence
1. Definition: A power series is a series of functions in the form
X∞
an x n = a0 + a1 x + a 2 x 2 + · · · + a n x n + · · · ,
n=0
where an are constants and x is an unknown variable.
X∞
• Examples: The power series xn = 1 + x + x2 + · · · + xn + · · ·
n=0
∞
X 1
converges if |x| < 1 and xn = , diverges if |x| ≥ 1.
n=0
1−x
∞
X
2. Abel’s theorem: If an x n converges at x0 6= 0, then it absolutely
n=0
converges at any x fulfilling |x| < |x0 |.
X∞
• Remark: If an x n diverges at x0 , it also diverges at any x
n=0
satisfying |x| > |x0 |.
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Lesson 5: Power series

3. Radius of convergence:
• Definition: From Abel’s theorem, there exists a constant R
X∞
(0 ≤ R ≤ ∞) such that an x n converges absolutely on (−R, R)
n=0
and diverges on (−∞, −R) ∪ (R, ∞). Then, R is called the radius
of convergence and (−R, R) is called the interval of convergence of
the power series.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

3. Radius of convergence:
• Definition: From Abel’s theorem, there exists a constant R
X∞
(0 ≤ R ≤ ∞) such that an x n converges absolutely on (−R, R)
n=0
and diverges on (−∞, −R) ∪ (R, ∞). Then, R is called the radius
of convergence and (−R, R) is called the interval of convergence of
the power series.
|an+1 | p
• How to compute: Assume that lim = ℓ or lim n |an | = ℓ.
n→∞ |an | n→∞
Then,
1



ℓ if 0 < ℓ < ∞,
R= 0 if ℓ = ∞,


∞ if ℓ = 0.


Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

3. Radius of convergence:
• Definition: From Abel’s theorem, there exists a constant R
X∞
(0 ≤ R ≤ ∞) such that an x n converges absolutely on (−R, R)
n=0
and diverges on (−∞, −R) ∪ (R, ∞). Then, R is called the radius
of convergence and (−R, R) is called the interval of convergence of
the power series.
|an+1 | p
• How to compute: Assume that lim = ℓ or lim n |an | = ℓ.
n→∞ |an | n→∞
Then,
1



ℓ if 0 < ℓ < ∞,
R= 0 if ℓ = ∞,


∞ if ℓ = 0.


Examples: Determine the domain of convergence of

∞ ∞ ∞ 
X n+2 n X (−1)n 2n X 3n − 2 n
a) n
x b) x c) (x + 1)n .
n=1
3 n=1
(2n)! n=1
3n + 4
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Lesson 5: Power series

II. Properties of power series
∞
X
Assume that R > 0 is the radius of convergence of an x n and denote
n=0
∞
X
S(x) = an x n with |x| < R.
n=0
Then,
X∞
• an x n is absolutely convergent on any [a, b] ⊂ (−R, R).
n=0

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Lesson 5: Power series

II. Properties of power series
∞
X
Assume that R > 0 is the radius of convergence of an x n and denote
n=0
∞
X
S(x) = an x n with |x| < R.
n=0
Then,
X∞
• an x n is absolutely convergent on any [a, b] ⊂ (−R, R).
n=0
• S(x) is continuous on (−R, R).
• S(x) is integrable on any [a, b] ⊂ (−R, R) and
Z b Z b X ∞  ∞ Z
X b
S(x)dx = an x n dx = an x n dx.
a a n=0 n=0 a
• S(x) is differentiable on (−R, R) and
X∞ ′ X∞

′
S ′ (x) = an x n = an x n .
n=0 n=1
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Lesson 5: Power series

Examples: Find the radius of convergence and calculate the sum of
∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1

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Lesson 5: Power series

Examples: Find the radius of convergence and calculate the sum of
∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1

III. Expansion of functions in power series

1. Definition: Let f (x) be a function defined on X . Then,
∞
X f (n) (x0 )
(x − x0 )n is called the Taylor series of f (x) at x0 ∈ X .
n=0
n!
∞
X f (n) (0) n
Moreover, if x0 = 0, then x is so-called the Maclaurin series
n=0
n!
of f (x).
2. Remarks:

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 5: Power series

Examples: Find the radius of convergence and calculate the sum of
∞ ∞
X 1 X
a) (x + 2)n b) (−1)n−1 (n + 1)(x − 1)n .
n=1
n n=1

III. Expansion of functions in power series

1. Definition: Let f (x) be a function defined on X . Then,
∞
X f (n) (x0 )
(x − x0 )n is called the Taylor series of f (x) at x0 ∈ X .
n=0
n!
∞
X f (n) (0) n
Moreover, if x0 = 0, then x is so-called the Maclaurin series
n=0
n!
of f (x).
2. Remarks:
∞
X f (n) (x0 )
• (x − x0 )n may converge or diverge. Even if it
n=0
n!
converges, its sum may not equal to f (x).
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 5: Power series

∞
X f (n) (x0 )
• If (x − x0 )n = f (x), then we say that the function f (x)
n=0
n!
is expandable as the Taylor series at x0 .

2. Conditions for a function to be expandable as the Taylor series:

Theorem: A function f (x) is expandable as the Taylor series at x0 if the

following conditions are satisfied:
• f (x) has derivatives of all orders on (x0 − R, x0 + R) for some
R > 0,
• There exists a constant M > 0 such that

f (n) (x) ≤ M ∀ x ∈ (x0 − R, x0 + R).

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Lesson 5: Power series

Pay attention: The following Maclaurin series are very useful:
∞ ∞
1 X 1 X
• = xn and = (−1)n x n (R = 1).
1−x n=0
1 + x n=0
∞
X α(α − 1) · · · (α − n + 1)
• (1+x)α = 1+ x n, ∀ α ∈ R (R = 1).
n=1
n!
∞
X 1 n
• ex = x (R = ∞).
n=0
n!
∞ ∞
X (−1)n−1 2n−1 X (−1)n
• sin x = x ; cos x = 1 + x 2n (R = ∞).
n=1
(2n − 1)! n=1
(2n)!
∞ ∞
X (−1)n−1 X (−1)n−1
• ln(1+x) = x n; arctan x = x 2n−1 (R = 1).
n=1
n n=1
2n − 1

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Lesson 5: Power series

Pay attention: The following Maclaurin series are very useful:
∞ ∞
1 X 1 X
• = xn and = (−1)n x n (R = 1).
1−x n=0
1 + x n=0
∞
X α(α − 1) · · · (α − n + 1)
• (1+x)α = 1+ x n, ∀ α ∈ R (R = 1).
n=1
n!
∞
X 1 n
• ex = x (R = ∞).
n=0
n!
∞ ∞
X (−1)n−1 2n−1 X (−1)n
• sin x = x ; cos x = 1 + x 2n (R = ∞).
n=1
(2n − 1)! n=1
(2n)!
∞ ∞
X (−1)n−1 X (−1)n−1
• ln(1+x) = x n; arctan x = x 2n−1 (R = 1).
n=1
n n=1
2n − 1
Examples:
1−x
a) f (x) = b) f (x) = x cos2 x c) f (x) = ln(3 + x).
1+x
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Chapter 1: SERIES

Lesson 6: FOURIER SERIES

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Lesson 6: Fourier series

I. Trigonometric series and Fourier series
1. Trigonometric series
• Definition: A trigonometric series is a series of functions in the
form
∞
X
a0 + (an cos nx + bn sin nx) (1),
n=1
where a0 , an , bn with n ≥ 1 are constants and x is an unknown
variable.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 6: Fourier series

I. Trigonometric series and Fourier series
1. Trigonometric series
• Definition: A trigonometric series is a series of functions in the
form
∞
X
a0 + (an cos nx + bn sin nx) (1),
n=1
where a0 , an , bn with n ≥ 1 are constants and x is an unknown
variable.
• Remarks:
X∞ ∞
X
i) Weierstrass test: If |an | and |bn | are convergent, then the
n=1 n=1
trigonometric series (1) absolutely, uniformly converges on R.

