1 Higher Order Dierential Equation

Denition 1
(*)
0
an (x)y n + an−1 (x)y n−1 + . . . + a1 (x)y + a0 (x)y = f (x)

where ai (x)'s are function of x.

i) If f(x)=0 , (*) is called homogeneous dierential equation. If not ,it's
called non-homogeneous dierential equation
ii) If ai (x)'s are constants then equation is called constant coecent lin-
ear dierential equation. If not it's called variable coecient linear dierential
equation.

Example 1 00 0
ˆ y − xy + sin x = 0 order linear non-homogeneous
2nd
and variable cocient dierential equation.

order constant coecient and homogeneous linear

0
ˆ y5 − y + y = 0 5th
dierential equation.
An Alternative Notation :
We denote the derivative operator as D then

0
Dy = y
00
Dy2 = y
..
.
Dn (y) = yn

Then, we write (*) as

an (x)Dn y + an−1 (x)Dn−1 y + · · · + a1 (x)Dy + a0 (x)y = f (x)

Also Let

L = L(D) = an (x)Dn + an−1 (x)Dn−1 + · · · + a1 (x)Dy + a0 (x)y

so (*) is Ly = f (x).

Theorem 1 Consider Ly = 0. If y1 , y2 , · · · + yn are solutions of Ly = 0. Then,

y = c1 y1 + c2 y2 + · · · + cn yn ( c ∈ R ) is a solution of Ly = 0.

Example 2 Let y 00
− y = 0.

1
It is easy to see that y1 = ex , y2 = e−x are solutions. Also, y = c1 ex + c2 e−x
is a solution.

Denition 2 Let f1 + f2 · · · fn be functions. If c1 f1 + c2 f2 + · · · + cn fn = 0

implies that c1 = c2 = c3 = · · · = cn = 0 then (f1 , f2 , · · · , fn ) is linearly
independent. However, if at least one of ci 6= 0 then they are called linearly
dependent.

Example 3 Let f1 = x, f2 = 5x, f3 = ex . Assume that c1 x + c2 5x + c3 ex = 0.

Then, c3 = 0, c1 = −5, c2 = 1 is a solution. So, {x, 5x, ex } is linearly dependent.
Example 4 Let f1 = 1, f2 = x2 , f3 = cos x. Then, we get c1 = c2 = c3 = 0.
So, {f1 , f2 , f3 } is linearly independent.
Theorem 2 Let Ly = 0. If y1 , y2 , · · · , yn is linearly independent and yi 's are
solutions of Ly = 0, then y = c1 y1 + c2 y2 + · · · + cn yn is the general solution of
Ly = 0 (no singular solution).
Denition 3 Let f1 , f2 , · · · + fn be (n − 1)th -order dierentiable functions.
f1 f2 ... fn
 
0 0 0
 f1 f2 ... fn 
 00 00 00 
W=
 f1 f2 ... fn 
..

.
 
 
(n−1) (n−1) (n−1)
f1 f2 ... fn
is called Wronskien of f1 , f2 , · · · fn . This determinant is denoted as W (f1 , f2 , · · · fn ).

Example 5 Let f1 = ex , f2 = e−x . Then,

e−x
 x 
e
W (ex , e−x ) = x = ex (−e−x ) − e−x ex = −2.
e −e−x
Theorem 3 Let Ly = 0. If y1 , y2 , · · · , yn are solutions of Ly = 0, then
{y1 , y2 , · · · , yn } is linearly independent if and only if W (y1 , y2 , · · · yn ) 6= 0.
Example 6 Let y 00
− y = 0.
Show that y = c1 ex + c2 e−x is the general solution
of this dierential equation without solving it. Let

y1 = ex
0
y1 = ex
00
y1 = ex , ex − ex = 0

y2 = e−x
0
y2 = −e−x
00
y2 = e−x , e−x − e−x = 0

2
So y1 , y2 are solutions. Also w(ex , e−x ) = −2 6= 0 so {ex , e−x } is linearly inde-
pendent by theorem,

y = c1 .ex + c2 .e−x = 0
is general solution.

Finding Solution of Higher order Linear Dierential Equations:

Let Ly = 0. That is an Dn y + · · · + a1 Dy + a0 y = 0. Then, the polynomial
an αn + · · · + a1 α + a0
is called the characteristic polynomial of the dierential equation.

Example 7 Let y 000 00 0

− y + 2y + y = 0 be given. Then, the characteristic poly-
nomial is
α3 − α2 + 2α + 1 = 0.
Example 8 Let us consider y 00
− y = 0. We know that y1 = ex and y2 =
e −x
are solutions.

As in the example, we can look for a solution for the higher order constant
coecient linear dierential equation in terms of the exponential0 function, say
eαx . We impose into the dierential equation : an y n + · · · + a1 y + a0 y = 0.

Let y = eαx . Then,

y0 = αeαx
y 00 = α2 eαx
..
.
yn = αn eαx
We get
an αn eαx + · · · + a1 αeαx + a0 eαx = 0
⇒ eαx [an αn + · · · + a1 α + a0 ] = 0.
Since exponential is never 0, then an αn + · · · + a1 α + a0 = 0. We may get three
dierent cases for the roots:

ˆ Real and dierent roots

ˆ Real but some of multiple roots

ˆ Complex conjugate roots

3
1.1 Characteristic Polynomial having Real And Dierent
Roots
Say α1 , α2 , · · · , αn are roots. Since {eα1 x , · · · , eαn x } is linearly independent,
we can write the general solution as
y = c1 eα1 x + · · · + cn eαn x .
Also, {eα1 x , · · · , eαn x } is called the fundamental set of solutions.

Example 9 Find the general solution of y + 5y − 6y = 0.

00 0

The characteristic polynomial is α2 + 5α − 6 = 0. Then,

(α + 6) (α − 1) = 0 ⇒ α1 = −6 α2 = 1

The Fundemental set of the solutions is e6x , ex .



Remark 1 Let xn + an−1 xn−1 + · · · + a1 x + a0 = 0. If this polynomial has any

integer roots, then these roots may be integer divisors of a0 . For example,
x3 − 2x2 + 1 = 0 ⇒ (x − 1)(x2 − x − 1) = 0
√
1± 1+4
⇒ x1 = 1 x2,3 =
2

Example 10 Find the general solution of y 000

+ 2y − 5y − 6y = 0.
00 0

We write the characteristic polynomial:

α3 + 2α2 − 5α − 6 = 0
α = −1 satises so (α + 1)(α + 3)(α − 2) = 0
⇒ α1 = −1 α2 = −3 α3 = 2.

