UNIVERSITY OF MINDANAO

College of Engineering Education

Mechanical Engineering Program

Physically Distanced but Academically Engaged

Self-Instructional Manual (SIM) for Self-Directed Learning (SDL)

CEE 104 – DIFFERENTIAL EQUATIONS

Engr. John A. Bacus

Engr. Carlo Gayak
Engr. Jay Al Gallenero

THIS SIM/SDL MANUAL IS A DRAFT VERSION ONLY; NOT FOR

REPRODUCTION AND DISTRIBUTION OUTSIDE OF ITS INTENDED USE. THIS
IS INTENDED ONLY FOR THE USE OF THE STUDENTS WHO ARE OFFICIALLY
ENROLLED IN THE COURSE/SUBJECT.
EXPECT REVISIONS OF THE MANUAL.

1
 TABLE OF CONTENTS
PAGE
Cover Page………………………………………………………………............... 1
Table of Contents………………………………………………………………..... 2
Course Outline……………………………………………………………….......... 5
Course Outline Policy……………………………………………………………... 5
Course Information………………………………………………………………... 8

TOPIC/ACTIVITY

Unit Learning Outcomes- Unit 1 9

Big Picture in Focus: ULOa 9
Metalanguage………………………………………………………………. 9
Essential Knowledge………………………………………………………. 9
Let’s Check…………………………………………………………………. 14
Let’s Analyze……………………………………………………………….. 28
In a Nutshell………………………………………………………………… 22
Big Picture in Focus: ULOb 24
Metalanguage…………………………………………………………….… 24
Essential Knowledge…………………………………………………….… 24
Let’s Check……………………………………………………………….… 38
Let’s Analyze……………………………………………………………..… 44
In a Nutshell………………………………………………………………… 50

Unit Learning Outcomes- Unit 2 51

Big Picture in Focus: ULOa 51
Metalanguage………………………………………………………………. 51
Essential Knowledge………………………………………………………. 51
Let’s Check…………………………………………………………………. 66
Let’s Analyze……………………………………………………………….. 74
In a Nutshell………………………………………………………………… 82
2
Big Picture in Focus: ULOb 83
Metalanguage…………………………………………………………….… 83
Essential Knowledge…………………………………………………….… 83
Let’s Check……………………………………………………………….… 99
Let’s Analyze……………………………………………………………..… 112
In a Nutshell………………………………………………………………… 125

Unit Learning Outcomes- Unit 3 128

Big Picture in Focus: ULOa 128
Metalanguage………………………………………………………………. 128
Essential Knowledge………………………………………………………. 128
Self-Help…………………………………………………………………..… 134
Let’s Check…………………………………………………………………. 135
Let’s Analyze……………………………………………………………….. 135
In a Nutshell………………………………………………………………… 135
Big Picture in Focus: ULOb 137
Metalanguage…………………………………………………………….… 137
Essential Knowledge…………………………………………………….… 137
Self-Help…………………………………………………………………..… 140
Let’s Check……………………………………………………………….… 140
Let’s Analyze……………………………………………………………..… 140
In a Nutshell………………………………………………………………… 140
Big Picture in Focus: ULOc 142
Metalanguage…………………………………………………………….… 142
Essential Knowledge…………………………………………………….… 142
Self-Help…………………………………………………………………..… 150
Let’s Check……………………………………………………………….… 150
Let’s Analyze……………………………………………………………..… 150
In a Nutshell………………………………………………………………… 151

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Unit Learning Outcomes- Unit 4 152
Big Picture in Focus: ULOa 152
Metalanguage………………………………………………………………. 152
Essential Knowledge………………………………………………………. 152
Self-Help…………………………………………………………………….. ?
Let’s Check…………………………………………………………………. 169
Let’s Analyze……………………………………………………………….. 174
In a Nutshell………………………………………………………………… 179
Big Picture in Focus: ULOb 182
Metalanguage…………………………………………………………….… 182
Essential Knowledge…………………………………………………….… 182
Self-Help…………………………………………………………………..… ?
Let’s Check……………………………………………………………….… 190
Let’s Analyze……………………………………………………………..… 195
In a Nutshell………………………………………………………………… 199

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 Course Outline: CEE 104 – Differential Equations
Course Coordinator: Francis Louise C. Yap
Email: fyap@[Link]
Student Consultation: Online (LMS) or e-mail
Mobile:
Phone: None
Effectivity Date: January 2023
Mode of Delivery: Online Blended Delivery
Time Frame: 54 hours
Student Workload: Expected Self-Directed Learning
Pre-requisite: CEE 103
Credit: 3.0 units
Attendance Requirements: A minimum of 95% attendance is required at all
scheduled Virtual or face to face sessions.

Course Outline Policy

Areas of Concern Details
Contact and Non-Contact Hours This 3-unit course self-instructional manual is intended for
blended learning mode of instructional delivery with
scheduled face-to-face or virtual sessions. The expected
number of hours will be 108, including the face-to-face or
virtual sessions which will be arranged by the course
coordinator. The face-to-face sessions shall include the
summative assessment tasks or examinations since this
course is vital in the licensure examination for engineers.

Assessment Task Submission Submission of assessment tasks shall be on 3rd, 5th, 7th
and 9th week of the term. The assessment paper shall be
attached with a cover page indicating the title of the
assessment task (if the task is performance), the name of
the course coordinator, date of submission and name of the
student. The document should be emailed to the course
coordinator. It is also expected that you already paid your
tuition and other fees before the submission of the
assessment task. If the assessment task is done in real time
through the features in the Blackboard Learning
Management System, the schedule shall be arranged
ahead of time by the course coordinator.

Since this course is included in the licensure examination

for engineers, you will be required to take the Multiple-
Choice Question exam inside the University as your final
exam. This should be scheduled ahead of time by your
course coordinator. This is non-negotiable for all licensure-
based programs.

5
Penalties for Late The score for an assessment item submitted after the
Assignments/Assessments designated time on the due date, without an approved
extension of time, will be reduced by 5% of the possible
maximum score for that assessment item for each day or
part day that the assessment item is late.

Return of Assignments/ Assessment tasks will be returned to you two (2) weeks
Assessments after the submission with a mark and feedback. This will be
returned by email or via Blackboard portal.
For group assessment tasks, the course coordinator will
require some or few of the students for online or virtual
sessions to ask clarificatory questions to validate the
originality of the assessment task submitted and to ensure
that all the group members are involved.

Assignment Resubmission You should request in writing addressed to the course

coordinator your intention to resubmit an assessment task.
The resubmission is premised on the student’s failure to
comply reasonable circumstances e.g. illness, accidents
financial constraints.

Re-marking of Assessment Papers You should request in writing addressed to the program
coordinator your intention to appeal or contest the score
and Appeal
given to an assessment task. The letter should explicitly
explain the reasons/points to contest the grade. The
program coordinator shall communicate with the students
on the approval and disapproval of the request.
If disapproved by the course coordinator, you can elevate
your case to the program head or the dean with the original
letter of request. The final decision will come from the dean
of the college.

Grading System All culled from BlackBoard sessions and traditional

contact
Course discussions/exercises – 30%
1st formative assessment – 10%
2nd formative assessment – 10%
3rd formative assessment – 10%

All culled from on-campus/onsite sessions (TBA):

Final exam – 40%

Submission of the final grades shall follow the usual

University system and procedures.

Student Communication You are required to have your own umindanao email
account which is a requirement to access the
BlackBoard portal. Then, the course coordinator shall
enroll the students to have access to the materials and

6
 resources of the course. All communication formats: chat,
submission of assessment tasks, requests etc. shall be
through the portal and other university recognized
platforms.

You can also meet the course coordinator virtually

through the scheduled face-to-face sessions to raise
your issues and concerns.

For students who have not created their student email,

please contact the course coordinator or program head.

Contact Details of the Dean Dr. Charlito L. Cañesares, PME

Email: clcanesares@[Link]
Phone: (082) 296-1084 local 133

Contact Details of the Program Head Engr. Randy E. Angelia, MEP-ECE, MSCpE
Email: randy_angelia@[Link]
Phone: (082) 296-1084 local 133

Students with Special Needs Students with special needs shall communicate with the
course coordinator about the nature of his/her special
needs. Depending on the nature of the need, the course
coordinator with the approval of the program head may
provide alternative assessment tasks or extension of the
deadline of submission of assessment tasks. However, the
alternative assessment tasks should still be in the service
of achieving the desired course learning outcomes.

Help Desk Contact CEE Blackboard Administrator:

Engr. Jetron A. Adtoon, MSCpE

Email: jadtoon@[Link]
Phone: +63 9055 267834

CEE:

Frida Santa O. Dagatan

Email: cee@[Link]
Phone: +63 9055 267834

GSTC:
Ronadora E. Deala, RPsy, RPm, RGC, LPT
Email: ronadora_deala@[Link]
Phone: +63 921 2122846

Silvino P. Josol
Email: gstcmain@[Link]
Phone: +63 906 0757721

Library Contact Brigida E. Bacani

Email: library@[Link]
Phone: +63 951 3766681

7
Course Information – see/download course syllabus in the Black Board LMS

CC’s Voice: In our field in Engineering, Differential Equation are used to predict the dynamic
response of a mechanical system such as a missile flight. You make a free body diagram and sum
all the force vectors through the center of gravity in order to form a DE. You create an initial value
or final value differential equation.
In differential equation there are two types of equation. The ordinary differential equation (ODE) and
partial differential equation (PDE). Mainly such equations describe various domain in engineering
and science such as:
Fluid dynamic, structure dynamic, structure vibration, heat equation, wave equation, transport
equation, Chebyshev equation, Poisson, and Laplace equation and etc.…
In general, the subject is the core of engineering and modern science. Any system such as: car,
space craft, fluid or electrical network can be described mainly by OD.

CO CO 1. classify and identify different types of differential equations

CO 2. Apply differential equations to selected engineering problems.

CO 3. Apply write computer programs, use computer software and implement these to the
solution of engineering problems

Let us begin!

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Big Picture
Week 1-3: Unit Learning Outcomes (ULO): At the end of the unit, you are expected to:
ULOa. recall and identify the types of differential equation, order, and degree.
ULOb. demonstrate the solution of first order differential equation.

Big Picture in Focus ULO-a. to recall and identify the types of differential equation,
order, and degree.

Metalanguage
In this section, knowing the types of differential equations and differentiating what
is the order and degree of a differential equation will be a big factor to study and
understand the succeeding topics. Please refer to these definitions in case you will
encounter difficulty in the in understanding educational concepts.
Please proceed immediately to the “Essential Knowledge” part since the first
lesson is also definition of essential terms.

Essential Knowledge
In order to perform ULOa for the first three (3) weeks of the course, you need to
study the primary topics provided at the succeeding. You can use other references for
additional information to the topics, you can utilize other books, research articles and
other resources that are available in the university’s library e.g. ebrary,
[Link] etc.
 Differential Equation
A differential equation is any equation which contains derivatives, either ordinary
derivatives or partial derivatives.
There is one differential equation that everybody probably knows, that is Newton’s
Second Law of Motion. If an object of mass m is moving with acceleration a and being
acted on with force F then Newton’s Second Law tells us.

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Example 1
𝐅 = 𝐦𝐚
Rewriting this equation to prove that it is a differential equation,

𝐝𝐯 𝐝𝟐 𝐬
𝐚= = (𝐝𝐭𝟐 )
𝐝𝐭

At this point v is the velocity and s is the position of the particle at any time t. In addition,
force F may also be a function of time, velocity, and/or position. So, having this the
Newtons Second Law of Motion can now be written as a differential equation in terms of
𝐝𝐯/𝐝𝐭 and 𝐝𝐬/𝐝𝐭

𝐝𝐯
𝐅(𝐭, 𝐯) = 𝐦
𝐝𝐭
𝐝𝐬 𝐝𝟐 𝐬
𝐅(𝐭, 𝐬 )=𝐦 𝟐
𝐝𝐭 𝐝𝐭

This type of equation will be used in the succeeding topics.

Here are some other differential equation.

𝐚𝐲" + 𝐛𝐲′ + 𝐜𝐲 = 𝐠(𝐭)

𝐝𝟐 𝐲 𝐝𝐲
𝐬𝐢𝐧 𝐲 𝟐 = (𝟏 − 𝐲) + 𝐲𝟐 𝐞−𝟓𝐲
𝐝𝐱 𝐝𝐱
𝐲(𝟒) + 𝟏𝟎𝐲′′′ − 𝟒𝐲′ + 𝟐𝐲 = 𝐜𝐨𝐬 𝐭

𝛛𝟐 𝐮 𝛛𝐮
∝ 𝟐 =
𝛛 𝐱 𝛛𝐱
𝐚𝟐 𝐮𝐱𝐱 = 𝐮𝐭𝐭

𝟐
𝛛𝟑 𝐮 𝛛𝐮
( 𝟐 ) =𝟏+
𝛛 𝐱𝛛𝐭 𝛛𝐭

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ORDER
It is the largest derivative present in the differential equation.
For Example (i): - In this equation the order of the highest derivative is
3 hence this is a third order differential equation.

DEGREE
It is the represented by the power of the highest order derivative in the given differential
equation and which the differential coefficients are free from radicals and fractions.

TYPE OF DIFFERENTIAL EQUATION

As stated earlier at the equations that exists is either an ordinary differential equation
(ODE) or a partial differential equation (PDE). ODE are those equations that contains
ordinary differential signs e.g. 𝐝𝐲/𝐝𝐱, 𝐲′ , 𝐮𝐱𝐲, while in the other hand PDE has partial
𝛛𝟐 𝐮
differential signs like e.g. . From the examples c to e are ODE and f to h are PDE.
𝛛𝟐 𝐱

LINEAR DIFFERENTIAL EQUATIONS

A linear differential equation is any differential equation that can be written in the following
form.
𝐚𝐧 (𝐭)𝐲𝐧 (𝐭) + 𝐚𝐧−𝟏 (𝐭)𝐲𝐧−𝟏(𝐭) + ⋯ + 𝐚𝟏 (𝐭)𝐲′ (𝐭) + 𝐚𝟎 (𝐭)𝐲(𝐭) = 𝐠(𝐭) (1)
The important thing to note about linear differential equations is that there are no products
of the function, 𝐲(𝐭), and its derivatives and neither the function or its derivatives occur to
any power other than the first power. Also note that neither the function or its derivatives
are “inside” another function, for example, √𝐲′ or 𝐞𝐲
The coefficients 𝐚𝟎 (𝐭), 𝐚𝐧 (𝐭) and 𝐠(𝐭) can be zero or non-zero functions, constant or non-
constant functions, linear or non-linear functions. Only the function 𝐲(𝐭), and its
derivatives are used in determining if a differential equation is linear.
If a differential equation cannot be written in the form of equation 1 then its called a non
– linear differential equation.
In the ODE group from c to e, c and e are considered as linear while d is non – linear.

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SOLUTION OF DIFFERENTIAL EQUATIONS
When we first performed integrations, we obtained a general solution (involving a
constant, C).
We obtained a particular solution by substituting known values for 𝐱 and 𝐲. These known
conditions are called boundary conditions (or initial conditions).
It is the same concept when solving differential equations - find general solution first, then
substitute given numbers to find particular solutions.

Example 2
Solve for the a.) general solution of 𝐝𝐲 + 𝟕𝐱𝐝𝐱 = 𝟎 and b.) its particular solution if 𝐲(𝟎) =
𝟑
For the general solution, primarily we can transfer either 𝐝𝐲 or 𝟕𝐱𝐝𝐱 at the left side, either
will have the same outcome.
𝐝𝐲 = −𝟕𝐱𝐝𝐱
Then at this point we will integrate the two terms individually,

∫ 𝐝𝐲 = ∫ −𝟕𝐱𝐝𝐱

Which will give us an answer of,

𝟕
𝐲 = − 𝐱𝟐 + 𝐂
𝟐
At this point we have solved the general solution of the given differential equation, now
we can easily solve the particular solution by substituting the values of 𝐱 and 𝐲 from the
given.

The values of 𝐲 = 𝟑 , while the value of 𝐱 = 𝟎 that will give us a value for our arbitrary
constant,
𝟕
𝟑 = − (𝟎) + 𝐂
𝟐
𝐂=𝟑
The complete the solution simply plug in the value of 𝐂 to the general solution which gives
us an answer of,

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 𝟕
𝐲𝐩 = − 𝐱 𝟐 + 𝟑
𝟐
We denoted the particular solution as 𝐲𝐩 to clarity purposes.
𝟕
In summary, our general solution is 𝐲 = − 𝟐 𝐱 𝟐 + 𝐂 while our particular solution is 𝐲𝐩 =
𝟕
− 𝟐 𝐱 𝟐 + 𝟑.

Example 3
Find the particular solution of 𝐲′ = 𝟓 given that when 𝐱 = 𝟎, 𝐲 = 𝟐

Here we expand 𝐲′ to 𝐝𝐲/𝐝𝐱 and multiplying both side by 𝐝𝐱 we will have,

𝐝𝐲 = 𝟓𝐝𝐱
We integrate both sides which gives us,

𝐲 = 𝟓𝐱 + 𝐂
Plugging in the values of 𝐱 and 𝐲 results
𝐲𝐩 = 𝟓𝐱 + 𝟐

In summary, general solution 𝐲 = 𝟓𝐱 + 𝐂 and 𝐲𝐩 = 𝟓𝐱 + 𝟐.

Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Cioranescu, D.(2012). Introduction to classical and variational partial differential equations.

Quezon City: The University of the Philippines Press
Zill, D.G.(2009). A first course in differential equations with modeling applications. 9 th Australia:
Brooks/Cole Cengage Learning

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Let’s Check
Instruction: Solve the following: Since you are now armed with basic knowledge of the
basics, it is now your turn to prove what you have learned.
Problem 1 - Fill in the following.

Differential Equation Order Degree ODE/P Linear/No

DE n - linear
𝐲′ − 𝐜𝐨𝐬 𝐱 = 𝟎
𝐝𝟐 𝐲 𝐝𝐲 𝟐 𝐝𝐲
𝐱𝐲 (𝐝𝐱 𝟐 ) + 𝐱 (𝐝𝐱) − 𝐲 𝐝𝐱 = 𝟎

𝐱(𝐮𝐱𝐱𝐲 )𝟐 + 𝟓(𝐮𝐱𝐲)𝟑 = 𝟎

𝐮𝐱𝐱 = (𝐱 𝟒 + 𝐲𝟒 )𝐮𝐲𝐲 + 𝐬𝐢𝐧(𝐱𝐲)𝐮

𝐲′′ = 𝐲𝐲′ − 𝟗

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Problem 2
𝐝𝐲 𝟏
Solve for the general solution of = 𝐱 𝟐 and the particular solution if 𝐲(𝟏) = 𝟒
𝐝𝐱

15
Problem 3
𝐝𝐲 𝛑
Solve for the general solution of = −𝟐 𝐬𝐢𝐧 𝐱 and the particular solution if 𝐲 (𝟐) = 𝛑
𝐝𝐱

16
Problem 4
𝐝𝐱
Solve for the general solution of − 𝐲𝟐 + 𝟏 = 𝟎 and the particular solution if 𝐲(𝟎) = 𝟏
𝐝𝐲

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Let’s Analyze
Instruction: This time, you are going to have more challenging problems.
Problem 1 – Fill in the following

Differential Equation Order Degree ODE/P Linear/

DE Non -
linear
𝟐
𝐝𝟐 𝐲 𝐝𝐲 𝟒
𝐱 𝟑 (𝐝𝐱 𝟐 ) + 𝐱 (𝐝𝐱) = 𝟎
𝟑
𝐝𝟐 𝐲 𝐝𝐲 𝟒
𝐱 (𝐝𝐱 𝟐 ) + 𝐱𝐞𝐱 (𝐝𝐱) = 𝟎
𝐝𝐲
𝐝𝟐 𝐲 𝐝𝟑 𝐲
𝐞𝐝𝐱 + 𝐬𝐢𝐧 (𝐱 ) + 𝐜𝐨𝐬 (𝐱 ) + 𝟕𝐱𝐲 = 𝟎
𝐝𝐱 𝟐 𝐝𝐱 𝟑

𝟑
𝐝𝟐 𝐲 𝐝𝐲 𝐝𝟐 𝐲
𝐱 (𝐝𝐱 𝟐 ) 𝐝𝐱
− 𝟓𝐞𝐱 (𝐝𝐱 𝟐 ) + 𝐲 𝐥𝐨𝐠(𝐱) = 𝟎
𝟒
𝐝𝐲 𝟐 𝐝𝟐 𝐲 𝐝𝐲 𝟕
𝟐 𝐥𝐨𝐠 𝐱 (𝐝𝐱) + 𝟕 𝐜𝐨𝐬 𝐱 (𝐝𝐱 𝟐 ) (𝐝𝐱) + 𝐱𝐲 = 𝟎

18
Problem 2
Solve for the general solution of 𝛉𝟐 𝐝𝛉 = 𝐬𝐢𝐧(𝐭 + 𝟎. 𝟐)𝐝𝐭 and the particular solution if
𝛉(𝛑) = 𝟐

19
Problem 3
𝐝𝐲
Solve for the general solution of = 𝟑𝐱 𝟐 − 𝟏 and the particular solution if 𝐲(𝟎) = 𝟒
𝐝𝐱

20
Problem 4
𝐝𝐲 𝟏
Solve for the general solution of − 𝐱 𝟐 = 𝟎 and the particular solution if 𝐲(𝟏) = 𝟒
𝐝𝐱

21
In a Nutshell

Activity 1
The ORDER of a differential equation depends on the derivative of the highest
order in the equation. The DEGREE of a differential equation, similarly, is determined by
the highest exponent on any variables involved. Can you explain the process of
determining the ORDER and DEGREE of a differential equation? In addition, what is the
relationship of ORDER and DEGREE?

