ECUACIONESDIFERENCIALES

ECUACIONESDIFERENCIALES(ED)
PROGRAMADEESTUDIO: 1.INTRODUCCINALASECUACIONESDIFERENCIALES DefinicionesyterminologadelasED,ProblemasdevalorinicialdelasED. 2.ECUACIONESDIFERENCIALESDEPRIMERORDEN EDdevariablesseparables,EDdeltipoExactas,EDLineales,SolucindeEDpormtododesustitucin, ModeladodeproblemasdeingenieraconEDdeprimerorden. 3.ECUACIONESDIFERENCIALESDEORDENSUPERIOR Teorapreliminar,EDHomogneas,Mtododecoeficientesindeterminados,Modeladodeproblemas deingenieraconEDdeordensuperior. 4.TRANSFORMADADELAPLACE DefinicindeTransformadadeLaplace,transformadadLaplaceinversa,Teoremasdetransformacin, Aplicaciones. 5.SERIESDEFOURIER Funcionesperidicas,Funcionesortogonales,SeriesdeFourierdefuncionesdeperiodoarbitrario, SeriesdeFourierdefuncionespares,SeriesdeFourierdefuncionescomplejas,AplicacionesaED Parciales. EVALUACIONES: Examenparcial(80%)+Tareas(25%) 1Parcial:Unidades1y2 2Parcial:Unidades3y4 3Parcial:Unidad5(Seaplicareldadelexamenordinario) CalificacinFinal=Sumadelastresevaluaciones/3 Alacalificacinfinalsepuedeagregarhastaun10%porparticipacinenclases(solucindeproblemasen pizarrn). Libro:EcuacionesDiferencialesconProblemasconValoresenlaFrontera.DennisZill/MichaelCullen,Sptima Edicin.EditorialCENGAGELearning.OcualquierotrolibrodeEcuacionesDiferencialesdelmismoautoro cualquierotroautor.

1.1 Definitions and Terminology of Differential Equations 1. Differential Equations: An ordinary differential equation (ODE) is an equation containing the derivatives of one or more dependent variables with respect to one single independent variable. For example, y ! " 5y # e x (one dependent variable y! d2y " x 2 dx ! 4y # ln"t! (two dependent variables: x and y!. dt dt 2 A partial differential equation (PDE) is an equation containing the derivatives of one or more dependent variables with respect to two or more independent variables. For example, "u " "u # e x"y (one dependent variable u and two independent variables: x and y "y "x 2 2 " u " " u " " 2 u # ln"x " y " z! (one dependent variable u and three independent variables: x, y and z. "x 2 "y 2 "z 2 Order of a Differential Equation: The order of a differential equation is the order of the highest derivative in the equation. In this course, we mainly study the ODE differential equations. A general form of an nth order ODE is: F x, y, y ! , . . . , y "n! # 0 For example, y !! ! xy ! " 5y ! e x # 0 (a second order ODE in y). Linear and Nonlinear Differential Equations: A linear differential equation is linear in terms of y, y ! , y !! , . . . . For example, sin"x!y !! " x 2 y ! " y # e x . Otherwise, the equation is nonlinear. For example, "1 ! y!y ! " y # 0 (yy ! is nonlinear in y and y ! ! dy dx
2

" y # ex (

dy dx

# "y ! ! 2 is not linear in y ! !.

2. Solution of an Ordinary Differential Equation: A solution of an nth-order ODE F"x, y, y ! , . . . , y "n! ! # 0 is a function y"x! which satisfies the differential equation for x in an interval I. The interval I is said to be the interval of solution (or the domain of the solution). The solution is called a trivial solution if it is a zeros solution. Explicit solution: y # f"x! Implicit solution: G"x, y! # 0 and there exists at least one explicit function which satisfies the equation G"x, y! # 0 and the differential equation F"x, y, y ! , . . . , y "n! ! # 0. Example Show that the function y # C 1 sin"!x! " C 2 cos"!x! where C 1 and C 2 are constants is a solution of the differential equation: y !! " ! 2 y # 0. Check: y ! # C 1 ! cos"!x! ! C 2 ! sin"!x! y !! # !C 1 ! 2 sin"!x! ! C 2 ! 2 cos"!x! # !! 2 "C 1 sin"!x! " C 2 cos"!x!! y !! " ! 2 y # !! 2 "C 1 sin"!x! " C 2 cos"!x!! " ! 2 "C 1 sin"!x! " C 2 cos"!x!! # 0. So, y is a solution of the differential equation. Note that: in this solution, constants C 1 and C 2 are arbitrary. Solution y # C 1 sin"!x! " C 2 cos"!x! is called a two-parameter family of solution and also the general solution of the differential equation y !! " ! 2 y # 0. There are infinitely many solutions in this family: 1

y # sin"!x!, y # cos"!x!, y # 2 sin"!x!, y # !2 cos"!x!

-2

-1

1 x

Since

- sin"x!, - - cos"x!, ... 2 sin"x!, -.- !3 cos"x! C 1 sin"!x! " C 2 cos"!x! # y# C2 " C2 1 2 C1 sin"!x! " " C2 2 C2 cos"!x! , " C2 2

C2 1

C2 1

C 2 " C 2 sin !x " arctan C 2 1 2 C1 C 2 and " # arctan C 2 C1 C2 where cos""! # , sin""! # , tan " # C1 C1 C2 " C2 C2 " C2 1 2 1 2 C 1 and C 2 change the magnitude and shift the sine wave to the left or the right.

. Values of

Example Show that the equation !2x 2 y " y 2 # 1 is a solution of the differential equation 2xydx " "x 2 ! y!dy # 0. Check: (use implicit differentiation, that is, treat y as a function of x! d "!2x 2 y " y 2 ! # d "1! $ !4xy ! 2x 2 dy " 2y dy # 0 $ !2"x 2 ! y! dy # 4xy dx dx dx dx dx 2 2 ! "x ! y!dy # 2xydx $ 2xydx " "x ! y!dy # 0 So, !2x 2 y " y 2 # 1 is a solution of the differential equation 2xydx " "x 2 ! y!dy # 0. Example Find the value of m so that y # x m is a solution of the differential equation x 2 y !! ! 7xy ! " 15y # 0. y ! # mx m!1 , y !! # m"m ! 1!x m!2 , x 2 y !! ! 7xy ! " 15y # x 2 "m!"m ! 1!x m!2 ! 7xmx m!1 " 15x m # x m "m"m ! 1! ! 7m " 15! # 0 m 2 ! m ! 7m " 15 # m 2 ! 8m " 15 # "m ! 3!"m ! 5! # 0, m # 3 or m # 5. Solutions: 2 y # x3, y # x5.

1.2 Initial Value Problems 1. Initial Value Problems: Find the solution of an nth-order differential equation of the form: y !n" ! f!x, y, y " , . . . , y !n!1" " subject to n initial conditions: y!x 0 " ! y 0 , y " !x 0 " ! y 1 , . . . , y !n!1" !x 0 " ! y n!1 . Example Solve the initial value problem: y "" # ! 2 y ! 0, y!0" ! 1, y " !0" ! !1 We know the general solution is: y ! C 1 sin!!x" # C 2 cos!!x". Now we need to find the constants C 1 and C 2 so that y satisfies the initial conditions. 1 y!0" ! C 2 ! 1, y " ! !C 1 cos!!x" # C 2 !!! sin!!x"", y " !0" ! !C 1 ! !1, C 1 ! ! ! 1 The solution for the initial value problem: y ! ! ! sin!!x" # cos!!x"
1

0.5

-2

-1

0 -0.5

1 x

-1

1 ! y ! ! ! sin!!x" # cos!!x", ... sin!!x" 2. Existence of a Unique Solution: Consider the initial value problem: y " ! f!x, y", a " x " b, y!x 0 " ! y 0 . and x 0 , y 0 be in D. If f!x, y" and #f are continuous on #y D, then the initial value problem has a unique solution y on the interval I 0 $ D. Let D ! !x, y"; a " x " b, c " y " d Example Determine a region D of the xy !plane for which the differential equation dy ! xy dx would have a unique solution whose graph passes through a point x 0 , y 0 in the region. f!x, y" ! xy , #f ! 1 !x" ! 1 2 2 xy #y x y

f!x, y" is continuous on the region where x % 0 and y % 0. #f is continuous on x % 0 and y $ 0. #y If x 0 % 1 and y 0 % 1, then we let D ! !x, y"; x % 0, y % 1 .

Separable Variables - (2.2) 1. Separable Equations: A first order differential equation is said to be separable if it is of the form dy ! g!x"h!y". dx 2. Method of Separation of Variables: Observe that a separable equation can be written as 1 dy ! g!x"dx " ! 1 dy ! ! g!x"dx h!y" h!y" If we know the antiderivatives of 1 and g!x" are H!y" and G!x", then h!y" H!y" ! G!x" # C dy ! g!x"h!y". is the solution of the differentiation equation dx Example Solve !1 # x"dy " ydx ! 0. Determine first if the differential equation is separable. Since !1 # x"dy " ydx ! 0 " 1 dy ! 1 dx, y 1#x the differential equation is separable. ! 1 dy ! ! 1 1 x dx, ln|y| ! ln|1 # x| # C y # ln |1#x| y ! Ce ! C!1 # x" is the general solution. Example Solve the initial value problem: cos!x"!e 2y " y" dy ! e y sin!2x", dx y!0" ! 0.

Determine first if the differential equation is separable. Since sin!2x" e 2y " y dy ! dx, y e cos!x" the differential equation is separable. 2y ! e e y" y dy ! !!e 2y"y " ye "y "dy ! !!e y " ye "y "dy ! sin!2x" dx ! ! 2 sin!x" cos!x" dx ! 2 ! sin!x"dx, cos!x" cos!x"

!!e y " ye "y "dy ! e y " ye "y " e "y # C 1 ,

2 ! sin!x"dx ! "2 cos!x" # C

Hence, e y " ye "y " e "y ! "2 cos!x" # C is the general solution. dy ! y 2 " 4. Example Solve dx Determine first if the differential equation is separable. Since 1 dy ! dx if y 2 " 4 # 0, y2 " 4 the differential equation is separable wherever y 2 " 4 # 0.

! !

1 dy ! y "4
2

! dx

"

dy ! !y # 2"!y " 2"

! dx, ! dx ! x # C

dy y"2 1 " 1 dx ! 1 !ln|y " 2| " ln|y # 2|" ! 1 ln ! 1 ! 4 y#2 4 y#2 4 y"2 !y # 2"!y " 2" 1 ln y " 2 ! x # C, ln y " 2 ! 4!x # C" 4 y#2 y#2 y"2 ! e 4!x#C" ! e 4x#4C ! e 4x e 4C ! Ce 4x y#2 Solve y in terms of x : y#2"2"2 y"2 4 4 ! 1 " Ce 4x , y # 2 ! , ! ! 1 " 4 ! Ce 4x , y#2 y#2 y#2 y#2 1 " Ce 4x
4x 4x 4 " 2 ! 4 " 2 # 2Ce ! 2 1 # Ce 4x 4x 4x 1 " Ce 1 " Ce 1 " Ce is the general solution of the equation. If y 2 " 4 ! 0, then y ! $2 . These are solutions. xy # 2y " x " 2 dy Example ! xy " 3x # x " 3 dx

y!

Determine first if the differential equation is separable. Since y!x # 2" " !x # 2" y#1 dy !y " 1"!x # 2" dy ! x # 2 dx, # ! ! x"3 y"1 dx y!x " 3" # !x " 3" !y # 1"!x " 3" the differential equation is separable. ! y # 1 dy ! ! x # 2 dx $ ! y " 1 # 1 # 1 dy ! ! x " 3 # 3 # 2 dx y"1 y"1 x"3 x"3

! !

1# 1#

2 dy ! y"1

1#

5 dx x"3

2 dy ! y # 2 ln!y " 1" # C 1 , ! 1 # 5 dx ! x # 5 ln!x " 3" # C 2 y"1 x"3 The general solution of the differential equation is: y # 2 ln!y " 1" ! x # 5 ln!x " 3" # C Example e x y dy ! e "y # e "2x"y dx Determine first if the differential equation is separable. Since !1 # e "2x " dy y exy dy ! dx ! e "y !1 # e "2x " # e "x e "y dx the differential equation is separable. ye y dy ! !e x # e "2x e x "dx # ye y dy ! !e x # e "x "dx

! ye y dy ! ye y " e y # C 1 ,

and !!e x # e "x "dx ! e x " e "x # C 2

The general solution of the differential equation is: ye y " e y ! e x " e "x # C

The First-Order Linear Differential Equations - (2.3) 1. First-Order Linear Equations: The general form of a linear equation is: dy a 1 !x" ! a 0 !x"y " g!x", a 1 !x" ! 0 dx The standard form of a linear equation is: a !x" g!x" dy P!x" " 0 , f!x" " ! P!x"y " f!x", dx a 1 !x" a 1 !x" A linear equation is homogenous if g!x" " 0, otherwise it is nonhomogeneous. 2. The Property: The general solution of the first-order linear differential equation:

dy ! P!x"y " f!x" is of the form dx

y " yc ! yp where y c is a solution of the homogeneous differential equation: dy ! P!x"y " 0 dx and y p is a solution of the corresponding nonhomogeneous differential equation: dy ! P!x"y " f!x" dx Proof: Let y " y c ! y p . Then y # " y #c ! y #p , and dy ! P!x"y " f!x" $ !y #c ! y #p " ! P!x"!y c ! y p " " !y #c ! P!x"y c " ! !y #p ! P!x"y p " " 0 ! f!x" " f!x" dx 3. Method of Solving First-Order Linear Differential Equations: This property suggests that a first-order linear differential equation can be solved in two steps: dy ! P!x"y " 0 a. Find the general solution of the homogeneous equation dx dy ! P!x"y " f!x". b. Find a solution of the nonhomogeneous equation dx dy Observe that the homogeneous linear differential equation ! P!x"y " 0 in a. is separable. The general dx solution can be solved as follows. 1 dy " "P!x"dx $ y Observe also that d dx Then ye ye

1 dy " y

# "P!x"dx,

ln|y| " " # P!x"dx ! C,

y " Ce

" P!x"dx

# P!x"dx

"

dy # P!x"dx # P!x"dx d e ! ye dx dx

# P!x"dx " e # P!x"dx

dy ! P!x"y dx

"e

# P!x"dx f!x"

# P!x"dx " e # P!x"dx f!x"dx, #

# e # P!x"dx f!x"dx
C ! #e

y " y c ! y p " Ce The function # e

!e

" P!x"dx

# e # P!x"dx f!x"dx " e "# P!x"dx

# P!x"dx f!x"dx

# P!x"dx f!x"dx is called the integrating factor of the linear differential equation.

Steps of Compute y : a. Compute h!x" " # P!x"dx. 1

b. Compute k!x" " # e h!x" f!x"dx c. Solution: y " e "h!x" !C ! k!x"" Example Solve dy " 3y " 6 ! 2x " e x dx a. h!x" " # "3dx " "3x, the integrating factor is: e "3x b. k!x" " # e "3x !6 ! 2x " e x "dx " " 20 " 23x x ! 12x 2e 9e 3x 3e 20 "3x 2 1 "2x 3x "3x c. y " e C " 9 e " 3 xe ! 2 e " Ce 3x " 20 " 2 x ! 9 3 20 2 1 x 3x The general solution: y " Ce " 9 " 3 x ! 2 e .