The set of fundemental solutions is now e−x , e−3x , e2x . The general solution


is
y = c1 e−x + c2 e−3x + c3 e2x .
Example 11 Find the general solution of y4 − 7y2 + 6y 0
= 0.

The characteristic polynomial is given as

α4 − 7α2 + 6α =0
α α3 − 7α + 6


=0
α=1 saties so α (α − 1) (α + 3) (α − 2) =0
α1 = 0 α2 = 1 α3 = −3 α4 =2
The Fundamental set of solutions is 1, ex , e−3x , e2x . The general solution


is obtained as
y = c1 1 + c2 ex + c3 e−3x + c4 e2x .

4
1.2 The Characteristic Polynomial has identical (real) roots
ˆ Let α1 = α2
We write one solution as eα1 x . What about the other solution ? We can
check that y = xeα1 x is also a solution.

For α1 = α2 we have solutions as eα1 x and x.eα1 x

ˆ Let α1 = α2 = α3 .

Similarly, we have solutions as eα1 x , xeα1 x , x2 eα1 x .

ˆ Generally, if α1 = α2 = · · · = αk , the corresponding solutions are
eα1 x , xeα1 x , · · · , xk−1 eα1 x .

Example 12 Find the general solution of y 000

+ 2y + y = 0.
00 0

The characteristic polynomial is

α3 + 2α2 + α
2
α (α + 1) = 0
α1 = 0 α2 = α3 = −1

The fundamental set of solutions is {1, e−x , x.e−x }. The general solution is
now
y = c1 1 + c2 e−x + c3 xe−x

Example 13 Find the general solution of y 0000

− 5y
000
+ 6y + 4y − 8y = 0.
00 0

The characteristic polynomial is

α4 − 5α3 + 6α2 + 4α − 8 = 0. α = −1 satises
(α + 1)(α3 − 6α2 + 12α − 8)
α1 = −1 α2 = α3 = α4 = 2.

The fundemental set of solutions is e−x , e2x , xe2x , x2 e2x . The general solu-


tion is
y = c1 e−x + c2 e2x + c3 xe2x + c4 x2 e2x .

1.3 The Characteristic Polynomial Has Complex Conju-

gate Roots
Let α = a ± ib. The corresponding solution is e(a±ib)x = eαx e±ibx .

Since Euler Equation is : eix = cos x + i sin x, then, eax e±ibx = eax (cos bx ±
sin bx).

If we check eax cos bx and eax sin bx , satisfy the dierential equation.Since, they
are linearly independent , we can take the solutions corresponding to a ± ib as
eax cos bx and eax sin bx

5
Example 14 Find the general solutions of y(4) + 2y(2) = 0.
The characteristic polynomial is
α4 + 2α2 =
0
α2 α2 + 2 = 0
√
α1 = α2 = 0 α3 = α4 = ± 2i.
√ √
The fundemental set of solutions is eax , xeax , eax cos 2x, eax sin 2x . The


general solution is
√ √
y = c1 + c2 x + c3 cos 2x + c4 sin 2x.

Example 15 Find the general solution of y 000

− y + y − y = 0.
00 0

The characteristic polynomial is

α3 − α2 + α − 1 = 0
α2 (α − 1) + α − 1 = 0
(α − 1) (α2 + 1) = 0
α1 = 1 α2 = α3 = ±i

The general solution is

y = c1 ex + c2 cos x + c3 sin x.

Example 16 Solve the initial value problem

0
00 0
y − 4y + 13y = 0, y(0) =
−1 y (0) = 2

The characteristic polynomial is

α2 − 4α + 13 = 0
√
α1 = α2 = 4± 16−4.13
2
α1 = α2 = 2 ± 3i

The fundamental set of solutions is e2x cos 3x, e2x sin 3x . The general solution


of dierential equation is
y = c1 e2x cos 3x + c2 e2x sin 3x

y(0) = −1 ⇒ −1 = c1 e0 cos0 + c2 e0 sin 0 ⇒ c1 = −1

0
y = 2c1 e2x cos 3x − 3c1 e2x sin 3x + 2c2 e2x sin 3x − 3c2 e2x cos 3x
0 0
y (0) = 2 ⇒ y = 2c1 e0 cos 0 − 3c1 e0 sin 0 + 2c2 e0 sin 0 − 3c2 e0 cos 0
2 = 2c1 + 3c2 ⇒ c2 = 34

The solution is
4
y = −e2x cos 3x + e2x sin 3x.
3

6
Example 17 Find the fundamental set of solutions of D3 (D2 +3)2 (D−1)y = 0.
The characteristic polynomial is α3 (α2 + 3)(α − 1) = 0.
√
α1,2,3 = 0 α4,5 = ± 3i = α6,7
√ √ √ √
The fundamental set of solutions is 1, x, x2 , cos( 3x), sin( 3x), x cos( 3x), x sin( 3x) .


Example 18 Find the fundamental set of solutions of (D + 1)3

Dy = 0.

2
D2 + 2

The characteristic polynomial is

3
2
(α + 1) α2 + 2 α = 0
√
α1,2,3 = −1 α4,5 = ± 2i = α6,7 α8 = 0

The
 fundamental set of solutions
√ is√ √ √
e−x , xe−x , x2 e−x , cos 2x, sin 2x, x cos 2x, x sin 2x, 1

Example 19 Let y 000

− 2y − y + 2y = 0.
00
Show that y1 = ex , y2 = e−x , y3 = e2x
0

are linearly independent solutions of the dierential equation. Also write the
general solution.
0
y = ex
x 00
y1 = e ⇒ y = ex
000
y = ex
0
y = −e−x
00
y2 = e−x ⇒ y = e−x
000
y = −e−x
0
y = 2e2x
00
y3 = e2x ⇒ y = 4e2x
000
y = 8e2x
imposing to dierential equation. So, y1 , y2 , y3 are solutions of the dierential
equation. Now, we compute the Wronskien (y1 , y2 , y3 )

ex e−x e2x
 
−e−x e−x
 −x
2e2x e2x e2x
    
e
W= ex −e−x 2e 2x 
=ex
−e x
+e x
e−x 4e2x e−x 4e2x −e−x 2e2x

ex e−x 4e2x

W = ex (−4ex − 2ex ) − ex (4ex − ex ) + ex (2ex + ex )

W = −6e2x 6= 0 so ex , e−x , e2x is linearly independent since we have 3rd -
order dierential equation and 3 linearly independent solutions. The general
solution is
y = c1 ex + c2 e−x + c3 e2x .

