Bahir Dar University

Bahir Dar Institute of Technology (BiT)

Applied Mathematics-III

Molla Endalew Bekele

Bahir Dar University

Copyright © 2020 Molla Endalew Bekele

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Contents

1 CHAPTER ONE
Ordinary Differential Equations ........................................ 5

1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.1.1 Some Basic Mathematical Models; Direction Fields . . . . . . . . . . . . . . . . . 5

1.2 Ordinary Differential Equation of the First Order . . . . . . . . . . . . . . . . . . . . . ... .... ... .... 9
1.2.1 Definition of ODE and examples . . . . . . . . . . . . . . . . . . . . . . . . . . . 9
1.2.2 Methods of separable variable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.3 Homogeneous equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.2.4 Exact equations, non exact equations and integrating factor . . . . . . . . . . . . 16
1.2.5 Linear equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22

1.3 Second Order ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... ... .... ... . . . 24

1.3.1 Homogeneous Equations with Constant Coefficients . . . . . . . . . . . . . . . . 24
1.3.2 Non homogeneous Differential Equations; . . . . . . . . . . . . . . . . . . . . . . 30
1.3.3 Method of Variation of Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . 31
1.3.4 Method of Undetermined Coefficients . . . . . . . . . . . . . . . . . . . . . . . . 33

1.4 Applications . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... .... ... .... .... ... .... ... . . . 35
1.4.1 Mechanical and Electrical Vibrations . . . . . . . . . . . . . . . . . . . . . . . . 35
1.4.2 Forced Vibrations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
1.4.3 Exercises and solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

2 CHAPTER TWO
The Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41

2.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... .... .... ... .... ... . . . 41

2.1.1 Definition of the Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . 43
2.1.2 property of Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
2.1.3 Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
2.1.4 Laplace transform of derivatives and integrals . . . . . . . . . . . . . . . . . . . 49
2.1.5 Convolution Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 53
2.1.6 Application to IVP . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
2.1.7 Step Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 58

3
1. CHAPTER ONE
Ordinary Differential Equations

1.1 Introduction

In general, a differential equation is an equation that contains an unknown function and one or more
of its derivatives may appear in the equation. The order of a differential equation is the order of
the highest derivative that occurs in the equation. For example, when we consider the differential
equation it is understood that y is an unknown function of x.

y 0 = xy (1.1)

A function f is called a solution of a differential equation if the equation is satisfied when y = f (x)
and its derivatives are substituted into the equation. Thus y = f (x) is a solution of equation 1.1 if

f 0 (x) = xf (x)

for all values of x in some interval.

When we are asked to solve a differential equation we are expected to find all possible solutions of
the equation.

1. A Differential Equation is an equation that involves an unknown function of one or more

variables and its derivatives.

2. A DE is called Ordinary Differential Equation (ODE) if the function is a function of one

variable.

3. A DE is called Partial Differential Equation (PDE) if the function is a function of two or

more variables.

1.1.1 Some Basic Mathematical Models; Direction Fields

Differential equations are essential for a mathematical description of nature they lie at the core of
many physical theories. For example, let us just mention Newton’s and Lagrange’s equations for
classical mechanics, Maxwell’s equations for classical electromagnetism, Schrodinger’s equation for
quantum mechanics, and Einstein’s equation for the general theory of gravitation. We now show what
differential equations look like.

5
 1.1. Introduction

Example 1.1 1. Population Dynamics: If P (t) is the total population, then the rate at
which the population grows at a certain time is proportional to the total population at
that time.
The Differential Equation(DE) that represents this model is

dP
= kP (t), k > 0.
dt

2. Radioactive Decay: The model for radioactive decay, it is assumed that the rate dA/dt
at which the nuclei of a substance decay is proportional to the amount (the number of
nuclei) A(t) of the substance remaining at time t.
The DE is
dA
= kA(t) k < 0.
dt
3. Newton’s Law of Cooling/Warming: According to Newton’s empirical law of cool-
ing/warming, the rate at which the temperature of a body changes is proportional to the
difference between the temperature of the body and the temperature of the surrounding
medium (or ambient temperature).
If T (t) is the temperature of a body at time t and Tm is the ambient temperature, then the
DE is
dT
= k(T − Tm ).
dt
4. Free Falling Bodies: Suppose that an object is falling in the atmosphere near sea level.
Formulate a differential that describes the motion.

Newton’s second law:

F = ma.

This is the same as

F = m(dv/dt).

But
F = mg − γv

Therefore,

dv
m = mg − γv.
dt
Suppose that
m = 10kg and γ = 2kg/s.

6
Chapter One: Ordinary Differential Equations 1.1. Introduction

Then
dv 1
= 9.8 − v.
dt 5

Draw direction fields for the above equation.

Example 1.2 (Field Mice and Owls. )

Suppose the mouse population p(t) (t is in months) in some area increases at a rate proportional
to the current population.
Then
dp
= rp,
dt
where r is called the rate constant or growth rate.
If owls live in the same neighborhood and they kill 15 mice per day, then

dp
= 0.5p − 450.
dt

For Constructing Mathematical Models, read page 7 of your text carefully.

A basic law in electricity, Kirchhoff’s law, tells us that the sum of the voltage drops across the circuit
elements (as measured, e.g., by a voltmeter) in a loop must equal the applied emf. In symbols,

VL + VR + VC = E(t).

7
 1.1. Introduction

Figure 1.1: An RCL circuit with an electromotive force E(t) supplying the electrical energy.

This law comes from conservation of energy in a current loop, and it is derived in elementary physics
texts. A voltage drop across an element is an energy potential that equals the amount of work required
to move a charge across that element.

Let I = I(t) denote the current (in amperes, or charge per second) in the circuit, and let q = q(t) denote
the charge (in coulombs) on the capacitor. These quantities are related by

q0 = I

There are several choices of state variables to describe the response of the circuit: charge on the
capacitor q, current I, or voltage VC across the capacitor. Let us write Kirchhoff’s law in terms of
charge. By Ohm’s law the voltage drop across the resistor is proportional to the current, or

VR = RI

where the proportionality constant R is called the resistance (measured in ohms). The voltage drop
across a capacitor is proportional to the charge on the capacitor, or

1
VC = q
C
where C is the capacitance (measured in farads). Finally, the voltage drop across an inductor is
proportional to how fast the current is changing, or

VL = LI 0

where L is the inductance (measured in henrys). Substituting these voltage drops into Kirchhoff’s law
gives
1
LI 0 + RI + q = E(t),
C
or, using q0 = I,
1
Lq00 + RI + q = E(t).
C

8
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

This is the RCL circuit equation, which is a second-order DE for the charge q. The initial conditions
are
q(0) = q0 , q0 (0) = I(0) = I0 .

These express the initial charge on the capacitor and the initial current in the circuit. Here, E(t) may
be a given constant (e.g., E(t) = 12 for a 12 − volt battery) or may be a oscillating function of time t
(e.g., E(t) = Acosωt for an alternating voltage potential of amplitude A and frequency ω).

If there is no inductor, then the resulting RC circuit is modeled by the first-order equation

1
Rq0 + q = E(t).
C
If E(t) is constant, this equation can be solved using separation of variables or the change of variables
method.

1.2 Ordinary Differential Equation of the First Order

In this section we will consider the first order ODE, the general form of which is given by

F(x, y, y 0 ) = 0

This equation may be linear or non-linear, but we restrict ourselves mostly to equations which can be
written in normal form (solved with respect to the derivative of the unknown function) normal form

y 0 = f (x, y)

or in the standard differential form

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

1.2.1 Definition of ODE and examples

Definition 1.1 An equation involving derivatives of one or more dependent variables with
respect to one or more independent variable is called a differential equation(DE).

An ordinary differential equation (ODE) is an equation that involves some ordinary derivatives (as
opposed to partial derivatives) of a function.

9
 1.2. Ordinary Differential Equation of the First Order

Definition 1.2 An equation involving one dependent and its derivatives with respect to one
independent variables is called a differential equation. If it is only one independent variable
then it is called ordinary differential equation.

Example 1.3
d2y dy
1. t dt 2 + t dt + 2y = sin t.
d3y dy
2. (1 + y 3 ) dt 3 + t dt = 1t .
dy
3. dt + ty 2 = 0.
d6y dy
4. dt 6
+ t dt + (cos2 t)y = t 3

Our goal is to solve an ODE, i.e., determine what function or functions satisfy the equation.
Applications of ODE and methods of finding of the solution are the major part of this course.

Definition 1.3 A solution of differential equation is free from derivatives and which satisfies
the given differential equation.

Example 1.4 a) Find all possible solution of

dp
= 0.5p − 450.
dt
The solution is
p = Ce0.5t + 900, CR

b) Show that there is only one solution of

dp
= 0.5p − 450, p(0) = 850.
dt
The solution is
p = −50e0.5t + 900,

We consider the equation

dy
= f (t, y) y(x0 ) = y0 .
dt
Such equations are called the general form of first orderInitial Value Problems (IVP)

10
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

1.2.2 Methods of separable variable

Definition 1.4 A differential equation of the first order is called separable if it can be written
in the following standard differential form:

M1 (x)M2 (y)dx + N1 (x)N2 (y)dy = 0 (1.2)

where M1 , N1 are functions of the variable x only and M2 , N2 are functions of the variable y
only.

Assuming that N1 (x) , 0 and M2 (y) , 0 for all x and y in the range, variables in equation (1.2) can be
separated by division with M2 (y)N1 (x) :

On the normal form separable equation is a first-order differential where the right side can be factored
into a product of a function of t and a function of y. That is, a separable equation has the form

dy
= g(t)h(y) (1.3)
dt

To solve separable equations we take the expression involving y to the left side and then integrate with
respect to t, remembering that y = y(t). Therefore, dividing by h(y) and taking the anti derivatives of
both sides with respect to t gives
Z Z
1 dy
dt = g(t) dt + C
h(y) dt

where C is an arbitrary constant of integration. (Both anti derivatives generate an arbitrary constant,
but we have combined them into a single constant C). Next we change variables in the integral on the
dy
left by letting y = y(t), so that dy = dt. Hence,
dt
Z Z
1
dy = g(t) dt + C
h(y)

This equation, once the integrations are performed, yields an equation of the form

H(y) = G(t) + C. (1.4)

which defines the general solution y implicitly as a function of t. We call (1.4) the implicit solution.
To obtain an explicit solution y = y(t) we must solve (1.4) for y in terms of t; this may or may not be
possible. As an aside, we recall that if the anti derivatives have no simple expressions, then we write
the anti derivatives with limits on the integrals.