1 2

ex

Example Solve the initial value problem: dy ! xy " x ! 1, y!4" " 1 dx dy ! 2 x y " x2 ! 1 , for x ! %3 dx x "9 x "9 !x 2 " 9" x dx " 1 ln|x 2 " 9|, the integrating factor is: e 1 ln x 2 "9 " x 2 " 9 2 2 x2 " 9 1 2 !x ! 1" dx " # x ! 1 dx " !x 2 " 9" ! ln x ! !x 2 " 9" b. k!x" " # e 2 ln x "9 2 x "9 x2 " 9 1 ln x 2 "9 C ! !x 2 " 9" ! ln x ! !x 2 " 9" c. y " e " 2 1 C ! !x 2 " 9" ! ln x ! !x 2 " 9" " 2 x "9 C 1 ln x ! !x 2 " 9" " !1! 2 2 x "9 x "9 C ! 1 ! 1 ln 4 ! 7 " 1, C " " ln 4 ! 7 d. y!4" " 7 7 1 The solution: y " " ln 4 ! 7 ! !x 2 " 9" ! ln x ! !x 2 " 9" 2 x "9 a. h!x" " # dy ! y " f!x" where f!x" " dx 1, 0 $ x & 1 x, 1 $ x

Example Solve the IVP

, y!0" " "1.

a. h!x" " # dx " x, the integrating factor is e x . b. k!x" " # e f!x"dx "
x

# e x dx " e x , 0 $ x & 1 # xe x dx " xe x " e x , 1 $ x

c. y "

e "x !C 1 ! e x " " C 1 e "x ! 1, 0 $ x & 1 e "x !C 2 ! xe x " e x " " C 2 e "x ! x " 1, 1 $ x

d. y!0" " C 1 ! 1 " "1, C 1 " "2, for 0 $ x $ 1, y " "2e "x ! 1. y!1" " "2e "1 ! 1, y!1" " C 2 e "1 ! 1 " 1 " C 2 e "1 " "2e "1 ! 1, C 2 " "2 ! e The solution is: y " "2e "x ! 1, 0 $ x & 1 !"2 ! e"e "x ! x " 1, 1 $ x

Example Solve xy # ! !1 ! x"y " e "x sin!2x". a. y # ! 1 ! x y " 1 e "x sin!2x" x x 1 b. h!x" " #! x ! 1"dx " ln|x| ! x, the integrating factor: e ln|x|!x " e ln|x| e x " xe x c. k!x" " # e ln|x|!x 1 e "x sin!2x" dx " # xe x 1 e "x sin!2x"dx " # sin!2x"dx " " 1 cos!2x" x x 2 1 e "x C " 1 cos!2x" 1 "ln|x|"x C " 2 cos!2x" " x d. y " e 2 The general solution is: y " 1 e "x C " 1 cos!2x" x 2

Exact Differential Equations - (2.4) In this section, we consider the general solution of the first order differential equation of the form: M!x, y"dx ! N!x, y"dy " 0 where both M and N are functions in two variables x and y. 1. Differentials of a Function of Two Variables: Let z " f!x, y" be a function of two variables x and y. Then the differential dz is defined as dz " !f dx ! !f dy. !y !x If f!x, y" " C where C is a constant, then df " 0 # !f dx ! !f dy " 0. !y !x Note that this is a differential equation of the form M!x, y"dx ! N!x, y"dy " 0 M!x, y" " !f and N!x, y" " !f . !x !y So, the differential equation of this form has solution: f!x, y" " C. Example Consider the equation x 2 " 5xy ! y 3 " C. Here f!x, y" " x 2 " 5xy ! y 3 . !f " 2x " 5y, !f " "5x ! 3y 2 !x !y 2 3 The equation x " 5xy ! y " C is the general solution of the differential equation: !2x " 5y"dx ! !"5x ! 3y 2 "dy " 0 It is clear that it is not every differential equation M!x, y"dx ! N!x, y"dy " 0 that can be written as !f dx ! !f dy " 0 !y !x for some f!x, y". So, we like to know for what types of M!x, y" and N!x, y" the differential equation M!x, y"dx ! N!x, y"dy " 0 is of the form of !f dx ! !f dy " 0. !y !x Recall that if f!x, y" has continuous second derivatives, !2f " !2f . !x!y !y!x That is ! !f " ! !f . !x !y !y !x So, if there is a f!x, y" such that M!x, y" " !f and N!x, y" " !f !x !y then we must have ! !N!x, y"" " ! !M!x, y"". !x !y 2. Exact Equation: A differential equation M!x, y"dx ! N!x, y"dy is an exact differential in a region R of the xy-plane if it corresponds to the differential of some function f!x, y". A first-order differential equation of the form M!x, y"dx ! N!x, y"dy " 0 is said to be an exact equation if M!x, y"dx ! N!x, y"dy is an exact differential. 1

The criterion for an exact differential: M!x, y"dx ! N!x, y"dy is an exact differential if and only if !M " !N . !y !x Example Determine if the differential equation !e 2y " y cos!xy""dx ! !2xe 2y " x cos!xy" ! 2y"dy " 0 is exact. Here M!x, y" " e 2y " y cos!xy" and N!x, y" " 2xe 2y " x cos!xy" ! 2y. Check if !M " !N . !x !y !M " 2e 2y " cos!xy" ! yx sin!xy", !N " 2e 2y " cos!xy" ! xy sin!xy" !y !x !M " !N , the differential equation is exact. Since !x !y Example Find the value of k so that the differential equation !y 3 ! kxy 4 " 2x"dx ! !3xy 2 ! 20x 2 y 3 "dy " 0 is exact. Here M!x, y" " y 3 ! kxy 4 " 2x and N!x, y" " 3xy 2 ! 20x 2 y 3 . Find k so that !M " !N . !y !x !M " 3y 2 ! 4kxy 3 , !N " 3y 2 ! 40xy 3 , !M " !N $ 4kxy 3 " 40xy 3 , k " 10. !y !x !x !y Example Find the function N!x, y" so that the equation 1 ! x xy x2 ! y is exact. Here M!x, y" " 1 ! 2 x . Know that !M " !N and xy !x !y x !y !M " " 1 x " 2 3 !y !x 2 ! y" 2 xy N!x, y" " dx ! N!x, y"dy " 0

!N dx " !x

!M dx " !y

"

1 x " 2 2 3 !x ! y" 2 xy ! g!y" " "

dx

""

1 2 x " 1 2 2 y3

"1 x2 ! y

1 x ! ! g!y" 2!x 2 ! y" y3

3. The General Solution of an Exact Differential Equation: The general solution of the exact equation M!x, y"dx ! N!x, y"dy " 0 is of the form: f!x, y" " C. The function f!x, y" can be solved as follows. a. Since M!x, y" " !f , f!x, y" " # M!x, y"dx ! g!y"; !x !f , b. Since N!x, y" " !y ! !f!x, y"" " ! # M!x, y"dx ! g!y" " ! # M!x, y"dx ! g # !y" " N!x, y" !y !y !y # Solve g !y" from this equation and g!y" " c. The general solution: f!x, y" " C. 2

# g # !y"dy.

Note that we can also use N!x, y" to solve f!x, y". Steps are: a. Since N!x, y" " !f , f!x, y" " # N!x, y"dy ! h!x"; !y b. Since M!x, y" " !f , !x ! !f!x, y"" " ! # N!x, y"dy ! h!x" " ! !x !x !x # # Solve h !x" from this equation and h!x" " # h !x"dx. c. The general solution: f!x, y" " C.

# N!x, y"dy ! h # !y" " M!x, y"

Example Solve the differential equation !e 2y " y cos!xy""dx ! !2xe 2y " x cos!xy" ! 2y"dy " 0. Know that it is exact. Find f!x, y". a. f!x, y" " #!e 2y " y cos!xy""dx " xe 2y " sin!xy" ! g!y" b. !f " 2xe 2y " x cos!xy" ! g # !y" " N!x, y" " 2xe 2y " x cos!xy" ! 2y !y g # !y" " 2y, g!y" " c. xe 2y " sin!xy" ! y 2 " C Example Solve the initial value problem: 3y 2 " t 2 y5 dy ! t 4 " 0, y!1" " 1. dt 2y

# 2ydy " y 2

The differential equation is not separable and not linear in y. Check if it is exact. Rewrite the equation: 3y 2 " t 2 dy ! t 4 dt " 0. y5 2y 2 2 3y " t and N!y, t" " t 4 . Check if !M " !N . Let M!y, t" " !y !t y5 2y !M " " 2t , !N " " 4t " " 2t , !M " !N . !t !y !y !t y5 2y 5 y5 The equation is exact. a. f!y, t" " # t 4 dt ! h!y" " " 1 4 t 2 ! h!y" 2y 4y 2 3y 2 " t 2 " 3 13 " t 5 b. !f " ! " 1 4 t 2 ! h!y" " " "4 t 2 ! h # !y" " " 15 t 2 ! h # !y" " 5 5 !y !y y y y 4y 4y y h # !y" " 33 , h!y" " # h # !y"dy " # 33 dy " " 3 12 2 y y y c. The general solution: " 1 4 t 2 " 3 12 " C 2 y 4y d. Solve the initial value problem: when x " 1, y!1" " 1, solve for C : " 1 " 3 " "7 " C 2 4 4

Methods of Substitution - (2.5) 1. Bernoullis Equation: The differential equation: dy ! P!x"y " f!x"y n ! !"" dx where n is a real number, is called a Bernoullis equation. Note that a. when n " 0, the equation is a linear differential equation in y; dy ! P!x"y " f!x", dx b. when n " 1, the equation can be rewritten as dy dy ! P!x"y " f!x"y # ! !P!x" ! f!x""y " 0 dx dx a linear homogeneous differential equation and is separable. In both cases, we know how to solve the differential. Now let us consider the cases where n # 0, 1. dy dy Let u " y 1!n . Then du " !1 ! n"y 1!n!1 . Multiply !1 ! n"y !n to the equation !"" : " !1 ! n"y !n dx dx dx dy ! !1 ! n"y !n P!x"y " !1 ! n"y !n f!x"y n !1 ! n"y !n dx dy ! !1 ! n"y !n!1 P!x" " !1 ! n"f!x" !1 ! n"y !n dx du ! !1 ! n"P!x"u " !1 ! n"f!x" dx It is a linear differential equation in u with P!x" " !1 ! n"P!x", and f !x" " !1 ! n"f!x". Solve for u first, and then let y " u 1/!1!n" Example Solve the differential equation x The equation is dy ! 1 y " xy 2 . n " 2. Let u " y 1!2 " y !1 . Solve du ! !!1" 1 u " !x. x x dx dx h!x" " $ ! 1 dx " ! ln|x|, integrating factor is e !ln|x| " 1 x x !ln|x| k!x" " $ e !!x"dx " $!!1"dx " !x The general solution for u : u " e ln|x| !C ! x" " x!C ! x" " Cx ! x 2 1 The general solution for y : y " 1 " u Cx ! x 2 dy ! 2xy " 3y 4 , y!1" " dx
1 2

dy ! y " x2y2. dx

a. b. c. d.

Example Solve the initial value problem: x 2

The equation is dy ! 2 y " 32 y 4 , n " 4, 1 ! n " !3. Let u " y !3 . Solve du ! 6 u " ! 92 x x dx dx x x 6 dx " 6 ln|x|, the integrating factor is: e 6 ln|x| " x 6 a. h!x" " $ x b. k!x" " $ x 6 ! x92 dx " !9 $ x 4 dx " ! 9 x 5 5 !6 ln|x| C ! 9 x 5 " 16 C ! 9 x 5 " C ! 9 c. The general solution for u : u " e 5 5 5x x x6 C ! 9 !3 d. The general solution for y : y " 6 5x x !3 C ! 9 , C " 8 ! 9 " 49 1 1 e. When x " 1, y " 2 . 2 " 5 5 5 1 1

The solution for the initial value problem: y !3 " 496 ! 9 5x 5x Example Solve the initial value problem: 3!1 ! t 2 " dy " 2ty!y 3 ! 1". dt dy Note that it is also separable. Rewrite it as the form: ! P!t"y " f!t"y n dt dy 3!1 ! t 2 " " 2ty!y 3 ! 1" " 2ty 4 ! 2ty, dt dy 2t 2t y" y4 ! dt 3!1 ! t 2 " 3!1 ! t 2 " Let u " y 1!4 " y !3 . Solve u from u$ ! 3 a. h!t" " $ 2t 3!1 ! t 2 " u " !3 2t 3!1 ! t 2 "

2t dt " ln!1 ! t 2 " 1 ! t2 2 b. k!t" " $ ! 2t 2 e ln 1!t dt " ! $ 2tdt " !t 2 !1 ! t " 2 c. The general solution for u : u " e !ln 1!t !C ! t 2 " d. The general solution for y : y !3 " e !ln
1!t 2

!C ! t 2 " "

1 !C ! t 2 " 1 ! t2

2. Reduction to Separable: For example, the differential equation of the form dy " f!Ax ! By ! C" dx is not separable in y and x. Let u " Ax ! By ! C. Then du " A ! B dy , dy " 1 du ! A B dx dx dx dx dy " f!Ax ! By ! C" # 1 du ! A " f!u" B dx dx du " Bf!u" ! A, 1 du " dx separable in u and x. dx Bf!u" ! A Example Solve the initial value problem: dy " 2 ! y ! 2x ! 3 , y!0" " 1. dx u, 1 du " dx. u

Let u " y ! 2x ! 3. du " dy ! 2, dy " 2 ! y ! 2x ! 3 # du ! 2 " 2 ! u , du " dx dx dx dx dx

The last equation is separable in u and x. $ 1u du " 2 u ! C 1 , $ dx " x ! C 2 The general solution for u : u " 1 !x ! C", or u " 1 !x ! C" 2 2 4 The general solution for y : y ! 2x ! 3 " 1 !x ! C" 2 or y " 2x ! 3 ! 1 !x ! C" 2 4 4 Solve the initial value problem: 1 " !3 ! 1 C 2 , C 2 " 16, C " 4. 4 The solution of the initial value problem: y " 2x ! 3 ! 1 !x ! 4" 2 4 Example Solve the differential equation: 2 dy " sin!x ! y". dx

Let u " x ! y. Then du " 1 ! dy , dy " sin!x ! y" # du ! 1 " sin!u" # du " sin!u" ! C, 1 du " dx dx dx dx dx dx sin!u" ! 1 The last equation is separable. 1 $ sin u ! 1 du " tan u ! sec u ! C 1 , $ dx " x ! C 2 The general solution for u : tan u ! sec u " x ! C The general solution for y : tan!x ! y" ! sec!x ! y" " x ! C Example Solve the initial value problem: 3x ! 2y dy , " 3x ! 2y ! 2 dx y!!1" " !1

Let u " 3x ! 2y. Then du " 3 ! 2 dy , dy " 3x ! 2y # 1 du ! 3 " u , 3x ! 2y ! 2 2 dx u!2 dx dx dx du ! 3 " 2u , du " 2u ! 3 " 5u ! 6 , u ! 2 du " dx u!2 u!2 u!2 5u ! 6 dx dx The last equation is separable. 4 u $ 5u!!26 du " $ 5 ! u ! 2 du " 5u ! 4 ln|u ! 2| ! C 1 , $ dx " x ! C 2 The general solution for u : 5u ! 4 ln|u ! 2| " x ! C The general solution for y : 5!3x ! 2y" ! 4 ln|3x ! 2y ! 2| " x ! C Solve the initial value problem: when x " !1, y " !1 : 5!3!!1" ! 2!!1"" ! 4 ln|3!!1" ! 2!!1" ! 2| " !1 ! C, C " !24 ! 4 ln 3 The solution of the initial value problem : 5!3x ! 2y" ! 4 ln|3x ! 2y ! 2| " x ! 24 ! 4 ln 3

