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