22
Activity 2
Arbitrary constants are introduced in integral calculus, it represents all the constant
values. Why is it important to solve the particular solution of a differential equation?

23
 Big Picture in Focus:
ULO-b. demonstrate the solution of first order differential equation.

Metalanguage
In the section, majority of your knowledge in integral calculus will be utilized,
understanding the different ways to solve a differential equation. From ULOa it is
discussed the on how to solve the general solution as well as the particular solution, this
topic is a key in solving the problems.

Essential Knowledge
Process of integration
Step 1: Simplify the integrand, if possible.
Step 2: See if a “simple” substitution will work
Step 3: Identify the type of integral
Step 4: Can we relate the integral to an integral we already know how to do?
Step 5: Do we need to use multiple techniques?

24
 FIRST ORDER DIFFERENTIAL EQUATION
A first order differential equation is an equation

𝐝𝐲
= 𝐟(𝐱, 𝐲) (1)
𝐝𝐱

in which ƒ(x, y) is a function of two variables defined on a region in the 𝐱𝐲-plane. The
𝐝𝐲
equation is of first order because it involves only the first derivative (and not
𝐝𝐱

higher-order derivatives). We point out that the equations

𝐝
𝐲′ = 𝐟(𝐱, 𝐲) and 𝐝𝐱 𝐲 = 𝐟(𝐱, 𝐲)

are equivalent to Equation (1) and all three forms will be used interchangeably in the text.
A solution of Equation (1) is a differentiable function defined on an interval I of x - values
(perhaps infinite) such that
𝐝
𝐲(𝐱) = 𝐟(𝐱, 𝐲(𝐱))
𝐝𝐱
on that interval. That is, when y(x) and its derivative are substituted into Equation (1), the
resulting equation is true for all x over the interval I. The general solution to a first order
differential equation is a solution that contains all possible solutions.
The general solution always contains an arbitrary constant, but having this property
doesn’t mean a solution is the general solution. That is, a solution may contain an arbitrary
constant without being the general solution. Establishing that a solution is the general
solution may require deeper results from the theory of differential equations and is best
studied in a more advanced course.

Variable Separable Differential Equation

if the function 𝐟(𝐱, 𝐲) can be factored into the product of two functions of 𝐱 and 𝐲

𝐟(𝐱, 𝐲) = 𝐩(𝐱)𝐡(𝐲)
Where 𝐩(𝐱) and 𝐡(𝐲) are continuous functions.

25
 𝐝𝐲
Considering the derivative 𝐲′ as the ratio of two differentials , we move dx to the right
𝐝𝐱
side and divide the equation by 𝐡(𝐲):
𝐝𝐲 𝐝𝐲
= 𝐩(𝐱)𝐡(𝐲) → = 𝐩(𝐱)𝐝𝐱
𝐝𝐱 𝐡(𝐲)

Of course, we need to make sure that 𝐡(𝐲) ≠ 𝟎. If there’s a number 𝐲𝐨 such that 𝐡(𝐲𝐨 ) =
𝟎, then this number will also be a solution of the differential equation. Division
by 𝐡(𝐲) causes loss of this solution.
𝐝𝐲
∫ = ∫ 𝐩(𝐱)𝐝𝐱 + 𝐂
𝐡(𝐲)
Calculating the integrals, we get the expression
𝐇(𝐲) = 𝐏(𝐱) + 𝐂,
Represents the general solution of the variable separable DE.

Example 1 :
Solve the differential equation of 𝐲′ = −𝐱𝐞𝐲

We transform and rearrange the equation into

𝐝𝐲
= −𝐱𝐞𝐲 → 𝐞−𝐲𝐝𝐲 = −𝐱𝐝𝐱
𝐝𝐱

Integrating them separately

∫ 𝐞−𝐲𝐝𝐲 = ∫ −𝐱𝐝𝐱 + 𝐂

𝐱𝟐 𝐱𝟐
−𝐞−𝐲 = − +𝐂 → 𝐞−𝐲 = +𝐂
𝟐 𝟐
𝐱𝟐 𝐱𝟐
𝐥𝐧 𝐞−𝐲 = 𝐥𝐧 ( + 𝐂) → −𝐲 = 𝐥𝐧 ( + 𝐂)
𝟐 𝟐

26
After simplification using rules in logarithm, we have the general solution
𝐱𝟐
𝐲 = −𝐥𝐧 ( + 𝐂)
𝟐

Example 2:
Solve the particular solution of the equation (𝟏 + 𝐞𝐱 )𝐲′ = 𝐞𝐱 satisfying the initial condition
𝐲(𝟎) = 𝟎
We write this equation in the following way
𝐝𝐲
(𝟏 + 𝐞 𝐱 ) = 𝐞𝐱 → (𝟏 + 𝐞𝐱 )𝐝𝐲 = 𝐞𝐱 𝐝𝐱
𝐝𝐱

Dividing both sides by 𝟏 + 𝐞𝐱.

𝐞𝐱 𝐝𝐱
𝐝𝐲 =
(𝟏 + 𝐞 𝐱 )
Since 𝟏 + 𝐞𝐱 > 𝟎, then we did not miss solutions of the original equation. Integrating this
equation yields:
𝐞𝐱 𝐝𝐱 𝐞𝐱 𝐝𝐱
∫ 𝐝𝐲 = ∫ + 𝐂 → 𝐲 = ∫ +𝐂
(𝟏 + 𝐞 𝐱 ) (𝟏 + 𝐞 𝐱 )

Obtaining the general solution of the equation,

𝐲 = 𝐥𝐧(𝟏 + 𝐞𝐱 ) + 𝐂

Now we will substitute the initial values 𝐲 = 𝟎 and 𝐱 = 𝟎.

𝟎 = 𝐥𝐧(𝟏 + 𝐞𝟎 ) + 𝐂
𝐂 = − 𝐥𝐧 𝟐

27
Homogeneous Differential Equation

A function 𝐏(𝐱, 𝐲) and 𝐐(𝐱, 𝐲) is called a homogeneous function of the degree n and
m areequal

𝐏(𝐭 𝐧𝐱 , 𝐭 𝐦 𝐧 𝐦
𝐲 ) = 𝐐(𝐭 𝐱 , 𝐭 𝐲 )

*Solving process of Homogeneous Equation

In solving a homogeneous equation, its either let 𝐱 = 𝐲𝐯 and 𝐝𝐱 = 𝐯𝐝𝐲 + 𝐲𝐝𝐯 or 𝐲 = 𝐱𝐯
and 𝐝𝐲 = 𝐯𝐝𝐱 + 𝐱𝐝𝐯. After plugging in the values, expand the equation and
eliminate/combine terms to reduce the equation, then as a result you can integrate them
separately.

Example 3:
Solve the differential equation (𝟐𝐱 + 𝐲)𝐝𝐱 − 𝐱𝐝𝐲 = 𝟎
Let 𝐲 = 𝐱𝐯 and 𝐝𝐲 = 𝐱𝐝𝐯 + 𝐯𝐝𝐱 and substitute to the given equation, we will get

(𝟐𝐱 + 𝐱𝐯)𝐝𝐱 − 𝐱(𝐱𝐝𝐯 + 𝐯𝐝𝐱) = 𝟎 → 𝟐𝐱𝐝𝐱 + 𝐱𝐯𝐝𝐱 − 𝐱 𝟐 𝐝𝐯 − 𝐱𝐯𝐝𝐱 = 𝟎

Now we will eliminate/combine terms to reduce the equation

𝟐𝐱𝐝𝐱 − 𝐱 𝟐 𝐝𝐯 = 𝟎 → 𝟐𝐱𝐝𝐱 = 𝐱 𝟐 𝐝𝐯
If we evaluate the resulting equation it is noticed that it can be solved by variable
separable by grouping 𝐱 and 𝐯
𝐝𝐱
𝟐∫ = ∫ 𝐝𝐯 + 𝐂
𝐱
Which gives us an answer of
𝟐 𝐥𝐧 𝐱 = 𝐯 + 𝐂 → 𝐥𝐧 𝐱 𝟐 = 𝐯 + 𝐂

28
At this point we observed that the equation contains 𝐱 and 𝐯 variable, were it supposed
𝐲
to be 𝐱 and 𝐲. But we know that earlier we let 𝐲 = 𝐱𝐯, rearranging this we will have 𝐯 = 𝐱,
so we simply substitute it to our current equation to generate the general solution which
is
𝐲
𝐥𝐧 𝐱 𝟐 = +𝐂 → 𝐲 = 𝐱 𝐥𝐧 𝐱 𝟐 + 𝐂
𝐱

Example 4
Solve the differential equation (𝐱𝐲 + 𝐲𝟐 )𝐲′ = 𝐲𝟐
Let 𝐲 = 𝐱𝐯 and 𝐝𝐲 = 𝐱𝐝𝐯 + 𝐯𝐝𝐱 and expand

(𝐱𝐝𝐯 + 𝐯𝐝𝐱)
(𝐱(𝐱𝐯) + (𝐱𝐯)𝟐 ) = (𝐱𝐯)𝟐
𝐝𝐱
(𝐱 𝟐 𝐯 + 𝐱 𝟐 𝐯𝟐 )(𝐱𝐝𝐯 + 𝐯𝐝𝐱) = 𝐱 𝟐 𝐯𝟐 𝐝𝐱

𝐱 𝟑 𝐯𝐝𝐯 + 𝐱 𝟐 𝐯𝟐 𝐝𝐱 + 𝐱 𝟑 𝐯𝟐 𝐝𝐱 + 𝐱 𝟐 𝐯𝟐 𝐝𝐱 = 𝐱 𝟐 𝐯𝟐 𝐝𝐱
Now we can observe that each term 𝐱 𝟐 is common, we can divide all the equation by 𝐱 𝟐 ,
resulting.
𝐱𝐯𝐝𝐯 + 𝐯𝟐 𝐝𝐱 + 𝐱𝐯𝟐 𝐝𝐱 + 𝐯𝟐 𝐝𝐱 = 𝐯𝟐 𝐝𝐱
At this point we combine/eliminate like terms and group 𝐱 and 𝐯.
𝐱𝐯𝐝𝐯 + 𝐯𝟐 𝐝𝐱 + 𝐱𝐯𝟐 𝐝𝐱+= 𝟎 → 𝐱𝐯𝐝𝐯 + 𝐯𝟐 (𝟏 + 𝐱)𝐝𝐱
𝐝𝐯 𝟏 + 𝐱 𝐝𝐯 𝟏
= 𝐝𝐱 → = 𝐝𝐱 + 𝐝𝐱
𝐯 𝐱 𝐯 𝐱
𝐲
𝐥𝐧 𝐯 = 𝐥𝐧 𝐱 + 𝐱 + 𝐂 → 𝐥𝐧 = 𝐥𝐧 𝐱 + 𝐱 + 𝐂
𝐱
To simplify it we can multiply 𝐞 to the whole equation, having the final equation
𝐲
= 𝐱 + 𝐞𝐱 + 𝐂 → 𝐲 = 𝐱 𝟐 + 𝐞𝐱 + 𝐂
𝐱

29
Exact Differential Equation
Is a type of a differential equation
𝐏(𝐱, 𝐲)𝐝𝐱 + 𝐐(𝐱, 𝐲)𝐝𝐲 = 𝟎
when two variables (𝐱, 𝐲) with continuous partial derivative.

*Solving process of Exact Differential Equation

Primarily, we will test the exactness of the equation by partially differentiating the terms
with, the key factor is the differential signs 𝐝𝐲 and 𝐝𝐱.
𝐏(𝐱, 𝐲)𝐝𝐱 + 𝐐(𝐱, 𝐲)𝐝𝐲 = 𝟎

Here, we will partially differentiate 𝐏(𝐱, 𝐲)𝐝𝐱 to 𝛛𝐲 while 𝐐(𝐱, 𝐲)𝐝𝐲 to 𝛛𝐱, in other words
we will differentiate the two terms with their opposite differential signs. Then the outcome
should be equal.
𝛛𝐏 𝛛𝐐
=
𝛛𝐲 𝛛𝐱
The exactness test is not limited into two terms, it depends on how many are there. As
long as you proved correctly that they are exact it can be solved by this type of differential
equation.

As soon as we proved their exactness, we will make two equations 𝐅𝐱 and 𝐅𝐲 separating
the two terms which it will be like this.
𝐅𝐱 = ∫ 𝐏(𝐱, 𝐲)𝛛𝐱 + 𝐠 𝐲 and 𝐅𝐲 = ∫ 𝐐(𝐱, 𝐲)𝛛𝐲 + 𝐡𝐱

From here, we will operate partial integration for each equation.

𝐅𝐱 = 𝐏(𝐱, 𝐲) + 𝐠 𝐲 and 𝐅𝐲 = 𝐐(𝐱, 𝐲) + 𝐡𝐱

Our goal here is to identify the values of 𝐠 𝐲 and 𝐡𝐱 by comparing the unlike terms of the
two partially integrated equations. For 𝐠 𝐲 , it is the unlike 𝐲 variable term at 𝐅𝐲 , while 𝐡𝐱 , is
the unlike 𝐱 variable at 𝐅𝐱 .

30
For the general solution, simply plug in either the values of 𝐠 𝐲 and 𝐡𝐱 to 𝐅𝐲 and 𝐅𝐱
respectively. You can also observe if you plug in the other value the answer will be the
same.

Example 5
Solve the differential equation 𝟐𝐱𝐲𝐝𝐱 + (𝐱 𝟐 + 𝟑𝐲𝟐 ) 𝐝𝐲 = 𝟎.

We perform the exactness test each term.

𝐏 = 𝟐𝐱𝐲 (partially differentiating by 𝐲)
𝛛𝐏
= 𝟐𝐱
𝛛𝐲
𝐐 = (𝐱 𝟐 + 𝟑𝐲𝟐 ) (partially differentiating by 𝐱)
𝛛𝐐
= 𝟐𝐱
𝛛𝐱

Now that we proved their exactness, we can proceed. We will let 𝐅𝐱 and 𝐅𝐲 be equal to
the respective terms of 𝐏 and 𝐐.
𝐅𝐱 = ∫ 𝟐𝐱𝐲 𝛛𝐱 + 𝐠 𝐲 and 𝐅𝐲 = ∫(𝐱 𝟐 + 𝟑𝐲𝟐 )𝛛𝐲 + 𝐡𝐱

At this point we will operate partial integration for 𝐅𝐱 and 𝐅𝐲 .

𝐅𝐱 = ∫ 𝟐𝐱𝐲 𝛛𝐱 + 𝐠 𝐲 → 𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐠 𝐲

𝐅𝐲 = ∫ 𝐱 𝟐 𝛛𝐲 + ∫ 𝟑𝐲𝟐 𝛛𝐲 + 𝐡𝐱 → 𝐅𝐲 = 𝐱 𝟐 𝐲 + 𝐲𝟑

So, as we now evaluate the current equation, comparing 𝐅𝐱 and 𝐅𝐱 they have a common
term which is 𝐱 𝟐 𝐲 while the difference is 𝐲𝟑 from 𝐅𝐲 which will be the value for 𝐠 𝐲 . For 𝐡𝐱 ,
since there are no other terms found at 𝐅𝐱 it will be equal to 𝟎.
𝐠 𝐲 = 𝐲𝟑 and 𝐡𝐱 = 𝟎

31
Finally, the general solution will be either from 𝐅𝐱 or 𝐅𝐱
𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐠 𝐲 → 𝐅𝐱 = 𝐱 𝟐 𝐲 + 𝐲𝟑 + 𝐂

𝐅𝐲 = 𝐱 𝟐 𝐲 + 𝐲𝟑 + 𝐂

Example 6
Solve the equation 𝐞𝐲𝐝𝐱 + (𝟐𝐲 + 𝐱𝐞𝐲)𝐝𝐲 = 𝟎.
Partially differentiate the first terms, and prove the exactness
𝛛𝐏 𝛛𝐐
=𝐞𝐲 and =𝐞𝐲
𝛛𝐲 𝛛𝐱

Now, we partially integrate the terms,

𝐅𝐱 = ∫ 𝐞𝐲𝛛𝐱 + 𝐠 𝐲 and 𝐅𝐲 = ∫(𝟐𝐱 + 𝐱𝐞𝐲)𝛛𝐲

The results will be

𝐅𝐱 = 𝐱𝐞𝐲 + 𝐠 𝐲 and 𝐅𝐲 = 𝟐𝐱𝐲 + 𝐱𝐞𝐲 + 𝐡𝐱

𝐠 𝐲 = 𝟐𝐱𝐲 and 𝐡𝐱 = 𝟎

The general solution will be

𝟐𝐱𝐲 + 𝐱𝐞𝐲 + 𝐂

Linear Differential Equation

A differential equation of type
𝐲′ + 𝐲𝐠(𝐱) = 𝐟(𝐱) (1)
where 𝐠(𝐱) and 𝐟(𝐱) are continuous functions of 𝐱, is called a linear differential equation
of first order. An indication that it can be solved by this method is the arrangement of the
equations. We have the 𝐲′ , the term 𝐠(𝐱, 𝐲) where found at the left side and 𝐟(𝐱) at the
𝐝𝐱 𝐝𝐲
right side. This can be altered if your arrangement is which will be a lot different to ,
𝐝𝐲 𝐝𝐱
you will have another arrangement of
𝐱 ′ + 𝐱𝐠(𝐲) = 𝐟(𝐲)

32
  Solving Linear Differential Equation
After arranging the desired equation, we will introduce two variable which are 𝐏(𝐱) and
𝐐(𝐱). Using equation (1), for 𝐏(𝐱) = 𝐠(𝐱) only, variable y is not included, while 𝐐(𝐱) =
𝐟(𝐱).
In solving the general solution of a linear differential equation, it requires 𝐏(𝐱), 𝐐(𝐱) and
∅.

𝐲∅ = ∫ ∅𝐐(𝐱)𝐝𝐱 + 𝐂

Where:

∅ = 𝐈𝐧𝐭𝐞𝐠𝐫𝐚𝐭𝐢𝐧𝐠 𝐅𝐚𝐜𝐭𝐨𝐫 = 𝐞∫ 𝐏(𝐱)𝐝𝐱

Example 7
Solve the equation 𝐲′ − 𝐲 − 𝐱𝐞𝐱 = 𝟎

Primarily we need to rearrange the equation

𝐲′ − 𝐲(𝟏) = 𝐱𝐞𝐱
Now, we let 𝐏(𝐱) = −𝟏 and 𝐐(𝐱) = 𝐱𝐞𝐱 and solve for the integrating factor which will be
𝐞−𝐱.

∅ = 𝐞∫(−𝟏)𝐝𝐱 = 𝐞−𝐱
At this point we will just need to substitute it to our general solution formula and integrate,
then we will have an answer.

𝐲(𝐞−𝐱 ) = ∫ 𝐱𝐞𝐱 (𝐞−𝐱 )𝐝𝐱 + 𝐂 → 𝐲(𝐞−𝐱 ) = ∫ 𝐱𝐝𝐱 + 𝐂

𝐱𝟐
𝐲 = 𝐞𝐱 ( + 𝐂)
𝟐

33
Example 8
𝟑𝐲 𝟐
Solve the differential equation (IVP) 𝐲′ + = 𝐱 𝟐 with the initial condition 𝐲(𝟏) = 𝟐.
𝐱

Rearrange the equation and identify 𝐏(𝐱), 𝐐(𝐱), and ∅

𝐝𝐲 𝟑 𝟐
+ 𝐲( ) = 𝟐
𝐝𝐱 𝐱 𝐱
𝟑
𝐏(𝐱) =
𝐱
𝟐
𝐐(𝐱) =
𝐱𝟐

For the integrating factor,

𝟑 𝐝𝐱
∅ = 𝐞∫𝐱 𝐝𝐱 → ∅ = 𝐞𝟑 ∫ 𝐱
∅ = 𝐱𝟑

Substitute to our general solution formula,

𝟐
𝐲𝐱 𝟑 = ∫ 𝐱 𝟑 ( ) 𝐝𝐱 + 𝐂 → 𝐲𝐱 𝟑 = ∫ 𝟐𝐱𝐝𝐱 + 𝐂
𝐱𝟐
𝐲𝐱 𝟑 = 𝐱 𝟐 + 𝐂

Bernoulli’s Equation
Bernoulli equation is one of the well-known nonlinear differential equations of the first
order. It is written as
𝐲′ + 𝐲𝐠(𝐱) = 𝐡(𝐱)𝐲𝐧
where 𝐠(𝐱) and 𝐡(𝐱) are continuous functions.
If 𝐧 = 𝟎. It is considered as linear differential equation like what we learned last time. In
case of 𝐧 = 𝟏, it will be solved by variable separable.

34
Generally, Bernoulli’s Equation is like Linear Differential Equation in majority of ways in
solving, the different part is just from Bernoulli we will convert it into Linear utilizing change
of variable
𝐳 = 𝐲𝟏−𝐧
𝐏(𝐱), 𝐐(𝐱), ∅ will be transformed by using the formula
𝐝𝐳
= 𝐳 ′ + 𝐳𝐏(𝐱)𝐑 = 𝐐(𝐱)𝐑
𝐝𝐱
Where:
𝐏(𝐱)𝐑 = (𝟏 − 𝐧)𝐏(𝐱)
𝐐(𝐱)𝐑 = (𝟏 − 𝐧)𝐐(𝐱)

∅ = 𝐞∫ 𝐏(𝐱)𝐑𝐝𝐱
As we can observe, the 𝐲 variable from the linear DE is just replaced by 𝐳. Which gives
us, a new general solution formula,

𝐳∅ = ∫ ∅𝐐(𝐱)𝐑𝐝𝐱 + 𝐂

Example 9
Solve the general solution of the equation 𝐲′ − 𝐲 = 𝐲𝟐 𝐞𝐱 .