Applications of First Order Differential Equations - (1.3)(2.7)(2.8) 1. Growth and Decay: Consider the initial value problem: dP ! kP, P!0" ! P 0 . dt Function P!t" represents population at the time t. When k " 0, the population is increasing and when k # 0, the population is decreasing. The equation is separable and solution is P!t" ! P 0 e kt . Logistic Equation: 1 dP ! !a ! bP" or dP ! aP ! bP 2 dP ! P!a ! bP", P!0" ! P 0 . P dt dt dt Logistic curves have proved to be quite accurate in predicting the growth patterns, in a limited space, of certain types of bacteria, water fleas, and fruit flies. The equation is separable, and also a Bernoulli equation. The solution is: aP 0 P!t" ! . bP 0 $ !a ! bP 0 "e !at Example Suppose a student carrying a flu virus returns to an isolated college campus of 1000 students. If it is assumed that the rate at which the virus spreads is proportional not only to the number x of infected students but also to the number of students not infected, determine the number of infected students after 6 days if it is further observed that after 4 days 50 students are infected. The mathematical model is: dx ! kx!1000 ! x", x!0" ! 1. dt Since dx ! 1000kx ! kx 2 , a ! 1000k, b ! k, P 0 ! 1. dt Hence 1000 1000k ! 1 $ 999e !1000kt k $ !1000k ! k"e !1000kt It is known that x!4" ! 50. Then solve k from the equation: 1000 # k ! ! 1 ln 19 50 ! 4000 999 1 $ 999e !1000k!4" 1000 1000 x!t" ! , x!6" ! ! 276 1 $ 999e 0.25 ln!19/999"!6" 1 $ 999e 0.25 ln!19/999" t About 276 students are infected after 6 days. x!t" ! 2. Newtons Law of Cooling: dT ! k!T ! T m ", T!0" ! T 0 . dt Function T!t" represents temperature of an object at the time t where T 0 is the initial temperature of the object and T m is the temperature surrounded the object. When k " 0, T is increasing and when k # 0, T is decreasing. The equation is separable and the solution is: T!t" ! T m $ e kt !T 0 ! T m ". Example A small metal bar, whose initial temperature was 20 o C, is dropped into a container of boiling water. How long will it take the bar to reach 90 o C if is known that its temperature increased 2 o C in 1 second? How long will it take the bar to reach 98 o C? Let T be the temperature of the bar at the t. Then we know: T m ! 100 o C, T 0 ! 20 o C. So, 1

T!t" ! 100 $ !20 ! 100"e kt ! 100 ! 80e kt . Since T!1" ! 2 $ 20 ! 22 o C, solve k from the equation: 22 ! 100 ! 80e k . k ! ln 39 and T!t" ! 100 ! 80e ln!39/40" t . 40 Find t when T!t" ! 90 o C. 8 90 ! 100 ! 80e ln!39/40" t # t ! ! ln 39 ! 82. 13 seconds ln 40 Find t when T!t" ! 98 o C. 98 ! 100 ! 80e ln!39/40" t # t ! ! ln 40 ! 145. 70 seconds ln 39 40 3. LR, and RC Circuits: L dI $ RI ! E!t", I!0" ! I 0 dt dQ R $ 1 Q ! E!t", Q!0" ! Q 0 C dt Functions I!t" and Q!t" are current and charge at the time t, respectively. L, R, and C are constants for inductor, resistor and capacitor, respectively. Function E!t" is voltage on the circuit at the time t. By Kirchhoffs second law, dQ E R ! RI, E L ! L dI , E C ! 1 " I!t"dt, !I C dt dt These two equations are linear (in I and Q". The solutions depend on given E!t". Example Consider a LR-circuit with L ! 4, R ! 2, I!0" ! 0, and E!t" ! Solve I!t". Solve I!t" from the initial value problem: 4 dI $ 2I ! E!t", I!0" ! 0 # dI $ 1 I ! 1 E!t", 4 2 dt dt It is linear in I. a. h!t" ! " 1 dt ! 1 t, I.F.: e t/2 2 2 b. k!t" ! " e t/2 !t"dt ! 2e 2 t t ! 4e 2 t , 0 # t # 1 k!t" ! " e t/2 !1"dt ! 2e 2 t , t " 1 I!t" ! e !t/2 !C 1 $ 2te t/2 ! 4e t/2 ", 0 # t # 1 I!t" ! e !t/2 !C 2 $ 2e t/2 ", t " 1
1 1 1

t if 0 # t # 1 1 if t " 1

I!0" ! 0

c.

d. When t ! 0, I!0" ! 0. Solve C 1 : 0 ! e 0 !C 1 $ 2e 0 !0" ! 4e 0 ", C 1 ! 4. I!t" ! e !t/2 !4 $ 2e t/2 t ! 4e t/2 ", 0 # t # 1 In particular, I!1" ! e !1/2 !4 $ 2e 1/2 ! 4e 1/2 " ! 4e !1/2 $ 2 ! 4 ! 4e !1/2 ! 2. When t ! 1, I!1" ! 4e !1/2 ! 2. Solve C 2 : 4e !1/2 ! 2 ! e !1/2 !C 2 $ 2e 1/2 " # 4 ! 2e 1/2 ! C 2 $ 2e 1/2 , C 2 ! 4 ! 4e 1/2 I!t" ! e !t/2 !4 ! 4e 1/2 $ 2e t/2 ", t " 1 Solution: 2

I!t" !

e !t/2 !4 $ 2te t/2 ! 4e t/2 ", 0 # t # 1 e !t/2 !4 ! 4e 1/2 $ 2e t/2 ", t " 1
1.8 1.6

1 0.8 0.6 0.4 0.2

1.4 1.2 1 0.8 0.6 0.4 0.2

E!t"

I!t"

Concepts of Higher Order Linear Differential Equations - (3.1) 1. Higher Order Linear Differential Equations: An nth-order linear differential equation: dny d n!1 y dy a n !x" n ! a n!1 !x" n!1 !. . . !a 1 !x" ! a 0 !x"y " g!x" dx dx dx Define dny d n!1 y dy L!y" " a n !x" n ! a n!1 !x" n!1 !. . . !a 1 !x" ! a 0 !x"y. dx dx dx The function L is a linear operator meaning for any constant ! and " L!!y ! "z" " !L!y" ! "L!z" An initial-value problem for an nth-order linear differential equation: solve dny d n!1 y dy ! a 0 !x"y " g!x" a n !x" n ! a n!1 !x" n!1 !. . . !a 1 !x" dx dx dx subject to y!a" " y 0 , y # !a" " y 1 , . . . , y !n!1" !a" " y n!1 . A boundary-value problem for a 2nd-order linear differential equation: solve d2y dy a 2 !x" 2 ! a 1 !x" ! a 0 !x"y " g!x" dx dx subject to y!a" " !, y!b" " ". Boundary-value problems with other boundary conditions: y!a" " !, y # !b" " " y # !a" " !, y!b" " " y # !a" " !, y # !b" " " c 1 y!a" ! c 2 y # !a" " !, c 3 y!b" ! c 4 y # !b" " " Homogeneous and nonhomogeneous differential equations: Homogeneous: g!x" " 0, and L!y" " 0 Nonhomogeneous: g!x" " 0, and L!y" " g!x" 2. Existence of a Unique Solution of An Initial-Value Problem: Let a 0 !x", a 1 !x", . . . , a n !x" and g!x" be continuous on an interval I, and let a n !x" " 0 for every x in I. If x " a is a point in I, then the initial-value problem has a unique solution in I. Example Show that y!x" " 3 ! C 1 x ! C 2 x 2 is the general solution of the differential equation x 2 y ## ! 2xy # ! 2y " 6 Find an interval I on which the initial-value problem x 2 y ## ! 2xy # ! 2y " 6, y!1" " 3, y # !1" " 1 has a unique solution and solve the initial value problem. y # " C 1 ! 2C 2 x , y ## " 2C 2 x 2 y ## ! 2xy # ! 2y " x 2 !2C 2 " ! 2x!C 1 ! 2C 2 x" ! 2!3 ! C 1 x ! C 2 x 2 " " x 2 !2C 2 ! 4C 2 ! 2C 2 " ! x!!2C 1 ! 2C 1 " ! 6 " 6 a 2 !x" " x 2 " 0, x " 0. Consider I " 0, # . a 0 !x" " 2, a 1 !x" " !2x, a 2 !x" " x 2 , and g!x" " 6 are continuous on I and a 2 !x" " 0 for every x in I. x " 1 is also in I. So, the initial-value problem has a unique solution on 1

I. Actually, this initial-value problem has a unique solution on I " !#, # even with initial conditions: y!0" " !, y # !0" " ". Solve constants C 1 and C 2 so that y satisfies the initial conditions. y!1" " 3 ! C 1 ! C 2 " 3 # C 1 ! C 2 " 0 y # !1" " C 1 ! 2C 2 " 1 C1 C2 " 1 1 1 2
!1

0 1

"

!1 1

y " 3 ! x ! x2 Example Show that y " C 1 cos 4x ! C 2 sin 4x is the general solution of the differential equation y ## ! 16y " 0. Solve the boundary-value problems !i" y!0" " 0, y y ! 16y " 0,
##

!ii" y!0" " 0, y !iii" y!0" " 0, y

# 2 # 8 # 2

" 0; " 0; " 1.

y # " !4C 1 sin 4x ! 4C 2 cos 4x, y ## " !16C 1 cos 4x ! 16C 2 sin 4x y ## ! 16y " !16C 1 cos 4x ! 16C 2 sin 4x ! 16!C 1 cos 4x ! C 2 sin 4x" " 0 !i" y!0" " C 1 " 0, y # " C 2 sin!2#" " 0, C 2 can be any real number, 2 y " C 2 sin 4x, the BVP has infinitely many solutions !ii" y!0" " 0, C 1 " 0, y # " C 2 sin # " C 2 " 0, y " 0, the BVP has a unique solution 8 2 # " C 2 sin!2#" " 0 " 1, the BVP has no solution !iii" y!0" " 0, C 1 " 0, y 2 3. Homogeneous Linear Differential Equations: a. The general solution of a homogeneous nth-order linear differential equation: Let y 1 , . . . , y k be solutions of the homogeneous nth-order differential equation L!y" " 0 on an interval I. Then the linear combination: y " C 1 y 1 ! C 2 y 2 !. . . !C n y n # where C i s are arbitrary constants, is also a solution on I. It is easy to see. Since L!y i " " 0, for i " 1, . . . , n, L!y" " L!C 1 y 1 ! C 2 y 2 !. . . !C n y n " " C 1 L!y 1 " !. . . !C n L!y n " " 0. b. Linear independence of solutions: A set of functions: f 1 !x", . . . , f n !x" is said to be linearly independent on an interval I if C 1 f 1 !x" ! C 2 f 2 !x" !. . . !C n f n !x" " 0 implies C 1 " C 2 ". . . " C n " 0 for all x in I. If a set is not linearly independent on I, then it is said to be linearly dependent. Example The set of functions 1, x, x 2 , . . . , x n is linearly independent on !#, # .

1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 -4 -2 0 2 x 4

4 20 2 15 -4 -2 0 -2 5 -4 -4 -2 0 2 x 4 2 x 4 10

y"x y"1 y " x2 None of them can be a linear combination of others. So, 1, x, x 2 , . . . , x n is linearly independent on !#, # . Example Determine if the set of functions: 1, sin 2 x, cos 2x, is linearly independent on !#, # . Since sin 2 x " 1 !1 ! cos 2x" " 1 ! ! 1 cos 2x, a linear combination of 1 and cos 2x, the set of 2 2 2 1, sin 2 x, cos 2x is linearly dependent on !#, # .
1
1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 -4 -2 0 2 x 4

0.8 0.8 0.6 0.4 0.2 -4 -2 0.6 0.4 0.2 0 -0.2 -0.4 -0.6 -0.8 -4 -2 0 2 x 4 -1 2 x 4

y"1 Example Let x, |x| and I 1 " I 1 and I 2 .

y " sin 2 x

y " cos 2x is linearly independent on

0, 1 , I 2 " !!1, 1". Determine if x, |x|

Since x $ 0, |x| " x, x, |x| is linearly dependent on I 1 . Let C 1 x ! C 2 |x| " 0. For x $ 0, C 1 x ! C 2 |x| " C 1 x ! C 2 x " C 1 ! C 2 " 0. For x % 0, C 1 x ! C 2 |x| " C 1 x ! C 2 x " C 1 ! C 2 " 0. 1 x, |x| 1 C1 C2 1 !1 " 0 0 # C1 C2 " 0 0

is linearly independent on I 2 .
1 0.8 0.6 0.4 0.2 -1 -0.8 -0.6 -0.4 -0.2 0 -0.2 -0.4 -0.6 -0.8 -1 -1 -0.8 -0.6 -0.4 -0.2 0 0.2 0.4 x 0.6 0.8 1 0.2 0.2 0.4 x 0.6 0.8 1 0.6 0.4 0.8

y " |x| c. Linear independence of solutions of a linear differential equation: Definition: Wronskian Let functions f 1 !x", . . . , f n !x" have at least n ! 1 derivatives. The determinant

y"x

f1 W!f 1 , . . . , f n " " det f #1 : f !n!1" 1

f2 f #2 : f !n!1" 2

... ... : ...

fn f #n : f !n!1" n

is call the Wronskian of the functions: f 1 !x", . . . , f n !x". Criterion for linearly independent solutions: Let y 1 , y 2 , . . . , y n be n solutions of the homogeneous linear nth-order differential equation on an interval I. Then the set of solutions is linearly independent on I if and only if W!y 1 , . . . , y n " " 0 for every x in I. It can be seen as follows. Let C 1 y 1 !. . . !C n y n " 0. Solve for C #i s. Since C 1 y !k" !. . . !C n y !k" " 0, for k " 0, 1, . . . , n ! 1, n 1 y1 y #1 : y !n!1" 1 y2 y #2 : y !n!1" 2 ... ... : ... yn y #n : y !n!1" n C1 C2 : Cn C1 W!y 1 , . . . , y n " " 0 for every x in I & C2 : Cn " " 0 0 : 0 0 0 : 0

Example Find an interval I such that the set of functions is linearly independent on I. !i" 1, x, x ln x !ii" e !x , e "x , ! " " 1 x x ln x i. W 1, x, x ln x 0 1 ln x ! 1 " 1 x 1 0 0 x Wronskian exists if x " 0. Let I " 0, # . Wronskian " 0 for x in I. independent on I. " det " det e !x e "x !e !x "e "x e !x , e "x

1, x, x ln x

is linearly

ii. W e !x , e "x Let I "

" e !x "e "x ! e "x !e !x " e !x!"x !" ! !" " 0

!#, # .

is linearly independent on I.

