1

Chapter 8 Ordinary differential equation

Mathematical methods in the physical sciences 3rd edition Mary L. Boas
Lecture 5 Introduction of ODE
2
1. Introduction (differential equation)
- A great many applied problems involve rates, that is, derivatives.
An equation containing derivatives is called a differential equation.
- If it contains partial derivatives, it is called a partial differential
equation; otherwise it is called an ordinary differential equation.
ex 1) Newtons equation
2
2
dt
d
m
dt
d
m m
r v
a F = = =
ex 2) Heat transfer
dx
dT
kA
dt
dQ
=
ex 3) RLC circuit
dt
dV
C
I
dt
dI
R
dt
I d
L V
C
q
RI
dt
dI
L = + + = + +
2
2
RI V
R
=
C
q
V
C
=
dt
dI
L V
L
=
3
- order of a differential equation : order of the highest derivative in
the equation
order 2nd :
order 1st : 1
2
2
2
kr
dt
r d
m
xy y
=
= + '
- (non)Linear differential equation
equation nonlinear , , 1 , cot
. of function a or constant either are and Here,
equation linear
2
3 2 1 0
xy y y y y y
x b a
b y a y a y a y a
n
= ' = ' = '
= + ' ' ' + ' ' + ' +
Note 1
: A solution of a differential equation (in the variable x and y) is a
relation between x and y which, if substituted into the differential
equation, gives an identity.
If you come up with a function to give an identity, that should
be a solution of the differential equation.
Example 1)
x y C x y cos (DE), equation al differenti the of solution a is sin = ' + =
Example 2)
x x x
Be Ae y e y y y

+ = = = ' ' Solution DE
In order to verify if your solutions are correct, put the solutions into
the equations and check the identity.
4
5
Example 3)Find the distance which an object falls under gravity in t
seconds if it starts from rest.
solution) r (particula
2
1
), 0 ( condition initial With the
solution) (general
2
1
2
0 0
0 0
2
2
2
gt x x v
x t v gt x g
dt
x d
= = =
+ + = =
Note 2
- First order DE one arbitrary integration constant (IC)
- Second order DE two ICs
- N-th order DE # of ICs is n
- General solution with arbitrary IC
- Particular solution determined by the boundary condition or
initial condition
6
Example 4) Find the solution which passes through the origin and (ln2, 3/4)
x x
Be Ae y y y

+ = = ' '
y y = ' '
1
2
ln2 ln2
3 1
4 2
1
2
To satisfy the given condition,
0
.
2
( ) sinh
x x
A B B A
A B
Ae Be A B
y e e x

= +
| |
= =
|
= + = +
\ .
= =
7
2. Separable equations
- Separable equation
ex)
dx x f dy ) ( =
y terms in one side and x terms in the other side
the equation is separable.
Example 1)
Radioactive substance decay rate
0 at for
const. ln
0 0
= = =
+ = =
=

t N N e N N
t N dt
N
dN
N
dt
dN
t

8
Example 2)
. 1 Solve + = ' y y x
( ) ( )
ax y
ax a x const x y
x
dx
y
dy
x y
y
= +
= + = + = +
=
+
=
+
'
1
ln ln ln . ln 1 ln
1
or ,
1
1
9
- Orthogonal trajectories: ex) lines of force intersect the equipotential
curves at right angles.
( ) 1 2 1
) 1 (
s) reciprocal (negative
1
1
1
2
2
2
2
1
2
2
1
y trajector orthogonal
+ = + +
+ = +
= +
+
= '
+
= '
= ' = +
C y x
C x y y
xdx dy y
y
x
y
x
y
y
a y ax y
10
Chapter 8 Ordinary differential equation
Mathematical methods in the physical sciences 3rd edition Mary L. Boas
Lecture 6 First order ODE
11
3. Linear first-order equations
- Linear first-order equation
. of functions are , where , x Q P Q Py y = + '
}
}
= =
}
=
}
=
+ = =
= = + '
=

+
Pdx I Ae Ae e y
c Pdx y Pdx
y
dy
Py
dx
dy
Py y
Q
I
Pdx c Pdx
where ,
ln ,
or 0
. 0 let First,
12
( )
I I I I I I I ating differenti
I
Qe Py y e P ye e y
dx
dI
ye e y ye
dx
d
A ye
= + ' = + ' = + ' =
=
) (
}
}
}
=
|
|
|
|
.
|
+ =
+ =

Pdx I
ce dx Qe e y
c dx Qe ye
I I I
I I
where
or ,
13
Example 1) . / 1 2 Solve
2
x xy y x = '
}
}
}
=
|
|
|
.
|
+ =
+ =
= + '

Pdx I
ce dx Qe e y
c dx Qe ye
Q Py y
I I I
I I
where
or ,
, For
.
4
1
,
4
1 1 1
,
1
, ln 2
2
2
2
4
5
3 2 2
2
ln 2
cx
x
y
c
x
dx x dx
x x x
y ye
x
e e x dx
x
I
I
x I
+ =
+