Same as the process of linear DE, first we identify 𝐏(𝐱) ,𝐐(𝐱), and 𝐧.
𝐏(𝐱) = −𝟏
𝐐 (𝐱 ) = 𝐞 𝐱
𝐧=𝟐
Take note that 𝐧 is just the power of our variable y at the left-hand side, where 𝐳 = 𝐲𝟏−𝐧 =
𝟏
𝐲 −𝟏 . Where its derivative is 𝐳’ = (− 𝐲𝟐 ) 𝐲’

Divide the whole equation by −𝐲𝟐

′ 𝟐 𝐱
𝐲′ 𝟏
𝐲 −𝐲= 𝐲 𝐞 → − 𝟐 + = −𝐞𝐱
𝐲 𝐲
𝟏 −𝐲’
Now, we substitute 𝐳 = 𝐲 and 𝐳’ = 𝐲𝟐
.

𝐳 ′ + 𝐳(𝟏) = −𝐞𝐱

35
Next will be solving for the integrating factor,

∅ = 𝐞∫ 𝐝𝐱 = 𝐞𝐱
Then, substitute to our general solution formula 𝐐(𝐱)𝐑 = −𝐞𝐱 and ∅ = 𝐞𝐱

𝐞𝟐𝐱
𝐳𝐞𝐱 = ∫ −𝐞𝐱 (𝐞𝐱 )𝐝𝐱 + 𝐂 → 𝐳𝐞𝐱 = − +𝐂
𝟐

At this point what we need is to turn it back to its original variables 𝐱 and 𝐲. A while ago
𝟏
we learned that 𝐳 = 𝐲𝟏−𝐧 or 𝐳 = 𝐲, plugging in it to our current equation, we will have a
final answer of.
𝟏 −𝐞𝐱 𝐂
= + 𝐱 → 𝟐𝐲 = 𝐂𝐞−𝐱 − 𝐞𝐱
𝐲 𝟐 𝐞

Example 10
Find the solution of the DE 𝟒𝐱𝐲𝐲′ = 𝐲𝟐 + 𝐱 𝟐 , satisfying the initial condition 𝐲(𝟏) = 𝟏.

Here in first glance, its not obvious that it is under Bernoulli, but with a bit of equation
rearranging it can be Bernoulli.

Dividing the while term by 𝟒𝐱𝐲, we will have

𝐲 𝐱
𝐲′ − 𝟒𝐱 = 𝟒𝐲 (1)

𝟏 𝐱 𝟏
Next will be, we identified that 𝐏(𝐱) = − , 𝐐(𝐱) = , and 𝐧 = −𝟏. So 𝐏(𝐱)𝐑 = and
𝟒𝐱 𝟒 𝟒𝐱
𝐱
𝐐(𝐱)𝐑 = − 𝟒

But as we can observe the value of 𝐧 = −𝟏, which results 𝐳 = 𝐲𝟏−𝐧 = 𝐲𝟐 , and the
resulting derivative of this is 𝐳’ = 𝟐𝐲𝐲’. In this case we will multiply the equation (1) by 𝟐𝐲
𝟐𝐲𝟐 𝟐𝐲𝐱 𝐲𝟐 𝐱
𝟐𝐲𝐲′ − = → 𝟐𝐲𝐲′ − =
𝟒𝐱 𝟒𝐲 𝟐𝐱 𝟐
Then, replace 𝐳 = 𝐲𝟐 and 𝐳’ = 𝟐𝐲𝐲’

36
 𝟏 𝐱
𝐳+𝐳( )=
𝟐𝐱 𝟐
𝐝𝐱 𝟏 𝟏
𝐥𝐧 𝟏
At this point the integrating factor will be ∅ = 𝐞− ∫𝟐𝐱 = 𝐞−𝟐 𝐥𝐧 𝐱 = 𝐞 √𝐱 = , then substitute it
√𝐱
𝐱
to our general solution formula with 𝐐(𝐱)𝐑 = 𝟐.

𝟏 𝟏 𝐱
𝐳( )= ∫ ( ) 𝐝𝐱 + 𝐂
√𝐱 √𝐱 𝟐
We integrate the equation and we will have,
𝟑
𝟏 𝟏 𝟏
𝟏 𝐱𝟐
𝐳 ( ) = ∫ √𝐱 𝐝𝐱 + 𝐂 → 𝐳( ) = ( )+𝐂
√𝐱 𝟐 √𝐱 𝟐 𝟑
𝟐

𝟏 𝟏 𝟑 𝐱𝟐
𝐳( )= (𝐱 𝟐 ) + 𝐂 → 𝐳 = + 𝐂√𝐱
√𝐱 𝟑 𝟑

Substitute back the value of 𝐳 = 𝐲𝟐 , and we will have the general solution

𝐱𝟐
𝐲= √ + 𝐂√𝐱
𝟑

Finally, for the particular solution. Simply solve for the value of 𝐂 if 𝐲 = 𝟏 and 𝐱 = 𝟏
𝟐
where 𝐂 = 𝟑 that results into our final answer

𝐱 𝟐 𝟐√𝐱
𝐲= √ +
𝟐 𝟑

Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Cioranescu, D.(2012). Introduction to classical and variational partial differential equations.

Quezon City: The University of the Philippines Press
Zill, D.G.(2009). A first course in differential equations with modeling applications. 9 th Australia:
Brooks/Cole Cengage Learning

37
Let’s Check

Problem 1
Identify the types of DE the given below and explain why.
𝐲′ + 𝐲𝐱 = 𝐲𝟐
𝐱𝐲′ = 𝐲 + 𝟐𝐱 𝟑
(𝐱 𝟑 + 𝐱𝐲𝟐 )𝐲′ = 𝐲𝟑
(𝟔𝐱 𝟐 − 𝐲 + 𝟑)𝐝𝐱 + (𝟑𝐲𝟐 − 𝐱 − 𝟐)𝐝𝐲 = 𝟎
(𝐱 𝟐 + 𝟒)𝐲′ = 𝟐𝐱𝐲

38
Problem 2
Solve the particular solution of the DE (𝟏 + 𝒆𝒙 )𝐲′ = 𝐞𝐱 if 𝐲(𝟎) = 𝟎.

39
Problem 3
𝐱−𝐲+𝟑
Solve the differential equation 𝐲′ = 𝐱−𝐲

40
Problem 4
Solve the DE (𝟐𝐱𝐲 − 𝐬𝐢𝐧𝐱)𝐝𝐱 + (𝐱 𝟐 − 𝐜𝐨𝐬𝐲)𝐝𝐲 = 𝟎.

41
Problem 5
Solve the DE 𝐱 𝟐 𝐲′ + 𝐱𝐲 + 𝟐 = 𝟎.

42
Problem 6
𝟐𝐲
Determine the solution of 𝐲′ + = 𝟐𝐱√𝐲.
𝐱

43
Let’s Analyze
Problem 1
𝐲
For 𝐲′ 𝐥𝐧 𝐱 − = 𝟎 what will be its solution?
𝐱

44
Problem 2
𝑑𝑦
Solve the differential equation + 3𝑥 2 𝑦 = 6𝑥 2
𝑑𝑥

45
Problem 3
Solve the equation 𝑥 2 𝑦’ + 𝑥𝑦 = 1 if 𝑦(1) = 2

46
Problem 4
Solve 𝑦’ + 2𝑥𝑦 = 1

47
Problem 5
y
Solve y′ + x − √y = 0 if y(1) = 0

48
Problem 6
Solve the equation 6y′ − 2y = xy4 if y(0) = −2

49
In a Nutshell
Activity 1
From our previous lesson, we learned about what is order and degree. Now how
does the topic relate at the types of differential equations?

50
Big Picture
Week 4-5: Unit Learning Outcomes (ULO): At the end of the unit, you are expected to:
a. recall and solve the types of first order differential equation applications
b. recall and solve the linear differential equation of order

Big Picture in Focus:

ULO-a. Recall and solve the types of first order differential equation

Metalanguage
In this section, equation modeling is a big task that you must undertake and master, by
this you can solve situational problems in growth and decay, half-life, cooling and heating
of an object, and mixtures. Being an engineer, you must contain this basic knowledge to
practice your field. Please refer to these definitions in case you will encounter difficulty in
the in understanding educational concepts.
Please proceed immediately to the “Essential Knowledge” part since the first lesson
is also definition of essential terms.

Essential Knowledge
The knowledge that you had gained from the previous topics will play a big role at this
part of the subject. Solving the general solution and particular solution, and deciding what
first order differential equation must be utilized to model/generate the solution.

FIRST ORDER DIFFERENTIAL EQUATION (APPLICATIONS)

1. Growth and Decay
2. Newtons Law of Cooling and Heating
3. Mixture of two substances
4. Electric Circuit

51
Growth and Decay
The term growth and decay is not limited to the growth of a population and its decay, it can be the
increase and decrease of a certain substance, loss and gain of a capacity, and so on.

We have this differential equation that will describe any growth and decay.

𝐝𝐏
= 𝐤𝐏
𝐝𝐭
Where,
𝐏 = 𝐏𝐨𝐩𝐮𝐥𝐚𝐭𝐢𝐨𝐧 𝐚𝐭 𝐚𝐧𝐲 𝐭𝐢𝐦𝐞 (𝐭)
𝐝𝐏
= 𝐆𝐫𝐨𝐰𝐭𝐡/𝐃𝐞𝐜𝐚𝐲 𝐫𝐚𝐭𝐞 𝐚𝐭 𝐚𝐧𝐭 𝐭𝐢𝐦𝐞 (𝐭)
𝐝𝐭

𝐤 = 𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭 𝐨𝐟 𝐩𝐫𝐨𝐩𝐨𝐫𝐭𝐢𝐨𝐧𝐚𝐥𝐢𝐭𝐲

Here, we will solve for the general solution of the given differential equation.
Applying variable separable, we will have

𝐝𝐏
∫ = ∫ 𝐤𝐝𝐭
𝐏
𝐥𝐧 𝐏 = 𝐤𝐭 + 𝐂 (1)

Example 1
A bacteria culture starts with 500 bacteria and after 3 hours there are 8000 bacteria. a) Find the
number of bacteria after 4 hours, and c) When will the population reach 30,000?
Primarily, we should analyze the time and its situation. And, we will be utilizing equation (1).
Initially, the population of bacteria is 500 units (take not that is zero (0) time). In here we can solve
the value of 𝐂.

𝐥𝐧 𝟓𝟎𝟎 = 𝐤(𝟎) + 𝐂 → 𝐂 = 𝐥𝐧 𝟓𝟎𝟎

Then after 3 hours bacteria grown 8000 units, here we can solve for the value of 𝐤 with 𝐂 = 𝐥𝐧 𝟓𝟎𝟎.

𝐥𝐧 𝟖𝟎𝟎𝟎 = 𝐤(𝟑) + 𝐥𝐧 𝟓𝟎𝟎

𝐥𝐧 𝟏𝟔
𝐤=
𝟑

52
At this point, we can observe that all the constant variable from equation (1) has its respective
values, so we can solve any situation in the problem.
For the first question, what will be the population after 4 hours?
𝟏
𝐥𝐧 𝐏 = ( 𝐥𝐧 𝟏𝟔) (𝟒) + 𝐥𝐧 𝟓𝟎𝟎
𝟑
𝐏 = 𝟐𝟎, 𝟏𝟓𝟖. 𝟕𝟑𝟕 𝐮𝐧𝐢𝐭𝐬 ≈ 𝟐𝟎, 𝟏𝟔𝟎 𝐮𝐧𝐢𝐭𝐬
Then for the next question, what will be the time needed to attain 30,000 units?

𝟏
𝐥𝐧 𝟑𝟎, 𝟎𝟎𝟎 = 𝐥𝐧 𝟏𝟔 (𝐭) + 𝐥𝐧 𝟓𝟎𝟎
𝟑
𝐭 = 𝟒. 𝟒𝟑 𝐡𝐨𝐮𝐫𝐬

Problem 2
Suppose a population of insects increases according to the law of exponential growth. There were
130 insects at the third day of the experiment and 380 insects at the seventh day. Approximately
how many insects were in the original population?

As we can observe there is no initial value at the problem, but still we can solve it by using what
is given. We will use the most recent event which is the 130 insects at the third day
𝐥𝐧 𝟏𝟑𝟎 = 𝐤(𝟑) + 𝐂 → 𝐂 = 𝐥𝐧 𝟏𝟑𝟎 − 𝐤(𝟑)

Then for the next event is, 380 insects at the seventh day,
𝐥𝐧 𝟑𝟖𝟎 = 𝐤(𝟕) + 𝐂 → 𝐂 = 𝐥𝐧 𝟑𝟖𝟎 − 𝐤(𝟕)

Here, we have two equations and two unknowns, so we can solve for 𝐂 and 𝐤.
𝐂 = 𝟒. 𝟎𝟔𝟑𝟓

𝐤 = 𝟎. 𝟐𝟔𝟖𝟐
So now, we can determine what is the initial population of insects.
𝐥𝐧 𝐏 = 𝟎. 𝟐𝟔𝟖𝟐(𝟎) + 𝟒. 𝟎𝟔𝟑𝟓

𝐏 = 𝟓𝟖 𝐢𝐧𝐬𝐞𝐜𝐭𝐬

53
Newtons Law of Cooling and Heating
In the late of 17th century British scientist Isaac Newton studied cooling of bodies. Experiments
showed that the cooling rate approximately proportional to the difference of temperatures between
the heated body and the environment. This fact can be written as the differential relationship:
𝐝𝐐
= 𝛂𝐀(𝐓 − 𝐓𝐒),
𝐝𝐭
where 𝐐 is the heat, 𝐀 is the surface area of the body through which the heat is transferred, 𝐓 is
the temperature of the body, 𝐓𝐬 is the temperature of the surrounding environment, α is the heat
transfer coefficient depending on the geometry of the body, state of the surface, heat transfer
mode, and other factors.

As 𝐐 = 𝐂𝐓, where 𝐂 is the heat capacity of the body, we can write:

𝐝𝐓
= 𝛂𝐀𝐂(𝐓𝐒 − 𝐓) = 𝐤(𝐓 − 𝐓𝐒)
𝐝𝐭

The given differential equation has the solution in the form:

𝐝𝐓
= 𝐤(𝐓 − 𝐓𝐒)
𝐝𝐭
𝐝𝐓
∫ = ∫ 𝐤𝐝𝐭
(𝐓 − 𝐓𝐒)

𝐥𝐧 (𝐓 − 𝐓𝐒) = 𝐤𝐭 + 𝐂 → 𝐂𝐨𝐨𝐥𝐢𝐧𝐠
𝐥𝐧 (𝐓𝐒 − 𝐓) = 𝐤𝐭 + 𝐂 → 𝐇𝐞𝐚𝐭𝐢𝐧𝐠

Example 3

The temperature of a body dropped from 𝟐𝟎𝟎℉ to 𝟏𝟎𝟎℉ for the first hour. Determine how many
degrees the body cooled in one hour more if the environment temperature is 𝟎℉?
Let the initial temperature of the heated body be 𝐓 = 𝟐𝟎𝟎℉. The further temperature dynamics is
described by the formula
𝐥𝐧( 𝟐𝟎𝟎 − 𝟎) = 𝐤(𝟎) + 𝐂

𝐂 = 𝐥𝐧 𝟐𝟎𝟎

54
At the end of the first hour the body has cooled to 100∘. Therefore, we can write the following
relationship
𝐥𝐧( 𝟏𝟎𝟎 − 𝟎) = 𝐤(𝟏) + 𝐥𝐧 𝟐𝟎𝟎

𝟏𝟎𝟎 𝟏
𝐤 = 𝐥𝐧 ( ) = 𝐥𝐧
𝟐𝟎𝟎 𝟐
Finally, for another hour
𝟏
𝐥𝐧 𝐓 − 𝟎 = 𝐥𝐧 (𝟐) + 𝐥𝐧 𝟐𝟎𝟎
𝟐
𝐓 = 𝟓𝟎℉

Example 4
A body at temperature 40ºC is kept in a surrounding of constant temperature 20ºC. It is observed
that its temperature falls to 35ºC in 10 minutes. Find how much more time will it take for the body
to attain a temperature of 30ºC.
Here, we have 𝐓𝐒 = 𝟐𝟎℃ and for the initial state we have a 𝐓 = 𝟒𝟎℃

𝐥𝐧 𝟒𝟎 − 𝟐𝟎 = 𝐤(𝟎) + 𝐂
𝐂 = 𝐥𝐧 𝟐𝟎
Then, after ten (𝟏𝟎) minutes the temperature of the body dropped to 𝟑𝟓℃

𝐥𝐧 𝟑𝟓 − 𝟐𝟎 = 𝐤(𝟏𝟎) + 𝐥𝐧 𝟐𝟎
𝟑
𝐥𝐧
𝐤= 𝟒
𝟏𝟎

Now, for the time required to attain 𝟑𝟎℃

𝟑
𝐥𝐧
𝐥𝐧 𝟑𝟎 − 𝟐𝟎 = 𝟒 (𝐭) + 𝐥𝐧 𝟐𝟎
𝟏𝟎
𝐭 = 𝟏𝟒 𝐦𝐢𝐧𝐮𝐭𝐞𝐬

55
Mixture Problems
At this section of the topic we will be modeling an equation to generate a solution to solve
problems. The only formula that we will be utilizing is
𝐝𝐐
= 𝐑𝐎𝐆 − 𝐑𝐎𝐋
𝐝𝐭
Where:
𝐦𝐚𝐬𝐬
𝐑𝐎𝐆 = 𝐫𝐚𝐭𝐞 𝐨𝐟 𝐠𝐚𝐢𝐧 ( )
𝐭𝐢𝐦𝐞

𝐦𝐚𝐬𝐬
𝐑𝐎𝐋 = 𝐫𝐚𝐭𝐞 𝐨𝐟 𝐥𝐨𝐬𝐬 ( )
𝐭𝐢𝐦𝐞

Example 5
A tank originally contains 100 gal of fresh water. Then water containing 1/2 lb of salt per gallon is
poured into the tank at a rate of 2 gal/min, and the mixture is allowed to leave at the same rate.
What is the amount of salt at any instant? 10 minutes? 30 minutes?
First, we need to analyze what is the given

𝟏 𝐥𝐛𝐬𝐚𝐥𝐭
At point A which is the intake, has a flowrate of 𝟐 𝐠𝐚𝐥/𝐦𝐢𝐧 with a concentration of . Then
𝟐 𝐠𝐚𝐥𝐰𝐚𝐭𝐞𝐫
at point B, initially it contains 𝟏𝟎𝟎 𝐠𝐚𝐥𝐥𝐨𝐧𝐬 𝐨𝐟 𝐟𝐫𝐞𝐬𝐡 𝐰𝐚𝐭𝐞𝐫. At point C, it is said that the flowrate is
the same with the intake which is 𝟐 𝐠𝐚𝐥/𝐦𝐢𝐧 but with unknown concentration.

Now we will use our formula,

𝐝𝐐
= 𝐑𝐎𝐆 − 𝐑𝐎𝐋
𝐝𝐭

56
For ROG it will be easy to determine, since the volume flow rate and the density of the intake is
given
𝐦𝐚𝐬𝐬𝐢𝐧 𝟏 𝐥𝐛𝐬𝐚𝐥𝐭 𝐦𝐚𝐬𝐬𝐢𝐧
𝛒𝐢𝐧 = → =
𝐯𝐨𝐥𝐮𝐦𝐞𝐢𝐧 𝟐 𝐠𝐚𝐥𝐰𝐚𝐭𝐞𝐫 𝐠𝐚𝐥
𝟐
𝐦𝐢𝐧
𝐥𝐛
𝐦𝐚𝐬𝐬𝐢𝐧 = 𝐑𝐎𝐆 = 𝟏
𝐦𝐢𝐧
For ROL, we need to analyze the whole system running. We go back to the formula of density,
𝐦𝐚𝐬𝐬𝐨𝐮𝐭
𝛒𝐨𝐮𝐭 =
𝐯𝐨𝐥𝐮𝐦𝐞𝐨𝐮𝐭
𝐠𝐚𝐥
Here, the only data that we have is the volume flow rate which is equal to the intake 𝟐
𝐦𝐢𝐧
𝐦𝐚𝐬𝐬𝐨𝐮𝐭
𝛒𝐨𝐮𝐭 = → 𝟐𝛒𝐨𝐮𝐭 = 𝐦𝐚𝐬𝐬𝐨𝐮𝐭 (1)
𝟐

Now, we will analyze the density in a different way, which involves equation modeling.
We let the mass of salt be equal to 𝐐 at any time 𝐭 over the total volume during the process which
incorporates the initial volume of the tank plus the flowrate. As we can observe at we subtract the
two flowrates and multiplied it by 𝐭, we do this to cancel out the time unit to the volume flowrate
so we can determine the total volume.
𝐐
𝟏𝟎𝟎 + (𝟐 − 𝟐)𝐭
Simplify the equation, and substitute to equation (1)
𝐐
= 𝐦𝐚𝐬𝐬𝐨𝐮𝐭 = 𝐑𝐎𝐋
𝟓𝟎
At this point we can substitute all what we had solved to our differential equation
𝐝𝐐 𝐐
=𝟏−
𝐝𝐭 𝟓𝟎
Here, we can start solving the solution,

𝐝𝐐
∫ = ∫ 𝐝𝐭
𝐐
𝟏−
𝟓𝟎
𝐐
(−𝟓𝟎)𝐥𝐧 𝟏 − =𝐭+𝐂
𝟓𝟎
Now that we generated our solution, as we can observe we have one constant variable which is
𝐂, we can solve its value by utilizing the initial conditions. 𝐐 = 𝟎 and 𝐭 = 𝟎 (𝐐 = 𝟎 due the tank is
initially containing fresh water, no salt content),

57
 𝟎
(−𝟓𝟎)𝐥𝐧 𝟏 − =𝟎+𝐂
𝟓𝟎
𝐂=𝟎
After ten (10) minutes, how much salt does the tank have?

