1

DIFFERENTIAL EQUATION

A DIFFERENTIAL EQUATION IS AN EQUATION INVOLVING DERIVATIVES OR DIFFERENTIALS.

EX.

dy
1. =x+ 1
dx
2. x y' + y =2
3. ¿
2 2
∂ u ∂ u
4. 2
+ 2
=0
∂x ∂y

A DIFFERENTIAL EQUATION IS SAID TO BE ORDINARY IF THE FUNCTION DEPENDS ON A SINGLE VARIABLE, AND PARTIAL IF THE FUNCTION DEPENDS ON
MORE THAN ONE VARIABLE.

 ORDER AND DEGREE OF A DIFFERENTIAL EQUATION

THE ORDER OF A DIFFERENTIAL EQUATION IS THE SAME AS THE ORDER OF THE HIGHEST DERIVATIVE IT CONTAINS. EXAMPLE (1) AND (2) IS OF FIRST
ORDER WHILE (3) AND (4) IS OF SECOND ORDER.

 THE DEGREE OF A DIFFERENTIAL EQUATION IS THE SAME AS THE POWER OR EXPONENT OF THE HIGHEST ORDERED DERIVATIVE AFTER THE EQUATION
HAS BEEN RATIONALIZED AND CLEARED OF FRACTIONS WITH RESPECT TO ALL THE DERIVATIVES. EXAMPLE (1), (2) AND (4) IS OF FIRST DEGREE WHILE (4) IS OF
SECOND DEGREE.

 SOLUTIONS OF DIFFERENTIAL EQUATIONS

A SOLUTION OF A DIFFERENTIAL EQUATION IS A RELATION AMONG THE VARIABLES, FREE FROM DERIVATIVES OR DIFFERENTIALS AND WHICH SATISFIES
THE DIFFERENTIAL EQUATION IDENTICALLY.

KINDS OF SOLUTION:
1. GENERAL SOLUTION- IS A SOLUTION CONTAINING A NUMBER OF ARBITRARY CONSTANTS EQUAL TO THE ORDER OF THE EQUATION.
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2. PARTICULAR SOLUTION- IS A SOLUTION OBTAINED FROM GENERAL SOLUTION BY GIVING PARTICULAR VALUES TO THE CONSTANTS.
3. SINGULAR SOLUTION- IS A SOLUTION NOT CONTAINING ANY ARBITRARY CONSTANT AND IS NOT DEDUCIBLE FROM THE GENERAL SOLUTION BY GIVING
PARTICULAR VALUES TO THE ARBITRARY CONSTANTS IN IT.

SOLUTIONS TO FIRST-ORDER DIFFERENTIAL EQUATIONS

 SEPARATION OF VARIABLES (VARIABLE SEPARABLE)

THE DIFFERENTIAL EQUATION MdX + Ndy=0 IS VARIABLE SEPARABLE IF IT CAN BE WRITTEN IN THE FORM f 1 ( x ) g 1 ( y ) dx +f 2 ( x ) g 2 ( y ) dy=0 , THEN THE
GENERAL SOLUTION IS

f (x) g ( y)
∫ f 1 (x) dx +∫ g2 ( y ) dy=c
2 1

EX. OBTAIN THE GENERAL SOLUTION OF (1−x ) y' = y 2.

SOLN:

dy 2
 ( 1−x ) =y
dx
 ( 1−x ) dy= y2 dx
 ( 1−x ) dy− y2 dx=0
1
 [ ( 1−x ) dy− y 2 dx=0 ] [ ]
( 1−x ) y 2
( 1−x ) dy 2
y dx
 2
− 2
=0
(1−x ) y ( 1−x ) y
dy dx
 ∫ 2 −∫ =0
y 1−x
−1
y
 + ln (1−x )=ln c
−1
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1
 ln ( 1−x ) −ln c=
y
1−x 1
 ln( ¿=
c y
1−x
 y ln( ¿=1
c
2
EX. OBTAIN THE GENERAL SOLUTION OF xy 3 dx+ e x dy=0 .

SOLN:
2
 x y3 dx +e x dy=0
3 x2 1
 (x y dx +e dy=0) 2

y ex
3
2

x y 3 dx e x dy
 + 3 x =0 2 2

y3 ex y e
xdx dy
 + 3 =0
2

ex y
2
 x e x dx + y −3 dy =0
∫ x e x dx+∫ y−3 dy=0
2


−2
1 −x y 2

 e + =c
2 −2
−1 − x −2
( e + y )=c
2


2
2
 e− x + y −2=−2 c
2
 e− x + y −2=c

 HOMOGENEOUS FIRST ORDER DIFFERENTIAL EQUATION

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THE FUNCTION f (x , y ) IS SAID TO BE HOMOGENEOUS OF DEGREE k IN x AND , IF AND ONLY IF

f ¿ λx, λy)= λ k f ( x , y )

EX. DETERMINE WHETHER THE FUNCTION IS HOMOGENEOUS OR NOT.

1. f ( x , y )=x ln x − y ln y
SOLN:
 f ( x , y )=x ln x − y ln y
 f ( λ x , λ y )= λ x ln λ x− λ y ln λ y
 f ( λ x , λ y )= λ(x ln λ x− y ln λ y ) \\THE FUNCTION IS NOT HOMOGENEOUS
2 2
2. f ( x , y )=x −2 xy− y
SOLN:
 f ( x , y )=x 2−2 xy− y 2
 f ( λ x , λ y )=¿
 f ( λ x , λ y )= λ2 x 2−2 λ 2 xy −λ2 y 2
 f ( λ x , λ y )= λ2 (x 2−2 xy− y 2 ) \\THE FUNCTION IS HOMOGENEOUS OF SECOND DEGREE
y x
3. f ( x , y )=x sin − y sin
x y
SOLN:
y x
 f ( x , y )=x sin − y sin
x y
λy λx
 f ( λ x , λ y )= λ x sin −λ y sin
λx λy
y x
 f ( λ x , λ y )= λ x sin − λ y sin
x y
y x
 f ( λ x , λ y )= λ(x sin − y sin ) \\THE FUNCTION IS HOMOGENEOUS OF FIRST DEGREE
x y

IF THE DIFFERENTIAL EQUATION Mdx + Ndy=0 WHERE M (x , y ) AND N ( x , y) ARE BOTH HOMOGENEOUS FUNCTIONS OF THE SAME DEGREE, CONVERT THE
DIFFERENTIAL EQUATION INTO A VARIABLE SEPARABLE FUNCTION BY USING THE FOLLOWING SUBSTITUTIONS:

 x=vy OR y=vx
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dx=vdy + ydv dy =vdx + xdv

EX. OBTAIN THE GENERAL SOLUTION OF ( x−2 y ) dx+ ( 2 x + y ) dy=0 .

SOLN:

THE DIFFERENTIAL EQUATION IS HOMOGENEOUS OF FIRST DEGREE

LET: x=vy AND dx=vdy + ydv

 ( x−2 y ) dx+ ( 2 x + y ) dy=0

 [ ( vy¿−2 y ) ] ( vdy+ ydv ) +[2 ( vy ) + y ]dy =0
 v 2 ydy + v y 2 dv−2 vydy−2 y 2 dv+ 2 vydy + ydy=0
 v 2 ydy + v y 2 dv−2 y 2 dv + ydy=0
 ( v¿ ¿ 2 ydy + ydy)+(v y 2 dv−2 y 2 dv )=0 ¿
 ydy ( v2 +1 ) + y 2 dv ( v −2 )=0
1
 [ ydy ( v +1 ) + y dv ( v−2 ) =0]
2 2
2 2
y (v +1)
ydy ( v 2 +1 ) y 2 dv ( v−2 )
 2 2
+ 2 2 =0
y (v +1) y (v +1)
dy (v−2)dv
 + =0
y ( v 2+ 1 )
dy vdv dv
 ∫ +∫ 2 −2∫ 2 =0
y ( v +1 ) ( v +1 )
1
ln ( v + 1 )−2 arctan v=c
2
 ln y +
2
 2 ln y +ln ( ¿ ¿ v 2 +1)−4 arctan v=c ¿ ¿
 ln [ y 2 (¿ v 2+ 1)]−4 arctan v =c ¿
Where:
x
x=vy , v=
y
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 ln { y
2
[( x
y ]} x
¿¿¿ 2+1 −4 arctan =c
y

[ ( )]
2
2 x x
 ln y 2
+ 1 −4 arctan =c
y y

 ln y
[ ( )]
2 x2 + y2
y 2
x
−4 arctan =c
y
x
 ln ( x + y )−4 arctan
2 2
=c
y

EX. FIND THE GENERAL SOLUTION OF 2 ( 2 x 2 + y 2 ) dx−xy dy=0 .

