Arab Academy for Science, Technology &

Maritime Transport
Department of Basic & Applied Sciences

Di¤erential Equations
Lecture & Exercise Notes

Professor Nehad N. Morsi

2024
Contents

1 The Fourier Series 1

1.1 Basics of the Fourier Series . . . . . . . . . . . . . . . . . . . . 1
1.2 Classroom Exercises on Fourier Series . . . . . . . . . . . . . . 3

2 First-order Di¤erential Equations 7

2.1 Separable and Homogeneous Di¤erential Equations . . . . . . 8
2.1.1 Characterization and Methods of Solution . . . . . . . 8
2.1.2 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 9
2.1.3 Classroom Exercises . . . . . . . . . . . . . . . . . . . 10
2.1.4 Revision Problems . . . . . . . . . . . . . . . . . . . . 12
2.2 Linear Di¤erential Equations . . . . . . . . . . . . . . . . . . . 14
2.2.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 15
2.2.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 15
2.2.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 16
2.3 Bernoulli Di¤erential Equations . . . . . . . . . . . . . . . . . 21
2.3.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 21
2.3.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 22
2.3.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 23
2.4 Exact Di¤erential Equations . . . . . . . . . . . . . . . . . . . 26
2.4.1 Their Identi…cation and Method of Solution . . . . . . 26
2.4.2 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 28
2.4.3 Classroom Exercises . . . . . . . . . . . . . . . . . . . 29
2.4.4 Revision Problems . . . . . . . . . . . . . . . . . . . . 31
2.4.5 Further Revision Problems on Chapter 2 . . . . . . . . 33
2.5 Applications of First-order Di¤erential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.6 Digressions on First-order Di¤erential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
2.6.1 Form of Solutions of First-order Linear
Di¤erential Equations . . . . . . . . . . . . . . . . . . 38

1
CONTENTS 2

2.6.2 Particularity of the Form of Solutions of

First-order Linear Di¤erential Equations . . . . . . . . 39
2.6.3 Turning a Linear Di¤erential Equation
into an Exact Di¤erential Equation . . . . . . . . . . . 40

3 Second-order Linear Di¤erential Equations 41

3.1 Form of the General Solution . . . . . . . . . . . . . . . . . . 41
3.2 The Method of Order Reduction . . . . . . . . . . . . . . . . . 43
3.3 The Homogeneous Solution yh (x) of a
Linear Di¤erential Equation with
Constant Coe¢ cients . . . . . . . . . . . . . . . . . . . . . . . 44
3.3.1 Classroom Exercises . . . . . . . . . . . . . . . . . . . 46
3.4 The Method of Variation of Parameters . . . . . . . . . . . . . 47
3.4.1 Describing The Method . . . . . . . . . . . . . . . . . 47
3.4.2 Steps of the Method of Variation of Parameters: . . . . 49
3.4.3 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 50
3.4.4 Classroom Exercises . . . . . . . . . . . . . . . . . . . 51
3.4.5 Revision Problems . . . . . . . . . . . . . . . . . . . . 55
3.5 The Method of Undetermined Coe¢ cients . . . . . . . . . . . 61
3.5.1 Describing The Method . . . . . . . . . . . . . . . . . 61
3.5.2 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 63
3.5.3 Classroom Exercises . . . . . . . . . . . . . . . . . . . 65
3.5.4 Revision Problems . . . . . . . . . . . . . . . . . . . . 68
3.6 Cauchy-Euler Di¤erential Equations . . . . . . . . . . . . . . . 74
3.6.1 Description and Method of Solution . . . . . . . . . . . 74
3.6.2 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 76
3.6.3 Classroom Exercises . . . . . . . . . . . . . . . . . . . 76
3.6.4 Revision Problems . . . . . . . . . . . . . . . . . . . . 78
3.7 Applications of Linear Di¤erential
Equations in Engineering . . . . . . . . . . . . . . . . . . . . . 81
3.7.1 Series LC-Circuits . . . . . . . . . . . . . . . . . . . . 81
3.7.2 Series LRC-Circuits . . . . . . . . . . . . . . . . . . . 83
3.8 Digressions on Linear Di¤erential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
3.8.1 Particularity of the Form of Solutions of
Second-order Linear Di¤erential Equations . . . . . . . 86
3.8.2 Digression on The Method of Order Reduction . . . . . 87
3.8.3 Form of the General Solutions of Higher-order Linear
Di¤erential Equations . . . . . . . . . . . . . . . . . . 89
3.8.4 Method of Variation of Parameters for Third-order Lin-
ear Di¤erential Equations . . . . . . . . . . . . . . . . 89
CONTENTS 3

3.8.5 Method of Undetermined Coe¢ cients for

Higher-order Linear Di¤erential Equations . . . . . . . 90

4 The Laplace Transform 91

4.1 Precursory Remarks . . . . . . . . . . . . . . . . . . . . . . . 91
4.2 De…nition and Properties of the Laplace Transform . . . . . . 92
4.3 Problems on Direct Laplace Transform . . . . . . . . . . . . . 97
4.3.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 97
4.3.2 Convolution . . . . . . . . . . . . . . . . . . . . . . . . 99
4.3.3 Lecture Examples on Convolution . . . . . . . . . . . . 100
4.3.4 Classroom Exercises . . . . . . . . . . . . . . . . . . . 101
4.3.5 Revision Problems . . . . . . . . . . . . . . . . . . . . 104
4.4 Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . 109
4.4.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 109
4.4.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 110
4.4.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 112
4.5 Fredholm Integral Equations . . . . . . . . . . . . . . . . . . . 116
4.5.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 116
4.5.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 116
4.5.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 117
4.6 Laplace Transform and Initial-value
Problems: . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 120
4.6.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 120
4.6.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 121
4.6.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 122
4.7 Laplace Transform and Systems of
Di¤erential Equations . . . . . . . . . . . . . . . . . . . . . . . 126
4.7.1 Lecture Examples . . . . . . . . . . . . . . . . . . . . . 126
4.7.2 Classroom Exercises . . . . . . . . . . . . . . . . . . . 126
4.7.3 Revision Problems . . . . . . . . . . . . . . . . . . . . 128
4.8 Digressions on Laplace Transform . . . . . . . . . . . . . . . . 134
4.8.1 Use of the Inverse Form of the Convolution
Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 134
4.8.2 Laplace Transforms of Functions De…ned over
Intervals . . . . . . . . . . . . . . . . . . . . . . . . . . 135

A Table of Famous Integrals 139

B Assignments 140
B.1 Assignment 1 on Separable and
Homogeneous Di¤erential Equations . . . . . . . . . . . . . . . 141
CONTENTS 4

B.2 Assignment 2 on Linear Di¤erential

Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 146
B.3 Assignment 3 on Bernoulli Di¤erential Equations . . . . . . . 151
B.4 Assignment 4 on Exact Di¤erential
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
B.5 Assignment 5 on Method of Variation of Parameters . . . . . . 161
B.6 Assignment 6 on Method of Undetermined Coe¢ cients . . . . 166
B.7 Assignment 7 on Cauchy-Euler
Di¤erential Equations . . . . . . . . . . . . . . . . . . . . . . . 172
B.8 Assignment 8 on Laplace Transform . . . . . . . . . . . . . . . 176
B.9 Assignment 9 on Inverse Laplace
Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 178
B.10 Assignment 10 on Fredholm Integral
Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182
B.11 Assignment 11 on Laplace Transform and Initial-value Prob-
lems (1) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 187
B.12 Assignment 12 on Laplace Transform and Initial-value Prob-
lems (2) . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 192
Chapter 1

The Fourier Series

1.1 Basics of the Fourier Series

De…nition. Let f (x) be a periodic function with period 2 . Its Fourier
series is the following in…nite series of functions:
a0 X
1
Ff (x) = + (an cos nx + bn sin nx)
2 n=1

whose coe¢ cients a0 ; an ; bn are computed as follows:

a0 = an = bn =

1
R 1
R 1
R
general case f (x) dx f (x) cos nx dx f (x) sin nx dx

2
R
f (x) is odd 0 0 0
f (x) sin nx dx

2
R 2
R
f (x) is even 0
f (x) dx 0
f (x) cos nx dx 0

Dirichlet Theorem Ff (x) = 12 [f (x ) + f (x+)] .

The following applet, for computing and drawing Fourier approximations

of periodic functions, is copied from the following cite on the Web:
http://www.jhu.edu/~signals/fourier2/index.html

1
CHAPTER 1. THE FOURIER SERIES 2

Figure 1.1: Fourier Approximation of Bipolar Pulse

CHAPTER 1. THE FOURIER SERIES 3

1.2 Classroom Exercises on Fourier Series

The following are periodic functions with period 2 .
Graph each function over three complete periods. Then
compute …ve nonzero terms in its Fourier series:
Problem 1.2.1 f (x) = jxj ; x< :

This function is even. ) bn = 0 for all n.

R R h 2i
a0 = 2 0 f (x) dx = 2 0 x dx = 2 x2 = :
0
R R R
an = 2 0 f (x) cos nx dx = 2 0 x cos nx dx = 2 x
n
sin nx 1
n
sin nx dx
= 2 x
n
sin nx + 1
n2
cos nx 0
= 2
0+ 1
n2
( 1)n 0 1
n2
:
) an = 2
n2
[( 1) n
1] :
) a1 = ; 4
a2 = 0; a3 = 9
4
; a4 = 0; a5 = 4
25
;
4
a6 = 0; a7 = 49
:
!
P
1 X
1
a0 4 1
Ff (x) = 2
+ (an cos nx + bn sin nx) = 2 (2j+1)2
cos ((2j + 1) x)
n=1 j=0

) Ff (x) = 2
4
cos x + 19 cos 3x + 1
25
cos 5x + 1
49
cos 7x + .

Corollary 1 Show that

2 X1
1 1 1 1 1 1 1
= 2 = 1+ + + + + + + : (1.1)
8 j=0
(2j + 1) 9 25 49 81 121 169
Proof. Take x = 0 or in the above Fourier series.
CHAPTER 1. THE FOURIER SERIES 4

1 x < 0;
Problem 1.2.2 f (x) =
1 0 x< :

This function
R is odd. ) a0 = R0; an = 0 for all n.
bn = 2 0 f (x) sin nx dx = 2 0 sin nx dx = n 2 cos nx 0
= n
2
cos n + n
2
= n
2
( 1)n + n
2
) bn = n
2
( ( 1)n + 1) :
) b1 = ; 4
b2 = 0; b3 = 34 ; b4 = 0; b5 = 54 ;
b6 = 0; b7 = 74 ; b8 = 0; b9 = 94 :
P1 X1
a0
Ff (x) = 2
+ (an cos nx + bn sin nx) = 4 1
2j+1
sin ((2j + 1) x) :
n=1 j=0

) Ff (x) = 4
sin x + 13 sin 3x + 15 sin 5x + 71 sin 7x + 91 sin 9x + .

Corollary 2 Show that

X1
( 1)j 1 1 1 1 1 1 1
= =1 + + + + : (1.2)
4 j=0
2j + 1 3 5 7 9 11 13 15

P
1 8 8 8 8 8 8 8
Hence, = = + + + + + + :
n=0 (4n + 1) (4n + 3) 3 35 99 195 323 483
P
n=100 8
For instance, = 3:1366
n=0 (4n + 1) (4n + 3)

Proof. Take x = in the above Fourier series.

2
CHAPTER 1. THE FOURIER SERIES 5

Problem 1.2.3 f (x) = x; x< :

This function is odd.

) a0 = 0; and an = 0 for all n.
R
bn = 2 0 f (x) sin nx dx
R
= 2 0 x sin nx dx
R
= 2 x
n
cos nx + 1
n
cos nx dx
2 x 1
= n
cos nx + n2
sin nx 0
2 n
= n
( 1) + 0 0 0
2 n+1
= n
( 1) :
) b1 = 2
1
; b2 = 22 ; b3 = 23 ; b4 = 2
4
; b5 = 25 :
P1 P1
Ff (x) = a0
2
+ (an cos nx + bn sin nx) = 2
n
( 1)n+1 sin nx
n=1 n=1

) Ff (x) = 2 sin x 2
2
sin 2x + 23 sin 3x 2
4
sin 4x + 25 sin 5x .

Corollary 3 Show that

X1
( 1)j 1 1 1 1 1 1 1
= =1 + + + + : (1.3)
4 j=0
2j + 1 3 5 7 9 11 13 15

Proof. Take x = in the above Fourier series.

2
CHAPTER 1. THE FOURIER SERIES 6

Problem 1.2.4 f (x) = x2 ; x< .

This function is even. ) bn = 0 forh alli n.

R R 3 2
a0 = 2 0 f (x) dx = 2 0 x2 dx = 2 x3 = 23 :
R R 2 0
an = 2 h 0 f (x) cos
i nx dx = 2
0
x cos nx dx
2 R
= n2x sin nx n
4
x sin nx dx
0 R
= 0 0 + n24 x cos nx 0 n24 cos nx dx
= n2
4
cos n 0 n3
4
sin nx 0
: ) an = 4
n2
( 1)n :
) a1 = 4; a2 = 1; a3 = 94 ; 4
a4 = 16 ; a5 = 4
25
:
P
1 2 P1
Ff (x) = a0
2
+ (an cos nx + bn sin nx) = 3 + 4
n2
( 1)n cos nx
n=1 n=1

) Ff (x) =
2 4 4 4 4 4
3 1
cos x + cos 2x
4 9
cos 3x + 16
cos 4x 25
cos 5x + .

Corollary 4 Show that

2 X1
1 1 1 1 1 1 1 1 1
= 2
=1+ + + + + + + + + (:1.4)
6 n=1
n 4 9 16 25 36 49 64 81
2 X1
( 1)n+1 1 1 1 1 1 1 1
= 2
=1 + + + + (1.5)
:
12 n=1
n 4 9 16 25 36 49 64
Proof. Take x = and x = 0, respectively, in the above Fourier series.
When we add (1.4) to (1.5), we get (1.1). When we subtract (1.5) from
(1.4), we get (1.4) again.
Chapter 2

First-order Di¤erential
Equations

A …rst-order di¤erential equation (in an unknown function y (x)) takes the

form:
dy
= f (x; y (x)) : (2.1)
dx
In this chapter, we study the following …ve types of …rst-order di¤erential
equations:

1. Separable Di¤erential Equations

2. Homogeneous Di¤erential Equations

3. Linear Di¤erential Equations

4. Bernoulli Di¤erential Equations

5. Exact Di¤erential Equations.

We learn how to recognize equations of each one of these …ve types, and
how to obtain their analytic solutions.

Throughout these Lecture Notes, we shall be seeking only those solutions

of (2.1) that are real analytic functions.
For instance, consider the following …rst-order separable di¤erential
equation (which is also homogeneous and linear):

dy
x = 3y:
dx

7
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 8

All di¤erentiable solutions of this equation are given by

C1 x3 ; x 0
y (x) = ;
C2 x3 ; x<0

for all choices of the two arbitrary constants C1 and C2 .

However, such a function becomes analytic if and only if C1 = C2 .
Therefore, we limit our solutions for this di¤erential equation to the following
set of analytic functions only:

y (x) = C1 x3 :

2.1 Separable and Homogeneous Di¤erential

Equations
2.1.1 Characterization and Methods of Solution
Equation (2.1) is said to be Separable if it takes the form :

dy A (x)
= , (2.2)
dx B (y (x))
dy
which is rewritten as B (y (x)) dx = A (x). To solve this separable D.E., we
integrate both sides, and get
Z Z
dy
B (y (x)) dx = A (x) dx + C:
dx

When we use the substitution y = y (x), we …nd that

Z Z
dy
B (y (x)) dx = B (y) dy :
dx y=y(x)

Therefore, the general solution y(x) of equation (2.2) is implicit in the

equation: Z Z
B (y) dy = A (x) dx + C. (2.3)
y=y(x)
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 9

A …rst-order di¤erential equation is said to be Homogeneous if it can

be put in the following form :

dy y (x)
=f .
dx x

The substitution u = xy (and so, dx dy

= u + x du
dx
) turns a homogeneous D.E.
into the following separable one (in the unknown function u (x)):

u + x du
dx
= f (u); that is,

du
x = f (u) u:
dx

Solve the following …rst-order di¤erential equations:

2.1.2 Lecture Examples

2
Problem 2.1.1 (4y + yx2 ) y 0 = (y 2 + 25) :

dy 2 R ydy
R dx
y (4 + x2 ) dx = (y 2 + 25) Separable D.E. (y 2 +25)2
= 4+x2
R R dx
) 2y (y 2 + 25) dy = 2 4+x
2
2

) ) y 2 + 25 =
1
(y 2 + 25) = 22 tan 1 x
C 1
.
2 C tan 1
( x2 )

dy
Problem 2.1.2 (4xy 3 + 2x3 y) dx = 3y 4 + x2 y 2 + 5x4 :

y 3 y 4 y 2
Divide by x4 : ) 4 x
+2 y
x
dy
dx
=3 x
+ x
+5
Homogeneous D.E., Put u = y
x
.) y = xu ) dy
dx
= u + x du
dx
) (4u3 + 2u) u + x du
dx
= 3u4 + u2 + 5
) 4u4 + 2u2 + (4u3 + 2u) x du
dx
= 3u4 + u2 + 5
) (4u3 + 2u) x dx = (u4 + u2 5)
du
Separable D.E. in u (x).
R 4u3 +2u R dx
) u4 +u2 5 du = x
) ln (u + u2 5) = ln (C1 x) = ln
4 C
x
4 2
) u4 + u2 5 = Cx ) xy 4 + xy 2 5 = Cx

) y 4 + x2 y 2 5x4 = Cx3 .
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 10

2.1.3 Classroom Exercises

dy
p
Problem 2.1.3 cos2 x dx =x 1 y2:
R R xdx R
Separable D.E. ) pdy = cos
2 2x = x sec2 x dx
1 y
R
) sin 1 y = x tan x tan xdx = x tan x + ln (cos x) + C
) y = sin (x tan x + ln (cos x) + C) .

dy
Problem 2.1.4 dx
5x4 = 5x4 y 2 ; y (0) = 1:
R dy R 4
dy
dx
= 5x4 (1 + y 2 ) Separable D.E. ) 1+y 2 = 5x dx
) tan y = C + x ; i.e. y = tan (C + x ) :
1 5 5

At x = 0; y = 1: ) tan 1 (1) = C + 0 ) 4 =C
) y = tan 4
+ x5 .

2y dy 2y 2y
Problem 2.1.5 2x3 cos x
+ 15xy 2 dx
= 2x2 y cos x
+x3 sin x
+20y 3 :

Divide by x3 :
y 2 y 3
) 2 cos 2yx
+ 15 x
dy
dx
= 2 xy cos 2y
x
+ sin 2y
x
+ 20 x

)Homogeneous D.E. Put u = y

x
. ) y = xu ) dy
dx
= u + x du
dx
) (2 cos (2u) + 15u2 ) u + x du
dx
= 2u cos (2u) + sin (2u) + 20u3
) (2 cos (2u) + 15u ) x dx = sin (2u) + 5u3
2 du
Separable D.E. in u (x)
R 2 cos(2u)+15u2 R dx
) sin(2u)+5u3
du = x ) ln (sin (2u) + 5u3 ) = ln (Cx)
y 3
) sin (2u)+5u3 = Cx ) sin 2y
x
+5 x
= Cx ) x3 sin 2y
x
+ 5y 3 = Cx4 .

dy
Problem 2.1.6 (x7 8x4 y 3 + 7xy 6 ) dx = 4y 7 2x3 y 4 2x6 y;
y (1) = 1:

Divide by x7 :
3 6 dy y 7 y 4
1 8 xy + 7 xy dx
=4 x
2 x
2 y
x
:
Homogeneous D.E.
Put u = xy . ) y = xu ) dy
dx
= u + x du
dx
) (1 8u3 + 7u6 ) u + x du
dx
= 4u7 2u4 2u
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 11

) (1 8u3 + 7u6 ) x du
dx
+u 8u4 + 7u7 = 4u7 2u4 2u
) (1 8u3 + 7u6 ) x dudx
= 3u7 + 6u4 3u: Separable D.E. in u (x).
R R
) 1u7 8u2u+7u
3 6
4 +u du = 3 dx x

) ln (u7 2u4 + u) = 3 ln (Cx) = ln (C 3

x 3)
y7 4
) u7 2u4 + u = C 3
x 3
) x7
2 xy 4 + y
x
=C 3
x 3

) y7 2x3 y 4 + x6 y = Kx4 :
At x = 1, y = 1, )K= 1 2 1= 4:
) y7 2x3 y 4 + x6 y = 4x4 :

p q
dy y+ x2 y 2 y y 2
Problem 2.1.7 dx
= x
= x
+ 1 x
; y (1) = 0

Homogeneous D.E. Put u = xy ) y = xu ) dx

dy
= u + x du
dx
p p
) Ru + x dx = Ru + 1 u
du 2 ) x dx = 1 u Separable D.E.
du 2

) p1duu2 = dx x
) sin 1
u = ln Cx
) x = u = sin (ln Cx) :
y
At x = 1, y = 0. ) 0 = sin (ln C)
) 0 = ln C )C=1 ) y = x sin (ln x) :

dy y
Problem 2.1.8 x dx = y + x cot x
:

) dy
dx
= y
x
+ cot y
x
Homogeneous D.E. Put u = y
x
.
) y = xu ) =u+ dy
dx
)u+ x du
= u + cot u
dx
x du
dx
)x du
Separable D.E. in u (x).
R dx = cot u R dx
) tan u du = x ) ln (sec u) = ln (Cx)
) sec u = Cx ) y
x
= u = sec 1
(Cx) ) y = x sec 1
(Cx) .
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 12

2.1.4 Revision Problems

dy
Problem 2.1.9 3x2 dx = 9x2 + 3xy + y 2 :
y
Homogeneous D.E. Put u = x
) y = xu ) dx
dy
= u + x du
dx
) 3x2 u + x dudx
= 9x2 + 3x2 u + x2 u2
)u = 3 + u + u3 ) x du
2 2 2
x du
R +3du dx R dx
= 3 + u3 = 9+u
3
Separable D.E. in u (x)
) 9+u2 = dx x
) tan 1 u3 = ln (Cx)
) y
3x
= u
3
= tan (ln (Cx)) : ) y = 3x tan (ln (Cx)) .

dy 2y 2 +7xy+5x2
Problem 2.1.10 dx
= xy+x2
; y (1) = 3:
y 2
2( x ) +7 xy +5
) dy
dx
= y
+1
: Homogeneous D.E.
x

Put u = xy . ) y = xu ) dx
dy
= u + x du
dx
) u + x dx = u+1
du 2u2 +7u+5

) x du
2 +7u+5 2
= 2u u+1 u = u +6u+5 = (u+1)(u+5) =u +5
R dxdu R dx u+1 u+1
) u+5 = x ) ln (u + 5) = ln (Cx) :
) x + 5 = u + 5 = Cx:
y
that is, y = Cx2 5x .
At x = 1; y = 3: ) C = 8: 2
) y = 8x 5x .

dy
Problem 2.1.11 (5xy 4 3x3 y 2 + 2x5 ) dx = 2y 5 4x4 y:

y 4 y 2 dy y 5
Divide by x5 : 5 x
3 x
+2 dx
=2 x
4 xy :

Homogeneous D.E. Put u = y

x
. ) dy
dx
= dxu
dx
= u + x du
dx

) (5u4 3u2 + 2) u + x du
dx
= 2u5 4u
) 5u 5 3
3u + 2u + (5u 4
3u + 2) x du
2
dx
= 2u5 4u
) (5u4 3u2 + 2) x du
dx
= 3u5 + 3u3 6u = 3 (u5 u3 + 2u)
(5u4 3u2 +2)du
Separable D.E. in u (x). ) u5 u3 +2u = 3dx
x
R 4 3u2 +2 R dx
) 5u5 3
u u +2u
du = 3 x
= 3 ln Cx
) ln (u5 u3 + 2u) = ln C1
x3
y5 y3
) u5 u3 + 2u = C1
x3
: ) x5
+ 2 xy = Cx31 :
x3
Multiply by x5 : ) y5 x y + 2x4 y = C1 x2 :
2 3
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 13

dy
Problem 2.1.12 (x2 2x + 1) dx 2y = 0:

Final Answer: Separable D.E. y = Ce2=1 x :

Problem 2.1.13 (cos2 x cos y) y 0 + x sin y = 0:

x tan x
Final Answer: Separable D.E. sin y = C sec xe :

Problem 2.1.14 (x2 + 9) y 0 + xy = 0:

Final Answer: Separable D.E. y= pC :

x2 +9

Problem 2.1.15 (x2 + x2 y) y 0 + (1 x) y 2 = 0:

1 1
Final Answer: Separable D.E. ln y y x
ln x = C:

p dy
Problem 2.1.16 2 1 x2 dx sec y sin3 y = 0:

Final Answer: Separable D.E. x = sin (C csc2 y) :

dy
Problem 2.1.17 (3xy 2 + 10x2 y) dx + 6x3 5y 3 20xy 2 = 0:

Final Answer: Homogeneous D.E. y 3 + 5xy 2 3x3 = Cx5 :

y dy ex
Problem 2.1.18 x dx
= ln y
:

Final Answer: Separable D.E. y 2 (1 2 ln y) = 4ex (1 x)+C:

y
Problem 2.1.19 xy 0 = y + x cot x
:
1
Final Answer: Homogeneous D.E. y = x sec (Cx) :

dy
Problem 2.1.20 x2 + 3y 2 2xy dx = 0:
p
Final Answer: Homogeneous D.E. y= x Cx 1:

p dy
p
Problem 2.1.21 xy x2 + y 2 dx = x3 + y 2 x2 + y 2 :
2=3
Final Answer: Homogeneous D.E. y 2 = x2 [ln (Cx3 )] x2 :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 14

2.2 Linear Di¤erential Equations

A …rst-order di¤erential equation is said to be Linear if it takes the form :
dy
+ p (x) y = q (x) : (2.4)
dx
The integrating factor of this equation is the following function:
R
p(x) dx
(x) = e . (2.5)

Theorem 5 The general solution of the linear di¤erential equation (2.4) is

given by Z
1
yG:S: (x) = C+ (x) q (x) dx ; (2.6)
(x)
where C denotes an arbitrary constant.
d d
R
p(x) dx
R
p(x) dx d
R
Proof. First, we have dx
= dx
e =e : dx
p (x) dx :

d
) = p: (2.7)
dx
So, given any di¤erentiable function y (x), we …nd that
dy
d
dx
( y) = dx + ddx y = dx
dy
+ py = dy
dx
+ py :
Therefore, a function y (x) becomes a solution of the di¤erential equation

dy
+ py = q
dx
d dy
if and only if dx ( y) = dx
+ py = q:
When we integrate both sides w.r.t. x, we obtain the following formula
for all solutionsR of equation (2.4):
y=C+ q dx;
as claimed in (2.6).
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 15

Solve the following …rst-order di¤erential equations:

2.2.1 Lecture Examples

dy 1 2
Problem 2.2.1 dx
+ x
+ sec x y = x
cos x:
dy
Linear D.E., dx
+ p (x) y = q (x) :
1 2
p= x
+ sec x q= x
cos x:
R R 1
p dx = x
+ sec x dx = ln x+ln (sec x + tan x) = ln (x (sec x + tan x)) :
R
p dx
Integrating factor: =e = eln(x(sec x+tan x)) :
) = x (sec x + tan x) = x(1+sin
cos x
x)
:
R R x(1+sin x) R
q dx = 2 x cos x
cos x dx = (2 + 2 sin x) dx = 2x 2 cos x:
R
)y= 1
C+ cos x
q dx = x(1+sin x) (C + 2x 2 cos x) :
)y= 1 sin x
x
(C sec x + 2x sec x 2) :

2.2.2 Classroom Exercises

dy 5x
Problem 2.2.2 dx
+ (tan x) y = 10e cos x; y (0) = 0:

dy
Linear D.E., dx
+ p (x) y = q (x) :
5x
R R
p = tan x; q = 10e cos x; p dx = tan x dx = ln (sec x) :
R
p dx
Integrating factor: =e = eln(sec x) = sec x; q = 10e 5x
:
R R
)y= 1 C+ q dx = cos x C + 10e 5x dx = cos x (C 2e 5x
):
At x = 0, y = 0, )0=C 2 ) C = 2:
5x
) y = 2 cos x (1 e ):

dy
Problem 2.2.3 dx
+ (1 + tan x) y = cos x:

dy
Linear D.E., dx
+ p (x) y = q (x) :
p = 1 + tan x q = cos x:
R R
p dx = (1 + tan x) dx = x + ln (sec x) :
R
p dx
Integrating factor: =e = ex+ln(sec x) = ex eln(sec x) = ex sec x:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 16
R R R
q dx = ex sec x cos x dx = ex dx = ex :
R
)y= 1
C+ 1
q dx = ex sec x
(C + ex )

) y = Ce x
cos x + cos x :

dy
Problem 2.2.4 dx
+ (2 3 cot 3x) y = 8 sin 3x:
dy
Linear D.E., dx
+ p (x) y = q (x) :
p = 2 3 cot 3x q = 8 sin 3x:
R R
p dx = (2 3 cot 3x) dx = 2x ln (sin 3x) :
R
e2x e2x
Integrating factor: = e p dx = e2x ln(sin 3x) = eln(sin 3x)
= sin 3x
:
R R e2x R 2x
q dx = 8 sin 3x
sin 3x dx = 8 e dx = 4e2x :
R
)y= 1 C+ q dx = e 2x sin 3x (C + 4e2x )

) y = Ce 2x
sin 3x + 4 sin 3x :

2.2.3 Revision Problems

dy
Problem 2.2.5 dx
(tan x) y = 4 sin x:
dy
Linear D.E., dx
+ p (x) y = q (x) :
p= tan x q = 4 sin x:
R R
p dx tan x dx
Integrating factor: =e =e = eln(cos x) = cos x:
R R
)y= 1 C+ q dx = cos1 x C + 4 sin x cos xdx
2
) y = sec x C + 2 sin x
Also, y = sec x (C1 2 cos2 x) ) y = C1 sec x 2 cos x:

dy
Problem 2.2.6 x2 dx + 3xy = 3ex :
dy 3ex 3ex
Linear D.E. dx
+ x3 y = x2
:, p= 3
x
q= x2
R R 3 3
p dx dx
Integrating factor: =e =e x = e3 ln x = eln x = x3 :
C+
R
q dx C 3
R
x ex dx 1
R x
y= = x3
= x3
C 3 x ex e dx

)y= 1
x3
(C 3 (x ex ex )) : )y= 1
x3
(C 3x ex + 3ex ) :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 17

dy 1 1
Problem 2.2.7 dx
+ x
cot x y = x
cos x csc x:
1 1
Linear D.E. p= x
cot x q= x
cos x csc x
Integrating
R factor:
R 1
=e p dx
= e x cot x dx = eln x ln(sin x) = eln(x= sin x) = sinx x :
R R R R
q dx = cot x x csc2 x dx = cot x dx+x cot x cot x dx = x cot x
R
)y= 1 C+ q dx = sinx x (C + x cot x)

) y = C sinx x + cos x:

dy 2
Problem 2.2.8 dx
+ 1 x
y = x2 :
2
Linear D.E. p=1 x
q = x2
Integrating
R
factor:
R
= e 1 x dx = ex 2 ln x = ex eln(x ) =
2 2
p dx ex
=e x2
:
R R x R
q dx = xe 2 :x2 dx = ex dx = ex
R
)y= 1 C+ q dx = x2 e x (C + ex )

) y = Cx2 e x
+ x2 :

dy
Problem 2.2.9 dx
+ 3 (tan x) y = ex cos3 x; y (0) = 5:

dy
Linear D.E., dx
+ p (x) y = q (x) :
p = 3 tan x q = ex cos3 x:
R R
p dx 3 tan x dx
Integrating factor: =e =e = e3 ln(sec x) = sec3 x:
R R
)y= 1 C+ q dx = sec13 x C + sec3 x ex cos3 xdx
R x 3
) y = cos3 x C + ex dx ) y = (C + e ) cos x:
At x = 0, y = 5, ) 5 = 1 (C + 1) ) C = 4:
x 3
)y = (4 + e ) cos x.
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 18

dy 2x 2
Problem 2.2.10 dx
+ x2 16
y = x 4
:

dy
Linear D.E., dx
+ p (x) y = q (x) :
p = x22x16 q = x2 4 :
R 2x
R dx
= eln(x 16)
p dx x2 16 2
Integrating factor: =e =e = x2 16:
R R 2(x2 16) R
y= 1 C+ q dx = x2 1 16 C+ x 4
dx = 1
x2 16
C+ 2x + 8dx

) y= x2 +8x+C
x2 16
:

Problem 2.2.11 y 0 (tan x) y = 3x2 x3 tan x:

dy
Linear D.E., dx
+ p (x) y = q (x) :
p= tan x q = 3x2 x3 tan x:
R R
p dxR = tan dx = ln (sec x) = ln (cos x)
p dx
=e = cos x; q = 3x2 cos x x3 sin x:
Using
R integration
R 2 by parts, we R …nd that
3
q
R 2dx = 3x cos x dx x sin
R 2dx
x
= 3x cos x dx R x cos x + 3x cos x dx = x3 cos x:
3

)y= 1
C+ q dx = cos1 x (C + x3 cos x) = C sec x + x3 :

dy
Problem 2.2.12 dx
+ (1 + tan x) y = sin x + sec x:

dy
Linear D.E., dx
+ p (x) y = q (x) :
p = 1 + tan x q = sin x + sec x:
R R
p dx = (1 + tan x) dx = x + ln (sec x) :
R
Integrating factor: = e p dx = ex+ln(sec x) = ex eln(sec x) = ex sec x:
R R x R R
R x q dx = e sec x (sin xR + sec x) dx = ex tan x dx + ex sec2 x dx
= e tan x dx + ex tan x ex tan x dx = ex tan x:
R
)y= 1 C+ q dx = ex sec 1
x
(C + ex tan x)

) y = Ce x
cos x + sin x :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 19

dy
Problem 2.2.13 dx
+ (1 cot x) y = 0:
dy
Linear D.E., dx + p (x) y =R q (x) ; R p = 1 cot x q = 0:
p dx 1 cot x dx x ln(sin x) ex
Integrating factor: =e =e =e = sin x
R
) y= 1
C+ x
q dx = C e sin x:

dy
Problem 2.2.14 dx
+ (1 cot x) y = 2e x
sin2 x
dy
Linear D.E., dx + p (x) y =R q (x) ; p = 1 cot x q = 2e x sin2 x
ex
RIntegrating factor:
R = e p dx = sin x
(see Problem 2.2.13)
q dx = 2 sin x dx = 2 cos x: Final Answer:
R
y= 1 C+ q dx = C e x sin x e x sin 2x = e x (C sin x sin 2x) :

dy
Problem 2.2.15 dx
+ (1 cot x) y = 2 sin x cos x 2 sin2 x
dy
Linear D.E. dx +p (x) y = qR(x) ; p = 1 cot x q = 2 sin x cos x 2 sin2 x
ex
Integrating
R factor:
R x = e p dx = sin x
(see Problem 2.2.13)
x
q dx = 2 e (cos x sin x) dx = 2e cos x
R
Final Answer y = 1 C + q dx = C e x sin x + sin 2x:

dy
Problem 2.2.16 dx
+ (1 cot x) y = sin x
dy
Linear D.E., dx + p (x) y =R q (x) ; p = 1 cot x q = sin x
p dx ex
RIntegratingRfactor:
x x
=e = sin x (see Problem 2.2.13)
q dx = e dx = e
R
Final Answer y = 1 C + q dx = (C e x + 1) sin x:

dy
Problem 2.2.17 dx
+ (1 cot x) y = cos x csc x
dy
Linear D.E. dx + p (x) y = Rq (x) ; p = 1 cot x; q = cos x csc x
ex
Integrating
R R factor: = e p dx =Rsin x
(see Problem 2.2.13)
R x
q dx = e cot x e csc x dx = e cot x dx+ex cot x
x x 2 x
e cot x dx =
ex cot x R
Final Answer y = 1 C + q dx = C e x sin x + cos x:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 20

2y 2 +7xy+5x2
Problem 2.2.18 y 0 = xy+x2
; y (1) = 3: (See Problem 2.1.10.)
2y 2 +7xy+5x2 (2y+5x)(y+x)
y0 = xy+x2
= x(y+x)
:
) y0 = 2y+5x
x
= x2 y + 5 ) y0 2
x
y = 5:
Final Answer: Linear D.E., y = Cx2 5x:
At x = 1; y = 3: ) C = 8: ) y = 8x2 5x .

dy 2
Problem 2.2.19 dx x
y = 4x2 sec2 x:

Final Answer: ) y = x2 (C + 4 tan x) :

dy
p
Problem 2.2.20 dx
+ (tan x) y = sec x; y (0) = 3:
dy
Linear D.E., dx
+ p (x) y = q (x) ; p = tan x q = sec x:
R R
Integrating factor: = e p dx = e tan x dx = eln(sec x) = sec x:
R R
y= 1 C+ q dx = cos x C + sec2 x dx = cos x (C + tan x)
) yG:S: = C cos x + sin x:
p p
When x = 0; y = 3: ) 3 = C cos 0 + sin 0 = C:
p
) y = 3 cos x + sin x = 2 sin x + 3 :

y 2

0
-5 0 5 10

-1

-2
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 21

2.3 Bernoulli Di¤erential Equations

Jacob Bernoulli 27 December 1654 - 16 August 1705 (Basel, Switzerland).
A …rst-order di¤erential equation is said to be a Bernoulli’s D.E. if it
takes the following form (n is a constant 6= 0; 1):
dy
+ g (x) y = h (x) y n : (2.8)
dx
Method of Solution: We multiply both sides by
n
(1 n) y (2.9)

and get
n dy
(1 n) y + (1 n) g (x) y 1 n
= (1 n) h (x) :
dx
The substitution
z = y1 n
(2.10)
dz dy
(and so, dx = (1 n) y n dx ) turns this Bernoulli D.E. into the following
linear di¤erential equation in the unknown function z (x) :
dz
+ (1 n) g (x) z = (1 n) h (x) :
dx
We obtain its solution z (x). Then we get y (x) from (2.10).

