MAT07 Differential Equations
MAT07 Differential Equations
OBJECTIVES
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
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.
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
3
Classification of Differential Equations (DE)
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 uv
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 uv v
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
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
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
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
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 )
u
y y
P( x, y )dx ( y ) Q( x, 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 )
u ( x, y ) C
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
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 )
u 2
y y
x y ( y) x 2 3 y 2 ,
x 2 ' ( y) x 2 3 y 2 , ' ( y) 3 y 2
6x 2
y 3 dx 3 y 2 x 2 dy 0
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
9
We consider two methods of solving linear differential
equations of first order:
y
u( x) f ( x)dx C , where C is arbitrary constant
u ( x)
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
10
y ( x)
u( x) f ( x)dx C
u ( x)
e x xex dx C xdx C
ex ex
x2
e x C
2
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
y C ( x) x
11
y C ( x) x ( x 2 C1 ) x x3 C1 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
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
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 u4
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 u4
So we have, x u
dx 1 u
du u 2 4
Then we have x (Note: using this substitution
dx 1 u
implies x 0 )
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 Au 2 Bu 2
u 4 u2 u2
2
u2 4
Au 2 Bu 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 u2
du
4 u2
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
u2 u2 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
dy x 2 3 y 2
2. Solve the differential equation
dx 2 xy
14
Review Problems
dy
2 xy 2 x 3 (ANSWER: y 1 x 2 ce x )
2
1.
dx
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 Ixe4 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
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.
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.
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.
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.
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.
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
17
T 130e ((ln110ln130) / 2 ) t 70
175 130e ((ln110ln130) / 2 ) t 70
175 70
e ((ln110ln130) / 2 ) t
130
21 ln 110 ln 130
t
26 2
2ln 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 ((ln110ln130) / 2 ) t 70
155 130e ((ln110ln130) / 2 ) t 70
155 70
e ((ln110ln130) / 2 ) t
130
17 ln 110 ln 130
t
26 2
2ln 17 ln 26
t 5.087
ln 11 ln 13
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
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
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
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:
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
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
a0 x y n a1 x y n 1 ... an 1 x y ' an x y F x ,
Ly y n a1 y n 1 ... an 1 y ' an y
where the ai are continuous functions of x.
a0 x y n a1 x y n 1 ... an 1 x y ' an x y F x ,
y n a1 x y n 1 ... an 1 x y ' an x y F x ,
which we rewrite
Ly F x
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
yx c1 y1 x c2 y2 x ... cn yn x
y1 x y2 ( x) yn ( x)
y1 ' x y2 ' ( x) yn ' ( x)
. . .
W y1 , y2 ,..., yn x
. . .
. . .
y1
n 1
x y2
n1
( x) y2
n 1
( x)
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
23
The linear homogeneous differential equation of the nth order with
constant coefficients can be written as
Solution:
Write the corresponding characteristic equation:
3 22 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 ,
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 .
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 .
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
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 c2tet 2t 2et )
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.
27
Properties of Laplace Transform
1. Constant Multiple
If a is a constant and f(t) is a function of t, then
Laf(t) aL f (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
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
Solution:
n!
L(t n )
s n 1
3!
