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MAT07 Differential Equations

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MAT07 Differential Equations

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MAT 07 - DIFFERENTIAL EQUATIONS

A Module for Mechanical Engineering Student


Revised 2020

GILBERT R. ESQUILLO, PME


JERWIN D. CAMPITA, RME
INTRODUCTION

This course is intended to have a firm foundation on differential


equations in preparation for their degree-specific advanced mathematics
courses. It covers first order differential equations, nth order linear
differential equations and system of first order linear differential
equations. It also introduces the concept of Laplace Transforms in
solving differential equations. The students are expected to be able to
recognize different kinds of differential equations, determine the
existence and uniqueness of solution, select the appropriate method of
solution and interpret the obtained solution. Students are also expected
to relate differential equations to various practical engineering and
scientific problems as employ computer technology in solving and
verifying solutions.

OBJECTIVES

The students should be able to:


1. Solve ordinary differential equations and systems of equations using
different method.
2. Determine particular solutions to differential equations with given
boundary conditions or initial conditions.
3. Analyze real-world problems in fields such as Biology, Chemistry,
Economics, Engineering, and Physics, including problems related to
population dynamics, mixtures, growth and decay, heating and cooling,
electronic circuits, and Newtonian mechanics.
TABLE OF CONTENTS
Title Page .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..i
Introduction .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..ii
Objectives .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..ii
Table of Contents .. .. .. .. .. .. .. .. .. .. .. .. .. ..iii
Discussion .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..1
First Term .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..1
Introduction .. .. .. .. .. .. .. .. .. .. .. .. .. ..1
Definition .. .. .. .. .. .. .. .. .. .. .. .. .. ..1
Classification of Differential Equations (DE) .. .. .. ..4
Solutions of Differential Equations (DE) .. .. .. .. ..5
Solutions of some 1st order Differential Equations .. .. ..5
Variable Separable .. .. .. .. .. .. .. .. .. .. ..5
Exact Equation .. .. .. .. .. .. .. .. .. .. .. ..7
Linear Equation .. .. .. .. .. .. .. .. .. .. .. ..9
Substitution methods .. .. .. .. .. .. .. .. .. .. ..12
Review Problems .. .. .. .. .. .. .. .. .. .. .. .. ..14
Second Term .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..15
Application of 1st Order Differential Equations .. .. .. ..15
Decomposition/ Growth .. .. .. .. .. .. .. .. .. ..15
Newton’s Law of Cooling .. .. .. .. .. .. .. .. .. ..17
Mixing (non-reacting fluids) .. .. .. .. .. .. .. ..18
Electric circuits .. .. .. .. .. .. .. .. .. .. .. ..20
Linear Differential Equation of order n .. .. .. .. .. ..22
Introduction .. .. .. .. .. .. .. .. .. .. .. .. ..22
Homogeneous Linear DE with Constant Coefficients .. .. ..22
Non-homogeneous DE with Constant Coefficients .. .. ..24
Third Term .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..27
Laplace Transform of Functions .. .. .. .. .. .. .. .. ..27
Definition .. .. .. .. .. .. .. .. .. .. .. .. .. ..27
Transform of Elementary Functions .. .. .. .. .. .. ..27
Properties of Laplace Transform .. .. .. .. .. .. .. ..28
Inverse of Transform .. .. .. .. .. .. .. .. .. .. ..35
Initial Value Problems .. .. .. .. .. .. .. .. .. ..37
Exercises .. .. .. .. .. .. .. .. .. .. .. .. .. ..41
References .. .. .. .. .. .. .. .. .. .. .. .. .. .. .. ..42

ii
FIRST TERM

Introduction
The study of differential equations is a wide field
in pure and applied mathematics, physics, and engineering. All of
these disciplines are concerned with the properties of differential
equations of various types. Differential equations play an important role
in modeling virtually every physical, technical, or biological process,
from celestial motion, to bridge design, to interactions between neurons.
Differential equations such as those used to solve real-life problems may
not necessarily be directly solvable, i.e. do not have closed
form solutions. Instead, solutions can be approximated using numerical
methods.¹
An example of modeling a real-world problem using differential
equations is the determination of the velocity of a ball falling through
the air, considering only gravity and air resistance. The ball's
acceleration towards the ground is the acceleration due to gravity minus
the deceleration due to air resistance. Gravity is considered constant,
and air resistance may be modeled as proportional to the ball's velocity.
This means that the ball's acceleration, which is a derivative of its
velocity, depends on the velocity (and the velocity depends on time).
Finding the velocity as a function of time involves solving a differential
equation and verifying its validity.²

Definition

A differential equation is an equation that involves an independent


variable, dependent variable and differential coefficients of dependent
variable with respect to the independent variable.Isaac Newton listed
three kinds of differential equations:
dy
 f (x )
dx
dy
 f ( x, y )
dx
y y
x1  x2 y
x1 x2
Here “x” is an independent variable and “y” is a dependent variable

For example,

dy/dx = 5x

iii
1
A differential equation contains derivatives which are either partial
derivatives or ordinary derivatives. The derivative represents a rate of
change, and the differential equation describes a relationship between
the quantity that is continuously varying with respect to the change in
the speed. There are a lot of differential equations formulas to find
the solution of the derivatives.

When an equation involves one or more derivatives with respect to a


particular variable, that variable is called independent variable. A
variable is called dependent if a derivative of that variable occurs.

In the equation
d 2i di 1
L 2  R  i  E cos t
dt dt c
i is the dependent variable, t is the independent variable, and L, R, C,
E, and ω are called parameters.

 2V  2V
The equation   0 has one dependent variable V and two
x 2 y 2
independent variables.

dy
Since the ( x 2  y 2 )dx  2 xydy  0 may be written x 2  y 2  2 xy  0 or
dx
dy
(x2  y2 )  2 xy  0 we may consider either variable to be dependent, the
dx
other being the independent one.