= = = =
= = =
|
.
|

\
|
=

} }
}
.
1
,
2
Here, .
1 2
/ 1 2
3 3
2
x
Q
x
P
x
y
x
y x xy y x = = = ' = '
14
Example 2)Radium decays to radon which decays to polonium. If at
t=0, a sample is pure radium, how much radon does it
contain at time t (created and simultaneously decay)?
N
0
= # of radium atoms at t=0
N
1
= # of radium at time t
N
2
= # of radon atoms at time t,

1
,
2
= decay constants for Ra and Rn.
t t
t
e N Q P e N N N
dt
dN
N N
dt
dN
e N N N
dt
dN
1 1
1
0 1 2 0 1 1 1 2 2
2
2 2 1 1
2
0 1 1
1
, Here, . or ,
. ,

= = = = + =
= =
}
}
}
=
|
|
|
.
|
+ =
+ =
= + '

Pdx I
ce dx Qe e y
c dx Qe ye
Q Py y
I I I
I I
where
or ,
, For
15
( ) ( )
. if ,
,
2 1
1 2
0 1
0 1 0 1 2
2 2
1 2 1 2 2 1 2

= +

= + = + =
= =

} }
}
c e
N
c dt e N c dt e e N e N
t dt I
t t t t t
( ).
. or 0 , 0 ) 0 ( Since
2 1
1 2
0 1
2
1 2
0 1
1 2
0 1
2
t t
e e
N
N
N
c c
N
t N

= +

= = =
16
4. Other methods for first-order equations
1) Bernoulli equation
n
Qy Py y = + '
It is not linear,
but, is easily reduced to a linear equation by making the
change of the variable.
( )
( )
( ) | | ( ) | |
( ) ( ) ( )
( ) ( ) equation order - first linear : 1 1
, Using
1 1 1
1 1
, 1 by equation original the g Multiplyin
1
1
1
1
Q n Pz n z
y z
Q n Py n y y n
Qy y n Py y y n
y n
y y n z
y z
n
y n
n n n
n
n
n
= + '
=
= + '
= + '

' = '
=

17
2) Exact equations; integrating factors
( ) ( )
. or 0
). , ( ) , ( where , 0 cf.
. if al, differenti exact an is , ,
} }
+ = = = V = V
= = = V
c
c
=
c
c
+
dy A dx A d F F
Q P A A
x
Q
y
P
dy y x Q dx y x P
y x
y x
r A A A
A A
( ) . , 0
. if exact, called is or 0
. , ,
), , ( For
const y x F dF Qdy Pdx
x
Q
y
P
Q
P
y Qdy Pdx
dF Qdy Pdx
y
F
Q
x
F
P
y x F
= = = +
c
c
=
c
c
= ' = +
= +
c
c
=
c
c
=
18
factor g integratin :
1
. exact. is 0
1
exact. not is 0
2
2 2
x
const
x
y
x
y
d dx
x
y
dy
x x
ydx xdy
ydx xdy
= =
|
.
|

\
|
= =

=
ex. 1)
ex. 2)
factor g integratin : where ,
I I I I
e Q e Py e y e Q Py y = + ' = + '
19
3) Homogeneous equations
( ) ( )
equation. homogenous a is It
functions homogenous : , where 0 , , Q P dy y x Q dx y x P = +
- The above equation can be reduced to a separable equation in
variable v=y/x and x.
( ) ( ) x y f x x f y x z x f
z y x f t tz ty tx f
n
n
/ ), / ln( ) ( ex)
), , , ( ) , , ( : function s homogeneou cf.
2
= =
=
( ) ( )
( )
( )
|
.
|

\
|
= = = '
= +
x
y
f
y x Q
y x P
dx
dy
y
dy y x Q dx y x P
,
,
0 , ,
20
Prob. 8)
( )
( ) ( )
( )
( )
dx
x
dv
v v
v
dx v v vxdv
dx v dx v vxdv
dx v x dx x v x x vdx xdv vx
vd xdv dy vx y
dx y x x ydy
1
1 1
, variables the Separating
1 1
1 1
1 1 ) (
eq., original the into this Putting
eq.) us (homogeneo
2 2
2 2
2 2
2 2 2 2
2 2
=
+ +
+ + =
+ + = +
+ + = + + = +
+ = =
+ + =
21
4) Change of variables
: If a differential equation contains some combination of the
variable x, y, we try replacing this combination by a new variable.
cf. Problem 11. ( ) y u y x u y x y ' + = ' + = + = ' 1 : Hint cos
dx
u
du
u y u
=
+
+ = ' + = '
cos 1
cos 1 1
22
Chapter 8 Ordinary differential equation
Mathematical methods in the physical sciences 3rd edition Mary L. Boas
Lecture 7 Second order ODE I
23
5. Second order linear equations with constant coefficients and
zero right-hand side
( ) us inhomogeno :
homogenous : 0
0 1
2
2
2
0 1
2
2
2
x f y a
dx
dy
a
dx
y d
a
y a
dx
dy
a
dx
y d
a
= + +
= + +
Example 1.
( )
( )
( )( ) ( )( ) 0 4 1 1 4
. 0 4 5 or 0 4 5 0 4 5 Then,
operator al differenti . , Let
0 4 5
2 2
2
2
2
= + + = + +
= + + = + + = + ' + ' '
' ' = =
|
.
|