11
 1.2. Ordinary Differential Equation of the First Order

Example 1.5 1:- Find a general solution of the following ODE:

a).xyy 0 + (y 2 + 1)lnx =0
y lnx
dy + dx = 0
y2 + 1 x
(ln x)2 + ln (y 2 + 1) = C is the general solution of the given ODE.
2:- Find a general solution of the following ODE:

(x2 − 4)y 0 − x cot y = 0

Solution: Separate variables:

xdx
− tan ydy = 0
x2 − 4
Integrate:
1
ln (cos y) + ln (x2 − 4) = ln c
2
Therefore the general solution is
cos2 y(x2 − 4) = C

3:- Find a general solution of the following ODE:

dy
= y 3x
dx
Dividing by y 3 and multiplying by dx gives

dy
= xdx
y3
Z Z
dy
= xdx
y3
1 1
− = x2 + C
2y 2 2
1
y2 = −
x2 + C
4 Find a general solution of the following ODE:

dy y
=
dx x
dx
We multiply by y :
dy dx
=
y x
Z Z
dy dx
=
y x
ln(y) = ln(x) + C

12
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

y = eln(x)+C = eC eln(x) = Cx

Again ec collapsing into C.

5 Find a general solution of the following ODE:

dy
= xy + y
dx
This doesn’t look separable at first glance. A little factoring can be applied though:

dy
= (x + 1)y
dx
This is separable.
dy
= (x + 1)dx
y
Z Z
dy
= (x + 1)dx
y
1
ln(y) = x2 + x + C
2
1 2
+x
y = Ce 2 x

1.2.3 Homogeneous equation

A function f (x, y) is called homogeneous of degree n if

f (λx, λy) = λn f (x, y)

for any non zero λR, λ > 0

It means that after replacing x by λx and y by λy in the function M(x, y), the parameter λn can be
factored from the expression.

Example 1.6 :
a)The function f (x, y) = x4 − xy 3 is homogeneous with n = 4 because
f (λx, λy) = (λx)4 − (λx)(λy)3 = λ4 (x4 − xy 3 ) = λ4 f (x, y)
b) Homogeneous function of degree zero.
x−y
Let M(x, y) = , then
x+y
λx − λy x − y
M(λx, λy) = = = λ0 M(x, y) = M(x, y) for λ > 0
λx + λy x + y
Therefore, M(x, y) is homogeneous of degree zero.
If we divide the numerator and the denominator by x, then

13
 1.2. Ordinary Differential Equation of the First Order

y
1− x
M(x, y) = y
1+ x
y
and we see that the function M(x, y) depends on a single variable .
x
It appears to be a fact for zero degree homogeneous functions: the function M(x, y) is homoge-
y
neous of degree zero if and only if it depends on a single variable .
x
y
M(x, y) = f ( )
x
. A Differential equation written in standard differential form

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

is called a homogeneous differential equation if M(x, y) and N (x, y) are homogeneous and are
of the same degree r.

Homogeneous first order differential equation can be reduced to an equation with separable variables
by the substitution y = ux. We demonstrate this below.
Consider the following equation

y
i). y 0 = f ( ) Making the substitution y = ux
x

where u is a function of x. Differentiating with respect to x:

y 0 = (ux)0 = u + u 0 x

Substituting this into the original equation (i)

y
y 0 = u + u 0 x = f ( x ) = f ( ux
x ) = f (u),

u + xu 0 = f (u)

xu 0 = f (u) − u

(ii) x du
dx = f (u) − u

Further, we separate variables. To avoid division by zero we consider the case f (u) − u , 0 and x , 0.
Multiplying both sides by dx and dividing by x (f (u) − u), we get:

du dx
=
f (u) − u x

Integrating through:

14
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

R du R dx
= = ln x + C
f (u) − u x

Thus, we obtain the general integral of equation (i) by quadratures:

Example 1.7 Find a complete solution of the following equation

a) (3y + x)dx + (y + 3x)dy = 0

b) (y 2 + 2x2 )dx + xydy = 0

Solution a). M and N are homogeneous functions of degree 1. Use change of variable:

y = ux dy = xdu + udx

(3ux + x)dx + (ux + 3x)(xdu + udx) = 0

(3u + 1)xdx + (u + 3)x2 du + (u 2 + 3u)xdx = 0
(u 2 + 6u + 1)xdx + (u + 3)x2 du = 0
it is separable,then
xdx (u + 3)du
2
+ 2 =0
x u + 6u + 1
1
ln x + ln (u 2 + 6u + 1) = ln c general solution
2
√
x u 2 + 6u + 1 = c back substitution
r
y2 y
x 2
+6 +1 = c
x x

y 2 + 6yx + x2 = C
b) M and N are homogeneous functions of degree 2. Use change of variable:

y = ux dy = xdu + udx

(u 2 x2 + 2x2 )dx + ux2 (xdu + udx) = 0

(u 2 x2 + 2x2 + u 2 x2 )dx + ux3 du = 0
2x2 (u 2 + 1)dx + ux3 du = 0
separable
2x2 dx udu
3
+ 2 =0
x u +1
1
2 ln x + ln (u 2 + 1) = ln c general solution
2
√
x2 u 2 + 1 = c back substitution
x2 y 2 + x4 = C

15
 1.2. Ordinary Differential Equation of the First Order

Exercise 1.1 1. Find the general solution of:

dy
a) x2 = y 2
dx
dy
b) x − y + x =0
dx
dy x + y
c) =
dx y − x
2y − x dy
d) =1
y + 2x dx
2. Find the particular solution of the equation:
dy
a) y − x = x , given x =1 when y=2.
dx
dy x2 + y 2
b)x = , given the boundary conditions that y = 4 when x = 1.
dx y
c) 7x(x − y)dy = 2(x2 + 6xy − 5y 2 )dx given that x = 1 when y = 0.

1.2.4 Exact equations, non exact equations and integrating factor

We remember from calculus that if a function U (x, y) has continuous partial derivatives, its differen-
tial (also called its total differentiation) is
∂u ∂u
du = dx + dy
∂x ∂y
From this it follows that u(x, y) = c, then du = 0 it can be written as follows
∂u ∂u
du = 0 = dx + dy
∂x ∂y

Definition 1.5 Consider a first order ODE written in the standard differential form:

M(x, y)dx + N (x, y)dy = 0 (1.5)

If there exists a differentiable function f (x, y) such that

∂f
M(x, y) = (1.6)
∂x
∂f
N (x, y) = (1.7)
∂y
for all (x, y)D , then the left hand side of the equation is an exact differential of this function,
namely
∂f ∂f
du = dx + dy = M(x, y)dx + N (x, y)dy
∂x ∂y
and the function f (x, y) satisfying conditions (1.6) and (1.7) is said to be a potential function
for equation (1.5). The equation in this case is called to be an exact differential equation.

16
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

Which can be written as

df (x, y) = 0 (1.8)
direct integration of which yields a general solution of equation (1.5):

f (x, y) = c (1.9)

where cR is a constant of integration. The solution given implicitly defines integral curves of the
ODE or the level curves of function f (x, y).

Example 1 The First order ODE

(1 + 2xy 3 )dx + 3x2 y 2 dy = 0
is an exact equation with the general solution f (x, y) = x + x2 y 3 = c.

∂M ∂N
Theorem 1.1 (Test for Exactness). Let M(x, y), N (x, y), and be all continuous
∂y ∂y
functions within a rectangle R (or some domain) in the xy−plane. Then

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

is an exact differential in R if and only if

∂M ∂N
= (1.10)
∂y ∂x

every where in R.

Proof. 1) Suppose that the differential form is exact. According to definition, it means that there exists
∂f (x, y) ∂f (x, y)
a function f (x, y) such that M(x, y) = and N (x, y) = . Then differentiating the first of
∂x ∂y
∂2 f (x, y) ∂M(x, y)
these equations with respect to y and the second one with respect to x, we get =
∂x∂y ∂y
∂2 f (x, y) ∂N (x, y)
and = . Since the left hand sides of these equations are the same from continuity of
∂y∂x ∂x
∂M ∂N
f (x, y) , it follows that =
∂y ∂x

∂M ∂N
Proof. 2) Suppose now that the condition = holds for all (x, y)D.
∂y ∂x

We are looking for a function f (x, y), the differential form (1.5) of which is an exact differential. Then
this function should satisfy conditions (1.6) and ((1.7)). Take the first of these conditions:
∂f (x, y)
= M(x, y)
∂x

17
 1.2. Ordinary Differential Equation of the First Order

and integrate it formally over variable x, treating y as a constant, then

Z
f (x, y) = M(x, y)dx + k(y) (1.11)

where the constant of integration depends on y. Differentiate this equation with respect to y and set
it equal to condition (1.7):
Z
∂f (x, y) ∂
= ( M(x, y)dx) + k 0 (y) = N (x, y)
∂y ∂y

Rearrange the equation as shown

Z
0 ∂
k (y) = N (x, y) − ( M(x, y)dx)
∂y

Then integration over the variable y yields:

Z Z
∂
k(y) = [N (x, y) − ( M(x, y)dx)]dy (1.12)
∂y

Substitute this result into equation (1.11) instead of k(y)

Z Z Z
∂
f (x, y) = M(x, y)dx + [N (x, y) − ( M(x, y)dx)]dy (1.13)
∂y

To show that this function satisfies conditions (1.6) and (1.7), differentiate it with respect to x and
y and use condition (1.10). Therefore, differential form (1.5) is an exact differential of the function
f (x, y) constructed in equation (1.13). The other form of the function f (x, y) can be obtained if we
start first with condition (1.6) instead of condition (1.7):
Z Z Z
∂
f (x, y) = N (x, y)dy + [M(x, y) − ( N (x, y)dy)]dx (1.14)
∂x

Note, that condition (1.10) was not used for construction of functions (1.13) or (1.14), we applied it
only to show that form (6) is an exact differential of these functions.