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Lesson 6: Fourier series

I. Trigonometric series and Fourier series
1. Trigonometric series
• Definition: A trigonometric series is a series of functions in the
form
∞
X
a0 + (an cos nx + bn sin nx) (1),
n=1
where a0 , an , bn with n ≥ 1 are constants and x is an unknown
variable.
• Remarks:
X∞ ∞
X
i) Weierstrass test: If |an | and |bn | are convergent, then the
n=1 n=1
trigonometric series (1) absolutely, uniformly converges on R.
ii) However, if the trigonometric series (1) converges, then we have
X∞ ∞
X
no conclusion of convergence/divergence of |an | and |bn |.
n=1 n=1

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Lesson 6: Fourier series

2. Fourier series
• Theorem: Let f (x) be a periodic function of period 2π. Assume
that f (x) is represented as a trigonometric series as follows:
∞
a0 X
f (x) = + (an cos nx + bn sin nx) ,
2 n=1
1
Z π
then a0 = f (x)dx,
π −π
1 π
Z
an = f (x) cos nx dx,
π −π
1 π
Z
bn = f (x) sin nx dx.
π −π

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Lesson 6: Fourier series

2. Fourier series
• Theorem: Let f (x) be a periodic function of period 2π. Assume
that f (x) is represented as a trigonometric series as follows:
∞
a0 X
f (x) = + (an cos nx + bn sin nx) ,
2 n=1
1
Z π
then a0 = f (x)dx,
π −π
1 π
Z
an = f (x) cos nx dx,
π −π
1 π
Z
bn = f (x) sin nx dx.
π −π

• Definition 1: The Fourier series (Fourier expansion) corresponding

∞
a0 X
to f (x) is given by + (an cos nx + bn sin nx) ,
2 n=1
where a0 , an , bn with n ≥ 1 are defined as these above.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
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Lesson 6: Fourier series

• Remarks:
i) In general, the Fourier series of f (x) may converge or diverge.
ii) Even if it converges, the it may not converge to f (x).

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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Lesson 6: Fourier series

• Remarks:
i) In general, the Fourier series of f (x) may converge or diverge.
ii) Even if it converges, the it may not converge to f (x).
• Definition 2: If the Fourier series of f (x) converges to f (x), then
we say that f (x) is expandable as the Fourier series.

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Lesson 6: Fourier series

• Remarks:
i) In general, the Fourier series of f (x) may converge or diverge.
ii) Even if it converges, the it may not converge to f (x).
• Definition 2: If the Fourier series of f (x) converges to f (x), then
we say that f (x) is expandable as the Fourier series.
3. Conditions for a function to be expandable as a Fourier series
• Dirichlet theorem: If the function f : R → R satisfies
i) f (x) is a 2π-periodic function,
ii) f (x) and f ′ (x) are piecewise continuous in [−π, π],
then the Fourier series corresponding to f (x) converges to

f (x) if x is a point of continuity of f (x),
f (x + 0) + f (x − 0)
 if x is a point of discontinuity of f (x),
2
where f (x + 0) = lim+ f (t) and f (x − 0) = lim f (t).
t→x t→x −
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Lesson 6: Fourier series

• Examples: Represent the following 2π-periodic functions as Fourier

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.

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Lesson 6: Fourier series

• Examples: Represent the following 2π-periodic functions as Fourier

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.
II. Fourier expansion of several typical functions
1. Even/Odd, periodic functions with the period 2π
• Theorem:
2 π
Z
i) If f (x) is even, then an = f (x) cos nx dx, bn = 0.
π 0
2 π
Z
ii) If f (x) is odd, then an = 0, bn = f (x) sin nx dx.
π 0

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Lesson 6: Fourier series

• Examples: Represent the following 2π-periodic functions as Fourier

series: (
−x if − π ≤ x < 0,
a) f (x) = x 2 , −π < x < π. b) f (x) =
1 if 0 ≤ x ≤ π.
II. Fourier expansion of several typical functions
1. Even/Odd, periodic functions with the period 2π
• Theorem:
2 π
Z
i) If f (x) is even, then an = f (x) cos nx dx, bn = 0.
π 0
2 π
Z
ii) If f (x) is odd, then an = 0, bn = f (x) sin nx dx.
π 0
• Example: Expand the following 2π-periodic functions as Fourier
series:
f (x) = |x|, −π ≤ x ≤ π.

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Lesson 6: Fourier series

2. Periodic funtions with the period 2T
• Theorem: If the function f : R → R satisfies
i) f (x) is a 2T -periodic function,
ii) f (x) and f ′ (x) are piecewise continuous in [−T , T ],
then the Fourier series of f (x) is given by
∞
a0 X  nπx nπx 
f (x) = + an cos + bn sin ,
2 n=1
T T
1 T
Z
where a0 = f (x)dx,
T −T
1 T 1 T
Z Z
nπx nπx
an = f (x) cos dx, bn = f (x) sin dx.
T −T T T −T T

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Lesson 6: Fourier series

2. Periodic funtions with the period 2T
• Theorem: If the function f : R → R satisfies
i) f (x) is a 2T -periodic function,
ii) f (x) and f ′ (x) are piecewise continuous in [−T , T ],
then the Fourier series of f (x) is given by
∞
a0 X  nπx nπx 
f (x) = + an cos + bn sin ,
2 n=1
T T
1 T
Z
where a0 = f (x)dx,
T −T
1 T 1 T
Z Z
nπx nπx
an = f (x) cos dx, bn = f (x) sin dx.
T −T T T −T T
• Examples: Expand the following periodic functions as Fourier
series:
a) f (x) = x 2 , −1 ≤ x ≤ 1, with the period 2.
b) f (x) = x, −2 ≤ x ≤ 2, with the period 4.

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Lesson 6: Fourier series

3. Arbitrary functions on [a, b]
Let f (x) be a function which is defined and piecewise continuous on
[a, b]. To expand f (x) as a Fourier series, we carry out the following
steps:
∗ Step 1: Construct a periodic function g (x) with the period
2T ≥ b − a such that
g (x) = f (x) for all [a, b],
∗ Step 2: Expand the function g (x) as a Fourier series.

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Lesson 6: Fourier series

3. Arbitrary functions on [a, b]
Let f (x) be a function which is defined and piecewise continuous on
[a, b]. To expand f (x) as a Fourier series, we carry out the following
steps:
∗ Step 1: Construct a periodic function g (x) with the period
2T ≥ b − a such that
g (x) = f (x) for all [a, b],
∗ Step 2: Expand the function g (x) as a Fourier series.
Then, the Fourier series of g (x) is exactly the Fourier series of f (x) for
x ∈ [a, b].

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Lesson 6: Fourier series

3. Arbitrary functions on [a, b]
Let f (x) be a function which is defined and piecewise continuous on
[a, b]. To expand f (x) as a Fourier series, we carry out the following
steps:
∗ Step 1: Construct a periodic function g (x) with the period
2T ≥ b − a such that
g (x) = f (x) for all [a, b],
∗ Step 2: Expand the function g (x) as a Fourier series.
Then, the Fourier series of g (x) is exactly the Fourier series of f (x) for
x ∈ [a, b].
• Remarks: Since we have many ways to construct functions g (x) in
Step 1, there are many Fourier series to present the same function f (x)
in Step 2. If g (x) is even, then we call a Fourier cos series. If g (x) is
odd, then we call a Fourier sin series.

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Lesson 6: Fourier series

3. Arbitrary functions on [a, b]
Let f (x) be a function which is defined and piecewise continuous on
[a, b]. To expand f (x) as a Fourier series, we carry out the following
steps:
∗ Step 1: Construct a periodic function g (x) with the period
2T ≥ b − a such that
g (x) = f (x) for all [a, b],
∗ Step 2: Expand the function g (x) as a Fourier series.
Then, the Fourier series of g (x) is exactly the Fourier series of f (x) for
x ∈ [a, b].
• Remarks: Since we have many ways to construct functions g (x) in
Step 1, there are many Fourier series to present the same function f (x)
in Step 2. If g (x) is even, then we call a Fourier cos series. If g (x) is
odd, then we call a Fourier sin series.
• Examples: Expand the following functions as Fourier series:
x
a) f (x) = , 0 ≤ x ≤ 2. b) f (x) = 2x, 0 ≤ x ≤ 1.
2
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The end

Thank you for your attention!

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

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DIFFERENTIAL EQUATIONS AND SERIES

(MI1046)

TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

1 DIFFERENTIAL EQUATIONS

2 FIRST ORDER DIFFERENTIAL EQUATIONS

3 SECOND ORDER DIFFERENTIAL EQUATIONS

4 SOME APPLICATIONS OF SECOND ORDER ODEs

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 1: DIFFERENTIAL EQUATIONS

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Lesson 1: Differential equations

I. Motivation
Mathematical models of many phenomena in physics, biology,
economy,. . . result in ordinary differential equations.
• Models of population growth

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Lesson 1: Differential equations

I. Motivation
Mathematical models of many phenomena in physics, biology,
economy,. . . result in ordinary differential equations.
• Models of population growth are governed by
 
P(t)
P ′ (t) = kP(t) or P ′ (t) = kP(t) 1 −
M

where

P(t) : the number of individuals,

t : time,
k : proportionality constant,
M : carrying capacity.

