MATH1005 Notes-Eric Hua

Pre-knowledge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
Chapter 1: Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.1 Basic concepts . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
Chapter 2: First-order Equations . . . . . . . . . . . . . . . . . . . . . 4
2.1 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Homogeneous DE . . . . . . . . . . . . . . . . . . . . . . . . . 7
2.3 Linear equations . . . . . . . . . . . . . . . . . . . . . . . . . 8
2.4 Functions of two variables . . . . . . . . . . . . . . . . . . . . 11
2.5 Exact equations . . . . . . . . . . . . . . . . . . . . . . . . . 13
Chapter 3: Second-order Equations . . . . . . . . . . . . . . . . . . . . 16
3.1 Basic Definitions . . . . . . . . . . . . . . . . . . . . . . . . . 16
3.2 Linear Homogeneous Equations . . . . . . . . . . . . . . . . . 16
3.3 Linear Nonhomogeneous Equations . . . . . . . . . . . . . . . 20
Chapter 5: Linear Systems . . . . . . . . . . . . . . . . . . . . . . . . 27
5.1. Homogeneous systems . . . . . . . . . . . . . . . . . . . . . 27
Chapter 6: Sequences and Series . . . . . . . . . . . . . . . . . . . . . 32
6.1 Sequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 32
6.2 Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34
Chapter 7: Taylor Series . . . . . . . . . . . . . . . . . . . . . . . . . . 40
7.1 Power Series . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
7.2 Representations of Functions by Power Series . . . . . . . . . 42
Chapter 8: Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . 48
8.1 Fourier series of periodic functions . . . . . . . . . . . . . . . 48
8.2 Fourier series of functions on finite intervals . . . . . . . . . . 52
2 MATH1005 NOTES-ERIC HUA

MATH1005 – Notes — By Eric Hua

Pre-knowledge
Z b
ˆ Fundamental Theorem of Calculus: f (x)dx = F (b) − F (a),
a
where F ′ (x) = f (x).
Z Z
ˆ Integration by parts: ′
u(x)v (x)dx = u(x)v(x) − u′ (x)v(x)dx,
Z Z
or udv = uv − vdu.

Z b Z g(b)
ˆ Integration by substitution: ′
f (g(x))g (x)dx = f (u)du, where u =
a g(a)
g(x).

ˆ Some basic results:

function antiderivative R formula

k kx + C kdx = kx + C
xn+1 xn+1
n
R n
x , n ̸= −1 n+1
+C x dxR = n+1
+ C; (n ̸= −1)
1 kx
ekx k
e +C e dx = k1 ekx + C
kx

akx akx
R kx
akx k ln a
+C R a1 dx = k ln a + C
1
x
ln |x| + C x
dx = ln |x| + C
1
= k1 sin kx + C
R
cos kx k
sin kx + C cos kxdx
1 1
R
sin kx − k cos kx + C R sin 2kxdx = −1k cos kx + C
1
sec2 kx k
tan kx + C sec kxdx = k tan kx + C
1
kx tan kxdx = k1 sec kx + C
R
sec kx tan kx k
sec kx + C sec
√ 1 2 1 √ 1 2 dx = k1 arcsin kx + C
R
k
arcsin kx + C
1−(kx)
1 1
R 1−(kx)
1
1+(kx)2
arctan kx + C dx = k1 arctan kx + C
k R 2
1+(kx) R
R kf (x)dx =R k f (x)dxR
[f (x) + g(x)]dx = f (x)dx + g(x)dx.
MATH1005 NOTES-ERIC HUA 3

Chapter 1: Introduction

1.1 Basic concepts

What is a differential equation?

First-order DE: f (y ′ , y, x) = 0.

Second-order DE: f (y ′′ , y ′ , y, x) = 0.

n-th order DE: f (y (n) , ..., y ′ , y, x) = 0.

IVP: Initial value problem = DE with initial conditions.

Family of solutions: if a DE without initial condition, then it may have infi-
nite solutions.

Example 1. Match the following DE and possible solutions.

DE: (a) y ′′ = y (b) y ′ = −y (c) y ′ = 1/y (d) y ′′ = −y (e) x2 y ′′ −2y = 0.

SOL:
√ (1) y = cos x (2) y = cos(−x) (3) y = x2 (4) y = ex + e−x (5)
y = 2x.
4 MATH1005 NOTES-ERIC HUA

Chapter 2: First-order Equations

2.1 Separable equations

An equation is separable if it can be written as
dy
= g(x)f (y),
dx
its solution is Z Z
1
dy = g(x)dx.
f (y)
dy 4t
Example 2. Suppose we have the equation dt
= 3y 2 +cos y
.

(a) Solve the equation.

Solution: This is a separable equation. We rewrite the equation as
(3y 2 + cos y)dy = 4tdt. Integrating it gives

y 3 + sin y = 2t2 + C,

where C is a constant.

(b) Find the solution satisfying the initial condition y(π) = 0.

Solution: From part a) we have

03 + sin 0 = 2π 2 + C,

which implies that C = −2π 2 , and so the special solution is

y 3 + sin y = 2t2 − 2π 2 ,

Example 3. Solve the following IVP:

dp
= (1 + p2 )tet , p(0) = 1.
dt

Solution: We write the equation as

dp
= tet dt,
1 + p2
MATH1005 NOTES-ERIC HUA 5
Z Z
dp
= tet dt.
1 + p2
Now we apply Integration-By-Parts to the right hand side. we obtain

arctan p = tet − et + c.

Since p(0) = 1, we have

arctan 1 = 0 − 1 + C, C = π/4 + 1.

Hence

arctan p = tet − et + π/4 + 1, or p = tan(tet − et + π/4 + 1).

Example 4. Solve the following IVP:

dy
− y 2 − y 2 t = 0, y(1) = 2.
dt

Solution:
dy
= (1 + t)dt.
y2
1 1
− = t + t2 + c.
y 2
By y(1) = 2, c = −2. Thus
1
y=− 1 2 .
t+ 2
t −2

Example 5. Solve the following differential equation

dp
(p2 − p − 2) = (p2 − 3p + 2)tet .
dt

Solution: One special solution is p(t) = 2.

Other solutions:
p+1
dp = tet dt.
p−1

Example 6. Solve the Logistic Equation:

 
dP P
= kP 1 − ,
dt M
where k is the relative growth rate, M is the carrying capacity.
6 MATH1005 NOTES-ERIC HUA

Solution: By Partial Fraction,

!
Z 1 Z
1
− MP dP = kdt.
P 1− M

Its solution is:

M M − P0
P (t) = , A= .
1 + Ae−kt P0

Orthogonal trajectory: Orthogonal trajectories are a family of curves in the

plane that intersect a given family of curves at right angles.

To find the orthogonal trajectories to the family f (x, y, k) = 0,

Step 1: Calculate y ′ from f (x, y) = 0;
dy
Step 2: Solve the equation dx = − y1′ .

Example 7. Find the orthogonal trajectories of a curve y = 3x.

Solution: y ′ = 3. Solve

dy 1 1 1
= − ′ = − , y = − x + c.
dx y 3 3

Example 8. Find the orthogonal trajectories of a family of curves y = k/x.

Solution:
Step 1: Calculate y ′ :
Method 1: xy = k, y + xy ′ = 0, y ′ = − xy .
Method 2: y ′ = −k/x2 = −(xy)/x2 = −y/x.
Step 2: Then Solve
dy 1
=− ′
dx y
i.e.,
dy x
= ,
dx y

1 2 1 2
y = x + c, y 2 = x2 + c.
2 2
MATH1005 NOTES-ERIC HUA 7

Example 9. Find the Orthogonal trajectories of a family of curves y = kx2 .

Solution:
y 2y
Step 1: Calculate y ′ : y ′ = 2kx = 2( 2 )x = .
x x
dy
Step 2: Solve the equation dx = − y1′ = − 2y
x
.
1
y 2 = − x2 + c, or x2 + 2y 2 = c.
2

Example 10. Find the Orthogonal trajectories of a family of curves x2 +y 2 = r2 .

Solution:
x
Step 1: Calculate y ′ : 2x + 2yy ′ = 0, y ′ = − .
y
dy 1 y
Step 2: Solve the equation dx = − y′ = x .
1 1
dy = dx, ln |y| = ln |x| + c, y = cx.
y x

2.2 Homogeneous DE
Definition 1. A function z = f (x, y) is said to be a homogeneous function of
degree n, if f (tx, ty) = tn f (x, y).
For example, f (x, y) = xy 2 + x3 is homogeneous function of degree 3.

Definition 2. A first-order DE M (x, y)dx + N (x, y)dy = 0 is said to be homo-

geneous (in (x, y)) if both M (x, y) and N (x, y) are homogeneous functions of the
same degree. It is equivalent to
dy y
= f ( ).
dx x
8 MATH1005 NOTES-ERIC HUA

Method to solve homogeneous DE: by substitution y = ux.

Example 11. Solve

(x2 + y 2 )dx + (x2 − xy)dy = 0.

Solution: 1) The coefficients are homogeneous functions of degree 2.

2) Let y = ux, then dy = xdu + udx. Then we get a separable DE

1 1−u
dx + du = 0,
x 1+u
i.e.,
1 u−1
dx = du,
x 1+u
The solution is
ln |x| = u − 2 ln |u| + c.
3) Final solution is
y y
ln |x| = − 2 ln |1 + | + c.
x x

2.3 Linear equations

Definition 3. A first-order differential equation is called linear if it can be
written in the form
dy
a(x) + b(x)y = c(x).
dx
Zeros of a(x) are called singular points of the equation. The standard form of
the first-order linear DE is:
dy
+ P (x)y = Q(x).
dx
If Q(x) = 0, then it is called homogeneous; otherwise it is non-homogeneous.
Theorem 1. If yp is a particular solution of the LDE
dy
+ P (x)y = Q(x)
dx
and yh is the general solution of the associated homogeneous DE
dy
+ P (x)y = 0,
dx
dy
then yh + yp is the general solution of dx
+ P (x)y = Q(x).
MATH1005 NOTES-ERIC HUA 9

Integrating factors
Consider a first-order linear differential equation
dy
+ P (x)y = Q(x).
dx
This equation may be solved by multiplying both sides by the function
R
P dx
I(x) = e ,

which
R is called an integrating factor. The left side becomes the derivative of
P dx
ye . Integration of both sides will yield the solution.
Theorem 2. The general solution of a first order linear equation is given by
Z 
1 R
y= I(x)Q(x)dx , I(x) = e P dx .
I(x)
Example 12. Solve y ′ + xy = x.