Fundamental set of solutions: Any set y 1 , . . . , y n of an nth-order linearly independent solutions of a homogeneous differential equation: L!y" " 0 on I is said to be a fundamental set of solutions. Existence of a Fundamental Set of Solutions: There exists a fundamental set of solutions for a homogeneous linear nth-order differential equation L!y" " 0. General solution of a linear nth-order homogeneous differential equation: L!y" " 0 Let y 1 , . . . , y n be a fundamental set of solutions of L!y" " 0 for x in I. Then the general solution of the equation L!y" " 0 for x in I is 4

y " C 1 y 1 !. . . !C n y n where C #i s are arbitrary constants. Example Show that y 1 " e x and y 2 " e !x/2 are solutions of the differential equation 2y ## ! y # ! y " 0 Find the general solution of the equation. 4. Nonhomogeneous Linear Differential Equations: a. Solution of nonhomogeneous equation: Consider L!y" " g!x". A function y p satisfy the equation L!y" " g!x" is called a particular solution of the equation: L!y" " g!x". General solution of a nonhomogeneous equation: L!y" " g!x" Let y 1 , . . . , y n be a fundamental set of solutions of the homogeneous equation: L!y" " 0. Then the general solution of L!y" " g!x" for x in I is y " C 1 y 1 !. . . !C n y n ! y p # where C i s are arbitrary constants. b. If y p and y q are solutions of L!y" " g!x" and L!y" " h!x", respectively, then the general solution of the equation L!y" " g!x" ! h!x" is y " C 1 y 1 !. . . !C n y n ! y p ! y q Example Show that y p "
1 5

cos x !

3 5

sin x and y q " !3x 2 ! 6x ! 18 are solutions of the equations 2y ## ! y # ! y " 2 sin x, 2y ## ! y # ! y " 3x 2

respectively. Find a particular solution of the equation 2y ## ! y # ! y " 2 sin x ! 3x 2 . y #p " ! 1 sin x ! 3 cos x, 5 5 2 cos x ! 6 sin x ! ## # 2y p ! y p ! y p " ! 5 5 2 ! 3 ! 1 " cos x ! 5 5 5 y ## " ! 1 cos x ! 3 p 5 5 1 sin x ! 3 cos x ! 5 5 6 ! 1 ! ! sin x 5 5 sin x 1 cos x ! 3 sin x 5 5 3 " 2 sin x 5

y #q " !6x ! 6, y ## " !6 q 2y ## ! y # ! y " 2!!6" ! !!6x ! 6" ! !!3x 2 ! 6x ! 18" " x 2 !3" ! x!6 ! 6" ! !!12 ! 6 ! 18" " 3x 2 So, both y p and y q are solutions of the equations, 2y ## ! y # ! y " 2 sin x, 2y ## ! y # ! y " 3x 2 respectively. Let y r " 1 cos x ! 3 sin x ! !3x 2 ! 6x ! 18 . y r is a solution of the equation. 5 5

Reduction of Order - (3.2) 1. Consider the 2nd-order linear differential equation a 2 !x"y !! " a 1 !x"y ! " a 0 !x"y # 0 The general solution of the differential equation is y # C 1 y 1 " C 2 y 2 where #y 1 , y 2 $ is a fundamental set of solutions, i.e. a. y 1 , and y 2 are solutions of the differential equation equation; and b. y 1 , and y 2 are linearly independent. If we know y 1 , can we find y 2 ? The answer is yes. How? We let y 2 # u y 1 where u is a function of x. If we substitute y 2 of this form into the differential equation, we will get a first-order differential equation in u and it can be solved by using a method Chapter 2. Here are the details. Consider the 2nd-order homogeneous linear differential equation in standard form y !! " P!x"y ! " Q!x"y # 0 Let y 2 # y 1 u. Then y !2 # y !1 u " y 1 u ! and y !! # y !! u " y !1 u ! " y !1 u ! " y 1 u !! # y !! u " 2y !1 u ! " y 1 u !! . 2 1 1 y !! " P!x"y ! " Q!x"y # y !! u " 2y !1 u ! " y 1 u !! " P!x"!y !1 u " y 1 u ! " " Q!x"y 1 u 1 # !y !! " P!x"y !1 " Q!x"y 1 "u " 2y !1 u ! " y 1 u !! " P!x"y 1 u ! 1 # 0 " y 1 u !! " !2y !1 " P!x"y 1 "u ! # 0 u !! " z! " 2y !1 ! ! ! !! y 1 " P!x" u # 0, let z # u . Then z # u 1st order linear differential equation separable

2y !1 y 1 " P!x" z # 0 !

Solve the differential equation in z and then u#

" zdx and y 2 # y 1 u

Given y !! " P!x"y ! " Q!x"y # 0 and a solution y 1 , two steps to solve y 2 # u y 1 : a. Solve the first order linear (separable) differential equation in z: 2y ! z ! " y 11 " P!x" z # 0 b. Compute u # " zdx and let y 2 # u y 1 . Example Show that y 1 # x 2 cos!ln x" is a solution of x 2 y !! ! 3xy ! " 5y # 0. Find the general solution of the differential equation. a. Check y 1 is a solution of the differential equation (it satisfies the differential equation) : y !1 # 2x cos!ln x" ! x 2 sin!ln x" 1 # x!2 cos!ln x" ! sin!ln x"", x !! y 1 # 2 cos!ln x" ! sin!ln x" " x !2 sin!ln x" 1 ! cos!ln x" 1 # cos!ln x" ! 3 sin!ln x" x x x 2 y !! ! 3xy ! " 5y # x 2 !cos!ln x" ! 3 sin!ln x"" ! 3x!x"!2 cos!ln x" ! sin!ln x"" " 5x 2 cos!ln x" # !x 2 ! 6x 2 " 5x 2 " cos!ln x" " !!3x 2 " 3x 2 " sin!ln x" # 0 So, y 1 is a solution. b. Let y 2 # y 1 u. First rewrite the equation in standard form 1

i. Solve z ! "

y !! ! 3 y ! " 52 y # 0. P!x" # ! 3 , Q!x" # 52 x x x x ! 2y 1 3 y 1 " P!x" z # 0 for z. P!x" # ! x 2y !1 2x!2 cos!ln x" ! sin!ln x"" 2!2 cos!ln x" ! sin!ln x"" # y1 # 2 x cos!ln x" x cos!ln x" 2y !1 2!2 cos!ln x" ! sin!ln x"" ! 3 # 1 ! 2 tan!ln x" y 1 " P!x" # x x x x cos!ln x" z! " 1 ! 2 tan!ln x" z # 0 x x

"

1 dz # z

"

! 1 " 2 tan!ln x" dx, ln|z| # ! ln|x| ! 2 ln|cos ln!x"| " C x x C 1 2 z # C1 x cos 2 ln x # x sec ln x y 2 # Cx 2 cos!ln x" tan!ln x" # Cx 2 sin!ln x" y # C 1 x 2 cos!ln x" " C 2 x 2 sin!ln x"

ii. Solve for u : u # " C 1 sec 2 ln xdx # C tan!ln x" and y 2 # u y 1 x

Homogeneous Linear Differential Equations with Constant Coefficients - (3.3) Consider an nth-order linear differential equation of the form: a n y !n" ! a n!1 y !n!2" !. . . !a 1 y " ! a 0 y # 0. Let y # e mx . Observe that y " # me mx , y "" # m 2 e mx , . . . , y !n" # m n e mx . a n y !n" ! a n!1 y !n!2" !. . . !a 1 y " ! a 0 y # a n m n e mx !. . . !a 1 me mx ! a 0 e mx # e mx !a n m n !. . . !a 1 m ! a 0 " # 0 # a n m n !. . . !a 1 m ! a 0 # 0. y # e ax is a solution of the differential equation a n y !n" ! a n!1 y !n!2" !. . . !a 1 y " ! a 0 y # 0 if and only if m # a is a solution of the equation a n m n !. . . !a 1 m ! a 0 # 0. Let P!m" # a n m n !. . . !a 1 m ! a 0 . P!m" is called the characteristic polynomial of the differential equation a n y !n" ! a n!1 y !n!2" !. . . !a 1 y " ! a 0 y # 0. Know that the equation P!m" # m has n solutions (real or complex) including the multiples. Let m 1 , . . . , m n be solutions of P!m" # 0. Let L!y" # a n y !n" ! a n!1 y !n!2" !. . . !a 1 y " ! a 0 y. Recall the general solution of L!y" # 0 : y # C 1 y 1 ! C 2 y 2 !. . . !C n y n where y 1 , . . . , y n are solutions of L!y" # 0 and are linearly independent. How do y 1 , . . . , y n relate to m 1 , . . . , m n ? 1. If m i are simple real solutions of P!m" # 0, then y i # e m i x are solutions of the differential equation L!y" # 0. 2. If m i is a real solution of P!m" # 0 with multiplicity k, then y 1 # e m i x , y 2 # xe m i x , . . . , y k # x k!1 e m i x are solutions of the differential equation L!y" # 0 and they are linearly independent. 3. If m 1 # a ! ib and m 2 # a ! ib are simple complex solutions of P!m" # 0, then y 1 # e ax cos!bx", y 2 # e ax sin!bx" are solutions of L!y" # 0 and they are linearly independent. 4. If m 1 # a ! ib and m 2 # a ! ib are complex solutions of P!m" # 0 with multiplicity k, then y 1 # e ax cos!bx", y 2 # e ax sin!bx", y 3 # xe ax cos!bx", y 4 # xe ax sin!bx" . . . y 2k!1 # x k!1 e ax cos!bx", y 2k # x k!1 e ax sin!bx" are solutions of L!y" # 0 and they are linearly independent. Example Let P!m" # m 2 !m ! 1" 2 !m ! 2"!m 2 ! 3"!m 2 ! m ! 1" be the characteristic polynomial of a linear differential equation L!y" # 0. What is the order the differential equation? Find the general solution of L!y" # 0. P!m" is a polynomial of degree 9, so the order of differential equation is 9. Solve P!m" # 0. m 2 # 0, m # 0, 0 !m ! 1" 2 # 0, m # 1, 1 m ! 2 # 0, m # !2 m 2 ! 3 # 0, m # i 3 , m # !i 3 m 2 ! m ! 1 # 0, m # m # !1 !i 2 1
3 2 !1$ 1!4 2 3 2

y 1 # 1, y 2 # x y 3 # e x , y 4 # xe x y 5 # e !2x # y 6 # cos 3 x , y 7 # sin

3x

y 8 # e !x/2 cos y 9 # e !x/2 sin

x , x

, m # !1 !i 2

The general solution: y # C 1 ! C 2 x ! C 3 e x ! C 4 xe x ! C 5 e !2x ! C 6 cos ! C 8 e !x/2 cos 3 x 2 ! C 9 e !x/2 sin 3 x . 2 3 x ! C 7 sin 3x

Example Find the general solution of the differential equation. a. y "" ! y " ! 2y # 0 b. y "" ! y " ! 2y # 0 c. y "" ! 4y " ! 4y # 0 d. y !4" ! y " # 0 e. y !4" ! 2y "" # 0 f. y !4" ! 4y "" ! 4y # 0 g. y !4" ! y # 0 a. P!m" # m 2 ! m ! 2 # !m ! 2"!m ! 1" # 0, m # 2, and m # !1. y 1 # e 2x , y 2 # e !x , and the general solution y # C 1 e 2x ! C 2 e !x . b. P!m" # m 2 ! m ! 2 # 0 !1 $ 1 ! 4!1"!2" 7 !1 $ i 7 7 , m # !1 !i , m # !1 !i m# # 2 2 2 2 2 2 7 7 7 y 1 # e !x/2 cos , y 2 # e !x/2 sin , and y # C 1 e !x/2 cos ! C 2 e !x/2 sin 2 2 2 c. P!m" # m 2 ! 4m ! 4 # !m ! 2" 2 # 0, m # !2, !2. y 1 # e !2x , y 2 # xe !2x and y # C 1 e !2x ! C 2 xe !2x d. P!m" # m 4 ! m # m!m 3 ! 1" # m!m ! 1"!m 2 ! m ! 1" # 0, m # 1, m # 1, m # y 1 # e x , y 2 # xe x , y 3 # e
!1$ 1!4 2 !x/2

7 2

# !1 $i 2 cos
3 2

3 2 3 2

x , y 4 # e !x/2 sin

x and ! C 4 e !x/2 sin 3 x . 2

y # C 1 e x ! C 2 xe x ! C 3 e !x/2 cos

3 x 2

e. P!m" # m 4 ! 2m 2 # m 2 !m 2 ! 2" # 0, m # 0, 0, m # $ 2 y 1 # 1, y 2 # x, y 3 # e 2 x , y 4 # e ! 2 x and y # C1 ! C2x ! C3e

! C4e!

2x

f. P!m" # m 4 ! 4m 2 ! 4 # !m 2 ! 2" # 0, m # $i 2 , m # $i 2 y 1 # cos 2 x , y 2 # sin 2 x , y 3 # x cos 2 x , y 4 # x sin y # C 1 cos 2 x ! C 2 sin 2 x ! C 3 x cos

2 x and 2 x ! C 4 x sin 2x

g. P!m" # m 4 ! 1 # !m 2 ! 1"!m 2 ! 1" # 0, m # $1, m # $i y 1 # e x , y 2 # e !x , y 3 # cos x, y 4 # sin x and y # C 1 e x ! C 2 e !x ! C 3 cos x ! C 4 sin x.

Nonhomogeneous Linear Differential Equations with Constant Coefficients - (3.4) Method of Undetermined Coefficients Consider an nth-order nonhomogeneous linear differential equation with constant coefficients: L!y" ! f!x" where L!y" ! a n y !n" " a n!1 y !n!1" ". . . "a 1 y # " a 0 y. We know the general of this differential equation is: y ! y c " y p where y c ! C 1 y 1 ". . . "C n y n is the general solution of L!y" ! 0 and y p is a solution of L!y" ! f!x", respectively. We know how to find y c from Section 3.3. In this section, we will study a method called The Method of Undetermined Coefficients to find y p . Notice that if f!x" ! f 1 !x" " f 2 !x" and y p 1 and y p 2 are solutions of L!y" ! f 1 !x" and L!y" ! f 2 !x", respectively, then y p ! y p 1 " y p 2 is a solution of L!y" ! f!x". It is easy to see what it is true. Since L!y p 1 " ! f 1 !x" and L!y p 2 " ! f 2 !x", and L is linear !L!!y 1 " "y 2 " ! !L!y 1 " " "L!y 2 "", L!y p " ! L!y p 1 " y p 2 " ! L!y p 1 " " L!y p 2 " ! f 1 !x" " f 2 !x" ! f!x". So if f!x" is a sum of several functions f i !x", we may find solve one equation L!y" ! f i !x" at the time. The Method of Undetermined Coefficients: Let y c ! C 1 y 1 ". . . "C n y n be the general solution of the differential equation: L!y" ! 0. Find y p , a solution of the differential equation: L!y" ! f!x". Observe that the following are possible types of functions for y #i s : polynomial exponential function sine and cosine combinations of above functions 1 " x, x 2 ! e 2x ,
1 3 1 2

x3

e!