2
EXERCISES

Identify the independent variables, the dependent variables, and the


parameter in the equations given below.
dy
(1)  cos x
dx
d2y
(2) 2
 k2y  0
dx
u 2  u
2
 2u
(3) h ( 2  2)
t x y
2
d i di 1
(4) L 2  R  i  E cos t
dt dt c
2
d w dw
(5) ( 2 )3  xy w0
dx dx
d 3x dx
(6) 3
 x  4 xy  0
dy dy
2
d y dy
(7) 2
 7( ) 3  8 y  0
dx dx
2 2
d y d x
(8)  x
dt 2 dt 2
f f
(9) x  y  nf
x y

3
Classification of Differential Equations (DE)

1. Ordinary or Partial Differential Equations


One of the most obvious classifications is based on whether the unknown
function depends on a single independent variable or on several
independent variables.
A differential equation involving ordinary derivatives of one or more
dependent variables is called an ordinary differential equation
(O.D.E.).
Example:
d2y dy
A) 2
 3x  e x  0
dx dx
B) cos xdy  xdx  0
dy dx
C)  x
dt dt

An equation involving partial derivatives of one or more dependent


variables with respect to more than one independent variable is called
a partial differential equation (P.D.E.).
Example:
 2  2  2
A)  
u 2 uv v 2
 2 f f
B) x 2  k
x y

2. Order
The order of a differential equation is the order of the highest
derivative appearing in the equation.

Example:
d3y d2y dy
A) 3
 3 2
 2  y  0 is an equation of order 3 or third order
dx dx dx
2
d y dy
B) 2
 2b( )5  y  0 is an equation of order 2 or second order
dx dx
   2
C)   0 is an equation of order 2 or second order
v uv
D) ( x  y 2 )dy  xydx  0 is an equation of order 1 or first order

3. Degree
The degree of a differential equation is given by the exponent that
is raised the highest derivative that occurs in the equation.

4
Example:
A) y' ' '2( y" )5  y  0 is an equation of degree 1
B) ( y" )3  ( y' )7  0 is an equation of degree 3
 2  2 2  6
C) ( )  ( )  0 is an equation of degree 2
u 2 uv v

4. Linear or Non-linear Equation


A linear ODE of order n, in the independent variable x and the dependent
variable y is an equation that can be expressed in the form:
ao ( x) y ( n )  a1 ( x) y ( n 1)  ....  an 1 ( x) y ' an ( x) y  b( x) where a0 ( x)  0

Note:
1. The dependent variable y and its derivatives occur to the first
degree only.
2. No products of y and/or any of its derivatives appear in the
equation.
3. No transcendental functions of y and/or its derivatives occur.

Equations that not satisfy the above conditions are called non-linear.

Examples:
d3y d2y
1.  5 x  y sin x  0 linear
dx 3 dx 2
2. y'e y  x non-linear
3. x 2 y" xy' y  cos x linear
d 2 y dy 3
4.  ( )  7 y  0 non-linear
dx 2 dx
5. cos xy"e x y' y  sin x linear

Solutions of Differential Equations (DE)


A solution of a differential equation is a relation between the
variables (independent and dependent), which is free of derivatives of
any order, and which satisfies the differential equation identically.

Solutions of some 1st order Differential Equations


dy d2y d3y
They are "First Order" when there is only , not or etc
dx dx 2 dx 3

Types of 1st Order Differential Equations

1. Variable Separable
"Separation of variables" allows us to rewrite differential
equations so we obtain an equality between two integrals we can

5
evaluate. Separable equations are the class of differential equations
that can be solved using this method.

Example:

dy y
1.  1
dx x

First, is this linear? Yes, as it is in the form


dy 1
 P( x) y  Q ( x) , where P(x)=  and Q(x)=1
dx x

dy dv du
Step 1. Substitute y=uv, and =u  v
dx dx dx
dy y
So this:  1
dx x
dv du uv
Becomes this: u  v  1
dx dx x
Step 2. Factor the parts involving v

dv du u
Factor v: u  v(  )  1
dx dx x

Step 3. Put the v term equal to zero


du u
 0
dx x
So,
du u

dx x

Step 4. Solve using separation to find u

du dx
Separate variables: 
u x
du dx
Put integral sign:  u  x
Integrate: ln( u )  ln( x)  c
Make c = ln(k): ln(u)=ln(x)+ln(k)
And so: u=kx

Step 5: Substitute u back into the equation at Step 2


(Note that v term equals to 0, so, can be ignored)
dv
kx  1
dx

6
Step 6: Solve this to find v,

dx
Separate variables: kdv 
x
dx
Put integral sign:  kdv   x
Integrate: kv  ln( x)  c
Make c=ln(c): kv=ln(x)+ln(c)
1
And so: v  ln( cx )
k
Step 7. Substitute into y=uv to find the solution to the
original equation.
1
y  uv : y  kx ln( cx)
k
Simplify: y  x ln( cx)

2. Solve this
dy 3 y
 x, ANSWER KEY : y  cx 3  x 2
dx x

2. Exact Equation
A differential equation of type P( x, y )dx  Q( x, y )dy  0 is called
an exact differential equation if there exists a function of two
variables u(x,y) with continuous partial derivatives such that
du ( x, y )  P( x, y )dx  Q( x, y )dy . The general solution of an exact equation
is given by u ( x, y )  C , where C is an arbitrary constant.
Test for exactness. Let functions P(x,y) and Q(x,y) have
continuous partial derivatives in a certain domain D. The
differential equation P( x, y )dx  Q( x, y )dy  0 is an exact equation if
Q P
and only if  .
x y
Algorithm for solving an exact differential equation.
1. First it’s necessary to make sure that the differential
equation is exact using the test for exactness:
Q P

x y
2. Write the system of two differential equations that define the
function u ( x, y ) :
u
 P ( x, y )
x
u
 Q ( x, y )
y

7
3. Integrate the first equation over the variable x. Instead of
the constant C, we write an unknown function of y:

u ( x, y )   P( x, y )dx   ( y )

4. Differentiating with respect to y, we substitute the function


u(x,y) into the second equation:

u 
y y 
  
P( x, y )dx   ( y )  Q( x, y )

From here we get expression for the derivative of the unknown


function  ( y ) :

 ' ( y)  Q( x, y) 

y
 P( x, y)dx
5. Integrate the last expression, we find the function  ( y ) and,
hence, the function u ( x, y ) :

u ( x, y )   P( x, y )dx   ( y )

6. The general solution of the exact differential equation is


given by

u ( x, y )  C

Note: In step 3, we can integrate the second equation over the


variable y instead of integrating the equation over x. After
integration we need to find the unknown function  (x ) .

Example:
1. Find the solution of the differential equation
 
2 xydx  x 2  3 y 2 dy  0

Solution:
The given equation is exact because the partial derivatives are the same:

Q  2 P

x x
 
x  3 y 2  2 x, (2 xy)  2 x
y

We have the following system of differential equations to find


the function u ( x, y ) :

8
u
 2 xy
x
u
 x2  3y2
y
By integrating the first equation with respect to x, we obtain

u  x, y    2 xydx  x 2 y   ( y )

Substituting this expression for u ( x, y ) into the second


equation gives us:

u  2

y y
 
x y   ( y)  x 2  3 y 2 ,

 x 2   ' ( y)  x 2  3 y 2 ,   ' ( y)  3 y 2

By integrating the last equation, we find the unknown function


 ( y) :
 ( y )   3 y 2 dy  y 3

so that the general solution of the exact differential equation


is given by

x 2 y  y 3  C , where C is an arbitrary constant

2. Solve this. Find the solution of the differential equation

6x 2
  
 y  3 dx  3 y 2  x  2 dy  0

ANSWER KEY: 2 x3  xy  3x  y 3  2 y  C , where C is an arbitrary real


number

3. Linear Equation
A linear differential equation is a differential
equation that is defined by a linear polynomial in the unknown
function and its derivatives, that is an equation of the form
a0 x  y  a1 x  y ' a2 ( x) y"...  an x  y n  b( x)  0

Where a0 ( x),..., an ( x) and bx  are arbitrary differentiable


functions that do not need to be linear, and y ' ,..., y n are the
successive derivatives of an unknown function y of the variable
x.

