Chemical Engineering

Mathematics
Laplace Transform
Dr. Khuram Maqsood
Importance of Laplace Transform
• Both Laplace and inverse Laplace are used to solve differential
equations in simpler ways.
• Inverse Laplace can convert any variable domain back to time domain
or any basic domain like from frequency domain back to time domain.
• These properties allow them to be used for solving and analyzing
linear dynamical systems and optimization purposes.
Laplace Term
f(t) is a function where t > 0. The Laplace transfer is denoted by L {f(t)}


L  f  t   f ( s )   e  st
f (t )dt
0

Where s is a parameter and s > 0

 Elementary Function 1
f (t )  t n , n  1

L t n    e  st t n dt
0

Let st = x
dx
sdt = dx, dt = When t  0, x  0 and t  x  
s
 n x n  
 x  dx e x 1
=  e x     n 1 dx  n 1  e  x x n 11dx
0 s s 0 s s 0

Гn  1   e  x x n 11dx Gamma Function
L t   n 1
0 n n!
Гn  1
L t n  
s
n 1
For n > -1 or any fraction
s For Positive Integer
Elementary Function 2
f (t )  e at

L e at    e  st e at dt
0

 t ( s a ) 
e
 e t ( s a )
dt  
0
sa 0

1
 0  1
sa
L e  
at 1
Where s > a
sa
 Elementary Function 3
f (t )  sin at

L sin at   e  st sin atdt
0
ax
e
2 
As  e ax sin bxdx  2 a sin bx  b cos bx 
a b
e  st
2  0
L sin at 

 s sin at  a cos at
( s)  a
2

1 
 2 e ( s sin at  a cos at ) 
2 
 st

s a 0

1
 2  0  1(0  a )  as x   e x
 0, and x  0 e x
1
s a 2

a
L sin at  2
s  a2
Elementary Function 4
f (t )  cos at

L cos at   e  st cos atdt
0
ax
e
2 
As  e ax cos bxdx  2 a cos bx  b sin bx 
a b
s
L cos at  2
s  a2
Elementary Function 5
f (t )  sinh at
e x  e x
Sinh x 
2
L sinh at  L e at  e  at 
1
2
  L e at   L e  at 
1
2
1  1   1   1  s  a  s  a 
     
2  s  a   s  a   2  s 2  a 2 
1  2a  a
 
2  s 2  a 2  s 2  a 2
Where s > a
Elementary Function 6
f (t )  cosh at
x
e e
x
Cosh x 
2
s
L cosh at  2
s a 2
Examples
Г1 1
L t   L 1  01 
0

s s
Г1  1 1
L t  L t   11  2
1

s s
Г 2  (n  1) Гn  1  (2  1) Г 2  1  1Г1  1
Г 5  1 5! 5.4.3.2.1 120
L t   51  6 
5
6
 6
s s s s
Examples
L e  2t

L e  3t

L sin 3t
L sin t
L cos 5t
L cos t
 L e  
1
Examples 2t

s2
L e  
3t 1
s3
3 3
L sin 3t  2 2  2
s 3 s 9
1 1
L sin t  2 2  2
s 1 s 1
s s
L cos 5t  2 2  2
s 5 s  25
s s
L cos t  2 2  2
s 1 s 1
t 5/2
5 7
Г 1 Г
L t 5/2   25  72 (1)
1
2
s s2
Гn  (n  1) Гn  1
7 5 5 5 3 3 5 3 1 1
Г  Г  . Г  . . Г
2 2 2 2 2 2 2 2 2 2
7 15
Г  
2 8
Put in eq 1
7
L t  
15 
5/ 2
s 2
8
 Гn  1
L t   n 1
n
n > -1
s
L e  
at 1
s>a
sa
a
L sin at  2 s>a
s a 2

s
L cos at  2 s>0
s a 2

a
L sinh at  2 s> a
s a 2

s
L cosh at  2 s> a
s a 2
Properties of Laplace (Shifting Property)

L  f (t )  f ( s )
L e f (t )  f ( s  a )
at
Example 1
e 2t cos 3t
L e 2t cos 3t
As we know that
s s
L cos 3t  2 2  2  f ( s)
s 3 s 9
By using the shifting propery
( s  2)
L e cos 3t 
2t

( s  a)2  9
( s  2)
L e cos 3t  2
2t

s  4 s  13
Example 2
et t 5
L e  t t 5 
As we know that

L t   51  6  f ( s )
5 5! 120
s s
By using the shifting propery

L e t   f ( s  1) 
t 5 120
( s  1)6
Example 3
e 3t Sin t
L e 3t Sin t
As we know that
1
L Sin t  2
s 1
By using the shifting propery

L e Sin t 
3t 1 1
 2
( s  3)  1 s  6 s  9  1
2

1
 2
s  6 s  10
Second Property: Multiply by t Property

L  f (t )  f ( s )
   e (t ) f (t )dt
 st
d
L t. f (t )   f (s) 0
ds
d
Pr oof :

 f ( s )  L  f (t )
f ( s )  L  f (t )   e  st f (t )dt
ds
0

d   st 

d
f ( s )    e f (t )dt 
ds ds  0 
 
  st
  e f (t )   e  st (t ) f (t )dt
0
s 0
Example 1
L t sin 3t
As
 3 
L sin 3t   2   f ( s)
 s 9
By using t property
d  3   1  d 2
L t sin 3t    2   3  2 2 
( s  9)
ds  s  9   ( s  9)  ds
 3  6s
 2 2 
(2 s )  2
 ( s  9)  ( s  9) 2
 L t 2 sin 3t
Example 2
L t.t sin 3t
 6s 
L t sin 3t   2 2 
 ( s  9) 
By using t property
d  6s 
  2 2 
By Using Differtiation divide rule
ds  ( s  9) 
f f g  fg 
 2
g g
 ( s 2  a ) 2  6  2.6 s  ( s 2  9)2 s   6( s 2  9) 2  24 s 2 ( s 2  9) 
     
 ( s 2
 9) 4
  ( s 2
 9 ) 4

Example 3 Using shifting property
L e t cos t
2 t L e 2t t cos t s will be replaced with s-a

Any of the property can be used first = ( s  2) 2  1 s 2

 4s  4  1
 2
but better to use t property first ( s  2)  1
2 2
( s  4 s  4  1) 2

s s  4s  3
L cos t  2
2

s 1 L e t cos t  2
2 t

( s  4 s  5) 2
Multiply by t property
d  s  ( s  1).1  s.2 s
2
L t cos t    2   
ds  s  1  ( s 2  1) 2
s 1
2
L t cos t  2
( s  1) 2
Divide by t property