Then according to equation (1.9), a general solution of exact equation is given by an implicit equa-
tions: Z Z Z
∂
f (x, y) = M(x, y)dx + [N (x, y) − ( M(x, y)dx)]dy (1.15)
∂y
Z Z Z
∂
f (x, y) = N (x, y)dy + [M(x, y) − ( M(x, y)dy)]dx (1.16)
∂x

Example 1.8 Find a complete solution of the following equation

(3y + x)dx + (y + 3x)dy = 0

18
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

Solution:-Test for exactness:

∂M ∂N
=3 =3
∂y ∂x
⇒ the equation is exact.
We can apply eqns. 1.13 or 1.14, but in practice, usually, it is more convenient to use the same
steps to find the function f (x, y) as in the derivation of the solution. Start with one of the
conditions for the exact differential
∂f (x, y)
= M(x, y) = (3y + x)
∂x
Integrate it over x , treating y as a parameter (this produces a constant of integration k(y) de-
pending on y)
x2
f (x, y) = 3xy + + k(y)
2
Use the second condition for the exact differential
∂f (x, y)
= N (x, y) = (3x + y) = 3x + k 0 (y)
∂y

⇒ k 0 (y) = y

Solve this equation for k(y)

y2
k(y) =
2
neglecting the constant of integration. The function is completely determined and the solution
of the ODE is given by
x2 y 2
f (x, y) = 3xy + + =C
2 2

Example 1.9 Test the equation

ey dx + (xey + 2y)dy = 0

for exactness, and solve it if it is exact.

Solution:- M(x, y) = ey and N (x, y) = xey + 2y

∂M ∂N
⇒ = ey =
∂y ∂x

Therefore The differential equation is exact.

∂f (x, y) ∂f (x, y)
⇒ by definition there exist f (x, y) = c such that = ey and = xey +2y Integrating
∂x ∂y
the 2nd w.r. to y , we get
Z
f (x, y) = [xey + 2y]dy = xey + y 2 + k(x)

19
 1.2. Ordinary Differential Equation of the First Order

∂f (x, y)
⇒ = ey + k 0 (x) = ey
∂x
⇒ k 0 (x) = 0 ⇒ k(x) = C

Hence the general solution is xey + y 2 = c.

Sometimes a ordinary differential equation. Mdx + N dy = 0 is not exact it is called non exact, but can
be made exact by multiplying by a non-zero function.

Theorem 1.2 An equation of the form Mdx + N dy = 0 which has exactly one integral solution
with one arbitrary constant C has infinitely many integrating factors.

Proof. Let us see when this can be done with functions of x or y alone.

Consider a non−zero function I(x) which is a function of x alone such that

(IM)y = (IN )x

We get
Iy M + IMy = Ix N + INx , Iy = 0

So
IMy = Ix N + INx ,

Ix N = I(My − Nx )

Ix My − Nx
=
I N
Now, if the Left hand side is a function of x alone, say h(x), we can solve for I(x) by
R
h(x)dx
I(x) = e

and reverse the above arguments to get an integrating factor. Similarly, if

Nx − My
g(y) =
M
is a function of y alone, we can find an integrating factor of the form
R
g(y)dy
k(y) = e .

20
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

Example 1.10 Consider the equation

(3xy + y 2 )dx + (x2 + xy)dy = 0

M = 3xy + y 2 ; N = x2 + xy

Step 1: Check if exact

My − Nx = 3x + 2y − 2x − y = x + y

So, not exact.

Step 2: Compute
M y − Nx x+y 1
h(x) = = 2
=
N x + xy x
So, get integrating factor of the form

1
R
dx
I(x) = e x = eln x = x

So,
(3x2 y + xy 2 )dx + (x3 + x2 y)dy = 0

is exact.
x2 y 2
fx = M = 3x2 y + xy 2 ; ⇒ f (x, y) = x3 y + + g 0 (y)
2
and
fy = x3 + x2 y 2 + g 0 (y) = x3 + x2 y

⇒ g 0 (x) = 0 ⇒ g(x) = C
x2 y 2
T heref ore f (x, y) = x3 y + =C
2
is the general solution.

Example 1.11 Consider the differential equation dx + (3x − e−2y )dy = 0.

Solution:- Let M(x, y) = 1 and N (x, y) = 3x − e−2y . Then
∂M ∂N
= 0 and =3
∂y ∂x
and hence
∂M ∂N
,
∂y ∂x
which implies that the given differential equation is not exact.
Assume that the given equation has an integrating factor. But

My − Nx 0−3 −3
= −2y
=
N 3x − e 3x − e−2y

21
 1.2. Ordinary Differential Equation of the First Order

which is not a function of x alone. Hence obtaining I(x) is not possible.

However,
Nx − My 3 − 0
= =3
M 1
can be considered as a function of y alone. Therefore, it is possible to solve for I(y) and is given
by R
I(y) = e 3dy = e3y

Now to solve the problem ,by multiplying the given equation by I(y) = e3y we get the equation
e3y dx+e3y (3x−e−2y )dy = 0. which is an exact differential equation. Thus, there exists f (x, y) = C
∂f (x, y) ∂f (x, y)
such that = e3y and = e3y (3x − e−2y ) which implies that
∂x ∂y
Z
f (x, y) = e3y dx = xe3y + k(y)

To determine k(y) we use f (x, y) which is obtained above and differentiate it with respect to y
and equate the result with (e3y (3x − e−2y )). Hence we have

∂f (x, y)
e3y (3x − e−2y ) = = 3xe3y + k 0 (y)
∂y

Then e3y (3x − e−2y ) = 3xe3y + k 0 (y) which implies that

R
k 0 (y) = −ey and hence k(y) = − ey dy = −ey
Therefore, f (x, y) = xe3y − ey = c. That means xe3y − ey = c, where c is an arbitrary constant,
defines the implicit solution of the Differential Equation.

Exercise 1.2 1. Find the integrating factor and general solution for the equations
dy
a) x + 2xy = xe−2x
dx
dy
b) x2 + xy = 1.
dx
2 Find the particular solution of the equation
dy
x − y = x subject to the condition y(1) = 2.
dx

1.2.5 Linear equations

The general form of the first order linear differential equation is given by:

L1 y ≡ a0 (x)y 0 + a1 (x)y = f (x) (1.17)

22
Chapter One: Ordinary Differential Equations1.2. Ordinary Differential Equation of the First Order

We can rewrite this equation in the standard form, if we divide it by a0 (x)

a1 (x) f (x)
y0 + y= a0 (x) , 0
a0 (x) a0 (x)

Then for simplicity, coefficients may be renamed, and the equation becomes

y 0 + p(t)y = g(t). (1.18)

We introduce the method of integrating factors µ(t): We multiply equation 1.18 by a function µ(t) on
both sides
µ(t)y 0 + µ(t)p(t)y = µ(t)g(t)

The function µ is chosen such that the equation is integrable, meaning the LHS (Left Hand Side) is
the derivative of something function (µ(t)y). In particular, we require:

µ(t)y 0 + µ(t)p(t)y = (µ(t)y)0 , ⇒ µ(t)y 0 + µ(t)p(t)y = µ(t)y 0 + µ0 (t)y

which requires
dµ dµ
µ0 (t) = = µ(t)p(t), =⇒ = p(t)dt
dt µ
Integrating both sides Z
ln µ(t) = p(t)dt

which gives a formula to compute µ R

p(t)dy
µ(t) = e .

Therefore, this µ is called the integrating factor.

Note that µ is not unique. In fact, adding an integration constant, we will get a different µ. But we
don’t need to be bothered, since any such µ will work. We can simply choose one that is convenient.
Putting back into equation 1.18, we get
Z
(dµ(t)y)
= µ(t)g(t), ⇒ µ(t)y = µ(t)g(t)dt + c
dt

which give the formula for the solution

"Z #
1 R
y(t) = µ(t)g(t)dt + c , where µ(t) = e( p(t)dt )
.
µ(t)

Example 1.12 1. Solve

y 0 + ay = b (a , 0).

Solution. We have p(t) = a and g(t) = b. So

R
adt
µ=e = eat

23
 1.3. Second Order ODEs

so
Z ! !
−at at −at b at b
y=e e bdt = e e + c = + ce−at , where c is an arbitrary constant.
a a

2. Solve
y 0 + y = e2t .

Solution. We have p(t) = 1 and g(t) = e2t . So

R
µ(t) = e( 1dt )
= et

and Z ! Z !
1 3t
 
t 2t 3t
y(t) = e −t
e e dt = e −t
e dt = e −t
e + c = e2t + ce−t .
3

Exercise 1.3 Solve

 −2
a) (1 + t 2 )y 0 + 4ty = 1 + t 2 , y(0) = 1.
1
b) y − y = e−t , with y(0) = a,
3
c) ty 0 + 2y = 4t 2 , with y(1) = 2.

1.3 Second Order ODEs

1.3.1 Homogeneous Equations with Constant Coefficients

Definition 1.6 A second order DE is of the form

F(t, y, y 0 , y 00 ) = 0.

When we solve for y 00 and write this as

y 00 = f (t, y, y 0 ).

A second order linear equation can be expressed as

P (t)y 00 + Q(t)y 0 + R(t)y = G(t)

or
y 00 + p(t)y 0 + q(t)y = g(t).

24
Chapter One: Ordinary Differential Equations 1.3. Second Order ODEs

If g(t) = 0, it is called homogeneous.

If g(t) , 0, it is nonhomogeneous.
A second order IVP is of the form

y 00 = f (t, y, y 0 ), y(t0 ) = y0 , y 0 (t1 ) = y1 .

Example 1.13 Solve the differential equations

a) y 00 − 4y = 0.
y = c1 e−2x + c2 e2x is the general solution where c1 , c2 εR
b) y 00 + 3y 0 + 2y = 0, y(0) = 1, y 0 (0) = −1.
y = e−x is the particular solution

Theorem 1.3 (Principle of Superposition) If y1 and y2 are two solutions of the differential
equation
L[y] ≡ y 00 + p(t)y 0 + q(t)y = 0,

then the linear combination

c1 y1 + c2 y2

is also a solution for any values of the constants c1 and c2 .