9
We consider two methods of solving linear differential
equations of first order:

1. Using an Integrating Factor


If a linear differential equation is written in the
standard form:
y ' a ( x) y  f ( x)
the integrating factor is defined by the formula

u ( x)  exp  a ( x)dx 
Multiplying the left side of the equation by the
integrating factor u(x) converts the left side into the
derivative of the product yx ux  .
The general solution of the differential equation is
expressed as follows:

y
 u( x) f ( x)dx  C , where C is arbitrary constant
u ( x)

2. Method of variation of a constant


This method is similar to the previous approach. First
it’s necessary to find the general solution of
the homogeneous equation:
y ' a ( x) y  0
The general solution of the homogeneous equation contains
a constant of integration C. We replace the constant C with
a certain (still unknown) function C(x). By substituting
this solution into the non-homogeneous differential equation,
we can determine the function C(x).
The described algorithm is called the method of
variation of a constant. Of course, both methods lead to the
same solution.

Examples:
1. Solve the equation y' y  xex  0

SOLUTION:
We rewrite the equation in standard form:
y' y  xex
We will solve this equation using integrating factor.
u ( x)  e   e   e x
( 1) dx  dx

Then the general solution of the linear equation is given by

10
y ( x) 
 u( x) f ( x)dx  C
u ( x)
e  x xex dx  C  xdx  C
 
ex ex
 x2 
 e x   C 
 2 

2. Solve the differential equation xy'  y  2 x 3

SOLUTION:
We will solve this problem by using the method of variation
of a constant. First we find the general solution of the
homogeneous equation:
xy'  y ,
which can be solved by separating the variables:

dy dy dx dy dx
x  y,   ,   ,
dx y x y x
 ln y  ln x  ln C ,  y  Cx

where C is a positive real number.

Now replace C with a certain (still unknown) function C(x)


and will find a solution of the original non-homogeneous
equation in the form:

y  C ( x) x

The the derivatives is given by

y '  C ( x) x'  C ' ( x) x  2 x 3 ,


 C ' ( x) x 2  C ( x) x  C ( x) x  2 x 3
 C ' ( x)  2 x

Upon integration, we find the function C(x):


C ( x)   2 xdx  x 2  C1 ,where C1 is an arbitrary real number

Thus, the general solution of the given equation is written


in the form

11
y  C ( x) x  ( x 2  C1 ) x  x3  C1 x

3. Solve this by a) Integrating Factor and b) by Method of


Variation of constant.

Solve the equation y"2 y  x .

ANSWER KEY: a) y  
1
1  2 x   Ce2 x
4
1
b) y   (1  2 x)  Ce 2 x
4

4.Substitution methods

The idea behind the substitution methods is exactly the same as


the idea behind the substitution rule of integration: by performing
a substitution, we transform a differential equation into a simpler
one.It will use one kind of substitution to transform a non-separable
equation into a separable one. And it also use another kind of
substitution to transform a non-linear equation into a linear
equation.

Example:
dy y  4 x
1. Solve the differential equation  .
dx x  y
SOLUTION:
This is not a linear differential equation and it is also
not separable! So no method we learned so far applies outright.
But through a substitution, we will transform this equation
into a separable one.

y du
Step 1. Make the substitution u ( x)  . First we calculate
x dx

du dy 1  1  dy 1 y
 .  y.  2   .  2
dx dx x  x  dx x x

Next, we rewrite the differential equation in terms of u


instead of y. On the right side, the most straightforward way
to do this is to solve y = ux and substitute ux for y. A quicker
way is to multiply the numerator and the denominator of the

12
1
expression by . On the left side, the way to do this is to
x
dy du
solve for in terms of .
dx dx

1
  y  4 x 
y
4
y  4x  x  x u4
Right side:   
x y 1 y 1 u
  x  y  1 
 x x
dy  du y  du y du
Left side:    2 .x  x  x u
dx  dx x  dx x dx

du u4
So we have, x u 
dx 1 u

We perform some algebra:


du u  4 u  4  u 1  u  u  4  u  u 2 u 2  4
x  u   
dx 1  u 1 u 1 u 1 u

du u 2  4
Then we have x  (Note: using this substitution
dx 1  u
implies x  0 )

Step 2. Check if the equation is separable.


1  udu 1

u  4dx x
2

Since the equation is separable, proceed to next step.

1  udu 1
Step 3. Solve 
u  4dx x
2

1 u 1
 u 2  4du   xdx
1
Right side:  dx  ln x  C
x
1 u
Left side:  2 du
u 4
We use integration by partial fractions
1 u A B Au  2  Bu  2
  
u 4 u2 u2
2
u2  4
Au  2   Bu  2   1  u
u A  B   2 A  2B  1  u
A  B  1 and 2 A  2 B  1
1 3
A   and B=
4 4

13
1 u 1 1 3 1 1 3
u 2
4
du  
4 u2
du  
4 u2
du 
4
ln u  2  ln u  2  D
4

1 3
ln u  2  ln u  2  ln x  E
4 4
So we have:
1
ln u  2   ln u  2 3  ln x  E
4
 
ln u  2 u  2  4 ln x  E
3

ln u  2 u  2   ln x
4
E
3

e

ln u  2 u  2
3
  eln x  E  eln x e E  F x 4
4 4

4
u2 u2  F x
3

y
Step 4. Substitute back u ( x)  .
x
y  2x y  2x
3
y  2x y  2x
3 3
y y 1
2 2   4
F 4
x x x x x x
 y  2 x  y  2 x 3 F

 y  2 x  y  2 x 3   F
 y  2 x  y  2 x 3  G

Notice that if the original equation was even slightly


different, for example:
dy y 2  4

dx x  y
y
the substitution u ( x)  would not turn into separable
x
equation and our method would fail.

dy x 2  3 y 2
2. Solve the differential equation 
dx 2 xy

ANSWER KEY: y   Gx3  x 2

14
Review Problems

Solve the following 1st order Differential Equation

dy
 2 xy  2 x 3 (ANSWER: y  1  x 2  ce x )
2
1.
dx

2. 2 xy  sin xdx  x 2  cos y dy  0 (ANSWER: x 2 y  cos x  sin y  C )