L  f (t )  f ( s )

 f (t ) 
L    f ( s )ds
 t  s
Example 1  2 ln s  ln( s  1)
1 2 

2 s

1  cos t  
L  1 s 
2
 ln s  ln( s  1)  ln 2 
1 
 t 
2 2

2 s 2  s  1 s
L 1  cos t  L 1  L cos t
1 s2 s2 
1 s  lim ln 2  ln 2 
  2 2 s  s 1 s  1
s s 1
By dividing by t property    
 1 1 s2  1  1 s2 
1  cos t  1 s   lim ln  ln 2   ln  ln 2 
L      2 ds 2  s  1  1 s  1 2  1  1 s  1
 t  s  s s  1  s2    

1
 ln s  ln( s 2  1) 1 s2  1 s2
 ln1  ln 2    ln 2
2 s 2 s  1 2 s 1
1
s 2  1  t , 2 sds  dt , sds  dt
2
Example 2
Using shifting property
 e  t sin t 
L   e  t sin t  
L   1
( s  1)
 t   tan
 t  2
1
L sin t  2
s 1
Using divide by t property

 sin t  1
L  ds
 t  s 1 s
2

 
 1
 1
  tan s    tan s
s 2
Laplace Transform of Derivatives

L  f (t )  f ( s )
 d 
L  f (t )  L  f (t )   sf ( s )  f (0)
 dt 
Where
f (0)  lim f (t )
t 0
 
L  f (t )   e st f (t ) dt
 st
Proof: 0
1 2nd

  
s  st
. f (t )   st 
   e ( s ). f (t )d t 
same int egral int egral
0
 diff
0

 

 0  1. f (0)  s   e f (t )dt 
 st

0 
  f (0)  sL  f (t )
 sf (t )  f (0)
Second Derivative
L  f (t )  s 2 f ( s )  sf (0)  f (0)
Third Derivative
L  f (t )  s f ( s )  s f (0)  sf (0)  f (0)
 3 2

th
n Order
 d n f (t ) 
L n   s n
f ( s )  
 s n 1
f (0)  s n2
f (0) ...  sf ( n  2)
(0)  f ( n 1)
(0) 

 d t 
 f (t )  sin  t
f (t )   cos  t
Example
f (t )   2 sin  t
f (t ) t 0  sin  t t 0  0
f (t ) t 0   cos  t t 0  
L  f (t )  s 2 f ( s )  sf (0)  f (0)
-L  2 sin  t  s 2 L sin  t  0  

 L sin  t  s
2 2

s  2 2

 s 2
 s 2
 2 
 2 L sin  t    
 s2   2
 

L sin  t 
s2   2
Laplace Transform for Integrals

L  f (t )  f ( s )
 t
 f (s)
L   f (t )  
0  s
 t
G (t )   f (t )dt 
Proof 0

d  
t
G (t )    f (t )dt 
dt  0 
 f (t )
0
L G (t )  sL G (t )  G (0) G(0)=  f (t )dt  0
0

t 
L  f (t )  sL   f (t )dt   0
0 
L  f (t ) t 
 L   f (t )dt 
s 0 
f (s) t 
 L   f (t )dt 
s 0 
 Example 1 By using shifting property
 et sin t  
 t et sin t  L    tan 1
( s  1)
L  dt   t  2
0 t  By using Integral property
1
L sin t  2 
s 1  e  t sin t  2
t  tan 1 ( s  1)
By using divide by t property L  dt  
0 t  s
L sin t 
1
  2 ds
t s
s 1
1  
 tan s   tan 1 s
s 2
 By using shifting property
 e  t sin t  
Example 2 L    tan 1
( s  1)
 t  2
 t e  t sin t 
L t. dt  By using Integral property
 0 t   1
 t t
  tan ( s  1) 1
1 ( s  1)
L sin t  2
e sin t cot
L  dt   2 
s 1 0 t  s s
By using divide by t property By using multiply by t property
L sin t  1
  2 ds  t t
e sin t  d co t 1
( s  1)
t s  1 L t. dt   
 0 t  ds s
s

1  
 tan s   tan 1 s Using divide rule...
s 2
Inverse Laplace Transforms

L 1
 f  t   f (t )
 1
L t  2 1
s L  2t
1

s 
Гn  1
L t   n 1
n
 1  t n

s L1  n 1  
 s  Гn  1
L e  
1
at
 1  at
sa L 
1
e
s  a
a
L sin at  2 1 
L  2
1  1
 sinat
s  a2 2
s  a  a
s
L cos at  2  s 
L  2
1
 cos at
s  a2 2
s  a 
1
L 1  1  1 
L   1
s s
L t   31  4
3! 6
1  1 
3
3 t
L  4
S s s  6
 a  1  1
L sinh at  2 L  2
1
2
 sinh at
s  a2 s  a  a
s 1  s 
L cosh at  2 L  2 2
 cosh at
s  a2 s  a 

 1  2t
L 
1
e
s  2
 1  1  1  3t
L 
1
L  e
 s  3  s  (3) 
   
5
1 1 t
L1  6   L1  51  
s   s  Г 5 1
1  1  1  1  1
L  2 L  2 2
 sin 2t
s  4 s  2  2
  s 
L  2 2   cos 3t
1

s 3 
1  2  1  1  2
L  2 2   2L  2 2   sinh at
s 3  s 3  3
 1 
   
3/2 3/2
1 t t
L1  5/2   L1  5   
s   s 2 1  Г 3 / 2  1 Г 5 / 2
t 3/2 4 t 3/2
 
.  3 
3 1
2 2
Shifting Property of Laplace Inverse
L  f  t   f ( s )
Then
L e f  t   f ( s  a )
at

L 1
 f  s   f (t )
L 1
 f  s  a   e at
f (t )
Example
 1  2t 1  1 
L 
1
3
e L  3 As a = -2
 ( s  2)  s 
2 2
2 t t 2 t t
e e .
2! 2
As

L t  = 21  3
2 2! 2
s s
L e t  
2 t 2 2
( s  2)3
Example  s 
L  2
1

 s  2s  2 
 s 11  1  s  1  1 
=L  2 1
L  
 s  2s  2  1  1   ( s  1)  1 
2

 s  1  1  1 
=L  1
L  
 ( s  1)  1   ( s  1)  1 
2 2

 t 1  s   t 1  1 
 e L  2 e L  2 
 s  1  s  1
 e  t cos t  e  t sin t  e  t (cos t  sin t )
Multiply by t