2.3.1 Lecture Examples

dy
Problem 2.3.1 x dx + 2y x6 y 3 = 0:
dy
Bernoulli D.E., n = 3. dx
+ x2 y = x5 y 3
Multiply by (1 n) y n = 2y 3 . ) 2y 3 dx dy 4
x
y 2 = 2x5
Put z = y 2: ) dx
dz
= 2y 3 dx dy
:
) D.E. becomes dz
dx
4
x
z = 2x :5

Linear D.E. in z, p = Rx4 q =R 2x5 :

4 4
Integrating Rfactor: = e p dx R= e x dx = e 4 ln x
= eln x = x 4:
z= 1 C+ q dx = x4 C 2 x dx
1
y2
= z = x4 (C x2 )
) y= x2
p1
C x2
:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 22

2.3.2 Classroom Exercises

dy
Problem 2.3.2 x dx + 2y = (x5 cos x) y 3 :
dy
+ x2 y = (x4 cos x) y 3 : Bernoulli D.E, n = 3.
dx
Multiply by (1 n) y n = 2y 3 . ) 2y 3 dx dy 4
x
y 2 = 2x4 cos x
Put z=y 2. ) dx
dz
= 2y 3 dxdy
:
) D.E. becomes R dx x zR= 2x cos x
dz 4 4

Linear D.E. in z, p dx = R x4 dx = 4 ln x = ln x14

p dx
Integrating factor:
R =e = x14R:
1 1 4
y2
=z= C+ q dx = x C 2 cos x dx = x4 (C 2 sin x)
) y= p 1
x2 C 2 sin x
:

dy
Problem 2.3.3 dx
(cos x) y = x3 e4 sin x y 3 : Bernoulli D.E., n = 3:
n
Multiply by (1 n) y = 4y 3 .
) 4y 3 dx
dy
4 (cos x) y 4 = 4x3 e4 sin x : Put z = y 4 . ) dz
dx
dy
= 4y 3 dx :
dz
) D.E. becomes Linear in z (x) : dx
4 (cos x) z = 4x3 e4 sin x :

p= 4 cos x q = 4x3 e4 sin x :

R R
p dx 4 cos x dx 4 sin x
Integrating factor: =e =e =e :
R R
)y =z=4
C+ 1
q dx = e 4 sin x
C + 4x dx = e4 sin x (C + x4 ) 3

p p
) y = 4 e4 sin x (C + x4 ) = esin x 4 C + x4 :

dy p
Problem 2.3.4 dx
+ 2y = 6e2x y:
n 1
Bernoulli D.E, n = 1=2 Multiply by (1 n) y = p
2 y
.
p p
) 2p1 y dx
dy
+ y = 3e2x Put z = y: ) dx
dz
= 1 dy
p
2 y dx
:

) D.E. becomes dz
dx
+ z = 3e2x :
Linear D.E. in z, p = 1, q = 3e2x :
R
p dx
Integrating factor: =e = ex :
p R R
y=z= 1 C+ q dx = e x
C+ 3e3x dx :
p
) ) y = (Ce
x 2
y=e (C + e3x ) = Ce x
+ e2x x
+ e2x ) :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 23

2.3.3 Revision Problems

Problem 2.3.5 4y 0 + y cos x = y 3
cos x; y (0) = 2:

y 0 + 41 y cos x = 14 y 3 cos x Bernoulli D.E, n = 3 Multiply by

(1 n) y n = 4y 3
) 4y 3 y 0 + y 4 cos x = cos x
Put z = y4 . ) dx
dz dy
= 4y 3 dx :
) D.E. becomes dz
dx
+ (cos x) z = cos x
R
p dx
R
Linear D.E. in z,R Integrating factor: R = e = e cos x dx
= esin x :
4 1 sin x sin x sin x
y =z= C+ q dx = e C+ e cos x dx = e C + esin x
p
) y = 1 + Ce
4 sin x
)y= 4
1 + Ce sin x :
At x = 0; y = 2: ) 16 = 1 + C; C = 15:
p
4
Thus, y= 1 + 15e sin x :

dy
Problem 2.3.6 4 cos x dx + (sin x) y = y 3 :
(1 n)y n =4y 3
Bernoulli D.E., n = 3. Multiply by 4 cos x
:
) 4y 3 dx
dy
+ (tan x) y 4 = sec x: Put z=y : ) dx
dz 4 dy
= 4y 3 dx :
) D.E. becomes dz
dx
+ (tan x) z = sec x
R LinearR D.E. in z, p = tan x, q = sec x: Integrating factor: =
e p dx = e tan x Rdx = eln(sec x) = sec x: R
z= 1 C+ q dx = cos x C + sec2 x dx = cos x (C + tan x)
p
y 4 = z = C cos x + sin x: ) y = 4 C cos x + sin x:

dy
Problem 2.3.7 dx
+ 14 (tan x) y = 2 (e x
cos x) y 3 :

n
Bernoulli D.E., n = 3: Multiply by (1 n) y = 4y 3 .
) 4y 3 dx
dy
+ (tan x) y 4 = 8e x
cos x: Put z = y 4 . ) dz
dx
dy
= 4y 3 dx :
dz x
) D.E. becomes Linear in z : dx
+ (tan x) z = 8e cos x: p = tan x
q = 8e x cos x::
R R
p dx tan x dx
Integrating factor: =e =e = eln sec x = sec x:
R R
) y4 = z = 1
C+ q dx = cos x C + 8e x
dx = cos x (C 8e x ) :
p
) ) y= 4
cos x (C 8e x ):
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 24

dy
Problem 2.3.8 x2 dx xy = y 2 :
2
) dx
dy y
x
= xy Bernoulli D.E., n = 2
Multiply by (1 n) y n = y 2 . ) y 2 dxdy
+ x1 y 1
= 1
x2
Put z = y 1: ) dx
dz
= y 2 dxdy
: ) D.E. becomes dz
dx
+ x1 z =
1
x2
: R
p dx
Linear D.E. in zR (x), Integrating factor:
R = e = eln x = x:
1 1 1 1 1
y
=z= C+ q dx = x C x
dx = x (C ln x)
) y= x
C ln x
= x
ln K+ln x
= x
ln(Kx)
:

Another Solution: Homogeneous D.E.

2
dy
dx
y
x
= xy Put u = xy . ) y = xu ) dy
dx
= u + x du
dx
)u du
R + x2 dx uR =dxu
2
) x du
dx
= u2
) u du = x ) u = yx = ln (Kx)
1
)y= x
ln(Kx)
:

dy 1
Problem 2.3.9 (sec x) dx 3
(sec2 x) y = y4; y (0) = 1:

) dy
dx
1
3
(sec x) y = (cos x) y 4 :
n
Bernoulli D.E, n = 4 Multiply by (1 n) y = 3y 4 .
) 3y 4 dy
dx
+ (sec x) y 3
= 3 cos x:

Put z = y 3
. ) dz
dx
= 3y 4 dy
dx
:
) D.E. becomes dz
dx
+ (sec x) z = 3 cos x:
R R
Linear D.E. in z, p dx = sec x dx = ln (sec x + tan x) :
R
p dx
Integrating factor: =e
= sec x + tan x:
R R
y 3=z= 1 C+ q dx = sec x+tan1
x
C + 3 cos x (sec x + tan x) dx
R
) y 3 = sec x+tan
1
x
C + 3 + 3 sin x dx = C+3x 3 cos x
sec x+tan x
:
q
) y = 3 C+3x sec x+tan x
3 cos x
:

At x = 0, y = 1. )1= C+0 3
1+0
) C = 4.
q
) y = 3 4+3x
sec x+tan x
3 cos x
:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 25

dy
Problem 2.3.10 dx
+ x3 y = 2x9 y 3 ; y (1) = 1:

dy
Problem 2.3.11 (2x3 9xy 2 ) dx = 2x3 + 6x2 y 15y 3 ; y (1) = 1:

dy
Problem 2.3.12 (6xy 2 3x2 y) dx = 10y 3 6xy 2 + 2x3 ; y (1) = 2:

dy
Problem 2.3.13 dx
(cot x) y = 2 (cos x) y 2 :

dy
Problem 2.3.14 x dx + 3y = (x7 tan x) y 3 :

dy 4
Problem 2.3.15 5 cos x dx + (sin x) y = y :

dy 1
Problem 2.3.16 dx 3
(sec x) y = (cos x) y 4 ; y (0) = 1:

dy
Problem 2.3.17 dx
+ 34 y = (e 3x
cos 2x) y 3 :

dy
Problem 2.3.18 dx
+ 14 (tan x) y = 3 (e3x cos x) y 3 :

dy
Problem 2.3.19 dx
+ x2 y = 2x4 y 3 :

dy
Problem 2.3.20 dx
+ x1 y = 1 2x
x3
e y 2:

dy
Problem 2.3.21 3 dx (tan x) y = 2 (sin x) y 2 :

dy 1
Problem 2.3.22 dx x
y = x2 y 2 :

dy
Problem 2.3.23 x2 dx xy = y 2 :

dy
Problem 2.3.24 dx
+ 2 (cot x) y = 8 (cos x) y 1=2 :
Final Answer: Bernoulli D.E., n = 1=2:
2
y = csc2 x (C 2 cos2 x) :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 26

2.4 Exact Di¤erential Equations

2.4.1 Their Identi…cation and Method of Solution
All …rst-order di¤erential equations, in an unknown function y (x) ; can be
written as follows:
dy
M (x; y (x)) + N (x; y (x)) = 0; (2.11)
dx
In this section, we often simplify the writing of this equation; as follows:

M (x; y) dx + N (x; y) dy = 0, (2.12)

Equation (2.11) is said to be Exact if it satis…es the following exactness

condition:
@M (x; y) @N (x; y)
= . (2.13)
@y @x
The solution of an exact di¤erential equation (2.11) consists of executing
the following three steps:
Step 1: Test the exactness condition (2.13). If it is valid for the given
equation, proceed to the next two steps.
Step 2: We recall the following theorem of Di¤erential Calculus:
Theorem 6 Two continuously di¤erentiable functions M (x; y) and N (x; y)
satisfy the exactness condition (2.13), in some region of the xy-plane, if and
only if a function (x; y) exists in that region, such that:

@ (x; y) @ (x; y)
= M (x; y) and = N (x; y) : (2.14)
@x @y
That function (x; y) is one and only one (up to additive constants).

Proof. First, suppose that M and N satisfy the exactness condition (2.13).
Choose a point (x ; y ) in their common region of de…nition. De…ne a function
(x; y) as follows:
Z x Z y
(x; y) = M (t; y) dt + N (x ; u) du: (2.15)
x y

Then we have @ @x (x;y)

= M (x; y) + 0; and
@ (x;y) R x @M (t;y) R x @N (t;y)
@y
= x @y
dt +N (x ; y) = x @t
dt +N (x ; y) (by (2.13)),
= N (x; y) N (x ; y) + N (x ; y) = N (x; y) ; as required.
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 27

Conversely, we suppose the existence of a function (x; y) that satis…es

the two identities in (2.14). Then we …nd that
@M (x;y) @ (x;y) 2 (x;y) 2 (x;y)

@y
@
= @y @x
= @ @y@x = @ @x@y @
= @x @ (x;y)
@y
= @N@x
(x;y)
;
that is, M and N must satisfy the exactness condition (2.13). This com-
pletes the proof.
Our task in Step 2 is to determine that function (x; y). We can do that
through computing the following two integrals, then comparing them with
each other:
Z
(x; y) = M (x; y) dx + A (y) ;
Z
(x; y) = N (x; y) dy + B (x) :

(Alternatively, you can compute from formula (2.15). But this could be a
bit more laborious!)
Step 3: We recall the following basic theorem of Di¤erential Calculus:.
Theorem 7 (Chain Rule in Several Variables) Let z (x), y (x) and (z; y)
be continuously di¤erentiable functions around points x and (z (x) ; y (x)), re-
spectively. Then at that point x we have:

d (z (x) ; y (x)) @ (z; y) dz @ (z; y) dy

= + :
dx @z jat (z(x);y(x)) dx @y jat (z(x);y(x))
dx

dz
In the special case that z (x) = x; we have dx
= 1. Therefore, the Chain
Rule becomes:
d (x; y (x)) @ (x; y) @ (x; y) dy
= + ;
dx @x jat (x;y(x)) @y jat (x;y(x))
dx

written simply as:

d (x; y (x)) @ (x; y) @ (x; y) dy

= + ; (2.16)
dx @x @y dx

We apply formula (2.16) to the particular function (x; y) (obtained in

Step 2) and we bene…t from the two identities in (2.14). We then come out
with:
d (x; y (x)) dy
= M (x; y (x)) + N (x; y (x)) :
dx dx
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 28

We combine this with our di¤erential equation (2.11), to …nd that

d (x; y (x))
= 0:
dx
But, the only functions of one variable whose derivatives are identically 0 are
the constant functions. We conclude that the general solution y (x) of the
di¤erential equation (2.11) is implicit in the equation:

(x; y (x)) = C; (2.17)

for each value of the arbitrary constant C.

2.4.2 Lecture Examples

4 dy
Problem 2.4.1 3xy 2 + 2y cos x + y
= y 3 + y 2 sin x 3e3x ;
dx
y (0) = 1

) (y 3 y 2 sin x + 3e3x ) dx + 3xy 2 + 2y cos x + y4 dy = 0

M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (y 3 y 2 sin x+3e3x )
@y
= @y
= 3y 2 2y sin x;
@N (x;y) @ (3xy 2 +2y cos x+ y4 )
@x
= @x
= 3y 2 2y sin x:
) @y = @x :
@M (x;y) @N (x;y)
) Exact D.E.
R R
(x; y) = M (x; y) dx + A (y) = (y 3 y 2 sin x + 3e3x ) dx + A (y)
= xy 3 + y 2 cos x + e3x + A (y) ;
R R
(x; y) = N (x; y) dy + B (x) = 3xy 2 + 2y cos x + y4 dy + B (x)
= xy 3 + y 2 cos x + 4 ln y + B (x) :
) (x; y (x)) = xy 3 + y 2 cos x + e3x + 4 ln y = C :
At x = 0, y = 1. ) C = 0 + cos 0 + 4 ln 1 = 1:
) xy 3 + y 2 cos x + e3x + 4 ln y = 1 .
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 29

2.4.3 Classroom Exercises

Problem 2.4.2 (9 cos x + y 2 cos x) dx + 2y sin x dy = 0; y 2
= 4:

M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (9 cos x+y 2 cos x)
@y
= @y
= 2y cos x;
@N (x;y)
= @2y@xsin x = 2y cos x. ) @M@y(x;y)
= @N@x
(x;y)
: ) Exact D.E.
@x R R
(x; y) = M (x; y) dx+A (y) = (9 + y ) cos x dx+A (y) = (9 + y 2 ) sin x+
2

A (y) ; R R
(x; y) = N (x; y) dy + B (x) = 2y sin x dy + B (x) = y 2 sin x + B (x) :
p
(x; y (x)) = (9 + y 2 ) sin x = C: So by initial condition y = 25 csc x 9 .
2
Another
R cos Solution:
R 2ySeparable D.E. (9 + y ) cos x dx = 2y sin x dy
) x
sin x
dx = 9+y2 dy
) ln (C sin x) = ln (9 + y 2 ) ) 9 + y 2 = C sin
1
x
:
p
At x = 2 , y = 4. ) C = 1
25
and y = 25 csc x 9 .

Problem 2.4.3 Solve:

x4 dy
4 sin x sin3 y cos y + sec y tan y = x3 ln y + cos x sin4 y:
4y dx
4
x3 ln y cos x sin4 y dx + x4y 4 sin x sin3 y cos y + sec y tan y dy = 0:
M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (x3 ln y cos x sin4 y ) 3
@y
= @y
= xy 4 cos x sin3 y cos y;
4
@N (x;y) @ x4y 4 sin x sin3 y cos y+sec y tan y 3
@x
= @x
= xy 4 cos x sin3 y cos y + 0
) @M@y (x;y)
= @N@x(x;y)
: ) Exact D.E.
R R 3
(x; y) = M (x; y) dx + A (y) = x ln y cos x sin4 y dx + A (y)
4
= x4 ln y sin x sin4 y + A (y) ;
R R x4
(x; y) = N (x; y) dy+B (x) = 4y
4 sin x sin3 y cos y + sec y tan y dy+
B (x)
x4
= 4
ln y sin x sin4 y + sec y + B (x) :

) (x; y) = x4
4
ln y sin x sin4 y + sec y = C :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 30

dy
Problem 2.4.4 (x3 sec2 y + x sec y tan y 2e2y ) dx = (3x2 tan y + cos x + sec y) :

) (3x2 tan y + cos x + sec y) dx + (x3 sec2 y + x sec y tan y 2e2y ) dy = 0:

M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (3x2 tan y+cos x+sec y )
@y
= @y
= 3x2 sec2 y + 0 + sec y tan y
@N (x;y) @ (x3 sec2 y+x sec y tan y 2e2y )
@x
= @x
= 3x2 sec2 y + sec y tan y 0:
) @M (x;y)
@y
= @N@x
(x;y)
: ) Exact D.E.
R R
(x; y) = M (x; y) dx = (3x2 tan y + cos x + sec y) dx + A (y)
= x3 tan y + sin x + x sec y + A (y)
R R
(x; y) = N (x; y) dy = (x3 sec2 y + x sec y tan y 2e2y ) dy + B (x)
= x3 tan y + x sec y e2y + B (x)
(x; y (x)) = x3 tan y + sin x + x sec y e2y = C .
(by taking A (y) = e2y and B (x) = sin x)

Problem 2.4.5 (cos x y sin x) dx + (2y + cos x) dy = 0; y (0) = 2

M (x; y) dx + N (x; y) dy = 0
@M (x;y)
@y
= @(cos x@yy sin x) = sin x; @N (x;y)
@x
= @(2y+cos x)
@x
= sin x:
) @M (x;y)
@y
= @N (x;y)
@x
:) Exact D.E.
R R
(x; y) = M (x; y) dx + A (y) = (cos x y sin x) dx + A (y)
= sin x + y cos x + A (y) ;
R R
(x; y) = N (x; y) dy + B (x) = (2y + cos x) dy + B (x)
= y 2 + y cos x + B (x) :
) (x; y (x)) = sin x + y cos x + y 2 = C:
At x = 0; y = 2: ) sin 0 + 2 cos 0 + 4 = C. ) C = 6
) sin x + y cos x + y = 6 .
2
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 31

2.4.4 Revision Problems

x4 dy
Problem 2.4.6 2e2x sin y + 4x3 tan 1
y + e2x cos y + 1+y 2
+ sec2 y dx
= 0:

M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (2e2x sin y+4x3 tan 1 y ) 4x3
@y
= @y
= 2e2x cos y + 1+y 2
;
4
@ e2x cos y+ x 2 +sec2 y
@N (x;y) 4x3
@x
= @x
1+y
= 2e2x cos y + 1+y 2
:
) @M@y (x;y)
= @N@x(x;y)
: ) Exact D.E.
R R
(x; y) = M (x; y) dx + A (y) = (2e sin y + 4x3 tan 1 y) dx + A (y)
2x

= e2x sin y + x4 tan 1 y + A (y) ;

R R 2x x4 2
(x; y) = N (x; y) dy + B (x) = e cos y + 1+y 2 + sec y dy + B (x)
= e2x sin y + x4 tan 1 y + tan y + B (x) :
) (x; y (x)) = e2x sin y + x4 tan 1 y + tan y = C .

3
Problem 2.4.7 (2xey + cos x) dx + x2 ey y
dy = 0:

M (x; y) dx + N (x; y) dy = 0
3
@M (x;y) y @ (x2 ey )
@y
= @(2xe @y+cos x) = 2xey ; @N (x;y)
@x
= @x
y
= 2xey :
) @M@y(x;y)
= @N@x
(x;y)
: ) Exact D.E.
R R
(x; y) = M (x; y) dx + A (y) = (2xey + cos x) dx + A (y)
= x2 ey + sin x + A (y) ;
R R
(x; y) = N (x; y) dy + B (x) = x2 ey y3 dy + B (x)
= x2 ey 3 ln y + B (x) :
) (x; y (x)) = x2 ey + sin x 3 ln y = C:

dy
Problem 2.4.8 (x5 sec2 y + 5y 4 ) dx = 5x4 tan y sec2 x:
) (5x4 tan y + sec2 x) dx + (x5 sec2 y + 5y 4 ) dy = 0:
@ (5x4 tan y+sec2 x)
M (x; y) dx + N (x; y) dy = 0: @M@y (x;y)
= @y
= 5x4 sec2 y;
@ (x5 sec2 y+5y 4 )
@N (x;y)
= = 5x4 sec2 y: ) @M@y (x;y)
= @N@x(x;y)
: ) Exact D.E.
@x R @x R 4 2
(x; y) = M (x; y) dx + A (y) = (5x tan y + sec x) dx + A (y)
= x5 tan
R y + tan x + A (y) ; R
(x; y) = N (x; y) dy + B (x) = (x5 sec2 y + 5y 4 ) dy + B (x)
= x5 tan y + y 5 + B (x) :
) (x; y (x)) = x5 tan y + tan x + y 5 = C:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 32

1
Problem 2.4.9 (sec2 x + yexy ) dx + y
+ xexy dy = 0; y (0) = 1

M (x; y) dx + N (x; y) dy = 0
@M (x;y) @ (sec2 x+yexy )
@y
= @y
= exy + xyexy ;
@N (x;y) @ ( y1 +xexy )
@x
= @x
= exy + xyexy :
) @M@y (x;y)
= @N@x (x;y)
: ) Exact D.E.
R R
(x; y) = M (x; y) dx + A (y) = (sec2 x + yexy ) dx + A (y)
= tan x + exy + A (y) ;
R R 1
(x; y) = N (x; y) dy + B (x) = y
+ xexy dy + B (x)
= ln y + exy + B (x) :
) (x; y (x)) = tan x + exy + ln y = C:
At x = 0; y = 1: ) 0 + 1 + 0 = C: ) tan x + exy + ln y = 1 .

2 dy
Problem 2.4.10 4y 3 tan x 5 xy + 6e2y dx
= y 4 sec2 x + 10x ln y:

2
4y 3 tan x 5 xy + 6e2y dy + (y 4 sec2 x 10x ln y) dx = 0
N (x; y) dy + M (x; y) dx = 0
@M (x;y) @ (y 4 sec2 x 10x ln y )
@y
= @y
= 4y 3 sec2 x 10 xy
2
@N (x;y) @ 4y 3 tan x 5 xy +6e2y
@x
= @x
= 4y 3 sec2 x 10 xy + 0:
) @M (x;y)
@y
= @N@x
(x;y)
: ) Exact D.E.
R R
(x; y) = M (x; y) dx = (y 4 sec2 x 10x ln y) dx + A (y)
= y 4 tan x 5x2 ln y + A (y)
R R 2
(x; y) = N (x; y) dy = 4y 3 tan x 5 xy + 6e2y dy + B (x)
= y 4 tan x 5x2 ln y + 3e2y + B (x)
(x; y (x)) = y 4 tan x 5x2 ln y + 3e2y = C .
(by taking A (y) = 3e2y and B (x) = 0)

Problem 2.4.11 (2yx2 + 4) y 0 + (2y 2 x 6) = 0:

Final Answer: Exact D.E. y 2 x2 + 4y 6x = C:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 33

2.4.5 Further Revision Problems on Chapter 2

dy 1 ex 4
Problem 2.4.12 dx x
y = x2
y
n
Bernoulli D.E., n = 4. Multiply by (1 n) y = 3y 4 .
) 3y 4 dx
dy x
+ 3 x1 y 3 = x3e2
Put z = y 3: ) dx
dz
= 3y 4 dxdy
:
) D.E. becomes dz
dx
3 3ex
+ x z = x2 :
x
Linear D.E. in z, p = x3 R q = Rx3e2 :
3 3
Integrating factor: R = e p dx = e x dx = e3 ln x = eln x = x3 :
C+
R
q dx x
C 3 x e dx R
z= = x3
= x13 C 3 x ex ex dx

) 1
y3
=z= 1
x3
(C 3x ex + 3ex ) ) y= p
3
x
C 3x ex +3ex
:

Problem 2.4.13 x2 y 0 = y xy, y (1) = 2e :

Final Answer: Separable d.e. y = x2 e 1=x

dy
p
Problem 2.4.14 y dx = 2x 9 + y2, y (0) = 4:

Final Answer:
q Separable d.e.
p
y= (x2 + 5)2 9 = x4 + 10x2 + 16

dy y y
Problem 2.4.15 dx
= x
+ sin2 x
, y (1) = 4 :
1 e
Final Answer: Homogeneous d.e. y = x cot ln x

+ (x + y)2 = 0,
2 dy
Problem 2.4.16 2xy + x2 2yey dx
y (3) = 0:

2
Final Answer: Exact d.e. x3 + 3x2 y + 3xy 2 3ey = 24

1
Problem 2.4.17 (2y 3 e2x + cos x) dx + 3y 2 e2x + y
dy = 0; y (0) = 1:

Final Answer: Exact d.e. y 3 e2x + sin x + ln y = 1

CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 34

dy
Problem 2.4.18 (4y 3 + 4ex cos y) dx = 5ex 4ex sin y:
Final Answer: Exact D.E. y 4 + 4ex sin y 5ex = C:

1
Problem 2.4.19 y + x2 + x
dx + (x sec2 y) dy = 0:

x3
Final Answer: Exact D.E. xy + 3
+ ln x tan y = C:

Problem 2.4.20 Exact(7y + 3x 2) y 0 + (3y + 12x2 ) = 0:

7 2
Final Answer: Exact d.e. 2
y + 3xy 2y + 4x3 = C

dy
Problem 2.4.21 y 2 + 2x sin y ex + (2y + 2xy + x2 cos y) dx = 0; y (0) = 0:

Final Answer: Exact d.e. xy 2 + x2 sin y ex + y 2 = 1

Problem 2.4.22 (y sin x + cos x) dx cos x dy = 0:

Final Answer: Linear and Exact d.e. y = tan x + C sec x

dy
Problem 2.4.23 dx
+ 3y = 7e4x , y (0) = 3:

Final Answer: Linear d.e. y = e4x + 2e 3x

Problem 2.4.24 y 0 y = y 3 e2x :

p x
Final Answer: Bernoulli D.E., y = p 2 e
C e4x

dy
Problem 2.4.25 x2 dx 2xy = 3y 4 :

x2
Final Answer: Bernoulli D.E., y = p
3
C (9x5 =5)
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 35

Problem 2.4.26 Solve the following …rst-order di¤erential equations:

dy
1. (xy 2 + x3 ) dx = 2y 3 + 4x2 y:

dy
2. (xy + 3x2 ) dx = 2y 2 + 9xy 7x2 ; y (1) = 2:

dy
3. (3xy 2 + 6x2 y) dx = 2y 3 + 3xy 2 2x3 :

dy
4. (4xy 3 + 2x3 y) dx = 3y 4 + x2 y 2 + 5x4 :

dy
5. (4xy 3 15x2 y 2 ) dx = 2y 4 5xy 3 + 2x4 :

dy y
6. x dx = 3y ln x
+ y; y (1) = 1:

dy
7. (3xy 2 4x2 y + 3x3 ) dx = 5y 3 8xy 2 + 9x2 y:

dy
8. (3xy 2 + 3x3 ) dx = 2y 3 + 4x3 ; y (1) = 0:

dy
9. (9x2 y 2 + 4xy 3 ) dx = 2y 4 + 3xy 3 2x4 :

dy
10. (12x2 y 3 10xy 4 ) dx = 3x5 + 3xy 4 4y 5 :

dy
11. (3xy + x2 ) dx = 6y 2 + 3xy; y (1) = 2:

dy
12. x2 dx xy = y 2 :

1 dy
13. (3e2y cos 3x sin x) + 2e2y sin 3x + 1+y 2 dx
=0; y 3
= 1:

y2 1
14. 3x2 sin y x
+ 1+x2
dx + (x3 cos y 2y ln x) dy = 0; y (1) = :

3
15. (2e2x + 3x2 tan y) dx + y
+ x3 sec2 y dy = 0; y (0) = 1:

1
16. (3x2 y 2 + ey sec x tan x cos x) dx + 2x3 y + ey sec x + y
dy = 0 :

4
17. (2e2x sin 3y + sec2 x) dx + 3e2x cos 3y + y
dy = 0 :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 36

y2 dy
18. x
sin ( x) + 2x tan y + (3y 2 + 2y ln x + x2 sec2 y) dx =0;
y (1) = 0:

19. 2xy 3 + ey + p 1 dx + (3x2 y 2 + xey + sec2 y) dy = 0; y (0) = 4 :

1 x2

20. (2x + 2xy + y 2 cos x) dx + (x2 + 2y sin x ey ) dy = 0; y (0) = 0:

2y
21. (2x cos y + sec2 x) dx + 1+y 2
x2 sin y dy = 0; y (0) = 0:

dy
22. (2 cos 2x tan y + 3e3x ) + (sin 2x sec2 y + 5y 4 ) dx =0; y (0) = 1:
3
23. y 2 ex + y x
dx + (2yex + x + cos y) dy = 0:

24. (y 3 sec2 x + 4x3 cos y) dx + (3y 2 tan x x4 sin y + ey ) dy = 0:

dy
25. dx
+ (sec x) y = 3 cos x:

dy
26. dx
+ y tan x = 5 cos2 x; y (0) = 7:

dy
27. dx
+ x5 y = 6 sin x
x5
; y (1) = 4

dy 2x 2
28. dx
+ x2 16
y = x 4
; y (0) = 1:

dy
29. e3x dx + 3e3x y = 4 cos 2x:

dy
30. (csc x) dx (sec x) y = 4:

dy x
31. dx
+y =e cos x; y (1) = 2:

dy 4
32. dx
4x3 y = 3ex cos 3x; y (0) = 2:

dy
33. x dx 2y = x3 sec2 x; y( ) = 2
:

x2
34. y 0 + 2xy = 2x: Answer y = 1 + Ce :

35. y 0 + y cos x = cos x: Answer y = 1 + Ce sin x

:
dy 2x 2x
36. dx
+ 2y = 8xe ; y (0) = 1: Answer y = e (1 + 4x2 ) :
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 37

2.5 Applications of First-order Di¤erential

Equations
Problem 2.5.1 A body is projected vertically from the surface of earth. At
distance x from the centre of earth, the acceleration is given by
d2 x dv gR2
= = ; x R; (2.18)
dt2 dt x2
where t denotes time, v (t) is the velocity at time t, g is the earth gravitational
constant and R is the earth’s radius. By using the substitution dv dt
= dv(x(t))
dt
=
dv dx dv
dx dt
= v dx , the di¤erential equation (2.18) becomes the following separable
D.E., describing the velocity v in terms of the distance x:
dv gR2
v = ; x R: (2.19)
dx x2
Given that the initial velocity is v (at x = R), show that
r
2gR2
v (x) = (v 2 2gR) + :
x
Hence, show that the escape velocity from the earth’s surface (ignoring air
resistance) equals p
v escape = 2gR.