𝐐𝐭=𝟏𝟎𝐦𝐢𝐧𝐬
(−𝟓𝟎)𝐥𝐧 𝟏 − = 𝟏𝟎 + 𝟎
𝟓𝟎
𝐐 = 𝟗. 𝟎𝟔𝟑 𝐥𝐛𝐬 𝐨𝐟 𝐬𝐚𝐥𝐭
And for thirty (30) minutes has,
𝐐𝐭=𝟑𝟎𝐦𝐢𝐧𝐬
(−𝟓𝟎)𝐥𝐧 𝟏 − = 𝟑𝟎 + 𝟎
𝟓𝟎
𝐐 = 𝟐𝟐. 𝟓𝟔𝟎 𝐥𝐛𝐬 𝐨𝐟 𝐬𝐚𝐥𝐭
Example 6
A tank contains 8 liters of water in which is dissolved 32 g (grams) of chemical. A solution
containing 2 grams/liters of the chemical flows into the tank at a rate of 4 liters /min, and the well-
stirred mixture flows out at a rate of 2 liters/min. Determine the amount of chemical in the tank
after 20 minutes. What is the concentration of chemical in the tank at that time?

𝐥𝐢𝐭𝐞𝐫𝐬 𝐠𝐫𝐚𝐦𝐬𝐬𝐚𝐥𝐭
Point A is the intake which has a flowrate of 𝟒 and a concentration of 𝟐 . Point B
𝐦𝐢𝐧 𝐥𝐢𝐭𝐞𝐫𝐬𝐰𝐚𝐭𝐞𝐫
initially contains 𝟖 𝐥𝐢𝐭𝐞𝐫𝐬 with 𝟑𝟐 𝐠𝐫𝐚𝐦𝐬 of dissolved chemical. At point C, it is said that the flowrate
is the same with the intake which is 𝟐 𝐥𝐢𝐭𝐞𝐫𝐬/𝐦𝐢𝐧 but with unknown concentration.

Now we will use our formula,

𝐝𝐐
= 𝐑𝐎𝐆 − 𝐑𝐎𝐋
𝐝𝐭

58
For ROG it will be easy to determine, since the volume flow rate and the density of the intake is
given
𝐦𝐚𝐬𝐬𝐢𝐧 𝐠𝐫𝐚𝐦𝐬𝐬𝐚𝐥𝐭 𝐦𝐚𝐬𝐬𝐢𝐧
𝛒𝐢𝐧 = → 𝟐 =
𝐯𝐨𝐥𝐮𝐦𝐞𝐢𝐧 𝐥𝐢𝐭𝐞𝐫𝐬𝐰𝐚𝐭𝐞𝐫 𝟒 𝐥𝐢𝐭𝐞𝐫𝐬
𝐦𝐢𝐧
𝐠𝐫𝐚𝐦𝐬
𝐦𝐚𝐬𝐬𝐢𝐧 = 𝐑𝐎𝐆 = 𝟖
𝐦𝐢𝐧
For ROL, we need to analyze the whole system running. We go back to the formula of density,
𝐦𝐚𝐬𝐬𝐨𝐮𝐭
𝛒𝐨𝐮𝐭 =
𝐯𝐨𝐥𝐮𝐦𝐞𝐨𝐮𝐭
𝐥𝐢𝐭𝐞𝐫𝐬
Here, the only data that we have is the volume flow rate which is 𝟐
𝐦𝐢𝐧
𝐦𝐚𝐬𝐬𝐨𝐮𝐭
𝛒𝐨𝐮𝐭 = → 𝟐𝛒𝐨𝐮𝐭 = 𝐦𝐚𝐬𝐬𝐨𝐮𝐭 (1)
𝟐

Now, we will analyze the density in a different way, which involves equation modeling.

We let the mass of salt be equal to 𝐐 at any time 𝐭 over the total volume during the process which
incorporates the initial volume of the tank plus the flowrate. As we can observe at we subtract the
two flowrates and multiplied it by 𝐭, we do this to cancel out the time unit to the volume flowrate
so we can determine the total volume.
𝐐
𝟖 + (𝟒 − 𝟐)𝐭
Simplify the equation, and substitute to equation (1)
𝐐
= 𝐦𝐚𝐬𝐬𝐨𝐮𝐭 = 𝐑𝐎𝐋
𝟒+𝐭
At this point we can substitute all what we had solved to our differential equation
𝐝𝐐 𝐐
=𝟖−
𝐝𝐭 𝟒+𝐭
Here, we can observe that the differential equation that we had come up with is different from the
previous example. The way that we will be solving this is either in variable separable or linear
differential equation. So at this point you probably figured out that if the given at the initial state is
fresh water you will end up solving the differential equation in separable, and in the other hand if
it has a mixture you will be ending up solving it by linear differential equation.
𝐝𝐐 𝟏
+ 𝐐( )=𝟖
𝐝𝐭 𝟒+𝐭

59
 𝐝𝐭
𝟏
Let 𝐏(𝐭) = and 𝐐(𝐭) = 𝟖, and the integrating factor will be ∅ = 𝐞∫𝟒+𝐭 = 𝟒 + 𝐭
𝟒+𝐭

𝐐(𝟒 + 𝐭) = 𝟖 ∫(𝟒 + 𝐭)𝐝𝐭 + 𝐂

𝐭𝟐
𝐐(𝟒 + 𝐭) = 𝟖 (𝟒𝐭 + )+𝐂 → 𝐐(𝟒 + 𝐭) = 𝟑𝟐𝐭 + 𝟒𝐭 𝟐 + 𝐂
𝟐

Now that we generated our solution, as we can observe we have one constant variable which is
𝐂, we can solve its value by utilizing the initial conditions. 𝐐 = 𝟑𝟐 𝐠𝐫𝐚𝐦𝐬 and 𝐭 = 𝟎

𝟑𝟐(𝟒 + 𝟎) = 𝟑𝟐(𝟎) + 𝟒(𝟎)𝟐 + 𝐂

𝐂 = 𝟏𝟐𝟖
After ten (20) minutes, how much salt does the tank have?

𝐐(𝟒 + 𝟐𝟎) = 𝟑𝟐(𝟐𝟎) + 𝟒(𝟐𝟎)𝟐 + 𝐂

𝐐 = 𝟗𝟖. 𝟔𝟔𝟕 𝐠𝐫𝐚𝐦𝐬 𝐨𝐟 𝐜𝐡𝐞𝐦𝐢𝐜𝐚𝐥

And for the concentration, the total volume at 20 minutes we will be using 𝐯𝐨𝐥𝐮𝐦𝐞 𝐭=𝟐𝟎𝐦𝐢𝐧 =
𝟐(𝟒 + 𝐭) = 𝟐(𝟒 + 𝟐𝟎) = 𝟒𝟖 𝐥𝐢𝐭𝐞𝐫𝐬. Therefore, our concentration at 𝐭 = 𝟐𝟎 𝐦𝐢𝐧𝐮𝐭𝐞𝐬 is,

𝟗𝟖. 𝟔𝟔𝟕𝐠𝐫𝐚𝐦𝐬 𝐨𝐟 𝐜𝐡𝐞𝐦𝐢𝐜𝐚𝐥 𝐠𝐫𝐚𝐦𝐬 𝐨𝐟 𝐜𝐡𝐞𝐦𝐢𝐜𝐚𝐥

𝛒𝐭=𝟐𝟎𝐦𝐢𝐧𝐬 = = 𝟐. 𝟎𝟓𝟔
𝟒𝟖 𝐥𝐢𝐭𝐞𝐫𝐬 𝐨𝐟 𝐰𝐚𝐭𝐞𝐫 𝐥𝐢𝐭𝐞𝐫𝐬 𝐨𝐟 𝐰𝐚𝐭𝐞𝐫

Series RL Circuit

The RL circuit shown above has a resistor and an inductor connected in series. A constant
voltage V is applied when the switch is closed.

60
The (variable) voltage across the resistor is given by:

𝐕𝐑 = 𝐢𝐑

The (variable) voltage across the inductor is given by:

𝐝𝐢
𝐕𝐋 = 𝐋
𝐝𝐭
Kirchhoff's voltage law says that the directed sum of the voltages around a circuit must be zero.
This results in the following differential equation:
𝐝𝐢
𝐕 = 𝐢𝐑 + 𝐋
𝐝𝐭
And for the solution,
𝐝𝐢 𝐝𝐢
𝐢𝐑 + 𝐋 =𝐕 → 𝐋 = 𝐕 − 𝐢𝐑
𝐝𝐭 𝐝𝐭
𝐝𝐢 𝐕 − 𝐢𝐑 𝐝𝐢 𝐝𝐭
= → ∫ = ∫
𝐝𝐭 𝐋 𝐕 − 𝐢𝐑 𝐋
𝐥𝐧 𝐕 − 𝐢𝐑 𝐭
− = +𝐂
𝐑 𝐋
Since the case is always starts with 𝐭 = 𝟎 and 𝐢 = 𝟎 we can further complete our solution. Now
𝐥𝐧 𝐕
𝐂=−
𝐑

Plugging in back 𝐂 to our solution, and we will have,

𝐥𝐧 𝐕 − 𝐢𝐑 𝐭 𝐥𝐧 𝐕
− = −
𝐑 𝐋 𝐑
Rearranging the equation
𝐥𝐧 𝐕 𝐥𝐧 𝐕 − 𝐢𝐑 𝐭 𝐑𝐭
− = → −𝐥𝐧 𝐕 + 𝐥𝐧 𝐕 − 𝐢𝐑 = −
𝐑 𝐑 𝐋 𝐋
𝐕 − 𝐢𝐑 𝐑 𝐕 − 𝐢𝐑 𝐑𝐭
𝐥𝐧 ( )= 𝐭 → = 𝐞− 𝐋
𝐕 𝐋 𝐕
𝐢𝐑 𝐑𝐭 𝐑𝐭 𝐢𝐑
𝟏− = 𝐞− 𝐋 → 𝟏 − 𝐞− 𝐋 =
𝐕 𝐕
Finally, we have,
𝐕 𝐑𝐭
𝐢= (𝟏 − 𝐞− 𝐋 )
𝐑

61
Example 7

An RL circuit has an emf of 5 V, a resistance of 50 Ω, an inductance of 1 H, and no initial current.

Find the current in the circuit at time 0.1 sec.
We will just simply use our derived formula

𝐕 𝐑𝐭
𝐢= (𝟏 − 𝐞− 𝐋 )
𝐑
𝟓 𝟓𝟎(𝟎.𝟏)
𝐢= (𝟏 − 𝐞− 𝟏 )
𝟓𝟎
𝐢 = 𝟎. 𝟎𝟗𝟗 𝐀

Example 8
A series RL circuit with R = 50 Ω and L = 10 H has a constant voltage V = 100 V applied at t = 0
by the closing of a switch. Solve for the current at t = 0.5 s,
𝐕 𝐑𝐭
𝐢= (𝟏 − 𝐞− 𝐋 )
𝐑
𝟏𝟎𝟎 𝟓𝟎(𝟎.𝟓)
𝐢= (𝟏 − 𝐞− 𝟏𝟎 )
𝟓𝟎
𝐢 = 𝟏. 𝟖𝟑𝟓𝟖 𝐀

62
Series RC Circuit

In this section we see how to solve the differential equation arising from a circuit consisting of a
resistor and a capacitor. (See the related section Series RL Circuit in the previous section.)
In an RC circuit, the capacitor stores energy between a pair of plates. When voltage is applied to
the capacitor, the charge builds up in the capacitor and the current drops off to zero.

Case 1: Constant Voltage

The voltage across the resistor and capacitor are as follows:

𝐕𝐑 = 𝐢𝐑
And,
𝟏
𝐕𝐂 = ∫ 𝐢𝐝𝐭
𝐂
Where, 𝐂 = 𝐂𝐚𝐩𝐚𝐜𝐢𝐭𝐚𝐧𝐜𝐞

Kirchhoff's voltage law says the total voltages must be zero. So applying this law to a series RC
circuit results in the equation:
𝟏
𝐢𝐑 + ∫ 𝐢𝐝𝐭 = 𝐕
𝐂
One way to solve this equation is to turn it into a differential equation, by differentiating throughout
with respect to t
𝐝𝐢 𝐢
𝐑 + =𝟎
𝐝𝐭 𝐂
Solving the equation gives us
Divide through by R
𝐝𝐢 𝟏
+ ( )𝐢 = 𝟎
𝐝𝐭 𝐑𝐂
𝟏
We recognize this as a first order linear differential equation. Where 𝐏(𝐭) = and 𝐐(𝐱) = 𝟎, so
𝐑𝐂
𝐭
then ∅ = 𝐞 𝐑𝐂

𝐭 𝐭 𝐭
𝐢𝐞𝐑𝐂 = ∫(𝟎)𝐞𝐑𝐂 𝐝𝐭 + 𝐊 → 𝐢𝐞𝐑𝐂 = 𝐊

63
 𝐕 𝐕
At initial conditions 𝐭 = 𝟎 and 𝐢 = , then 𝐊 = . Plugging in all the values to our solution, and we
𝐑 𝐑
will have,
𝐕 −𝐭
𝐢= 𝐞 𝐑𝐂
𝐑
Note: We are assuming that the circuit has a constant voltage source, V. This equation
does not apply if the voltage source is variable.
The time constant in the case of an RC circuit is
𝛕 = 𝐑𝐂
The function
𝐕 −𝐭
𝐢= 𝐞 𝐑𝐂
𝐑
Will have an exponential decay shape due to the current stops flowing as the capacitor becomes
fully charged.

Applying our expressions from above, we have the following expressions for the voltage across
the resistor and the capacitor
𝐭
𝐕𝐑 = 𝐢𝐑 = 𝐕𝐞−𝐑𝐂
𝟏 𝐭
𝐕𝐂 = ∫ 𝐢𝐝𝐭 = 𝐕(𝟏 − 𝐞−𝐑𝐂 )
𝐂
While the voltage over the resistor drops, the voltage over the capacitor rises as it is charged

64
Case 2: Variable Voltage and 2 – mesh Circuit

We need to solve variable voltage cases in q, rather than in i, since we have an integral to deal
with if we use i.
So, we will make the substitutions
𝐝𝐪
𝐢=
𝐝𝐭
And

𝐪 = ∫ 𝐢𝐝𝐭

And so, the equation 𝐢 involving an integral

𝟏
𝐢𝐑 + ∫ 𝐢𝐝𝐭 = 𝐕
𝐂
Becomes the differential equation in 𝐪
𝐝𝐪 𝟏
𝐑 + 𝐪=𝐕
𝐝𝐭 𝐂
Example 9

A series RC circuit with R = 5 W and C = 0.02 F is connected with a battery of E = 100 V. At t =

0, the voltage across the capacitor is zero. Obtain the subsequent voltage across the capacitor.
𝟏
From the formula 𝐢𝐑 + ∫ 𝐢𝐝𝐭 = 𝐕, we will obtain
𝐂

𝐝𝐪 𝟏
𝐑 + 𝐪=𝐕
𝐝𝐭 𝐂
Plugging in the values
𝐝𝐪 𝟏 𝐝𝐪
𝟓 + 𝐪 = 𝟏𝟎𝟎 → 𝟓 + 𝟓𝟎𝐪 = 𝟏𝟎𝟎
𝐝𝐭 𝟎. 𝟎𝟐 𝐝𝐭
𝐝𝐪
+ 𝟏𝟎𝐪 = 𝟐𝟎
𝐝𝐭
Now we solve it by linear DE where 𝐏(𝐭) = 𝟏𝟎 and 𝐐(𝐱) = 𝟐𝟎, then the value for ∅ = 𝐞∫ 𝟏𝟎𝐝𝐭 =
𝐞𝟏𝟎𝐭

𝐪𝐞𝟏𝟎𝐭 = 𝟐𝟎 ∫(𝐞𝟏𝟎𝐭 )𝐝𝐭 + 𝐂 → 𝐪𝐞𝟏𝟎𝐭 = 𝟐𝐞𝟏𝟎𝐭 + 𝐂

𝐪 = 𝟐 + 𝐂𝐞−𝟏𝟎𝐭
Plugging in our initial values we will have the value for 𝐂 = −𝟐 and we will have a solution of

𝐪 = 𝟐(𝟏 − 𝐞−𝟏𝟎𝐭 )

65
 Self-Help: Refer to the sources below to help you further understand the
lesson.

Sources:
Cioranescu, D.(2012). Introduction to classical and variational partial differential equations.
Quezon City: The University of the Philippines Press
Zill, D.G.(2009). A first course in differential equations with modeling applications. 9 th Australia:
Brooks/Cole Cengage Learning

Let’s Check
Problem 1
Carbon-14 is a radioactive isotope of carbon that has a half – life of 5600 years. It is used
extensively in dating organic material that is tens of thousands of years old. What fraction of the
original amount of Carbon-14 in a sample would be present after 10,000 years?

66
Problem 2
A herd of llamas has 1000 llamas in it, and the population is growing exponentially. In four (4)
years the population increase to 2000 llamas. How long will it double its recent population?

67
Problem 3
A population of a small city had 3000 people in the year 2000 and has grown at a rate proportional
to its size. In the year 2005 the population was 3700. Estimate the population of the city in 2006
and in 2010.

68
Problem 4
A cheese cake taken out of the oven with an ideal internal temperature of 165 F, and is placed
into a 35 F refrigerator. After 10 minutes, the cheese cake has cooled 150 F. How long will it take
to cool the cheese cake to 70 F?

69
Problem 5
A tank has pure water flowing into it at 10 liters/min. The contents of the tank are kept thoroughly
mixed, and the contents flow out at 10 liters/min. Initially, the tank contains 10 kg of salt in 100
liters of water. How much salt will there be in the tank after 30 minutes?

70
Problem 6
A tank initially contains 100 liters of water with 25 grams of salt. The tank is rinsed with fresh water
flowing in at a rate of 5 liters per minute and leaving the tank at the same rate. The water in the
tank is well-stirred. Find the time such that the amount the salt in the tank is 5 grams.

71
Problem 7
An electrical circuit consist of a series connected resistor (100 ohms) and a coil with inductance
of 50 H. If the initial DC source is 200 volts, solve for the current charge at 2 seconds.

72
Problem 8
An electrical circuit consist of a series connected resistor (100 ohms) and a capacitor C = 0.01µF.
At the initial moments a DC source with a 200 voltage is connected to the circuit. Solve for the
current charge at 2 seconds.

73
Let’s Analyze
Problem 1
The number of bacteria in a liquid culture is observed to grow at a rate proportional to the number
of cells present. At the beginning of the experiment there are 10,000 cells and after three hours
there are 500,000. How many will there be after one day of growth if this unlimited growth
continues? What is the doubling time of the bacteria?

74
Problem 2
A zircon sample contains 4000 atoms of the radioactive element 235U. Given that 235U has a h
alf‐ life of 700 million years, how long would it take to decay to 125 atoms?

75
Problem 3
A slow economy caused a company’s annual revenues to drop from $530, 000 at 2008 to
$386,000 in 2010. If the revenue is following an exponential pattern of decline, what is the
expected revenue in 2012?

76
Problem 4
The brewing pot temperature of coffee is 180 F. and the room temperature is 76 F. After 5 minutes,
the temperature of the coffee is 168 F. How long will it take for the coffee to reach a serving
temperature pf 155 F?

77
Problem 5
A tank initially contains 40 gal of sugar water having a concentration of 3 lbs of sugar for each
gallon of water. At time zero, sugar water with a concentration of 4 lbs of sugar per gal begins
pouring into the tank at a rate of 2 gal per minute. Simultaneously, a drain is opened at the bottom
of the tank so that the volume of the sugar-water solution in the tank remains constant. How much
sugar is in the tank after 15 minutes? How long will it take the sugar content in the tank to reach
150 lb? 170 lb?

78
Problem 6
A tank has pure water flowing into it at 10 liters/min. The contents of the tank are kept thoroughly
mixed, and the contents flow out at 10 liters/min. Initially, the tank contains 10 kg of salt in 100
liters of water. How much salt will there be in the tank after 30 minutes?

79
Problem 7
A coil which has an inductance of 40mH and a resistance of 2Ω is connected together to form a
LR series circuit. If they are connected to a 20V DC supply. What will be the value of the induced
emf after 10 ms.

80
Problem 8
A series RC circuit with R = 10 W and C = 0.01 F is connected with a battery of E = 200 V. At t =
0, the voltage across the capacitor is zero. Obtain the subsequent voltage across the capacitor.

81
In a Nutshell
ACTIVITY 1
Learning all the applications under the first order differential equation, can you share your
thoughts what is the importance in understanding first the first order differential equation types?

ACTIVITY 2
How can you tell that a given set of data is exponentially increasing or decreasing? What are the
possible methods on determining the situation?