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Lesson 1: Differential equations

• A model for the motion of a spring can be described by the following
figure:

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Lesson 1: Differential equations

• A model for the motion of a spring can be described by the following
figure:

By the Newton’s second law, the mathematical equation is

mx ′′ (t) = −kx(t),
where
x(t) : the displacement from the equilibrium,
m : weight of an object, k : stiffness (spring constant).
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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v ′ (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.

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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v ′ (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.
• Electrical circuits:
R E
I ′ (t) + I(t) = ,
L L
where I(t): current, R: resistance, L: inductor, E : electromotive force.

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Lesson 1: Differential equations

Additionally, a lot of further examples from real-world problems concern
ordinary differential equations including
• Falling objects:
k
v ′ (t) + v (t) = g ,
m
where v (t): velocity, g : graviational constant, kv (t): air resistance force.
• Electrical circuits:
R E
I ′ (t) + I(t) = ,
L L
where I(t): current, R: resistance, L: inductor, E : electromotive force.
• Oscillation equation of a pendulum:
g
x ′′ (t) + sin x(t) = 0,
L
where x(t): amplitude of angular displacement, g : graviational constant,
L: length of a string.
• Continuously compounded interest and so on.
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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y ′ , y ′′ , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y ′ , y ′′ , . . . , y (n) are the derivatives of y .

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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y ′ , y ′′ , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y ′ , y ′′ , . . . , y (n) are the derivatives of y .
• The order of an ODE is the order of the highest derivative appearing
in the equation.
Examples:
a) y ′ −sin x = 0 b) y ′′′ −3xy ′ +y 2 = 0 c) y ′ y ′′ −y 3 cos x +xy = 0.

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Lesson 1: Differential equations

II. Basic concepts

• An ordinary differential equation (ODE) is an equation involving an

unknown function (of one variable) and its derivatives in the form

F (x, y , y ′ , y ′′ , · · · , y (n) ) = 0,

where x ∈ D (D is an interval) is a variable, y = y (x) is unknown

function, and y ′ , y ′′ , . . . , y (n) are the derivatives of y .
• The order of an ODE is the order of the highest derivative appearing
in the equation.
Examples:
a) y ′ −sin x = 0 b) y ′′′ −3xy ′ +y 2 = 0 c) y ′ y ′′ −y 3 cos x +xy = 0.
• A linear ODE is an ODE in the following form:

y (n) + a1 (x)y (n−1) + · · · + an−1 (x)y ′ + an (x)y = b(x),

where a1 (x), · · · , an−1 (x), an (x), f (x) are given functions.

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Lesson 1: Differential equations

Let us now consider the equation y ′ = y on R as an example to see the

following notations:

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Lesson 1: Differential equations

Let us now consider the equation y ′ = y on R as an example to see the

following notations:
• A solution of an ODE is a function y = y (x) for x ∈ D, which
satisfies the equation identically for all x ∈ D.
Examples: y = e x , y = −e x .
• General solution of an ODE is the set of all solutions depending on
parameters, which can be found once additional conditions are given.
Examples: y = Ce x for any constant C .
• A particular solution of an ODE is any solution obtained from the
general solution by specifying values of the parameters.
Examples: If we choose C = 2 in the general solution, then we
obtain y = 2e x .
• A singular solution of an ODE is a solution that cannot be obtained
from the general solution.

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 2:
FIRST ORDER DIFFERENTIAL EQUATIONS

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y ′ ) = 0 or y ′ = f (x, y ).

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y ′ ) = 0 or y ′ = f (x, y ).
2. Definition 2: The Cauchy problem (or the initial value problem) of
the first order differential equation is in the form
y ′ = f (x, y ) satisfying y (x0 ) = y0 .
The condition y (x0 ) = y0 is called the Cauchy condition (or the
initial condition).

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Lesson 2: First order differential equations

I. Background of 1st ODE
1. Definition 1: The general form of the first order differential
equation is as follows:
F (x, y , y ′ ) = 0 or y ′ = f (x, y ).
2. Definition 2: The Cauchy problem (or the initial value problem) of
the first order differential equation is in the form
y ′ = f (x, y ) satisfying y (x0 ) = y0 .
The condition y (x0 ) = y0 is called the Cauchy condition (or the
initial condition).
3. Existence and Uniqueness theorem: (
y ′ = f (x, y ),
Consider the following Cauchy problem:
y (x0 ) = y0 .
Assume that the function f (x, y ) : D ⊂ R2 → R and its partial
derivatives fy (x, y ) are continuous on D, in addition, (x0 , y0 ) ∈ D.
Then, there exists a unique solution y (x) in a neighborhood
(x0 − ε, x0 + ε) to the above equation.
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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y ′ = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y ′ (2x + y ) = 1.

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y ′ = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y ′ (2x + y ) = 1.
y 
2. Homogeneous equations: y′ = F
x

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y ′ = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y ′ (2x + y ) = 1.
y 
2. Homogeneous equations: y′ = F
x
• How to solve: Denoting u = yx ⇒ y = u.x ⇒ y ′ = u ′ .x + u and
replacing it in the given equation to get
du
u ′ .x + u = F (u) ⇔ x = F (u) − u. (⇒ Separable equations)
dx

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Lesson 2: First order differential equations

II. Several typical problems of 1st ODE
1. Separable equations: f (x)dx = g (y )dy
• How to solve: Integrating of both sides ⇒ F (x) = G (y ) + C .
• Examples:
a) y ′ = 1 + x + y + xy b) tan ydx − x ln xdy = 0
c) (xy 2 + x)dx + (y − x 2 y )dy = 0 d) y ′ (2x + y ) = 1.
y 
2. Homogeneous equations: y′ = F
x
• How to solve: Denoting u = yx ⇒ y = u.x ⇒ y ′ = u ′ .x + u and
replacing it in the given equation to get
du
u ′ .x + u = F (u) ⇔ x = F (u) − u. (⇒ Separable equations)
dx
4x 2 + 3y 2 y x
• Examples: a) y ′ = b) y ′ = + +1
2xy x y
c) (x + 2y )dx − xdy = 0 d) xy ′ = x sin yx + y .

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Lesson 2: First order differential equations

3. Linear equations: y ′ + p(x)y = q(x)
• How to solve:
◮ Step 1: Let us consider y ′ + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y

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Lesson 2: First order differential equations

3. Linear equations: y ′ + p(x)y = q(x)
• How to solve:
◮ Step 1: Let us consider y ′ + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y
◮ Step 2: Let us return to study y ′ + p(x)y = q(x) (2).
Consider C as a function C (x) to find the solution to (2) in the
form R
y = C (x)e − p(x)dx .
Computing y ′ and replacing the achieved
R result
R into (2) we
conclude that C (x) = q(x)e p(x)dx dx + K .
Therefore, the general solution
R is R R R
y = Ke − p(x)dx + e − p(x)dx . q(x)e p(x)dx dx.

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Lesson 2: First order differential equations

3. Linear equations: y ′ + p(x)y = q(x)
• How to solve:
◮ Step 1: Let us consider y ′ + p(x)y = 0 (1).
Obviously, y = 0 is a solution to (1). If y 6= 0, we derive
dy R
Eq. (1) ⇔ = −p(x)dx (Separable Eq.) ⇔ y = Ce − p(x)dx .
y
◮ Step 2: Let us return to study y ′ + p(x)y = q(x) (2).
Consider C as a function C (x) to find the solution to (2) in the
form R
y = C (x)e − p(x)dx .
Computing y ′ and replacing the achieved
R result
R into (2) we
conclude that C (x) = q(x)e p(x)dx dx + K .
Therefore, the general solution
R is R R R
y = Ke − p(x)dx + e − p(x)dx . q(x)e p(x)dx dx.
y ex
• Examples: a) y ′ − = x cos x b) y ′ − y = , y (1) = e.
x x
ex y y
c) y ′ = − d) xy ′ − − x = 0, y (1) = 0.
x +1 x +1 x +1
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Lesson 2: First order differential equations

4. Bernoulli equations: y ′ + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y ′ + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u ′ and plugging it into (2) we gain
u ′ + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)

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Lesson 2: First order differential equations

4. Bernoulli equations: y ′ + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y ′ + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u ′ and plugging it into (2) we gain
u ′ + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)
(
y ′ + p(x)y = q(x) if α = 0,
• Remarks: Eq. (1) ⇔ ′


y + p(x) − q(x) y = 0 if α = 1.
(Linear equation)

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Lesson 2: First order differential equations

4. Bernoulli equations: y ′ + p(x)y = q(x)y α với α 6= 0 và α 6= 1 (1).

• How to solve: It is clear to see that y = 0 is a solution to (1) if
α > 0 and is not a solution to (1) if α < 0.
When y 6= 0, we divide two sides by y α to get
y −α y ′ + p(x)y 1−α = q(x) (2).
Denoting u = y 1−α . Calculating u ′ and plugging it into (2) we gain
u ′ + (1 − α)p(x)u = (1 − α)q(x). (Linear equations)
(
y ′ + p(x)y = q(x) if α = 0,
• Remarks: Eq. (1) ⇔ ′


y + p(x) − q(x) y = 0 if α = 1.
(Linear equation)
dy 3 2x xy √
• Examples: a) − y= b) y ′ + =x y
dx 2x y 1 − x2
c) 3dy + (1 + 3y 3 )y sin xdx = 0, y ( π2 ) = 1
d) xy ′ + (y − x 3 y 4 ) = 0, y (1) = 1.

