Basic Concepts

What is a Differential
Equation?
O Definition: An equation O Examples
involving an unknown dy
function and its  5x  3
derivatives. dx
2
 dy 
2
y d y
e  2   1
 dx 
2
O ODE vs PDE dx
d3y d2y
4 3  (sin x) 2  5 xy  0
O The order of a dx dx
differential equation is 3
 d2y 
7
 dy 
2
3  dy 
the order of the highest  2  3 y    y    5x
derivative appearing in  dx   dx   dx 
the equation. 2 y 2 y
4 2 0
t 2
x
 Linearity
O An nth order DE is said O Are the following linear?
to be linear if F is linear 4
in y,…,y(n). This means d y  dy 
3
1) x 3     y  0
that: dx  dx 
O The dependent variable 2)t 5 y  4  t 3 y '' 6 y  0
y and all of its
derivatives are of the 3)(1  x) y '' 4 xy ' 5 y  cos x
first degree du
4)  u  cos u
O The coefficients of dr
y,…,y(n) depend at most 2
 dy 
2
on the independent d y
5) 2  1   
variable x. dx  dx 
 Notation
For a function y,
dy
y' represents the first derivative of y, or (If x is the independent variable)
dx
d2y
y'' represents the second derivative of y, or
dx 2
d3y
y''' represents the third derivative of y, or
dx3
4
d y
y (4) represents the fourth derivative of y, or
dx 4
In general,
(n) dny
y represents the nth derivative of y, or
dx n
 Solutions of an ODE
O Any function y, defined O Verify the solution
on an interval I and
possessing at least n dy 1
1 4
derivatives that are a )  xy ; y  x
2
continuous on I, which dx 16
when substituted into an
nth-order ODE reduces b) y '' 2 y ' y  0; y  xe
x

the equation into an

identity, is said to be a
solution of the equation
on the interval. c)Show that y  ln x is a solution of xy '' y '  0
on I=(0,), but not on the I=(-,).
 General vs Particular Solutions
O Particular solution O General solution

O Any one solution to O Set of all solutions

a DE. to a DE.
As we will learn later in the course,
y  c1 cos 4 x  c2 sin 4 x, for arbitrary constants c1 and c 2 ,
is a general solution to the DE y '' 16 y  0.
One possible particular solution, letting c1 =3 and c 2  2, is
y  3cos 4 x  2sin 4x
 Initial-Value Problems (IVP)
O We seek a solution y(x) of a DE so that y(x)
satisfies some conditions imposed on the
unknown y(x) or its derivatives at a single
point.
O On some interval I containing x0, the problem
dny
Solve: n
 f ( x, y, y ',..., y ( n 1) )
dx
Subject to: y ( x0 )  y0 , y '( x0 )  y1 ,..., y ( n 1) ( x0 )  yn 1 ,
where y, y, y are arbitrary specified real constants, is called
an initial-value problem. The values of y(x) and its first n-1
derivatives at a single point x 0 : y( x0 )  y0 , y '( x0 )  y1 ,..., y ( n 1) ( x0 )  yn 1
are called initial conditions.
 Example of IVP
We said previously that y  c1 cos 4 x  c2 sin 4 x is a solution for
y '' 16 y  0. Find the solution of the IVP
   
y '' 16 y  0; y    2, y '    1.
2 2
 Boundary-Value Problems BVP
O We seek a solution y(x) of a DE so that
y(x) satisfies some conditions imposed
on the unknown y(x) or its derivatives
at different points.
O A problem such as:
d2y dy
Solve: a2 ( x) 2
 a1 ( x)  a0 ( x) y  g ( x)
dx dx
Subjec to: y ( a )  y0 , y (b)  y1
is called a boundary-value problem (BVP).
The given values y(a) and y(b) are called the
boundary conditions.
 Example of BVP
We said previously that y  c1 cos 4 x  c2 sin 4 x is a solution for
y '' 16 y  0. Find the solution of the BVP
 
y '' 16 y  0; y  0   0, y    0.
8
 CHAPTER 2
AN INTRODUCTION TO MODELING AND
QUALITATIVE METHODS
 MATHEMATICAL MODELS

• It is often desirable to describe the behavior of

some real-life system or phenomenon, whether
physical, sociological, economical, etc., in
mathematical terms.
• The mathematical description of a system or a
phenomenon is called a mathematical model.
 EXAMPLES OF REAL WORLD
MATHEMATICAL MODELS
• TF = 32 + 1.8TC

