The Study-guide has the updated information on the winter school and oth-

erwise is identical to the previous document.

Statement on Anti-Discrimination
The University of Pretoria is committed to building an inclusive, affirming and trans-
formed institutional culture, curriculum and campus life. It rejects and condemns racism,
sexism, homophobia, transphobia, xenophobia, ethnic chauvinism, religious intolerance,
unfair discrimination, hate speech, sexual harassment, gender-based violence and retali-
ation, and all other forms of discrimination. The University has committed itself to the
eradication of these practices, and in 2019 adopted an Anti-Discrimination Policy, in or-
der to realise procedural and substantive equality in all respects. As the lecturer and
presenter of this course, I acknowledge the extreme harm that racism, sexism, xenopho-
bia and other forms of discrimination have inflicted and continue to inflict on our society
and communities. I commit to ensuring that there is an open dialogue between myself
and all the students in the module on curriculum content and teaching method which
may be interpreted as discriminatory or exclusive. I undertake to ensure that any such
concerns are raised without fear of intimidation or recrimination. Moreover, I resolve to
continuously improve the teaching of this course in a way that allows the inclusion of all
the students enrolled for this course, building their self-confidence and self-efficacy, and
supporting the ultimate goal of substantive equality for all persons. The choices that we
make about curriculum content and pedagogy (what and how we teach) are also choices
about what kind of society we wish to build. In this declaration of intent, I resolve to
be part of and give substance to the University’s anti-discrimination and transformation
endeavours.

1
 WTW 256
DIFFERENTIAL EQUATIONS

STUDY GUIDE 2024 (SEMESTER 1)

ORGANISATIONAL COMPONENT

1. Admittance 3
2. Lecturers 3
3. Rules of assessment 3
4. Text book 6
5. Learning activities 6
6. General 7

STUDY COMPONENT

1. Use of the study guide 9

2. General objectives 9
3. Learning outcomes 9
4. Pre-knowledge 10
5. Module structure 10

THEMES

Theme 1: First order differential equations 11

Theme 2: Second and higher order linear differential equations 16
Theme 3: The Laplace transform and solving linear differential equations 18
Theme 4: Linear systems of differential equations 21

APPENDIX

Appendix 1: Existence and Uniqueness theorems for first-order differential equations 26

Appendix 2: Autonomous differential equations 27
Appendix 3: Second order homogeneous linear differential equations 28
Appendix 4: Laplace-transform
Appendix 5: Higher order differential equations as first order systems
Appendix 6: Table of Laplace transforms ??

2
ORGANISATIONAL COMPONENT

1. ADMITTANCE

For admittance to the course WTW 256 you must satisfy the prerequisite of having
passed WTW 158 and WTW 164.
2. LECTURERS

Module Coordinator: Prof Manjunath Gandhi

Lecturers Office Tel: 012420 e-mail

Dr B M Simelane Botany 2-8 3632 [email protected]
Prof M Gandhi Mathematics 1-27.1 2611 [email protected]
Dr T Chalebgwa Mathematics 1-20 3575 [email protected]
3. RULES OF ASSESSMENT

The examination and test instructions in the yearbook must be followed meticu-
lously.
3.1 Material for tests
Material for semester tests will be published on ClickUP. Please refrain from
enquiring with your lecturer whether you would be asked to reproduce a proof
of a result in the exam/test. Although you won’t specifically be required to
duplicate any proof, there may be questions that need you to follow specific
steps in a proof that you may have witnessed in the lectures.
3.2 Queries
All queries concerning the grading of a specific assessment must be finalized
within 3 (three) days after the marks are posted. After three days it is assumed
that all marks are final and correct and absolutely no further discussion will
be entered into nor will any marks be changed. It is your responsibility to do
this.
3.3 Semester Tests
Semester tests will be written during the engineering test weeks.
Semester Test 1 : 24 March 2025 between 14:30 – 16:00
Semester Test 2 : 06 May 2025 between 14:30 – 16:00.
Should there be any changes to the semester test dates, the changes will be
announced at a later stage on ClickUP.
3.3 Special Tests
If you have missed a semester test due to a valid medical reason, you need to
write the special test later. The date and time of such a test will be announced
on Clickup and will cover the topics for both the semester tests.

3
3.4 Absence from semester tests due to medical reasons
If you couldn’t do an assessment due to a medical reason the module coordi-
nator must be notified within three days from the date of the assessment.
Follow the procedure below and take note of the requirements for an acceptable
medical certificate/affidavit.
• Valid original sick notes are accepted if issued by a medical doctor regis-
tered at the Health Professions Council of South Africa (HPCSA). The only
other type of sick note that is accepted are those issued by an Advanced
3 Practice Nurse ( a registered nurse with a postgraduate qualification) as
determined by the South African Nursing council who has a BHCF prac-
tice number, provided that the diagnosis falls into their specific field of
specialisation.
• An affidavit will only be accepted if supported by substantiating documen-
tation, e.g. case report or criminal charge with case number obtained from
a police station, valid medical certificate for injuries, a death certificate for
a funeral, etc. Please note that submission of fraudulent sick notes and
affidavits is a criminal offense, which will lead to disciplinary action and
may result in dismissal.
• A medical certificate stating that a student has attended a clinic or con-
sulted a doctor or any qualified medical professional will not be accepted
unless it is clearly indicated that the student is unfit to do the assessment.
• A medical certificate stating that a student appeared ill or declared himself
/ herself unfit to attend an assessment, will not be accepted.
• The doctor must be consulted on, or before, the date of the scheduled
assessment.
3.5 Tutorial tests
Tutorial tests will be written regularly during the semester Take all assessments
very seriously. A very big fraction of tutorial tests (which are the best per-
formances) would contribute towards your semester mark. Please do NOT
send emails/lecturers enquiring the number of tests that would contribute to
the semester mark. That will be announced only when the semester mark is
finalised.
There will be no ”sick tests” for tutorial tests. Please do not email the lectur-
ers//concerning a sick note for the test missed.
3.6 Extra time
Students who need extra time for the assessments during the semester test
weeks or examination period must get a valid and applicable document (a
letter on a letter heading from the Faculty of Engineering) from student ad-
ministration. A copy of this letter must be mailed to the module coordinator
not later than a week and not earlier than 10 working days before the first
engineering test week. No extra time is granted for other assessments.