82
 Big Picture in Focus
ULO-b. recall and solve the linear differential equation of n th order

Metalanguage
In this section, equation modeling is a big task that you must undertake and master, by this you
can solve situational problems in growth and decay, half-life, cooling and heating of an object,
and mixtures. Being an engineer, you must contain this basic knowledge to practice your field.
Please refer to these definitions in case you will encounter difficulty in the in understanding
educational concepts. In addition, the theoretical structure and methods of solution developed in
the preceding chapter for second order linear equations extend directly to linear equations of third
and higher order.
The general solution of the nonhomogeneous equation can be written in the form
𝑦 = 𝜑(𝑡) = 𝑐1 𝑦1 (𝑡) + 𝑐2 𝑦2 (𝑡) + 𝑌(𝑡) → (𝑎)
where 𝑦1 and 𝑦2 are a fundamental set of solutions of the corresponding homogeneous equation,
𝑐1 and 𝑐2 are arbitrary constants, and 𝑦 is some specific solution of the nonhomogeneous equation
(a).
Method of Undetermined Coefficients. The method of undetermined coefficients requires us to
make an initial assumption about the form of the particular solution 𝑦(𝑡), but with the coefficients
left unspecified. We then substitute the assumed expression into Eq. (a) and attempt to determine
the coefficients so as to satisfy that equation. If we are successful, then we have found a solution
of the differential equation (a) and can use it for the particular solution Y(t). If we cannot determine
the coefficients, then this means that there is no solution of the form that we assumed. In this
case we may modify the initial assumption and try again

Essential Knowledge
The knowledge that you had gained from the previous topics will play a big role at this part of the
subject. Solving the general solution and particular solution, and deciding what first order
differential equation must be utilized to model/generate the solution.

Also, in this chapter we briefly review this generalization, taking particular note of those instances
where new phenomena may appear, because of the greater variety of situations that can occur
for equations of higher order
For you to be able to understand the concepts under this topic, here are steps involved in finding
the solution of an initial value problem consisting of a nonhomogeneous equation of the form
𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 𝑔(𝑡) → (𝑏)

where the coefficients 𝑎, 𝑏, and 𝑐 are constants, together with a given set of initial conditions.

83
1. Find the general solution of the corresponding homogeneous equation.
2. Make sure that the function 𝑔(𝑡) in Eq. (b) belongs to the class of functions discussed in this
section; that is, be sure it involves nothing more than exponential functions, sines, cosines,
polynomials, or sums or products of such functions. If this is not the case, use the method of
variation of parameters (discussed in the next section).
3. If 𝑔(𝑡) = 𝑔1 (𝑡) +··· + 𝑔𝑛(𝑡) that is, if 𝑔(𝑡) is a sum of n terms—then form n subproblems,
each of which contains only one of the terms 𝑔1 (𝑡), ... , 𝑔𝑛 (𝑡). The ith subproblem consists of the
equation
𝑎𝑦′′ + 𝑏𝑦′ + 𝑐𝑦 = 𝑔𝑖 (𝑡),

where i runs from 1 𝑡𝑜 𝑛.

4. For the 𝑖𝑡ℎ subproblem assume a particular solution 𝑌𝑖 (𝑡) consisting of the appropriate
exponential function, sine, cosine, polynomial, or combination thereof. If there is any duplication
in the assumed form of 𝑌𝑖 (𝑡) with the solutions of the homogeneous equation (found in step 1),
then multiply 𝑌𝑖 (𝑡) by 𝑡, or (if necessary) by 𝑡 2 , so as to remove the duplication.

5. Find a particular solution 𝑌𝑖 (𝑡) for each of the subproblems. Then the sum 𝑌1 (𝑡) +··· + 𝑌𝑛 (𝑡) is
a particular solution of the full nonhomogeneous equation (b).
6. Form the sum of the general solution of the homogeneous equation (step 1) and the particular
solution of the nonhomogeneous equation (step 5). This is the general solution of the
nonhomogeneous equation.
7. Use the initial conditions to determine the values of the arbitrary constants remaining in the
general solution. For some problems this entire procedure is easy to carry out by hand, but often
the algebraic calculations are lengthy. Once you understand clearly how the method works, a
computer algebra system can be of great assistance in executing the details.

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 LINEAR DIFFERENTIAL OPERATORS
Linear differential equations. The general linear ODE of order n is

𝐲 𝐧 + 𝐩𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐩𝐧 (𝐱)𝐲 = 𝐪(𝐱) (1)

If 𝐪(𝐱) ≠ 𝟎, the equation is inhomogeneous. We then call

𝐲 𝐧 + 𝐩𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐩𝐧 (𝐱)𝐲 = 𝟎 (2)

The associated homogeneous equation or the reduced equation.
The theory of the n-th order linear ODE runs parallel to that of the second order equation. In
particular, the general solution to the associated homogeneous equation (2) is called the
complementary function or solution, and it has the form

𝐲𝐂 = 𝐂𝟏 𝐲𝟏 + . . . + 𝐂𝐧 𝐲𝐧 (3)
Where, 𝐂𝐢 are constants,
where the 𝐲𝐢 are n solutions to (2) which are linearly independent, meaning that none of
them can be expressed as a linear combination of the others, i.e., by a relation of the form
(the left side could also be any of the other 𝐲𝐢 )

𝐲𝐧 = 𝐚𝟏 𝐲𝟏 + . . . + 𝐚𝐧 − 𝟏𝐲𝐧 − 𝟏
Where, 𝐚𝐢 are constants,

Once the associated homogeneous equation (2) has been solved by finding 𝐧 independent
solutions, the solution to the original ODE (1) can be expressed as

𝐲 = 𝐲𝐩 + 𝐲𝐜 (4)

where 𝐲𝐩 is a particular solution to (1), and 𝐲𝐜 is as in (3).

LINEAR DIFFERENTIAL EQUATION WITH CONSTANT COEFFICIENTS

From now on we will consider only the case where (1) has constant coefficients. This type of ODE
can be written as

𝐲 𝐧 + 𝐚𝟏 (𝐱)𝐲 𝐧−𝟏 + . . . + 𝐚𝐧 (𝐱)𝐲 = 𝐪(𝐱) (5)

using the differentiation operator 𝐃, we can write (5) in the form

85
 (𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧) 𝐲 = 𝐪(𝐱) (6)

𝐩(𝐃)𝐲 = 𝐪(𝐱) ,

Where

𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 (7)

We call 𝐩(𝐃) a polynomial differential operator with constant coefficients. We think of the formal
polynomial p(D) as operating on a function 𝐲(𝐱), converting it into another function; it is like a
black box, in which the function 𝐲(𝐱) goes in, and 𝐩(𝐃)𝐲 (i.e., the left side of (5)) comes out.

Our main goal in this section of the Notes is to develop methods for finding particular solutions to
the ODE (5) when 𝐪(𝐱) has a special form: an exponential, 𝐬𝐢𝐧𝐞 or 𝐜𝐨𝐬𝐢𝐧𝐞, 𝐱 𝐤 , or a product of
these. (The function 𝐪(𝐱) can also be a sum of such special functions.) These are the most
important functions for the standard applications.

The reason for introducing the polynomial operator p(D) is that this allows us to use polynomial
algebra to help find the particular solutions. The rest of this chapter of the Notes will illustrate this.
Throughout, we let
𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 (7)

OPERATOR RULES
Our work with these differential operators will be based on several rules they satisfy. In stating
these rules, we will always assume that the functions involved are sufficiently differentiable, so
that the operators can be applied to them.
Sum rule. If 𝐩(𝐃) and 𝐪(𝐃) are polynomial operators, then for any (sufficiently differentiable)
function 𝐮,
[𝐩(𝐃) + 𝐪(𝐃)]𝐮 = 𝐩(𝐃)𝐮 + 𝐪(𝐃)𝐮 (8)

Linearity rule. If 𝐮𝟏 and 𝐮𝟐 are functions, and 𝐜𝐢 constants,

𝐩(𝐃)(𝐜𝟏 𝐮𝟏 + 𝐜𝟐 𝐮𝟐 ) = 𝐜𝟏 𝐩(𝐃)𝐮𝟏 + 𝐜𝟐 𝐩(𝐃)𝐮𝟐 (9)

The linearity rule is a familiar property of the operator 𝐚𝐃𝐤 ; it extends to sums of these operators,
using the sum rule above, thus it is true for operators which are polynomials in D. (It is still true if
the coefficients ai in (7) are not constant, but functions of 𝐱.)

86
Multiplication rule. If 𝐩(𝐃) = 𝐠(𝐃) 𝐡(𝐃), as polynomials in 𝐃, then

𝐩(𝐃)𝐮 = 𝐠(𝐃)(𝐡(𝐃)𝐮) (10)

The picture illustrates the meaning of the right side of (10). The property is true when h(D) is the
simple operator 𝐚𝐃𝐤, essentially because

𝐃𝐦 (𝐚𝐃𝐤𝐮) = 𝐚𝐃𝐦+𝐤 𝐮

it extends to general polynomial operators h(D) by linearity. Note that a must be a constant; it’s
false otherwise.

An important corollary of the multiplication property is that polynomial operators with

constant coefficients commute; i.e., for every function 𝐮(𝐱),

𝐠(𝐃)(𝐡(𝐃)𝐮) = 𝐡(𝐃)(𝐠(𝐃)𝐮) (11)

For as polynomials, 𝐠(𝐃)𝐡(𝐃) = 𝐡(𝐃)𝐠(𝐃) = 𝐩(𝐃), say; therefore, by the multiplication rule,
both sides of (11) are equal to 𝐩(𝐃)𝐮, and therefore, equal to each other.

The remaining two rules are of a different type, and more concrete: they tell us how polynomial
operators behave when applied to exponential functions and products involving exponential
functions.

Substitution rule.
𝐩(𝐃)𝐞𝐚𝐱 = 𝐩(𝐚)𝐞𝐚𝐱
Proof. We have, by repeated differentiation,

𝐃𝐞𝐚𝐱 = 𝐚𝐞𝐚𝐱 , 𝐃𝟐 𝐞𝐚𝐱 = 𝐚𝟐 𝐞𝐚𝐱 , . . . , 𝐃𝐤 𝐞𝐚𝐱 = 𝐚𝐤 𝐞𝐚𝐱

Therefore,

(𝐃𝐧 + 𝐂𝟏 𝐃𝐧−𝟏 + . . . + 𝐜𝐧 )𝐞𝐚𝐱 = (𝐚𝐧 + 𝐂𝟏 𝐚𝐧−𝟏 + . . . + 𝐜𝐧 ) 𝐞𝐚𝐱

which is the substitution rule (12)

The exponential-shift rule. This handles expressions such as 𝐱 𝐤 𝐞𝐚𝐱 and 𝐱 𝐤 𝐬𝐢𝐧 𝐚𝐱.
𝐩(𝐃)𝐞𝐚𝐱 𝐮 = 𝐞𝐚𝐱 𝐩(𝐃 + 𝐚)𝐮 (13)

87
Proof. We prove it in successive stages. First, it is true when 𝐩(𝐃) = 𝐃, since by the product rule
for differentiation,
𝐃𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 𝐃𝐮(𝐱) + 𝐚𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 (𝐃 + 𝐚)𝐮(𝐱) (14)

To show the rule is true for 𝐃𝐤, we apply (14) to 𝐃 repeatedly:

𝐃𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 𝐃𝐮(𝐱) + 𝐚𝐞𝐚𝐱 𝐮(𝐱) = 𝐞𝐚𝐱 (𝐃 + 𝐚)𝐮(𝐱) by (14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)((𝐃 + 𝐚)𝐮) by (14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)𝟐 𝐮 by (10)

In the same way,

𝐃𝟑 𝐞𝐚𝐱 𝐮 = 𝐃(𝐃𝟐 𝐞𝐚𝐱 𝐮) = 𝐃(𝐞𝐚𝐱 (𝐃 + 𝐚)𝟐 𝐮) by the previous

= 𝐞𝐚𝐱 (𝐃 + 𝐚)((𝐃 + 𝐚)𝟐 𝐮) by (14)

= 𝐞𝐚𝐱 (𝐃 + 𝐚)𝟑 𝐮 by (10)

and so on. This shows that (13) is true for an operator of the form 𝐃𝐤 . To show it is true
for a general operator

𝐩(𝐃) = 𝐃𝐧 + 𝐚𝟏 𝐃𝐧−𝟏 + . . . + 𝐚𝐧 ,

we write (13) for each 𝐃𝐤(𝐞𝐚𝐱 𝐮), multiply both sides by the coefficient 𝐚𝐤 , and add up the resulting
equations for the different values of 𝐤.

Example 1
Evaluate (𝐃 − 𝟏)𝟑 𝐲 = 𝟎

We can expand (𝐃 − 𝟏)𝟑 = 𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏 that denotes a differential operator of order 3.

When applied to a function y (which we assume to be thrice differentiable) it yields

(𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏)𝐲 = 𝐃𝟑 𝐲 − 𝟑𝐃𝟐 𝐲 + 𝟑𝐃𝐲 − 𝐲

𝐝𝟑 𝐲 𝐝𝟐 𝐲 𝐝𝐲
𝟑 − 𝟑 𝟐 +𝟑 −𝐲=𝟎
𝐝𝐱 𝐝𝐱 𝐝𝐱

88
Example 2
Find 𝐃𝟑 𝐞−𝐱 𝐬𝐢𝐧 𝐱
Using exponential shifting.

𝐃𝟑 𝐞−𝐱 𝐬𝐢𝐧 𝐱 = 𝐞−𝐱 (𝐃 − 𝟏)𝟑 𝐬𝐢𝐧 𝐱 = 𝐞−𝐱 (𝐃𝟑 − 𝟑𝐃𝟐 + 𝟑𝐃 − 𝟏) 𝐬𝐢𝐧 𝐱

= 𝐞−𝐱 (𝟐 𝐜𝐨𝐬 𝐱 + 𝟐 𝐬𝐢𝐧 𝐱)

Since, 𝐃𝟐 𝐬𝐢𝐧 𝐱 = − 𝐬𝐢𝐧 𝐱 , and 𝐃𝟑 𝐬𝐢𝐧 𝐱 = − 𝐜𝐨𝐬 𝐱

Example 3
𝟑
Perform the operation (𝐃𝟐 + 𝟓𝐃 − 𝟏)(𝐭𝐚𝐧 𝟐𝐱 − )
𝐱

First, we need to distribute,

𝟑 𝟑
𝐃𝟐 𝐭𝐚𝐧 𝟐𝐱 + 𝟓𝐃 𝐭𝐚𝐧 𝟐𝐱 − 𝐭𝐚𝐧 𝟐𝐱 − 𝐃𝟐 − 𝟓𝐃 +
𝐱 𝐱
Then differential accordingly,
𝟔 𝟏𝟓 𝟑
𝟖 𝐬𝐞𝐜 𝟐 𝟐𝐱 (𝐭𝐚𝐧𝟐𝐱) – 𝟑 + 𝟏𝟎 𝐬𝐞𝐜 𝟐 𝟐𝐱 + 𝟐 – 𝐭𝐚𝐧𝟐𝐱 +
𝐱 𝐱 𝐱

HIGHER ORDER LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS

Solve 𝐧𝐭𝐡 order homogeneous linear equations

𝐚𝐧 𝐲 (𝐧) + 𝐚𝐧−𝟏 𝐲 (𝐧−𝟏) + . . . +𝐚𝟏 𝐲 ′ + 𝐚𝐨 𝐲 = 𝟎

Where 𝐚𝐧 , … , 𝐚𝟏 , 𝐚𝐨 are constant with 𝐚𝐧 ≠ 𝟎

Solution method:
1. Find the roots of the characteristic polynomial

𝐚𝐧 𝐲 (𝐧) + 𝐚𝐧−𝟏 𝐲 (𝐧−𝟏) + . . . +𝐚𝟏 𝐲 ′ + 𝐚𝐨 𝐲 = 𝟎

2. Evaluate the roots.
3. Use the proper formula and substitute.

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 Case I
If the roots from the auxiliary equation are real and distinct

𝐲 = 𝐂𝟏 𝐞𝐫𝟏 + 𝐂𝟐 𝐞𝐫𝟐 + 𝐂𝐧 𝐞𝐫𝐧𝐱 + 𝐂𝐧−𝟏 𝐞𝐫𝐧−𝟏𝐱 (1)

Example 4
Solve the IVP of the differential equation 𝐲 ′′ + 𝟏𝟏𝐲 ′ + 𝟐𝟒𝐲 = 𝟎, but 𝐲(𝟎) = 𝟎 and 𝐲 ′ (𝟎) = −𝟕
Transform the equation

(𝐃𝟐 + 𝟏𝟏𝐃 + 𝟐𝟒)𝐲 = 𝟎

Now, take the isolated equation, and we will have an auxiliary equation of

𝐦𝟐 + 𝟏𝟏𝐦 + 𝟐𝟒 = 𝟎

Solve for the roots, 𝐌𝟏 = −𝟖 and 𝐌𝟏 = −𝟑. As we can observe the roots are under CASE I,
Using (1)

𝐲 = 𝐂𝟏 𝐞−𝟖𝐱 + 𝐂𝟐 𝐞−𝟑𝐱

You can either start with −𝟑 and −𝟖. The answer will be the same

For the particular solution, It requires second derivative. So, we will differentiate our general
solution, which results
𝐲 ′ = −𝟖𝐂𝟏 𝐞−𝟖𝐱 − 𝟑𝐂𝟐 𝐞−𝟑𝐱

Now, plug in the initial conditions to get the following system of equations.
𝟎 = 𝐂𝟏 + 𝐂𝟐

−𝟕 = −𝟖𝐂𝟏 − 𝟑𝐂𝟐
𝟕 𝟕
Solving this system gives 𝐂𝟏 = and 𝐂𝟐 = − . The actual solution to the differential equation is
𝟓 𝟓
then
𝟕 −𝟑𝐱 𝟕 −𝟖𝐱
𝐲𝐩 = 𝐞 − 𝐞
𝟓 𝟓

90
Example 5
𝐝𝟑 𝐲 𝐝𝟐 𝐲 𝐝𝐲
Solve for the general solution of +𝟒 −𝟕 − 𝟏𝟎𝐲 = 𝟎
𝐝𝐱 𝟑 𝐝𝐱 𝟐 𝐝𝐱

The equation will be transformed into

(𝐃𝟑 + 𝟒𝐃𝟐 − 𝟕𝐃 − 𝟏𝟎)𝐲 = 𝟎

And we will have an auxiliary equation of

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎

For the roots, 𝐦𝟏 = −𝟏. 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓 which are real and distinct, so therefore, our
general solution will be

𝐲 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱

Case II

If the roots from the auxiliary equation are real and repeating

𝐲 = 𝐞𝐫𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱 + ⋯ + 𝐂𝐧 𝐱 𝐧−𝟏 ) (2)

Example 6
Solve the IVP 𝐲 ′′ − 𝟒𝐲 ′ + 𝟒𝐲 = 𝟎 when 𝐲(𝟎) = 𝟏𝟐 and 𝐲 ′ (𝟎) = 𝟑

Solve for the roots, for the equation 𝐦𝟐 − 𝟒𝐦 + 𝟒 = 𝟎

𝐦 𝟏 = 𝟐 = 𝐦𝟐

We can observe that the roots are equal and real, so we will be using (2) for the general solution

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

91
Now, for the particular solution we need to differentiate our general solution once

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

𝐲 ′ = 𝟐𝐞𝟐𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱) + 𝐂𝟐 𝐞𝟐 𝐱

Plugging in the initial conditions gives the following system

𝟏𝟐 = 𝐂𝟏

−𝟑 = 𝟐𝐂𝟏 + 𝐂𝟐
So, we have values for 𝐂𝟏 = 𝟏𝟐 and 𝐂𝟐 = −𝟐𝟕
Therefore, our particular solution will be
𝐲𝐩 = 𝟏𝟐𝐞𝟐𝐱 − 𝟐𝟕𝐱𝐞𝟐𝐱

Example 7
Solve the differential equation 𝟏𝟔𝐲 ′′ − 𝟒𝟎𝐲 + 𝟐𝟓 = 𝟎
𝟓
Solve for the roots, for the equation 𝐦𝟐 − 𝟏𝟒𝐦 + 𝟐𝟓 = 𝟎. 𝐦𝟏 = 𝐦𝟐 =
𝟒

𝟓
𝐲 = 𝐞𝟒𝐱 (𝐂𝟏 + 𝐂𝟐 𝐱)

Case III
If the roots of the auxiliary equation are distinct and conjugate
𝐲 = 𝐞𝐚𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐛𝐱) (3)

Example 8
Solve the differential equation 𝐲 ′′ − 𝟒𝐲 ′ + 𝟏𝟑𝐲 = 𝟎

We have 𝐦𝟏 = 𝟐 + 𝟑𝐢 and 𝐦𝟐 = 𝟐 − 𝟑𝐢, clearly this is under CASE III, using (3). Our values for
𝐚 = 𝟐 and 𝐛 = 𝟑. Plugging in all the values and we will have

𝐲 = 𝐞𝟐𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟑𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟑𝐱)

92
Example 9
Solve the differential equation 𝐲 ′′ − 𝟏𝟎𝐲 ′ + 𝟐𝟗 = 𝟎 if 𝐲(𝟎) = 𝟏 and 𝐲 ′ (𝟎) = 𝟑.

We have 𝐦𝟏 = 𝟓 + 𝟐𝐢 and 𝐦𝟐 = 𝟓 − 𝟐𝐢, clearly this is under CASE III, using (3). Our values for
𝐚 = 𝟓 and 𝐛 = 𝟐. Plugging in all the values and we will have

𝐲 = 𝐞𝟓𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱)

Case IV
If the roots of the auxiliary equation are repeated and conjugate
𝐲 = 𝐞𝐚𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐛𝐱) + 𝐞𝐚𝐱 (𝐂𝟏 𝐱 𝐬𝐢𝐧 𝐛𝐱 + 𝐂𝟐 𝐱 𝐜𝐨𝐬 𝐛𝐱) (4)

Example 10
Solve the general solution of the differential equation 𝐲 (𝟒) + 𝟖𝐲 ′′ + 𝟏𝟔𝐲 = 𝟎

For the roots of the equation we have, 𝐦𝟏 = 𝐦𝟑 = 𝟐𝐢 and 𝐦𝟐 = 𝐦𝟒 = −𝟐𝐢

Clearly, this is under CASE IV. We will use (4) and substitute all the values 𝐚 = 𝟎 and 𝐛 = 𝟐

𝐲 = 𝐞𝟎𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱) + 𝐞𝟎𝐱 (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝟐𝐱)
𝐲 = (𝐂𝟏 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝟐𝐱) + (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝟐𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝟐𝐱)

Example 11
Solve the general solution of the differential equation 𝐲 (𝟒) + 𝟒𝐲 (𝟑) + 𝟖𝐲 ′′ + 𝟖𝐲 ′ + 𝟒𝐲 = 𝟎

For the roots of the equation we have, 𝐦𝟏 = 𝐦𝟑 = −𝟏 + 𝐢 and 𝐦𝟐 = 𝐦𝟒 = −𝟏 − 𝐢

Substitute the values, where 𝐚 = −𝟏 and 𝐛 = 𝟏, and we will have an answer of

𝐲 = 𝐞−𝐱 (𝐂𝟏 𝐬𝐢𝐧 𝐱 + 𝐂𝟐 𝐜𝐨𝐬 𝐱) + 𝐞−𝐱 (𝐂𝟑 𝐱 𝐬𝐢𝐧 𝐱 + 𝐂𝟒 𝐱 𝐜𝐨𝐬 𝐱)

93
 NON-HOMOGENEOUS EQUATIONS: UNDETERMINED COEFFICIENTS

Unlike the homogeneous equation, non-homogeneous equation has a function at the right side of
its equation

𝐚𝐧 𝐲 𝐧 + 𝐚𝐧−𝟏 𝐲 𝐧−𝟏 + ⋯ + 𝐚𝟏 𝐲 ′ + 𝐚𝟎 𝐲 = 𝐟(𝐭)

The way that we will be solving the non-homogeneous equation is one step different to the
homogeneous equation. The formula of the solution is
𝐲 = 𝐲𝐜 + 𝐲𝐩

Which 𝐲𝐜 is the complementary equation, we can solve 𝐲𝐜 by utilizing what we have learned from
the previous lecture.