2x

cos!#x", sin!2x" xe 2x , x sin!3x", !x 2 ! 1"e x cos!2x"

This method is designed to solve y p when f!x" is one of above functions. 1. The type of f!x" is different from any of y #i s. The solution y p can be chosen as follows. f!x" b k x k " b k!1 x k!1 ". . . "b 1 x " b 0 e ax cos!"x"or sin!"x" e !x cos!"x"or e !x sin!"x" !b k x k " b k!1 x k!1 ". . . "b 1 x " b 0 "e !x !b k x k " b k!1 x k!1 ". . . "b 1 x " b 0 " sin!"x" or !b k x k " b k!1 x k!1 ". . . "b 1 x " b 0 " cos!"x" the choice to y p A k x k " A k!1 x k!1 ". . . "A 1 x " A 0 Ae ax A cos!"x" " B sin!"x" Ae !x cos!"x" " Be !x sin!"x" !A k x k " A k!1 x k!1 ". . . "A 1 x " A 0 "e !x !A k x k " A k!1 x k!1 ". . . "A 1 x " A 0 " sin!"x" "!B k x k " B k!1 x k!1 ". . . "B 1 x " B 0 " cos!"x"

2. The type of f!x" is the same as one of y #i s. The solution y p ! x h y p where y p is chosen from above table and the positive integer h is chosen so that x h y p is different from any of y #i s. Constants A #i s and B #i s are determined so that y p is a solution. Example Let y c be the general solution of L!y" ! 0 where y c ! C 1 e 2x " C 2 xe 2x " C 3 cos!2x" " C 4 sin!2x" " C 5 e !2x " C 6 e !x sin!#x" " C 7 e !x cos!#x" " C 8 . 1

Give the form of y p , a solution of L!y" ! 2 " x 2 " e 3x " 4e 2x " cos!#x" ! 2x sin!4x" ! 2e x cos!2x" ! cos!2x". Consider f!x" ! f 1 !x" " f 2 !x" " f 3 !x" " f 4 !x" " f 5 !x" " f 6 !x" " f 7 !x". Choose y p i : f i !x" 2 " x2 e 3x 4e 2x cos!#x" !2x sin!4x" ! cos!2x" y pi !A 2 x 2 " A 1 x " A 0 "x Be 3x Ce 2x !x 2 " D 1 cos!#x" " D 2 sin!#x" !E 1 x " E 2 " sin!4x" " !E 3 x " E 4 " cos!4x" !G 1 cos!2x" " G 2 sin!2x""x y p ! y p 1 ". . . " y P 7 . Example Solve y ## ! 2y # ! 3y ! 4x ! 5 " 6xe 2x . 1. Solve y c from the equation: y ## ! 2y # ! 3y ! 0. P!m" ! m 2 ! 2m ! 3 ! !m ! 3"!m " 1" ! 0, m ! 3, m ! !1 y c ! c 1 e 3x " c 2 e !x 2. Solve y p 1 from y ## ! 2y # ! 3y ! 4x ! 5. Let y p 1 ! Ax " B. Then y #p 1 ! A, y ##1 ! 0. p y ## ! 2y # ! 3y ! 4x ! 5 # 0 ! 2A ! 3!Ax " B" ! 4x ! 5 # !3Ax " !!2A ! 3B" ! 4x ! 5 coefficients of x : !3A ! 4, A ! ! 4 3 constants: ! 2A ! 3B ! !5, B !
1 3

!2e x cos!2x" F 1 e x cos!2x" " F 2 e x sin!2x"

5!2 !

4 3

23 9

, y p 1 ! ! 4 x " 23 9 3

3. Solve y p 2 from y ## ! 2y # ! 3y ! 6xe 2x . Let y p 2 ! !Ax " B"e 2x . Then y #p 2 ! Ae 2x " 2!Ax " B"e 2x ! !2Ax " A " 2B"e 2x , y ##2 ! !2A"e 2x " 2!2Ax " A " 2B"e 2x ! !4Ax " 4A " 4B"e 2x p y ## ! 2y # ! 3y ! 6xe 2x # !4Ax " 4A " 4B"e 2x ! 2!2Ax " A " 2B"e 2x ! 3!Ax " B"e 2x ! 6xe 2x Dropping e 2x from both sides of the equation, we have polynomials on both sides: !4A ! 4A ! 3A"x " !4A " 4B ! 2A ! 2B ! 3B" ! 6x # !3Ax " !2A ! B" ! 6x !3A ! 6, A ! !2 2A ! B ! 0, B ! 2A ! !4 4. the general solution of the equation: y ! y c " y p 1 " y p 2 ! c 1 e 3x " c 2 e !x ! 4 x " 23 ! 2!x " 2"e 2x 9 3 Example Solve y ### ! 5y ## " 4y # ! 8e x " 4x. 1. Solve y c from y ### ! 5y ## " 4y # ! 0. P!m" ! m 3 ! 5m 2 " 4m ! m!m ! 4"!m ! 1" ! 0, m ! 0, m ! 1, m ! 4. 2 , y p 2 ! !!2x ! 4"e 2x ! !2!x " 2"e 2x

y c ! c 1 " c 2 e x " c 2 e 4x . 2. Solve y p 1 from y ### ! 5y ## " 4y # ! 8e x . Let y p 1 ! !Ae x "x ! Axe x . Then y # ! A!e x " xe x " ! A!1 " x"e x , y ## ! A!e x " !1 " x"e x " ! A!2 " x"e x y ### ! A!e x " !2 " x"e x " ! A!3 " x"e x y ### ! 5y ## " 4y # ! 8e x # A!3 " x"e x ! 5A!2 " x"e x " 4A!1 " x"e x ! 8e x Drop the factor e x from both sides of the equation, we have polynomials in x on both sides: !A ! 5A " 4A"x " !3A ! 10A " 4A" ! 8 # !3A ! 8, A ! ! 8 , y p 1 ! ! 8 xe x 3 3 ### ## # 3. Solve y p 2 from y ! 5y " 4y ! 4x Let y p 2 ! !Ax " B"x ! Ax 2 " Bx. Then y #p 2 ! 2Ax " B, y ##2 ! 2A, y ###3 ! 0. p p y ### ! 5y ## " 4y # ! 4x # 0 ! 5!2A" " 4!2Ax " B" ! 4x # 8Ax " !!10A " 4B" ! 4x coefficients of x : 8A ! 4, A ! constants: ! 10A " 4B ! 0, B ! 4. The general solution of the differential equation: y ! y c " y p 1 " y p 2 ! c 1 " c 2 e x " c 2 e 4x ! 8 xe x " 1 x 2 " 5 x 3 2 4 2 cos!2x", for 0 " x $ # 2 , y!0" ! 0, y # !0" ! 0. 0, for x # # 2
1 2 10 4

A!

5 4

, y p2 ! 1 x 2 " 5 x 2 4

Example Solve y " 9y ! 1. Solve y c from y ## " 9y ! 0. P!m" ! m 2 " 9 ! 0, m ! %i3.

##

y c ! c 1 cos!3x" " c 2 sin!3x" 2. Solve y p from y ## " 9y ! 2 cos!2x". Let y p ! A cos!2x" " B sin!2x". Then y #p ! !2A sin!2x" " 2B cos!2x", y ##2 ! !4A cos!2x" ! 4B sin!2x" p y ## " 9y ! 2 cos!2x" # !4A cos!2x" ! 4B sin!2x" " 9!A cos!2x" " B sin!2x"" ! 2 cos!2x" !!4A " 9A" cos!2x" " !!4B " 9B" sin!2x" ! 2 cos!2x" coefficients of cos!2x" : 5A ! 2, A ! coefficients of sin!2x" : 5B ! 0, B ! 0 3. The general solution: y ! yc " yp ! 4. Solve the initial value problem: For 0 " x $ # , 2 c 1 cos!3x" " c 2 sin!3x" " c 3 cos!3x" " c 4 sin!3x"
2 5 2 5

, y p ! 2 cos!2x" 5

cos!2x" 0 " x $ x#
# 2

# 2

y # ! !3c 1 sin!3x" " 3c 2 cos!3x" ! 4 sin!2x" 5

y!0" ! c 1 " For x #

2 5

! 0, c 1 ! ! 2 5

y # !0" ! 3c 2 ! 0, c 2 ! 0 , the initial conditions are:

, y ! ! 2 cos!3x" " 2 cos!2x". 5 5

y ! 6 sin!3x" ! 4 sin!2x", 5 5
#

y y#

# 2 # 2

! !2 5 ! !6 5

Then y # ! !3c 3 sin!3x" " 3c 4 cos!3x" y y

! 0 ! c4 ! ! 2 , c4 ! 5 ! 3c 3 ! ! , c 3 ! !
6 5

2 5 2 5

, y ! ! 2 cos!3x" " 2 sin!3x" 5 5

The solution of the initial value problem: y ! yc " yp ! ! 2 cos!3x" " 5 ! 2 cos!3x" " 5
2 5 2 5

cos!2x" 0 " x $ sin!3x" x #

# 2

2 0.4 1 0.2 0 0 -0.2 -1 -0.4 -2

0.5

1.5 x

2.5

10

f!x" ! 2 cos!2x", 0 " x $

# 2

, f!x" !

Laplace Transform - !4. 1" Consider solving differential equations with constant coefficients: a 2 y !! " a 1 y ! " a 0 y # f!x". We know how to solve this type differential equation when f!x" is a continuous function or a piecewise continuous function. But how can we solve this differential equation if f is a periodic function, or an impulse function? Before we study a new method to solve a differential equation with f of this type, we need to learn a new operator which is called Laplace transform. 1. Definition of a Laplace Transform: Let f be a function defined for t ! 0. Then the integral !#f!t"$ #
b #

" 0 e $st f!t"dt

is said to be the Laplace transform of f, provided the improper integral converges, i.e. the limit lim

" e $st f!t"dt b$# 0

exists. Note that if the limit exists !#f!t"$ is a function of s. Often the following notations are used !#f!t"$ # F!s", !#g!t"$ # G!s", !#y!t"$ # Y!s". Example Find the Laplace Transform of f where a. !i" f!t" # 1 !ii" f!t" # t !iii" f!t" # t 2 !iv" f!t" # t n b. !i" f!t" # e !t c. !i" f!t" # sin!"t" !ii" f!t" # cos!"t" a. !i" !#1$ #

" 0 e $st dt # lim " 0 e $st dt # lim $ b$# b$#

1 e $st | b # lim $ 1 %e $sb $ 1& # 1 , s % 0 0 s s s b$#

!ii" !#t$ # !iii" !#t 2 $ #

" 0 te $st dt # lim " 0 te $st dt # lim b$# b$#

# 1 , s%0 s2

" 0 t 2 e $st dt # lim " 0 t 2 e $st dt # lim b$# b$#

$sb 2 $sb $sb $ e s b $ 2e 2 b $ 2e 3 " 2 s3 s s

# 2 , s%0 s3 !iv" !#t n $ # n! , s % 0 s n"1

25 20 15

25 20 15 10

10 5 5 0 0 1 2 t 3 4 5 0.4 0.6 0.8 1 s 1.2 1.4 1.6 1.8 2

- y # 1, - - y # t, -.- y # t 2 b. !i" !#e at $ #

-y #

1 s

, -.- y #

1 s2

-.- y #

2 s3

" 0 e at e $st dt # lim " 0 e $!s$a"t dt # lim $ b$# b$#

1 $!s$a"t | b 0 s$ae

1 1 # lim $ s $ a %e $!s$a"b $ 1& # s $ a , s % a b$# c. !i" !#sin!bt"$ #

" 0 sin!bt"e $st dt # lim " 0 sin!bt"e $st dt b$# " 0 cos!bt"e $st dt # lim " 0 cos!bt"e $st dt b$#
# b

2 2 $sb " $sb # lim $ e b cos b 2 e 2 s sin b $ b # 2 b 2 , s % 0 b$# s "b s "b

!ii" !#cos!bt"$ #

2 2 $sb $sb # $e s cos b 2" e 2 b sin b " s # 2 s 2 , s % 0 s "b s "b

Example Find the Laplace transform of f!t" # !#f!t"$ #

t 1$t

0%t&1 1%t

" 0 te $st dt " " 1 !1 $ t"e $st dt

$s $s $ # $ e s " e $ 1 " lim $ 1 s t e $st " 1 e $st 2 b$# s2 s 1 $s $s # $ e s " e $ 1 " lim $ 1 $ b e $sb " 1 e $sb $ 1 e $s s b$# s2 s2 s2 $s $s # $ e s " e $ 1 $ 1 e $s # $ 2 e $s $ 1 e $s " 1 , s % 0 s s2 s2 s2 s2

1 1 0 -1 -2 -3 -4 2 t 3 4 5

0.2 0.4 0 -2 -4 -6 -8 -10 -12 -14 -16 -18 -20

0.6

0.8

1 s 1.2

1.4

1.6

1.8

t y # f!t" Example Find the Laplace transform f!t" # sin t, 0 & t & # 0, t ! # y # F!s" where the graph of f is given below.

!#f$ #

" 0 sin t e $st dt " 0 #

e $#s " 1 s2 " 1

1 0.8 0.6 0.4 0.2

3t

0 0.2 0.4 0.6 0.8

1 s

1.2 1.4 1.6 1.8

y # f!t" 2. Linearity Property:

y # F!s"

!#f " g$ # !#f$ " !#g$, !#cf$ # c!#f$ 3. Basic Formulas: Page 193: n # 0, 1, 2, . . . , and k % 0

f!t" tn sin!kt" cos!kt" e at sinh!kt" # cosh!kt" # Example Find !#f$ where a. f!t" # !2 $ 3t" 3
1 2 1 2

!#f$ n! , !0! # 1", s % 0 s n"1 k , s%0 s2 " k2 s , s%0 s2 " k2 1 s$a, s % a k , s%k s $ k2 s , s%k 2 s $ k2
2 2

!e kt $ e $kt " !e kt " e $kt "

b. f!t" # !1 $ 2e 2t "

c. f!t" # 2t 5 " 1 sin!$t" $ e $t sinh!2t" 2

d. f!t" # sin!2t" cos!2t" $ sin 2 !#t" a. ! !2 $ 3t" 3 # !#8 $ 36t " 54t 2 $ 27t 3 $ # 8!#1$ $ 36!#t$ " 54!#t 2 $ $ 27!#t 3 $ #8 1 s b. ! !1 $ 2e 2t "
2

$ 36

1 s2

" 54

2 s3

$ 27

6 s4

, s%0

# !#1 $ 4e 2t " 4e 4t $ # !#1$ $ 4!#e 2t $ " 4!#e 4t $

1 "4 1 , s % 4 # 1 $4 s s$2 s$4 c. e $t sinh!2t" # e $t 1 !e 2t $ e $2t " # 1 !e t $ e $3t " 2 2 1 sin!$t" $ e $t sinh!2t" # 2!#t 5 $ " 1 !#sin!$t"$ " 1 !#e t $ $ 5 ! 2t " 2 2 2 $ 1 # 2 5! " 1 " 1 2 s2 " $2 2 s$1 s6 d. sin!2t" cos!2t" $ sin 2 !#t" # 1 sin!4t" $ 1 !1 $ cos!2#t"" 2 2 2 ! sin!2t" cos!2t" $ sin !#t" # ! 1 sin!4t" $ 1 !1 $ cos!2#t"" 2 2 4 $ 1 1 " 1 # 1 2 s 2 s 2 " 16 2 s2

1 !#e $3t $ 2 1 , s%1 $ 1 2 s"3

s " 4# 2

, s%0

4. A Sufficient Condition for the Existence of a Laplace Transform: If f!t" is piecewise continuous on the interval %0, #", and there exists constants c, M % 0 and T % 0 such that f!t" % Me ct for all t for t ! T, then !#f!t"$ exists for s % c. For example, 2 t % e t # 1 " t " t ". . . ; e $at % e t , if a % 0; |cos!"t"| % 1 % e t 2!