Problem 2.5.2 RIn a series RC-circuit, the current I (t) is governed by the
equation RI + C1 I dt = E (t), where E (t) is the electric potential applied to
the circuit. When we di¤erentiate both sides, we get the di¤erential equation
dI 1 dE
R + I= :
dt C dt
Given that E (t) = E e kt and the initial current is 0, …nd I (t).
8
kE C
< kRC 1
e kt e t=RC ; if kRC 6= 1;
Final Answer: I (t) =
: kER t e t=RC ; if kRC = 1:

Problem 2.5.3 The di¤erential equation for a series RL-circuit is

dI
L + RI = E (t) :
dt
kt
Given that E (t) = E e and the initial current is 0, …nd I (t).
( E
R kL
e kt e Rt=L ; if R 6= kL;
Final Answer: I (t) = E
:
kt
L
te ; if R = kL:
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 38

2.6 Digressions on First-order Di¤erential

Equations
2.6.1 Form of Solutions of First-order Linear
Di¤erential Equations
The solution of a …rst-order linear di¤erential equation:

y 0 + p (x) y = q (x) (2.20)

always takes the form:

R
1 (x) q (x) dx
yG:S: =C + (2.21)
(x) (x)

whereby C is an arbitrary constant. When we rewrite yG:S: as follows:

yG:S: = Cy1 + yp ; (2.22)

R
1
we …nd that the function y1 (x) = (x) = e p(x) dx is a nonzero solution
of the corresponding separable di¤erential equation:

y 0 + p (x) y = 0: (2.23)
C
And the functions Cy1 = are all the solutions of equation (2.23).
R
(x)q(x) dx
Also, yp (x) = (x)
is one of the solutions of equation (2.20) itself;
which we obtain from formula (2.21) when we choose the value 0 for the
constant C. R
1 (x)q(x) dx
It is easy to see that these y1 = (x) and yp = (x)
can be replaced
in (2.22) by any other nonzero solutions of equations (2.23) and (2.20),
respectively.
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 39

2.6.2 Particularity of the Form of Solutions of

First-order Linear Di¤erential Equations
R
1 (x)q(x) dx
Note that the form yG:S: = Cy1 +yp = C (x) + (x)
, which we discussed
above for the general solution of a given di¤erential equation, is valid only
for …rst-order linear di¤erential equations.
That equation has to be the following one (in the unknown function y (x)):

y0 y10 yp0 y10

= ;
y y1 yp y1

equivalently,
y0 yp0 y10
= 0;
y yp y1
and so,
y1 y 0 yp0 y10 (y yp ) = 0;
that is
0 y10 y10
y y = yp0 yp :
y1 y1

Also written as: 0 0

y yp
= ;
y1 y1
equivalently,
0
y yp
= 0:
y1
CHAPTER 2. FIRST-ORDER DIFFERENTIAL EQUATIONS 40

2.6.3 Turning a Linear Di¤erential Equation

into an Exact Di¤erential Equation
Let us examine the linear, …rst-order di¤erential equation (2.4) for exactness.
We start by rewriting it in the following form:

M (x; y) dx + N (x; y) dy = (p (x) y q (x)) dx + 1dy = 0: (2.24)

We have: @M@y (x;y)

= @(p(x)y@y q(x)) = p (x) but @N@x
(x;y) @1
= @x = 0. Hence,
equation (2.4) cannot be exact unless p (x) = 0, which is a trivial case!
R
The integrating factor of equation (2.4) is the function (x) = e p(x)dx .
We know from Section 2.2 that ddx = p: Now, we multiply both sides of
equation (2.24) by . And we get the following equation, which is equivalent
to the original equation (2.4):

[ (x) p (x) y (x) q (x)] dx + (x) dy = 0: (2.25)

We show that this new equation is exact, and we derive its solution:
@M (x;y)
@y
= @( (x)p(x)y@y (x)q(x)) = p; @N@x
(x;y)
= ddx = p:
@M (x;y) @N (x;y)
Hence, @y
= @x
; ensuring that equation (2.25) is exact.
Next, we obtain the function (x; y) such that
@ (x;y)
@x
= M (x; y) and @ @y (x;y)
= N (x; y).
R R
R (x;
d
y) = R M (x; y) dx = ( (x) p (x) y (x) q (x)) dx
= y dx dx (x) Rq (x) dx
) (x; y) = y R (x) q (x) dxR+ A (y)
Also, (x; y) = N (x; y) dy = (x) dy = y + B (x) :
By comparing these two Rbits of information on the function ,
we have to take B (x) = (x) q (x) dx and A (y) = 0:
Hence, the solution of the exact R equation (2.25) is given by
(x; y (x)) = (x) y (x) q (x) dx = C; that is,
Z
1
y= C+ (x) q (x) dx :
(x)

This is the formula, obtained in Section 2.2, for the general solution of
the linear di¤erential equation (2.4).
Chapter 3

Second-order Linear
Di¤erential Equations

3.1 Form of the General Solution

A second-order linear di¤erential equation (in an unknown function y (x))
takes the following form:

d2 y dy
a (x) 2
+ b (x) + c (x) y = Q (x) : (3.1)
dx dx
The collection of all solutions of this D.E. is called its general solution yG:S: (x).
The corresponding homogeneous equation is

d2 y dy
a (x) 2
+ b (x) + c (x) y = 0: (3.2)
dx dx
The general solution of this shorter equation is called the homogeneous
solution of (3.1) (also called the complementary function of (3.1)). It is
denoted by yh (x).
We say that two functions y1 (x) and y2 (x) are independent if their ratio
y1 (x)
y2 (x)
is not a constant function.

41
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS42

Theorem 8 (Form of the General Solution) (1) The homogeneous

equation (3.2) has two independent solutions.
(2) Let y1 and y2 be any two independent solutions of (3.2).Then the
general solution yh (x) of (3.2) is given by
yh (x) = C1 y1 (x) + C2 y2 (x) ; (3.3)
in which C1 and C2 are arbitrary constants. (Accordingly, we say that the
homogeneous equation (3.2) has solutions of dimension 2.)
(3) Let yp (x) be any solution of (3.1). Then its general solution is:
yG:S: (x) = yp (x) + yh (x) = yp (x) + C1 y1 (x) + C2 y2 (x) : (3.4)
(The function yp (x) in (3.4) is usually said to be a particular solution of
the di¤erential equation (3.1).)
Proof. Let x be any value of the independent variable x; at which this
equation is de…ned and a (x) 6= 0, and let y 6= 0 be a constant. The Theory of
Di¤erential Equations ensures the existence of a (one and only one) solution
y1 (x) of equation (3.2) that satis…es the initial condition: y1 (x ) = y . We
use that function y1 to change the unknown function y (x) in our di¤erential
equation (3.1) to another unknown function V (x), in accordance with the
following substitution:
y (x)
V (x) = : (3.5)
y1 (x)
dy 2 2 2
So, y = V y1 . Hence, dx = V dy
dx
1
+ dV
dx 1
y and dx d y d y1 dV dy1 d V
2 = V dx2 + 2 dx dx + dx2 y1 :

Then (3.1) becomes the following di¤erential equation in V (x):

d2 V 2 dy1 b dV 1 2 Q
dx2
+ dx
+ dx
+ a ddxy21 + b dy
dx
1
+ cy1 V = :
y1 a ay1 ay1
2
But, y1 is a solution of equation (3.2). Hence a ddxy21 + b dydx
1
+ cy1 = 0, and
we are left with the equation:
d2 V 2 dy1 b dV Q
+ + = :
dx2 y1 dx a dx ay1
We consider this new equation as a …rst-order linear di¤erential equation
in the unknown function V 0 (x) (the derivative of V ). Namely,
dV 0 2y10 b Q
+ + V0 = :
dx y1 a ay1
We obtain the following solution of this linear di¤erential equation, by
means of formula (2.6):
Z
0 1 1
V (x) = q dx + C2 ;
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS43

Q 2y 0 b R
whereby q (x) = ; p (x) = 1 + ; (x) = e pdx , and C1 , C2 are
ay1 y1 a
arbitrary constants. Then we get V (x) by integrating V 0 (x):
R R 1R Q R 1
V (x) = V 0 (x) dx + C1 = dx dx + C2 dx + C1 :
ay1
We compute y (x) from V (x) and the substitution (3.5), and get the
following general solution of equation (3.1):
Z Z Z
1 Q 1
y (x) = V y1 = y1 (x) dx dx + C2 y1 (x) dx + C1 y1 (x) :
ay1
R 1R Q
Using the notations yp (x) = y1 (x) dx dx and
ay1
R 1
y2 (x) = y1 (x) dx, this general solution of (3.1) becomes:

y (x) = yp (x) + C2 y2 (x) + C1 y1 (x) :

When the two constants C2 ; C1 are taken to be 0; we …nd that this yp (x)
is a particular solution for (3.1). By replacing Q (x) by the constant function
0; we …nd that C2 y2 (x) + C1 y1 (x) is the required homogeneous solution yh .
y2 (x) R 1
Also, = dx; which is not constant, so y2 (x) ; y1 (x) are indeed two
y1 (x)
independent solutions of the corresponding homogeneous equation (3.2).
Finally, elementary Linear Algebra ensures that we can replace the
function yp (x), above, by any other solution of equation (3.1), and we can
replace y1 (x) and y2 (x) by any two independent solutions of equation (3.2).
This completes the proof of all claims in the theorem.

3.2 The Method of Order Reduction

This method of solution of a second order linear di¤erential equation (3.1)
requires a prior knowledge of one nonzero solution y1 (x) of its corresponding
homogeneous equation (3.2). The method then consists of applying
exactly all the steps in the proof of Theorem 8, above, until we come out
with the required general solution of (3.1).
An example of using this method is given in Problem 3.5.18, below. See
also subsection 3.8.2, below.
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS44

3.3 The Homogeneous Solution yh (x) of a

Linear Di¤erential Equation with
Constant Coe¢ cients
In this section we consider only second-order linear di¤erential equations with
constant coe¢ cients; that is di¤erential equations
d2 y dy
a 2
+ b + cy = Q (x) : (3.6)
dx dx
whose three coe¢ cients (also called factors) a; b; c are constants, a 6= 0.
The homogeneous solution (the cpmplementary function) of (3.6)
yh (x) = C1 y1 + C2 y2 comprises all solutions of the corresponding
homogeneous equation
d2 y dy
a 2 + b + cy = 0; (3.7)
dx dx
whereby y1 and y2 are any two independent solutions of (3.7). These are
obtainable by examining the following auxiliary equation:
am2 + bm + c = 0: (3.8)
Its two solutions (also called its roots) are:
p
b b2 4ac
m1;2 = : (3.9)
2a
The real number b2 4ac is called the discriminant of equation (3.8).
These solutions m1;2 satisfy the following unique factorization of the
left-hand side of the auxiliary equation:
a (m m1 ) (m m2 ) = 0: (3.10)
Theorem 9 Let m1 ; m2 be the two roots of the auxiliary equation:
am2 + bm + c = 0: (3.11)
We take yh (x) in accordance with the following table (in which C1 ; C2 are
arbitrary constants):
# Discriminant Roots m1 ; m2 yh = C1 y1 + C2 y2
1 positive real, distinct yh = C1 em1 x + C2 em2 x
2 0 real, identical yh = C1 em1 x + C2 xem1 x
= em1 x (C1 + C2 x)
3 negative complex conjugates yh = C1 e x sin x + C2 e x cos x
m1;2 = i = e x (C1 sin x + C2 cos x)
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS45

Proof. Case 1: As m1 ; m2 are real, distinct solutions of the auxiliary

equation (3.11), then
d2 m1 x d m1 x
a dx 2e + b dx e + cem1 x = (am21 + bm1 + c) em1 x = 0em1 x = 0:
d2 m2 x d m2 x
Similarly, a dx 2e + b dx e + cem2 x = 0:
So, y1 = em1 x and y2 = em2 x are two solutions of the homogeneous equa-
y2 em2 x
tion (3.7). They are also independent, because = m1 x = e(m2 m1 )x ,
y1 e
which is a nonconstant function.
Case 2: The homogeneous equation (3.7) has two equal, real roots m1 =
m2 . As in Case 1, y1 = em1 x is a nonzero solution of (3.7). But our problem
now is that m2 = m1 , and so em2 x is not independent of em1 x . We show that
in this case the function y2 = xem1 x is another solution of (3.7), independent
of y1 . We have:
d d
dx 2
y = dx (xem1 x ) = em1 x + m1 xem1 x :
d 2 d d d
dx2 2
y = dx y = dx
dx 2p
(em1 x + m1 xem1 x ) = 2m1 em1 x + m21 xem1 x :
2
Also, m1 = b+ 2ab 4ac = 2ab , because discriminant b2 4ac equals 0.
d2 d m1 x
Hence, a dx 2 y2 + b dx y2 + cy2 = e (2am1 + am21 x + b + bm1 x + cx)
b
= em1 x (2am1 + b + (am21 + bm1 + c) x) = em1 x 2a 2a + b + 0x = 0:
m1 x
So, y2 = xe is a solution of (3.7). These two solutions y1 ; y2 are
y2 xem1 x
independent, because = m1 x = x, which is a nonconstant function.
y1 e
p
2
Case 3: As m1;2 = p i = 2ab b 4ac
2a
, then
b b2 4ac 2 2
= 2a and i = 2a
; that is, = b 4a4ac
2 :
x
We take y1 = e sin x. Then
d d
y = dx
dx 1
(e x sin x) = e x ( sin x + cos x) ;
d2 d d d
y = dx
dx2 1
y
= dx
dx 1
(e x ( sin x + cos x))
x 2 2
=e sin x + 2 cos x :
d2 d
Consequently, a dx 2 y1 + b dx y1 + cy1
2
=e x a 2 sin x + 2a cos x + b sin x + b cos x + c sin x
x 2 2
=e a + b + c sin x + e x (2a + b ) cos x
x b2 b2 4ac b x b
=e a 4a2
+ 4a2
+b 2a
+ c sin x + e 2a 2a
+b cos x:

) a dx
d2 d x x
2 y1 + b dx y1 + cy1 = 0e sin x + 0e cos x = 0:
This shows that y1 = e x sin x is a solution of the homogeneous equation
(3.7). Similarly, y2 = e x cos x is a solution of (3.7). These two solutions
y1
are independent, because = tan x, which is a nonconstant function.
y2
This completes the proof.
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS46

3.3.1 Classroom Exercises

Problem 3.3.1 y 00 3y 0 + 2y = 0:

Auxiliary Equation: m2 3m + 2 = 0:
) (m 1) (m 2) = 0 ) m1 = 1; m2 = 2:
) General solution is: yh = C1 ex + C2 e2x :

Problem 3.3.2 4y 00 24y 0 + 15y = 0:

Auxiliary Equation: 4m2 24m 15 = 0.

p p p p
) m1;2 = b b2 4ac
2a
= 24 576+240
8
= 24
8
816
=3 51
2
:
p p
) General solution is: yh = C1 e 51x=2
+ C2 e 51x=2
e3x :

Problem 3.3.3 y 00 6y 0 + 9y = 0:

Auxiliary Equation: m2 6m + 9 = 0:
) (m 2
3) = 0 ) m1 = m2 = 3:
) General solution is: yh = (C1 + C2 x) e3x :

Problem 3.3.4 y 00 + 8y 0 + 25y = 0:

Auxiliary Equation: m2 + 8m + 25 = 0;
p p p
) m1;2 = b b2 4ac
2a
= 8 64 100
2
= 8
2
36
= 8 6i
2
:
) m1;2 = 4 3i = i ) = 4 and = 3:
x
and yh = e (C1 sin ( x) + C2 cos ( x)) :
) General solution is: yh = e 4x
(C1 sin (3x) + C2 cos (3x)) :
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS47

3.4 The Method of Variation of Parameters

3.4.1 Describing The Method
This Method is a general, and easy method for computing a particular so-
lution yp (x) for a second-order linear di¤erential equation (in an unknown
function y (x)):
d2 y dy
2
+ b (x) + c (x) y = Q (x) ; (3.12)
dx dx
d y 2
in which the coe¢ cient of dx2 is 1. (If otherwise, divide both sides of the
d2 y
equation by the given coe¢ cient of dx 2 .)

In order to use this method, we need a prior knowledge of the whole of

the homogeneous solution (the complementary function) of (3.12):

yh (x) = C1 y1 (x) + C2 y2 (x) ; (3.13)

which contains all solutions of the homogeneous equation:

d2 y dy
2
+ b (x) + c (x) y = 0: (3.14)
dx dx
We put the required particular solution yp (x) of (3.12) in the form:

yp (x) = V1 (x) y1 (x) + V2 (x) y2 (x) ; (3.15)

in which V1 (x) and V2 (x) are two new unknown functions, that we need to
determine.
We are going to substitute this yp (x) for y (x) in equation (3.12). This
will result in one di¤erential equation only in the two unknown functions
V1 (x) and V2 (x). This is consistent with our prior knowledge that equation
(3.12) has an in…nite number of solutions, any one of them can serve as the
required yp (x) : So, in order to come out with one solution only for yp (x) ;
we impose another di¤erential equation on the two unknowns V1 and V2 .
We choose it in such a manner that facilitates our solution greatly, without
causing any contradictions. That expedient equation is:

y1 V10 + y2 V20 = 0: (3.16)

As yp = y1 V1 + y2 V2 , then using (3.16),

yp0 = y10 V1 + y20 V2 + y1 V10 + y2 V20 = y10 V1 + y20 V2 + 0,
Hence, yp00 = y100 V1 + y200 V2 + y10 V10 + y20 V20 :
We next substitute yp (x) for y (x) in equation (3.12) and get:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS48

Q (x) = yp00 + byp0 + cyp

= y100 V1 + y200 V2 + y10 V10 + y20 V20 + by10 V1 + by20 V2 + cy1 V1 + cy2 V2
= y100 V1 + by10 V1 + cy1 V1 + y200 V2 + by20 V2 + cy2 V2 + y10 V10 + y20 V20
= (y100 + by10 + cy1 ) V1 + (y200 + by20 + cy2 ) V2 + y10 V10 + y20 V20
= 0V1 + 0V2 + y10 V10 + y20 V20 ;
because both y1 ; y2 satisfy equation (3.14).
So, our second equation in V1 ; V2 turns out to be:

y10 V10 + y20 V20 = Q (x) : (3.17)

We were expecting two di¤erential equations in V1 ; V2 : Instead, we got

two algebraic linear equations (3.16) and (3.17) in V10 ; V20 ; which are much
easier to solve.
After we solve them and determine V10 ; V20 ; we obtain V1 ; V2 by integration.
Then we obtain a particular solution yp from the substitution (3.15).

Remark 3.4.1 When we compare the two methods of solution, illustrated

in Section 3.2 and in this section, we note that the Method of Variation
of Parameters requires the prior knowledge of two independent solutions of
(3.14), whereas the Method of Order Reduction requires the knowledge of only
one nonzero solution of (3.14).
Nevertheless, the Method of Variation of Parameters is often more
practicable than the Method of Order Reduction, because it involves fewer
computations. Moreover, whenever we know one nonzero solution of the
homogeneous equation (3.14), as required by the Method of Order Reduction,
we usually can obtain with ease another independent solution of that equation,
as required by the Method of Variation of Parameters.
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS49

3.4.2 Steps of the Method of Variation of Parameters:

We want to solve a second-order linear di¤erential equation
d2 y dy
2
+ b (x) + c (x) y = Q (x) ; (3.18)
dx dx
Step 1: Find the homogeneous solution yh (x) (the solution of the
homogeneous equation (3.14)):
yh (x) = C1 y1 (x) + C2 y2 (x) : (3.19)
Step 2: Write the particular solution yp (x) as:
yp (x) = V1 y1 + V2 y2 ;
whereby V1 (x) and V2 (x) are two unknown functions, to be determined.
Step 3: Write down the following two equations:
y1 V10 + y2 V20 = 0: (3.20)
y10 V10 + y20 V20 = Q (x) : (3.21)
Step 4: Compute the following determinant (the Wronskian of y1 ; y2 ):
y1 y2
W = : (3.22)
y10 y20
Note that the independence of the two solutions y1 (x) ; y2 (x) of (3.14)
ensures that their Wronskian W is a nonzero function. Which means that
the two algebraic equations (3.20) and (3.21) are mutually consistent (non-
contradictory), as we had hoped.
Step 5: Solve these two algebraic equations in the unknown functions
V1 and V20 : using Cramer’s Rule. It yields:
0

0 y2 y1 0
y2 Q (x) Q (x) y20 y1 Q (x) 0
y1 Q (x)
V10 = = ; V20 = = : (3.23)
W y1 y2 W y1 y2
y10 y20 y10 y20
Step 6: Obtain the two functions V1 (x) and V2 (x), by integrating V10 (x)
and V20 (x), respectively.
Step 7: Obtain a particular solution yp (x) ; as:
yp (x) = V1 y1 + V2 y2 . (3.24)
Step 8: Then write the general solution yG:S: (x) of (3.18); as:
yG:S: = yp + yh .
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS50

3.4.3 Lecture Examples

Problem 3.4.1 Verify that the function yh (x) = C1 sec x + C2 tan x is the
homogeneous solution of the following linear di¤erential equation:
(sec x) y 00 (sec x tan x) y 0 (sec3 x) y = 12 sin x.
Then use this yh (x) to …nd the its general solution, by means of the
Method of Variation of Parameters.

Solution: We must start by "normalizing" this di¤erential equation,

by making the coe¢ cient of y 00 equal 1; in order to identify Q (x) correctly.
So we divide both sides by sec x and obtain the equation:
y 00 (tan x) y 0 (sec2 x) y = 12 sin x cos x.
in which Q (x) = 12 sin x cos x:
Then the student should verify that both (independent) functions:
y1 = sec x and y2 = tan x
are solutions of the corresponding homogeneous d.e..
Their Wronskian is:
y1 y2 sec x tan x
W = 0 0 = = sec3 x sec x tan2 x:
y1 y2 sec x tan x sec2 x
) W = sec x (sec2 x tan2 x) = sec x:
We solve the following two equations:

y1 V10 + y2 V20 = 0;
y10 V10 + y20 V20 = Q (x) :
y2 Q
V10 = W
= 12 tan x sin x cos x
sec x
= 12 sin2 x cos x:
Z Z
) V1 = V10 dx = 12 sin2 x cos x dx = 4 sin3 x:
y1 Q sec xQ
V20 = W
= = Q = 12 sin x cos x:
sec x
Z Z
) V2 = 0
V2 dx = 12 sin x cos x dx = 6 cos2 x:

Consequently,
yp (x) = V1 y1 + V2 y2 = 4 sin3 x sec x + 6 cos2 x tan x
= 4 sin2 x tan x + 4 cos2 x tan x + 2 cos2 x tan x:
) yp (x) = 4 tan x + 2 sin x cos x: Finally,

) yG:S: = yp + yh = 2 sin x cos x + C1 sec x + K2 tan x:

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS51

3.4.4 Classroom Exercises

Problem 3.4.2 Find the general solution of the following second-order
linear di¤erential equation, using the Method of Variation of Parameters:
d2 y dy
dx2
+ 2 dx 8y = 36xe2x :

Solution: Auxiliary Equation: m2 + 2m 8=0

) (m + 4) (m 2) = 0 ) m1 = 4; m2 = 2
) yh = C1 e 4x
+ C2 e2x :
4x
We take y1 (x) = e and y2 (x) = e2x ; and write
4x
yp (x) = V1 y1 + V2 y2 = V1 e + V2 e2x :
We solve the two following equations:

y1 V10 + y2 V20 = V10 e 4x + V20 e2x = 0:

y10 V10 + y20 V20 = 4V10 e 4x + 2V20 e2x = Q (x) = 36xe2x :

The Wronskian of y1 ; y2 is
y1 y2 e 4x e2x 2x
W = = = 6e :
y10 y20 4e 4x
2e2x
y2 Q 36xe2x e2x
V10 = W
= 6e 2x
= 6xe6x :
Z Z Z
V1 = V10 dx = 6xe 6x
dx = xe 6x
+ e6x dx:

) V1 = xe6x + 16 e6x
y1 Q 36xe 4x e2x
V20 = W
= 6e 2x = 6x
Z Z
) V2 = V20 dx = 6x dx = 3x2

) yp (x) = V1 e 4x
+ V2 e2x = xe2x + 61 e2x + 3x2 e2x
) yp (x) = 3x2 x+ 1
6
e2x : Hence;

yG:S: = yp + yh = (3x2 x + C2 ) e2x + C1 e 4x

:
Check:
d2 (3x2 x+ 16 )e2x d(3x2 x+ 16 )e2x 1
dx2
+2 dx
8 3x2 x+ 6
e2x = 36xe2x :
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS52

Problem 3.4.3 Find the general solution of the following linear

di¤erential equation, using the Method of Variation of Parameters:

d2 y dy
(x + 1) 2
+x 1y = (x + 1)2 ;
dx dx
x
knowing that its homogeneous solution is: yh = C1 e + C2 x:

Solution: We must start by "normalizing" this di¤erential equation, by

making the coe¢ cient of y 00 equal 1; in order to identify Q (x) correctly. So
we divide both sides by (x + 1) and obtain the equation:
x 1
y 00 + x+1 y 0 x+1 y = x + 1.
in which Q (x) = x + 1:
Then the student should verify that both (independent) functions:
y1 = e x and y2 = x
are solutions of the corresponding homogeneous d.e..
x
y1 y2 e x x
Their Wronskian: W = = =e (x + 1)) :
y10 y20 e x
1
We compute two functions V1 (x) and V2 (x) such that
yp (x) = y1 V1 + y2 V2 ;
by solving the following two equations in V10 and V20 :

y1 V10 + y2 V20 = 0;
y10 V10 + y20 V20 = Q (x) = x + 1:
y2 Q x(x+1)
By Cramer’s Rule, V10 = = x (x+1)) = xex
Z Z W e Z
) V1 = V1 dx =
0
xex dx = xex + ex dx = xex + ex ;
Z Z
x (x+1)
V20 = y1 Q
W
= e
e x (x+1) = 1: ) V2 = V2 dx = 1 dx = x:
0

Consequently, yp (x) = y1 V1 + y2 V2 = e x ex (1 x) + xx = 1 x + x2 :
x
yG:S: = yh + yp = C1 e + C2 x + 1 x + x2 = C1 e x
+ C3 x + 1 + x2 .
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS53

Problem 3.4.4 Verify that the function yh (x) = C1 sec2 x + C2 sec x tan x
is the homogeneous solution of the following linear di¤erential equation:
(cos x) y 00 3 (sin x) y 0 2 (cos x) y = sec2 x.
Then use this yh (x) to …nd the its general solution, by means of the
Method of Variation of Parameters.

Solution: We must start by "normalizing" this di¤erential equation,

by making the coe¢ cient of y 00 equal 1; in order to identify Q (x) correctly.
So we divide both sides by cos x and obtain the equation:
y 00 3 (tan x) y 0 2y = sec3 x.
in which Q (x) = sec3 x:
Then the student should verify that both (independent) functions:
y1 = sec2 x and y2 = sec x tan x
are solutions of the corresponding homogeneous d.e..
y1 y2 sec2 x sec x tan x
Their Wronskian is: W = =
y10 y20 2 sec2 x tan x sec x tan2 x + sec3 x
= sec3 x (tan2 x + sec2 x 2 tan2 x) = sec3 x (sec2 x tan2 x)
) W = sec3 x:
We solve the following two equations:

y1 V10 + y2 V20 = 0;
y10 V10 + y20 V20 = Q (x) = sec3 x:
y2 Q sec3 x
V10 = W
= sec3 x
sec x tan x = sec x tan x
Z Z
V1 = V10 dx = sec x tan x dx = sec x:
y1 Q sec3 x
V20 = W
sec2 x = sec2 x:
= sec3 x
Z Z
) V2 = V2 dx =
0
sec2 x dx = tan x
Consequently,
yp (x) = V1 e x + V2 e 2x = sec3 x sec x tan2 x
) yp (x) = sec x (sec2 x tan2 x) = sec x: Finally,

) yG:S: = yp + yh = sec x + C1 sec2 x + C2 sec x tan x:

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS54

Problem 3.4.5 Find the general solution of the following linear di¤erential
equation, using the Method of Variation of Parameters:

d2 y dy
6 + 10y = 2e3x cos x:
dx2 dx

Solution: Auxiliary Equation: m2 6m + 10 = 0

p p p
) m1;2 = b b2 4ac
2a
= 6 36 40
2
= 6
2
4

) m1;2 = 3 i= i with = 3 and =1

) Homogeneous solution is: yh = C1 e3x sin x + C2 e3x cos x:
We take y1 = e3x sin x and y2 = e3x cos x.
Their Wronskian is:
y1 y2 e3x sin x e3x cos x
W = =
y10 y20 3e3x sin x + e3x cos x 3e3x cos x e3x sin x
= e6x 3 sin x cos x sin2 x 3 sin x cos x cos2 x
)W = sin2 x + cos2 x e6x = e6x
We solve the following two equations, in which Q (x) = 2e3x cos x:

y1 V10 + y2 V20 = 0;
y10 V10 + y20 V20 = Q (x)
y2 Q 3x 3x
V10 = Z W = e cos x2e cos x
Z e6x = 2 cos2 x = 1 + cos 2x
V1 = V10 dx = (1 + cos 2x) dx = x + 21 sin 2x = x + sin x cos x:
y1 Q e3x sin x2e3x cos x
V20 = W
= e2 x
= 2 sin x cos x
Z Z
V2 = V20 dx = 2 sin x cos x dx = sin2 x:
Consequently,
yp (x) = V1 e3x sin x+V2 e3x cos x = (x + sin x cos x) e3x sin x sin2 xe3x cos x =
xe3x sin x
Finally, yG:S: = yp + yh = (C1 + x) e3x sin x + C2 e3x cos x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS55

3.4.5 Revision Problems

Problem 3.4.6 Find the general solution of the following second-order
linear di¤erential equation, using the Method of Variation of Parameters:
1
y 00 + 3y 0 + 2y = 1+e x:

Solution: Auxiliary Equation: m2 +3m+2 = 0 ) (m + 1) (m + 2) = 0

) m1 = 1 ; m2 = 2 ) yh = C1 e x + C2 e 2x :
We take y1 (x) = e x and y2 (x) = e 2x ; and write
x
yp (x) = V1 y1 + V2 y2 = V1 e + V2 e 2x :
We solve the two following equations:

y1 V10 + y2 V20 = 0:
1
y10 V10 + y20 V20 = Q (x) = :
1 + ex

y1 y2 e x e 2x 3x
The Wronskian of y1 ; y2 is = = e :
y10 y20 e x 2e 2x
y2 Q e 2x ex
V10 == W
= e 3x (1+ex ) = 1+e x:
Z Z
) V1 = V10 dx = ex
1+ex
dx = ln (1 + ex )
y1 Q e x e2x
V20 == W
= e 3x (1+ex ) = 1+ex
Z Z Z
) V2 = V20 dx = e2x
1+ex
dx = ex
1+ex
ex dx:
We use Zthe.substitution
Z z = ex ) dz = ex dz :
) V2 = 1+z
z
dz = 1
1 + 1+z dz = z + ln (1 + z) = ex + ln (1 + ex ) :
Consequently,
yp (x) = V1 e x + V2 e 2x = e x ln (1 + ex ) + e 2x
( ex + ln (1 + ex ))
) yp (x) = (e x + e 2x ) ln (1 + ex ) e x : Finally,

) yG:S: = yp + yh = (e x
+e 2x
) ln (1 + ex ) + C3 e x
+ C2 e 2x
:

Check: e2x yp (x) = (ex + 1) ln (1 + ex ) ex : Di¤erentiate both sides:

ex
e2x yp0 + 2e2x yp = ex ln (1 + ex ) + (ex + 1) 1+e x ex = ex ln (1 + ex )
) ex yp0 + 2ex yp = ln (1 + ex ) (divide by ex )
ex
Di¤erentiate both sides again: ex yp00 + ex yp0 + 2ex yp0 + 2ex yp = 1+e x

) e yp + 3e yp + 2e yp = 1+ex :
x 00 x 0 x ex
1
We divide by ex , and get yp00 + 3yp0 + 2yp = 1+e x ; as requested.
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS56

Problem 3.4.7 Find the general solution of the following second-order

linear di¤erential equation, using the Method of Variation of Parameters:
y 00 + y = sec x tan x

Solution: p Auxiliary Equation: m2 + 1 = 0 ) m2 = 1

) m1;2 = 1= i= i
) =0 and =1
) yh = e x (C1 sin x + C2 cos x) = C1 sin x + C2 cos x :
We take y1 (x) = sin x and y2 (x) = cos x; and write
yp (x) = V1 y1 + V2 y2 = V1 sin x + V2 cos x:
We solve the following two equations:

y1 V10 + y2 V20 = 0:
y10 V10 + y20 V20 = Q (x) = sin (ex ) :

The Wronskian of y1 ; y2 is
y1 y2 sin x cos x
W = 0 0 = = sin2 x cos2 x = 1:
y1 y2 cos x sin x
y2 Q
V10 = W = y2 Q = cos x sec x tan x = tan x:
Z Z
0
V1 = V1 dx = tan x dx = ln (sec x) :
y1 Q
V20 = W
= y1 Q = sin x sec x tan x
) V20 = Z tan2 x = 1Z sec2 x
) V2 = V20 dx = 1 sec2 x dx = x tan x
Consequently,
yp (x) = V1 e x + V2 e 2x = sin x ln (sec x) + x cos x cos x tan x
) yp (x) = sin x ln (sec x) + x cos x sin x: Finally,

) yG:S: = yp + yh = sin x ln (sec x) + x cos x + C3 sin x + C2 cos x:

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS57

Problem 3.4.8 Find the general solution of the following second-order

linear di¤erential equation, using the Method of Variation of Parameters:
d2 y dy
2 + 2y = xex :
dx2 dx
Solution: Auxiliary Equation: m2 2m + 2 = 0
p
2 4 8 2 2i
m1;2 = = =1 i
2 2
) yh = C1 ex sin x + C2 ex cos x :
We take y1 (x) = ex sin x and y2 (x) = ex cos x;
and we write yp (x) = V1 y1 + V2 y2 :
We solve the two following equations:

y1 V10 + y2 V20 = 0:
y10 V10 + y20 V20 = Q (x) = xex :
The Wronskian of y1 ; y2 is
y1 y2 ex sin x ex cos x
W = =
y10 y20 ex sin x + ex cos x ex cos x ex sin x
) W = e2x sin x sin x sin2 x sin x sin x cos2 x :
) W = e2x sin2 x + cos2 x = e2x

y2 Q ex cos x (xex )
V10 = W
= 2x
= x cos x
Z Ze Z
V1 = V10 dx = x cos x dx = x sin x sin x dx = x sin x + cos x:

ex sin x (xex )
y1 Q
V20 = W
= = x sin x
e2x
Z Z Z
) V2 = V2 dx =
0
x sin x dx = x cos x cos x dx = x cos x sin x:

) yp (x) = V1 y1 + V2 y2 = V1 ex sin x + V2 ex cos x

) yp (x) = ex sin x (x sin x + cos x) + ex cos x (x cos x sin x)
= ex x sin2 x + sin x cos x + x cos2 x sin x cos x :
) yp (x) = xex . Hence,

yG:S: = yp + yh = ex (x + C1 sin x + C2 cos x) :

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS58

Problem 3.4.9 Find the general solution of the following second-order lin-
ear di¤erential equation, using the Method of Variation of Parameters:
y 00 + 3y 0 + 2y = sin (ex ) :

Solution: Auxiliary Equation: m2 + 3m + 2 = 0: ) (m + 1) (m + 2) = 0

) m 1 = 1 ; m2 = 2 ) yh = C1 e x + C2 e 2x :
We take y1 (x) = e x and y2 (x) = e 2x ; and write
yp (x) = V1 y1 + V2 y2 = V1 e x + V2 e 2x : We solve the following 2
equations:
y1 V10 + y2 V20 = 0:
y10 V10 + y20 V20 = Q (x) = sin (ex ) :
y1 y2 e x e 2x 3x
Wronskian of y1 ; y2 is W = = = e :
y10 y20 e x 2e 2x
0 y2 0 e 2x
V10 = =W = =e 3x = e3x ( e 2x
sin (ex ))
Q (x) y20 x
sin (e ) 2e 2x
) V10 = x x x
Z e sin (e )Z: Next, we use the.substitution z = e :
V1 = V10 dx = ex sin (ex ) dx = cos (ex )
y1 0 e x 0
V20 = 0 =W = e3x = e2x sin (ex )
y1 Q (x) e x sin (ex )
Z Z Z
) V2 = V1 dx =
0 2x x
e sin (e ) dx = z sin z dz (z = ex )
Z
) V2 = z cos z cos z dz = z cos z sin z = ex cos (ex ) sin (ex ) :
Consequently, yp (x) = V1 e x + V2 e 2x
= e x cos (ex ) + e 2x (ex cos (ex ) sin (ex ))
) yp (x) = 0 e 2x sin (ex ) : Finally,

) yG:S: = yp + yh = e 2x
sin (ex ) + C1 e x
+ C2 e 2x
:

Check: e2x yp (x) = sin (ex ) : We di¤erentiate both sides:

e yp + 2e yp = ex cos (ex )
2x 0 2x

We divide by ex : ex yp0 + 2ex yp = cos (ex )

We again di¤erentiate both sides w.r.t. x:
ex yp00 + ex yp0 + 2ex yp0 + 2ex yp = ex sin (ex )
) ex yp00 + 3ex yp0 + 2ex yp = ex sin (ex ) :
When we divide by ex , we get yp00 + 3yp0 + 2yp = sin (ex ) ;
which veri…es that this yp is a solution of the given di¤erential equation.
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS59

Problem 3.4.10 Find the general solution of the following linear

di¤erential equation, using the Method of Variation of Parameters:

d2 y dy
sin2 x 2 (sin x cos x) + sin2 x + 2 cos2 x y = 2 sin3 x;
dx2 dx

knowing that its homogeneous solution is: yh = C1 sin x + C2 x sin x:

Solution: We must start by "normalizing" this di¤erential equation, by

making the coe¢ cient of y 00 equal 1; in order to identify Q (x) correctly. So
we divide both sides by sin2 x and obtain the equation:
y 00 2 (cot x) y 0 + (1 + 2 cot2 x) y = 2 sin x.
in which Q (x) = 2 sin x:
We have yh = C1 y1 + C2 y2 ; with y1 = sin x and y2 = x sin x.
Their Wronskian is:
y1 y2 sin x x sin x
W = 0 0 =
y1 y2 cos x x cos x + sin x
) W = x sin x cos x + sin2 x x sin x cos x = sin2 x:
We compute two functions V1 (x) and V2 (x) such that
yp (x) = y1 V1 + y2 V2 ;
by solving the following two equations in V10 and V20 :

y1 V10 + y2 V20 = 0;
y10 V10 + y20 V20 = Q (x) = 2 sin x:
y2 Q
By Cramer’s Rule, V10 = W
= 2 x sin x sin x
sin2 x
= 2x
Z Z
) V1 = V1 dx =
0
2xdx = x2 ;
y1 Q
V20 = = 2 sinsinx 2sinx x = 2
W
Z Z
) V2 = V2 dx = 2 dx = 2x:
0

Consequently,
yp (x) = y1 V1 + y2 V2 = x2 sin x + 2xx sin x = x2 sin x:
Finally, yG:S: = yh + yp = (C1 + C2 x + x2 ) sin x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS60

Problem 3.4.11 Solve y 00 + 2y 0 15y = 8e3x .