SOLN:

THE DIFFERENTIAL EQUATION IS HOMOGENEOUS OF SECOND DEGREE

LET: y=vx AND dy =v dx + x dv

 2 ( 2 x 2 + y 2 ) dx−xy dy=0
 2 ¿2 x 2+ ¿ dx−x ( vx ) ( v dx + x dv )=0
 2 ( 2 x 2 + v 2 x 2 ) dx−v x 2 ( v dx+ x dv )=0
 4 x 2 dx +2 v 2 x2 dx−v 2 x 2 dx−v x 3 dv=0
 4 x 2 dx + v 2 x 2 dx −v x 3 dv =0
 x 2 dx ( 4+ v 2 )−v x 3 dv=0
1
 [ x ¿ ¿ 2 dx ( 4 +v ) −v x dv =0]
2 3
3 2
¿
x (4+ v )
x2 dx (4+ v 2) v x 3 dv
 − =0
x 3 (4+ v 2) x3 ( 4+ v 2)
dx v dv
 − =0
x 4+ v 2
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dx v dv
 ∫ x
−∫
4+ v
2
=0

1
 ln x− ln ( 4+ v )=ln c
2
2
 2 ln x−ln ( 4+ v 2 )=2 ln c
 ln ¿
 e ln ¿¿
2
x 2
 2
=c
4+ v
 x 2=c 2 ( 4+ v 2)

Where:

y
y=vx , v=
x
 x 2=c 2 ¿
2
2 2 y
 x =c (4+ 2
)
x
2 2
2 2 4x +y
 x =c ( 2
)
x
 x 4 =c 2 ( 4 x 2+ y 2)

 EXACT DIFFERENTIAL EQUATION

∂ ∂
THE DIFFERENTIAL EQUATION Mdx + Ndy=0 IS AN EXACT EQUATION IF M= N . THE GENERAL SOLUTION OF EXACT DIFFERENTIAL EQUATION
∂y ∂x
IS F=c .

TO DETERMINE THE VALUE OF F , USE THE EQUATION

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∂ ∂
F=M OR F=N
∂x ∂y

∂ F=M ∂ x ∂ F=N ∂ y

EX. FIND THE GENERAL SOLUTION OF ( x + y ) dx+ ( x− y ) dy=0 .

SOLN:

TEST WHETHER THE EQUATION IS EXACT OR NOT

∂ ∂
 M= N
∂y ∂x
∂ ∂
 M= ( x+ y )=1
∂y ∂y
∂ ∂
 N= ( x− y )=1
∂x ∂x
∂ ∂
 M= N =1 \\THE DIFFERENTIAL EQUATION IS EXACT
∂y ∂x

SINCE IT IS EXACT, WE CAN DETERMINE THE VALUE F USING EITHER

∂
F=M ; ∂ F=M ∂ x
∂x

OR

∂
F=N ; ∂ F=N ∂ y
∂y

∂F
SOLN (1): USING =M ; ∂ F=M ∂ x
∂x

M =x + y
 ∂ F=M ∂ x
 ∂ F=(x + y )∂ x
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 ∫ ∂ F=∫ ( x+ y)∂ x \\INTEGRATE PARTIALLY WITH RESPECT TO x TREATING y AS A CONSTANT

2
x \\SINCE WE TREAT y AS A CONSTANT, OUR CONSTANT OF INTEGRATION MUST BE A FUNCTION OF y .
 F= + xy +C( y)
2

TO DETERMINE C ( y ), WE ARE GOING TO USE THE FORMULA

∂
F=N ; WHERE N=x − y
∂y
2
∂ x
 [ + xy +C ( y ) ]=x− y
∂y 2
 0+ x +C ' ( y )=x − y
 C ' ( y )=− y

INTEGRATE C ' ( y) TO OBTAIN THE VALUE OF C ( y )

 ∫ C ' ( y ) =∫ − y
2
 C ( y )=
−y
2

SUBSTITUTE THE VALUE OF C ( y ) TO F

2
x
 F= + xy +C( y)
2
2 2
x
 F= + xy−
y
2 2

THE GENERAL SOLUTION OF AN EXACT EQUATION IS F=c

2 2
x y
 + xy− =c
2 2
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∂F
SOLN (2): USING =N ; ∂ F=N ∂ y
∂y

N=x − y
 ∂ F=N ∂ y
 ∂ F=(x − y) ∂ y
 ∫ ∂ F=∫ ( x− y )∂ y \\INTEGRATE PARTIALLY WITH RESPECT TO y TREATING x AS A CONSTANT
2
y
 F=xy− +C (x ) \\SINCE WE TREAT x AS A CONSTANT, OUR CONSTANT OF INTEGRATION MUST BE A FUNCTION OF .
2

TO DETERMINE C (x), WE ARE GOING TO USE THE FORMULA

∂
F=M ; WHERE M =x + y
∂x
2
∂ y
 [ xy− +C ( x ) ]=x+ y
∂x 2
'
 y +0+C ( x )=x + y
 C ' ( x )=x

INTEGRATE C ' ( x ) TO OBTAIN THE VALUE OF C (x)

 ∫ C ' ( x )=∫ x
2
 C ( y )=
x
2

SUBSTITUTE THE VALUE OF C (x) TO F

2
y
 F=xy− +C (x )
2
2 2
y x
 F=xy− +
2 2

THE GENERAL SOLUTION OF AN EXACT EQUATION IS F=c

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2 2
y x
 xy− + =c
2 2

EX. OBTAIN THE GENERAL SOLUTON OF ( 6 x + y 2 ) dx + y ( 2 x−3 y ) dy=0 .

SOLN:

TEST WHETHER THE EQUATION IS EXACT OR NOT

∂ ∂
 M= N
∂y ∂x
∂ ∂
 M= ( 6 x + y 2 )=2 y
∂y ∂y
∂ ∂

∂x
N=
∂x
[ y ( 2 x−3 y ) ]= ∂∂x ( 2 xy−3 y 2 )=2 y
∂ ∂
 M= N =2 y \\THE DIFFERENTIAL EQUATION IS EXACT
∂y ∂x

∂
SOLN (1): USING F=M ; ∂ F=M ∂ x
∂x
2
M =6 x + y

 ∂ F=M ∂ x
 ∂ F=( 6 x + y 2 ) ∂ x
 ∫ ∂ F=∫ (6 x+ y 2)∂ x \\INTEGRATE PARTIALLY WITH RESPECT TO x TREATING y AS A CONSTANT
2
x 2
 F=6( )+ y (x)+C ( y ) \\SINCE WE TREAT y AS A CONSTANT, OUR CONSTANT OF INTEGRATION MUST BE A FUNCTION OF y .
2
 F=3 x + x y 2+ C ( y )
2

TO DETERMINE C ( y ), WE ARE GOING TO USE THE FORMULA

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∂
F=N ; WHERE N=2 xy−3 y2
∂y

∂ 2 2 2
 [3 x + x y +C ( y ) ]=2 xy −3 y
∂y
 0+2 xy +C ' ( y )=2 xy−3 y 2
 C ' ( y )=−3 y 2

INTEGRATE C ' ( y) TO OBTAIN THE VALUE OF C ( y )