And 𝐲𝐩 is the particular solution of the given non – homogeneous equation.

Equivalent value for the functions at the right side of the non – homogeneous equation.

𝐚𝐱 𝟐 + 𝐛𝐱 + 𝐜 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂
𝐚𝐞𝐛𝐱 𝐀𝐞𝐛𝐱
𝐚 𝐬𝐢𝐧 𝐛𝐱 or 𝐚 𝐜𝐨𝐬 𝐛𝐱 𝐀 𝐬𝐢𝐧 𝐛𝐱 + 𝐁 𝐜𝐨𝐬 𝐛𝐱
𝐚𝐱 𝐧 𝐞𝐛𝐱 𝐀𝐱 𝐧 𝐞𝐛𝐱
𝐧 𝐧
𝐚𝐱 𝐬𝐢𝐧 𝐛𝐱 or 𝐚𝐱 𝐜𝐨𝐬 𝐛𝐱 𝐀𝐱 𝐬𝐢𝐧 𝐛𝐱 + 𝐁𝐱 𝐧 𝐜𝐨𝐬 𝐛𝐱
𝐧

We can observe all the coefficients at the left side (𝐚, 𝐛, 𝐜) are disregarded at the left side, in which
they are replaced by our undetermined coefficients (𝐀, 𝐁, 𝐂), hence, the functions of
𝐞, 𝐬𝐢𝐧𝐞, and 𝐜𝐨𝐬𝐢𝐧𝐞 remains.
But this method has limitations, it wont work to linear equation which contains variable
coefficients. In addition, the term 𝐟(𝐭) is should not be with these forms:

𝐚 𝐩𝐨𝐥𝐲𝐧𝐦𝐢𝐚𝐥 𝐩(𝐭) = 𝐚𝐨 + 𝐚𝟏 𝐭 + ⋯ + 𝐚𝐍 𝐭 𝐍 ,
𝐚𝐧 𝐞𝐱𝐩𝐨𝐭𝐞𝐧𝐭𝐢𝐚𝐥 𝐞𝐚𝐭

𝐜𝐨𝐬𝛃𝐭,
𝐬𝐢𝐧𝛃𝐭,
(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 ,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐜𝐨𝐬𝛃𝐭,
(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐬𝐢𝐧𝛃𝐭,

94
(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 𝐜𝐨𝐬𝛃𝐭,

(𝐚 𝐩𝐨𝐥𝐲𝐧𝐨𝐦𝐢𝐚𝐥) ∙ 𝐞𝐚𝐭 𝐬𝐢𝐧𝛃𝐭,

𝐚𝐧𝐝 𝐚𝐧𝐲 𝐥𝐢𝐧𝐞𝐚𝐫 𝐜𝐨𝐦𝐛𝐢𝐧𝐚𝐭𝐢𝐨𝐧 𝐚𝐛𝐨𝐯𝐞

So, any equation that has 𝐟(𝐭) we can solve them by using the method, as long as it doesn’t
belong to the equation listed above.

Example 12
Solve the differential equation 𝐲 ′′ − 𝟑𝐲 ′ − 𝟒𝐲 = 𝟑𝐞𝟐𝐱

First, we need to solve for the complementary solution of the equation

𝐲 = 𝐲𝐜 + 𝐲𝐩

At this point we will just consider our equation at the left side with will be transformed into an
auxiliary equation

𝐦𝟐 − 𝟑𝐦 − 𝟒 = 𝟎

Our roots are 𝐦𝟏 = 𝟒 and 𝐦𝟐 = −𝟏

𝐲𝐂 = 𝐂𝟏 𝐞𝟒𝐱 + 𝐂𝟐 𝐞−𝐱

Now we set aside our 𝐲𝐂 and solve for our 𝐲𝐏 . In solving the 𝐲𝐏 we will be utilizing the function at
the right side of our non – homogeneous equation.

𝐲𝐩 = 𝐀𝐞𝟐𝐱

At this point we will be differentiating our 𝐲𝐩 depending what is the highest order to our non –
homogeneous equation. Since the highest order is second, we will be differentiating 𝐲𝐩 to 𝐲𝐩′′ .

𝐲𝐩 = 𝐀𝐞𝟐𝐱

𝐲𝐩′ = 𝟐𝐀𝐞𝟐𝐱

𝐲𝐩′′ = 𝟒𝐀𝐞𝟐𝐱

Then we will substitute these values to our non – homogeneous equation

𝟒𝐀𝐞𝟐𝐱 − 𝟑(𝟐𝐀𝐞𝟐𝐱 ) − 𝟒𝐀𝐞𝟐𝐱 = 𝟑𝐞𝟐𝐱 → 𝟒𝐀𝐞𝟐𝐱 − 𝟔𝐀𝐞𝟐𝐱 − 𝟒𝐀𝐞𝟐𝐱 = 𝟑𝐞𝟐𝐱

𝟒𝐀 − 𝟔𝐀 − 𝟒𝐀 = 𝟑 → −𝟔𝐀 = 𝟑
𝟏
𝐀=−
𝟐

95
 𝟏
Therefore, our 𝐲𝐩 = − 𝐞𝟐𝐱 and now our general solution for the DE is
𝟐

𝟏
𝐲 = 𝐂𝟏 𝐞𝟒𝐱 + 𝐂𝟐 𝐞−𝐱 − 𝐞𝟐𝐱
𝟐

Example 13
Solve the general solution of 𝐲′′′ + 𝟒𝐲′′ − 𝟕𝐲′ − 𝟏𝟎𝐲 = 𝟐 𝐬𝐢𝐧 𝟐𝐱

First, solve for the complementary solution 𝐲𝐂 ,

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎
Having the roots of 𝐦𝟏 = −𝟏, 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓

𝐲𝐂 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱

Now for the 𝐲𝐏 , observing that the highest order is third

𝐲𝐏 = 𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝐁 𝐜𝐨𝐬 𝟐𝐱

𝐲𝐏′ = 𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 − 𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱

𝐲𝐏′′ = −𝟒𝐀 𝐬𝐢𝐧 𝟐𝐱 − 𝟒𝐁 𝐜𝐨𝐬 𝟐𝐱

𝐲𝐏′′′ = −𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱

Substitute to our non – homogeneous equation
−𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱 − 𝟒(−𝟒𝐀 𝐬𝐢𝐧 𝟐𝐱 − 𝟒𝐁 𝐜𝐨𝐬 𝟐𝐱) − 𝟕(𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 − 𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱) −
𝟏𝟎(𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝐁 𝐜𝐨𝐬 𝟐𝐱) = 𝟐 𝐬𝐢𝐧 𝟐𝐱
−𝟖𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟖𝐁 𝐬𝐢𝐧 𝟐𝐱 + 𝟏𝟔𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝟏𝟔𝐁 𝐜𝐨𝐬 𝟐𝐱 − 𝟏𝟒𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟏𝟒𝐁 𝐬𝐢𝐧 𝟐𝐱 − 𝟏𝟎𝐀 𝐬𝐢𝐧 𝟐𝐱 −
𝟏𝟎𝐁 𝐜𝐨𝐬 𝟐𝐱 = 𝟐 𝐬𝐢𝐧 𝟐𝐱
−𝟐𝟐𝐀 𝐜𝐨𝐬 𝟐𝐱 + 𝟔𝐁 𝐜𝐨𝐬 𝟐𝐱 + 𝟔𝐀 𝐬𝐢𝐧 𝟐𝐱 + 𝟐𝟐𝐁 𝐬𝐢𝐧 𝟐𝐱 = 𝟐 𝐬𝐢𝐧 𝟐𝐱

@ 𝐜𝐨𝐬 𝟐𝐱 @ 𝐬𝐢𝐧 𝟐𝐱
−𝟐𝟐𝐀 + 𝟔𝐁 = 𝟎 𝟏𝟏
−𝟔𝐀 + 𝟐𝟐(− 𝐀) = 𝟐
𝟏𝟏 𝟑
𝐁=− 𝐀 𝟑 𝟏𝟏
𝟑 𝐀= − and 𝐁 =
𝟏𝟑𝟎 𝟏𝟑𝟎

𝟑 𝟏𝟏
Therefore, our 𝐲𝐏 = − 𝐬𝐢𝐧 𝟐𝐱 + 𝐜𝐨𝐬 𝟐𝐱. Now our general solution will be
𝟏𝟑𝟎 𝟏𝟑𝟎

𝟑 𝟏𝟏
𝐲 = 𝐂𝟏 𝐞−𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝟓𝐱 − 𝐬𝐢𝐧 𝟐𝐱 + 𝐜𝐨𝐬 𝟐𝐱
𝟏𝟑𝟎 𝟏𝟑𝟎

96
Example 14
Solve 𝐭 ′′′ + 𝟒𝐭 ′′ − 𝟕𝐭 ′ − 𝟏𝟎𝐭 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱 if the initial values are 𝐭(𝟎) = −𝟐𝟎, 𝐭 ′ (𝟎) =
𝟐𝟗 𝟏𝟗
− , and 𝐭 ′′ (𝟎) = −
𝟓 𝟓

First, solve the complementary solution 𝐲𝐂

𝐦𝟑 + 𝟒𝐦𝟐 − 𝟕𝐦 − 𝟏𝟎 = 𝟎

The roots will be, 𝐦𝟏 = −𝟏, 𝐦𝟐 = 𝟐, and 𝐦𝟑 = −𝟓. Therefore, the solution is

𝐭 𝐂 = 𝐂𝟏 𝐞−𝟓𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝐱

Next will be the particular solution 𝐲𝐏 . As we can observe the function at the right side of the non
– homogenous equation are two different terms, we have 𝟏𝟎𝟎𝐱 𝟐 and 𝟔𝟒𝐞𝟑𝐱 .
In this case, we have two particular solutions
𝐭 𝐏 = 𝐭 𝐏𝟏 + 𝐭 𝐏𝟐

We let 𝐲𝐏𝟏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 and 𝐲𝐏𝟐 = 𝐃𝐞𝟑𝐱 and we will have

𝐭 𝐏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱
From the non – homogenous equation, we can see that the highest order is third, so we need to
differentiate our particular solution up to third derivative

𝐭 𝐏 = 𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱

𝐭 𝐏 ′ = 𝟐𝐀𝐱 + 𝐁 + 𝟑𝐃𝐞𝟑𝐱

𝐭 𝐏 ′′ = 𝟐𝐀 + 𝟗𝐃𝐞𝟑𝐱

𝐭 𝐏 ′′′ = 𝟐𝟕𝐃𝐞𝟑𝐱
We now substitute what we have solved to our non – homogenous equation
𝟐𝟕𝐃𝐞𝟑𝐱 + 𝟒(𝟐𝐀 + 𝟗𝐃𝐞𝟑𝐱 ) − 𝟕(𝟐𝐀𝐱 + 𝐁 + 𝟑𝐃𝐞𝟑𝐱 ) − 𝟏𝟎(𝐀𝐱 𝟐 + 𝐁𝐱 + 𝐂 + 𝐃𝐞𝟑𝐱 ) = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

𝟐𝟕𝐃𝐞𝟑𝐱 + 𝟖𝐀 + 𝟑𝟔𝐃𝐞𝟑𝐱 − 𝟏𝟒𝐀𝐱 − 𝟕𝐁 − 𝟐𝟏𝐃𝐞𝟑𝐱 − 𝟏𝟎𝐀𝐱 𝟐 − 𝟏𝟎𝐁𝐱 − 𝟏𝟎𝐂 − 𝟏𝟎𝐃𝐞𝟑𝐱 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

− 𝟏𝟎𝐀𝐱 𝟐 − (𝟏𝟒𝐀 − 𝟏𝟎𝐁)𝐱 + 𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 + (𝟐𝟕𝐃 + 𝟑𝟔𝐃 − 𝟐𝟏𝐃 − 𝟏𝟎𝐃)𝐞𝟑𝐱 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 + (−𝟏𝟒𝐀 − 𝟏𝟎𝐁)𝐱 − 𝟏𝟎𝐀𝐱 𝟐 + 𝟑𝟐𝐃𝐞𝟑𝐱 = 𝟏𝟎𝟎𝐱 𝟐 − 𝟔𝟒𝐞𝟑𝐱

97
Now we will solve the undetermined coefficients:

@𝐜𝐨𝐧𝐬𝐭𝐚𝐧𝐭𝐬 @𝐱
𝟖𝐀 − 𝟕𝐁 − 𝟏𝟎𝐂 = 𝟎 → (a) −𝟏𝟒𝐀 − 𝟏𝟎𝐁 = 𝟎 → (b)

@𝐱 𝟐 @𝐞𝟑𝐱
− 𝟏𝟎𝐀 = 𝟏𝟎𝟎 𝟑𝟐𝐃 = −𝟔𝟒
𝐀 = −𝟏𝟎 𝐃 = −𝟐

Using (b) for 𝐁 Using (a) for 𝐂

−𝟏𝟒(−𝟏𝟎) − 𝟏𝟎𝐁 = 𝟎 𝟖(−𝟏𝟎) − 𝟕(𝟏𝟒) − 𝟏𝟎𝐂 = 𝟎
𝐁 = 𝟏𝟒 𝟖𝟗
𝐂=−𝟓

𝟖𝟗
So, now our 𝐭 𝐏 = −𝟏𝟎𝐱𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱 . Then finally, our general solution is
𝟓

𝟖𝟗
𝐭 = 𝐂𝟏 𝐞−𝟓𝐱 + 𝐂𝟐 𝐞𝟐𝐱 + 𝐂𝟑 𝐞−𝐱 − 𝟏𝟎𝐱𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱
𝟓

Now for the particular solution, we need to differentiate our general solution up to second derivative.

@𝐭(𝟎) = −𝟐𝟎
𝟖𝟗
−𝟐𝟎 = 𝐂𝟏 + 𝐂𝟐 + 𝐂𝟑 − −𝟐
𝟓

𝟐𝟗
@𝐭′ (𝟎) = − 𝟓

𝟐𝟗
− = −𝟓𝐂𝟏 + 𝟐𝐂𝟐 − 𝐂𝟑 + 𝟏𝟒 − 𝟔
𝟓
𝟏𝟗
@𝐭′′ (𝟎) = −
𝟓

𝟏𝟗
− = 𝟐𝟓𝐂𝟏 + 𝟒𝐂𝟐 − 𝐂𝟑 − 𝟐𝟎 − 𝟏𝟖
𝟓

𝟏
We have three equation three unknowns, so the value for 𝐂𝟏 , 𝐂𝟐 , and 𝐂𝟑 are 𝟐, −𝟐, and −
𝟓
respectively.
Finally, our solution will be
𝟏 −𝐱 𝟖𝟗
𝐭 = 𝟐𝐞−𝟓𝐱 + −𝟐𝐞𝟐𝐱 − 𝐞 − 𝟏𝟎𝐱𝟐 + 𝟏𝟒𝐱 + − − 𝟐𝐞𝟑𝐱
𝟓 𝟓

98
 Self-Help: Refer to the sources below to help you further understand the
lesson.

Sources:
Cioranescu, D.(2012). Introduction to classical and variational partial differential equations.
Quezon City: The University of the Philippines Press
Zill, D.G.(2009). A first course in differential equations with modeling applications. 9 th Australia:
Brooks/Cole Cengage Learning

Let’s Check
Problem 1
𝟑
Find 𝐃𝟑 (𝟐𝐱 𝟐 − 𝟏)

99
Problem 2
Check whether the commutative law of multiplication is valid for the operators 𝐋 = 𝐃𝟐 + 𝟏 and
𝐌 = 𝟐𝐃 + 𝟑.

100
Problem 3
Let 𝐀 = 𝐃 + 𝟑 and 𝐁 = 𝟐𝐃 − 𝟏. Compute 𝐀𝐁𝐲

101
Problem 4
Solve the IVP, where 𝐱 = 𝐟(𝐭) and 𝐱" − 𝟒𝐱 = 𝟎 subject to the conditions that when 𝐭 = 𝟎, 𝐱 =
𝟎, and 𝐱′ = 𝟑

102
Problem 5
Solve y" − 5y = 0

103
Problem 6
Solve y" – y' – 2y = 0

104
Problem 7
(𝐝𝟐 𝐲) (𝐝𝐲)
Solve [(𝐝𝐱 𝟐 )] + 𝟒 [(𝐝𝐱)] + 𝟒𝐲 = 𝟎

105
Problem 8
(𝐝𝟐𝐱 )
Solve [(𝐝𝐭 𝟐)] = 𝟎

106
Problem 9
(𝐝𝟐 𝐲) (𝐝𝐲)
Solve the equation [(𝐝𝐱 𝟐 )] + 𝟐 [(𝐝𝐱)] + 𝐲 = 𝟎

107
Problem 10
Solve 𝐲′′ + 𝐲 = 𝟓𝐬𝐢𝐧𝐭

108
Problem 11
Solve 𝐲 ′′ − 𝟖𝐲 ′ + 𝟏𝟔𝐲 = 𝟐𝟒𝐱 + 𝟐

109
Problem 12
Solve 𝐲′′ − 𝟑𝐲′ − 𝟒𝐲 = −𝟐𝟓𝐜𝐨𝐬(𝟐𝐭)

110
Problem 13
Solve for 𝐲 ′′ − 𝟐𝐲 ′ + 𝟓𝐲 = 𝟒𝐞𝟑𝐭

111
Let’s Analyze
Problem 1
If A = D + 2 and B = 3D – 1 evaluate AB and BA

112
Problem 2
Let 𝐆 = 𝐱𝐃 + 𝟐 and 𝐇 = 𝐃 – 𝟏; Evaluate 𝐆(𝐇𝐲) and 𝐇(𝐆𝐲).

113
Problem 3
Check whether the commutative law of multiplication is valid for the operators 𝐋 = 𝐱𝐃 − 𝟏 and
𝐌 = 𝐃𝟐 + 𝐱 𝟐

114
Problem 4
Solve y" + 4y = 0

115
Problem 5
Solve the initial value problem 𝐲" − 𝟔𝐲′ + 𝟗𝐲 = 𝟎 with 𝐲(𝟎) = 𝟐, 𝐲′ (𝟎) = 𝟏.

116
Problem 6
Find the particular solution of the differential equation 𝐲" + 𝐲′ − 𝟔𝐲 = 𝟎, subject to the initial
conditions 𝐲 = 𝟒 and 𝐲′ = 𝟑 when 𝐱 = 𝟎.

