Ordinary Differential Equation

Chapter One
First Order Ordinary Differential Equations
Basic Concepts (Some Definitions and Terminology)
Definition (Differential Equation): An equation containing the derivatives of one or more unknown
functions (or dependent variables), with respect to one or more dependent variables, is said to be a
differential equation (DE). [Or DE is an equation involving a dependent variable and its derivatives with
respect to one or more independent variable].
Classification by Type:
If a DE contains only ordinary derivatives of one or more unknown functions with respect to a
single independent variable, it is said to be an ordinary differential equation (ODE).
An equation involving partial derivatives of one or more unknown functions of two or more
independent variables is called a partial differential equation (PDE).
Example: Types of Differential Equations
𝑑𝑦 𝑑2 𝑦 𝑑𝑦 𝑑𝑥 𝑑𝑦
(a) The equations 𝑎) + 5𝑦 = 𝑒 𝑥 , 𝑏) − 𝑑𝑥 + 6𝑦 = 0, and 𝑐) + 𝑑𝑡 = 2𝑥 + 𝑦 are
𝑑𝑥 𝑑𝑥 2 𝑑𝑡

examples of ODEs.
(b) The following equations are partial differential equations:
𝜕 2𝑢 𝜕 2𝑢 𝜕 2 𝑢 𝜕 2 𝑢 𝜕𝑢 𝜕𝑢 𝜕𝑣
𝑎) + = 0, 𝑏) = − , 𝑐) =− .
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑥 2 𝜕𝑡 2 𝜕𝑡 𝜕𝑦 𝜕𝑥
Notice in the third equation that there are two unknown functions and two independent variables in the
PDE. This means 𝑢 and 𝑣 must be functions of two or more independent variables.
Classification by Order:
The order of a DE (either ODE or PDE) is the order of the highest derivative appearing in the
𝑑2 𝑦 𝑑𝑦 3
equation, + 5 (𝑑𝑥 ) − 4𝑦 = 𝑒 𝑥 is a second order ordinary differential equation.
𝑑𝑥 2

The degree of a DE is the degree of the highest derivative occurring in the equation, after the
equation has been expressed in a form free from radicals and fractions.
An ODE is said to be order 𝑛 if the nth derivative of the unknown function 𝑦 is the highest
derivative of 𝑦 in the equation.
In symbols we can express an nth order ODE in one dependent variable by the general form
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦 𝑑𝑦
𝐹(𝑥, 𝑦, 𝑦’, 𝑦”, … , 𝑦 (𝑛) ) = 0 or 𝑎𝑛 (𝑥) 𝑑𝑥 𝑛 + 𝑎𝑛−1 (𝑥) 𝑑𝑥 𝑛−1 + 𝑎𝑛−2 (𝑥) 𝑑𝑥 𝑛−2 + ⋯ + 𝑎1 (𝑥) 𝑑𝑥 +

𝑎0 (𝑥)𝑦 = 𝑔(𝑥)……………………………………………………………. (*)

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where 𝐹 is a real-valued function of n +2 variables: 𝑥, 𝑦, 𝑦’, 𝑦’’, … , 𝑦 (𝑛) and 𝑎0 (𝑥), 𝑎1 (𝑥) … . 𝑎𝑛 (𝑥)
called the coefficient of the equation with 𝑎𝑛 (𝑥) ≠ 0.
Classification by Linearity:
An nth-order ODE (*) is said to be linear if 𝐹 is linear in 𝑦, 𝑦’, 𝑦’’, … , 𝑦 (𝑛) .
✓ This means that an nth-order ODE is linear when (*) is
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑𝑛−2 𝑦 𝑑𝑦
𝑎𝑛 (𝑥) 𝑑𝑥 𝑛 + 𝑎𝑛−1 (𝑥) 𝑑𝑥 𝑛−1 + 𝑎𝑛−2 (𝑥) 𝑑𝑥 𝑛−2 + ⋯ + 𝑎1 (𝑥) 𝑑𝑥 + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)…… (**)

Two important special cases of (**) are linear first-order (n =1) and linear second-order
𝑑𝑦 𝑑2 𝑦 𝑑𝑦
(n =2) DEs: 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥) an 𝑎2 (𝑥) + 𝑎1 (𝑥) + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)
𝑑𝑥 𝑑𝑥 2 𝑑𝑥

An nth-order ODE (*) is said to be nonlinear if 𝐹 is not linear at least in 𝑦, 𝑦’, 𝑦’’, … , 𝑦 (𝑛) .
Nonlinear functions of the dependent variable or its derivatives, such as 𝑠𝑖𝑛𝑦 or 𝑒 𝑦′ , cannot appear
in a linear equation.
Example
Equation Type Order Degree Linearity
1 𝑦′ = 𝑐𝑜𝑠𝑥 ODE 1 1 linear
2 𝜕 2𝑢 𝜕 2𝑢 PDE 2 1 linear
+ =0
𝜕𝑥 2 𝜕𝑦 2
3 𝑦 " + 9𝑦 = 0 ODE 2 1 linear
4 𝑑3𝑦
2
𝑑𝑦 3 ODE 3 1 nonlinear
𝑥 + 2𝑒 ( ) = (𝑥 2 + 2)2
𝑥
𝑑𝑥 3 𝑑𝑥
5 𝑦′ + 𝑥3𝑦 = 𝑥 ODE 1 1 linear
6 2 ODE 3 2 nonlinear
𝑑3 𝑦 𝑑𝑦
( 3) + = 𝑐𝑜𝑠𝑥
𝑑𝑥 𝑑𝑥
7 (𝑦 ′′′ )2 − (𝑦 ′ )𝑥 = 𝑥 − 1 ODE 3 2 nonlinear
8 √𝑦 ′ = 𝑦 ′′′ + 1 ODE 3 2 nonlinear
′′
9 𝑦 ′′ = 𝑒 𝑦 ODE 2 No nonlinear

Notation: The first ordered differential equation can be written as:

𝐹(𝑥, 𝑦, 𝑦 ′ ) = 0 (Implicit form)
Or
𝑦’ = 𝑓(𝑥, 𝑦) (Explicit form)
Example: The implicit ODE 𝑥 3 𝑦 ′ − 4𝑦 2 = 0, (where x≠ 0) can be written explicitly as
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𝑦′ =4𝑥 −3 𝑦 2.
Definition: The most general nth order linear ordinary differential equation can be written as
𝒂𝒏 (𝒙)𝒚𝒏 + 𝒂𝒏−𝟏 (𝒙)𝒚𝒏−𝟏 + ⋯ + 𝒂𝟎 (𝒙)𝒚 = 𝒈(𝒙) ………… ( ****)
where, 𝑎0 (𝑥), 𝑎1 (𝑥) … . 𝑎𝑛 (𝑥) called the coefficient of the equation.
The known function 𝑔(𝑥) ≠ 0, ∀𝑥 is called non homogeneous term, equation (****) is called
homogeneous if 𝑔(𝑥) = 0.
If the coefficients in (****) are constant, so that it is becomes
𝒂𝒏 𝒚𝒏 + 𝒂𝒏−𝟏 𝒚𝒏−𝟏 + ⋯ + 𝒂𝟎 𝒚 = 𝒈(𝒙).
which is called LODE with constant coefficients. 𝑎𝑛 ≠ 0 , otherwise, the equation would not be the nth
order.
Examples
ODE Linearity Homogeneity Order
𝑑𝑦 linear Non homogeneous 1st
1. + 2𝑥𝑦 = 𝑠𝑖𝑛𝑥
𝑑𝑥
𝑑3 𝑦 𝑑𝑦 linear Non homogeneous 3rd
2. 𝑥 3 𝑑𝑥 3 − 2𝑥 𝑑𝑥 + 6𝑦 = 𝑒 𝑥
𝑑2 𝜃 Non-linear homogeneous 2nd
3. + 2𝑠𝑖𝑛𝜃 = 0
𝑑𝑡 2
𝑑4 𝑦 Non-linear homogeneous 4th
4. + 𝑦2 = 0
𝑑𝑥 4

Formation of ODE: An ODE is formed in an attempt to eliminate certain arbitrary constant from a
relation in the variables and constants.
Examples
1. Form the differential equation of simple harmonic motion given by 𝑥 = 𝐴𝑐𝑜𝑠(𝑛𝑡 + 𝛼).
Solution: to eliminate the constants A and 𝛼 differentiating it twice, we have
𝑑𝑥 𝑑2 𝑥 𝑑2 𝑥
= −𝑛𝐴𝑠𝑖𝑛(𝑛𝑡 + 𝛼) and = −𝑛2 𝐴𝑐𝑜𝑠(𝑛𝑡 + 𝛼) = −𝑛2 𝑥. Thus, + 𝑛2 𝑥 = 0 is the
𝑑𝑡 𝑑𝑡 2 𝑑𝑡 2

desired DE which states that the acceleration varies as the distance from the origin.
2. Obtain the DE of all circles of radius 𝑟 and center (ℎ, 𝑘).
Solution: Such a circle is (𝑥 − ℎ)2 + (𝑦 − 𝑘)2 = 𝑟 2 ,………………………………….(i)
where ℎ and 𝑘, the coordinates of the center, and 𝑟 are the constants. Differentiate it twice, we have
𝑑𝑦 𝑑2 𝑦 𝑑𝑦 2
𝑥 − ℎ + (𝑦 − 𝑘) 𝑑𝑥 = 0 and 1 + (𝑦 − 𝑘) 𝑑𝑥 2 + (𝑑𝑥 ) = 0.

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𝑑𝑦 2 𝑑𝑦 𝑑𝑦 2
1+( ) 𝑑𝑦 [1+( ) ]
𝑑𝑥 𝑑𝑥 𝑑𝑥
Then 𝑦 − 𝑘 = − 𝑑2 𝑦
and 𝑥 − ℎ = −(𝑦 − 𝑘) 𝑑𝑥 = 𝑑2 𝑦
. Substituting these in (i) and
𝑑𝑥2 𝑑𝑥2

2
𝑑𝑦 2 𝑑2 𝑦
simplifying, we get [1 + (𝑑𝑥 ) ]3 = 𝑎2 (𝑑𝑥 2 ) ……………………………….. (ii) as the required
3
𝑑𝑦 2 2
(1+( ) )
𝑑𝑥
differential equation writing (ii) in the form 𝑑2 𝑦
=𝑎, it states that the radius of curvature of a
𝑑𝑥2

circle at any point is constant.

Exercise: Obtain an ODE of the following functions by eliminating the arbitrary constants.
a) 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 b) 𝑦 = 𝐴𝑐𝑜𝑠3𝑥 + 𝐵𝑠𝑖𝑛3𝑥 c) 𝑦 = 𝑘𝑥
Solutions of a Differential Equation
Definition 1.6 A function relation between two variables (dependent and independent variables) which
satisfy the given DE is called the solution of an ODE or integral curve. A solution of an nth order equation
that contains n arbitrary constants is called the general solution of the equation. If the arbitrary constants
in the general solution are assigned specific value, the result is called a particular solution of the equation.
Note: it is possible to have more than one solution of a differential equation. For instance, 𝑦 = 2𝑥 3 + 𝐴
and 𝑦 = 2𝑥 3 are solution of the differential equation 𝒚′′ = 𝟏𝟐𝒙.
Definition 1.7 An ODE together with an initial condition is called an initial value problem. Thus, if the
ordinary differential equation is explicit
𝑦′ = 𝑓(𝑥, 𝑦)
the initial value problem is of the form
𝑦′ = 𝑓(𝑥, 𝑦) , 𝑦(𝑥0 ) = 𝑦0
Example 1.5: Solve the initial value problem 𝑦 ′ = 3𝑦 , 𝑦(0) = 5.
Existence and Uniqueness: Two fundamental questions arise in considering an initial –value problem:
𝑑𝑦
• Existence: Does the differential equation 𝑑𝑥 = 𝑓(𝑥, 𝑦) possess solutions?

Do any of the solution curves pass through the point (𝑥0 , 𝑦0 ) ?

• Uniqueness: When can we be certain that there is precisely one solution curve passing through
the point (𝑥0 , 𝑦0 )?
Theorem: (Existence of a Unique Solution)
Let 𝑅 be a rectangular region in the 𝑥𝑦 plane defined by 𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 that contains the point
𝜕𝑓
(𝑥0 , 𝑦0 ) and are continuous on 𝑅, then there exists some interval 𝐼0 : (𝑥0 − ℎ, 𝑥0 + ℎ), ℎ > 0,
𝜕𝑦

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contained in [𝑎, 𝑏] and a unique function 𝑦(𝑥), defined on 𝐼0 , that is a solution of the initial value problem
𝑦 ′ = 𝑓(𝑥, 𝑦) , 𝑦(𝑥0 ) = 𝑦0 .
Solutions of First Order Differential Equation
A) Elementary Method: If the differential equation has the form, 𝒚′ = 𝒇(𝒙) , then
𝑑𝑦
= 𝑓(𝑥) ⟹ 𝑑𝑦 = 𝑓(𝑥)𝑑𝑥
𝑑𝑥
which up on integration gives

∫ 𝑑𝑦 = ∫ 𝑓(𝑥)𝑑𝑥 ⟹ 𝒚 = ∫ 𝒇(𝒙)𝒅𝒙 + 𝒄 , which is a general solution.

Example. Solve A) 𝑦 ′ = cos 𝑥. B) 𝑦 ′ = ln 𝑥
𝑑𝑦
Solution: A) We have 𝑑𝑥
= 𝑐𝑜𝑠𝑥. This implies that 𝑑𝑦 = 𝑐𝑜𝑠𝑥𝑑𝑥 … (*)

Integrate equation (*) both sides, i.e.

∫ 𝑑𝑦 = ∫ 𝑐𝑜𝑠𝑥𝑑𝑥 ⇒ 𝑦 = 𝑠𝑖𝑛𝑥 + 𝑐

Separable equations
Definition. An equation 𝑦′ = 𝑓(𝑥, 𝑦) is called separable if it can be written in the form
𝑦′ = 𝐹(𝑥)𝐺(𝑦) (*)
For some function 𝐹(𝑥) a dependent only on 𝑥 and 𝐺(𝑦)dependent on 𝑦.
Solution Method: Equation (*) can be written as
𝑑𝑦 1
= 𝐹(𝑥)𝐺(𝑦) ⇒ 𝑑𝑦 = 𝐹(𝑥)𝑑𝑥
𝑑𝑥 𝐺(𝑦)
1
⟹ ∫ 𝐺(𝑦) 𝑑𝑦 = ∫ 𝐹(𝑥)𝑑𝑥 ⟹ 𝑀1 (𝑦) = 𝑀2 (𝑥) + 𝑐,
1
Where, ∫ 𝐺(𝑦) 𝑑𝑦 = 𝑀1 (𝑦) and ∫ 𝐹(𝑥)𝑑𝑥 = 𝑀2 (𝑥) + 𝑐

Example: Solve (1 + 𝑥)𝑑𝑦 − 𝑦𝑑𝑥 = 0

Solution: Dividing by(1 + 𝑥)𝑦, we can write
𝑑𝑦 𝑑𝑥
=
𝑦 1+𝑥
From which it follows that
𝑑𝑦 𝑑𝑥
∫ = ∫ ⇒ 𝑙𝑛|y| = 𝑙𝑛|1 + 𝑥| + 𝑐1
𝑦 1+𝑥
⇒ 𝑦 = 𝑒 𝑙𝑛|1+x|+𝑐1 = 𝑒 𝑙𝑛|1+x| . 𝑒 𝑐1 = |1 + 𝑥|. 𝑒 𝑐1 = ±𝒆𝒄𝟏 (𝟏 + 𝒙)
Replacing, 𝑐 = ±𝑒 𝑐1 then gives 𝑦 = 𝑐(1 + 𝑥).
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Example: (An initial value problem)

𝑑𝑦
Solve (𝑒 2𝑦 − 𝑦)𝑐𝑜𝑠𝑥 = 𝑒 𝑦 𝑠𝑖𝑛2𝑥 , 𝑦(0) = 0
𝑑𝑥
𝑒 2𝑦 −𝑦 𝑠𝑖𝑛2𝑥
Solution: Dividing the equation by 𝒆𝒚 𝒄𝒐𝒔𝒙 gives 𝑑𝑦 = 𝑑𝑥. Before integrating, we use
𝑒𝑦 𝑐𝑜𝑠𝑥

term wise division on the left-hand side and the trigonometric identity, 𝑠𝑖𝑛2𝑥 = 2𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥, on the
right-hand side. Then

∫(𝑒 𝑦 − 𝑦𝑒 −𝑦 )𝑑𝑦 = 2 ∫ 𝑠𝑖𝑛𝑥𝑑𝑥

Using Integration by parts yields:

𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = −2𝑐𝑜𝑠𝑥 + 𝑐.
The initial condition 𝑦 = 0 when 𝑥 = 0 implies 𝑐 = [Link], a solution of the initial value problem is
𝑒 𝑦 + 𝑦𝑒 −𝑦 + 𝑒 −𝑦 = 4 − 2𝑐𝑜𝑠𝑥
Exercises

Solve the given differential equation by separation of variables

𝑑𝑦 𝑑𝑦
( a) 𝑦 ′ = 1 + 𝑦 2 ( c) = 𝑠𝑖𝑛5𝑥 ( e)𝑥𝑦 ′ = 4𝑦 (g) = 𝑒 3𝑥+2𝑦
𝑑𝑥 𝑑𝑥
𝑦−1
( b) 𝑦 ′ = 𝑥 2 (1 + 𝑦) (d) 𝑑𝑥 + 𝑒 3𝑥 𝑑𝑦 = 0 (f) 𝑦 ′ + 1−𝑥 = 0

Homogenous Equations
Sometimes, the best way of solving a DE is to use a change of variables that will put the DE into a form
whose solution method we know. We now consider a class of DEs that are not directly solvable by
separation of variables. But, through a change of variables can be solved by that method.
Definition: A function 𝑓(𝑥, 𝑦) is said to be algebraically homogenous of degree 𝑛, if 𝑓(𝑘𝑥, 𝑘𝑦) =
𝑘 𝑛 𝑓(𝑥, 𝑦), for some real number 𝑛 and all 𝑘 > 0 for (𝑥, 𝑦) ≠ (0,0).
Example: Show that a) 𝑓(𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦 + 4𝑦 2 is homogenous.
b) 𝑓(𝑥, 𝑦) = ln|𝑦| − ln|𝑥| for (𝑥, 𝑦) ≠ (0,0) is homogenous of degree 0.
Note: A homogenous function of degree 𝑛 in 𝑥 and 𝑦 can also be expressed as
𝑥 𝑦
𝑦 𝑛 𝐹(𝑦) or 𝑥 𝑛 𝐹(𝑥 ).

Example
𝑥 2 +𝑦 2
a) 𝑓(𝑥, 𝑦) = 𝑥 3 +𝑦 3 , homogenous. c) 𝑓(𝑥, 𝑦) = 𝑥 2 + 3𝑥𝑦 + 4𝑦 2 , homogenous.

b) 𝑓(𝑥, 𝑦) = 𝑥 2 + 4 , not homogenous. d) 𝑓(𝑥, 𝑦) = tan(𝑥𝑦 + 1) , not homogenous.

Definition: The first order ODE in differential form

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𝑃(𝑥, 𝑦) + 𝑄(𝑥, 𝑦) = 0
is called homogenous if 𝑃 and 𝑄 are homogeneous function of the same degree or equivalently, if when
written in the form
𝑑𝑦
= 𝑓(𝑥, 𝑦),
𝑑𝑥
𝑦
the function 𝑓(𝑥, 𝑦) can be written as 𝑓(𝑥, 𝑦) = 𝑔(𝑥 ).

General Solution of a Homogenous Differential Equation

The substitution 𝑦 = 𝑢𝑥 will reduce either form of the homogenous equation to an equation involving
the dependent variable 𝑥 and the new dependent variable 𝑢 in which the variable separable. Let 𝑦′ =
𝑓(𝑥, 𝑦), is a homogenous of degree 0.
𝑦 𝑦
𝑓(𝑥, 𝑦) = 𝐹 (𝑥 ) or 𝑦′ = 𝐹(𝑥 )
𝑑𝑦 𝑑𝑢
Now let 𝑦 = 𝑢𝑥 ⟹ 𝑑𝑥 = 𝑢 + 𝑥 𝑑𝑥 ⟹ 𝑑𝑦 = 𝑢𝑑𝑥 + 𝑥𝑑𝑢
𝑦 𝑑𝑢
𝐹 ( ) = 𝐹(𝑢) = 𝑦′ = 𝑢 + 𝑥 .
𝑥 𝑑𝑥
𝑑𝑢 𝑑𝑥 𝑑𝑢
It follows that, 𝑥 𝑑𝑥 = 𝐹(𝑢) − 𝑢 ⟹ = 𝐹(𝑢)−𝑢 (Separable variable)
𝑥

𝑑𝑥 𝑑𝑢
∫ =∫
𝑥 𝐹(𝑢) − 𝑢
Hence the solution of the given differential equation becomes
𝑑𝑢
𝑙𝑛|𝑥| = ∫ +𝑐
𝐹(𝑢) − 𝑢
Example : Solve the differential equation 2𝑥 2 𝑦 ′ = 𝑥 2 + 𝑦 2
Solution: If we divide both sides by 2𝑥 2 then we obtain
1 1 𝑥 2
𝑦′ = + ( )
2 2 𝑦
𝑦
Which is homogeneous. Now, setting 𝑢 = 𝑥 ⟹ 𝑦 = 𝑢𝑥, yields the equation
1 1
𝑥𝑢′ = 𝑢2 − 𝑢 +
2 2
After rearrange
2𝑢′ 1
2
=
(𝑢 − 1) 𝑥
Then integrating yields

HU 7 ODE
 Ordinary Differential Equation

2𝑑𝑢 1 −2
∫ = ∫ 𝑑𝑥 ⇒ = 𝑙𝑛(𝑥) + 𝑐
(𝑢 − 1)2 𝑥 𝑢−1
Solving for 𝑢 gives
2
𝑢 = 1−
ln(𝑥) + 𝑐
Hence,
2𝑥
𝑦=𝑥− .
ln(𝑥) + 𝑐
Example: Solve the differential equation
𝑥2 + 𝑦2
𝑦′ =
𝑥𝑦
Solution: If we divide the numerator and denominator of the fraction by 𝑥 2 ,we obtain
𝑦 2
1 + (𝑥 )
𝑦′ = 𝑦
(𝑥 )
𝒚 𝟏+𝒖𝟐 𝟏
which is homogeneous. Now setting 𝒖 = 𝒙 or 𝒚 = 𝒖𝒙, yields 𝒙𝒖′ = − 𝒖 = 𝒖. Separating and
𝒖
𝟏 𝒖𝟐
integrating yields ∫ 𝒖𝒅𝒖 = ∫ 𝒙 𝒅𝒙 ⟹ = 𝐥𝐧(𝒙) + 𝑐. Solving for 𝑢 gives 𝑢 = √2 ln(𝑥) + 𝑐
𝟐

and then 𝑦 = 𝑥√2 ln(𝑥) + 𝑐.