Solution: Auxiliary Equation: m2 + 2m 15 = 0

) (m 3) (m + 5) = 0 ) m1 = 3; m2 = 5:
) Homogeneous solution is: yh = C1 e3x + C2 e 5x :
We take y1 (x) = e3x and y2 (x) = e 5x
; and write
yp (x) = V1 y1 + V2 y2 = V1 e + V2 e 5x :
3x

We solve the two equations:

y1 V10 + y2 V20 = 0:
y10 V10 + y20 V20 = Q (x) = 8e3x :

The Wronskian of y1 ; y2 is
y1 y2 e3x e 5x
W = = = 5e 2x 3e 2x = 8e 2x :
y10 y20 3e3x 5e 5x
Z Z
0 y2 Q 8e 2x
V1 = W = 8e 2x = 1: ) V1 = V1 dx = 1 dx = x:
0

Z Z
0 y1 Q 8e6x 8x
V2 = W == 8e 2x = e : ) V2 = V2 dx =
0
e8x dx = 1 8x
8
e
1 3x
Consequently, yp (x) = V1 e3x + V2 e 5x
= xe3x 8
e
General Solution is yG:S: = yp + yh = xe3x + C1 e 3x
+ C2 e 5x
.

Problem 3.4.12 Solve the following second-order linear di¤erential

equations, using the Method of Variation of Parameters:

1. y 00 4y = 16x3 + 36x2 + 180x + 80.

49
Final Answer: yG:S: = 2
39x 9x2 + 4x3 + C1 e2x + C2 e 2x
:

2. y 00 9y = 6e 3x
.
3x 3x
Final Answer: yG:S: = xe + C1 e + C2 e3x

3. y 00 + 9y = 6e 3x
.
1
Final Answer: yG:S: = 3
e 3x + C1 sin 3x + C2 cos 3x

4. y 00 + 6y 0 + 5y = 8ex :
Final Answer: yG:S: = 32 ex + C1 e x
+ C2 e 5x
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS61

3.5 The Method of Undetermined Coe¢ cients

3.5.1 Describing The Method
As we know, a particular solution yp (x) of a second-order linear di¤erential
equation is one (any one) solution of the equation itself.
When that equation has constant coe¢ cients; that is,

d2 y dy
a + b + cy = Q (x) : (3.25)
dx2 dx
whose three coe¢ cients a; b; c are constants, Q (x) 6= 0 and a 6= 0, we may
obtain a particular solution yp (x) by means of the (easier) Method of
Undetermined Coe¢ cients. This consists of the following …ve steps:
Step 1: Obtain the homgeneous solution yh (x) = C1 y1 + C2 y2 of (3.25);
that is, the solution of its corresponding homogeneous equation:

d2 y dy
a 2
+ b + cy = 0: (3.26)
dx dx
Step 2: Try to put Q (x) (the right-hand side of (3.25)) in a lineaer form

Q (x) = 1 f1 (x) + + n fn (x) (3.27)

of (mutually) indepedent functions f1 (x) ; ; fn (x), whereby its coe¢ cients

1 ; ; n are constant values. That form has to be stable under di¤erentiation;
i.e., its di¤erential derivative takes the same form, but with new values for
its coe¢ cients.
Those stable forms are limited to the following ones:

1. yp (x) = Aekx (exponential functions), because yp0 (x) = kAekx :

2. yp (x) = An xn + An 1 xn 1
+ An 2 x n 2
+ + A2 x 2 + A1 x + A0
(polynomials of degree n), because
yp0 (x) = 0xn + nAn xn 1
+ (n 1) An 1 xn 2
+ (n 2) An 2 xn 3
+ +
2A2 x + A1 :
Particular cases are:
yp (x) = A (constants),
yp (x) = Ax + B (polynomials of degree 1),
yp (x) = Ax2 + Bx + C (polynomials of degree 2),
yp (x) = Ax3 + Bx2 + Cx + D (polynomials of degree 3).
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS62

3. yp (x) = A sin !x + B cos !x; (sinusoidal and co-sinusoidal functions),

because yp0 (x) = !B sin !x + !A cos !x:
4. All …nite sums and multiples of the forms above. Examples are:
yp (x) = (Ax + B) ekx because yp0 (x) = (kAx + (A + kB)) ekx .
Also, yp (x) = A sinh kx + B cosh kx;
because yp0 (x) = kB sinh kx + kA cosh kx:
Step 3: Then assume that same form for yp (x), but with undetermined
coe¢ cients. This means that we write
yp (x) = A1 f1 (x) + + An fn (x) ; (3.28)
in which the functions f1 (x) ; ; fn (x), are those used in (3.27), and the
symbols A1 ; ; An denote undetermined constants, which will be
determined in the manner shown in Step 5 below.
Step 4: If the form yp (x), suggested in Step 2, has terms in common
with yh (x), then modify it by multiplying the whole form by the variable x.
Repeat this step, if necessary, until the …nal form of yp (x) has no terms in
common with yh (x) (see Remark 3.5.1 below).
Step 5: In the D.E. (3.25), substitute your last suggested form of yp (x)
for the unknown function y (x). Use the resulting equation to compute all
the undetermined coe¢ cients A1 ; ; An in that form.
Remark 3.5.1 (Digression) The modi…cation mentioned in Step 4 is a
must, and it works well. We can see this in the following simple case:
Suppose the form Y (x), obtained in Step 3, is contained within yh (x),
but that xY (x) is not. Then we cannot take yp (x) = Y (x), because Y (x) is
d2 y dy
a solution of the quation a dx 2 + b dx + cy = 0; so it cannot be a solution of

the equation (3.25) itself!

However, we can take yp (x) = xY (x) and substitute it for y in (3.25).
We then …nd that
2
a ddxy2p + b dy p
dx
+ cyp = a (xY00 + 2Y0 ) + b (xY0 + Y) + cxY
= x (aY + bY0 + cY) + (2aY0 + bY)
00

= 0 + 2aY0 + bY 6= 0, because yp (x) is not contained within yh (x) :

As all three terms 2aY0 , bY and Q have the same form, then we can well
use the equation:
2
a ddxy2p + b dyp
dx
+ cyp = 2aY0 + bY = Q
to compute all the undetermined coe¢ cients in the modi…ed form
yp (x) = xY (x).
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS63

Solve the following second-order linear di¤erential equations,

using the Method of Undetermined Coe¢ cients:

3.5.2 Lecture Examples

Problem 3.5.1 y 00 + 4y 0 12y = 18e3x :

Auxiliary Equation: m2 + 4m 12 = 0
) (m 2) (m + 6) = 0 ) m1 = 2; m2 = 6:
) Homogeneous solution is: yh = C1 e2x + C2 e 6x
:

) Particular solution takes the form: yp = Ae3x .

) yp0 = 3Ae3x ; ) yp00 = 9Ae3x :
) yp + 4yp 12yp = 9Ae3x = 18e3x
00 0
)A= 2
General Solution is yG:S: = yp + yh = 2e3x + C1 e2x + C2 e 6x
.

Problem 3.5.2 y 00 + 4y 0 12y = 24e2x :

As shown in the problem above, the homogeneous solution is:

yh = C1 e2x + C2 e 6x :

) Particular solution takes the form yp = Axe2x :

) yp0 = 2Axe2x + Ae2x ;
) yp00 = 4Axe2x + 2Ae2x + 2Ae2x = 4Axe2x + 4Ae2x
) yp00 + 4yp0 12yp = Ae2x (4x + 4 + 8x + 4 12x) = 8Ae2x = 24e2x :
) A = 3: ) yp = 3xe2x :
General Solution is
yG:S: = yp + yh = 3xe2x + C1 e2x + C2 e 6x = (3x + C1 ) e2x + C2 e 6x :

Problem 3.5.3 y 00 + 4y 0 + 3y = 13 cos 2x:

Auxiliary Equation: m2 + 4m + 3 = 0
) (m + 3) (m + 1) = 0 ) m1 = 3; m2 = 1:
) Homogeneous solution is: yh = C1 e 3x
+ C2 e x :

Particular solution takes the form: yp = A sin 2x + B cos 2x .

) yp0 = 2A cos 2x 2B sin 2x
) yp00 = 4A sin 2x 4B cos 2x
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS64

) yp00 + 4yp0 + 3yp

= 4A sin 2x 4B cos 2x + 8A cos 2x 8B sin 2x + 3A sin 2x + 3B cos 2x
= ( A 8B) sin 2x + (8A B) cos 2x = 0 sin 2x + 13 cos 2x
) A 8B = 0; 8A B = 13: ) A = 8B
) 65B = 13; B = 1=5 ) A = 8=5:
8 1
General Solution is yG:S: = yp + yh = sin 2x cos 2x + C1 e 3x + C2 e x .
5 5

Problem 3.5.4 y 00 + 4y = 8x2 :

Auxiliary Equation:
p mp2 + 4 = 0 p
) m1;2 = b b2 4ac
2a
= 0 0 16
2
= 6 2 144 = 24i = 2i = i
) =0 and =2
) yh = e (C1 sin ( x) + C2 cos ( x)) = C1 sin (2x) + C2 cos (2x) :
x

) Particular solution takes the form yp = Ax2 + Bx + C :

) yp0 = 2Ax + B; yp00 = 2A:
) yp00 + 4yp = 4Ax2 + 4Bx + (2A + 4C) = 8x2 + 0x + 0
) 4A = 8; 4B = 0; 2A + 4C = 0
) A = 2; B = 0; C= 1 ) yp = 2x2 1:
) yG:S: = yp + yh = 2x2 1 + C1 sin (2x) + C2 cos (2x) :

Problem 3.5.5 y 00 4y 0 + 13y = 50xe3x

Auxiliary Equation:
p mp2 4m + 13 p = 0
) m1;2 = b 2
b 4ac 4 16 52 4 36
2a
= 2
= 2
= 4 26i
) m1;2 = 2 3i = i ) Homogeneous solution is:
) yh = e (C1 sin ( x) + C2 cos ( x)) = e2x (C1 sin (3x) + C2 cos (3x)) :
x

) Particular solution takes the form yp = Axe3x + Be3x = (Ax + B) e3x :

) yp0 = (3Ax + A + 3B) e3x ; yp00 = (9Ax + 6A + 9B) e3x :
) yp 4yp +13yp = (9Ax + 6A + 9B 12Ax 4A 12B + 13Ax + 13B) e3x
00 0

= 10Axe3x + (2A + 10B) e3x = 50xe3x + 0e3x

) 10A = 50; ) A = 5. Also, 2A + 10B = 0 )B= 1
) yp = (5x 1) e3x )General Solution is
yG:S: = yp + yh = (5x 1) e3x + e2x (C1 sin (3x) + C2 cos (3x)) :
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS65

3.5.3 Classroom Exercises

Problem 3.5.6 y 00 + 4y = 8 sin (2x) + 12 cos (2x)

Homogeneous solution yh = C1 sin (2x) + C2 cos (2x) :(Problem (3.5.4))

) Particular solution takes the form yp = Ax sin (2x) + Bx cos (2x) :

) yp = 2Ax cos (2x) 2Bx sin (2x) + A sin (2x) + B cos (2x) ;
0

yp00 = 4Ax sin (2x) 4Bx cos (2x)+2A cos (2x) 2B sin (2x)+2A cos (2x)
2B sin (2x)
= ( 4Ax 4B) sin (2x) + ( 4Bx + 4A) cos (2x)
) yp +4yp = ( 4Ax 4B) sin (2x)+( 4Bx + 4A) cos (2x)+4Ax sin (2x)+
00

4Bx cos (2x)

= 4B sin (2x) + 4A cos (2x) = 8 sin (2x) + 12 cos (2x)
) A = 3; B=2 ) yp = 3x sin (2x) + 2x cos (2x) :
General Solution is yG:S: = yp + yh = (3x + C1 ) sin (2x) + (2x + C2 ) cos (2x) :

Problem 3.5.7 y 00 3y 0 + 2y = 2e2x

Auxiliary Equation: m2 3m + 2 = 0
) (m 1) (m 2) = 0 ) m1 = 1; m2 = 2:
) Homogeneous solution is: yh = C1 ex + C2 e2x :

) Particular solution takes the form yp = Axe2x :

) yp0 = 2Axe2x + Ae2x ;
) yp00 = 4Axe2x + 2Ae2x + 2Ae2x = 4Axe2x + 4Ae2x
) yp00 3yp0 + 2yp = Ae2x (4x + 4 6x 3 + 2x) = Ae2x = 2e2x :
) A = 2: ) yp = 2xe2x :
General Solution is yG:S: = yp + yh = 2xe2x + C1 ex + C2 e2x :

Problem 3.5.8 y 00 + 4y 0 + 4y = 6e 2x
:

Auxiliary Equation: m2 + 4m + 4 = 0
) (m + 2)2 = 0 ) m1 = m2 = 2:
) Homogeneous solution is: yh = C1 e 2x
+ C2 xe 2x
:

) Particular solution takes the form yp = Ax2 e 2x :

) yp0 = 2Ax2 e 2x + 2Axe 2x = Ae 2x ( 2x2 + 2x) ;
) yp00 = 4Ax2 e 2x 4Axe 2x 4Axe 2x + 2Ae 2x = Ae 2x (4x2 8x + 2)
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS66

) yp00 + 4yp0 + 4yp = Ae 2x

(4x2 8x + 2 8x2 + 8x + 4x2 ) = 2Ae 2x
=
2x
6e
) A = 3: ) yp = 3x2 e 2x
:
General Solution is yG:S: = yp + yh = 3x2 e 2x
+ (C1 + C2 x) e 2x
:

Problem 3.5.9 y 00 + 6y 0 + 45y = 81 sin (6x) + 18 cos (6x)

Auxiliary Equation:
p m2p+ 6m + 45 =p0
) m1;2 = b 2ab 4ac = 6 236 180 = 6 2 144 = 6 2 12i
2

) m1;2 = 3 6i = i ) = 3 and =6
) Homogeneous solution is:
yh = e x (C1 sin ( x) + C2 cos ( x)) = e 3x (C1 sin (6x) + C2 cos (6x)) :

) Particular solution takes the form yp = A sin (6x) + B cos (6x) :

) yp0 = 6A cos (6x) 6B sin (6x) ; yp00 = 36A sin (6x) 36B cos (6x) :
) yp +6yp +45yp = ( 36A 36B + 45A) sin (6x)+( 36B + 36A + 45B) cos (6x)
00 0

= (9A 36B) sin (6x)+(36A + 9B) cos (6x) = 81 sin (6x)+18 cos (6x)
) 9A 36B = 81; 36A + 9B = 18 ) A = 1. and B = 2
) yp = sin (6x) 2 cos (6x) : General Solution is
yG:S: = yp + yh = sin (6x) 2 cos (6x) + e 3x (C1 sin (6x) + C2 cos (6x)) :

Problem 3.5.10 y 00 6y 0 + 9y = (4 + 4x) ex ; y (0) = 1; y 0 (0) = 1

Auxiliary Equation: m2 6m + 9 = 0
) (m 3) = 0
2
) m1 = m2 = 3:
) Homogeneous solution is: yh = (C1 + C2 x) e3x :

) Particular solution takes the form: yp = (A + Bx) ex .

) yp0 = (A + B + Bx) ex
) yp00 = (A + 2B + Bx) ex
) yp00 6yp0 + 9yp = (A + 2B + Bx 6A 6B 6Bx + 9A + 9Bx) ex
= (4A 4B) ex + 4Bxex = 4ex + 4xex
) 4A 4B = 4; 4B = 4: )B=1 ) A = 2:
General Solution is yG:S: = yp + yh = (2 + x) ex + (C1 + C2 x) e3x .
y (0) = 2 + C1 = 1 ) C1 = 3
y 0 (x) = (3 + x) ex + (2C1 + C2 + 2C2 x) e3x
y 0 (0) = 3 + 2C1 + C2 = 1 ) C4 = 4
) Solution is y (x) = (2 + x) ex + (4x 3) e3x
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS67

Problem 3.5.11 y 00 8y 0 + 25y = 75x2 23x 52

Auxiliary Equation:
p mp2 8m + 25p= 0
) m1;2 = b b2 4ac
2a
= 8 64 100
2
= 8 2 36 = 8 6i
2

) m1;2 = 4 3i = i ) Homogeneous solution is:

) yh = e (C1 sin ( x) + C2 cos ( x)) = e 4x (C1 sin (3x) + C2 cos (3x)) :
x

) Particular solution takes the form

yp = Ax2 + Bx + C :

) yp0 = 2Ax + B; yp00 = 2A:

) yp00 8yp0 + 25yp = 2A 16Ax 8B + 25Ax2 + 25Bx + 25C
= 25Ax2 + ( 16A + 25B) x + (2A 8B + 25C) = 75x2 23x 52
) 25A = 75; ) A = 3;
16A + 25B = 23 ) 25B = 16A 23 = 25 ) B = 1;
2A 8B + 25C = 52 ) 25C = 2A + 8B 52 = 6 + 8 52 = 50
)C= 2 General Solution is
yG:S: = yp + yh = 3x2 + x 2+e 4x
(C1 sin (3x) + C2 cos (3x)) :

Problem 3.5.12 y 00 2y 0 = 6x2 6x 8

Auxiliary Equation: m2 2m = 0
) m (m 2) = 0 ) m1 = 0; m2 = 2:
) Homogeneous solution is: yh = C1 + C2 e2x :
) Particular solution has form:

yp = x (Ax2 + Bx + C) = Ax3 + Bx2 + Cx :

) yp0 = 3Ax2 + 2Bx + C: ) yp00 = 6Ax + 2B

) yp00 2yp0 = 6Ax + 2B 2 (3Ax2 + 2Bx + C)
= 6Ax2 + (6A 4B) x + (2B 2C) = 6x2 6x 8
) A = 1; 6A 4B = 6; ) B = 3;
2B 2C = 8 ) C = 7:
General Solution is yG:S: = yp + yh = x3 + 3x2 + 7x + C1 + C2 e2x .
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS68

3.5.4 Revision Problems

Problem 3.5.13 y 00 4y = 16e2x
Auxiliary Equation: m2 4 = 0
) (m 2) (m + 2) = 0 ) m1 = 2; m2 = 2:
) Homogeneous solution is: yh = C1 e + C2 e 2x :
2x

) Particular solution takes the form: yp = Axe2x .

) yp0 = (2x + 1) Ae2x ) yp00 = (4x + 4) Ae2x
) yp00 4yp = (4x + 4 4x) Ae2x = 4Ae2x = 16e2x :
) A = 4: ) yp = 4xe2x :
General Solution is yG:S: = yp + yh = (4x + C1 ) e2x + C2 e 2x
.

Problem 3.5.14 y 00 + 5y 0 + 6y = 2e 3x
; y (0) = 1; y 0 (0) = 4:
Auxiliary Equation: m2 + 5m + 6 = 0
) (m + 3) (m + 2) = 0 ) m1 = 3; m2 = 2:
) Homogeneous solution is: yh = C1 e 3x
+ C2 e 2x :

) Particular solution: yp = Axe 3x : ) yp0 = 3Axe 3x + Ae 3x

;
) yp00 = 9Axe 3x 3Ae 3x 3Ae 3x = 9Axe 3x 6Ae 3x
) yp00 + 5yp0 + 6yp = Ae 3x (9x 6 15x + 5 + 6x) = Ae 3x = 2e 3x
:
) A = 2: ) yp = 2xe 3x :
3x 3x 2x
General Solution is yG:S: = yp + yh = 2xe + C1 e + C2 e :
Using the two given initial conditions, we get C1 = 4 and C2 = 3:
) y (x) = 2xe 3x + 4e 3x 3e 2x .

Problem 3.5.15 y 00 + y = 6 sin (x) 2 cos (x)

p
Auxiliary Equation: m2 + 1 = 0: ) m1;2 = 1= i= i
) yh = e (C1 sin ( x) + C2 cos ( x)) = C1 sin (x) + C2 cos (x) :
x

) Particular solution: yp = Ax sin (x) + Bx cos (x) :

) yp0 = Ax cos (x) Bx sin (x) + A sin (x) + B cos (x) ;
yp00 = Ax sin (x) Bx cos (x)+A cos (x) B sin (x)+A cos (x) B sin (x)
= ( Ax 2B) sin (x) + ( Bx + 2A) cos (x)
) yp00 + yp = 2B sin (x) + 2A cos (x) = 6 sin (x) 2 cos x
) A = 1; B= 3 ) yp = x sin (x) 3x cos (x) :
) yG:S: = yp + yh = ( x + C1 ) sin x + ( 3x + C2 ) cos x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS69

In the next three problems, we solve a second-order linear di¤erential

equation by means of the three methods of Variation of Parameters, Unde-
termined Coe¢ cients and Order Reduction.

Problem 3.5.16 Find the general solution of the following second-order

linear di¤erential equation, using the Method of Variation of Parameters:
y 00 + 9y = 27 cos2 3x 9:

Auxiliary Equation:
p m2 + 9 = 0 ) m2 = 9
) m1;2 = 9 = 3i = i
) =0 and =3
) yh = e (C1 sin x + C2 cos x) = C1 sin 3x + C2 cos 3x :
x

We take y1 (x) = sin 3x and y2 (x) = cos 3x; and write

yp (x) = V1 y1 + V2 y2 = V1 sin 3x + V2 cos 3x:
We solve the following two equations:
y1 V10 + y2 V20 = V10 sin 3x + V20 cos 3x = 0:
y10 V10 + y20 V20 = V10 cos 3x V20 sin 3x = Q (x) = 27 cos2 3x 9:
0 y2 0 cos 3x
Q (x) y20 27 cos2 3x 9 3 sin 3x 9 cos 3x 27 cos3 3x
V10 = = = 3 sin2 3x 3 cos2 x
y1 y2 sin 3x cos 3x
y10 y20 3 cos 3x 3 sin 3x
3(9 cos3 3x 3 cos 3x)
= 3
= 9 cos3 3x 3 cos 3x = 9 cos 3x 1 sin2 3x 3 cos 3x
) V10 = Z6 cos 3x 9Zsin2 3x cos 3x
) V1 = V10 dx = 6 cos 3x 9 sin2 3x cos 3x dx = 2 sin 3x sin3 3x:
y1 0 y y sin 3x 0
V20 = = 10 20 = = ( 3)
y10 Q (x) y1 y2 3 cos 3x 27 cos2 3x 9
) V20 = Z27 sin 3x cos 33xZ 9 sin 3x = 3 sin 3x 9 sin 3x cos2 3x:
2

) V2 = V10 dx = 3 sin 3x 9 sin 3x cos2 3x dx = cos 3x + cos3 3x

Consequently, yp (x) = V1 y1 + V2 y2 = V1 sin 3x + V2 cos 3x
= 2 sin2 3x sin4 3x cos2 3x + cos4 3x
2
= 2 sin2 3x sin4 3x 1 sin2 3x + 1 sin2 3x
= 2 sin2 3x sin4 3x 1 + sin2 3x + 1 2 sin2 3x + sin4 3x
) yp (x) = sin2 3x: Finally,

) yG:S: = yp + yh = sin2 3x + C1 sin 3x + C2 cos 3x:

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS70

Problem 3.5.17 Find the general solution of the following second-order

linear di¤erential equation, using the Method of Undetermined Coe¢ cients:
y 00 + 9y = 27 cos2 3x 9:

As shown in the preceding problem,

yh = C1 sin 3x + C2 cos 3x :
We assume the following form for a particular solution yp (x) of the given
equation:
yp = A sin 6x + B cos 6x + K:
) yp0 = 6A cos 6x 6B sin 6x + 0;
yp00 = 36A sin 6x 36B cos 6x:
We substitute yp for y in the given equation:
) yp00 + 9yp = ( 36 + 9) A sin 6x + ( 36 + 9) B cos 6x + 9K
27
= 27A sin 6x 27B cos 6x + 9K = 27 cos2 3x 9 = (1 + cos 6x) 9=
2
27 9
0 sin 6x + cos 6x +
2 2
Coe¢ cients of sin 6x: 27A = 0: ) A = 0:
27 1
Coe¢ cients of cos 6x: 27B = : )B= :
2 2
9 1
Coe¢ cients of 1: 9K = : )K= :
2 2
1 1 2
Hence, yp = cos 6x + = sin 3x:
2 2

) yG:S: = yp + yh = sin2 3x + C1 sin 3x + C2 cos 3x:

Problem 3.5.18 Find the general solution of the following second-order

linear di¤erential equation, using the Method of Order Reduction:
y 00 + 9y = 27 cos2 3x 9:

As shown in Problem (3.5.16),

yh = C1 sin 3x + C2 cos 3x :
We take y1 (x) = sin 3x ) y 0 = 3 cos 3x; ) y 00 = 9 sin 3x:
y(x)
and we take U (x) = y1 (x)
;
) y = U:y1 = U: sin 3x; y = U:y10 + U 0 y1 = 3U cos 3x + U 0 sin 3x
0

) y" = U:y1 :U + 2U :y1 + U ":y1 = 9U sin 3x + 6U 0 cos 3x + U 00 sin 3x:

00 0 0

When we substitute in the given d.e., we obtain:

y 00 + 9y = 9U sin 3x + 6U 0 cos 3x + U 00 sin 3x + 9U sin 3x = 1 3 cos2 3x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS71

) 6U 0 cos 3x + U 00 sin 3x = 27 cos2 3x 9:

and we obtain U 00 + 6 (cot 3x) U 0 = 27 cos2 3x csc 3x 9 csc 3x:
This is a …rst-order linear di¤erential equation in the unknown function
U 0,
with p = 6 cot 3x , Q = csc 3x 3 cos2 3x csc 3x and Integrating factor:
R R

= e2 ln(sinR 3x) = eln(sin 3x) = sin2 3x:

p dx 6 cot 3x dx 2
= eR =e
) U0 = 1 q dx + C = csc2 3x 27 cos2 3x: sin 3x 9 sin 3xdx + C
) U 0 = csc2 3x ( 3 cos3 3x + 3 cos 3x + C) = 3 csc2 3x: cos 3x ( cos2 3x + 1)+
C csc2 3x:
) U 0 = R3 csc2 3x: cos 3x: sin R
2
3x + C csc2 R3x = 3 cos 3x + C csc2 3x
) U = U 0 dx + K = 3 cos 3xdx + C csc2 3xdx + K
) U = sin 3x C3 cot 3x + K:
) yG:S: = y1 U = sin2 3x + K sin 3x + C1 cos 3x:

Problem 3.5.19 y 00 + y 0 6y = (14x 5) e4x

Auxiliary Equation: m2 + m 6 = 0: ) (m + 3) (m 2) = 0
) m1 = 3; m2 = 2: ) yh = C1 e 3x
+ C2 e2x :
) Particular solution yp = (Ax + B) e4x :
) yp0 = (4Ax + A + 4B) e4x ; yp00 = (16Ax + 4A + 16B + 4A) e4x :
) yp + yp 6yp = (16Ax + 8A + 16B + 4Ax + A + 4B 6Ax 6B) e4x
00 0

= 14Axe4x + (9A + 14B) e4x = 14xe4x 5e4x

) 14A = 14; ) A = 1. Also, 9A + 14B = 5 )B= 1
) yG:S: = yp + yh = (x 1) e + C1 e
4x 3x 2x
+ C2 e .

Solve the following second-order linear di¤erential equations,

using the Method of Undetermined Coe¢ cients:

Problem 3.5.20 y 00 7y 0 + 12y = 12x2 14x + 26:

Final Answer: y = x2 + 2 + C1 e4x + C2 e3x :

Problem 3.5.21 y 00 + 6y 0 27y = 81x2 63x + 27:

Final Answer: y= 1+x 3x2 + C1 e3x + C2 e 9x
:

Problem 3.5.22 y 00 + 4y 0 + 5y = 10ex :

Final Answer: y = ex + C1 e 2x
sin x + C2 e 2x
cos x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS72

Problem 3.5.23 y 00 6y 0 + 5y = 4ex :

Final Answer: y = xex + C1 ex + C2 e5x :

Problem 3.5.24 y 00 5y 0 + 4y = 20 sin 2x:

Final Answer: y = 2 cos 2x + C1 ex + C2 e4x :

Problem 3.5.25 y 00 + 2y 0 3y = 130 sin x + 10 cos x:

Final Answer: y = 11 cos x + 27 sin x + C1 ex + C2 e 3x

:

Problem 3.5.26 y 00 + 2y 0 + 5y = 3 sin 2x + 12 cos 2x:

x
Final Answer: y = 3 sin 2x + C1 (cos 2x) e + C2 (sin 2x) e x :

Problem 3.5.27 y 00 = 220x9 112x6 + 12x2 :

Final Answer: y = 2x11 2x8 + x4 + C1 x + C2 :

Problem 3.5.28 y 00 + 2y 0 15y = 8e3x .

Final Answer: y = xe3x + C1 e3x + C2 e 5x

:

Problem 3.5.29 y 00 y0 6y = 15e 2x

.
2x
Final Answer: yG:S: = 3xe + C1 e3x + C2 e 2x
:

Problem 3.5.30 y 00 + 2y 0 8y = 18e2x :

Final Answer: yG:S: = 3xe2x + C1 e2x + C2 e 4x

:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS73

Problem 3.5.31 Solve each one of the following second-order linear

di¤erential equations, using more than one method of solution:

1. y 00 + y = 6 sin x + 2 cos x.
Final Answer: yG:S: = (x + C1 ) sin x + (3x + C2 ) cos x:

2. y 00 2y 0 + y = 12xe3x .
Final Answer: yG:S: = C1 ex + C2 xex 3e3x + 3xe3x :

3. y 00 2y 0 + y = 12xex .
Final Answer: yG:S: = C1 ex + C2 xex + 2x3 ex :

4. y 00 4y 0 + 4y = xe3x :
Final Answer: yG:S: = C1 e2x + C2 xe2x + 2e3x xe3x :

5. y 00 + 2y 0 15y = 14e 4x
.
Final Answer: yG:S: = C1 e3x + C2 e 5x
2e 4x
:

6. y 00 + y = 6 cos x.
Final Answer: yG:S: = C1 sin x + C2 cos x + 3x sin x:

7. y 00 y = 6 cos x.
Final Answer: yG:S: = C1 ex + C2 e x
3 cos x:

8. y 00 2y 0 + y = 12xe3x .
Final Answer: yG:S: = C1 ex + C2 xex 3e3x + 3xe3x :

9. y 00 2y 0 + y = 12xex .
Final Answer: yG:S: = C1 ex + C2 xex + 2x3 ex :

10. y 00 2y 0 + 10y = 50xe2x .