Definition 1.7 An equation of the form

ay 00 + by 0 + cy = 0,

where a, b, c are constants, is called a second order linear ODE with constant coefficients.

Remark: If we let y = ert to be the solution, then

ar 2 + br + c = 0.

This is called the characteristic equation.

There are three types of solutions of the DE based on the solutions of the characteristic equation.

Case 1: Distinct Real Roots

25
 1.3. Second Order ODEs

Suppose b2 − 4ac > 0. Then the characteristic equation has two distinct reals
√ √
−b + b2 − 4ac −b − b2 − 4ac
r1 = and r2 = .
2a 2a

In this case y1 = er1 t and y2 = er2 t are linearly independent solutions.

The general solution of

ay 00 + by 0 + cy = 0
is then given by
y = c1 er1 t + c2 y r2 t ,
where c1 and c2 are any constants.

Example 1.14 1. Solve the following

(a) y 00 − y 0 − 6y = 0.
(b) 2y 00 − 3y 0 + y = 0.
(c) y 0 + 8y 0 − 9y = 0, y(1) = 1, y 0 (1) = 0.

Solution: a) The characteristic equation is

r2 − r − 6 = 0

so r 2 − r − 6 = (r − 3)(r + 2) = 0, =⇒ r1 = 3, r2 = −2 are distinct roots therefore

y = c1 e3x + c2 e−2x

is the general solution where c1 and c2 are arbitrary constants.

b) The characteristic equation is
2r 2 − 3r + 1 = 0
1
so 2r 2 − 3r + 1 = (2r − 1)(r − 1) = 0, =⇒ r1 = 1, r2 = are distinct roots therefore
2
1
y = c1 ex + c2 e 2 x

is the general solution of 2y 00 − 3y 0 + y = 0 where c1 and c2 are arbitrary constants.

c) The characteristic equation is
r 2 + 8r − 9 = 0

so r 2 + 8r − 9 = (r − 1)(r + 9) = 0, =⇒ r1 = 1, r2 = −9 are distinct roots therefore

y = c1 ex + c2 e−9x

26
Chapter One: Ordinary Differential Equations 1.3. Second Order ODEs

is the general solution of y 00 + 8y 0 − 9y = 0 where c1 and c2 are arbitrary constants.

Then substitute x = 0 on y(x) and y 0 (x)

y(0) = c1 + c2 = 1

and
y 0 (0) = c1 − 9c2 = 0

from these we get c1 = 0.9 and c2 = 0.1 so

y = 0.9ex + 0.1e−9x

is the particular solution of y 00 + 8y 0 − 9y = 0, y(1) = 1, y 0 (1) = 0.

2. Find the particular solution of

(a) Solve the initial value problem

4y 00 − y = 0, y(0) = 2, y 0 (0) = c.

(b) Find c so that the solution approaches zero as t → ∞.

Solution Exercise

Case 2 Repeated Roots of the Characteristic Equation

Suppose
b2 − 4ac = 0.

Then the roots of

ar 2 + br + c = 0
are equal:
−b
r1 = r2 = .
2a

In this case,
y1 = er1 t and y2 = ter1 t
are linear independent solutions.

The general solution is

y = c1 er1 t + c2 ter1 t .

27
 1.3. Second Order ODEs

Example 1.15 Solve

a) y 00 − 6y 0 + 9y = 0.

b) 16y 00 + 24y 0 + 9y = 0.

Solution
a) The characteristic equation is
r 2 − 6r + 9 = 0

so r 2 − 6r + 9 = (r − 3)2 = 0, =⇒ r1 = 3, r2 = 3 are repeated root therefore

y = c1 e3t + c2 te3t

is the general solution of y 00 − 6y 0 + 9y = 0 where c1 and c2 are arbitrary constants.

b)The characteristic equation is
16r 2 + 24r + 9 = 0
−3 −3
so 16r 2 + 24r + 9 = (4r + 3)2 = 0, =⇒ r1 = , r2 = are repeated root therefore
4 4
−3 −3
y = c1 e 4 t + c2 te 4 t

is the general solution of 16y 00 + 24y 0 + 9y = 0 where c1 and c2 are arbitrary constants.
Exercise: Consider the initial value problem

4y 00 + 4y 0 + y = 0, y(0) = 1, y 0 (0) = 2.

(a) Solve the initial value problem and plot the solution.
(b) Determine the coordinates (tM , yM ) of the maximum point.
(c) Change the second initial condition to y 0 (0) = b > 0 and find the solution as a function of b.
(d) Find the coordinates (tM , yM ) of the maximum point in terms of b.
(e) Describe the dependence of tM and yM on b as b increases.

Case 3: Complex Roots of the Characteristic Equation

Suppose
b2 − 4ac < 0.

Then the roots of

ar 2 + br + c = 0

are complex numbers given by

r1 = λ + iµ and r2 = λ − iµ,

28
Chapter One: Ordinary Differential Equations 1.3. Second Order ODEs

where √
−b 4ac − b2
λ= µ= .
2a 2a
In this case,
y1 = eλt cos(µt) and y2 = eλt sin(µt)

are linear independent solutions.

The general solution is

y = c1 eλt cos(µt) + c2 eλt sin(µt).

Example 1.16 Solve.

1) y 00 − 2y 0 + 2y = 0.

2) y 00 + 2y 0 + 2y = 0.

Solution
1) The characteristic equation is
r 2 − 2r + 2 = 0

so =⇒ r1 = 1 + i, r2 = −1 − i are complex roots therefore

y = et [c1 cos(t) + c2 sin(t)]

is the general solution of y 00 − 2y 0 + 2y = 0 where c1 and c2 are arbitrary constants.

2) The characteristic equation is
r 2 + 2r + 2 = 0

so =⇒ r1 = −1 + i, r2 = −1 − i are complex roots therefore

y = e−t [c1 cos(t) + c2 sin(t)]

is the general solution of y 00 + 2y 0 + 2y = 0 where c1 and c2 are arbitrary constants. Exercise:

1) Solve
a) y 00 + 4y 0 + 5y = 0, y(0) = 1, y 0 (0) = 0.
b) y 00 − 2y 0 + 5y = 0, y(π/2) = 0, y 0 (π/2) = 2.
2 Consider the initial value problem

5u 00 + 2u 0 + 7u = 0, u(0) = 2, u 0 (0) = 1.

(a) Find the solution u(t) of this problem.

(b) Find the smallest T such that |u(t)| ≤ 0.1 for all t > T .

29
 1.3. Second Order ODEs

3 Consider the initial value problem

4y 00 + 4y 0 + 17y = 0, y(0) = −1, y 0 (0) = 2.

(a) Find the solution y(t) of this problem.

(b) Find the smallest T such that |y(t)| ≤ 0.1 for all t > T .

1.3.2 Non homogeneous Differential Equations;

In this section we learn how to solve second-order non homogeneous linear differential equations
with constant coefficients, that is, equations of the form

ay 00 + by 0 + cy = g(t) (1.19)

where a, b, c and are constants and g(t) is a continuous function. The related homogeneous equation

ay 00 + by 0 + cy = 0 (1.20)

is called the complementary equation and plays an important role in the solution of the original
nonhomogeneous equation (1.19).

Theorem 1.4 The general solution of the non homogeneous differential equation (1.19) can be
written as
y(t) = yc (t) + yp (t) (1.21)

where yp (t) is a particular solution of Equation 1.19 and yc (t) is the general solution of the
complementary Equation 1.20

Procedure to Solve Non-homogeneous DE

Step 1. Find the general solution of 1.20

yc = c1 y1 (t) + c2 y2 (t)

of the corresponding homogeneous equation.

Step 2. Find some particular solution yp (t) of the non-homogeneous equation.
Step 3. Form the sum of the functions found in steps 1 and 2.

yc is called the complementary solution and yp (t) is called a particular solution. Then, the general
solution is
y(t) = yc (t) + yp (t)

30
Chapter One: Ordinary Differential Equations 1.3. Second Order ODEs

1.3.3 Method of Variation of Parameters

Definition 1.8 The Wronskian, of the solutions y1 and y2 of the homogeneous part is denoted
by W or W (y1 , y2 ) and is defined by
 
 y1 y2 
W (y1 , y2 ) =  0 = y1 y20 − y10 y2 .
 y1 y20 

Definition 1.9 Two solutions y1 and y2 are called fundamental set of solutions if their Wron-
skian is not zero.
In this case, the function
y = c1 y1 + c2 y2

is called the general solution.

Note that W (y1 , y2 ) , 0 if and only y1 and y2 are linearly independent.

Theorem 1.5 (Abel’s Theorem)

If y1 and y2 are solutions of the differential equation

L[y] = ay 00 + by 0 + cy = 0,

then R
p(t)dt
W (y1 , y2 ) = ce− .

Hence W (y1 , y2 )(t) either is zero for all t (if c = 0) or else is never zero (if c , 0).

Theorem 1.6 If y1 and y2 are a fundamental set of solutions of

y 00 + p(t) + q(t)y = 0,

then
yp (t) = u1 (t)y1 (t) + u2 (t)y2 (t)

is a particular solution of

ay 00 + by 0 + cy = g(t),

where

31
 1.3. Second Order ODEs

Z Z
y2 (t)g(t) y1 (t)g(t)
u1 (t) = − dt and u2 (t) = dt
W (y1 , y2 )(t) W (y1 , y2 )(t)
and
W (y1 , y2 ) = y1 y20 − y10 y2 .

Example 1.17 Solve

1. y 00 − y 0 − 2y = 2e−t

2. y 00 + 81y = 9 sec2 9t, 0 < t < π/18.

3. y 00 + 4y = 3 csc(2t), 0 < t < π/2.