Solution:
This is a linear first order ODE in standard form with p(x) = q(x) = x. The
integrating factor is
2
R
I(x) = e xdx = ex /2 .
Hence, after multiplying both sides of our differential equation, we get
d x2 /2 2
(e y) = xex /2
dx
which, after integrating both sides, yields
Z
x2 /2 2 2
e y = xex /2 dx = ex /2 + C.

2
Hence the general solution is y = 1 + Ce−x /2 . The solution satisfying the
initial condition y(0) = 1 is y = 1 and the solution satisfying y(0) = a is
2
y = 1 + (a − 1)e−x /2 .

Example 13. Solve xy ′ − 2y = x3 sin x, (x > 0).

Solution:
We bring this linear first order equation to standard form by dividing by x.
We get
−2
y′ + y = x2 sin x.
x
The integrating factor is
R
−2dx/x
I(x) = e = e−2 ln x = 1/x2 .

After multiplying our DE in standard form by 1/x2 and simplifying, we get

d
(y/x2 ) = sin x
dx
10 MATH1005 NOTES-ERIC HUA

from which y/x2 = − cos x + C and y = −x2 cos x + Cx2 . Note that the later
are solutions to the DE xy ′ − 2y = x3 sin x and that they all satisfy the initial
condition y(0) = 0. This non-uniqueness is due to the fact that x = 0 is a
singular point of the DE.

Definition 4. A Bernoulli Differential Equation is a differential equation

of the form
dy
+ P (x)y = Q(x)y n
dx
where n is an integer.

For n = 1, this equation reduces to a separable linear differential equation.

Theorem 3. Suppose n ̸= 1. Then the transformation u = y 1−n reduces the

equation to a first-order linear differential equation in u.

Example 14. Solve y ′ + y = xy 3 .

Solution: This is a Bernoulli DE with n = 3.

1) Let u = y 1−n = y −2 . Then u′ = (1 − n)y −n y ′ = −2y −3 y ′ , ⇒ y −3 y ′ = − 21 u′ .
2) Divide the original equation by y 3 we have

1
y −3 y ′ + y −2 = x, ⇒ − u′ + u = x, ⇒
2

u′ − 2u = −2x.(i)

3) Now we have a linear DE. The integrating factor is:

R
−2dx
I(x) = e = e−2x .

4) Multiply (i) by I(x):

(e−2x u)′ = −2xe−2x .

5) Integrating this we have

Z
−2x
e u= −2xe−2x dx.

By integration-by-parts,

1 1 1
e−2x u = xe−2x + e−2x + C, ⇒ u = x + + Ce2x , y −2 = x + + Ce2x .
2 2 2
MATH1005 NOTES-ERIC HUA 11

2.4 Functions of two variables

Definition 5. A function of two variables z = f (x, y) is a relation which maps

each point (x,y) in a set D in the xy-plane to a unique number z. The set D is
called the domain of the function, which is often denoted D(f ).
{(x, y, z) : (x, y) ∈ D, z = f (x, y)} is called the graph of f (which is a
surface).

Example 15. Classify the following quadric surfaces: x2 + 2z 2 − 6x − y + 10 = 0.

2 2
Solution: We change it to (x−3) z
√ 2 + 2 =
1
y−1
2
. This is an elliptic paraboloid
2
with vertex (3, 1, 0), centered with the line x = 3, y = 1.
p
Example 16. Find the domain of the function f (x, y) = 4 − x2 − y 2 .

Solution: 4 − x2 − y 2 ≥ 0, i.e., x2 + y 2 ≤ 4. Thus D = {(x, y) : x2 + y 2 ≤ 4}.

Level curves (contour maps) of f (x, y): f (x, y) = k for different k.

Example 17. Let f (x, y) = 2x2 + 20y 2 . Sketch three level curves for k =
10, 30, 50.

Partial derivatives

ˆ Partial derivatives of z = f (x, y):

∂z ∂f f (x + h, y) − f (x, y)
zx = := := fx (x, y) := Dx f := lim ,
∂x ∂x h→0 h
which is the derivative of f with respect to x;

∂z ∂f f (x, y + h) − f (x, y)
zy = := := fy (x, y) := Dy f := lim ,
∂y ∂y h→0 h
which is the derivative of f with respect to y.

ˆ Methods:

1. To find fx : regard y as a constant, and differentiate f (x, y) with

respect to x;
2. To find fy : regard x as a constant, and differentiate f (x, y) with
respect to y.

ˆ Meaning: fx means the rate of change of f with respect to x when y is

fixed.

Example 18. Let

(
xy
x2 +y 2
if (x, y) ̸= (0, 0)
f (x, y) =
0 if (x, y) = (0, 0)
12 MATH1005 NOTES-ERIC HUA

(a) Using the definition of a partial derivative (do not differentiate) find fx (0, 0).

(b) Using the definition of a partial derivative (do not differentiate) find fy (0, 0).

Solution:
(a)
∂f f (h, 0) − f (0, 0) 0−0
(0, 0) = lim = lim = 0.
∂x h→0 h h→0 h
(b)
∂f f (0, k) − f (0, 0) 0−0
(0, 0) = lim = lim = 0.
∂y k→0 k k→0 k

Remark. This example shows that the existence of partial derivatives at a

point is insufficient to guarantee that the function is continuous there.

Example 19. Let f (x, y) = exy + xy . Calculate fx (0, 1), fy (0, 1).

Solution:
1
fx = yexy + , fx (0, 1) = 2.
y
x
fy = xexy − 2 , fy (0, 1) = 0.
y

Higher derivatives:
∂3f
fxx , ∂z∂y∂x
= fxyz ,...

Example 20. Let f (x, y) = exy + xy . Calculate fxx , fxy , fyy .

Solution:
1 x
fx = yexy + , fy = xexy − 2 .
y y
1 2x
fxx = y 2 exy , fxy = exy + xyexy − , fyy = x2 exy + .
y2 y3

The Chain Rule

1. If z = f (x, y), x = g(t), y = h(t), then

dz ∂z dx ∂z dy
= + .
dt ∂x dt ∂y dt
MATH1005 NOTES-ERIC HUA 13

dz
2. dt
means rate of change of z with respect to t along the path x = g(t),
y = h(t), t ∈ D.

Example 21. Suppose z = f (x, y) where x = g(t) and y = h(t). Given the data
g(1) = 1, g ′ (1) = 2,
h(1) = 2, h′ (1) = 3,
fx (1, 2) = −1, fy (1, 2) = 2.
Find dz
dt
when t = 1.

dz ∂z dx ∂z dy
Solution: = + = fx g ′ + fy h′
dt ∂x dt ∂y dt
t = 1 ⇒ (x, y) = (g(1), h(1)) = (1, 2)
dz
|t=1 = fx (1, 2)g ′ (1) + fy (1, 2)h′ (1)
dt
= (−1)(2) + (2)(3) = 4

Example 22. Consider the following function

z = x2 y + ex cos y, x = t3 sin t, y = t2 .
dz
Calculate dt
by using Chain Rule.

Solution:

2.5 Exact equations

By a region of the xy-plane we mean a connected open subset of the plane.
Definition 6. The differential equation
dy
P (x, y) + Q(x, y) =0
dx
is said to be exact on a region R if there is a function f (x, y) defined on R such
that
df (x, y) = P (x, y)dx + Q(x, y)dy,
which is also called exam differential. The function f (x, y) is called potential
function.
Equivalently,
∂f ∂f
= P (x, y); = Q(x, y)
∂x ∂y
Condition: The equation is exact if
∂P ∂Q
= . (1)
∂y ∂x
14 MATH1005 NOTES-ERIC HUA

Theorem 4. The exact equations are solvable. In fact, if f (x, y) is a potential

function, then the solution of the exact equation is

f (x, y) = C.

dy
Example 23. Solve 2x2 y dx + 2xy 2 + 1 = 0.

Solution: Here P = 2xy 2 + 1, Q = 2x2 y. The equation is exact since

∂P ∂Q
= 4xy = .
∂y ∂x

To find f we have to solve the partial differential equations

∂f ∂f
= 2xy 2 + 1, = 2x2 y.
∂x ∂y

If we integrate the first equation with respect to x holding y fixed, we get

f (x, y) = x2 y 2 + x + ϕ(y).

Differentiating this equation with respect to y gives

∂f
= 2x2 y + ϕ′ (y) = 2x2 y
∂y

using the second equation. Hence ϕ′ (y) = 0 and ϕ(y) is a constant function. The
solution is x2 y 2 + x = C.

Example 24. Solve

dy
y − x + (x + y) = 0.
dx
This is an exact equation. The solution in implicit form is x(y−x)+y(x+y) =
C, i.e., y 2 + 2xy − x2 = C.

2.5.1 Integrating Factors.

If the differential equation P + Qy ′ = 0 is not exact, it can sometimes be

made exact by multiplying it by a continuously differentiable function I(x, y).
Such a function is called an integrating factor. An integrating factor I satisfies
the PDE:
∂(IP ) ∂(IQ)
=
∂y ∂x
which can be written in the form
 
∂P ∂Q ∂I ∂I
− I=Q −P .
∂y ∂x ∂x ∂y
MATH1005 NOTES-ERIC HUA 15

ˆ Case 1: I is a function of x only. This happens if and only if

∂P ∂Q
∂y
− ∂x
Q
is a function of x only, in which case
∂P ∂Q
I′ ∂y
− ∂x
= .
I Q
We have
∂Q
∂P
!
Z
∂y
− ∂x
I(x) = exp dx .
Q

ˆ Case 2: I is a function of y only. This happens if and only if

∂P ∂Q
∂y
− ∂x
−P
is a function of y only. We have
∂Q
∂P
!
Z
∂y
− ∂x
I(y) = exp dy .
−P

Example 25. Solve 2x2 + y + (x2 y − x)y ′ = 0.

Solution: Here
∂P ∂Q
∂y
− ∂x 2 − 2xy −2
= 2
=
Q x y−x x
so that there is an integrating factor I which is a function of x only which
satisfies I ′ /I = −2/x. Hence I = 1/x2 is an integrating factor and 2 + y/x2 +
(y−1/x)y ′ = 0 is an exact equation whose general solution is 2x−y/x+y 2 /2 = C
or 2x2 − y + xy 2 /2 = Cx.

Example 26. Solve y + (2x − yey )y ′ = 0.

Solution: Here
∂P ∂Q
∂y
− ∂x 1
=
−P y
so that there is an integrating factor which is a function of y only which satisfies
I ′ /I = 1/y. Hence y is an integrating factor and y 2 + (2xy − y 2 ey )y ′ = 0 is an
exact equation with general solution xy 2 + (−y 2 + 2y − 2)ey = C.
16 MATH1005 NOTES-ERIC HUA

Chapter 3: Second-order Equations

3.1 Basic Definitions

A second order differential equation is an equation involving the unknown
function y, its derivatives y ′ and y ′′ , and the variable x. Linear second order DE:

a(x)y ′′ + b(x)y ′ + c(x)y = g(x). (2)

Definition 7. The functions y1 , ..., yn are linearly independent on an interval

I if
c1 y1 + · · · cn yn = 0 ⇒ c1 = · · · = cn = 0.