Final Answer: yG:S: = C1 ex sin 3x + C2 ex cos 3x + e2x 5xe2x :

11. y 00 + 8y0 + 25y = 80 cos 5x:

12. y 00 2y 0 + y = 2 cos x :

13. y 00 14y 0 + 45y = 4e5x :

14. y 00 + 6y 0 + 13y = 10e2x + 29xe2x :

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS74

3.6 Cauchy-Euler Di¤erential Equations

Leonhard Euler (15 April 1707 Basel, Switzerland - 18 September
1783).

Augustin-Louis Cauchy (21 August 1789 Paris, France - 23 May 1857).

3.6.1 Description and Method of Solution

A Cauchy-Euler Di¤erential Equation is a linear di¤erential equation that
takes the form:

an xn y (n) + an 1 xn 1 y (n 1)
+ + a2 x2 y 00 + a1 xy 0 + a0 y = f (x) ; (3.29)
dy d2 y dk y
where y 0 = dx
; y 00 = dx2
and y (k) = dxk
.

Theorem 10 (Cauchy-Euler) When we use the substitution

x = et ; (3.30)

that is,
t = ln x; (3.31)
and we let be the following di¤erentail operator:
d
= ; (3.32)
dt
we …nd that, for all natural numbers n :
!
Y1
n
n (n)
x y = ( k) y = ( 1) ( 2) ( (n 1))y: (3.33)
| {z }
k=0 n multiples

Proof. For any continuously di¤erentiable function z (x) we have, by Chain

Rule:
dz det
z = dz(x(t))
dt
dz dx
= dx : dt = dx dz t
: dt = dx e:

dz
) z=x : (3.34)
dx
We use Mathematical Induction:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS75

Induction hypothesis: Suppose that, for some natural number n :

!
Y1
n
xn y (n) = ( k) y: (3.35)
k=0

This hypothesis is true for n = 1; by (3.34).

Induction step:
Suppose (3.35). We then have:
Q
n nQ1 nQ1
( k) y = ( n) ( k) y = ( n) ( k) y
k=0 k=0 k=0
=( n) xn y (n) (by hypothesis (3.35))
n (n)
= x y n xn y (n)
d
= x dx xn y (n) nxn y (n) using (3.34)
d n d (n)
= x dx x y (n) + xn dx y nxn y (n)
= x nxn 1 y (n) + xn y (n+1) nxn y (n)
= xn+1 y (n+1) :
This establishes that the induction hypothesis (3.35) is true also for n+1.
(This is called the induction step.)
As this hypothesis holds for n = 1; by (3.34), then it must be true for all
positive integers n: This completes the proof.

Now, by using the substitutions (3.30) and (3.33), the Cauchy-Euler

di¤erential equation (3.29) becomes a linear di¤erential equation with
constant coe¢ cients, which we can solve by means of the methods of the
previous two sections.

Instances of (3.33) are:

xy 0 = y;
2
x2 y 00 = ( 1) y = y;
3 000 3 2
xy = ( 1) ( 2) y = 3 +2 y;
4 3 2
x4 y (4) = ( 1) ( 2) ( 3) y = 6 + 11 6 y:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS76

Find the general solutions of the following di¤erential equations:

3.6.2 Lecture Examples

Problem 3.6.1 x2 y 00 4xy 0 + 4y = 10 sin (ln (x2 )) :

This is a Cauchy-Euler di¤erential equation.

Let x = et . Then ln x = t and
xy 0 = y; x2 y 00 = ( 1) y = 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y 4 y + 4y = 2 5 + 4 y = 10 sin (2t) :
Auxiliary Equation: m2 5m + 4 = 0
) (m 1) (m 4) = 0 ) m1 = 1; m2 = 4:
) Homogeneous solution is: yh (t) = C1 et + C2 e4t :

) Particular solution takes the form yp (t) = A sin (2t) + B cos (2t) :
) yp = 2B sin (2t) + 2A cos (2t)
) 2 yp = 4A sin (2t) 4B cos (2t)
) 2 5 + 4 yp = 10B sin (2t) 10A cos (2t) = 10 sin (2t)
) A = 0; B = 1: ) yp (t) = cos (2t) :
General Solution is yG:S: (t) = yp + yh = cos (2t) + C1 et + C2 e4t .
As a function in x; this general solution becomes
yG:S: (x) = cos (2 ln x) + C1 x + C2 x4 :

3.6.3 Classroom Exercises

18
Problem 3.6.2 x2 y 00 + 9xy 0 + 25y = x4

This is a Cauchy-Euler di¤erential equation.

Let x = et . Then t = ln x and
xy 0 = y; x2 y 00 = ( 1) y = 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y + 9 y + 25y = (e18
t )4 ; that is,

2 4t
+ 8 + 25 y = 18e :

Auxiliary Equation: m2 + 8m + 25 = 0
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS77
p p p
) m1;2 = b 2ab 4ac = 8 264 100 = 8 2
2 36
= 82 6i
) m1;2 = 4 3i = i ) = 4 and =3
and yh = e t (C1 sin ( t) + C2 cos ( t)) :
yh (t) = e 4t (C1 sin (3t) + C2 cos (3t)) :
) Particular solution takes the form: yp = Ae 4t
) yp = 4Ae 4t
) 2 yp = 16Ae 4t
) 2 + 8 + 25 yp = Ae 4t (16 32 + 25) = 9Ae 4t = 18e 4t :
) A = 2: ) yp (t) = 2e 4t :
General Solution is yG:S: (t) = yp + yh = 2e 4t + e 4t (C1 sin (3t) + C2 cos (3t)) .
As a function in x; this general solution becomes
yG:S: (x) = x14 (2 + C1 sin (3 ln x) + C2 cos (3 ln x)) :

Problem 3.6.3 x2 y 00 5xy 0 + 9y = 36 cos (3 ln x)

This is a Cauchy-Euler di¤erential equation.

Let x = et . Then ln x = t and
xy 0 = y; x2 y 00 = ( 1) y = 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y 5 y + 9y
= 2 6 + 9 y = 36 cos 3t:
Auxiliary Equation: m2 6m + 9 = 0
) (m 3) = 02
) m1 = m2 = 3:
) Homogeneous solution is: yh (t) = C1 e3t + C2 te3t :
) Particular solution takes the form: yp = A sin 3t + B cos 3t
) yp = 3A cos 3t 3B sin 3t
) 2 yp = 9A sin 3t 9B cos 3t
) 2 6 + 9 yp = 18A cos 3x + 18B sin 3x = 36 cos 3t
) A = 2; B = 0: ) yp (t) = 2 sin 3t:
General Solution is yG:S: (t) = yp + yh = 2 sin 3t + C1 e3t + C2 te3t .
As a function in x; this general solution becomes
yG:S: (x) = 2 sin (3 ln x) + C1 x3 + C2 x3 ln x:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS78

3.6.4 Revision Problems

Find the general solutions of the following di¤erential equations:

Problem 3.6.4 x2 y 00 2xy 0 + 2y = 5x2 :

This is a Cauchy-Euler di¤erential equation.

Let x = et . Then t = ln x and
xy 0 = y; x2 y 00 = ( 1) y = 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y 2 y + 2y
2
= 3 + 2 y = 5e2t :
Auxiliary Equation: m2 3m + 2 = 0
) (m 1) (m 2) = 0 ) m1 = 1; m2 = 2:
) yh = C1 e + C2 e :
t 2t

) Particular solution takes the form: yp = Ate2t

) yp = 2Ate2t + Ae2t
) 2 yp = 4Ate2t + 4Ae2t
) 2 3 + 2 yp = Ae2t (4t + 4 6t 3 + 2t) = Ae2t = 5e2t :
) A = 5; yp (t) = 5te2t :

) General solution is:: yG:S: (t) = yp + yh = (5t + C2 ) e2t + C1 et :

As a function in x; this general solution becomes
yG:S: (x) = (C2 + 5 ln x) x2 + C1 x:

Problem 3.6.5 x2 y 00 5xy 0 + 9y = 6x3 :

This is a Cauchy-Euler di¤erential equation.

Let x = et . Then t = ln x and
xy 0 = y; x2 y 00 = ( 1) y = 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y 5 y + 9y
2
= 6 + 9 y = 6e3t :
Auxiliary Equation: m2 6m + 9 = 0
) (m 3) = 02
) m1 = m2 = 3:
) yh (t) = e (C1 + C2 t) :
3t

) Particular solution takes the form: yp = At2 e3t

CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS79

) yp = 3At2 e3t + 2Ate3t

) 2 yp = 9At2 e3t + 12Ate3t + 2Ae3t
) 2 6 + 9 yp = Ae3t (9t2 + 12t + 2 18t2 12t + 9t2 ) = 2Ae3t =
6e3t
) A = 3; yp (t) = 3t2 e3t :
) General solution is:: yG:S: (t) = yp (t) + yh (t) = e3t (C1 + C2 t + 3t2 )
As a function in x; this general solution becomes
yG:S: (x) = x3 C1 + C2 ln x + 3 (ln x)2 :

Problem 3.6.6 x2 y 000 + xy 00 4y 0 = 24x2 :

We mulitply both sides by x; in order to get the following Cauchy-Euler
di¤erential equation:
x3 y 000 + x2 y 00 4xy 0 = 24x3 :
Let x = et . Then xy 0 = y; x2 y 00 = ( 1) y = 2 y; and
3 000 3 2
xy = ( 1) ( 2) y = 3 + 2 y:
This equation becomes the follwing di¤erential equation in the unkown
function y (t) :
3
3 2+2 y+ 2 y 4 y = 24e3t :
) 3
2 2 3t
3 y = 24e ; that is,
2
2 3 V = 24e3t ;
where V = dydt
:
Auxiliary Equation: m2 2m 3 = 0
) (m + 1) (m 3) = 0 ) m1 = 1; m2 = 3:
) Homogeneous solution is: Vh = C1 e t
+ C2 e3t :
) Particular solution takes the form Vp = Ate3t :
) Vp = 3Ate3t + Ae3t :
) 2 Vp = 9Ate3t + 3Ae3t + 3Ae3t = 9Ate3t + 6Ae3t :
) 2 2 3 Vp = Ae3t (9t + 6 6t 2 3t) = 4Ae3t = 24e3t :
) A = 6: ) Vp = 6te3t :
) dydt
G:S:
= VG:S: = Vp + Vh = 6te3t + C2 e3t + C1 e t
R dyG:S: R
) yG:S:
R (t) = dt
dt = (6te3t + C2 e3t + C1 e t ) dt
3t 3t C2 3t 2 C2
= 2te 2 e dt + 3 e C1 e = 2t 3 + 3 e3t C1 e t :
t

) yG:S: (t) = (K2 + 2t) e3t + K1 e t :

As a function in x; this general solution becomes
yG:S: (x) = x3 (K2 + 2 ln x) + Kx1 :
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS80

Problem 3.6.7 Find the general solution of the following linear

di¤erential equation:
2
2d y
dy
x + 9y = 12 sin (3 ln x) + 6 cos (3 ln x) :
+x
dxdx2
This is a Cauchy-Euler di¤erential equation.
Let x = et . Then ln x = t and
2
xy 0 = y; x2 y 00 = ( 1) y = y y:
d2 y
) x2 dx2 + x dx
dy
+ 9y = 2
y y + y + 9y = 2
y + 9y
The equation becomes the follwing di¤erential equation in the unkown
function y (t) :
2
y + 9y = 12 cos (3t) :
Auxiliary Equation: m2 + 9 = 0: ) m2 = 9
p
) m1;2 = 9 = 0 3i = i
) with = 0 and =3
Homogeneous solution is: yh (t) = C1 sin 3t + C2 cos 3t:

) Particular solution takes the form yp (t) = At sin 3t + Bt cos 3t :

) yp = A (3t cos 3t + sin 3t) + B ( 3t sin 3t + cos 3t) ;
2
yp = A ( 9t sin 3t + 6 cos 3t) + B ( 9t cos 3t 6 sin 3t)
) 2
yp + 9yp
= 9At sin 3t + 6A cos 3t 9Bt cos 3t 6B sin 3t + 9At sin 3t + 9Bt cos 3t
= 6A cos 3t 6B sin 3t = 12 sin 3t + 6 cos 3t
) A = 1; B= 2
) yp (t) = t sin 3t 2t cos 3t:
Therefore, yG:S: (t) = yp (t) + yh (t) = t sin 3t 2t cos 3t + C1 sin 3t +
C2 cos 3t
= (C1 + t) sin 3t + (C2 2t) cos 3t:
) yG:S: (x) = (C1 + ln x) sin (3 ln x) + (C2 2 ln x) cos (3 ln x) :

Problem 3.6.8 Find the general solution of the following linear di¤erential
equation:
d2 y dy
x2 2 5x + 5y = 8x:
dx dx
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS81

3.7 Applications of Linear Di¤erential

Equations in Engineering
3.7.1 Series LC-Circuits
Problem 3.7.1 In a series LC-circuit, L is the inductane and C is the
capacitance. The symbol x denotes time. and I (x) denotes electric current.
This is governed by the following equation:
Z
dI 1
L + I (x) dx = E (x) ;
dx C
in which E (x) is the electric potential applied to the circuit. When we
di¤erentiate both sides w.r.t. the time x, we get the following di¤erential
equation:
d2 I 1 dE (x)
L 2+ I= : (3.36)
dx C dx
Obtain a formula for the current I when the input potential is given by

E (x) = E cos (!x) = E sin (!x + 3 =2:) ; (3.37)

with frequency ! and amplitude E .

Solution: Equation (3.36) becomes:

d2 I 1 !E
2
+ I= sin (!x) : (3.38)
dx LC L
For convenience, we rewrite this equation as follows:
d2 I !E
2
+ !2I = sin (!x) ; (3.39)
dx L
whereby ! denotes the following constant value:
1
! =p : (3.40)
LC
Auxiliary Equation: m2 + ! 2 = 0:
Its two roots are m1;2 = 0 i! :
The homogeneous solution of (3.39) is:

x x
Ih = C1 sin p + C2 cos p : (3.41)
LC LC
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS82

In order to compute a particular solution of (3.39), we have to consider

two separate cases:
1
Case 1: When ! 6= ! = p :
LC
A particular solution can be assumed in the following form:
Ip = A sin (!x) + B cos (!x) :
) Ip0 = !B sin (!x) + !A cos (!x) ;
Ip = ! A sin (!x) ! 2 B cos (!x) :
00 2

) Ip00 + ! 2 Ip = A (! 2 ! 2 ) sin (! x) + B (! 2 ! 2 ) cos (! x)

!E !E
= sin (! x) : )A= and B = 0: Hence,
L L (! 2 ! 2 )
!E !CE
Ip = 2 2
sin (!x) = sin (!x) : (3.42)
L (! ! ) 1 LC! 2
The general solution of (3.39) is I = Ip + Ih .
1
Case 2: When ! = ! = p .
LC
In this case, equation (3.39) becomes:
d2 I 2 !E
+ ! I = sin (! x) : (3.43)
dx2 L
Its homogeneous solution remains as in Case 1:
Ih = C1 sin (! x) + C2 cos (! x) : (3.44)
which includes the right-hand side of (3.43). Therefore, its particular solu-
tion must be assumed in the following modi…ed form:
Ip = Ax sin (! x) + Bx cos (! x) : (3.45)
) Ip0 = (A ! Bx) sin (! x) + (! Ax + B) cos (! x) ;
Ip00 = ( ! 2 Ax 2! B) sin (! x) + (2! A ! 2 Bx) cos (! x) :
Substituting in equation (3.43), we get: Ip00 + ! 2 Ip
= ( ! 2 Ax 2! B + ! 2 Ax) sin (! x) + (2! A ! 2 Bx + ! 2 Bx) cos (! x)
! E
= 2! B sin (! x) + 2! A cos (! x) = sin (! x) :
L
E
)B= and A = 0:
2L
E
Hence, Ip = x cos (! x) ; and
2L
E x x
) I = Ip + Ih = C2 x cos p + C1 sin p :
2L LC LC
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS83

3.7.2 Series LRC-Circuits

Problem 3.7.2 In a series LRC-circuit, L is the inductane, R is the
resistance and C is the capacitance. The current I (x) is governed by the
following equation (x denotes time):
Z
dI 1
L + RI + I (x) dx = E (x) ;
dx C

in which E (x) is the electric potential applied to the circuit.

When we di¤erentiate both sides w.r.t. time x, we get the di¤erential
equation:
d2 I dI 1 dE (x)
L 2 +R + I = : (3.46)
dx dx C dx
Obtain a formula for the current I (x) when the input potential is given
by
E (x) = E cos (!x) = E sin (!x + 3 =2:) ; (3.47)
with frequency ! and amplitude E .
Also, identify the value of this frequency at which Ip attains a maximal
amplitude.
In this problem we assume the following inequality on the three constants
L; R; C:
CR2 < 4L: (3.48)

Solution: Equation (3.46) becomes:

d2 I R dI 1 !E
+ + I = sin (!x) : (3.49)
dx2 L dx LC L
For convenience, we rewrite this equation as follows:

d2 I dI 2 !E
2
+2 + + !2 I = sin (!x) ; (3.50)
dx dx L
whereby ; ! denote the following two constant values:
p
R 4LC R2 C 2
= ; ! = : (3.51)
2L 2LC
Auxiliary Equation: m2 + 2 m 2 2
p + ( + ! ) = 0:
2 4 2 4 ( 2 + !2)
Its two roots are m1;2 = = i! :
2
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS84

) Homogeneous solution is
x
Ih (x) = C1 e sin (! x) + C2 e x cos (! x) (3.52)
p p
4LC R2 C 2 4LC R2 C 2
= e Rx=2L C1 sin x + C2 cos (3.53)
x :
2LC 2LC
We assume the following form for a particular solution Ip (x) (remember
that 6= 0):
Ip = A sin (!x) + B cos (!x) : (3.54)
) Ip0 = !B sin (!x)+!A cos (!x) ; Ip00 = ! 2 A sin (!x) ! 2 B cos (!x) :
Substituting in equation (3.50) we get:
Ip00 + 2 Ip0 + ( 2 + ! 2 ) Ip
= ! 2 A sin (!x) ! 2 B cos (!x) 2 !B sin (!x) + 2 !A cos (!x)
+ ( 2 + ! 2 ) A sin (!x) + ( 2 + ! 2 ) B cos (!x)
= ( ! 2 A 2 !B + ( 2 + ! 2 ) A) sin (!x)+( ! 2 B + 2 !A + ( 2 + ! 2 ) B) cos (!x)
= ( 2 !B + ( 2 + ! 2 ! 2 ) A) sin (!x)+(2 !A + ( 2 + ! 2 ! 2 ) B) cos (!x)
!E
= sin (!x) + 0 cos (!x) :
L
!E
Coe¢ cients of sin (!x): ( 2 + ! 2 ! 2 ) A 2 !B = ;
L
Coe¢ cients of cos (!x): 2 !A + ( 2 + ! 2 ! 2 ) B = 0:
We solve these two equations in A; B by means of Cramer’s Rule. Let:
( 2 + !2 !2) 2 ! 2
= = ( 2 + !2 !2) + 4 2!2:
2 ! ( 2 + !2 !2)
!E
2 !
L
0 ( 2 + !2 !2) 2
+ !2 !2 !E
)A= = 2 ;
2
( +! 2 ! ) +4 ! L
2 2 2
!E
( 2 + !2 !2)
L
2 ! 0 2 ! !E
B= = 2 :
2
( +! 2 ! ) +4 ! L
2 2 2
!E
) Ip = 2 (( 2 + ! 2 ! 2 ) sin (!x) 2 ! cos (!x)) :
L ( +!2 2 2
! ) +4 ! 2 2

Let 0 6 < 2 be the unique angle that has the following two
trigonometric ratios:
2 ! RC!
sin = q =q (3.55)
;
( 2 + !2 ! 2 )2 +4 2!2 (1 LC! 2 )2 + R2 C 2 ! 2
2
+ !2 !2 1 LC!
cos = q =q (3.56)
:
( 2 + !2 ! 2 )2 +4 2!2 (1 LC! 2 )2 + R2 C 2 ! 2
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS85

Then the formula for Ip above can be written also as:

!E
Ip = q sin (!x + ) (3.57)
L ( 2 + !2 ! 2 )2 + 4 2!2

!CE
= q sin (!x + ) : (3.58)
(1 LC! 2 )2 + R2 C 2 ! 2

The general solution of (3.50) is I = Ip + Ih .

Next, the frequency ! M ax that produces a maximum value for the ampli-
tude of Ip is a solution of the follwing equation:
d !2
0=
d! (1 LC! 2 )2 + R2 C 2 ! 2
2
2! (1 LC! 2 ) + R2 C 2 ! 2 ! 2 ( 4LC! (1 LC! 2 ) + 2R2 C 2 !)
)0= 2
( 2 + ! 2 ! 2 )2 + 4 2 ! 2
) 0 = 2! (1 LC! 2 ) + 2R2 C 2 ! 3 + 4LC! 3 (1 LC! 2 ) 2R2 C 2 ! 3
2
2
= 2! (1 LC! 2 ) +4LC! 3 (1 LC! 2 ) = (2! (1 LC! 2 ) + 4LC! 3 ) (1 LC! 2 )
= (2! 2LC! 3 + 4LC! 3 ) (1 LC! 2 ) = (2! + 2LC! 3 ) (1 LC! 2 ) :
) 0 = 2! (1 + LC! 2 ) (1 LC! 2 ) :
1
) ! M ax = p :
LC
1
(The other two solutions ! 2 = and ! = 0 are rejected.)
LC
At this frequency ! M ax , the shift angle becomes 3 =2, and Ip becomes:
E x E (x)
Ip (x) = sin p + 3 =2: = ;
R LC R
E
with maximal amplitude .
R

Problem 3.7.3 In an LRC-circuit, the current I (t) is governed by the equa-

tion:
d2 I dI 1 dE (t)
L 2 +R + I = :
dt dt C dt
1
Find I (t) in the case L = 1, R = 8, C = 25 , E = 48 sin 2t 63 cos 2t,
0
and initially I = I = 0.
4t
Final Answer: I (t) = 4e sin 3t + 6 sin 2t:
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS86

3.8 Digressions on Linear Di¤erential

Equations
3.8.1 Particularity of the Form of Solutions of
Second-order Linear Di¤erential Equations
In di¤erential equations, the form of the general solution

yG:S: = C1 y1 + C2 y2 + yp

(in which C1 and C2 are arbitrary constants, and y1 ; y2 are two independent
functions) is valid for second-order linear di¤erential equations only.
That equation has to be the following one (in the unknown function y (x)):

y 00 y100 y200 yp00 y100 y200

y0 y10 y20 = yp0 y10 y20 ;

y y1 y2 yp y1 y2

equivalently,
y 00 yp00 y100 y200

y0 yp0 y10 y20 = 0:

y yp y1 y2
Also rewritten as:
0 0
10 0 0
10
y yp
B y1 C B y1 C
@ 0A =@ 0A ;
y2 y2
y1 y1

equivalently, 0 10
0
y yp
B y1 C
@ 0 A = 0:
y2
y1
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS87

3.8.2 Digression on The Method of Order Reduction

The Method of Order Reduction, for solving second-order linear di¤erential
equations, is brie‡y described in Section 3.2 above. We here provide a useful
shortcut in the implementation of that method. It su¢ ces here to consider
only homogeneous linear di¤erential equations
d2 y dy
+ b (x) + c (x) y = 0: (3.59)
dx2 dx
of which we know one non-zero solution y1 (x). We seek one more solution
y2 (x), independent of y1 (x). When we obtain it, the general solution of
equation (3.59) becomes, by virtue of Theorem 8:

yh (x) = C1 y1 (x) + C2 y2 (x) ; (3.60)

where C1 ; C2 are two arbitrary constants. The general case of non-homogeneous

linear di¤erential equations can then be handled by means of the Method of
Variation of Parameters, say.
Note that we started by dividing the given homogeneous equation by the
d2 y
coe¢ cient of dx 2 : So that its coe¢ cient is now 1 in equation (3.59).

Theorem 11 De…ne a function (x) as follows:

R
b(x) dx
(x) = e : (3.61)

This (x) is a non-zero function. A solution y2 (x) of the homogeneous

equation (3.59), independent of y1 (x), is given by
Z
y2 = y1 dx: (3.62)
y12

Proof. Multiply both sides of equation (3.59) by the non-zero function (x) :
We get the equivalent equation:
d2 y dy
(x) 2
+ (x) b (x) + (x) c (x) y = 0: (3.63)
dx dx
We have: R R R
d d b(x) dx b(x) dx d
dx
= dx
e = e : dx b (x) dx = (x) b (x) :
But, we showed in Subsection 3.8.1 that equation (3.63) must take the
following form (by taking yp = 0; because the equation is homogeneous):
y20 y10 y200 y100 y200 y100
00 0
(x) y (x) y + (x) y = 0;
0 0
y2 y1 y2 y1 y2 y1
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS88

for some nonzero function (x). This means that, for some such (x),

y20 y10 y200 y100

(x) = (x) and (x) b (x) = (x) :
y2 y1 y2 y1

But, we have
y20 y10 y200 y100 y20 y10 y200 y100
d
dx
= + = + 0:
y2 y1 y2 y1 y20 y10 y2 y1
It follows that 0 1
y200 y100 y20 y10
(x) = (x) b (x) = d
= d @ (x) A
dx dx
y2 y1 y2 y1
0
y y10 y20 y10
d (x) 2 d
= + (x) dx
dx
y2 y1 y2 y1
y0 y10 y200 y100
d (x) 2
= + (x) :
dx
y2 y1 y2 y1
y20 y10
d (x)
Hence, = 0:
dx
y2 y1
y20 y10
d (x)
But 6= 0; because y1 ; y2 are independent. Therefore, =
dx
y2 y1
0; and we can take (x) any non-zero constant. We take (x) = 1, and we
y20 y10
…nd that = (x) :
y2 y1
This proves that y2 (x) is any solution of the following …rst-order linear
di¤erential equation in the unknown function y (x):

y0 y10
= (x) : (3.64)
y y1

We solve (3.64), and obtain (3.62). This y2 is independent of y1 , evidently.

It is easy also to verify directly that this function y2 is indeed a solution

of the homogeneous equation (3.59).
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS89

3.8.3 Form of the General Solutions of Higher-order

Linear Di¤erential Equations
The general solution of a third-order linear di¤erential
equation:
d3 y d2 y dy
3
+ b (x) 2
+ c (x) + k (x) y = Q (x)
dx dx dx
takes the form:

yG:S: (x) = C1 y1 (x) + C2 y2 (x) + C3 y3 (x) + yp (x) : (3.65)

in which yp is a solution of that di¤erential equation, y1 ; y2 ; y3 are three

independent solutions of the corresponding homogeneous equation, and C1 ,C2 ; C3
are arbitrary constants.
This form can be established by repeating the proof of Theorem 8, above,
twice. In each time, we use two successive substitutions to reduce the order
of the linear di¤erential equation by 1. So we arrive at a …rst-order linear
di¤erential equation, which we know how to solve.
Proceeding in that manner, a similar conclusion is shown to hold for the
forms of the general solutions of linear di¤erential equations of all orders.

3.8.4 Method of Variation of Parameters for Third-

order Linear Di¤erential Equations
We have a di¤erential equation in an unknown function y (x) :

d3 y d2 y dy
3
+ b (x) 2
+ c (x) + k (x) y = Q (x) ; (3.66)
dx dx dx
whereby we know the general solution

yh (x) = C1 y1 (x) + C2 y2 (x) + C3 y3 (x) : (3.67)

(C1 ; C2 ; C3 are arbitrary constants) of its corresponding homogeneous

equation:
d3 y d2 y dy
+ b (x) + c (x) + k (x) y = 0: (3.68)
dx3 dx2 dx
We obtain a particular solution of equation (3.66) through using
a substitution:
yp (x) = V1 y1 + V2 y2 + V3 y3 ; (3.69)
CHAPTER 3. SECOND-ORDER LINEAR DIFFERENTIAL EQUATIONS90

whereby V1 (x) ; V2 (x) and V3 (x) are three unknown functions, to be

determined. Note that the set fV1 ; V2 ; V3 g has an in…nite number of cor-
rect choices, but we need to compute one correct choice only! This allows
us to impose two more (bene…cial) conditions on V1 ; V2 ; V3 (equations (3.70)
and (3.71), below). Then we substitute the form (3.69), of yp , for the un-
known function y in the di¤erential equation (3.66), and we come out with
the following system of three linear algebraic equations on their derivatives
V10 ; V20 ; V30

y1 V10 + y2 V20 + y3 V30 = 0 (3.70)

y10 V10 + y20 V20 + y30 V30 = 0 (3.71)
y100 V10 + y200 V20 + y300 V30 = Q (x) : (3.72)

We solve this system of algebraic equations. Then V1 ; V2 ,V3 are obtained from
these derivatives V10 ; V20 ,V30 ; by integration, and yp is obtained from (3.69).

3.8.5 Method of Undetermined Coe¢ cients for

Higher-order Linear Di¤erential Equations
Apply exactly the same steps, as outlined in the Method of Undetermined
Coe¢ cients for Second-order Linear Di¤erential Equations.
Chapter 4

The Laplace Transform

Pierre-Simon, marquis de Laplace 23 March 1749 - 5 March 1827 (France).

4.1 Precursory Remarks

The Laplace Transform is a tool for solving many types of di¤erential equa-
tions and integral equations (see Section 4.5, 4.6 and 4.7, below). Engineers
prefer this tool because of its broad generality, coupled with the ease and
simplicity of its use.
The Laplace Transform takes a function f onto another function L ff g.
It is an integral transform. This means that L ff g is de…ned through de…nite
integration from 0 to 1. Accordingly, some functions f may fail to have a
Laplace transform, because the mentioned integrals fail to exit for them. For
instance, they may equal 1. This is not a serious drawback of the Laplace
transform, as most signals f considered practically by engineers do have their
Laplace transforms.
However, for the sake of completeness of our exposition of Laplace
transform, we explain in this introductory section a property required from
functions, in order that the exitence of their Laplace transforms becomes
guaranteed.

Proposition 12 Let f be a real function, and let T > 0 and s be two real
constants such that the following inequality holds for all t > TR : jf (t)j es t :
1
Then for all values s > s (of a constant s), the value 0 e st f (t) dt
is …nite (that is, it is not 1).

Proof. We have:
R 1 st R1 R 1 j f (t)j
T
e f (t) dt 6 T je st
f (t)j dt = T
dt
est

91
CHAPTER 4. THE LAPLACE TRANSFORM 92

R 1 es t R 1 (s s )t 1 t=1
6 T st
dt = T
e dt = e (s s )t t=T
e s s
1 (s s )1 (s s )T
= e e :
s s
1 1
But, e (s s )1 = (s s )1 = = 0 for all s > s : Hence,
e 1
R 1 st 1
T
e f (t) dt 6 e (s s )T , and so it is …nite.
s s

De…nition 1 A real function f is said to have exponential order if there

exist two real constants T > 0 and s such that the following inequality holds
for all t > T :
jf (t)j es t : (4.1)
The constant s is said to be an exponential order for f .

4.2 De…nition and Properties of the Laplace

Transform
De…nition 2 Let f be a real function on the real line R, which satis…es the
following three conditions:
(i) f (t) = 0 for all negative values of t,
RT
(ii) All de…nite integrals 0 jf (t)j dt exist, for all real values of T ;
(iii) The function f has an exponential order s .
Then the Laplace transform of f is another function L ff g ; of one real
variable s, de…ned for all s > s by
Z 1
L ff g (s) = e st f (t) dt.
0

Basic Properties of the Laplace Transform:

1. L ff g (s) exists at all s > s (by Proposition 12).

2. The Laplace transform is linear; that is L ff gg = L ff g L fgg

and L fcf g = cL ff g when c is a constant.

3. The Laplace transform is injective (one-to-one); that is, distinct func-

tions have distinct Laplace transforms. Our need for this important
property is the main reason why Laplace transforms must be functions.

4. lim L ff g (s) = 0; lim sL ff g (s) = f (0) :

s!1 s!1
CHAPTER 4. THE LAPLACE TRANSFORM 93

Rules of Laplace Transform

The unit step function U (t) is the following real function on R:

0 when t < 0
U (t) = :
1 when t 0
 CHAPTER 4. THE LAPLACE TRANSFORM 94

In the following table, we denote L ff g (s) by F (s). The two symbols

k; b denote real constants. We assume always that s > s :

n o
dF (s) df (t)
L ft f (t)g = ds
L dt
= sF (s) f (0)
n o
dn F d2 f (t)
L ftn f (t)g = ( 1)n dsn
L dt2
= s2 F (s) sf (0) f 0 (0)

R1 nR o
t
L 1t f (t) = s F (v) dv; L 0
f (z) dz = 1s F (s)
whenever one of them exists.