Exercises: Solve a) (𝒚𝟐 + 𝟐𝒙𝒚)𝒅𝒙 − 𝒙𝟐 𝒅𝒚 = 𝟎 𝒃)(𝒙𝟐 + 𝒚𝟐 )𝒅𝒙 = 𝟐𝒙𝒚𝒅𝒚
c) 𝒙𝟐 𝒚𝒅𝒙 − (𝒙𝟑 + 𝒚𝟑 )𝒅𝒚 = 𝟎

Exact Differential Equation

Definition: The first ordered differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is an exact DE if there
exists a function 𝑓(𝑥, 𝑦) having continuos partial derivatives such that 𝒇𝒙 (𝒙, 𝒚) = 𝑴(𝒙, 𝒚) and 𝒇𝒚 (𝒙, 𝒚) =
𝑵(𝒙, 𝒚).The general solution of the equation is 𝑓(𝑥, 𝑦) = 𝑐.
Test for exactness: Let M and N have continuous partial derivatives on an open disk R. The DE,
𝜕𝑀 𝜕𝑁
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 is exact if and only if = .
𝜕𝑦 𝜕𝑥

Method of solution: Given an equation in the differential form

𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0,
which is exact. Then the solution can be obtained using the following systematic way.
𝜕𝑓 𝜕𝑓
Let (a) 𝜕𝑥 = 𝑀 and (b) 𝜕𝑦 = 𝑁

HU 8 ODE
 Ordinary Differential Equation

By integrating (a) with respect to x, we obtain 𝑓 = ∫ 𝑀𝑑𝑥 + 𝑘(𝑦), (*)

𝑘(𝑦), plays the role of a constant.
Example: Solve 2𝑥𝑦𝑑𝑥 + (𝑥 2 − 1)𝑑𝑦 = 0
𝜕𝑀 𝜕𝑁
Solution: With 𝑀(𝑥, 𝑦) = 2𝑥𝑦 and 𝑁(𝑥, 𝑦) = 𝑥 2 − 1,we have = 2𝑥 = .
𝜕𝑦 𝜕𝑥

Thus, the equation is exact, and so there exist a function 𝑓(𝑥, 𝑦) such that
𝜕𝑓 𝜕𝑓
= 2𝑥𝑦 and = 𝑥2 − 1
𝜕𝑥 𝜕𝑦

From the first of these equations, after integrating we obtain

𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 + 𝑘(𝑦)
Taking the partial derivative of the last expression with respect to 𝑦 and setting the result equal to 𝑁(𝑥, 𝑦),
gives
𝜕𝑓
= 𝑥 2 + 𝑘 ′ (𝑦) = 𝑥 2 − 1
𝜕𝑦
It follows that 𝑘′(𝑦) = −1 and 𝑘(𝑦) = −𝑦. Hence 𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 − 𝑦 is desired solution.
Example: Solve (𝑒 2𝑦 − 𝑦𝑐𝑜𝑠𝑥𝑦)𝑑𝑥 + (2𝑥𝑒 2𝑦 − 𝑥𝑐𝑜𝑠𝑥𝑦 + 2𝑦)𝑑𝑦 = 0.
𝝏𝑴 𝝏𝑵
Solution: The equation is exact because = 𝟐𝒆𝟐𝒚 + 𝒙𝒚𝒔𝒊𝒏𝒙𝒚 − 𝒄𝒐𝒔𝒙𝒚 = .
𝝏𝒚 𝝏𝒙
𝝏𝒇 𝝏𝒇
Hence a function 𝑓(𝑥, 𝑦) exists for which 𝑴(𝒙, 𝒚) = 𝝏𝒙 and 𝑵(𝒙, 𝒚) = 𝝏𝒚.
𝜕𝑓
Now for variety we shall start with the assumption that = 𝑁(𝑥, 𝑦); that is
𝜕𝑦
𝜕𝑓
=2𝑥𝑒 2𝑦 − 𝑥𝑐𝑜𝑠𝑥𝑦 + 2𝑦
𝜕𝑦

𝑓(𝑥, 𝑦) = 2𝑥 ∫ 𝑒 2𝑦 𝑑𝑦 − 𝑥 ∫ 𝑐𝑜𝑠𝑥𝑦𝑑𝑥 + 2 ∫ 𝑦𝑑𝑦.

It follows that 𝑓(𝑥, 𝑦) = 𝑥𝑒 2𝑦 − 𝑠𝑖𝑛𝑥𝑦 + 𝑦 2 + ℎ(𝑥)

𝜕𝑓
= 𝑒 2𝑦 − 𝑦𝑐𝑜𝑠𝑥𝑦 − ℎ′ (𝑥) = 𝑒 2𝑦 − 𝑦𝑐𝑜𝑠𝑥𝑦 ⇒ ℎ′ (𝑥) = 0 𝑜𝑟ℎ(𝑥) = 𝑐.
𝜕𝑥

Hence a family of solution is

𝑥𝑒 2𝑦 − 𝑠𝑖𝑛𝑥𝑦 + 𝑦 2 + 𝑐 = 0.
Exercises. Solve the following
𝒚−𝟐𝒙−𝟏
a) 𝒚′ = 𝟐𝒚−𝒙−𝟏 b) (𝒄𝒐𝒔 𝒚 𝒔𝒊𝒏 𝒉𝒙 + 𝟏)𝒅𝒙 − 𝒔𝒊𝒏 𝒚 𝒄𝒐𝒔 𝒉𝒙 𝒅𝒚 = 𝟎c)

𝒙𝟐 𝒚𝒅𝒙 − (𝒙𝟑 + 𝒚𝟑 )𝒅𝒚 = 𝟎 d) 𝒙𝟐 𝒚𝟑 + 𝟐𝒚 )𝒅𝒙 + (𝟐𝒙 − 𝟐𝒙𝟑 𝒚𝟐 )𝒅𝒚 = 𝟎

HU 9 ODE
 Ordinary Differential Equation

Reduction to Exact form, integrating factors

If the partial derivatives are not equal i.e., for a non-exact differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 =
0. It is sometimes possible to find an integrating factor 𝑰(𝒙 , 𝒚) so that after multiplying, the left-hand
side,
𝐼(𝑥, 𝑦)𝑀(𝑥, 𝑦)𝑑𝑥 + 𝐼(𝑥, 𝑦)𝑁(𝑥, 𝑦)𝑑𝑦 = 0 (a)
is an exact differential. Equation (a) is exact if and only if (𝐼𝑀)𝑦 = (𝐼𝑁 )𝑥, where the subscripts
denote partial derivatives. By the Product Rule of differentiation, the last equation is the same as
𝑰𝑴𝒚 − 𝑰𝒚 𝑴 = 𝑰𝑵𝒙 + 𝑰𝒙 𝑵 or 𝑰𝒙 𝑵 + 𝑰𝒚 𝑴 = (𝑴𝒚 − 𝑵𝒙 )𝑰. (b)
Definition: An integrating factor is a factor which we multiply the given non- exact equation to make
it exact.
How to Find Integrating Factor
Finding 𝐼(𝑥, 𝑦) in general, requires solving the partial differential equation
𝐼𝑦 𝑀 − 𝐼𝑥 𝑁 + 𝐼(𝑀𝑦 − 𝑁𝑥 ) = 0
This is just as tricky to solve as the original equation. Only in a few special cases are there methods for
computing the integrating factor 𝐼(𝑥, 𝑦).
Case1: Suppose we want to see if there exists an integrating factor that depends only on 𝑥 (and not on
𝜕𝐼
y). Then, 𝜕𝑦 would be zero, since 𝐼 does not depend on y, and so 𝐼(𝑥) we need to satisfy
𝐼′ 𝑀𝑦 −𝑁𝑥
= .
𝐼 𝑁
𝑀𝑦 −𝑁𝑥
This can only happen if the ratio = 𝑝(𝑥), is a function of 𝑥 (and not 𝑦), then
𝑁

𝐼(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 .
Case2: We see also look to see if there is an integrating factor that depends only on 𝑦 and not on 𝑥 .We
𝜕𝐼
can do the same calculation, this time using 𝜕𝑥 would be zero, to see that such an integrating factor
𝑁𝑥 −𝑀𝑦
exists if the ratio = 𝑄(𝑦), is a function of 𝑦 (and not 𝑥); then
𝑀

𝐼(𝑦) = 𝑒 ∫ 𝑄(𝑦)𝑑𝑦
1
Case 3: If 𝑀 = 𝑦𝑓(𝑥𝑦) and 𝑁 = 𝑥𝑔(𝑥𝑦), then 𝐼(𝑥, 𝑦) = 𝑥𝑀−𝑦𝑁

Case 4: Given that the non-exact differential equation 𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0 has an integrating
factor of the form μ(x, y) = x a y b for some positive integers a and b, find the general solution of the
equation by determining the value of 𝑎 and 𝑏.

HU 10 ODE
 Ordinary Differential Equation

Example: Solve for 𝑦(𝑥), if (2𝑥𝑦 2 − 4𝑦) + (3𝑥 2 𝑦 − 8𝑥)𝒚′ = 0

Solution: In differential form the equation is (2𝑥𝑦 2 − 4𝑦)𝑑𝑥 + (3𝑥 2 𝑦 − 8𝑥)𝑑𝑦 = 0. Therefore,
𝑀 = 2𝑥𝑦 2 − 4𝑦 and 𝑁 = 3𝑥 2 𝑦 − 8𝑥
𝑀𝑦 = 4𝑥𝑦 − 4 and 𝑁𝑥 = 6𝑥𝑦 − 8
These are not equal (i.e. 𝑀𝑦 ≠ 𝑁𝑥 ), so the equation is not exact. We look for integrating factors using
the two criteria we know.
𝑀𝑦 −𝑁𝑥 −2𝑥𝑦+4
• First, we have = is not a function of 𝑥 only.
𝑁 3𝑥 2 𝑦−8𝑥
𝑁𝑥 −𝑀𝑦 2𝑥𝑦—4 1
• Second, we have = = is a function of 𝑦 only.
𝑀 2𝑥𝑦 2 −4𝑦 𝑦

Therefore, we need to multiply by the integrating factor

1
∫(𝑦)𝑑𝑦
𝐼(𝑦) = 𝑒 =𝑦
Now, our new equation is
(2𝑥𝑦 3 − 4𝑦 2 ) + (3𝑥 2 𝑦 2 − 8𝑥𝑦)𝑦 ′ = 0
i.e.
(2𝑥𝑦 3 − 4𝑦 2 )𝑑𝑥 + (3𝑥 2 𝑦 2 − 8𝑥𝑦)𝑑𝑦 = 0.
𝑀(𝑥, 𝑦) = 2𝑥𝑦 3 − 4𝑦 2 and 𝑁(𝑥, 𝑦) = 3𝑥 2 𝑦 2 − 8𝑥𝑦.
To find 𝑓 with 𝑓𝑥 = 2𝑥𝑦 3 − 4𝑦 2 and 𝑓𝑦 = 3𝑥 2 𝑦 2 − 8𝑥𝑦, taking the anti-partial derivative of the first
equation gives:
𝑓(𝑥, 𝑦) = 𝑥 2 𝑦 3 − 4𝑥𝑦 2 + 𝑘(𝑦) … (*)
To find 𝑘(𝑦) differentiate equation (*) with respect to 𝑦,we obtain
𝑓𝑦 (𝑥, 𝑦) = 3𝑥 2 𝑦 2 − 8𝑥𝑦 + 𝑘 ′ (𝑦).
But, we have
𝑓𝑦 (𝑥, 𝑦) = 3𝑥 2 𝑦 2 − 8𝑥𝑦
Then
3𝑥 2 𝑦 2 − 8𝑥𝑦 = 3𝑥 2 𝑦 2 − 8𝑥𝑦 + 𝑘 ′ (𝑦)
It follows that,
𝑘 ′ (𝑦) = 0
Integrating both sides ,
𝑘(𝑦) = 𝑐.
Therefore, our solutions are given implicitly by 𝑥 2 𝑦 3 − 4𝑥𝑦 2 = 𝑐.
Example: Solve 𝑥𝑦 𝑑𝑥 + (2𝑥 2 + 3𝑦 2 − 20)𝑑𝑦 = 0.
HU 11 ODE
 Ordinary Differential Equation

Solution: We have 𝑀 = 𝑥𝑦 and 𝑁 = 2𝑥 2 + 3𝑦 2 − 20.

We find the partial derivatives 𝑀𝑦 = 𝑥 and 𝑁𝑥 = 4𝑥. Since 𝑀𝑦 ≠ 𝑁𝑥 ,the nonlinear first-order
differential equation is not exact. We have
𝑀𝑦 −𝑁𝑥 𝑥 − 4𝑥 −3𝑥
= 2 = 2
𝑁 2𝑥 + 3𝑦 − 20 2𝑥 + 3𝑦 2 − 20
2

Depends on 𝑥 and 𝑦. But

𝑁𝑥 −𝑀𝑦 4𝑥 − 𝑥 3𝑥 3
= = =
𝑀 𝑥𝑦 𝑥𝑦 𝑦
The integrating factor is then
3
∫𝑦𝑑𝑦 3
𝑒 = 𝑒 3𝑙𝑛𝑦 = 𝑒 𝑙𝑛𝑦 = 𝑦 3
After we multiply the given differential equation by 𝐼(𝑦) = 𝑦 3 the resulting equation is
𝑥𝑦 4 𝑑𝑥 + (2𝑥 2 𝑦 3 + 3𝑦 5 − 20𝑦 3 )𝑑𝑦 = 0.
You should verify that the last equation is now exact as well as show using exact method, the solution is
1 2 4 1 6
𝑥 𝑦 + 𝑦 − 5𝑦 4 = 𝑐.
2 2
Exercises

1. Determine whether the given differential equation is exact. If it is exact, solve it.
a) (2𝑥 − 1)𝑑𝑥 + (3𝑦 + 7)𝑑𝑦 = 0 e) (2𝑥𝑦 2 − 3)𝑑𝑥 + (2𝑥 2 𝑦 + 4)𝑑𝑦 = 0
𝑦
b) (2𝑥 + 𝑦)𝑑𝑥 − (𝑥 + 6𝑦)𝑑𝑦 = 0. f) (1 + 𝑙𝑛𝑥 + 𝑥 ) 𝑑𝑥 = (1 − 𝑙𝑛𝑥)𝑑𝑦
𝑑𝑦
c) (𝑠𝑖𝑛𝑦 − 𝑦𝑠𝑖𝑛𝑥)𝑑𝑥 = (𝑐𝑜𝑠𝑥 + 𝑥𝑐𝑜𝑠𝑦 − 𝑦)𝑑𝑦. g) 𝑥 𝑑𝑥 = 2𝑥𝑒 𝑥 − 𝑦 + 6𝑥 2

d) (5𝑦 − 2𝑥)𝑦 ′ − 2𝑦 = 0 h) (𝑡𝑎𝑛𝑥 − 𝑠𝑖𝑛𝑥𝑠𝑖𝑛𝑦)𝑑𝑥 + 𝑐𝑜𝑠𝑥𝑐𝑜𝑠𝑦𝑑𝑦 = 0

2. Solve the given differential equation by finding, an appropriate integrating factor.
3 −2 3𝑦 2
a) 𝑦𝑑𝑥 − 𝑥𝑑𝑦 + 3𝑥 2 𝑦 2 𝑒 𝑥 = 0 d) 𝑦 ′ = − 2𝑥 e) 𝑐𝑜𝑠𝑥𝑑𝑥 + (1 + 𝑦 𝑠𝑖𝑛𝑥) 𝑑𝑦 = 0
𝑦

b) (𝟓𝒙𝒚𝟐 − 𝟐𝒚)𝒅𝒙 + (𝟑𝒙𝟐 𝒚 − 𝒙)𝒅𝒚 = 𝟎 f) 𝑦(𝑥 + 𝑦 + 1)𝑑𝑥 + (𝑥 + 2𝑦)𝑑𝑦 = 0

c) 6𝑥𝑦𝑑𝑥 + (4𝑦 + 9𝑥 2 )𝑑𝑦 = 0 g) (−𝑥𝑦𝑠𝑖𝑛𝑥 + 2𝑦𝑐𝑜𝑠𝑥)𝑑𝑥 + 2𝑥𝑐𝑜𝑠𝑥𝑑𝑦 = 0
Linear Differential Equations of First Order
Definition: A first order ODE is said to be linear if it can be written as:
𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑟(𝑥) (Standard form ) (a)
Where 𝑝 and 𝑟 are a function of 𝑥. If the first term is 𝑓(𝑥)𝑦’ (instead of 𝑦’), divided the equation by
𝑓(𝑥) to get the standard form (a) with 𝑦’ as the first term.

HU 12 ODE
 Ordinary Differential Equation

For instance, 𝒚’𝒄𝒐𝒔𝒙 + 𝒚𝒔𝒊𝒏 𝒙 = 𝒙 is a linear ODE and its standard form is 𝒚′ + 𝒚 𝐭𝐚𝐧 𝒙 = 𝒙 𝐬𝐞𝐜 𝒙.
To find the general solution of (a) we use an “ integrating factor”; we multiply the equation by a function
𝐼(𝑥), to obtain
𝑑𝑦
𝐼(𝑥) 𝑑𝑥 + 𝐼(𝑥)𝑃(𝑥)𝑦 = 𝐼(𝑥)𝑟(𝑥) (b)
𝑑𝑦
What we would like to happen is for, 𝐼(𝑥) 𝑑𝑥 + 𝐼(𝑥)𝑃(𝑥)𝑦 to be the derivative of something nice. When

written thus way, this sum looks sort of like the output of the product rule. If we can find 𝐼(𝑥) so that the
𝑑
derivative of 𝐼(𝑥) is 𝐼(𝑥)𝑝(𝑥) then this sum will be the derivative 𝑑𝑥 [𝐼(𝑥). 𝑦].What we want is

𝐼 ′ (𝑥) = 𝐼(𝑥)𝑝(𝑥)
This is now a (very easy) separable equation for the function 𝐼(𝑥), and the solution is
𝐼(𝑥) = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 .
If 𝑟(𝑥) = 0, then the ODE (a) becomes
𝑦 ′ + 𝑃(𝑥)𝑦 = 0 (c)
And is called homogenous. By separating variables and integrating then we obtain
𝑑𝑦
= −𝑃(𝑥)𝑑𝑥
𝑦
Thus,

ln|𝑦| = − ∫ 𝑃(𝑥)𝑑𝑥 + 𝑐 ∗

Taking exponents on both sides, we obtain the general solution of the homogenous ODE (c)
∗
𝑦(𝑥) = 𝑐𝑒 − ∫ 𝑃(𝑥)𝑑𝑥 Where, 𝑐 = ±𝑒 𝑐
Rule for Solving Linear First Order Equation
Step1. If the equation is not in standard form, then write in the standard form. i.e.
𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑟(𝑥).
Step2. Find the integrating factor, 𝐼(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 .
Step3. Multiply both sides of the standard form equation by the integrating factor. The left-hand side of
the resulting equation is automatically the derivative of the product of the integrating factor 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 and
y:
𝑑 ∫ 𝑝(𝑥)𝑑𝑥
[𝑒 . 𝑦] = 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 𝑟(𝑥)
𝑑𝑥
Step 4. Integrate both sides of the last equation and solve for y.

HU 13 ODE
 Ordinary Differential Equation

Step 5. If an initial condition 𝑦(𝑥0 ) = 𝑦0 is given the required solution of the initial value problem is
obtained by choosing the arbitrary constant 𝑐 in the general solution found in step 4 so that
𝑦 = 𝑦0 when, 𝑥 = 𝑥0
𝑑𝑦
Example: Solve, − 3𝑦 = 0.
𝑑𝑥

Solution: This linear equation can be solved by separation of variables. Alternatively, since the
differential equation is already in standard form, we identify 𝑃(𝑥) = −3, and so the integrating factor is
𝑒 ∫(−3)𝑑𝑥 = 𝑒 −3𝑥 . We then multiply the given equation by this factor and recognize that
𝑑𝑦
𝑒 −3𝑥 − 3𝑒 −3𝑥 𝑦 = 𝑒 −3𝑥 . 0
𝑑𝑥
Is the same as
𝑑 −3𝑥
[𝑒 𝑦] = 0.
𝑑𝑥
Integration on the last equation
𝑑 −3𝑥
∫ [𝑒 𝑦]𝑑𝑥 = ∫ 0 𝑑𝑥.
𝑑𝑥
Then yields, 𝑒 −3𝑥 𝑦 = 𝑐 Or 𝑦 = 𝑐𝑒 3𝑥 , ∞ < 𝑥 < −∞.
Example : Solve 𝑥𝑦 ′ = 𝑥 4 − 4𝑦
4 4
Solution: We have 𝑦 ′ + 𝑥 𝑦 = 𝑥 3 . So, 𝑝(𝑥) = 𝑥 And 𝑟(𝑥) = 𝑥 3 .