\
|
= ' = =
= + ' + ' '
y D D y D D
y D D y Dy y D y y y
y
dx
y d
dx
dy
dx
d
y D y
dx
dy
Dy
y y y
1) Auxiliary equation
24
( ) ( )
. is DE the of equation general The
, 0 4 and 0 1
solve first will we this, solve To
2
4
1
2
4
1
DE separable these solving
x x
x x
e c e c y
e c y e c y y D y D


+ =
= = = + = +
. if , 0 ) )( ( of solution general the is
2 1
b a y b D a D e c e c y
bx ax
= = + =
Comment. Here, we can see that solving the second-order linear
differential equation (y+my+ny=0) is quite similar to solving the
second order normal equation (D
2
+mD+n=0). We know that there
are three cases for the solutions of the second order equation, two
real numbers, single real number, and two complex numbers. The
first case of DE corresponds to the equation with the two real
solutions. How about the others cases?
25
2) Equal roots of the auxiliary equation
( )( )
? is other then the , is solution One
0
1
ax
e c y
y a D a D
=
=
( ) . 0 ) )( ( of solution general the is = + = y a D a D e B Ax y
ax
( )
( )( ) ( )
( )
B Ax Adx dx Ae e ye
Ae ay y Ae y a D
Ae u u a D y a D a D
y a D u
ax ax ax
ax ax
ax
+ = = =
= ' =
= = =
=
} }

equation) linear order (first or ,
0 0
26
3) Complex conjugate roots of the auxiliary equations
- The roots of auxiliary equations are complex.
( ) ( )
( )
( ) ( ) | | |
o o
| | o | o | o
+ = + =
+ = + =
+
x ce x c x c e
Be Ae e Be Ae y
x x
x i x i x x i x i
sin cos sin
2 1
Example 2) . 0 9 6 = + ' ' ' y y y
( ) ( )( ) ( )
x
e B Ax y y D D y D D
3 2
0 3 3 9 6 + = = = +
27
Example 3) motion of a mass oscillating at the end of a spring
( )
( ) motion harmonic simple : sin cos sin
0
for
2 1
2 2 2 2
2 2
2
2
2
2
e e e
e e e
e e
e e
+ = + = + =
= = + = +
= = =

t c t c t c Be Ae y
i D y D y y D
m
k
y
dy
y d
ky
dy
y d
m
t i t i
We can determine two unknown constants using initial conditions.
Example 4. Initial condition: at t=0, y=-10, y=0
t y
c c
c c
c c
t c t c y
e
e e
e e e e
cos 10
. 10 , 0
0 1 0
, 1 0 10
condition, initial For the
sin cos
2 1
2 1
2 1
2 1
=
= =

\
|
=
+ =
+ = '
28
Example 5. Considering the friction,
2 2 2 2
2 2
2
2
2
2
0 2
) 0 ( 2 , for , 0 2
) 0 (
e e
e e
= = + +
> = = = + +
> =
b b D bD D
m
l
b
m
k
y
dt
dy
b
dt
y d
l
dt
dy
l ky
dt
y d
m
29
0 cf.
2
2
= + +
C
I
dt
dI
R
dt
I d
L
( )
2 2
2 2
2 2
2 2
2 2
2 2
-overdamped if
, where
-critically damped if
( )
-underdamped or oscillatory if
sin , where
t t
bt
bt
b
b b
y Ae Be
b b
b
y A Bt e
b
y ce t b i

e
e
e
e
e
| e |

>

= +

= +

=

=
= +
<
= + =
30
Undamped
Underdamped
Envelope
- Underdamped oscillator
31
- Critically/over-damped
32
REVIEW
homogenous : 0
0 1
2
2
2
= + + y a
dx
dy
a
dx
y d
a
. if , 0 ) )( ( of solution general the is
2 1
b a y b D a D e c e c y
bx ax
= = + =
( ) . 0 ) )( ( of solution general the is = + = y a D a D e B Ax y
ax
( ) ( )
( )
( ) ( )
. , where , 0 ) )( ( of solution the is
sin cos sin
2 1
| o | o
| | |
o o
| | o | o | o
i b i a b D a D
x ce x c x c e
Be Ae e Be Ae y
x x
x i x i x x i x i
= + = =
+ = + =
+ = + =
+
0 ) ( 0 0
,
2 1
2
2 1
2
2 1
2
2
2
2
2
= ' + ' + = ' + ' + = + +
' ' = =
|
.
|