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)
• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)
• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x
• How to solve: Taking integration
Rx two sides
R y of (2) we derive
u(x, y ) = x0 P(t, y0 )dt + y0 Q(x, t)dt = C
or Rx Ry
u(x, y ) = x0 P(t, y )dt + y0 Q(x0 , t)dt = C ,
where (x0 , y0 ) is a fixed point belonging to the domain of P and Q.

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Lesson 2: First order differential equations

5. Exact equations: P(x, y )dx + Q(x, y )dy = 0 (1)
• Definition: Eq. (1) is called an exact equation if there exists a
function u(x, y ) satisfying
du(x, y ) = P(x, y )dx + Q(x, y )dy (2).
• How to recognize: Check that P, Q satisfy the condition
∂P ∂Q
= .
∂y ∂x
• How to solve: Taking integration
Rx two sides
R y of (2) we derive
u(x, y ) = x0 P(t, y0 )dt + y0 Q(x, t)dt = C
or Rx Ry
u(x, y ) = x0 P(t, y )dt + y0 Q(x0 , t)dt = C ,
where (x0 , y0 ) is a fixed point belonging to the domain of P and Q.
• Examples: a) (6xy − y 3 )dx + (4y + 3x 2 − 3xy 2 )dy = 0
b) e −y dx + (1 − xe −y )dy = 0
xdy − ydx
c) xdx + ydy =
x2 + y2
d) 2x cos2 ydx + (2y − x 2 sin 2y )dy = 0.
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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.

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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.
• How to find µ:
Qx′ − Py′ R
◮ If = f (x), then µ(x) = e − f (x)dx .
Q
Qx′ − Py′ R
◮ If = g (y ), then µ(y ) = e g (y )dy .
P

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Lesson 2: First order differential equations

6. Integrating factor:
∂P ∂Q
P(x, y )dx + Q(x, y )dy = 0 (1) with 6= .
∂y ∂x
• How to solve: Let us determine a function µ(x) or µ(y ) such that
Eq (1) ⇔ µP(x, y )dx + µQ(x, y )dy = 0 (2)
∂ ∂
with (µP) = (µQ) ⇒ Exact equation.
∂y ∂x
Then, µ(x) or µ(y ) is called an integrating factor.
• How to find µ:
Qx′ − Py′ R
◮ If = f (x), then µ(x) = e − f (x)dx .
Q
Qx′ − Py′ R
◮ If = g (y ), then µ(y ) = e g (y )dy .
P
• Examples: a) (x + y 2 )dx − 2xydy = 0
b) (e 2x − y 2 )dx + ydy = 0
c) 2x tan ydx + (x 2 − 2 sin y )dy = 0.

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 3:
SECOND ORDER DIFFERENTIAL EQUATIONS

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y ′ , y ′′ ) = 0 or y ′′ = f (x, y , y ′ ).

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y ′ , y ′′ ) = 0 or y ′′ = f (x, y , y ′ ).
2. Definition 2: The Cauchy problem for the second order differential
equation is in the form
y ′′ = f (x, y , y ′ ) together with y (x0 ) = y0 and y ′ (x0 ) = y1 .
The conditions y (x0 ) = y0 và y ′ (x0 ) = y1 are called the initial data.

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Lesson 3: Second order differential equations

I. Background of 2nd ODE
1. Definition 1: The general form of the second order differential
equation is as follows:
F (x, y , y ′ , y ′′ ) = 0 or y ′′ = f (x, y , y ′ ).
2. Definition 2: The Cauchy problem for the second order differential
equation is in the form
y ′′ = f (x, y , y ′ ) together with y (x0 ) = y0 and y ′ (x0 ) = y1 .
The conditions y (x0 ) = y0 và y ′ (x0 ) = y1 are called the initial data.
3. Existence and Uniqueness theorem: (
y ′′ = f (x, y , y ′ ),
Consider the following Cauchy problem:
y (x0 ) = y0 , y ′ (x0 ) = y1 .
Assume that the function f (x, y , y ) : D ⊂ R3 → R and its partial
′

derivatives fy (x, y , y ′ ), fy ′ (x, y , y ′ ) are continuous on D, in addition,

(x0 , y0 , y1 ) ∈ D. Then, there exists a unique solution y (x) in a
neighborhood (x0 − ε, x0 + ε) to the above equation.

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y ′′ + p(x)y ′ + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y ′′ + p(x)y ′ + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.
Q: Conversely, is any solution to (1) given in this form?

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y ′′ + p(x)y ′ + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.
Q: Conversely, is any solution to (1) given in this form?
• Definition 1: We call that two functions y1 (x) and y2 (x) are
linearly independent on [a, b] if C1 y1 (x) + C2 y2 (x) = 0, ∀ x ∈ [a, b]
then C1 = C2 = 0. Conversely, we call that two functions y1 (x) and
y2 (x) are linearly dependent on [a, b].
Examples: a) e x , e 2x b) x 2 +2x +1, x +1 c) tan x, 2 tan x.

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Lesson 3: Second order differential equations

II. Homogeneous second order linear equations

1. General homogeneous 2nd -order linear equations:

y ′′ + p(x)y ′ + q(x)y = 0, (1)
where p(x) and q(x) are two given functions.
• Linear property: If y1 và y2 are two solutions to (1), then
C1 y1 + C2 y2 is also a solution to (1) for any C1 , C2 ∈ R.
Q: Conversely, is any solution to (1) given in this form?
• Definition 1: We call that two functions y1 (x) and y2 (x) are
linearly independent on [a, b] if C1 y1 (x) + C2 y2 (x) = 0, ∀ x ∈ [a, b]
then C1 = C2 = 0. Conversely, we call that two functions y1 (x) and
y2 (x) are linearly dependent on [a, b].
Examples: a) e x , e 2x b) x 2 +2x +1, x +1 c) tan x, 2 tan x.
• Definition 2: Wronsky determinant of two functions y1 (x) and
y1 y 2
y2 (x) is W (y1 , y2 ) := = y1 y2′ − y1′ y2
′ ′
y1 y 2
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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].

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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].
• Theorem 2: Let y1 and y2 are two solutions to (1). Then, the following
statements are equivalent:
i) y1 and y2 are linearly independent.
ii) W (y1 , y2 )(x0 ) 6= 0 for some x0 ∈ [a, b].
iii) W (y1 , y2 )(x) 6= 0, ∀ x ∈ [a, b].

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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].
• Theorem 2: Let y1 and y2 are two solutions to (1). Then, the following
statements are equivalent:
i) y1 and y2 are linearly independent.
ii) W (y1 , y2 )(x0 ) 6= 0 for some x0 ∈ [a, b].
iii) W (y1 , y2 )(x) 6= 0, ∀ x ∈ [a, b].
• Theorem 3: (Structure of solutions to homogeneous linear equations)
Let y1 and y2 are two linearly independent solutions to (1). Then, the
general solutions to (1) is written by
y = C1 y1 + C2 y2 for any constants C1 , C2 .