L  f (t )  f ( s )
d
L t. f (t )   f (s)
ds
1  d 
L  f ( s )   t. f (t )
 ds 
Divide by t
L  f (t )  f ( s )

 f (t ) 
L    f ( s )ds
 t  s

f (t )
L 
1
f ( s )ds 
s
t
Derivative of t
L  f (t )  f ( s )
d 
L  f (t )   sf ( s )  f (0)
 dt 
L sf ( s ) 
1 d
f (t )
dt
If f(0) = 0
because L 1
constant  does not exist
Integral of t

 t
 f (s)
L   f (t )  
0  s
 f ( s )  t
L     f (t )
1

 s  0
 Taking Laplace on both sides
Example 1 d   1  1  1 
L1  f ( s )   L1  L  
 s  1  ds   s  1   s  1 
L ln
1

 s  1 t. f (t )  e  t  et
1  d 
L  f ( s )   t. f (t ) e  t  et et  e  t
 ds  f (t )  
t t
Let t
t

L1  f ( s ) 
e e
s 1
f ( s )  ln  ln( s  1)  ln( s  1) t
s 1 t
 s  1  e t
 e
Differtiating both sides w.r.t s L1 ln 
d d  s  1 t
f (s)  ln( s  1)  ln( s  1)
ds ds
d 1 1
f (s)  
ds s 1 s 1
 Taking Laplace on both sides
d  1  s  1  1  1  1 
Example 2 L  f ( s )   2L  2   L    L 
1

 ds   s  1 s

 s  1
 s2  1 
L ln
1

t. f (t )  2 cos t  1  e  t
 s ( s  1) 
2 cos t  1  e  t 1  e  t  2 cos t
d  f (t )  
L1  f ( s )   t. f (t ) t t
 ds 
t
  2 cos t
L  f ( s ) 
Let 1 1 e
s 1
2
t
f ( s )  ln  ln( s  1)  ln s( s  1)
2

s ( s  1)  s 2
 1  1  e t
 2 cos t
s2  1
L ln
1
 
f ( s )  ln  ln( s 2  1)  ln s  ln( s  1)  s ( s  1)  t
s ( s  1)
Differtiating both sides w.r.t s
d d
f (s)  ln( s 2  1)  ln s  ln( s  1) 
ds ds
d 2s 1 1
f (s)   
ds s2  1 s s  1
Partial Fraction Method: Example 1
 1 
L1  
 ( s  2)( s  3)   1 
Using Partial Fraction L 
1

1 A B  ( s  2)( s  3) 
  (1)
( s  2)( s  3) s  2 s  3 1 1  1  1 1  1 
1 A( s  3)  B ( s  2)  L   L  
( s  2)( s  3)

( s  2)( s  3)
5 s  2 5  s  3
1  A( s  3)  B( s  2) 1 2t 1 3t
(2)
 e  e
Put s = 3 in eq (2) 5 5
1
B
5
Put s = -2 in eq (2)
1
- A
5
Put values of A and B in equation (1)
  1 
f (s)   2
 ( s  a )( s  b ) 
Example 2 Using Partial Fraction
1 A B C
  + (1)
( s  a )( s  b) 2 s  a s  b ( s  b) 2
1 A( s  b) 2  B ( s  a )( s  b)  C ( s  a )

( s  a )( s  b) 2
( s  a )( s  b) 2
1  A( s  b) 2  B ( s  a )( s  b)  C ( s  a ) (2)
Put s = -b in eq (2)
1
C
( a  b)
Put s = -a in eq (2)
1
A
( a  b) 2
Evaluating B by equating coefficient of s 2 in eq (2)
1
B=-
( a  b) 2
By putting the values of A, B and C in equation (1) and Taking L1
1 1 1 1
  +
( s  a )( s  b) 2
(a  b) ( s  a ) (a  b) ( s  b) (a  b)( s  b) 2
2 2

 1  1 1  1 1 ( a  b) 
f(t) = L 
1
2
 L   + 2
 ( s  a )( s  b )  ( a  b ) 2
 ( s  a ) ( s  b ) ( s  b ) 
1 1  1  1  1  1  (a  b) 
= L  L   +L  2
( a  b) 2
 ( s  a)   ( s  b)   ( s  b) 
1
= 
2 
e  at
 e  bt
 ( a  b )t .e  bt

( a  b)
 1  e  at
 e  bt
 ( a  b )t .e  bt
f(t) = L1  2

 ( s  a )( s  b )  ( a  b ) 2
Equating Coefficient
1  A( s  b) 2  B ( s  a )( s  b)  C ( s  a )
1=A(s 2  b 2  2 sb)  B ( s 2  sb  as  ab)  C ( s  a )
1  As 2  Ab 2  2 Asb  Bs 2  Bsb  Bas  Bab  Cs  Ca
1  ( A  B) s 2  (2 Ab  Bb  Ba  Cs ) s  ( Ab 2  Bab  Ca )
0  A B (1)
0  2 Ab  Bb  Ba  Cs (2)
1  Ab 2  Bab  Ca (3)
From equation 1
B = -A
1
B=-
( a  b) 2
General Formulas for Partial Fraction
1 A B
1)  
( s  a )( s  b) s  a s  b
1 A B C
2)   
( s  a) 3
( s  a) ( s  a) ( s  a)
2 3

1 A Bs  C
3)   2
( s  a )( s  b) ( s  a ) ( s  b)
2

1 A Bs  C Ds  E
4)   2  2
( s  a )( s  b)
2 2
( s  a ) ( s  b) ( s  b) 2
Example  1 
L  1

 s ( s  9)( s  4) 
 1 
L  1
  f (t )
 ( s  9)( s  4) 

1 1  1   t
L       f (t )dt
 s  ( s  9)( s  4)   0
t  f (s)
L   f (t )dt  
0  s
t
 f (s) 
 f (t )dt  L 
1

0  s 
  1 
L 
1
3
Example  s ( s  4) 
 1  4t 1  1 
L 
1
3
e L  3
 ( s  4)  s 
 1  t 2
L1  3
 e 4 t
.  f (t )
 ( s  4)  2!
d 
As L  f (t )   sf ( s )  f (0)
 dt 
d
L sf ( s ) 
1
f (t ) if f(0) = 0
dt
1  1  1 d 4t 2
L  3
 e .t
 s ( s  4)  2 dt
Convolution
L
1
 f (s)  f (t )
L
1
 g ( s)  g (t )
t
L
1
 g (s) f (s)   f (u) g (t  u )du
0
t
=  g (u ) f (t  u )du
0
  1 
L  2
1

Example  ( s  1)( s  9) 
2

Let
1 1
f ( s)  2 , g ( s)  2
s 1 s 9
1  1 
L  2   sin t
 s  1
1  1  1
L  2   sin 3t
s  9 3
By Convolution Theorem
t
L1  g ( s ) f ( s )   f (u ) g (t  u )du
0
t
1
  sin u sin 3(t  u )du
30
 t
1
  sin u sin 3(t  u )du
30
2sin A sin B  cos( A  B)  cos( A  B )
t
1
  2sin u sin(t  u ) du
60
t
1
   cos(u  3t  3u )  cos(u  3t  3u )  du
60
t
1
   cos(4u  3t )  cos(3t  2u )  du
60
 t
1
   cos(4u  3t )  cos(3t  2u )  du
60
1  sin(4u  3t ) sin(3t  2u ) 
t