\
|
= ' = =
y a D a D y a Dy a y D y a Dy a y D a
y
dx
y d
dx
dy
dx
d
y D y
dx
dy
Dy
33
Chapter 8 Ordinary differential equation
Mathematical methods in the physical sciences 3rd edition Mary L. Boas
Lecture 8 Second order ODE II
34
6. Second-order linear equations with constant coefficient and right-
hand side not zero
( )
equation ns inhomogeou of solution particular : 2 sin
equation) homogenous of solution (general ary complement :
2 cos 4 5
10
1
4
2
x y
Be Ae y
x y D D
p
x x
c
=
+ =
= + +

The general solution of an inhomogeneous DE is the
combination of y
c
and y
p

1) solution of an inhomogeneous DE
( )
( )
( )( )
x Be Ae y y y
x y y D D
y D D
x y D D
x x
c p
c p
c
p
2 sin
2 cos 4 5
0 4 5
2 cos 4 5
10
1
4
2
2
2
+ + = + =
= + + +
|
|
.
|
= + +
= + +

35
2) Inspection of particular solutions
x x
p
x
p
e Ae y e y y y
y y y y
2 8 9 6
5 3 2
3
5
= = = + ' ' '
= = + ' ' '
: To find a simple particular solution, we may be able to
guess and verify it.
simple. not ?? 2
x
p
x
Ae y e y y y = = ' + ' '
36
3) Successive integration of two first-order equations
simple. not 2 = ' + ' '
x
e y y y
( )( )
( ) ( )
x x
x
e u u e u D y D u
e y D D
= ' = + =
= +
or 1 2
2 1
( )
x x x x x
x x x x x x x
e c e c xe y c e c xe
c e c e xe dx e c xe e ye
x dx I
2
2 1 3
1
2
3
1
3
3
1
2
3
1 3
1
3
9
1
3
3
1
1
2 2
2 2
DE order first the of n integratio second

+ ' + = + ' + =
+ + = + =
= =

}
}
( ) . 2 or 2
. ,
DE order first the of n integratio first
1 1
1 1
x x x x
x x x x x
e c xe y y e c xe y D
e c xe u c x dx e e ue x dx I
+ = + ' + = +
+ = + = = = =

} }

37
4) Exponential right-hand side
( ) ( )( ) ( )
cx cx
ke x F y b D a D ke x F y a
dx
dy
a
dx
y d
= = = = ' + ' +
0 1
2
2
First, suppose that c is not equal to either a or b. Solving the DE by
the successive integration of two first-order equation gives the
particular solution, e
cx
.
ex) ( )( )
( )
x x x
x x x x
p p p
x
p
x
e Be Ae y
C e e e e C y y y
Ce y
e y D D
2 5
2 2 2 2
2
2
1 7 5 8 4 5 4
2) (1,-5 7 5 1
+ + =
= = + = ' + ' '
=
= = +

( )( )

\
|
= =
= =
b a c if
b) (a b or a equals c if
b or a either to equal not is c if
2 cx
cx
cx
cx
e Cx
Cxe
Ce
ke y b D a D
( ) ( ) 3 / 1 b or a c 2 = = = = ' + ' ' C Cxe y e y y y
x
p
x
Backing to the previous DE,
38
5) Use of complex exponentials
( )
ix
e x x x F = cos or sin
x e Y Y Y x e Y Y Y
e Y Y Y x y y y
ix
I I I
ix
R R R
ix
2 sin 4 4 Im 2 , 2 cos 4 4 Re 2
4 2 2 sin 4 2
2 2
2
= = ' + ' ' = = ' + ' '
= ' + ' ' = ' + ' '
( )
( )
( )
( ) ( )
part) (imaginary 2 sin 2 cos
want. e solution w the is part imaginary the Here,
) 2 sin 2 (cos 3 3
3
40
6 2 4
6 2
4
4 2 2 4
5
3
5
1
5
1
2
5
1
5
1
2 2
2
x x y
x i x i e i Y
i
i
i
C
e Ce i
Ce Y
p
ix
p
ix ix
ix
p
=
+ + = + =
+ =

=

=
= +
=
39
( )( )
( )( )
solution. the as part imaginary and real the e then tak
, solve first
,
cos
sin
solve To
x i
ke y b D a D
x k
x k
y b D a D
o
o
o
=

=
40
6) Method of undetermined coefficients
The method of assuming an exponential solution and determining the
constant factor C is an example of the method of undetermined
coefficients.
( )( ) ( )
( )
( )
( )
t. coefficien ed undetermin with as degree same the of l polynomina the is
b a c if
b) (a b or a equals c if
b or a either to equal not is c if
2
n n
n
cx
n
cx
n
cx
n
cx
P Q
x Q e Cx
x Q Cxe
x Q Ce
x P e y b D a D

