Leo Creedon CE3 Predegree Mathematics These notes are in ... · Mathematics Leo Creedon CE3...

88
Mathematics Leo Creedon CE3 Predegree Mathematics These notes are in draft format and do not exactly reflect the notes delivered in class February 24, 2009

Transcript of Leo Creedon CE3 Predegree Mathematics These notes are in ... · Mathematics Leo Creedon CE3...

Mathematics

Leo Creedon

CE3 Predegree Mathematics

These notes are in draft format and do notexactly reflect the notes delivered in class

February 24, 2009

Contents

1 Mathematics Review Predegree Maths 21.1 Partial Fractions . . . . . . . . . . . . . . . . . . . . . . . . . . . 15

2 First Order Differential Equations Predegree Maths 222.1 Separable Differential Equations . . . . . . . . . . . . . . . . . 232.2 First Order Linear Differential Equations (The Integrating Fac-

tor Method) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 302.3 Homogeneous Differential Equations . . . . . . . . . . . . . . 39

3 Laplace Transforms Predegree Maths 453.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 463.2 Proof by Induction . . . . . . . . . . . . . . . . . . . . . . . . . 473.3 Inverse Laplace Transforms . . . . . . . . . . . . . . . . . . . . 533.4 Solving Differential Equations using Laplace Transforms . . . 61

4 Second Order Differential Equations 714.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 72

1

Chapter 1

Mathematics Review PredegreeMaths

2

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 3

Exercise 1.1 12 + 1

6 =

Exercise 1.2 12 −

13 =

Exercise 1.3 12.

16 =

Exercise 1.4 12 ÷

16 =

Exercise 1.5 ab + c

d =

Exercise 1.6 ab −

cd =

Exercise 1.7 ab .

cd =

Exercise 1.8 ab ÷

cd =

Exercise 1.9 (ab)c =

Exercise 1.10 (23)2 =

Exercise 1.11 2−3 =

Exercise 1.12 ln(ab) =

Exercise 1.13 ln(ab) =

Exercise 1.14 ln(ab) =

Exercise 1.15 ln(e) =

Exercise 1.16 ln(1) =

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 4

Exercise 1.17 eln x =

Exercise 1.18 ln(ex) =

Exercise 1.19 e0 =

Exercise 1.20 Draw a rough graph of y = ex:

Exercise 1.21 Draw a rough graph of y = ln(x):

Exercise 1.22 Draw a rough graph of y = x2:

Exercise 1.23 Draw a rough graph of y = x2 + 1:

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 5

Exercise 1.24 Draw a rough graph of y = (x + 1)2:

Exercise 1.25 ddxx

2 =

Exercise 1.26 ddx(3x6 − 10x5 + x− 1) =

Exercise 1.27 ddx(√

x) =

Exercise 1.28 ddx(5x4 + 3x2 + 10x + 2 +

√x + 3x

32) =

Exercise 1.29 ddx sin x =

Exercise 1.30 ddt(t

−12) =

Exercise 1.31 ddx(ln(x)) =

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 6

Exercise 1.32 ddx(x cos x) =

Exercise 1.33 ddx(sin x cos x) =

Exercise 1.34 ddx[(3x2 + 5x + 2)(cos x)] =

Exercise 1.35 ddx

(cos x2x

)=

Exercise 1.36 ddx

3x2−7x+25x2+1

=

Exercise 1.37 ddx sin(2x) =

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 7

Exercise 1.38 ddx

√3x =

Exercise 1.39 ddx[(cos x)100] =

Exercise 1.40 ddx[(3x2 + 5x + 2)−1] =

Exercise 1.41 ddx cos(3x2 + 2x− 10) =

Exercise 1.42 ddx2 tan(

√x) =

Exercise 1.43 ddx

√cos(2x) =

Exercise 1.44 Use implicit differentiation to find dydx, where

xy + sin y = 0:

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 8

Exercise 1.45 Use implicit differentiation to find dydx, where

y +√

y = x. Hence find the slope of the tangent line to the

curve when y = 4 (i.e. find dydx when y = 4).

Exercise 1.46 ddx ln(5x2 + 2) = ...

Exercise 1.47 Find dydx, where y = (10x2+1)100(2x−1)9

(x3+1)11

(i) by direct differentiation

(ii) by taking ln of both sides and then differentiating (log-

arathmic differentiation)

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 9

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 10

Review of Integration:∫ b

a f (x)dx = the area under the curve f (x), between a

and b. Also, if∫

f (x)dx = g(x) + C, (a function) thenddxg(x) = f (x). In fact

∫ b

a f (x)dx = [g(x)]ba = g(b)−g(a),

a number. This is called the Fundamental Theorem

of Calculus.

Exercise 1.48∫

[f (x) + g(x)]dx =

Exercise 1.49∫

kf (x)dx =

Exercise 1.50∫ a

b f (x)dx =

Exercise 1.51∫ a

a f (x) =

Exercise 1.52∫

x2dx =

Exercise 1.53∫ 1

0 x2dx =

Exercise 1.54∫

(3x5 − 6x3 + 2x2 − x + 5)dx =

Exercise 1.55∫ π

20 sin xdx =

Exercise 1.56∫

(cos x + tan x)dx =

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 11

Exercise 1.57∫ √

sds =

Exercise 1.58∫ e

11xdx =

Exercise 1.59∫

( 1√x

+ 6x2 + 3x4 − x−3 + 2x− 10)dx =

Exercise 1.60 Find I =∫

cos(3x)3dx using the substitu-

tion u = 3x.

Exercise 1.61 Find I =∫ √

3x5 + x(15x4 + 1)dx, using

the substitution u = 3x5 + x.

Exercise 1.62 Find I =∫

(6x2 + sin x)32(12x + cos x)dx

using the substitution u =

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 12

Exercise 1.63 Find I =∫

sin(3x2 − x)(6x− 1)dx.

Exercise 1.64 Find I =∫ 4

0 ex22xdx.

Exercise 1.65 Find I =∫

sin(2x)dx, by letting u =

Exercise 1.66 Use integration by parts to find I =∫

x sin xdx.

Exercise 1.67 Find I =∫

x cos xdx.

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 13

Exercise 1.68 Find I =∫ e

1 xlnxdx.

Exercise 1.69 Find I =∫

lnxx dx.

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 14

Exercise 1.70 Find I =∫

lnxdx.

Exercise 1.71 Find I =∫ 3

22x−1x2−x

dx.

Exercise 1.72 Find I =∫

xexdx.

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 15

1.1 Partial Fractions

A rational function is the quotient of two polynomi-

als. e.g. f (x) = 3x2+2x−15x4+x+7

and g(x) = 1x are rational

functions.

Given a rational function, we can often rewrite it as

the sum of a few easier fractions (the partial fractions

decomposition of a rational function).