3.2 Linear Homogeneous Equations

Consider a linear, second-order, homogeneous equation in standard form,

y ′′ + p(x)y ′ + q(x)y = 0. (3)

Theorem 5. If y1 and y2 are two linearly independent solutions, then the com-
plementary function yh = c1 y1 + c2 y2 is the general solution.
Reduction of order

Suppose that one solution y1 is known. Then a second, independent solution

y2 is obtained by letting y2 (x) = u(x)y1 (x), u(x) to be determined.

y2 = uy1 → y2′ = u′ y1 + uy1′ , y ′′ = u′′ y1 + 2u′ y1′ + uy1′′ ,

so y2 is a solution if and only if

[u′′ y1 + 2u′ y1′ + uy1′′ ] + p(x)[u′ y1 + uy1′ ] + q(x)[uy1 ] = 0,

i.e.,
u[y1′′ + p(x)y1′ + q(x)y1 ] + u′′ y1 + 2u′ y1′ + p(x)u′ y1 = 0.
Since y1 is a solution, y1′′ + p(x)y1′ + q(x)y1 = 0. Thus, y2 is a solution if and only
if
u′′ y1 + u′ [2y1′ + p(x)y1 ] = 0,
i.e.,
u′′ 2y1′ + p(x)y1 y1′
= − = −2 − p(x).
u′ y1 y1
Integration with respect to x then gives
Z
′
ln |u | = −2 ln |y1 | − p(x) dx.
MATH1005 NOTES-ERIC HUA 17

−2 1
Taking the exponential of both sides and using the fact that e−2 ln |y1 | = eln |y1 | = ,
y12
we obtain
1 − R p(x) dx 1 R
|u′ | = 2
e , or u′ = ± 2 e− p(x) dx .
y1 y1
Taking the plus sign and integrating once more, we obtain
Z
1 − R p(x) dx
u(x) = e dx.
y12

Theorem 6. If y1 is a solution of (3), then the second linearly independent

solution is: Z
1 − R p(x) dx
y2 (x) = y1 (x) e dx.
y12
Example 27. Given that y1 = x2 is a solution of

x2 y ′′ − 3xy ′ + 4y = 0, x > 0,

find the general solution.

Solution:
x3
Z Z Z
1 − R p(x) dx 1 − R −3/x dx
u(x) = e dx = e dx = dx = ln x.
y12 x4 x4

Thus y2 (x) = y1 (x) ln x = x2 ln x. The general solution is

y(x) = C1 x2 + C2 x2 ln x.

3.2.1 Homogeneous linear equations with constant coefficients

Second-order homogeneous linear equation with constant coefficients

ay ′′ + by ′ + cy = 0.

Theorem 7. Let r1 and r2 be the two solutions of the indicial equation

ar2 + br + c = 0.

ˆ r1 ̸= r2 : y = C1 er1 x + C2 er2 x .

ˆ r1 = r2 : y = (C1 + C2 x)erx .

ˆ r = α + iβ: y = eαx (C1 cos βx + C2 sin βx).

Example 28. Find the general solution:

1. 2y ′′ − 7y ′ − 4y = 0,

2. y ′′ + 6y ′ + 9y = 0,

3. y ′′ + 4y ′ + 8y = 0.
18 MATH1005 NOTES-ERIC HUA

Solution:
1) y = c1 e−0.5x + c2 e4x .

2) y = c1 e−3x + c2 xe−3x .

3) y = e−2x (c1 cos 2x + c2 sin 2x).

Example 29. Solve the IVP: 4y ′′ + 4y ′ + 17y = 0, y(0) = −1, y ′ (0) = 2.

Solution: y = e−x/2 (− cos 2x + 43 sin 2x).

3.2.2 Second-order Cauchy-Euler equation:

An equation of the form

an xn y (n) + an−1 xn−1 y (n−1) + ... + a1 xy ′ + a0 y = 0,

is called a Cauchy-Euler equation.

Theorem 8. Second-order Cauchy-Euler equation:

a2 x2 y ′′ + a1 xy ′ + a0 y = 0, x ̸= 0,

with a2 , a1 and a0 constants. In standard form, the equation is

A ′ B
y ′′ + y + 2 y = 0, x ̸= 0.
x x
The indicial equation (or, auxiliary equation) is

a2 r (r − 1) + a1 r + a0 = 0, or, r2 + (A − 1) r + B = 0.

Let r1 and r2 be the two solutions of the indicial equation.

(i) If r1 ̸= r2 are real, then y1 = |x|r1 and y2 = |x|r2 .

(ii) If r1 = r2 (real), then y1 = |x|r1 and y2 = xr1 ln |x|.

(iii) If r1 , r2 = α±iβ (complex), then y1 = |x|α cos(β ln |x|) and y2 = |x|α sin(β ln |x|).

Proof. Let y = xr . Find m so that y is a solution of the equation.

y ′ = rxr−1 , y ′′ = r (r − 1) xr−2 .

Substitute them into equation we get xr (a2 r (r − 1) + a1 r + a0 ) = 0. Thus we

get the indicial equation

a2 r (r − 1) + a1 r + a0 = 0, or, a2 r2 + (a1 − a2 ) r + a0 = 0.
MATH1005 NOTES-ERIC HUA 19

If r1 ̸= r2 are real, then y1 = |x|r1 and y2 = |x|r2 .

If r1 = r2 (real), then y1 = |x|r1 and y2 = xr1 ln |x|.

If r1 , r2 = α±iβ (complex), then y1 = |x|α cos(β ln |x|) and y2 = |x|α sin(β ln |x|).

A B
Since p(x) = and q(x) = 2 are undefined at x = 0, the solution may be
x x
undefined at x = 0. Thus, we assume that x ̸= 0. A Cauchy-Euler equation can
be transformed into a constant-coefficient equation as follows:

For x > 0, let x = et and y(x) = z(t). Then t = ln(x) and, by the chain rule,

dy dz dt 1 dz d2 y 1 dz 1 d2 z dt 1 dz 1 d2 z
= = , = − + = − + ,
dx dt dx x dt dx2 x2 dt x dt2 dx x2 dt x2 dt2
 2 
2 ′′ ′ d z dz dz
and the equation x y + Axy + By = 0 becomes 2
− + A + Bz = 0,
dt dt dt
or
z ′′ + (A − 1)z ′ + Bz = 0,
which has constant coefficients.

If z1 (t) and z2 (t) are two independent solutions of z ′′ + (A − 1)z ′ + Bz = 0, then

two independent solutions of x2 y ′′ + Axy ′ + By = 0 are given by

y1 (x) = z1 (ln x) and y2 (x) = z2 (ln x).

Since solutions of a constant-coefficient equation are sought in the form z = ert

and
r
y(x) = z(t) with t = ln(x), y(x) = ert = er ln(x) = eln(x ) = xr . Thus, solutions of
an Euler equation can be sought directly in the form y = xr .

If r1 ̸= r2 are real, then z1 = er1 t and z2 = er2 t → y1 = xr1 and y2 = xr2 .

If r1 = r2 (real), then z1 = er1 t and z2 = ter1 t → y1 = xr1 and y2 = xr1 ln(x).

If r1 , r2 = α ± iβ (complex), then z1 = eαt cos(βt) and z2 = eαt sin(βt) → y1 =

xα cos[β ln(x)] and y2 = xα sin[β ln(x)].

For x < 0, let x = −et and y(x) = z(t). Then t = ln(−x), and the same equation
for z(t) results. In either case, t = ln |x|.
 
x, x > 0
Since |x| = , replacing x by |x| gives the solutions for any x ̸= 0.
−x, x < 0
Thus,

If r1 ̸= r2 are real, then y1 = |x|r1 and y2 = |x|r2 .

If r1 = r2 (real), then y1 = |x|r1 and y2 = xr1 ln |x|.

20 MATH1005 NOTES-ERIC HUA

If r1 , r2 = α±iβ (complex), then y1 = |x|α cos(β ln |x|) and y2 = |x|α sin(β ln |x|).

Remark. If x ≥ 0, |x| = x; if x < 0, |x| = −x.

Example 30. Solve the following equations:

1. x2 y ′′ + 2xy ′ − 2y = 0, x > 0.
Solution: This is an Euler equation. The indicial equation is
c1
r2 + r − 2 = 0 ⇒ (r + 2)(r − 1) = 0 ⇒ y = c1 x−2 + c2 x = + c2 x.
x2

2. x2 y ′′ + 5xy ′ + 4y = 0, x > 0.

Solution: This is an Euler equation. The indicial equation is

c1 ln(x)
r2 + 4r + 4 = 0 ⇒ (r + 2)2 = 0 ⇒ y = 2
+ c2 2 .
x x

3. x2 y ′′ + 4xy ′ + 4y = 0, x > 0.

Solution: This is an Euler equation. The indicial equation is

√ √
−3 ± 9 − 16 3 7
r2 + 3r + 4 = 0 ⇒ r = =− ± i ⇒
2 2 2
" √ ! √ !#
3 7 7
y = x− 2 c1 cos ln(x) + c2 sin ln(x) .
2 2

3.3 Linear Nonhomogeneous Equations

Consider a linear, nonhomogeneous equation in standard form,
y ′′ + p(x)y ′ + q(x)y = G(x). (4)
The general solution is
y = yp + yh ,
where yp is a particular solution of (4), and yh = c1 y1 +c2 y2 is the general solution
of the associated homogeneous equation:
y ′′ + p(x)y ′ + q(x)y = 0. (5)
MATH1005 NOTES-ERIC HUA 21

3.3.1 The method of undetermined coefficients

ˆ G(x) = P (x) a polynomial with degree n.

1. If xk is not a solution of (5) for any k ≤ n, then let yp (x) be a

polynomial with degree n.
2. If xk is a solution of (5) for k ≤ n, then let yp (x) = xQ(x), where
Q(x) is a polynomial with degree n.
3. If xk and xs are solutions of (5) for k ≤ n and s ≤ n + 1, then let
yp (x) = x2 Q(x), where Q(x) is a polynomial with degree n.

ˆ G(x) = ekx .

1. If ekx is not a solution of (5), then let yp (x) = Aekx .

2. If ekx is a solution of (5), but xekx not, then let yp (x) = Axekx .
3. If both ekx and xekx are solutions of (5), then let yp (x) = Ax2 ekx .

ˆ G(x) = a cos kx + b sin kx.

1. If cos kx and sin kx are not solutions of (5), then let yp (x) = A cos kx+
B sin kx.
2. If cos kx or sin kx are solutions of (5), then let yp (x) = x[A cos kx +
B sin kx].