7
Example 20 Let x2 y 00 0
+ xy − 4y = 0
Show that the functions
i) y1 = x2 , y2 = x12 are linearly independent solutions of the dierential equation
ii) nd the general solution
iii) nd the general solution satisfying y2 = 3, y (2) = −1
0

i)
0 
y1 = 2x
y1 = x2 ⇒ 00 2x2 + 2x2 − 4x2 = 0
y1 = 2
0
y2 = −2

1 6 −2 1
y2 = 2 ⇒ 00 x 3
x2 4 + x 3 − 4 2 = 0
x y2 = x64 x x x
1
 2 
x 2 1 −4
W= x 2
= −x2 3 − 2x 2 = 6= 0 (x 6= 0)
2x −2
x3 x x x
x2 , x12 is linearly independent


ii) Since , the dierential equation is 2nd order , the general solution is
y = c1 .x2 + c2 . x12

iii) y2 = 3
0
y (2) = −1
c2 2c2 c2
3 = c1 .4 + 2 2c1 x − x3 ⇒ −1 = 4c1 − 4

2 = 8c1 , c1 = 14 , c2 = 8

The solution is
x2 8
y= 4 + x2

1.4 Non-Homogeneous Constant Coecient Dierantial

Equation
Let an y n + · · · + a1 y + a0 y = f(x). Here, ai 's are constants.The general
0

solution of this dierential equation has two parts :

y = yh + yp

Here, yh is the solution of an y n + · · · + a1 y + a0 y = 0 and yp is a particular

0

solution that satises the dierential equation.

For L(D)y = f (x), the general solution is y = yh + yp . We know how to nd

yh . What about yp

There are 3 techniques:

i) the method of undeterminated coecents

ii)operator method

8
iii) The method of variation of parameters.

We'll focus an (i) and (iii).

1.4.1 The method of undeterminated coecients

This method works for polynomials e2x , cos bx, sin bx and their combinations
a) If f (x) = bk xk + · · · + b1 x + b0 , then
yp = ak xk + · · · + a1 x + a0

b) If f (x) = cos ax or f (x) = sin ax, then

yp = A cos ax + B sin ax

c) If f (x) = eax , then

yp = Keax
d) If f (x) = x2 cos x, then
yp = a1 x2 + b1 x + c1 cos x + a2 x2 + b2 x + c2 sin x

e) If f (x) = x3 e2x , then

yp = ax3 + bx2 + cx + d e2x

f) If f (x) = e2x cos 3x, then

yp = Ae2x cos 3x + Be2x sin 3x

g) If f (x) = x2 e−x sin 2x, then

yp = a1 x2 + b1 x + c1 e−x sin 2x + a2 x2 + b2 x + c2 e−x cos 2x

In genaral,

yp = eax [P1 (x) cosbx + P2 (x) sin bx]

Some special cases:

1) If there are some identical solutions, we multiply yp by x until we get a

dierent solution. So,
yp = xα eαx [P1 (x) cosbx + P2 (x) sin bx]

2) We may see dierent classications at the right hand-side. For example,

L(D)yp = cos x − sin 3x

Then, we seperate as:

a) L(D)yp2 = cos x
b) L(D)yp2 = − sin 3x

So, yp = yp1 + yp2

9
Also, for example,
L(D)y = cos x − ex + x sin x + x2 + sin 3x

We seperate:
a) L(D)yp = cos x + sin x
⇒ yp1 = (A1 x + B1 ) cos x + (A2 x + B2 ) sin x
b) L(D)yp = −ex ⇒ yp2 = K1 ex
c) L(D)yp = x2 ⇒ yp3 = A3 x2 + A4 x + A5
d) L(D)yp = sin 3x ⇒ yp4 = K2 cos 3x + K3 sin 3x.
Example 21 Find the general solution of y 00
− 3y − 4y = 4x2 .
0

i)00 yh =?0
y − 3y − 4y = 0

The characteristic polynomial is

α2 − 3α − 4 = 0 ⇒ (α − 4) (α + 1) = 0 ⇒ α1 = 4 α2 = −1.
So, yh = c1 e4x + c2 e−x .
ii) yp =?
00 0
yp − 3yp − 4yp = 4x2

yp = 2ax + b ⇒ yp = 2a. Impose into dierential

0 00
yp = ax2 + bx + c ⇒
equation:
2a − 3(2ax + b) − 4(ax2 + bx + c) = 4x2
(2a − 3b − 4c) + (−6a − 4b)x − 4ax2 = 4x2
3
−4a = −4 a = −1 − 6a − 4b = 0 ⇒ b = 2

−2 − 9
2 − 4c = 0 ⇒ c = −13
8 . Then,

3 13
yp = −x2 + x −
2 8
The general solution is
3 13
y = c1 e4x + c2 e−x − x2 + x − .
2 8

Example 22 Find the general solution of y + y = cos x + x.

00

i) yh =?
00
α2 + 1 = 0 ,


y + y = 0, α1,2 = ±i
So, yh = c1 cos x + c2 sin x

10
a) yp1 + yp1 = cos x b) yp2 + yp2 = x
00 00

yp1 = [A cos x + B sin x] x yp2 = ax + b

So , yp1 = [−A sin x + B cos x] x + A cos x + B sin x

0

00
yp1 = [−A cos x − B sin x] x + [−A sin x + B cos x] − A sin x + B cos x

cos x [2B] + sin x [2A] + x cos x [−A + A] + x sin x [−B + B] = cos x

a = 1.
0 00
A=0 B = 21 , yp2 = a, yp2 = 0, 0 + ax + b = x, b = 0,

So, the general solution

1
y = c1 cos x + c2 sin x + .x sin x + x.
2
Example 23 Find the general solution of D2 + 1 Dy2 = x2 .

i) yh =?


α2 + 1 α2 = 0 
α1,2 = 0, α3,4 = ±i e0 , xe0 , cos x, sin x

So, yh = c1 + c2 x + c3 cos x + c4 sin x.

ii) yp =?

0000 00
D 4 + D 2 yp = x2 , yp + yp = x2
 
yp = ax2 + bx + c x2 = ax4 + bx3 + cx2
0 00 000
yp = 4ax3 + 3bx2 + 2cx ⇒ yp = 12ax2 + 6bx + 2c ⇒ yp = 4!ax + 3!b
0000
yp = 24a ⇒ 24a + 12ax2 + 6bx + 2c = x2

12a = 1 6b = 0 1
24a + 2c = 0 a = 12 b=0 c = −1. Then,
 
1 2
yp x − x2
12
The general solution is,
1 4
y = c1 + c2 x + c3 cos x + c4 sin x + x − x2 .
12
Example 24 Solve D2 + 4 yp = x sin 2x.

yh =?
α2 + 4 = 0 α1,2 = ±2i ⇒ yh = c1 cos 2x + c2 sin 2x.

11
 yp =?
D + 4 yp = x sin 2x ⇒ yp + 4yp = x sin 2x.