Roots of Quadratic Functions

Given a quadratic function f (x) = ax2 + bx + c, its

roots are x = −b±√

b2−4ac2a .

If b2 − 4ac > 0 then we get two real roots of f (x) =

(x− r1)(x− r2).

If b2 − 4ac = 0 then we get one (repeated) real root

of f (x) = (x− r)2.

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 16

If b2 − 4ac < 0 then we get no real roots of f (x) (we

get two complex roots).

In this case f (x) has no factorisation and we say that

f (x) is an irreducible quadratic.

Next, Let f (x) be a rational function(

f1(x)f2(x)

). If we

factorise the denominator f2(x) into the product of

distinct linear terms, repeated linear terms and irre-

ducible quatratic terms then we can decompose f (x)

as follows:

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 17

Case 1: For each distinct linear term (x − r) in the

denominator, the decomposition contains a term Ax−r

where A is an unknown constant.

Case 2: For each repeated linear term (x − r)2 in the

denominator, the decomposition contains terms Ax−r+

B(x−r)2

where A and B are unknown constants.

For each repeated linear term (x− r)3 in the denomi-

nator, the decomposition contains terms Ax−r + B

(x−r)2+

C(x−r)3

, where A, B and C are unknown constants.

Similarly for (x− r)4, (x− r)5, etc.

Case 3: For each irreducible quadratic term ax2+bx+

c in the denominator, the decomposition contains the

term Ax+Bax2+bx+c

where A and B are unknown constants.

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 18

Example 1.73 The partial fractions decomposition of 2x+3(x−1)(x−2)

is Ax−1 + B

x−2, by Case 1.

Example 1.74 The partial fractions decomposition of x2+3x−1(x−6)(x−3)2

is Ax−6 + B

x−3 + C(x−3)2

, by Case 1 and Case 2.

Example 1.75 The partial fractions decomposition of x2+2x+1(x−4)(x2+1)

is Ax−4 + Bx+C

x2+1, by Case 1 and Case 3.

Example 1.76 The partial fractions decomposition of5x3+3x+1

(x−3)(x+1)3(x−6)2(x2+2)(x2+3)is

Ax−3 +

[B

x+1 + C(x+1)2

+ D(x+1)3

]+

[E

x−6 + F(x−6)2

]+ Gx+H

x2+2+

Ix+Jx2+3

.

(Note that x2 + 2 and x2 + 3 are irreducible quadratics).

Example 1.77 In Example 1.1 we saw that 2x+3(x−1(x−2) =

Ax−1 + B

x−2. Next, we should find the constants A and B.

Multiply both sides by (x− 1)(x− 2) to get

2x + 3 = Ax−1(x− 1)(x− 2) + B

x−2(x− 1)(x− 2)

⇒ 2x + 3 = A(x− 2) + B(x− 1). ∗

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 19

Equation ∗ is true for all values of x, so substitute in some

clever values of x.

x = 2 : 2(2) + 3 = A(0) + B(2− 1)

⇒ 7 = B.

x = 1 : 2(1) + 3 = A(1− 2) + B(0)

⇒ 5 = −A ⇒ A = −5.

∴ the partial fractions decomposition is 2x+3(x−1)(x−2) = −5

x−1 +7

x−2.

Example 1.78 In Example 1.2 we had that x2+3x−1(x−6)(x−3)2

=A

x−6 + Bx−3 + C

(x−3)2. Find A, B and C.

Multiply by (x− 6)(x− 3)2 to get

x2 +3x− 1 = A(x− 3)2 +B(x− 6)(x− 3)+C(x− 6) ∗x = 3 : 9 + 9− 1 = A(0) + B(0) + C(−3)

⇒ 17 = −3C ⇒ C = −173 .

x = 6 : 36 + 18− 1 = A(32) + B(0) + C(0)

⇒ 53 = 9A ⇒ A = 539 .

x = 0 : 0 + 0− 1 = A(−3)2 + B(−6)(−3) + C(−6)

⇒ −1 = 9A + 18B − 6C ⇒ −1 = 9539 + 18B − 6

(−173

)⇒ −1 = 53 + 18B + 34 ⇒ −1 = 87 + 18B

⇒ −88 = 18B ⇒ B = −8818 ⇒ B = −44

9 .

∴ the partial fractions decomposition is

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 20

x2+3x−1(x−6)(x−3)2

=539

x−6 +−449

x−3 +−173

(x−3)2.

Exercise 1.79 In Example 1.3 we had that x2+2x+1(x−4)(x2+1)

=A

x−4 + Bx+Cx2+1

. Find A, B and C.

x2 + 2x + 1 = A(x2 + 1) + (Bx + C)(x− 4) ∗.

x = 4 : 16 + 8 + 1 = A(16 + 1) + 0 ⇒ A = 2517.

x = 0 : 0 + 0 + 1 = A(1) + (B(0) + C)(−4) ⇒

CHAPTER 1. MATHEMATICS REVIEW PREDEGREE MATHS 21

∴ we have that x2+2x+1(x−4)(x2+1)

=2517

x−4 +−817 x+ 2

17x2+1

.

Chapter 2

First Order Differential EquationsPredegree Maths

22

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS23

2.1 Separable Differential Equations

A differential equation is an equation containing deriv-

atives (we often write D.E. for differential equation).

Example 2.1 dydx = 2xy is a D.E.

We can solve this D.E. (i.e. we can find y in terms of x).

Proceed as follows:1y

dydx = 2x ⇒ 1

ydy = 2xdx ⇒∫

1ydy = 2

∫xdx

⇒ ln|y| = 2x2

2 + C ⇒ ln|y| = x2 + C ⇒ |y| = ex2+C

⇒ y = ±ex2+C .

If a function y = f (x) satisfies a D.E. then it is called

a solution of the D.E.

In Example 2.1, y = ±ex2+C is a solution of the D.E.dydx = 2xy.

To show this for y = ex2+C , we substitute y = ex2+C

into the D.E. to get:ddx(ex2+C) = ex2+C(2x+0) = 2xex2+C = 2xy as required,

so y is a solution of the D.E.

(you can check that y = −ex2+C is also a solution).

Example 2.2 Show that y = x4

16 is a solution of the D.E.dydx = xy

12 .

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS24

Substituting in we get that the L.H.S. (left hand side) of

the D.E. is ddx

(x4

16

)= 1

16ddxx

4 = 1164x

3 = 14x

3.

The R.H.S. of the D.E. becomes x(

x4

16

)12

= x(x4)12

(16)12

= x√

x4√16

=

xx2

4 = x3

4 = L.H.S. as required, so y = x4

16 is a solution of

the D.E.

The order of a D.E. is the order of the highest deriv-

ative in the D.E.

Example 2.3 d2ydx2 + 5

(dydx

)3

− 4y = ex has order 2, and(dydx

)6

+ 3d2ydx2 +

√d3ydx3 = 0 has order 3.