Solution 1) The auxiliary equation is r 2 − r − 2 = 0 with roots r = −1 and r = 2 , so the
solution of is yc (t) = c1 e−t + c2 e2t . Using variation of parameters, we seek a solution of the
form
yp (t) = u1 (t)e−t + u2 (t)e2t

Then the Wronskian is W (y1 , y2 ) = y1 y20 − y10 y2 = 2e−t e2t + e−t e2t = 3et .

R y2 (t)g(t) R 2e2t e−t R 2 2

u1 (t) = − W (y1 ,y2 )(t)
dt =− t
dt = − dt = − t
3e 3 3
R R e−t e−t
y1 (t)g(t) R e−2t 1 R −3t 1
u2 (t) = W (y1 ,y2 )(t)
dt =−
dt = − dt = e dt = − e−3t
3et 3et 3 9
2 1 2 1
yp = − te−t − e−3t e2t = − te−t − e−t
3 9 3 9
therefore the general solution is

2 1
y = − te−t − e−t + c1 e−t + c2 e2t
3 9
where c1 and c2 any scalars
2) The auxiliary equation is r 2 + 81 = 0 with roots r = ±9i , so the solution of is yc (t) =
c1 cos(9t) + c2 sin(9t). Using variation of parameters, we seek a solution of the form

yp (t) = u1 (t)cos(9t) + u2 (t)sin(9t)

Then the Wronskian is W (y1 , y2 ) = y1 y20 − y10 y2 = 9cos2 (9t) + 9sin2 (9t) = 9.

R y2 (t)g(t) R 9sin(9t)sec2 (9t) R sin(9t) 1

u1 (t) = − W (y1 ,y2 )(t)
dt = dt = − 2
dt = −
9 cos (9t) 9cos(9t)
R y1 (t)g(t) R 9cos(9t)sec2 (9t) R ln(sec(9t) + tan(9t))
u2 (t) = W (y1 ,y2 )(t)
dt = dt = sec(9t)dt =
9 9

32
Chapter One: Ordinary Differential Equations 1.3. Second Order ODEs

1 ln(sec(9t) + tan(9t)) 1 ln(sec(9t) + tan(9t))

yp = − cos(9t) + sin(9t) = − + sin(9t)
9cos(9t) 9 9 9
therefore the general solution is

1 ln(sec(9t) + tan(9t))
y=− + sin(9t) + c1 cos(9t) + c2 sin(9t)
9 9
where c1 and c2 any scalars

1.3.4 Method of Undetermined Coefficients

In the method of undetermined coefficients, we let the particular solution yp (t) be of the same form
as g(t) but with the coefficients left unspecified.

We then substitute this yp (t) into the equation to determine the coefficient.

Some General Forms

Let
Pn (t) = an t n + an−1 t n−1 + · · · + a1 t + a0

be given and let

Q(t) = An t n + An−1 t n−1 + · · · + A0

be a polynomial to be determined.

If non zero g(t) let possible particular solution of yp (t)

Pn (t) Qn (t)
eat Aeat
sin(at) Asin(at) + Bcos(at)
Pn (t)eat Qn (t)eat
Pn (t)eat sin bt eat (Qn (t) cos(bt) + Rn (t) sin(bt))

Example 1.18 Solve the equation y 00 + y 0 − 2y = t 2 .

Solution: The auxiliary equation of y 00 + y 0 − 2y = 0 is

r 2 + r − 2 = (r − 1)(r + 2) = 0

33
 1.3. Second Order ODEs

with roots r1 = 1, r2 = −2. So the solution of the complementary equation is

yc (t) = c1 et + c2 e−2t

Since g(t) is a polynomial of degree 2, we seek a particular solution of the form

yp (t) = At 2 + Bt + C

Then yp0 = 2At + B and yP00 = 2A so, substituting into the given differential equation, we

2A + (2At + B) − 2(At 2 + Bt + C) = t 2

or
−2At 2 + (2A − 2B)t + (2A + B − 2C) = t 2

Polynomials are equal when their coefficients are equal. Thus

−2A = 1 2A − 2B = 0 2A + B − 2C = 0

The solution of this system of equations is

−1 −1 −3
A= B= C=
2 2 4
A particular solution is therefore
−1 2 1 3
yp (t) = t − t−
2 2 4
Hence the general solution is
1 1 3
y(t) = c1 et + c2 e−2t − t 2 − t −
2 2 4
Example Solve y 00 − 4y = tet + cos(2t).
. Solution The auxiliary equation is r 2 − 4 = 0 with roots r = ±2 , so the solution of the comple-
mentary equation is yc (t) = c1 e−2t + c2 e2t . For the equation y 00 − 4y = tet we try

yp1 (t) = (At + B)et

Then yp0 1 = (At + A + B)et , yp001 = (At + 2A + B)et , so substitution in the equation gives

(At + 2A + B)et − 4((At + B)et ) = tet

or
et (−3At + 2A − 3B) = tet
−1 −2
Thus, −3A = 1 and 2A − 3B,so A = , B= , and
3 9
−1 −2 t
yp1 (t) = ( t+ )e
3 9

34
Chapter One: Ordinary Differential Equations 1.4. Applications

For the equation y 00 − 4y = cos(2t), we try

yp2 (t) = Ccos(2t) + Dsin(2t)

Substitution gives

−4Ccos(2t) − 4Dsin(2t) − 4(Ccos(2t) + Dsin(2t)) = cos(2t)

or
−8Ccos(2t) − 8Dsin(2t) = cos(2t)

Therefore, −8C = 1 , −8D = 0, and

−1
yp2 (t) =
cos(2t)
8
By the superposition principle, the general solution is

−1 −2 t 1
y = yc + yp1 + yp2 = c1 e−2t + c2 e2t + ( t+ )e − cos(2t)
3 9 8
Exercise Find a particular solution.

1. y 00 − 9y = 3e2t .

2. y 00 − 9y = 2e3t

3. y 00 − 2y 0 + y = tet .

4. y 00 − 5y 0 − 6y = −3te−t

5. y 00 + 9y = 3 sin t

6. y 00 + y 0 − 6y = 12e3t + 12e2t + 3t 2 .

1.4 Applications

1.4.1 Mechanical and Electrical Vibrations

Suppose a body of mass m is attached to a spring of spring constant k. Assume there is a friction force
with coefficient γ.

Finally assume there is an external force F(t) that acts on the body.

35
 1.4. Applications

Let u(t) be the position of the mass at ant time t.

Let Fs (t) is force due to spring and Fd (t) is damping (friction) force. By Newton’s second law of motion
we get
mu 00 (t) = mg + Fs (t) + Fd (t) + F(t).
Note
Fd (t) = −γu 0 (t) and Fs = ku(t)

Therefore,
mu 00 (t) + γu 0 (t) + ku(t) = F(t).
Initial Condition

AN IVP of the mechanical system is

mu 00 (t) + γu 0 (t) + ku(t) = F(t), u(0) = u0 u 0 (0) = v0

Example 1.19 A mass weighing 4 lb stretches a spring 2 in. Suppose that the mass is given
an additional 6 in displacement in the positive direction and then released. The mass is in a
medium that exerts a viscous resistance of 6 lb when the mass has a velocity of 3f t/s. Under
the assumptions discussed in this section, formulate the initial value problem that governs the
motion of the mass.

Note
4
• m= w
g = 32 = 81 .
6
• γ= 3 = 2.
4
• k= 1/6 = 24.

No external force means

F(t) = 0.
The equation becomes
1 00
u + 2u 0 + 24u = 0.
8
Or
u 00 + 16u 0 + 192u = 0.
The initial conditions are
1
u(0) = u 0 (0) = 0.
2
Undamped Free Vibrations

Undamped free vibrations occurs when

F(t) = 0 and γ = 0.

36
Chapter One: Ordinary Differential Equations 1.4. Applications

Then the equation becomes

mu 00 + ku = 0.

The general solution is

u = A cos(ω0 t) + B sin(ω0 t),

where
k
ω02 = .
m
This solution can also be expressed as

u = R cos(ω0 t − δ),

where
√ B
R = A2 + B2 and tan δ = .
A
q
m
• ω0 = k is the natural frequency

• R is the amplitude

• δ is the phase angle

q
• T = 2πω = 2π m
k is the period.
0

Damped Free Vibrations Damped Free Vibrations occurs when

F(t) = 0.

In this case the equation becomes

mu 00 + γu 0 + ku = 0.

The characteristic equation is

mr 2 + γr + k = 0,

with roots p p
−γ + γ 2 − 4km −γ − γ 2 − 4km
r1 = and r2 = .
2m 2m
Case 1. If γ 2 − 4mk > 0, then the solution is

u(t) = Aer1 t + Ber2 t .

Case 2. If γ 2 − 4km = 0, then the solution is

u(t) = (A + Bt)e−γt/2m .

Case 3. If γ 2 − 4km < 0, then

 
−γt/2m
u(t) = e A cos(µt) + B sin(µt) ,

37
 1.4. Applications

where p
4km − γ 2
µ= > 0.
2m
The solution  
u(t) = e−γt/2m A cos(µt) + B sin(µt)

can be expressed
u(t) = Re−γt/2m cos(µt − δ),

where

A = R cos δ and B = R sin δ.

Note that p
4km − γ 2
µ= >0
2m
is called the quasi frequency.

1.4.2 Forced Vibrations

Forced Vibrations with Damping: This occurs when

F(t) , 0 and γ , 0.

Example Consider
u 00 + u 0 + 1.25u = 3 cos t

with initial conditions

u(0) = 2, u 0 (0) = 3.

Then
uc (t) = c1 e−t/2 cos t + c2 e−t/2 sin t

and
12 48
up (t) = cos t + sin t.
17 17

Therefore,
12 48
u(t) = c1 e−t/2 cos t + c2 e−t/2 sin t + cos t + sin t.
17 17

From the initial conditions, we get

22 14
c1 = c2 = .
17 17

38
Chapter One: Ordinary Differential Equations 1.4. Applications

Hence the solution to the system is

22 −t/2 14 12 48
u(t) = e cos t + e−t/2 sin t + cos t + sin t.
17 17 17 17

22 −t/2 14
uc (t) = e cos t + e−t/2 sin t
17 17
is called the transient solution.
12 48
U (t) = cos t + sin t.
17 17
is called the steady state solutions or forced response.