117
Problem 7
𝐝𝟑 𝐲 𝐝𝟐 𝐲 𝐝𝐲
Solve the equation –𝟒 + + 𝟔𝐲 = 𝟎.
𝐝𝐱 𝟑 𝐝𝐱 𝟐 𝐝𝐱

118
Problem 8
Solve 𝐲′′′ − 𝟔𝐲′′ + 𝟏𝟏𝐲′ − 𝟔𝐲 = 𝟎 if 𝐲(𝛑) = 𝟎, 𝐲′ (𝛑) = 𝟎, 𝐲" (𝛑) = 𝟏.

119
Problem 9
Suppose that a 14-th order homogeneous linear differential equation with constant coefficients
have characteristic roots: −𝟑, 𝟏, 𝟎, 𝟎, 𝟐, 𝟐, 𝟐, 𝟐, 𝟑 + 𝟒𝐢, 𝟑 + 𝟒𝐢, 𝟑 + 𝟒𝐢, 𝟑 − 𝟒𝐢, 𝟑 − 𝟒𝐢, 𝟑 − 𝟒𝐢

120
Problem 10
Solve 𝐲′′′ − 𝟓𝐲′′ − 𝐲′ + 𝟓𝐲 = 𝟏𝟎𝐭 − 𝟔𝟑𝐞−𝟐𝐭 + 𝟐𝟗 𝐬𝐢𝐧(𝟐𝐭)

121
Problem 11
Solve the differential equation 𝐲″ − 𝟐𝐲′ − 𝟑𝐲 = 𝐞 𝟐𝐭 + 𝟑𝐭 𝟐 + 𝟒𝐭 − 𝟓 + 𝟓𝐜𝐨𝐬(𝟐𝐭)

122
Problem 12
Solve 𝐲″ − 𝟐𝐲′ − 𝟑𝐲 = 𝟑𝐭 𝟐 + 𝟒𝐭 – 𝟓 if the initial conditions are 𝐲(𝟎) = 𝟗, 𝐲′(𝟎) = −𝟒

123
Problem 13
Solve 𝐲 ″ − 𝟐𝐲 ′ + 𝟒𝐲 = 𝟖𝐭 − 𝟏𝟐𝐬𝐢𝐧 𝟐𝐭 𝐢𝐟 𝐭𝐡𝐞 𝐢𝐧𝐢𝐭𝐢𝐚𝐥 𝐜𝐨𝐧𝐝𝐢𝐭𝐢𝐨𝐧𝐬 𝐚𝐫𝐞 𝐲(𝟎) = −𝟐, 𝐲′(𝟎) = 𝟖

124
In a Nutshell
Activity 1
From what you have learn, summarize linear differential operators on your own brief words. And
the rules and theorems that are important to the next topic.

125
Activity 2
There is a complication that occurs under a certain circumstance, look for it and explain how did
it became an error.

𝐲″ − 𝟐𝐲′ − 𝟑𝐲 = 𝟓𝐞𝟑𝐭

126
Activity 3
Check whether the commutative law of multiplication is valid for the operators 𝐋 = 𝐱𝐃 − 𝟏 and
𝐌 = 𝐃𝟐 + 𝐱 𝟐

127
Big Picture
Week 6-7: Unit Learning Outcomes (ULO): At the end of the unit, you are expected to:
a. learn and solve about Laplace Transforms of Functions,
b. analyze and compute Inverse Laplace Transforms, and
c. Solve for Initial Value Problems using Laplace Transforms

Big Picture in Focus:

ULO-a. learn and solve about Laplace Transforms of Functions

Metalanguage
In this section, Laplace transform will be a tool for you to solve for IVP’s which will be
discussed in the next learning outcomes. Under this section will be the definition,
transforms of Elementary functions, transforms of 𝑒 −𝛼𝑡 𝑓(𝑡) – Theorem, and transforms
of 𝑡 𝑛 𝑓(𝑡) – Derivatives of Transforms. Being an engineer, you must contain this basic
knowledge to practice your field.
Please proceed immediately to the “Essential Knowledge” part since the first lesson
is also definition of essential terms.

Essential Knowledge
Laplace transforms are important for any engineer’s mathematical toolbox as they make
unraveling linear ODEs and related initial value problems, as well as systems of linear
ODEs, much easier. Such applications include: electrical networks, springs, mixing
problems, signal processing, and other areas of engineering and physics.
Laplace transform reduces the problem of solving a differential equation to an algebraic
problem.
Definition: Let f(t) be a given of function which is defined for all positive values y = t. We
multiply f(t) by 𝑒 −𝑠𝑡 and integrate with respect to t from zero to infinity. Then, if the resulting
integral exists, it is a function of s, say F(s); where s is a parameter which may be real or
complex.
∞
𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
0

128
The function F(s) is the Laplace transform of the original function f(t) and will be denoted
by ℒ(𝑓). The symbol ℒ, which transforms f(t) into F(s) is called the Laplace transformation
operator. Thus,
∞
𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0
The original function f(t) is called the inverse transform or inverse of F(s) and will be
denoted by ℒ −1 (𝐹). That is, f(t) = ℒ −1 (𝐹).

Example 1: Find the Laplace transform of f(t) = 1, when t > 0

∞
𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 (1)𝑑𝑡
0
𝑢 = −𝑠𝑡
𝑑𝑢 = −𝑠 𝑑𝑡
∞
= ∫ 𝑒 𝑢 𝑑𝑢
0
1
= − (𝑒 𝑢 )∞
0
𝑠
1
= − (𝑒 −𝑠𝑡 )∞0
𝑠
1
= − [𝑒 −𝑠(∞) − 𝑒 −𝑠(0) ]
𝑠
1
= − (0 − 1)
𝑠
1
𝐹(𝑠) = ; 𝑠 > 0
𝑠

Example 1: Find the Laplace transform of 𝑓(𝑡) = 𝑒 𝛼𝑡 , when t > 0

∞
𝐹(𝑠) = ℒ(𝑓) = ∫ 𝑒 −𝑠𝑡 (𝑒 𝛼𝑡 )𝑑𝑡
0
∞
= ∫ 𝑒 𝑡(𝑎−𝑠) 𝑑𝑡
0
𝑢 = 𝑡(𝑎 − 𝑠)
𝑑𝑢 = (𝑎 − 𝑠) 𝑑𝑡
∞
𝑑𝑢
= ∫ 𝑒𝑢
0 𝑎−𝑠
1
= (𝑒 𝑢 )∞
0
𝑎−𝑠
1 ∞
= (𝑒 𝑡(𝑎−𝑠) )0
𝑎−𝑠
1
= (𝑒 ∞(𝑎−𝑠) − 𝑒 0(𝑎−𝑠) )
𝑎−𝑠

129
 1
= (0 − 1)
𝑎−𝑠
−1
=
𝑎−𝑠
−1
=
−(−𝑎 − 𝑠)
1
𝐹(𝑠) = ; 𝑠>0
𝑠 − 𝑎

Table 6.1 Some functions f(t) and their Laplace Transforms

PROPERTIES OF LAPLACE TRANSFORM

1. LINEARITY PROPERTY:
If a and b are constants while f(t) and g(t) are functions of t, then

Example 1: Find the Laplace transform of 𝑓(𝑡) = 7𝑠𝑖𝑛𝑡.

ℒ(𝑓) = 7 ℒ(𝑠𝑖𝑛𝑡)
𝟕
𝑭(𝒔) = 𝟐
𝒔 +𝟏
Example 2: Find the Laplace transform of 𝑓(𝑡) = 2𝑡 + 3
ℒ(𝑓) = 2 ℒ(𝑡) + 3

130
 𝐹(𝑠) = 2 ℒ(𝑡) + 3
1 1
𝐹(𝑠) = 2( 2 ) + 3( )
𝑠 𝑠
𝟐 + 𝟑𝒔
𝑭(𝒔) =
𝒔𝟐

2. FIRST SHIFTING PROPERTY:

Example 3: Find the Laplace transform of 𝑓(𝑡) = 𝑒 −3𝑡 𝑐𝑜𝑠5𝑡

𝑠
ℒ(𝑓) = 2 ; (𝑤ℎ𝑒𝑟𝑒 𝑠 = 𝑠 + 3)
𝑠 + 52
𝒔+𝟑
𝓛(𝒇) =
(𝒔 + 𝟑)𝟐 + 𝟐𝟓
Example 4: Find the Laplace transform of 𝑓(𝑡) = 𝑡 3 𝑒 5𝑡
3!
ℒ(𝑓) = 3+1 ; (𝑤ℎ𝑒𝑟𝑒 𝑠 = 𝑠 − 5)
𝑠
𝟔
𝓛(𝒇) =
(𝒔 − 𝟓)𝟒

3. CHANGE OF SCALE PROPERTY

Example 5: Find the Laplace transform of 𝑓(𝑡) = 𝑐𝑜𝑠3𝑡

𝑠
Remember that, ℒ(cost) = 𝑠 2+12
𝑠
1 3
ℒ(cos3t) = ( 𝑠 2
)
3 ( ) +1
3
𝑠
1 3
ℒ(cos3t) = 3 ( 𝑠2
)
+1
9
𝑠
1 3
ℒ(cos3t) = 3 ( 𝑠2 +9
)
9
1 𝑠 9
ℒ(cos3t) = 3 ⌊(3)(𝑠2 +9)⌋
𝒔
ℒ(cos3t) = 𝒔𝟐 +𝟗
𝑠 2 − 𝑠+1
Example 6: Find the Laplace transform of 𝑓(2𝑡)𝑤ℎ𝑒𝑛 ℒ[f(t)]=(2𝑠+1)2(𝑠−1)
𝑠 2 𝑠
1 ( ) − +1
2 2
ℒ[f(2t)]=2 [ 𝑠 𝑠 ]
(2( )+1)2 ( −1)
2 2
𝑠2 𝑠
1 − +1
4 2
ℒ[f(2t)]= [ 2 (𝑠+1)2 (𝑠−2)
]
2

131
 𝑠2 −2𝑠+4
1 4
ℒ[f(2t)]=2 [ 𝑠−2 ]
(𝑠+1)2 ( )
2
1 𝑠 2−2𝑠+4 2
ℒ[f(2t)]=2 [( ) ((𝑠+1)2(𝑠−2))]
4
𝟏 𝒔𝟐 −𝟐𝒔+𝟒
ℒ[f(2t)]=𝟒 ((𝒔+𝟏)𝟐 (𝒔−𝟐))

4. MULTIPLICATION BY POWER OF t
If ℒ[f(t)] = F(s), then
𝑑𝑛
ℒ[𝑡 𝑛 𝑓(𝑡)] = (−1)𝑛 𝑑𝑠 𝑛 𝐹(𝑠)
Example 7: Find the Laplace transform of 𝑓(𝑡) = 𝑡𝑠𝑖𝑛(𝑡)
By looking at the exponent of t, we have n=1.
𝑑𝑛
ℒ[𝑡 𝑛 𝐹(𝑡)] = (−1)𝑛 𝑑𝑠 𝑛 𝐹(𝑠)
𝑑1 1
= (−1)1 ( 2 )
𝑑𝑠 𝑠 + 12
1
(𝑠 2 + 1)(0) − (1)(2𝑠)
= (−1) ( )
(𝑠 2 + 1)2
−2𝑠
= (−1) ( 2 )
(𝑠 + 1)2
𝟐𝒔
= 𝟐
(𝒔 + 𝟏)𝟐
Example 8: Find the Laplace transform of 𝑓(𝑡) = 𝑡(3𝑠𝑖𝑛2𝑡 − 2𝑐𝑜𝑠2𝑡)
2 𝑠
ℒ[3tsint2t] - ℒ[2tcos2t] = 3(−1)1 𝑑 [𝑠 2 +4] − 2(−1)1 𝑑 [𝑠 2+22]
(𝑠 2+4)(0) − (2)(2𝑠) (𝑠2 +4)(1) − (𝑠)(2𝑠)
= −3 [ ]+ 2[ ]
(𝑠 2+4)2 (𝑠 2+4)2
−4𝑠 −𝑠2 +4
= −3 [ ]+2[ ]
(𝑠 2+4)2 (𝑠2 +4)2
12𝑠 − 2𝑠 2 +8
= (𝑠2 +4)2
𝟐(𝟔𝒔 − 𝒔𝟐+𝟒)
= (𝒔𝟐 +𝟒)𝟐

5. DIVISION BY t
If ℒ[f(t)] = F(s), then
𝑓(𝑡) ∞
ℒ[ ] = ∫𝑠 𝐹 (𝑢)𝑑𝑢
𝑡
𝑓(𝑡)
Provided lim [ ]
𝑡−0 𝑡
𝑠𝑖𝑛2 𝑡
Example 9: Find the Laplace transform of 𝑓(𝑡) = 𝑡
𝑠𝑖𝑛2𝑡 1 − 𝑐𝑜𝑠2𝑡
By identity: 𝑓(𝑡) = =
𝑡 2
1 − 𝑐𝑜𝑠2𝑡 1 1 𝑠
ℒ[ ]= − 2 (𝑠 2 +4)
2 2𝑠

132
 1 1 𝑠
( − 2
= )
2 𝑠 𝑠 +4
𝑠𝑖𝑛2 𝑡 ∞1 1 𝑠
Thus, ℒ ( 𝑡 ) = ∫𝑠 2 (𝑠 − 𝑠 2 +4) 𝑑𝑠
∞ ∞
1 1 𝑠
=∫ 𝑑𝑠 − ∫ ( 2 ) 𝑑𝑠
𝑠 2𝑠 𝑠 2 𝑠 +4

𝑙𝑒𝑡 𝑢 = 𝑠 2 + 4; 𝑑𝑢 = 2𝑠𝑑𝑠
∞ ∞
1 1 𝑑𝑢
=∫ 𝑑𝑠 − ∫ ( )
𝑠 2𝑠 𝑠 2 2𝑢
∞ ∞
1 1
= [ 𝑙𝑛(𝑠)] − [ 𝑙𝑛 𝑠 2 + 4]
2 𝑠 4 𝑠
∞ ∞
1 1 2 2
[
= [ 𝑙𝑛(∞) − 𝑙𝑛(𝑠) ]] [ ( ) ]
− [ 𝑙𝑛 ∞ + 4 − 𝑙𝑛 (𝑠 + 4) ]
2 0
4 0

1 1
= [(∞) − 𝑙𝑛(𝑠)] − [ ∞ − 𝑙𝑛 (𝑠 2 + 4)]
2 4
1 1
= ∞ − 𝑙𝑛(𝑠) − ∞ + 𝑙𝑛(𝑠)
2 4
1
= [−2𝑙𝑛(𝑠) + 𝑙𝑛(𝑠 2 + 4)]
4
1
= [−𝑙𝑛(𝑠 2 ) + 𝑙𝑛(𝑠 2 + 4)]
4
𝟏 𝒔𝟐 + 𝟒
= 𝒍𝒏 ( 𝟐 )
𝟒 𝒔

6. LAPLACE TRANSFORMS OF DERIVATIVES

If f(t) is continuous and f'(t) is piecewise continuous for 0 t ≥, then
ℒ{ f'(t) } = s ℒ{f(t) } − f(0)
[Proof]
∞
ℒ[𝑓′′(𝑡) = ∫ 𝑓′(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0
Integration by parts by letting
u = e-st dv = f'(t) dt
-st
du= -se dt v = f(t)
∞
ℒ[𝑓′′(𝑡) = [𝑒 −𝑠𝑡
𝑓(𝑡)]∞
0 + 𝑠 ∫ 𝑓 ′(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = −𝑓 (0) + 𝑠ℒ[𝑓 (𝑡)]
0
= ℒ[𝑓′(𝑡) = 𝑠ℒ[𝑓(𝑡)] − 𝑓(0)

133
Theorem: f(t), f'(t), . . ., f(n-1)(t) are continuous functions for t ≥ 0, and f (n)(t) is
piecewise continuous function, then

EXAMPLE 10: Find the Laplace Transform of f(t) = sin at.

EXAMPLE 11: Find the Laplace Transform of f(t) =𝑡 2 .

𝑓(𝑡) = 𝑡 2 𝑓(0) = 0
𝑓′(𝑡) = 2𝑡 𝑓′(0) = 0
𝑓′′(𝑡) = 2 𝑓′′(0) = 2
ℒ(𝑓′′) = 𝑠 2 ℒ(𝑓) − 𝑠𝑓(0) − 𝑓′(0)
ℒ(2) = 𝑠 2 ℒ(𝑓) − 𝑠(0) − 0
2
= 𝑠 2 ℒ(𝑓)
𝑠
2
ℒ(𝑓) = 3
𝑠
Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Source
Kreyszig, E.(2011), Advance Engineering Mathematics.

134
Let’s Check
Find the Laplace Transform of the following (No specific method).
1. 𝑓(𝑡) = 2𝑡 + 3
2. 𝑓(𝑡) = 𝑐𝑜𝑠5𝑡
3. 𝑓(𝑡) = 𝑡 − 𝑐𝑜𝑠ℎ3𝑡
4. 𝑓(𝑡) = 𝑡 3 𝑒 5𝑡
5. 𝑓(𝑡) = 4𝑡 3 𝑒 −𝑡
6. 𝑓(𝑡) = 4𝑠𝑖𝑛ℎ3𝑡 − 18𝑒 −5𝑡
7. 𝑓(𝑡) = 2𝑒 −7𝑡 − 𝑡𝑒 −7𝑡
8. 𝑓(𝑡) = 𝑐𝑜𝑠 2 2𝑡

Let’s Analyze
Using a specific method, find the Laplace Transforms of the following.
1. Find the Laplace Transforms using Laplace transform of Derivatives given,
𝑓(𝑡) = 𝑠𝑖𝑛 𝑎𝑡
2. Find the Laplace Transforms using Multiplication by 𝑡 𝑛 given, 𝑓(𝑡) = 𝑡 2 𝑐𝑜𝑠 𝑎𝑡
1 − 𝑒 −𝑡
3. Find the Laplace Transforms using Division by t given, 𝑓(𝑡) =
𝑡
4. Find the Laplace Transforms using First Shifting Property, 𝑓(𝑡) = 𝑒 −2𝑡 𝑠𝑖𝑛4𝑡.
5. Find the Laplace Transforms using Change of Scale Property 𝑓(𝑡) = 2𝑠𝑖𝑛(−5𝑡)

In a Nutshell
The Laplace transform is used for solving differential and integral equations. In physics
and engineering it is used for analysis of linear time-invariant systems such as electrical
circuits, harmonic oscillators, optical devices, and mechanical systems. From the time
domain function f(t) to its frequency domain counterpart ℒ[f(t)](s). Such transforms can be
computed directly from the definition of Laplace transform
∞
𝐹(𝑠) = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
0

135
Q&A List
If you have any questions regarding Laplace Transform, kindly write down on the
table provided.

QUESTIONS ANSWERS
1.

2.

3.

4.

5.

136
 Big Picture in Focus:
ULO-b. analyze and compute Inverse Laplace Transforms

Metalanguage
In this section, you will learn about the Inverse of Laplace Transforms. Being an engineer,
you must contain this basic knowledge to practice your field. Please refer to these
definitions of terms to continue.
The Inverse Laplace transform is the transformation of a Laplace transform into a function
of time. If L{f(t)}=F(s) then f(t) is the inverse Laplace transform of F(s), the inverse being
written as:

Partial Fractions are algebraic technique of writing a quotient of polynomials in simpler

form.

Please proceed immediately to the “Essential Knowledge” part since the next lesson
is also definition of essential terms.

Essential Knowledge
In ULOa, we defined the Laplace transform of f by

We’ll also say that f is an inverse Laplace Transform of F, and write

To solve differential equations with the Laplace transform, we must be able to obtain f
from its transform F. There’s a formula for doing this, but we can’t use it because it
requires the theory of functions of a complex variable. Fortunately, we can use the table
of Laplace transforms to find inverse transforms that we will need. The table in the next
page shows the Inverse Laplace Functions of some Laplace Transforms

137
Table 6.2: Inverse Laplace Transform

Image source: [Link]

s2 − 3s +4
EXAMPLE 1: Find the Inverse Laplace Transform of F(s) =
s3
s2 − 3s + 4 1 1 1
ℒ −1 [ 3 ] = ℒ −1 [ ] − ℒ −1 3 [ 2 ] + ℒ −1 4 [ 3 ]
s s s s
3t 2−1 4t 3−1
= 1 − +
(2 − 1)! (3 − 1)!
4t 2
= 1 − 3t +
2
𝐟(𝐭) = 𝟏 − 𝟑𝐭 + 𝟐𝐭 𝟐
12 2s
EXAMPLE 2: Find the Inverse Laplace Transform of F(s) = s − 5 − s2 +49
12 2s 12 2s
ℒ −1 [ − 2 ] = ℒ −1 ( ) − ℒ −1 ( 2 )
s − 5 s + 49 s − 5 s + 49

𝐟(𝐭) = 𝟏𝟐𝐞𝟓𝐭 – 𝟐𝐜𝐨𝐬𝟕𝐭

138
 s+4
EXAMPLE 3: Find the Inverse Laplace Transform of F(s) = s2 − s − 6
Remember: From Algebra, a proper rational fraction can be resolved into a sum of
partial fractions. Please review them as we will not tackle that here.
s+4 s+4
Therefore, 2 = which makes this a distinct/non − linear factor
s −s−6 (s+2)(s−3)
s+4 A B
= +
(s − 3)(s + 2) s − 3 s + 2
s + 4 = A(s + 2) + B(s − 3)
@s = −2: − 2 + 4 = A(−2 + 2) + B(−2 − 3)
2 = B(−5)
B = − 2⁄5
@s = 3: 3 + 4 = A(3 + 2) + B(3 − 3)
7 = 5A
A = 7⁄5
NOTE: I do not require you to use this method only. You can use different method to solve for the
constants.
s+4 7⁄ −2⁄
F(s) = = 5
+ 5
s2 − s − 6 s − 3 s + 2
𝐬+𝟒
𝓛−𝟏 [ ] = 𝐟(𝐭) = 𝟕⁄ 𝐞𝟑𝐭 − 𝟐⁄ 𝐞−𝟐𝐭
𝐬𝟐 − 𝐬 − 𝟔 𝟓 𝟓

4s+5
EXAMPLE 4: Find the Inverse Laplace Transform of F(s) = (s − 1)2 (s+2)
4s + 5 A B C
2
= + 2
+
(s − 1) (s + 2) s − 1 (s − 1) s +2
𝟒𝐬 + 𝟓 = 𝐀(𝐬 − 𝟏)(𝐬 + 𝟐) + 𝐁(𝐬 + 𝟐) + 𝐂(𝐬 − 𝟏)𝟐

𝟒𝐬 + 𝟓 = 𝐀𝐬 𝟐 + 𝐀𝐬 − 𝟐𝐀 + 𝐁𝐬 + 𝟐𝐁 + 𝐂𝐬 𝟐 − 𝟐𝐂𝐬 + 𝐂
@s = 1: 4 + 5 = B(3)
B=3
@s = −2: −8 + 5 = 9C
C = −1⁄3
@s 2 : 0 = A + C
0 = A − 1⁄3
A = 1⁄3
4s + 5 1⁄ 3 1⁄
3 3
2
= + 2
−
(s − 1) (s + 2) s − 1 (s − 1) s +2
𝟒𝐬 + 𝟓
𝓛−𝟏 [ 𝟐
] = 𝐟(𝐭) = 𝟏⁄𝟑 𝐞𝐭 + 𝟑𝐭𝐞𝐭 − 𝟏⁄𝟑 𝐞−𝟐𝐭
(𝐬 − 𝟏) (𝐬 + 𝟐)

139
 Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Sources:
Fox,H., Bolton, B.,( 2002). in Mathematics for Engineers and Technologists
Kreyszig, E.(2011), Advance Engineering Mathematics.