Multiplying both sides by I.F. 𝒆∫ 𝒑(𝒙)𝒅𝒙 = 𝒆𝟒𝐥𝐧 (𝒙) = 𝒙𝟒 to get

𝑥 4 𝑦 ′ + 4𝑥 3 𝑦 = 𝑥 7 .
Taking the anti-derivative on both sides, yields
1 8
𝒙𝟒 𝑦 = 𝑥 +𝑐
8
Solving for 𝑦 gives
1 4
𝑦= 𝑥 + 𝑐. 𝑥 −4
8
1
Example: Find 𝑦 given that (𝑎) 𝑦 ′ 𝑐𝑜𝑡(𝑥) = 𝑦 + 2𝑐𝑜𝑠(𝑥)and 𝑦(0) = 2.

(𝑏) cos 𝑥 𝑦 ′ + 𝑦 = sin 𝑥 , 𝑦(0) = 2.

Solution: a) We have the standard form, 𝑦 ′ − 𝑡𝑎𝑛(𝑥) 𝑦 = 2𝑠𝑖𝑛(𝑥) with 𝑝(𝑥) = − tan(𝑥), and 𝑟(𝑥) =
2sin (𝑥) Multiply both sides by 𝑒 ∫ 𝑝(𝑥)𝑑𝑥 = 𝑒 ln (cos (𝑥)) = cos (𝑥). To get
𝑦 ′ cos(𝑥) − 𝑦𝑠𝑖𝑛𝑥 = 2sin (𝑥)cos (𝑥)

HU 14 ODE
 Ordinary Differential Equation

−1
Taking the anti-derivative on both sides yields[𝑦. cos(𝑥)] = cos(2𝑥) + 𝑐.
2
−1 −1 −cos (2𝑥)
Plugging in yields 2 = . 1 + 𝑐. Hence, 𝑐 = 0. Solving for 𝑦 gives 𝑦 = .
2 2cos (𝑥)

Exercises

1) Find the solution of the following:

𝑑𝑦 2
a) 𝑦 ′ = −4𝑥 c) 𝑑𝑥 − 𝑥 2 𝑦 = 𝑥𝑐𝑜𝑠 𝑥 , for 𝑥 > 0
𝑑𝑦
b) 𝑦 ′ − 2𝑥 = 𝑥 d) (𝑥 + 2𝑦 3 ) 𝑑𝑥 = 𝑦

2) Without solving explain why the initial value problem

dy
= √y , y(x0 ) = y0 has no solution for y0 = 0.
dx

3) Find the general solution of the following ODEs.

dy −4y2 +6xy
a. (y 2 + 1)dx = ysec 2 xdy g. =
dx 3y2 +2x
dQ
b. y(lnx − lny)dx = (xlnx − xlny − y)dy h. t dt + Q = t 4 lnt
dy
c. (6x + 1)y 2 dx + 3x 2 + 2y 3 = 0 i. yy ′ + xy 2 =
y
d. xy ′ = (x)3 + y j. (x 2 + 4)dy = (2x − 8xy)dx

e. 3sin2ydx + 2xcos2ydy = 0 k. (2x + y + 1)y ′ = 1

y
f. xy ′ = xtan (x) + y l. y ′ = x(y − x 2 + 1)

4) Solve the following initial value problem.

a. yy ′ + x = 0 , y(3) = 4
dy −1
b. + 2(x + 1)y 2 = 0, y(0) =
dx 8

c. (2xy 2 − sinx)dx + (2 + 2x 2 y)dy = 0 , y(0) = 1

d. y ′ + πy = 2bcosπx , y(0) = 0
e. y ′ − 3y = −12y 2 , y(0) = 0

HU 15 ODE
 Ordinary Differential Equation

Chapter Two
Linear Second Order Ordinary Differential Equations
Linear second ODEs with constant coefficients are the simplest of the higher order differential equation
and they have many applications. The most general linear second order differential equation is in the form:
𝑝(𝑥)𝑦 ′′ + 𝑞(𝑥)𝑦 ′ + 𝑟(𝑥)𝑦 = 𝑔(𝑥).
The equation is called non-homogenous when 𝑔(𝑥) is non-zero; otherwise, it is called homogenous.
Example: 𝑦 ′′ + 𝑥𝑦 ′ + 𝑦 = 0 is a homogenous 2nd order linear differential equation and 𝑦 ′′ = sin 𝑥 is a
non-homogenous 2nd order linear differential equation.
Homogenous Linear Equation of the Second Order
A second order ODE is called linear if it can be written as
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑟(𝑥) (1)
Where, p and q are called the coefficient of the ODEs and is a function of 𝑥 and nonlinear if it cannot be
written in this form.
Example: 𝑦 ′′ + 25𝑦 = cos 𝑥 is a linear 2nd order ODE. 𝑦 ′′ + 𝑦𝑦 ′ + 2𝑦 = 𝑒 𝑥 is nonlinear 2nd order ODE.
In equation (1) if 𝑟(𝑥) = 0, the equation reduces to 𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0 and is called
homogenous. If 𝑟(𝑥) ≠ 0 then equation (1) is called non homogenous.
Example: 𝑦 ′′ + 25𝑦 = 𝑒 −𝑥 cos 𝑥 is Non homogenous and 𝑥𝑦 ′′ + 𝑦 ′ + 𝑥𝑦 = 0 is Homogenous.
Definition: A function 𝑦 = ℎ(𝑥) is called a solution of a (linear or non linear) second order ODE on
some open interval 𝑰 if ℎ is defined and twice differentiable throughout the interval and is such that the
ODE becomes an identify if we replace the unknown 𝑦 by ℎ, and its successive derivatives.
Theorem: (Superposition or Linear principle)
If 𝑦1 and 𝑦2 are solution of the differential equation, 𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0, then 𝑐1 𝑦1, 𝑐2 𝑦2 and
𝑐1 𝑦1 + 𝑐2 𝑦2 are solutions of the given differential equation.
Proof: Let 𝑦1 and 𝑦2 be solution of the differential equation on I. Then by substituting
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2
And its derivatives into the differential equation, and using the familiar rule
(𝑐1 𝑦1 + 𝑐2 𝑦2 )′ = 𝑐1 𝑦1 ′ + 𝑐2 𝑦2 ′ .
We get
𝑦 ′′ + 𝑝𝑦 ′ + 𝑞𝑦 = (𝑐1 𝑦1 + 𝑐2 𝑦2 )′′ + (𝑐1 𝑦1 + 𝑐2 𝑦2 )′ + 𝑞(𝑐1 𝑦1 + 𝑐2 𝑦2 )
= 𝑐1 𝑦1 ′′ + 𝑐2 𝑦2 ′′ + 𝑝(𝑐1 𝑦1 ′ + 𝑐2 𝑦2 ′ ) + 𝑞(𝑐1 𝑦1 + 𝑐2 𝑦2 )
= 𝑐1 (𝑦1 ′′ + 𝑝𝑦1 ′ + 𝑞𝑦1 ) + 𝑐2 (𝑦2 ′′ + 𝑝𝑦2 ′ + 𝑞𝑦2 ) = 0
HU 16 ODE
 Ordinary Differential Equation

Since in the last line(… ) = 0, because 𝑦1 and 𝑦2 are solution of differential equation on I.
Note: Superposition principle holds for homogenous linear ODEs only but doesn’t hold for non-
homogenous linear or nonlinear.
Example: Show that
a. 𝑦 = cos 𝑥 , 𝑦 = sin 𝑥 𝑎𝑛𝑑 𝑡ℎ𝑖𝑒𝑟 linear combination are solution of 𝑦" + 𝑦 = 0.
b. 𝑦1 = 1 and 𝑦2 = 𝑥 2 are solution of 𝑦𝑥 3 − 𝑦𝑦 ′ = 0
c. 𝑦 = 4𝑒 3𝑥 − 2 and 𝑦 = 𝑒 3𝑥 − 2 are solution of 𝑦 ′′ − 9𝑦 = 18 , but their linear combination
are not.
Initial Value Problem (IVP), Basis, General solution
The initial condition is used to determine the arbitrary constant in the general solution of the ODE. This
result is a unique solution and is called a particular solution. For a second order homogenous linear ODE
𝑦 ′′ + 𝑝𝑦 + 𝑞𝑦 = 0 (1)
an initial value problem (IVP) consists of (1) and two initial conditions
𝑦(𝑥0 ) = 𝑦0 , 𝑦(𝑥0 ) = 𝑦1
these condition helps to determine the constants 𝑐1 and 𝑐2 in the general solution.
Example: Solve the following, IVP 𝑦 ′′ − 9𝑦 = 0, 𝑦(0) = 2, 𝑦 ′ (0) = −1
Solution: The two functions 𝑦(𝑡) = 𝑒 3𝑡 and 𝑦(𝑡) = 𝑒 −3𝑡 are enough to form the general solution to
the differential equation. The general solution to our differential equation is then
𝑦(𝑡) = 𝑐1 𝑒 −3𝑡 + 𝑐2 𝑒 3𝑡
Now all we need to do is apply the initial conditions, 𝑦 ′ (𝑡) = −3𝑐1 𝑒 −3𝑡 + 3𝑐2 𝑒 3𝑡 .
Plugging in the initial conditions
𝑦(0) = 2 = 𝑐1 + 𝑐2
𝑦 ′ (0) = −1 = −3𝑐1 + 3𝑐2
This gives us a system of two equations and two unknowns that can be solved. Doing these yields
7 5
𝑐1 = , 𝑐2 =
6 6
7 −3𝑡 5
The solution to the IVP is then, 𝑦(𝑡) = 𝑒 + 6 𝑒 3𝑡 .
6

Exercises: Find a general solution of the IVP

𝜋 𝜋
a. 𝑦 ′′ + 4𝑦 = 0 𝑦 ( 4 ) = 1 , 𝑦 ( 4 ) = 1 b. 𝑦 ′′ + 9𝑦 = 0 𝑦(0) = 2 , 𝑦(0) = −1

HU 17 ODE
 Ordinary Differential Equation

Linear Dependent and Independent

Two function 𝑦1 (𝑥) and 𝑦2 (𝑥) are said to be linearly independent (LI) over an interval I if the equation
𝑐1 𝑦1 (𝑥) + 𝑐2 𝑦2 (𝑥) = 0 (*)
is only true for all 𝑥 in the interval if 𝑐1 = 𝑐2 = 0. The functions are said to be linearly dependent (LD) if
(*) is true for some non vanishing constants 𝑐1 and 𝑐2 . When the functions are linearly dependent, provided
𝑐1 ≠ 0 equation (*) can be written:
𝑐2
𝑦1 = − 𝑦 (𝑥)
𝑐1 2
with a corresponding result
𝑐1
𝑦2 = − 𝑦 (𝑥)
𝑐2 1
Showing that in each case the linear dependent of the function means they are proportional.
Definition: Two functions 𝑦1 (𝑥) and 𝑦2 (𝑥) will be linearly independent (LI) over an interval I if they
are not proportional over the interval: otherwise, will be (linear dependent) LD.
Example:
𝒚𝟏 (𝒙) and 𝒚𝟐 (𝒙) Type Reason
ln 𝑥 and ln 𝑥 2 LD ln 𝑥 2 = 2 ln 𝑥
𝑒 𝑥 and 𝑒 2𝑥 LI 𝑒 2𝑥
= 𝑒 𝑥 is not constant
𝑒𝑥

sin ℎ𝑥 and sin ℎ𝑥 cos ℎ𝑥 LD sin ℎ𝑥 = 2 sin ℎ𝑥 cos ℎ𝑥

𝑥
𝑥 and 𝑒 𝑥 LI = 𝑥𝑒 −𝑥 is not constant
𝑒𝑥

Note:
The number of linearly independent solution is equal to the order of the differential equation, so
the 2nd order differential equation has two linearly independent solutions.
Definition: The Wronskian of 𝑛 function 𝑦1 (𝑥) ,𝑦2 (𝑥), 𝑦3 (𝑥),… 𝑦𝑛 (𝑥) each (n-1) time differentiable is
the form
𝑦1 𝑦2 ⋯⋯ 𝑦𝑛
𝑦1 ′ 𝑦2 ′ ⋯⋯ 𝑦𝑛 ′
𝑊(𝑦) = || 𝑦1 ′′ 𝑦2 ′′ ⋯⋯ 𝑦𝑛 ′′ |
|
⋮ ⋮ ⋯⋯ ⋮
(𝑛−1) ⋯ ⋯
𝑦1 (𝑛−1) 𝑦2 𝑦𝑛 (𝑛−1)
Example: Consider the functions 𝑦1 (𝑥) = 𝑒 𝑥 , 𝑦2 (𝑥) = 𝑒 2𝑥 . Then
𝑦1 𝑦2 𝑥
𝑒 2𝑥 | = 𝑒 𝑥 2𝑒 2𝑥 − 𝑒 𝑥 𝑒 2𝑥 = 𝑒 3𝑥 .
𝑊(𝑒 𝑥 , 𝑒 2𝑥 ) = |𝑦 ′ 𝑦 ′ | = |𝑒 𝑥
1 2 𝑒 2𝑒 2𝑥
HU 18 ODE
 Ordinary Differential Equation

Theorem: If 𝑊(𝑦1 , 𝑦2 , … 𝑦𝑛 )(𝑥0 ) ≠ 0 for some 𝑥0 ∈ 𝐼 then the set {𝑦1 , 𝑦2 , … , 𝑦𝑛 } is LI on 𝐼.

Theorem: Given
𝑦 ′′ + 𝑝𝑦 ′ + 𝑞𝑦 = 0 (*)
If 𝑦1 and 𝑦2 are any two solutions of (*) on I, then 𝑊(𝑦) ≠ 0(𝑖, 𝑒 𝑊(𝑦1 , 𝑦2 ) ≠ 0).
Corollary: Any two solutions 𝑦1 and 𝑦2 of the differential equation 𝑦 ′′ + 𝑝𝑦 ′ + 𝑞𝑦 = 0 are LI.
(Proofs of the above Theorems and corollary are left as exercise for you)
Definition: a general solution of an ODE
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0 (*)
On an open interval I is a solution of
𝑦 = 𝑐1 𝑦1 + 𝑐2 𝑦2 (**)
In which 𝑦1 and 𝑦2 are solution of (*) on 𝐼 that are not proportional (LI) and 𝑐1 and 𝑐2 are arbitrary
constants. These 𝑦1 and 𝑦2 are called a basis (or a fundamental system of the solution (*) on 𝐼)
A particular solution of (*) on I is obtained if we assign specific values to 𝑐1 and 𝑐2 in (**).
Example. cos 𝑥 and sin 𝑥 form a basis of solution of the ODE 𝒚′′ + 𝒚 = 𝟎 for all 𝑥.
Definition: A basis of solution (*) on an open interval 𝐼 is a pair of LI solution of (*) on 𝐼.
Example: Show that 𝑦1 = 𝑒 𝑥 and 𝑦2 = 𝑒 −𝑥 are solution of ODE 𝑦 ′′ + 𝑦 = 0 then solve the initial value
problem.
Find a Basis If One Solution is Known, Reduction of Order
Finding solutions to non- constant coefficients, second order differential equations can be much more
difficult than finding solutions to constant coefficient differential equations. However, if we already
know one solution to the differential equation, we can use the method that we used in the first order
differential equation. This method is called reduction of order.
Given the homogenous linear ODE (in the standard form)
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0
If 𝑦1 is its solution. Then the second linearly independent solution is given by
𝒆− ∫ 𝒑𝒅𝒙
𝒚𝟐 = 𝒚𝟏 ∫ 𝒅𝒙
𝒚𝟏 𝟐
Method of Finding 𝒚𝟐
We substitute
𝑦 = 𝑦2 = 𝑢𝑦1 , 𝑦 ′ = 𝑦2 ′ = 𝑢′ 𝑦1 + 𝑢𝑦1 ′ , 𝑦 ′′ = 𝑢′′ 𝑦1 + 2𝑢′ 𝑦1 ′ + 𝑢𝑦1 ′′
into a homogenous linear equation

HU 19 ODE
 Ordinary Differential Equation

𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0
This gives
𝑢′′ 𝑦1 + 2𝑢′ 𝑦1 ′ + 𝑢𝑦1 ′′ + 𝑝(𝑢′ 𝑦1 + 𝑢𝑦1 ′ ) + 𝑞𝑢𝑦1 = 0
Collecting terms in 𝑢′′ , 𝑢′ and 𝑢, we have
𝑢′′ 𝑦1 + 𝑢′ (2𝑦1 ′ + 𝑝𝑦1 ) + 𝑢(𝑦1 ′′ + 𝑝𝑦1 ′ + 𝑞𝑦1 ) = 0
Now comes the point. Since 𝑦1 is a solution of
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0
i.e. the expression
𝑦1 ′′ + 𝑝𝑦 ′ + 𝑞𝑦1 = 0.
Hence , 𝑢 is gone, and we are left with an ODE by 𝑦1 and set
𝑢′ = 𝑈, 𝑢′′ = 𝑈′
2𝑦1 ′ +𝑝𝑦1
𝑢′′ + 𝑢′ = 0.
𝑦1

Thus,
2𝑦1 ′
𝑈′ + ( + 𝑝)𝑈 = 0
𝑦1

This is the desired first order ODE, the reduced ordinary differential equation. Separation of variables
and integrations gives
𝑑𝑈 2𝑦1 ′
= −( + 𝑝)dx ,and
𝑈 𝑦1

𝑙𝑛|𝑈| = 2𝑙𝑛|𝑦1 | − ∫ 𝑝𝑑𝑥 .

By taking exponents we finally obtain

1 − ∫ 𝑝𝑑𝑥
𝑈= 𝑒
𝑦1 2
Here, 𝑈 = 𝑢′ so that 𝑢 = ∫ 𝑈𝑑𝑥. Hence, the desired solution is
1 − ∫ 𝑝𝑑𝑥
𝑦2 = 𝑦1 𝑢 = 𝑦1 ∫ 𝑈𝑑𝑥 = 𝑦1 ∫ 𝑒 𝑑𝑥
𝑦1 2
Example: Find a basis of solutions of the ODE, (𝑥 2 − 𝑥)𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0. Given that 𝑦1 (𝑥) = 𝑥 is a
solution.
Solution: Given 𝑦1 = 𝑥 is a solution, (inspection).To find the second solution, substitute
𝑦2 = 𝑦 = 𝑢𝑦1 = 𝑢𝑥
𝑦 ′ = 𝑢′ 𝑥 + 𝑢 , 𝑦 ′′ = 𝑢′′ 𝑥 + 𝑢′ 𝑥 ′ + 𝑢′ = 𝑢′′ 𝑥 + 2𝑢′
into the ODE. This gives
HU 20 ODE
 Ordinary Differential Equation

(𝑥 2 − 𝑥)(𝑢′′ 𝑥 + 2𝑢′ ) − 𝑥(𝑢′ 𝑥 + 𝑢) + 𝑢𝑥 = 0.