 ∫ C ' ( y ) =∫ −3 y 2
( )
3
y
 C ( y ) =−3
3
 C ( y ) =− y 3

SUBSTITUTE THE VALUE OF C ( y ) TO F

 F=3 x 2+ x y 2+ C ( y )
 F=3 x 2+ x y 2− y 3

THE GENERAL SOLUTION OF AN EXACT EQUATION IS F=c

 3 x 2+ x y 2− y 3=c

∂
SOLN (2): USING F=N ; ∂ F=N ∂ y
∂y
2
N=2 xy−3 y

 ∂ F=N ∂ y
 ∂ F=( 2 xy−3 y 2 ) ∂ y
 ∫ ∂ F=∫ (2 xy −3 y 2) ∂ y \\INTEGRATE PARTIALLY WITH RESPECT TO y TREATING x AS A CONSTANT
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( )
2 3
y y
 F=2 x −3( )+C (x) \\SINCE WE TREAT x AS A CONSTANT, OUR CONSTANT OF INTEGRATION MUST BE A FUNCTION OF .
2 3
2 3
 F=x y − y + C ( x )

TO DETERMINE C (x), WE ARE GOING TO USE THE FORMULA

∂
F=M ; WHERE M =6 x + y 2
∂x

∂

∂x
[ x y − y +C ( x ) ] =6 x+ y
2 3 2

 y 2 +0+C ' ( x )=6 x + y 2

 C ' ( x )=6 x

INTEGRATE C ' ( y) TO OBTAIN THE VALUE OF C ( y )

 ∫ C ' ( x )=∫ 6 x
2
x
 C ( x )=6( )
2
 C ( x )=3 x 2

SUBSTITUTE THE VALUE OF C ( y ) TO F

 F=x y 2 − y 3+ C ( x )
 F=x y 2 − y 3+ 3 x 2

THE GENERAL SOLUTION OF AN EXACT EQUATION IS F=c

 3 x 2+ x y 2− y 3=c

SHORTCUT SOLUTION ON EXACT DIFFERENTIAL EQUATION

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EX. FIND THE GENERAL SOLUTION OF ( x + y ) dx+ ( x− y ) dy=0 .

SOLN:

PARTIALLY INTEGRATE Mdx WITH RESPECT TO x , MAKING y AS A CONSTANT

M =x + y
 ∫ (x+ y) ∂ x
2
x
 + xy
2

CANCEL OUT ALL TERMS WITH x IN Ndy AND INTEGRATE

N=x − y
 ∫ ( x− y ) dy
 ∫− y dy
2
−y

2
COMBINE THE OBTAINED ANSWER AND EQUATE TO c

THEREFORE, THE GENERAL SOLUTION OF ( x + y ) dx+ ( x− y ) dy=0 IS

2 2
x y
 + xy− =c
2 2

EX. OBTAIN THE GENERAL SOLUTON OF ( 6 x + y 2 ) dx + y ( 2 x−3 y ) dy=0 .

SOLN:

PARTIALLY INTEGRATE Mdx WITH RESPECT TO x , MAKING y AS A CONSTANT

2
M =6 x + y
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 ∫ ( 6 x+ y 2 ) ∂ x
( )
2
x 2
 6 + y (x )
2
 3 x 2+ x y 2

CANCEL OUT ALL TERMS WITH x IN Ndy AND INTEGRATE

2
N= y ( 2 x−3 y )=2 xy−3 y
 ∫ ( 2 xy−3 y 2 ) dy
 ∫−3 y 2 dy
3
 −3(
y
)
3
 − y3
COMBINE THE OBTAINED ANSWER AND EQUATE TO c

THEREFORE, THE GENERAL SOLUTION OF ( 6 x + y 2 ) dx + y ( 2 x−3 y ) dy=0 IS

 3 x 2+ x y 2− y 3=c

 LINEAR FIRST ORDER DIFFERENTIAL EQUATION

AN EQUATION IS SAID TO BE LINEAR IF EACH TERM OF THE EQUATION IS EITHER LINEAR IN ALL THE DEPENDENT VARIABLES AND THEIR VARIOUS
DERIVATIVES OR DOES NOT CONTAIN ANY OF THEM.

GENERAL FORMS GENERAL SOLUTION

dy
1. + P ( x ) y=Q(x ) ↔ y . I . F=∫ Q ( x ) . I . F dx+ c
dx
WHERE: I . F=e∫ P ( x ) dx
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dx
2. + P ( y ) x=Q( y ) ↔ x . I . F=∫ Q ( y ) . I . F dy+ c
dy

WHERE: I . F=e∫ P ( y )dy

EX. OBTAIN THE GENERAL SOLUTION OF ( x 4 +2 y ) dx−xdy =0 .

SOLN:

THE DIFFERENTIAL EQUATION IS LINEAR IN y BUT 5TH DEGREE IN x , SO, IN ORDER TO OBTAIN ITS GENERAL SOLUTION WE ARE GOING TO USE THE (1)
FORM.

 ( x 4 +2 y ) dx−xdy =0
 xdy−( x 4 +2 y ) dx=0
1
 [ xdy−( x +2 y ) dx=0 ]
4
xdx
x dy ( x +2 y ) dx
4
 − =0
x dx x dx
4
dy x + 2 y
 − =0
dx x
dy 3 2 y
 −x − =0
dx x

dy −2
dx
+
x ( )
y=x 3

−2 3
P ( x )= , Q ( x )=x
x

 I . F=e∫ P ( x ) dx
−2
 I . F=e∫ x dx
 I . F=e−2 ln x
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−2 1
 I . F=x = 2
x

SUBSTITUTE THE VALUES OBTAINED TO THE FORMULA FOR GENERAL SOLUTION

 y . I . F=∫ Q ( x ) . I . F dx+ c

 y ( x1 )=∫ x ( x1 ) dx +c
2
3
2

y
2 ∫
 = x dx+ c
x
2
y x
 2
= +c
x 2
2 1 2
 y=x ( x +c)
2
1 4 2
 y= x + c x
2

EX. OBTAIN THE GENERAL SOLUTION OF ( y−2 ) dx + ( 3 x− y ) dy=0 .

SOLN:

THE DIFFERENTIAL EQUATION IS LINEAR IN x BUT 2ND DEGREE IN y , SO, IN ORDER TO OBTAIN ITS GENERAL SOLUTION WE ARE GOING TO USE THE (2)
FORM.

 ( y−2 ) dx + ( 3 x− y ) dy=0
1
 [ ( y−2 ) dx + ( 3 x− y ) dy=0]
( y−2 ) dy
( y−2 ) dx ( 3 x− y ) dy
 + =0
( y−2 ) dy ( y−2 ) dy
dx 3 x− y
 + =0
dy y −2
dx 3 x y
 + − =0
dy y−2 y−2
 18


dx
( )
+
dy y−2
3
x=
y
y−2
3 y
P ( y )= ,Q ( y )=
y−2 y−2
 I . F=e∫ P ( y )dy

 ∫ ( y−2
3
)dy
I . F=e
 I . F=e 3 ln( y−2)
 I . F=( y−2)3

SUBSTITUTE THE VALUES OBTAINED TO THE FORMULA FOR GENERAL SOLUTION

 x . I . F=∫ Q ( y ) . I . F dy+ c
 x¿
 x¿
 x¿
 x¿
 x¿
 x¿

 BERNOULLI’S EQUATION

GENERAL FORMS GENERAL SOLUTION

dy
1. + P ( x ) y=Q ¿ ↔ y 1−n . I . F=(1−n)∫ Q ( x ) . I . F dx +c
dx
WHERE: I . F=e(1−n)∫ P ( x ) dx

dx
+ P ( y ) x=Q( y )x ↔ x 1−n . I . F=(1−n)∫ Q ( y ) . I . F dy +c
n
2.
dy

WHERE: I . F=e(1−n)∫ P ( y ) dy
 19

EX. OBTAIN THE GENERAL SOLUTION OF y ' =csc x− y 2 cot x .

SOLN:

 y y ' =csc x− y 2 cot x

' 2 1
 ( y y =csc x− y cot x)
y
' 2
y y csc x y cot x
 = −
y y y
' csc x
 y= − y cot x
y
 y ' + y cot x =csc x( y−1)

P ( x )=cot x ,Q ( x )=csc x ,n=−1

 I . F=e(1−n)∫ P ( x ) dx
 I . F=e [1−(−1 )]∫ cot x dx
 I . F=e 2 ln sin x
 I . F=sin2 x

SUBSTITUTE TO FORMULA (1) OF THE GENERAL SOLUTION

. I . F=(1−n)∫ Q ( x ) . I . F dx +c
1−n
 y
 y [1− (−1)] si n x=[1−(−1 ) ] ∫ csc x si n x dx +c
2 2

 y sin x=2∫
2 2
( sin1 x ) sin xdx+ c
2

 y sin x=2∫ sin x dx+ c

2 2

 y 2 sin2 x=2¿
 y 2 sin2 x=−2cos x+ c
 20

EX. OBTAIN THE GENERAL SOLUTION OF ( x + y 2 ) dx−( 1+ x 2 ) dy=0 .