   
6 4 2 0

1  sin(4t  3t )  sin(0  3t ) sin(3t  2t )  sin(3t  0) 

t

   
6 4 2 0

sin( )   sin 
1  sin t  sin 3t sin t  sin 3t  1  sin t  sin 3t  2sin t  2sin 3t 
      
6 4 2  6  4 
 1  1
L  2   3sin t  sin 3t 
1

 ( s  1)( s  9)  24
2
Examples to be solved

 s  1  s 1 
L  2
1
L  2 
 ( s  4)( s  9)   ( s  4) ( s  9) 
2 2

 s 2
 1  s s 
L  2
1
2 
L  2 2 
 ( s  a )( s  b )   (s  a ) (s  b ) 
2 2 2 2
Solution of Ordinary differential equations
using Laplace d y  2 dy  y  e
2
t

dt 2 dt
when y(0) = 2, y(0) = -1
1) Taking Laplace on both sides
d2 y   dy 
L  2   2L    L  y  L et 
 dt   dt 
1
s 2 y ( s )  sy (0)  y(0)  2  sy ( s )  y (0)   y ( s ) 
s 1
2) Substituting the values of y(0) = 2, y(0) = -1
1
 s 2 y ( s )  2 s  (1)  -2  sy ( s)  2   y ( s) 
s 1

 s 2
 2 s  1 y ( s )  2 s  1  4 
1
s 1
 s  2s  1 y (s)  2s  1  4  s  1
2 1

 s  2s  1 y (s)  2s  5  s  1
2 1

1
 s  1 y ( s)   2s  5
2

s 1
2 s 2
 7s  6
 s  1 y ( s) 
2

( s  1)
2s 2  7 s  6
y (s) 
( s  1)3
2s 2  7 s  6
L  y (t ) 
( s  1)3
 2s 2  7 s  6
L  y (t ) 
( s  1)3
3) Taking inverse Laplace
 2 s 2
 7s  6 
y (t )  L 
1
 (1)
 ( s  1) 
3

Using Partial Fraction

2s 2  7 s  6 A B C
  
( s  1) 3
( s  1) ( s  1) ( s  1)3
2

2 s 2  7 s  6  A( s  1) 2  B( s  1)  C
2 s  7 s  6  A( s  2 s  1)  B ( s  1)  C
2 2

2 s 2  7 s  6  As 2  s (2 A  B )  ( A  B  C )
Equating Coefficients of s 2 , s1 , s 0
A2
2 A  B  7  B  3
A B C  6  C 1
Putting in eq (1)
 2 3 1 
y (t )  L 
1
  3
 ( s  1) ( s  1) ( s  1) 
2

 1  1  1  1  1 
y (t )  2L 
1
  3L  2
L  3
 ( s  1)   ( s  1)   ( s  1) 
t 1  1  t 1  1 
y (t )  2e  3e L  2   e L  3 
t

s  s 
2 t
t .e
y (t )  2e  3t.e 
t t

2
Laplace Transformation of Unit Function

Chemical Engineering Processes and equipment undergo sudden

changes in their operating conditions
For Example:
1. The steam supply could suddenly change
2. Vacuum pump or compressor could fail

To predict the effect of these sudden changes, Step Functions are used
Laplace Transformation of Unit Function
The Unit Step Function

Sb(t)

b t
0 t  b 
Sb (t )   
1 t  b 
 
L  f (t )  f ( s )   e  st
f (t )dt
0
b 
L  Sb (t )    0.e dt   1.e dt  e
 st  st  bs
/s
0 b

At b = 0
1
L  Sb (t )  
s
Unit Impulse Function

I(t-b)

1/c
c t
b
1 b  t  c 
Sb (t )    L  I (t  b)   e  bs
0 otherwise 
 Staircase Function
S(b-t)
4
3
2
1

1 e  bs e 2bs e  nbs
L S (b, t )     ...   ...
0 1b 2b 3b t s s s s
= (1 + e  bs  e 2bs  ...e  nbs  ...) / s
1
L S (b, t ) 
s (1  e  bs )
Example d2y dy
2 2  5  3y  0
dx dx
dy
Given x = 0, y = 4, =9
dx
1) Taking Laplace on both sides
d2 y   dy 
2L  2  + 5L   - 3L  y  L 0
 dx   dx 
2  s 2 y ( s )  sy (0)  y (0)   5  sy ( s )  y (0)   3 y ( s)  0
2) Substituting the values of y(0) = 4, y(0) = 9
2  s 2 y ( s )  4 s  (9)  +5  sy ( s )  4   3 y ( s)  0
2 s 2 y ( s )  8s  18  5sy ( s )  20  3 y ( s )  0
 2s 2
 5 s  3  y ( s )  8 s  38
 8s  8
L  y ( x)  2  8s  8 
2 s  5s  3 y= L  2
1

 2 s  5 s  3 
3) Taking inverse Laplace
 12 2 
 8s  8  y  L1   
y (t )  L  2
1
 (1)  2s  1 s  3 
 2 s  5 s  3 
 
Using Partial Fraction
1  12 2 
8s  8 A B yL   
  1
 2( s  ) s  3 
2 s  5s  3 (2 s  1) ( s  3)
2
 2 
8s  8 A B 1
  y  6e 2
x
 2e 3 x
(2 s  1)( s  3) (2 s  1) ( s  3)
8s  8 A( s  3)  B (2 s  1)

(2 s  1)( s  3) (2 s  1)( s  3)
8s  8  A( s  3)  B (2 s  1)
With s = 1/2, A = 12
s = -3, B = -2
 2
d y dy
(i ) 2  6  13 y  0 When x = 0, y = 3, y(x) = 7
dx dx
2
d y dy
(ii ) 2  3  9 When x = 0, y = 0, y(x) = 0
dx dx
2
d y dy 1
(iii ) 2  7  10 y  e +20 When x = 0, y = 0, y(x) = -
2x

dx dx 3
2
d y dy
(iv)2 2  5  3 y  0 When x = 0, y = 4, y(0) = 9
dx dx
 d2y dy
(i ) 2  6  13 y  0 When x = 0, y = 3, y(x) = 7
dx dx
y = e 3t (3cos 2t  8sin 2t )
d2y dy
(ii ) 2  3  9 When x = 0, y = 0, y(x) = 0
dx dx
y = e3 x  3 x  1
2
d y dy 1
(iii ) 2  7  10 y  e +20 When x = 0, y = 0, y(x) = -
2x