4
 3.7 Calculations of final marks
Semester mark Final mark
Semester test 1 35% Semester mark 50%
Semester test 2 35% Examination mark 50%
Tutorial tests/assignments 30%
3.8 Admittance and pass requirements
• To obtain admittance to the examination a semester mark of at least 40% is
required.
• To pass the course a final mark of at least 50% is required and a subminimum
of 40% for the examination. It is also important to have at least 40% for each
theme.
3.9 Re-examination
A student qualifies for a re-examination or the supplementary examination if
he/she complies with the following criteria:
• the final mark is between 40% and 49%,
The final mark in the case of a re-examination will be calculated as follows:
Semestermark 50%
Re-examination mark 50%
To pass the course a final mark of 50% is required and a subminimum of 40%
for the re-examination.
The final mark awarded may not be more than 50%.

3.10 Winter school

Summer and Winter schools Refer also to General Regulation G.12.6. Red. The
winter school would be held for the module only if there is a lecturer available to
do so, and the possibility would be announced on Clickup after the supplementary
examination.

(i) To gain entry into a Summer or Winter school that is presented, a student:
(a) Must have obtained exam entry for the module in the previous semester
and received a final mark of at least 40%.
(b) May be allowed into a Summer School/Winter School if exam entry was
obtained in the previous exam, the final mark of 40% was not obtained
AND it is the only outstanding first year module OR second year module.
(c) May be allowed into a Winter School if exam entry was obtained in the
preceding June exam, the final mark of 40% was not obtained AND it is
the only outstanding module from the previous academic year.
(ii) If a student fails the Summer/Winter School presented, the module needs to
be repeated.
(iii) If a student qualifies to do more than one Summer/Winter school and there
is an overlap between the Summer/Winter School, the student needs to select
between the two and cannot do both.

5
 No exceptions are made.

4. PRESCRIBED TEXTBOOK

Zill: Differential Equations with Boundary-Value Problems, 9th edition, Interna-

tional Metric Edition ISBN 9781337559881

5. LEARNING ACTIVITIES

5.1 Contact time and learning hours:

Number of lectures per week: 2
Number of tutorial classes per week: 1

This module carries a weight of 8 credits, indicating that on average a students

should spend some 80 hours to master the required skills (including time for
preparation for tests and examinations). This means that on average you
should devote at least 5 hours of study time per week to this module. The
scheduled contact time is approximately 3 hours per week, which means that
at least another 2 hours per week of own study time should be devoted to the
module.
5.2 Timetable
The timetable for the lectures for the various groups is in the below table.

5.3 Tutorial classes

The timetable for the tutorials would be announced on ClickUp. Attendance
of the tutorial classes is compulsory. You may not attend another tutorial as
the one that you are allocated to. If you do attend another tutorial, the test
will not be taken into consideration and you will be regarded as absent. It is
expected from you to
• prepare the theoretical part thoroughly before the tutorial class and
• do all the exercises for the tutorial class beforehand. The idea of the
tutorial class is to sort out the problems that you had while preparing for
the tutorial class and not to start doing the exercises in the tutorial class.
• The material for the tutorials will be posted weekly on ClickUP.
i. If you do not have a class test on a particular tutorial session please leave
the venue if you will have no further questions regarding the WTW 256
course so that you do not disturb other students. Specifically, if you are

6
 working on exercises from another course (WTW 258) following the tuto-
rial session, please practise outside the venue till such time the WTW 256
lecturer/teaching assistant is assisting the students with WTW 256.

6. GENERAL

6.1 Consultation
The consulting hours of the lecturers are displayed on their office doors and
on ClickUP. Students may consult lecturers only during the consulting hours
as indicated, or by appointment. This policy also holds before tests and
examinations. This policy aims at encouraging students to plan their work
and to work continuously.
6.2 ClickUP and Announcements:
The study guide does not necessarily contain all the information. Important
announcements may be made during lectures and will be posted on ClickUP.
It is very important that you open ClickUP at least once a day to check for
announcements. You do not necessarily always get a notification about new
announcements. It remains your responsibility to engage actively in the course
and read all announcements and act accordingly if necessary.
6.3 Disciplinary cases
The policy of the Department Mathematics and Applied Mathematics is to
refer all cases where even the slightest suspicion of irregularity exists, without
exception, to the disciplinary committee of the university.
6.4 Previous semester tests and examination papers:
We strongly advise students not to put too much emphasis on previous papers
when preparing for tests and examinations.
Note that copyright is reserved for all the semester tests and examination
papers.

7
STUDY COMPONENT

1. USE OF THE STUDY GUIDE

1.1 The course is divided into a number of THEMES. Each theme is subdivided
into LECTURE UNITS, each with its own LEARNING OUTCOMES, in order
to provide you with an overview of the structure of the course. It also tells you
exactly what is expected from you.

1.2 The material you have to master is indicated clearly in the LEARNING OUT-
COMES and can be found in the SOURCE. Unless indicated otherwise, you
must comprehend and know everything in full. You must write out proofs in
a logical way, showing insight, sometimes with more explanatory steps than in
the text book. Please note that amongst other reasons, the text book is pre-
scribed to accustom you with the book in order that you will do further reading
about topics not covered in the course when you need more information on such
topics.