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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].
• Theorem 2: Let y1 and y2 are two solutions to (1). Then, the following
statements are equivalent:
i) y1 and y2 are linearly independent.
ii) W (y1 , y2 )(x0 ) 6= 0 for some x0 ∈ [a, b].
iii) W (y1 , y2 )(x) 6= 0, ∀ x ∈ [a, b].
• Theorem 3: (Structure of solutions to homogeneous linear equations)
Let y1 and y2 are two linearly independent solutions to (1). Then, the
general solutions to (1) is written by
y = C1 y1 + C2 y2 for any constants C1 , C2 .
◮ Step 1: Find y1 6= 0 by an immediate calculation.
◮ Step 2: Determine y2 by Zdenoting y2 = y1 .u. Then, we plug y2 into
1 − R p(x)dx
(1) to compute u= e dx. (Liouville formula)
y12

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Lesson 3: Second order differential equations

• Theorem 1: Two solutions y1 and y2 to (1) are linearly dependent on
[a, b] if and only if
W (y1 , y2 ) = 0, ∀ x ∈ [a, b].
• Theorem 2: Let y1 and y2 are two solutions to (1). Then, the following
statements are equivalent:
i) y1 and y2 are linearly independent.
ii) W (y1 , y2 )(x0 ) 6= 0 for some x0 ∈ [a, b].
iii) W (y1 , y2 )(x) 6= 0, ∀ x ∈ [a, b].
• Theorem 3: (Structure of solutions to homogeneous linear equations)
Let y1 and y2 are two linearly independent solutions to (1). Then, the
general solutions to (1) is written by
y = C1 y1 + C2 y2 for any constants C1 , C2 .
◮ Step 1: Find y1 6= 0 by an immediate calculation.
◮ Step 2: Determine y2 by Zdenoting y2 = y1 .u. Then, we plug y2 into
1 − R p(x)dx
(1) to compute u= e dx. (Liouville formula)
y12
Examples: a) x 2 y ′′ + xy ′ − y = 0 b) (2x + 1)y ′′ + 4xy ′ − 4y = 0.
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Lesson 3: Second order differential equations

2. Homogeneous 2nd -order linear equations with constant coefficients:
y ′′ + py ′ + qy = 0 (2),
where p, q ∈ R are two constants.
• How to solve: Let us consider the characteristic equation of (2)
λ2 + pλ + q = 0. (∗)
◮ Case 1: If (∗) has two distinct real roots λ1 6= λ2 , then the
general solutions to (2) is
ȳ = C1 e λ1 x + C2 e λ2 x .
◮ Case 2: If (∗) has a double root λ1 = λ2 = λ0 , then the
general solutions to (2) is
ȳ = C1 e λ0 x + C2 xe λ0 x .
◮ Case 3: If (∗) has two complex conjugate roots λ1,2 = a ± bi,
then the general solutions to (2) is
ȳ = e ax (C1 cos bx + C2 sin bx).
• Examples:
a) y ′′ + 3y ′ + 2y = 0 b) 4y ′′ + 4y ′ + y = 0 c) y ′′ + y ′ + 3y = 0.

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Lesson 3: Second order differential equations

III. Nonhomogeneous second order linear equations
y ′′ + p(x)y ′ + q(x)y = f (x). (3)
• Theorem 1: (Existence and Uniqueness ( theorem)
y ′′ + p(x)y ′ + q(x)y = f (x),
Let’s consider the Cauchy problem
y (x0 ) = y0 , y ′ (x0 ) = y1 ,
where p(x), q(x) and r (x) are continuous on [a, b]. Then, there is a
unique solution y (x) on [a, b] to the above equation.

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Lesson 3: Second order differential equations

III. Nonhomogeneous second order linear equations
y ′′ + p(x)y ′ + q(x)y = f (x). (3)
• Theorem 1: (Existence and Uniqueness ( theorem)
y ′′ + p(x)y ′ + q(x)y = f (x),
Let’s consider the Cauchy problem
y (x0 ) = y0 , y ′ (x0 ) = y1 ,
where p(x), q(x) and r (x) are continuous on [a, b]. Then, there is a
unique solution y (x) on [a, b] to the above equation.
• Theorem 2: (Superposition of solutions)
If Y1 is a solution to y ′′ + p(x)y ′ + q(x)y = f1 (x)
and Y2 is a solution to y ′′ + p(x)y ′ + q(x)y = f2 (x),
then Y1 + Y2 is a solution to the following equation:
y ′′ + p(x)y ′ + q(x)y = f1 (x) + f2 (x).
• Theorem 3: (Structure of solutions to nonhomogeneous linear Eq.)
The general solutions to (3) is written in the following form:
y = ȳ + Y ,
where ȳ : the general solution to (1), Y : a particular solution to (2).
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Lesson 3: Second order differential equations

1. Method of undetermined coefficients: y ′′ + py ′ + qy = f (x) (3)
1.1. f (x) = e αx Pn (x), where α ∈ R, Pn (x) is a polynomial of degree n.
• Case 1: If α is not a root of the characteristic equation (∗), then
a particular solution Y to (3) is
Y = e αx Qn (x).
• Case 2: If α is a single root of the characteristic equation (∗),
then a particular solution Y to (3) is
Y = xe αx Qn (x).
• Case 3: If α is a double root of the characteristic equation (∗),
then a particular solution Y to (3) is
Y = x 2 e αx Qn (x).
Here Qn (x) is another polynomial of degree n.
Examples:
a) y ′′ − 3y ′ + 2y = x b) y ′′ + 4y ′ + 3y = xe −x c) y ′′ − 2y ′ + y = 2xe x .
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Lesson 3: Second order differential equations

1. Method of undetermined coefficients: y ′′ + py ′ + qy = f (x) (3)


1.2. f (x) = e αx Pm (x) cos βx + Pn (x) sin βx , where α, β ∈ R and
Pm (x), Pn (x) are two polinomials of degree m, n, respectively.
• Case 1: If α ± iβ are not roots of the characteristic equation (∗),
then a particular solution Y to (3) is


Y = e αx Qℓ (x) cos βx + Rℓ (x) sin βx .

• Case 2: If α ± iβ are roots of the characteristic equation (∗),

then a particular solution Y to (3) is


Y = xe αx Qℓ (x) cos βx + Rℓ (x) sin βx .

Here Qℓ (x), Rℓ (x) are other polynomials of degree ℓ = max{m, n}.

Examples:
a) y ′′ + 3y ′ + 2y = e x cos 2x b) y ′′ + y = 2x cos x cos 2x
′′ ′
c) y − 3y + 2y = x cos x d) y ′′ − 6y ′ + 9y = 3x − 8e 3x .
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Lesson 3: Second order differential equations

2. Method of variation of parameters: y ′′ + p(x)y ′ + q(x)y = f (x) (3)

• How to find a particular Y :
◮ Step 1: Recall the general solution to (1) in the form

ȳ = C1 y1 + C2 y2 .

◮ Step 2: Consider C1 and C2 as two unknown functions to look for

a particular solution Y to (3) in the following form:

Y = C1 (x)y1 + C2 (x)y2 .
(
C1′ (x)y1 + C2′ (x)y2 = 0
◮ Step 3: Solve the system
C1′ (x)y1′ + C2′ (x)y2′ = f (x)
to achieve C1 (x) and C2′ (x) ⇒ C1 (x) and C2 (x).
′

2−x x
• Examples: a) y ′′ − y ′ = e b) x 2 y ′′ + xy ′ − y = x 2 .
x3

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Chapter 2: ORDINARY DIFFERENTIAL EQUATIONS

Lesson 4:
SOME APPLICATIONS OF SECOND ORDER ODEs

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Lesson 4: Some applications of second order ODEs

I. Free oscillation: Mass - spring models

1. Description:

• A mass m hanging on the end of a vertical spring of original length

ℓ causes an elongation L in the downward (positive) direction.

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Lesson 4: Some applications of second order ODEs

• At equilibrium: forces acting on the mass (at the connecting point)
are
◮ Gravitational force (downward): P = mg , g : gravitational
acceleration.
◮ Restoring force (upward): Fs = kL, k: stiffness of the spring.
mg
Hence, L = .
k
• At the displacement x(t) from the equilibrium. The restoring force


F = − x(t) + L k.

2. Mathematical equation: By Newton’s second law: force equals mass

times acceleration


mg − k x(t) + L = mx ′′ (t).

We obtain
mx ′′ (t) + kx(t) = 0.
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Lesson 4: Some applications of second order ODEs

II. Free Oscillation: Mass - spring systems

Consider a mass m hanging on the end of a vertical spring of original

length ℓ.
At equilibirum, the mass causes an elongation L ⇒ mg = kL .

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Lesson 4: Some applications of second order ODEs

1. Undamped case: Two forces acted on the mass at the position x(t):
• Weight mg , g is the gravitational acceleration.

• Restoring force (Hooke’s law) F = −k L + x(t) .
By the Newton’s 2nd law, we conclude that


mx ′′ (t) = mg − k L + x(t) ⇒ mx ′′ (t) + kx(t) = 0.