3. 1  2x 
x 2  y 2 dx  2 y x 2  y 2 dy  0

 
3
2 2
(ANSWER: x  x  y2 2 C  0)
3

2 ln x C
4. x 2 y'xy  2  0 (ANSWER: y   )
x x

5  cos 2 x
5. y ' y tan x  sin x, y (0)  1 (ANSWER: y ( x)  )
4 cos x

dy x 2  3 y 2
6.  (ANSWER: y   Gx3  x 2 )
dx 2 xy

4 Ixe4 x  3Ie 4 x  4 x  1
 4 x  y  1
dy
(ANSWER: y 
2
7. )
dx  1  Ie 4 x

dy 5t
8. t 2  2ty  y 3  0 (ANSWER: y 2  )
dx 2  Ct 5

dy 4 1
9.  y  x3 y 2 , x  0 (ANSWER: y  )
dx x  x ln( x)  Cx 4
4

10. x  y dx  x  y dy  0 (ANSWER: x 2  2 xy  y 2  c )


SECOND TERM

Application of 1st Order Differential Equations

One of the most prevalent applications of exponential functions involves


growth and decay models. Exponential growth and decay show up in a host
of natural applications. From population growth and continuously
compounded interest to radioactive decay and Newton’s law of cooling,
exponential functions are ubiquitous in nature.

Exponential Growth
Systems that exhibit exponential growth increase according to the
mathematical model
y  y0 e kt
where y 0 represents the initial state of the system and k>0 is constant.
Notice that in an exponential growth model, we have
y '  ky0 e kt  ky
That is, the rate of growth is proportional to the current function value.

Example. Consider the population of bacteria described earlier. This


population grows according to the function f (t )  200e0.02t , where t is
measured in minutes. How many bacteria are present in the population
after 5 hours(300 minutes)? When does the population reach 100,000
bacteria?

Solution:
We have f (t )  200e0.02t . Then
f (300)  200e0.02(300)  80,658.76
There are 80,658.76 in the population after 5 hrs.

To find when the population reaches 100,000 bacteria, we solve the


equation
100,000  200e 0.02( t )
500  e 0.02t
ln 500  0.02t
ln 500
t
0.02
t  310.73 min .
Thus,
The population reaches 100,000 bacteria after 310.73 minutes.

15
Exponential Decay
Exponential function used to model populations that shrink (from disease,
for example), or chemical compound that break down over time. The model
is nearly the same as exponential growth except that there is a negative
sign in the exponent.
y  y0 e  kt
where y 0 represent the initial state of the system and k>0 is a constant,
called the decay constant.

As with exponential growth, there is differential equation associated


with exponential decay. We have
y '   ky0 e  kt   ky

A common example of exponential decay is radioactive decay. Radioactive


materials, and some other substances, decompose according to a formula
for exponential decay.
A radioactive substance is often described in terms of its half-life,
which is the time required for half the material to decompose.
k  ln( 2)
where k is a constant k and half-life τ.

Example.Bone remains in an ancient excavation site contain only 14% of


the Carbon-14 found in living animals today. Estimate how old are the bone
remains. Use that the half-life of the Carbon-14 is τ = 5730 years.

Solution:
We write the solution of the radioactive decay equation as
y  y0 e  kt , kτ=ln(2)
Write the condition for t1, to be 14 % of the original Carbon-14, as
follows,
14 14  14 
y0 e  kt  y0  e  kt   kt  ln  
100 100  100 
So,
1  14 
t  ln  
k  100 
Recalling the expression for k in terms of τ,

 14 
ln  
t  
100 
ln 2
 14 
ln  
t  5730  100 
 16253.15
ln 2

16
Thus,
The bone remains is 16,253.15 years old.

Newton’s Law of Cooling


It says that an object cools at a rate proportional to the difference
between the temperature of the object and the temperature of the
surroundings.
If T represent the temperature of the object and Ta represents the ambient
temperature in a room, then

T '  k (T  Ta)
We know that the relationship between y and its derivative leads to
exponential decay. Thus,
y  y0 e  kt
And we see that
(T  Ta)  (T0  Ta)e  kt
T  (T0  Ta)e kt  Ta
Where To represents the initial temperature.

Example. According to experienced, the optimal temperature to serve


coffee is between 155 F and 175 F. Suppose coffee is poured at a
temperature of 200 F, and after 2 minutes in a 70 F room it has cooled
to 180 F. When is the coffee first cool enough to serve? When is the
coffee too cold to serve?

Solution:

We have

T  (T0  Ta )e  kt  Ta
180  (200  70)e  k ( 2 )  70
110  130e  2 k
110
ln  2k
130
ln 110  ln 130  2k
ln 130  ln 110
k
2
Then, the model is

T  130e ((ln110ln130) / 2)t  70

The coffee reaches 175 F when,

17
T  130e ((ln110ln130) / 2 ) t  70
175  130e ((ln110ln130) / 2 ) t  70
175  70
 e ((ln110ln130) / 2 ) t
130
21 ln 110  ln 130
 t
26 2
2ln 21  ln 26 
t  2.556
ln 11  ln 13
The coffee can be served about 2.5 mintes after it is poured. The coffee
reaches 155 F at

T  130e ((ln110ln130) / 2 ) t  70
155  130e ((ln110ln130) / 2 ) t  70
155  70
 e ((ln110ln130) / 2 ) t
130
17 ln 110  ln 130
 t
26 2
2ln 17  ln 26 
t  5.087
ln 11  ln 13

The coffee is too cold to be served about 5 minutes after it is poured.

Mixing (non-reacting fluids)


A Mixing Problem refers to water coming into a tank at a rate ri with
salt concentration qi , and going out the tank at a rate ro and salt
concentration qo , so that the water volume V and the total amount of salt
Q, which is instantaneously mixed, in the tank satisfy the following
equations,

V ' (t )  ri t   ro t 
Q ' (t )  ri (t )qi (t )  ro (t ), qo (t )
Q (t )
qo (t ) 
V (t )
ri ' (t )  ro ' (t )  0

The independent variable will be the time, t, in some appropriate unit


(seconds, minutes, etc). It may not be so obvious what to use for a
dependent variable: the concentration of salt in the liquid, or the amount
of salt. It is usually simpler to use the amount, Q (again, in

18
appropriate units such as kilograms). Then the basic principle
determining the differential equation is

dQ
 rate of salt entering - rate of salt leaving
dt

Example.Initially a tank contains 10,000 litres of brine with a salt


concentration of 1 kg salt per 100 litres. Brine with 2 kg salt per 100
litres enters the tank at a rate of 20 litres per second. The well-stirred
mixture leaves at the same rate. Find the concentration of salt as a
function of time.

Solution:

Let Q be the amount (in kg) of salt in the tank, and t the time in
seconds, with t=0 initially. We have Q(0) = 1/100 (10000) = 100 kg.