1.3 The LEARNING OUTCOMES are basic guidelines. It does not mean that
examination questions will consist only of theory and the type of problems
spelt out in the learning outcomes. It may sometimes be necessary to combine
your knowledge of different themes to solve a problem. The first step however
remains to check after each lecture unit that you have indeed reached the set
learning outcomes.

1.4 The tutorial problems test whether you have reached the learning outcomes.
Solving problems also ensures that you get the necessary training in the appli-
cation of your knowledge. It is of utmost importance that these problems are
done as soon as possible after the completion of a lecture unit. In this way you
ensure that you do not lapse behind.

2. GENERAL OBJECTIVES

2.1 To establish the concept of a differential equation or system of differential

equations as a mathematical model for a real life situation.
2.2 To classify differential equations and master a number of solution techniques.
2.3 To introduce the Laplace transform.
2.4 To introduce the student to the qualitative analysis of differential equations.

3. LEARNING OUTCOMES

After completion of this module the student should:

3.1 identify a differential equation as a problem where the unknown is a function;

9
 3.2 discuss the concept of a function and its importance in applications;
3.3 explain how a differential equation or system of differential equations can serve
as a mathematical model for a real life situation and can thus be used to solve
real life problems;
3.4 to classify differential equations and systems of differential equations;
3.5 to solve first order differential equations (linear and nonlinear), higher order
linear differential equations, first order linear systems;
3.6 use the Laplace transform to solve initial value problems;
3.7 explain the conditions for uniqueness of solutions of initial value problems;
3.8 explain the meaning of constant solutions as equilibria of dynamical processes.

4. PRE-KNOWLEDGE

The most important pre-knowledge necessary for each theme is indicated in the
beginning of each theme. This pre-knowledge is very important in order to pass
the course. It is the students own responsibility to do the necessary revision in good
time.

5. MODULE STRUCTURE

The subject matter for the course is divided into four themes:

1. First order differential equations 7 lectures

2. Second and higher order linear differential equations 4 lectures

3. The Laplace transform and solving linear differential equations 7 12 lectures

4. Linear systems of differential equations 5 12 lectures

10
THEME 1: FIRST ORDER DIFFERENTIAL EQUATIONS
The study of differential equations began with Leibniz, the Bernoulli brothers, and others
from the 1680s, soon after Newton’s “fluxional equations” in the 1670s. Differential
equations has been a significant branch of pure and applied mathematics since the mid
17th century. Much of the topics that you study in this theme are 18th-century versions
of the 17th-century developments.

This theme is divided into 5 lecture units:

1.1 Basic ideas 1 lecture
1.2 Separable equations and applications 2 lectures
1.3 Linear first order equations 1 lecture
1.4 Substitution methods 2 lectures
1.5 Autonomous differential equations 1 lecture

PRE-KNOWLEDGE: Differentiation and integration techniques

Partial fractions
Note. There is a general idea of when solutions can locally exist or even be locally
unique to differential equations. These results are listed in (Appendix 1) and often known
as the Peano’s Theorem and Picard-Lindelöf Theorem. So the learning objectives that
repeat in some of the lecture units is the same idea that can be applied to different types
of first-order differential equations.

LECTURE UNIT 1.1

BASIC IDEAS

Number of lectures: 1

Learning outcomes
After completion of this lecture unit you should:

1. be familiar with the terms differential equation, initial value and initial value
problem.

2. know what is meant with the order of a differential equation.

3. classify a differential equation as linear or non-linear.

4. know what is meant with a solution of a differential equation or initial value prob-
lem.

11
 5. be familiar with the terms general solution (family of solutions), explicit and
implicit solution, particular solution and singular solution.

6. determine whether a given function is a solution of a differential equation or initial

value problem (in other words whether it satisfies the differential equation or initial
value problem).

7. take note of the differential form of a first order differential equation.

Source: Zill: Sections 1.1 and 1.2 pp 1-17 (Example 4 included).

Tutorial:

1. Zill: Exercises 1.1 nrs 1, 3, 5, 7, 11, 13, 15, 19 (Do not sketch the solution), 21, 23,
31, 35, 45, 59, 61 (a) and (b).

2. Zill: Exercises 1.2 nrs 3, 11, 13, 35, 37, 39, 41, 45 and 47.

3. Revision of integration: Stewart Calculus (9th edition): Ex 5.5 (p 425) nrs 7-43, p
429 nrs 11 - 42. Ex 7.1 (p 490) nrs 3, 4, 6, 11, 12, and 19, Ex 7.4 (p 515) nrs 1, 3,
5, 7, 9, 21, 23, 26 and 34.

LECTURE UNIT 1.2

SEPARABLE EQUATIONS AND APPLICATIONS

Number of lectures: 2

Learning outcomes
After completion of this lecture unit you should:

1. know when a differential equation is called separable and solve such differential
equations and initial value problems.

2. apply (or know when to apply) the existence and uniqueness theorems (Appendix
1) to initial value problems.

3. interpret elementary mathematical models and solve the initial value problems, e.g.

(a) natural growth and decay.

(b) cooling and heating.

Source: Zill: Section 2.2 pp 47 –50 (including Example 4), Section 1.3 pp 22 –26 (not
”series circuits”), Section 3.1 pp 85 – 88 (not ”Mixtures”) and Appendix 1 at the back
of the study guide.

Tutorial:

12
 1. Zill: Exercises 2.2 nrs 1, 3, 6, 7, 9, 10, 17, 19, 21, 22, 23, 25, 31 and 45.

2. Zill: Exercises 3.1 nrs 1, 3, 5, 13, 15, 17.

LECTURE UNIT 1.3

LINEAR FIRST ORDER DIFFERENTIAL EQUATIONS

Number of lectures: 1

Learning outcomes
After completion of this lecture unit you should:

1. know when a differential equation is called linear and solve such differential equa-
tions by using integrating factors.