• PV = nRT
P = pressure (atmospheres), V = volume (liters),
n = number of moles, R = 8.3145 J/mol K, T = temp
(Kelvin)
• I = dq/dt
I = current (amps), q = charge (coulombs), t = time (sec)

• Read Ch. 2 Solved Problems at home for more examples

of Mathematical Models.
Chapter 3
Classifications of First-Order
Differential Equations
Standard Form
 Standard form for a first-order DE in the
unknown function y(x) is y '  f ( x, y ) . Solve
the equation for y’ to put into standard
form.
 Note: Not all first-order DE’s can be written
in standard form
 Example: Put e y ' e y  sin x into
x 2x

standard form.
Differential Form
For dy M ( x, y ), the differential form is
 
dx  N ( x, y )

M(x,y)dx + N(x,y)dy = 0

 There is often more than one differential form

for a DE in standard form.
 Example: Write y(yy’-1) = x in differential form.
 Example: Write dy/dx = y/x in differential form.
CHAPTER 4
Separable First-Order Differential Equations
General Solution
• The solution to the first-order separable DE
A(x)dx + B(y)dy = 0
is
 A( x)dx   B( y)dy
• So to solve this type of DE, integrate both sides, then
solve for y.
• Example: Solve (1+x)dy – ydx = 0.
dy
• Example: Solve  sin 5 x
dx
dy x 2
2
• Example: Solve 
dx y
Solutions to the IVP
• The solution to the IVP A(x)dx + B(y)dy = 0; y(x0)=y0 is
found the same way as in the previous slide. In the end
though, we apply the initial condition to evaluate the
unknown constant.

dy
• Example: Solve (e  y ) cos x  e y sin 2 x; y (0)  0
2y

dx
dy
• Example: Solve x
2
 y  xy; y ( 1)  1
dx
Chapter 5
Exact First-Order Differential
equations
Definition
A DE M ( x, y )dx  N ( x, y )dy  0
is exact if there exists a function g(x,y) such that
dg ( x, y )  M ( x, y )dx  N ( x, y )dy

Example:
The equation x 2 y 3 dx  x 3 y 2 dy is an exact equation,
1 3 3
with g ( x, y )  x y
3
Test for Exactness
• If M(x,y) and N(x,y) are continuous functions
and have continuous first partial derivatives on
some rectangle of the xy-plane, then
M(x,y)dx + N(x,y)dy = 0 is exact iff
M ( x, y ) N ( x, y )

y x
 Method of Solution
Given an equation in the form M(x,y)dx + N(x,y)dy = 0,
determine if it is exact. If so, then there exists a function g(x,y) for which
g
(1)  M ( x, y )
x
Integrate M(x,y) with respect to x holding y constant
( 2) g ( x, y )   M ( x, y )dx  h( y )
where h(y) is the "constant" of integration.
g
Differentiate this result with respect to y and assume  N ( x, y )
y
g 
(3)
y

y  M ( x, y )dx  h '( y )  N ( x, y ).
This gives

y 
(4) h '( y )  N ( x, y ) M ( x, y ) dx.

Integrate this result with respect to y and substitute into (2).