A first order D.E. of the form dydx = g(x)h(y) is called

a separable D.E.

(where g(x) is a function of x and h(y) is a function of

y).

This D.E. can be solved as follows:1

h(y)dydx = g(x) ⇒

∫1

h(y)dy =∫

g(x)dx.

Then integrate and solve for y if possible.

Example 2.4 Solve the separable D.E. dydx = 3x2

sin y .

sin ydy = 3x2dx ⇒∫

sin ydy = 3∫

x2dx

⇒ − cos y = x3 + C ⇒ cos y = −x3 − C

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS25

⇒ cos−1(cos y) = cos−1(−x3−C) ⇒ y = cos−1(−x3−C).

Exercise 2.5 Solve the separable D.E. dydx = −e−3x.

Exercise 2.6 Solve the separable D.E. dydx = (x+1)2, given

that when x = 0, y = 0.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS26

Exercise 2.7 Solve the separable D.E. dydx = (x + 4)50,

given that when x = 0, y = 451

51 .

Exercise 2.8 Solve the separable D.E. dydx = 4y

x .

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS27

Exercise 2.9 Solve the separable D.E. dydx = cos x+2

sin y .

Exercise 2.10 Solve the separable D.E. dydx = 2x

y+1.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS28

Exercise 2.11 Solve the separable D.E. dydx = 1+x

1+y .

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS29

Exercise 2.12 Solve the separable D.E. dydx = y2+xy2

x2y−x2 .

Exercise 2.13 Solve xy dydx = x2+1

y+1 .

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS30

Exercise 2.14 Solve dydx = x2y + x2 + 3y + 3.

2.2 First Order Linear Differential Equations (The

Integrating Factor Method)

Definition 2.15 A D.E. of the form dydx + P (x)y = Q(x)

is called a first order linear D.E.

We can find the general solution of this D.E. as fol-

lows:

1.) Find the integrating factor e∫

P (x)dx.

2.) Multiply the D.E. by the integrating factor (I.F.) to

get:

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS31

e∫

P (x)dx(

dydx + P (x)y

)= e

∫P (x)dxQ(x) ∗

3.) Note (or remember) that the L.H.S. of ∗ equalsddx(ye

∫P (x)dx)

(= ddx(y.I.F.)).

∴ ∗ becomes d(ye∫

P (x)dx) = e∫

P (x)dxQ(x)dx.

4.) Integrate both sides and solve for y.

This algorithm is called the integrating factor method.

Example 2.16 Solve the first order linear differential equa-

tion dydx − 3y = 0 using the integrating factor method.

1.) I.F. = e∫

P (x)dx = e∫−3dx = e−3x

(note that we do not include the arbitrary constant C).

2.) Multiply the D.E. by the I.F. to get

e−3x(dydx − 3y) = 0e−3x ∗

3.) Recall that the L.H.S. of ∗ equals ddx(y.I.F.).

∴ ddx(ye−3x) = 0 ⇒ d(ye−3x) = 0dx.

4.) Integrate and solve for y:∫d(ye−3x) =

∫0dx

⇒ ye−3x = 0 + C

⇒ y = Ce3x.

Exercise 2.17 Use the I.F. Method to solve dydx + 5y = 4.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS32

1.) I.F. = e∫

5dx = e5x.

2.) Multiply by the I.F. to get

e5x(dydx + 5y) = 4e5x. ∗

3.) Recall that the L.H.S. of ∗ equals ddx(y.I.F.),

so ddx(ye5x) = 4e5x, so d(ye5x) = 4e5xdx.

4.) Integrate to get:∫d(ye5x) = 4

∫e5xdx

⇒ ye5x = 45e

5x + C

⇒ y = 45 + C

e5x .

Note that we could have done this question using

separable variables:dydx = 4− 5y ⇒ dy = (4− 5y)dx ⇒

∫1

4−5ydy =∫

dx

⇒ −15 ln |4− 5y| = x + C

(check: let u = 4− 5y).

Now solve for y.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS33

Exercise 2.18 Solve xdydx − 4y = x6ex.

This is not in the correct form for the I.F. Method, so we

divide across by x to get:dydx −

4xy = x5ex. Now we can use the I.F. Method on this

D.E.:

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS34

Exercise 2.19 Solve dydx + 2y = 3.

Note that dydx + 2y = 3 is a separable D.E. so it can be

solved as follows:dydx = 3− 2y ⇒ 1

3−2ydy = dx ⇒ ...

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS35

Exercise 2.20 Solve dydx + 3y = 2e8x.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS36

Exercise 2.21 Solve dydx − 3y = 2e5x.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS37

Exercise 2.22 Use differentiation to show that y = xex +

Cex is a solution of dydx = y + ex.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS38

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS39

2.3 Homogeneous Differential Equations

The polynomial anxn + . . .+a2x

2 +a1x+a0 has degree

n (if an 6= 0).

A D.E. is homogeneous of degree n if each term in

the D.E. is a polynomial of degree n (in the variables

x and y).

Example 2.23 x2dy + y2dx = 0 is a homogeneous D.E.

of degree 2.

(x2 + 6y2)dx + (5x2 − xy)dy = 0 is a homogeneous D.E.

of degree 2.

(x2 + 6y2)dx + (x3 + 8xy2)dy = 0 is not a homogeneous

D.E. (since 2 6= 3).

(x2 + 3y2)dx + (x2 − 2xy)dy = x2 is not a homogeneous

D.E.

Note: To solve a homogeneous D.E., just let y = vx

(where v is a new variable) and you will get a sepa-

rable D.E. which should be easy to solve.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS40

Example 2.24 Solve the homogeneous D.E. (x − y)dx +

xdy = 0.

Let y = vx, so (x− vx)dx + xd(vx) = 0

⇒ (1− v)dx + d(vx) = 0 (dividing by x)

⇒ (1− v)dx + vdx + xdv = 0 (product rule)

⇒ dx− vdx + vdx + xdv = 0 ⇒ dx + xdv = 0

⇒ dx = −xdv ⇒ −1x dx = dv (variables are separated)

⇒∫ −1

x dx =∫

dv ⇒ (−1) ln |x| + C = v.

But y = vx, so v = yx.

∴ − ln |x| + C = yx ⇒ y = −x ln |x| + Cx.

Exercise 2.25 Solve the homogeneous D.E.

ydx + (x + y)dy = 0.

Let y = vx. ∴ vxdx + (x + vx)d(vx) = 0

⇒ vdx + (1 + v)d(vx) = 0

⇒ vdx + (1 + v)(vdx + xdv) = 0 (product rule)

⇒ vdx + vdx + xdv + v2dx + vxdv = 0

⇒ 2vdx + v2dx + xdv + vxdv = 0

⇒ 2vdx + v2dx = −xdv − vxdv

⇒ (2v + v2)dx = (−x− vx)dv

⇒ (2v + v2)dx = −x(1 + v)dv

⇒ −1x dx = 1+v

v2+2vdv (separated)

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS41

⇒ ...