\
|
= =
= =
Example)
( ) 1
2 2 2 2 2 2
2 Solve
2
2
1
2 2
2
2
+ =
= + + = ' + ' '
+ + =
= ' + ' '
x y
x x C Bx Ax B Ax A y y y
C Bx Ax y
x x y y y
p
p p p
p
41
7) Several terms on the right-hand side; principle of superposition
( )( ) | | | | | |
( )( ) | |
( )( ) | |
( )( ) | | ( )
( ) 1 2 sin 2 cos
1 2 1
2 sin 2 cos 2 sin 4 2 1
2 1
2 sin 4 2 1 2
2
2
1
5
3
5
1
3
1
3 2 1
2
2
1
3
2
5
3
5
1
2
3
1
1
2
+ = + + =
+ = = +
= = +
= = +
+ + = + = ' + ' '
x x x xe y y y y
x y x x y D D
x x y x y D D
xe y e y D D
x x x e y D D y y y
x
p p p p
p
p
x
p
x
x
- Solve a separate equation and add the solutions.
principle of superposition
(working only for linear equations)
42
8) Forced vibrations (steady state motion)
( )
t i t i
t i
p
t i
Fe Ce bi
Ce Y Fe Y
dt
dY
b
dt
Y d
const F t F y
dt
dy
b
dt
y d
e e
e e
e e e
e
e e
' '
' '
= + ' + '
= = + +
= ' = + +
2 2
2
2
2
2
2
2
2
2
.) ( sin 2
( )
( ) | |
( )
( )
( )
( )
( )
( ). sin
4 4
of angle ,
4
4
2
2
2
2
2 2 2
2
2 2
2
2
2 2
2
2
2 2
2 2
2 2
| e
e e e e e e
|
e e e
e e e
e e e
e e e
| e
u
'
' + '
=
' + '
=
=
' + '
=
=
' + '
' '
=
' + '
=
'
t
b
F
y e
b
F
Y
C
b
F
C
re
b
F bi
bi
F
C
p
t i
p
i
43
2 2 2
p
p
2 at occurs y of maximum the , Given 2)
at occurs y of maximum the , Given ) 1
b = '
' = '
e e e
e e e
( )
( ). sin
4
2
2
2 2
| e
e e e
'
' + '
= t
b
F
y
p
9) Resonance
44
10) Use of Fourier series in Finding particular solutions
( )
ion. superposit of principle the use then and ,
0 1
2
2
2
0 1
2
2
2
inx
n
n
inx
n
e c y a
dx
dy
a
dx
y d
a
e c x f y a
dx
dy
a
dx
y d
a
= + +
= = + +

=
Example)
( ) ( )

s s
s s
= = + +
t t
t
2 0,
0 1,
where , 10 2
2
2
t
t
t f t f y
dt
dy
dt
y d
( ) t B t A e y
i D D D
t
c
3 sin 3 cos
3 1 0 10 2
equation, auxiliary For
2
+ =
= = +

45
( ) ( ) | |.
1
2
1
expansion series Fourier
3 3
3
1
+ + + =
it it it it
e e e e
i
t f
t
( )
( )
( )
2
2
2
2
2
2
2
4 10
2 10 1
2 10
1 1
1
10 2 : First term ) 1
k k
ik k
ik ik k ik
C Ce y
e
ik
y
dt
dy
dt
y d
ikt
ikt
+

=
+
= =
= + +
t t
t
( ) ( ) . 3 cos 6 3 sin
37 3
2
cos 2 sin 9
85
2
20
1
2 37
12
2 37
1
3
2
2 85
4
2 85
9 2
20
1
37
6 1
3
1
37
6 1
3
1
85
2 9 1
85
2 9 1
20
1
3 3 3 3
3 3

+ + + =
+
|
|
.
|

\
|

|
|
.
|

\
|
+
|
|
.
|

\
|

|
|
.
|

\
|
+ =
+
+

+
+

+ =


t t t t
e e
i
e e e e
i
e e
e
i
i
e
i
i
e
i
i
e
i
i
y
it it it it it it it it
it it it it
p
t t
t t t t
t t t t
46
7. Other second-order equations
DE) order (first ) ( ,
) ( missing, y variable dependent : (a) Case
1 2
1 2
x f p a p a p y p y
x f y a y a
= + ' ' = ' ' = '
= ' + ' '
( )
y) t variable independen as p with DE order (first ,
missing, x t variable independen : b Case
dy
dp
p
dx
dy
dy
dp
dx
dp
y p y = = = ' ' = '
47
Example 1.
( )
equation) (Bernoulli .
4
1
2
1
or 0 2 4
,
missing.) is (t 0 2 4 : case special
0 0
1 2
2
2
2
2
2
2
2
2