SOLN:

 y ( x+ y 2 ) dx−( 1+ x 2 ) dy=0
 ( 1+ x 2 ) dy− y ( x + y 2 ) dx=0
1
 [ ( 1+ x ) dy −( xy + y ) dx=0 ]
2 3

( 1+ x 2 ) dx
( 1+ x 2) dy ( xy + y 3 ) dx
 − =0
( 1+ x 2) dx ( 1+ x 2) dx
3
dy xy + y
 − =0
dx 1+ x 2
3
dy xy y
 − − =0
dx 1+ x 1+ x 2
2


dy
+
−x
dx 1+ x 2 ( ) ( )
y=
1
1+ x
2
y
3

−x 1
P ( x )= 2
, Q ( x )= 2
,n=3
1+ x 1+ x

 I . F=e(1−n)∫ P ( x ) dx
−x
(1−3)∫ ( )dx
 1+ x
2

I . F=e

I . F=e
−2∫
( 1+x
−x
) dx2


I . F=e
∫ ( 1+x2 x ) dx
2

2
 I . F=e ln(1+ x )
 I . F=1+ x 2

SUBSTITUTE TO FORMULA (1) OF THE GENERAL SOLUTION

 21

. I . F=(1−n)∫ Q ( x ) . I . F dx +c
1−n
 y
1
 y ( 1+ x ) =(1−3)∫ (
1−3 2 2
2
)(1+ x ¿)dx +c ¿
1+ x
 y ( 1+ x )=−2∫ dx +c
−2 2

2
1+ x
 2
=−2 x +c
y
 1+ x 2=−2 x y 2 +c y 2

SOME PHYSICAL APPLICATIONS OF FIRST-ORDER DIFFERENTIAL EQUATIONS

 THE LAW OF GROWTH AND DECAY

IF THE RATE OF POPULATION GROWTH OR DECAY IS PROPORTIONAL TO THE PRESENT POPULATION P :
dP dP
 αP OR =kP
dt dt

THEN,

 Pt =P0 e± kt

WHERE:

Pt =¿ POPULATION AT ANY TIME t

P0=¿ POPULATION DURING t=0

k =¿ CONSTANT OF PROPORTIONALITY

¿ FOR GROWTH CONDITION

 22

¿ FOR DECAY CONDITION

 NEWTON’S LAW OF COOLING

THE SURFACE TEMPERATURE OF A COOLING BODY CHANGES AT THE RATE PROPORTIONAL TO THE DIFFERENCE IB TEMPERATURE BETWEEN THE
OUTSIDE MEDIUM AND THE BODY ITSELF.
dT
 =−k (T −T s )
dt

THE SOLUTION IS:

 T =T s +(T 0−T s )e−kt

WHERE:

T =¿ TEMPERATURE OF THE BODY AT ANY TIME t

T 0=¿ TEMPERATURE DURING t=0 (INITIAL TEMPERATURE OF THE BODY)

T s=¿ TEMPERATURE OF THE SURROUNDING

k =¿ CONSTANT OF PROPORTIONALITY

 CHEMICAL CONVERSION
IN A CERTAIN CHEMICAL REACTIONS IN WHICH SUBSTANCE A IS BEING CONVERTED INTO ANOTHER SUBSTANCE, THE TIME RATE OF CHANGE OF THE
AMOUNT Q OF THE UNCONVERTED SUBSTANCE IS PROPORTIONAL TO .
dQ dQ
 αQ OR =kQ
dt dt

THEN,

 Q t =Q 0 e± kt

WHERE:

Qt =¿ AMOUNT AT ANY TIME t

 23

Q0=¿ AMOUNT DURING t=0

k =¿ CONSTANT OF PROPORTIONALITY

 FLOW PROBLEMS

SOLUTIONS IN WHICH SOME SUBSTANCE IS VARYING BECAUSE OF CERTAIN PHYSICAL OR CHEMICAL ACTIONS ARE USUALLY ANALYZED IN ACCORDANCE
WITH THE FOLLOWING RELATION:

dQ
 =Ri−R o
dt

WHERE:

dQ
=¿RATE OF CHANGE OF THE SUBSTANCE IN VOLUME
dt

Ri=¿ RATE OF INFLOW

R0 =¿ RATE OF OUTFLOW

 LINEAR EQUATIONS WITH CONSTANT COEFFICIENTS

GENERAL LINEAR EQUATION

n n−1
d y d y dy
(
 b0 x ) n
(
+ b1 x ) n−1
+…+b n−1 ( x ) +b n ( x ) y=R(x )
dx dx dx

IF ( x )=0 ; THE EQUATION IS HOMOGENEOUS

IF (x )≠ 0 ; THE EQUATION IS NON-HOMOGENEOUS

 24

DIFFERENTIAL OPERATORS (D)

DENOTES THE DIFFERENTIATION WITH RESPECT TO .

n
n d y
 D y= n
dx

EX.
3
d y
' '' 3
 y = 3
=D y
dx
5
(5 ) d y 5
 y = 5 ¿D y
dx

 SOLUTION TO HOMOGENEOUS-HIGHER ORDER LINEAR DIFFERENTIAL EQUATION (H-HOLDE)

1. EXPRESS THE PROBLEM IN D-OPERATOR FORM.

2. OBTAIN THE AUXILIARY EQUATION.
3. DETERMINE THE ROOTS OF THE AUXILIARY EQUATION.
4. ANALYZE THE NATURE OF THE ROOTS ( DISTINCT, REPEATED, OR IMAGINARY/COMPLEX CONJUGATE)

CASE (1): DISTINCT ROOTS

GENERAL SOLUTION:
m1 x m2 x m3 x mn x
 y=C 1 e +C 2 e + C3 e +…+C n e

EX. OBTAIN THE GENERAL SOLUTION OF y ' ' − y ' −2 y=0 .

SOLN:
 25

2
d y dy
 2
− −2 y=0 \\FACTOR OUT y
d x dx
2
d d
 ( 2 − −2) y=0 \\EXPRESS IN D-OPERATOR FORM
dx dx
 ( D2−D−2 ) y=0 \\OBTAIN THE AUXILIARY EQUATION
2
 m −m−2=0 \\FIND THE ROOTS OF THE AUXILIARY EQUATION
 ( m−2 )( m+1 )=0
 m 1=2 ,∧m2=−1 \\ROOTS ARE DISTINCT

THEREFORE, THE GENERAL SOLUTION IS

 y=C 1 e2 x +C 2 e−x

EX. OBTAIN THE GENERAL SOLUTION OF ( D ¿ ¿ 3+2 D 2−8 D) y=0 ¿ .

SOLN:

 ( D ¿ ¿ 3+2 D 2−8 D) y=0 ¿ \\OBTAIN THE AUXILIARY EQUATION

 m 3 +2 m2 −8 m=0 \\FIND THE ROOTS OF THE AUXILIARY EQUATION
 m ( m+ 4 )( m−2 )=0
 m 1=0 , m 2=−4 ,∧m3 =2 \\ROOTS ARE DISTINCT

THEREFORE, THE GENERAL SOLUTION IS

 y=C 1 e0 x + C2 e−4 x +C 3 e2 x
 y=C 1 +C 2 e−4 x + C3 e 2 x

CASE (2): REPEATED ROOTS

GENERAL SOLUTION:

 y=C 1 emx +C 2 xe mx +C 3 x 2 e mx +…+ Cn x n−1 e mx

 26

EX. FIND THE GENERAL SOLUTION OF ( 4 D 2−4 D+1 ) y=0 .

SOLN:

 ( 4 D2−4 D+1 ) y=0 .