2. apply the existence/uniqueness theorems (Appendix 1) to initial value problems.

Source: Zill: Section 2.3 pp 55 – 59 (Ex 5 included) and Appendix 1.

Tutorial: Zill: Exercises 2.3 nrs 1, 3, 5, 7, 11, 13, 17, 27, 33 and 55.

LECTURE UNIT 1.4

SUBSTITUTION METHODS

Number of lectures: 2

Learning outcomes
After completion of this lecture unit you should:

1. use substitution methods to solve differential equations.

2. identify and solve first order homogeneous differential equations. See remark.

3. identify and solve Bernoulli equations.

4. apply the existence/uniqueness theorems (Appendix 1) to initial value problems.

Source: Zill: Section 2.5 pp 72 – 75 and Appendix 1.

Remark: A first order homogeneous differential equation is a differential equation of the
dy y
form = f ( ). Ignore the definition of a homogeneous differential equation as given in
dx x
the text book, p 72.

Tutorial:

13
 1. Zill: Exercises 2.5 nrs 7, 8, 11, 15, 19, 21, 23, 25, 27 and 29.

2. The following problems on the application of the uniqueness theorems

(Appendix 1):

(a) Examine if the uniqueness theorem can be applied to determine if the IVPs
have at most one solution locally.
i. y ′ = xy 2 with y(0) = 2.
ii. y ′ = ln y with y(0) = 1.
√
iii. y ′ = x y with y(1) = 1.
󰁳
iv. xy ′ = y 2 − x2 with y(1) = 2.
v. xy ′ + y = x2 with y(1) = 2.
√
vi. y ′ + xy = x y with y(0) = 2.
(b) Consider the initial value problem

dx √
= − 1 − x2 with x(0) = 1
dt
and the functions x1 and x2 defined by

x1 (t) = 1 and x2 (t) = cos t.

i. Verify that both functions satisfy the initial value problem.

ii. According to the uniqueness theorem in the Appendix an initial value prob-
lem of this type has a unique local solution, but in this case there are two
solutions. Explain carefully why this does not represent a contradiction.

3. Zill: Exercises p 82 nrs 21, 23 and 27.

LECTURE UNIT 1.5

AUTONOMOUS DIFFERENTIAL EQUATIONS

Number of lectures: 1

Learning outcomes
After completion of this lecture unit you should:

1. sketch graphs of solutions without solving the differential equation.

2. identify an autonomous differential equation.

3. explain the concepts equilibrium solution and equilibrium (critical point).

14
Source: Appendix 2 and Zill: Section 2.1.2 pp 39 – 42 (Ex 5 included).
Tutorial:

1. Sketch the graph of the solution for each of the following initial value problems
without solving the problem. The shape of the graph must be explained in detail.
Then solve it and use the solution to sketch the graph.

(a) y ′ + 2y = 20 with (i) y(0) = 60 and (ii) y(0) = 0.

dx
(b) = x(10 − x) with x(0) = 1.
dt
2. Sketch the graph of the solution for each of the following initial value problems
without solving the problem. The shape of the graph must be explained in detail.

(a) y ′ = −y 2 + 3y + 10 with (i) y(0) = 0 and (ii) y(0) = 10.

4
(b) y ′ = − 1 with y(0) = 1.
y2
dx 10 √
(c) = √ − x with x(1) = 10.
dt x
4
(d) y ′ = − 2 with y(0) = 1.
y
3. Zill: Exercises 2.1.2 nrs 19, 20, 29 and 38.

Mixed Problems
Classify(if possible) the differential equation as separable, linear, Bernoulli or homoge-
neous and find a general explicit (if possible) solution of the differential equation. Check
some of your answers by substituting the solution into the differential equation to check
if it satisfies the differential equation.
1. x5 + 5y − xy ′ = 0 2. xy 2 − 7y 2 − x2y ′ = 0 3. 3xy + y 2 − x2 y ′ = 0

4. 2y + x4 y ′ = 3xy 5. 2xy 2 + (x2 + 4)y ′ = y 2 6. 2x2 y + (x3 lnx)y ′ = 1

7. x′ + 3x = 3t2 e−3t 8. x′ = t2 − 2tx + x2 9. 2t2 x − t3 x′ = x3

10. 3x5 y 2 + x3 y ′ = 2y 2 11. xy ′ + 3y = 3x−1.5 12. (x2 − 1)y ′ + (x − 1)y = 1

2 3
13. xy ′ = 6y + 12x4 y 3 14. 7x2 y 2 + x 2 y ′ = y 2 15. 2y + (x + 1)y ′ = 3x + 3
√
16. 2xy + x2 y ′ = y 2 17. xy ′ + 2y = 6x2 y 18. y ′ = 1 + x2 + y 2 + x2 y 2

19. x2 y ′ = −19xy + 4y 2 + 25x2 20. 5xy 2 + y ′ = 4x4 y 2 21. x3 y ′ = x2 y − y 3

3
22. 3y + x3 y 4 + 3xy ′ = 0 23. y + xy ′ = 2xe2x 24. (3x + 1)y ′ + y = (3x + 1) 2
√
25. y ′ = 2x + 2y

15
THEME 2: SECOND AND HIGHER ORDER
LINEAR DIFFERENTIAL EQUATIONS
Most 18th-century developments in the field followed the tradition of Leibniz with of
course consolidation and extension. Most applications were made to mechanics and as-
tronomy. The connection between differential equations and algebraic equations was also
made during this period. We mainly study these interconnections between differential
equations and algebraic equations in this theme. Linear equations with constant coeffi-
cients serve as important models and they can be solved by algebraic equations avoiding
integration.