00
2

yp = [(a1 x + b1 ) cos 2x + (a2 x + b2 ) sin 2x] x

yp = a1 x2 cos 2x + b1 x cos 2x + a2 x2 sin 2x + b2 x sin 2x

0
yp = 2a1 x cos 2x−2a1 x2 sin 2x+b1 cos 2x−2b1 x sin 2x+2a2 x sin 2x+2a2 x2 cos 2x+
b2 sin 2x + 2b2 x cos 2x
00
yp = 2a1 cos 2x − 4a1 x sin 2x − 4a1 x sin 2x − 4a1 x2 cos 2x − 2b1 sin 2x −
2b1 sin 2x − 4b1 x cos 2x + 2a2 sin 2x + 4a2 x cos 2x + 4a2 x cos 2x − 4a2 x2 sin 2x +
2b2 cos 2x + 2b2 cos 2x − 4b2 x sin 2x = cos 2x [2a1 + 4b2 ] + sin 2x [2a2 − 4b1 ] +
x cos 2x [−4b1 + 8a2 + 4b1 ]+x sin 2x [−8a1 − 4b2 + 4b2 ]+x2 cos 2x [−4a1 + 4a1 ]+
x2 sin 2x [−4a2 + 4a2 ] = x sin 2x

2a1 +4b2 = 0, −4b1 +2a2 = 0, −4b1 +8a2 +4b1 = 0, −8a1 −4b2 +4b2 = 1.

a1 = − 81 a2 = 0 b1 = 1
16 b2 = 0. So,

 
1 1
yp = x − x cos x + sin 2x .
8 16
The general solution is
x2 x
y = c1 cos 2x + c2 sin 2x − cos 2x + sin 2x.
8 16

1.4.2 Variation of Parameters

Let an y (n) + · · · + a1 y + a0 y = f(x). We have
0

yh = c1 y1 + c2 y2 + · · · + cn yn .

We consider variable coecients instead of ci 's as;

yp = v1 (x)y1 + v2 (x)y2 + · · · + vn (x)yn .

Here, we try to nd yp in the given from above. But vi (x)'s are unknowns. We
need some assumption and use the dierential equation to get

0 0
v1 (x)y1 + · · · + vn (x)yn = 0
0 0 0 0
v1 (x)y1 + · · · + vn (x)yn = 0
..
.
0 0
v1 (x)y1n−2 + · · · + vn (x)ynn−2 = 0
0 0 f (x)
v1 (x)y1n−1 + · · · + vn (x)ynn−1 =
an

12
Now, vi (x)'s are unknowns.We solve for them. We integrate them to get vi (x)'s.
So, we obtain
yp = v1 (x)y1 + v2 (x)y2 + · · · + vn (x)yn .
This method is called variation of parameters.
Example 25 Find the general solution of y 00
+ y = sec x.

i) yh =?
α2 + 1 = α1,2 = ±i

yh = c1 cos x + c2 sin x.
ii) yp =?

yp = v1 (x)y1 + v2 (x)y2 ,
or simply
cos x sin x
yp = v1 + v2 .
y1 y2
We have
0 0
sin x{v1 cos x + v2 sin x = 0}

0
cos x{v1 (− sin x) + v2 cos x = sec x}

0 0 0
v2 sin2 x + v2 cos2 x = cos x sec x ⇒ v2 = 1

0 − sin x
v1 cos x + 1 sin x = 0 ⇒ v1 =
cos x

− sin x − sin x
Z
0
v1 = ⇒ v1 (x) = dx = ln | cos x|
cos x cos x

NOTE: We don't need to consider a constant term for integral. Because, that
term
0
will be inside the homogeneous part solution yh
v2 = 1 ⇒ v2 (x) = x

yp = v1 y1 + v2 y2 = ln | cos x| cos x + x sin x

The General Solution

y1 = c1 cos x + c2 sin x + cos x ln | cos x| + sin x

13
Recall(Cramer's Rule) 1 Be let

a11 x1 + · · · + a1n xn = b1
a21 x1 + · · · + a2n xn = b2
..
.
an1 x1 + · · · + ann xn = bn

Let  
a11 a12 ... a1n
 a21 a22 ... a2n 
K= . .. .. 
 ..
 
. . 
an1 an2 ... ann

 
b1 a12 ... a1n
 b2 a22 ... a2n 
 .. .. .. 
 
 . . . 
bn an2 ... ann
x1 =
K

 
a11 b1 ... a1n
 a21 b2 ... a2n 
 .. .. .. 
 
 . . . 
an1 bn ... ann
x2 =
K

 
a11 ... ani−1 b1 ani+1 ... a1n
 a21 b2 
 .. .. .. 
 
 . . . 
an1 ... ani−2 bn ... ann
xL =
K

Example 26 Fin the general solution.

Let 000 0
y + y = tan x

14
i)yh =?

α3 + α = 0
2
α(α + 1) = 0

α1 = 0 α2,3 = ±i

yh = c1 + c2 cos x + c3 sin x

ii) yp =?
yp = v1 1 + v2 cos x + v3 sin x = 0

So,
0 0 0
v1 1 + v2 cos x + v3 sin x = 0
0 0 0
v1 0 + v2 − sin x + v3 cos x = 0
0 0 0
v1 0 + v2 − cos x + v3 − sin x = tan x
0
sin x
R
v1 = tan x ⇒ v1 = cos x dx = − ln | cos x|
0
v2 = − sin x ⇒ v2 = cos x
0
− sin2 x − sin2 x
R
v3 = cos x ⇒ v3 = cos x dx = sin x − ln | sec x + tan x|

1 cos x sin x
− sin x cos x
K= 0 − sin x cos x = 1 = sin2 x + cos2 x = 1
cos x − sin x
0 − cos x − sin x

0 cos x sin x
0 cos x sin x
v1 = 0 − sin x cos x = tan x = tan x
− sin x cos x
tan x − cos x − sin x

1 0 sin x
0 0 cos x
v2 = 0 0 cos x = 1 = − sin x
tan x − sin x
0 tan x − sin x

15
 1 cos x 0
0 sin x 0 sin2 x
v3 = 0 − sin x 0 1=
− cos x tan x cos x
0 − cos x tan x

yp = − ln | cos x|1 + cos x cos x + (sin x − ln(sec x + tan x) sin x

The General Solution

y = c1 + c2 cos x + c3 sin x − ln | cos x| + 1 − sin x ln | sec x + tan x|

Example 27 Find the general solution

00 0 1
y 3y + 2y =
1 + ex

i) yh =?