The rate at which salt enters is 20 (2/100) = 0.4 kg/sec. The rate at which
salt leaves is 20 C(t), where C(t) is the concentration of salt in the
tank at time t. Now C(t) = Q(t)/V(t) where V(t) is the volume of liquid
in the tank. Since liquid leaves at the same rate as it enters, the volume
is a constant (10000 litres). So the differential equation is

dQ Q
 0.4 
dt 500
This is a first-order linear equation. The integrating factor is
 (t )  exp( t / 500) , and the general solution is
Q(t )  200  C exp( t / 500)
Substituting the initial condition t=0, Q=100, the answer is

Q(t )  200  100 exp( t / 500)


Note what happens as t approaches ∞ : Q(t)→200. Q=200 is an equilibrium
solution: at this value of Q, dQ/dt=0, so Q would stay constant at this
value.

Electric circuits
Resistor
If a current i(t) is flowing through a resistor R ohms, then the voltage
VR (t ) across the resistor is given by

VR (t )  Ri (t )
Inductor

19
For an inductance of L Henry, the voltage-current relationship is given
by
d
VL (t )  L iL (t )ds
dt
Capacitor
For a capacitance of C farad, the voltage current relationship is given
by
1 t
V (t )   i (t )dt
C 
Example. Finding the optimal current of the below electrical circuits (RL
Circuits) in which the initial condition is i=0 at t=0.

Solution:

By Kirchhoff voltage law (KVL) method, we get

The differential equation for RL circuit of the figure was found to be


di
L  Ri  E
dt
In which the initial conditions is i=0 at t=0.

du ( x)
Write this equation in standard form  p ( x)u ( x)  g ( x)
dx
Divide the differential equation through by L to obtain
di Ri E
 
dt L L
This is now in standard form.
R Rt
 L dt
The integrating factor is e e L

Multiplying the equation in standard form by the integrating factor gives


Rt Rt Rt
 L di R E
e e L
ieL
dt L L
Or, rearranging
d  RtL  Rt
E
e i  e L
dt  
 L
Now integrate both sides and apply the initial condition to obtain the
solution

20
 RtL  Rt
E
    L L dt
d  e i   e

Rt
E RtL L
e i e
L
C
L R
Rt
E Rt
e Li  e L C
R
 Rt
E
i   Ce L
R
Applying the initial condition i=0 at t=0 gives

E
0 C
R
E
C
R
Now that as
E
t  , i 
R

Exercises:
1. An RL circuit has an emf of 5 V, a resistance of 50 Ω, an inductance
of 1 H, and no initial current. Find the current in the circuit at any
time t. Distinguish between the transient and steady-state current.
(Ans. i=0.1(1- e 50t ),Transient current i=0.1(1- e 50t )A, Steady state
current i=0.1A)
2. A tank has pure water flowing into it at 10 L/min. The contents of the
tank are kept thoroughly mixed, and the contents flow out at 10 L/min.
Initially, the tank contains 10 kg of salt in 100 L of water. How much
salt will there be in the tank after 30 minutes? (Ans.S=0.49787068 kg)
3. The temperature of a body dropped from 200° to 100° for the first
hour. Determine how many degrees the body cooled in one hour more if the
environment temperature is 0°? (Ans. 50°)
4. A strain of bacteria growing on your desktop doubles every 5 minutes.
Assuming that you start with only one bacterium, how many bacteria could
be present at the end of 96 minutes? (Ans.602,248.76 bacteria)
5. A colony of bacteria is growing exponentially. At time t=0 it
has 10 bacteria in it, and at time t=4 it has 2000. At what time will
it have 100,000 bacteria? (Ans. t=6.9534)

21
Linear Differential Equation of order n

The general form of such an equation is

a0 x  y n  a1 x  y n 1  ...  an 1 x  y ' an  x  y  F  x ,

where a0 , a1 , . . . , a n , and F are functions defined on an interval I.

A linear differential operator of order n is a linear combination of


derivative operators of order up to n,

L  Dn  a1Dn1  ...  an1D  an,


defined by

Ly  y n  a1 y n 1  ...  an 1 y ' an y
where the ai are continuous functions of x.

Homogeneous Linear DE with Constant Coefficients


Consider the general n-th order linear differential equation

a0 x  y n  a1 x  y n 1  ...  an 1 x  y ' an  x  y  F  x ,

where a0  0 and a0 , a1 , . . . , a n , and F are functions on an interval


I.
If a0 (x) is nonzero on I, then we may divide by it and relabel, obtaining

y n  a1 x  y n 1  ...  an 1 x  y ' an  x  y  F x ,

which we rewrite
Ly  F x 

where L  D n  a1 D n 1  ...  an 1 D  an.

If F(x) is identically zero on I, then the equation is homogeneous,


otherwise it is non-homogeneous.

If we have a homogeneous linear differential equation


Ly  0
its solution set will coincide with Ker(L). In particular, the Ker(L) of
a linear transformation is a subspace of its domain.

22
Theorem. The set of solutions to a linear differential equation of order
n is a subspace of C n I  . It is called the solution space. The dimension
of the solutions space is n.
Being a vector space, the solution space has a basis y1 x , y2 x ..., yn x 
consisting of n solutions. Any element of the vector space can be written
as a linear combination of basis vectors

yx   c1 y1 x   c2 y2 x   ...  cn yn x 

We can use the Wronskian to determine whether a set of solutions is


linearly independent.

y1  x  y2 ( x) yn ( x)
y1 '  x  y2 ' ( x) yn ' ( x)
. . .
W  y1 , y2 ,..., yn  x  
. . .
. . .
y1
n 1
x  y2
n1
( x) y2
n 1
( x)

Theorem. Let y1 , y2 , . . . , y n be solutions to the n-th order


differential equation Ly = 0 whose coefficients are continuous on I. If
W[ y1 , y2 , . . . , y n ](x) = 0 at any single point x ∈ I, then { y1 , y2 , . . . ,
y n } is linearly dependent.

Example. Verify that y1 x  cos 2 x and y2 x   3  6 sin 2 x are solutions to


the differential equations y"4 y  0 on (-∞,∞).

Solution:
Determine whether they are linearly independent on this interval.

cos 2 x 3  6 sin 2 x
W  y1 , y2 x  
 2 sin 2 x  12 sin x cos x

W y1, y2 x  6 sin 2x cos 2x  6 sin 2x cos 2x  0

They are linearly dependent. In fact, 3 y1 − y2 = 0.

23
The linear homogeneous differential equation of the nth order with
constant coefficients can be written as

y n x  a1 y n1 x  ...  an1 y' x  an yx  0,


where a1 , a2 ,…, a n are constants which may be real or complex.
Using the linear differential operator L(D), this equation can be
represented as
L( D ) y ( x)  0,
where
L( D)  D n  a1 D n 1  ...  an 1 D  an

For each differential operator with constant coefficients, we can


introduce the characteristic polynomial

L( )  n  a1n 1  ...  an 1  an .