𝒖𝒙 and −𝒖𝒙 cancel and we are left with the following ODE, which we divide by 𝑥, order and simplify.
(𝑥 2 − 𝑥)(𝑢′′ 𝑥 + 2𝑢′ ) − 𝑥 2 𝑢′ = 0
After simplification, we get
(𝑥 2 − 𝑥)𝑢′′ + (𝑥 − 2)𝑢′ = 0
This ODE is of first order in𝑈 = 𝑢′ , namely(𝑥 2 − 𝑥)𝑈 ′ + (𝑥 − 2)𝑈 = 0. Separation of variables and
integration gives
dU −(x−2) 1 2
= dx= (x−1 − x) 𝑑𝑥.
U x2 −x

|𝑥 − 1|
ln|U| = ln|x − 1| + 2ln|x| = 𝑙𝑛 .
𝑥2
Taking exponents and integrating again, we obtain
𝑥−1 1 1 1
𝑈= = − 2 𝑎𝑛𝑑 𝑢 = ∫ 𝑈𝑑𝑥 = 𝑙𝑛|𝑥| + .
𝑥2 𝑥 𝑥 𝑥
Hence, 𝑦2 = 𝑢𝑥 = 𝑥𝑙𝑛|𝑥| + 1.
Exercises

I. Solve the given differential equations, whose one solution is known

a. 𝑦 ′′ − 5𝑥𝑦 ′ + 9𝑦 = 0 , 𝑦1 = 𝑥 3 c) 𝑥𝑦 ′′ + 𝑦 ′ = 0 , 𝑦1 = 𝑙𝑛 𝑥
b. 𝑦 ′′ = 𝑦 ′ , 𝑦1 = 𝑥 3 d) 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 0 , 𝑦1 = 𝑥
c. 2𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 3𝑦 = 0 , 𝑦1 = 𝑥 2
II. Verify by substitution that the given function a basis , solve the given initial value problem
a. 𝑦 ′′ + 25 𝑦 = 0 , 𝑐𝑜𝑠 5𝑥, 𝑠𝑖𝑛 5𝑥 𝑦(0) = 0.8 𝑦 ′ (0) = −6.5
b. 𝑥 2 𝑦 ′′ − 7𝑥 𝑦 ′ + 15 𝑦 = 0 , 𝑥3 , 𝑥5 𝑦(1) = 0.4 𝑦 ′ (1) = 1
Homogenous linear ODE with constant coefficients
Let us consider second – order homogenous linear ODEs whose coefficients 𝑎 and 𝑏 are constant.
General form
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 0 (1)
where a and b are constant.
Definition: The equation
𝜆2 + 𝑎𝜆 + 𝑏 = 0 (2)
is called the characteristic equation of the given differential equation. The roots of the characteristic
equation are:

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1
𝜆1 = (−𝑎 + √𝑎2 − 4𝑏)
2
1
𝜆2 = (−𝑎 − √𝑎2 − 4𝑏)
2
Depending on the sign of the discriminant 𝑎2 − 4𝑏 the quadratic equation (2) may have three kinds of
roots.
Case I: Two real roots, if 𝑎2 − 4𝑏 > 0
Case II: A real double root, if 𝑎2 − 4𝑏 = 0
Case III: Complex conjugate roots, if 𝑎2 − 4𝑏 < 0. Let us consider the conditions:
Case I: Two distinct real roots 𝝀𝟏 and𝝀𝟐 . In this case, a basis of solutions of (1) on any interval is
𝑦1 = 𝑒 𝜆1 𝑥 and 𝑦2 = 𝑒 𝜆2 𝑥 . Because, 𝑦1 and 𝑦2 are defined (and real) for all x and their quotient is not
constant. The corresponding general solution is
𝑦 = 𝑐1 𝑒 𝜆1𝑥 + 𝑐2 𝑒 𝝀𝟐 𝑥
Example: Solve the following IVP
a. 𝑦 ′′ + 11𝑦 ′ +24𝑦 = 0 , 𝑦(0) = 0 , 𝑦 ′ (0) = −7
Solution: The characteristic equation is
𝜆2 + 11𝜆 + 24 = 0 ⇒ (𝜆 + 8)(𝜆 + 3) = 0.
Its roots are 𝜆1 = −8 and 𝜆2 = −3 , and the general solution and its derivative is
𝑦(𝑥) = 𝑐1 𝑒 −8𝑥 + 𝑐2 𝑒 −𝟑𝑥 ⟹ 𝑦 ′ (𝑥) = −8𝑐1 𝑒 −8𝑥 − 3𝑐2 𝑒 −𝟑𝑥
Now, plug in the initial conditions to get the following system of equations
𝑦(0) = 0 = 𝑐1 + 𝑐2
𝑦 ′ (0) = −7 = −8𝑐1 − 3𝑐2
Solving this system gives
7 −7
𝑐1 = 5 And 𝑐2 = 5

The actual solution to the differential equation is , then

7 −8𝑥 7 −𝟑𝑥
𝑦(𝑥) = 𝑒 − 𝑒
5 5
b. y ′′ + 3y ′ − 10y = 0, y(0) = 4, y ′ (0) = −2
Solution: The characteristic equation is
𝜆2 + 3𝜆 − 10 = 0 ⟹ (𝜆 + 5)(𝜆 − 2) = 0
The roots are, 𝜆1 = −5 and 𝜆2 = 2, and so the general solution and its derivative is
𝑦(𝑥) = 𝑐1 𝑒 −5𝑥 + 𝑐2 𝑒 𝟐𝑥 ⟹ 𝑦 ′ (𝑥) = −5𝑐1 𝑒 −5𝑥 + 2𝑐2 𝑒 𝟐𝑥
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Now, plug in the initial conditions to get the following system of equations.
𝑦(0) = 4 = 𝑐1 + 𝑐2
𝑦 ′ (0) = −2 = −5𝑐1 + 2𝑐2
10 18
Solving this system gives 𝑐1 = And 𝑐2 = . The actual (particular) solution to the differential
7 7
10 18 𝟐𝑥
equation is then 𝑦(𝑥) = 𝑒 −5𝑥 + 𝑒 .
7 7
𝒂
Case II: Real double root 𝝀 = − 𝟐 . If the discriminant 𝑎2 − 4𝑏 = 0, the characteristic equation has
𝑎
𝒂
only one root 𝜆 = 𝜆1 = 𝜆2 = − 𝟐. Hence one solution is𝑦1 = 𝑒 (−2)𝑥 . To obtain a second independent

solution 𝑦2 (needed for a basis) we use the method of reduction of order is

𝑒 − ∫ 𝑝(𝑥)𝑑𝑥
𝑦2 = 𝑦1 ∫ , but 𝑝(𝑥) is a constant.
𝑦1 2

Then it became,
𝑒 − ∫ 𝑎𝑑𝑥 𝑎
(− )𝑥 𝑒 −𝑎𝑥 𝑎
𝑦2 = 𝑦1 ∫ 2
𝑑𝑥 = 𝑒 2 ∫
−𝑎𝑥
𝑑𝑥 = 𝑥𝑒 (−2)𝑥
𝑦1 𝑒
𝑎 𝑎
Hence in the case of a double root of (2), a basis of solution of (1) on any interval is:𝑒 (−2)𝑥 ,𝑒 (−2)𝑥 .
The corresponding general solution is:
𝑎
𝑦 = 𝑒 (−2)𝑥 (𝑐1 + 𝑐2 𝑥)
i.e. if the roots of the characteristic equation are 𝜆 = 𝜆1 = 𝜆2 , then the general solution is then
𝑦(𝑥) = 𝑐1 𝑒 𝜆𝑥 + 𝑐2 𝑥𝑒 𝜆𝑥 .
Example: Solve the following IVP.
′
a. 𝑦 ′ − 4𝑦 ′ + 4𝑦 = 0 , 𝑦(0) = 12, 𝑦 ′ (0) = −3
Solution: The characteristic equation and its roots are 𝜆2 − 4𝜆 + 4 = (𝜆 − 2)2 = 0 ⟹ 𝜆1 = 𝜆2 = 2.
The general solution and its derivative are
𝑦(𝑥) = 𝑐1 𝑒 2𝑥 + 𝑐2 𝑥𝑒 𝟐𝑥 ⟹ 𝑦 ′ (𝑥) = 2𝑐1 𝑒 2𝑥 + 𝑐2 𝑒 2𝑥 + 2𝑐2 𝑥𝑒 𝟐𝑥
Plugging in the initial conditions gives the following system
12 = 𝑦(0) = 𝑐1
−3 = 𝑦 ′ (0) = 2𝑐1 + 𝑐2
This system is easily solve to get 𝑐1 = 12 and 𝑐2 = −27. The particular solution to the IVP is, then
𝑦(𝑥) = 12𝑒 2𝑥 − 27𝑥𝑒 𝟐𝑥
′ −9
b. 16𝑦 ′ − 40𝑦 ′ + 25𝑦 = 0 , 𝑦(0) = 3, 𝑦 ′ (0) = 4

Solution: The characteristic equation and its roots are:

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5
16𝜆2 − 40𝜆 + 25 = (4𝜆 − 5)2 = 0 , 𝜆 1,2 =
4
The general solution and its derivative are
5𝑥 𝟓𝒙 5 5𝑥 𝟓𝒙 5 5𝑥
𝑦(𝑥) = 𝑐1 𝑒 4 + 𝑐2 𝑥𝑒 𝟒 ⟹ 𝑦 ′ (𝑥) = 𝑐1 𝑒 4 + 𝑐2 𝑒 𝟒 + 𝑐2 𝑥𝑒 4
4 4
Plugging in the initial conditions gives the following system:
3 = 𝑦(0) = 𝑐1
−9 5
= 𝑦 ′ (0) = 𝑐1 + 𝑐2
4 4
Solving this system gives, 𝑐1 = 3 and 𝑐2 = −6. The particular solution to the IVP is then
5𝑥 𝟓𝒙
𝑦(𝑥) = 3𝑒 4 − 6𝑥𝑒 𝟒
𝟏 𝟏
Case III: Complex roots: − 𝟐 𝒂 + 𝒊𝝎 and − 𝟐 𝒂 − 𝒊𝝎. This case occurs if the discriminant 𝑎2 −

4𝑏 < 0 of the characteristic equation is negative, then the characteristic equation has no real root but it
has a complex root. That is,
1 1
𝜆1 , 𝜆2 = (−𝑎 ± √𝑎2 − 4𝑏) = (−𝑎 ± 𝑖 √4𝑏 − 𝑎2 )
2 2
𝑎 1
Put, 𝛼 = − 2 and 𝛽 = 2 √4𝑏 − 𝑎2

We get the complex roots of the characteristic equation as

𝜆1 , 𝜆2 = 𝛼 ± 𝑖𝛽 with 𝛼, 𝛽 ∈ 𝑅
Thus , 𝑦1 = 𝑒 𝜆1 𝑥 = 𝑒 (𝛼+𝑖𝛽)𝑥 and 𝑦2 = 𝑒 𝜆2 𝑥 = 𝑒 (𝛼−𝑖𝛽)𝑥
are the basis of complex solution of the ODE and the general solution is
𝑦 = 𝑐1 𝑒 (𝛼+𝑖𝛽)𝑥 + 𝑐2 𝑒 (𝛼−𝑖𝛽)𝑥 , with 𝑐1 ,𝑐2 constants.
Remark: (Euler’s formula)
𝑒 𝑖𝑥 = cos 𝑥 + 𝑖 sin 𝑥 ⟹ 𝑒 𝑖𝛽 = cos 𝛽𝑥 + 𝑖 sin 𝛽𝑥
𝑒 (𝛼±𝑖𝛽)𝑥 = 𝑒 𝛼𝑥±𝑖𝛽𝑥 = 𝑒 𝛼𝑥 (𝑒 ±𝑖𝛽𝑥 ) = 𝑒 𝛼𝑥 (cos 𝛽𝑥 ± 𝑖 sin 𝛽𝑥)
So the complex solution of (1) can be written as
𝑦 = 𝑐1 𝑒 𝛼𝑥 (cos 𝛽𝑥 + 𝑖 sin 𝛽𝑥) + 𝑐2 𝑒 𝛼𝑥 (cos 𝛽𝑥 − 𝑖 sin 𝛽𝑥)
However, we expect to have a real solution. That is, 𝑦1 = 𝑒 𝛼𝑥 cos 𝛽𝑥 , 𝑦2 = 𝑒 𝛼𝑥 sin 𝛽𝑥 and the general
solution:
𝑦 = 𝑒 𝛼𝑥 (cos 𝛽𝑥 + sin 𝛽𝑥).
′
Example: Solve the IVP 𝑦 ′ − 8𝑦 ′ + 17𝑦 = 0 , 𝑦(0) = −4, 𝑦 ′ (0) = −1.

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Solution: The characteristic equation is: 𝜆2 − 8𝜆 + 17 = 0. The roots are, 𝜆 1,2 = 4 ± 𝑖

The general solution as well as its derivative is
𝑦(𝑥) = 𝑐1 𝑒 4𝑥 cos (𝑥) + 𝑐2 𝑒 4𝑥 sin (𝑥)
𝑦 ′ (𝑥) = 4𝑐1 𝑒 4𝑥 cos(𝑥) − 𝑐1 𝑒 4𝑥 sin(𝑥) + 4𝑐2 𝑒 4𝑥 sin(𝑥) + 𝑐2 𝑒 4𝑥 cos (𝑥)
Applying the initial conditions gives the following system,
−4 = 𝑦(0) = 𝑐1
−1 = 𝑦 ′ (0) = 4𝑐1 + 𝑐2
Solving this system gives 𝑐1 = −4 , and𝑐2 = 15
The particular solution to the IVP is then 𝑦(𝑥) = −4𝑒 4𝑥 cos (𝑥) + 15𝑒 4𝑥 sin (𝑥).
Summary of case I-III (Solutions of 𝒂𝒚′′ + 𝒃𝒚′ + 𝒄𝒚 = 𝟎, 𝒂 ≠ 𝟎)
Roots of 𝒂𝒓𝟐 + 𝒃𝒓 + 𝒄 = 𝟎 Bases General solution
𝒓𝟏 ≠ 𝒓𝟐 𝒂𝒏𝒅 𝒃𝒐𝒕𝒉 𝒂𝒓𝒆 𝒓𝒆𝒂𝒍 𝑒 𝜆1 𝑥 𝑎𝑛𝑑 𝑒 𝜆2 𝑥 𝑦 = 𝐶1 𝑒 𝑟1𝑥 + 𝐶2 𝑒 𝑟2𝑥
𝑎 𝑎
𝒓𝟏 = 𝒓𝟐 = 𝒓 𝑦 = 𝐶1 𝑒 𝑟𝑥 + 𝐶2 𝑥𝑒 𝑟𝑥
𝑒 −2𝑥 , 𝑥𝑒 −2𝑥
𝒓𝟏 , 𝒓𝟐 𝒄𝒐𝒎𝒑𝒍𝒆𝒙 𝑦 = 𝑒 𝛼𝑥 (𝐶1 cos(𝛽𝑥) + 𝐶2 sin(𝛽𝑥))
𝜆1 = 𝛼 + 𝑖𝛽𝑒 𝛼𝑥 cos 𝛽𝑥
𝜆2 = 𝛼 − 𝑖𝛽𝑒 𝛼𝑥 sin 𝛽𝑥
Exercises

Solve the following

a. 𝑦 ′′ + 2𝑘𝑦 ′ + 𝑘 2 𝑦 = 0 , 𝑘 ≠ 0, 𝑦(0) = 2, 𝑦 ′ (0) = 4 e) 9𝑦 ′′ − 30𝑦 ′ + 25𝑦 = 0
b. 𝑦 ′′ + 𝑦 ′ + 𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 3 f) 𝑦 ′′ + 𝑦 ′ − 6𝑦 = 0
c. 𝑦 ′′ + 2𝑦 ′ + 3𝑦 = 0 𝑦(0) = 1, 𝑦 ′ (0) = 3 g) 4𝑦 ′′ − 4𝑦 ′ − 3𝑦 = 0
d. 𝑦 ′′ + 𝑦 = 0 𝑦(𝜋) = 2 , 𝑦 ′ (𝜋) = 1 h) 𝑦 ′′ + 9𝑦 ′ + 20𝑦 = 0
A Method for Solving Non-Homogenous Linear Equations
A form 𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑟(𝑥) (1)
where 𝑟(𝑥) ≠ 0 is the non-homogenous linear equation. The equation
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0 (2)
is called related homogenous equation of (1).
Definition (General solution, Particular solution)
A general solution of the non-Homogenous ODE (1) on an open interval I is a solution of the
form𝑦(𝑥) = 𝑦ℎ (𝑥) + 𝑦𝑝 (𝑥) (3)

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Where, 𝑦ℎ = 𝑐1 𝑦1 + 𝑐2 𝑦2 is a general solution of the homogeneous ODE (2) on I and 𝑦𝑝 is any solution
of (1) on I containing no arbitrary constant.
A particular solution of (1) on I is a solution obtained from (3) by assigning specific value to the
arbitrary constant 𝑐1 and 𝑐2 in 𝑦ℎ .
Procedures to find the general solution of (1)
i. Find a general solution of (2)
ii. Find a particular solution of (1)
iii. Sum of (i) and (ii) is the general solution of (1)
Question: how we can find a solution 𝑦𝑝 (i,e a particular solution of (1) )
The method of undetermined coefficients is suitable for linear ODEs with constant coefficients a and b
𝑦 ′′ + 𝑎𝑦 ′ + 𝑏𝑦 = 𝑟(𝑥) (4)
when 𝑟(𝑥) is an exponential function, a power of x, a cosine or sine or sum or product of such function.
Choice rule for the method of undetermined coefficients
a. Basic rule: if r(x) in (4) is one of the function in the first column in table 2.1 , choose 𝑦𝑝 in the
same line and determine its undetermined coefficients by substitute 𝑦𝑝 and its derivates into (4).
b. Modification rule: if a term in your choice for 𝑦𝑝 happens to be a solution of the homogenous
ODE corresponding to (4), multiply this term by 𝑥 (or 𝑥 2 if this solution corresponding to a
double root of the characteristic equation of the homogenous ODE)
c. Sum rule: if 𝑟(𝑥) is a sum of functions in the first column, choose 𝑦𝑝 the sum of functions in the
corresponding lines of the 2nd column.
Table: Method of undetermined coefficients
Terms in 𝒓(𝒙) Choice for 𝑦𝑝 (𝑥)
𝑘𝑒 𝛾𝑥 𝑐𝑒 𝛾𝑥
𝑘𝑥 𝑛 𝑛 = 0,1,2, … 𝑘𝑛 𝑥 𝑛 + 𝑘𝑛−1 𝑥 𝑛−1 + ⋯ + 𝑘1 𝑥 + 𝑘0
𝑘𝑐𝑜𝑠 𝛽𝑥 𝑘𝑐𝑜𝑠 𝛽𝑥 + 𝑀𝑠𝑖𝑛 𝛽𝑥
𝑘 sin 𝛽𝑥
𝑘𝑒 𝛼𝑥 cos 𝛽𝑥 𝑒 𝛼𝑥 (𝑘 cos 𝛽𝑥 + 𝑀𝑠𝑖𝑛 𝛽𝑥
𝑘𝑒 𝛼𝑥 sin 𝛽𝑥
Example: a. Solve the initial value problem
𝑦 ′′ + 𝑦 ′ = 0.001𝑥 2 , 𝑦(0) = 0 , 𝑦 ′ (0) = 1.5
Step 1: General solution of the homogeneous ODE
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The characteristic equation for this differential equation and its roots are: 𝜆2 + 1 = 0 ⟹ 𝜆 = 𝑖.
The complementary (associated) or homogeneous solution is, then 𝑦ℎ = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥.
Step 2: Solution 𝒚𝒑 of the nonhomogeneous ODE.
Let us guess for𝑦𝑝 (𝑥) , i.e.
𝑦𝑝 = 𝐾2 𝑥 2 + 𝐾1 𝑥 + 𝐾0
(Plugging this into the differential equation). Then,
𝑦𝑝 ′′ + 𝑦𝑝 = 2𝐾2 + 2𝑥 2 + 𝐾1 𝑥 + 𝐾0 = 0.001𝑥 2
Collecting like terms gives, 𝐾2 = 0.001, 𝐾1 = 0 , 2𝐾2 + 𝐾 0 = 0. Hence, 𝐾0 = −2, 𝐾2 = 0.002
This gives 𝑦𝑝 = 0.001𝑥 2 − 0.002 , and
𝑦 = 𝑦ℎ + 𝑦𝑝 = 𝐴𝑐𝑜𝑠𝑥 + 𝐵𝑠𝑖𝑛𝑥 + 0.001𝑥 2 − 0.002
Step 3: Solution of the initial value problem
Setting = 0 , and using the first initial condition gives ,
𝑦 = 𝐴𝑐𝑜𝑠(0) + 𝐵𝑠𝑖𝑛(0) + 0.001(0)2 − 0.002 = 𝐴 − 0.002 = 0 or 𝐴 = 0.002.
By differentiation and from the second initial condition
𝑦 ′ = 𝑦ℎ ′ + 𝑦𝑝 ′ = −𝐴𝑠𝑖𝑛𝑥 + 𝐵𝑐𝑜𝑠𝑥 + 0.002𝑥 ,and 𝑦 ′ (0) = 𝐵 = 1.5
Thus a particular solution to the differential equation is then
𝑦 = 0.002𝑐𝑜𝑠𝑥 + 1.5𝑠𝑖𝑛𝑥 + 0.001𝑥 2 − 0.002
b. Determine a particular solution to 𝑦 ′′ − 4𝑦 ′ − 12𝑦 = 3𝑒 5𝑥 .
Solution: To find a particular solution, let us guess 𝑦𝑝 (𝑥) as
𝑦𝑝 (𝑥) = 𝐴𝑒 5𝑥
Plugging into the differential equation gives,
25𝐴𝑒 5𝑥 − 20𝐴𝑒 5𝑥 − 12(𝐴𝑒 5𝑥 ) = 3𝑒 5𝑥
−7𝐴𝑒 5𝑥 = 3𝑒 5𝑥
−3
𝐴=
7
A particular solution to the differential equation is
−3 5𝑥
𝑦𝑝 (𝑥) = 𝑒
7
C. Solve the initial value problem 𝑦 ′′ + 3𝑦 ′ − 2.25𝑦 = −10𝑒 −1.5𝑥 , 𝑦(0) = 1 , 𝑦 ′ (0) = 0.
Answer: (𝟏 + 𝟏. 𝟓𝒙 − 𝟓𝒙𝟐 )𝒆−𝟏.𝟓𝒙

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Exercises

I. Find a general solution

1
a. 𝑦 ′′ + 3𝑦 ′ + 2𝑦 = 30𝑒 2𝑥 c) 𝑦 ′′ + 9𝑦 = 𝑐𝑜𝑠 𝑥 + 3 𝑐𝑜𝑠 3𝑥

b. 𝑦 ′′ + 9𝑦 = 8𝑥 + 36 𝑠𝑖𝑛 3𝑥 d) 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 4𝑥 + 𝑒 3𝑥
II. Solve the following initial value problem
a. 𝑦 ′′ + 2𝑦 ′ + 0.75𝑦 = 2 𝑐𝑜𝑠(𝑥) − 0.25 𝑠𝑖𝑛(𝑥) + +0.09𝑥, 𝑦(0) = 2.78, 𝑦 ′ (0) = −0.43
b. 𝑦 ′′ − 3𝑦 ′ + 2.25𝑦 = 27(𝑥 2 + 𝑥)𝑦(0) = 20, 𝑦 ′ (0) = 30
c. 𝑦 ′′ − 2𝑦 ′ = 12𝑒 2𝑥 − 8𝑒 −2𝑥 𝑦(0) = −2, 𝑦 ′ (0) = 12
d.𝑦 ′′ + 3𝑦 ′ + 2.25𝑦 = −10𝑒 −1.5 𝑦(0) = 1 , 𝑦 ′ (0) = 0
Solution by Variation of parameters
We continue our discussion of non-homogeneous linear ODEs
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 𝑟(𝑥) … (1)
In the previous discussion, we have seen that a general solution of (1) is the sum of a general solution 𝑦ℎ
of the corresponding homogeneous ODE and any particular solution 𝑦𝑝 of (1). To obtain 𝑦𝑝 when 𝑟(𝑥)
is not too complicated we can often use the method of undetermined coefficients. However, since this
method restricted to function, 𝑟(𝑥) whose derivatives are of a form similar to 𝑟(𝑥) itself (powers,
exponential functions etc.), it is desirable to have a method valid for more general ODEs(1), we shall now
develop. It is called the method of variation of parameters and is credited to Lagrange. Here 𝑝, 𝑞, 𝑟 in (1)
may be variable (given functions of 𝑥), but we assume that they are continuous on some open I.
Aim: To find 𝒚𝒑 for (1)
Lagrange’s method gives a particular solution 𝑦𝑝 of (1)
𝑦2 𝑟 𝑦1 𝑟
𝑦𝑝 = −𝑦1 ∫ 𝑑𝑥 + 𝑦2 ∫ 𝑑𝑥 … (2)
𝑊 𝑊