α2 + 3α + 2 = 0
(α + 2)(α + 1) = 0

α1 = −2 α2 = −1

yh = c1 e−2x + c2 e−x

ii) yp =?
yp = v1 e−2x + v2 e−x

v1 =? v2 =?
0 0
v1 e−2x + v2 e−x = 0

0 1
v1 (−2e−2x ) − v2 e−x =
1 + ex
0 0
ex ex
v2 e−x = 1
= ln |1 + ex |
R
1+ex ⇒ v2 = 1+ex ⇒ v2 = 1+ex dx

x
−e2x e2x
Z
0
−2x −x e 0
v1 e +e = 0 ⇒ v 1 = ⇒ v 1 = − dx = −1+ex +ln |1+ex |
1 + ex 1 + ex 1 + ex

yp = v1 y1 + v2 y2

16
The General Solution
yp = [−(1 + ex ) + ln |1 + ex |] − e−2x + ln |1 + ex |e−x

1.4.3 Reduction Of Order

This method is used for bath constant and variable coecient linear dierential
equation. We need a solution of the homogeneous part say y1 . Then, we apply a
transformation as y = y1 u. The new dierential equation is in terms of u. The
advantages of this method is that we can decrease the order of the dierential
equation, to get new simple dierential equation. So, it is easier to solve.
Example 28 If y1 = sin x, then nd the general solution by reduction of order
y + y = 0. Let
00

0 0
y = sin xu ⇒ y = cos xu + sin xu

00 0 0 00
y = − sin xu + cos xu + cos xu + sin xu

Write in the dierential dierential equation.

− sin xu + 2 cos xu + sin xu + sin xu = 0. We say, u = v u = v . Then,
0 00 0 00 0

0
sin xv + 2 cos xv = 0
0
−2 cos x
v = sin x v

dv −2 cos x
v = sin x dx

ln |v| = −2 ln | sin x| + c1

v = ( sin12 x )c1
0
c1
v=u = sin2 x

c1
R
u= sin2 x
= −c1 cot x

y = sin xu

y = c1 cos x + c2 sin x

In this section, our aim is to solve variable coecient dierential equation.

Example 29 y1 = x then nd the general solution.

17
 00 0
x2 y − x(x + 2)y + (x + 2)y = 2x3

is a solution of x2 y − x(x + 2)y + (x + 2)y = 0.We use

00 0
y1 = x

y = xu
0 0
y = u + xu
00 0 0 00
y = u + u + xu
0 0 00 0
x2 (u + u + xu ) − x(x + 2)(u + xu ) + (x + 2)ux = 2x3

0 00 0 0
2x2 u + x3 u − x2 u − x3 u − 2xu − 2x2 u + x2 u + 2xu = 2x3

00 0 00 0
x3 u − x3 u = 2x3 ⇒ u − u = 2

Let
0 00 0
u =v⇒u =v

(linear dierential equation)

0
v −v =2
R
−dx
⇒µ=e = e−x

Z 
1
v= 2e−x dx + c1
e−x
x
v = −2
R + c1 e x
0
u = (−2 + c1 e )dx
u = −2x + c1 ex + c2

y = xu = x(−2x + c1 ex + c2 )

The general solution

y = c1 ex x + c2 x − 2x2

Example 30 It is known that homogeneous part has a solution y1 = emx . Find

the general solution. xy − 2(x + 1)y + (x + 2)y = x3 ex .
00 0

00
y1 = memx , y = m2 emx

xm2 emx − 2(x + 1)memx + (x + 2)emx = 0

mx 2
e [x(m − 1) − 2(m − 1)] = 0
mx
e (m − 1)[x(m − 1) − 2] = 0⇒m=1

18
Transformation is y = ex u.

0 0
y = ex u + ex u
00 0 0 00
y = ex u + ex u + ex u + ex u

0 00 0
x[ex u + 2ex u + ex u ] − 2(x + 1)(ex u + ex u ) + (x + 2)ex u = x3 ex

00 0
xex u − 2ex u = x3 ex
Let u = v. So, xv − 2v = x3
0 0

−2
R
1
µe x = x2

1 1
R
v= x2 [ x2 x2 dx+c1 ]
0
v = x3 + c1 x2 = u

u = (x3 + c1 x2 )dx
R

x4 c1 x3
u= 4 + 3 + c2

The general solution

x4 c1 x 3
y = ex [ + + c2 ]
4 3

2 Laplace Transformation
Let f be a function of t ≥ 0. If 0∞ f (t)e−st dt is convergent, then it's called
R

laplace transformation of f (t) and show as

Z ∞
L{f (t)} = f (t)e−st dt
0
Also, we use the following notation

L{f (t)} = F (s)

Example 31 L{1} =?
R∞
f (t) = 1 ⇒ L{1} = 0
1e−st dt
RR
= limR→∞ 0
1e−st dt

−1 −st
= limR→∞ s e

19
 −1 −sR
= limR→∞ s [e − e0 ]

−1 1 1
= limR→∞ s [ esR − 1] = s (s > 0)

Example 32 L{t} =?
R∞
f (t) = t ⇒ L{1} = 0
te−st dt
RR
= limR→∞ 0
te−st dt

te−st dt = t −1 −st 1
e−st dt = −t −st 1 −st
R R
I= s e + s s e − s2 e

t=u ⇒ dt=du
v= −1 −st
s e ⇒ dv = e−st dt. Then,
L{t} = limR→∞ [ −t
s e
−st
− 1 −st
s2 e ]
,
= limR→∞ [(− Rs e−sR − 0) − ( s12 e−sR − 1
s2 )]

= limR→∞ [− seRsR − 1
s2 esR
+ 1
s2 ] = 1
s2 (s > 0)

Example 33 L{sin t} =?
R∞
L{sin t} = 0
sin te−st dt
RR
= limR→∞ 0
sin te−st

u = sin t ⇒ du = cos tdt

dv = e−st dt ⇒ v = − 1s e−st dt
RR
= limR→∞ [sin t( −1
s e
−st
)+ 1
s 0
cos te−st dt]

(cos t = u ⇒ sin tdt = du)

OR solve I = sin te−st dt

R

I = − 1s sin te−st + 1
cos te−st dt
R
s

cos t = u ⇒ − sin tdt = du

e−st dt = dv ⇒ v = − 1s e−st

= − 1s sin te−st + 1s [− 1s cos te−st − 1

sin te−st dt]
R
s

1 1 1
I =1+ = e−st [− sin t − 2 cos t]
s2 s s
So, L{sin t} = 1 + s12

20
 Proparties
1) Laplace transformation is linear

L{c1 f1 (t) + · · · + cn fn (t)} = c1 L{f1 (t)} + · · · + cn L{fn (t)}

2) L{sin at} = a
a2 +s2 , L{cos at} = s
a2 +s2

3) L{sinh(at)} = a
s2 −a2 , L{cosh(at)} = s
s2 −a2

4) L{tn } = n!
sn+1

5) L{eat } = 1
s−a

Example 34 A = L{2 sinh 2t − cos 3t} =?