This theme is divided into 2 lecture units:

2.1 Second and higher order homogeneous linear differential equations 2 12 lectures
2.2 Non-homogeneous linear differential equations 1 12 lectures

PRE-KNOWLEDGE: Complex numbers

Polynomial equations (Factor and remainder theorems)

LECTURE UNIT 2.1

SECOND AND HIGHER ORDER HOMOGENEOUS LINEAR DIFFEREN-
TIAL EQUATIONS

Number of lectures: 2 12

Learning outcomes
After completion of this lecture unit you should:

1. know when an initial value problem for a linear differential equation has a unique
solution.

2. classify homogeneous and non-homogeneous linear differential equations.

3. know that a linear combination of solutions of a homogeneous higher order lin-

ear differential equation will also be a solution and prove this for a second order
homogeneous linear differential equation.

4. know what it means when a set of functions is linearly independent and use the
Wronskian to determine whether a set of solutions for a linear homogenous equation
are linearly independent or not.

5. know that the general solution of a n-th order homogeneous linear differential equa-
tion can be obtained by a linear combination of n linearly independent solutions
of the differential equation.

16
 6. know that any collection of n linearly independent solutions of a nth order linear
homogenous differential equation is called a fundamental set of solutions.

7. know the relevant theorems (Appendix 3 in the study guide) that enable us to find
the general solution of a homogeneous second order linear differential equation with
constant coefficients.

8. find the general solution of a homogeneous second order linear differential equation
with constant coefficients.

9. solve any higher order homogeneous linear differential equation with constant coef-
ficients, as well as initial value problems, by using the auxiliary equation.

Source: Zill: Sections 4.1.1 and 4.1.2 pp 118 – 127, Section 4.3 pp 135 – 140 as well as
Appendix 3 in the study guide.
Tutorial:
1. Zill: Exercises 4.1 nrs 1, 5, 9, 13, 15, 17, 23, 27, 38 and 40.
2. Zill: Exercises 4.3 nrs 3, 5, 7, 11, 13, 15, 17, 19, 23, 25, 29, 35, 43 - 48, 51, 55, 59
and 61.

LECTURE UNIT 2.2

NON-HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS
Number of lectures: 1 12
Learning outcomes
After completion of this lecture unit you should:

1. know the theorem which deals with the general solution of a higher order non-
homogeneous linear differential equation.

2. use the method of undetermined coefficients to solve non-homogeneous linear dif-

ferential equation with constant coefficients, as well as initial value problems.
Source: Zill: Section 4.1.3 pp 127 – 130 and
Section 4.4 pp 142 – 150.
Tutorial:
1. Zill: Exercises 4.1 nr 35.
2. Zill: Exercises 4.4
(a) nrs 1, 5, 7, 11, 13, 21.
(b) Give only the form of the particular solution (do not determine the coefficients):
nrs 17, 19, 22, 23, 24, 25 and 26.
(c) nrs 29, 31, 35 and 36.

17
THEME 3: THE LAPLACE TRANSFORM AND SOLVING
LINEAR DIFFERENTIAL EQUATIONS
The Laplace transform is a specific integral transform (that transforms a function into
another) proposed by the French mathematician Pierre-Simon Laplace (1749-1827) and
improved systematically by the British physicist Oliver Heaviside (1850-1925). Laplace
transforms help us find solutions to initial value problems rather than finding general
solutions. They assume importance in engineering applications especially when the non-
homogenous (or sometimes called the forcing term) is discontinuous.

This theme is divided into 4 lecture units:

3.1 Laplace transforms and inverse Laplace transforms 2 lectures
3.2 Transformation of initial value problems: 1 lecture
3.3 Translations and transforms of piecewise continuous functions 3 lectures
3.4 Derivatives of transforms, convolution and the transform of integrals 1 12 lectures

PRE-KNOWLEDGE: Integration by parts, trigonometric identities, hyperbolic

functions, improper integrals and partial fractions.

REMARK: The table of Laplace transforms at the back of the study guide
(Appendix 6) will be given in tests and examinations.
You do not have to memorize it.

LECTURE UNIT 3.1

LAPLACE TRANSFORMS AND INVERSE TRANSFORMS

Number of lectures: 2

Learning outcomes
After completion of this lecture unit you should:

1. know and use the definition of the Laplace transform.

2. know that the Laplace transform is a linear transformation.

3. derive the Laplace transform for certain well known functions (table on p 282. You
need not memorize the results.)

4. know and understand the definition of exponential order of a function.

5. know and apply the theorem which deals with the existence of Laplace transforms.

18
 6. know the definition of the inverse Laplace and derive the inverse Laplace transform
of well-known functions.

7. know that the inverse Laplace-transform is a linear transformation.

8. use partial fractions to determine inverse Laplace transforms.

Source: Zill: Section 7.1 and Section 7.2.1 pp 278 – 288.

Tutorial: Zill:

1. Exercises 7.1 nrs 1, 3, 5, 7, 9, 13, 19, 23, 29, 31, 33, 34, 36, 38, 39 and 40.

2. Exercises 7.2 nrs 3, 7, 9, 13, 15, 19 and 25.

3. Exercises 7.2 nrs 22, 27, 28 and 30. Do not determine the constants in the decom-
position in partial fractions. Give your answer in terms of the constants.

LECTURE UNIT 3.2

TRANSFORMATION OF INITIAL VALUE PROBLEMS

Number of lectures: 1

Learning outcomes
After completion of this lecture unit you should:

1. use the result which deals with the Laplace transform of the n-th order derivative
of a function to determine the Laplace transform of functions.

2. prove the above mentioned result for n = 1 (Appendix 4 in the study guide).

3. use the above mentioned results to solve linear initial value problems.

Source: Zill: Section 7.2.2 pp 289 – 292 and Appendix 4.

Tutorial: Zill: Exercises 7.2 nrs 35, 37, 41, 42 and 49.