*The implicit solution of the equation is g(x,y)=c, for an arbitrary c.
*Solve for y (if possible) to find the explicit solution to the DE.
g
Note: This procedure can be started with the assumption  N ( x, y ).
y
Then you would integrate with respect to y and differentiate the result.
Test for exactness, then solve those
that are exact
1)2 xydx  ( x  1)dy  0
2

2)( x  sin y )dx  ( x cos y  2 y )dy  0

3)(e  y cos xy )dx  (2 xe  x cos xy  2 y )dy  0
2y 2y

dy xy  cos x sin x
2
4)  ; y (0)  2
dx y (1  x )
2
Integrating Factors
• Sometimes, even though a DE • Solve ydx + xdy = 0 using the
is not exact, we can create an proper integrating factor given
exact DE by introducing an in Table 5-1.
integrating factor.
• See Table 5-1 on page 32 for a
table of integrating factors.
*
Linear First-Order Differential Equations
* Recall from Chapter 3, a first-order DE has the
standard form:

y ' p( x) y  q ( x)
* The integrating factor for this form is:

I ( x)  e  p ( x ) dx

*
* 1) Put a linear equation into standard form.
* 2) From the standard form identify p(x) and then
find the integrating factor I(x).
* 3) Multiply the standard form of the equation by the
integrating factor. The left hand side of the
resulting equation is automatically the derivative of
the integrating factor and y:

[ ye  ]  e
d p ( x ) dx p ( x ) dx
q( x)
dx
* 4)Integrate both sides of this equation.

*
 dy
1)  3y  0
dx
dy
2)  3y  6
dx
dy
3) x  4 y  x 6e x
dx
dy
4)  y  x, y (0)  4
dx

*
Applications of First-Order Differential Equations

CHAPTER 7
GROWTH AND DECAY

 Let N(t) denote the amount of substance (or

population) that is either growing or
decaying. If we assume that dN/dt, the time
rate of change of this amount of substance,
is proportional to the amount of substance
present, then dN
 kN
dt

where k is the constant of proportionality.

SOLVE

 A depositor places $10,000 in a certificate of

deposit which pays 6% interest per annum,
compounded continuously. How much will be
in the account at the end of seven years,
assuming no additional deposits or
withdraws?
TEMPERATURE
 Newton's law of cooling, which is equally applicable to
heating, states that the time rate of change of the
temperature of a body is proportional to the temperature
difference between the body and its surrounding medium.
Let T denote the temperature of the body and let Tm
denote the temperature of the surrounding medium. Then
the time rate of change of the temperature of the body is
dT/dt, and Newton's law of cooling can be formulated as
dT
 k (T  Tm )
dt
where k is a positive constant of proportionality.
SOLVE

 When a cake is removed from an oven, its

temperature is measured at 300ºF. Three
minutes later its temperature is 200ºF. How
long will it take for the cake to cool off to 80ºF,
if the room temperature is 70ºF?
MIXTURE (DILUTION)
 The mixing of two fluids sometimes gives rise to
a linear first order DE. This can be model using:
dA
 (input rate of salt - output rate of salt) = Rin  Rout
dt
where A(t) is the amount of salt at time t.
 Note: Your book uses a different form of the
equation when solving these problems. The
resulting equation is the same.
SOLVE
 A tank contains 200 liters of fluid in which 30
grams of salt is dissolved. Brine containing 1
gram of salt per liter is then pumped into the
tank at a rate of 4 L/min; the well-mixed
solution is pumped out at the same rate. Find
the number A(t) of grams of salt in the tank at
time t.
 Solve this problem assuming pure water is
pumped in instead.
CHAPTER 9
Second Order Linear Homogenous Differential
Equations with Constant Coefficients
THE CHARACTERISTIC EQUATION
 For the second order linear homogenous DE of the form:

𝑎𝑦 ′′ + 𝑏𝑦 ′ + 𝑐𝑦 = 0

where a, b and c are constants, the characteristic

equation is given by:

𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0

 This is derived assuming a solution of the form 𝑦 = 𝑒 𝑚𝑥 .