A = 2L{sinh 2t} + L{cos 3t} = 2 s22−4 − s

s2 +9

Example 35 L{e−st = 1
s+1

Example 36 L{t4 } = 4!
s5

More Proparties
Let L{f (t)} = F (s) then,

1) L{eat f (t)} = F (s − a) shifting

n
2) L{tn f (t)} = (−1)n d dsFn(s)

3) L{
Rt F (s)
0
f (k)dk} = s

Example 37 L{t sin t} =?

2
L{sin 2t} = s2 +4 =F
0
L{t sin t} = (−1)1 dF 2 4s
ds = −1( s2 +4 ) = −1 (s2 +4)2

Example 38 L{e2t cosh 3t} =?

s
L{cosh 3t} = s2 −9 =F

s−2
L{e2t cosh 3t} = F (s − 2) = (s−2)2 −9

21
Example 39 L{e−2t t cosh 2t} =?

s
L{cosh 2t} = s2 −4 →F
0
L{t cosh 2t} = (−1)n dF s
ds = −( s2 −4 )
2
s2 +4
= − 1(s(s−4)−4s)
2 −4)2 = (s2 −4)2 →F

So,
(s + 2)2 + 4
L{e−2t t cosh 2t} = F (s − a) = F (s + 2) =
((s + 2)2 − 4)2

3 Inverse Laplace Transformation

L{f (t)} = F (s). Then, the inverse operator is shown as L−1 and

L−1 {F (s)} = f (t)

Example 40 L−1 { s2s+1 } = cos t

L−1 { ss5 } = 1 −1 4!
4! L { s5 } = 1
4! +4

Proparties
1) L−1 {c1 F1 (s) + · · · + cn Fn (s)} = c1 L−1 {F1 (s)} + · · · + cn L−1 {Fn (s)}

2) Let L−1 {F (s)} = f (t)

a) L−1 {F (s − a)} = eat f (t)

n
b) L−1 { d dsFn(s) } = (−1)n tn f (t)

Example 41 L−1 { (s−1)

s−1
2 −9 =?

L−1 { (s−1)
s−1 t −1
2 −9 } = e L { s2s−9 } = et cosh t

Example 42 L−1 { (s+3)

2
3 = e
−3t −1 2
L { s3 } = e−3t t2

Example 43 L−1 { (s−2)

s
2 +4 } = L
−1 s−2+2
{ (s−2)2 +4 }

L−1 { (s−2)
s−2
2 +4 } + L
−1 2
{ (s−2) 2 +4 }

e2t L−1 { (s)2s+4 } + e2t L−1 { (s−2)

2
2 +4 }

= e2t cos 2t + e2t sin 2t

22
Example 44 L−1 { (s+1)2 +(s
1
2 +1) } =?

1 A B Cs+D
(s+1)2 (s2 +1) = s+1 + (s+1)2 + s2 +1

⇒ A(s + 1)(s2 + 1) + B(s2 + 1) + (Cs + D)(s + 1)2 = 1

⇒ s3 (A + C) + s2 (A + B + 2C + D) + s(A + C + 2D) + (A + B + D) = 1

1
(A + C) = 0 A=B= 2

(A + B + 2C + D) = 0

1
(A + C + 2D) = 0 C= 2

(A + B + D) = 1 D=0

Then,
1 −1
2L
1
{ (s+1) } + 12 L−1 { (s+1)
1 1 −1
2 } − 2L { (s2s+1 }

= 12 e−t + 21 e−t L−1 { s12 } − 1

2 cos t}

= 12 e−t + 21 e−t t − 1
2 cos t

4 Laplace Transformation of Piecewise Functions

Consider a function


0 t<2
f (x) = L{f (t)} =?
1 t≥2

R∞
L{f (t)} = 0
f (t)e−st dt
R2 R∞
L{f (t)} = 0
0e−st dt + 2
1e−st dt
RR
= limR→∞ 2
e−st dt

= limR→∞ − 1s e−st = limR→∞ − 1s (e−sR − e2s = 1s e−2s

Denition 4 A function

0 t<0
u(t) =
1 t≥0

23
is called the step function. Similarly, we dene shifted version as

0 t<a
ua(t) = u(t − a)
1 t≥a
which is called the heaviside function.
Example 45 Interpret

1 t≤1
f (t) =
sin t t>1
interms of step funcitons.


0 t≤1
f (t) = 1 +
sin t − 1 t>1


0 t≤1
f (t) = (1 + sin t − 1) ⇒ = (1 + sin t − 1)u(t − 1)
1 t>1

In general,


h(t) t ≤ a
f (t) = ⇒ = (h(t) + g(t) − h(t))u(t − a)
g(t) t > a

Proparty
L{u(t − a)f (t − a)} = e−sa F (s) where F (s) = L{f (t)}

L−1 {e−sa F (s)} = u(t − a)f (t − a)

Example 46 Let

2 0≤t<4
g(t) = L{g(t)} =?
t2 + 1 t≥4


0 0≤t<4
g(t) = 2 + ⇒ g(t) = 2 + (t2 − 1)u(t − 4)
t2 − 1 t≥4

24
 L{g(t)} = L{2 + (t2 − 1)u(t − 4)}

2L{1} + L{t2 − 1)u(t − 4)}

L{u(t − a)f (t − a)} = e−sa F (s)

f (t − 4) = t2 − 1 ⇒ f (t) = (t + 4)2 − 1 = t2 + 8t + 15

2! 8 15
L{f (t)} = F (s) = L{t2 } + 8L{t} + 15L{1} = s3 + s2 + s

Then, L{g(t)} = 2 1s + e−4s ( s2!3 + s82 + 15s )

Example 47 Let

1, t<3
g(t) =
sin2 t − t − 1, t≥3


0 t<3
g(t) = 1 + 2
sin t − t − 1, t ≥ 3


0 t<3
g(t) = 1 + (sin2 t − t − 1) ⇒ u(t − 3)
1 t≥3

L{g(t)} = L{1} + L{sin2 t − t − 1)u(t − 3)}

L{sin2 t − t − 1)u(t − 3)} = e−3s F (s)

f (t − 3) = sin2 t − t − 1 → f (t) = sin2 (t + 3) − (t + 3) − 1)

L{f (t)} = L{sin2 (t + 3)} − L{t} − 4L{1}

L{sin2 (t + 3)} = L{ 1−cos22(t+3) }

= 12 L{1} − 21 L{cos(2t + 6)}

= 12s − 12 L{cos 2t cos 6 − sin 2t sin 6}

1 1
= 2s − 2 cos 6 s2s+4 + 1
2 sin 6 s22+4

1 cos 6s sin 6 1 4
L{g(t)} = e−3s { + + − − }
2s 2(s2 + 4) s2 + 4 s2 s

25
 Convolution
Let f and g be given functions. f (t) ∗ g(t) = f (u)g(t − u)du is called the
Rt
0
convolution of f and g.