 4 m 2−4 m+1=0
 ( 2 m−1 ) ( 2m−1 )=0
1 1
 m 1= ,∧m 2= \\THE ROOTS ARE THE SAME/ REPEATED
2 2

THEREFORE, THE GENERAL SOLUTION IS

1 1
x x
 y=C e 2 +C x e 2
1 2

EX. FIND THE GENERAL SOLUTION OF ( D 3−4 D2 + 4 D ) y=0 .

SOLN:

 ( D3−4 D2 + 4 D ) y=0
 m 3−4 m2+ 4 m=0
 m ( m−2 ) ( m−2 )=0
 m 1=0 , m 2=2 ,∧m3=2 \\m 2 AND m 3ARE THE SAME/ REPEATED

THEREFORE, THE GENERAL SOLUTION IS

 y=C 1 e0 x + C2 e2 x +C 3 x e 2 x
 y=C 1 +e 2 x (C 2+C 3 x )

CASE (3): IMAGINARY ROOTS (COMPLEX CONJUGATE)

 m=a ±bi
 27

GENERAL SOLUTION:

 y=C 1 e ax cos bx +C 2 e ax sin bx

EX. WHAT IS THE GENERAL SOLUTION OF ( D 3 +2 D 2 + D+2 ) y=0 ?

SOLN:

 ( D3 +2 D2 + D+2 ) y=0
 m 3 +2 m2 +m+2=0 \\USE CALCULATOR TO OBTAIN THE ROOTS
 m 1=−2 , m2=i,∧m 3=−i
 m 1=−2 , ¿ m2=±i \\m 2 IS AN IMAGINARY ROOT/ COMPLEX CONJUGATE a=0 AND b=1

THEREFORE, THE GENERAL SOLUTION IS

 y=C 1 e−2 x + C2 e 0 x cos x+C 3 e 0 x sin x

 y=C 1 e−2 x + C2 cos x +C3 sin x

EX. FIND THE GENERAL SOLUTION OF ( D 4+ 2 D 3 +10 D2 ) y=0 .

SOLN:

 ( D 4+ 2 D3 +10 D2 ) y=0
 m 4 +2 m 3 +10 m2=0
 m 1=0 , m 2=0 , m 3=−1+3 i ,∧m4 =1−3 i \\m 1 AND m 2 ARE EQUAL/ REPEATED WHILE m 3 AND m 4 ARE COMPLEX CONJUGATE WHERE a=−1 AND
b=3

THEREFORE, THE GENERAL SOLUTION IS

 y=C 1 e0 x + C2 x e 0 x +C 3 e− x cos 3 x +C 4 e−x sin 3 x

 y=C 1 +C 2 x +C3 e−x cos 3 x +C 4 e−x sin 3 x
 28

 SOLUTION TO A NON-HOMOGENEOUS DIFFERENTIAL EQUATION

1. DETERMINE THE SOLUTION OF THE LEFT-HAND MEMBER OF THE EQUATION USING THE METHODS DISCUSSED IN H-HOLDE.
2. EQUATE THE RIGHT-HAND MEMBER OF THE EQUATION TO y AND DETERMINE THE POSSIBLE ROOTS USED TO OBTAIN IT.
3. DETERMINE THE INITIAL VALUE OF THE PARTICULAR SOLUTION USING THE ROOTS OBTAINED IN (2). USE THE SAME METHOD IN FINDING THE GENERAL
SOLUTION OF A H-HOLDE.
4. INSTEAD OF USING C 1 , C 2 , C3 AND SO ON AS THE COEFFICIENTS OF THE PAERTICULAR SOLUTION, USE A , B ,C AND SO ON.
5. DIFFERENTIATE THE PARTICULAR SOLUTION. THE HIGHEST DEGREE OF THE D-OPERATOR DETERMINES THE ORDER OF DIFFERENTIATION OF THE
PARTICULAR SOLUTION.
6. SUBSTITUTE THE VALUES OBTAINED AFTER DIFFERENTIATING THE PARTICULAR SOLUTION TO THE ORIGINAL PROBLEM.
7. DETERMINE THE VALUES OF A , B ,C AND SO ON BY EQUATING THE COEFFICIENTS OF EACH OF THE SET OF LINEARLY INDEPENDENT FUNCTIONS.
8. SUBSTITUTE THE VALUES TO THE INITIAL PARTICULAR SOLUTION.
9. THE GENERAL SOLUTION OF A NON-HOMOGENEOUS EQUATION IS THE ANSWER OBTAINED IN (1) PLUS THE ANSWER OBTAINED IN (8).
 y= y c + y p

EX. FIND THE GENERAL SOLUTION OF ( D 2−6 D+ 9 ) y=e x .

SOLN:

(1) ( D 2−6 D+ 9 ) y=0

 m 2−6 m+9=0
 m 1=3 , m 2=3
 y c =C 1 e3 x +C 2 x e 3 x
 y c =e3 x ¿ ¿)
(2) y=e x
THE POSSIBLE ROOT USED IN ORDER TO OBTAIN IT IS m=1
x
(3) y p=C 1 e
x
(4) y p= A e
(5) THE HIGHEST EXPONENT OF THE D-OPERATOR IS 2, SO WE ARE GOING TO DIFFERENTIATE THE PARTICULAR SOLUTION TWICE.
 29

 y p= A e x
x
 D ( y p )= A e
2 x
 D ( y p )= A e
(6) ( D 2−6 D+ 9 ) y p=e x
2 x
 D ( y p )−6 D ( y p ) + 9 y p=e
 A e x −6 A e x + 9 A e x =e x
 4 A e x =e x
(7) EQUATE THE COEFFICIENT OF e x
 4 A=1
1
 A=
4
x
(8) y p= A e
1 x
 y p= e
4
(9) THE GENERAL SOLUTION OF THE EQUATION IS
 y= y c + y p
 y=e3 x ¿ ¿

EX. FIND THE GENERAL SOLUTION OF ( D 2 + 4 ) y=15 e x −8 x2 .

SOLN:

(1) ( D 2 + 4 ) y=0
 m 2 +4=0
 m=± 2 i
 y c =C 1 e0 x cos 2 x +C2 e 0 x sin 2 x
 y c =C 1 cos 2 x +C 2 sin 2 x
(2) y=15 e x −8 x 2

TO OBTAIN 15 e x , THE POSSIBLE ROOT USED IS 1

 30

 y=C 1 e x

WHILE TO OBTAIN −8 x 2, THE POSSIBLE ROOTS ARE 0 , 0 , 0

 y=C 1 e0 x + C2 x e 0 x +C 3 x 2 e0 x
 y=C 1 +C 2 x +C3 x 2
(3) m=1 , 0 , 0 , 0
 y p=C 1 e x + C2 e 0 x + C3 x e 0 x +C 4 x 2 e 0 x
 y p=C 1 e x + C2 +C 3 x +C 4 x2
x 2
(4) y p= A e + B+Cx + D x
(5) THE HIGHEST EXPONENT OF THE D-OPERATOR IS 2, SO WE ARE GOING TO DIFFERENTIATE THE PARTICULAR SOLUTION TWICE.
 y p= A e x + B+Cx + D x 2
x
 D ( y p )= A e +C +2 Dx
2 x
 D ( y p )= A e +2 D
(6) ( D 2 + 4 ) y p=15 e x −8 x2
2 x 2
 D ( y p ) +4 y p=15 e −8 x
 A e x +2 D+4 ( A e x + B+Cx + D x2 ) =15 e x −8 x 2
 A e x +2 D+4 A e x + 4 B+4 Cx+4 D x 2=15 e x −8 x2
 5 A e x +2 D+ 4 B+ 4 Cx+ 4 D x 2=15 e x −8 x 2
(7) EQUATE COEFFICIENTS OF e x
 5 A=15
 A=3
EQUATE COEFFIECIENTS OF x 2
 4 D=−8
 D=−2
EQUATE COEFFICIENTS OF x
 4 C=0
 C=0
EQUATE CONSTANTS
 2 D+4 B=0
 31

 2 (−2 ) +4 B=0
 −4+ 4 B=0
 B=1
x 2
(8) y p= A e + B+Cx + D x
 y p=¿
 y p=3 e x +1−2 x 2
(9) THE GENERAL SOLUTION OF THE EQUATION IS
 y= y c + y p
 y=C 1 cos 2 x +C 2 sin 2 x +3 e x + 1−2 x 2

 LAPLACE TRANSFORM (PIERRE-SIMON LAPLACE)

IS AN INTEGRAL TRANSFORM THAT CONVERTS A FUNCTION OF A REAL VARIABLE t (OFTEN TIME) TO A COMPLEX VARIABLE s (COMPLEX FREQUENCY).