 Thus the characteristic equation is formed by replacing 𝑦′′
with m2, 𝑦′ with m, and y with 1.
GENERAL SOLUTION: CASE 1
 m1 and m2 both real and distinct

 There are two linearly independent solutions:

𝑒 𝑚1𝑥 and 𝑒 𝑚2𝑥

 which lead to the general solution:

𝑦 = 𝑐1𝑒 𝑚1𝑥 + 𝑐2𝑒 𝑚2𝑥

FIND THE GENERAL SOLUTION

1)2 y '' 5 y ' 3 y  0

2)4 y '' y '  0
GENERAL SOLUTION: CASE 2
 m1 and m2 both complex

 There are two linearly independent solutions:

𝑒 (𝑎+𝑏𝑖)𝑥 and 𝑒 (𝑎−𝑏𝑖)𝑥

 which lead to the general solution:

𝑦 = 𝑐1𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 + 𝑐2𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥

 How?
FIND THE GENERAL SOLUTION

1) y '' 4 y ' 7 y  0
2)4 y '' 4 y ' 17 y  0
GENERAL SOLUTION: CASE 3
 m1 = m2

 There are two linearly independent solutions:

𝑒 𝑚1𝑥 and 𝑥𝑒 𝑚1𝑥

 which lead to the general solution:

𝑦 = 𝑐1𝑒 𝑚1𝑥 + 𝑐2𝑥𝑒 𝑚1𝑥

FIND THE GENERAL SOLUTION

1) y '' 10 y ' 25 y  0
2) y '' 8 y ' 16 y  0
CHAPTER
10
NTH ORDER LINEAR HOMOGENOUS
DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS
GENERAL SOLUTION
For the nth order linear homogenous DE of the form:
( n 1)
y (n)
 an 1 y  ...  a1 y ' a0 y  0
where aj (j = 0, 1, … , n-1) are constants, the characteristic
equation is given by:

m n  an 1m n 1  ...  a1m  a0  0

The characteristic equation is derived by replacing y(j) by m(j)
(j=0, 1, … , n-1).
The solution may be a mixture of Cases 1, 2, and 3 from Ch. 9.
SOLVE

1) y ''' 3 y '' 4 y  0
4 2
d y d y
2) 4  2 2  y  0
dx dx
3) y ''' 3 y '' 4 y ' 12 y  0
 Chapter 11
The method of Undetermined
Coefficients
 Nonhomogeneous Linear
Differential Equations
O In Chapters 9 and 10, we were dealing
with homogenous DE’s.
O To solve a nonhomogeneous linear
differential equation of the form:

an y ( n )  an 1 y ( n 1)  ...  a1 y ' a0 y   ( x)

the complementary function yc and a
particular solution yp must be found.
O The general solution then is y = yc + yp
Finding the Complementary
Function
O To find yc, take the left side of the DE, set
it equal to zero, and solve the
homogenous equation as was done in
Chapters 9 and 10.
an y ( n )  an 1 y ( n 1)  ...  a1 y ' a0 y  0
 Method of Undetermined
Coefficients
O This method can only be used for linear
DEs where:
O The coefficients aj (j = 0,1,…,n) are
constants
O Φ(x) is a constant, a polynomial, an
exponential function, a sine or cosine, or
some sum or product combination of these
functions.
O The method of undetermined coefficients
is used to find a particular solution yp.
 Method of Undetermined
Coefficients
O Case 1
O Φ(x) = pn(x), an nth degree polynomial.
O Assume the solution is of the form
y p  An x n  An 1 x n 1  ...  A1 x  A0
where Aj (j = 0,1,…n) is a constant to be
determined.
O Find the necessary derivatives of yp and
plug these equations into the original
equation.

