O Definition: An equation
involving an unknown
function and its
derivatives.
O ODE vs PDE
O The order of a
differential equation is
the order of the highest
derivative appearing in
the equation.
O Examples
What is a Differential
Equation?
2
2
2
3 2
3 2
3
7 2
2
3
2
2 2
2 2
5 3
2 1
4 (sin ) 5 0
3 5
4 0
y
dy
x
dx
d y dy
e
dx dx
d y d y
x xy
dx dx
d y dy dy
y y x
dx dx dx
y y
t x
= +
 
+ =

\ .
+ + =
 
   
+ + =
  
\ . \ .
\ .
c c
=
c c
O An nth order DE is said
to be linear if F is linear
in y,,y
(n)
. This means
that:
O The dependent variable
y and all of its
derivatives are of the
first degree
O The coefficients of
y,,y
(n)
depend at most
on the independent
variable x.
O Are the following linear?
Linearity
( )
4
3
3
4
5 3
2
2
2
1) 0
2) '' 6 0
3)(1 ) '' 4 ' 5 cos
4) cos
5) 1
d y dy
x y
dx dx
t y t y y
x y xy y x
du
u u
dr
d y dy
dx dx
 
+ =

\ .
+ =
+ =
+ =
 
= +

\ .
Notation
2
2
For a function y,
y' represents the first derivative of y, or (If x is the independent variable)
y'' represents the second derivative of y, or
y''' represents the third derivative of y, or
dy
dx
d y
dx
d
3
3
4
(4)
4
( )
y represents the fourth derivative of y, or
In general,
y represents the nth derivative of y, or
n
n
n
y
dx
d y
dx
d y
dx
O Any function y, defined
on an interval I and
possessing at least n
derivatives that are
continuous on I, which
when substituted into an
nthorder ODE reduces
the equation into an
identity, is said to be a
solution of the equation
on the interval.
O Verify the solution
Solutions of an ODE
1
4
2
1
) ;
16
) '' 2 ' 0;
x
dy
a xy y x
dx
b y y y y xe
= =
+ = =
)Show that ln is a solution of '' ' 0
on I=(0, ), but not on the I=( , ).
c y x xy y = + =
O Particular solution
O Any one solution to
a DE.
O General solution
O Set of all solutions
to a DE.
General vs Particular Solutions
1 2 1 2
1 2
As we will learn later in the course,
cos 4 sin 4 , for arbitrary constants c and c ,
is a general solution to the DE '' 16 0.
One possible particular solution, letting c =3 and c 2, is
3cos 4
y c x c x
y y
y x
= +
+ =
=
= 2sin 4x +
InitialValue Problems (IVP)
O We seek a solution y(x) of a DE so that y(x)
satisfies some conditions imposed on the
unknown y(x) or its derivatives at a single
point.
O On some interval I containing x
0
, the problem
( 1)
( 1)
0 0 0 1 0 1
Solve: ( , , ',..., )
Subject to: ( ) , '( ) ,..., ( ) ,
where y, y, y are arbitrary specified real constants, is called
an initialvalue problem. The values of y(x) and i
n
n
n
n
n
d y
f x y y y
dx
y x y y x y y x y
=
= = =
( 1)
0 0 0 0 1 0 1
ts first n1
derivatives at a single point x : ( ) , '( ) , ..., ( )
are called initial conditions.
n
n
y x y y x y y x y
= = =
Example of IVP
1 2
We said previously that cos 4 sin 4 is a solution for
'' 16 0. Find the solution of the IVP
'' 16 0; 2, ' 1.
2 2
y c x c x
y y
y y y y
t t
= +
+ =
   
+ = = =
 
\ . \ .
BoundaryValue Problems BVP
O We seek a solution y(x) of a DE so that
y(x) satisfies some conditions imposed
on the unknown y(x) or its derivatives
at different points.
O A problem such as:
2
2 1 0
2
0 1
Solve: ( ) ( ) ( ) ( )
Subjec to: ( ) , ( )
is called a boundaryvalue problem (BVP).
The given values y(a) and y(b) are called the
boundary conditions.
d y dy
a x a x a x y g x
dx dx
y a y y b y
+ + =
= =
Example of BVP
( )
1 2
We said previously that cos 4 sin 4 is a solution for
'' 16 0. Find the solution of the BVP
'' 16 0; 0 0, 0.
8
y c x c x
y y
y y y y
t
= +
+ =
 
+ = = =

\ .
AN I NT R ODU CT I ON T O MODE L I NG AND
QU AL I T AT I VE ME T HODS
CHAPTER 2
MATHEMATICAL MODELS
It is often desirable to describe the behavior of
some reallife system or phenomenon, whether
physical, sociological, economical, etc., in
mathematical terms.
The mathematical description of a system or a
phenomenon is called a mathematical model.
EXAMPLES OF REAL WORLD
MATHEMATICAL MODELS
T
F
= 32 + 1.8T
C
PV = nRT
P = pressure (atmospheres), V = volume (liters),
n = number of moles, R = 8.3145 J/mol K, T = temp
(Kelvin)
I = dq/dt
I = current (amps), q = charge (coulombs), t = time (sec)
Read Ch. 2 Solved Problems at home for more examples
of Mathematical Models.
Chapter 3
Classifications of FirstOrder
Differential Equations
Standard Form
Standard form for a firstorder DE in the
unknown function y(x) is . Solve
the equation for y to put into standard
form.
Note: Not all firstorder DEs can be written
in standard form
Example: Put into
standard form.
' ( , ) y f x y =
2
' sin
x x
e y e y x + =
Differential Form
For , the differential form is
M(x,y)dx + N(x,y)dy = 0
There is often more than one differential form
for a DE in standard form.
Example: Write y(yy1) = x in differential form.
Example: Write dy/dx = y/x in differential form.
( , )
( , )
dy M x y
dx N x y
=
CHAPTER 4
Separable FirstOrder Differential Equations
General Solution
The solution to the firstorder separable DE
A(x)dx + B(y)dy = 0
is
So to solve this type of DE, integrate both sides, then
solve for y.
Example: Solve (1+x)dy ydx = 0.
Example: Solve
Example: Solve
( ) ( ) A x dx B y dy =
} }
2
2 dy x
dx y
+
=
sin5
dy
x
dx
=
Solutions to the IVP
The solution to the IVP A(x)dx + B(y)dy = 0; y(x
0
)=y
0
is
found the same way as in the previous slide. In the end
though, we apply the initial condition to evaluate the
unknown constant.
Example: Solve
Example: Solve
2
( ) cos sin 2 ; (0) 0
y y
dy
e y x e x y
dx
= =
2
; ( 1) 1
dy
x y xy y
dx
= =
Chapter 5
Exact FirstOrder Differential
equations
Definition
2 3 3 2
3 3
A DE ( , ) ( , ) 0
is exact if there exists a function g(x,y) such that
( , ) ( , ) ( , )
Example:
The equation is an exact equation,
1
with ( , )
3
M x y dx N x y dy
dg x y M x y dx N x y dy
x y dx x y dy
g x y x y
+ =
= +
+
=
Test for Exactness
If M(x,y) and N(x,y) are continuous functions
and have continuous first partial derivatives on
some rectangle of the xyplane, then
M(x,y)dx + N(x,y)dy = 0 is exact iff
( , ) ( , ) M x y N x y
y x
c c
=
c c
Method of Solution
Given an equation in the form M(x,y)dx + N(x,y)dy = 0,
determine if it is exact. If so, then there exists a function g(x,y) for which
(1) ( , )
Integrate M(x,y) with respect to x holding y constant
(
g
M x y
x
c
=
c
2) ( , ) ( , ) ( )
where h(y) is the "constant" of integration.
Differentiate this result with respect to y and assume ( , )
(3) ( , ) '( ) ( , ).
This gives
(4) '( ) ( , ) ( ,
g x y M x y dx h y
g
N x y
y
g
M x y dx h y N x y
y y
h y N x y M x
y
= +
c
=
c
c c
= + =
c c
c
=
c
}
}
) .
Integrate this result with respect to y and substitute into (2).
*The implicit solution of the equation is g(x,y)=c, for an arbitrary c.
*Solve for y (if possible) to find the explicit solution to
y dx
}
the DE.
Note: This procedure can be started with the assumption ( , ).
Then you would integrate with respect to y and differentiate the result.
g
N x y
y
c
=
c
Test for exactness, then solve those
that are exact
2
2 2
2
2
1)2 ( 1) 0
2)( sin ) ( cos 2 ) 0
3)( cos ) (2 cos 2 ) 0
cos sin
4) ; (0) 2
(1 )
y y
xydx x dy
x y dx x y y dy
e y xy dx xe x xy y dy
dy xy x x
y
dx y x
+ =
+ =
+ + =
= =
Integrating Factors
Sometimes, even though a DE
is not exact, we can create an
exact DE by introducing an
integrating factor.
See Table 51 on page 32 for a
table of integrating factors.
Solve ydx + xdy = 0 using the
proper integrating factor given
in Table 51.
Linear FirstOrder Differential Equations
*
*
*Recall from Chapter 3, a firstorder DE has the
standard form:
*The integrating factor for this form is:
' ( ) ( ) y p x y q x + =
( )
( )
p x dx
I x e
}
=
*
*1) Put a linear equation into standard form.
*2) From the standard form identify p(x) and then
find the integrating factor I(x).
*3) Multiply the standard form of the equation by the
integrating factor. The left hand side of the
resulting equation is automatically the derivative of
the integrating factor and y:
*4)Integrate both sides of this equation.
( ) ( )
[ ] ( )
p x dx p x dx d
ye e q x
dx
} }
=
*
6
1) 3 0
2) 3 6
3) 4
4) , (0) 4
x
dy
y
dx
dy
y
dx
dy
x y x e
dx
dy
y x y
dx
=
=
=
+ = =
CHAPTER 7
Applications of FirstOrder Differential Equations
GROWTH AND DECAY
Let N(t) denote the amount of substance (or
population) that is either growing or
decaying. If we assume that dN/dt, the time
rate of change of this amount of substance,
is proportional to the amount of substance
present, then
where k is the constant of proportionality.
dN
kN
dt
=
SOLVE
A depositor places $10,000 in a certificate of
deposit which pays 6% interest per annum,
compounded continuously. How much will be
in the account at the end of seven years,
assuming no additional deposits or
withdraws?
TEMPERATURE
Newton's law of cooling, which is equally applicable to
heating, states that the time rate of change of the
temperature of a body is proportional to the temperature
difference between the body and its surrounding medium.
Let T denote the temperature of the body and let T
m
denote the temperature of the surrounding medium. Then
the time rate of change of the temperature of the body is
dT/dt, and Newton's law of cooling can be formulated as
where k is a positive constant of proportionality.
( )
m
dT
k T T
dt
=
SOLVE
When a cake is removed from an oven, its
temperature is measured at 300F. Three
minutes later its temperature is 200F. How
long will it take for the cake to cool off to 80F,
if the room temperature is 70F?
MIXTURE (DILUTION)
The mixing of two fluids sometimes gives rise to
a linear first order DE. This can be model using:
where A(t) is the amount of salt at time t.
Note: Your book uses a different form of the
equation when solving these problems. The
resulting equation is the same.
(input rate of salt  output rate of salt) =
in out
dA
R R
dt
=
SOLVE
A tank contains 200 liters of fluid in which 30
grams of salt is dissolved. Brine containing 1
gram of salt per liter is then pumped into the
tank at a rate of 4 L/min; the wellmixed
solution is pumped out at the same rate. Find
the number A(t) of grams of salt in the tank at
time t.
Solve this problem assuming pure water is
pumped in instead.
CHAPTER 9
Second Order Linear Homogenous Differential
Equations with Constant Coefficients
THE CHARACTERISTIC EQUATION
For the second order linear homogenous DE of the form:
+ = 0
where a, b and c are constants, the characteristic
equation is given by:
2
++ = 0
This is derived assuming a solution of the form =
.
Thus the characteristic equation is formed by replacing
with m
2
, with m, and y with 1.
GENERAL SOLUTION: CASE 1
m
1
and m
2
both real and distinct
There are two linearly independent solutions:
and
which lead to the general solution:
=
1
+
2
FIND THE GENERAL SOLUTION
1)2 '' 5 ' 3 0
2)4 '' ' 0
y y y
y y
=
+ =
GENERAL SOLUTION: CASE 2
m
1
and m
2
both complex
There are two linearly independent solutions:
(+)
and
()
which lead to the general solution:
=
1
+
2
How?
FIND THE GENERAL SOLUTION
1) '' 4 ' 7 0
2)4 '' 4 ' 17 0
y y y
y y y
+ + =
+ + =
GENERAL SOLUTION: CASE 3
m
1
= m
2
There are two linearly independent solutions:
and
which lead to the general solution:
=
1
+
2
FIND THE GENERAL SOLUTION
1) '' 10 ' 25 0
2) '' 8 ' 16 0
y y y
y y y
+ =
+ + =
CHAPTER
10
NTH ORDER LINEAR HOMOGENOUS
DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS
GENERAL SOLUTION
For the nth order linear homogenous DE of the form:
where a
j
(j = 0, 1, , n1) are constants, the characteristic
equation is given by:
The characteristic equation is derived by replacing y
(j)
by m
(j)
(j=0, 1, , n1).
The solution may be a mixture of Cases 1, 2, and 3 from Ch. 9.
( ) ( 1)
1 1 0
... ' 0
n n
n
y a y a y a y
+ + + + =
1
1 1 0
... 0
n n
n
m a m a m a
+ + + + =
SOLVE
4 2
4 2
1) ''' 3 '' 4 0
2) 2 0
3) ''' 3 '' 4 ' 12 0
y y y
d y d y
y
dx dx
y y y y
+ =
+ + =
+ =
Chapter 11
The method of Undetermined
Coefficients
Nonhomogeneous Linear
Differential Equations
O In Chapters 9 and 10, we were dealing
with homogenous DEs.
O To solve a nonhomogeneous linear
differential equation of the form:
the complementary function y
c
and a
particular solution y
p
must be found.
O The general solution then is y = y
c
+ y
p
( ) ( 1)
1 1 0
... ' ( )
n n
n n
a y a y a y a y x 
+ + + + =
Finding the Complementary
Function
O To find y
c
, take the left side of the DE, set
it equal to zero, and solve the
homogenous equation as was done in
Chapters 9 and 10.
( ) ( 1)
1 1 0
... ' 0
n n
n n
a y a y a y a y
+ + + + =
Method of Undetermined
Coefficients
O This method can only be used for linear
DEs where:
O The coefficients a
j
(j = 0,1,,n) are
constants
O (x) is a constant, a polynomial, an
exponential function, a sine or cosine, or
some sum or product combination of these
functions.
O The method of undetermined coefficients
is used to find a particular solution y
p.
Method of Undetermined
Coefficients
O Case 1
O (x) = p
n
(x), an nth degree polynomial.
O Assume the solution is of the form
where A
j
(j = 0,1,n) is a constant to be
determined.
O Find the necessary derivatives of y
p
and
plug these equations into the original
equation.
O Example: Solve
1
1 1 0
...
n n
p n n
y A x A x A x A
= + + + +
2
'' 4 ' 2 2 3 6 y y y x x + = +
Method of Undetermined
Coefficients
O Case 2
O (x) =
+16 =
4
2.
= 9
2
+2 1
Generalizations
O If (x) is the sum or product of terms in
Cases 1 through 3, take y
p
to be the sum
or product of the corresponding assumed
solutions and algebraically combine
arbitrary constants where possible.
O Examples of products:
O If (x) =
p
n
(x), assume
O If (x) =
p
n
(x)sinx, assume
1
1 1 0
( ... )
x n n
p n n
y e A x A x A x A
o
= + + + +
1 1
1 1 0 1 1 0
sin ( ... ) cos ( ... )
x n n x n n
p n n n n
y e x A x A x A x A e x B x B x B x B
o o
 
= + + + + + + + + +
Determine the form of a
particular solution
O Be sure to check the complementary
solution to ensure that your assumed
solution for the particular solution does
not duplicate any terms in the
complementary solution.
2 6
(4) 2
1) '' 9 ' 14 3 5sin 2 7
2) ''' '' cos
3) ''' 1
x
x
x
y y y x x xe
y y e x
y y x e
+ = +
+ =
+ =
Chapter 13
InitialValue Problems for Linear Differential Equations
Solving IVP using techniques
from the previous chapters
In this chapter, initial
conditions are given so
that the coefficients of
the general solution
can be found.
Note: It is important
that you apply the
initial conditions to the
GENERAL SOLUTION,
not just y
c
. (Unless the
DE is homogenous)
Solve:
2
1) '' ' 2 4 ; (0) 1, '(0) 4
2) '' 4 ' 8 sin ; (0) 1, '(0) 0
3) ''' 2 '' 5 ' 6 0; (0) '(0) 0, ''(0) 1
y y y x y y
y y y x y y
y y y y y y y
= = =
+ + = = =
+ = = = =
Chapter 14
Applications of SecondOrder Linear Differential Equations
Spring (The coil not the season)
Hooke's law: The restoring force F of a spring is
equal and opposite to the forces applied to the
spring and is proportional to the extension
(contraction) I of the spring as a result of the applied
force; that is, F = kl, where k denotes the constant
of proportionality, generally called the spring
constant.
Example: A steel ball weighing 128 Ib is suspended
from a spring, whereupon the spring is stretched 2 ft
from its natural length. The applied force responsible
for the 2 ft displacement is the weight of the ball, 128
Ib. Thus, F=128 Ib. Hooke's law then gives 128 = 
k(2), or k = 64 Ib/ft.
Spring
For convenience, we choose the downward direction as
the positive direction and take the origin to be the center
of gravity of the mass in the equilibrium position. We
assume that the mass of the spring is negligible and can
be neglected and that air resistance, when present, is
proportional to the velocity of the mass. Thus, at any
time t, there are three forces acting on the system: (1)
F(t), measured in the positive direction; (2) a restoring
force given by Hooke's law as F
s
= kx, k > 0; and (3) a
force due to air resistance given by F
a
= a , a>0, where
a is the constant of proportionality. Note that the restoring
force F
s
always acts in a direction that will tend to return
the system to the equilibrium position: if the mass is
below the equilibrium position, then x is positive and kx
is negative; whereas if the mass is above the equilibrium
position, then x is negative and kx is positive. Also note
that because a > 0 the force F
a
due to air resistance
acts in the opposite direction of the velocity.
Spring
Derived from Newtons second law, the secondorder
DE for the spring problem is:
If the system starts at t = 0 with an initial velocity v
0
and from an initial position x
0
, then
Note: gravity g = 32 ft/sec
2
= 9.8 m/sec
2
( ) a k F t
x x x
m m m
+ + =
0 0
(0) , (0) x x x v = =
Solve
1) A mass of 2 kg is suspended from a spring with a
known spring constant of 10 N/m and allowed to
come to rest. It is then set in motion by giving it an
initial velocity of 150 cm/sec. Find an expression for
the motion of the mass, assuming no air resistance.
2) A mass of 1/4 slug is attached to a spring having a
spring constant of 1 Ib/ft. The mass is started in
motion by initially displacing it 2 ft in the downward
direction and giving it an initial velocity of 2 ft/sec in
the upward direction. Find the subsequent motion of
the mass, if the force due to air resistance is l lb.
Buoyancy Problems
Consider a body of mass m submerged either partially or
totally in a liquid of weight density . Such a body
experiences two forces, a downward force due to gravity
and a counter force governed by:
Archimedes' principle: A body in liquid experiences a
buoyant upward force equal to the weight of the liquid
displaced by that body.
Equilibrium occurs when the buoyant force of the
displaced liquid equals the force of gravity on the body.
The figure on the next slide depicts the situation for a
cylinder of radius r and height H where h units of cylinder
height are submerged at equilibrium. At equilibrium, the
volume of water displaced by the cylinder is r
2
h, which
provides a buoyant force of r
2
h that must equal the
weight of the cylinder mg. Thus, r
2
h = mg.
Buoyancy Problems
Buoyancy Problems
Motion will occur when the cylinder is displaced from
its equilibrium position. We arbitrarily take the
upward direction to be the positive xdirection. If the
cylinder is raised out of the water by x(t) units, as
shown in the previous slide, then it is no longer in
equilibrium. The downward or negative force on such
a body remains mg but the buoyant or positive force
is reduced to r
2
[hx(t)]. It now follows from
Newton's second law that = r
2
[hx(t)]mg.
This equation simplifies to +
r
2
= 0. How?
Solve
1. Determine whether a cylinder of radius 4 in, height
10 in, and weight 15 Ib can float in a deep pool of
water of weight density 62.5 Ib/ft
3
.
2. Determine an expression for the motion of the
cylinder described in Problem 1 if it is released with
20 percent of its length above the water line with a
velocity of 5 ft/sec in the downward direction.
Chapter 18
Numerical Method for Solving FirstOrder
Differential Equations
Eulers Method
One of the simplest numerical methods for
approximating solutions of firstorder IVP y=f(x,y),
y(x
0
)=y
0
:
where f is the function obtained from the differential
equation y=f(x,y).
The recursive use for n = 0,1,2, yields the y coordinates
y
1
, y
2
, y
3
, of points on successive tangent lines to the
solution curve at x
1
, x
2
, x
3
,, or x
n
= x
0
+nh, where h is a
constant and is the size of the step between x
n
and x
n+1
.
The values y
1
, y
2
, y
3
, approximate the values of a
solution y(x) of the IVP at x
1
, x
2
, x
3
,
'
1
( , )
n n n n n n
y y hf x y y hy
+
= + = +
Approximate using
Eulers Method
Approximate to four decimal places:
1)Find (1.2) for ' 2 3 1; (1) 5 using 0.1
2)Find (1.0) for ' ; (0) 1 using 0.2
y y x y y h
y y y y h
= + = =
= = =
Chapter 21
The Laplace TransformType equation here.
Definition
( )
0
Let f(x) be defined for 0 and let s denote an arbitrary real variable.
The Laplace transform of f(x), designated by either {f(x)} or F(s), is
( ) { ( )}
for all values of s for which
sx
x
F s f x f x e dx
s <
= =
}
L
L
( )
0
the improper integral converges.
Convergence occurs when the limit exists:
lim
If this limit does not exist, the improper integral diverges and
f(x) has no Laplace transform.
Note 1: The var
R
sx
R
f x e dx
}
iable s is treated as a constant.
Note 2: A table for the Laplace transforms is in Appendix A pg. 330335.
Linearity
If { ( )} ( ) and { ( )} ( ),
then for any two constants a and b,
{ ( ) ( )} { ( )} { ( )} ( ) ( ).
f x F s g x G s
af x bg x a f x b g x aF s bG s
= =
+ = + = +
L L
L L L
Evaluate using the
definition, then verify
using the table
3
1) {1}
2) { }
3) { }
4) {sin 2 }
5) {4 3 }
x
x
e
x
x
+
L
L
L
L
L
DEFINITION
If F(s) represents the Laplace transform of a
function f(x), then we say that f(x) is the inverse
Laplace transform of F(s), denoted
One technique for identifying inverse Laplace
transforms is to find them in the table in
Appendix A.
Sometimes, F(s) is not in a recognizable form from
within the table. Sometimes it can be
transformed into a recognizable form through
algebraic manipulations.
1
( ) { ( )} f x F s
= L
LINEARITY
1 1 1
If { ( )} ( ) and { ( )} ( ),
then for any two constants a and b,
{ ( ) ( )} { ( )} { ( )}.
f x F s g x G s
aF s bG s a F s b G s
= =
+ = +
L L
L L L
EVALUATE USING THE TABLE IN APPENDIX A AND
ANY NECESSARY ALGEBRAIC MANIPULATION
1
5
1
2
1
2
2
1
1
3
1
1)
1
2)
7
2 6
3)
4
6 9
4)
( 1)( 2)( 4)
1
5)
5
s
s
s
s
s s
s s s
s s
`
)
`
+
)
+
`
+
)
+ +
`
+
)
`
+
)
L
L
L
L
L
Convolutions
Convolutions (Transforms of Integrals)
If functions f(x) and g(x) are piecewise continuous on
[0,), then a special product called the convolution of
f and g is given by:
Convolution Theorem:
Commutative Property:
Inverse form for Convolution Theorem:
0
( ) ( ) ( ) ( )
x
f x g x f t g x t dt  =
}
If { ( )} ( ) and { ( )} ( ), then
{ ( ) ( )} { ( )} { ( )} ( ) ( )
f x F s g x G s
f x g x f x g x F s G s
= =
 = =
L L
L L L
Why is this true? f g g f  = 
1
{ ( ) ( )} ( ) ( ) ( ) ( ) F s G s f x g x g x f x
=  =  L
Evaluate using Convolution
{ }
2
0
2
1
1
2
1) for ( ) and ( )
2) sin( )
3) { }
1
4)
( 1)
1
5)
1
x
t
x
f g f x x g x x
e x t dt
x xe
s s
s
 = =

`
)
`
)
}
L
L
L
L
Unit Step Function
{ }
The unit step function u(x) is defined as
0 0
( )
1 0
Thus for any number c,
0
( )
1
Theorem 1:
1
( )
Prove.
cs
x
u x
x
x c
u x c
x c
u x c e
s
<
=
>
<
=
>
= L
Translations
Given a function f(x) defined for x 0, the function
0
( ) ( )
( )
represents a translation of f(x) by c units in the positive xdirection.
Theorem 2:
If ( ) { ( )}, the
x c
u x c f x c
f x c x c
F s f x
>
<
=
>
= L
1
n { ( ) ( )} ( ).
Conversely,
0
{ ( )} ( ) ( )
( )
cs
cs
u x c f x c e F s
x c
e F s u x c f x c
f x c x c
=
<
= =
>
L
L
Problems
2
2
1 5
2
1 2
3
0 4
1)Find { ( )} if ( )
( 4) 4
0 4
2)Find { ( )} if ( )
4
1
3)Find
4
1
4)Find
s
s
x
g x g x
x x
x
g x g x
x x
e
s
e
s
<
=
>
<
=
>
`
+
)
`
)
L
L
L
L
Solutions of Linear Differential Equations with
Constant Coefficients by Laplace Transforms
Transforms of Derivatives
( 1) ( )
( ) 1 2 ( 2) ( 1)
If , ',..., are continuous on [0, ) and if y ( )
is piecewise continuous on [0, ), then
{ ( )} ( ) (0) '(0) ... (0) (0),
where Y( ) { ( )}.
If the initial conditio
n n
n n n n n n
y y y x
y x s Y s s y s y sy y
s y x
=
=
L
L
( 1)
0 1 1
( ) 1 2
0 1 2 1
2
0 1
ns on y(x) at x = 0 are given by:
(0) , '(0) ,..., (0)
then
{ ( )} ( ) ... .
For instance, for n = 2, { ''( )} ( ) .
n
n
n n n n
n n
y c y c y c
y x s Y s c s c s c s c
y x s Y s c s c
= = =
=
=
L
L
Solution of ODEs by Laplace
Transforms
1.Take the L of both sides of the ODE.
2.Rearrange the resulting algebraic equation to solve for
the L of the output variable Y(s).
3.Perform a partial fraction expansion (if necessary).
4.Use the L
1
to find y(t) from the expression for Y(s).
Solve
4
4
1) 1, (0) 0
2) ' 6 , (0) 2
3) 3 13sin 2 , (0) 6
4) '' 3 ' 2 , (0) 1, '(0) 5
5) ''' 5, (0) 0, '(0) 0, ''(0) 0
6) ' 5 0
7) ' ' 3y' + 2y = e ; y(l) = 0, y'(1) = 0.
x
x
x
dy
y y
dx
y y e y
dy
y t y
dt
y y y e y y
y y y y y
y y
y
= =
+ = =
+ = =
+ = = =
= = = =
=
Power Series Solutions of Linear
Equations with Variable Coefficients
Chapter 27
Solutions about the origin of
homogenous equations
For a linear secondorder DE in standard form
A point x
0
is said to be an ordinary point of the DE (1) if
both P(x) and Q(x) are analytic at x
0
.
A point that is not an ordinary point is said to be a
singular point of the equation.
We will be considering solutions about the origin, x
0
= 0.
Theorem: If x = 0 is an ordinary point of (1), then the
general solution in an interval containing this point has
the form
where a
0
and a
1
are arbitrary constants and y
1
(x) and
y
2
(x) are linearly independent functions analytic at x =
0.
(1) '' ( ) ' ( ) 0 y P x y Q x y + + =
0 1 1 2
0
(2) ( ) ( )
n
n
n
y a x a y x a y x
=
= = +
=
=