The algebraic equation

L( )  n  a1n 1  ...  an 1  an  0

is called the characteristic equation of the differential equation.

Example. Solve the differential equation y" '2 y" y '2 y  0.

Solution:
Write the corresponding characteristic equation:
3  22    2  0.
Solving it, we find the roots:
2   2  (  2)  0,    2(2  1)  0,
   2(  1)  1  0,  1  2, 2  1, 3  1

It is seen that all three roots are real. Therefore, the general solution
of the differential equations can be written as

y x   C1e 2 x  C2 e x  C3e  x ,

where C1 , C2 , C3 are arbitrary constants.

Non-homogeneous DE with Constant Coefficients


Consider the non-homogeneous linear differential equation Ly  F . The
associated homogeneous equation is Ly  0 .

24
Theorem. Suppose { y1 , y2 , . . . , y n } are n linearly independent
solutions to the n-th order equation Ly  0 on an interval I, and y  y p
is any particular solution to Ly  F on I. Then every solution to Ly  F
on I is of the form

y  c1 y1  c2 y2  ...  cn yn  y p ,
 yc  y p
for appropriate constants c1 , c2 ,..., cn .

Consider the non-homogeneous linear differential equation


a2 x y"a1 x y'ao x  y  r x .
The associated homogeneous equation
a2 x  y"a1 x  y'ao x y  0.
is called the complementary equation. We will see that solving the
complementary equation is an important step in solving a non-homogeneous
differential equation.

General Solution to a Nonhomogeneous Equation.

Let y p  x  be any particular solution to the nonhomogeneous linear


differential equation

a2 x y"a1 x y'ao x  y  r x .
Also, let c1 y1 x   c2 y2 x  denote the general solution to the complementary
equation. Then, the general solution to the non-homogeneous equation is
given by
y ( x)  c1 y1 x   c2 y2 x   y p x .

Example. Find the general solutions to the given differential equation.


y"9 y  6 cos 3 x .

Solution:
Step 1.The complementary equation is y"9 y  0 , which has the general
solution c1e3 x  c2e 3 x
Step 2. Based on the form of r ( x)  6 cos 3x, our initial guess for the
particular solution is y p ( x)  A cos 3x  B sin 3x .
Step 3. None of the terms in y p (x) solve the complementary equation, so
this is a valid guess

25
Step 4. Now we want to find values A and B, so substitute y p into the
differential equation. We have

y p ' ( x)  3 A sin 3x  3B cos 3x and y p " ( x)  9 A cos 3x  9 B sin 3x

so we want to find values A and B such that


y p "9 y  6 cos 3 x
 9 A cos 3 x  9 B sin 3 x  9( A cos 3 x  B sin 3 x)  6 cos 3 x
 18 A cos 3 x  18 B sin 3 x  6 cos 3 x

Therefore,

 18 A  6
 18B  0

1 1
This gives A  and B  0 , so y p ( x)    cos 3 x
3 3
Putting everything together, we have the general solution

1
y ( x)  c1e 3 x  c2 e 3 x  cos 3 x
3

EXERCISES:
1. Find the general solutions to the following differential equations.
a) x"2 x' x  4e t (Ans. x(t )  c1e t  c2tet  2t 2et )
b) y"2 y'5 y  10 x 2  3x  3
(Ans. y( x)  c1e x cos 2 x  c2e x sin 2 x  2 x 2  x  1 )
4
c) y"3 y '  12t (Ans. y (t )  c1e3t  c2  2t 2  t )
3
2. Solve the following differential equations
a) y" '7 y"11y '5 y  0 (Ans. y ( x)  (c1  c2 x)e x  c3e5 x )
b) y IV  y" '2 y '  0 (Ans. y ( x)  c1  c2 e  x  e x (c3 cos x  c4 sin x) )
c) yV  18 y" '81y'  0 (Ans. y( x)  c1  (c2  c3 x) cos 3x  (c4 c 5 x) sin 3x)

26
Third Term
Laplace Transform of Functions
Definition
The Laplace transform, named after its inventor Pierre-Simon
Laplace (/ləˈplɑːs/), is an integral transform that converts a
function of a real variable t (often time) to a function of a complex
variable (complex frequency). The transform has many applications in
science and engineering because it is a tool for solving differential
equations. In particular, it transforms differential equations into
algebraic equations and convolution into multiplication.

Transform of Elementary Functions


Below are some functions f(t) and their Laplace transforms F(s).

27
Properties of Laplace Transform
1. Constant Multiple
If a is a constant and f(t) is a function of t, then

Laf(t)   aL f (t )

Example: L4cost  4Lcos t

2. Linearity Property
If a and b are constant while f(t) and g(t) are functions of t whose
Laplace transform exists, then

Laf(t)  bg(t)   aL f (t ) bLg (t )

Example: f (t )  5t  2

Solution:
L(5t  2)  5 L(t )  sL (1)
 1  1
L(5t  2)  5 2   2 
s  s
5 2
L(5t  2)  2 
s s
L(5t  2)  2 5  2 s 
1
s

3. First Shifting Property


If Lf(t)   F (s) . then,
 
L eat f(t)  F s  a 

Example: Find the Laplace transform of f (t )  e 2t t 3 .

Solution:
n!
L(t n ) 
s n 1
3!
L(t 3 )  31
s
6
L(t 3 )  4
s
Thus,
 
L e 2t t 3 
6
s  24

28
4. Secondary Shifting Property
 f t  a  ta
If Lf(t)   F (s) , and g t    , then
0 ta

Lg(t)   e  as F (s)

 f t  12 t 1
Example: Find the Laplace transform of g (t )  
0 t 1

Solution:
Lg t   e  as F (s)
F ( s)  L(t 2 ) and a=1
2
F (s)  3
s
Thus,
2
Lg t   e  s  3 
s 
s
Lg t   3
2e
s

5. Change of Scale Property


If Lf(t)   F (s) , then,
1 s
Lf(at)  
F 
a a
Example: Supposed that the Laplace transform of a certain function
s2  s 1
f t  is , find the Laplace transform of f(2t).
2s  1s  1

Solution:
1 s
If Lf(at)   F   , then by change of scale property,
a a
s2  s 1
Lf(t)  
2s  12 s  1
2
s s
     1
Lf(2t)   x    2 
1 2 2
2  s  s 
2 2   1  2  1
     

29
 s2   s 
     1
1  4   2 
Lf(2t)   x
2
s  12  s  1
2 
1 2
s  2s  4  
Lf(2t)   x
1 4
2 1 s  12 s  2
2

Lf(2t)  

s  2s  4
2

4s  1 s  2
2

6. Multiplication by Power of t
If Lf(t)   F (s) , then,

 
L t n f(t)  1
n dn
ds n
F s    1 F n  s 
n

Where n=1, 2, 3, …

Example: Find the Laplace transform of f t   t cos 2t .