Solution: x(t) = A cos ω0 t + B sin ω0 t , where ω02 = mk .

Given x(0) = x0 , x ′ 0) = v0 , one determines A, B. We rewrite
x(t) = A0 cos(ω0 t − ϕ).
• A0 : amplitude
r = maximum displacement from equilibrium.
k
• ω0 = : (circular) frequency.
m
2π
• T = : period.
ω0
• ϕ: phase = the displacement of the wave from normal position.
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Lesson 4: Some applications of second order ODEs

The motion x(t) = A0 cos(ω0 t − ϕ) reflects some facts:

• An undamped system does not diminish.
• Larger k larger ω0 : stiffer springs cause more rapid vibration.
• Larger m smaller ω0 : heavier masses cause slower vibration.

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Lesson 4: Some applications of second order ODEs

2. Damped case: Sources of resistance force:
• Resistance from the air.
• Friction force between the mass and the guide.
• A dashpot imparts a resistance force.
We assume a viscous force, Fd = −γx ′ (t) , γ: the damping constant,
acting in the opposite direction to the direction of the motion. By the
Newton’s law, we conclude that


mx ′′ (t) = mg − k L + x(t) − γx ′ (t),

which yields
mx ′′ (t) + γx ′ (t) + kx(t) = 0.
Characteristic equation:
p
2 −γ ± γ 2 − 4km
mλ + γλ + k = 0 ⇒ λ1,2 = .
2m
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Lesson 4: Some applications of second order ODEs

• Two distinct real roots γ 2 > km, λ1 , λ2 < 0: Strong damping,
x(t) = C1 e λ1 t + C2 e λ2 t diminishes exponentially.
• A double root γ 2 = km: Critical damping,
x(t) = (C1 + C2 t)e λt diminishes exponentially.
• Two (conjugate) complex roots γ 2 < km: Small damping,
γ γ
x(t) = e − 2m t (C1 cos ω1 t + C2 sin ω1 t) = e − 2m t A1 cos(ω1 t − ϕ1 )
oscillates and diminishes. p
4km − γ 2 2π
⇒ pseudo-frequency ω1 = , pseudo-period T = .
2m ω1

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Lesson 4: Some applications of second order ODEs

III. Forced oscillation: Mass - spring systems
Consider a vertical mass – spring system, the mass is acted by an
external force g (t). The equation governing the system is

mx ′′ (t) + γx ′ (t) + kx(t) = g (t) ,

where

mx ′′ (t) : force of inertia,

γx ′ (t) : damping force (Undamped case if γ = 0, Damped case if γ 6= 0),
x(t) : output or the response of the system,
kx(t) : spring force,
g (t) : external force acting on the mass (the input or driving force).
Special interest g (t) = F0 cos ωt with ω > 0.

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Lesson 4: Some applications of second order ODEs

1. Undamped case (Forced vibrations without damping):

mx ′′ (t) + kx(t) = F0 cos ωt

We consider two interesting cases:

q
• If ω0 = mk 6= ω, then the general solution is

F0
x(t) = C1 cos ω0 t + C2 sin ω0 t + cos ωt.
m(ω02 − ω 2 )

In particular, the mass is initially at rest, i.e. x(0) = 0, x ′ (0) = 0. We

obtain
 
F0 (cos ωt − cos ω0 t) 2F0 (ω0 − ω)t (ω0 + ω)t
x(t) = = sin sin .
m(ω02 − ω 2 ) m(ω02 − ω 2 ) 2 2

If |ω0 − ω| is small, then the motion is a rapid oscillation with high

frequency, but will a slowly varying sinusoidal amplitude.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
 ,

Lesson 4: Some applications of second order ODEs

• If ω0 = ω, then the general solution is
F0
x(t) = C1 cos ω0 t + C2 sin ω0 t + t sin ω0 t.
2mω0
Because of the term t sin ω0 t, it is predicted that the motion will
become unbounded regardless of the initial data.

Actually, as x is large, the model is invalid.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
 ,

Lesson 4: Some applications of second order ODEs

2. Damped case (Forced vibrations with damping):

mx ′′ (t) + γx ′ (t) + kx(t) = F0 cos ωt .

One states that all solutions of the corresponding homogeneous

equation approach 0.
F0
x(t) = C1 e r1 t + C2 e r2 t + cos(ωt − δ),
| {z } ∆
transient solution
| {z }
steady state

p m(ω02 − ω)2 γω
where ∆ = m2 (ω02 − ω)2 + γ 2 ω 2 , cos δ = , sin δ = .
∆ ∆
• With damping, the energy put into the system by the initial
displacement and velocity is dissipated, and the motion becomes the
response of the system to the external force.
• Without damping, the effect of the initial data would persist for all
time.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
 ,

Lesson 4: Some applications of second order ODEs

• Remarks: If damping is included in the model, the predicted motion

remains bounded; however, the response to the input function F0 cos ωt
may be quite large if γ is small and ω ≈ ω0 (resonance). Resonance can
be either good or bad depending on the circumstances. It must be taken
very seriously in the design of structures, such as buildings or bridges,
where it can produce instabilities possibly leading to the catastrophic
failure of the structure. For example, soldiers traditionally break step
when crossing a bridge to eliminate the periodic force of their marching
that could resonate with a natural frequency of the bridge. On the other
hand, resonance can be put to good use in the design of instruments,
such as seismographs, intended to detect weak periodic incoming
signals.

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

 ,

Lesson 4: Some applications of second order ODEs

3. Further investigation on the steady state solution:
F0
x(t) = cos(ωt − δ)
∆
F0
• The amplitude R = p .
m2 (ω02 − ω)2 + γ 2 ω 2
F0
◮ For low frequency ω → 0, R → .
k
◮ For high frequency ω → ∞, R → 0.

m(ω02 − ω)2 γω
• The phase angle δ: cos δ = and sin δ = .
∆ ∆
◮ For low frequency ω → 0, δ → 0, the response is nearly in phase
with the excitation.
◮ For ω = ω0 , δ = π2 , the response lags behind the excitation by π2 .
◮ For high frequency ω → ∞, δ ≈ π, the response is nearly out of
phase with the excitation, i.e. the response attains its minima
when the excitation attains its maxima.
Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES
 ,

The end

Thank you for your attention!

Tuan Anh Dao, SAMI-HUST DIFFERENTIAL EQUATIONS AND SERIES

 ,

CALCULUS 3

DR. TUAN ANH DAO

SCHOOL OF APPLIED MATHEMATICS AND INFORMATICS

HANOI UNIVERSITY OF SCIENCE AND TECHNOLOGY

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Chapter 3: LAPLACE TRANSFORM

1 LAPLACE TRANSFORM AND INVERSE LAPLACE TRANSFORM

2 LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS

3 DERIVATIVES AND INTEGRALS OF LAPLACE TRANSFORM

4 SHIFTING PROPERTIES AND CONVOLUTION

5 APPLICATIONS TO SOLVE ODEs

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Chapter 3: LAPLACE TRANSFORM

Lesson 1:
LAPLACE TRANSFORM
AND INVERSE LAPLACE TRANSFORM

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 1: Laplace transform and Inverse Laplace transform

I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż `8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 1: Laplace transform and Inverse Laplace transform

I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż `8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.
2. Linear property: Let f ptq and g ptq. If there exist L tf ptqu and
L tg ptqu, then for any α, β P R it holds
L tαf ptq ` βg ptqupsq “ αL tf ptqupsq ` βL tg ptqupsq.
Examples: aq L t3t 2 ` 4t 3 u bq L t3e 2t ` 2 sin2 3tu
cq L tcosh ktu dq L tsinh ktu

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 1: Laplace transform and Inverse Laplace transform

I. Laplace transform
1. Definition: Laplace transform of f ptq is denoted by L tf ptqu and is
defined by ż `8
F psq :“ L tf ptqupsq “ e ´st f ptqdt,
0
where s, f ptq P R.
Examples:
aq f ptq “ 1 bq f ptq “ e at , a P R cq f ptq “ t a , a ą ´1
dq f ptq “ t n eq f ptq “ cos kt f q f ptq “ sin kt.
2. Linear property: Let f ptq and g ptq. If there exist L tf ptqu and
L tg ptqu, then for any α, β P R it holds
L tαf ptq ` βg ptqupsq “ αL tf ptqupsq ` βL tg ptqupsq.
Examples: aq L t3t 2 ` 4t 3 u bq L t3e 2t ` 2 sin2 3tu
cq L tcosh ktu dq L tsinh ktu
Remarks: Two hyperbolic functions are given by
e x ` e ´x e x ´ e ´x
cosh kt “ and sinh kt “ .
2 2
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 1: Laplace transform and Inverse Laplace transform