, where W is the Wronskian of 𝑦1 and 𝑦2 form a basis of solutions of the corresponding homogeneous
ODE
𝑦 ′′ + 𝑝(𝑥)𝑦 ′ + 𝑞(𝑥)𝑦 = 0
On I and W is the Wronskian of 𝑦1 , 𝑦2
𝑊 = 𝑦1 𝑦 ′ 2 − 𝑦2 𝑦 ′1
CAUTION! The solution formula (2) is obtained under the assumption that the ODE is written in
standard form, with 𝑦 ′′ as the first term as shown in(1). If it starts with𝑓(𝑥)𝑦 ′′ , divide first by 𝑓(𝑥).
Example: Solve the non-homogeneous ODE

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1
𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐𝑥 =
𝑐𝑜𝑠𝑥
Solution: A basis of solution of the homogeneous ODE an any interval is 𝑦1 = 𝑐𝑜𝑠𝑥 , 𝑦2 = 𝑠𝑖𝑛𝑥.
This gives the Wronskian, 𝑊(𝑦1 , 𝑦2 ) = 𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑥 − 𝑠𝑖𝑛𝑥(−𝑠𝑖𝑛𝑥) = 1.
From (2) choosing zero constants of integration, we get the particular solution of the given
ODE 𝑦𝑝 = −𝑐𝑜𝑠𝑥 ∫ 𝑠𝑖𝑛𝑥𝑠𝑒𝑐𝑥 𝑑𝑥 + 𝑠𝑖𝑛𝑥 ∫ 𝑐𝑜𝑠𝑥𝑠𝑒𝑐𝑥 𝑑𝑥 = 𝑐𝑜𝑠𝑥𝑙𝑛|𝑐𝑜𝑠𝑥| + 𝑥𝑠𝑖𝑛𝑥
Now using 𝑦𝑝 and the general solution
𝑦ℎ = 𝑐1 𝑦1 + 𝑐2 𝑦2 ,of the homogeneous ODE we obtain the answer
𝑦 = 𝑦ℎ + 𝑦𝑝 = (𝑐1 + 𝑙𝑛|𝑐𝑜𝑠𝑥|)𝑐𝑜𝑠𝑥 + (𝑐2 + 𝑥)𝑠𝑖𝑛𝑥
Euler-Cauchy Equations

Example. Solve a) 𝑥2 𝑦" + 2𝑥𝑦′ − 6𝑦 = 0 b) 𝑥2 𝑦" − 9𝑥𝑦′ + 25𝑦 = 0

Solution: (a) Insert 𝑦 = 𝑥 𝑟 . Thus, the auxiliary equation is 𝑟 2 + 𝑟 − 6 = 0. 𝑇ℎ𝑒𝑛 𝑖𝑡 ℎ𝑎𝑠 two roots; 𝑟1 = 2 and
𝑟2 = −3 therefore the general solution is 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 −3.
b) Assume 𝑦 = 𝑥 𝑟 . Thus, the auxiliary equation is 𝑟 2 − 10𝑟 + 25 = 0. 𝑇ℎ𝑒𝑛, it has double root, 𝑟 = 5.
Therefore, the general solution is 𝑦 = 𝑐1 𝑥 5 + 𝑐2 𝑥 5 ln 𝑥
Exercise: Solve the following equations.
a) 𝑥2 𝑦" + 𝑥𝑦′ − 4𝑦 = 𝑥2 𝑙𝑛𝑥 b) 𝑥2 𝑦" − 3𝑥𝑦′ + 5𝑦 = 0

c) 𝑥2 𝑦" − 10𝑥𝑦′ + 18𝑦 = 0 d) 𝑥2 𝑦" − 13𝑥𝑦′ + 49𝑦 = 0

HU 29 ODE
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Exercises

1. Solve the given non homogeneous ODE by variation of parameters or undetermined coefficients.
Give a general solution.
a. 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 𝑥𝑒 −𝑥 e.𝑦 ′′ − 2𝑦 ′ + 𝑦 = 𝑒 𝑥 𝑠𝑖𝑛𝑥
b. 𝑦 ′′ + 𝑦 = 𝑠𝑒𝑐 𝑥 f. 𝑦 ′′ + 𝑦 = 𝑡𝑎𝑛 𝑥
c. 𝑥 2 𝑦 ′′ − 2𝑥 2 𝑦 ′ + 𝑥 2 𝑦 = 𝑒 𝑥 g. 𝑦 ′′ + 𝑦 = 𝑐𝑜𝑠𝑥 + 𝑠𝑒𝑐𝑥
d. 𝑥 2 𝑦 ′′ + 𝑥𝑦 ′ − 𝑦 = 𝑥 2 𝑙𝑛 𝑥 f. 𝑥𝑦 ′′ − 2𝑥𝑦 ′ + 2𝑦 = 𝑥 3 𝑐𝑜𝑠𝑥
Miscellaneous Exercises

1. Test the given pairs of functions for linear independence or dependence over the stated intervals
a. 𝑠𝑖𝑛ℎ2 𝑥, 𝑐𝑜𝑠ℎ2 , 𝑓𝑜𝑟 all 𝑥. C. 1 + 𝑥, 𝑥 + 𝑥 2 ,for all x.
b. 𝑥 + 𝑙𝑛|𝑥|, 𝑥 + 2𝑙𝑛|𝑥|, for|𝑥| ≥ 0. D. 𝑠𝑖𝑛𝑥𝑐𝑜𝑠𝑥, 𝑠𝑖𝑛2𝑥, for all 𝑥, 𝐸. 𝑒 2𝑥 , 𝑥𝑒 2𝑥 , for all x.
2. Find a differential equation whose general solution is
−𝑡
a. 𝑦 = 𝑐1 𝑒 2𝑡 + 𝑐2𝑒 −3𝑡 𝑏) 𝑦 = 𝑐1 𝑒 2 + 𝑐2𝑒 −2𝑡
3. Find a general solution. Indicate the method you are using.
a. 𝑦 ′′ − 2𝑦 ′ − 8𝑦 = 52𝑐𝑜𝑠6𝑥 D. 𝑦 ′′ + 𝑦 = 𝑐𝑠𝑐𝑥
b. 𝑦 ′′ + 6𝑦 ′ + 9𝑦 = 𝑒 −3𝑥 − 27𝑥 2 E. 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 𝑥 2 𝑒 𝑥
c. 𝑦 ′′ + 8𝑦 ′ + 25𝑦 = 26𝑠𝑖𝑛3𝑥 F. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ + 𝑦 = 𝑥𝑙𝑛|𝑥| g) 𝑥 2 𝑦 ′′ − 5𝑥𝑦 ′ + 9𝑦 = 0
4. Use the general solution of 𝑦 ′′ + 𝑦 = 0 to find if a solution exists and is unique, exists but is non unique, or
does not exist for each set of boundary conditions.
a. 𝑦(0) = 0, 𝑦(𝜋) = 0, c. 𝑦′(0) = 0, 𝑦 ′ (0) = 0, 𝑦 ′ (𝜋) = 0
b. 𝑦(0) = 1, 𝑦(2𝜋) = 2 d. 𝑦(0) = 0, 𝑦 ′ (𝜋) = 0.
10. Solve the following initial value problems.
a.𝑦 ′′ + 5𝑦 ′ − 14𝑦 = 0, 𝑦(0) = 6, 𝑦 ′ (0) = −6
b.𝑦 ′′ + 6𝑦 ′ + 18𝑦 = 0, 𝑦(0) = 5, 𝑦 ′ (0) = −21
c. 𝑥 2 𝑦 ′′ − 𝑥𝑦 ′ − 24𝑦 = 0, 𝑦(1) = 15, 𝑦 ′ (1) = 0
d) 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = 108𝑥 2 , 𝑦(0) = 18, 𝑦 ′ (0) = −26

HU 30 ODE
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Chapter-Three
Laplace Transforms
Laplace transform is used for solving the DEs with initial and boundary conditions. The advantage of this
method is that it solves the DEs with initial conditions directly without the necessity of first finding the
general solution and then evaluating the arbitrary constants using the initial conditions. It provides an
alternative method for many equations. We first transform the differential equation to an algebraic
equation, then solve it, and then make an inverse transform.

Defn: Let 𝑓(𝑡) be a real valued function defined for all 𝑡 ≥ 0. Then the Laplace transform of 𝑓(𝑡) denoted
by 𝐿(𝑓(𝑡)) is defined by

∞
𝐿(𝑓(𝑡)) = ∫0 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 (1)

Where 𝑠 is a real or a complex number. If the integral is exist, it is a function of s and usually denoted by
𝐹(𝑠). here s is called the parameter. Thus,
∞
𝐹(𝑠) = 𝐿(𝑓(𝑡)) = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡.
0

The domain of 𝐿(𝑓, 𝑡) is taken to be the set of all 𝑠 for which the improper integral exist. 𝑖. 𝑒.
𝑛
lim ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
𝑛→∞ 0

Note that we use lowercase letters for functions and capital letters for their transforms

Laplace Transforms of Some Standard Functions

Laplace transform of a constant: - Let f (t) = a, where a is constant. Then from the definition of
Laplace transform, we get
∞ ∞ ∞
−𝑠𝑡 −𝑠𝑡
𝑒 −𝑠𝑡 −𝑎 −∞ 𝑎
𝐿(𝑎) = ∫ 𝑒 𝑎𝑑𝑡 = 𝑎 ∫ 𝑒 𝑑𝑡 = 𝑎 [ ] = [𝑒 − 𝑒 0 ] =
0 0 −𝑠 0 𝑠 𝑠

𝑎 1
Hence 𝐿(𝑎) = 𝑠 , particularly 𝐿(1) = 𝑠

Laplace transform of 𝒆𝒂𝒕 :-Substituting 𝑓(𝑡) = 𝒆𝒂𝒕 in the definition of LT, we get
∞ ∞ ∞
𝒂𝒕 ) −𝑠𝑡 𝒂𝒕 (𝑎−𝑠)𝑡
𝑒 −(𝑠−𝑎)𝑡 −1 1
𝐿(𝒆 =∫ 𝑒 𝒆 𝑑𝑡 = ∫ 𝑒 𝑑𝑡 = [ ] = [𝑒 −∞ − 𝑒 0 ] = 𝑖𝑓 𝑠 > 𝑎.
0 0 −(𝑠 − 𝑎) 0 𝑠−𝑎 𝑠−𝑎

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1 1
Hence 𝐿(𝒆𝒂𝒕 ) = 𝑠−𝑎 , 𝑠 > 𝑎 > 0. 𝑅𝑒𝑝𝑙𝑎𝑐𝑖𝑛𝑔 𝑎 𝑏𝑦 − 𝑎, 𝑤𝑒 𝑔𝑒𝑡 𝐿(𝒆−𝒂𝒕 ) = 𝑠+𝑎 , 𝑠 > −𝑎.

Example: Evaluate (𝒂) ℒ{𝑒 −3𝑡 } (𝑏) ℒ{𝑒 5𝑡 }

𝒆𝒂𝒕 −𝒆−𝒂𝒕
Laplace transform of 𝒔𝒊𝒏𝒉𝒂𝒕:- Let 𝒇(𝒕) = 𝒔𝒊𝒏 𝒉 𝒂𝒕, and since 𝒔𝒊𝒏 𝒉 𝒂𝒕 = , then,
𝟐

𝑒 𝑎𝑡 − 𝑒 −𝑎𝑡 1 1 1 1 𝑎
𝐿(𝑠𝑖𝑛 ℎ 𝑎𝑡) = 𝐿 { } = [𝐿(𝑒 𝑎𝑡 ) − 𝐿(𝑒 −𝑎𝑡 )] = { − }= 2
2 2 2 𝑠−𝑎 𝑠+𝑎 𝑠 − 𝑎2
𝑎
Hence 𝐿(𝑠𝑖𝑛 ℎ 𝑎𝑡) = 𝑠2 −𝑎2 , 𝑓𝑜𝑟 𝑠 > 𝑎. Similarly find 𝑳{𝒄𝒐𝒔𝒉𝒂𝒕}.

Laplace transform of 𝒔𝒊𝒏𝒂𝒕 𝒂𝒏𝒅 𝒄𝒐𝒔𝒂𝒕:- We know by Euler’s formula that, 𝑒 𝑖𝑎𝑡 = 𝑐𝑜𝑠 𝑎𝑡 + 𝑖𝑠𝑖𝑛 𝑎𝑡
hence,

1 𝑠 + 𝑖𝑎 𝑠 + 𝑖𝑎 𝑠 𝑎
𝐿(𝑐𝑜𝑠 𝑎𝑡 + 𝑖𝑠𝑖𝑛 𝑎𝑡) = 𝐿{𝑒 𝑖𝑎𝑡 } = = = 2 2
= 2 2
+𝑖 2
𝑠 − 𝑖𝑎 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎) 𝑠 + 𝑎 𝑠 +𝑎 𝑠 + 𝑎2

On equating the real and imaginary parts, we obtain

𝑠 𝑎
𝐿(𝑐𝑜𝑠 𝑎𝑡) = , 𝑎𝑛𝑑 𝐿(𝑠𝑖𝑛 𝑎𝑡) = .
𝑠 2 + 𝑎2 𝑠 2 + 𝑎2
Example: Evaluate ℒ{𝑠𝑖𝑛2𝑡}.
Laplace transform of 𝒕𝒏 :- Let 𝑓(𝑡) = 𝒕𝒏 , where𝒏 ≥ 0. Then from the definition,

∞ 𝑑𝑥 𝑥
𝐿{𝑡 𝑛 } = ∫0 𝑒 −st 𝑡 𝑛 𝑑𝑡 substitute 𝑠𝑡 = 𝑥, so that 𝑑𝑡 = 𝑎𝑛𝑑 𝑡 = 𝑠 . when 𝑡 = 0, 𝑥 = 0 and 𝑡 = ∞, 𝑥 =
𝑠
∞ 𝑥 𝑛 𝑑𝑥 1 ∞ 1
∞. hence 𝐿{𝑡 𝑛 } = ∫0 𝑒 −x ( 𝑠 ) = 𝑠𝑛+1 ∫0 𝑒 −x 𝑥 𝑛 𝑑𝑥 = 𝑠𝑛+1 Γ(𝑛 + 1)
𝑠

1 𝑛!
Thus 𝐿{𝑡 𝑛 } = 𝑠𝑛+1 Γ(𝑛 + 1) = 𝑠𝑛+1

Property (𝓛 is a linear transform): for a linear combination of functions we can write

∞ ∞ ∞
∫ 𝑒 −𝑠𝑡 [𝛼𝑓(𝑡) + 𝛽𝑔(𝑡)]𝑑𝑡 = 𝛼 ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 + 𝛽 ∫ 𝑒 −𝑠𝑡 𝑔(𝑡)𝑑𝑡
0 0 0

Whenever both integrals converge for 𝑠 > 𝑐. Hence it follows that

ℒ{ 𝛼𝑓(𝑡) + 𝛽𝑔(𝑡)} = 𝛼ℒ{𝑓(𝑡)} + 𝛽ℒ{𝑔(𝑡)} = 𝛼𝐹(𝑠) + 𝛽𝐺(𝑠)
Example: Evaluate (𝑎) ℒ{1 + 5𝑡} (𝑏) ℒ{4𝑒 5𝑡 − 10𝑠𝑖𝑛2𝑡}
Solution: By using linearity property and the above examples we have
a) For 𝑠 > 0
1 1
ℒ{1 + 5𝑡} = ℒ{1} + ℒ{5𝑡} = ℒ{1} + 5ℒ{𝑡} = 𝑠 + 𝑠2 (By𝓛 linearity and above examples)
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b) 𝑓𝑜𝑟 𝑠 > 5
ℒ{4𝑒 5𝑡 − 10𝑠𝑖𝑛2𝑡} = ℒ{4𝑒 5𝑡 } − ℒ{10𝑠𝑖𝑛2𝑡} = 4ℒ{𝑒 5𝑡 } − 10ℒ{𝑠𝑖𝑛2𝑡}
4 20
ℒ{4𝑒 5𝑡 − 10𝑠𝑖𝑛2𝑡} = 4ℒ{𝑒 5𝑡 } − 10ℒ{𝑠𝑖𝑛2𝑡} = − 2
𝑠−5 𝑠 +4
This is because 𝓛 linearity and above examples
Theorem: Transforms of Some Basic Functions
1 𝑘
(a) ℒ{1} = 𝑠 (d) ℒ{𝑠𝑖𝑛𝑘𝑡} = 𝑠2 +𝑘 2
𝑛! 𝑠
(b) ℒ{𝑡 𝑛 } = 𝑠𝑛+1 ,𝑛 = 1,2,3, .. (e) ℒ{𝑐𝑜𝑠𝑘𝑡} = 𝑠2 +𝑘 2
1 𝑘
(c) ℒ{𝑒 𝑎𝑡 } = 𝑠−𝑎 (f) ℒ{𝑠𝑖𝑛ℎ 𝑘𝑡} = 𝑠2 −𝑘 2
1 𝑠
(d)ℒ{𝑒 −𝑎𝑡 } = 𝑠+𝑎 (g) ℒ{𝑐𝑜𝑠ℎ 𝑘𝑡} = 𝑠2 −𝑘 2

Theorem (sufficient conditions for the existence of Laplace transforms):

If 𝑓 is piecewise continuous on [0, ∞) and exponential order 𝑐,then ℒ{𝑓(𝑡)} exists for 𝑠 > 𝑐.
0, 0≤𝑡<3
Example: Evaluate ℒ{𝑓(𝑡)} where 𝑓(𝑡) = { .
2, 𝑡≥3
Solution: The function 𝑓 is piecewise continuous and of exponential order for 𝑡 > 0
∞ 3 ∞ 2𝑒 −𝑠𝑡 ∞ 2𝑒 −3𝑠
Now, ℒ{𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −𝑠𝑡 (0)𝑑𝑡 + ∫3 𝑒 −𝑠𝑡 (2)𝑑𝑡 = 0 + [ ] = ,𝑠 > 0
−𝑠 3 𝑠
2𝑒 −3𝑠
Hence, ℒ{𝑓(𝑡)} = , 𝑠 > 0.
𝑠

Inverse Laplace Transform

If 𝐹(𝑠) represents the Laplace transform of a function 𝑓(𝑡),that is ℒ{𝑓(𝑡)} = 𝐹(𝑠) we then say 𝑓(𝑡) is
the inverse Laplace transform of 𝐹(𝑠) and write 𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)}.
Example: Evaluate the inverse Laplace transform of each of the following
1 1 1
a.𝐹(𝑠) = b). 𝐹(𝑠) = 𝑠2 c. 𝐹(𝑠) = 𝑠+3
𝑠
1
Solution: 𝑎) 𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} = ℒ −1 {𝑠 } = 1
1
b) 𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} = ℒ −1 {𝑠2 } = 𝑡
1
c) 𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} = ℒ −1 {𝑠+3} = 𝑒 −3𝑡

Theorem (some inverse transforms)

1 𝑛! 1
(a) 1 = ℒ −1 {𝑠 } (b) 𝑡 𝑛 = ℒ −1 {𝑠𝑛+1 } , 𝑛 = 1,2,3, … (c) 𝑒 𝑎𝑡 = ℒ −1 {𝑠−𝑎}
𝑘 𝑠 𝑘
(d) 𝑠𝑖𝑛𝑘𝑡 = ℒ −1 {𝑠2 +𝑘 2} (e) 𝑐𝑜𝑠𝑘𝑡 = ℒ −1 {𝑠2 +𝑘 2} (f) 𝑠𝑖𝑛ℎ𝑘𝑡 = ℒ −1 {𝑠2 −𝑘 2 }
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𝑠
(g) 𝑐𝑜𝑠ℎ𝑘𝑡 = ℒ −1 {𝑠2 −𝑘 2 }
1 1
Example: Evaluate a) ℒ −1 {𝑠5 } b) ℒ −1 {𝑠2 +7}

Solution: (a) By the above theorem and identifying that 𝑛 + 1 = 5 𝑜𝑟 𝑛 = 4 and then multiplying and
dividing 4!, we have,
1 1 4! 1 1 −1 1 1 −1 4! 1 4 1 4
ℒ −1 { 5 } = ℒ −1 { 4+1 } = ℒ −1 { } = ℒ {4! } = ℒ { } = 𝑡 = 𝑡
𝑠 𝑠 4! 𝑠 4+1 4! 𝑠 4+1 4! 𝑠 4+1 4! 24
1 1 √7 1 √7 1
b) ℒ −1 { } = ℒ −1 { }= ℒ −1 { } = 𝑠𝑖𝑛√7𝑡
𝑠2 +7 √7 𝑠2 +(√7)2 √7 𝑠2 +(√7)2 √7
1
Here, we have fixed up the expression 𝑠2 +7 by multiplying and dividing by √7.

