Differential Equations

Preface

Here are my online notes for my differential equations course that I teach here at Lamar
University. Despite the fact that these are my “class notes”, they should be accessible to anyone
wanting to learn how to solve differential equations or needing a refresher on differential
equations.

I’ve tried to make these notes as self contained as possible and so all the information needed to
read through them is either from a Calculus or Algebra class or contained in other sections of the
notes.

A couple of warnings to my students who may be here to get a copy of what happened on a day
that you missed.

1. Because I wanted to make this a fairly complete set of notes for anyone wanting to learn
differential equations I have included some material that I do not usually have time to
cover in class and because this changes from semester to semester it is not noted here.
You will need to find one of your fellow class mates to see if there is something in these
notes that wasn’t covered in class.

2. In general I try to work problems in class that are different from my notes. However,
with Differential Equation many of the problems are difficult to make up on the spur of
the moment and so in this class my class work will follow these notes fairly close as far
as worked problems go. With that being said I will, on occasion, work problems off the
top of my head when I can to provide more examples than just those in my notes. Also, I
often don’t have time in class to work all of the problems in the notes and so you will
find that some sections contain problems that weren’t worked in class due to time
restrictions.

3. Sometimes questions in class will lead down paths that are not covered here. I try to
anticipate as many of the questions as possible in writing these up, but the reality is that I
can’t anticipate all the questions. Sometimes a very good question gets asked in class
that leads to insights that I’ve not included here. You should always talk to someone who
was in class on the day you missed and compare these notes to their notes and see what
the differences are.

4. This is somewhat related to the previous three items, but is important enough to merit its
own item. THESE NOTES ARE NOT A SUBSTITUTE FOR ATTENDING CLASS!!
Using these notes as a substitute for class is liable to get you in trouble. As already noted
not everything in these notes is covered in class and often material or insights not in these
notes is covered in class.

© 2007 Paul Dawkins 1 http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

© 2007 Paul Dawkins ii http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

Dirac Delta Function

When we first introduced Heaviside functions we noted that we could think of them as switches
changing the forcing function, g(t), at specified times. However, Heaviside functions are really
not suited to forcing functions that exert a “large” force over a “small” time frame.

Examples of this kind of forcing function would be a hammer striking an object or a short in an
electrical system. In both of these cases a large force (or voltage) would be exerted on the system
over a very short time frame. The Dirac Delta function is used to deal with these kinds of forcing
functions.

Dirac Delta Function

There are many ways to actually define the Dirac Delta function. To see some of these
definitions visit Wolframs MathWorld. There are three main properties of the Dirac Delta
function that we need to be aware of. These are,

1. δ ( t − a )= 0, t ≠ a

a +ε
2. ∫ a−ε δ ( t − a ) dt = 1, ε >0

a +ε
3. ∫ a−ε f ( t ) δ ( t −=
a ) dt f (a), ε >0

At t = a the Dirac Delta function is sometimes thought of has having an “infinite” value. So, the
Dirac Delta function is a function that is zero everywhere except one point and at that point it can
be thought of as either undefined or as having an “infinite” value.

Note that the integrals in the second and third property are actually true for any interval
containing t = a , provided it’s not one of the endpoints. The limits given here are needed to
prove the properties and so they are also given in the properties. We will however use the fact
that they are true provided we are integrating over an interval containing t = a .

This is a very strange function. It is zero everywhere except one point and yet the integral of any
interval containing that one point has a value of 1. The Dirac Delta function is not a real function
as we think of them. It is instead an example of something called a generalized function or
distribution.

Despite the strangeness of this “function” it does a very nice job of modeling sudden shocks or
large forces to a system.

Before solving an IVP we will need the transform of the Dirac Delta function. We can use the
third property above to get this.
 {δ ( t −=
a )}
∞
∫ e − stδ ( t − a=
) dt e− a s provided a > 0
0

Note that often the second and third properties are given with limits of infinity and negative
infinity, but they are valid for any interval in which t = a is in the interior of the interval.

© 2007 Paul Dawkins 3 http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

With this we can now solve an IVP that involves a Dirac Delta function.

Example 1 Solve the following IVP.

6δ ( t − 9 ) ,
y′′ + 2 y′ − 15 y = y ( 0) =
−5 y′ ( 0 ) =
7
Solution
As with all previous problems we’ll first take the Laplace transform of everything in the
differential equation and apply the initial conditions.
s 2Y ( s ) − sy ( 0 ) − y′ ( 0 ) + 2 ( sY ( s ) − y ( 0 ) ) − 15Y ( s ) =
6e −9 s

(s 2
+ 2 s − 15 ) Y ( s ) + 5s + 3 =6e −9 s

Now solve for Y(s).

6e −9 s 5s + 3
=Y (s) −
( s + 5)( s − 3) ( s + 5)( s − 3)
= 6e −9 s F ( s ) − G ( s )

We’ll leave it to you to verify the partial fractions and their inverse transforms are,
1 1
1
(s)
F= = 8
− 8
( s + 5)( s − 3) s − 3 s + 5
1 3t 1 −5t
(t )
f= e − e
8 8
5s + 3 9 11
(s)
G= = 4
+ 4
( s + 5)( s − 3) s − 3 s + 5
9 3t 11 −5t
(t )
g= e + e
4 4

The solution is then,

Y ( s ) 6e −9 s F ( s ) − G ( s )
=
y ( t ) 6u9 ( t ) f ( t − 9 ) − g ( t )
=
where, f(t) and g(t) are defined above.

Example 2 Solve the following IVP.

3u12 ( t ) − 5δ ( t − 4 ) ,
2 y′′ + 10 y = y ( 0) =
−1 y′ ( 0 ) =
−2
Solution
Take the Laplace transform of everything in the differential equation and apply the initial
conditions.
3e −12 s
2 ( s 2Y ( s ) − sy ( 0 ) − y′ ( 0 ) ) + 10Y ( s ) = − 5e −4 s
s
3e −12 s
( 2s 2 + 10 ) Y ( s ) + 2s +=4 s
− 5e −4 s

Now solve for Y(s).

© 2007 Paul Dawkins 4 http://tutorial.math.lamar.edu/terms.aspx

 Differential Equations

3e −12 s 5e −4 s 2s + 4
)
Y ( s= − − 2
s ( 2 s + 10 ) 2 s + 10 2 s + 10
2 2

= 3e −12 s F ( s ) − 5e −4 s G ( s ) − H ( s )

We’ll need to partial fraction the first function. The remaining two will just need a little work
and they’ll be ready. I’ll leave the details to you to check.
1 1 1 s
1
(s)
F= = −
s ( 2 s + 10 ) 10 s 10 s + 5
2 2

1 1
f ( t=
) − cos 5 t
10 10
( )
g (t ) =
1
2 5
sin 5 t ( )
h ( t ) cos 5 t +
=
2
5
sin ( ) ( 5 t)
The solution is then,
Y ( s ) = 3e −12 s F ( s ) − 5e −4 s G ( s ) − H ( s )
y ( t ) 3u12 ( t ) f ( t − 12 ) − 5u4 ( t ) g ( t − 4 ) − h ( t )
=
where, f(t),g(t) and h(t) are defined above.

So, with the exception of the new function these work the same way that all the problems that
we’ve seen to this point work. Note as well that the exponential was introduced into the
transform by the Dirac Delta function, but once in the transform it doesn’t matter where it came
from. In other words, when we went to the inverse transforms it came back out as a Heaviside
function.

Before proceeding to the next section let’s take a quick side trip and note that we can relate the
Heaviside function and the Dirac Delta function. Start with the following integral.
0 if t < a
δ ( u − a ) du =
t
∫ −∞

1 if t > a

However, this is precisely the definition of the Heaviside function. So,

δ ( u − a ) du =
ua ( t )
t
∫ −∞

Now, recalling the Fundamental Theorem of Calculus, we get,

ua′ ( t ) =
d
dt (∫ t

−∞ )
δ ( u − a ) du =
δ (t − a )

So, the derivative of the Heaviside function is the Dirac Delta function.

© 2007 Paul Dawkins 5 http://tutorial.math.lamar.edu/terms.aspx