ˆ G(x) = P (x)ekx , where P (x) is a polynomial.

1. If ekx is not a solution of (5), then let yp (x) = Q(x)ekx , where deg Q =
deg P .
2. If ekx is a solution of (5), but xekx not, then let yp (x) = xQ(x)ekx ,
where deg Q = deg P .
3. If both ekx and xekx are solutions of (5), then let yp (x) = x2 Q(x)ekx ,
where deg Q = deg P .

ˆ G(x) = P (x) cos kx or G(x) = P (x) sin kx.

1. If cos kx and sin kx are not solutions of (5), then let yp (x) = Q(x) cos kx+
R(x) sin kx, where deg Q = deg R = deg P .
2. If cos kx or sin kx are solutions of (5), then let yp (x) = x[Q(x) cos kx+
R(x) sin kx], where deg Q = deg R = deg P .

ˆ G(x) = ekx P (x)(c1 cos mx + c2 sin mx).

Let yp (x) = ekx [Q(x) cos mx + R(x) sin mx], where deg Q = deg R = deg P .

ˆ G(x) is a combination of P (x), ekx , cos kx, sin kx. Then use the Principle
of Superposition.
22 MATH1005 NOTES-ERIC HUA

The Principle of Superposition: If y1 (x) and y2 (x) are solutions of y ′′ +

p(x)y ′ + q(x)y = G1 (x) and y ′′ + p(x)y ′ + q(x)y = G2 (x) respectively, then
y1 (x) + y2 (x) is a solution of

y ′′ + p(x)y ′ + q(x)y = G1 (x) + G2 (x).

Example 31. Solve y ′′ − 2y ′ − 3y = 2 + x by undetermined coefficients.

Solution: Let yp (x) = ax + b.

Example 32. Solve y ′′ − 2y ′ = 2 + x.

Solution: Let yp (x) = x(ax + b).

Example 33. Solve y ′′ − 2y ′ − 3y = 2ex .

Solution: Let yp (x) = aex .

Example 34. Solve y ′′ + 2y ′ − 3y = 2ex .

Solution: Let yp (x) = axex .

Example 35. Solve y ′′ − 4y ′ + 4y = 2e2x .

Solution: Let yp (x) = ax2 e2x .

Example 36. Solve y ′′ − 2y ′ − 3y = 2 cos(3x).

Solution: Let yp (x) = a cos(3x) + b sin(3x).

Example 37. Solve y ′′ + 4y = 2 sin(2x).

Solution: Let yp (x) = x(a cos(2x) + b sin(2x)).

Example 38. Solve y ′′ − 2y ′ − 3y = x2 ex .

Solution: Let yp (x) = (ax2 + bx + c)ex .

Example 39. Solve y ′′ − 2y ′ − 3y = x cos(3x).

MATH1005 NOTES-ERIC HUA 23

Solution: Let yp (x) = (ax + b) cos(3x) + (cx + d) sin(3x).

Example 40. Solve y ′′ + 4y = 8x2 + 10ex .

Solution: Let yp (x) = (ax2 + bx + c) + dex .

3.3.2 Variation of parameters

Let y1 and y2 be two, independent solutions of the associated homogeneous

equation
y ′′ + p(x)y ′ + q(x)y = 0.
We seek a particular solution yp of the nonhomogeneous equation in the form

yp (x) = u1 (x)y1 (x) + u2 (x)y2 (x),

where u1 and u2 are to be determined. Then

yp = u1 y1 + u2 y2 → yp′ = u′1 y1 + u1 y1′ + u′2 y2 + u2 y2′ = (u′1 y1 + u′2 y2 ) + (u1 y1′ + u2 y2′ ).

The requirement that yp be a solution of the nonhomogeneous equation imposes

one condition upon the functions u1 and u2 . Since there are two functions to be
determined, we may impose a second condition upon them and, thus, we require
that u′1 y1 + u′2 y2 = 0. Then

yp′ = u1 y1′ + u2 y2′ → yp′′ = u1 y1′′ + u′1 y1′ + u′2 y2′ + u2 y2′′ ,

and yp is a solution if and only if

[u1 y1′′ + u′1 y1′ + u′2 y2′ + u2 y2′′ ] + p(x)[u1 y1′ + u2 y2′ ] + q(x)[u1 y1 + u2 y2 ] = f (x),

i.e.,

u1 [y1′′ + p(x)y1′ + q(x)y1 ] + u2 [y2′′ + p(x)y2′ + q(x)y2 ] + u′1 y1′ + u′2 y2′ = f (x).

Since y1 and y2 are solutions of the homogeneous equation y ′′ +p(x)y ′ +q(x)y = 0,

the latter requirement reduces to u′1 y1′ + u′2 y2′ = f (x). Combining with the first
condition imposed, we obtain the system of equations

u′1 y1 + u′2 y2 = 0
u′1 y1′ + u′2 y2′ = f (x)

for the unknown quantities u′1 and u′2 . The system may be expressed in matrix
form as   ′   
y1 y2 u1 0
= ,
y1′ y2′ u′2 f (x)
24 MATH1005 NOTES-ERIC HUA

with the solution

 ′   −1 
y2′ −y2
   
u1 y1 y2 0 1 0
= = .
u′2 y1′ y2′ f (x) y1 y2 −y1′ y1 f (x)
y1′ y2′

y1 y2
The quantity = y1 y2′ − y1′ y2 is denoted by W (x) = W [y1 (x) y2 (x)] and
y1′ y2′
called the Wronskian of the functions y1 and y2 . Thus,
 ′ 
y2′ −y2
    
u1 1 0 1 −y2 f (x)
= = →
u′2 W (x) −y1′ y1 f (x) W (x) y1 f (x)

−y2 f
Z Z
′ ′ y1 f y2 f y1 f
u1 = and u2 = → u1 = − dx and u2 = dx.
W W W W
Theorem 9. If y1 and y2 are two linearly independent solutions of the equation

y ′′ + p(x)y ′ + q(x)y = 0,

then a particular solution of

y ′′ + p(x)y ′ + q(x)y = f (x)

is given by
Z Z
y2 f y1 f
yp = u1 y1 + u2 y2 , W (x) = y1 y2′ − y1′ y2 , u1 =− dx, u2 = dx,
W W
Example 41. Solve the equation

y ′′ + y = tan x, 0 < x < π/2.

Solution: 1) The indicial equation is: r2 + 1 = 0, y1 = sin x, y2 = cos x. So,

the solution of y ′′ + y = 0 is: yh = c1 sin x + c2 cos x.

2) Using variation of parameters, we seek a solution of the form

yp = u1 y1 + u2 y2 = u1 sin x + u2 cos x.

W (x) = y1 y2′ − y1′ y2 = −1, f (x) = tan x,

Z
y2 f
u1 = − dx = − cos x,
W
Z
y1 f
u2 = dx = sin x − ln | sec x + tan x|.
W
Thus
yp (x) = − cos x ln | sec x + tan x|.
The solution is

y = yh + yp = c1 sin x + c2 cos x − cos x ln | sec x + tan x|.

MATH1005 NOTES-ERIC HUA 25

Example 42. Find a particular solution by Variation of Parameters:

′′ ′ ex
y − 2y + y = .
1 + x2

Solution:
y1 = ex , y2 = xex ,
ex
W (y1 , y2 ) = e2x , f (x) = .
1 + x2
1
u1 = − ln(1 + x2 ), u2 = arctan x.
2

Example 43. Solve x2 y ′′ − 6y = x3 ln(x), x > 0.

Solution: This is an Euler equation. The indicial equation is

r2 − r − 6 = 0 ⇒ (r − 3)(r + 2) = 0 ⇒ y1 = x3 , y2 = x−2 , yh = c1 x3 + c2 x−2 .

x3 ln(x)
f (x) = = x ln(x),
x2
x3 x−2
Z Z
y2 f 1 ln(x) 1
W [y1 , y2 ] = 2 −3 = −5, u1 = − dx = dx = [ln(x)]2 ,
Z 3x −2x Z W 5Z x 10
y1 f 1 4 1 5 1 4
u2 = dx = − x ln(x) dx = − x ln(x) + x dx =
W 5 25 25
1 1 5
− x5 ln(x) + x ⇒
25 125  
1 2 3 1 5 1 5 −2
yp = u1 y1 + u2 y2 = [ln(x)] x + − x ln(x) + x x =
10 25 125
1 1 1 3
[ln(x)]2 x3 − x3 ln(x) + x ⇒
10 25 125
1 1 1 3
y = yp + yh = [ln(x)]2 x3 − x3 ln(x) + x + c1 x3 + c2 x−2 .
10 25 125

Example 44. Find a particular solution by Variation of Parameters:

x2 y ′′ − 7xy ′ + 12y = 8x7 ln x, x > 0.

Solution:
y1 = x2 , y2 = x6 ,
W (y1 , y2 ) = 4x7 , f (x) = 8x5 ln x.
Z Z
y2 f y1 f
u1 = − dx, u2 = dx.
W W

Example 45. Find a particular solution by Variation of Parameters:

2
x2 y ′′ − 3xy ′ + 3y = 8x5 ex .
26 MATH1005 NOTES-ERIC HUA

Solution:
y1 = x, y2 = x3 ,
2
W (y1 , y2 ) = 2x3 , f (x) = 8x3 ex .
Z Z
y2 f y1 f
u1 = − dx, u2 = dx.
W W
MATH1005 NOTES-ERIC HUA 27

Chapter 5: Linear Systems

5.1. Homogeneous systems

A linear system of differential equations has the form

dx1
= a11 (t)x1 + a12 (t)x2 + · · · + a1n (t)xn + f1 (t),
dt
···
dxn
= an1 (t)x1 + an2 (t)x2 + · · · + ann (t)xn + fn (t).
dt
     
x1 a11 · · · a1n f1
Letting ⃗x, or, X =  ... , A =  ... .. .. , and F =  .. , we
  
. .   . 
xn an1 · · · ann fn
′
obtain the matrix differential equation X = AX + F , where A is called the
coefficient matrix.

Superposition principle. Let ⃗xi (i=1,...,n) be a set of solutions of the homo-

geneous system
⃗x′ = A⃗x, (6)
where ⃗x is a vector with n-entries of variables. Then the linear combination
c1⃗x1 + ... + cn⃗xn is also a solution.

Linear dependence/independence. If there exist n constants c1 ,..., cn , not

all zero, such that c1 X1 + ... + cn Xn = 0 for all t in an interval, then ⃗xi (i=1,...,n)
are linearly dependent. Otherwise, independent.