Example 48 f (t) = 1 g(t) = t f (t) ∗ g(t) =?

Rt Rt
f (t) ∗ g(t) = 0
f (u)g(t − u)du = 0
1(t − u)du

u2 t2 t2
⇒ tu − 2 = t2 − 2 = 2

Properting
Rt
L{f (t) ∗ g(t)} = L{ 0
f (u)g(t − u)du}

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

L−1 {F (s)G(s)} = f (t) ∗ g(t)

Example 49
Rt
L 0 u10 (t − u)20 du =?

f (u) = u10 ⇒ f (t) = t10

f (t − u) = (t − u)20 ⇒ g(t) = t20

Rt
L{ 0 u10 (t − u)20 du} = L{f (t) ∗ g(t)} = L{f (t)}L{g(t)}

101 201 101 201

Lt10 Lt20 = s11 s21 = s22

5 Application of Laplace Transformation to the

Dierantial Equations
We have property L{y } = sL{y} − y(0). Similarly,
0

00 0 0
L{y } = sL{y } − y (0)
0
s[sL{y} − y(0)] − y (0)
0
s2 L{y} − sy(0) − y (0)
000 0 00
L{y } = s3 L{y} − s2 y(0) − sy (0) − y (0)

Example 50 0
y + y = et , y(0) = 1
is given, nd the solution by Laplacian transformation.

26
We apply Laplace transformation to both sides :
0
L{y + y} = L{et }
0
1
⇒ L{y } + L{y} = s−1

1
⇒ sL{y} − y(0) + L{y} = s−1

1
⇒ (s + 1)L{y} = 1 + s−1

1 1
⇒ L{y} = s+1 + (s−1)(s+1)

⇒ y(t) = L−1 { s+1

1
+ 1
(s−1)(s+1) }

= L−1 { s+1
1
} + L−1 { (s−1)(s+1)
1
}

e−t + L−1 { (s+1)

A
+ B
(s+1) } A = − 21 B = 1
2

So,
−1 1
y(t) = e−t + L−1 { (s+1)
2
} + L−1 { (s+1)
2
}

= e−t − 12 e−t + 21 et

1 −t
2 (e + et )

Example 51 00 0
y − y + y = cos t
0
y(0) = 0 y (0) = 0
00 0
L{y − y + y} = L{cos t}
00 0
s
L{y } − L{y } + L{y} = s2 +1
0 0
s
sL{y } − y (0) − sL{y} + y(0) + L{y} = s2 +1

s
s(sL{y} − y(0)) − sL{y} + y(0) + L{y} = s2 +1

s s
(s2 − s + 1)L{y} = s2 +1 ⇒ L{y} = (s2 +1)(s2 −s+1)

y(t) = L−1 { (s2 +1)(ss2 −s+1) }

L−1 { (sAs+B
2 −s+1) +
Cs+D
(s2 +1) }

A = C = 0 , B = 1 , D = −1

So,

27
 −1
y(t) = L−1 { (s2 −s+1)
1
+ (s2 +1) }

= L−1 { (s− 11)2 + 3 } − L−1 { (s21+1) }

2 4

t
−1 1
=e L 2 { s2 + 3 } − sin t
4
√ 3
t sin
= e2 √ 2
2
− sin t
2

Example 52 00 0
y + 2y + 5y = e−t sin t
0
y(0) = 0 , y (0) = 0
00 0
L{y + 2y + 5y} = L{e−t sin t}
00 0
1
L{y } + 2L{y } + 5L{y} = (s+1)2 +1

1
s(sL{y} − y(0)) − 1 + 2sL{y} + 5L{y} = (s+1)2 +1

1
(s2 + 2s + 5)L{y} = 1 + (s+1)2 +1

1 1
L{y} = (s2 +2s+5) + (s2 +2s+5)(s+1)2 +1)

y(t) = L−1 { (s+1)12 +4) + 1

(s+1)2 +4)(s+1)2 +1)

L−1 { (s+1)
1
2 +4 } = e
−t −1
L { s21+4 } = e−t sin22t

L−1 { [(s+1)2 +4][(s+1)

1
2 +1] } = e
−t −1 1
L { (s2 +1)(s2 +4) }

1 As+B Cs+D
(s2 +1)(s2 +4) = s2 +1 + s2 +4

1
A=0=C , B= 3 , D = − 31
1
− 13
y(t) = e−t sin22t + e−t [ s23+1 + s2 +4 ]

= e−t sin22t + e−t [ 31 sin t − 1 sin 2t

3 2 ]

Example 53 Solve
00 0
y + 2y + 5y = e−t sin t
0
y(0) = 0, y (0) = 1
00 0
L{y + 2y + 5y} = L{e−t sin t}
00 0
1
L{y } + 2L{y } + 5L{y} = (s+1)2 +1
0 0
1
sL{y } − y (0) + 2sL{y} − 2y(0) + 5L{y} = (s+1)2 +1

28
 1
s(sL{y} − y(0)) − 1 + 2sL{y} + 5L{y} = (s+1)2 +1

1
(s2 + 2s + 5)L{y} = 1 + (s+1)2 +1

1 1
L{y} = (s2 +2s+5) + (s+1)2 +1(s2 +2s+5)

L−1 { (s21+4) } = e−t L−1 { s21+4 } = e−t sin22t

L−1 { ((s+1)2 +1)(s+1)

1
2 +4) } = e
−t −1 1
L { (s2 +1)(s 2 +4) }

1 As+B Cs+D
(s2 +1)(s2 +4) = s2 +1 + s2 +4

1
A=0=C , B= 3 , C = − 31
1
−1
y(t) = e−t sin22t + e−t L−1 { s23+1 } + L−1 { s2 +4
3
}

sin 2t 1 1 sin 2t
e−t + e−t [ sin t − ]
2 3 3 2
Example 54 Solve

0 0 t≤2
y +y = = (t − 2)u(t − 2)
t−2 t>2

y(0) = 0

Let 
0 t≤2
g(t) = = (t − 2)u(t − 2)
t−2 t>2

L{g(t)} = L{(t − 2)u(t − 2)} = esa F (s) where F(s) L{f (t)} = F (s)
f (t − 2) = t − 2 ⇒ f (t) = t. L{f (t)} = F (s) = 1
s2