Note that the full solution is essentially the same as the steady state solution when t is very large.

Example 1.20 Consider the initial value problem

u 00 + 0.125u 0 + u = 3 cos ωt, u(0) = 2, u 0 (0) = 0.

(a) Draw the graphs of the solution for different values of the forcing frequency ω.
(b) Compare the graphs with the forcing function

F(t) = 3 cos ωt.

Example 1.21 Consider a vibrating system described by the initial value problem

1
u 00 + u 0 + 2u = 2 cos ωt, u(0) = 0, u 0 (0) = 2.
4
(a) Determine the steady state part of the solution of this problem.

(b) Find the amplitude A of the steady state solution in terms of ω.

(c) Plot A versus ω.
(d) Find the maximum value of A and the frequency ω for which it occurs.

Forced Vibrations Without Damping

Forced vibrations without damping occurs when

γ = 0.

39
 1.4. Applications

The equation of motion of an undamped forced oscillator is

mu 00 + ku = F0 cosωt.

Recall that the natural frequency is r

k
ω0 = .
m

Assume ω , ω0 .

Then the general solution is

F
u = c1 cos ω0 t + c2 sin ω0 t +  0  cosωt.
m ω02 − ω2

If we assume the initial conditions to be

u(0) = 0 and u 0 (0) = 0,

then
−F0
c1 =   and c2 = 0.
m ω02 − ω2
The solution is given by
F0
 
u=   cosωt − cos ω0 t .
m ω02 − ω2

Example 1.22 Consider the forced but undamped system described by the initial value prob-
lem
u 00 + u = 3 cos ωt, u(0) = 0, u 0 (0) = 0.

(a) Find the solution u(t) for ω , 1.

(b) Plot the solution u(t) versus t for ω = 0.7, ω = 0.8, and ω = 0.9.
(c) Describe how the response u(t) changes as ω varies in this interval.
(d) What happens as ω takes on values closer and closer to the natural frequency ω0 = 1?

1.4.3 Exercises and solutions

40
2. CHAPTER TWO
The Laplace Transform

2.1 Introduction

The Laplace Transform is a powerful tool that is very useful in science. The transform allows equa-
tions in the ”time domain” to be transformed into an equivalent equation in the Complex Domain.
The Laplace transform is an integral transform, although the reader does not need to have a knowl-
edge of integral calculus because all results will be provided. This page will discuss the Laplace
transform as being simply a tool for solving and manipulating ordinary differential equations.

The transform is named after the mathematician Pierre Simon Laplace (1749-1827). The transform
itself did not become popular until Oliver Heaviside, a famous electrical engineer, began using a vari-
ation of it to solve electrical circuits. We begin our study of the Laplace Transform with a motivating
example. This example illustrates the type of problem that the Laplace transform was designed to
solve.

A mass-spring system consisting of a single steel ball is suspended from the ceiling by a spring. For
simplicity, we assume that the mass and spring constant are 1. Below the ball we introduce an elec-
tromagnet controlled by a switch. Assume that, we on, the electromagnet exerts a unit force on the
ball. After the ball is in equilibrium for 10 seconds the electromagnet is turned on for 2π seconds and
then turned off. Let y = y(t) be the downward displacement of the ball from the equilibrium position
at time t.

To describe the motion of the ball using techniques previously developed we have to divide the prob-
lem into three parts:

(I) 0 ≤ t < 10;

(II) 10 ≤ t < 10 + 2π;

(III) 10 + 2π ≤ t.
The initial value problem determining the motion in part I is

y 00 + y = 0, y(0) = y 0 (0) = 0.

41
 2.1. Introduction

The solution is y(t) = 0, 0 ≤ t < 10. Taking limits as t → 10 from the left, we find y(10) = y 0 (10) = 0.
The initial value problem determining the motion in part II is

y 00 + y = 1, y(10) = y 0 (10) = 0.

The solution is y(t) = 1 − cos(t − 10), 10 ≤ t < 2π + 10. Taking limits as t → 10 + 2π from the left, we
get y(10 + 2π) = y 0 (10 + 2π) = 0. The initial value problem for the last part is

y 00 + y = 0, y(10 + 2π) = y 0 (10 + 2π) = 0

which has the solution y(t) = 0, 10 + 2π ≤ t. Putting all this together, we have

0, 0 ≤ t < 10,






y(t) = 

 1 − cos(t − 10), 10 ≤ t < 10 + 2π,



 0, 10 + 2π ≤ t.


The function y(t) is continuous with continuous derivative


0, 0 ≤ t < 10,





y 0 (t) = 


 sin(t − 10), 10 ≤ t < 10 + 2π,



 0, 10 + 2π ≤ t.


However the function y 0 (t) is not differentiable at t = 10 and t = 10 + 2π. In fact


0, 0 ≤ t < 10,





y 00 (t) = 


 cos(t − 10), 10 < t < 10 + 2π,



 0, 10 + 2π < t.


The left hand and right hand limits of f 00 (t) at t = 10 are 0 and 1 respectively. At t = 10 + 2π they are
1 and 0. If we extend y 00 (t) by using the left-hand or right hand limits at 10 and 10 + 2π the resulting
function is not continuous. Such a function with only jump discontinuities is said to be piece-wise
continuous. If we try to write the differential equation of the system we have

0, 0 ≤ t < 10,





y 00 + y = f (t) = 


 1, 10 ≤ t < 10 + 2π,



 0, 10 + 2π ≤ t.


Here f (t) is piece-wise continuous and any solution would also have y 00 piece-wise continuous. By a
solution we mean any function y = y(t) satisfying the DE for those t not equal to the points of dis-
continuity of f (t). In this case we have shown that a solution exists with y(t), y 0 (t) continuous. In the
same way, one can show that in general such solutions exist using the fundamental theorem.

What we want to describe now is a mechanism for doing such problems without having to divide the
problem into parts. This mechanism is the Laplace transform.

42
Chapter Two:The Laplace Transform 2.1. Introduction

2.1.1 Definition of the Laplace Transform

Definition 2.1 Let f (t) be a function on [0, ∞). The Laplace transform of f is denoted by F(s)
or L {f (t)} and defined by the integral
Z ∞
F(s) = L {f (t)} = e−st f (t)dt .
0

The domain of F(s) is all values of s such that the integral exists.
For a function f (t), using Napier’s constant ”e” and complex number ”s”, the Laplace transform
F(s) is defined as follow: Z ∞
F(s) = L {f (t)} = e−st f (t) dt
0
This F(s) is the Laplace transform of f (t).

The Laplace transform F(s) = L{f (t)} is the function of a new variable s defined by
Z∞ ZN
−st
F(s) = e f (t)dt = lim e−st f (t)dt.
0 N →+∞ 0

Example Find the Laplace Transform of the following functions.

1) f (t) = 1.

2) f (t) = e3t .

3) f (t) = t.

Solution 1. Since f (t) = 1 then by definition

R∞
L{f (t)} = 0
e−st f (t)dt

R∞
= 0
e−st dt

RN
= limN →∞ 0
e−st dt

43
 2.1. Introduction

= limN →∞ [ −1 −st N
s e ]|0

= limN →∞ −1
s [e
−sN − e0 ]

−1
= [0 − 1]
s

1
=
s

1
Therefore L{1} = .
s

2. Since f (t) = e3t then by definition

R∞
L{f (t)} = 0
e−st f (t)dt

R∞
= 0
e−st e3t dt

RN
= limN →∞ 0
e(3−s)t dt

1 (3−s)t N
= limN →∞ [ 3−s e ]|0

1
= limN →∞ 3−s [e(3−s)N − e0 ] if s > 3

1
= [0 − 1]
3−s

1
=
s−3

1
Therefore L{1} = if s > 3 Otherwise it is divergent.
s−3

44
Chapter Two:The Laplace Transform 2.1. Introduction

An important class of functions for which the integral converges are the functions of exponential
order. The function f (t) is said to be of exponential order if there are constants a, M such that

|f (t)| ≤ Meat for all t.

Then the integral becomes

N N
Me−(s−a)
Z Z
M
|e−st f (t)|dt ≤ M e−(s−a)t dt = −
0 0 s−a s−a
which shows that the improper integral converges absolutely when s > a. It shows that F(s) → 0 as
s → ∞. The calculation also shows that
1
L{eat } =
s−a
1
for s > a. Setting a = 0, we get L{1} = s for s > 0.

Theorem If f is piecewise continuous on the interval [0, ∞) and |f (t)| ≤ Keat when t > M, then
L(f (t)) = F(s) exists for s > a.

R∞ R∞ R∞ R∞ K
Proof. 0
f (t)est dt ≤ 0
|f (t)|est dt ≤ 0
Keat est dt = 0
Ke(a−s)t dt = .
s−a

f (t) L(f (t)) f (t) L(f (t))

1 1
1 s 7t s2

2 n!
t2 s3
tn sn+1

1 s
eat s−a cos at s2 +a2
a s
sin at s2 +a2
cosh at s2 −a2
a
sinh at s2 −a2

2.1.2 property of Laplace Transform

1. linearity of the Laplace transform

If L{f (t)} = F(s) and L{g(t)} = G(s), then for any two constants a, and b

L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} = aF(s) + bG(s).

Using this linearity property of the Laplace transform and using sin(t) = (eit − e−it )/2i, cos(t) =
(eit + e−it )/2, we find
1 1 1 b
L{sin(bt)} = ( − )= 2 ,
2i s − bi s + bi s + b2

45
 2.1. Introduction

1 1 1 s
L{cos(bt)} = ( + )= 2 ,
2 s − bi s + bi s + b2
for s > 0.