THE LAPLACE TRANSFORM OF A FUNCTION f (t), DEFINED FOR ALL REAL NUMBERS t ≥ 0 , IS THE FUNCTION F (s ) WHICH IS A UNILATERAL TRANSFORM
DEFINED BY
∞
L { f ( t ) }=F ( s )=∫ f (t)e
−st
dt
0

WHERE s IS A COMPLEX NUMBER FREQUENCY PARAMETER

s=ϑ +iω

EX. WHAT IS THE LAPLACE TRANSFORM OF f ( t )=e−2 t ?

SOLN:

USING ITS DEFINITION

∞
 L { f ( t ) }=F ( s )=∫ f (t)e
−st
dt
0
 32

∞
 L {e
−2 t
} =F ( s )=∫ (e−2 t )e−st dt
0
∞
 F ( s )=∫ e
−2 t−st
dt
0
∞
 F ( s )=∫ e
− ( s +2) t
dt
0
∞
−1
 F ( s )= ∫
( s+ 2 ) 0
−( s +2 ) e
− ( s +2) t
dt

−1
 F ( s )=
( s+ 2 )
∫ e du
u

−1
 F ( s )= ¿
( s+ 2 )
−1
 F ( s )= ¿
( s+ 2 )

 F ( s )=
−1
( s+ 2 ) e [ 1
( s +2) ( ∞ ) ]
−[
−1
( s +2 ) e [ 1
]
( s +2) ( 0 )
]

 F ( s )=
−1 1
( s+ 2 ) e ∞ ( )
+
1 1
( 0)
( s +2 ) e
∞ 0
(RECALL: a =∞ , a =1 ,
a
∞
=0)

 F ( s )=
−1 1
( )
+
( s+ 2 ) ∞ ( s +2 ) 1
1 1
( )

−1 1
 F ( s )= ( 0) + (1)
( s+ 2 ) ( s +2 )
1
 F ( s )=
( s+ 2 )

EX. FIND THE LAPLACE TRANSFORM OF ( t )=cos 2 t .

SOLN:
 33

∞
 F ( s )=∫ e
−st
f ( t ) dt
0
∞
 F ( s )=∫ e
−st
cos 2 t dt
0

−st
LET: u=cos 2 t dv =e dt

−1 −st
du=−2 sin 2t dt v= e
s
∞ ∞
 F ( s )=∫ e
0
−st
cos 2 t dt=cos 2t
s (
−1 − st
e −∫ (
0
−1 −st
s )
e )(−2 sin 2 t dt)
∞ ∞
−1 −st 2
 ∫e −st
cos 2 t dt=
s
e cos 2 t− ∫ sin 2 t e dt
s 0
−st

−st
LET: u=sin 2t dv =e dt

−1 −st
du=2 cos 2 t dt v= e
s
∞ ∞
 F ( s )=∫ e
0
−st
cos 2 t dt=
−1 − st
s
2
e cos 2t− [sin2 t
s
−1 −st
s
e −∫ (
0 s (
−1 −st
)
e )(2 cos 2 t dt)¿ ]¿
∞ ∞
−1 −st 2 −st 4
 ∫e −st
cos 2 t dt=
s
e cos 2 t+ 2 e sin 2t− 2 ∫ e cos 2 t dt
s s 0
−st

0
∞ ∞
4 −1 −st 2 −st
 ∫e −st
cos 2 t dt+ 2 ∫ e cos 2 t dt=
s 0
−st
s
e cos 2 t+ 2 e sin 2t
s
0
∞


( )∫ e
4
1+ 2
s 0
−st
cos 2 t dt=
−1 − st
s
2 −st
e cos 2t + 2 e sin 2t
s
2 ∞
s +4 −1 −st 2 −st
2 ∫
−st
 e cos 2 t dt= e cos 2 t+ 2 e sin 2 t
s 0 s s
 34

∞ 2
s −1 −st 2 − st
 F ( s )=∫ e
−st
cos 2 t dt= 2
( e cos 2 t+ 2 e sin 2 t)
0 s +4 s s
2
s
 F ( s )= 2
¿
s +4
2
s
 F ( s )= 2 ¿
s +4
2
−s −1
 F ( s )= 2 ( )
s +4 s
s
 F ( s )= 2
s +4

TABLE OF LAPLACE TRANSFORM

f (t) F (s )
1. δ (t) 1
2. u(t ) 1
s
3. t 1
2
s
4. t n n!
n+1
s
5. e at 1
s−a
6. e−at 1
s +a
7. sin bt b
2 2
s +b
8. cos bt s
2 2
s +b
9. sinh bt b
2 2
s −b
 35

10. cosh bt s
2 2
s −b

EX. WHAT IS THE LAPLACE TRANSFORM OF ( t )=cos 2 t ?

SOLN:

s
FROM THE TABLE, THE L { cos bt }= 2 2 WHERE b=2
s +b

s s
 F ( s )=L {cos 2t }= 22
= 2
s +2 s + 4

EX. WHAT IS THE LAPLACE TRANSFORM OF f ( t )=t 2

SOLN:

n!
FROM THE TABLE, THE L { t }=
n
n+1 WHERE n=2
s

2! 2
 F ( s )= 2+1
= 3
s s

PROPERTIES OF LAPLACE TRANSFORM

1. LINEARITY PROPERTY

IF L { f ( t ) }=F (s) AND L { g ( t ) } =G(s ), THEN L { af ( t ) ± bg(t) }=a L { f (t ) } ± b L { g ( t ) }

EX. FIND THE LAPLACE TRANSFORM OF ( t )=10 t 3 −4 cos t .

SOLN:

LET: g ( t )=10 t
3
AND h ( t )=−4 cos t
 36

USING THE TABLE OF LAPLACE TRANSFORMS

 G ( s )=10 ( s3 ! )= 60s
3 +1 4

 H ( s )=−4
( s +1 ) s +1
s
2
=2
−4 s
2

 F ( s )=G ( s )+ H (s )
60 −4 s
 F ( s )= 4
+ 2
s s +1
60 4s
 F ( s )= 4 − 2
s s +1

EX. FIND THE LAPLACE TRANSFORM OF ( t )=2−e 4 t−3 sin 6 t .

SOLN:

USING THE TABLE OF LAPLACE TRANSFORMS

 F ( s )=2 ( 1s )− s−41 −3 ( s +66 )

2 2

2 1 18
 F ( s )= − − 2
s s−4 s +36

2. FIRST SHIFTING PROPERTY( FREQUENY SHIFTING)

IF L { f ( t ) }=F ( s ) , THEN FREQUENCY SHIFTING PROPERTY STATES THAT L {e at f ( t ) }=F (s−a) .

EX. FIND THE LAPLACE TRANSFORM OF ( t )=e 2 t t 3 .

SOLN:

SOLVE ONLY THE LAPLACE TRANSFORM OF t 3 .

 37

3! 6
 L {t }=
3
3+1
= 4
S S

CHANGE s TO s−a

6
 L { e t }=F ( s−2 ) =
2t 3
4
(s−2)

EX. FIND THE LAPLACE TRANSFORM OF ( t )=e−5 t sinh 4 t .

SOLN:

SOLVE ONLY THE LAPLACE TRANSFORM OF sinh 4 t

1 1
 L {sinh 4 t }= 2 2
= 2
s −4 s −16

CHANGE s TO s−a

 L { e−5 t sinh 4 t } =F [ s−(−5 ) ] =F (s +5)

1
 F ( s+5 )= 2
( s+5) −16
1
 F ( s+5 )= 2
s +10 s+25−16
1
 F ( s+5 )= 2
s +10 s+ 9

3. SECOND SHIFTING PROPERTY( TIME SHIFTING)

IF L { f ( t ) }=F ( s ) AND ( t )= {f ( t−a ) t >0

0 t< 0
, THEN TIME SHIFTING PROPERTY STATES THAT L { g ( t ) } =G ( s )=e
−as
F (s) .