y '' 4 y ' 2 y  2 x 2  3 x  6
O Example: Solve
 Method of Undetermined
Coefficients
O Case 2
O Φ(x) = 𝑘𝑒 α𝑥 , where k and α are known
constants.
O Assume the solution is of the form
y p  Ae x
where A is a constant to be determined.
O Example: Solve

y '' 16 y  2e3 x
 Method of Undetermined
Coefficients
O Case 3
O Φ(x)=k1sinβx + k2cosβx, where k1, k2, and
β are known constants.
O Assume a solution of the form:
y p  A sin  x  B cos  x
where A and B are constants to be
determined.
O Example: Solve

y '' y ' y  2sin 3 x

 Modification
O If any term of the assumed solution is also
a term of yc, then the assumed solution
must be modified by multiplying it by xm,
where m is the smallest positive integer
such that the product of xm with the
assumed solution has no terms in
common with yc.
O Example: Solve
1. 𝑦 ′′ − 8𝑦 ′ + 16𝑦 = 𝑒 4𝑥
2. 𝑦 ′′ = 9𝑥 2 + 2𝑥 − 1
 Generalizations
O If φ(x) is the sum or product of terms in
Cases 1 through 3, take yp to be the sum
or product of the corresponding assumed
solutions and algebraically combine
arbitrary constants where possible.
O Examples of products:
O If Φ(x) = 𝑒 α𝑥 pn(x), assume
y p  e x ( An x n  An 1 x n 1  ...  A1 x  A0 )
O If Φ(x) = 𝑒 α𝑥 pn(x)sinβx, assume
y p  e x sin  x( An x n  An 1 x n 1  ...  A1 x  A0 )  e x cos  x( Bn x n  Bn 1 x n 1  ...  B1 x  B0 )
 Determine the form of a
particular solution
O Be sure to check the complementary
solution to ensure that your assumed
solution for the particular solution does
not duplicate any terms in the
complementary solution.

1) y '' 9 y ' 14 y  3 x 2  5sin 2 x  7 xe 6 x

2) y ''' y ''  e cos x
x

3) y (4)  y '''  1  x 2 e  x
Chapter 13
Initial-Value Problems for Linear Differential Equations
 Solving IVP using techniques
from the previous chapters
• In this chapter, initial • Solve:
conditions are given so 1) y '' y ' 2 y  4 x 2 ; y(0)  1, y '(0)  4
that the coefficients of 2) y '' 4 y ' 8 y  sin x; y(0)  1, y '(0)  0
the general solution 3) y ''' 2 y '' 5 y ' 6 y  0; y (0)  y '(0)  0, y ''(0)  1
can be found.
• Note: It is important
that you apply the
initial conditions to the
GENERAL SOLUTION,
not just yc. (Unless the
DE is homogenous)
 Chapter 14

Applications of Second-Order Linear Differential Equations

Spring (The coil not the season)
 Hooke's law: The restoring force F of a spring is
equal and opposite to the forces applied to the
spring and is proportional to the extension
(contraction) I of the spring as a result of the applied
force; that is, F = -kl, where k denotes the constant
of proportionality, generally called the spring
constant.
 Example: A steel ball weighing 128 Ib is suspended
from a spring, whereupon the spring is stretched 2 ft
from its natural length. The applied force responsible
for the 2 ft displacement is the weight of the ball, 128
Ib. Thus, F=-128 Ib. Hooke's law then gives -128 = -
k(2), or k = 64 Ib/ft.
Spring
 For convenience, we choose the downward direction as
the positive direction and take the origin to be the center
of gravity of the mass in the equilibrium position. We
assume that the mass of the spring is negligible and can
be neglected and that air resistance, when present, is
proportional to the velocity of the mass. Thus, at any
time t, there are three forces acting on the system: (1)
F(t), measured in the positive direction; (2) a restoring
force given by Hooke's law as Fs = -kx, k > 0; and (3) a
force due to air resistance given by Fa = -a𝑥, a>0, where
a is the constant of proportionality. Note that the restoring
force Fs always acts in a direction that will tend to return
the system to the equilibrium position: if the mass is
below the equilibrium position, then x is positive and -kx
is negative; whereas if the mass is above the equilibrium
position, then x is negative and -kx is positive. Also note
that because a > 0 the force Fa due to air resistance
acts in the opposite direction of the velocity.
Spring
 Derived from Newton’s second law, the second-order
DE for the spring problem is:
a k F (t )
x x x 
m m m
 If the system starts at t = 0 with an initial velocity v0
and from an initial position x0, then