The Inverse Laplace Transform and Transforms of Derivatives - !4. 2" 1. Inverse Laplace Transform: Let F!s" ! !#f!t"$. We say f!t" is the inverse Laplace transform of F!s" and write f!t" ! ! !1 #F!s"$. ! !1 #F$ is also a linear operator, i.e., ! !1 #!F!s" " "G!s"$ ! !! !1 #F!s"$ " "! !1 #G!s"$. Example Find the inverse Laplace transform f!t" of F!s" where !a" F!s" ! 1 , s # 0 s3 !b" F!s" ! 1 , s # !2 s"2
2

!c" F!s" !

1 , s#0 9s 2 " 2

!s 2 ! 1" , s#0 !d" F!s" ! s2 ! 2 , s # 0 !e" F!s" ! s5 s "3 s 2 " 6s " 9 s !f" F!s" ! !g" F!s" ! !s ! 1"!s ! 2"!s " 4" !s ! 1"!s 2 " 4" a. F!s" ! 1 ! 1 2! ! 1 !#t 2 $ ! ! 2! s 3 2 s3 b. F!s" ! c. F!s" ! 1 1 ! 2 9s 2 " 2 9 s " 1 ! sin 3 2 2 t 3
2 9

!h" F!s" !

2s " 1 !s 2 " 1"!s 2 " 2"

1 t 2 , f!t" ! 1 t 2 2 2

1 ! !#e !2t $, f!t" ! e !2t s"2 1 9 s2 "

1 9
2 3

2 3

s2 "

2 3

! d.

!!

1 sin 3 2

2 t 3

, f!t" !

1 sin 3 2

2 t 3

s F!s" ! s2 ! 2 ! 2 s "3 3 s " ! ! sin f!t" ! sin e. 3t !

3 1 2 2 3 s " 3 3t

1 ! cos 2 3 3t

! ! sin

3t !

1 cos 2 3

3t

3t !

1 cos 2 3

4 2 ! s ! 2s " 1 ! 1 ! 2 " 1 4! 5 s 4! s 5 s s3 ! !#1$ ! !#t 2 $ " 1 !#t 4 $ ! ! 1 ! t 2 " 1 t 4 , f!t" ! 1 ! t 2 " 1 t 4 24 24 4! f. First write F!s" as a sum of partial fractions. Use TI-89/F2/expand(expression). 16 25 1 s 2 " 6s " 9 F!s" ! ! ! " " 5!s ! 1" 6!s ! 2" 30!s " 4" !s ! 1"!s ! 2"!s " 4" ! ! 16 !#e t $ " 25 !#e 2t $ " 1 !#e !4t $ ! ! ! 16 e t " 25 e 2t " 1 e !4t 5 5 6 30 6 30 16 e t " 25 e 2t " 1 e !4t f!t" ! ! 5 6 30

F!s" !

!s 2 ! 1" s5

g. First write F!s" as a sum of partial fractions. 1 1 s ! 1 s2 ! 4 ! ! 1 2s ! " F!s" ! 5 s "4 5 s "4 5!s ! 1" 5!s ! 1" !s ! 1"!s 2 " 4" ! 1 !#e t $ ! 1 !#cos!2t"$ " 2 !#sin!2t"$ ! ! 1 e t ! 1 cos!2t" " 5 5 5 4 4 1 e t ! 1 cos!2t" " 2 sin!2t" f!t" ! 5 5 4 h. First write F!s" as a sum of partial fractions. F!s" ! 2 2s " 1 ! 2s " 1 ! 2s " 1 ! 22s " 2 1 ! 22s s2 " 2 s "2 s2 " 1 s "1 s "1 " 1"!s 2 " 2" !s ! 1 ! sin 2 t ! 2!#cos t$ " !#sin t$ ! 2! cos 2 t 2 ! ! 2 cos t " sin t ! 2 cos f!t" ! 2 cos t " sin t ! 2 cos 2 t ! 1 sin 2 t 2 2 t ! 1 sin 2 t 2

1 4 5 s2 " 4 2 sin!2t" 5

1 s2 " 2

2. Transforms of Derivatives: $ What is ! f ? Observe that ! f

"0 f
b%#

u ! e !st , du ! !se !st

!t"e !st dt
$

! dv ! f !t"dt, v ! f!t"

! lim f!t"e !st | b ! " !!s"f!t"e !st dt 0

! lim f!b"e !sb ! f!0" " s!#f$ ! s!#f$ ! f!0" What is ! f

? ! f
$$

! s! f

! f !0" ! s 2 !#f$ ! sf!0" ! f !0"

What is !#f !n" $? ! f

! sn! f

! s n!1 f !0" ! s n!2 f !0" !. . . ! sf!0" ! f !0"

3. Solve Initial Value Problems Using Laplace Transform: For a given initial value problem for an nth-order linear differential equation: L!y" ! f!x", y!0" ! ! 0 , y $ !0" ! ! 1 , . . . , y !n!1" !0" ! ! n!1 , two steps to find the solution: a. Find !#y$, let F!s" ! !#y$. b. y ! ! !1 #F!s"$. Example Solve y $$ " 3y $ ! 4y ! t " e !2t , y!0" ! 0, y $ !0" ! !1 . a. Take the Laplace transform of both sides of the equation: !#y $$ " 3y $ ! 4y$ ! !#t " e !2t $ !#y $$ $ " 3!#y $ $ ! 4!#y$ ! !#t$ " !#e !2t $ s 2 !#y$ ! sy!0" ! y $ !0" " 3!s!#y$ ! y!0"" ! 4!#y$ ! 1 " 1 s"2 s2 2

!s 2 " 3s ! 4"!#y$ " 1 ! 1 " 1 s"2 s2 1 " 1 !1 !#y$ ! 2 1 s"2 !s " 3s ! 4" s 2 b. Solve for y : 1 !s " 3s ! 4"
2

1 " 1 !1 s"2 s2

1 1 ! 2 1 " 2 s " 3s ! 4 s 2 !s 2 " 3s ! 4" !s " 3s ! 4"!s " 2"

1 1 1 ! ! 12 ! 3 ! " 16s 80!s " 4" 5!s ! 1" 4s s 2 !s 2 " 3s ! 4" ! ! ! 1 t ! 3 ! 1 e !4t " 1 e t 5 16 4 80 1 1 1 1 ! ! " 6!s " 2" 10!s " 4" 15!s ! 1" !s 2 " 3s ! 4"!s " 2" 1 e !4t " 1 e t ! 1 e !2t 6 15 10 1 1 ! 2 1 ! ! ! ! 1 e !4t ! 5 5!s ! 1" 5!s " 4" s " 3s ! 4 y ! ! 1 t ! 3 ! 1 e !4t " 1 e t " 1 e !4t " 1 e t ! 1 e !2t " 5 4 16 80 6 10 15 1 t ! 3 " 1 ! 1 " 1 e !4t " 1 e t ! 1 e !2t !! 5 16 80 6 4 15 10 1 t ! 3 " 23 e !4t " 1 e t ! 1 e !2t !! 16 6 4 80 15 !!

1 et 5 1 e !4t ! 1 e t 5 5

Translation Theorems of Laplace Transform - !4. 3" 1. Translation on the s-axis: (s-shifting) Let !#f!t"$ ! F!s" and a be a real number. Then !#e at f!t"$ ! F!s ! a". It can be derived from the definition: !#e at f!t"$ !

" 0 e at f!t"e !st dt ! " 0 f!t"e !!s!a"t dt ! F!s ! a".

Note that the graph of F!s ! a" can be obtained by shifting the graph of F!s" a units to the right if a " 0. Example Sketch the graphs of !#cos!2t"$ and !#e t/2 cos!2t"$. !#cos!2t"$ ! s , !#e t/2 cos!2t"$ ! s2 # 4 s! s!
1 2 1 2 2

#4

15 10 5 0 -5 -10 -15

0.25 0.2 0.15 0.1 1 2 3t 4 5 6 0.05 0 0.05 -0.1 2 4 s 6 8 10

- y ! cos!2t", -. y ! e t/2 cos!2t"

- y ! F!s", -. y ! F s !

1 2

Example Find a. !#e !2t t 4 $ and b. !#e !t !sin!!t" # cos!!t""$. 24 a. !#t 4 $ ! 4! ! 24 , then !#e !2t t 4 $ ! s5 s5 !s # 2" 5 b. !#sin!!t"$ ! 2 ! 2 , !#cos!!t"$ ! 2 s 2 . Then s #! s #! ! s#1 !t !#e !sin!!t" # cos!!t""$ ! # ! ! # s2# 1 2 # 1" 2 # ! 2 # 1" 2 # ! 2 !s !s # 1" # ! !s Example Find f!t" where F!s" ! !#f!t"$ given below. 3 b. F!s" ! 4s ! 13 a. F!s" ! 4 !s # 1" !s ! 2" 2s # 1 1 c. F!s" ! 2 d. F!s" ! 2 2 s # 2s # 2 !s # 3" !s # s # 2" a. Without s-shift, 3 ! 1 3! ! 1 !#t 3 $ ! ! 1 t 3 2 s4 2 2 s4 3 F!s" ! f!t" ! 1 e 2t t 3 ! ! 1 e 2t t 3 , 4 2 2 !s ! 2" b. 1

F!s" !

4s ! 1 ! 4!s # 1 ! 1" ! 1 ! 4!s # 1" ! 5 !s # 1" 3 !s # 1" 3 !s # 1" 3 2! s3 ! 4!#t$ ! 5 !#t 3 $ ! ! 4t ! 5 t 3 2 2 , f!t" ! e !t 4t ! 5 t 3 2

Without s-shift, 4s ! 5 ! 4 ! 5 ! 4 ! 5 2 s3 s3 s2 s2

F!s" ! ! e !t 4t ! 5 t 3 2 c. F!s" ! Without s-shift,

2!s # 1 ! 1" # 1 2!s # 1" ! 1 2s # 1 2s # 1 ! ! ! s 2 # 2s # 2 # 1" 2 # 1 # 1" 2 # 1 !s !s !s # 1" 2 # 1

2s ! 1 ! 2 s ! 21 ! 2!#cos t$ ! !#sin t$ ! !#2 cos t ! sin t$ s #1 s2 # 1 s2 # 1 F!s" ! !#e !t !2 cos t ! sin t"$, d. F!s" ! 1 5 1 ! 1 !2 # 5s ! # 64 s 2 # s # 2 64!s # 3" 8!s # 3" 2 !s # 3" 2 !s 2 # s # 2" 1 e !3t t # 5 e !3t 64 8 5 s# s# 2 7
1 2 1 2 2

f!t" ! e !t !2 cos t ! sin t"

5 1 # ! 1 !#e !3t t$ # 5 !#e !3t $ ! ! 8 64 64!s # 3" 8!s # 3" 2 ! 1 !2 # 5s ! ! 1 64 s 2 # s # 2 64 Without s-shift, ! 1 64 5 2 s s #
7 4

5 s# s#
1 2

1 2 2

! !

5 2 1 4

!2 #2

!! 1 64

! #

9 2 7 4

! 9 21 2 s #

7 4

!! 5 64

s s2 #

7 4

! 9 2 7 t 2 7 t 2 7 t 2 7 t 2

7 2

s2 #

7 4

! ! 5 ! cos 64 ! ! ! 5 cos 64 ! 1 64 5 s# s#
1 2 1 2 2

! 9 ! sin 7 ! 9 sin 7 ! 9 sin 7 7 t 2

7 t 2

! #

9 2 7 4

! ! e !t/2 ! 5 cos 64 7 t 2 ! 9 sin 7

7 t 2

f!t" ! e !t/2 ! 5 cos 64

# 1 e !3t t # 5 e !3t 64 8

Example Solve the initial value problem: y $$ ! 6y $ # 9y ! t 2 e 3t , y!0" ! 2, y $ !0" ! 6 a. Find !#y$ : !#y $$ ! 6y $ # 9y$ ! !#t 2 e 3t $ s 2 !#y$ ! sy!0" ! y $ !0" ! 6!s!#y$ ! y!0"" # 9!#y$ ! !s 2 ! 6s # 9"!#y$ ! 2s # 6 # 12 # 2 !s ! 3" 3 2 !s ! 3" 3

2!s ! 3" 2 24 2 24 2 !#y$ ! 2s # 18 # ! # # ! 2 # # 5 2 s!3 !s ! 3" !s ! 3" 5 !s ! 3" 5 !s ! 3" !s ! 3" 2 !s ! 3" 2 !s ! 3" 2 b. Find y : !#y$ ! 24 2 2 # # ! 2!#e 3t $ # 24!#e 3t t$ # 2 !#e 3t t 4 $ 4! s!3 ! 3" 2 !s ! 3" 5 !s ! ! 2e 3t # 24e 3t t # 1 e 3t t 4 , y ! 2e 3t # 24e 3t t # 1 e 3t t 4 12 12

2. Translationon on the t-axis: (t-shifting) a. Unit step function: a " 0 The unit step function U!t ! a" is defined as U!t ! a" ! Its graph is:
1 0.8 0.6 0.4 0.2

0, 0 $ t % a 1, t % a

3 x

y ! U!t ! 1" Note that a piecewise defined function can be written as a combination of unit step functions. 1, 0 $ t % 1 Example Let f!t" ! 1 ! t, 1 $ t % 3 . Write f!t" as a combination of unit step functions. 0, t % 3 f!t" ! 1 ! !1"U!t ! 1" # !1 ! t"U!t ! 1" ! !1 ! t"U!t ! 3" Example Write f!t" ! sin!!t" # !1 ! sin!!t""U t ! f!t" !
1 2

as a piecewise defined function. sin!!t", 0 $ t % 1, t %

1 0.8 0.6 0.4 0.2

0.5

1.5 t

2.5

y ! f!t" b. The second translation Theorem: (t-shifting) Let F!s" ! !#f!t"$ and a " 0. Then !#f!t ! a"U!t ! a"$ ! e !as F!s". It is also derived directly from the definition: !#f!t ! a"U!t ! a"$ ! z ! t ! a, dz ! dt ! t ! a, z ! 0
#

" 0 f!t ! a"U!t ! a"e !st dt ! " a f!t ! a"e !st dt

" 0 f!z"e !s!z#a" dz ! e !sa " 0 f!z"e !sz dz ! e !sa F!s"

Example Find !#t 2 U!t ! 1"$. !#t 2 U!t ! 1"$ ! ! !t ! 1 # 1" 2 U!t ! 1" ! e !s Example Find !#e 2t U!t ! 3"$. 2 # 2 # 1 s s2 s3

!#e 2t U!t ! 3"$ ! !#e 2!t!3#3" U!t ! 3"$ ! !#e 6 e 2!t!3" U!t ! 3"$ ! e 6 e !3s Example Find !#g!t"$ where g!t" ! sin!!t", 0 $ t % 1 0, t % 1 .