dx dx 3
4 5 x 10 2 x x 2 x
y  2 e  e  e
3 3 3
d2y dy
(iv)2 2  5  3 y  0
dx dx
1
x
y  6e 2
 2e 3 x
 Solve with Partial fraction and convolution
Theorem By equating coefficients
2
 6  9A = 6,A =
L  2
1
 3
 s ( s  9) 
2
By Partial Fraction A  B  0, B   A, B  
3
6 A Bs  C C 0
  2
s ( s  9) s s  9
2
 6  2 1  1  2 1  s 
6  A( s  9)  ( Bs  C ) s
2 L  2
1
  L   L  2 
 s ( s  9)  3 s 3 s  9
6  As 2  9 A  Bs 2  Cs 2 2 2
  cos 3t  1  cos 3t 
6  ( A  B ) s 2  Cs  9 A 3 3 3
By Using Convolution Theorem
 6 
L  2
1

 s ( s  9) 
By Convolution Theorem
Let
2
F ( s )   f (t )  L1  F ( s )  2
s
3
G (s)  2  f (t )  L1  F ( s )  sin 3t
s 9
t
L1  F ( s )G ( s )   2sin 3(t ) du
0

  cos 3(t ) 
t
2 2
 2     cos 3t  cos 0  (1  cos 3t )
 3 0 3 3
Example (Jenson and Jeffreys) Page 162
Using the data below obtain a preliminary estimate of the diameter of
the tubes to be installed in a fixed bed catalytic reactor which is to be
use for the synthesis of vinyl chloride from acetylene and hydrogen
chloride. The tubes are to contain the mercuric chloride catalyst
deposited on 2.5 mm particles of carbon and the heat of reaction is to
be employed to generate steam at 120 0C for the remainder process. To
do this, the temperature of the inside surface of the tubes should
constant at 149 0C.
Effective thermal conductivity of bed (kE) = 25.4 kJ/m K h
Heat of reaction at bed temperature (-H)= 1.07 x 105 kJ/kg mol
Bulk density of the bed (ρ) = 290 kg/m3
The rate of the reaction is a function of temperature, concentration
and the various absorption coefficients, but for the preliminary
estimate assume that the rate of reaction can be expressed as
𝑟 = 𝑟0 (1+AT) kg moles /h kg catalyst
Where r0 = 0.12, A = 0.043, and T is the temperature in degrees Kelvin
above a datum of 366 0K.
The maximum allowable catalyst temperature to ensure a satisfactory
life is 525 0K (that is, T = 159)
 x x z

G
z
R
Solution
G = flow rate in kg/h m2 of reactor section
R = tube radius in m
x = radial coordinate
z = axial coordinate from inlet
Cp = heat capacity of the gas in kJ/kg 0K
Taking Energy Balances
Conduction Q -mH
T
Input  2 xK E  z  2 x xGC pT  2 x x z Hr (1)
x
T   T 
Output  2 xK E  z   2 xK E  z x
x x  x 
 T 
+ 2 x xGC p  T  z (2)
 z 
Accumulation = 0, because of the steady state process
Input - output = Accumulation
Divide Throughout by 2 k E x x z gives
 2T 1 T GC p T Hr
   0 (3)
x 2
x x k E z kE
Equation 3 is a partial differential equation
If in the preliminary estimate, it is assumed that the temeprature
of the bed reaches a maximum at all radii, at the same distance z
T
from the reactor entrance, then at this radial section of the bed0
z
The temperature will be maximum at the tube axis and this must not exceed 525 0 K
Hence at the tube axis T/x will be zero also, but will have a finite value at all the
radii greater than zero.
Hence partial differential equation will become ordinary differential equation.
 2T 1 T Hr0 (1  AT )
  0 (4)
x 2
x x kE
Multiplying both sides with x
 2T T Hr0 (1  AT )
x 2   x0 (5)
x x kE
Taking Laplace on both sides
  2T   T   Hr0 (1  AT ) 
L x 2   L    L  x   L 0
 x   x   kE 
  2T   d 2
L x 2    s T ( s )  sT (0)  T (0) 
 x  ds
   s 2T ( s )  2 sT ( s )    s.0  T (0)ds / ds    0 
  s 2T ( s )  2 sT (0)  T (0)
  T 
L     sT ( s )  T (0) 
 x 
 Hr0  Hr0
L x  2
 kE  k E s
 Hr0 A  Hr0
L xT    T ( s )
 kE  kE
Put the values in equation
Hr0 Hr0
  s T ( s )  2 sT (0)  T (0)  sT ( s )  T (0) 
2
2
 T ( s)
kE s kE
Hr0 Hr0
Let P = ,Q  T ( s )
kE kE
 Hr0 Hr0
0   s T ( s )  2 sT (0) T (0)  sT ( s ) T (0) 
2
2
 T ( s )
kE s kE
P
0   s T ( s )  QT ( s )  sT ( s )  2
2

s
P
( s  Q)T ( s )  sT ( s )  2
2

s
Divided both sides by s 2  Q
sT ( s ) P
T ( s )  2  2 2
( s  Q) s ( s  Q)
dT ( s ) sT ( s ) P
 2  2 2
ds ( s  Q) s ( s  Q)
dT sT P
 2  2 2 Simplfy (6)
ds ( s  Q ) s ( s  Q )
 As we know from energy balance problem
s
 s 2 Qds dT
 HT  180 H
IF = e (7) dt
Let u = s  Q 2
Integrated Factor = e  Hdt

du  2 sdu From equation (6)

du
ds 
2s
From equation (7)
s
 s2 Q
s du

1 du 1

1
ds ln u
IF = e e u 2s
e 2 u
e 2
e ln u 2

1
ln( s 2  Q ) 2
e  s Q2
Using Integrated factor for equation (6) d P
dT ( s ) s  Q 
2
dT
 2
sT
 2 2
P dt s2 s2  Q
ds ( s  Q ) s ( s  Q )
1
dT s P dT ( s ) s  Q  P 
2
ds
s Q
2
 2 s  QT  2 2
2
s2  Q s2 s2  Q
ds ( s  Q ) s (s  Q)

s Q
dT
 2
s
s  QT 
P 1 s 2
Q
s
2 2

ds ( s  Q ) s2 s2  Q
ds  
2
s2  Q sQ
Changing back to T(s)
 s 2
Q 
s Q
2 dT ( s )
 2
s
s  QT ( s ) 
2 P dT ( s ) s  Q  P  
2
 K
( s  Q) s2 s2  Q
 sQ 
ds  
  2
Q 
dT ( s ) s  Q  P  
s
 K  K  P 1  1 
L T ( s )  L 
2
 sQ 
1 1
  L  
   Q  Q s

2
s
Dividing both sides by s 2  Q
 K  1 1  1 
T (s)  
P

K L T ( s )  L 
1 1
  L   (8)
sQ s2  Q  s 2
 Q  A s
K P  1  1  1 
T (s)   As L 1
  J 0 (at ), L    1
s  Q sQ
2
 s a 
2 2
s
Taking Laplace Inverse P 1