Shift-in-s Theorem: (s > s + k) Shift-in-t Theorem: (b > 0)

L ekt f (t) = F (s k) = F (s)js !(s k)

L ff (t b) U (t b)g = e bs
F (s)

Proof of Rules of Laplace Transform.

d d
R 1 st
Rule 1 ds (L ff g) = ds 0
e f (t) dt
R 1 @e st R1
= f (t) dt = t e st f (t) dt
R 1 0 st@s 0
= 0 e tf (t) dt = L ft f (t)g :
) d
ds
(L ff g) = L ftf g : Consequently,
n
L ft f g = L ft (t ( (tf )))g
d d d
= ds ds ds
(L ff g)
dn
=( 1)n ds (L ff g) :
n

n o R
1
Rule 2: L dfdt(t) = 0 e st dfdt(t) dt
t=1 R 1 @e st
= [e st f (t)]t=0 f (t) dt (integration by parts)
R 1 0 st @t
= 0 f (0) + s 0 e f (t) dt (because s > s )
n o
) L dfdt(t) = sF (s) f (0) :
Applying this rule twice, we get
n 2 o n o n o
L d dtf 2(t) = L dtd dfdt(t) = sL dfdt(t) f 0 (0)
= s (sF f (0)) f 0 (0) = s2 F sf (0) f 0 (0) :
 CHAPTER 4. THE LAPLACE TRANSFORM 95

Rule 3: From Rule 1 we get:

1 d 1
F (s) = L f f (t)g (s) = L t t
f (t) (s) = ds
L t
f (t) :
But, Di¤erential Calculus informs us that:
d
R1
F (s) = ds s
F (v) dv:
R1
It follows that L 1t f (t) (s) = s F (v) dv+ constant C.
We determine the value of that constant C; by taking limits as s ! 1
in both sides above:
0 = lim L 1t f (t) (s) (Basic Property 4 of Laplace Transform)
s!1
R1 R1
= lim s F (v) dv + C = 1 F (v) dv + C = 0 + C:
s!1
R1
) C = 0: ) L 1t f (t) (s) = s F (v) dv:
Rt
Rule 4: Since f (t) = dtd 0 f (z) dz , then by Rule 2:
n Rt o
F (s) = L f f (t)g = L dtd 0 f (z) dz
nR o R nR o
t 0 t
= sL 0 f (z) dz 0
f (z) dz = sL 0
f (z) dz 0:
nR o
t
So, L 0 f (z) dz = 1s F (s) :
R1
Rule 5: L ekt f (t) = 0 e st ekt f (t) dt
R1
= 0 e (s k)t f (t) dt = F (s k) :
R1
Rule 6: L ff (t b) U (t b)g = 0 e st f (t b) U (t b) dt
Rb R1
= 0 e st f (t b) U (t b) dt + b e bs s(t b) f (t b) U (t b) dt
Rb R1 R1
= 0 0dt + b e bs e s(t b) f (t b) dt = 0 + e bs b e s(t b) f (t b) dt:
Now we use the substitution z = t b, and we …nd that
R1
L ff (t b) U (t b)g = e bs 0 e sz
f (z) dz = e bs
L ff g :

The Dirac function (t) is a distribution, de…ned on the real line R by

the condition that Z t
(z) dz = U (t) ;
0
for all values of the variable t.
It follows that (t) = 0 for all t < 0 and all t > 0. This (t) is an
idealization of a very thin pulse that starts at t = 0 and has area 1.
CHAPTER 4. THE LAPLACE TRANSFORM 96

Famous Laplace Transforms

f (t) F (s) =L ff g (s) f (t) F (s) =L ff g (s)

1 !
1 = U (t) s
(s > 0) sin (!t) s2 +! 2
(s > 0)
1
t s2
(s > 0)
2 s
t2 s3
(s > 0) cos (!t) s2 +! 2
(s > 0)
6
t3 s4
(s > 0)
24 k
t4 s5
(s > 0) sinh (kt) s2 k 2
(s > jkj)

n! s
tn (n = 0; 1; 2; ) sn+1
(s > 0) cosh (kt) s2 k 2
(s > jkj)

1
ekt s k
(s > k) (t) 1

Derivation of Famous Laplace Transforms.

R1 t=1
1. L f1g = 0 e st 1 dt = s1 e st t=0 = 0 + 1s (when s > 0):
dn dn
2. L ftn g = L ftn 1g = ( 1)n dsn
(L f1g) = ( 1)n dsn
1
s
= n!
sn+1
:
1 1
3. L ekt = L ekt 1 = L f1gjs !(s k)
= s js
= s k
(using
!(s k)
Rule 5, and taking s > k).
Z1
st
4. whenever s > 0 : L fsin (!t)g = e sin (!t) dt
0
h it=1
s sin(!t) ! cos(!t) s sin(0)+! cos(0) !
= s2 +! 2
e st =0+ s2 +! 2
= s2 +! 2
: :
t=0
h it=1
! sin(!t) s cos(!t) s
Similarly, L fcos (!t)g = s2 +! 2
e st = s2 +! 2
:
t=0

5. L fsinh (kt)g = 21 L ekt e kt

= 1
2
1
s k
1
s+k
= k
s2 k 2
;
L fcosh (kt)g = 12 L ekt + e kt
= 1
2
1
s k
+ 1
s+k
= s
s2 k 2
;
whenever s > k and s > k; that is s > jkj :
Z1 Z1 Z1
st s0
6. L f g = e (t) dt = e (t) dt = (t) dt = U (1) = 1:
0 0 0
Alternatively, the de…nition of the Dirac function (t) stipulates that
Rt
U (t) = 0 (z) dz: nR We combineo this with Rule 4, and we …nd that
1 t
s
= L fU (t)g = L 0 (z) dz = 1s L f g : Therefore, L f g = 1:
CHAPTER 4. THE LAPLACE TRANSFORM 97

4.3 Problems on Direct Laplace Transform

Find the Laplace transforms of the following functions:

4.3.1 Lecture Examples

Problem 4.3.1 t sin 3t + 8t3 4e2t

L (sin 3t) = s23+9

) L (t sin 3t + 8t3 4e2t ) = d
ds
L (sin 3t) + L (8t3 4e2t )
d 3
= ds s2 +9
+ 8 s3!4 4s 12 = 6s
(s2 +9)2
+ 48
s4
4
s 2
.

sin(3t)
Problem 4.3.2 t

sin(3t) R1 R1 3 3 1 v v=1
L t
= L (sin (3t)) = v 2 +9
dv = 3
tan 3 v=s
s s

1 1 s 1 s 1 s
= tan (1) tan 3
= 2
tan 3
= cot 3
:

d2 (t cos 5t)
Problem 4.3.3 h (t) = dt2

s2 +25 s(2s)
L (t cos 5t) = d (cot
ds
s5)
= d
ds
s
s2 +25
= (s2 +25)2
s(2s) (s +25)
2 2 25
= (s2 +25)2 = (ss2 +25) 2;

Also, if we write f (t) = t cos 5t, then f (0) = 0 and

f 0 (t) = cos 5t 5t sin 5t ) f 0 (0) = 1
2 (s2 25)
) L (h) = L ddt2f = s2 L (f ) sf (0) f 0 (0) = s2 (s2 +25)2 0 1
s4 25s2 (s4 +50s2 +625)
) L (h) = (s2 +25)2
= 75s2 625
(s2 +25)2

d(e3t cos 4t)

Problem 4.3.4 k (t) = dt

s s 3
L (e3t cos 4t) = s2 +16 js
= (s 3)2 +16
!s 3
d(e 3tcos 4t) s2 3s
L (k) = L dt
= sL (e3t cos 4t) (e3t cos 4t)jt=0 = s2 6s+25
1
s2 3s (s2 6s+25)
) L (k) = s2 6s+25
= 3s 25
s2 6s+25
.
CHAPTER 4. THE LAPLACE TRANSFORM 98

Rt
Problem 4.3.5 g (t) = z 10 e 4z
dz
0

L (t10 e 4t ) = s10!
11 j
10!
= (s+4) 11
s !s+4
Rt 10 4z
)L z e dz = s(s+4) 10!
11 :
0

Problem 4.3.6 q (t) = te3t cos (4t)

d s s2 16
L (t cos (4t)) = ds s2 +16
= (s2 +16)2
(s)2 16 (s 3)2 16
) L (e3t t cos (4t)) = 2 2 = 2 .
((s) +16) ((s 3)2 +16)
js !s 3

Problem 4.3.7 h (t) = (t 5)10 e 4(t 5)

U (t 5)

L (t 5)10 e 4(t 5)
U (t 5) = L (t10 e 4t
)e 5s
= 10!
(s+4)11
e 5s :

2(t 3)
Problem 4.3.8 g (t) = (t 3) e sin 4 (t 3) U (t 3)
d d 4 8s
L (t sin (4t)) = ds
L (sin (4t)) = ds s2 +16
= (s2 +16)2

) L (e 2t
t sin (4t)) = 8(s)
2 = 8(s+2)
2
((s)2 +16) js !s+2
((s+2)2 +16)
) L (g) = L e 2(t 3)
(t 3) sin 4 (t 3) U (t 3) = e 3s
L (e 2t
t sin (4t))
) L (g) = 8(s+2)
2 e 3s
.
((s+2)2 +16)

Problem 4.3.9 k (t) = 7 (t) 2 (t 4) + 9 sin 4 (t 5) U (t 5)

4s 36
L (k) = 7 2e + s2 +16
e 5s

Problem 4.3.10 cos (t ) U (t ) cos (t ) (Draw a sketch):

s(1+e s
)
Final Answer: s2 +1
:
CHAPTER 4. THE LAPLACE TRANSFORM 99

4.3.2 Convolution
De…nition 3 The convolution of two functions f and g is the function f ? g
de…ned as follows:
Rt
(f ? g) (t) = 0
f (z) g (t z) dz

It follows that the binary operation ? is bilinear, commutative and

associative, and it has unit .

Basic Properties of the Binary Operation Convolution ?:

1. Commutativity: f ?g =g?f

2. Associativity: f ? (g ? h) = (f ? g) ? h

3. Linearity: f ? (g + h) = (f ? g) + (f ? h) ;
f ? (cg) = c (f ? g) = (cf ) ? g when c is a constant
Rt
4. 1 is not a neutral element for ?: (f ? 1) (t) = 0 f (z) dz

5. is the neutral element of ?: f ? = f:

6. Existence of Laplace transforms: If both f and g have Laplace

transforms, then f ? g has Laplace transform.

Convolution Theorem. For any two functions f (t) and g (t) which
have Laplace transforms:

L ff ? gg = L ff g.L fgg :

Hence, for any two Laplace transforms F (s) and G (s) :

1 1 1
L (F:G) = L (F ) ? L (G) :
0t 1
Z1 Z
Proof. We have L ff ? gg = @ f (z) g (t z) dz A e st
dt
0 0 01
Z1 Zt
= @ f (z) g (t z) e st
dz A dt
0 0
CHAPTER 4. THE LAPLACE TRANSFORM 100

This is a double integral on the following region in the tz-plane:

0 t < 1; 0 z t:

We use the substitution t = z+y, and get the following region in the yz-plane:

0 y < 1; 0 z < 1:

Then by Substitution Theorem for Double Integrals, we have

0 @t @t 1
Z1 Z1 @y @z
L ff ? gg = @ f (z) g (y) e s(z+y) dz A dy
@z @z
0 0 @y @z
01 1
Z1 Z
@ f (z) g (y) 1 1
= e sz sy
dz A dy
0 1
0 0 01 1
Z1 Z
= @ f (z) g (y) 1 e sz
e sy
dz A dy
01 101 0 10
Z Z
= @ f (z) e sz
dz A @ g (y) e sy
dy A : ) L ff ? gg = L ff g :L fgg :
0 0

4.3.3 Lecture Examples on Convolution

Problem 4.3.11 Find the Laplace transforms of the following functions:

1. k (t) = t e3t sin 6t

2. g (t) = t ? (e3t sin 6t)

3. h (t) = t ? e3t ? sin 6t

d 12(s 3)
L (k) = ds
L (e3t sin 6t) = 2 (Problem 4.3.23):
((s 3)2 +36)

1 6 6
L (g) = L (t) :L (e3t sin 6t) = s2 s2 +36 js
= s2 ((s 3)2 +36)
:
!s 3

6
L (h) = L (t) :L (e3t ) :L (sin 6t) = s2 (s 3)(s2 +36)
.
CHAPTER 4. THE LAPLACE TRANSFORM 101

4.3.4 Classroom Exercises

Rt
Problem 4.3.12 g (t) = z 4 e3z dz
0

4! 4!
L (z 4 e3z ) = L (z 4 )js !s 3
= s 5 js
= (s 3)5
!s 3

Rt
) L (g) = L z 4 e3z dz = 1s L (z 4 e3z ) = 4!
s(s 3)5
.
0

Rt 2z
Problem 4.3.13 e cosh (5z) dz;
0

2z (s) s+2
L (e cosh (5z)) = L (cosh (5z))js !s+2
= (s)2 25
= (s+2)2 25
js !s+2

Rt
)L e 2z
cosh (5z) dz = 1s L (e 2z
cosh (5z)) = s+2
s((s+2)2 25)
.
0

Rt
Problem 4.3.14 g (t) = z sin 3z dz
0

d d 3
L (z sin 3z) = ds L (sin 3z) = ds s2 +9
= (s26s
+9)2
.
Rt
) L (g) = L z sin 3z dz = 1s L (z sin 3z) = (s2 +9)
6
2 :
0

d(e 2t cos 5t)

Problem 4.3.15 k (t) = dt

2t s s+2
L (e cos 5t) = s2 +25 js
= (s+2)2 +25
!s+2
d(e 2t cos 5t) 2t 2t s2 +2s
L (k) = L dt
= sL (e cos 5t) (e cos 5t)jt=0 = s2 +4s+29
1

) L (k) = s2 +2s s2 4s 29
s2 +4s+29
= 2s 29
s2 +4s+29
.

d
Problem 4.3.16 r (t) = dt
(t sin 6t)
d d 6 12s
L (t sin 6t) = ds
(L (sin 6t)) = ds s2 +36
= (s2 +36)2

) L (r) = sL (t sin 6t) (t sin 6t)jt=0 = 12s2

(s2 +36)2
:
CHAPTER 4. THE LAPLACE TRANSFORM 102

1 cos 4(t 6)
Problem 4.3.17 k (t) = t 6
U (t 6) :

1 cos 4t
R1 R1 1 v 1 v=1
L t
= L (1 cos 4t) = v v 2 +16
dv = ln (v) 2
ln (v 2 + 16) v=s
s s
p v=1
h iv=1
= ln (v) ln v2 + 16 = ln p v = ln 1 ln p s :
v=s v 2 +16 v=s s2 +16
p
p s s2 +16
=0 ln s2 +16
= ln s
.
p
) L (k) = e 6s
ln s2 +16
s
:

Problem 4.3.18 q (t) = t 2

cos 3 t 2
:

q (t) = t 2 cos 3 t 2 = t 2 cos 3t cos 32 + sin 3t sin 32

= t 2 sin 3t = t sin 3t + 2 sin 3t
) L (q) = d
ds
L (sin 3t) + 2 L (sin 3t) = 6s
(s2 +9)2
+ 3
2(s2 +9)
.

Problem 4.3.19 k (t) = (t 7) e3(t 7)

cos 2 (t 7) U (t 7)
d
Answer: L (t cos (2t)) = ds
L (cos (2t))
d s 2s (s2 +4)
2 2
= ds s2 +4
= (s2 +4)2 = (ss2 +4)4 2
(s)2 4 (s 3)2 4
) L (e3t t cos (2t)) = 2 2 = 2
((s) +4) js !s 3 ((s 3)2 +4)

) L (k) = L e3(t 7)
(t 7) cos 2 (t 7) U (t 7) = e 7s
L (e3t t cos (2t))
(s 3)2 4
) L (k) = 2 e 7s
= s2 6s+5
(s2 6s+13)2
e 7s .
((s 3)2 +4)

Problem 4.3.20 Establish the following equality on convolution:

ekt e kt = k1 sinh kt:

First Solution: We use de…nition of convolution:

R t Rt 1 z=t
ekt e kt = 0 ekz e k(t z) dz = e kt 0 e2kz dz = 2k e kt e2kz z=0
1 1 1
= 2k
e kt e2kt 1 = 2k
ekt e kt
= k
sinh kt:
Second Solution: We use Convolution Theorem:
1
L ekt e kt
= L ekt :L e kt
= : 1
(s k) (s+k)
= 1
s2 k 2
:
) ekt e kt
= k1 L 1 k
s2 k 2
= 1
k
sinh kt:
CHAPTER 4. THE LAPLACE TRANSFORM 103

Problem 4.3.21 k (t) = sin2 t sin t sin t

L sin2 t = L 1
2
1
2
cos 2x = 1
2s
s
2(s2 +4)
= 2
s(s2 +4)
.
) L (k) = L sin2 t L (sin t) L (sin t) = 2
s(s2 +4)
1
(s2 +1)2
.

Problem 4.3.22 Draw a neat sketch for the following function, and …nd its
Laplace transform:
g (t) = cos t cos t U t 2

Answer: ) g (t) = cos t + sin t 2

U t 2

) L (g) = s 1 s+e s=2

s=2
s2 +1
+ s2 +1
e = s2 +1
.

Problem 4.3.23 h (t) = e3t t sin 6t + e3t (t sin 6t) + 3 (t 2) :

d (sin 6t) d 6 12s
Answer: L (t sin 6t) = ds
= ds s2 +36
= (s2 +36)2
:

) L (e3t t sin 6t) = L (t sin 6t)js = 12s

(s2 +36)2
= 12(s 3)
2 :
!s 3
js !s 3 ((s 3)2 +36)

) L (h) = 12(s 3)
2 + 12s
(s 3)(s2 +36)2
+ 3e 2s
.
((s 3)2 +36)

Rt Rt
Problem 4.3.24 g (t) = ze7z sin 4z dz + ((ze7z ) sin 4z) dz
0 0

1 8s 56
As in Problem 4.3.23, L (te7t ) = (s 7)2
; L (te7t sin 4t) = 2
((s 7)2 +16)

L (g) = 1s [L (te7t sin 4t) + L (te7t ) :L (sin 4t)] = 1

s
8s 56
2 + 4
(s 7)2 (s2 +16)
:
( 7)2 +16)
(s

Problem 4.3.25 q (t) = sin 5t cos 2t + sin 5t cos 2t

L (sin 5t cos 2t) = 21 L (sin 7t + sin 3t) = 1

2
7
s2 +49
3
s2 +9
5
L (sin 5t cos 2t) = L (sin 5t) :L (cos 2t) = : s
s2 +25 s2 +4

) L (q) = 1
2
7
s2 +49
3
s2 +9
+ 5s
(s2 +25)(s2 +4)
.
CHAPTER 4. THE LAPLACE TRANSFORM 104

4.3.5 Revision Problems

Find the Laplace Transforms of the following functions:

Problem 4.3.26 h (t) = 4e3t sinh 5t

20 20 20
L (h) = (s)2 25
= (s 3)2 25
= s2 6s 16
:
js !s 3

Another Solution: L (h) = L (2e3t (e5t e 5t

)) = L (2e8t 2e 2t
):
) L (h) = s 2 8 s+2
2 20
= (s 8)(s+2) .

2(t 6)
Problem 4.3.27 k (t) = e cos 3 (t 6) U (t 6) :

2t s s+2
L (e cos 3t) = L (cos 3t)js !s+2
= s2 +9 js
= (s+2)2 +9
!s+2

)L e 2(t 6)
cos 3 (t 6) U (t 6) = e 6s
L (e 2t
cos 3t)

) L (k) = s+2
(s+2)2 +9
e 6s :

Problem 4.3.28 g (t) = e2(t 3)

sin 4 (t 3) U (t 3) :
4 4
L (e2t sin 4t) = s2 +16 js
= (s 2)2 +16
!s 2

) L (g) = e 3s
L (e2t sin 4t) = 4e 3s
(s 2)2 +16
:

Rt
Problem 4.3.29 g (t) = z 6 e3z dz + (t 2)6 e3(t 2)
U (t 2)
0

6! 6!
L (t6 e3t ) = L (t6 )js !s 3
= s 7 js
= (s 3)7
:
!s 3

) L (g) = 1s L (t6 e3t ) + e 2s

L (t6 e3t ) = 1
s
+e 2s 6!
(s 3)7
:

Problem 4.3.30 p (t) = t 2

cos 3 t 2
U t 2
:

d d s s2 9
L (t cos 3t) = ds
L (cos 3t) = ds s2 +9
= (s2 +9)2
:

) L (p) = s2 9
(s2 +9)2
e s=2
.
CHAPTER 4. THE LAPLACE TRANSFORM 105

7(t 4)
Problem 4.3.31 k (t) = (t 4) e sin 6 (t 4) U (t 4) :
d 6 12s
L (t sin 6t) = ds s2 +6
= (s2 +36)2
:

) L (t e 7t
sin 6t) = 12s
(s2 +36)2
= 12(s+7)
2 :
js !s+7 ((s+7)2 +36)

) L (k) = e 4s
L (t e 7t
sin 6t) = 12(s+7)
2 e 4s
:
((s+7)2 +36)

Problem 4.3.32 h (t) = e6(t 5)

sin 4 (t 5) U (t 5)

L (e6t sin 4t) = L (sin 4t)js !s 6

4 4 4
= s2 +16 js
= (s 6)2 +16
= s2 12s+52
!s 6

) L (h) = L e6(t 5)
sin 4 (t 5) U (t 5) = e 5s
L (e6t sin 4t) = 4e 5s
s2 12s+52
.

2(t 6)
Problem 4.3.33 k (t) = e 3et 6
U (t 6)

6s 2t 1 3 ( 2s 7)
L (k) = e L (e 3et ) = s+2 s 1
e 6s
= (s 1)(s+2)
e 6s

Problem 4.3.34 (t 2) e9(t 2)

U (t 2)
1 1
L (t e9t ) = s 2 js !s 9
= (s 9)2
:

) L (t 2) e9(t 2)
U (t 2) = e 2s
L (t e9t ) = e 2s
(s 9)2
:

1 e4t
Problem 4.3.35 t

Z1 Z1
e4t
L 1
t
= L (1 e4t ) = 1
v
1
v 4
dv = [ln (v) ln (v 4)]v=1
v=s
s s
v v=1 s s 4
= ln v 4 v=s
= ln 1 ln s 4
= ln s
:
CHAPTER 4. THE LAPLACE TRANSFORM 106
Rt Rt
Problem 4.3.36 g (t) = 0
e6z sin 4z dz 0
(e6z sin 4z) dz
4 4
L (e6t sin 4t) = s2 +16 js
= (s 6)2 +16
:
!s 6

L (g) = 1s L (e6t sin 4t) 1

s
L (e6t ) L (sin 4t) = 4
s((s 6)2 +16)
4
s(s 6)(s2 +16)
:

Rt Rt Rt
Problem 4.3.37 g (t) = e3z cos (4z) dz+ z cos (4z) dz (z cos (4z)) dz:
0 0 0

We use our results in Problems (4.3.4) and (4.3.6):

L (g) = 1s L (e3z cos (4z)) + 1s L (t cos (4t)) 1
s
L (t) L (cos (4t))
s 3 s2 16 s
= s((s 3)2 +16)
+ s(s2 +16)2 s3 (s2 +16)
.

Problem 4.3.38 Establish the following equalities on convolution. Try more

than one method of solution, for each equality, as you did in Problem 4.3.20:

1. t t = 16 t3 :
1
2. t tn = (n+1)(n+2)
tn+2 :

3. ekt ekt = tekt :

1
4. ekt emt = k m
ekt emt ; when k 6= m:

Problem 4.3.39 h (t) = (t 4)2 U (t 6) :

h (t) = ((t 6) + 2)2 U (t 6)

= (t 6)2 + 4 (t 6) + 4 U (t 6)
= (t2 + 4t + 4)jt !t 6

) L (h) = e 6s
L (t2 + 4t + 4) = e 6s 2
s3
+ 4
s2
+ 4
s
= 2+4s+4s2
s3
e 6s .
CHAPTER 4. THE LAPLACE TRANSFORM 107

Problem 4.3.40 e7t cos 2t + t cos 2t + t cosh 2t + te7t cosh 2t:

s 7 s2 4 s2 +4 (s 7)2 +4
Final Answer: (s 7)2 +4
+ (s2 +4)2
+ (s2 4)2
+ 2
((s 7)2 4)

Problem 4.3.41 sin 2t cos 2t + t sin 2t cos 2t

2 4s
Final Answer: s2 +16
+ (s2 +16)2

Problem 4.3.42 (t sin 2t) cos 2t + t (sin 2t cos 2t) :

4s2 2
Final Answer: (s2 +4)3
+ s2 (s2 +16)

Problem 4.3.43 te2t sin 4t + t (e2t sin 4t) + e2t (t sin 4t) :
8(s 2) 4 8s
Final Answer: 2 + s2 ((s 2)2 +16)
+ (s 2)(s2 +16)2
((s 2)2 +16)

Problem 4.3.44 3e4t cosh 5t + 4e3t + 2 cos 3t e 4t

:
3(s 4) 4 2(s+4)
Final Answer: (s 4)2 25
+ s 3
+ (s+4)2 +9

2t
Problem 4.3.45 1 3e + 2e2t cos 3t + e2t sin 3t:
1 3 2s 1
Final Answer: s s+2
+ (s 2)2 +9

Problem 4.3.46 (t 3)6 e 4(t 3)

U (t 3) :
6!
Final Answer: (s+4)7
e 3s

d
Rt
Problem 4.3.47 dt
(t9 e 5t
)+ v9 e 5v
dv + (t9 e 5t
) cos 7t:
0

9!(s) 9! 9!(s)
Final Answer: (s+5)10
+ s(s+5)10
+ (s+5)10 (s2 +49)

Problem 4.3.48 t9 (e 5t
cos 7t) + t9 e 5t
cos 7t:
9!(s+5) 9!(s)
Final Answer: s10 ((s+5)2 +49)
+ s10 (s+5)(s2 +49)

Problem 4.3.49 U (t 5) + (t 8) (Draw a sketch).

e 5s
8s
Final Answer: s
+e
CHAPTER 4. THE LAPLACE TRANSFORM 108

Problem 4.3.50 Find the Laplace transforms of:

1. e2t e5t + e2t e5t

2. e2t e5t e4t
3. e2t e5t cos 3t
4. U (t 3) U (t 7) :

Problem 4.3.51 g (t) = sin 2 t 2

U t 6
2
g (t) = sin 2 t 6 3
U t 6
= sin 2 t 6 3
U t 6
= sin 2 t 6
cos 23 cos 2 t 6
sin 2
3
U t 6
p
1 3
= 2
sin 2 t 6 2
cos 2 t 6
U t 6
p
1 3
= 2
sin 2t + 2
cos 2t :
jt !t =6

p p
) L (g) = e s=6
L 1
2
sin 2t + 2
3
cos 2t = -e s=6 2+ 3s
2(s2 +4)
.

Problem 4.3.52 h (t) = cos t U t 6

h (t) = cos t+ 6 6
U t 6
= cos t + 6 jt
:
!t 6
p
3 1
But cos t + 6
= cos (t) cos 6
sin t sin 6
= 2
cos (t) 2
sin (t)
p
) L cos t + 6
= 1+ 3s
2(s2 +1)

) L (h) = L cos t + 6 jt
=e s=6
L cos t + 6
!t 6

p
) L (h) = 1+ 3s
2(s2 +1)
e s=6
.

Problem 4.3.53 g (t) = t e2t cos 6t + t (e2t cos 6t) + (t e2t ) cos 6t
+ (t cos 6t) e2t + t cos 6t e2t :

Final Answer:
(s 2)2 36 s 2 s s2 36 s
L (g) = 2 + s2 2 + (s 2)2 (s 2 +36) + (s2 +36)2 (s 2) + s2 (s2 +36)(s 2) :
((s 2
2) +36) ((s 2) +36)
CHAPTER 4. THE LAPLACE TRANSFORM 109

4.4 Inverse Laplace Transform

1
f (t) = L (F (s)) if f L (f (t)) = F (s) :
Shortly.
1
f =L (F ) if f L (f ) = F:

4.4.1 Lecture Examples

Find the inverse Laplace transforms of the following functions:
s+8
Problem 4.4.1 H (s) = s2 +6s+34
e 4s
By completing square in the denominator
s+8 (s+3)+5 s 5
L 1 s2 +6s+34 = L 1 (s+3) 2
+25
=L 1 s2 +25
+ s2 +25 js !s+3
3t 1 s 5 3t
=e L s2 +25
+ s2 +25
=e (cos 5t + sin 5t) .
)L 1
(H) = e 3t
cos 5tjt !t 4 =e 3(t 4)
(cos 5 (t 4) + sin 5 (t 4)) U (t 4) .

Problem 4.4.2 M (s) = 4 + 3e 2s

7e 6s
+ 5s e 9s

1
L (M ) = 4 (t) + 3 (t 2) 7 (t 6) + 5U (t 9) .

3s+41
Problem 4.4.3 H (s) = (s 3)(s+7)
e 9s

We use partial fractions: (s 3s+41

3)(s+7)
= A
s 3
+ B
s+7
) 3s + 41 = A (s + 7) + B (s 3)
at s = 3 : 50 = 10A ) A = 5;
at s = 7 : 20 = 10B )B= 2:
) 3s+41
(s 3)(s+7)
= 5
s 3
2
s+7
)L 1 3s+41
(s 3)(s+7)
= 5e3t 2e 7t

)L 1
(H) = (5e3t 2e 7t
)jt !t 9
= 5e3(t 9)
2e 7(t 9)
U (t 9)

16+s2
Problem 4.4.4 G (s) = ln s2

Let L (g (t)) = G (s) = ln (16 + s2 ) ln (s2 )

) L (tg (t)) = dG(s)
ds
= ds d
(ln (16 + s2 ) 2 ln (s)) = 2s
16+s2
+ 2
s
) tg (t) = L 1 2s
16+s2
+ 2s = 2 2 cos 4t:
)L 1
(G) = g = 2 2 cos 4t
t
. (Compare with Problem 4.3.17.)
CHAPTER 4. THE LAPLACE TRANSFORM 110

4.4.2 Classroom Exercises

s 3 s
Problem 4.4.5 F (s) = s2 6s+13
+ s2 +4
e 7s
s 3 s 3 s
s2 6s+13
= (s 3)2 +4
= s2 +4 js !s 3

)L 1 s 3
s2 6s+13
=L 1 s
s2 +4 js !s 3
= e3t L 1 s
s2 +4
= e3t cos 2t
Also, L 1 s2s+4 e 7s = L 1 s2s+4 j = cos 2tjt !t 7
t !t 7

)L 1
(F ) = e3t cos 2t + cos 2 (t 7) U (t 7) .

s 1
Problem 4.4.6 F (s) = s2 2s+10
e 4s :

1 s 1 1 s 1 1 s
L s2 2s+10
=L (s 1)2 +9
=L s2 +9 js !s 1
t 1 s t
=eL s2 +9
= e cot 3t
)L 1
(F ) = et 4
cos 3 (t 4) U (t 4) .

s 3
Problem 4.4.7 K (s) = s(s2 6s+25)

C(s 3)
By partial fractions K (s) = s(s2 s 6s+25)
3
= As + B
s2 6s+25
+ s2 6s+25
) s 3 = A (s2 6s + 25) + Bs + C (s 3) s
at s = 0 : 3 = 25A ) A = 3=25;
at s = 3 : 0 = 16A + 3B ) B = 16=25;
coe¢ cients of s2 : 0=A+C = ) C = 3=25:
) K (s) = 1
25
3 1s + 4 (s 4
3)2 +16
+ 3 (s s 3
3)2 +16
1
= 25
3 1s + 4 s2 +16
4 s
+ 3 s2 +16 js !t 3

)L 1
(K) = 1
25
( 3 + 4e3t sin 4t + 3e3t cos 4t) .
(Compare with Problem 4.3.37.)

3
Problem 4.4.8 F (s) = s2 4s+13
e 7s

1 3 1 3 1 3
L s2 4s+13
=L (s 2)2 +9
=L s2 +9 js !s 2

3
= e2t L 1
s2 +9
= e2t sin 3t

)L 1
(F ) = (e2t sin 3t)jt!t 7
= e2(t 7)
sin 3 (t 7) U (t 7) .
CHAPTER 4. THE LAPLACE TRANSFORM 111

s2 +4s+1
Problem 4.4.9 H (s) = (s+3)2 (s+2)
e 7s :

We use partial fractions:

s2 +4s+1 A B C
(s+3)2 (s+2)
= (s+3)2
+ s+3
+ s+2

) s2 + 4s + 1 = A (s + 2) + B (s + 3) (s + 2) + C (s + 3)2
at s = 3 : 2= A ) A = 2;
at s = 2 : 3 = C;
coe¢ cients of s2 : 1 = B + C = B 3; ) B = 4:
) s2 +4s+1
(s+3)2 (s+2)
= 2
(s+3)2
+ 4
s+3
3
s+2

)L 1 s2 +4s+1
(s+3)2 (s+2)
= 2te 3t
+ 4e 3t
3e 2t

)L 1
(H) = L 1 s2 +4s+1
(s+3)2 (s+2)
= (2te 3t
+ 4e 3t
3e 2t
)jt !t 7
jt !t 7

)L 1
(H) = 2 (t 7) e 3(t 7)
+ 4e 3(t 7)
3e 2(t 7)
U (t 7) .

1 s
Problem 4.4.10 F (s) = cot 7

1 s
Let L (f ) = F (s) = cot 7

) L (tf (t)) = dF (s)

ds
= d
ds
cot 1 s
7
( 1) 1 1 7 7
= s 2 7
= s2 49
= s2 +49
( )
7
+1 49
+1

) tf (t) = L 1 7
s2 +49
= sin 7t
)L 1
(F ) = f (t) = sin 7t
t
.
CHAPTER 4. THE LAPLACE TRANSFORM 112

4.4.3 Revision Problems

Find the inverse Laplace Transforms of the following functions:
3s 25
Problem 4.4.11 F (s) = s2 6s+25

By completing square in the denominator

F (s) = 3(s 3) 16
(s 3)2 +16
s
= 3 s2 +16 4
4 s2 +16 j s !t 3

)L 1
(F ) = (3 cos 4t 4 sin 4t) e3t . (Compare with Problem 4.3.4.)

2s 29
Problem 4.4.12 F (s) = s2 +4s+29

By completing square in the denominator,

2(s+2) 25 s+2
F (s) = (s+2)2
+25
= 2 (s+2)2
+25
5 (s+2)52 +25 = s
2 s2 +25 5
5 s2 +25 js !s+2

)L 1
(F ) = ( 2 cos 5t 5 sin 5t) e 2t
(Compare with Problem 4.3.15.)

4
Problem 4.4.13 Q (s) = (s 2)2 +16
e 3s

1 4 1 4
L (s 2)2 +16
=L s2 +16 js
= e2t sin 4t
!s 2

)L 1
(Q) = e2(t 3)
sin 4 (t 3) U (t 3) .

20
Problem 4.4.14 G (s) = (s 8)(s+2)
e 5s

20 A B
By partial fractions (s 8)(s+2)
= s 8
+ s+2
) 20 = A (s + 2) + B (s 8)
at s = 2 : 20 = 10B )B= 2;
at s = 8 : 20 = 10A ) A = 2:
) 20
(s 8)(s+2)
= 2s 18 1
2 s+2 :

)L 1 20
(s 8)(s+2)
= 2e8t 2e 2t
(Compare with Problem 4.3.26.)
)L 1
(G) = 2e8(t 5)
2e 2(t 5)
U (t 5) .
CHAPTER 4. THE LAPLACE TRANSFORM 113

4s2 24s+36
Problem 4.4.15 H (s) = (s 2)2 (s 4)

4s2 24s+36 A B C
(s 2)2 (s 4)
= s 2
+ (s 2)2
+ s 4
(partial fractions)
) 4s 2
24s + 36 = A (s 2) (s 4) + B (s 4) + C (s 2)2
at s = 2 : 4 = 2B ) B = 2;
at s = 4 : 4 = 4C ) C = 1;
coe¢ cients of s2 : 4 = A + C; ) A = 4 C = 3:
) H (s) = s 2 (s 2)2 + s 4
3 2 1
) L 1 (H) = (3 2t) e2t + e4t .

s+4
Problem 4.4.16 F (s) = s2 +8s+41
e 2s

1 s+4 s+4 s
L s2 +8s+41
= L 1 (s+4) 2
+25
= L 1 s2 +25 js !s+4
s
= e 4t L 1 s2 +25 = e 4t cot 5t
)L 1 s+4
(F ) = L 1 s2 +8s+41 jt !t 2
= e 4(t 2) cos 5 (t 2) U (t 2) .