Criterion for Linearly Independent Solutions. If the Wronskian W (⃗x1 , ..., ⃗xn ) =
det(⃗x1 , ..., ⃗xn ) ̸= 0 for all t in an interval I, then ⃗xi (i=1,...,n) are linearly inde-
pendent on I.

Fundamental Set of Solutions. Any n linearly independent set of solutions

of (6) is called a fundamental set of solutions of (6). The linear combination of
any fundamental set of solutions of (6) is the general solution of (6).

2 × 2 System Model:

Example 46. Two large tanks, each holding 24 liters of brine, are interconnected
by two pipes. Fresh water flows into tank A at the rate of 6 L/min, and fluid is
drained out tank B at the same rate. Also, 8 L/min of fluid are pumped from
tank A to tank B and 2 L/min from tank B to tank A. The solutions in each tank
28 MATH1005 NOTES-ERIC HUA

are well stirred so that they are homogeneous. If, initially, tank A contains 5kg
salt in the solution and Tank B contains 2kg salt in the solution, find the mass
of salt in the tanks at any time t.
To solve this problem, let x(t) and y(t) be the mass of salt in tanks A and B
respectively. The variables x, y satisfy the system of the first order DE
dx −8 2
x′ = = x + y,
dt 24 24
′ dy 8 6+2
y = = x− y.
dt 24 24

d⃗x
Method to Solve 2 × 2 Homogeneous Linear systems = A⃗x:
dt
If λ is an eigenvalue of A, and ⃗v is an eigenvector, then

⃗x = eλt⃗v

is an solution of the system, since

d⃗x
= λeλt⃗v = λ⃗x = A⃗x.
dt
Case 1: If the 2 × 2 matrix A has two distinct real eigenvalues λ1 , λ2 . Then
the matrix A has two independent eigenvectors v1 and v2 , corresponding to
the eigenvalues λ1 and λ2 respectively (distinct or not), then x1 = eλ1 t v1 and
x2 = eλ2 t v2 are two independent solutions of the matrix equation, with the gen-
eral solution x = c1 x1 + c2 x2 , where c1 and c2 are arbitrary constants.
   
v11 v12
In terms of the original variables, if v1 = and , then
v21 v22
       
x λ1 t v11 λ2 t v12 x = c1 eλ1 t v11 + c2 eλ2 t v12
= c1 e + c2 e → .
y v21 v22 y = c1 eλ1 t v21 + c2 eλ2 t v22
 ′ 
x = 2x − y
Example 47. Find the general solution: .
y ′ = 3x − 2y
 
x
Solution: In matrix form, the system is x′ = Ax, where x = and
  y
2 −1
A= .
3 −2
2−λ −1
det(A − λI) = = λ2 − 1
3 −2 − λ
λ2 − 1 = 0 ⇒ λ1 = 1, λ2 = −1.
 
a
For λ1 = 1, solve (A − (−1)I) = ⃗0.
  b
1
−a + b = 0, a = 1 ⇒ v1 = .
1
MATH1005 NOTES-ERIC HUA 29
 
a
For λ2 = −1, solve (A − (−1)I) = ⃗0.
b
 
1
−3a + b = 0, a = 1 ⇒ v2 = .
3
   
t 1 −t 1
Thus, x1 (t) = e and x2 (t) = e are independent solutions, and
1 3
x(t) = c1 et + c2 e−t
   
t 1 −t 1
the general solution is x(t) = c1 e + c2 e , i.e., .
1 3 y(t) = c1 et + 3c2 e−t

Case 2: If the 2 × 2 matrix A has repeated eigenvalues λ1 = λ2 = λ, and the

matrix A has two independent eigenvectors v1 and v2 , then it is same as Case 1:

⃗x1 = eλt⃗v1 , ⃗x2 = eλt⃗v2 .

x′ = 3x

Example 48. Find the general solution: .
y ′ = 3y

 
3 0
Solution: In matrix form, the system is x′ = Ax, where A = .
0 3
Two eigenvalues are 
λ1 =λ2 = 3.  
1 0
For λ = 3, ⇒ v1 = , v2 = .
0 1

Case 3: If the 2 × 2 matrix A has repeated eigenvalues λ1 = λ2 = λ with only

one independent eigenvector ⃗v , then one solution is given by x1 = eλt⃗v . A second
linearly independent solution is given by

x2 = eλt (t⃗v + ⃗u),

where ⃗u satisfies
(A − λI)⃗u = ⃗v . (7)
 ′
x = 3x − 18y
Example 49. Find the general solution: .
y ′ = 2x − 9y

 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
3 −18
A= .
2 −9
Two eigenvalues are λ1 = λ2= −3.
  
3 −3t 3
For λ1 = −3, ⇒ v1 = ⃗v = , ⇒ x1 (t) = e .
1 1
To find a second linearly independent solution, we solve (7),
 
0.5
(A + 3I)⃗u = ⃗v , ⇒ ⃗u = .
0
30 MATH1005 NOTES-ERIC HUA
   
λt −3t 3 −3t 0.5
Thus, x2 (t) = te (t⃗v +⃗u) = te +e , and the general solution
1 0
is
x(t) = c1 x1 (t) + c2 x2 (t).

Case 4: If the 2 × 2 matrix A has complex eigenvalues, λ = a + bi. Let ⃗v be the

corresponding complex eigenvector, ⃗v1 =Re ⃗v , ⃗v2 =Im ⃗v . Then

eλt⃗v = eat+bti (⃗v1 + i⃗v2 ) = eat cos(bt) + ieat sin(bt) (⃗v1 + i⃗v2 )

= (⃗v1 cos bt − ⃗v2 sin bt)eat + i (⃗v2 cos bt + ⃗v1 sin bt)eat

Thus the two linearly independent solutions are

⃗x1 = (⃗v1 cos bt − ⃗v2 sin bt)eat , ⃗x2 = (⃗v2 cos bt + ⃗v1 sin bt)eat .

x′ = 6x − y

Example 50. Find the general solution: .
y ′ = 5x + 4y

 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
6 −1
A= .
5 4
Two eigenvalues are λ1 = 5 + 2i, λ2 = 5 − 2i.
The general solution is
   
5t 1 5t 0
⃗x = e (c1 cos(2t) − c2 sin(2t)) + e (c1 sin(2t) + c2 cos(2t)) .
1 −2

Linear system with initial conditions:

x′ = 2x − y

Example 51. Find the general solution: , x(0) = 5, y(0) =
y ′ = 3x − 2y
11.
 
′ x
Solution: In matrix form, the system is x = Ax, where x = and
  y
2 −1
A= .
3 −2
2−λ −1
det(A − λI) = = λ2 − 1
3 −2 − λ
λ2 − 1 = 0 ⇒ λ1 = 1, λ2 = −1.
MATH1005 NOTES-ERIC HUA 31
 
a
For λ1 = 1, solve (A − (−1)I) = ⃗0.
  b
1
−a + b = 0, a = 1 ⇒ v1 = .
1
 
a
For λ2 = −1, solve (A − (−1)I) = ⃗0.
 b
1
−3a + b = 0, a = 1 ⇒ v2 = .
3
   
t 1 −t 1
Thus, x1 (t) = e and x2 (t) = e are independent solutions, and
1 3 
x(t) = c1 et + c2 e−t
 
1 1
the general solution is x(t) = c1 et + c2 e−t , i.e., .
1 3 y(t) = c1 et + 3c2 e−t
By x(0) = 2, y(0) = −1, c1 + c2 = 5, c1 + 3c3 = 11, c1 = 2 and c2 = 3. Thus
x(t) = 2et + 3e−t
.
y(t) = 2et + 9e−t
32 MATH1005 NOTES-ERIC HUA

Chapter 6: Sequences and Series

6.1 Sequences
Sequence: a1 , a2 , ..., an , ..., an is the nth term. If limn→∞ an = L, then we say
the sequence converges to L. Otherwise, the sequence diverges.

Property: If an = f (n) and lim f (x) = L, then lim an = L.

x→∞ n→∞
 ln n
Example 52. The sequence n
is convergent.

Solution:
ln n ln x 1/x
lim = lim = lim = 0.
n→∞ n x→∞ x x→∞ 1

n√ √ o
Example 53. Show that the sequence n2 2
+ 3n − 1 − n − 1 converges to
3
2
.

Solution: By conjugate.

Example 54. Show that the sequence {cos n} is divergent; {arctan(−n)} con-
verges to − π2 .

Solution: By considering limits to infinity.

Example 55. Basic results:



 0, |r| < 1
 ∞, r>1


lim rn = DN E, r < −1 .
n→∞
1, r=1




DN E, r = −1


e.g., the sequence ( 31 )n is convergent, but the sequence {(3)n } is divergent.



Properties: Let {an } and {bn } be convergent, c, d ∈ R.

1. lim (can + dbn ) = c lim an + d lim bn .

n→∞ n→∞ n→∞

2. lim (an bn ) = ( lim an )( lim bn ).

n→∞ n→∞ n→∞
MATH1005 NOTES-ERIC HUA 33

lim an
an
3. lim = n→∞
, if lim bn ̸= 0.
n→∞ bn lim bn
n→∞ n→∞

4. lim apn = ( lim an )p , if an ≥ 0 and p > 0.

n→∞ n→∞

5. If lim |an | = 0, then lim an = 0.

n→∞ n→∞

Squeeze Theorem: If an ≤ bn ≤ cn and lim an = lim cn = L, then lim bn =

n→∞ n→∞ n→∞
L.

 cos n
Example 56. n
converges 0.

Solution:
1 cos n 1
− ≤ ≤ .
n n n

Bounded above: an ≤ M for all n.

Bounded below: an ≥ m for all n.
Bound and Convergence: A convergent sequence is bounded.
Monotonic Sequence Theorem: Every bounded monotonic sequence is con-
vergent.

Mathematical Induction: Suppose you want to prove a theorem in the form

”For all integers n greater than equal to s, P (n) is true”.
Step 1: Verify the initial step: P (s) is true.
Step 2: Assume that P (k) is true for a k ≥ s.
Step 3: We will prove that P (k + 1) is true.

Example 57. Given the sequence {an }: a1 = 2, an+1 = 12 (an + 6).

(a) Show that the sequence is increasing and bounded above.

Solution: (i) We will show that an < 6 by induction: Note that a1 < 6.
Assume that an < 6. Then an+1 = 12 (an + 6) < 12 (6 + 6) = 6.
(ii) an+1 − an = 3 − 21 an > 3 − 62 = 0. Thus the sequence is increasing.

(b) Find the limit of the sequence.

Solution: By Monotonic Sequence Theorem, the sequence is convergent.

Let the limit be L. Then by the recursive relation, L = 12 (L + 6) ⇒ L = 6.

n
Example 58. Show that an = n3 +1
is decreasing, and 0 < an < 1 for any n.
34 MATH1005 NOTES-ERIC HUA

1−2x2
Solution: To check it, let f (x) = x3x+1 . Then f ′ (x) = (x3 +1)2
< 0 when
x ≥ 1. Hence f (x) is decreasing when x ≥ 1.