Exercise 2.26 Solve the homogeneous D.E. (x + y)dx −xdy = 0

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS42

Exercise 2.27 Solve the D.E. −ydx + (x +√

xy)dy = 0.

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS43

Exercise 2.28 Solve the D.E. (x + y)dx + xdy = 0

CHAPTER 2. FIRST ORDER DIFFERENTIAL EQUATIONS PREDEGREE MATHS44

Exercise 2.29 Solve the D.E. ydx = 2(x + y)dy.

Chapter 3

Laplace Transforms PredegreeMaths

45

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 46

3.1 Introduction

We will use Laplace transforms to solve differential

equations.

Definition 3.1 Given a function F (t), its Laplace trans-

form is

L(F (t)) = f (s) =

∫ ∞

0

F (t)e−stdt.

Example 3.2 Let y = f (x) = ex. As x goes to∞, ex goes

to ∞. (i.e. limx→∞ ex = ∞). As x goes to −∞, ex goes to

0. (i.e. limx→−∞ ex = 0).

Example 3.3 Find L(1).

By the definition L(1) =∫∞

0 1e−stdt = 1−s[e

−st]∞0 = −1s (e−s∞−

e−s0) = −1s (0− 1) (if s > 0) = 1

s .

∴ L(1) = 1s (where s > 0).

Example 3.4 Find L(t).

L(t) =∫∞

0 te−stdt. Use integration by parts: L.A.T.E.

Let u = t and dv = e−stdt, so du = dt and v = −1s e−st.

∴ L(t) = [uv −∫

vdu]∞0 = [t−1s e−st −

∫ −1s e−stdt]∞0

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 47

= −1s [∞e−s∞−0e−s0]+1

s

∫∞0 e−stdt = −1

s [0−0]+1s

1−s[e

−st]∞0

= 0− 1s2 [e

−s∞ − e−s0] = − 1s2 [0− 1] = 1

s2 .

∴ L(t) = 1s2 where s > 0.

Exercise 3.5 Find L(t2).

L(t2) =∫∞

0 t2e−stdt. Integration by parts. L.A.T.E.

Let u = t2 and dv = e−stdt. ∴ du = 2tdt and v = −1s e−st.

Thus L(t2) = [t2−1s e−st −

∫ −1s e−st2tdt]∞0

= [−t2

s e−st + 2s

∫te−stdt]∞0

= [−∞2

s e−s∞ − 02

s e−s0] + 2s

∫∞0 te−stdt

= [0−0]+2sL(t) (by the definition of the Laplace transform)

= 2s

1s2 (by the previous example)

= 2s3 .

∴ L(t2) = 2s3 (where s > 0).

3.2 Proof by Induction

If you want to prove that a statement is true for all

the positive whole numbers, then it is sufficient to:

i) Prove that the statement is true for the whole num-

ber n = 1.

ii) Prove that if the statement is true for any partic-

ular positive whole number n, then the statement is

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 48

true for the whole number n + 1.

This technique is called proof by induction.

Example 3.6 Use proof by induction to prove that∑ni=1 i = n(n+1)

2 , for n = 1, 2, 3, . . .

Proof:

i) The statement is true for n = 1, since this becomes∑1i=1 i = 1(1+1)

2 , i.e. 1 = 1.22 .

ii) Assume that the statement is true for a particular posi-

tive whole number n (i.e.∑n

i=1 i = n(n+1)2 ).

Now we will use this to prove that the statement is true

for n + 1 (i.e.∑n+1

i=1 i = (n+1)(n+2)2 ).∑n+1

i=1 i = (∑n

i=1 i) + (n + 1) = n(n+1)2 + (n + 1)

(by the assumption)

= n(n+1)2 + 2(n+1)

2 = n(n+1)+2(n+1)2 = (n+1)(n+2)

2 .

∴∑n+1

i=1 i = (n+1)(n+2)2 , completing the induction and com-

pleting the proof.

Example 3.7 L(tn) = n!sn+1 , for n = 1, 2, 3, . . .

Proof: Use induction:

i) The statement is true for n = 1

i.e. L(t1) = 1!s1+1 , i.e. L(t) = 1

s2 . This was proved in a

previous example.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 49

ii) Assume that the statement is true for a particular posi-

tive whole number n (i.e. L(tn) = n!sn+1).

Next we will prove that the statement is true for n + 1

(i.e. L(tn+1) = (n+1)!sn+2 ).

L(tn+1) =∫∞

0 tn+1e−stdt. Use integration by parts: L.A.T.E.

Let u = tn+1 and dv = e−stdt. ∴ du = (n + 1)tndt and

v = −1s e−st.

∴ L(tn+1) = [uv −∫

vdu]∞0

= [tn+1−1s e−st −

∫ −1s e−st(n + 1)tndt]∞0

= [−tn+1

s e−st + n+1s

∫tne−stdt]∞0

= [−∞n+1

s e−s∞ − −0n+1

s e−s0] + n+1s

∫∞0 tne−stdt

= [0− 0] + n+1s L(tn)

(by the definition of the Laplace transform)

∴ L(tn+1) = n+1s L(tn) = n+1

sn!

sn+1

(by the inductive hypothesis) = (n+1)!sn+2 , as required.

This completes the induction and the proof.

Exercise 3.8 Find L(eat), where a is a constant.

L(eat) =∫∞

0 eate−stdt =∫∞

0 eat−stdt =∫∞

0 e(a−s)tdt

= 1a−s[e

(a−s)t]∞0 = 1a−s[e

(a−s)∞ − e(a−s)0]

= 1a−s[0− 1] (if a− s < 0)

= −1a−s = 1

s−a = L(eat) (where a < s).

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 50

Example 3.9 Find L(sin(wt)), where w is a constant.

L(sin(wt)) =∫∞

0 sin(wt)e−stdt.

Use integration by parts: L.A.T.E.

Let u = sin(wt) and dv = e−stdt.

∴ L(sin(wt)) = [uv −∫

vdu]∞0

= [sin(wt)−1s e−st −

∫ −1s e−st cos(wt)wdt]∞0

= [−e−st

s sin(wt) + ws

∫cos(wt)e−stdt]∞0

= [−e−st

s sin(wt)]∞0 + ws

∫∞0 cos(wt)e−stdt

= [−e−∞

s sin(∞)− e0

s sin 0] + ws L(cos(wt))

= [0− 0] + ws L(cos(wt)).

∴ L(sin(wt)) = ws L(cos(wt)) = w

s

∫∞0 cos(wt)e−stdt.

Integration by parts: L.A.T.E. Let u = cos(wt) and dv =

e−stdt, so du = −w sin(wt)dt and v = −1s e−st.