LECTURE UNIT 3.3

TRANSLATION AND TRANSFORMS OF PIECEWISE CONTINUOUS FUNC-
TIONS

Number of lectures: 3

Learning outcomes
After completion of this lecture unit you should:

19
 1. prove the s-axis translation theorem and use it to determine Laplace transforms and
inverse Laplace transforms of functions.

2. use the s-axis translation theorem to solve linear initial value problems.

3. know the definition of the unit step function.

4. write piecewise continuous functions in terms of unit step functions.

5. prove the t-axis translation theorem and use it to determine Laplace transforms and
inverse Laplace transforms of functions.

6. understand how the alternative form of the t-axis translation theorem can be derived
from the t-axis translation theorem and use this to determine the Laplace-transforms
and inverse Laplace-transforms of functions.

7. use above mentioned translations to solve linear initial value problems.

Source: Zill: Section 7.3.1 pp 294 – 301 (Example 9 included).

Tutorial: Zill: Exercises 7.3
1. Exercises 7.3.1 nrs. 1, 5, 7, 9, 11, 15, 17, 21, 25 and 29.
2. Exercises 7.3.2 nrs 37 – 43, 45, 47, 49, 51, 55, 58, 65, 67, 69, 81 (Give your answer
in terms of k) and 82 (b) and (d).

LECTURE UNIT 3.4

DERIVATIVES OF TRANSFORMS, CONVOLUTION AND THE TRANS-
FORM OF INTEGRALS
Number of lectures: 1 12
Learning outcomes
After completion of this lecture unit you should:

1. use the result regarding the differentiation of transforms to determine Laplace trans-
forms and inverse Laplace transforms.

2. define the convolution of two functions.; use the convolution theorem to determine
the convolution of functions as well as the inverse Laplace transforms of functions.
󰁕t
3. use the convolution theorem to derive the formula L { 0 f (τ )dτ } = F (s)
s
and use
this result to determine Laplace transforms and inverse Laplace transforms.

4. use all the above mentioned results to solve linear initial value problems.

Source: Zill: Section 7.4.1 pp 306 – 310 (Volterra Integral Equation not included).
Tutorial: Zill: Exercises 7.4 nrs 1, 3, 4, 5, 7, 13, 14, 23 – 26, 35, 36, 63 and 70(a).

20
THEME 4: LINEAR SYSTEMS OF DIFFERENTIAL
EQUATIONS
One equation is not enough to study a scenario where multiple entities are interacting and
also evolving with time. A System of equations arise naturally. Jean Le Rond d’Alembert
(1717-1783) pioneered the study of linear equations with constant coefficients. This theme
is all about systems.

This theme is divided into 3 lecture units:

4.1 Introduction to systems of differential equations 2 lecture
4.2 Eigenvalues and eigenvectors 1 12 lecture
4.3 Eigenvalue eigenvector method 2 lectures

PRE-KNOWLEDGE: Systems of linear equations, basic operations of matrix algebra

and determinants.

LECTURE UNIT 4.1

INTRODUCTION TO SYSTEMS OF LINEAR DIFFERENTIAL
EQUATIONS

Number of lectures: 2

Learning outcomes
After completion of this lecture unit you should:

1. know when a first order system of differential equations is linear.

2. know what is meant by a homogeneous and a nonhomogeneous system of differential

equations.

3. write a system of linear differential equations in matrix notation.

4. know what is meant by a solution vector of a system of linear differential equations.

5. test whether a given vector valued function is a solution of a system of differential

equations or of a initial value problem.

6. know when an initial value problem has a unique solution.

7. know that a linear combination of solutions of a homogeneous system of differential

equations is again a solution of the system.

21
 8. determine whether a set of vector valued functions is linearly independent on a
interval by using the definition as well as the Wronskian.

9. know what a fundamental set of solutions of a homogeneous system of differential

equations is and that such a set of solutions exists.

10. apply the theorem dealing with the general solution of a homogeneous system.

11. write higher order differential equations as first order systems (Appendix 5).

Source: Zill: Section 8.1 pp 332 – 338 (Example 6 included) and Appendix 5.
Tutorial: Zill: Exercises 8.1 nrs 1, 3, 5, 7, 9, 11, 15, 17 and 19.

LECTURE UNIT 4.2

EIGENVALUES AND EIGENVECTORS

Number of lectures: 1 12

Learning outcomes
After completion of this lecture unit you should:

1. calculate the eigenvalues and eigenvectors of matrices when all eigenvalues are dis-
tinct.

2. know that complex eigenvalues comes in conjugate pairs and know the relation
between the corresponding eigenvectors of the pairs.

Source: Zill: Section 8.2 p 340 - 341.

Tutorial:
Calculate the eigenvalues and corresponding eigenvectors of the following matrices:
󰀗 󰀘 󰀗 󰀘 󰀗 󰀘 󰀗 󰀘
0 4 2 −1 0 −4 2 −3
1. 2. 3. 4.
1 0 −1 2 1 0 3 2
󰀵 󰀶 󰀵 󰀶 󰀵 󰀶
−2 1 0 1 0 2 1 1 0
5. 󰀷 1 −2 1 󰀸 6. 󰀷 0 1 −1 󰀸 7. 󰀷 1 2 1 󰀸
0 1 −2 −1 1 1 −1 1 2

Answers
Remember that any non-zero multiple of an eigenvector is also an eigenvector. Therefore
your answers may differ from the ones below. Check whether your answer is correct by
checking if your answer is a non-zero multiple of the given answer.
󰀗 󰀘 󰀗 󰀘 󰀗 󰀘
2 1 2
1. λ = 2, v̄ = 2. λ = 1, v̄ = 3. λ = 2i, v̄ =
1 1 −i