Solution:

 
L t n f(t)  1
n dn
ds n
F s 

Lcos2t 
s
s  22 2

Lcos2t  2
s
s 4
1 d  s 
1
Ltcos2t   1 1  2
ds  s  4 
 ( s 2  4)(1)  s (2 s ) 
Ltcos2t     
 ( s 2  4) 2 
 s  4  2s 
2 2
Ltcos2t     2 2 
 ( s  4) 
4  s2
Ltcos2t   
s 2
4 
2

s2  4
Ltcos2t  
s 2
4 
2

30
7. Division by t
If Lf(t)   F (s) , then,
 f t 

L    F u du
 t  s
 f t  
Provided lim   exists.
t 0
 t 

sin t
Example: Find the Laplace transform of f (t )  .
t
Solution:

Lsint  
1
s 1
2


 sint  du
L  2
 t  s u 1
 sint 
  arctan u s

L
 t 
 sint 
L   lim arctan u s
a

 t  a 

 sint 
L   lim arctan a  arctan s 
 t  a 

Let
z=arctan a - arctan s
x=arctan a, tan x = a
y=arctan s, tan y = s

Hence,
z = x - y

tan z = tan (x-y)


tan x  tan y
tan z 
1  tan x tan y
as
tan z 
1  as
as
z  arctan
1  as
 as 
arctan a  arctan s  arctan  
 1  as 

Thus,

31
 sint    a  s 
L   lim  arctan  
 t  a    1  as 
  a s 
 sint     
arctan 
L   lim a a 

 t  a  
  1  as 
 
  a a 
  s 
  1  
 sint 
L   lim arctan  a

 t  a    1  s 
 
 a 
 s 
 1 
 sint 
L   arctan   
 t   1 s
 
a 
 s 
1 
 sint 
L   arctan   
 t   1 s
 
a 
 sint   1 0 
L   arctan  
 t  0s
 sint  1
L   arctan  
 t  s

8. Transforms of Derivatives
The Laplace transform of the derivative f’(t) exists when s > a, and

Lf' (t)  sL f t  f 0

In general, the Laplace transform of nth derivative is

 
L f n (t)  s n L f t  s n1 f 0  s n2 f ' 0  s n3 f " 0

For first-order derivative:

Lf' t   sL f t  f (0)

For second-order derivative:

Lf" t   s 2 L f t  sf (0)  f ' (0) Lf" t   s 2 L f t  sf (0)  f ' (0)

For third-order derivative:

32
Lf" ' t   s 3 L f t  s 2 f (0)  sf ' (0)  f " (0)

Proof of Laplace Transform of Derivatives



Lf' t    e  st f ' (t )dt
0

Using integration by parts,


u  e  st
du   se  st dt
dv  f ' (t )dt
v  f (t )

Thus,


Lf' t   e  st


f (t ) 0   f (t )(  se  st dt )
0
 
 f (t ) 
Lf' t    st   s  e  st f (t )dt )
 e 0 0

 f (t ) 
Lf' t    st   sL f t 
 e 0

Apply the limits from 0 to ∞:


 f (t ) 
Lf' t    st   sL f t 
 e 0
 f () f (0) 
Lf' t     0   sL f t 
 e e 
Lf' t   f (0)  sL f t 
Lf' t   sL f t  f (0)

Example: Find the Laplace transform of f (t )  t 3 using the transform of


derivatives.

Solution:

33
f (t )  t 3 ........... f (0)  0
f ' (t )  3t 2 ........ f ' (0)  0
f " (t )  6t......... f " (0)  0
f " ' (t )  6

L f " ' t   s 3 L f t  s 2 f (0)  sf ' (0)  f " (0)


L(6)  s 3 L(t 3 )  s 2 f (0)  sf ' (0)  f " (0)
L(1)  s 3 L(t 3 )  s 2 (0)  s (0)  (0)
1
6   s 3 L(t 3 )
s
6
s 3 L(t 3 ) 
s
6
L(t 3 )  4
s

34
Inverse of Transform

From Lf(t)   F (s) , the value f(t) is called the inverse Laplace transform
of F(s). In symbol,
L-1F(s)  f (t )
where L-1 is called the inverse Laplace Transform operator.

To find the inverse transform, express F(s) into partial fractions which
will, then, be recognizable as one of the following standard forms.
Theorem 1.
If a and b are constants,
L-1af(s)  bg(s)   aL1 f ( s)  bL1 g ( s)

Theorem 2.
L-1f(s)   e  at L1 f s  a 

8  3s  s 2
Example 1: Find the inverse transform of .
s3

Solution:

 8  3s  s 2  1  8 3s s 2 
L1  3   L  3  3
 3
 s   s s s 
 8  3s  s 2  1  1  1  1  1  1 
L1    8 L  3   3L  2   L  
s  s  s
3
 s 
1  8  3s  s 2   t 31   t 21 
L    8   3  1
 s3   3  1!  2  1!
 8  3s  s 2  t2 t
L1  3   8  3 1
 s  2 1
 8  3s  s 2 
L1  3   4t  3t  1
2

 s 

Example 2: Find the inverse transform of .

Solution:
 5 4s   1  1  s 
L1   2   5 L1    4L  2 
s  2 s  9  s2  s 9
 5 4s  1  s 
L1   2   5e 2t L1    4 L1  2 2 
s  2 s  9 s  s 3  5 4s
 2
 5 4s  s2 s 9
L1   2  5e 2t
1  4 cos 3t
 s  2 s  9 
 5 4s 
L1   2   5e 2t  4 cos 3t
s  2 s  9

36
35
Initial Value Problems

To use a Laplace transform to solve a second-order non-homogeneous


differential equations initial value problem, we’ll need to use a table
of Laplace transforms or the definition of the Laplace transform to put
the differential equation in terms of Y(s).

Once we solve the resulting equation for Y(s), we’ll want to simplify
it until we recognize that the terms in our equation match formulas in
a table of Laplace transforms. Then we’ll make reverse substitutions for
s in terms of t.

Example 1: Use a Laplace transform to solve the differential equation

y"10 y '9 y  5t
with
y ( 0)  1
and
y ' ( 0)  2
Solutions:

To solve this problem using Laplace transforms, we will need to transform


every term in our given differential equation. From a table of Laplace
transforms, we can redefine each term in the differential equation.

y"  s 2Y ( s)  sy (0)  y ' (0)


 10 y '  10sY ( s)  y (0)
9 y  9Y ( s)
5
5t  2
s

Plugging the transformed values back into the original equation gives

s 2Y ( s)  sy (0)  y ' (0)  10sY ( s)  y (0)  9Y ( s) 


5
s2

Now we’ll plug in the given initial conditions y(0)=-1, and y’(0)=2.