∴ L(sin(wt)) = ws [uv −

∫vdu]∞0

= ws [cos(wt)−1

s e−st −∫ −1

s e−st(−w) sin(wt)dt]∞0

= ws

{[−e−st

s cos(wt)]∞0 − ws

∫∞0 sin(wt)e−stdt

}= w

s

{[−e−∞

s cos(∞)− −e0

s cos 0]− ws L(sin(wt))

}ws

{[0 + 1

s ]−ws L(sin(wt))

}= w

s2 − w2

s2 L(sin(wt)).

∴ L(sin(wt)) = ws2 − w2

s2 L(sin(wt)).

Now solve for L(sin(wt)):

L(sin(wt)) + w2

s2 L(sin(wt)) = ws2

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 51

⇒ L(sin(wt))[1 + w2

s2 ] = ws2

⇒ L(sin(wt)) =ws2

1 + w2

s2

=ws2

s2+w2

s2

=w

s2

s2

s2 + w2=

w

s2 + w2.

This is Formula 5.

Linear Operations

Let θ be an operation sending functions to functions.

Example 3.10 ddxf (x) = f ′(x), so differentiation is an

operation sending functions to functions.∫f (x)dx is a function, so integration is an operation.

L(F (t)) = f (s), so the Laplace transform is an operation.

An operation θ is said to be a linear operation if

θ(kf (x)) = kθ(f (x)) and

θ(f (x) + g(x)) = θ(f (x)) + θ(g(x)),

where f (x) and g(x) are functions and k is a constant.

Example 3.11 ddx is a linear operation since d

dx(kf (x)) =

k ddx(f (x)) and d

dx(f (x) + g(x)) = ddx(f (x)) + d

dx(g(x)).

Integration is a linear operation since∫kf (x)dx = k

∫f (x)dx and

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 52∫[f (x) + g(x)]dx =

∫f (x)dx +

∫g(x)dx.

Also, the Laplace transform is a linear operation since

L(kF (t)) =∫∞

0 kF (t)e−stdt = k∫∞

0 F (t)e−stdt = kL(F (t)).

Also, L(F (t) + G(t)) =∫∞

0 (F (t) + G(t))e−stdt

=∫∞

0 (F (t)e−st + G(t)e−st)dt

=∫∞

0 F (t)e−stdt +∫∞

0 G(t)e−stdt = L(F (t)) + L(G(t))

as required.

Example 3.12 Find L(2t + 1). By linearity of L we get

L(2t + 1) = L(2t) + L(1) = 2L(t) + L(1) = 2 1s2 + 1

s

(by Formulae 2 and 1).

∴ L(2t + 1) = 2s2 + 1

s .

Exercise 3.13 Find L(2t2 + 3t + 4).

Exercise 3.14 L(6t4 + 5t3 − 7t2 + t− 10 + 8 sin(2t))

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 53

Exercise 3.15 L(3t5+cos(4t)+sin t+e4t+te2t+et cos(3t))

3.3 Inverse Laplace Transforms

Let L(F (t)) = f (s). We say that the Laplace trans-

form of F (t) is f (s). We can also write that the in-

verse Laplace transform of f (s) is F (t) and we write

L−1(f (s)) = F (t).

∴ L−1(L(F (t))) = F (t) and L(L−1(f (s))) = f (s).

We can now use the table of Laplace transforms (back-

wards) to find inverse Laplace transforms.

Example 3.16 L−1(

1s

)= 1 (Formula 1)

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 54

L−1(

1s2

)= t

L−1(

2!s2+1

)= t2

L−1(

n!sn+1

)= tn

L−1(

ws2+w2

)= sin(wt)

Note: L−1 is a linear operation.

i.e. L−1(f (s) + g(s)) = L−1(f (s)) + L−1(g(s)) and

L−1(kf (s)) = kL−1(f (s)).

Example 3.17 Find L−1( 1s4).

We know that L−1( 3!s3+1) = t3 (by Formula 3).

∴ L−1( 6s4) = t3 ⇒ 6L−1( 1

s4) = t3

(since L−1 is a linear operation) ⇒ L−1( 1s4) = t3

6 .

Exercise 3.18 Find L−1( 1s6).

Exercise 3.19 Find L−1( 1s2+9

).

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 55

Exercise 3.20 Find L−1( 2ss2+9

).

Exercise 3.21 Find L−1( 3s+6s2+16

).

Exercise 3.22 Find L−1( 2s+7s2+25

).

Exercise 3.23 Find L−1( 4s+33s2+12

).

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 56

= 43 cos(2t) + 1

2 sin(2t).

Check: L(43 cos(2t) + 1

2 sin(2t)) =

Theorem 3.24 (Formula 15) L(tF (t)) = − ddsL(F (t)).

Proof: Omit.

Example 3.25 L(t sin t) = − ddsL(sin t) (Formula 15)

= − dds(

1s2+1

) = − dds[(s

2 + 1)−1]

= −(−1)(s2 + 1)−2 dds(s

2 + 1) = (s2 + 1)−2(2s) = 2s(s2+1)2

.

(Note: You could also have used Formula 10).

Exercise 3.26 Find L(t cos(2t)) using Formula 15.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 57

L(t cos(2t)) = − ddsL(cos(2t)) (Formula 15)

= − dds(

ss2+4

) (Formula 6) = −[(s2+4)−s2s(s2+4)2

] (Quotient Rule)

= −[s2+4−2s2

(s2+4)2] = −[ −s2+4

(s2+4)2] = s2−4

(s2+4)2.

(Note: You could also have used Formula 11).

Exercise 3.27 Use Formula 15 to prove Formula 9.

L(teat) =

Theorem 3.28 (First Shifting Theorem (Formula 14))

L(eatF (t)) = f (s− a) = [L(F (t))]s→s−a

(i.e. it is L(F (t)), with s replaced by s− a).

Proof: L(eatF (t)) =∫∞

0 e−steatF (t)dt =∫∞

0 e−(s−a)tF (t)dt.

Recall that L(F (t)) =∫∞

0 e−stF (t)dt, so replacing s with

s− a gives us L(eatF (t)) as required.

Example 3.29 Use Formula 14 to find L(e4tt3).

L(e4tt3) = [L(t3)]s→s−4 (Formula 14)

= [ 3!s3+1 ]s→s−4 (Formula 3) = [ 6

s4 ]s→s−4 = 6(s−4)4

.

Exercise 3.30 L(e6t cos(4t)) =

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 58

Exercise 3.31 L(e7tt9) =

Example 3.32 Previously we proved Formula 9

(L(teat) = 1(s−a)2

) using Formula 15. Here we prove For-

mula 9 again, this time using Formula 14:

L(teat) = L(eatt) = [L(t)]s→s−a (Formula 14)

= [ 1s2 ]s→s−a (Formula 2) = 1

(s−a)2.