22
 󰀗 󰀘 󰀗 󰀘 󰀗 󰀘
−2 1 2
λ = −2, v̄ = λ = 3, v̄ = λ = −2i, v̄ =
1 −1 i
󰀗 󰀘 󰀗 󰀘
1 1
4. λ = 2 + 3i, v̄ = ; λ = 2 − 3i, v̄ =
−i i
󰀶 󰀵 󰀵󰀶
√ √1 1
5. λ = −2 + 2, v̄ = 󰀷 2 󰀸 6. λ = 1, v̄ = 󰀷 1 󰀸
1 0
󰀵 󰀶 󰀶 󰀵
√ √1 √ 2
λ = −2 − 2, v̄ = 󰀷 − 2 󰀸 λ = 1 + 3i, v̄ = 󰀷 √−1 󰀸
1 3i
󰀵 󰀶 󰀵 󰀶
1 √ 2
λ = −2, v̄ = 󰀷 0 󰀸 λ = 1 − 3i, v̄ = 󰀷 √−1 󰀸
−1 − 3i
󰀵 󰀶 󰀵 󰀶 󰀵 󰀶
1 1 1
7. λ = 0, v̄ = −1 󰀸 ; λ = 3,
󰀷 v̄ = 󰀷 2 󰀸; λ = 2, v̄ = 󰀷 1 󰀸
1 1 −1

LECTURE UNIT 4.3

EIGENVALUE EIGENVECTOR METHOD

Number of lectures: 2

Learning outcomes
After completion of this lecture unit you should:

1. find the general solution of a homogeneous system for cases where the eigenvalues
of the matrix are real and distinct.

2. find the particular solution of an initial value problem for a homogeneous system
for cases where the eigenvalues of the matrix are real and distinct.

3. give two complex valued solutions for a homogeneous system for a general complex
eigenvalue α + iβ.

4. show that a combination of above mentioned two complex solutions can be rewritten
as a combination of two linearly independent real valued solutions.

5. determine two linearly independent real valued solutions from a complex valued
solution e(α+iβ)t .

6. find the general solution of a homogeneous system for cases where the eigenvalues
of the matrix are distinct.

23
 7. find the particular solution of an initial value problem for a homogeneous system
for cases where the eigenvalues of the matrix are distinct.

8. be familiar with mixture problems modeled by first order systems of differential

equations and apply the eigenvalue-eigenvector method to mixture problems.

Source: Zill: Section 8.2.1 pp 341 – 342 and Example 2 p 343, Section 8.2.3 pp 348 –
351 and Section 3.3 pp 108/109 (Mixture problems).

24
Tutorial:

1. Zill: Exercises 8.2 nrs 1, 3, 7, 9, 13, 35 – 37, 41, 42, 45 and 47.

2. The following mathematical models describe typical mixture problems. The amount
of salt in tank Ak (in kilogram) at time t (in minutes) is given by xk (t). Solve the
initial value problems to determine the amount of salt in each tank and then answer
the questions.
2.1 What is the maximum amount of salt in tank A2 ?

x′1 = − 15 x1 , x1 (0) = 15
′ 1 2
x2 = 5 x1 − 5 x2 , x2 (0) = 0

2.2 (a) What is the amount of salt in tank A2 after 10 minutes?

2.2 (b) How long will it take before there will be 20 kg of salt in tank A1 ?

x′1 = − 15 x1 , x1 (0) = 48
′ 1 2
x2 = 5 x1 − 5 x2 , x2 (0) = 10
x′3 = 25 x2 − 12 x3 , x3 (0) = 0

25
 APPENDIX 1
EXISTENCE AND UNIQUENESS THEOREM FOR FIRST ORDER
DIFFERENTIAL EQUATIONS

Theorem (Existence). Consider the IVP

dy
= f (t, y) with y(t0 ) = b.
dt
If f is continuous on some closed rectangle (this is a cartesian product of two closed
intervals) R = [r, s] × [u, v] ⊆ R2 containing the point (t0 , b) in the interior of R, then
there exists some open interval I ⊂ [r, s] containing t0 such that the IVP has a solution
whenever t belongs to I.

Note that the interval I can be very small, and the above theorem tells us that the IVP
has a solution locally, since continuity of f was verified only on a rectangle R.

Theorem (Uniqueness). Consider the IVP

dy
= f (t, y) with y(t0 ) = b.
dt

If f and its partial derivative ∂f

∂y
are both continuous on some closed rectangle [r, s] ×
[u, v] ⊆ R containing the point (t0 , b) in its interior, then there exists some open interval
2

J ⊆ [r, s] containing the point t0 such that the IVP has a unique solution on J.

Example.
Consider the IVP
dy 2
= 3y 3 with y(0) = 0.
dt
Show that there exists least one solution to the IVP in some interval containing t = 0.
Also, show that the uniqueness theorem cannot be applied to the IVP.

26
 APPENDIX 2
AUTONOMOUS DIFFERENTIAL EQUATIONS

Sketching graphs
Here the focus is on the sketching of graphs of solutions without solving the initial value
problems.

Example:
x′ (t) = 16 − t[x(t)]2 ; x(0) = 0.
By using the initial value we come to the conclusion that x′ (0) = 16 which is greater than
zero. This implies that the function x increases initially. Because tx2 is initially increasing
( x and t increase), x′ = 16 − tx2 will initially becomes smaller. This means that the
function x′ decreases and at some stage x′ (t) = 0. These are the type of arguments that
are relevant to determine the shape of the graph of the solution of the differential equation
without solving the differential equation.

Autonomous differential equations

An autonomous differential equation is a problem where a function f is given and it is
required to find a function x such that

x′ (t) = f (x(t)) for each t.

Note that all the applications that we considered are actually autonomous. Also, note
that the constant solutions in the applications represent a situation where the dynamical
process is in equilibrium. For that reason the term “equilibrium point” is more suitable
than “critical point”.
It is not required to investigate stability of equilibrium points.

1. f ′ continuous is sufficient for existence and uniqueness of solutions of initial value

problems.