 K  1  P  Q A
L T ( s )  L 
1 1
 L  
 s  Q   sQ  Equation (8) will become
2

 K  P 1  1  1
1  T  KJ 0 ( x Q ) 
L T ( s )  L 
(9)
1
  L   A
 s  Q  Q
2
s
 1
T  KJ 0 ( x Q )  (9) Putting values in equation (9)
A
T  182.3 J 0 (79.4 x)  23.3
When x = 0, J 0 ( x Q )  1, T  159
At boundary x = R and T = 149 - 93 = 56
Equation (9) becomes
 56 = 182.3J 0 (79.4 R)  23.3
1
159 = K - J 0 (79.4 R)  0.435
A
Using the table of Bessel Function
1
A  0.043,  23.3 79.4R = 1.64
A
K  182.3 R = 0.0206 m = 2.07 cm
290 1.07 105  0.12  0.043 The diameter of 4.0 cm is recommended
Q  6300 Because diameter of tubes should not be
25.4
Q  79.4 more that 4.14 cm in the reactor.
0.435
Example (Jenson and Jeffreys) Page 167
A feed solution containing z0 mass fraction of a particular volatile
component is fed to a single effect evaporator at a rate F kg/h. At
steady-state operating conditions V kg/h of vapors and L kg/h of liquid
are produced. If the concentration of the feed solution suddenly
changes to a higher constant concentration z1 and this persists for τ h
before returning to develop z0, develop equation to predict the changes
in concentration of the volatile component in the product streams
during and after this disturbance. It may be assumed that the vapor
and liquid rates remain constant and that the liquid hold-up in the
evaporator is H kg. The volatility of the vaporizable component may be
expressed by the relationship
y = mx (1)
Where x is the mass fraction of the volatile component in the liquid and
y is the equilibrium mass fraction in the vapor.
Steady-state mass balance
Fz 0  Vy0  Lx0 (2)
Unsteady-state mass balance during and after transient is
dx
fz  Vy  Lx  H (3)
dt
Eliminating y by putting eq (1) in eq (3)
dx F mV  L
 z x (4)
dt H H
The behavior of z with time consistants of a step up from z 0 to z1
at t = 0 and a step down from z1 to z 0 at t = 
This can be described by the equation
z  z0  ( z1  z0 )  S0 (t )  St (t )  (5)
z  z0  ( z1  z0 )  S0 (t )  St (t )  (5)
Using equation of step function
L  z  z0 L 1  ( z1  z0 )L  S0 (t )  St (t ) 
From unit step function
z0
L  z   ( z1  z0 )
1 e   s

s s
z0 z1 z0 ( z1  z0 )  s
L  z     e
s s s s
z1 ( z1  z0 )  s
L  z   e (6)
s s
Taking Laplace of eq (4)
 dx  F mV  L
L    L  z  L  x
 dt  H H
Putting value of L  z from eq (6)
 dx  F z1 F ( z1  z0 )  s mV  L
L   e  L  x
 dt  H s H s H
mV  L F F
Let  = ,   z1 ,   ( z1  z0 )
H H H
 
sx  x0   e  s   x (7)
s s
 
sx   x  x0   e  s
s s
 
x ( s   )  x0   e  s
s s
  
 e  s
x ( s   )  x0 
s s
x0       s
x    e
s   s(s   )   s(s   ) 
x0   1 1   s
x     e
s   s(s   )   s s   
x0    e  s e  s 
x     
s   s(s   )   s s  
Taking Laplace inverse on both sides
    kt
 0 When 0 < t < k 
x = x 0 e  1  e   1  e  S (t )
t  t e
L 
1
 S k (t ) 
at

   
 s  1 tk 
At t = t -  for step function
 
x = x 0 e  1  e   1  e  (t  )  S (t ) (8)
at t

 
  
x = x 0 e  1  e   1  e
at t  ( t  )
 S (t )
 
When x = x 0 at t = 0. and when t becomes very large
Equation 8 becomes
 
x  0 
 
F
x z0 (9)
mV  L
Eliminationg y 0 between equations (1) and (2)
Fz 0 = (mV + L)x 0
Example 9.15, Statement from example 3.3
Rice and Do
Porous, cylindrical-shaped pellets are used as catalyst
𝑘
for the reaction 𝐴 ՜ 𝑃𝑟𝑜𝑑𝑢𝑐𝑡𝑠, in a packed bed. We
wish to model the steady-state diffusion reaction
processes within the particle. When the pellet length to
diameter ratio (L/2R)>3, flux to the particle end caps
can be ignored. Assume the surface composition is CAS
and that reaction kinetics is controlled by a linear rate
expression 𝑅𝐴 = 𝑘𝐶𝐴 (mole/volume-time), and
diffusive flux obeys 𝐽𝐴 = −𝐷𝐴 𝜕𝐶𝐴 /𝜕𝑟.
Taking an annular shell of the type in figure, the
steady-state conservation law, ignoring axial diffusion
 2 rLJ A  r   2 rLJ A  r r  (2 r rL) RA  0 (1)
Dividing (2 Lr), and taking limits, yields
d
 (rJ A )  rRA  0 (2) Defining the new variables
dr
Introducing the flux and rate expression gives CA k
y ,x  r
1 d  dC A  C AS DA
DA r   kC A  0 (3)
r dr  dr  Subject to C A  C AS at r = R, and dC A / dr  0
Differentiating, and then rearranging, shows at r = 0
d 2C A dC A  k  Yields the variable coefficient, linear ODE
r 2
 r  CA  0 (4)
dr dr  DA  d 2 y dy
x 2   xy  0 (5)
dx dx
 2
d y dy Let u = s 2 + 1
x 2   xy  0 (5)
dx dx du
 d2y 2 dy
 2s
L  x 2   s  2 sy ( s )  y (0) ds
 dx  ds
du  2 sds
 dy 
L     sy ( s )  y (0) s 1 du
 dx   2 ds  
dy ( s ) s 1 2 u
L  xy  
ds
Put in equation (5)
dy ( s )
(s  1)
2
 sy ( s )  0
ds
dy ( s ) s
 2 ds
y( s) s 1
dy ( s ) s  1  
1  1 
 2 ds L 
1
L    I 0 ( x)
y(s) s 1  s 1 
2
 ( s  1)( s  1) 
dy ( s ) 1 du Equation (6) becomes
 y ( x)  AI 0 (x) (7)
y(s) 2 u
Integrating both sides As x = r k / DA , Putting the values in equation (7)
1 C A (r )  k 
ln y ( s )   ln u  ln A y ( x)   AI 0  r  (8)
2 C As  DA 
1
 Boundry conditions r = R yields A, which is
ln y ( s )  A ln u 2
1
A
 