Exercise 3.33 L(e8tt cos(2t)) =

Definition 3.34 Intuitively, a function is continuous if

it can be drawn without removing the pen from the page.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 59

Theorem 3.35 (Formula 12) Let F (t) and F ′(t) be con-

tinuous functions for t > 0.

Then L(F ′(t)) = sL(F (t))− F (0).

Proof: L(F ′(t)) =∫∞

0 e−stF ′(t)dt.

Use integration by parts: let u = e−st and dv = F ′(t)dt.

∴ du = −se−stdt and v =∫

F ′(t)dt = F (t).

∴ L(F ′(t)) = [uv−∫

vdu]∞0 = [e−stF (t)−∫

F (t)(−s)e−stdt]∞0

= [e−stF (t)]∞0 + s[∫

F (t)e−stdt]∞0

= [e−s∞F (∞)− e0F (0)] + s∫∞

0 e−stF (t)dt

= [0 − F (0)] + sL(F (t)) (by the definition of the Laplace

transform)

= sL(F (t))− F (0).

Example 3.36 Find L( ddt(sin(t)).

By Formula 12, this equals sL(sin(t)− sin 0

(here F (t) = sin t)

= s 1s2+12 − 0 (Formula 5)

= ss2+1

.

Alternativley, L( ddt(sin t)) = L(cos t) = s

s2+1(Formula 6).

Exercise 3.37 Use Formula 12 to find L( ddt(t sin t)).

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 60

Theorem 3.38 (Formula 13) Let F (t), F ′(t) and F ′′(t)

be continuous functions for t > 0.

Then L(F ′′(t)) = s2L(F (t))− sF (0)− F ′(0).

Proof: L(F ′′(t)) =∫∞

0 e−stF ′′(t)dt. Use integration by

parts: let u = e−st and dv = F ′′(t)dt.

∴ du = −se−stdt and v =∫

F ′′(t)dt = F ′(t).

∴ L(F ′′(t)) = [uv −∫

vdu]∞0

= [e−stF ′(t)−∫

F ′(t)(−s)e−stdt]∞0

= [e−stF ′(t)]∞0 + s∫∞

0 e−stF ′(t)dt

= [e−s∞F ′(∞)− e0F ′(0)] + sL(F ′(t))

= [0− F ′(0)] + s[sL(F (t))− F (0)] (Formula 12)

= −F ′(0) + s2L(F (t))− sF (0)

= s2L(F (t))− sF (0)− F ′(0) as required.

Example 3.39 Find L( d2

dt2(tet)) using Formula 13.

L( d2

dt2(tet)) = s2L(tet)− s(0e0)− [ d

dt(tet)]0

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 61

= s2 1(s−1)2

− 0− [tet + et1]0 (by Formula 9)

= s2

(s−1)2− [0e0 + e0] = s2

(s−1)2− 1 = s2

(s−1)2− (s−1)2

(s−1)2

= s2−(s−1)2

(s−1)2= s2−(s2−2s+1)

(s−1)2= 2s−1

(s−1)2.

Alternativley, L( d2

dt2(tet)) = L( d

dt(tet + et))

= L(tet + et + et) = L(tet) + 2L(et) = 1(s−1)2

+ 2 1s−1

(Formulae 9 and 4)

= 1(s−1)2

+ 2 s−1(s−1)2

= 1+2(s−1)(s−1)2

= 2s−1(s−1)2

, as before.

Exercise 3.40 Use Formula 13 to find L(F ′′(t)), where

F (t) = cos t.

L(F ′′(t)) = s2L(F (t))− sF (0)− F ′(0) =

3.4 Solving Differential Equations using Laplace

Transforms

To solve a differential equation using the Laplace trans-

form, we:

1: Take the Laplace transform of both sides of the

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 62

D.E. (using Formulae 12 and 13).

2: Solve this new equation to find L(y) in terms of s.

3: Find y by taking the inverse Laplace transform of

both sides (usually we need partial fractions for this).

Example 3.41 Solve the D.E. dydt−2y = 6 cos(2t)−6 sin(2t)

using Laplace transforms, given that when t = 0, y = 0

(i.e. y(0) = 0).

1: L(dydt )− 2L(y) = 6L(cos(2t))− 6L(sin(2t)).

Now use Formulae 12, 6 and 5 to take Laplace transforms

to get:

[sL(y)− y(0)]− 2L(y) = 6 ss2+22 − 6 2

s2+22

2: Solve to find L(y):

sL(y)− 0− 2L(y) = 6(s−2)s2+22

⇒ (s− 2)L(y) = 6(s−2)s2+22 ⇒ L(y) = 6

s2+22

3: Taking the inverse Laplace of both sides we get:

L−1(L(y)) = L−1( 6s2+22) ⇒ y = 3L−1( 2

s2+22)

⇒ y = 3 sin(2t) (by Formula 5).

Exercise 3.42 Use Laplace transforms to solve the D.E.dydt + 4y = e−4t, given that y(0) = 2 (i.e. when t = 0,

y = 2).

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 63

Exercise 3.43 Use Laplace transforms to solve the D.E.dydt − y = 1, given that y(0) = 0.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 64

∴ y = −1 + et.

Alternativley, we could solve this D.E. using separable

variables:dydt − y = 1 ⇒

Lastly, we could solve the D.E. using the Integrating Fac-

tor Method:dydt − y = 1 ⇒

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 65

Exercise 3.44 Use Laplace transforms to solve the D.E.

3dydt + 2y = e6t, given that y(0) = 0.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 66

⇒ y = 120e

6t − 120e

−23t.

Example 3.45 Use Laplace transforms to solve the D.E.d2ydt2

= y, given that y(0) = 1 and y′(0) = 2.

1: L(d2ydt2

) = L(y) ⇒ [s2L(y) − sy(0) − y′(0)] = L(y)

(Formula 13)

⇒ s2L(y)− s1− 2 = L(y).

2: ∴ s2L(y)− L(y) = s + 2 ⇒ (s2 − 1)L(y) = s + 2

⇒ L(y) = s+2s2−1

.

3: L(y) = s+2(s+1)(s−1) = A

s+1 + Bs−1.

∴ s + 2 = A(s− 1) + B(s + 1).

s = 1 : 1 + 2 = A0 + B2 ⇒ 3 = 2B ⇒ B = 32.

s = −1 : −1+2 = A(−2)+B0 ⇒ 1 = −2A ⇒ A = −12

∴ L(y) =−1

2s+1 +

32

s−1

⇒ y = L−1(L(y)) = −12L

−1( 1s+1) + 3

2L−1( 1

s−1)

⇒ y = −12e−1t + 3

2e1t (Formula 4).

Exercise 3.46 Use Laplace transforms to solve d2ydt2

= t,

given that y(0) = 1 and y′(0) = 2.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 67

⇒ y = t3

6 + 2t + 1.

Alternativley, we could solve this D.E. by integrating twice:d2ydt2

= t ⇒

Exercise 3.47 Solve the D.E. d2ydt2

+ 3dydt + 7y = 2et, given

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 68

that y(0) = 1 and y′(0) = −1.