1 s!2

g!t" ! sin!!t" ! sin!!t"U!t ! 1" sin!!t"U!t ! 1" ! sin!!!t ! 1 # 1""U!t ! 1" ! sin!!!t ! 1" # !"U!t ! 1" ! ! sin!!!t ! 1""U!t ! 1" !#g!t"$ ! !#sin!!t"$ # !#sin!!!t ! 1""U!t ! 1"$ ! 2 ! 2 # e !s 2 ! 2 ! !1 # e !s " 2 ! 2 s #! s #! s #! Example Find f!t" if !#f!t"$ ! 1 e !2s . s!4 1 e !2s ! !#e 4!t!2" U!t ! 2"$, f!t" ! e 4!t!2" U!t ! 2" s!4 Example Find f!t" if !#f!t"$ ! s2 # 1 e !!s . s #4

s s#1 ! # 21 ! ! cos!2t" # 1 sin!2t" 2 s2 # 4 s #4 s2 # 4 s # 1 e !!s ! ! cos!2!t ! !"" # 1 sin!2!t ! !"" U!t ! !" 2 s2 # 4 1 sin!2!t ! !"" U!t ! !" f!t" ! cos!2!t ! !"" # 2 Example Solve y $$ # 4y ! f!t", y!0" ! 0, y $ !0" ! !1 where f!t" ! a. Find !#y$ : f!t" ! t ! tU!t ! 1" ! t ! !!t ! 1" # 1"U!t ! 1" !#f!t"$ ! !#t ! !!t ! 1" # 1"U!t ! 1"$ ! 1 ! e !s 1 # 1 s s2 s2 !#y $$ # 4y$ ! !#y $$ $ # 4!#y$ ! !#f!t"$ s 2 !#y$ ! s!0" ! !!1" # 4!#y$ ! !s 2 # 4"!#y$ # 1 ! 1 ! e !s 1 # 1 s s2 s2 1 ! e !s 1 # 1 ! 1 !#y$ ! 2 1 s s # 4 s2 s2 b. Find y : !#y$ ! 1 ! e !s 2 1 s #4 s 2 !s 2 # 4" 1 # 1 s s2 ! 1 s2 # 4 t, 0 $ t % 1 0, t % 1

1 1 ! 12 ! ! 1 ! t ! 1 sin!2t" ! ! 1 t ! 1 sin!2t" 2 2 4 4 4!s 2 # 4" 4s s 2 !s 2 # 4" 1 ! 1 ! 1 2s ! 1 !#1 ! cos!2t"$ ! ! 1 !1 ! cos!2t"" 4 s #4 4s 4 4 s!s 2 # 4" y ! 1 t ! 1 sin!2t" # 1 t ! 1 ! 1 sin!2!t ! 1"" U!t ! 1" # 1 !1 ! cos!2t""U!t ! 1" ! 1 sin!2t" 4 2 2 4 4 2 Example Find the charge q!t" on the capacitor in an RC-circuit where t # 1, 0 $ t % 1 q!0" ! 0, R ! 2. 5 ", C ! 0. 08 f, E!t" ! 0, t%1 2. 5 1. Find !#q$. E!t" ! t # 1 ! !t # 1"U!t ! 1" ! t # 1 ! !t ! 1 # 2"U!t ! 1" 1 # 2 e !s s s2 !#q $ $ # 5!#q$ ! ! 2 E!t" , s!#q$ ! !0" # 5!#q$ ! 2 1 # 1 ! 1 # 2 e !s s s 5 s2 5 s2 !s # 5"!#q$ ! 2 1 # 1 ! 1 # 2 e !s , s s 5 s2 s2 2 2 2 1 # 1 ! 1 # 2 e !s ! 1 # 1 ! !#q$ ! s s s 5!s # 5" 5!s # 5" s 2 5!s # 5" s 2 s2 2. Find q. ! 2 E!t" 5 ! 2 5 1 # 1 ! s s2 dq dq dq 1 q ! 1 E!t" & # 1 q ! E!t" & # # 5q ! 2 E!t" 5 2. 5 0. 08 dt dt dt 0. 08!2. 5"

1 # 2 e !s s s2

1 # 1 s s2 8 ! !1 ! # 22 125!s # 5" 25s 2 1 # 2 s 5!s # 5" s 2 q!t" ! ! 8 e !5t # 2 t # 8 ! 125 25 125 2 5!s # 5"
2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 0.5 1 1.5 t 2 2.5 3

!!

8 # 22 # 8 125s 125!s # 5" 25s # 8 ! ! 8 e !5t # 2 t # 8 125 125s 125 25 18 # 2 2 # 18 125s 125!s # 5" 25s ! 18 e !5!t!1" # 2 !t ! 1" # 18 U!t ! 1" 125 25 125

!!

0.14 0.12 0.1 0.08 0.06 0.04 0.02 0 0.5 1 1.5 t 2 2.5 3

E!t"

q!t"

More Properties of Laplace Transforms - !4. 4" 1. Derivatives of Laplace Transforms: Let F!s" ! !#f!t"$. Then
n !#t n f!t"$ ! !!1" n d n F!s" ! !!1" n F !n" !s" ds

n ! 1, !#tf!t"$ ! !!1"F " !s", n ! 2, !#t 2 f!t"$ ! F "" !s" It can be derived directly from the definition: # # # F " !s" ! d !#f!t"$ ! d " f!t"e !st dt ! " f!t" d !e !st " dt ! " f!t"!!te !st " dt ds 0 ds ds 0 0 ! ! " tf!t"e !st dt ! !!#tf!t"$,
0 # "

!#tf!t"$ ! !F !s" Note that we can derive the following formula from this property: F !s" ! !#!tf!t"$ Example Find !#g!t"$ where a. g!t" ! te !2t a. !#g!t"$ ! !#te !2t $ ! ! d !#e !2t $ ! ! d ds ds b. !#g!t"$ !#g!t"$ ! !#t sin!!t"$ ! ! d !#sin!!t"$ ! ! d ds ds ! !! c. !#g!t"$
2 2 !#g!t"$ ! !#t 2 cos!2t"$ ! d 2 !#cos!2t"$ ! d 2 ds ds "

b. g!t" ! t sin!!t" 1 s#2

c. g!t" ! t 2 cos!2t" 1 !s # 2" 2 ! s2 # !2 1 !s # 2" 2

!! !

!2s 2 !s # ! 2 "
2

2!s 2 !s # ! 2 "
2

s s #4
2 4

! d ds

s 2 # 4 ! s!2s" 2 !s 2 # 4"
2 ! 2s !9 # 2s 3 !s 2 # 4"

! d ds

4 ! s2 2 !s 2 # 4"

!2s!s 2 # 4" ! !4 ! s 2 "!2!s 2 # 4"!2s"" !s 2 # 4"

Example Find g!t" where a. !#g!t"$ ! ln s#2 !s ! 5"!s 2 # 4" b. !#g!t"$ ! arctan!4s"

Recall from the formula of the derivative of Laplace transform we can also derive the formula " " F !s" ! !#!tf!t"$ or f!t" ! ! 1 ! !1 F !s" t So if we know the Laplace transform of !t f!t" then we can find f!t". Here are two examples of this type. a.

s#2 ! ln!s # 2" ! ln!s ! 5" ! ln!s 2 # 4" !s ! 5"!s 2 # 4" F " !s" ! 1 ! 1 ! 22s s!5 s#2 s #4 F!s" ! ln F " !s" ! !#e !2t $ ! !#e 5t $ ! 2!#cos!2t"$ ! !#e !2t ! e 5t ! 2 cos!2t"$ Since e !2t ! e 5t ! 2 cos!2t" ! !tf!t" f!t" ! ! b. F!s" ! arctan!4s" F " !s" ! 1 1 4 ! 1 ! 1 !4" ! 1 16 4 1 # 16s 2 # s2 1 # !4s" 2 16 ! 1 ! sin 1 t ! ! 1 sin 1 t ! !#!tf!t"$ 4 4 4 4 f!t" ! ! 1 sin 1 t ! tf!t" ! 1 sin 1 t , 4 4 4t 4
1 4 1 16

e !2t ! e 5t ! 2 cos!2t" t

# s2

Example Use Laplace transform to solve y "" # 16y ! cos!4t", y!0" ! 1, y " !0" ! 1 a. Find !#y$. !#y "" $ # 16!#y$ ! !#cos!4t"$ s s 2 # 16 s # s # 1, !#y$ ! 2 1 #s#1 !s 2 # 16"!#y$ ! 2 s s # 16 s 2 # 6 s #6 s 2 !#y$ ! sy!0" ! y " !0" # 16!#y$ ! b. Find y. 1 s 2 # 16 s #s#1 s2 # 6 ! 1 10 # 9s # 1 2 s 10 s 2 # 16 10 s # 6 ! 2 1 # 9 2 s # 1 3s 10 s # 16 10 s # 6 s # 16 1 !#sin!4t"$ # 9 !#cos!4t"$ # 1 ! cos ! 4 10 10 !#y$ ! ! 1 sin!4t" # 9 cos!4t" # 1 cos 6 t 4 10 10 1 sin!4t" # 9 cos!4t" # 1 cos 6 t y! 4 10 10

6t

2. Convolution: a. Definition: Let f and g be piecewise continuous functions. The convolution of f and g denoted by f $ g is defined as !f $ g"!t" !

" 0 f!""g!t ! ""d".

Example Find !i" t $ e 2t ; !ii" e !t $ cos!!t" !i" 2

t $ e 2t ! !ii" e !t $ cos!!t" !

" 0 "e 2!t!"" d" ! ! 1 t ! 2

1 # 1 e 2t 4 4 !e !t # cos t! # ! sin t! 1 # !2

" 0 e !" cos!!!t ! """d" !

b. Laplace Transform of a convolution: Let !#f$ ! F!s" and !#g$ ! G!s". Then !#f $ g$ ! !#f$!#g$ ! F!s"G!s" ! !1 #F!s"G!s"$ ! f $ g Example Find !i" !#t $ e 2t $ !i" !#t $ e 2t $ ! !#t$!#e 2t $ ! !ii" !#e !t $ cos!!t"$ ! !#e !t $!#cos!!t"$ ! !iii" !
t

!ii" !#e !t $ cos!!t"$

!iii" !

" 0 e " sin!t ! ""d"

1 s2 1 s#1

1 s!2

s s2 # !2

" 0 e " sin!t ! ""d"

! !#e t $ sin!t"$ ! !#e t $!#sin t$ ! 1 s!1 1 s2 # 1 ! 1 !s ! 1"!s 2 # 1"

Example Find h!t" where !#h$ ! H!s" !i" H!s" ! !i" H!s" ! 1 s!s 2 # 2" 1 ! s!s 2 # 2" 1 s 1 s2 # 2 2t ! ! !#1$! 1 2 1 sin 2 2t ! ! 1 $ 1 sin 2 2t 1 s!s 2 # 2" !ii" H!s" ! 1 2 !s # 4"
2

f!t" ! 1 $ 1 sin 2 1 !ii" H!s" ! 2 2 !s # 4" 1 1 ! 2 2 s2 # 4 !s # 4"

" 0 sin

2 " d" ! 1 2 ! 1 cos t 2 2 2

2 # 1 2 2

1 s2 # 4

!!

1 sin!2t" ! 2
t

1 sin!2t" 2

!!

1 sin!2t" $ 1 sin!2t" 2 2

h!t" ! 1 sin!2t" $ sin!2t" ! 1 4 4 1 sin 2t ! t !cos 2t" ! 16 8 3

" 0 sin!2"" sin!2!t ! """d"

Example Solve the initial value problem: y "" # 4y ! 2 sin 2t, y!0" ! 1, y " !0" ! !1 a. Find !#y$. !#y "" $ # 4!#y$ ! 2!#sin!2t"$ 2 s2 # 4 4 #s!1 !s 2 # 4"!#y$ ! 2 4 # s ! 1, !#y$ ! 2 1 2 s #4 s #4 s #4 s 2 !#y$ ! s!1" ! !!1" # 4!#y$ ! 2 b. Find y. !#y$ ! 1 s2 # 4 4 ! 21 # 2s 2 s #4 s #4 !s 2 # 4" sin!2t" $ sin!2t" # cos!2t" ! 1 sin!2t" 2 sin!2t" $ sin!2t" # cos!2t" ! 1 sin!2t" 2 t " 0 sin!2"" sin!2!t ! """d" # cos!2t" ! 1 sin!2t" 2 1 sin 2t ! 1 t!cos 2t" # cos!2t" ! 1 sin!2t" 2 4 2 4 #s!1 s2 # 4 !

!! y! ! !

3. Laplace Transform of an Integral: !

" 0 f!u"du
! !1

! 1 F!s" where !#f$ ! F!s" s F!s" s !

" 0 f!t"dt
b. ! t " e !u cos!!u"du ,
0 t

Example Find a. ! a. f!u" ! ue !2u F!s" ! !#f!t"$ ! !#te !2t $ ! ! b. f!u" ! e !u cos!!u" F!s" ! !#f!t"$ ! !#e !t cos!!t"$ ! ! t " e !u cos!!u"du
0 t

" 1 ue !2u du

1 !s # 2" 2 ! 1 s!s # 2" 2

" 1 ue !2u du

! 1 s

1 !s # 2" 2

s!1 !s ! 1" 2 # ! 2

!! d ! ds !! d ds

" 0 e !u cos!!u"du
1 s s!1 !s ! 1" 2 # ! 2

3 2 2 ! ! ! 2s ! 5s # 4s ! 1 ! ! 2 s 2 !s 2 ! 2s # 1 # ! 2 " 3 2 2 ! 2s ! 5s # 4s ! 1 ! ! 2 s 2 !s 2 ! 2s # 1 # ! 2 "

Example Find h!t" where H!s" is a. H!s" ! a. H!s" ! 1 ! 1 s s!s 2 # 2" 1 s2 # 2 ! 1! s 1 sin 2 2t 1 s!s # 2"
2

b. H!s" !

1 s !s ! 2"
2

h!t" ! b. H!s" !

"0
1 s 1 4

1 sin 2 1 s

2 " d" ! ! 1 cos t 2 # 1 2 2 1 s!2 ! 1 !#1 $ e 2t $ ! s

1 ! s !s ! 2" ! 1 e 2t ! 1 t ! 4 2
2

" 0 " 0 e 2z dzdu

Example LC-circuit: Solve the initial value problem: L dI # RI # dt a. Find !#I$.

1 C

" 0 I!""d" ! E!t"

where L ! 0. 1, R ! 2, C ! 0. 1, E ! 120t ! 120tU!t ! 1", I!0" ! 0. !#E!t"$ ! !#120t ! 120tU!t ! 1"$ ! !#120t ! 120!t ! 1 # 1"U!t ! 1"$ ! 120 1 ! 120 1 # 1 e !s s s2 s2 t ! dI # 20I # 100 " I!""d" dt 0

! 10!#E!t"$

!s!#I$ ! I!0"" # 20!#I$ # 100 !#I$ ! 1200 1 ! 1200 1 # 1 e !s s s s2 s2 s # 20 # 100 !#I$ ! 1200 1 ! 1200 1 # 1 e !s s s s2 s2 s 2 # 20s # 100 !#I$ ! 1200 1 ! 1200 1 # 1 e !s s s s2 s2 s 1200 1 ! 1200 1 # 1 e !s !#I$ ! 2 s s # 20s # 100 s2 s2 1200 ! 1200 2 1 # 1 e !s ! s s!s # 10" 2 !s # 10" b. Find I : 120 1200 ! 12 ! !#12 ! 120te !10t ! 12e !10t $ ! 12 ! 2 2 s s # 10 s!s # 10" !s # 10" 1 # 1 ! 1200 1 # 1200 ! !#12 ! 120te !10t ! 12e !10t # 1200te !10t $ 1200 !s # 10" 2 s !s # 10" 2 !s # 10" 2 s ! !#12 ! 12e !10t # 1080te !10t $ I!t" ! 12 ! 120te !10t ! 12e !10t # !12 ! 12e !10!t!1" # 1080!t ! 1"e !10!t!1" "U!t ! 1" 4. Laplace Transform of a Periodic Function: Let f be a periodic function with period T. Then 5

!#f$ ! Derivation !#f$ ! Observe that let u ! t ! T

1 1 ! e !Ts

" 0 e !st f!t"dt

" 0 f!t"e !st dt ! " 0

f!t"e !st dt # "

f!t"e !st dt # "

3T 2T

f!t"e !st dt #. . .