x(0)  x0 , x(0)  v0
 Note: gravity g = 32 ft/sec2 = 9.8 m/sec2
Solve
 1) A mass of 2 kg is suspended from a spring with a
known spring constant of 10 N/m and allowed to
come to rest. It is then set in motion by giving it an
initial velocity of 150 cm/sec. Find an expression for
the motion of the mass, assuming no air resistance.

 2) A mass of 1/4 slug is attached to a spring having a

spring constant of 1 Ib/ft. The mass is started in
motion by initially displacing it 2 ft in the downward
direction and giving it an initial velocity of 2 ft/sec in
the upward direction. Find the subsequent motion of
the mass, if the force due to air resistance is -l𝑥 lb.
Buoyancy Problems
 Consider a body of mass m submerged either partially or
totally in a liquid of weight density ρ. Such a body
experiences two forces, a downward force due to gravity
and a counter force governed by:
 Archimedes' principle: A body in liquid experiences a
buoyant upward force equal to the weight of the liquid
displaced by that body.
 Equilibrium occurs when the buoyant force of the
displaced liquid equals the force of gravity on the body.
 The figure on the next slide depicts the situation for a
cylinder of radius r and height H where h units of cylinder
height are submerged at equilibrium. At equilibrium, the
volume of water displaced by the cylinder is πr2h, which
provides a buoyant force of πr2hρ that must equal the
weight of the cylinder mg. Thus, πr2hρ = mg.
Buoyancy Problems
Buoyancy Problems
 Motion will occur when the cylinder is displaced from
its equilibrium position. We arbitrarily take the
upward direction to be the positive x-direction. If the
cylinder is raised out of the water by x(t) units, as
shown in the previous slide, then it is no longer in
equilibrium. The downward or negative force on such
a body remains mg but the buoyant or positive force
is reduced to πr2[h-x(t)]ρ. It now follows from
Newton's second law that 𝑚𝑥 = πr2[h-x(t)]ρ-mg.
πr2ρ
 This equation simplifies to 𝑥 + 𝑥 = 0. How?
𝑚
Solve
1. Determine whether a cylinder of radius 4 in, height
10 in, and weight 15 Ib can float in a deep pool of
water of weight density 62.5 Ib/ft3.
2. Determine an expression for the motion of the
cylinder described in Problem 1 if it is released with
20 percent of its length above the water line with a
velocity of 5 ft/sec in the downward direction.
 Chapter 18
Numerical Method for Solving First-Order
Differential Equations
 Euler’s Method
• One of the simplest numerical methods for
approximating solutions of first-order IVP y’=f(x,y),
y(x0)=y0:
yn 1  yn  hf ( xn , yn )  yn  hy '
n

• where f is the function obtained from the differential

equation y’=f(x,y).
• The recursive use for n = 0,1,2,… yields the y coordinates
y1, y2, y3,… of points on successive tangent lines to the
solution curve at x1, x2, x3,…, or xn = x0 +nh, where h is a
constant and is the size of the step between xn and xn+1.
• The values y1, y2, y3,… approximate the values of a
solution y(x) of the IVP at x1, x2, x3,…
 Approximate using
Euler’s Method
Approximate to four decimal places:
1)Find y (1.2) for y '  2 x  3 y  1; y (1)  5 using h  0.1
2)Find y (1.0) for y '  y; y (0)  1 using h  0.2
Chapter 21
The Laplace TransformType equation here.
Let f(x) be defined for 0  x   and let s denote an arbitrary real variable.
The Laplace transform of f(x), designated by either L{f(x)} or F(s), is

F ( s )  L{ f ( x)}   f  x  e  sx dx
0

for all values of s for which the improper integral converges.