Taking antilog on both sides
I 0 R k / DA
A A
y(s)  1
 (6) Equation (8) becomes
s 1
2

   
2
u
C A (r ) AI 0 r k / DA I 0 r k / DA
 
C As 
AI 0 R k / DA  
I 0 R k / DA 
Series Solution
Solution of 2nd order DE with variable
coefficients by series method
2
d y dy
P0 ( x) 2  P1 ( x)  P2 ( x) y  0 (1)
dx dx

Where P0 (x), P1 (x) and P2 (x) are coefficients of

polynomials of x
Some Important Definitions
Ordinary Point
A point x = 0 is called ordinary point of DE (1) if P0(x) ≠ 0 at x = a
i,e

P0 (a) ≠ 0
Some Important Definitions
Singular Point
A point x = a is called singular point of DE (1) if

P0(x) = 0 at x = a
i,e P0 (a) = 𝟎

Regular Singular Point Irregular Singular Point

𝑃1(𝑥) 𝑃2(𝑥)
,
𝑃0(𝑥) 𝑃0(𝑥) Not Considered
Differentiable
Working Rule (Process)
When at x = 0 is ordinary differential point for given DE
1) Write given differential equation
2
d y dy
P0 ( x) 2  P1 ( x)  P2 ( x) y  0 (1)
dx dx
Now check P0 (x)  0, at x = 0
2) Consider the series solution of equation (1) as
y  a0  a1 x  a2 x  a3 x  a4 x  ...  an x  ... (2)
2 3 4 n

2
dy d y
Find , 2
dx dx
 Working Rule (Process)
2
dy d y
3) Put y, and 2
in eq (1) and simplify
dx dx
0 1 2 3 4 n
Equating the coefficients of x , x , x , x , x , ... + x = 0
It gives the value of a 2 , a 3 , a 4 , a 5 , ....,a n in terms of a 0 and a1

4) Put a 2 , a 3 , a 4 , a 5 , ....,a n in equation (2) and get the solution

 d2y
 xy  0
Example 1 dx 2
Should always be zero
d2y
2
 xy  0 (1)
dx
1) As P0 (x) = 1  P0 (x)  0 at x = 0
so we have an ordinary point
2) Consider the solution of eq (1) as
y  a0  a1 x  a2 x  a3 x  a4 x  ...  an x  ... (2)
2 3 4 n

dy n 1
 a1  2a2 x  3a3 x  ...  nan x +...
2
(3)
dx
2
d y n2
2
 2 a2  6 a3 x  ...  n ( n  1) a n x +... (4)
dx
 d2 y dy
3) Put y and 2
into eq (1) as is not present
dx dx
d2y
2
 xy  0 (1)
dx
 2a2  6a3 x  ...  n(n  1)an x n  2  ...  x  a0  a1 x  a2 x 2  a3 x 3  a4 x 4  ...  an x n  ...  0
 2a2  6a3 x  ...  n(n  1)an x n  2  ...   a0 x  a1 x 2  a2 x 3  a3 x 4  a4 x 5  ...  an x n 1  ...  0
Equating Coefficients of x
For x 0
2a2  0  a2  0
For x1
a0
6a3  a0  0  a3  
6
 General Formulation
For finding x n we have to replace n with n+2
For finding x n we have to replace n with n-1
Equating the coefficients of x n
 2a2  6a3 x  ...  n(n  1)an x n  2  ...   a0 x  a1 x 2  a2 x 3  a3 x 4  a4 x 5  ...  an x n 1  ...  0

(n  2)(n  2  1)an  2  an 1  0
an 1
an  2   (Recurrence Formula) (5)
(n  2)(n  1)
Where n = 1, 2, 3, 4, ....., n
cannot put 0 because it becomes a 1
Put n = 1 in eq (5)
a11 a0
a1 2    a3  
(1  2)(1  1) 6
Put n = 2 in eq (5)
a1
a4  
12
Put n = 3 in eq (5)
a2
a5   but a 2  0  a5  0
20
Put n = 4 in eq (5)
a3 a0 a0
a6   but a3    a6 
30 6 180
Put a2 , a3 , a4 , a5 , a6 ,.........
into series solution
a0 3 a1 4 a0 6
y = a 0  a1 x  0  x  x  0  x .......
6 12 180
a0 3 a1 4 a0 6
y = a 0  a1 x  x  x  x .......
6 12 180
Combining a 0 and a l terms
 x3 x 6   x 4

y = a 0 1    ...  a1  x   ...
 6 180   12 
 2
d y dy
(1  x ) 2  x  4 y  0
2

Example 2 dx dx
2
d y dy
(1  x ) 2  x  4 y  0
2
(1)
dx dx
1) As P0 (x) = 1-x  P0 (0) =1  P0 (0)  0 at x = 0
2

so we have an ordinary point

2) Consider the solution of eq (1) as
y  a0  a1 x  a2 x  a3 x  a4 x  ...  an x  ... (2)
2 3 4 n

dy n 1
 a1  2a2 x  3a3 x  ...  nan x +...
2
(3)
dx
2
d y n2
2
 2 a2  6 a3 x  ...  n ( n  1) a n x +... (4)
dx
 dy d2 y
3) Put y, and 2
into eq (1)
dx dx
2
d y dy
(1  x ) 2  x  4 y  0
2
(1)
dx dx
 2a2  6a3 x  ...  n(n  1)an x n  2  ...  x 2  2a2  6a3 x  ...  n(n  1)an x n  2  ...
 x  a1  2a2 x  3a3 x 2  ...  nan x n 1  ...  4  a0  a1 x  a2 x 2  a3 x 3  a4 x 4  ...  an x n  ...  0
 2a2  6a3 x  ...  n(n  1)an x n  2  ...   2a2 x 2  6a3 x 3  ...  n(n  1)an x n  ...
  a1 x  2a2 x 2  3a3 x 3  ...  nan x n  ...  4  a0  a1 x  a2 x 2  a3 x 3  a4 x 4  ...  an x n  ...  0
Equating Coefficients of x
For x 0
2a2  4a0  0  a2  2a0
For x1
3a1 a
6a3  a1  4a1  0  a3    1
6 2
Equating the coefficients of x n Put n = 1 in eq (5)
(n  2)(n  2  1)an  2  n(n  1)an  nan  4an  0 a1 (1  2) a1
a1 2    a3  

(n  2)(n  2  1)an  2  an n 2  n  n  4  2 2
an (n  2) (n  2) an (n  2) Put n = 2 in eq (5)
an  2  = (5)
(n  2) (n  1) (n  1) a2 (0)
a4   0
Where n = 0,1, 2, 3, 4, ....., n 3
Put n = 0 in eq (5) Put n = 3 in eq (5)
a1 (0  2) a3 (3  2) a3 a1
  a2  2a0
a 0 2
0 1 a5    a5   
4 4 8
Put n = 4 in eq (5)
2a4 2
a6    a6  a4  0
5 5
Put a2 , a3 , a4 , a5 , a6 ,.........
into series solution
a1 3 a1 5
y = a 0  a1 x  2a0 x  x  0  x  0  ...
2