L(t 3 ) 31
s
6
L(t 3 ) 4
s
Thus,
L e 2t t 3
6
s 24
28
4. Secondary Shifting Property
f t a ta
If Lf(t) F (s) , and g t , then
0 ta
Lg(t) e as F (s)
f t 12 t 1
Example: Find the Laplace transform of g (t )
0 t 1
Solution:
Lg t e as F (s)
F ( s) L(t 2 ) and a=1
2
F (s) 3
s
Thus,
2
Lg t e s 3
s
s
Lg t 3
2e
s
Solution:
1 s
If Lf(at) F , then by change of scale property,
a a
s2 s 1
Lf(t)
2s 12 s 1
2
s s
1
Lf(2t) x 2
1 2 2
2 s s
2 2 1 2 1
29
s2 s
1
1 4 2
Lf(2t) x
2
s 12 s 1
2
1 2
s 2s 4
Lf(2t) x
1 4
2 1 s 12 s 2
2
Lf(2t)
s 2s 4
2
4s 1 s 2
2
6. Multiplication by Power of t
If Lf(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, …
Solution:
L t n f(t) 1
n dn
ds n
F s
Lcos2t
s
s 22 2
Lcos2t 2
s
s 4
1 d s
1
Ltcos2t 1 1 2
ds s 4
( s 2 4)(1) s (2 s )
Ltcos2t
( s 2 4) 2
s 4 2s
2 2
Ltcos2t 2 2
( s 4)
4 s2
Ltcos2t
s 2
4
2
s2 4
Ltcos2t
s 2
4
2
30
7. Division by t
If Lf(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:
Lsint
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
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 0s
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 n (t) s n L f t s n1 f 0 s n2 f ' 0 s n3 f " 0
Lf" t s 2 L f t sf (0) f ' (0) Lf" t s 2 L f t sf (0) f ' (0)
32
Lf" ' t s 3 L f t s 2 f (0) sf ' (0) f " (0)
Thus,
Lf' t e st
f (t ) 0 f (t )( se st dt )
0
f (t )
Lf' t st s e st f (t )dt )
e 0 0
f (t )
Lf' t st sL f t
e 0
f (t )
Lf' t st sL f t
e 0
f () f (0)
Lf' t 0 sL f t
e e
Lf' t f (0) sL f t
Lf' t sL f t f (0)
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
34
Inverse of Transform
From Lf(t) F (s) , the value f(t) is called the inverse Laplace transform
of F(s). In symbol,
L-1F(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-1af(s) bg(s) aL1 f ( s) bL1 g ( s)
Theorem 2.
L-1f(s) e at L1 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
L1 3 L 3 3
3
s s s s
8 3s s 2 1 1 1 1 1 1
L1 8 L 3 3L 2 L
s s s
3
s
1 8 3s s 2 t 31 t 21
L 8 3 1
s3 3 1! 2 1!
8 3s s 2 t2 t
L1 3 8 3 1
s 2 1
8 3s s 2
L1 3 4t 3t 1
2
s
Solution:
5 4s 1 1 s
L1 2 5 L1 4L 2
s 2 s 9 s2 s 9
5 4s 1 s
L1 2 5e 2t L1 4 L1 2 2
s 2 s 9 s s 3 5 4s
2
5 4s s2 s 9
L1 2 5e 2t
1 4 cos 3t
s 2 s 9
5 4s
L1 2 5e 2t 4 cos 3t
s 2 s 9
36
35
Initial Value Problems
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.
y"10 y '9 y 5t
with
y ( 0) 1
and
y ' ( 0) 2
Solutions:
Plugging the transformed values back into the original equation gives
Now we’ll plug in the given initial conditions y(0)=-1, and y’(0)=2.
37
s 2Y ( s ) s (1) 2 10sY ( s ) 1 9Y ( s )
5
s2
s 2Y ( s ) s 2 10sY ( 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
12s 2 s 3 5 A B C D
2
s s 9s 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
A C D 1
10 A B C 9 D 12
9 A 10 B 0
9B 5
38
Plugging into the third equation, gives
5
9 A 10 0
9
50
A
81
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
CD
81 81 81
500 5 81(12) 500 81(5) 1427
C 9 D 12
81 9 81 81 81(9) 81
By elimination,
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
50 1 5 1 31 1 1
Y (s) 2
81 s 9 s 2
81 s 9 s 1
1
1
s
1
t 2
s
1
e9t
s 9
1
et
s 1
50 5 31 9t
t (t ) t e 2e t
81 9 81
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: L1 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
)
f (t 2)3 t 2
8. Find the Laplace transform of g (t )
0 t2
6e 2 s
(Ans. )
s4
2
9. Find the Laplace transform of f (t ) et sinh 2t .(Ans. )
s 2s 3
2
s
L(cosh at ) .
s a2
2
41
REFERENCES
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_
211_Calculus_II/Chapter_6%3A_Applications_of_Integration/6.8%3A_E
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/
https://mathbitsnotebook.com/Algebra2/Exponential/EXGrowthDecay.h
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
42
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
https://www.mathalino.com/reviewer/advance-engineering-mathematic
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).
43