2s 7
Problem 4.4.17 W (s) = (s 1)(s+2)
e 6s

2s 7 A B
We use partial fractions: (s 1)(s+2) = s 1
+ s+2
) 2s 7 = A (s + 2) + B (s 1)
at s = 1 : 9 = 3A ) A = 3;
at s = 2 : 3 = 3B ) B = 1;

) 2s 7
(s 1)(s+2)
= 3s 11 + 1
s+2
)L 1 2s 7
(s 1)(s+2)
= 3et + e 2t

)L 1
(W ) = L 1 2s 7
(s 1)(s+2)
= (e 2t
3et )jt !t 6
jt !t 6

)L 1
(W ) = e 2(t 6)
3et 6
U (t 6)

s+2
Problem 4.4.18 F (s) = (s+2)2 9
e 4s

1 s+2 1 s
L (s+2)2 9
=L s 2 9 js !s+2
2t 1 s 2t
=e L s2 9
=e cosh 3t
)L 1
(F ) = (e 2t
cosh 3t)jt!t 4
=e 2(t 4)
cosh 3 (t 4) U (t 4) .
CHAPTER 4. THE LAPLACE TRANSFORM 114

X
1
1 3ns
Problem 4.4.19 1 e 3s = e (in…nite geometric series)
n=0

3Ks
X1
K
1 e 3ns
1 e 3s = e (K is a positive integer, …nite geometric series),
n=0

X
1 X1
K
)L 1 1 e 3Ks
1 1
1 e 3s = (t 3n) , L 1 e 3s = (t 3n) .
n=0 n=0

Problem 4.4.20 Find the inverse Laplace Transforms of the following

functions:
2 1
1. A (s) = s(s2 +4)
: Answer: 2
(1 cos 2t).
1 1 5t 5t
2. B (s) = s(s+5)2
: Answer: 25
(1 e 5te ).
10
3. C (s) = (s 9)(s+1)
e 7s : Answer: e9(t 7)
e (t 7)
U (t 7).
s2 6s+2 t
4. D (s) = (s+1)(s 2)2
: Answer: e 2te2t .
4
5. E (s) = s2 4s+20
e 3s : Answer: sin 4 (t 3) e2(t 3)
U (t 3).
3s 12 s 7
6. F (s) = s2 8s 9
+ (s 7)2 +9
e 2s :
Answer: 3e4t cosh 5t + e7(t 2)
cos 3 (t 2) U (t 2).
2 s
7. H (s) = (s+4)3
e 7s + s2 +9
e s
:

Answer: (t 7)2 e 4(t 7)

U (t 7) + cos 3 (t ) U (t ):
s2 +7s+6
8. J (s) = (s 3)(s+3)2
e 4s +e 2s
:
s 5
9. K (s) = s2 10s+29
e 3s .
s+2 s 4
10. N (s) = s2 +4s+5
e 6s + s2 8s+80
e 3s :
2s
R1 4
11. P (s) = 3 + e + s v 2 +16
dv.
d 4
R1 4 3s
12. R (s) = ds s2 +16
+ s v 2 +16
dv e :
sin 4(t 3)
Answer: (t 3) sin 4 (t 3) + t 3
U (t 3)

13. T (s) = 7s e 9s
+ 5 + 4e 2s
:
CHAPTER 4. THE LAPLACE TRANSFORM 115

s2 +5s 6
14. V (s) = (s 2)2 (s+6)
:

6s2 +7s 2
15. W (s) = (s 2)(s+1)2
e 4s :
s 4
16. X (s) = s2 8s+25
e 7s :
13
17. Y (s) = (s+2)(s2 +9)
e 6s :
7!
18. Z (s) = (s 3)8
e 4s :
s+2
19. A (s) = s2 2s+2
:
6s2 +34s+76
20. C (s) = (s 3)(s2 +8s+25)
.
8+8s2
21. D (s) = (s+1)2 (s 3)
:
s 7
22. E (s) = s2 +s 2
e 5s +e 2s
:
4s2 24s+36
23. G (s) = (s 2)2 (s 4)
:
s 2
24. H (s) = s2 4s 5
e 6s +e 4s
:
5s+5
25. J (s) = (s 1)(s2 +4s+5)
:
6s s 4
26. K (s) = 1 2e + s2 8s+20
e 3s :
8!
27. N (s) = 1 + (s+4)9
e 2s :
1
28. P (s) = 2
tan (s).
s+7 1 e 7t
29. R (s) = ln s
: Answer: t
:

s2 +4 2e 3t 2
30. Q (s) = ln s2 +6s+13
: Answer: t
cos 2t:

s s+7
31. Y (s) = ln s+7
+ ln s
:

s2 9
32. T (s) = ln s2
:

33. V (s) = ln (s2 + 9) 2 ln s:

s2 1 3s
34. W (s) = ln s2 +1
e
CHAPTER 4. THE LAPLACE TRANSFORM 116

4.5 Fredholm Integral Equations

Erik Ivar Fredholm (7 April 1866 - 17 August 1927) Sweden
Use the Convolution Theorem to solve the following
Fredholm integral equations:
4.5.1 Lecture Examples
Rt
Problem 4.5.1 f (t) = e3t cos t + 3e3t sin t 3 0
f (z) e3(t z)
dz
f (t) = e3t cos t + 3e3t sin t 3 (f ? e3t ) :
We denote L (f ) (s) by F (s), and apply the Laplace transform to both
sides. We get by Convolution Theorem:
F = (s s3)32 +1 + 3 (s 3)1 2 +1 3F: s 1 3
)F 1+ 3
s 3
= s
(s 3)2 +1
)F s
s 3
= s
(s 3)2 +1
)F = s 3
(s 3)2 +1
= s2s+1 j : ) f (t) = L 1
(F ) = e3t cos t .
s !s 3

4.5.2 Classroom Exercises

Rt
Problem 4.5.2 f (t) = 2 + 3 sinh t 0
f (z) sinh (t z) dz
f (t) = 2+3 sinh t f ?sinh t: We denote L (f ) (s) by F (s), and apply
the Laplace transform to both sides. We get by Convolution Theorem:
) F = 2s + s23 1 L (f ) :L (sinh t) = 2s + s23 1 F: s21 1
) F 1 + s21 1 = 2s + s23 1 = 2ss(s22+3s
2
1)

)F s2
s2 1
= 2s2 +3s 2
s(s2 1)
)F = 2s2 +3s 2
s3
= 2 1s + 3 s12 2
s3

) f (t) = L 1
(F ) = 2 + 3t t2 :

Rt
Problem 4.5.3 f (t) = e3t e2t + 0
f (z) e2(t z)
dz
f (t) = e3t e2t + f ? e2t :
Denote L (f ) (s) by F (s). ) F = s 1 3 1
s 2
+ F: s 1 2
) F 1 s 1 2 = s 1 3 s 1 2 = (s(s 2)3)(s(s 2)3)
) F ss 32 = (s 3)(s
1
2)

)F = s 2
s 3
1
(s 3)(s 2)
= 1
(s 3)2
= 1
s 2 js !s 3

) f (t) = L 1
(F ) = te . 3t
CHAPTER 4. THE LAPLACE TRANSFORM 117
Rt
Problem 4.5.4 f (t) = 8te4t 4 0
f (z) e4(t z)
dz

f (t) = 8te4t 4 (f ? e4t ) :

Denote L (f ) (s) by F (s).
) F = (s 84)2 4F: s 1 4
)F 1+ 4
s 4
= 8
(s 4)2
)F s
s 4
= 8
(s 4)2
)F = 8
s(s 4)
= As + sB4
(partial fractions)
) 8 = A (s 4) + Bs
at s = 0 : 8 = 4A ) A = 2;
at s = 4 : 8 = 4B ) B = 2:
) F = 2s + s 2 4
) f (t) = L 1
(F ) = 2 + 2e4t .

4.5.3 Revision Problems

Rt
Problem 4.5.5 f (t) = e3t 0
f (z) e4(t z)
dz

f (t) = e3t (f ? e4t ) :

We denote L (f ) (s) by F (s), and apply the Laplace transform to both
sides. We get by Convolution Theorem:
F = s 1 3 F: s 1 4
) F 1 + s 14 = s 13
) F ss 43 = s 1 3
) F = (ss 3)4 2 = (s(s 3)3)21 = s 1 3 (s 13)2 = 1s s12 js !s 3
) f (t) = L 1
(F ) = (1 t) e3t .

Rt
Problem 4.5.6 f (t) = 3t2 + et 0
f (z) et z
dz:

f (t) = 3t2 + et (f ? et ) :
Denote L (f ) (s) by F (s), and apply the Laplace transform to both sides
of the equation. Then we get by the Convolution Theorem:
F = s63 + s 1 1 F: s 1 1
) F 1 + s 1 1 = s63 + s 1 1 i.e., F s s 1 = s63 + s 1 1
) F = s s 1 s63 + s 1 1 = 6(ss4 1) + s(ss 11) = s63 s64 + 1s
) f (t) = L 1
(F ) = 3t2 t3 + 1 .
CHAPTER 4. THE LAPLACE TRANSFORM 118

Rt
Problem 4.5.7 f (t) = et cos t + 3 0
f (z) e 2(t z)
dz: .

f (t) = et cos t + 3f ? e 2t : Denote L (f ) (s) by F (s).

) F = L (et cos t) + 3L (f e 2t ) = s2s+1 j + 3L (f ) :L (e 2t
)
s !s 1

)F = s 1
(s 1)2 +1
1
+ 3F: s+2 : )F 1 3
s+2
= s 1
(s 1)2 +1
:

)F s 1
s+2
= s 1
(s 1)2 +1
: F = s+2
(s 1)2 +1

)F = s 1
(s 1)2 +1
+ 3
(s 1)2 +1
= s
s2 +1
+ 3
s2 +1 js
:
!s 1

) f (t) = L 1
(F ) = et (cos t + 3 sin t) .

Rt
Problem 4.5.8 3f (t) = e7t e4t 9 0
f (z) e7(t z)
dz:

3f (t) = e7t e4t 9 (f ? e7t ) :

Denote L (f ) (s) by F (s).
) 3F = s 1 7 s 1 4 9F: s 1 7
) F 3 + s 9 7 = s 1 7 s 1 4 = s(s 47)(s
(s 7)
4)

)F 3(s 4)
s 7
= 3
(s 7)(s 4)

)F = s 7
s 4
1
(s 7)(s 4)
= 1
(s 4)2
)F = 1
s2 js !s 4

) f (t) = L 1 4t
(F ) = te .

Rt
Problem 4.5.9 f (t) = 3 sin 5t 8 0
f (z) cos 5 (t z) dz .

f (t) = 3 sin 5t 8f ? cos 5t:

Denote L (f ) (s) by F (s).
) F = 3L (sin 5t) 8L (f cos 5t) = 3L (sin 5t) 8L (f ) :L (cos 5t)
)F = 15
s2 +25
s
8F: s2 +25 : )F 1+ 8s
s2 +25
= 15
s2 +25

)F s2 +8s+25
s2 +25
= 15
s2 +25

)F = 15
s2 +8s+25
= 15
(s+4)2 +9
=5 3
s2 +9 js !s+4

) f (t) = L 1
(F ) = 5e 4t
sin 3t .
CHAPTER 4. THE LAPLACE TRANSFORM 119

t t 2t
Rt 2(t z)
Problem 4.5.10 f (t) = te e +e + 0
f (z) e dz
f (t) = te t e t + e 2t + f ? e 2t :
Denote L (f ) (s) by F (s).
) F = (s+1)
1
2
1
s+1
1
+ s+2 1
+ F: s+2
s+2 (s+1)(s+2)+(s+1)2
)F 1 1
s+2
= (s+1)2 (s+2)
1
)F s+1
s+2
= 2
(s + 1) (s + 2)
1 1
) F = s+2s+1 2 = 1
(s+1)3
= 2
s 3 js
(s + 1) (s + 2) 2 !s+1

1
) f (t) = L 1 (F ) = t2 e t .
2
Rt
Problem 4.5.11 f (t) = e5t sinh 3t 6 0
f (z) e8(t z)
dz:

Rt
Problem 4.5.12 f (t) = 4 sin 5t 6 f (z) cos 5 (t z) dz:
0

Rt
Problem 4.5.13 f (t) = e3t e2t + 0
f (z) e2(t z)
dz:

Rt
Problem 4.5.14 f (t) = 8e3t 2 0
f (z) cos (t z) dz:

Rt
Problem 4.5.15 f (t) = e2t + sin 2t 4 0
f (z) e2(t z)
dz:

Rt
Problem 4.5.16 f (t) = 4tet + 2 0
f (z) et z
dz:

Rt
Problem 4.5.17 f (t) = sinh 2t 4 0
f (z) e2(t z)
dz:

Rt
Problem 4.5.18 f (t) = sin 3t 6 0
f (z) cos 3 (t z) dz:

Rt
Problem 4.5.19 f (t) = cos 2t + sin 2t 4 0
f (z) e2(t z)
dz:
CHAPTER 4. THE LAPLACE TRANSFORM 120

4.6 Laplace Transform and Initial-value

Problems:
Use the Laplace transform to solve the following initial-
value problems:

4.6.1 Lecture Examples

d2 y
Problem 4.6.1 dt2
8 dy
dt
+ 16y = 6te4t ; y (0) = 1; dy
dt
(0) = 4

Let L (y) = Y (s) : ) L dxdy

= sY y (0) = sY 1:
) L (y ) = s Y sy (0) y (0) = s2 Y s 4:
00 2 0

Apply the Laplace transform to both sides:

) s2 Y s 4 8 (sY 1) + 16Y = (s 64)2 :
) (s2 8s + 16) Y = (s 64)2 + s + 4 8
) (s 4)2 Y = 6
(s 4)2
+ (s 4)
)Y = 6
(s 4)2 (s 4)2
+ (s 4)
(s 4)2
= 3!
(s 4)4
+ 1
s 4
:
) y (t) = L 1
(Y ) = L 1 3!
s 4 js !s 4
+ 1
s 4
= t3 e4t + e4t = (t3 + 1) e4t :

Problem 4.6.2 y 00 + 4y 0 + 3y = 6e 3t
; y (0) = 1; y 0 (0) = 2

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 1;

L (y ) = s Y sy (0) y 0 (0) = s2 Y s + 2:
00 2

We apply the Laplace transform to both sides:

s2 Y s + 2 + 4sY 4 + 3Y = s+3 6
: ) (s2 + 4s + 3) Y = 6
s+3
+s+2
) (s + 3) (s + 1) Y = 6+(s+3)(s+2)
2
s+3
= s +5s+12
s+3
) Y = (s+3)2 (s+1) = s+3 + (s+3)2 + s+1
s2 +5s+12 A B C

) s2 + 5s + 12 = A (s + 3) (s + 1) + B (s + 1) + C (s + 3)2
at s = 3 : 6 = 2B ) B = 3;
at s = 1 : 8 = 4C ) C = 2;
coe¢ cients of s2 : 1 = A + C; ) A = 1 C = 1:
) Y (s) = s+3 (s+3)2 + s+1
1 3 2

) y (t) = L 1
(Y ) = e 3t
3te 3t
+ 2e t
= (1 + 3t) e 3t
+ 2e t
.
CHAPTER 4. THE LAPLACE TRANSFORM 121

4.6.2 Classroom Exercises

d2 y
Problem 4.6.3 dt2
2 dy
dt
+ y = 6e2t cos t; y (0) = 0; y 0 (0) = 3

Let L (y) = Y (s) : )L dy

dt
= sY y (0) = sY;
d2 y 2 0 2
L = s Y sy (0) y (0) = s Y 3:
dt2
We apply the Laplace transform to both sides:
s 6(s 2)
s2 Y 3 2sY + Y = 6 s2 +1 js
= (s 2)2 +1
:
!s 2
) (s2 2s + 1) Y = 6s 12
s2 4s+5
+3
1)2
) (s 1)2 Y = 6s 12+3s2 12s+15
s2 4s+5
= 3s2 6s+3
s2 4s+5
= s3(s
2 4s+5

) Y (s) = s2
3
4s+5
= (s 2)3 2 +1 = 3 1
s2 +1 js !s 2

) y (t) = L 1
(Y ) = 3e2t sin t .

Problem 4.6.4 y 00 6y 0 + 9y = 6t2 e3t ; y (0) = 1; y 0 (0) = 3

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 1;

L (y 00 ) = s2 Y sy (0) y 0 (0) = s2 Y s 3:
We apply the Laplace transform to both sides:
s2 Y s 3 6sY + 6 +9Y = (s 123)3 : ) (s2 6s + 9) Y = s 3+ (s 123)3
(s 3)2 Y = s 3+ 12
(s 3)3
) Y = s 1 3 + (s 123)5 = 1
s 3
+ 12 4!
4! s5 js !s 3

) y (t) = L 1
(Y ) = e3t + 12 t4 e3t = 1 + 21 t4 e3t .

Problem 4.6.5 y 00 6y 0 + 13y = 13; y (0) = 2; y 0 (0) = 3

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 2;

L (y 00 ) = s2 Y sy (0) y 0 (0) = s2 Y 2s 3:
Apply the Laplace transform to both sides:
) s2 Y 2s 3 6 (sY 2) + 13Y = 13 s
:
) (s 2 13
6s + 13) Y = s + 2s 9 = 2s2 9s+13
s
) Y = s(s2 6s+13) = s + s2 6s+13 + s2 6s+13
2s2 9s+13 A B C(2s 6)

) 2s2 9s + 13 = A (s2 6s + 13) + Bs + 2Cs (s 3)

at s = 0 : 13 = 13A ) A = 1;
at s = 3 : 4 = 4A + 3B ) B = 0;
coe¢ cients of s : 2
2 = A + 2C; ) C = 1 12 A = 12 :
Y (s) = 1
s
+ s 3
s2 6s+13
= 1
s
+ s 3
(s 3)2 +4
) y (t) = L 1
(Y ) = 1 + e3t cos 2t .
CHAPTER 4. THE LAPLACE TRANSFORM 122

Problem 4.6.6 y 00 4y = 16e2t ; y (0) = 3; y 0 (0) = 6

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 3;

L (y 00 ) = s2 Y sy (0) y 0 (0) = s2 Y 3s 6:
We apply the Laplace transform to both sides:
) s2 Y 3s 6 4Y = s162 :
) (s2 4) Y = s162 + 3s + 6 = 3ss +4
2
2
) Y = (s 2)(s2 4) = (s 2)2 (s+2) = sA2 + (s B2)2 + s+2
3s2 +4 3s2 +4 C

) 3s2 + 4 = A (s 2) (s + 2) + B (s + 2) + C (s 2)2
at s = 2 : 16 = 4B ) B = 4;
at s = 2 : 16 = 16C ) C = 1;
coe¢ cients of s2 : 3 = A + C; ) A = 2:
) Y (s) = s 2 + (s 2)2 + s+2
2 4 1

) y (t) = L 1
(Y ) = 2e2t + 4te2t + e 2t
.

4.6.3 Revision Problems

Use the Laplace Transform to solve the following initial-value problems:

Problem 4.6.7 y 00 6y 0 + 8y = 4e2t ; y (0) = 4; y 0 (0) = 8 :

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 4;

L (y 00 ) = s2 Y sy (0) y 0 (0) = s2 Y 4s 8:
We apply the Laplace transform to both sides:
s2 Y 4s 8 6sY +24+8Y = 4
s 2
: ) (s2 6s + 8) Y = 4
s 2
+4s 16
) (s 2) (s 4) Y = 4+(s 2)(4s 16)
s 2
= 4s2 24s+36
s 2

) Y (s) = 4s2 24s+36

(s 2)2 (s 4)
= A
s 2
+ B
(s 2)2
+ C
s 4
(partial fractions)

) 4s2 24s + 36 = A (s 2) (s 4) + B (s 4) + C (s 2)2

at s = 2 : 4 = 2B ) B = 2;
at s = 4 : 4 = 4C ) C = 1;
coe¢ cients of s2 : 4 = A + C; ) A = 4 C = 3:
) Y (s) = s 2 (s 2)2 + s 4
3 2 1

and so ) y (t) = L 1
(Y ) = (3 2t) e2t + e4t .
CHAPTER 4. THE LAPLACE TRANSFORM 123

d2 y
Problem 4.6.8 dt2
+ 2 dy
dt
8y = 36te2t ; y (0) = 0; y 0 (0) = 1:

Let L (y) = Y ) L (y 0 ) = sY y (0) = sY

) L (y") = s2 Y sy (0) y 0 (0) = s2 Y 1
Apply Laplace Transform
) s2 Y 1 + 2sY 8Y = 36
(s 2)2

) (s2 + 2s 8) Y = 36
(s 2)2
+1
36+(s2 4s+4)
) (s + 4) (s 2) Y = (s 2) 2 = s2 4s 32
(s 2)2

)Y = (s 8)(s+4)
(s 2)3 (s+4)
= s 8
(s 2)3
= s 2
(s 2)3
6
(s 2)3
= 1
(s 2)2
6
(s 2)3

)Y = 1
s2
3 s23 js !s 2

)y=L 1
(Y ) = (t 3t2 ) e2t :

Problem 4.6.9 y 00 + 5y 0 + 6y = 2e 3t
; y (0) = 1; y 0 (0) = 4:

Let L (y) = Y (s) : ) L (y 0 ) = sY y (0) = sY 1;

L (y 00 ) = s2 Y sy (0) y 0 (0) = s2 Y s + 4:
We apply the Laplace transform to both sides:
2
s2 Y s + 4 + 5sY 5 + 6Y = s+3 :
) (s + 5s + 6) Y = s + 1 s+3
2 2

) (s + 3) (s + 2) Y = (s+3)(s+1) 2
s+3
= s2 +4s+1
s+3

)Y = s2 +4s+1
(s+3)2 (s+2)
= A
(s+3)2
+ B
s+3
+ C
s+2
(partial fractions)
) s + 4s + 1 = A (s + 2) + B (s + 3) (s + 2) + C (s + 3)2
2

at s = 3 : 2= A ) A = 2;
at s = 2 : 3 = C;
coe¢ cients of s2 : 1 = B + C = B 3; ) B = 4:
)Y = s2 +4s+1
(s+3)2 (s+2)
= 2
(s+3)2
+ 4
s+3
3
s+2

) y (t) = L 1
(Y ) = 2te 3t
+ 4e 3t
3e 2t
.
(See also Problem 3.5.14.)
CHAPTER 4. THE LAPLACE TRANSFORM 124

Problem 4.6.10 y 00 + ! 2 y = 0, y (0) = 1 , y 0 (0) = 0:

Final Answer y = cos !t

Problem 4.6.11 y 00 ! 2 y = 0, y (0) = 0 , y 0 (0) = !:

Final Answer y = sinh !t

Problem 4.6.12 y 00 ! 2 y = 0, y (0) = 1 , y 0 (0) = 0:

Final Answer y = cosh !t:

Problem 4.6.13 y 00 + y 0 6y = 30 , y (0) = 0 , y 0 (0) = 30:

Final Answer y = 9e2t 4e 3t

5:

Problem 4.6.14 y 00 2y 0 + y = 12tet , y (0) = 2 , y 0 (0) = 7:

Final Answer y = 2et + 5tet + 2t3 et :

Problem 4.6.15 y 00 8y 0 + 16y = 2e3t , y (0) = 2 , y 0 (0) = 8:

Final Answer y = 2e3t + 2te4t :

Problem 4.6.16 y 00 8y 0 + 16y = 2e4t , y (0) = 2 , y 0 (0) = 8:

Final Answer y = 2e4t + t2 e4t :

Problem 4.6.17 y 00 2y 0 + y = 2et cos t; y (0) = 1; y 0 (0) = 1 .

Final Answer y= 2et cos t + 3et :

Problem 4.6.18 y 00 y0 6y = 15e 2t

; y (0) = 0; y 0 (0) = 3:

Problem 4.6.19 y 00 + 2y 0 + y = 80e3t ; y (0) = 8; y 0 (0) = 8:

CHAPTER 4. THE LAPLACE TRANSFORM 125

Problem 4.6.20 y 00 + 5y 0 + 6y = 2e 3t
; y (0) = 1; y 0 (0) = 4:

Problem 4.6.21 y 00 y 0 6y = 13 cos 3t 13 sin 3t; y (0) = 2; y 0 (0) = 4.

Problem 4.6.22 y 00 y0 2y = 3e t ; y (0) = 6; y 0 (0) = 7:

Problem 4.6.23 y 00 + 4y 0 12y = 8e2t ; y (0) = 1; y 0 (0) = 3:

Problem 4.6.24 y 00 4y 0 + 4y = te3t ; y (0) = 0; y 0 (0) = 1:

Problem 4.6.25 y 00 6y 0 + 5y = 8et ; y (0) = 3; y 0 (0) = 1:

Problem 4.6.26 y 00 + y 0 2y = 9e 2t
; y (0) = 0; y 0 (0) = 3.

Problem 4.6.27 y 00 2y 0 + 10y = 10e2t ; y (0) = 0; y 0 (0) = 7 .

Problem 4.6.28 y 00 9y = 6e 3t
; y (0) = 1; y 0 (0) = 4 .

Problem 4.6.29 y 00 + y 0 6y = 6e t ; y (0) = 1; y 0 (0) = 1:

d2 y
Problem 4.6.30 dt2
3 dy
dt
+ 2y = 4e2t ; y (0) = 3; y 0 (0) = 5:
Answer: y (t) = 3et + 6e2t 4te2t :
CHAPTER 4. THE LAPLACE TRANSFORM 126

4.7 Laplace Transform and Systems of

Di¤erential Equations
Use the Laplace transform to solve the following initial-value problems (sys-
tems of di¤erential equations):

4.7.1 Lecture Examples

dy dx
Problem 4.7.1 6x + dt
= 6e t ; dt
+x y = 0; x (0) = 0; y (0) = 3 :

Let L (x) = X (s) : ) L dx

dt
= sX x (0) = sX;
let L (y) = Y (s) : ) L dt = sY y (0) = sY 3:
dy

6
) 6X + sY 3= : (4.2)
s+1
Also, (s + 1) X Y = 0; and when we multiply by s,

s2 + s X sY = 0; (4.3)

We add the two equations (4.2) and (4.3), and get:

6
(s2 + s 6) X = 3 + s+1 = 3s+3+6
s+1
= 3s+9
s+1
(s + 3) (s 2) X = 3(s+3)
s+1
) X = (s 2)(s+1)
3
= sA2 + s+1
B
(partial fractions)
) 3 = A (s + 1) + B (s 2)
at s = 1 : 3 = 3B ) B = 1;
at s = 2 : 3 = 3A ) A = 1;
) X = s 1 2 s+11
) x (t) = L 1 (X) = e2t e t
.
dx dx
As dt
+x y = 0; then y = dt
+ x = 2e2t + e t
+ e2t e t
= 3e2t .

4.7.2 Classroom Exercises

dx dy
Problem 4.7.2 dt
6x 3y = 0; 3x + dt
= 2te3t ;
x (0) = 1; y (0) = 1:

dy
L dx
dt
= sX x (0) = sX 1; L dt
= sY y (0) = sY + 1:
Apply the Laplace transform:
CHAPTER 4. THE LAPLACE TRANSFORM 127

) sX 1 6X 3Y = 0; 3X + sY + 1 = 2
(s 3)2
: This gives

s2 X 6sX 3sY = s; (4.4)

6
9X + 3sY = 3: (4.5)
(s 3)2
We add the two equations (4.4) and (4.5), and get:
(s2 6s + 9) X = s 3 + (s 63)2 ) (s 3)2 X = s 3+ 6
(s 3)2
)X= 1
s 3
+ 6
(s 3)4
) x (t) = L 1
(X) = (1 + t3 ) e3t .
dx 1 dx
As dt
6x 3y = 0; then y = 3 dt
2x
) y = 13 (3 + 3t2 + 3t3 ) e3t 2 (1 + t ) e : 3 3t
) y (t) = ( 1 + t2 t3 ) e3t .

dx dy
Problem 4.7.3 dt
+y = 2t; x 2y + dt
=t;
x (0) = 0; y (0) = 1 :

Let L (x) = X (s) : ) L dxdt

= sX x (0) = sX:
Let L (y) = Y (s) : ) L dt = sY
dy
y (0) = sY 1:
Apply the Laplace transform to all sides:
2
) sX + Y = ; (4.6)
s2
Also, X 2Y + sY 1 = s12 ;
s2 +1
that is, X + (s 2) Y = s12 + 1 = s2
We multiply by s :
s3 + s
) sX + s 2s Y = 2
: (4.7)
s2
We add equations (4.6) and (4.7), and get:
3
(s2 2s + 1) Y = s +s s2
2
:
) Y = s2 (s 1)2 = s + s2 + sC 1 + (s D1)2 (partial fractions)
s3 +s 2 A B

) s3 + s 2 = As (s 1)2 + B (s 1)2 + Cs2 (s 1) + Ds2 :

at s = 0 : 2 = B;
at s = 1 : 0 = D;
coe¢ cients of s : 1 = A 2B; ) A = 1 + 2B = 3;
3
coe¢ cients of s : 1 = A + C; ) C = 1 A = 4:
) Y (s) = 3 1s 2 s12 + 4 s 1 1
) y (t) = 3 2t + 4et :
) x = t 2y + dy dt
= t 2( 3 2t + 4et ) + ( 2 + 4et ) :
) x (t) = 4 + 3t 4et :
CHAPTER 4. THE LAPLACE TRANSFORM 128

4.7.3 Revision Problems

Use the Laplace transform to solve the following initial-value problems (sys-
tems of di¤erential equations in two unknown functions x (t) and y (t)):

Problem 4.7.4
dx
2y = 6e3t sin t;
dt
dx dy
10x 3 +2 = 0;
dt dt
x (0) = 0; y (0) = 1:

Solution: Let L (x) = X (s) : )L dx

dt
= sX x (0) = sX:
Let L (y) = Y (s) : )L dy
dt
= sY y (0) = sY 1:
We apply the Laplace Transform: ) sX 2Y = 6
s2 +1 js!s 3
; that is,

6
sX 2Y = ; (4.8)
(s 3)2 + 1
and 10X 3sX + 2 (sY 1) = 0; that is,

10X 3sX + 2sY = 2: (4.9)

After multiplying equation (4.8) by s we get

6s
s2 X 2sY = : (4.10)
s2 6s + 10
We add equations (4.9) and (4.10), and get:
6s 2s2 12s+20+6s 2s2 6s+20
(s2 3s + 10) X = s2 6s+10
+2= s2 6s+10
= s2 6s+10
2(s2 3s+10)
that is, (s2 3s + 10) X = s2 6s+10

)X= 2
s2 6s+10
= 2
(s 3)2 +1
=2 1
s2 +1 js!s 3

) x (t) = L 1
(X) = 2e3t sin t .
dx
As dt
2y = 6e3t sin t; then
dx
2y = dt
6e3t sin t = dtd (2e3t sin t) 6e3t sin t
= 6e3t sin t + 2e3t cos t 6e3t sin t = 2e3t cos t

) y (t) = e3t cos t .

CHAPTER 4. THE LAPLACE TRANSFORM 129

dy dx
Problem 4.7.5 x dt
= 1; dt
2x + y = t 2,
x (0) = 2; y (0) = 0 .

Let L (x) = X (s) : )L dx

dt
= sX x (0) = sX 2:
Let L (y) = Y (s) : )L dy
dt
= sY y (0) = sY:

1
)X sY = ; (4.11)
s
1 2
Also, sX 2 2X + Y = s2 s
; and so,

1 2s + 2s2
) s2 X 2sX + sY = : (4.12)
s
2s+2s2 2s(s 1)
We add (4.11) and (4.12): (s2 2s + 1) X = s
= s
) (s 1)2 X = 2 (s 1) ) X = s 2 1 ) x (t) = L (X) = 2e . 1 t

As dx
dt
2x + y = t 2; then y = t 2 dx dt
+ 2x
) y = t 2 2e + 4e
t t
) y (t) = t 2 + 2et .

Problem 4.7.6 4x 2 dy
dt
= 6e3t 8te3t ; dx
dt
3x + 2y = 8 ;
x (0) = 0; y (0) = 3 :

dy
L dx
dt
= sX x (0) = sX and L dt
= sY y (0) = sY 3:
We apply the Laplace transform: ) 4X 2 (sY 3) = s 6 3 8
(s 3)2
;

6s 26 42s 6s2 80
) 4X 2sY = 6+ = : (4.13)
(s 3)2 (s 3)2

Also, (s 3) X + 2Y = 8s . We multiply by s, and get

s2 3s X + 2sY = 8: (4.14)

We add the two equations (4.13) and (4.14), and get:

6s 26 2(s 3)2 +6s 26 2 2(s2 3s 4)
(s2 3s 4) X = 2 + (s 3)2
= (s 3)2
= 2s(s 6s
3)2
8
= (s 3)2
)X= 2
(s 3)2
) x (t) = L 1 3t
(X) = 2te .
dx dx
As dt
3x + 2y = 8; then 2y = 8 dt
+ 3x:
) 2y = 8 2e 3t
6te + 6te3t 3t
) y (t) = 4 e3t .
CHAPTER 4. THE LAPLACE TRANSFORM 130

Problem 4.7.7
dx
+ 3x 2y = 3 sin 2t 6e t ;
dt
dy
2x + = 3e t ;
dt

x (0) = 0 , y (0) = 4:

Let L (x) = X (s) : )L dx

dt
= sX x (0) = sX:
Let L (y) = Y (s) : )L dy
dt
= sY y (0) = sY 4:
We apply the Laplace Transform to all sides:
6 6
sX + 3X 2Y = ; (4.15)
s2 +4 s+1
3
2X + sY : 4= (4.16)
s+1
These 2 equations become, after multiplying equation (4.15) by s and
equation (4.16) by 2 :
6s 6s
s2 X + 3sX 2sY = : (4.17)
s2 + 4 s+1
6
) 4X + 2sY = 8: (4.18)
s+1
We add equations (4.17) and (4.18), and get:
6s 6s 6
(s2 + 3sX + 4) X = s2 +4 s+1
+8 s+1
6s 6s
= s2 +4
6+8= s2 +4
+ 2;
2s2 +6s+8
that is, (s2 + 3sX + 4) X = s2 +4

)X= 2
s2 +4
) x (t) = L 1
(X) = sin 2t .
dx
As dt
+ 3x 2y = 3 sin 2t 6e t ; then
dx t
2y = dt
+ 3x 3 sin 2t + 6e = 2 cos 2t + 3 sin 2t 3 sin 2t + 6e t :
) y (t) = cos 2t + 3e t
.
CHAPTER 4. THE LAPLACE TRANSFORM 131

dy dx
Problem 4.7.8 x + dt
= 2et ; dt
y=0;
x (0) = 0; y (0) = 1 :

Let L (x) = X (s) : ) L dx

dt
= sX x (0) = sX:
Let L (y) = Y (s) : ) L dt = sY y (0) = sY 1:
dy

We apply the Laplace transform to all sides: ) X + sY 1 = 2

s 1
;

2 s 3
) X + sY = 1 = : (4.19)
s 1 s 1
Also, sX Y = 0. We multiply by s, and get

s2 X sY = 0: (4.20)

We add the two equations (4.19) and (4.20), and get:

(s2 + 1) X = ss 13 ) X = (s 1)(s
s 3 A B Cs
2 +1) = s 1 + s2 +1 + s2 +1 (partial
fractions)
) s 3 = A (s2 + 1) + B (s 1) + Cs (s 1)
at s = 1 : 2 = 2A ) A = 1;
at s = 0 : 3=A B ) B = A + 3 = 2;
2
coe¢ cients of s : 0 = A + C; ) C = A = 1:
X = s 1 + 2 s2 +1 + s2 +1 ) x (t) = L 1 (X) = et + 2 sin t + cos t .
1 1 s

As dx
dt
y = 0; then y = dx
dt
) y (t) = et + 2 cos t sin t .