2. All the solutions are monotone and graphs of solutions never intersect.

3. The graphs of constant solutions are horizontal lines and the other graphs may not
intersect them if f ′ is continuous at the equilibrium point.

27
 APPENDIX 3
SECOND-ORDER HOMOGENEOUS LINEAR DIFFERENTIAL
EQUATIONS (Three basic results)
Theorem 1. (superposition principle) Let y1 and y2 be any two solutions of a second-
order homogenous linear equation. Then their linear combination y = c1 y1 + c2 y2 is a
solution.
A general version of this theorem is available as Theorem 4.1.2 on P.122 of your textbook.
Theorem 2. Let y1 and y2 be any two solutions of a a second-order homogenous
linear equation. Then y1 and y2 are linearly independent if and only if their Wronskian
is non-zero everywhere.
A general version of this theorem is available as Theorem 4.1.3 on P.124 of your textbook.
The proof is beyond the scope of this course.
Theorem 3. If y1 and y2 are any two linearly independent solutions of a second-order
homogenous linear equation, then the general solution can be written as y = c1 y1 + c2 y,
where c1 and c2 are constants.
A general version of this theorem is available as Theorem 4.1.5 on P.126 of your textbook.

Second-order linear homogenous equations with constant coefficients

Here are some facts that help us solve constant-coefficient equations:
1. The function y(x) = emx is a solution of (1) if
am2 + bm + c = 0. (1)
The equation am2 + bm + c = 0 is called the auxiliary (characteristic) equation of
(1).
2. If the roots m1 and m2 of the auxiliary equation (2) are real and distinct, then
y(x) = c1 em1 x + c2 em2 x
gives the general solution of the differential equation (1).
3. The function y(x) = xemx is a solution of (1) when m is a repeated root of the
auxiliary equation (2).
4. When we have a complex root for the characteristic equation, the roots always come
as conjugate pairs.
5. The derivative of a complex function emx where m is complex also satisfies,
d mx
(e ) = m(emx ).
dx
However the complex solution has no physical meaning.
6. One can derive two linearly independent real solutions from a pair of complex roots
of the characteristic equations using the superposition principle cleverly.

28
 APPENDIX 4
LAPLACE TRANSFORM

Lecture unit 3.2

Theorem 1
Suppose:

(a) f ′ (t) is continuous for t ≥ 0,

(b) There exist nonnegative numbers M , c and T such that

|f (t)| ≤ M ect for t ≥ T .

Then
L {f ′ (t)} = sL {f (t)} − f (0).
Proof 󰁝 󰁝
∞ b
−st ′
′
L {f (t)} = e f (t) dt = lim e−st f ′ (t) dt if the limit exists.
0 b→∞ 0
Using integration by parts, we have
󰁝 b 󰁝 b
−st ′
󰀅 −st 󰀆b
e f (t) dt = e f (t) 0 − (−s)e−st f (t) dt
0 0
󰁝 b
−sb
= e f (b) − f (0) + s e−st f (t) dt.
0

Now | e−sb f (b)| = | e−sb | |f (b)| ≤ e−sb M ecb = M e(c−s)b if b ≥ T .

It follows that lim M e(c−s)b = 0 for s > c, hence lim e−sb f (b) = 0.
b→∞ b→∞
󰁝 b
This implies that lim e−st f ′ (t) dt exists for s > c and
b→∞ 0
󰁝 ∞ 󰁝 b 󰁝 b
′ −st ′ −st ′
L {f (t)} = e f (t) dt = lim e f (t) dt = −f (0) + s lim e−st f (t) dt.
0 b→∞ 0 b→∞ 0

We conclude that
L {f ′ (t)} = sL {f (t)} − f (0).
 APPENDIX 5
HIGHER ORDER DIFFERENTIAL EQUATIONS AS FIRST ORDER
SYSTEMS OF DIFFERENTIAL EQAUTIONS

We consider in this course only systems of first order differential equations. Any higher
order system of differential equations can be written as a system of first order differential
equations by writing every higher order equation in the system as a system of first order
differential equations.
To illustrate this we rewrite a third order differential equation with constant coefficients
as a system of first order differential equations:

Consider the differential equation

ax′′′ (t) + bx′′ (t) + cx′ (t) + dx(t) + f (t) = 0.

From this it follows that
−bx′′ (t) − cx′ (t) − dx(t) − f (t)
x′′′ (t) = .
a
Let y(t) = x′ (t) en z(t) = x′′ (t).

Then y ′ (t) = x′′ (t) = z(t) and

−bx′′ (t) − cx′ (t) − dx(t) − f (t)

z ′ (t) = x′′′ (t) =
a
−bz(t) − cy(t) − dx(t) − f (t)
=
a
The system of first order differential equations is

x′ (t) = y(t)

y ′ (t) = z(t)

−bz(t) − cy(t) − dx(t) − f (t)

z ′ (t) = .
a
Appendix 6 : LAPLACE TRANSFORM Tables
L{f ′ (t)} = sF (s) − f (0)

L{f ′′ (t)} = s2 F (s) − sf (0) − f ′ (0)

󰀝󰁝 t 󰀞
F (s)
L f (u)du =
0 s

L{eat f (t)} = F (s − a)

L{u(t − a)f (t − a)} = e−as F (s)

󰀝󰁝 t 󰀞
L{f (t) ∗ g(t)} = L f (u)g(t − u)du = F (s)G(s)
0

L{tf (t)} = −F ′ (s)

󰀝 󰀞 󰁝 ∞
f (t
L = F (u)du
t s

1
L{1} =
s

n!
L{tn } =
sn+1

1
L{eat } =
s−a

s
L{cos kt} =
s2 + k2

k
L{sin kt} =
s2 + k2

s
L{cosh kt} =
s2 − k2

k
L{sinh kt} =
s2 − k2

e−as
L{u(t − a)} =
s