3. Tables of Laplace transform
f ptq F psq s
1
1 są0
s
n!
t n (n P N) są0
s n`1
Γpa ` 1q
t a (a P R, a ą ´1) są0
s a`1
1
e at sąa
s ´a
s
cos kt są0
s2 ` k2
k
sin kt są0
s ` k2
2
s
cosh kt s ą |k|
s2 ´ k2
k
sinh kt s ą |k|
s2 ´ k2
ş`8 α´1 ´x ?
where Γpαq “ 0 x e dx having Γpα ` 1q “ αΓpαq, Γp 12 q “ π.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 1: Laplace transform and Inverse Laplace transform

3. Existence of Laplace transform
‚ Defintion: A function f ptq is called to be exponentially bounded on
r0, `8q if there exists nonnegative constants M and α such that
|f ptq| ď Me αt for any t ě 0.
‚ Theorem 1: If a function f ptq is satisfied the following conditions:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
then there exists L tf ptqupsq for s ą α, where α is defined as the
above defintion.
II. Inverse Laplace transform
1. Definition: If F psq “ L tf ptqupsq, then we call that f ptq is the
inverse Laplace transform of F psq and we write
f ptq “ L ´1 tF psqu.
!6) ! 1 )
Examples: aq L ´1 4 “ t 3 bq L ´1 “ e 5t
! 2s ) ! s s´ )5
cq L ´1 2 “ sin 2t dq L ´1 2 “ cosh 3t
s `4 s ´9
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 1: Laplace transform and Inverse Laplace transform

2. Linear property: For any α, β P R it holds
L ´1 tαF psq ` βG psqu “ αL ´1 tF psqu ` βL ´1 tG psqu.
! s2 ` 1 ) ! 4 )
´1
Examples: aq L ´1 3
bq L 2
! s !s ´ 8s `)15
´1 3s ´ 1 ´1 ´2s ` 1
)
cq L dq L
s2 ` 5 s2 ´ 4
3. Existence of inverse Laplace transform
‚ Theorem 2: Assume that f ptq and g ptq satisfy the assumptions in
Theorem 1, i.e. there exist F psq “ L tf ptqu and G psq “ L tg ptqu.
If
F psq “ G psq for any s ą α,
where α is a constant as in Theorem 1, then f ptq “ g ptq at points
of continuity of f and g .
‚ Examples: aq L tcos2 tu bq L tsin 3t cos 2tu
cq L tcosh2 3tu dq L tpt ´ 2q2 u
! 1 ) ! 1 )
eq L ´1 3 f q L ´1 4
s `s s ´4
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Chapter 3: LAPLACE TRANSFORM

Lesson 2:
LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 2: Laplace transform of derivatives and integrals

I. Laplace transform of derivatives
1. Theorem (1st order derivative): If f ptq satifies the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
and f ptq is differentiable, then it holds
L tf 1 ptqupsq “ sL tf ptqupsq ´ f p0q.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 2: Laplace transform of derivatives and integrals

I. Laplace transform of derivatives
1. Theorem (1st order derivative): If f ptq satifies the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
and f ptq is differentiable, then it holds
L tf 1 ptqupsq “ sL tf ptqupsq ´ f p0q.
2. Corollary (nth order derivative): If f ptq, f 1 ptq, ¨ ¨ ¨ , f pn´1q ptq satisfy
the following conditions:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
and the nth derivative of f exists, then it holds
L tf pnq ptqupsq “ s n L tf ptqupsq ´ s n´1 f p0q ´ s n´2 f 1 p0q ´ ¨ ¨ ¨ ´ f pn´1q p0q.
Examples: Solve the following Cauchy problems:
a) x 2 ` 4x “ sin 3t, xp0q “ x 1 p0q “ 0.
b) x 2 ´ 5x 1 ` 6x “ 3, xp0q “ x 1 p0q “ 0.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 2: Laplace transform of derivatives and integrals

3. Auxiliary transforms: Prove that the following transforms are true:
1 n!
a) L tte at upsq “ 2
with a P R and L tt n e at upsq “ .
ps ´ aq ps ´ aqn`1
2ks s2 ´ k2
b) L tt sin ktupsq “ 2 2 2
c) L tt cos ktupsq “ 2
ps ` k q ps ` k 2 q2
2ks s2 ` k2
d) L tt sinh ktupsq “ 2 e) L tt cosh ktupsq “
ps ´ k 2 q2 ps 2 ´ k 2 q2
II. Laplace transform of integrals
1. Theorem: If f ptq satisfies iq Piecewise continuous on r0, `8q,
"ż t * iiq Exponentially bounded on r0, `8q,
1 F psq
then L f pr qdr psq “ L tf ptqupsq “ ,
0 s s
" * żt żt
F psq
that is, L ´1 ptq “ f pr qdr “ L ´1 tF psqupr qdr .
s 0 0
" *
1
2. Examples: Find L ´1 2
s ps ´ 2021q
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Chapter 3: LAPLACE TRANSFORM

Lesson 3:
DERIVATIVES AND INTEGRALS OF LAPLACE TRANSFORM

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 3: Derivatives and integrals of Laplace transform

I. Derivatives of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
1
then F 1 psq “ ´L ttf ptqupsq, i.e., f ptq “ ´ L ´1 tF 1 psqu
t
and in general
F pnq psq “ p´1qn L tt n f ptqupsq.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 3: Derivatives and integrals of Laplace transform

I. Derivatives of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
1
then F 1 psq “ ´L ttf ptqupsq, i.e., f ptq “ ´ L ´1 tF 1 psqu
t
and in general
F pnq psq “ p´1qn L tt n f ptqupsq.
Examples:
a) L tt 2 cos 2tu b) L tt 2 sin ktu c) L tte ´t sin2 tu.
2. Some applications
‚ Homogeneous 2nd order ODEs with non-constant coefficients
a) tx 2 ` pt ´ 2qx 1 ` x “ 0, xp0q “ 0.
b) tx 2 ` p3t ´ 1qx 1 ` 3x “ 0, xp0q “ 0.
c) tx 2 ` 2pt ´ 1qx 1 ´ 2x “ 0, xp0q “ 0.
d) tx 2 ` p4t ´ 3qx 1 ` 4x “ 0, xp0q “ 0.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 3: Derivatives and integrals of Laplace transform

‚ Find inverse Laplace transforms
! 1) ! 1) ! s2 ` 1 )
a) L ´1 arctan b) L ´1 arccot c) L ´1 ln 2 .
s s s `4
II. Integrals of Laplace transform
1. Theorem: If f ptq satifies the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on"r0, `8q, *
f ptq f ptq ş`8
and D lim , then L psq “ s F pλqdλ,
tÑ0 ` t t
that is, "ż `8 *
´1
f ptq “ tL F pλqdλ ,
s
where F psq “ L tf ptqupsq.
2. Examples: Let us determine the following Laplace transforms:
! sinh t ) ! 1 ´ cos 2t ) ! s )
a) L b) L c) L ´1 .
t t ps 2 ` 1q3
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Chapter 3: LAPLACE TRANSFORM

Lesson 4:
SHIFTING PROPERTIES AND CONVOLUTION

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.

n!
Examples: a) L te at t n upsq “ with s ą a.
ps ´ aqn`1
s ´a
b) L te at cos ktupsq “ with s ą a.
ps ´ aq2 ` k 2
! k )
c) L ´1 2 2
“ e at sin kt with s ą a.
ps ´ aq ` k

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

I. Shifting property on s-domain
1. Theorem: If F psq “ L tf ptqupsq, then

L te at f ptqupsq “ F ps ´ aq,

that is, L ´1 tF ps ´ aqu “ e at f ptq.

n!
Examples: a) L te at t n upsq “ with s ą a.
ps ´ aqn`1
s ´a
b) L te at cos ktupsq “ with s ą a.
ps ´ aq2 ` k 2
! k )
c) L ´1 2 2
“ e at sin kt with s ą a.
ps ´ aq ` k
2. Applications: Find the following Laplace transforms:
tpe t ` tq´2 upsq ¯)
aq L !
π
bq L e 3t sin t ` psq
4
2t
cq L te psin 3t ` 2 cos 3tqupsq