2. If L{f (t)} = F(s) then for any constant a

The following two identities follow from the definition of the Laplace transform after a change
of variable.
1
L{eat f (t)} = F(s − a), L{f (bt)} = F(s/b).
b
Using the this formulas, we get
b s−a
L{eat sin(bt)} = , L{eat cos(bt)} = .
(s − a)2 + b2 (s − a)2 + b2

3. If L{f (t)} = F(s), then for any positive integer n

dn
L{t n f (t)} = (−1)n F(s).
dsn
For n = 1 this follows from the definition of the Laplace transform on differentiating with re-
spect s and taking the derivative inside the integral. The general case follows by induction. For
example, using this formula, we obtain using f (t) = 1
dn 1 n!
L{t n } = (−1)n = .
dsn s sn+1
The next formula will allow us to find the Laplace transform for all the functions that are
annihilated by a constant coefficient differential operator. With f (t) = sin(t) and f (t) = cos(t)
we get
d b 2bs
L{t sin(bt)} = − 2 2
= 2 ,
ds s + b (s + b2 )2
d s s2 − b2 1 2b2
L{t cos(bt)} = − = = − .
ds s2 + b2 (s2 + b2 )2 s2 + b2 (s2 + b2 )2

4. If f (t), g(t) are normalized piecewise continuous functions of exponential order then

L{f (t)} = L{g(t)} =⇒ f = g.

2.1.3 Inverse Laplace Transform

In order to apply the Laplace transform to physical problems, it is necessary to invoke the inverse
transform. If L(f (t)) = F(s), then the inverse Laplace transform is denoted by

L−1 (f (t)) = f (t) t≥0

which maps the Laplace transform of a function back to the original function. For example,the in-
verse Laplace transforms

46
Chapter Two:The Laplace Transform 2.1. Introduction

1 1
L−1 ( ) = 1 and L−1 ( ) = e2t
s s−2

Property of Linearity: If the inverse Laplace transforms of two functions F(s) and G(s) exist, then for
any constants a and b,
L−1 {aF(s) + bG(S)} = aL−1 {F(s)} + bL−1 {G(S)}.
4 3
Example Let L (f (t)) = + . Find f (t)
s−2 s+1

1
Solution Since L−1 { } = eat . Then
s−a

4 3
f (t) = L−1 ( + )
s−2 s+1

4 3
= L−1 ( ) + L−1 ( )
s−2 s+1

= 4e2t + 3e−t

Note that the inverse Laplace transform is also linear. Using the Laplace transforms we found for
t sin(bt), t cos(bt) we find
( ) ( )
−1 s 1 −1 1 1 1
L 2 2 2
= t sin(bt), L 2 2 2
= 3 sin(bt) − 2 t cos(bt).
(s + b ) 2b (s + b ) 2b 2b

Example1 :- Find the Laplace inverse of

1
F(s) =
(s − 1)(s − 2)
The Laplace inverse is given by multiplying the above function by est and then estimating the result-
ing function at s = 1, with the factor s − 1 taken out, plus, the resulting function estimated at s = 2,
with the factor s − 2 taken out. Namely
est est e2t et
f (t) = |s=2 + |s=1 = + = e2t − et
(s − 1) (s − 2) (2 − 1) (1 − 2)
The method still works if we have more factors in the bottom, or if the top is multiplied by a constant
(or in fact any polynomial of degree less than the bottom).

Example2 :- Find the inverse Laplace transform of

2
F(s) =
(s − 1)(s − 2)(s − 3)
Solution:- We simply write it down,
2est 2est 2est
f (t) = |s=1 + |s=2 + |
(s − 2)(s − 3) (s − 1)(s − 3) (s − 1)(s − 2) s=2

47
 2.1. Introduction

2et 2e2t 2e3t 2et 2e2t 2e3t

= + + = + +
(1 − 2)(1 − 3) (2 − 1)(2 − 3) (3 − 1)(3 − 2) (2) (−1) 2
= et − 2e2t + e3t
Example 3 Find the inverse Laplace transform of,
s
F(s) =
s 2 + a2
Solution:- You could use the table, or alternatively use the method above. First we factor
s s
2 2
=
s +a (s + ia)(s − ia)
There are no repeated roots in the bottom and the top is a polynomial of degree less than the degree
of the polynomial in the bottom, hence the method applies. Thus we can just write down the solution,

sest sest
f (t) = |s=−ia + |
(s − ia) (s − ia) s=ia

−iae−iat iaeiat
= +
−ia − ia ia + ia

−iae−iat iaeiat
= +
−i2a i2a

−iae−iat iaeiat
= +
−i2a i2a

e−iat eiat
= +
2 2

e−iat + eiat
=
2

= cos (at)

Exercise Find the inverse Laplace transform of the given function.

1) F(s) = 1s .

1
2) F(a) = s+6 .

48
Chapter Two:The Laplace Transform 2.1. Introduction

1
3) F(s) = s3
.

2
4) F(s) = s2 +16
.

3s
5) F(s) = s2 −s−6
.

2s−3
6) F(s) = s2 +2s+10
.

2.1.4 Laplace transform of derivatives and integrals

The following theorem is important for the application of the Laplace transform to differential equa-
tions.

Theorem 2.1 Let f (t) be continuous for t ≥ 0 and is of exponential order. Further suppose
that f is differentiable with f 0 piecewise continuous in [0, ∞). Then L{f 0 (t)} exists and is given
by
L{f 0 (t)} = sL{f (t)} − f (0). (2.1)

Proof. From the definition of Laplace transformation follows

R∞
L{f 0 (t)} = 0
e−st f 0 (t)dt

R∞
= e−st f (t)|∞
0 +s 0
e−st f (t)dt

Since e−st f (t) converges to 0 as t → +∞ in the domain of definition of the Laplace transform of f (t).

L{f 0 (t)} = sL{f (t)} − f (0).

Corollary 2.1 Let f and its derivatives f (1) , f (2) , · · · , f (n−1) be continuous for t ≥ 0 and are of
exponential order. Further suppose that f (n) is piecewise continuous in [0, ∞). Then Laplace

49
 2.1. Introduction

transform of f (n) exists and is given by

L{f (n) } = sn L{f } − sn−1 f (0) − sn−2 f (1) (0) − · · · − f (n−1) (0). (2.2)

To ensure that the first integral is defined, we have to assume f 0 (t) is piecewise continuous.

L{f 00 } = s2 L{f } − sf (0) − f 0 (0). (2.3)

Repeated applications of this formula give

L{f (n) (t)} = sn L{f (t)} − sn−1 f (0) − sn−2 f 0 (0) − · · · − f n−1 (0).

In particular for n = 2, we get

L{f 00 (t)} = s2 L{f (t)} − sf (0) − f 0 (0). (2.4)

Proof: for n = 2, use (2.1) twice to find

L{f 00 } = sL{f 0 } − f 0 (0)

= s [sL{f } − f (0)] − f 0 (0)
= s2 L{f } − sf (0) − f 0 (0).

For general n, prove by induction gives.

L{f (n) (t)} = sn L{f (t)} − sn−1 f (0) − sn−2 f 0 (0) − · · · − f n−1 (0).
Example:- Find Laplace transform of t cos(ωt).

Solution Since f (t) = t cos(ωt), we find

f 0 (t) = −ωt sin(ωt) + cos(ωt)

and
f 00 (t) = −ω2 f (t) − 2ω sin(ωt).
Hence taking Laplace transform on both sides, we find

L{f 00 } = −ω2 L{f } − 2ωL{(sin(ωt)}

Hence,
ω
s2 L{f } − sf (0) − f 0 (0) = −ω2 L{f } − 2ω .
s2 + ω2
Now f (0) = 0, f 0 (0) = 1. Simplifying, we find

s2 − ω2
L{f } =
(s2 + ω2 )2

50
Chapter Two:The Laplace Transform 2.1. Introduction

Theorem 2.2 Let F(s) be the Laplace transform of f . If f is piecewise continuous in [0, ∞) and
is of exponential order, then
Zx Z x
F(s) −1F(s)
L{ f (τ) dτ } = L { }= f (τ) dτ . (2.5)
0 s s 0

Proof. Since f is piecewise continuous,

Z t
g(t) = f (τ) dτ
0

is continuous. Since f (t) is piecewise continuous, |f (t)| ≤ Mekt for all t ≥ 0 except possibly at finite
number of points where f has jump discontinuities. Hence,
Zt
M M
|g(t)| ≤ M ekτ dτ = (ekt − 1) ≤ ekt .
0 k k
Thus, g is continuous and is of exponential order. Hence, Laplace transform of g exists. Further
g 0 (t) = f (t) and g(0) = 0. Using (2.1), we find

F(s)
L{g 0 } = sL{g} − g(0) =⇒ L{g 0 } = sL{g} =⇒ G(s) = s .

Theorem 2.3 If F(s) is the Laplace transform of f , then

L{−tf (t)} = F 0 (s), and L−1 {F 0 (s)} = −tf (t). (2.6)

Comment: The derivative formula for F(s) can be derived by differentiating under the integral sign,
i.e.

d ∞ −st
R
F 0 (s) = ds 0 e f (t) dt

R∞  
= 0
−t e−st f (t) dt

R∞
= 0
e−st (−tf (t)) dt

= L{−tf (t)}

51
 2.1. Introduction

Example1 Find the Laplace transform of t cos(ωt).

Solution Let f (t) = cos(ωt). Then

s 0 ω2 − s2
F(s) = =⇒ F (s) = .
s2 + ω2 (s2 + ω2 )2

Hence using (2.6), we find

ω2 − s2 s2 − ω2
   
L − t cos(ωt) = 2 =⇒ L t cos(ωt) = .
(s + ω2 )2 (s2 + ω2 )2

 
s−a
Example2 Find the inverse Laplace transform of F(s) = ln s−b

   
Solution If L f (t) = F(s), then L tf (t) = −F 0 (s). Hence

1 1 ebt − eat
   
L tf (t) = − = L ebt − eat =⇒ f (t) = .
s−b s−a t

f (t)
Theorem 2.4 If F(s) is the Laplace transform of f and the limit of exists as t → 0+ , then
t
! Z∞ Z ∞
f (t) f (t)

−1
L = F(p) dp, and L F(p) dp = . (2.7)
t s s t

f (t) f (t)
Proof. Let g(t) = , and g(0) = limt→0+ t . Now
t
   
F(s) = L f (t) =⇒ F(s) = L tg(t) = −G0 (s), [using (2.6)]

Hence, Z A
G(s) = F(p) dp.
s
Since G(s) → 0 as s → ∞, we must have
Z A
0= F(p) dp
∞

Thus,
RA RA R∞
G(s) = s
F(p) dp − ∞
F(p) dp =⇒ G(s) = s
F(p) dp

 f (t)  R∞
L t = s
F(p) dp.