1:

⇒ L(y) = s2+s(s−1)(s2+3s+7)

= As−1 + Bs+C

s2+3s+7

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 69

∴ L(y) =211

s−1 +911s+14

11s2+3s+7

⇒ y = 211e

1t + 111L

−1( 9s+14(s+3

2)2+(−(32)2+7)

)

= 2et

11 + 911

{L−1

(s+3

2

(s−(−32))2+(

√192 )2

)+ L−1

(2818−

2718

(s−(−32))2+(

√192 )2

)}= 2et

11 + 911

{e−

32t cos(

√192 t) + 1

181

(√

192 )

L−1[

√192

(s−(−32 ))2+(

√192 )2

]

}= 2et

11 + 911

{e−

32t cos(

√192 t) + 1

182√19

e−32t sin(

√192 t)

}= 2et

11 + 911e

−32t

{cos(

√192 t) + 1

9√

19sin(

√192 t)

}= y.

CHAPTER 3. LAPLACE TRANSFORMS PREDEGREE MATHS 70

Summary of First Order Differential Equations:

To solve a first order D.E. we try the following four

methods (in this order):

1: If it is separable then separate, integrate and solve

for y.

2: If it is homogeneous, substitute y = vx. This will

lead to a separable D.E.

3: If it is linear (i.e. it is of the form dydx + P (x)y =

Q(x)) then use the Integrating Factor Method (mul-

tiply the D.E. by I.F. = e∫

P (x)dx and recall that this

equals ddx(yI.F.). This leads to a separable D.E.).

4: Otherwise use the Laplace transform (find L of

both sides using the Formula sheet, solve for L(y),

decompose using partial fractions and then find y =

L−1(L(y)) ).

Chapter 4

Second Order DifferentialEquations

71

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 72

4.1 Introduction

Consider a differential equation of the form

ad2ydx2 + bdy

dx + cy = 0, where a, b and c are constants.

From this D.E. we define the auxilliary equation

am2 + bm + c = 0.

We can solve this using the quadratic formula

m = −b±√

b2−4ac2a .

Case 1: b2 − 4ac > 0

Here we have two real roots of the auxilliary equa-

tion: m1 = −b−√

b2−4ac2a and m2 = −b+

√b2−4ac

2a .

This gives us the following general solution of the

D.E.: y = Aem1x+Bem2x, where A and B are unknown

constants.

Proof: We will show that y = Aem1x + Bem2x is a solu-

tion of the D.E. ad2ydx2 + bdy

dx + cy = 0.dydx = d

dx(Aem1x + Bem2x) = Am1em1x + Bm2e

m2x.

∴ d2ydx2 = Am2

1em1x + Bm2

2em2x.

Thus the L.H.S. of the D.E. becomes

a[Am21e

m1x+Bm22e

m2x]+b[Am1em1x+Bm2e

m2x]+c[Aem1x+

Bem2x]

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 73

= Aem1x(am21 + bm1 + c) + Bem2x(am2

2 + bm2 + c)

= Aem1x0 + Bem2x0 (since m1 and m2 are roots of the

quadratic am2 + bm + c = 0)

= 0 + 0 = 0.

∴ L.H.S. =0 as required, so y = Aem1x + Bem2x is a so-

lution of the D.E. ad2ydx2 + bdy

dx + cy = 0.

Example 4.1 Solve the D.E. d2ydx2 + 5dy

dx + 6y = 0.

The auxilliary equation here is m2 + 5m + 6 = 0.

∴ the roots are m =−5±√

52−4(1)(6)

2(1) = −5±√

25−242 = −5±1

2 .

Thus we have two real roots m1 = −5+12 = −2 and m2 =

−5−12 = −3. Thus Case 1 gives us that the general solution

of the D.E. is y = Aem1x + Bem2x = Ae−2x + Be−3x.

Exercise 4.2 Solve the D.E. d2ydx2 − 7dy

dx + 12y = 0.

The auxilliary equation is m2 − 7m + 12 = 0.

This has roots m =−(−7)±

√(−7)2−4(12)

2(1) = 7±√

49−482 =

7±12 ⇒ m1 = 7+1

2 = 4 and m2 = 7−12 = 3.

Thus we have two real roots, so Case 1 applies, so y =

Aem1x + Bem2x ⇒ y = Ae4x + Be3x.

Exercise 4.3 Solve the D.E. d2ydx2 + 2dy

dx − 3y = 0.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 74

Case 2: b2 − 4ac = 0 in the auxilliary equation.

This gives one repeated real root m = −b±√

02a = −b

2a .

This gives us the following solution of the D.E.:

y = Aemx + Bxemx.

Proof: Omit.

Example 4.4 Solve the D.E. d2ydx2 + 6dy

dx + 9y = 0.

Auxilliary equation: m2+6m+9 = 0 ⇒ m =−6±√

62−4(9)

2 =−6±

√36−362 = −6±0

2 = −3 = m. Thus we have a repeated

real root m = −3, so Case 2 applies.

∴ y = Aemx + Bxemx = Ae−3x + Bxe−3x.

Exercise 4.5 Solve the D.E. d2ydx2 + 10dy

dx + 25y = 0.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 75

Exercise 4.6 Solve the D.E. d2ydx2 + 8dy

dx + 16y = 0.

Recall: i is a number (called an imaginary number)

such that i2 = −1, so i =√−1. A number of the form

α+ iβ is called a complex number. α is called the real

part of α + iβ and β is called the imaginary part of

α + iβ. We can draw an Argand diagram of the com-

plex number 2 + 3i.

Case 3: b2 − 4ac < 0 in the auxilliary equation.

This gives us two complex roots: α± iβ.

In this case the general solution of the D.E. is

y = eαx[A cos(βx) + B sin(βx)].

Proof: Omit.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 76

Example 4.7 Solve the D.E. d2ydx2 + 4dy

dx + 9y = 0.

m2 + 4m + 9 = 0 ⇒ m =−4±√

42−4(9)

2 = −4±√

16−362 =

−4±√−20

2 = −4±√

4√−5

2 = −4±2√−5

2 = −2 ±√−5 = −2 ±

√−1√

5 = −2± i√

5. This equals α± iβ. ∴ α = −2 and

β =√

5, so by Case 3, y = eαx[A cos(βx) + B sin(βx)] =

e−2x[A cos(√

5x) + B sin(√

5x)].

Exercise 4.8 Solve the D.E. d2ydx2 − 2dy

dx + 10y = 0.

Exercise 4.9 Solve the D.E. d2ydx2 + 16y = 0.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 77

Exercise 4.10 Solve the D.E. d2ydx2 − 12dy

dx + 36y = 0.