Convergence occurs when the limit exists:
lim  f  x  e  sx dx
R

R  0

If this limit does not exist, the improper integral diverges and
f(x) has no Laplace transform.
Note 1: The variable s is treated as a constant.
Note 2: A table for the Laplace transforms is in Appendix A pg. 330-335.

Definition
If L{ f ( x)}  F ( s) and L{g ( x)}  G ( s),
then for any two constants a and b,
L{af ( x)  bg ( x)}  aL{ f ( x)}  bL{g ( x)}  aF ( s )  bG ( s ).

Linearity
1)L{1}
2)L{x}
3)L{e 3 x }
4)L{sin 2 x}
5)L{4  3 x}

Evaluate using the

definition, then verify
using the table
DEFINITION
If F(s) represents the Laplace transform of a
function f(x), then we say that f(x) is the inverse
Laplace transform of F(s), denoted
f ( x)  L1{F ( s )}

One technique for identifying inverse Laplace

transforms is to find them in the table in
Appendix A.
Sometimes, F(s) is not in a recognizable form from
within the table. Sometimes it can be
transformed into a recognizable form through
algebraic manipulations.
LINEARITY

If L{ f ( x)}  F ( s ) and L{g ( x)}  G ( s ),

then for any two constants a and b,
L1{aF ( s )  bG ( s )}  aL1{F ( s )}  bL1{G ( s )}.
EVALUATE USING THE TABLE IN APPENDIX A AND
ANY NECESSARY ALGEBRAIC MANIPULATION
1
1
1)L  5 
s 
1  1 
2)L  2 
 s  7 
 2 s  6 
1
3)L  2 
 s 4 
1  s 2
 6s  9 
4)L  
 ( s  1)( s  2)( s  4) 
1  1 
5)L  3 
 s  5s 
Convolutions
Convolutions (Transforms of Integrals)
 If functions f(x) and g(x) are piecewise continuous on
[0,∞), then a special product called the convolution of
f and g is given by:
x
f ( x)  g ( x)   f (t ) g ( x  t )dt
0
 Convolution Theorem:
If L{ f ( x)}  F ( s ) and L{g ( x)}  G ( s ), then
L{ f ( x)  g ( x)}  L{ f ( x)}L{g ( x)}  F ( s )G ( s )
 Commutative Property:
f g  g f Why is this true?
 Inverse form for Convolution Theorem:
L1{F ( s )G ( s )}  f ( x)  g ( x)  g ( x)  f ( x)
Evaluate using Convolution
1) f  g for f ( x)  x and g ( x)  x 2

2)L  0
x
et sin( x  t )dt 
3)L{x 2  xe x }
1 1 
4)L  
 s ( s  1) 
1  1 
5)L  2 
 s  1
 Unit Step Function
The unit step function u(x) is defined as
0 x  0
u ( x)  
1 x  0
Thus for any number c,
0 x  c
u ( x  c)  
1 x  c

Theorem 1:
1
L u ( x  c)  e  cs
s
Prove.
Translations
Given a function f(x) defined for x  0, the function
0 xc
u ( x  c) f ( x  c)  
 f ( x  c) x  c
represents a translation of f(x) by c units in the positive x-direction.