EX. FIND THE LAPLACE TRANSFORM OF ( t )=¿ .

SOLN:
 38

SOLVE ONLY THE LAPLACE OF t 4

4 ! 24
 F ( s )=L { t }=
4
4 +1
= 5
s s

MULTIPLY F ( s ) BY e−as , WHERE a=1

 G ( s )=e−as F(s)
−s 24
 G ( s )=e ( 5
)
s
−s
24 e
 G ( s )= 5
s

EX. FIND THE LAPLACE TRANSFORM OF ( t )=¿ .

SOLN:

SOLVE ONLY THE LAPLACE OF t 3

3! 6
 F ( s )=L { t } =
3
3 +1
= 4
s s

MULTIPLY F ( s ) BY e−as , WHERE a=2

 G ( s )=e−as F(s)
−2 s 6
 G ( s )=e ( 4
)
s
−2 s
6e
 G ( s )= 4
s

4. MULTIPLICATION BY POWER OF t

IF L { f ( t ) }=F ( s ) , THEN L {t n f ( t ) }=G ( s )=¿ .

 39

EX. FIND THE LAPLACE TRANSFORM OF ( t )=t cos 2t .

SOLN:

SOLVE THE LAPLACE TRANSFORM OF f ( t )=cos 2t

s s
 F ( s )=L{cos 2 t }= 2
2
= 2
s +2 s +4

DIFFERENTIATE F (s ). THE POWER OF t DETERMINES THE ORDER OF DIFFERENTIATION.

 L {t n f ( t ) }=G ( s )=¿

 L { t cos 2 t }=G ( s )=(−1)

d
{ } s
ds s +4
2 \\FIRST DERIVATIVE OF F (s )

 G ( s )=−¿
2
s + 4−s ( 2 s )
 G ( s )=−[ 2
]
( s2 + 4 )
2
−s +4
 G ( s )=−[ 2
]
( s2 + 4 )
2
s −4
 G ( s )= 2
( s2 +4 )
EX. FIND THE LAPLACE TRANSFORM OF ( t )=t 2 sinh t .

SOLN:

SOLVE THE LAPLACE TRANSFORM OF f ( t )=sinh t

1
 F ( s )=L{sinh t }= 2
s −1

DIFFERENTIATE F (s ). THE POWER OF t DETERMINES THE ORDER OF DIFFERENTIATION.

 40

 L {t n f ( t ) }=G ( s )=¿
 L {t 2 sinh t }=G ( s ) =¿ \\SECOND DERIVATIVE OF F ( s )

FOR THE FIRST DERIVATIVE OF F (s )

−d 2
(s −1)
 ' ds
F ( s )= ¿¿¿
 F ' ( s )=
−2 s
¿¿¿
FOR THE SECOND DERIVATIVE OF F (s )

 F '' ( s )=¿ ¿ ¿
 F '' ( s )=¿ ¿ ¿
2 2 2
'' −2(s −1)(s −1−4 s )
 F ( s )=
(s 2−1) 4
2
'' −2(−3 s −1)
 F ( s )=
(s 2−1)3

THEREFORE

 L {t 2 sinh t }=G ( s ) =¿
 G ( s )=¿
2
2(3 s +1)
 G ( s )= 2
( s −1)3

5. DIVISION BY t

{ }
∞
f (t) f (t)
IF L { f ( t ) }=F ( s ) , THEN L =G ( s ) =∫ F ( u ) du PROVIDED lim [ ] EXISTS.
t s t →0 t
 41

cos 4 t−cos 2 t
EX. FIND THE LAPLACE TRANSFORM OF ( t )= .
t

SOLN:

DETERMINE THE LAPLACE TRANSFORM OF f ( t )=cos 4 t−cos 2t

s s
 F ( s )= 2
− 2 2
2
s + 4 s +2
s s
 F ( s )= 2 − 2
s +16 s + 4

CHANGE F (s ) TO F (u) AND SUBSTITUTE TO THE FORMULA

u u
 F ( u )= − 2
2
u +16 u + 4

{ }
∞
f (t)
 L =G ( s ) =∫ F ( u ) du
t s

{ }
∞
cos 4 t−cos 2 t u u
 L =G ( s )=∫ ( 2 − 2 )du
t s u +16 u +4
∞ ∞
u u
 G ( s )=∫ 2
du−∫ 2 du
s u +16 s u +4
1 2 1 2
 G ( s )= ln (¿ u +16)− ln (u + 4)¿
2 2
1
 G ( s )= ¿
2
1
 G ( s )= ln ¿ ¿
2
1
 G ( s )= ln¿ ¿
2
1
 G ( s )= ln ¿ ¿
2
 42

16 16
1+ 2
1+ 2
1 ∞ 1 s
 G ( s )= ln(¿ )− ln(¿ )¿ ¿
2 4 2 4
1+ 2 1+ 2
∞ s
16
1+ 2
−1 s
 G ( s )= ln (¿ )¿
2 4
1+ 2
s
2
−1 s +16
 G ( s )= ln ( 2 )
2 s +4
2
1 s +4
 G ( s )= ln( 2 )
2 s +16
2
sin t
EX. FIND THE LAPLACE TRANSFORM ( t )= .
t

SOLN:

DETERMINE THE LAPLACE TRANSFORM OF f ( t )=sin 2 t

2 1
 f ( t )=sin t= (1−cos 2 t)
2
1 1 s
 F ( s )= ( − )
2 s s +22
2

1 1 s
 F ( s )= ( − 2 )
2 s s +4

CHANGE F (s ) TO F (u) AND SUBSTITUTE TO THE FORMULA

1 1 u
 F (u)= ( − )
2 u 2
u +4

{ }
∞
f (t)
 L =G ( s ) =∫ F ( u ) du
t s
 43

{ }
2 ∞
s¿ t 1 1 u
 L =G ( s )=∫ ( − 2 )du
t s 2 u u +4
∞
1
 G ( s )= ∫( 1 − u ) du
2 s u u2 +4
1
 G ( s )= ¿ ]
2
1
 G ( s )= ¿
2
1
 G ( s )= ¿
4
1
 G ( s )= ln ¿
4
1
 G ( s )= ln ¿ ¿
4
1 1 1 1
G ( s )= ln ( )− ln( )
 4 4 4 4
1+ 2 1+ 2
∞ s
−1 1
G ( s )= ln ( )
 4 4
1+ 2
s
2
−1 s
 G ( s )= ln ( 2 )
4 s +4
2
1 s +4
 G ( s )= ln ( 2 )
4 s

6. LAPLACE TRANSFORM OF DERIVATIVES

FOR FIRST ORDER DERIVATIVE:

 L {f ' ( t ) }=s L { f ( t ) }−f (0)

FOR SECOND ORDER DERIVATIVE:

 44

 L {f '' (t ) }=s 2 L { f ( t ) } −sf ( 0 )−f ' (0)

FOR THIRD ORDER DERIVATIVE:

 L {f '' ' ( t ) }=s 3 L { f ( t ) }−s2 f ( 0 )−sf ' ( 0 )−f ' ' (0)

FOR n-ORDER DERIVATIVE:

 L {f n ( t ) }=s n L { f ( t ) }−s n−1 f ( 0 )−sn−2 f ' ( 0 )−…−f (n ) ( 0 )

EX. FIND THE LAPLACE TRANSFORM OF f ( t )=t 3 USING THE TRANSFORM OF DERIVATIVES.

SOLN:

DIFFERENTIATE THE FUNCTION TO AN ORDER OF YOUR CHOICE. IN THIS EXAMPLE, WE ARE GOING TO USE THE THIRD ORDER DERIVATIVE OF THE FUNCTION.

 f ( t )=t 3 f ( 0 )=0
 f ' ( t )=3 t 2 '
f ( 0 )=0
 f '' ( t ) =6 t ''
f ( 0 )=0
 f '' ' ( t )=6

SUSTITUTE THE VALUES TO THE FORMULA FOR THIRD ORDER DERIVATIVE

 L {f '' ' ( t ) }=s 3 L { f ( t ) }−s2 f ( 0 )−sf ' ( 0 )−f ' ' (0)
 L { 6 }=s 3 L { t 3 }−s 2 ( 0 )−s ( 0 )−0
6 3 3
 =s L {t }
s
6 6
 L { t } =F ( s ) =
3
3
= 4
s(s ) s

EX. FIND THE LAPLACE TRANSFORM OF f ( t )=e3 t USING THE TRANSFORM OF DERIVATIVES.