"T

2T

f!t"e !st dt !

" 0 f!u # T"e !s!u#T" du ! e !sT " 0 f!u"e !su du

!#f$ ! !1 # e !sT # s !s2T #. . . " "

f!t"e !st dt !

1 1 ! e !sT

"0

f!t"e !st dt

Note that the integral " e !st f!t"dt is equivalent to !#g!t"$ where g!t" ! Since g!t" ! f!t" ! f!t"U!t ! T", !#g!t"$ ! !#f!t" ! f!t"U!t ! T"$. Example Find !#f$ where a. f!t" ! t, 0 % t $ 1, with period 1 c. f!t" ! sin t, 0 % t $ !, with period ! a. !#f$ ! 1 !#t ! tU!t ! 1"$ ! 1 !#t ! !t ! 1 # 1"U!t ! 1"$ 1 ! e !s 1 ! e !s 1 1 ! 1 # 1 e !s ! 1 ! 1 e !s ! !s s 1 ! e !s s 1!e s2 s2 s2 b. f!t" ! t 0%t$1 0 1%t$2 , with period 2 f!t", 0 % t $ T 0, t & T .

1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 0.5 1 1.5 t 2 2.5 3 0 1 2 s 3 4 5 0.5 1 1.5 2

f!t" b. !#f$ !

F!s"

1 1 !#t ! tU!t ! 1"$ ! !#t ! !t ! 1 # 1"U!t ! 1"$ 1 ! e !2s 1 ! e !2s 1 1 ! 1 # 1 e !s ! s 1 ! e !2s s 2 s2

2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0.2 1 2 t 3 4 1 2 s 3 4 5 1.2 1 0.8 0.6 0.4

t c.

f!t" !#f$ !

F!s"

1 1 !#sin t ! sin tU!t ! !"$ ! !#sin t ! sin!t ! ! # !"U!t ! !"$ 1 ! e !!s 1 ! e !!s 1 1 1 # 1 e !!s ! !#sin t # sin!t ! !"U!t ! !"$ ! 1 ! e !!s 1 ! e !!s s 2 # 1 s2 # 1
3 2.5 2 1.5 1 0.5 0

1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2

f!t"

F!s" 1 0%t$1 0 1%t$2 with

Example Solve the initial value problem: dI # I ! E!t", I!0" ! 0, where E!t" ! dt period 2. a. Find !#I$. s!#I$ ! 0 # !#I$ ! !#E!t"$, !s # 1"!#I$ ! !#I$ ! b. Find I. I ! ! !1 1 s!s # 1" !! 1 ! 1 s s#1 ! 1 ! e !t 1 s#1 1 1 ! e !s 1 !#1 ! U!t ! 1"$ 1 ! e !s 1 1 ! 1 e !s ! s s !s # 1"!1 ! e !s "

1 !1 ! e !s " s

1 s!s # 1"

2 1.8 1.6 1.4 1.2 1 0.8 0.6 0.4 0.2 0 1 2 x 3 4

1 0.8 0.6 0.4 0.2

Input E!t"

I!t"

 FOURIERSERIES

Let X designates the domain of a function y = f(x). A function f(x) is said to be periodic if its image values are repeated in its domain i.e. if there exists a nonzero real T such that for each The least positive value of those T is said to be the period of this function. For example for the sine function we can write , , ect., so the sine function is a periodic function. But the least positive value for which such an equation holds is and this is the period of the sine function. It is also well known that the cosine function has the period and the tangent function has the period . An example of the graph of a periodic function is illustrated in Figure 1.1.

Figure 1.1. Further we need two following lemmas Lemma 1.1. If the period of the function f(x) is T , then the period of the function f(ax) is . Proof. . is and the period of the function is .

According to this lemma the period of the function Lemma 1.2. If the period of the function f(x) is T , then

This result says that if we integrate the period of the function over the interval whose length equals to the period of the function then the value does not depend on the choice of the boundaries. Proof. First we use the property of a definite integral and write

In the last integral we take x=z+T . Then dx=dz , f(x) = f(z+T) = f(z), if x = T then z = 0 and if x = c + T then z=c . So we have

as the first and third integrals are equal.

In many problems in mechanics and electronics there arises a question, how to represent the behaviour of a system by a combination of some simple behaviours. Mathematically - how to represent a function in the form of the functional series Here form a base set of functions and

c0 , c1 , c2,...,ck,.. , are said to be the coefficients of the expansion. The most familiar expansions are power series of the form in which the base set comprises the power functions 1, x, x2, ... xk, ... . Another

widely used expansion is the expansion of a periodic function f(x) of a period T in which the base set comprises the cosine functions, giving an expanded representation of the form (1.1) which is called the Fourier series of the function f(x) . In engineering the term circular frequency is used and it is defined by . The circular frequency is measured in radians per second. It is common to drop the term 'circular' and to refer to this simply as the frequency. Using frequency, we can rewrite (1.1) in the form (1.2) Every term represents a simple harmonic vibration that is called kth harmonic . The first harmonic has the same frequency as the parent function f(x). The kth harmonic has the frequency , which is k times frequency of the first harmonic. Ak denotes the amplitude of the kth harmonic and is its phase angle. If f(x) is a -periodic function then its frequency , and the Fourier series (1.2) has a more simple form (1.3) Here we shall consider the Fourier series of (1.3) may be written as (1.4) Later we shall see that taking the constant term as enables us to make a0 fit a general result. The expression (1.4) is called Fourier series expansion of a function f(x) , and ak and bk are called the Fourier coefficients. The set of functions is said to be the trigonometric system of functions. It is possible to show that the functions of the trigonometric system satisfy the orthogonality relations -periodic functions. The kth harmonic can be represented in the form where Now the expansion

on an interval

: (1.5)

(1.6)

(1.7)

(1.8)

(1.9) Assume that term-by-term integration of the series (1.4) is permissible. Then integrating the series with respect to x over the interval and using (1.8) and (1.9) we find that

(1.10)

To find the coefficients an we multiply both sides of equality (1.10) by of the multiplication with respect to x over the interval we have

. Integrating the result

Because of (1.8), the first term on the right side of the equality equals to zero. By (1.7) all coefficients of bk equal zero and by (1.5) we obtain the result that there is only one nonzero coefficient of ak in the case k = n . We obtain (1.11) Analogously, multiplying both sides of the equality (1.4) by interval and using (1.6), (1.7) and (1.9) we find that integrating the result with respect to x over the

(1.12) Now, dividing both sides of (1.10) - (1.12) by , and replacing n by k we find respectively

(1.13) (1.14) (1.15)

Evidently the formula (1.13) for finding a0 fits the formula (1.14) with k = 0 and instead of two formulae (1.13) and (1.14) we can write one formula Actually, if we compute the Fourier coefficients according to the formulae (1.13) - (1.15) and compose the Fourier series (1.4), we don't know whether the obtained series is convergent at all, and if it is convergent then does it converge to the parent function f(x) or to some different function. In this context there arises a question as to which conditions a function should satisfy so that its Fourier series expansion is convergent to the function f(x). We shall consider the convergence problems in the subsection 3.4 . Note that the class of functions which are representable by their Fourier series expansion is quite wide and in most of the practical cases we can assume that the convergence conditions are satisfied. Example 1.3. Find the Fourier series expansion of the function f(x) with period as f(x)=x. The graph of this function is illustrated in Figure 1.2. defined on the half-interval

Figure 1.2 First we find a0 using (1.13):

Using (1.14) and integrating by parts we find that

and using (1.15) and integrating by parts we find that

So we have the Fourier series expansion of the function

The sign ``~'' indicates that we have found the Fourier series expansion according to the formulae (1.13) - (1.15), but we don't know whether this expansion converges to this function, so we can't still use the sign ``=''. The nth partial sum of this series expansion is

The graph of the nth partial sum sn(x) for n = 4, 8, 16 is shown in Figure 1.3

Figure 1.3 Remark 1.4. According to Lemma 1.2 we can replace the interval of integration interval i.e. we can use the formulas with an arbitrary chosen

where c is any real number.

If a particular function possesses certain symmetrical properties then some terms are absent from its Fourier series expansion and the expressions determining the remaining coefficients can be simplified. A function f(x) is said to be an even function if for each x from its domain

A function y = f(x) is said to be odd function if for each x from its domain

The graph of an even function is symmetrical about the vertical axis and the graph of an odd function is symmetrical about the origin. The even and the odd functions satisfy the following properties: the product of two even functions is an even function, the product of two odd functions is an even function, the product of an even and an odd function is an odd funnction. Lemma 1.5. If limits of integration are symmetric with respect to zero then the integral of any odd function equals to zero, but for the integral of any even function f(x)

Proof. Using the additivity property of the integral we have that

Substituting in the first integral the variable x = -y. Then dx = -dy and

Denoting the variable of integration again by x , we have

Now, if f(x) is an odd function then integrand equals zero, and if f(x) is an even function then integrand equals 2f(x) and we have proved this lemma. Let f(x) be an even function with period . Then is even and is an odd function for any .Using Lemma 1.5 , we obtain for the calculation of Fourier coefficients the formulas

(1.16)

(1.17)

(1.18) Consequently the Fourier series expansion of an even periodic function with period with sines and (1.14) has the form does not involove the terms

(1.19) where the a-s are calculated using the formulae (1.16) and (1.17). If f(x) is an odd function then is odd and have for calculation of Fourier coefficients the formulae is even for any By Lemma 1.5 , we

(1.20)

(1.21) Thus the Fourier series expansion of an 1.3 periodic function with period has the form consists of sine terms only and (1.4)

(1.22) where the b-s are calculated by (1.21). Example 1.6. Find the Fourier series expansion of the function f(x) with period is defined by . , which on half-interval

A graph of this function is shown in Figure 1.4. As this is an even function we have to calculate only the coefficients ak , . First using (1.16) we find

and using (1.17) and integration by parts we obtain

Thus by (1.19) the Fourier series expansion of this function is

Figure 1.4 Example 1.7. Find the Fourier series expansion of the square wave function i.e. the periodic function f(x) with by period defined within the period

A graph of this square wave function is shown in Figure 1.5.

Figure 1.5 Clearly f(x) is an odd function and thus its Fourier series expansion consists of sine terms only. By (1.21) we calculate the coefficients

Thus the Fourier series expansion of f(x) is

Since the period , i.e. the unit frequency may rarely be encountered in practice, we have to consider functions with an arbitrary period. If the period of the function f(x) is T , then by Lemma 1 the period of the function is and by (1.13) - (1.15) the Fourier series expansion of this function is

where

Changing the variable , i.e. function f(t) with period T is

and

, we obtain that the Fourier series expansion of the

where

Replacing the variable t by x again, we express the Fourier series expansion in terms of

where (1.23)

(1.24) (1.25)

Remark 1.8. In formulae (1.23) - (1.25) the interval of integration can be replaced with an arbitrary interval with length T . Now, if the periodic function f(x) with period T is even then from (1.23) - (1.25) we obtain (1.26) (1.27) (1.28) and the Fourier series expansion of even function f(x) is

If f(x) is a odd periodic function with period T then from (1.23) - (1.25) we have (29) (30) and the Fourier series expansion of odd function f(x) is

Example 1.9. Find the Fourier series expansion of the function The graph of this function is shown in Figure 1.6.

Figure 1.6 ). Therefore its Fourier series expansion This function is clearly even and its period is (i.e. frequency consists of cosine terms only and we calculate the coefficients ak for using the formulae (1.26) and (1.27). By (1.26)

and by (1.27) The Fourier series expansion of the given function is

Suppose the given function f(x) is defined only over the finite half-interval ). Then we can define the periodic extension of f(x) by

(or over

As the result we obtain the periodic function which on half-interval periodic function has the Fourier series expansion

is identical with f(x) . The

where

If this Fourier series expansion represents the function function f(x) .

then on the half-interval

it represents also the . Its even periodic

Now we consider the case if the given function f(x) is defined only over the finite interval extension is the even periodic function with period T defined by

The Fourier series expansion of the function

consists of cosine terms only and is given by

called the cosine series expansion, where (1.31) For a given function f(x) defined only over the finite interval , its odd periodic extension is theodd

periodic function with period T defined by

The Fourier series expansion of the function

consists of sine terms only and is given by

called the sine series expansion, where (1.32) Example 1.10. The function f(x) = x is defined only in the interval b) sine series expansion . . Obtain a) the cosine series expansion and

a) To obtain the cosine series expansion we define the 1.3 periodic extension with period 8 :

Using (1.31) we calculate the coefficients

and (as

The cosine series expansion of the function

is

In the interval the function the cosine series expansion

is identical with f(x) = x . Hence on the interval

we have obtained also

b) To obtain the sine series expansion we define the odd periodic extension

of f(x) :

Using (1.32) gives

and the sine series expansion of the function

is

On the interval

also the sine series expansion of the given function is

Let us assume that the periodic function f(x) has the period

. To obtain the complex form of the Fourier series (1.33)

we use the Euler formulae

and

By these formulae we have for kth harmonic

Denoting by

the Fourier series expansion takes the form

To calculate the coefficients ck for

we use the formulae (1.14) and (1.15):

An immediate extension shows that this formula is also valid for k=0 . If

then

and

Hence for any

we have

(1.34) Consequently, the complex form of the Fouries series of -periodic function f(x) is (1.35) where the coefficients ck ( ) are calculated by (1.34) is and by (1.35)

Now, if the period of the function f(x) is T then by Lemma 1.1 the period of the function it has the Fourier series expansion

(1.36) where by (1.34) the coefficients are (1.37) Changing in (1.36) and (1.37) the variable , we have that , , and

where

Denoting the variable by x again, we have that the complex form of the Fourier series expansion of the function f(x) with period T is (1.38) where

(1.39)

which is called the spectrum of the periodic The complex numbers ck form an infinite sequence function f(x) . Let designates the magnitude of the complex number ck and its argument, i.e. The sequence of real numbers is called the amplitude spectrum and the sequence of real numbers is called the phase spectrum of the function f(x) . Example 1.11. Find the amplitude spectrum and the phase spectrum of the interval as f(x)=ex. -periodic function f(x) defined over

First we find the spectrum , i.e. the complex Fourier coefficients , of the function f(x) using (1.34)

Since

we obtain that

Since

we find the amplitude spectrum

and phase spectrum

In Exercises 1.1 - 1.8 find the Fourier series expansions of the given periodic functions . 1.1.

Answer: 1.2. f(x+2T) = f(x). Answer: 1.3. f(x) = x if

Answer: 1.4. if

Answer: 1.5. f(x+2T)=f(x). Answer: 1.6. f(x) = x2 if if

Answer: 1.7. if

Answer:

1.8.

if

Answer: 1.9. Answer: 1.10. Answer: In exercises 1.11 - 1.12 find the cosine series expansion on an interval 1.11. Answer: 1.12. Answer In exercises 1.13 - 1.14 find the sine series expansion on an interval 1.13. Answer: 1.14. Answer: 1.15. Find the complex form of the Fourier series of the periodic function if

Answer: