MTH210

DIFFERENTIAL
EQUATION

Lecture Note

Yahaya Shagaiya Daniel (PhD)

(Email: shagaiya@[Link] & HP: 0706 7730 562)
 Course Content

1. Solutions of systems of first order linear equations

2. Finite linear difference equations
3. Numerical solutions
4. Applications to geometry and physics
5. Ordinary differential equations: linear dependence, wronskian, reduction order, variation
of parameters, series solution about ordinary and irregular points
6. Special function: Gamma, Beta, Bessel, Legendre, Hyper geometric
7. Laplace transform and applications to initial values problems.

2
 1. Linear Differential Equations

A differential equation of the form

is called linear differential equation, where and , are functions of (but not of ) or constants.

In such case, multiply both sides of (1) by ∫ (is called the integrating factor)

∫ ( ) ∫

The left hand side of (2) is

[ ∫ ]

[ ∫ ] ∫

This is the required solution.

Solution is [ ] ∫ [ ]

1.0 Worked out Examples

1. Solve

Solution

∫
Integrating factor =

The solution is ∫ ∫

2. Solve

Solution

3
Hence the integrating factor

∫ ∫( )

The solution is

∫ ∫

3. If and ( ) , show that maximum value of is .

Solution

Hence, solution is

∫ ∫

Put in (1),

Substitute in (1)

4
 If √ ( ) √ negative

So is maximum if Maximum value of

Exercise

Solve the following differential equations

1. Ans:

2. Ans:

3. Ans:

4. Ans: ( )

5. Ans:

6. Ans:

7. Ans:

8. Ans:

9. Ans:

10. Ans:

2. Finite Linear Difference Equations

Linear difference equations with constant coefficients can be solved in much the same way as
linear differential equations with constant coefficients. The characteristics of the two types of
solutions are similar but not identical.

Consider the -order homogenous finite differences equation with constant coefficients:

Where are constants. The general solution of such an equation has the form:
5
Where and are constants. Substitution of (2) into (1) yields, after factoring out the common
factor

Here, is an -order polynomial and thus has roots For each we have
a solution:

Where is an arbitrary constant. The most general solution may be found by superposition.

Distinct Roots

If the characteristic roots of (3) are distinct, then a fundamental set of solutions is

And the general solution of the homogenous equation is

Where are arbitrary constants.

Example: Find the general solution of

Solution

Let . Substitution into the difference equation yields the characteristic equation

Or

The characteristics roots are and Therefore, the general solution is

Where A, B, and C are arbitrary constants.

6
Repeated Roots

Now consider the case where one or more of the roots of the characteristic equation are repeated.
Supposed the root has multiplicity , the root has multiplicity , and the root has
multiplicity such that

The characteristic equation can be written as

Corresponding to a repeated root of the characteristic polynomial (7) of multiplicity the

solution is

Where are arbitrary constants.

Example: Consider the general solution of the equation

Solution

The characteristic equation is

Thus, there is a repeated root . The general solution is

Complex Roots

Since the coefficient of the characteristic polynomial are real, complex roots must appear as
complex conjugate pairs. Suppose and ( complex conjugate) are roots of the characteristic
equation; then, corresponding to these roots the solutions may be written as

7
If a real solution is desired, these solutions can be recasted into a real form. Let , then
an alternative set of fundamental solutions is

If and are repeated roots of multiplicity then the set of fundamental solutions
corresponding to these roots is

Example: Find the general solution of

Solution

The characteristics equation is

⁄
The roots are: √ . Therefore, the general solution (can be verified by
direct substitution) is

( √ ) ( ) ( √ ) ( )

Where A and B are arbitrary constants.

Exercise

Solve the following finite difference equations

1.

2.

3.
4.

8
 5.

6.

7.
8.
9.
10.
11.
12. √ √
13.

14. ( )
√ √

15.

3. Numerical Solutions: MTH212

4. Applications of First Order Differential Equations

Growth and Decay Problems

Let denote the amount of substance or population that is either growing or decaying. If we
assume that ⁄ , the time rate of change of this amount of substance, is proportional to the
amount of substance present, then ⁄ , where is the constant of proportionality.

Temperature Problems

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.

9
 is a positive constant of proportionality, ⁄ is the time rate of change of
temperature of the body, is the temperature of the body, and the temperature of the
surrounding is .

Other areas of applications: Falling Body Problems, Dilution Problems, Electrical Circuits etc.

Workout Examples

1. A person places N20,000 in a saving which pays 5 percent interest per annum,
compounded continuously. Find (a) the amount in the account after 3years, and (b) the
time required for the account to double in value, presuming no withdrawals and no
additional deposits.

Solutions

Let denote the balance in the account at any time. Initially, . The balance in
the account grows by the accumulated interest payments, which are proportional to the amount
of money in the account. The constant of proportionality is the interest rate. In this case,
and (1) becomes

Its solution is

At which when substituted into (5) yields

This gives the balance in the account at any time .

(a) Substituting into (5),

(b) We seek the time at which . Substituting these values into (6) and
solving for , we obtain

10
 | |
| | years

Exercises

1. A person places N5000 in an account that accrues compounded continuously.

Assuming no additional deposits or withdrawals, how much will be in the account
after seven years if the interest rate is a constant 8.5 percent for the first four years
and a constant 9.25 percent for the last 3 years.
2. What constant interest rate is required if an initial deposits placed into an account that
accrues interest compounded continuously is to double its value in six years?
3. A bacteria culture is known to grow at a rate proportional to the amount present. After
one hour, 1000 strands of the bacteria are observed in the culture; and after four
hours, 3000 strands. Find (a) an expression for the approximate number of strands of
the bacteria present in the culture at any time and (b) the approximate number of
strands of the bacteria originally in the culture.
4. The population of a certain country is known to increase at a rate proportional to the
number of people presently living in the country. If after two years the population has
doubled, and after three years the population is 20,000, estimate the number of people
initially living in the country.
5. A certain radiative material is known to decay at a rate proportional to the amount
present. If initially there is 50 milligrams of the material present and after two hours it
is observed that the material has lost 10 percent of its original mass, find (a) an
expression for the mass of the material remaining at any time (b) the mass of the
material after four hours, and (c) the time at which the material has decayed to one
half of its initial mass.

11
 5. Ordinary Differential Equations
5.1 Linear Dependent

A set of functions on an interval are linearly dependent on , if

there exist constants at least one of which is not zero, such that

For all . However, if above relation implies that all are zero, then the functions are
linearly independent on .

Obviously if functions are linearly dependent, then one of them can be expressed as a linear
combination of remaining functions i.e, if , then we can write [1]

* +

2.0 Worked out Examples

1. Determine the given set of functions { } is linearly dependent on [ ].
Solution

Since from equation (1) above, there exist not all zero.
Such that

Note that is a set of constants that always satisfies (1). A set of functions
is linearly dependent on [ ].

2. Determine if the set { } is linearly dependent on

Solution

From (1) we have

12
Since this equation is valid for all only if the given set is linearly
independent. Note that if any of the were not zero, then the equation (3) could hold for at
most two values of the roots of the equation, and not for all .

3. Determine whether the set { } is linearly dependent on

Solution

From (1)

We must determine whether there exist values of and not both zero, that will satisfy (4).
Rewriting (4), we have

For any nonzero value of , the LHS (5) is a constant whereas the RHS is not; hence the
equality in (5) is not valid. It follows that the only solution to (5), and therefore (4), is
Thus, the set is not linearly dependent rather it is linearly independent.

5.2 Wronskian

The criterion for linearly dependence may also be stated in terms of Wronski-determinant called
Wronskian.

The solution of nth order homogeneous linear equation.

Thus if are continuous on the interval then solutions of

equation (1) on are linearly dependent on if their Wronskian
vanishes identically on

| |

13
Obviously, the solutions are linearly independent if the Wronskian does not vanish identically on
[1].

1.0 Worked out Examples

1. Find whether the following functions are linearly independent, determine a differential
equation having these functions as independent solutions:
(i) on any interval .
(ii) on any interval .

Solution

(i) Let
Consider Wronskian

| | | |

[ ]

Thus functions are linearly independent.

Thus the general solution of an equation with these functions as independent solutions will be
.

, where and are constants.

( )

Eliminating and from these equation, we get

Which is the required equation.

(ii) Let and

Wronskian of the functions is

14
 | |
√

| |

Applying

| |

Thus functions are linearly dependent.

2. Determine the differential equation whose set of independent solution is { }

Solution

The general solution of the equation is

𝑘 𝑘 and 𝑘 are constants

( )

. / [ ]

15
Which is the required differential equation.

third order homogeneous linear equation

2.0 Exercise with Answer

1. Show that the functions are linearly dependent
2. Prove that if the Wronskian of the set of functions is different from zero on an
interval, then the functions are linearly independent on the interval.
3. Find the Wronskian of the following set
(i) { } Ans:
(ii) { } Ans:
(iii) { } Ans:
(iv) { } Ans:
4. Find | | on [ ] Ans:

5.3 Reduction of Order

The reduction of order is a method for converting any linear differential equation to another
linear differential equation of lower order, and then constructing the general solution to the
original differential equation using the general solution to the lower-order equation.

Consider order linear differential equation

Let be a nontrivial solution to (1)

Substitute into (1)

Where is a yet unknown function.

We have

Remarkably, there is no term

16
Let

Using (5) in (4) we get

If is a general solution of (6), then can be obtained from by integration (since

). Finally then, by going back to the original substitution formula we can obtain
a general solution to the original differential equation.

1.0 Worked out Examples

1. Solve the second order differential equation using method of reduction order.

Solution

(2) is solution to (1)

i.e.

(2) is one (nontrivial) solution we know

Now, let

The derivatives

[ ]

and

Using (6)-(8) in (1) we get

17
 [ ] [ ] [ ]

Letting

(10) in (9) we get

| | | |

| |

∫ ∫ | |

| | | | is the general solution which can be viewed as a

linear combination of the two functions

| |

2. Solve the second order nonhomogeneous linear differential equation over the interval

Solution

We have seen the solution to the homogeneous case i.e.

18
 √

Let

Using (2)-(4) in (1) we have

[ ] [ ] [ ]

Let

(6) in (5) gives

⁄ ⁄

(7) is first order linear differential equations

Compare with * + The solution ∫

Where ∫

⁄
∫ ⁄
∫ ⁄

Since therefore (8) becomes

19
 ⁄

⁄ ⁄
∫ ∫[ ] ( )

and the general solution to our nonhomogeneous equation is

⁄ ⁄
[ ]

3. Solve
Solution

Let

So

Using (2) & (3) in (1) we have

Assume

(5) in (4) gives

20
 Continue in similarly order

2.0 Exercise

Solve the following differential equations using reduction of order method

(1)
(2)
(3) ( ⁄ ) ⁄
√
(4)
(5)
(6)
(7)

5.4 Method of Variation of Parameters

Variation of parameters is another method for finding a particular solution of the order
linear differential equation [2]

Once the solution of the associated homogeneous equation is known. If

are linearly independent solutions of , then the general
solution of is

1.0 Techniques

A particular solution of has the form

Where is given in (2) and is an unknown

function of which still must be determined [2].

21
To find first solve the following linear equations simultaneously for :

The integrate each to obtain , disregarding all constants of integration. This is permissible
because we are seeking only one particular solution.

For special case equation (4) reduce to

For equation (4) become

and

2.0 Worked out Examples

1. Solve by variation of parameters.

Solution

Here and hence

Since equation and , it follows from equation

(4) with , that

22
Solving the set of equation simultaneously, we obtain

⁄ ⁄ ⁄ ⁄

Whence

⁄ ⁄ ⁄ ⁄

Then, from (1),

⁄ ⁄ ⁄ ⁄ ⁄

And the general solution is

2. Solve .

Solution

From equation (3)

Here, and

So from (5) becomes

Solving this set of equations simultaneously, we obtain

23
 Thus,

∫ ∫ | |

∫ ∫

∫ ∫ ∫ | |

Substituting these values in (1), we obtain

| | | |

The general solution is therefore

| | | |

3. Solve ⁄

Solution

Here hence ⁄

Since ⁄ and

Equation (7) becomes from which we obtain and ⁄

Equation (1) now becomes ⁄ , and the general solution is therefore

3.0 Exercise with Answer

1. Solve ⁄

Ans: ⁄ with

⁄ ⁄ ⁄

24
 2. Solve ⁄
Ans: where
3. Solve
Ans: ⁄
4. Solve ̈
Ans: ⁄ ⁄

5.5 Series Solution

5.5.1 Frobenius method

5.5.1.1Power Series

A series of the form: where

and are constants and is variable, is called Power series [3].

6 Worked out Examples

1. ⁄ ⁄

2. ⁄ ⁄ ⁄

3. ⁄ ⁄ ⁄

4. ⁄ ⁄ ⁄

4.5.2 Taylor Series

If

| |

Then its RHS is known as Taylor series expansion in the power of valid for each value
in the neighbourhood of [3].

25
1.0 Special Case
1. A function is said to be analytic at a point if it has Taylor series
representation in powers of .

Definition of ordinary point: Consider a linear differential equation

A point is called an ordinary point of (1) if each of is analytic at .

2.0 Singular Point

Definition: A point is called a singular point of (1) if at least one of is not

analytic at .

Singularities of a homogeneous differential equation, let’s consider

Definition of regular singular point: A point is called a regular singular point of (2) if
and are analytic at .[
].

Definition of irregular singular point: A point is called an irregular singular point of

(2) if at least one of and is not analytic at [3].

3.0 Worked out Examples

1. Obtain the Frobenius series solution near of .

Solution

A general Frobenius series solution near can be written as

[ ]

Which can also be written as

∑ ∑

Back to the question

26
The general notation is

That is

( ) ( )

Since both are not analytic at is a singular point [ its does not exist]

Now, we have to check of Regular or Irregular

So,

Now

Since both have power series, in general case, is a regular singular point.
Thus we seen a Frobenius series solution

[ ]

27
Putting the values of and in (1) we obtain

∑ ( )∑ ( )∑

∑ ∑ ∑

∑ ∑ ∑

∑ ∑

Equating the coefficient of the lowest power of to zero keeping in mind we have

By considering the power of as

Equating the coefficient of to zero in (2), we have

28
This is called recursion formula

For the first solution we put in (3), we have

Putting we set

( )

[ ]

⁄ ⁄

For the second solution for ⁄ into (3)

( )

( )

Putting we have

29
 [ ]

⁄
[ ]

For

[ ]

For

⁄
[ ]

⁄
[ ]

⁄
[ ]

30
 2. Solve by using Frobenius method

Solution

( ) . /

and doesn’t exist Singular point

So, therefore you multiply by

Which are analytic at , Therefore in a regular singular point.

Let Frobenius series solution be expressed as

[ ] ∑

Putting these values in the given equation, we have

∑ ∑ ∑

∑ ∑ ∑ ∑

∑{ } ∑

Equating to zero the coefficient of the lowest degree term keeping in mind we have

31
 { }

Which are indicial roots

Equating to zero the coefficient of the next lowest degree term {by replacing by and
then putting }, we have

∑{ }

[ ]

For , this gives us

Equating to zero the coefficient of in (3) we get

{ } [ ]

{ }

{ }

{ }

{ }

This is the recurrence formula

For the first solution, putting ⁄ in (4), we have

( ⁄ )( ⁄ )

32
 ⁄ ⁄
0 1 0 1

⁄
Where * +

[ ]

To obtain second solution, we put in (4) we get

* + 0 1

With * +

Required solution is

Exercise with Answer

Solve the following equation using Frobenius method

(1) ( )

⁄ ⁄ ⁄
Ans: [ ]

[ ⁄ ⁄ ]

(2)

Ans: [ ⁄ ⁄ ⁄ ] [ ⁄ ⁄ ⁄ ]

√ √

33
[Link] functions

6.1 Bessel’s Equation

[1] Bessel’s equation: The differential equation

Where is a real constant, is called Bessel’s equation of order and it’s solutions are known as
Bessel’s function [3].

[2] Solution of Bessel’s Equation:

If means not analytic

Here is a regular singular point.

Let [ ] ∑

Be a Frobenius series solution.

∑ ∑

Here (1) reduces to

∑ ∑ ∑

∑[ ] ∑

34
 ∑[ ] ∑

Equating to zero the coefficient of the lowest degree term of (i.e. ) while we have

Equating to zero the coefficient of the next lowest degree term of (i.e. ) while we
obtain

[ ]

For it gives us

Equating to zero the coefficient of in (3), we have

[ ] [ ]

Which is recurrence formula for

Gives us

For even term gives us the first solution in which

This gives us

( )

( )

35
 0 1

0 1

[i.e. If you replace by we have ]

By replacing by we get another solution of Bessel’s equation. Hence the complete

solution is where are constant.

6.1.2 Bessel’s function

If we take

in the first solution of Bessel’s equation, then is denoted by and is known as Bessel’s
function of the first kind of order . Thus, we have

0 1

( ) ( ) ( )

( ) ( )
∑

Replacing by we get 2nd solution of Bessel’s equation and we denote it by .

Hence, the general solution is

36
 0 1

For ⁄ in equation (1)

⁄ ⁄ ⁄
√ ( ) ( ) ( )

√ ( ) ( ) ( ) ( )

√ √ √ √
√ ( ) √ ( ) √ ( ) √ ( )

By rationalize

√ √ √ √
√ √ √ √

√ √ √
0 1 0 1 . /
√ √ √

For ⁄

√ √
. / 0 1
√ √

( )
∑

By replacing with

( ) By breaking into 2
∑ part

( ) ( )
∑ ∑

37
Since (a negative integer or zero) ; therefore the first term on RHS becomes zero and
hence, we get

( )
∑

Let us put then

( ) ( )
∑ ∑

( )
∑

Thus,

1.0 Exercises with Answer

1. Solve the equation using Bessel’s method

Where be a constant.
Solution
Bessel’s equation:

If is not an integer, then the general solution of equation (1) is

But if is an integer,

Solution let as

38
 2. Find the general solution of the Bessel’s equation

( )

Solution

( )

Let us put

As

( ) ( ) ( )

Therefore,

By substituting the values of in equation (1) we have

. /

0 ( ) 1

Which is the Bessel equation of order ⁄

Hence the general solution of (2) is

39
Thus, the general solution of (1) is

3. Solve the equation

. /

In terms of Bessel’s function.

Solution

⁄
Where is real, then make substitution

. /

⁄ ⁄ ⁄
√

⁄ ⁄
( ) ( )

⁄ ⁄ ⁄ ⁄
( )

⁄ ⁄ ⁄ ⁄

⁄ ⁄ ⁄

Putting the value of in equation (1) we have

⁄ ⁄ ⁄ ⁄
. /

⁄ ⁄ ⁄ ⁄ ⁄ ⁄

⁄ ⁄ ⁄ ⁄
( )

40
 ⁄
Multiplying bothsides by , we have

This is Bessel’s equation of order

It’s solution of (2) is

Putting ⁄ we have ⁄
√ √

Which is a required solution of (1).

2.0 Exercises

Find a solution of

. /

( )

( )

6.1.3 Recurrence Relations of Bessel’s functions

Here are some of the derivatives of Bessel’s function [3]:

[ ]

[ ]

41
Proof

[ ]

( )
{ ∑ } {∑ }

∑ ∑

( ) ( )
∑ ∑

Let

( )
∑

( )
∑

[ ]

Product rule, dividing by , we have

* +

[ ]

42
 ( )
{ ∑ } {∑ }

∑ ∑

Putting , we have

( )
∑

Let

( )
∑
( )

( )
∑

[ ]

By direct differentiation

Dividing by

43
 [ ] [ ]

6.2 Legendre’s Equation

The differential equation

Is called Legendre’s equation, where the parameter may be either be real or complex number.

Equation (1) can be solved by Frobenius series solution method. If be not an integer, than the
series solution of (1) will be non-terminating and they are known as Legendre’s functions. If
be an integer, then one of the solutions will have finite number of terms and as such these
solutions are termed as Legendre’s polynomials.

1.0 Exercises with Answers

1. in terms of Legendre’s functions is ……

2. in terms of Legendre’s functions is ……

3. The solution of the differential equation

6.2.2 Rodrigues’s formula

A representation of Legendre’s polynomials given by

Is called Rodrigues formula with the help of this formula we can obtain various Legendre’s
polynomials [3].

44
For (2) gives

For (2) gives

For (2) gives

[ ] ⁄ and so on

1.0 Worked out Example

Expand in series of Legendre’s polynomials

Solution

[ ]

Since ⁄

For and from above

[ ] [ ]

45
2.0 Exercises with Answers

Evaluates the following

6.2.3 Generating function

⁄
If

⁄
Then is called generating function for Legendre’s polynomials. Hence [3]

⁄
∑

6.3 Gamma function

The is defined as the definite integral

is convergence for , is a function of . Recurrence formula for

46
 ∫ | ∫

Using the recurrence formula, we can evaluate the value of in unit interval, when is a
positive integer, positive fraction and negative fraction [4].

Therefore, as tends to zero tends to and when is a negative integer, then also
tends to .

To find the value of and when is an integer

∫ |

When is a fraction: Suppose,

( ) ( )

47
 ( ) ( ) ( )

( ) ( ) ( )

( ) ( )

( ) ( ) ( )

Similarly, we can write of a fraction in terms of ( ) where . When is a negative

fraction.

( )
( )

( )
( ) ( )

( )
( ) ( )

Similarly, we can find the value when is a negative fraction.

1.0 Worked out Examples

1. Find the value of ( ) and evaluate ∫ using function

Solution

48
 ∫

Put

∫ ∫

This is another form of function

( ) ∫

( ) ∫

Multiplying (1) and (2)

( )
[ ( )] ∫∫

Transforming into polar coordinates

⁄ ⁄

[ ( )] ∫ ∫ ∫ ∫ |

( ) √

( ) √
∫

2. Evaluate

49
 ⁄
∫

Solution

⁄ ⁄ ⁄
∫ | ∫

⁄
|

⁄ ⁄
∫ ∫

( ) √

2.0 Exercises with Answer

1. Evaluates the following

( ) √

( ) √

∫ ( )

2. Prove that

50
 ∫

Where is a positive integer, .

3. Prove that

∫ ( )

Where

4. Prove that

5. Evaluate

⁄
∫√ √ √

6.4. Beta function

Definition: The beta function denoted by and read as ‘beta ’ is defined as [4]

1.0 Worked out Examples

1. Evaluate using functions

∫ √

51
Solution

Put

⁄ ⁄

∫ √ ∫ ∫

( ) ( )
( )
( ) ( )

2.0 Exercises with Answers

Evaluates the following

⁄
∫ ( )

∫ ( )

∫ √

∫ ( )

52
6.4.1 Symmetry Beta function

Proof

By definition

Putting so that

When

Therefore,

∫ ∫

1.0 Exercises with Answer

1. Prove that

2. Prove that

3. Prove that

( )

4. Show that

53
 ∫

6.4.1 Trigonometrically form of Beta function

The symmetric properties of trigonometric function of Beta function is presented below [4]:

Proof

By definition

Put

⁄
∫ =

6.4.2 Relation between Beta and Gamma functions I

Definition:

Proof

∫ ∫

54
 ∫∫

Substituting

We have

∫∫

∫∫

Transforming into the polar form through

We have

∫ ∫

4 ∫ 54 ∫ 5

4 ∫ 54 ∫ 5

By trigonometrically form of Beta function

By symmetrical properties of Beta function

55
 ∫

Putting so that

Because the LHS is defined for for analytic continuation . It is true

for non-negative integer which is for positive integer [4].

6.4.3 Prove of symmetric properties of trigonometric function of Beta function

Given that

Evaluate

Solution

This integral can be convert to this form

∫ ( )

56
For ,

( ) ( )

( )

6.3.4 Relation between Beta and Gamma functions II

1.0 Worked out Example

1. Using functions [4], evaluate

Solution

( )
( )
( )

( )( )( )

( )( )( )( )( )( )( )

2. Using functions [4], evaluate

⁄
√
∫
√

Solution

⁄
( ) ( )
⁄ ⁄
∫ 4 5 ( )
( )

57
 ( ) ( ) ( ) ( ) ( )

( ) ( )

2.0 Exercise with Answers

Evaluates the following using functions

⁄
⁄
∫

* ( )+
⁄
∫
( )

[Link] Transforms

Definition: If be a function define in the interval then the Laplace

transformation of , denoted by [ ] defined as [3]

1.0 Worked out Example

Find Laplace transform of

Solution

[ ] ∫ ∫ ∫

58
 [ ] [ ] ( )

[ ]

7.1 Inverse of Laplace Transforms

Definition: The inverse Laplace transformation of denoted by [ ], is the function

[3] i.e. [ ] .

For instance if ⁄ [ ⁄] .

2.0 Worked out Example

Find Laplace transform of when ̂ is the function defined by

.

Solution

[ ] ∫ ∫ ∫

6 ( )| ∫ 7

* + [ ]

[ ] [ ]

[ ] [ ] [ ]

[ ]

59
For inverse Laplace Transform * + ̂

1.0 Table of Laplace Transform

If Then [ ]
1 . ⁄

2 . ⁄

3 ⁄

4 ⁄

5 ⁄

6 ⁄

7 ⁄

8
⁄

9 ⁄[ ]
10 ⁄[ ]

2.0 Results
(a) [ ] ∫ where
(b) [ ] [ ] [ ]
(c) [ ] [ ]
(d) [ ] [ ]

7.2 Solution of Linear differential equations with constant coefficients

Let order differential equation be [3]

60
Applying Laplace transforms, we get

[ ] [ ] [ ] [ ] [ ] [ ] [ ]
[ ]

3.0 Worked out Examples

1. Use the method of Laplace transforms to solve

Solution

Taking Laplace transforms of (1), we have

[ ] [ ] [ ]

[ ] [ ]

[ ] ∫ ∫

[ ] [ ]

[ ]

[ ] [ ]

[ ] ( )

[ ] [ ] [ ] [ ]

61
2. Use the method of Laplace transforms to solve

Solution

[ ] [ ] [ ] [ ]

[ ] { [ ] } [ ] [ ]

[ ] [ ] [ ] [ ]

[ ]

[ ]

[ ]

[ ]

[ ] [ ] [ ] [ ]

[ ] [ ]

3. Solve the equation

Solution

[ ] [ ] [ ] [ ]

62
 [ ] [ ] [ ] [ ]

[ ] ( )

[ ]

For

For

[ ]

[ ] [ ] [ ] [ ]

[ ] [ ]

Ans

4.0 Exercises with Answer

Use the method of Laplace transforms to find a solution of the following equation satisfying the
given initial condition

1.

63
 2.

3. ( )

4. ( )

5.

7.3 Convolution

Definition: The convolution of two functions and defined in denoted by

or , is defined as ∫ [3]

1.1 Theorem

If and are transformable, then [3]

[ ] [ ] [ ]

If [ ] ̅ [ ] ̅ then (1) can be put in the form

[ ] ̅ ̅

In terms of inverse Laplace transforms, we can write (2) as

[ ̅ ̅ ] ∫

2.0 Worked out Examples

1. Use Convolution theorem to find the inverse Laplace transforms of

64
Solution

[ ]

( )

( ) ( )

∫ ∫

∫ [ ] [ ]

[ ].

3.0 Exercises with Answer

1. Use Convolution theorem to find the inverse Laplace transforms of

2. Solve

65
7.4 Integral Equations

Equations in which the unknown function appears under integral perhaps also outside of it

1.0 Worked out Example

Solve the integral equation

Solution

[ ] 0 1 [ ]

[ ] 0 1 [ ] [ ]

Since ⁄ as ⁄ ⁄

̅ ( ) ̅

̅ ̅

Taking inverse Laplace transform

[ ] [ ] [ ] [ ]
66
2.0 Exercises with Answer

Use convolution theorem to find the inverse Laplace Transform of

7.5 Integral Equations

An equation of the form

1.0 Worked out Examples

Show that the solution of the equation [1]

Can be represented as , ̅ - where ̅ is the Laplace transform of

Hence, write the solution of

∫ ∫

Solution

Taking the Laplace transform of the form

67
 ∫

We have

̅ ( )̅ ̅ ̅ { }

̅ ̅ , ̅ -

Therefore, the solution is given by

{ } { }

{ }

Therefore, the solution is given by

{ } { ( )}

̅ [ ]

Therefore, the solution is given by

{ ( )}

2 ( )3 { } 2 3

68
2.0 Exercises with Answer
1. Show that the solution of the equation

̅
Can be represented as , ̅
- where ̅ [ ]. Hence, write the solution of

∫ ∫

2. Solve the integral equation

69
Reference

[1] Mathematics for Engineers: Volume I&II, Rakesh Dube, Alpha Science International Ltd.
Oxfort, U.K.

[2] Schaum’s Outline of Theory and Problems of Differential Equations. Richard Bronson,Tata
McGraw-Hill, New Delhi 110008

[3] Differential Equations Lecture Note Prepared by Jagadish Singh ABU Zaria, 2008

[4] Special Functions and Complex Variables (Engineering Mathematics III) Second Edition,
Shahnaz Bathul, PHI Learning Prive Limited, New Delhi-110001, 2010

[5] Introduction to Differential Equations. Richard E. Williamson, 2011.

[6] Differential Equations. Richard Bronson, 2011.

[7] Differential Equations, Henry Ricardo, 2009.

[8] Advanced Differential Equations, A. K. Sharma, 2010.

[9] Differential Equations, Paul Blanchard, 2009

[10] Differential Equations. N. P. Bali, 2015.

70