6.2 Series
∞
X
The sum an = a1 + a2 + a3 + ... is called infinite series.
n=1
Partial sum:
n
X
Sn = aj .
j=1

Then
∞
X
an = S ⇔ lim Sn = S.
n→∞
n=1

Some special results:

ˆ Geometric series: if |r| < 1 then

∞
X a
arn−1 = .
n=1
1−r

If |r| ≥ 1, the series is divergent.

ˆ k
n(n+k)
= 1
n
− 1
n+k
.

∞
X 1
ˆ Harmonic series is divergent.
n=1
n

∞
X
ˆ Divergence Test: If limn→∞ an ̸= 0, then an is divergent.
n=1

∞
X ∞
X ∞
X
ˆ If an and bn are convergent, c, d ∈ R, then (can + dbn ) =
n=1 n=1 n=1
∞
X ∞
X
c an + d bn .
n=1 n=1

Example 59. Determine if the series converges or diverges:

∞ ∞ ∞ ∞
X 22n+2 X
n+1 −2n
X 1 X (−1)n n
(a) (b) 3 2 (c) (d) .
n=0
3n+1 n=1 n=1
(n + 1)(n + 3) n=0
ln n
MATH1005 NOTES-ERIC HUA 35

Solution: (a)
∞ ∞ ∞  n+1
X 22n+2 X 22(n+1) X 4
= = .
n=0
3n+1 n=0
3n+1 n=0
3

It is a geometric series with ratio r = 4/3 > 1. Therefore it is divergent.

(b) We have
∞ ∞ ∞  n
X
n+1 −2n
X
n −n
X 3
3 2 = 3·3 4 =3
n=1 n=1 n=1
4

This series is a geometric series with first term a = 9/4 and common ratio
r = 3/4. Since |r| < 1, the series converges and we have
∞
X a 9/4
3n+1 2−2n = = = 9.
n=1
1−r 1/4

(c)
∞ ∞    
X 1 X1 1 1 1 1 1 1 1 1 1 5
= − = − + − + − + ··· = .
n=1
(n + 1)(n + 3) n=1 2 n+1 n+3 2 2 4 3 5 4 6 12

(d) Divergent by Divergence Test.

6.2.1 The Integral Test

Integral test: If f (x) is continuous, positive, decreasing, f (n) = an , then

X∞ Z ∞
an is convergent ⇔ f (x)dx is convergent.
n=1 1

∞
X 3
Example 60. Determine if the series converges or diverges .
n=3
n(ln n)3

3
Solution: We use Integral Test. Let f (x) = x(ln x)3
. Then f (x) > 0 for
x ≥ 3. Since
−3[(ln x)3 + 3(ln x)2 ]
f ′ (x) = < 0,
x2 (ln x)6
f (x) is decreasing. By substitution with u = ln x, we have
Z ∞ Z b
3 3
3
dx = lim dx
3 x(ln x) b→∞ 3 x(ln x)3
Z ln b
3
= lim du
b→∞ ln 3 u3

3 1 2
= ( ).
2 ln 3
Hence it is convergent.
36 MATH1005 NOTES-ERIC HUA

∞
X
Example 61. Show that the series n2 e−n is convergent.
n=0

Solution:

∞
2018
X
Example 62. Show that the series n2017 e−n is convergent.
n=0

Solution:

P∞ 1
The p−series: n=1 np is convergent if p > 1 and divergent if p ≤ 1.

Example 63. For what value of p is the series

∞
X
np−1
n=1

convergent?

Solution:
∞ ∞  −p+1
X
p−1
X 1
n = .
n=1 n=1
n

Hence, if −p + 1 > 1, i.e., p < 0, then the series is convergent.

6.2.2 The Comparison Tests

Comparison test: if 0 ≤ an ≤ bn , then

∞
X ∞
X
bn is convergent ⇒ an is convergent.
n=1 n=1

∞
X ∞
X
an is divergent ⇒ bn is divergent.
n=1 n=1
P∞ 1
Example 64. Determine if the series converges or diverges n=1 n(n3 +5)1/3 .

Solution:
P∞ By Comparison
P∞ 1test,
1
0 ≤ n=1 n(n3 +5)1/3 ≤ n=1 n2 < ∞ (p-series, p = 2 > 1), so convergent.
MATH1005 NOTES-ERIC HUA 37

Example 65. Determine if the following series is convergent or divergent:

∞
X 3n3 + 2n + 1
√
3 n+1
.
n=1
9n

Solution: Note that

3n3 + 2n + 1 3n3 3
an = 3
√ ≥ 3
√ = √ .
9n n + 1 10n n 10 n
Let
3
bn = √ .
10 n
Then ∞
X
bn
n=1

is divergent by p-series test with p = 1/2. Since

an 1
lim = ,
n→∞ bn 3
the given series is divergent by Limit Comparison Test.

The Limit Comparison test: Suppose that an > 0 and bn > 0 for any n ≥ k,
where k is an positive integer, and
an
lim = L.
n→∞ bn

(i) If 0 < L < ∞, then either both ∞

P P∞
n=1 an and n=1 bn are convergent or
both diverge. P∞ P∞
(ii) If L = 0 and Pn=1 bn is convergent, then Pn=1 an converges.
(iii) If L = ∞ and ∞ n=1 bn is divergent, then
∞
n=1 an diverges.

Example 66. Determine if the following series is convergent or divergent:

∞
X 3n3 + 2n + 1
√
3 n+1
.
n=1
9n

Solution: Note that

3n3 + 2n + 1 3n3 1
an = √ ∼ √ = √ .
9n3 n + 1 9n3 n 3 n
Let
1 1
bn = √ = 1/2 .
n n
Then ∞
X
bn
n=1
38 MATH1005 NOTES-ERIC HUA

is divergent by p-series test with p = 1/2. Since

an 1
lim = ,
n→∞ bn 3
the given series is divergent by Limit Comparison Test.

6.2.3 Alternating series

P∞ n−1
1. Alternating series Test: The alternating series n=1 (−1) bn is conver-
gent if
1. bn > 0

2. bn decreasing (b1 ≥ b2 ≥ b3 ≥ · · · )

3. limn→∞ bn = 0.
P∞ n−1 n+1
Example 67. Test the series n=1 (−1) n2 +n+1
for convergence or divergence.

n+1
Solution: This is an alternating series. Let bn = n2 +n+2
. Then
1) limn→∞ bn = 0;
2) Let f (x) = x2x+1
+x+1
for x ≥ 1, then

′ −x2 − 2x
f (x) = 2 < 0.
(x + x + 1)2
Therefore f (x) decreases for x ≥ 1. In particular,

f (n) > f (n + 1)

for all positive integer n. Hence bn decreases.

By the Alternating Series Test, the series converges.

6.2.4 Absolute and Conditional Convergence

P∞
1. Absolute and Conditional
P∞ Convergence If the series n=1 |an P
| is conver-
∞
gent, then we say
P∞that n=1 na is absolutely convergent; If
P∞ the series n=1 an is
convergent, but n=1 |an | is divergent, then we say that n=1 an is conditionally
convergent.

Property:
∞
X ∞
X
|an | is convergent ⇒ an is convergent.
n=1 n=1
P∞ n−1 n+1
Example 68. Determine whether the series is absolutely convergent: n=1 (−1) n2 +n+1
.

Solution: ∞ ∞
X
n−1 n+2 X n+2
(−1) = .
n=1
n2 + n + 1 n=1
n 2+n+1
MATH1005 NOTES-ERIC HUA 39

Note that
n+2 n 1
≥ 2 = .
n2 +n+1 3n 3n
The series
∞
X 1
n=1
3n

is divergent (the harmonic series), by Comparison Theorem, the original series

is not absolutely convergent.

By Alternating Series Test, the series is convergent, therefore the series is

conditionally convergent.

P∞ n−1 cos(5n)
Example 69. Show that the series is absolutely convergent: n=1 (−1) n2 +7n+3
.

∞
X an+1
2. Ratio test: Consider the series an , with lim | | = L.
n=1
n→∞ an

ˆ If L < 1, then the series is absolutely convergent;

ˆ If L > 1, then the series is divergent.

ˆ If L = 1, then the test is inconclusive.

∞
X n!
Example 70. Test the series (−1)n+1 n for absolute convergence, or condi-
n=1
n
tional convergence, or divergence.

Solution: Let an = (−1)n+1 nn!n . Then

 n
an+1 n 1
= → < 1.
an n+1 e

By the Ratio Test, the series converges absolutely.

∞
X p
n
3. Root test: Consider the series an , with lim |an | = L.
n→∞
n=1

ˆ If L < 1, then the series is absolutely convergent;

ˆ If L > 1, then the series is divergent.

ˆ If L = 1, then the test is inconclusive.

∞
X en
Example 71. Test the series (−1)n+1 n for absolute convergence, or condi-
n=1
n
tional convergence, or divergence.
40 MATH1005 NOTES-ERIC HUA
p
Solution: limn→∞ n
|an | = 0 < 1. By the Root Test, the series is abso-
lutely convergent.

∞
X (−1)n
Example 72. Show that the series √ is absolutely convergent.
n=1
(2 n n + 1)n

p
Solution: limn→∞ n |an | = 2e01+1 = 13 < 1.
By the Root Test, the series is absolutely convergent.

Chapter 7: Taylor Series

7.1 Power Series

Definition. The series ∞ n
P
n=0 cn (x − a) is called power series, a is called the
center. There exists R ≥ 0 such that the series is convergent in |x − a| < R and
divergent in |x − a| > R. R is called radius of convergence.
ˆ Radius of convergence: Using Ratio Test to find R.

ˆ Interval of convergence I: Symmetric to the center a, with two end points

a − R and a + R. The convergence or divergence at the two end points
x = a − R and x = a + R should be checked.
∞
X (−1)n (x − 1)n
Example 73. Find the radius and interval of convergence of .
n=1
n 5n

Solution: We use Ratio Test.

an+1 (−1)n+1 (x − 1)n+1 (−1)n (x − 1)n 1 n
lim | | = lim | n+1
/ n
| = lim |x − 1|
n→∞ an n→∞ (n + 1) 5 n5 n→∞ 5n+1
1
= |x − 1| = L.
5
When L < 1, we have |x − 1| < 5. Hence

R = 5,

and −4 < x < 6.

When x = −4,
∞ ∞ ∞
X (−1)n (x − 1)n X (−1)n (−4 − 1)n X 1
= = ,
n=1
n 5n n=1
n 5n n=1
n
MATH1005 NOTES-ERIC HUA 41

which is divergent (Harmonic series).