SOLN:
 45

DIFFERENTIATE THE FUNCTION TO AN ORDER OF YOUR CHOICE. IN THIS EXAMPLE, WE ARE GOING TO USE THE FIRST ORDER DERIVATIVE OF THE FUNCTION.

 f ( t )=e3 t f ( 0 )=1
' 3t
 f ( t )=3 e

SUSTITUTE THE VALUES TO THE FORMULA FOR FIRST ORDER DERIVATIVE

 L {f ' ( t ) }=s L { f ( t ) }−f (0)

 L { 3 e3 t }=s L { e 3t }−1
 3 L { e3 t }−s L { e 3t }=−1
 ( 3−s ) L { 3 e 3 t } =−1
−1
 L { e }=
3t
\\ TAKENOTE THAT s> a
3−s
1
 L { 3 e }=
3t
s−3

7. LAPLACE TRANSFORM OF INTEGRALS

IF L { f ( t ) }=F ( s ) , THEN L ¿.

t
EX. FIND THE LAPLACE TRANSFORM OF ( t )=∫ ( u −u+e ) du .
2 u

SOLN:

CHANGE f (u) TO f (t)AND DETERMINE ITS LAPLACE TRANSFORM

 f ( u )=u2−u+ eu
 f ( t )=t 2−t +e t
 L { f ( t ) }=F ( s )=L {t 2−t+ et }
2! 1 1
 F ( s )= − 2+
s
2+1
s s−1
 46

2 1 1
 F ( s )= − 2+
s s s−1
3

2 ( s−1 )−s ( s−1 ) + s3

 F ( s )=
s 3 (s−1)
2 3
2 s−2−s + s+ s
 F ( s )= 3
s (s−1)
3 2
( ) s −s +3 s−2
 F s = 3
s ( s−1)

THEREFORE,

 L¿

{ }
t 3 2
1 s −s + 3 s−2
 L ∫ ( u −u+e ) du = (
2 u
3
)
0 S s (s−1)
3 2
( ) s −s +3 s−2
 G s= 4
s (s−1)

( )
t −u
e −1
EX. FIND THE LAPLACE TRANSFORM OF ( t )=∫ du .
0 u

SOLN:

CHANGE f (u) TO f (t)AND DETERMINE ITS LAPLACE TRANSFORM

−u
e −1
 f ( u )=
u
−t
 f ( t )=
e −1
t

 L { f ( t ) }=F ( s )=L { e−t −1

t } \\ USE DIVISION BY t
 47

∞
 F ( s )=∫
s
( u+11 − 1u ) du
∞ ∞
du du
 F ( s )=∫ −∫
s u+1 s u

 F ( s )=ln ( u+1 )−ln ¿ ¿ ¿

 F ( s )=ln ¿ ¿
 F ( s )=ln ¿ ¿

 ( ) 1
F ( s )=ln 1+ −ln (1+ )
∞
1
s
1
 F ( s )=−ln (1+ )
s
s+1
 F ( s )=−ln( )
s
s
 F ( s )=ln ( )
s+1

THEREFORE,

 L¿

[( ) ] [ ( )]
t −u
e −1 1 s
 L ∫ u
du = ln
s s +1
=G(s )
0

1
 G ( s )= ln ¿
s

 INVERSE LAPLACE TRANSFORM

FROM L { f ( t ) }=F ( s ) , THE VALUE f (t) IS CALLED THE INVERSE LAPLACE TRANSFORM OF F (s )

 L−1 { F ( s ) } =f (t)
 48

TO FIND THE INVERSE TRANSFORM, EXPRESS F (s ) INTO PARTIAL FRACTIONS WHICH WILL THEN BE RECOGNIZABLE AS ONE OF THE FOLLOWING STANDARD
FORMS:

TABLE OF INVERSE LAPLACE TRANSFORM

F (s ) f (t)
1 1
1.
s
1 e
at
2.
s−a
1 t
n−1
3. n
s (n−1)!
1 at n −1
e t
4. n
( s−a) (n−1)!
1 1
5. sin bt
2
s +b
2
b
s cos bt
6. 2 2
s +b
1 1
7. sinh at
2
s −b
2
a
s cosh at
8. 2 2
s +b
1 1 at
9. e sin bt
( s−a) + b
2 2
b
s−a at
e cos bt
10. 2 2
( s−a) + b
11.
s 1
t sin bt
¿¿¿ 2b
12.
1 1
¿
¿¿¿ 2b
3
 49

2
8−3 s +s
EX. FIND THE INVERSE LAPLACE TRANSFORM OF ( s )= 3 .
s

SOLN:
2
8−3 s + s
 F ( s )= 3
s
2
8 3s s
 F ( s )= 3 − 3 + 3
s s s
8 3 1
 F ( s )= 3 − 2 +
s s s
8 3 1
 L
−1
{ F ( s ) } =f ( t )=L−1 { 3 − 2 + }
s s s

 f ( t )=L
−18
s
3 {} {} 3 1
−L−1 2 + L−1 { }
s s

 f ( t )=8 L
−1 1

s{} {}
3
1
s
1
−3 L−1 2 + L−1 { }
s
\\ USE TABLE OF INVERSE LAPLACE TRANSFORM

[ ] [ ]
3 −1 2−1
t t
 f ( t )=8 −3 +1
( 3−1 ) ! ( 2−1 ) !

()
2
t
 f ( t )=8 −3 (t ) +1
2
 f ( t )=4 t 2−3 t+1

5 4s
EX. FIND THE INVERSE LAPLACE TRANSFORM OF ( s )= − 2 .
s−2 s +9

SOLN:

5 4s
 F ( s )= − 2
s−2 s + 9
5 4s
 L
−1
{ F ( s ) } =f ( t )=L−1 { − 2 }
s−2 s +9
 50

−1 5 −1 4s
 f ( t )=L { }−L { 2 }
s−2 s +9
 f ( t )=5 L
−1
{ s−21 }−4 L
−1
{
s
s +3 2
2
}

 f ( t )=5 ( e2 t ) −4 ¿
 f ( t )=5 e 2 t−4 cos 3t

s−5
EX. FIND THE LAPLACE TRANSFORM OF F ( s )= 2
s + s−6

SOLN:

s−5
 F ( s )= 2
s + s−6
s−5
 F ( s )=
(s +3)(s−2)

USE PARTIAL FRACTION DECOMPOSITION

s−5 A B
 F ( s )= = +
(s +3)(s−2) s +3 s−2
s−5 A ( s−2 )+ B(s+ 3)
 =
( s+3)( s−2) (s +3)(s−2)
 s−5= A ( s−2 )+ B (s +3)

DETERMINE THE VALUES OF A AND B

IF s=2

 2−5= A ( 2−2 )+ B(2+3)

 −3=0+ B(5)
−3
 B=
5
 51

IF s=−3

 −3−5= A (−3−2 ) +B (−3+3)

 −8=A (−5 ) +0
8
 A=
5

SUBSTITUTE TO F (s )

A B
 F ( s )= +
s+3 s−2
8 −3
 5 5
F ( s )= +
s+3 s−2
8 3
 F ( s )= −
5 (s +3) 5(s−2)

SOLVE THE INVERSE LAPLACE TRANSFORM OF F ( s )

8 3
 L
−1
{ F ( s ) } =f ( t )=L−1 { − }
5 ( s+ 3 ) 5 ( s−2 )

 f ( t )=L
−1
{ 8
} { }
5 ( s+3 )
−L
−1 3
5 ( s−2 )

 f ( t )= L
8
5
1
s+ 3
3
−1
− L−1
5 {( ) } {( ) }
1
s−2
8 −3 t 3
 f ( t )= ( e ) − (e ¿¿ 2 t)¿
5 5
8 −3t 3 2 t
 f ( t )= e − e
5 5