𝓛−𝟏 is a linear transform: The inverse Laplace transform is also a linear transform, that is for constants
𝛼 and 𝛽 and for some functions 𝐹 and 𝐺 that are transforms of 𝑓 and 𝑔 respectively, then
ℒ −1 {𝛼𝐹(𝑠) + 𝛽𝐺(𝑆)} = 𝛼ℒ −1 {𝐹(𝑠)} + 𝛽ℒ −1 {𝐺(𝑠)}
−2𝑠+6
Example: Evaluate ℒ −1 { 𝑠2 +4 }

Solution: we first rewrite the given function of s as two expressions by means of term wise division and
the use linearity ofℒ −1 .
−2𝑠 + 6 −2𝑠 6 −2𝑠 −6
ℒ −1 { } = ℒ −1
{ + } = ℒ −1
{ } + ℒ −1
{ }
𝑠2 + 4 𝑠2 + 4 𝑠2 + 4 𝑠2 + 4 𝑠2 + 4
𝑠 1
= −2ℒ −1 { 2 } +6ℒ −1 { 2 }
𝑠 +4 𝑠 +4
𝑠 6 2
= −2ℒ −1 {𝑠2 +4} + 2 ℒ −1 {𝑠2 +4}(by linearity and fixing the second expression)

= −2𝑐𝑜𝑠2𝑡 + 3𝑠𝑖𝑛2𝑡
𝑠+3
Example: Evaluate ℒ −1 {𝑠2 −7𝑠+12}
𝑠+3 𝑠+3 𝑠+3 𝑠+3
Solution: ℒ −1 { } = ℒ −1 { } = ℒ −1 { } = ℒ −1 {(𝑠−4)(𝑠−3)}
𝑠2 −7𝑠+12 𝑠2 −4𝑠−3𝑠+12 𝑠(𝑠−4)−3(𝑠−4)
𝑠+𝑠 𝑠+𝑠
Now we decompose 𝑠2 −7𝑠+12 = (𝑠−4)(𝑠−3) into sum of partial fractions
𝑠+3 𝑠+3 𝐴 𝐵 𝐴(𝑆−3)+𝐵(𝑆−4)
That is = (𝑠−4)(𝑠−3) = + (𝑠−3) =
𝑠2 −7𝑠+12 (𝑠−4) (𝑠−4)(𝑠−3)

𝑠+3 𝐴(𝑆−3)+𝐵(𝑆−4)
From this (𝑠−4)(𝑠−3) = (𝑠−4)(𝑠−3)
⟹ 𝐴(𝑠 − 3) + 𝐵(𝑆 − 4) = 𝑠 + 3

⟹ 𝐴𝑠 − 3𝐴 + 𝐵𝑆 − 4𝐵 = 𝑠 + 3 ⟹ 𝐴𝑠 + 𝐵𝑆 − 3𝐴 − 4𝐵 = 𝑠 + 3

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A+B =1
⟹ (A+B) + (-3A-4B)= 𝑠 + 3 ⟹ { ⟹ 𝐴 = 7 𝑎𝑛𝑑 𝐵 = −6
−3A − 4B = 3
𝑠+3 𝑠+3 𝐴 𝐵 7 −6
From this 𝑠2 −7𝑠+12 = (𝑠−4)(𝑠−3) = (𝑠−4)
+ (𝑠−3) = (𝑠−4)
+ (𝑠−3)
𝑠+3 7 −6 7 −6
Now ℒ −1 {𝑠2 −7𝑠+12} = ℒ −1 {(𝑠−4) + (𝑠−3)} = ℒ −1 {𝑠−4} + ℒ −1 {𝑠−3}

1 1
= 7ℒ −1 { } − 6ℒ −1 { } = 7𝑒 4𝑡 − 6𝑒 3𝑡
𝑠−4 𝑠−3
Transforms of derivative
As was pointed out in the introduction to this chapter, Laplace transform is used to solve differential
equations. To that end we need to evaluate quantities such as ℒ{𝑑𝑦⁄𝑑𝑡} and ℒ{𝑑 2 𝑦⁄𝑑 2 𝑡}.
For example, if 𝑓′ is continuous for 𝑡 ≥ 0, then integration by parts gives
∞ ∞
ℒ{𝑓 ′ (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓′(𝑡)𝑑𝑡 = [𝑒 −𝑠𝑡 𝑓(𝑡)]∞
0
+ 𝑠 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = −𝑓(0) + 𝑠ℒ{𝑓(𝑡)}
or ℒ{𝑓 ′ (𝑡)} = 𝑠𝐹(𝑠) − 𝑓(0) (1)
here we have assumed that 𝑒 −𝑠𝑡 𝑓(𝑡) → 0 𝑎𝑠𝑡 → ∞,similarly with the aid of (1),
∞ ∞
ℒ{𝑓 ′′ (𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑓 ′′ (𝑡)𝑑𝑡 = [𝑒 −𝑠𝑡 𝑓′(𝑡)]∞
0
+ 𝑠 ∫0 𝑒 −𝑠𝑡 𝑓′(𝑡)𝑑𝑡 = −𝑓 ′ (0) + 𝑠ℒ{𝑓′(𝑡)}
⟹ ℒ{𝑓 ′′ (𝑡)} = 𝑠[𝑠𝐹(𝑠) − 𝑓(0)] − 𝑓 ′ (0) (By (1))
⟹ ℒ{𝑓 ′′ (𝑡)} = 𝑠 2 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓 ′ (0) (2)
In like manner it can be shown that
ℒ{𝑓 ′′ ′(𝑡)} = 𝑠 3 𝐹(𝑠) − 𝑠 2 𝑓(0) − 𝑠𝑓 ′ (0) − 𝑓 ′′ (0) (3)
In general, The results (1), (2) and (3) can be generalized in the following theorem
Theorem (Transform of a Derivative)
If 𝑓, 𝑓′, … , 𝑓 (𝑛−1) are continuous on [0,∞) and are of exponential order and if 𝑓 (𝑛) (𝑡) is piece wise
continuous on [0,∞), then
ℒ{𝑓 (𝑛) (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝑓(0) − 𝑠𝑓 𝑛−2 (0) − … − 𝑓 𝑛−1 (0),
Where, F(s) = ℒ{𝑓(𝑡)}.
In solving ODEs it is apparent from the general result given in the above theorem (Transform of a
Derivative) that ℒ{𝑑 𝑛 𝑦⁄𝑑 𝑛 𝑡} depends on 𝑌(𝑠) = ℒ{𝑦(𝑡)} and 𝑛 − 1 derivatives of 𝑦(𝑡) evaluated at
𝑡 = [Link] property make the Laplace ideally suited for solving linear initial-value problems in which the
differential equation has constant coefficients such a differential is simply a linear combination of terms
𝑦, 𝑦′, 𝑦′′,…,𝑦 (𝑛) :
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦
𝑎𝑛 𝑑𝑡 𝑛 + 𝑎𝑛−1 𝑑𝑡 𝑛−1 + … + 𝑎0 𝑦 = 𝑔(𝑡), 𝑦(0) = 𝑦0,𝑦 ′ (0) = 𝑦1 , … , 𝑦 (𝑛−1) (0) = 𝑦𝑛−1

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Where 𝑎𝑖 , 𝑖 = 0,1, … , 𝑛 and 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 are constants.

By the linearity property the Laplace transform of this linear combination is a linear combination of
Laplace transforms:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦
𝑎𝑛 ℒ{ 𝑑𝑡 𝑛 } + 𝑎𝑛−1 { 𝑑𝑡 𝑛−1 } + … + 𝑎0 ℒ{𝑦} = ℒ{𝑔(𝑡)}
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦
𝑎𝑛 𝑑𝑡 𝑛 + 𝑎𝑛−1 𝑑𝑡 𝑛−1 + … + 𝑎0 𝑦 = 𝑔(𝑡) (4)

Then by the above theorem (Transform of a Derivative)

𝑎𝑛 [𝑠 𝑛 𝑌(𝑠) − 𝑠 𝑛−1 𝑦(0) − 𝑠 𝑛−2 𝑦(0) − … − 𝑦 (𝑛−1) (0)] + 𝑎𝑛−1 [𝑠 𝑛−1 𝑌(𝑠) − 𝑠 𝑛−2 𝑦(0) − ⋯ −
𝑦 (𝑛−2) (0)] + 𝑎0 𝑌(𝑠) = 𝐺(𝑠). (5)
Where ℒ{𝑦(𝑡)}= 𝑌(𝑠) and ℒ{𝑔(𝑡)}= 𝐺(𝑠). In other words,
The Laplace transform of a linear differential equation with constant coefficient becomes an algebraic
equation in 𝑌(𝑠). If we solve the general transformed equation (5) for the symbol𝑌(𝑠), we first obtain
𝑃(𝑠)𝑌(𝑠) = 𝑄(𝑠) + 𝐺(𝑠) and then write
𝑄(𝑠) 𝐺(𝑠)
𝑌(𝑠) = + 𝑃(𝑠) (6)
𝑃(𝑠)

Where 𝑃(𝑠) = 𝑎𝑛 𝑠 𝑛 + 𝑎𝑛−1 𝑠 𝑛−1 + ⋯ + 𝑎0, 𝑄(𝑠) is a polynomial in s of degree less than or equal to 𝑛 −
1 consisting of the various products of the coefficient 𝑎𝑖 , 𝑖 = 0,1, … , 𝑛 and the prescribed initial
conditions 𝑦0 , 𝑦1 , … , 𝑦𝑛−1 and 𝐺(𝑠) is the Laplace transform of 𝑔(𝑡).Typically, we put the two terms in
(6) over the least common denominator and then decompose the expression into two or more partial
fractions. Finally, the solution 𝑦(𝑡) of the original initial- value problem is 𝑦(𝑡) = ℒ −1 {𝑌(𝑠)}, where the
inverse transform is done term by term. Let us summarize the procedure in the following diagram
Find the unknown Apply Laplace Transformed DE
𝑦(𝑡)that satisfies the DE Becomes an algebraic
Transform ℒ
and Initial conditions equation in Y(s)

Solve transformed
Solution 𝑦(𝑡) Apply inverse equation for Y(s)
of original IVP
Laplace transformℒ −1
Figure: Steps in solving an IVP by the Laplace transform
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Example: Use the Laplace Transform to solve the initial-value problem

𝑑𝑦
+ 3𝑦 + 13𝑠𝑖𝑛2𝑡, 𝑦(0) = 6
𝑑𝑡

Solution: We first take the transform of each member of the differential equation:
𝑑𝑦 𝑑𝑦
ℒ { 𝑑𝑡 + 3𝑦 + 13𝑠𝑖𝑛2𝑡} = ℒ { 𝑑𝑡 } + 3ℒ{𝑦} + 13ℒ{𝑠𝑖𝑛2𝑡} (7)
𝑑𝑦
From (1),ℒ { 𝑑𝑡 } = 𝑠𝑌(𝑠) − 𝑦(0) = 𝑠𝑌(𝑠) − 6 and we know that ℒ{𝑠𝑖𝑛2𝑡} = 2⁄(𝑠 2 + 4)
𝑑𝑦
So, ℒ { 𝑑𝑡 } + 3ℒ{𝑦} + 13ℒ{𝑠𝑖𝑛2𝑡} = 𝑠𝑌(𝑠) − 6 + 3𝑌(𝑠) = 26⁄(𝑠 2 + 4)
26
Or(𝑠 + 3)𝑌(𝑠) = 6 + 𝑠2 +4 . Solving this last equation for 𝑌(𝑠) we get
6 26 6𝑠2 +50
𝑌(𝑠) = 𝑠+3 + (𝑠+3)(𝑠2+4) = (𝑠+3)(𝑠2+4) (7)

Since the quadratic polynomial 𝑠 2 + 4 does not factor using real numbers, its assumed numerator in the
partial fraction decomposition is a linear polynomial in𝑠:
6𝑠 2 + 50 𝐴 𝐵𝑠 + 𝐶
2
= + 2 .
(𝑠 + 3)(𝑠 + 4) 𝑠 + 3 𝑠 + 4
Putting the right-hand side of the equality over a common denominator and equating numerators
gives 6𝑠 2 + 50 = 𝐴(𝑠 2 + 4) + (𝐵𝑠 + 𝐶)(𝑠 + 3).setting 𝑠 = −3 then immediately yields 𝐴 = 8
Since the denominator has no more real zeros, we equate the coefficients of 𝑠 2 and s:
6 = 𝐴 + 𝐵 and 0 = 3𝐵 + 𝐶. Using the value of 𝐴 in the first equation gives 𝐵 = −2, and then using in
the second equation gives 𝐶 = [Link]
6𝑠 2 + 50 8 −2𝑠 + 6 8 −2𝑠 6
𝑌(𝑠) = 2
= + 2 = + 2 + 2
(𝑠 + 3)(𝑠 + 4) 𝑠 + 3 𝑠 +4 𝑠+3 𝑠 +4 𝑠 +4
8 −2𝑠 6
Or 𝑌(𝑠) = 𝑠+3 + + 𝑠2 +4 (8)
𝑠2 +4

Taking the inverse Laplace transform in (8), we have

1 𝑠 1
𝑦(𝑡) = 8ℒ −1 { } − 2ℒ −1 { 2 } + 6ℒ −1 { 2 }
𝑠+3 𝑠 +4 𝑠 +4
Or 𝑦(𝑡) = 8𝑒 −3𝑡 − 2𝑐𝑜𝑠 2𝑡 + 3𝑠𝑖𝑛 2𝑡.
Hence, the solution of the initial value problem is (𝑡) = 8𝑒 −3𝑡 − 2𝑐𝑜𝑠 2𝑡 + 3𝑠𝑖𝑛 2𝑡.
Example: Solve the Second-Order IVB 𝑦 ′′ − 3𝑦 ′ + 2𝑦 = 𝑒 −4𝑡 , 𝑦(0) = 1, 𝑦 ′ (0) = 5.
Solution: proceeding as in the example above, we transform the DE. We take the sum of the transforms
of each term, use the given initial conditions and then solve for 𝑌(𝑠):

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𝑑2𝑦 𝑑𝑦
ℒ{ 2
} − 3ℒ { } + 2ℒ{𝑦} = ℒ{𝑒 −4𝑡 }
𝑑𝑡 𝑑𝑡
1
𝑠 2 𝑌(𝑠) − 𝑠𝑦(𝑠) − 𝑦 ′ (0) − 3[𝑠𝑌(𝑠) − 𝑦(0)] =
𝑠+4
1
(𝑠 2 − 3𝑠 + 2)𝑌(𝑠) = 𝑠 + 2 +
𝑠+4
𝑠+2 1 𝑠 2 + 6𝑠 + 9
𝑌(𝑠) = 2 + =
𝑠 − 3𝑠 + 2 (𝑠 2 + 3𝑠 + 2)(𝑠 + 4) (𝑠 − 1)(𝑠 − 2)(𝑠 + 4)
Then decomposition into partial fraction yields
𝑠 2 + 6𝑠 + 9 𝐴 𝐵 𝐶
= + +
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4) 𝑠 − 1 𝑠 − 2 𝑠 + 4
𝐴(𝑆 − 2)(𝑆 + 4) + 𝐵(𝑆 − 1)(𝑆 + 4) + 𝐶(𝑆 − 1)(𝑆 − 2)
=
(𝑠 − 1)(𝑠 − 2)(𝑠 + 4)
from this we have
𝐴(𝑆 − 2)(𝑆 + 4) + 𝐵(𝑆 − 1)(𝑆 + 4) + 𝐶(𝑆 − 1)(𝑆 − 2) = 𝑠 2 + 6𝑠 + 9
Letting 𝑠 = 2 to get the value of 𝐵, we have,
𝐴(2 − 2)(2 + 4) + 𝐵(2 − 1)(2 + 4) + 𝐶(2 − 1)(2 − 2) = 22 + 6(2) + 9
25
6𝐵 = 25 or 𝐵 = 6

Letting 𝑠 = −4 to get the value of 𝐶, we have,

𝐴(−4 − 2)(−4 + 4) + 𝐵(−4 − 1)(−4 + 4) + 𝐶(−4 − 1)(−4 − 2) = (−4)2 + 6(−4) + 9
1
30𝐶 = 1 or 𝐶 = 30. Letting 𝑠 = 1 to get the value of 𝐴, we have,

𝐴(1 − 2)(1 + 4) + 𝐵(1 − 1)(1 + 4) + 𝐶(1 − 1)(1 − 2) = 12 + 6(1) + 9

16
−5𝐴 = 16 or 𝐴 = − 5
𝑠2 +6𝑠+9 𝐴 𝐵 𝐶 16 1 25 1 1 1
Thus, 𝑌(𝑠) = (𝑠−1)(𝑠−2)(𝑠+4) = + + =− ( )+ ( )+ 𝐶 = ( )
𝑠−1 𝑠−2 𝑠+4 5 𝑠−1 6 𝑠−2 30 𝑠+4
16 1 25 1 1 1
Or 𝑌(𝑠) = − (𝑠−1) + (𝑠−2) + 𝐶 = 30 (𝑠+4)
5 6

Taking the inverse Laplace transform on both sides, we have

16 1 25 1 1 1
ℒ −1 {𝑌(𝑠)} = ℒ −1 {− ( )} + ℒ −1 { ( )} + ℒ −1 { ( )}
5 𝑠−1 6 𝑠−2 30 𝑠 + 4
16 1 25 −1 1 1 1
𝑦(𝑡) = − ℒ −1 { }+ ℒ { } + ℒ −1 { }
5 𝑠−1 6 𝑠−2 30 𝑠+4
16 25 1
Or 𝑦(𝑡) = ℒ −1 {𝑌(𝑠)} = − 𝑒𝑡 + 𝑒 2𝑡 + 30 𝑒 −4𝑡
5 6
16 𝑡 25 2𝑡 1
Hence, the solution of the initial-value problem is, 𝑦(𝑡) = − 𝑒 + 𝑒 + 30 𝑒 −4𝑡
5 6

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Operational Properties of Laplace Transform

It is not convenient to use Definition of Laplace transform each time we wish to find the Laplace
Transform of a function f (t). For example, the integration by parts involved in evaluating,
say, ℒ{𝑒 𝑡 𝑡 2 𝑠𝑖𝑛3𝑡}is formidable, to say the least. In this section we present several labor-saving
Operational properties of the Laplace transform that enable us to build up a more extensive list of
Transforms without having to resort to the basic definition and integration.
1. Translation on the s-Axis
Evaluating transforms such as ℒ{𝑒 5𝑡 𝑡 3 } and ℒ{𝑒 −2𝑡 𝑐𝑜𝑠4𝑡} is straightforward provided that we know (and
we do know) ℒ{𝑡 3 } and ℒ{𝑐𝑜𝑠4𝑡}.in general, if we know the Laplace transform of a function 𝑓, ℒ{𝑓(𝑡)} =
𝐹(𝑠), it is possible to compute the Laplace transform of an exponential multiple of 𝑓,that is
ℒ{𝑒 𝑎𝑡 𝑓(𝑡)},with no additional effort other than translating, or shifting, the transform 𝐹(𝑠) to 𝐹(𝑠 −
𝑎).this result is known as the first translation theorem or first shifting theorem.
Theorem (First translation theorem): If ℒ{𝑓(𝑡)} = 𝐹(𝑠) and 𝑎 is any real number, then
ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = 𝐹(𝑠 − 𝑎).
∞ ∞
Proof: By definition ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = ∫0 𝑒 −𝑠𝑡 𝑒 𝑎𝑡 𝑓(𝑡)𝑑𝑡 = ∫0 𝑒 −(𝑠−𝑎)𝑡 𝑓(𝑡)𝑑𝑡 = 𝐹(𝑠 − 𝑎).
Hence the proof
If we consider 𝑠 as areal variable, then the graph of 𝐹(𝑠 − 𝑎) is the graph of 𝐹(𝑠) shifted on the 𝑠-axis by
amount|𝑎|. If 𝑎 > 0, the graph of 𝐹(𝑠) is shifted 𝑎 units to the right, where as if 𝑎 < 0, is shifted |𝑎| units
to the left as shown in the Fig 4.3.