Example 4.11 Solve the D.E. d2ydx2 + 2dy

dx − 3y = 0, given

that y(0) = 1 and y′(0) = 2.

m2 + 2m − 3 = 0 ⇒ m =−2±√

4−4(−3)

2 = −2±√

162 =

−2±42 = −1 ± 2 ⇒ we have two real roots m1 = 1 and

m2 = −3. ∴ y = Ae1x + Be−3x.

Next we can find the (arbitrary) constants A and B using

the initial conditions y(0) = 1 and y′(0) = 2.

y(0) = 1 and y = Ae1x + Be−3x imply 1 = Ae0 + Be−3(0)

⇒ 1 = A + B.

Also, dydx = Aex − 3Be−3x and y′(0) = 2

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 78

imply 2 = Ae0 − 3Be−3(0) ⇒ 2 = A− 3B. Next we solve

the simultaneous equations

A + B = 1

A− 3B = 2

⇒ 0 + 4B = −1 (subtracting) ⇒ B = −14.

∴ A + B = 1 ⇒ A− 14 = 1 ⇒ A = 5

4.

Thus the solution of the D.E. is

y = Aex + Be−3x = 54e

x − 14e−3x.

Exercise 4.12 Solve the D.E. 2d2ydx2 + 6dy

dx + 5y = 0, given

that y(0) = 1 and y′(0) = −1.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 79

Exercise 4.13 Solve the D.E. 4d2ydx2 − 12dy

dx + 9y = 0, given

that y(0) = 1 and y′(0) = 2.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 80

Summary:

To solve the D.E. ad2ydx2 + bdy

dx + cy = 0, find the roots of

the auxilliary equation am2 + bm + c = 0. If you get:

1: Two different real roots m1 and m2 then the gen-

eral solution is y = Aem1x + Bem2x.

2: One repeated different real root m then the gen-

eral solution is y = Aemx + Bxemx.

3: Two complex roots α ± iβ then the general solu-

tion is y = eαx[A cos(βx) + B sin(βx)].

Next we learn how to solve a D.E. of the form

ad2ydx2 + bdy

dx + cy = f (x) ∗First solve the D.E. ad2y

dx2 + bdydx + cy = 0 to get the com-

plementary function (= yc)

Then find a particular solution (= yp) of ∗.

Then the genaral solution of ∗ is of the from

y = yc + yp.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 81

R.H.S. yp

a A1

ax + b A1x + B1

ax2 + bx + c A1x2 + B1x + C1

aebx A1ebx

a sin(bx) A1 sin(bx) + B1 cos(bx)

a cos(bx) A1 sin(bx) + B1 cos(bx)

Example 4.14 Solve d2ydx2 − 5dy

dx + 6y = 24 ∗.

Auxilliary equation: m2 − 5m + 6 = 0 ⇒ m1 = 2 and

m2 = 3. ∴ C.F. = yc = Ae2x + Be3x.

Next we find yp.

R.H.S. of ∗ = 24 ⇒ yp = C.

Now yp = C is a particular solution of the D.E. ∗, sod2

dx2C−5 ddxC+6C = 24 = 0−0+6C = 24 ⇒ C = 4 = yp.

Thus the general solution of ∗ is

y = yc + yp = Ae2x + Be3x + 4.

Exercise 4.15 Solve d2ydx2 + 14dy

dx + 49y = 4e5x ∗m2 + 14m + 49 = 0 ⇒ (m + 7)(m + 7) = 0

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 82

⇒ repeated real root m = −7. Thus by Case 2,

yc = Aemx + Bxemx = Ae−7x + Bxe−7x.

yp = Ce5x is a particular solution of ∗ (by the table).

Next find C by substituting yp = Ce5x into ∗:d2

dx2(Ce5x) + 14 ddx(Ce5x) + 49(Ce5x) = 4e5x

⇒ 25Ce5x + 14C5e5x + 49Ce5x = 4e5x

⇒ 25C + 70C + 49C = 4 ⇒ 144C = 4 ⇒ C = 136.

∴ yp = 136e

5x.

Thus the general solution of ∗ is

y = yp + yc = 136e

5x + Ae−7x + Bxe−7x.

Example 4.16 If the R.H.S. of ∗ is 3 cos(x), write down

yp: yp = A1 sin x + B1 cos x

If R.H.S. = 2e7x then yp = Ce7x.

If R.H.S. = 3 sinh x = 312(e

x− e−x then yp = Cex +De−x.

If R.H.S. = 2x2 − 7 then yp = A1x2 + B1x + C1.

If R.H.S. = x + 2ex then yp = A1x + B1 + C1ex.

Example 4.17 Solve d2ydx2 − 5dy

dx + 6y = 2 sin x ∗ ∗Note that the L.H.S. of ∗∗ =L.H.S. of ∗ from a previous

example, so they have the same yc.

∴ yc = Ae2x + Be3x (again).

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 83

R.H.S.= 2 sin x, so by the table, yp = C cos x + D sin x.

This is a solution of ∗∗, sod2

dx2(C cos x+D sin x)−5 ddx(C cos x+D sin x)+6(C cos x+

D sin x) = 2 sin x

⇒ ddx(−C sin x+D cos x)−5(−C sin x+D cos x)+6(C cos x+

D sin x) = 2 sin x

⇒ −C cos x−D sin x + 5C sin x− 5D cos x + 6C cos x +

6D sin x = 2 sin x

⇒ cos x(−C−5D+6C)+sin x(−D+5C +6D) = 2 sin x

⇒ (5C − 5D) cos x + (5C + 5D) sin x = 2 sin x

⇒ 5C − 5D = 0 and 5C + 5D = 2

(by comparing coefficients).

∴ 5C − 5D = 0

5C + 5D = 2

⇒ 10C + 0D = 2 (by adding)

⇒ C = 15. Also, 5C − 5D = 0, so 51

5 − 5D = 0 ⇒1− 5D = 0 ⇒ D = 1

5

∴ yp = 15 cos x + 1

5 sin x.

Also, yc = Ae2x + Be3x.

Thus the general solution is

y = yp + yc = 15 cos x + 1

5 sin x + Ae2x + Be3x.

Exercise 4.18 Solve d2ydx2 + 6dy

dx + 10y = 2 sin(2x) ∗

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 84

To find yp, we see that 2 sin(2x) is on our table.

∴ yp = C cos(2x) + D sin(2x).

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 85

Thus the general solution of the D.E. is y = yp + yc =−215 cos(2x) + 1

15 sin(2x) + e−3x(A cos x + B sin x).

Exercise 4.19 Solve the initial value problem (I.V.P.)d2ydx2 + 3dy

dx − 11y = 0, given that y(0) = 1 and y′(0) = 2.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 86

Exercise 4.20 Solve the I.V.P. d2ydx2 + 2dy

dx + 3y = 0, given

that y(0) = 2 and y′′(0) = 3.

CHAPTER 4. SECOND ORDER DIFFERENTIAL EQUATIONS 87