Problem 4.7.9 x (0) = 1 , y (0) = 0 ,

dx dy
+ y = 0; x+ = 2 cos t:
dt dt
(Answer: x = cos t, y = sin t.)

Problem 4.7.10 x (0) = 0 , y (0) = 1 ,

dx dx dy
2y = 6e3t sin t; 10x 3 + 2 = 0:
dt dt dt
(Answer: x = 2e3t sin t, y = e3t cos t.)
CHAPTER 4. THE LAPLACE TRANSFORM 132

Problem 4.7.11 x (0) = 1 , y (0) = 0 ,

dx
3x + 2y = 0;
dt
dy
x+y = 0:
dt
(Answer: x = e2t sin t + e2t cos t, y = e2t sin t.)

Problem 4.7.12 x (0) = 0 , y (0) = 1 ,

dx
2x 3y = 0;
dt
dy
x+ = 3te2t + 2e2t :
dt
(Answer: x = 3te2t , y = e2t .)

Problem 4.7.13 x (0) = 1 , y (0) = 0 ,

dx dy
= 2e2t ;
dt dt
dx
3x + y = 0:
dt
(Answer: x = (1 + t) e2t , y = te2t .)

Problem 4.7.14 x (0) = 0 , y (0) = 1 ,

dx
+ 3x y = 0;
dt
dx dy 3t
3 + = 9te :
dt dt
(Answer: x = te 3t , y = e 3t .)

Problem 4.7.15 x (0) = 0 , y (0) = 1 ,

dx
3x y = t2 e3t ;
dt
dy
2x + 3y = 0:
dt
(Answer: x = te3t , y = e3t t2 e3t .)
CHAPTER 4. THE LAPLACE TRANSFORM 133

Problem 4.7.16 x (0) = 0 , y (0) = 3 ,

dx
3 y = 12e4t sin t;
dt
dy
3x + = 12e4t cos t:
dt
(Answer: x = e4t sin t, y = 3e4t cos t.)

Problem 4.7.17 x (0) = 0 , y (0) = 3 ,

dy
6x + = 0;
dt
dx
3 + x 2y = sin 2t:
dt
(Answer: x = sin 2t, y = 3 cos 2t.)

Problem 4.7.18 x (0) = 1 , y (0) = 4 ,

dx
+ 4x y = 3e2t ;
dt
dy
12x = 2e2t :
dt
2t
(Answer: x = (1 + t) e , y = (4 + 6t) e2t .)

Problem 4.7.19 x (0) = 0 , y (0) = 1 ,

dy
4x = 2e2t 16te2t ;
dt
dx
4x y = 8te2t 5e2t :
dt
2t
(Answer: x = 4te , y = e2t .)

Problem 4.7.20 x (0) = 1 , y (0) = 0 ,

dx
+ y = 0;
dt
dy
x = 0:
dt
(Answer: x = cos t, y = sin t.)
CHAPTER 4. THE LAPLACE TRANSFORM 134

4.8 Digressions on Laplace Transform

4.8.1 Use of the Inverse Form of the Convolution
Theorem
The Convolution Theorem ensures that, for any two functions f (t) and g (t)
which have Laplace transforms:
L ff ? gg = L ff g.L fgg :
Hence, for any two Laplace transforms F (s) and G (s) we have:
1 1 1
L (F:G) = L (F ) ? L (G) :
Problem 4.8.1 Find the Inverse Laplace Transform of the following
function: F (s) = (s24s
+4)2

Since, F (s) = 2 s22+4 s2s+4 (multiplication), then

L 1 (F ) = 2L 1 s22+4 s2s+4 = 2L 1 s22+4 ? L 1 s2s+4
Zt
) L 1 (F ) = 2 sin 2t ? cos 2t = 2 sin (2z) cos 2 (t z) dz
0
Zt
1 z=t
= sin (2t) + sin (4z 2t) dz = z sin (2t) 4
cos (4z 2t) z=0
0
1
= t sin (2t) 0 4
cos (2t) + 41 cos ( 2t).
)L 1
(F ) = t sin (2t) , because cos ( 2t) = cos (2t) :

2s2 1
Problem 4.8.2 Let F (s) = (s2 +4)2
. Find L (F ).

Since, F (s) = 2 s2s+4 s2s+4 (multiplication), then

s s
L 1
(F ) = 2L 1
= 2L 1 s2s+4 ? L 1 s2s+4
s2 +4 s2 +4
Zt
) L 1 (F ) = 2 cos 2t ? cos 2t = 2 cos (2z) cos 2 (t z) dz
0
Zt
2 z=t
= 2
cos (2t) + cos (4z 2t) dz = z cos (2t) + 41 sin (4z 2t) z=0
0
= t cos (2t) 0 + 14 sin (2t) 1
4
sin ( 2t)
)L 1
(F ) = t cos (2t) + 12 sin (2t) , because sin ( 2t) = sin (2t) :
CHAPTER 4. THE LAPLACE TRANSFORM 135

4.8.2 Laplace Transforms of Functions De…ned over

Intervals
Given a function k (t) that has Laplace transform, and given an interval of
real numbers [b; c], 0 6 b < c, let a function g (t) be de…ned as follows:
8
< 0; 1<t<b
g (t) = k (t) ; b t<c : (4.21)
:
0; c t<1
Noting that
0; 1<t<b
U (t b) = ;
1; b t<1

g (t) can also be presented as follows:

g (t) = k (t) U (t b) k (t) U (t c) = k (t) (U (t b) U (t c)) : (4.22)

We now compute the Laplace transform of this function g. In order to

make use of the theorem about shift in t, we have to rewrite the formula of
g as follows:

g (t) = k ((t + b) b) U (t b) k ((t + c) c) U (t c) : (4.23)

) L (g) = e bs
L (k (t + b)) e cs
L (k (t + c)) : (4.24)

Problem 4.8.3 Draw a neat sketch for the following function, and compute
its Laplace transform:
8
< 0; 1<t<1
g (t) = 4t3 22t2 + 38t 10; 1 t<3 :
:
0; 3 t<1

Solution: Let k (t) = 4t3 22t2 + 38t 10 .

Then the given function g equals
g (t) = k ((t + 1) 1) U (t 1) k ((t + 3) 3) U (t 3) :
3 2 3
k (t + 1) = 4 (t + 1) 22 (t + 1) + 38 (t + 1) 10 = 4t 10t2 + 6t + 10;
k (t + 3) = 4 (t + 3)3 22 (t + 3)2 + 38 (t + 3) 10 = 4t3 + 14t2 + 14t + 14:
Hence, L (g) = e s L (k (t + 1)) e 3s L (k (t + 3))
= e s L (4t3 10t2 + 6t + 10) e 3s L (4t3 + 14t2 + 14t + 14) :
24 20 6 10 24 28 14 14
) L (g) = e s + + e 3s
+ 3 + 2 + :
s4 s3 s2 s s4 s s s
CHAPTER 4. THE LAPLACE TRANSFORM 136

Problem 4.8.4 Draw a neat sketch for the following function, and …nd its
Laplace transform (b 8is a positive constant):
< 0 1<t<0
gb (t) = 1=b 0 t<b .
:
0 b t<1

Solution: gb (t) = 1b U (t) 1

b
U (t b) : So, by the Second Shift Theorem:
bs
L (gb ) (s) = 1b 1s 1b 1s e
bs e
= 1 bs .
By L’Hopital Rule,
e bs bs
lim L (gb ) (s) = lim 1 bs = lim0+se
s
= 1 = L( ):
b !0 b !0 b !0
CHAPTER 4. THE LAPLACE TRANSFORM 137

Problem 4.8.5 Compute the Laplace transform of the following function,

where c is a constant, 0 < c 6 2. Also, draw a neat sketch for it in the case
c = 1=8 :
8
>
< 0; 1<t<2 c
3 3 3 3 2
g (t) = + t t; 2 c t<2+c ;
>
: 4c c3 c3 4c3
0; 2+c t<1
!
2
3 3 3 3 2 3 t 2
Solution: Let k (t) = 3
+ 3t 3
t = 1 .
4c c c 4c 4c c
Then the given function g equals
8
< 0; 1<t<2 c
g (t) = k (t) ; 2 c t<2+c :
:
0; 2+c t<1

) g (t) = k (t) U (t (2 c)) k (t) U (t (2 + c)) ;

that is,
g (t) = k ((t + (2 c)) (2 c)) U (t (2 c))
k ((t + (2 + c)) (2 + c)) U (t (2 + c)) :
3 3 3 3
Also, k (t + (2 c)) = + (t + 2 c) (t + 2 c)2
4c c3 c3 4c3
3 3 2
= 2t t
2c 4c3
3 3 3 3
and k (t + (2 + c)) = 3
+ 3 (t + 2 + c) 3
(t + 2 + c)2
4c c c 4c
3 3 2
= t t
2c2 4c3
CHAPTER 4. THE LAPLACE TRANSFORM 138

Hence, L (g) = e (2 c)s L (k (t + (2 c))) e (2+c)s L (k (t + (2 + c)))

3 3 2 3 3 2
= e (2 c)s L t t e (2+c)s
L t t
2c2 4c3 2c2 4c3
3 3 2
=L 2
t e (2 c)s + e (2+c)s L t e (2 c)s e (2+c)s
2c 4c3
3 3
= e 2s (ecs
+ e cs
) (ecs e cs )
2c2 s2 2c3 s3
3 3
= e 2s 2 2 cosh (cs) sinh (cs) :
cs c s3
3

cs cosh (cs) sinh (cs)

) L (g) (s) = 3 e 2s : (4.25)
c 3 s3

Remark 4.8.1 In the preceding problem, the function g (t) is a positive pulse
in the shape of an inverted parabola, centred at t = 2, with width 2c and height
3
. (See its graph above, when c = 1=8.) It is easy to see (by integration)
4c
that the area under its curve equals 1. In the limit case, when c tends to
0, this pulse gets very narrow and very high, while its centre remains the
point t = 2 and its area remains 1. This means that g (t) tends to the Dirac
function (t 2) as c tends to 0. Meanwhile, its Laplace transform tends
that of (t 2), as we now show:
3 cs cosh (cs) sinh (cs)
lim L (g) (s) = 3 e 2s lim
c !0 s c !0 c3
2
3 s cosh (cs) + cs sinh (cs) s cosh (cs)
= 3 e 2s lim (by L’Hôpital’s Rule)
s c !0 3c2
3 2s s2 sinh (cs)
= 3 e lim
s c !0 3c
3 2s s3 cosh (cs)
= 3 e lim (by L’Hôpital’s Rule).
s c !0 3
) lim L (g) (s) = e 2s lim cosh (cs) = e 2s ;
c !0 c !0
which is the Laplace transform of the Dirac function (t 2).
When computations are performed within many engineearing applications,
and when the width 2c of this pulse g is narrow enough, it is often reasonable
and acceptable to replace g by the Dirac function (t 2), and to replace the
rather cumbersome formula (4.25), for the Laplace transform of g, by the
much simpler L ( (t 2)) = e 2s .
Similar conclusions hold for the function described in Problem 4.8.4.
Appendix A

Table of Famous Integrals

R 1
R p R
xr dx = xr+1 (r 6= 1) p dx = ln x + x2 a2 sec2 x dx = tan x
r+1 x2 a 2

R 1
R p R
dx = ln (Cx) p dx = ln x + x 2 + a2 csc2 x dx = cot x
x x2 +a2
R R R
ex dx = ex + C sin x dx = cos x + C sec x tan x dx = sec x
R dx 1 1 x
R R
x2 +a2
= a
tan a
+C cos x dx = sin x + C csc x cot x dx = csc x
R dx 1 x a
R R
x2 a 2
= 2a
ln x+a
+C sec x dx = ln jsec x + tan xj tan x dx = ln jsec xj
R 1
R R
p dx = sin x
+C csc x dx = ln jcsc x + cot xj cot x dx = ln jsin xj
a 2 x2 a

Trigonometric Formulas
sin x 1 2 tan x
tan x = cos x
sec x = cos x
tan 2x = 1 tan2 x

cos x 1 1 cot2 x 1
cot x = sin x
= tan x
csc x = sin x
cot 2x = 2 cot x

d
dx
sin x = cos x sin2 x + cos2 x = 1 sin x cos x = 21 sin 2x

d
dx
tan x = sec2 x sec2 x = 1 + tan2 x sin2 x = 12 (1 cos 2x)

d
dx
sec x = sec x tan x csc2 x = 1 + cot2 x cos2 x = 21 (1 + cos 2x)

cos 2x = cos2 x sin2 x = 1 2 sin2 x = 2 cos2 x 1

139
Appendix B

Assignments

140
APPENDIX B. ASSIGNMENTS 141

B.1 Assignment 1 on Separable and

Homogeneous Di¤erential Equations
Assignment 1 - Di¤erential Equations
Separable and Homogeneous Di¤erential Equations

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.1.1 Solve the following di¤erential equation:

dy
(y + yx2 ) dx = y 2 + 1.
APPENDIX B. ASSIGNMENTS 142

Name: Registration No.:

Assignment Problem B.1.2 Solve the following initial-value problem:

dy
2y cos2 2x dx = e4y ; y 8 = 0:
APPENDIX B. ASSIGNMENTS 143

Name: Registration No.:

Assignment Problem B.1.3 Solve the following di¤erential equation:

dy
(2y 3 x 6x3 y) dx = 3y 4 12x2 y 2 + 9x4 :
APPENDIX B. ASSIGNMENTS 144

Name: Registration No.:

Assignment Problem B.1.4 Solve the following di¤erential equation:

dy
3x2 dx = 9x2 + 3xy + y 2 :
APPENDIX B. ASSIGNMENTS 145

Final Answer of Assignment Problem B.1.1:

Separable di¤erential equation
1
y 2 + 1 = Ce2 tan x :
Final Answer of Assignment Problem B.1.2:
Separable di¤erential equation
(4y + 1) e 4y = 5 4 tan 2x:
Final Answer of Assignment Problem B.1.3:
Homogeneous di¤erential equation
y 4 6x2 y 2 + 9x4 = C 2 x6 :
Final Answer of Assignment Problem B.1.4:
Homogeneous di¤erential equation
y = 3x tan (ln (Cx)) :
APPENDIX B. ASSIGNMENTS 146

B.2 Assignment 2 on Linear Di¤erential

Equations
Assignment 2 - Di¤erential Equations
Linear Di¤erential Equations

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.2.1 Solve the following di¤erential equation:

dy
x dx + 4y = x3 x:
APPENDIX B. ASSIGNMENTS 147

Name: Registration No.:

Assignment Problem B.2.2 Solve the following di¤erential equation:

dy
dx
+ 2 (tan 2x) y = 3e3x cos 2x
APPENDIX B. ASSIGNMENTS 148

Name: Registration No.:

Assignment Problem B.2.3 Solve the following …rst-order initial-value prob-

lem:
dy
dx
+ (cos x) y = 4x3 e sin x ; y (0) = 8:
APPENDIX B. ASSIGNMENTS 149

Name: Registration No.:

Assignment Problem B.2.4 Solve the following …rst-order initial-value prob-

lem:
dy 1
dx
+ x
+ cot x y = 2x cos x:
APPENDIX B. ASSIGNMENTS 150

Final Answer of Assignment Problem B.2.1:

Linear di¤erential equation,
y = Cx 4 + 17 x3 51 x:
Final Answer of Assignment Problem B.2.2:
Linear di¤erential equation,
y = cos 2x (C + e3x ) :
Final Answer of Assignment Problem B.2.3:
Linear di¤erential equation,
y = cos x (6 + 2e5x ) :
Final Answer of Assignment Problem B.2.4:
Linear di¤erential equation,
y = Cx csc x + x sin x:
APPENDIX B. ASSIGNMENTS 151

B.3 Assignment 3 on Bernoulli Di¤erential

Equations
Assignment 3 - Di¤erential Equations
Bernoulli Di¤erential Equations

Name: Registration No.:

Specialization: Date: / 20

dy
Assignment Problem B.3.1 dx
+ x2 y = (x4 sec2 x) y 3 :
APPENDIX B. ASSIGNMENTS 152

Name: Registration No.:

Assignment Problem B.3.2 Solve the following di¤erential equation:

dy 1
dx 4
(tan x) y = (sin x) y 3 :
APPENDIX B. ASSIGNMENTS 153

Name: Registration No.:

Assignment Problem B.3.3 Solve the following di¤erential equation:

dy
6 dx + y cos x = y 5 cos x:
APPENDIX B. ASSIGNMENTS 154

Name: Registration No.:

Assignment Problem B.3.4 Solve the following di¤erential equation:

dy
dx
= y (3xy 3 1) :
APPENDIX B. ASSIGNMENTS 155

Final Answer of Assignment Problem B.3.1:

Bernoulli di¤erential equation,
1
y2
= x4 (C 2 tan x) ) y = x2 pC 12 tan x :
Final Answer of Assignment Problem B.3.2:
Bernoulli di¤erential equation,
y 4 = sec x C + 2 sin2 x :
Final Answer of Assignment Problem B.3.3:
Bernoulli di¤erential
p equation,
6 sin x:
y= 1 + Ce
Final Answer of Assignment Problem B.3.4:
Bernoulli di¤erential equation,
1
y= p 3
Ce3x +3x+1
:
APPENDIX B. ASSIGNMENTS 156

B.4 Assignment 4 on Exact Di¤erential

Equations
Assignment 4 - Di¤erential Equations
Exact Di¤erential Equations

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.4.1 Solve the following di¤erential equation:

(y 3 y 2 sin x 6e3x ) dx + (3xy 2 + 2y cos x + tan y) dy = 0:
APPENDIX B. ASSIGNMENTS 157

Name: Registration No.:

Assignment Problem B.4.2 Solve the following di¤erential equation:

dy
( sin x csc2 y + 3y 2 ) dx + x3 + cos x cot y = 0:
APPENDIX B. ASSIGNMENTS 158

Name: Registration No.:

Assignment Problem B.4.3 Solve the following …rst-order initial-value prob-

lem:
dy
cos x ln y + sec2 x + y1 sin x + p 1 dx
= 0 ; y 4 = 1:
1 y2
APPENDIX B. ASSIGNMENTS 159

Name: Registration No.:

Assignment Problem B.4.4 Solve the following …rst-order initial-value prob-

lem:
2x 3x
y + 1+x 2 + 3e cos y dx + (x + sec2 y e3x sin y) dy = 0:
y (0) = 0:
APPENDIX B. ASSIGNMENTS 160

Final Answer of Assignment Problem B.4.1:

Exact di¤erential equation,
(x; y (x)) = xy 3 + y 2 cos x 2e3x + ln (sec y) = C:
Final Answer of Assignment Problem B.4.2:
Exact di¤erential equation,
(x; y (x)) = sin x cot y + y 3 + 3 ln x = C:
Final Answer of Assignment Problem B.4.3:
Exact di¤erential equation,
(x; y (x)) = sin x ln y + tan x + sin 1 y = 1 + 2 :
Final Answer of Assignment Problem B.4.4:
Exact di¤erential equation,
(x; y (x)) = xy + tan y + e3x cos y + ln (x2 + 1) = 1:
APPENDIX B. ASSIGNMENTS 161

B.5 Assignment 5 on Method of Variation of

Parameters
Assignment 5 - Di¤erential Equations
Method of Variation of Parameters

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.5.1 Verify that the function yh (x) = C1 x + C2 x2

is the homogeneous solution of the following linear di¤erential equation:
x2 y 00 2xy 0 + 2y = 5x2 .
Then use this yh (x) to …nd the its general solution, by means of the
Method of Variation of Parameters.
APPENDIX B. ASSIGNMENTS 162

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Assignment Problem B.5.2 Find the general solution of the following

di¤erential equation, using the Method of Variation of Parameters:
y 00 5y 0 + 4y = 18xex :
APPENDIX B. ASSIGNMENTS 163

Name: Registration No.:

Assignment Problem B.5.3 Find the general solution of the following

di¤erential equation, using the Method of Variation of Parameters:
y 00 + 4y 0 + 4y = e 2x sec2 x.
APPENDIX B. ASSIGNMENTS 164

Name: Registration No.:

Assignment Problem B.5.4 Find the general solution of the following

di¤erential equation, using the Method of Variation of Parameters:
y 00 2y 0 + y = 6ex 24x2 ex .
APPENDIX B. ASSIGNMENTS 165

Final Answer of Assignment Problem B.5.1

yG:S: (x) = (C2 + 5 ln x) x2 + C1 x:
Final Answer of Assignment Problem B.5.2
yG:S: = y = (3x2 + 2x) ex + C1 ex + C2 e4x :
Final Answer of Assignment Problem B.5.3
2x
yG:S: = (ln (sec x) + C1 + C2 x) e :
Final Answer of Assignment Problem B.5.4
yG:S: = (3x2 2x4 + C1 + C2 x) ex :
APPENDIX B. ASSIGNMENTS 166

B.6 Assignment 6 on Method of Undetermined

Coe¢ cients
Assignment 6 - Di¤erential Equations
Method of Undetermined Coe¢ cients

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.6.1 Find the general solution of the following second-
order linear di¤erential equation, using the Method of Undetermined
Coe¢ cients:
y 00 + 4y 0 + 5y = 4ex 10xex :
APPENDIX B. ASSIGNMENTS 167

Name: Registration No.:

Assignment Problem B.6.2 Find the general solution of the following second-
order linear di¤erential equation, using the Method of Undetermined
Coe¢ cients:
y 00 2y 0 8y = 6e 2x :
APPENDIX B. ASSIGNMENTS 168

Name: Registration No.:

Assignment Problem B.6.3 Find the general solution of the following second-
order linear di¤erential equation, using the Method of Undetermined
Coe¢ cients:
y 00 + 6y 0 + 45y = (37x 35) e 2x :
APPENDIX B. ASSIGNMENTS 169

Name: Registration No.:

Assignment Problem B.6.4 Find the general solution of the following second-
order linear di¤erential equation, using the Method of Undetermined
Coe¢ cients:
y 00 3y 0 18y = 36 sin 3x 108 cos 3x:
APPENDIX B. ASSIGNMENTS 170

Name: Registration No.:

Assignment Problem B.6.5 Find the general solution of the following second-
order linear di¤erential equation, using the Method of Undetermined
Coe¢ cients:
y 00 2y 0 + 5y = 15x2 12x 29:
APPENDIX B. ASSIGNMENTS 171

Final Answer of Assignment Problem B.6.1:

yG:S: = yp + yh = ex xex + e 2x (C1 sin x + C2 cos x) :
Final Answer of Assignment Problem B.6.2:
yG:S: = yp + yh = xe 2x + C1 e 2x + C2 e4x :
Final Answer of Assignment Problem B.6.3:
yG:S: = yp + yh = (x 1) e 2x + C1 e 3x sin 6x + C2 e 3x
cos 6x:
Final Answer of Assignment Problem B.6.4:
yG:S: = yp + yh = 4 cos 3x + C1 e 3x + C2 e6x :
Final Answer of Assignment Problem B.6.5:
yG:S: = yp + yh = 3x2 7 + C1 ex cos 2x + C2 ex sin 2x:
APPENDIX B. ASSIGNMENTS 172

B.7 Assignment 7 on Cauchy-Euler

Di¤erential Equations
Assignment 7 - Di¤erential Equations
Cauchy-Euler Di¤erential Equations

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.7.1 Find the general solution of the following

di¤erential equation:
x2 y 00 2xy 0 + 2y = 5x2 .
APPENDIX B. ASSIGNMENTS 173

Name: Registration No.:

Assignment Problem B.7.2 Find the general solution of the following

di¤erential equation:
x2 y 00 + 6xy 0 14y = 27x2 .
APPENDIX B. ASSIGNMENTS 174

Name: Registration No.:

Assignment Problem B.7.3 Find the general solution of the following

di¤erential equation:
3x2 y" + 11xy 0 + 5y = 352x 9
APPENDIX B. ASSIGNMENTS 175

Final Answer of Assignment Problem B.7.1

This is a Cauchy-Euler di¤erential equation,
yG:S: (x) = 5x2 ln x + C1 x + C2 x2 :
Final Answer of Assignment Problem B.7.2
This is a Cauchy-Euler di¤erential equation,
yG:S: (x) = 3x2 ln x + C1 x2 + C2 x 7 :
Final Answer of Assignment Problem B.7.3
This is a Cauchy-Euler di¤erential equation,
9 1 5=3
yG:S: (x) = 2x + C1 x + C2 x :
APPENDIX B. ASSIGNMENTS 176

B.8 Assignment 8 on Laplace Transform

Assignment 8 - Di¤erential Equations
Direct Laplace Transform

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.8.1 Find the Laplace Transforms of the following

functions:

1. q (t) = e6t (t cos 3t)

2. g (t) = t (e6t cos 3t)

3. w (t) = t e6t cos 3t

4. k (t) = te6t cos 3t

5. p (t) = (t 2) e6(t 2)
cos 3 (t 2) U (t 2)

d
6. h (t) = dt
(te6t cos 3t)
Rt
7. m (t) = 0
z e6z cos 3z dz

8. v (t) = cosh 4t cos 3t + cosh 4t cos 3t:

APPENDIX B. ASSIGNMENTS 177

Final Answer of Assignment Problem B.8.1:

s2 9
1. L (q) = (s 6)(s2 +9)2
:
s 6
2. L (g) = s2 ((s 6)2 +9)
:

1
3. L (w) = s(s 6)(s2 +9)
:
s2 12s+27
4. L (k) = (s2 12s+45)2
:

s2 12s+27
5. L (p) = (s2 12s+45)2
e 2s :

s(s2 12s+27)
6. L (h) = (s2 12s+45)2
:

s2 12s+27
7. L (m) = s(s2 12s+45)2
:

s 4 s+4 s2
8. L (v) = 2((s 4)2 +9)
+ 2((s+4)2 +9)
+ (s2 16)(s2 +9)
:
APPENDIX B. ASSIGNMENTS 178

B.9 Assignment 9 on Inverse Laplace

Transform
Assignment 9 - Di¤erential Equations
Inverse Laplace Transform

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.9.1 Find the Inverse Laplace Transforms of the

functions F; G; K:
5s 44
1. F (s) = (s 6)2 (s+1)
e 3s :
s+7
2. G (s) = ln s 1
:
s+3
3. K (s) = (s+3)2 +4
e 6s :
APPENDIX B. ASSIGNMENTS 179

Name: Registration No.:

Assignment Problem B.9.2 Find the Inverse Laplace Transforms of the

functions F; G; K:

1. F (s) = 7e 3s
+ 3s e 4s
+ 10
s2 25
e 6s 12
(s+6)4
e 8s :
1 s
2. G (s) = cot 4
:
s 6
3. K (s) = s2 12s+40
e 7s :
APPENDIX B. ASSIGNMENTS 180

Name: Registration No.:

Assignment Problem B.9.3 Find the Inverse Laplace Transforms of the

functions F; G; K:
2s2 13s 18
1. F (s) = (s 2)(s2 +2s+10)
e 5s :
s 4
2. G (s) = s2 +4s+13
e 7s :

3. K (s) = 3e 2s
+ 4s e 5s
+ s
s2 4
e 3s :
APPENDIX B. ASSIGNMENTS 181

Final Answer of Assignment Problem B.9.1:

1
1. L (F ) = e6(t 3)
2 (t 3) e6(t 3)
e (t 3)
U (t 3) :
1 et e 7t
2. L (G) = t
:
1 3(t 6)
3. L (K) = e cos 2 (t 6) U (t 6) :

Final Answer of Assignment Problem B.9.2:

1
1. L (F ) =
7 (t 3)+3U (t 4)+2 sinh 5 (t 6) U (t 6) 2 (t 8)3 e 6(t 8)
U (t 8) :
1 sin 4t
2. L (G) = t
:
1
3. L (K) = e6(t 7)
cos 2 (t 7) U (t 7) :

Final Answer of Assignment Problem B.9.3:

1 (t 5)
1. L (F ) = e (sin 3 (t 5) + 4 cos 3 (t 5)) 2e2(t 5)
U (t 5) :
1 2(t 7)
2. L (G) = e [cos 3 (t 7) 2 sin 3 (t 7)] U (t 7) :
1
3. L (K) = 3 (t 2) + 4U (t 5) + cosh 2 (t 3) U (t 3) :
APPENDIX B. ASSIGNMENTS 182

B.10 Assignment 10 on Fredholm Integral

Equations
Assignment 10 - Di¤erential Equations
Solution of Fredholm Integral Equations by Laplace Transform

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.10.1 Use the Convolution Theorem to solve the

following integral equation:
Z t
f (t) = cos 3t sin 3t + 6 f (z) cos 3 (t z) dz:
0
APPENDIX B. ASSIGNMENTS 183

Name: Registration No.:

Assignment Problem B.10.2 Use the Convolution Theorem to solve the

following integral equation:
Z t
2t
f (t) = 2 sin 2t + e 4 f (z) cos 2 (t z) dz:
0
APPENDIX B. ASSIGNMENTS 184

Name: Registration No.:

Assignment Problem B.10.3 Use the Convolution Theorem to solve the

following integral equation:
Zt
f (t) = 3 sin 5t 8 f (z) cos 5 (t z) dz:
0
APPENDIX B. ASSIGNMENTS 185

Name: Registration No.:

Assignment Problem B.10.4 Use the Convolution Theorem to solve the

following integral equation:
Zt
f (t) = cosh 3t 3 f (z) e3(t z)
dz:
0
APPENDIX B. ASSIGNMENTS 186

Final Answer of Assignment Problem B.10.1:

f (t) = e3t :
Final Answer of Assignment Problem B.10.2:
f (t) = e 2t (1 + 4t2 ) :
Final Answer of Assignment Problem B.10.3:
f (t) = 5e 4t sin 3t:
Final Answer of Assignment Problem B.10.4:
f (t) = e 3t :
APPENDIX B. ASSIGNMENTS 187

B.11 Assignment 11 on Laplace Transform

and Initial-value Problems (1)
Assignment 11 - Di¤erential Equations
Laplace Transform & Initial-value Problems (1)

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.11.1 Use the Laplace Transform to solve the

following initial-value problem:
y 00 + 4y 0 + 5y = 10et ; y (0) = 0; y 0 (0) = 5:
APPENDIX B. ASSIGNMENTS 188

Name: Registration No.:

Assignment Problem B.11.2 Use the Laplace Transform to solve the

following initial-value problem:
y 00 2y 0 8y = 6e 2t ; y (0) = 0; y 0 (0) = 1:
APPENDIX B. ASSIGNMENTS 189

Name: Registration No.:

Assignment Problem B.11.3 Use the Laplace Transform to solve the

following initial-value problem:
y 00 3y 0 + 2y = e2t , y (0) = 5 , y 0 (0) = 10
APPENDIX B. ASSIGNMENTS 190

Name: Registration No.:

Assignment Problem B.11.4 Use the Laplace Transform to solve the

following initial-value problem:
y 00 8y 0 + 16y = 6te4t ; y (0) = 1; y 0 (0) = 4:
APPENDIX B. ASSIGNMENTS 191

Final Answer of Assignment Problem B.11.1:

y (t) = et + e 2t (2 sin t cos t)
Final Answer of Assignment Problem B.11.2:
y (t) = te 2t :
Final Answer of Assignment Problem B.11.3:
y = et + 4e2t + te2t
Final Answer of Assignment Problem B.11.4:
y = e3t + te4t
APPENDIX B. ASSIGNMENTS 192

B.12 Assignment 12 on Laplace Transform

and Initial-value Problems (2)
Assignment 12 - Di¤erential Equations
Laplace Transform & Initial-value Problems (2)

Name: Registration No.:

Specialization: Date: / 20

Assignment Problem B.12.1 Use the Laplace Transform to solve the

following initial-value problem (system of di¤erential equations):

dx
3x + 2y = 0;
dt
dx dy
3 13x + 2 = 0;
dt dt
x (0) = 1 , y (0) = 0:
APPENDIX B. ASSIGNMENTS 193

Name: Registration No.:

Assignment Problem B.12.2 Use the Laplace Transform to solve the

following initial-value problem (system of di¤erential equations):

dx
4x + 2y = 2te4t ;
dt
dy
x+3 12y = 0:
dt
x (0) = 3 , y (0) = 0 .
APPENDIX B. ASSIGNMENTS 194

Name: Registration No.:

Assignment Problem B.12.3 Use the Laplace Transform to solve the

following initial-value problem (system of di¤erential equations):

dy 2t
8x = 8te ;
dt
dx 2t
2x y = 2te ;
dt
x (0) = 0 , y (0) = 0:
APPENDIX B. ASSIGNMENTS 195

Name: Registration No.:

Assignment Problem B.12.4 Use the Laplace Transform to solve the

following initial-value problem (system of di¤erential equations):

dx dy
+ 4 + 4y = 3e t ;
dt dt
dy
x = te t ;
dt
x (0) = 1 , y (0) = 0 .
APPENDIX B. ASSIGNMENTS 196

Final Answer of Assignment Problem B.12.1:

x (t) = e3t cos 2t y (t) = e3t sin 2t .
Final Answer of Assignment Problem B.12.2:
x (t) = 3e4t , y (t) = te4t .
Final Answer of Assignment Problem B.12.3:
x (t) = t2 e 2t , y (t) = 4t2 e 2t .
Final Answer of Assignment Problem B.12.4:
x=e t, y = te t .