Fig 4.3 Shift on 𝑠-axis

Remark: For emphasis it is sometimes useful to use the symbolism, ℒ{𝑒 𝑎𝑡 𝑓(𝑡)} = ℒ{𝑓(𝑡)}𝑠→𝑠−𝑎 .
Where 𝑠 → 𝑠 − 𝑎 means that in the Laplace transform 𝐹(𝑠) of 𝑓(𝑡),we replace the symbol 𝑠 when ever it
appears by 𝑠 − 𝑎.
Example: Evaluate each of the following
(a) ℒ{𝑒 5𝑡 𝑡 3 } (b) ℒ{𝑒 −2𝑡 𝑐𝑜𝑠4𝑡}

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Solution: (a) By the first translation theorem, we have

3! 6
ℒ{𝑒 5𝑡 𝑡 3 } = ℒ{𝑡 3 } = =
s → s−5 𝑠 s → s−5
4 (𝑠 − 5)4

(b) Similarly, by the first translation theorem

𝑠+2
ℒ{𝑒 −2𝑡 𝑐𝑜𝑠4𝑡} = ℒ{𝑐𝑜𝑠4𝑡} = ℒ{𝑐𝑜𝑠4𝑡} = (𝑠+2)2+16
s → s − (2) s→s+2
Inverse form of the first translation theorem: To compute the inverse of 𝐹(𝑠 − 𝑎), we must recognize
𝐹(𝑠),find f(t) by taking the inverse Laplace transform 𝐹(𝑠),and then multiply f(t) by the exponential
function 𝑒 𝑎𝑡 .this procedure can be summarized symbolically in the following manner:

ℒ −1 {𝐹(𝑠 − 𝑎)} = ℒ −1 {𝐹(𝑠) } = 𝑒 𝑎𝑡 𝑓(𝑡) (1)

s →s−a
Where 𝑓(𝑡) = ℒ −1 {𝐹(𝑠)}.
Example : Solve the Initial-Value Problem 𝑦 ′′ − 6𝑦 ′ + 9𝑦 = 𝑡 2 𝑒 3𝑡 , 𝑦(0) = 2, 𝑦 ′ (0) = 17.
Solution: Using linearity and the initial conditions we simplify and then solve for
𝑌(𝑠) = ℒ{𝑓(𝑡)}:
ℒ{𝑦′′} − 6 ℒ{𝑦′} + ℒ{𝑦} = ℒ{𝑡 2 𝑒 3𝑡 }
Now, we use transform of derivatives together with the first translation theorem:
2
𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) − 6[𝑠𝑌(𝑠) − 𝑦(0)] + 9𝑌(𝑠) =
(𝑠 − 3)3
2
(𝑠 2 − 6𝑠 + 9)𝑌(𝑠) = 2𝑠 + 5 + (𝑠−3)3

2
(𝑠 − 3)2 𝑌(𝑠) = 2𝑠 + 5 +
(𝑠 − 3)3
2𝑠 + 5 2
𝑌(𝑠) = +
(𝑠 − 3)2 (𝑠 − 3)5
2𝑠+5
From this, decomposition into partial fraction on(𝑠−3)2 yields

2 11 2
𝑌(𝑠) = + 2
+ .
𝑠 − 3 (𝑠 − 3) (𝑠 − 3)5
Thus, taking the inverse Laplace transform on both sides gives
2 1 1
𝑦(𝑡) = ℒ −1 {𝑠−3} + 11ℒ −1 {(𝑠−3)2 }+2ℒ −1 {(𝑠−3)5 }
2 1 2 4!
𝑦(𝑡) = ℒ −1 {𝑠−3} + 11ℒ −1 {(𝑠−3)2 }+4! ℒ −1 {(𝑠−3)5 }

HU 40 ODE
 Ordinary Differential Equation

1 1 4!
𝑦(𝑡) = 2ℒ −1 {𝑠−3} + ℒ −1 {𝑠2 }+ℒ −1 {𝑠5 } (by the translation theorem)
s → s−3 s → s−3
1 4
𝑦(𝑡) = 2𝑒 3𝑡 + 11𝑡𝑒 3𝑡 + 12 𝑡𝑒 3𝑡 .
1 4
Hence, 𝑦(𝑡) = 2𝑒 3𝑡 + 11𝑡𝑒 3𝑡 + 12 𝑡𝑒 3𝑡 is the solution to the IVP

Example: Solve the Initial-Value Problem 𝑦 ′′ + 4𝑦 ′ + 6𝑦 = 1 + 𝑒 −𝑡 , 𝑦(0) = 0, 𝑦 ′ (0) = 0.

Solution: ℒ{𝑦′′} + ℒ{𝑦′} + 6ℒ{𝑦} = ℒ{1} + ℒ{𝑒 −𝑡 }
1 1
𝑠 2 𝑌(𝑠) − 𝑠𝑦(0) − 𝑦 ′ (0) + 4[𝑠 𝑌(𝑠) − 𝑦(0)] + 6 𝑌(𝑠) = +
𝑠 𝑠+1
2𝑠 + 1
(𝑠 2 + 4𝑠 + 6) 𝑌(𝑠) =
𝑠(𝑠 + 1)
2𝑠 + 1
𝑌(𝑠) =
𝑠(𝑠 + 1)(𝑠 2 + 4𝑠 + 6)
Since the quadratic term in the denominator does not factor into real linear factors, the partial fraction
decomposition for 𝑌(𝑠) is found to be
1⁄6 1⁄3 𝑠⁄2 + 5⁄3
𝑌(𝑠) = + − 2
𝑠 𝑠 + 1 𝑠 + 4𝑠 + 6
Taking the Laplace transform on each side and completing the square on 𝑠 2 + 4𝑠 + 6
1 −1 1 1 1 1 𝑠+2 2 −1 √2
𝑦(𝑡) = ℒ −1 {𝑌(𝑠)} = ℒ { } + ℒ −1 { } − ℒ −1 { } − ℒ { }
6 𝑠 3 𝑠+1 2 (𝑠 + 2)2 + 2 3√2 (𝑠 + 2)2 + 2
1 1 −𝑡 1 −2𝑡 √2 −2𝑡
= + 𝑒 − 𝑒 𝑐𝑜𝑠√2𝑡 − 𝑒 𝑠𝑖𝑛√2.
6 3 2 3
Exercises
1. Define each of the following
(a) Laplace transform (b) Inverse Laplace transform (c) Piecewise continuous function
2. Using the definition of Laplace transform, Find ℒ{𝑓(𝑡)}
(a). 𝑓 (𝑡) = 𝑡 2 + 6𝑡 − 3 (b). 𝑓(𝑡) = −4𝑡 2 + 16𝑡 + 5 (c).𝑓(𝑡) = 1 + 𝑒 4𝑡 (d). 𝑓(𝑡) = 1 + 𝑒 4𝑡
(f) 𝑓(𝑡) = 4𝑡 2 − 5 𝑠𝑖𝑛 3𝑡 (g)𝑓(𝑡) = 𝑒 𝑡 𝑠𝑖𝑛ℎ 𝑡 (h) 𝑓(𝑡) = (2𝑡 − 1)3 (i) 𝑓(𝑡) = 𝑠𝑖𝑛 (4𝑡 + 5)
3. Find the Laplace transform of each of the following
−1,0 ≤ 𝑡 < 1 4, 0 ≤ 𝑡 < 1 2𝑡 + 1, 0 ≤ 𝑡 < 1
(a) 𝑓(𝑡) = { (b).𝑓(𝑡) = { (c).𝑓(𝑡) = {
1, 𝑡 ≥ 1 0 , 𝑡≥2 0 , 𝑡≥1
4. Find the inverse Laplace transform of each of the following
1 𝑠+1 𝑠+1 1
(a)ℒ −1 { } (b) ℒ −1 {𝑠2 −4𝑠} (𝑐) ℒ −1 {𝑠2 −2𝑠−3} (d) ℒ −1 {𝑠2 +𝑠−20}
𝑠2 +3𝑠

[Link] the Laplace transform to solve the given initial-value problem.

HU 41 ODE
 Ordinary Differential Equation

𝑑𝑦 𝑑𝑦
(a) − 𝑦 = 5,𝑦(0) = 0 (b) 2 𝑑𝑡 + 𝑦 = 0,𝑦(0) = −3 (c) 𝑦′ + 6𝑦 = 𝑒 4𝑡 , 𝑦(0) = 2
𝑑𝑡

6. Evaluate each of the following

(a) ℒ{𝑡𝑒 10𝑡 } (b). ℒ{𝑡 3 𝑒 −2𝑡 } (c). ℒ{𝑒 −2𝑡 cos 4𝑡} (d) ℒ{𝑒 𝑡 sin 3𝑡}
7. Use the Laplace transform to solve the given initial-value problem
(a) 𝑦 ′′ + 2𝑦 ′ + 𝑦 = 0, 𝑦(0) = 1, 𝑦 ′ (0) = 1 (b) 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 𝑡 3 𝑒 2𝑡 , 𝑦(0) = 0,𝑦 ′ (0) = 0
Differentiation and Integration of Laplace Transformation
Differentiation of Laplace transformation
Suppose that 𝐹(𝑠) = ℒ{𝑓(𝑡)} exists and that it is possible to interchange the order of differentiation and
integration, then
𝑑 𝑑 ∞ −𝑠𝑡 ∞
𝜕 −𝑠𝑡 ∞
𝐹(𝑠) = ∫ 𝑒 𝑓(𝑡)𝑑𝑡 = ∫ [𝑒 𝑓(𝑡)]𝑑𝑡 = − ∫ 𝑒 −𝑠𝑡 𝑡𝑓(𝑡)𝑑𝑡 = −ℒ{𝑡𝑓(𝑡)}
𝑑𝑠 𝑑𝑠 0 0 𝜕𝑠 0

That is
𝑑 𝑑
ℒ{𝑡𝑓(𝑡)} = − 𝐹(𝑠) = − ℒ{𝑓(𝑡)}
𝑑𝑠 𝑑𝑠
Similarly, by the above result
𝑑 𝑑 𝑑 𝑑2
ℒ{𝑡 2 𝑓(𝑡)} = ℒ{𝑡. 𝑡𝑓(𝑡)} = − 𝑑𝑠 ℒ{𝑡𝑓(𝑡)} = − 𝑑𝑠 (− 𝑑𝑠 ℒ{𝑓(𝑡)})= ℒ{𝑓(𝑡)}
𝑑𝑠2

From this we can generalize to the following theorem

Theorem (Derivatives Transforms)
𝑑𝑛
If 𝐹(𝑠) = ℒ{𝑓(𝑡)} and 𝑛 = 1,2,3, … ., then ℒ{𝑡 𝑛 𝑓(𝑡)} = (−1)𝑛 𝑑𝑠𝑛 ℒ{𝑓(𝑡)}

Example: Evaluate 𝓛{𝒕𝒔𝒊𝒏𝒌𝒕}

𝑘
Solution: Here (𝑡) = 𝑠𝑖𝑛𝑘𝑡 , 𝑛 = 1 and 𝐹(𝑠) = 𝑠2 +𝑘 2 , then by the above theorem
𝑑 𝑑
𝑑 𝑑 𝑘 (𝑠2 +𝑘 2 ) (𝑘)−𝑘 (𝑠2 +𝑘 2 ) (𝑠2 +𝑘 2 )(0)−2𝑘𝑠
ℒ{𝑡𝑠𝑖𝑛𝑘𝑡} = (−1)1 𝑑𝑠 ℒ{𝑠𝑖𝑛𝑘𝑡} = − 𝑑𝑠 (𝑠2 +𝑘 2 ) = −( 𝑑𝑠 𝑑𝑠
)= −( )
(𝑠2 +𝑘 2 )2 (𝑠2 +𝑘 2 )2

(𝑠2 +𝑘 2 )(0)−2𝑘𝑠 −(−2𝑘𝑠) 2𝑘𝑠

=−( )= = (𝑠2 +𝑘 2 )2
(𝑠2 +𝑘 2 )2 (𝑠2 +𝑘 2 )2
2𝑘𝑠
Hence, ℒ{𝑡𝑠𝑖𝑛𝑘𝑡} = (𝑠2 +𝑘 2)2.

Example : Evaluate 𝓛{𝒕𝒆𝟑𝒕 }

1
Solution: 𝑓(𝑡) = 𝑒 3𝑡 , 𝐹(𝑠) = , 𝑠 > 3 and 𝑛 = 1.
𝑠−3
𝑑 𝑑
𝑑 𝑑 1 (𝑠−3) (1)−1. (𝑠−3) (𝑠−3)(0)−1 −(−1)
ℒ{𝑡𝑒 3𝑡 } = (−1)1 𝑑𝑠 ℒ{𝑒 3𝑡 } = − 𝑑𝑠 (𝑠−3) = −( 𝑑𝑠 𝑑𝑠
) = −( ) = (𝑠−3)2
(𝑠−3)2 (𝑠−3)2

HU 42 ODE
 Ordinary Differential Equation

−1
=
(𝑠 − 3)2
Activity Evaluate each of the following
a) ℒ{𝑡 2 𝑠𝑖𝑛5𝑡} b. {𝑡 3 𝑐𝑜𝑠3𝑡} c. ℒ{𝑡 3 𝑒 3𝑡 } d. ℒ{4𝑡𝑠𝑖𝑛ℎ2𝑡 + 7𝑡 2 𝑒 −5𝑡 }
Integration of Laplace Transformation
Integration of the transform of a function 𝑓(𝑡) corresponds to the division of 𝑓(𝑡) by 𝑡
Theorem (The integral of a transform)
Let 𝑓(𝑡)⁄𝑡 be a piecewise continuous, defined for t ≥ 0 and such that |𝑓(𝑡)⁄𝑡| ≤ 𝑀𝑒 −𝑘𝑡 for t ≥ 0, if
ℒ{𝑓(𝑡)⁄𝑡} = 𝐺(𝑆) for 𝑠 > 𝑘 and ℒ{𝑓(𝑡)} = 𝐹(𝑆) ,
∞ −1
ℒ{𝑓(𝑡)⁄𝑡} = ∫𝑠 𝐹(𝑢) 𝑑𝑢 and conversely ℒ −1 {𝐺(𝑠)} = ℒ −1 ℒ{𝐺 ′ (𝑠)}.
𝑡
∞
Proof: we have 𝐺(𝑆) = ℒ{𝑓(𝑡)⁄𝑡} = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)⁄𝑡 𝑑𝑡 for 𝑠 > 𝑘. However,
∞ 𝑓(𝑡) ∞
𝐺 ′ (𝑠) = ∫0 𝑒 −𝑠𝑡 (−𝑡) 𝑑𝑡 = − ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = − 𝐹(𝑆).
𝑡

Now after integration we have

∞ ∞
∫𝑠 𝐹(𝑢) 𝑑𝑢 = − ∫𝑠 𝐺 ′ (𝑢) 𝑑𝑢 = −(𝐺(∞) − 𝐺(𝑠) ) = 𝐺(𝑠) − 𝐺(∞)
To proceed further we now make use of the fact that the condition |𝑓(𝑡)⁄𝑡| ≤ 𝑀𝑒 −𝑘𝑡 implies that
∞
lim 𝐺(𝑠) = 0 , showing that 𝐺(𝑠) = ℒ{𝑓(𝑡)⁄𝑡} = ∫𝑠 𝐹(𝑢) 𝑑𝑢 , for 𝑠 > 𝑘
𝑠→∞

The converse result follows by taking the inverse Laplace transform and using the fact that
{𝐹(𝑠)} 1
ℒ −1 {𝐺(𝑠)} = 𝑓(𝑡)⁄𝑡 = ℒ −1 = − 𝑡 ℒ −1 {𝐺 ′ (𝑠)} Together with ℒ{𝑓(𝑡)} = 𝐹(𝑠) = −𝐺 ′ (𝑠)
𝑡
𝑒 −2𝑡 −𝑒 −3𝑡
Example: Evaluate ℒ { }
𝑡
𝑒 −2𝑡 −𝑒 −3𝑡
Solution: The function is defined and finite for all > 0 , where 𝑓(𝑡) = 𝑒 −2𝑡 −
𝑡
1 1
𝑒 −3𝑡 ℒ{𝑓(𝑡)} = ℒ{𝑒 −2𝑡 − 𝑒 −3𝑡 } = 𝐹(𝑠) = 𝑠+2 + 𝑠+3
∞ ∞
𝑒 −2𝑡 − 𝑒 −3𝑡 1 1
𝐺(𝑠) = ℒ{𝑓(𝑡)⁄𝑡} = ℒ { } = ∫ 𝐹(𝑢) 𝑑𝑢 = ∫ ( + ) 𝑑𝑢
𝑡 𝑠 𝑠 𝑢+2 𝑢+3
∞ ∞
1 1 ∞ ∞
=∫ 𝑑𝑢 + ∫ 𝑑𝑢 = [ln(𝑢 + 2)] − [ln(𝑢 + 3)]
𝑠 𝑢+2 𝑠 𝑢+3
𝑠 𝑠
= ln(∞ + 2) − ln(𝑠 + 2) − ln(∞ + 3) + ln(𝑠 + 3)
𝑠+3
= ln(𝑠 + 3) − ln(𝑠 + 2) = ln (𝑠+2)
𝑠+3
because ln(∞ + 2) = ln(∞ + 3) = 0 (∴ lim 𝐺(𝑠) = 0 ) ⟹ 𝐺(𝑠) = ln (𝑠+2)
𝑠→∞

HU 43 ODE
 Ordinary Differential Equation

𝑒 −2𝑡 −𝑒 −3𝑡 𝑠+3

Hence, 𝐺(𝑠) = ℒ { } = ln ( ).
𝑡 𝑠+2
𝑠+3
Example: Evaluateℒ −1 {ln (𝑠+2)}.
𝑠+3 𝑑 𝑠+3 𝑑
Solution: let 𝐺(𝑠) = ln (𝑠+2), then 𝐺 ′ (𝑠) = 𝑑𝑠 ln (𝑠+2) = 𝑑𝑠 (ln(𝑠 + 3) − ln(𝑠 + 2))
𝑑 𝑑
𝑑 𝑑 (𝑠+3) (𝑠+2) 1 1 1 1
=𝑑𝑠 ln(𝑠 + 3) − 𝑑𝑠 ln(𝑠 + 2) = 𝑑𝑠
− 𝑑𝑠
= 𝑠+3 − 𝑠+2 ⟹ 𝐺 ′ (𝑠) = 𝑠+3 − 𝑠+2.
𝑠+3 𝑠+2
1 1 1 1
Now ℒ −1 {𝐺 ′ (𝑠)} = ℒ −1 {𝑠+3 − 𝑠+2} = ℒ −1 {𝑠+3} − ℒ −1 {𝑠+2} = e−3t − e−2t

From the second part of the above theorem, we have

𝑠+3 −1 −1 −1 −3t
ℒ −1 {𝐺(𝑠)} = ℒ −1 {ln ( )} = ℒ ℒ{𝐺 ′ (𝑠)} = (e − e−2t ) = (e−2t − e−3t )⁄𝑡
𝑠+2 𝑡 𝑡
𝑠+3
Hence ℒ −1 {ln (𝑠+2)} = (e−2t − e−3t )⁄𝑡.

Exercises
1. In each of the following use the Derivatives Transforms to evaluate ℒ{𝑓(𝑡)}
(a) 𝑡 𝑐𝑜𝑠𝑤𝑡 (b) 𝑡 2 𝑠𝑖𝑛 3𝑡 (c) 𝑡 2 𝑐𝑜𝑠ℎ 2𝑡 (d) 𝑡𝑒 −𝑘𝑡 𝑠𝑖𝑛 𝑡 (e) 𝑡 𝑛 𝑒 𝑘𝑡
2. Use the integral of a transform to find the Laplace transform of each of the following
𝑠𝑖𝑛 3𝑡 𝑒 −5𝑡 𝑐𝑜𝑠 8𝑡
(a) ℒ { 𝑡
} (b). ℒ { 𝑡
} (c). ℒ { 𝜋𝑡
}
𝑠+𝑎 𝑒 −𝑏𝑡 −𝑒 −𝑎𝑡
3. Show that ℒ −1 {𝑙𝑛 ( ) =
𝑠+𝑏 𝑡

Convolution and Integral Equations

Convolution
Definition: let the functions 𝑓(𝑡) and 𝑔(𝑡) be defined for 𝑡 ≥ 0. Then the convolution of the functions 𝑓
and 𝑔 denoted by (𝑓 ∗ 𝑔)(𝑡), and in abbreviated form by 𝑓 ∗ 𝑔 is a function of t defined as the integral;
𝑡
(𝑓 ∗ 𝑔)(𝑡) = ∫ 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏
0

Note: From the definition it follows almost immediately the convolution has the properties
𝑓∗𝑔 = 𝑔∗𝑓 (commutative law)
𝑓 ∗(𝑔1 + 𝑔2 )= 𝑓 ∗ 𝑔1 + 𝑓 ∗ 𝑔2 (distributive law)
(𝑓 ∗ 𝑔) ∗ ℎ = 𝑓 ∗ (𝑔 ∗ ℎ) (associative law)
𝑓∗0 =0∗𝑓
similar to those of multiplication of numbers. However, there are differences of which you should be
aware.