= = +
= =
= +
|
.
|

\
|

> = +
|
.
|

\
|

yp p
dy
dp
y p
dy
dp
p
dy
dp
p
dt
y d
p
dt
dy
y
dt
dy
dt
y d
l ky
dt
dy
l
dt
y d
m
( )
( )
y
y y y
ce y z
c y e dy ye ze
y z
dy
dz
dy
dp
p
dy
dz
p z

+ + =
+ + = =
= = =

}
1
1
equation) linear order (first 2 ,
2
1
2
1
2
1
2
1
2
(plus or minus sign much be chosen correctly
at each stage of the motion so that the
retarding force opposes the motion.)
(describe the motion)
48
( )
( ) ( )
( ) .
0 or 0 : by multiply this, solve To
0 (c) Case
2
2
1
const dy y f y
dy y f y d y y y f y y y
y f y
= + '
= + ' ' = ' + ' ' ' '
= + ' '
}
Example)
( )
( ) ( )
( ) energy) of ion (conservat .
2
1
or
2
2
2
const dx x F mv
dx x F mvdv
dt
dx
x F
dt
dv
mv
x F
dt
x d
m
+ =
= =
=
}
49
( )
( ) DE) linear' ' order (second
and
equation) Cauchy or (Euler ) ( : d Case
0 1
2
2
2
2
2
2
2
2
0 1
2
2
2
2
z
z
e f y a
dz
dy
a
dz
dy
dz
y d
a
dz
dy
dz
y d
dx
y d
x
dz
dy
dx
dy
x
e x
x f y a
dx
dy
x a
dx
y d
x a
= + +
|
|
.
|

\
|

= =
=
= + +
50
Chapter 8 Ordinary differential equation
Mathematical methods in the physical sciences 3rd edition Mary L. Boas
Lecture 9 Laplace transform
51
8. The Laplace transform
( ) ( ) ( ).
0
p F dt e t f f L
pt
= =
}

Example 1. f(t)=1
( ) . 0 ,
1 1
1
0
0
> = = =

}
p
p
e
p
dt e p F
pt pt
Example 2. f(t)=e^(-at)
( )
( )
( ) . 0 Re ,
1
0 0
> +
+
= = =
} }

+

a p
a p
dt e dt e e p F
t p a pt at
cf. Laplace transform are useful in solving
differential equations.
- Laplace transform
52
( ) ( ) | | ( ) ( ) | |
( ) ( ) ( ) ( ).
) 1
0 0
0
g L f L dt e t g dt e t f
dt e t g t f t g t f L
pt pt
pt
+ = + =
+ = +
} }
}

- Some properties of Laplace transform
( ) | | ( ) ( ) ( ). ) 2
0 0
f cL dt e t f c dt e t cf t cf L
pt pt
= = =
} }

53
Example 3. Let us verify L3. L(cos at)
( ) ( ) ia a at at e t f
iat
+ = = sin cos
( )
( )
( ) . 0 Re ,
1
L Start with
0 0
> +
+
= = =
} }

+

a p
a p
dt e dt e e e
t p a pt at at
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) . 0 Re , sin cos
. sin cos sin cos
. 0 Re ,
1
, transform Laplace Taking
2 2 2 2
2 2 2 2
2 2
> +
+

+
=
+
+
+
= + = +
>
+
+
=

= =
ia p
a p
a
i
a p
p
at i at L
a p
a
i
a p
p
at iL at L at i at L
ia p
a p
ia p
ia p
p F e L
iat
( ) ( ) ( )
( ) ( ) ( ) 4 : 2 sin 2 sin cos sin cos
3 : 2 cos 2 sin cos sin cos
results, above the Using
2 2
2 2
L
a p
a
i at iL at i at L at i at L
L
a p
p
at L at i at L at i at L
+
= = +
+
= = + +
54
Example 4. Let us verify L11. L(t sin at)
( )
( )
( )
( ) ( )
11 : .
2
sin
2
sin
, respect to with relation above the ate Differenti
. cos cos
2
2 2 0
2
2 2 0
2 2
0
L
a p
pa
dt at t e or
a p
a p
dt at t e
a
a p
p
dt at e at L
pt pt
pt
+
=
+

=
+
= =
} }
}

55
9. Solution of differential equations by Laplace transforms
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) . Here . 0
0
0 0 0
Y y L y pY y pL y
dt e t y p t y e dt e t y y L
pt pt pt
= = + =
= ' = '
} }