2 8
Combining a 0 and a l terms
 3
x x 5

y = a 0 1  2 x  ...  a1  x    ...
2

 2 8 
Please Solve Yourself

2
d y dy
(1  x ) 2  2 x  3 y
2

dx dx
Regular Singular Point: Working Rule (Process)
2
d y dy
P0 ( x) 2  P1 ( x)  P2 ( x) y  0 (1)
dx dx

Where P0 (x), P1 (x) and P2 (x) are coefficients of

polynomials of x
When P0 ( x)  0 at x = 0
x = 0 is a regular singular point.
Working Rule (Process)
When at x = 0 is Regular Singular Point for given DE
1) Write given differential equation
2
d y dy
P0 ( x) 2  P1 ( x)  P2 ( x) y  0 (1)
dx dx
Now check P0 (x) = 0, at x = 0
2) Consider the series solution of equation (1) as
y  x  a0  a1 x  a2 x  a3 x  a4 x  ...  an x  ... (2)

m 2 3 4 n

dy d 2 y
Find , 2
dx dx
 Working Rule (Process)
dy d2y
3) Put y, and 2
in eq (1) and simplify
dx dx
Equating the coefficients of m with its lowest degree and is called
Indicial Equation (quadratic). solve Indicial Equation and
suppose m1 , m 2 as its solution. Now the complete solution of the (1)
depends on the nature of roots.
Equating the coefficients of x 0 , x1 , x 2 , x 3 , x 4 , ... + x n = 0
It gives the value of a1 ,a 2 , a 3 , a 4 , a 5 , ....,a n in terms of a 0
4) Put a1, a 2 , a 3 , a 4 , a 5 , ....,a n in equation (2) and get the solution
The cases of roots
Case (1) When m1  m 2 and m1 - m 2  an integer then
The complete solution is
y  C1 ( y ) m  m1  C2 ( y ) m  m2 (2)
Case (2) When m1 = m 2 then
The complete solution is
y
y  C1 ( y ) m  C2 ( ) m (2)
m
Case (3) When m1  m 2 and m1 - m 2 = an integer then
The complete solution is
y
y  C1 ( y ) m  m1  C2 (
) m  m2 (2)
m
Condition is m1  m2
 Example 3
2
d y dy
2x 2
2
 x  ( x  1) y  0 (1)
dx dx
At x = 0, P0 (x) = 0
x = 0 is the regular singular point
y  x m  a0  a1 x  a2 x 2  a3 x 3  ...  an x n  ... (2)
y  a0 x m  a1 x m 1  a2 x m  2  a3 x m 3 ...
dy
 ma0 x m 1  (m  1)a1 x m  (m  2)a2 x m 1  (m  3)a3 x m  2 ...
dx
d2y m2 m 1 m 1
2
 m ( m  1) a0 x  m ( m  1) a1 x  ( m  1)( m  2) a 2 x m
 ( m  2)( m  3) a3 x ...
dx
 2
d y dy
2x 2
2
 x  ( x  1) y  0 (1)
dx dx
dy d2y
Put y, and 2
in eq (1)
dx dx
2x  m(m  1)a0 x  m(m  1)a1 x  (m  1)(m  2)a2 x  (m  2)(m  3)a3 x ...
2
 m2 m 1 m m 1

 x  ma0 x m 1  (m  1)a1 x m  (m  2)a2 x m 1  (m  3)a3 x m  2 ...

 x  a0 x m  a1 x m 1  a2 x m  2  a3 x m 3 ...  1  a0 x m  a1 x m 1  a2 x m  2  a3 x m 3 ...

=2  m(m  1)a0 x m  m(m  1)a1 x m 1  (m  1)(m  2)a2 x m  2  (m  2)(m  3)a3 x m 3 ...

  ma0 x m  (m  1)a1 x m 1  (m  2)a2 x m  2  (m  3)a3 x m 3 ...
  a0 x m 1  a1 x m  2  a2 x m 3  a3 x m  4 ...   a0 x m  a1 x m 1  a2 x m  2  a3 x m 3 ...
Equating Coefficients of lowest degree of x, i.e, x m
2m(m  1)a0  ma0  a0  0
a0  2m 2  2m  m  1  0
As a 0 can not be zero so
2m 2  2m  m  1  0
2m 2  m  1 (Indicial Equation)
(2m  1)( m  1)  0
1
m1  1, m2  
2
 1 3
m1  m2  1     
 2 2
Both are not equal and non integer
Complete Solution will be as Case (1)
y  C1 ( y ) m1 1  C2 ( y ) 1 (3)
m2 
2

Calculation of a1 , a 2 , a 3
m 1
Equating coefficients of x
2m(m  1)a1 (m  1)a1  a0  a1  0
(2m  2m  m 1 1 )a1  a0
2

(2m 2  3m)a1  a0
a0
a1 
(2m  3m)
2
 m2
Equating coefficients of x
2(m  2)(m  1)a2  (m  2)a2  a1  a2  0
 2(m  2)(m  1)  m  2  1 a2  a1
 2(m  2)(m  1)  (m  1) a2  a1
 2m  4  1 (m  1)a2  a1
a1
a2 
(2m  5)( m  1)
a0
But a1 
(2m  3m)
2

a0
a2 
(2m  5)(m  1)((2m  3m)
2
Putting a1 and a 2 in equation (2)
a0 m 1 a0 m2
y  a0 x  m
x  x  ...
(2m  3m)
2
(2m  5)(m  1)((2m  3m)
2

a0 2 a0
ym 1  a0 x  x  x 3  ...
5 (2)(7)(5)
a0 2 a0 3
ym 1  a0 x  x  x  ...
5 70
1 1
 a a0
y 1  a0 x  x 2 0 2
x 3  ...
m 
2 1 1 1
( )( )(4)
2 2
1 1
 a0 2 a0 3
y 1  a0 x  x  x  ...
2
m 
2 1 1
1 1

y 1  a0 x 2
 a0 x  a0 x 3  ...
2
m 
2
Putting y m 1 and y 1 in equation (3)
m 
2

y  C1 ( y ) m1 1  C2 ( y ) 1 (3)
m2 
2

 a0 2 a0 3   
1 1

y  C1  a0 x  x  x  ...   C2  a0 x 2  a0 x 2  a0 x  ... 
3

 5 70   
Practice Exercise
2
d y dy
1) x 2  2x  y  0
dx dx
2
2 d y dy
2) x 2
 5 x  (1  x ) y  0
dx dx