37
s 2Y ( s )  s (1)  2  10sY ( s )  1  9Y ( s ) 
5
s2
s 2Y ( s )  s  2  10sY ( s )  1  9Y ( s ) 
5
s2
5
s 2Y ( s )  s  2  10 sY ( s )  10  9Y ( s )  2
s
5
s 2Y ( s )  s  10sY ( s )  12  9Y ( s )  2
s

From here we want to solve for Y(s) so that we can use a reverse Laplace
transform to change this equation into an equation for y(t).

5
s 2Y ( s )  10 sY ( s )  9Y ( s )   s  12
s2
12 s 2  s 3  5
Y ( s )s 2  10 s  9  
s2
12 s 2  s 3  5
Y ( s )s  9 s  1 
s2
12 s 2  s 3  5
Y (s)  2
s s  9 s  1

We’ll need to use a partial fractions decomposition.

12s 2  s 3  5 A B C D
  2 
s s  9s  1 s s
2
s  9 s 1
5  12s 2  s 3  As( s  9)( s  1)  B( s  9)( s  1)  Cs 2 ( s  1)  Ds 2 ( s  9)
5  12s 2  s 3  As( s 2  10s  9)  B( s 2  10s  9)  C ( s 3  s 2 )  D( s 3  9 s 2 )
5  12s 2  s 3  As 3  10 As 2  9 As)  Bs 2  10 Bs  9 B  Cs 3  Cs 2  Ds 3  9 Ds 2
5  12s 2  s 3  ( As 3  Cs 3  Ds 3 )  (10 As 2  Bs 2  Cs 2  9 Ds 2 )  (9 As  10 Bs )  9 B
5  12s 2  s 3  ( A  B  C ) s 3  (10 A  B  C  9 D) s 2  (9 A  10 B) s  9 B

Equating coefficients, we get a system of linear equations.

A  C  D  1
 10 A  B  C  9 D  12
9 A  10 B  0
9B  5

Solving the fourth equation for B gives,


5
B
9

38
Plugging into the third equation, gives
5
9 A  10  0
9
50
A
81

Plugging the values of A and B for first two equation gives

50
 C  D  1
81
 50  5
 10    C  9 D  12
 81  9

which is

50
C  D  1 
81
  500  5
    C  9 D  12
 81  9

which is

81 50  131
CD  
81 81 81
500 5 81(12) 500 81(5) 1427
 C  9 D  12      
81 9 81 81 81(9) 81

By elimination,

500 5 81(12) 500 81(5) 1427


 C  9 D  12      
81 9 81 81 81(9) 81
131 1427
 8D   
81 81
1296
D  2
81* (8)

Finding the value of C,


131
CD
81
131
C 2
81
31
C
81

39
Plugging the value of A, B, C, and D back into the partial fractions
decomposition will give us

50 5 31
2
Y ( s)  81  92  81 
s s s  9 s 1

We will arrange each term in the decomposition to make it easier to find


a matching formula in the Laplace table.

50 1 5 1 31 1 1
Y (s)    2
81 s 9 s 2
81 s  9 s 1

The terms remaining inside the parentheses should remind us of these


transformations:

1
1
s
1
t 2
s
1
e9t 
s 9
1
et 
s 1

We will make these substitutions to get an equation for y(t).

50 5 31 9t
t (t )   t  e  2e t
81 9 81

This the solution to the initial value problem.

40
EXERCISES:

7 7 6
1. Find the inverse transform of . (Ans. sin 6t )
s 6 2
6
 s 5  8 3
2. Perform the indicated operation: L1  2  . (Ans. e 3t  e 2t )
s  s  6 5 5
3. Find the Laplace transform of f (t )  sin 2 t using the transform of
2
derivatives. (Ans.

s s 4
2
)

4. Find the Laplace transform of f (t )  e5t using the transform of


1
derivatives. (Ans. )
s 5
sin 2 t 1  s2  4 
5. Find the Laplace transform of f (t )  . (Ans. ln  2  )
t 4  s 
2s( s 2  27)
6. Find the Laplace transform of f (t )  t 2 cos 3t . (Ans. )
9
3
s 2

7. Supposed that the Laplace transform of a certain funtion f (t ) is
s2  s 1
, find the Laplace transform of f(2t).
(2s  1) 2 ( s  1)
s 2  2s  4
(Ans. )
4s  1 s  2
2

 f (t  2)3 t  2
8. Find the Laplace transform of g (t )  
0 t2
6e 2 s
(Ans. )
s4
2
9. Find the Laplace transform of f (t )  et sinh 2t .(Ans. )
s  2s  3
2

10. By using the linearity property, show that

s
L(cosh at )  .
s  a2
2

41
REFERENCES

Boyce, W.E. and DePrima, R.C.(2012)Elementary Differential


Equation.10th Edition.Copyright © 2012 John Wiley & Sons, Inc.

Rainville, E.D. and Bedient, P.E.Elementary Differential Equations.


7th Edition. Macmillan Publishing Company

Grigorian,A.(2008)Ordinary Difffferential Equation. Lecture Notes

https://www.mathsisfun.com/calculus/differential-equations-first-
order-linear.html

https://tutorial.math.lamar.edu/classes/de/Linear.aspx

https://www.math24.net/exact-differential-equations-page-2/

https://www.math24.net/linear-differential-equations-first-order-
page-2/

http://websupport1.citytech.cuny.edu/faculty/vgitman/diffeqs/lect
ure8.pdf

https://math.libretexts.org/Courses/Monroe_Community_College/MTH_
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xponential_Growth_and_Decay

https://www.intmath.com/differential-equations/5-rl-circuits.php

https://sites.math.washington.edu/~conroy/m125-general/mixingTank
Examples/mixingTankExamples01.pdf

https://www.math24.net/newtons-law-cooling/

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tml

https://www.math.upenn.edu/~moose/240S2015/slides7-28.pdf

https://www.math24.net/higher-order-linear-homogeneous-differenti
al-equations-constant-coefficients-page-2/#example2

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https://math.libretexts.org/Bookshelves/Calculus/Book%3A_Calculus
_(OpenStax)/17%3A_Second-Order_Differential_Equations/17.2%3A_Non
homogeneous_Linear_Equations

https://en.wikipedia.org/wiki/Laplace_transform

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s/problem-01-first-shifting-property-laplace-transform

https://www.kristakingmath.com/blog/laplace-transforms-to-solve-i
nitial-value-problems#:~:text=To%20use%20a%20Laplace%20transform,
s)%20Y(s).

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