Theorem 2:
If F ( s )  L{ f ( x)}, then L{u ( x  c) f ( x  c)}  e  cs F ( s ).
Conversely,
1  cs 0 xc
L {e F ( s )}  u ( x  c) f ( x  c)  
 f ( x  c) x  c
Problems
0 x4
1)Find L{g ( x)} if g ( x)  
( x  4) x  4
2

0 x  4
2)Find L{g ( x)} if g ( x)   2
x x  4
1  1 5 s 
3)Find L  2 e 
s  4 
1  1 2 s 
4)Find L  3 e 
s 
Solutions of Linear Differential Equations with
Constant Coefficients by Laplace Transforms
 Transforms of Derivatives
If y, y ',..., y ( n 1) are continuous on [0,) and if y( n ) ( x)
is piecewise continuous on [0,), then
L{ y ( n ) ( x)}  s nY ( s )  s n 1 y (0)  s n  2 y '(0)  ...  sy ( n  2) (0)  y ( n 1) (0),
where Y( s )  L{ y ( x)}.
If the initial conditions on y(x) at x = 0 are given by:
y (0)  c0 , y '(0)  c1 ,..., y ( n 1) (0)  cn 1
then
L{ y ( n ) ( x)}  s nY ( s )  c0 s n 1  c1s n  2  ...  cn  2 s  cn 1.
For instance, for n = 2, L{ y ''( x)}  s 2Y ( s )  c0 s  c1.
Solution of ODEs by Laplace
Transforms
1. Take the L of both sides of the ODE.
2. Rearrange the resulting algebraic equation to solve for
the L of the output variable Y(s).
3. Perform a partial fraction expansion (if necessary).
4. Use the L-1 to find y(t) from the expression for Y(s).
Solve
dy
1)  y  1, y (0)  0
dx
2) y ' 6 y  e , y (0)  2
4x

dy
3)  3 y  13sin 2t , y (0)  6
dt
4) y '' 3 y ' 2 y  e 4 x , y (0)  1, y '(0)  5
5) y ''' y  5, y (0)  0, y '(0)  0, y ''(0)  0
6) y ' 5 y  0
7) y ''- 3y' + 2y = e  x ; y(l) = 0, y'(1) = 0.
 Chapter 27

Power Series Solutions of Linear

Equations with Variable Coefficients
 Solutions about the origin of
homogenous equations
 For a linear second-order DE in standard form
(1) y '' P( x) y ' Q( x) y  0
 A point x0 is said to be an ordinary point of the DE (1) if
both P(x) and Q(x) are analytic at x0.
 A point that is not an ordinary point is said to be a
singular point of the equation.
 We will be considering solutions about the origin, x0 = 0.
 Theorem: If x = 0 is an ordinary point of (1), then the
general solution in an interval containing this point has
the form 
(2) y   an x n  a0 y1 ( x)  a1 y2 ( x)
n 0

where a0 and a1 are arbitrary constants and y1(x) and

y2(x) are linearly independent functions analytic at x =
0.
 Determine if x is an ordinary point or
a singular point of the DE
1) y '' xy  2  0; x  0
2)2 x y '' 7 x( x  1) y ' 3 y  0; x  3; x  0
2

3) y '' y  0; x  1
4)(1  x ) y '' 2 xy ' n(n  1) y  0; x  0; x  1
2
Power Series Method
 Substitute into the left side of the homogeneous differential
equation the power series and its applicable derivatives

(3) y   an x n
n 0
 Rewrite the summations so that they all have xn and the
summations all start at the same value. Pulling out some terms
may be necessary.
 Combine the sums into a single summation.
 Set the expression inside of the summation equal to zero. Do the
same for any terms that were pulled out, if necessary.
 The equation obtained in Step 4 will contain aj terms for a finite
number of j values. Solve this equation for the aj term having the
largest subscript. The resulting equation is known as the
recurrence formula for the given differential equation.
 Use the recurrence formula to sequentially determine aj (j = 2, 3,
4,...) in terms of a0 and a1.
 Substitute the coefficients determined in Step 4 into (3) and
rewrite the solution in the form of (2).
If x = 0 is an ordinary point, find the
general solution using the power series
method.
1) y '' xy  0
2)( x  1) y '' y '  0
3) y '' 2 xy ' y  0
4) y '' x y ' xy  0
2