HU 44 ODE
 Ordinary Differential Equation

Example: if 𝑓(𝑡) = 𝑒 𝑡 and 𝑔(𝑡) = 𝑠𝑖𝑛𝑡, then find 𝑓 ∗ 𝑔

𝑡 𝑡
Solution:𝑓 ∗ 𝑔 = (𝑔 ∗ 𝑓)(𝑡) = ∫0 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏 = ∫0 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏
Now using integration by parts we have,
let = 𝑒 𝜏 , 𝑑𝑢 = 𝑒 𝜏 𝑑𝜏 and let 𝑑𝑣 = sin(𝑡 − 𝜏) , 𝑣 = cos(𝑡 − 𝜏),
𝑡 𝑡 𝑡
𝑓 ∗ 𝑔 = ∫0 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 = [𝑒 𝜏 cos(𝑡 − 𝜏)] − ∫0 𝑒 𝜏 cos (𝑡 − 𝜏)𝑑𝜏 ……………… (1)
0
𝑡
Again using integrating parts on ∫0 𝑒 𝜏 cos (𝑡 − 𝜏)𝑑𝜏 in (1) we have
Let 𝑢 = 𝑒 𝜏 , 𝑑𝑢 = 𝑒 𝜏 𝑑𝜏 and Let 𝑑𝑣 = cos(𝑡 − 𝜏), 𝑣 = −sin(𝑡 − 𝜏) ,then
𝑡 𝑡 𝑡
∫0 𝑒 𝜏 cos (𝑡 − 𝜏)𝑑𝜏 = [−𝑒 𝜏 sin(𝑡 − 𝜏)] + ∫0 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 ………………….. (2)
0
Now substituting (2) into (1) we have,
𝑡 𝑡
𝑡 𝑡
∫ 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 = [𝑒 𝜏 cos(𝑡 − 𝜏)] − ([−𝑒 𝜏 sin(𝑡 − 𝜏)] + ∫ 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏]
0
0 0 0
𝑡
𝑡 𝑡
= [𝑒 𝜏 cos(𝑡 − 𝜏)] + [𝑒 𝜏 sin(𝑡 − 𝜏)] − ∫ 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏)
0 0 0
𝑡
𝑡 𝑡
⟹ 2 ∫ 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 = [𝑒 𝜏 cos(𝑡 − 𝜏)] + [𝑒 𝜏 sin(𝑡 − 𝜏)] )
0
0 0
𝑡
1 𝜏 𝑡 𝑡
⟹ ∫ 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 = [𝑒 cos(𝑡 − 𝜏)] + [𝑒 𝜏 sin(𝑡 − 𝜏)] )
0 2 0 0
1 𝑡 1
= (𝑒 cos(𝑡 − 𝑡) − 𝑒 0 cos(𝑡 − 0)) + (𝑒 𝑡 𝑠𝑖𝑛(𝑡 − 𝑡)𝑒 0 − 𝑒 0 𝑠𝑖𝑛(𝑡 − 0))
2 2
1 1
= (𝑒 𝑡 − cos 𝑡) + (− 𝑠𝑖𝑛 𝑡)
2 2
1
= (𝑒 𝑡 − cos 𝑡 − 𝑠𝑖𝑛 𝑡)
2
𝑡 𝑡 1
Hence 𝑓 ∗ 𝑔 = (𝑔 ∗ 𝑓)(𝑡) = ∫0 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏 = ∫0 𝑒 𝜏 sin (𝑡 − 𝜏)𝑑𝜏 = 2 (𝑒 𝑡 − cos 𝑡 − 𝑠𝑖𝑛 𝑡)

Theorem (Convolution theorem)

If 𝑓(𝑡) and 𝑔(𝑡) are piecewise continuous on [0, ∞) and of exponential order, then
ℒ{𝑓 ∗ 𝑔} = ℒ{𝑓(𝑡)}. ℒ{𝑔(𝑡)} = 𝐹(𝑠)𝐺(𝑠)
or equivalently
𝑡
−1 {𝐹(𝑠)𝐺(𝑠)}
ℒ = 𝑓 ∗ 𝑔 = ∫ 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏
0

Proof

HU 45 ODE
 Ordinary Differential Equation

∞ ∞
Let 𝐹(𝑠) = ∫0 𝑒 −𝑠𝜏 𝑓(𝜏)𝑑𝜏 and 𝐺(𝑠) = ∫0 𝑒 −𝑠𝑝 𝑔(𝑝)𝑑𝑝
We now set 𝑡 = 𝑝 + 𝜏, where 𝜏 is at first constant. Then 𝑝 = 𝑡 − 𝜏, and 𝑡 varies from 𝜏 to ∞,Thus,
∞ ∞
𝐺(𝑠) = ∫ 𝑒 −𝑠(𝑡− 𝜏) 𝑔( 𝑡 − 𝜏)𝑑𝑡 = 𝑒 𝑠𝜏 ∫ 𝑒 −𝑠𝑡 𝑔(𝑡 − 𝜏)𝑑𝑡
𝜏 𝜏

𝜏 in 𝐹 and 𝑡 in 𝐺 vary independently. Hence we can insert the G-integral into the F-integral.
Cancellation of 𝑒 −𝑠𝜏 and 𝑒 𝑠𝜏 then gives
∞ ∞ ∞ ∞
−𝑠𝜏 𝑠𝜏 −𝑠𝑡
𝐹(𝑠)𝐺(𝑠) = ∫ 𝑒 𝑓(𝜏) 𝑒 ∫ 𝑒 𝑔(𝑡 − 𝜏)𝑑𝑡𝑑𝜏 = ∫ 𝑓(𝜏) ∫ 𝑒 −𝑠𝑡 𝑔(𝑡 − 𝜏)𝑑𝑡𝑑𝜏
0 𝜏 0 𝜏

Here we integrate for fixed 𝜏 over 𝑡from 𝜏 to ∞.this is the shaded region in Fig 4.4. Under the
assumption on f and g the order of integration can be reversed. We then integrate first over 𝜏
From 𝑜 to 𝑡 and then over 𝑡 from 0 to ∞, that is,
∞ ∞ ∞
−𝑠𝜏
𝐹(𝑠)𝐺(𝑠) = ∫ 𝑒 ∫ 𝑓(𝜏)𝑔(𝑡 − 𝜏)𝑑𝜏𝑑𝑡 = ∫ 𝑒 −𝑠𝜏 ℎ(𝑡)𝑑𝑡 = ℒ{ℎ} = 𝐻(𝑠
0 𝜏 0

Figure 4.4, region of integration in the 𝑡𝜏-plane.

Example: if 𝑓(𝑡) = 𝑒 𝑡 and 𝑔(𝑡) = 𝑠𝑖𝑛𝑡 , then the convolution theorem states that the Laplace
transform of the convolution of 𝑓 and 𝑔 is the product of their Laplace transforms.
𝑡
That is ℒ{𝑓 ∗ 𝑔} = ℒ {∫0 𝑒 𝜏 sin(𝑡 − 𝜏) 𝑑𝜏} = ℒ{𝑓(𝑡)}. ℒ{𝑔(𝑡)} = ℒ{𝑒 𝑡 }. ℒ{𝑠𝑖𝑛𝑡}
1 1 1
= =
𝑠 − 1 𝑠 2 + 1 (𝑠 − 1)(𝑠 2 + 1)
𝒔
Example: Evaluate a) ℒ{𝑡 2 ∗ 𝑐𝑜𝑠𝑡} b) 𝓛−𝟏 {(𝒔𝟐 +𝒂𝟐 )𝟐 }
2
Solution: a) Here𝑓(𝑡) = 𝑡 2 and ℒ{𝑓(𝑡)} = ℒ{𝑡 2 } = 𝑠3 and 𝑔(𝑡) = 𝑐𝑜𝑠𝑡 , ℒ{𝑔(𝑡)} = ℒ{𝑐𝑜𝑠𝑡}
𝑠
= , then by the convolution theorem
𝑠2 +1
2 𝑠 2𝑠 2
ℒ{𝑡 2 ∗ 𝑐𝑜𝑠𝑡} = ℒ{𝑡 2 }ℒ{𝑐𝑜𝑠𝑡} = = =
𝑠 3 𝑠 2 + 1 𝑠 3 (𝑠 2 + 1) 𝑠 2 (𝑠 2 + 1)

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 Ordinary Differential Equation

𝒔 𝟏 𝒔 𝟏 𝒔
b) Writing 𝟐 = 𝒔𝟐 +𝒂𝟐 𝒔𝟐 +𝒂𝟐and letting𝐹(𝑠) = 𝒔𝟐 +𝒂𝟐and 𝐺(𝑠) = 𝒔𝟐 +𝒂𝟐 , we have
(𝒔𝟐 +𝒂𝟐 )

𝟏 𝒂 1 𝒂 1
𝓛−𝟏 {𝐹(𝑠)} = 𝓛−𝟏 { } = 𝓛−𝟏 { } = 𝓛−𝟏 { 𝟐 } = 𝑠𝑖𝑛𝑎𝑡
𝒔𝟐 +𝒂𝟐 𝟐 𝟐
𝒂(𝒔 + 𝒂 ) 𝑎 𝒔 +𝒂 𝟐 𝑎
𝒔
Similarly,𝓛−𝟏 {𝐺(𝑠)} = 𝓛−𝟏 {𝒔𝟐 +𝒂𝟐 } = 𝑐𝑜𝑠𝑎𝑡, then it follows from the convolution theorem that
𝑠 1
ℒ −1 { } = ℒ −1 {𝐹(𝑠)𝐺(𝑠)} = (1⁄𝑎 )(𝑠𝑖𝑛𝑎𝑡 ∗ 𝑐𝑜𝑠𝑎𝑡) = 𝑡 𝑠𝑖𝑛𝑎𝑡
(𝑠 2 2
+𝑎 ) 2 2𝑎
𝑡
Note: when evaluating convolution integrals of ∫0 𝑠𝑖𝑛𝑎𝜏𝑐𝑜𝑠𝑎(𝑡 − 𝜏)𝑑𝜏 , instead of expanding a term
such as 𝑐𝑜𝑠𝑎(𝑡 − 𝜏) and 𝑠𝑖𝑛𝑎(𝑡 − 𝜏) using integration by parts, it is often quicker to replace 𝑠𝑖𝑛𝑎𝑡 and
𝑒 𝑖𝑎𝑡 +𝑒 −𝑖𝑎𝑡 𝑒 −𝑖𝑎(𝑡−𝜏)𝑡 +𝑒 −𝑖(𝑡−𝜏)𝑎𝑡
𝑐𝑜𝑠𝑎(𝑡 − 𝜏) by 𝑠𝑖𝑛𝑎𝑡 = , 𝑐𝑜𝑠𝑎(𝑡 − 𝜏) =
2𝑖 2

Before performing the integrations, and again using these identities to interpret the result in terms of
trigonometric functions
Integral Equations
Convolution helps in solving certain integral equations, that is, equations in which the unknown
function𝑦(𝑡) appears in an integral (and perhaps also outside of it).This concerns equations with an
integral of the form of a convolution.
Volterra Integral Equation
Definition (Volterra Integral Equation): The integral equation of the form
𝑡
𝑓(𝑡) = 𝑔(𝑡) + ∫0 𝑓(𝜏)ℎ(𝑡 − 𝜏)𝑑𝜏,
Where 𝑔(𝑡) and ℎ(𝑡) are known functions is called Volterra Integral Equation for𝑓(𝑡).
Note: Volterra Integral Equation has the convolution form with the symbol ℎ playing the part of 𝑔 in
convolution.
𝑡
Example: solve 𝑓(𝑡) = 3𝑡 2 − 𝑒 −𝑡 − ∫0 𝑓(𝜏)𝑒 𝑡−𝜏 𝑑𝜏 for 𝑓(𝑡)
Solution: Here 𝒉(𝒕 − 𝝉) = 𝑒 𝑡−𝜏 so that 𝒉(𝒕) = 𝑒 𝑡 and 𝒈(𝒕) = 3𝑡 2 − 𝑒 −𝑡
Taking the Laplace transform of each term, we have
𝑡 𝑡
2 −𝑡 } 𝑡−𝜏 2} −𝑡 }
ℒ{𝑓(𝑡)} = ℒ{3𝑡 − 𝑒 − ℒ {∫ 𝑓(𝜏)𝑒 𝑑𝜏} = ℒ{3𝑡 − ℒ{𝑒 − ℒ {∫ 𝑓(𝜏)𝑒 𝑡−𝜏 𝑑𝜏}
0 0
2 1 2 1
⟹ 𝐹(𝑠) =3.𝑠3 − 𝑠+1 − ℒ{𝑓(𝑡)}ℒ{ℎ(𝑡)} =3.𝑠3 − 𝑠+1 − ℒ{𝑓(𝑡)}ℒ{𝑒 𝑡 }
2 1 6 1 1
= 3.𝑠3 − 𝑠+1 − ℒ{𝑓(𝑡)}ℒ{𝑒 −𝑡 } = 𝑠3 − 𝑠+1 − 𝐹(𝑠) 𝑠−1
1 6 1 𝑠−1+1 6 1 𝑠 6 1
⟹ (1 + 𝑠−1) 𝐹(𝑠) = 𝑠3 − 𝑠+1 ⟹ ( ) 𝐹(𝑠) = 𝑠3 − 𝑠+1 ⟹ 𝑠−1 𝐹(𝑠) = 𝑠3 − 𝑠+1
𝑠−1
HU 47 ODE
 Ordinary Differential Equation

𝑠−1 6 1 6(𝑠−1) 𝑠−1 6 6 𝑠−1

⟹ 𝐹(𝑠) = (𝑠3 − 𝑠+1) = − 𝑠(𝑠+1) = − 𝑠4 − 𝑠(𝑠+1) …………………….(1)
𝑠 𝑠4 𝑠3
𝑠−1
Decomposing 𝑠(𝑠+1) in to partial fractions we have

𝑠−1 𝐴 𝐵 𝐴(𝑠+1)+𝐵𝑠 (𝐴+𝐵)𝑠+𝐴 𝐴+𝐵 =1

= 𝑠 + 𝑠+1 = = ⟹ (𝐴 + 𝐵)𝑠 + 𝐴 = 𝑠 − 1 { ⟹ 𝐴 = −1 and 𝐵 =
𝑠(𝑠+1) 𝑠(𝑠+1) 𝑠(𝑠+1) 𝐴 = −1
2.
𝑠−1 −1 2
Now 𝑠(𝑠+1) = + 𝑠+1 from this (1) becomes
𝑠
6 6 𝑠−1 6 6 1 2
𝐹(𝑠) = 𝑠3 − 𝑠4 − 𝑠(𝑠+1) = 𝑠3 − 𝑠4 + 𝑠 − 𝑠+1 taking the inverse Laplace transform of each term we have

6 6 𝑠−1 6 6 1 2
ℒ −1 {𝐹(𝑠)} = ℒ −1 { 3
− 4− = 3− 4+ − }
𝑠 𝑠 𝑠(𝑠 + 1) 𝑠 𝑠 𝑠 𝑠+1
6 6 1 2
= ℒ −1 { 3 } − ℒ −1 { 4 } + ℒ −1 { } − ℒ −1 { }
𝑠 𝑠 𝑠 𝑠+1
2! 3! 1 1
⟹ 𝑓(𝑡) = 3ℒ −1 { 3 } − ℒ −1 { 4 } + ℒ −1 { } − 2 { } = 3t 2 − t 3 + 1 − 2e−t
𝑠 𝑠 𝑠 𝑠+1
Hence 𝑓(𝑡) = 3t 2 − t 3 + 1 − 2e−t
Integro-differential equations
We now consider a differential equation of an unusual type, these equations occur in many applications
of mathematics, one of which arises in the continuum mechanics of polymers, where the dynamical
response 𝑦(𝑡) of certain types of material at time 𝑡 depends on a derivative of 𝑦(𝑡) and the time-weighed
cumulative effect of what has happened to the material prior to time 𝑡.for obvious reasons materials of
this type are called materials with memory.
Definition: Differential equations in which the function 𝑦(𝑡) occurs not only as the dependent variable in
the differential equation, but also inside a convolution integral that forms the Nonhomogeneous term are
called Integro-differential equations.
In other words, equations that involve both the integral of an unknown function and its derivatives are
called Integro-differential equations.
Example: Solve the equation
𝑡
𝑦 ′′ + 𝑦 = ∫0 sin 𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏,
Subject to the initial conditions 𝑦(0) = 1 and 𝑦′(0) = 0
Solution taking the Laplace transform in the usual way gives
𝑡
2
𝑠 𝑌(𝑠) − 𝑠 + 𝑌(𝑠) = ℒ {∫ sin 𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏}
0

HU 48 ODE
 Ordinary Differential Equation

Here the last term is the Laplace of a convolution integral, so from the convolution theorem it follows that
𝑡 𝑡 𝑡
𝑌(𝑠)
ℒ {∫ sin 𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏} = ℒ {∫ sin 𝑡} ℒ {∫ 𝑦(𝑡)} =
0 0 0 𝑠2 + 1
Using this result in the transformed equation, solving for 𝑌(𝑠), and expanding the result using partial
fractions gives
𝑌(𝑠) 𝑌(𝑠)
𝑠 2 𝑌(𝑠) − 𝑠 + 𝑌(𝑠) = 𝑠2 +1 or (𝑠 2 + 1) 𝑌(𝑠) = 𝑠2 +1 + 𝑠
𝑠2 +1 11 1 𝑠
i.e. 𝑌(𝑠) = 𝑠(𝑠2 +2) = 2 𝑠 + 2 (𝑠2 +2)

After the inverse Laplace transform is taken, the solution becomes

1
𝑦(𝑡) = (1 + 𝑐𝑜𝑠√2𝑡) for 𝑡 > 0
2

Exercises

1) . If 𝑓(𝑡) = 𝑡 2 and 𝑔(𝑡) = 𝑐𝑜𝑠𝑡 , then show that (𝑓 ∗ 𝑔)(𝑡) = 2(𝑡 − 𝑠𝑖𝑛𝑡) = (𝑔 ∗ 𝑓)(𝑡)
2) Use the convolution theorem to evaluate each of the following
(a) ℒ{1 ∗ 𝑡 3 } (b). ℒ{𝑡 2 ∗ 𝑡𝑒 𝑡 } (c). ℒ{𝑒 −𝑡 ∗ 𝑒 𝑡 𝑐𝑜𝑠𝑡} (d). ℒ{𝑒 2𝑡 ∗ 𝑠𝑖𝑛 𝑡}
3) In each of the following use the Laplace transform to solve the given integral equation or Integro-differential
equation.
𝑡 𝑡
(a) 𝑓(𝑡) + ∫0 (𝑡 − 𝜏)𝑓(𝜏)𝑑𝜏 = 𝑡 (b) 𝑓(𝑡) = 2𝑡 − 4 ∫0 𝑠𝑖𝑛 𝜏 𝑓(𝑡 − 𝜏)𝑑𝜏
𝑡
(c) 𝑦 ′ (𝑡) = 1 − 𝑠𝑖𝑛𝑡 − ∫0 𝑦(𝜏)𝑑𝜏 , 𝑦(0) = 0
𝑑𝑦 𝑡
(d) 𝑑𝑡
+ 6𝑦(𝑡) + 9 ∫0 𝑦(𝜏)𝑑𝜏 = 1, 𝑦(0) = 0

4. In each of the following find ℒ{𝑓(𝑡)}

𝜋
(a) 𝑓(𝑡) = 𝑠𝑖𝑛2𝑡𝑐𝑜𝑠2𝑡 (b). 𝑓(𝑡) = 10𝑐𝑜𝑠 (𝑡 − 6 ) (c). 𝑓(𝑡) = (1 + 𝑒 2𝑡 )2

(d) 𝑓(𝑡) = (𝑒 𝑡 − 𝑒 −𝑡 )2 (e) 𝑓(𝑡) = 𝑒 𝑡 𝑠𝑖𝑛 5𝑡 (f) 𝑓(𝑡) = 𝑒 2𝑡 (𝑡 − 1)2 (g) 𝑓(𝑡) = 𝑡10 𝑒 −7𝑡
𝑡
(h) 𝑓(𝑡) = (1 − 𝑒 𝑡 + 3𝑒 −4𝑡 )𝑐𝑜𝑠 5𝑡 (i) 𝑓(𝑡) = 𝑒 3𝑡 (9 − 4𝑡 + 10 𝑠𝑖𝑛 )
2

5. Evaluate each of the following

1 1 𝑠−3 6𝑠+3
(a) ℒ −1 {(𝑠2 +1)(𝑠2 +4)} (b). ℒ −1 {𝑠4 −9} (c )ℒ −1 { } (d) ℒ −1 {𝑠4 +5𝑠2 +4}
(𝑠−√3)(𝑠+√3)

1 1 2𝑠−1 (𝑠+1)2
(e)ℒ −1 {(𝑠+2)3 }(f)ℒ −1 {𝑠2 +2𝑠+5}(g)ℒ −1 {𝑠2 (𝑠+1)3 }(g)ℒ −1 {(𝑠+2)4 }

6. Use the Laplace transforms the given initial-value and boundary problem
(a) 𝑦 ′′ + 20𝑦 ′ + 5𝑦 = 0, 𝑦(0) = 2 , 𝑦′(0) = 0
(b)𝑦 ′′ − 𝑦 ′ = 𝑒 𝑡 𝑐𝑜𝑠 𝑡 , 𝑦(0) = 0 , 𝑦′(0) = 0
(c)𝑦 ′′ − 2𝑦 ′ = 1 + 𝑡 , 𝑦(0) = 0 , 𝑦′(0) = 2

HU 49 ODE
 Ordinary Differential Equation

(d) 𝑦 ′′ − 4𝑦 ′ + 4𝑦 = 𝑡 3 𝑒 2𝑡 , 𝑦(0) = 0 , 𝑦′(0) = 0

(e) 𝑦 ′′ + 6𝑦 ′ + 𝑦 = 0 , 𝑦(0) = 4 , 𝑦 ′(0) = −3
(f) 𝑦 ′′ + 10𝑦 ′ + 2𝑦 = 0 , 𝑦(0) = 4 , 𝑦′(𝜋) = 0
7. In each of the following use the convolution theorem to find the Laplace transform
𝑡 𝑡 𝑡 𝑡
(a) ℒ {∫0 𝑒 𝜏 𝑑𝜏} (b). ℒ {∫0 𝑒 −𝜏 𝑐𝑜𝑠 𝜏 𝑑𝜏} (c). ℒ {∫0 𝜏𝑠𝑖𝑛 𝜏 𝑑𝜏} (d) ℒ {∫0 𝜏 𝑒 𝑡−𝜏 𝑑𝜏 }

8. In each of the following use the Laplace transform to solve the given integral equation or Integro-differential
equation.
𝑡 𝑡
(a) 𝑓(𝑡) = 𝑡𝑒 𝑡 + ∫0 𝜏𝑓(𝑡 − 𝜏)𝑑𝜏 (b) 𝑓(𝑡) + 2 ∫0 𝑓(𝜏)𝑐𝑜𝑠 (𝑡 − 𝜏)𝑑𝜏 = 4𝑒 −𝑡 + 𝑠𝑖𝑛 𝑡
𝑡 𝑡
(c ) 𝑓(𝑡) + ∫0 𝑓(𝜏)𝑑𝜏 = 1 (d) ) 𝑓(𝑡) = 𝑐𝑜𝑠 𝑡 + ∫0 𝑒 −𝜏 𝑓(𝑡 − 𝜏)𝑑𝜏
𝑡
(e) 𝑡 − 2𝑓(𝑡) = ∫0 (𝑒 𝜏 − 𝑒 −𝜏 )𝑓(𝑡 − 𝜏)𝑑𝜏
𝑡 𝑡
(f) 𝑦 ′ + 4𝑦 = 4 ∫0 𝑠𝑖𝑛 𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏, with 𝑦(0)=1 (g) 𝑦 ′ + 𝑦 = 4 ∫0 𝑒 −2𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏, with 𝑦(0)=3
𝑡 𝑡
(h) 𝑦 ′′ − 𝑦 = ∫0 𝑠𝑖𝑛ℎ 𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏, with 𝑦(0)=4 (k)𝑦 ′′ − 4𝑦 = 2 ∫0 𝑠𝑖𝑛ℎ 2𝜏 𝑦(𝑡 − 𝜏)𝑑𝜏, with 𝑦(0)=

HU 50 ODE