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Chapter Two:The Laplace Transform 2.1. Introduction

sin ωt
Example Find the Laplace transform of t .

Solution Let f (t) = sin ωt. Using the formula (2.7), we find
 Z∞
sin ωt ω π −1 s
  
L = 2 2
dp = − tan .
t s p +ω 2 ω
 
s−a
Example2 Find the inverse Laplace transform of F(s) = ln s−b
Note that  Z∞ Z∞
ebt eat
! !
s−a 1 1
  
L f (t) = ln = dp − dp = L −L
s−b s s−b s s−a t t
Hence,
ebt − eat ebt − eat
  !
L f (t) = L =⇒ f (t) = .
t t
Example Find the inverse Laplace transform of 1/s(s + 1)2 .

Since
1 1
  
L t = 2 =⇒ L te−t =
s (s + 1)2
Hence for f (t) = te−t , we have F(s) = 1/(s + 1)2 . Thus,
! Zt
1 F(s) −1 1
= =⇒ L = τe−τ dτ = 1 − (t + 1)e−t
s(s + 1)2 s s(s + 1)2 0
!
1
Therefore L−1 = 1 − (t + 1)e−t
s(s + 1)2

2.1.5 Convolution Theorem

If you are asked to find the inverse Laplace Transform of F(s)G(s) and you know the inverse Laplace
Transform of both F(s) and G(s) what is the relationship between the Laplace Transform of F(s)G(s)
and Laplace Transform of F(s) and G(s)? The answer is a new operation called Convolution.

The Convolution of f (x) and g(x) is denoted f ∗ g and is given by the integral:
Zx
f ∗g = f (x − u)g(u)du (2.8)
0

For example the Convolution of x2 and x3 is:

Rx
x2 ∗ x3 = 0
(x − u)2 u 3 du

53
 2.1. Introduction

Rx
= 0
(x2 − 2xu + u 2 )u 3 du

Rx
= 0
(x2 u 3 − 2xu 4 + u 5 )du

x2 u 4 2xu 5 u 6 x
=( − + ) |0
4 5 6

x6 2x6 x6
= − +
4 5 6
Some basic properties of Convolution are:

1). f ∗ g = g ∗ f , 2). f ∗ (g + h) = f ∗ g + f ∗ h

3). (f ∗ g) ∗ h = f ∗ (g ∗ h), 4). f ∗ 0 = 0

What makes Convolution useful in differential equations are the following properties involving the
Laplace Transform:

Theorem 2.5 (Convolution theorem) If L{f } = F(s) and L{g} = G(s), then

L{f ∗ g} = L{f } · L{g} (2.9)

It follows directly from these two theorems that

L−1 {(F(s)G(s)} = L−1 {F(s)} ∗ L−1 {G(s)}

Proof. To show the first property:

L(f ∗ g) = L(f ) · L(g)

holds we let Z ∞ Z ∞
F(s) = L(f ) = f (x)e−sx dx G(s) = L(g) = g(y)e−sy dy
0 0
Z ∞ Z t
L(f ∗ g) = [e−st f (t − v)g(v)dv]dt
0 0
Using the definitions of convolution and Laplace transform,
Z∞Zt
L(f ∗ g) = [ f (x)g(t − x)e−st dxdt
0 0

Reversing the order of integration, we obtain:

Z∞ Z∞
= [ f (x)g(t − x)e−st ]dtdx
0 x

54
Chapter Two:The Laplace Transform 2.1. Introduction

Figure 2.1: Region of integration in xt-plane

Making the substitution u = t − x, we obtain:

R∞ R∞
=[ 0
e−sx f (x)dx][ 0
g(u)e−su ]du

= F(s)G(s)

1
Example1 :- Find the inverse Laplace transform of F(s) = .
s3 + 4s2

1 1 1
Solution Since L−1 { 2
} = t and L−1 { } = e−4t ⇒ L−1 { } = t ∗ e−4t
s s + 4 s3 + 4s2

Rt
f (t) = t ∗ e−4t = 0
xe−4t+4x dx

xe4x e4x t
= e−4t ( − | )
4 16 0

t 1 e−4t
= − +
4 16 16
s
Example2 Find the inverse Laplace transform of F(s) =
(s2 + 1)2

s 1
Solution If we express F as · = L{cos x} · L{sin x}
s2 + 1 s2 + 1

55
 2.1. Introduction

we will see that f (t) = L−1 {F(s)} = cos x ∗ sin x. Hence by convolution theorem we get

Rt
f (t) = sin x ∗ cos x = 0
cos x sin (t − x)dx

Rt 1
= 0
[sin (t − x + x) + sin (t − x − x)]dx
2

Rt 1
= 0
[sin (t) + sin (t − 2x)]dx
2

1 cos (t − 2x) t
= [x sin t − ]0
2 2

1 cos t − cos t
= [t sin t − ]
2 2

t sin t
=
2

2.1.6 Application to IVP

Now we are in a position to solve a wider class of differential equations using Laplace transform.
Consider the constant-coefficient equation

ay 00 + by 0 + cy = r(t) with initial values y(0) = p y 0 (0) = q

Here y is a function of t (y = y(t)). We can solve it by the method of undetermined coefficients or

variation of parameter. The method of Laplace transform will be an alternative that is more efficient
in certain cases. It also works for discontinuous r(t).

Let us evaluate the Laplace transform of both sides.

L{ay 00 } + L{by 0 } + L{cy} = L{r(t)}

Using L{y(t)} = Y (s) and L{r(t)} = R(s)

a(s2 Y (s) − y 0 (0) − sy(0)) + b(sY (s) − y(0)) + cY (s) = R(s)

(as2 + bs + c)Y (s) = R(s) + aq + asp + bp

R(s) + aq + asp + bp
Y (s) =
as2 + bs + c

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Chapter Two:The Laplace Transform 2.1. Introduction

R(s) + aq + asp + bp
y = L−1 {Y (s)} = L−1 { }
as2 + bs + c
Note that this method can be generalized to higher order equations.
Example Solve the following DE using Laplace transform.

1) y 00 − 2y 0 + y = 0 y(0) = 0, y 0 (0) = −1.

Solution We will first find the Laplace transform of both sides, then find Y (s)

L{y 00 } − 2L{y 0 } + L{y} = 0

s2 Y (s) − y 0 (0) − sy(0) − 2sY (s) + 2y(0) + Y (s) = 0

⇒ (s2 − 2s + 1)Y (s) − y 0 (0) + (2 − s)y(0) = 0 ⇒ (s2 − 2s + 1)Y (S) = −1

−1 −1
⇒ Y (s) = =
(s2 − 2s + 1) (s − 1)2
Now, we have to find the inverse transform of Y to obtain y(t).

1 0 −1 1
( ) = and L{et } =
(s − 1) (s − 1)2 (s − 1)
1
⇒ L{tet } =
(s − 1)2
There fore y(t) = L−1 {Y (s)} = tet

Note that we did not first find the general solution containing arbitrary constants. We directly found
the result.
2) y 00 − 4y 0 + 3y = 1 y(0) = 0, y 0 (0) = −1
3 .
Transform both sides:
L{y 00 − 4y 0 + 3y} = L{1}

Use the derivative rule

1
s2 Y (s) − y 0 (0) − sy(0) − 4[sY (s) − 0] + 3Y (s) =
s
Isolate Y
1 1 3−s
(s2 − 4s + 3)Y (s) + = (s2 − 4s + 3)Y (s) =
3 s 3s
3−s 1 1 1
Y (s) = 2
= [ − ]
3s(s − 4s + 3) 3 s (s − 1)
Find the inverse transform
1 1 t
y(t) = L−1 {Y (s)} =
− e
3 3
As you can see, there’s no difference between homogeneous and non homogeneous equations. Laplace
transform works for both types in the same way.

57
 2.1. Introduction

Exercise Solve the following DE using Laplace transform.

1) y 00 + 4y 0 + 4y = 42te−2t with y(0) = 0 y 0 (0) = 0

2) y 00 + y = sin 2t y(0) = 2, y 0 (0) = 1.

3) y 00 + 2y 0 + 5y = 0; y(0) = 2, y 0 (0) = −1.

4) y (4) − y = 0; y(0) = 1, y 0 (0) = 0, y 00 (0) = 1, y 000 (0) = 0.


 t, 0 ≤ t < 1,

5) y 00 + y =  y(0) = 0, y 0 (0) = 0.

 0, 1 ≤ t < ∞;


2.1.7 Step Functions

Definition The unit step function or Heaviside function denoted by uc and is defined by



 0, t < c,

uc (t) = 



 1, t ≥ c.


Example 1) Plot the graphs of u1 (t)

2) Plot the graphs of uπ (t) − u2π .

3) Plot the graph and express f (t) in terms of unit step functions:




 1, 0 < t < 3,



 4, 3 ≤ t < 5,
f (t) = 




 −2, 5 ≤ t < 8,

2, t ≥ 8.



Example

58
Chapter Two:The Laplace Transform 2.1. Introduction

For any function f (t), compare the graphs of

f (t) and g(t) = uc (t)f (t − c).

Theorem If F(s) = L(f (t)), then

L(uc (t)f (t − c)) = e−cs L(f (t)) = e−cs F(s), s > a.

Conversely, if f (t) = L−1 (F(s)), then

uc (t)f (t − c) = L−1 (e−cs F(s)) .

Example 1) Find L(f (t)) if


 sin t, 0 ≤ t < π/4,


f (t) = 
 sin t + cos(t − π/4), t ≥ π/4.


2) Find the inverse transform of

1 − e−2s
F(s) = .
s2
Theorem If F(s) = L(f (t)). then
 
L ect f (t) = F(s − c), s > a + c.

Conversely, if f (t) = L−1 (F(s)), then

ect f (t) = L−1 (F(s − c)).

Example Find the inverse transform of

1
G(s) = .
s2 − 4s + 5

Exercises and solutions

59
 2.1. Introduction

60