L{g(t)} = e−2s s12

Apply Laplace transformation to dierantial equation :

0 0
L{y + y} = L{g(t)} = L{y } + L{y} = e−2s s12

sL{y} − y(0) + L{y} = e−2s s12

(s + 1)L{y} = e−2s s12

L{y} = e−2s s2 (s+1)

1

y(t) = L−1 {e−2s s2 (s+1)

1
}

29
 L−1 {e−sa F (s)} = u(t − a)f (t − a)

F (s) = 1
s2 (s+1) ⇒ f (t) = L−1 { s2 (s+1)
1
}

f (t) = L−1 { As + B
s2 + C
s+1 }

A = −1 , B = 1 = C

f (t) = L−1 { −1
s }+L
−1 1
{ s2 } + L−1 { s+1
1
}

= −1 + t + e−t ⇒ f (t − 2) = −1 − t − 2 + e−t−2

1
y(t) = L−1 {e−2s } = u(t − 2) − 1 − t − 2 + e−t−2
s2 (s + 1)

Example 55 Solve the initial value problem y 00 0

− 2y + y − f (t) y(0) = 1

where
0
y (0) = 0

1 0≤t<1
f (t) =
0 t≥1

 
1 0≤t<1 0 0≤t<1
f (t) = =1+ = 1 − u(t − 1)
0 t≥1 −1 t≥1

L{f (t)} = L{1 − u(t − 1)} = L{1} − L{u(t − 1)} = 1 − L{u(t − 1)}

L{u(t − a)}f (t − a) = e−sa F (s) f (t) = 1 ⇒ F (s) = L{1} = 1

s

L{f (t)} = 1
s − e−s 1s so,
00 0
L{y − 2y + y} = L{f (t)}
00 0
L{y } − 2L{y } + L{y} = 1
s − e−s 1s
0 0
sL{y } − y (0) − 2sL{y} + 2y(0) + L{y} = 1
s − e−s 1s

s(sL{y} − y(0)) − 2sL{y} + 2 + L{y} = 1

s − e−s 1s

s2 L{y} − s − 2sL{y} + 2 + L{y} = 1

s − e−s 1s

⇒ (s2 − 2s + 1)L{y} = s − 2 + 1
s − e−s 1s

s−2 1 e−s
L{y} = (s−1)2 + s(s−1)2 − s(s−1)2

30
 −s
y(t) = L−1 { (s−1)
s−2
2} + L
−1 1
{ s(s−1)2} − L
−1 e
{ s(s−1) 2}

L−1 { (s−1)
s−2
2} = L
−1 s−1−1
{ (s−1)2 } = L−1 { s−1
1 1
} − L{ (s−1) t t 1
2 } = e − e L{ s2 }

L−1 { s(s−1)
1
2} = L
−1 A
{s + B
s−1 + C
(s−1)2 } A = C = 1 B = −1

L−1 { s(s−1)
1
2} = L
−1 1
{ s } − L−1 { s−1
1
} + L−1 { (s−1)
1 t
2 } = 1 − e + te
t

−s −s −s −s
L−1 { s(s−1)
e
2} = L { s } + L−1 { s−1
−1 e e
} + L−1 { (s−1)
e
2}

L−1 {e−sa F (s)} = u(t − a)f (t − a)

−s
L−1 { e s } = u(t − 1)f (t − 1) f (t) = L−1 { 1s } = 1 f (t − 1) = 1
−s
L−1 { s−1
e
} = u(t − 1)f (t − 1) f (t) = L−1 { s−1
1
} = et f (t − 1) = et−1
−s
L−1 { (s−1)
e
2 } = u(t − 1)f (t − 1)

f (t) = L−1 { (s−1)

1 t
2 } = e t f (t − 1) = (t − 1)e
t−1

y(t) = et −te−t +1−e−t +tet +tet −u(t−1)−u(t−1)et−1 +u(t−1)et−1 (t−1)

1 − u(t − 1)(1 − et−1 + tet−1 − et−1 )

  
1 t<1 1 t<1 1 0≤t<1
= =− =
1 t≥1 1 − 2et−1 + tet−1 t≥1 1 − 2et−1 + tet−1 t≥1

Exercises
where
00 0 0
1) y − 3y + 2y = h(t) , y(0) = 0 , y (0) = 0

2 0≤t<4
h(t) =
0 t≥4

2) 
00 sin t 0 ≤ t ≤ 2π 0
y + 4y = y(0) = 0, y (0) = 1
0 t > 2π

Example 56 Solve
 0 Rt
 y + y = 0 (t − u)eu du
h(t) =
y(0) = 1


31
 Recall that f (t) ∗ g(t) =
Rt
0
f (u)g(t − u)du L{f (t) ∗ g(t)} = L{f (t)}L{g(t)}
0 Rt
L{y + y} = L{ 0 (t − u)eu du}
0
L{y } + L{y} = L{f (t) ∗ g(t)}

f (u) = eu ⇒ f (t) = et , g(t − u) = t − u ⇒ g(t) = −t

So, L{y } + L{y} = L{et }L{t}

0

1 1 1
sL{y} − y(0) + L{y} = s−1 s2 ⇒ (s + 1)L{y} = 1 + (s−1)s2

1 1
L{y} = s+1 + (s+1)(s−1)s2

y(t) = L−1 { s+1

1
} + L−1 { (s+1)(s−1)s
1
2}

y(t) = e−t + L−1 { s+1

A
+ B
s−1 + C
s + D
s2 }

A = − 12 , B = 1
2 , C = 0 , D = −1

y(t) = e−t − 12 L−1 { s+1

1
} + 12 L−1 { s−1
1
} − L−1 { s12 }

= et − 12 e−t + 21 et − t

Exercises
00 0
1) y + y + 6 = sin 2t , y(0) = 3 , y (0) = 1
00 0
2) y − 6y + 9y = t2 e3t , y(0) = 0 , y (0) = 0

3)
 0 Rt
 y + y = 0 e−(t−u) sin udu

y(0) = 1


Example 57  0 Rt
y = sin t + 0
y(t − u) cos udu
y(0) = 2

0 Rt
L{y } = L{sin t} + L{ 0 y(t − u) cos udu}

1
s2 +1 + L{g(t) ∗ f (t)}

1
s2 +1 + L{y(t) ∗ cos t}

1
s2 +1 + L{y} s2s+1

32
 0
1
L{y } = s2 +1 + L{y} s2s+1

1
sL{y} − y(0) = s2 +1 + L{y} s2s+1

s 1 s3 1
(s − s2 +1 )L{y} = s2 +1 ⇒ s2 +1 L{y} = s2 +1

t2
L{y} = 1
s3 ⇒ y(t) = L−1 { s13 } = 2

33