- Laplace transforms can reduce an linear DE to an algebraic equation
and so simply solving it. Also since Laplace transforms automatically
use given values of initial conditions, we find immediately a desired
particular solution.
Note) The relations already include the initial conditions.
( ) ( ) ( ) ( ) ( ) ( ) . 0 0 0
result, above the Using
0 0
2 2
y py Y p y py y L p y y pL y L ' = ' = ' ' = ' '
56
Example 1.
. 0 , 0 4 4
0 0
2 2
= ' = = + ' + ' '

y y for e t y y y
t
( ) ( ) ( )
( )
). 6 (
2
2
4 4
equation, in the each term of s transform Laplace the Taking 1)
3
2 2
0 0 0
2
L
p
e t L Y y pY y py Y p
t
+
= = + + '

( )
( ) ( )
.
2
2
2
2
4 4
condition, initial the Using 2)
5 3
2
+
=
+
= + +
p
Y
p
Y p p
.
12 ! 4
2
). 6 ( m transfor inverse the Using 3)
2 4 2 4 t t
e t e t
y
L

= =
57
. 0 , 10 2 sin 4
0 0
= ' = = + ' ' y y for t y y Example 2.
( ) ( )
( )
( )
( ) . 2 cos
4
1
2 sin
8
1
2 cos 10 2 cos 2 2 sin
8
1
2 cos 10
), 17 , 4 ( m transfor inverse the Using
.
4
2
4
10
4
2
10 4
condition, initial the Using
.
4
2
2 sin 4
equation, in the each term of s transform Laplace the Taking
2
2
2 2
2
2
0 0
2
t t t t t t t t y
L L
p
p
p
Y
p
p Y p
p
t L Y y py Y p
+ = + =
+
+
+
=
+
= +
+
= = + '
58
Example 4.
. 0 , 1 , 0 2 , 0 2
0 0
= = = ' = + ' z y for z y z z y y
( )
( ) ( ) . 0 2 , 0 2
) ( equation, in the each term of s transform Laplace the Taking
0 0
= = +
=
Z Y z pZ Z Y y pY
Z z L
( ) ( ) . 0 2 , 1 2
condition, initial the Using
= = + Z p Y Z Y p
( ) | |
( )
. cos ), 14 ( m transfor inverse the Using
1 2
2
2 1 2 ) 1
2
2
2
t e y L
p
p
Y or p Y p
t
=
+

= = +
( )
. 0 2 1), of result ith the equation w original the use can ely we Alternativ
. sin
1 2
1
, ) 2
2
2
= + '
=
+
=
z y y
t e z
p
Z Simiarly
t
59
10. Convolution
- Method to write a formula for y
Example 1.
( ) ( ) ( )
( )
( )( )
( ) 8 , 7 ex. function, some of LT
1 1
.
1
. 0 ), (
2
2
2
0 0
L L
b p a p A C Bp Ap
p T
p F
C Bp Ap
Y p F f L CY BpY Y Ap
y y t f Cy y B y A
+ +
=
+ +
=
+ +
= = = + +
= ' = = + ' + ' '
In this case, y is the inverse Fourier Transform of a product of two
functions whose inverse transforms we know.
60
Example 2.
( )
( ) ( ) ( ) ( ) ( ).
2 3
1
2 3
. 0 , 2 3
2
2
2
0 0
p H p G e L e e L e L
p p
Y
e L Y pY Y p
y y e y y y
t t t t
t
t
= =
+ +
=
= + +
= ' = = + ' + ' '

( ) ( ) ( )
( )
( )
( ) ( )
( ) . 1
1
example, In this
2
0 0
0
2
0
t t t t t
t
t
t
t
t
t t
e e te e t e
e e d e e
d e e e d t h g y



+ = + =
+ = =
= =
}
} }
t t
t t t
t t
t t t t
( ) ( ) ( ) ( ) ( )
( ) ( )
}
}
=
= =
(

=
t
t
d h t g y
y L Y d h t g L p H p G
0
0
t t t
t t t
61
- Fourier Transform of a Convolution
( ) ( ) ( ) ( ) x f x f g g
Transform Fourier
2 1 2 1
, , o o
( ) ( ) ( ) ( )
( )
( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( )
}
} }
} }
} }
} }

=
(

|
.
|

\
|
=
= + =
|
.
|

\
|
=
|
.
|

\
|
=
=
du u f u x f f f
dx du u f u x f e
dv dx u v x dxdu u f u x f e
dvdu u f v f e
du e u f e v f g g
x i
x i
u v i
u i v i
2 1 2 1
0 0
2 1
2
0 0
2 1
2
0 0
2 1
2
2 1 2 1
* : n Convolutio
.
2
1
,
2
1
2
1
2
1
2
1
o
o
o
o o
t
t
t
t t
o o
62
ansforms. Fourier tr of pair a : & *
ransforms. Fourier t of pair a : *
2
1
&
. * of ransform Fourier t
2
1
*
2
1
2
1
2 1 2 1
2 1 2 1
2 1 2 1 2 1
f f g g
f f g g
f f dx e f f g g
x i