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

II. Shifting property on t-domain

# at t “ a is denoted by ua ptq and is
1. Definition: Heaviside function
0 if t ă a,
defined by ua ptq “
1 if t ě a.
Sometimes, we also write ua ptq “ upt ´ aq.
2. Theorem: If F psq “ L tf ptqupsq, then

L upt ´ aqf pt ´ aq psq “ e ´as F psq,

(

that is,
upt ´ aqf pt ´ aq “ L ´1 e ´as F psq .
(

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

II. Shifting property on t-domain

# at t “ a is denoted by ua ptq and is
1. Definition: Heaviside function
0 if t ă a,
defined by ua ptq “
1 if t ě a.
Sometimes, we also write ua ptq “ upt ´ aq.
2. Theorem: If F psq “ L tf ptqupsq, then

L upt ´ aqf pt ´ aq psq “ e ´as F psq,

(

that is,
upt ´ aqf pt ´ aq “ L ´1 e ´as F psq .
(

Examples: Find L tf ptqupsq, where

# #
0 if 0 ď t ă 2π t if 0 ď t ď 1
a) f ptq “ b) f ptq “
cos 2t if t ě 2π 0 if t ą 1

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

III. Convolution of two functions
1. Definition: Convolution of two functions f ptq and g ptq is dentoed
by pf ˚ g qptq or f ptq ˚ g ptq and is defined by
żt
f ptq ˚ g ptq “ f pr qg pt ´ r qdr , với t ě 0.
0
Remark: Convolution is commutative, i.e. f ptq ˚ g ptq “ g ptq ˚ f ptq.
Examples: a) sin t ˚ cos t b) t ˚ e at c) t 2 ˚ cos t.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

III. Convolution of two functions
1. Definition: Convolution of two functions f ptq and g ptq is dentoed
by pf ˚ g qptq or f ptq ˚ g ptq and is defined by
żt
f ptq ˚ g ptq “ f pr qg pt ´ r qdr , với t ě 0.
0
Remark: Convolution is commutative, i.e. f ptq ˚ g ptq “ g ptq ˚ f ptq.
Examples: a) sin t ˚ cos t b) t ˚ e at c) t 2 ˚ cos t.
2. Theorem (Laplace transform of convulution): If f ptq and g ptq satify
the followings:
iq Piecewise continuous on r0, `8q,
iiq Exponentially bounded on r0, `8q,
then

L tf ptq ˚ g ptqupsq “ L tf ptqupsq.L tg ptqupsq “ F psq.G psq,

that is,
L ´1 tF psq.G psqu “ f ptq ˚ g ptq.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 4: Shifting properties and Convolution

Examples:
" * " *
2 1
a) L ´1 b) L ´1 .
ps ´ 1qps 2 ` 4q sps 2 ` 4s ` 5q

3. Pay attention (Several useful inverse Laplace transform):

" *
´1 s 1
a) L 2 2 2
“ t sin kt.
" ps ` k q * 2k
1 1
b) L ´1 2 2 2
“ 3 psin kt ´ kt cos ktq.
ps ` k q 2k

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 4: Shifting properties and Convolution

Examples:
" * " *
2 1
a) L ´1 b) L ´1 .
ps ´ 1qps 2 ` 4q sps 2 ` 4s ` 5q

3. Pay attention (Several useful inverse Laplace transform):

" *
´1 s 1
a) L 2 2 2
“ t sin kt.
" ps ` k q * 2k
1 1
b) L ´1 2 2 2
“ 3 psin kt ´ kt cos ktq.
ps ` k q 2k
Examples: Solve the following ordinary differential equations:
a) x 2 ` 9x “ 2 sin 3t, xp0q “ x 1 p0q “ 0.
b) x p4q ` 2x 2 ` x “ 4te t , xp0q “ x 1 p0q “ x 2 p0q “ x p3q p0q “ 0.

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Chapter 3: LAPLACE TRANSFORM

Lesson 5: APPLICATIONS TO SOLVE ODEs

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 5: Applications to solve ODEs

Ppsq
I. How to simplify the expression ?
Qpsq
1. Principle 1 (1st order simple fractional expression): If Qpsq contains
Ppsq
ps ´ aqn , then we rewrite in the following form:
Qpsq
A1 A2 An
` ` ¨¨¨ `
s ´ a ps ´ aq2 ps ´ aqn
2. Principle 2 (2nd order simple fractional expression): If Qpsq contains
˘n Ppsq
ps ´ aq2 ` b 2 , then we rewrite
`
in the following form:
Qpsq
A1 s ` B1 A2 s ` B2 An s ` Bn
`` ˘2 ` ¨ ¨ ¨ ` ` ˘n
ps ´ aq2 ` b 2 2
ps ´ aq ` b 2 ps ´ aq2 ` b 2

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 5: Applications to solve ODEs

Ppsq
I. How to simplify the expression ?
Qpsq
1. Principle 1 (1st order simple fractional expression): If Qpsq contains
Ppsq
ps ´ aqn , then we rewrite in the following form:
Qpsq
A1 A2 An
` ` ¨¨¨ `
s ´ a ps ´ aq2 ps ´ aqn
2. Principle 2 (2nd order simple fractional expression): If Qpsq contains
˘n Ppsq
ps ´ aq2 ` b 2 , then we rewrite
`
in the following form:
Qpsq
A1 s ` B1 A2 s ` B2 An s ` Bn
`` ˘2 ` ¨ ¨ ¨ ` ` ˘n
ps ´ aq2 ` b 2 2
ps ´ aq ` b 2 ps ´ aq2 ` b 2
3. Applications: Determine the following inverse Laplace transforms:
! s2 ` 1 )
´1
! s 2 ` 2s )
a) L ´1 3 b) L
s ´ 2s 2 ´ 8s s 4 ` 5s 2 ` 4

Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3

 ,

Lesson 5: Applications to solve ODEs

II. Solve higher order ODEs with constant coefficients
1. How to solve:
‚ Step 1: Set F psq “ L tf ptqupsq. Using Laplace transform of two
sides and replacing initial conditions, we can compute F psq.
‚ Step 2: Applying two principles for simplifying fractional
expressions and shifting properties (if necessary) to find the inverse
Laplace transform, which is the solution f ptq “ L ´1 tF psqu.
2. Some typical examples:
Example 1: Solve the following Cauchy problems:
a) x 2 ` 6x 1 ` 34x “ 30 sin 2t, xp0q “ x 1 p0q “ 0.
b) x p3q ` x 2 ´ 6x 1 “ 0, xp0q “ 0, x 1 p0q “ x 2 p0q “ 1.
c) x p3q ´ x 2 ´ x 1 ` x “ e 2t , xp0q “ x 1 p0q “ x 2 p0q “ 0.
d) x p4q ` 13x 2 ` 36x “ 0,
xp0q “ 0, x 1 p0q “ 2, x 2 p0q “ 0, x p3q p0q “ ´13.
e) x p4q ` 8x 2 ´ 9x “ 0,
xp0q “ x 1 p0q “ 0, x 2 p0q “ x p3q p0q “ 1.
f) x p6q ` 4x p4q ´ x 2 ´ 4x “ sinh 2t, x pkq p0q “ 0 with k “ 0, 5.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
 ,

Lesson 5: Applications to solve ODEs

Example 2: Solve the following systems:
#
x 1 ` 2y 1 ` x “ 0, xp0q “ 0
a)
x 1 ´ y 1 ` y “ 0, y p0q “ 1.
#
x 2 ` 2x ` 4y “ 0, xp0q “ y p0q “ 0
b)
y 2 ` x ` 2y “ 0, x 1 p0q “ y 1 p0q “ ´1.
#
x 2 ` 3x ´ y “ 0, xp0q “ y p0q “ 0
c)
y 2 ´ 2x ` 2y “ 40 sin 3t, x 1 p0q “ y 1 p0q “ 0.
Example 3: Solve the following differential equations:
# #
x 2 ` 9x “ f ptq, 1 if 0 ď t ă π,
a) 1
where f ptq “
xp0q “ x p0q “ 0, 0 if t ě π.
# #
2 1
x ` 2x ` 5x “ f ptq, 20 cos t if 0 ď t ă 2π,
b) 1
where f ptq “
xp0q “ x p0q “ 0, 0 if t ě 2π.
# #
2
x ` x “ f ptq, t if 0 ď t ď 1,
c) where f ptq “
xp0q “ x 1 p0q “ 0, 0 if t ą 1.
Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3
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Dr. Tuan Anh Dao, SAMI-HUST CALCULUS 3