When x = 6,
∞ ∞ ∞
X (−1)n (x − 1)n X (−1)n (6 − 1)n X 1
= = (−1)n ,
n=1
n 5n n=1
n 5n n=1
n

which is convergent by Alternating Series Test. Therefore,

I = (−4, 6].

Example 74. Find the radius and interval of convergence of the following power
series: ∞
X (2x − 3)n
n=1
n2

Solution: Let
(2x − 3)n
an = .
n2
Then
|an+1 | n2
lim = lim · |(2x − 3)| = |2x − 3|.
n→∞ |an | n→∞ (n + 1)2

By Ratio Test, |2x−3| < 1, i.e., |x−1.5| < 0.5. Therefore R = 0.5 and 1 < x < 2.

When x = 1,
∞ ∞
X (2x − 3)n X (−1)n
=
n=1
n2 n=1
n2
which is convergent by Alternating Series Test.
When x = 2,
∞ ∞
X (2x − 3)n X 1
=
n=1
n2 n=1
n2
which is convergent by p−Series Test. Therefore,

I = [1, 2].

∞
X (−1)n (x − 1)3n
Example 75. Find the radius and interval of convergence of .
n=1
n 8n

Solution: We use Ratio Test.

an+1 1 n
lim | | = lim |x − 1|3
n→∞ an n→∞ 8 n + 1

1
= |x − 1|3 .
8
42 MATH1005 NOTES-ERIC HUA

By Ratio Test, we have |x − 1|3 < 8, i.e., |x − 1| < 2. Hence

R = 2, and − 1 < x < 3.
When x = −1,
∞ ∞
X (−1)n (x − 1)3n X 1
= ,
n=1
n 8n n=1
n
which is divergent (Harmonic series).
When x = 3,
∞ ∞
X (−1)n (x − 1)3n X 1
n
= (−1)n ,
n=1
n8 n=1
n
which is convergent by Alternating Series Test. Therefore,
I = (−1, 3].

∞
X
Example 76. Find the radius and interval of convergence of n!xn .
n=0
∞
X xn
Example 77. Find the radius and interval of convergence of .
n=1
n!

7.2 Representations of Functions by Power

Series
ˆ Basic result: ∞
1 X
= xn , |x| < 1.
1 − x n=0

ˆ Term-by-term differentiation: If
∞
X
f (x) = cn (x − a)n ,
n=0

then ∞
X
f ′ (x) = ncn (x − a)n−1 ,
n=1
′
and f and f have the same radius of convergence.
ˆ Term-by-term integration: If
∞
X
f (x) = cn (x − a)n ,
n=0

then Z ∞
X cn
f (x)dx = C + (x − a)n+1 ,
n=0
n + 1
R
and f and f dx have the same radius of convergence.
MATH1005 NOTES-ERIC HUA 43

Example 78. Represent the following functions as power series and determine
the domain of the series.
1
(i) .
1+x
1
(ii) .
1 + 2x2
3
x
(iii) .
6x + 3

Solution:P
1
(i) 1+x = ∞ n n
n=0 (−1) x , |x| < 1.

1 1
P∞ 2 n
P∞ n n 2n
(ii) 1+2x2
= 1−(−2x2 )
= n=0 (−2x ) = n=0 (−1) 2 x , |− 2x2 | < 1.
x3 x3 1 3 P∞ P∞ n 2n
(iii) 6x+3 = 3 1+2x
= x3 n
n=0 (−2x) = n=0 (−1) 3 (x)
n+3
.

To find the domain,

Method 1: This series is convergent when | − 2x| < 1, which is |x| < 0.5. So
I = (−0.5, 0.5).
n
Method 2: Let an = (−1)n 23 (x)n+3 . Then
n+1
an+1 (−1)n+1 2 3 (x)n+4
L = lim = lim n = 2|x|.
n→∞ an n→∞ (−1)n 23 (x)n+3

By the Ratio Test, when L < 1, we have 2|x| < 1, |x| < 0.5. Hence R = 0.5.
n
When x = ±0.5, (−1)n 23 (x)n+3 ̸→ 0, the series diverge. So I = (−0.5, 0.5).

Example 79. Represent the following functions as power series and determine
the domain of the series.
1
(i) f (x) = (1+x) 2.
1
(ii) f (x) = (1−x) 3.

Solution:
(i)
∞ ∞
1 d −1 d X
n
X
= ( ) = [(−1) (−x) ] = (−1)n−1 nxn−1 , −1 < x < 1.
(1 + x)2 dx 1 + x dx n=0 n=1

Example 80. Represent the following functions as power series and determine
the domain of the series.
(i) f (x) = ln(1 + x).
x2 x3
Solution: ln(1 + x) = x − 2
+ 3
− ..., R = 1. I = (−1, 1].

(ii) f (x) = arctan x.

44 MATH1005 NOTES-ERIC HUA

Solution:
Z Z X∞
1
arctan x = dx = ( (−1)n x2n )dx
1 + x2 n=0

x3 x5 x7
=C +x− + − + ..., R = 1.
3 5 7
Note that C = arctan 0 = 0, we have

x3 x5 x7
arctan x = x − + − + ..., −1 ≤ x ≤ 1.
3 5 7
Remark. It’s difficult to check the two end-points.

3x−1
Example 81. Represent x2 −1
as a power series.

Solution:
∞
3x − 1 2 1 X
= + = [2(−1)n − 1]xn .
x2 − 1 x + 1 x − 1 n=0

1
Example 82. Represent x
as a power series, centered at 1.

Solution: ∞
1 X
= (−1)n (x − 1)n , |x − 1| < 1.
x n=0

Taylor and Maclaurin Series

ˆ Taylor series for f (x) at the center a:

∞
X f (n) (a)
(x − a)n ;
n=0
n!

ˆ Maclaurin series for f (x) = Taylor series for f (x) at the center 0:
∞
X f (n) (0)
xn ;
n=0
n!

Example 83. Find the Taylor series for f (x) = sin x at the center x = π3 .
MATH1005 NOTES-ERIC HUA 45

Solution:

Example 84. Find the coefficient of (x−2)3 in the Taylor series of f (x) = x ln x
at the center a = 2.

Solution:
f ′′′ (2)
c3 = .
3!

Maclaurin series for some special functions

Example 85. Maclaurin series for some special functions:

x x2 x3
ex = 1 + 1!
+ 2!
+ 3!
+ ..., R = ∞;

x3 x5
sin x = x − 3!
+ 5!
− ..., R = ∞;

x2 x4
cos x = 1 − 2!
+ 4!
− ...,R = ∞;

x2 x3
ln(1 + x) = x − 2
+ 3
− ..., R = 1;

x3 x5 x7
arctan x = x − 3
+ 5
− 7
+ ..., R = 1.

Series for composite functions

Example 86. Maclaurin series:

2
(i) ex , sin(x2 ).

(ii)
sin x sin2 x sin3 x
e = 1 + sin x + + + ...
2! 3!
3 5 3 5
x3 x5 (x − x3! + x5! + ...)2 (x − x3! + x5! + ...)3
= 1 + (x − + + ...) + ( )+( ) + ...
3! 5! 2! 3!
x2
=1+x+ + 0x3 + ...
2!

Binomial series

If k is a real number and |x| < 1, then

∞  
k k(k − 1) 2 X k
(1 + x) = 1 + kx + x + ··· = xn ,
2! n
n=0

here    
k k(k − 1) · · · (k − n + 1) k
= , = 1.
n n! 0
46 MATH1005 NOTES-ERIC HUA

Application: Let f (x) = (1 + x)k , then

 
(n) k
f (0) = n! = k(k − 1) · · · (k − n + 1).
n

Example
√ 87. Find the coefficient of x5 in the Maclaurin series of f (x) =
3
1 + x.

Solution:
√ 1 2 2·5 2·5·8 4
3
1 + x = 1 + x − 2 x 2 + 3 x3 − 4 x + ··· .
3 3 2! 3 3! 3 4!

√
Example 88. Let f (x) = 5
1 + x2 . Evaluate f (4) (0).

Solution: Use the binomial series to find the Maclaurin series of f (x).

f (n) (0)
 
k
=
n! n

Hence  
(n) k
f (0) = n! = k(k − 1) · · · (k − n + 1).
n
So f (4) (0) = −0.8064.

Multiplication and division of Taylor series

Example 89. Find the first 5 non-zero terms in the Maclaurin series for ex cos(3x).

Solution: Note that

x x2 x3 x4 x5
ex = 1 + + + + + + ...
1! 2! 3! 4! 5!
x 2 x3 x4
=1+x+ + + + ...,
2 6 24
x2 x4 x6
cos x = 1 − + − + ...
2! 4! 6!
Hence
(3x)2 (3x)4 (3x)6
cos(3x) = 1 − + − + ...
2! 4! 6!
9x2 27x4
=1− + − ...
2 8
MATH1005 NOTES-ERIC HUA 47

We have
x2 x3 x4
ex cos(3x) = 1 + x + + + + ...
2 6 24
9x2 9x3 9x4
− − − − ...
2 2 4
27x4
+ + ...
8
1 9 1 9 1 9 27
= 1 + x + ( − )x2 + ( − )x3 + ( − + )x4 + ...
2 2 6 2 24 4 8
13 7
= 1 + x − 4x2 − x3 + x4 + ...
3 6

Example 90. Find the first 3 non-zero terms in the Maclaurin series for tan x.

Solution: tan x = x + 31 x3 + 2 5
15
x + ....

Applications of Taylor series.

Example 91.
1 1 1 π
1− + − + ... = .
3 5 7 4

Solution: Let x = 1 in arctan x.

48 MATH1005 NOTES-ERIC HUA

Chapter 8: Fourier Series

8.1 Fourier series of periodic functions

Fourier series are named in honor of Joseph Fourier (1768-1830), who made
important contributions to the study of trigonometric series. Fourier series have
many applications such as, solving partial differential equations, signal precess-
ing, image processing.

A function f (x) is piecewise continuous in interval (a, b) if we have a =

t0 < t1 < ... < tm = b, such that f(x) is continuous in each interval (ti , ti+1 ) and
the limits lim− f (x) and lim+ f (x) exist for all i = 0, 1, 2, . . . , m. In the following,
x→ti x→ti
we assume that both f and f ′ are piecewise continuous.
Definition 8. Let f (x) be 2L-periodic function. Then f (x) can be written as
∞
a0 X n nπx nπx o
f (x) = + an cos( ) + bn sin( ) . (8)
2 n=1
L L

This series is called the (full) Fourier series for f (x). The coefficients an (n ≥ 0)
are called the Fourier cosine coefficients, and the coefficients bn (n ≥ 1) are called
the Fourier sine coefficients.
Remark. The ”=” occurs at every x ∈ [−L, L] where f is continuous. If we
omit the condition where f is continuous at x, then we may write
∞
a0 X nπx nπx
f (x) ∼ + (an cos( ) + bn sin( )).
2 n=1
L L

Theorem 10. The Fourier coefficients can be calculated as follows:

1 L
Z
nπx
an = f (x) cos( ) dx n = 0, 1, 2, . . . . (9)
L −L L

1 L
Z
nπx
bn = f (x) sin( ) dx n = 1, 2, 3, . . . . (10)
L −L L

Solution: The coefficient a0 is the simplest to find: integrating (17) from

−L to L,
Z L Z L ∞  Z L Z L 
a0 X nπx nπx
f (x) dx = dx + an cos( ) dx + an sin( ) dx
−L −L 2 n=1 −L L −L L
Z L
a0
= dx ⇒
−L 2
MATH1005 NOTES-ERIC HUA 49
Z L
1
a0 = f (x) dx.
L −L

We do the same thing to compute, say, bm , except that first we multiply (17)
through by sin( mπx
L
). We get
Z L Z L
mπx a0 mπx
f (x) sin( ) dx = sin( ) dx +
−L L −L 2 L
∞  Z L Z L 
X nπx mπx nπx mπx
an cos( ) sin( ) dx + bn sin( ) sin( ) dx
n=1 −L L L −L L L
Z L
mπx mπx
= bm sin( ) sin( ) dx = bm L. ⇒
−L L L
Z L
1 mπx
bm = f (x) sin( ) dx m = 1, 2, 3, . . . .
L −L L
Likewise we can get the formula for am .

Formulas (9) and (10) allow us to compute the Fourier coefficients of f .

Remark 1. Even though f is defined only on [−L, L], the right-hand side of
(17) is 2L-periodic, so we could view f as being defined over the whole line, but
2L-periodic as well.
Remark 2. If f is even on [−L, L], then f (x) sin( mπx L
) is odd on [−L, L], so
mπx
bn = 0 for all n ≥ 1; and f (x) cos( L ) is even on [−L, L], so
Z L
2 nπx
an = f (x) cos( ) dx n = 0, 1, 2, . . . .
L 0 L

Remark 3. If f is odd on [−L, L], then f (x) cos( mπx L

) is odd on [−L, L], so
an = 0 for all n ≥ 0; and f (x) sin( mπx
L
) is even on [−L, L], so
Z L
2 nπx
bn = f (x) sin( ) dx n = 1, 2, . . . .
L 0 L

2π-periodic function:

If f is 2π-periodic (i.e., L = π), then

∞
a0 X
f (x) = + {an cos nx + bn sin nx} ,
2 n=1

where
1 π
Z
a0 = f (x) dx. (11)
π −π
1 π
Z
an = f (x) cos(nx) dx n = 0, 1, 2, . . . . (12)
π −π
1 π
Z
bn = f (x) sin(nx) dx n = 1, 2, 3, . . . . (13)
π −π
50 MATH1005 NOTES-ERIC HUA

Example 92. Let f (x) = x2 , x ∈ [−π, π), and f (x + 2π) = f (x), i.e., f (x) be
2π-periodic. Compute the Fourier coefficients.

Solution: Since f is even (f (x) = f (−x) for all x), then bn = 0.

1 π 2
Z
2
a0 = x dx = π 2 ,
π −π 3
and for n ≥ 1
Z π
1
an = x2 cos(nx) dx
π −π
 Z π 
1 2 π
= x sin(nx) −π
− 2x sin(nx) dx
nπ −π

(−1)n · 4
= .
n2
Thus for x ∈ (−π, π),
∞
2 π 2 X (−1)n · 4
x = + 2
cos(nx).
3 n=1
n

Example 93. Let 

0, for x ∈ [−π, 0);
f (x) = ,
1, for x ∈ (0, π).
and let f (x) be 2π-periodic. Find the Fourier series of f (x).

Solution: The Fourier series for f (x) is:

1 X 2
f (x) ∼ + sin(nx) =
2 odd n nπ
∞
1 X 2
= + sin(2n + 1)x, ∀x ∈ (−π, π).
2 n=0 (2n + 1)π

General 2L-periodic functions:


 x, 0 < x < 1;
Example 94. Let f (x) = 0, −1 < x ≤ 0. , and f (x + 2) = f (x). Find
0.5, x = −1, 1.

FS.

Solution: In this case, L = 1.

Z 1
1
a0 = x dx = ,
2
Z0 1
(−1)n − 1
an = x cos(nπx) dx = ,
0 (nπ)2
Z 1
(−1)n
bn = x sin(nπx) dx = .
0 nπ
MATH1005 NOTES-ERIC HUA 51

The full Fourier series is

∞ 
1 X (−1)n − 1 (−1)n

f (x) = + cos(nπx) + sin(nπx) .
4 n=1 (nπ)2 nπ

 
3, 0 ≤ x < 1;
Example 95. Let f (x) be 2-periodic and f (x) =
sin(πx), −1 ≤ x < 0.
Find a2 .

Solution:
Z 1 Z 1
1 2πx
a2 = f (x) cos( ) dx = f (x) cos(2πx) dx
1 −1 1 −1

Z 0 Z 1
= sin(πx) cos(2πx) dx + 3 cos(2πx) dx
−1 0
Z 0
1 3
= [sin(3πx) − sin(πx) dx + sin(2πx)|10
−1 2 2π

Points of discontinuity and convergence

Theorem 11. (The Fourier Convergence Theorem): If the function f (x) is

piecewise continuously differentiable then its Fourier series converges for every x
to the average value
f (x+) + f (x−)
fav (x) = , (14)
2
where
f (x+) = lim f (t), f (x−) = lim f (t).
t→x+ t→x−

Remark. At the points where f (x) is continuous, fav (x) = f (x).

Example 96. Let 

−1, for 0 ≤ x < 3;
f (x) =
x, for 3 ≤ x < 7,
and let f (x + 7) = f (x). Determine the sums to which the series converges at
x = 0, 3, 2019.

−1+3
Solution: 2019 = 288R2, fav (2019) = fav (3) = 2
= 1.

Geometric interpretation of Fourier series

52 MATH1005 NOTES-ERIC HUA

In the example above, if we let

1 2
S1 = + sin x,
2 π
1 2 2
S3 = + sin x + sin 3x,
2 π 3π
1 2 2 2
S5 = + sin x + sin 3x + sin 5x,
2 π 3π 5π
each partial sum is a continuous function that approximates the discontinuous
function f(x) on the interval (−π, π). The bigger n, the better the approximation.

8.2 Fourier series of functions on finite intervals

1. Half-range Expansions

Let f (x) be define on (0, L). Three special extensions are important:
(i) Extend f (x) as an odd function on (−L, L) with period 2L:

f (x), x ∈ (0, L);
f˜(x) = fodd (x) =
−f (−x), x ∈ (−L, 0).
Then an = 0 for all n. Thus
∞
X  nπx 
f (x) ∼ bn sin (15)
n=1
L

which is called Fourier sine series of f , where

2 L
Z  nπx 
bn = f (x) sin dx n = 1, 2, 3, . . . .
L 0 L
(ii) Extend f (x) as an even function on (−L, L) with period 2L:

˜ f (x), x ∈ (0, L);
f (x) = feven (x) =
f (−x), x ∈ (−L, 0).
Then bn = 0 for all n.
∞
a0 X  nπx 
f (x) ∼ + an cos (16)
2 n=1
L

which is called Fourier cosine series of f , where

2 L
Z
nπx
an = f (x) cos( ) dx n = 0, 1, 2, 3, . . . .
L 0 L
The cosine and sine series here are known as HALF-RANGE EX-
PANSIONs.

Example 97. Let f (x) = 3 + 2x, 0 ≤ x ≤ 2. Find the Fourier sine series,
Fourier cosine series and their values at x = 2.
MATH1005 NOTES-ERIC HUA 53

x, 0 ≤ x < 1.
Example 98. Let f (x) = .
3, 1 ≤ x < 4;
(a) Find the Fourier sine series and Fourier cosine series.
(b) Find the values of the sine and cosine series at x = 4, 1, −1.

Solution: (a) (i) Fourier sine series: for m = 1, 2, 3, . . . ,

2 L 2 2
Z Z
mπx mπx
bm = f (x) sin( ) dx = f (x) sin( ) dx
L 0 L 2 0 2
Z 1  1
mπx 2 mπx 4 mπx
= x sin( ) dx = − x cos( ) + 2 2 sin( )
0 2 mπ 2 mπ 2 0
2 mπ 4 mπ
= − cos( ) + 2 2 sin( ).
mπ 2 mπ 2
The Fourier sine series is
∞  
X 2 mπ 4 mπ mπx
f (x) = − cos( ) + 2 2 sin( ) sin( ).
m=1
mπ 2 mπ 2 2

(ii) Fourier cosine series: for m = 0, 1, 2, 3, . . . ,

2 L 2 2
Z Z
mπx mπx
am = f (x) cos( ) dx = f (x) cos( ) dx
L 0 L 2 0 2
Z 1  1
mπx 2 mπx 4 mπx
= x cos( ) dx = x sin( ) + 2 2 cos( )
0 2 mπ 2 mπ 2 0
2 mπ 4 mπ 4
= sin( ) + 2 2 cos( ) − 2 2.
mπ 2 mπ 2 mπ

2. The Fourier Series on Interval [a, b]

Let f (x) be defined on [a, b]. Then we can extend f (x) to be a periodic
function f˜(x) with period b − a. Let 2L = b − a, then L = b−a
2
.

Definition 9. The Fourier Series of f (x) on (a, b) is

∞
a0 X nπx nπx
f (x) = + (an cos( ) + bn sin( )) (17)
2 n=1
L L

at every x ∈ [a, b] where f is continuous. The coefficients an (n ≥ 0) and the

coefficients bn (n ≥ 1) are calculated as follows:
Z b Z b
1 nπx 1 nπx
an = f (x) cos( ) dx, n = 0, 1, 2, . . . ; bn = f (x) sin( ) dx, n = 1, 2, 3, . . . .
L a L L a L

3, −1 ≤ x < 0;
Example 99. Let f (x) = Find its Fourier series.
2x, 0 ≤ x < 3;
54 MATH1005 NOTES-ERIC HUA

Solution: L = 2.
1 3
Z
a0 = f (x)dx = 6,
2 −1
1 3
Z  
nπx 1 nπ 4 nπ 4
an = f (x) cos dx = −3 sin + cos − ,
2 −1 2 nπ 2 nπ 2 nπ
1 3
Z  
nπx 1 nπ 4 nπ
bn = f (x) sin dx = −3 − 3 cos − sin .
2 −1 2 nπ 2 nπ 2