=
(

=
}

t
t t t
o
63
11. The Dirac delta function
- Impulse: impulsive force f(t), t=t_0 to t=t_1
( )
0 1
1
0
1
0
1
0
) ( v v m mdv dt
dt
dv
m dt t f
v
v
t
t
t
t
= = =
} } }
- We are not interested in the shape of f(t). What we think
important is the value of the integration of f(t) during t_1 t_0 = At.
64
- The above functions have the same integration value, 1.
( ) function' Delta ' called is , 0 of case In t f t A
65
- Laplace Transform of a o Function
( ) ( )
( )
( ) ( ) ( ) ( ) ( ) ( ) Figure in the : Prove
otherwise. , 0
,
0 0 0 0
0
0
= =

< <
=
} }
}
n t dt t t t dt t t t
b t a t
dt t t t
b
a
b
a
b
a
| o | o |
|
o |
66
- Example 2.
( ) | | ( ) . 0 ,
0
> = =

}
a e dt e a t a t L
pa pt
o o
- Example 3.
( )
( ) ( ) | |
( ) ). 28 , 3 ( , sin
1
. 0 ,
0 0
2 2
0
2 2
0 0 0
2
0
0
L L t t t t y
p
e
Y
e t t L Y p
y y t t y y
pt
pt
> =
+
=
= = +
= ' = = + ' '

e
e e
o e
o e
67
- Fourier Transform of a o Function
( ) ( )
( )
( )
( ) mechanics quantum in useful .
2
1
.
2
1
2
1
0
}
}

=
= =
o
t
o
t
o o
t
o
o
o o
d e a x
e dx e x g
a x i
a i x i
68
- Another physical application of o functions
( ) ( ) a x q a x m - o o , charge) (or mass Point
Example 4. 2 at x=3, -5 at x=7, and 3 at x=-4
( ) ( ) ( ) 4 3 7 5 3 2 + + x x x o
69
- Derivative of the o function
( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
( )
( ) ( )
( )
( ). 1
,
.
a dx a x x
Similarly
a dx a x x a x x dx a x x
n
n
n
| o |
| o | o | o |
=
' = ' = '
}
} }

70
- Some formulas involving o functions
( )
( ) ( ). .
, 0
, 1
.
a x a x u b
a x
a x
a x u a
= '

<
>
=
o
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
( )( ) | | ( ) ( ) | |
( ) | |
( )
( )
( ) ( ) . 0 0
; ,
1
.
; 0 ,
1
.
; .
; .
= ' =
'

=
= +

=
= =
' = ' ' = '
= =
i i
i
i
i
x f and x f if
x f
x x
x f
b a b x a x
b a
b x a x d
a x
a
ax c
x a a x and x x b
x a a x and x x a
o
o
o o o
o o
o o o o
o o o o
71
- o functions in 2 or 3 dimensions
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( )
0 0 0 0
3
0
0 0 0
0 0
, , , ,
, , ,
z z y y x x
z y x dxdydz z z y y x x z y x
y x dxdy y y x x z y x
o o o
o o

=
=
} } }
} }

o o o o o
| o o o |
| o o |
r r r r
Spherical coord.
Cylindrical coord.
( ) ( )
( )
( ) ( ) ( )
( )
0 0 0
0 0 0
0
, , , ,
, ,
z r f d
r
z z r r
z r f
d z r f
u t
o u u o o
u
t o u
=

=

} } }
} } }
r r
( ) ( )
( )
( ) ( ) ( )
( )
0 0 0
2
0 0 0
0
, ,
sin
, ,
, ,
| u t
u
| | o u u o o
| u
t o | u
r f d
r
r r
r f
d r f
=

=

} } }
} } }
r r
72
( )
( ) r
e
r
e
to
to
4
1 1
: 4
2
2
2
=
|
.
|

\
|
V = V V = V
= V
r r r
r
r
r
( ) r D
e
e e
o
t | u u o t
t
|
t
u
q cf
d d r
r
d
r
d
r
r
surface closed
r
volume
r
= V
= = = V
} } } }
= =
.
. 4 sin
1
2
0 0
2
2 2 2
cf. divergence theorem
73
12. A brief introduction to Green Functions
- Example 1
( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( ) ( )
( ) ( )
( ) ( ) ( ) ( ) ( ) t f t d t f t t t d t f t t G
dt
d
t d t f t t G
dt
d
y
dt
d
y y
t d t f t t G t y
t t t t G t t G
dt
d
t d t t t f t f
y y t f y y
= ' ' ' = ' ' '
|
|
.
|

\
|
+ =
' ' '
|
|
.
|

\
|
+ =
|
|
.
|

\
|
+ = + ' '
' ' ' =
' = ' + '
' ' ' =
= ' = = + ' '
} }
}
}
}

0 0
2
2
2
0
2
2
2
2
2
2
2
0
2
2
2
0
0 0
2
,
,
,
. , ,
.
0 ,
o e
e e e
o e
o
e