Let’s Check
Find the Inverse Laplace Transform of the following.
3
1. 𝐹(𝑠) = 2
𝑠 +5
1
2. 𝐹(𝑠) =
3𝑠 − 5
5𝑠
3. 𝐹(𝑠) = 2
𝑠 +9
2
4. 𝐹(𝑠) = 4
3𝑠
3𝑠 + 2
5. 𝐹(𝑠) = 2
𝑠 + 25

Let’s Analyze
Find the Inverse Laplace Transform of the following.
𝑠+2
1. 𝐹(𝑠) = 2
𝑠 − 4𝑠 + 13
3(𝑠 2 − 2)2
2. 𝐹(𝑠) =
2𝑠 5
5𝑠 + 3
3. 𝐹(𝑠) =
(𝑠 − 1)(𝑠 2 + 2𝑠 + 5)
1
4. 𝐹(𝑠) = 2
(𝑠 + 6𝑠 + 13)
𝑠 − 1
5. 𝐹(𝑠) =
(𝑠 + 3)(𝑠 2 + 2𝑠 + 2)

In a Nutshell
Given F(s) and f(t),
𝐹(𝑠)
= ℒ𝑓(𝑠), 𝑡ℎ𝑒𝑛 𝑓(𝑡) 𝑖𝑠 𝑐𝑎𝑙𝑙𝑒𝑑 𝑡ℎ𝑒 𝑖𝑛𝑣𝑒𝑟𝑠𝑒 𝑙𝑎𝑝𝑙𝑎𝑐𝑒 ℒ 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚 𝑜𝑓 𝐹(𝑠), 𝑎𝑛𝑑 𝑖𝑠 𝑑𝑒𝑛𝑜𝑡𝑒𝑑 𝑏𝑦
𝑓(𝑡) = ℒ −1 𝐹(𝑡) ℒ −1 {𝐹(𝑠)}(𝑡)
𝐹 = ℒ(𝑓) 𝑓 = ℒ −1 (𝐹)

140
Q&A List
If you have any questions regarding Inverse Laplace Transform, kindly write down
on the table provided.

QUESTIONS ANSWERS
1.

2.

3.

4.

5.

141
 Big Picture in Focus:
ULO-c. Solve for Initial Value Problems using Laplace Transforms

Metalanguage
In this section, you will learn about solving Initial Value Problems. Being an engineer, you
must contain this basic knowledge to practice your field. Now what is an Initial Value
Problem?
An Initial Value Problem (or IVP) is a differential equation along with an appropriate
number of initial conditions. Some examples are given below,

You need to have the skills in solving for Laplace transforms in order to understand this
topic. Please proceed immediately to the “Essential Knowledge” part since the next
lesson is also definition of essential terms.

Essential Knowledge
As we have seen, most differential equations have more than one solution. For a first-
order equation, the general solution usually involves an arbitrary constant C, with one
particular solution corresponding to each value of C.

What this means is that knowing a differential equation that a function y(x) satisfies is not
enough information to determine y(x). To find the formula for y(x) precisely, we need one
more piece of information, usually called an initial condition. For example, suppose we
know that a function y(x) satisfies the differential equation.
𝑦′ = 𝑦
It follows that
𝑦(𝑥) = 𝐶𝑒 𝑥

for some constant C. If we want to determine C, we need atleast one more piece of
information about the function y(x). For example, if we also know that
𝑦(0) = 3

the value of C must be 3, and hence 𝑦(𝑥) = 3𝑒 𝑥 .

142
For example, 𝑦′ = 𝑦, 𝑦(0) = 3 is an initial value problem, whose solution is 𝑦 = 3𝑒 𝑥 .
In general, we expect that every initial value problem has exactly one solution. We can
find this solution using the following procedure.

Remember in your first topic:

Refresher.. Find the solution of the following initial value problem.
𝑦′ = −𝑦 2 , 𝑦(0) = 5
SOLUTION:
𝑑𝑦
∫ = ∫ 𝑑𝑥
−𝑦 2
1
= 𝑥+𝐶
𝑦
1
𝑦=
𝑥+𝐶
Plugging in x = 0 and y = 5 gives the equation
1
5=
0+𝐶
1 1
𝐶= 𝑠𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑒 𝑡𝑜 𝑦 =
5 𝑥+𝐶

Which gives us
𝟓
𝒚=
𝟓𝒙 + 𝟏
143
 How about using Laplace transform?
Solving differential equations using ℒ [ ].
 Homogeneous IVP.
 First, second, higher order equations.
 Non-homogeneous IVP.
Very Important!!! Please recall: Partial fraction decompositions.
Solving differential equations using ℒ[ ].

Idea of the method:

Homogeneous IVP

EXAMPLE 1: Use the Laplace transform to find the solution y(t) to the IVP
y′′−y′−2y= 0, y(0) = 1, y′(0) = 0.

Solution: Compute the ℒ[ ] of the differential equation,

ℒ [y′′−y′−2y] = ℒ [0] ⇒ ℒ [y′′−y′−2y] = 0.
The ℒ[ ] is a linear function, so
ℒ[y′′] − ℒ[y′] −2 ℒ [y] = 0
Derivatives are transformed into power functions,
[s2 ℒ [y] − s y(0)− y′(0)] − [s ℒ [y] − y(0)] − 2 ℒ [y] = 0,

We obtain(s2−s−2) ℒ[y] = (s−1) y(0) + y′(0).

Introduce the initial condition,
(s2−s−2) ℒ[y] = (s−1)
We can solve for the unknown ℒ[y] as follows,

144
 (𝑠 − 1)
ℒ[𝑦] =
(𝑠 2
− 𝑠 − 2)
The partial fraction method: Find the zeros of the denominator,

Therefore, we rewrite:
(𝑠 − 1)
ℒ[𝑦] =
(𝑠 − 2)(𝑠 + 1)

Find constants a and b such that

(𝑠 − 1) 𝑎 𝑏
= +
(𝑠 − 2)(𝑠 + 1) 𝑠 − 2 𝑠 + 1

Note: You can use

other method to get
the constants

EXAMPLE 2: Use the Laplace transform to find the solution y(t) to the IVP
y′′−4y′+4y= 0, y(0) = 1, y′(0) = 1.
Solution: Compute the ℒ[ ] of the differential equation,
ℒ [y′′−4y′+4y] = ℒ [0] ⇒ ℒ [y′′−y′−2y] = 0.
The ℒ[ ] is a linear function, so
ℒ[y′′] − 4ℒ[y′] +4 ℒ [y] = 0
145
Derivatives are transformed into power functions,
[s2 ℒ [y] − s y(0)− y′(0)] − 4[s ℒ [y] − y(0)] + 4 ℒ [y] = 0,

We obtain(s2−4s+4) ℒ[y] = (s−4)y(0) + y′(0).

Introduce the initial condition,
(s2−4s+4) ℒ[y] = (s−3)

We can solve for the unknown ℒ[y] as follows

(𝑠 − 3)
ℒ[𝑦] = 2
(𝑠 − 4𝑠 + 4)

First, second, higher order equations

EXAMPLE 3:

146
Non-homogeneous IVP
EXAMPLE 4:

147
148
149
 Self-Help: You can also refer to the sources below to help you further
understand the lesson.

Sources:
Fox,H., Bolton, B.,( 2002). in Mathematics for Engineers and Technologists
Kreyszig, E.(2011), Advance Engineering Mathematics.

e- source:
[Link]

Let’s Check
Determine the following equations if they are Homogeneous IVP, First, second, higher
order equations and Non-homogeneous IVP.

1. y′′ − 10y ′ + 9y = 5t y(0) and y′(0)=2

2. y'' + y' - 2y = 4 y(0) = 2 y'(0) = 1

3. y′′−3y′+ 2y= 3cos(3t) y(0) = 2, y′(0) = 3

4. y′′−y′−2y= 0, y(0) = 1 y′(0) = 2

5.

Let’s Analyze
Use Laplace Transform to find the solution of the IVP.

1. y′′ − 10y ′ + 9y = 5t y(0) and y′(0)=2

2. y'' + y' - 2y = 4 y(0) = 2 y'(0) = 1

3. y′′−3y′+ 2y= 3cos(3t) y(0) = 2, y′(0) = 3

4. y′′−y′−2y= 0, y(0) = 1 y′(0) = 2

5.

150
In a Nutshell
In solving DE using Laplace,

Q&A List
If you have any questions regarding Initial Value Problems using Laplace
Transform, kindly write down on the table provided.

QUESTIONS ANSWERS
1.

2.

3.

4.

5.

151
Week 8-9: Unit Learning Outcomes (ULO): At the end of the unit, you are expected to
a. understands how to solve Laplace transform and its application, and;
b. knows the solution of system of linear differential equation with initial
values/simultaneous solution to DE

Big Picture in Focus.

ULOa: understand how to solve Laplace transform and its application

Metalanguage
In this section, Laplace transform, and its application is a big task that you must
undertake and master, by this you can solve situational problems shifting theories, unit-
step function, and its applications. Being an engineer, you must contain this basic
knowledge to practice your field. Please refer to these definitions in case you will
encounter difficulty in the in understanding educational concepts.
Please proceed immediately to the "Essential Knowledge" part since the first lesson
is also definition of essential terms.

Essential Knowledge
The knowledge that you had gained from the previous topics will play a big role at this
part of the subject. Solving the general solution and particular solution, and deciding what
first order differential equation must be utilized to model/generate the solution.

152
The Unit-Step Function (Heaviside)
In engineering applications, we frequently encounter functions whose values change
abruptly at the specified time 𝑡 values. A common example is when the voltage is switched
on or off in an electrical circuit at a specified time 𝑡 value.

The value of 𝑡 = 0 is usually taken as a convenient time to switch on or off the voltage.
The switching process can be mathematically described by the function called the Unit
Step Function (otherwise known as the Heaviside function after Oliver Heaviside).

The unit step function, 𝑢(𝑡 − 𝑎), is defined as

𝟎 𝟎≤𝒕<𝒂
𝒖(𝒕 − 𝒂) = {
𝟏 𝒕≥𝒂

Notice that we define 𝑢(𝑡 − 𝑎) only on the nonnegative t-axis, since this is all that we are
concerned with in the study of the Laplace transform. In a broader sense 𝑢(𝑡 − 𝑎) = 0 for
𝑡 < 𝑎. The graph of 𝑢(𝑡 − 𝑎) is given in the figure 4.1:

Figure 4.1

When the function 𝑓 defined for 𝑡 ≥ 0 is multiplied by 𝑢(𝑡 − 𝑎), the unit step function “turns
off” a portion of the graph of that function. For example, consider the function 𝑓(𝑡) = 2𝑡 −
3. To “turn off” the portion of the graph of 𝑓 for 0 ≤ 𝑡 < 1, we simply form the product
(2𝑡 − 3)𝑢(𝑡 − 1). See the figure 4.2. In general the graph of 𝑓 (𝑡)𝑢(𝑡 − 𝑎) is 0 (𝑜𝑓𝑓) for
0 ≤ 𝑡 < 𝑎 and is the portion of the grapho of 𝑓(𝑜𝑛) for 𝑡 ≥ 𝑎.

153
 Figure 4.2 Function is 𝑓(𝑡) = (2𝑡 − 3)𝑢(𝑡 − 1)

Figure 4.3 Function is 𝑓(𝑡) = 2 − 3𝑢(𝑡 − 2) + 𝑢(𝑡 − 3)

The unit step function can also be used to write piecewise-defined functions in a compact form.
For example, if we consider 0 ≤ 𝑡 < 2, 2 ≤ 𝑡 < 3. and 𝑡 ≥ 3 and the corresponding value of
𝑢(𝑡 − 2) and 𝑢(𝑡 − 3), it should be apparent, that the piecewise-defined function shown in the
figure 4.3 is the same as 𝑓(𝑡) = 2 − 3𝑢(𝑡 − 2) + 𝑢(𝑡 − 3). Also, a general piecewise-defined
function of the type

𝒈(𝒕), 𝟎≤𝒕<𝒂
𝒇(𝒕) = { (9)
𝒉(𝒕), 𝒕≥𝒂

Is the same as

𝒇(𝒕) = 𝒈(𝒕) − 𝒈(𝒕)𝒖(𝒕 − 𝒂) + 𝒉(𝒕)𝒖(𝒕 − 𝒂) (10)

154
Similarly, a function of the type

𝟎, 𝟎≤𝒕<𝒂
𝒇(𝒕) = {𝒈(𝒕), 𝒂 ≤ 𝒕 < 𝒃 (11)
𝟎, 𝒕≥𝒃

Can be written

𝒇(𝒕) = 𝒈(𝒕)[𝒖(𝒕 − 𝒂) − 𝒖(𝒕 − 𝒃)] (12)

Example 4.1
20𝑡, 0≤𝑡<5
Express 𝑓 (𝑡) = { in terms of unit step functions. Graph.
0, 𝑡≥5

Solution

Figure 4.4 Function is 𝑓(𝑡) = 20𝑡 = 20𝑡𝑢(𝑡 − 5)

The graph of 𝑓 is given in Figure 4.4. Now form (9) and (10) with 𝑎 = 5, 𝑔(𝑡) =
20𝑡, and ℎ (𝑡) = 0 we get

𝒇(𝒕) = 𝟐𝟎𝒕 − 𝟐𝟎𝒕𝒖(𝒕 − 𝟓).

155
Consider a general function 𝑦 = 𝑓(𝑡) defined for 𝑡 ≥ 0. The piecewise-defined function

𝟎, 𝟎≤𝒕<𝒂
𝒇(𝒕 − 𝒂)𝒚(𝒕 − 𝒂) = { ( (13)
𝒇 𝒕 − 𝒂), 𝒕≥𝒂

Plays a significant role in the discussion that follows. As shown in Figure 4.5, for 𝑎 > 0
the graph of the function 𝑦 = 𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎), coincides with the graph of 𝑦 = 𝑓(𝑡 − 𝑎)
for 𝑡 ≥ 𝑎 (which is the entire graph of 𝑦 = 𝑓 (𝑡), 𝑡 ≥ 0 shifted 𝑎 units to the right on the
𝑡 − 𝑎𝑥𝑖𝑠), but is identically zero for 0 ≤ 𝑡 < 𝑎.

Figure 4.5

We saw in the unit-step function that an exponential multiple of 𝑓(𝑡) results in a translation
of the transform 𝐹(𝑠) on the 𝑠-axis. As a consequence of the next theorem we see that
whenever 𝐹(𝑠) is multiplied by an exponential function 𝑒 −as , 𝑎 > 0, the inverse transform
of the product 𝑒 −as 𝐹(𝑠) is the function 𝑓 shifted along the 𝑡-axis in the manner illustrated
in Figure 7.5(b). This result, presented next in its direct transform version, is called the
second translation theorem, or second shifting theorem.

156
Second Translation
If 𝐹(𝑠) = ℒ{𝑓 (𝑡)} and 𝑎 > 0, then

𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = 𝒆−𝐚𝐬𝑭(𝒔)

Proof
By the additive interval property of integrals,

∞
∫ 𝒆−𝒂𝒔 𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)𝒅𝒕
𝟎

can be written as two integrals:

𝒂 ∞
𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = ∫ 𝒆−𝒂𝒔 𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)𝒅𝒕 + ∫ 𝒆−𝒂𝒔 𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)𝒅𝒕
𝟎 𝒂
∞
𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = ∫ 𝒆−𝒂𝒔𝒇(𝒕 − 𝒂)𝒅𝒕
𝒂

Now if we let 𝑣 = 𝑡 − 𝑎, 𝑑𝑣 = 𝑑𝑡 in the last integral, then

∞
𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = ∫ 𝒆−𝒔(𝒗+𝒂) 𝒇(𝒗)𝒅𝒗
𝒂
∞
𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = ∫ 𝒆−𝒔𝒗 𝒇(𝒗)𝒅𝒗
𝒂
∞
𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = 𝒆−𝒔𝒂 ∫ 𝒆−𝒔𝒗𝒇(𝒗)𝒅𝒗
𝒂

𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂)} = 𝒆−𝒔𝒂𝓛{𝒇(𝒕)}

157
We often wish to find the Laplace transform of just a unit step function. This can be from
either Laplace transform or second translation. If we identify 𝑓 (𝑡) = 1 in unit-step function,
1
then 𝑓 (𝑡 − 𝑎) = 1, 𝐹 (𝑠) = ℒ {1} = , and so
𝑠

𝒆−𝒂𝒔
𝓛{𝒖(𝒕 − 𝒂)} = (14)
𝒔

Example 4.2
By using (14), the Laplace transform of the function [ 𝑓(𝑡) = 2 − 3𝑢(𝑡 − 2) + 𝑢(𝑡 − 3)] in
Figure 4.3 is

𝓛{𝒇(𝒕)} = 𝟐𝓛{𝟏} − 𝟑𝓛{𝒖(𝒕 − 𝟐)} + 𝓛{𝒖(𝒕 − 𝟑)}

𝟏 𝒆−𝟐𝒔 𝒆−𝟑𝒔
𝓛{𝒇(𝒕)} = 𝟐 ( ) − 𝟑 ( )+
𝒔 𝒔 𝒔

Example 4.3
𝓛{𝒆𝟐−𝒕 𝒖(𝒕 − 𝟐)}

Solution
The Laplace transform of the given function is

𝓛{𝒆𝟐−𝒕 𝒖(𝒕 − 𝟐)} = 𝓛{𝒆−(𝒕−𝟐) 𝒖(𝒕 − 𝟐)}

And According to second translation theorem

𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) = 𝒆𝒂𝒔 𝑭(𝒔)

Where

158
 𝑭(𝒔) = 𝓛{𝒇(𝒕)}
Hence,

𝓛{𝒆−(𝒕−𝟐) 𝒖(𝒕 − 𝟐)} = 𝒆−𝟐𝒔 𝓛{𝒆−𝒕 }

Since, 𝓛{𝒆𝒂𝒕 𝒇(𝒕)} = 𝑭(𝒔 − 𝒂)

𝒆−𝟐𝒔
𝓛{𝒆−(𝒕−𝟐) 𝒖(𝒕 − 𝟐)} =
𝑠+1

Example 4.4
𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)}

Solution
Try to make the function look like the unit step function whenever you can where

𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) = 𝒆−𝒂𝒔𝑭(𝒔)

Then our equation will become

𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)} = 𝓛{[𝟑(𝒕 − 𝟏) + 𝟒]𝒖(𝒕 − 𝟏)}

Take note that 3𝑡 + 1 is converted to

𝟑𝒕 + 𝟏 = 𝟑𝒕 − 𝟑 + 𝟒
𝟑𝒕 + 𝟏 = 𝟑(𝒕 − 𝟏) + 𝟒

159
Then, distribute the function 𝒖(𝒕 − 𝟏)

𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)} = 𝓛{𝟑(𝒕 − 𝟏)𝒖(𝒕 − 𝟏) + 𝟒𝒖(𝒕 − 𝟏)}

𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)} = 𝟑𝓛{(𝒕 − 𝟏)𝒖(𝒕 − 𝟏)} + 𝟒𝓛{𝒖(𝒕 − 𝟏)}

If 𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) = 𝒆𝒂𝒔𝑭(𝒔) then,

𝟑𝒆−𝒔 𝟒𝒆−𝒔
𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)} = +
𝒔𝟐 𝒔

𝒆−𝒔 𝟑
𝓛{(𝟑𝒕 + 𝟏)𝒖(𝒕 − 𝟏)} = ( + 𝟒)
𝒔 𝒔

Example 4.5
𝝅
𝓛 {𝐬𝐢𝐧(𝒕) 𝒖 (𝒕 − )}
𝟐

Solution
Try to make the function look like the unit step function whenever you can where

𝓛{𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) = 𝒆−𝒂𝒔𝑭(𝒔)

Then our equation will become

𝝅 𝝅 𝝅 𝝅
𝓛 {𝐬𝐢𝐧(𝒕) 𝒖 (𝒕 − )} = 𝓛 {𝐬𝐢𝐧 [(𝒕 − ) + ] 𝒖 (𝒕 − )}
𝟐 𝟐 𝟐 𝟐

𝜋
Since we know that, sin (𝑥 + ) = cos(𝑥 ), then
2

160
 𝝅 𝝅 𝝅
𝓛 {𝐬𝐢𝐧(𝒕) 𝒖 (𝒕 − )} = 𝓛 {𝒄𝒐𝒔 (𝒕 − ) 𝒖 (𝒕 − )}
𝟐 𝟐 𝟐
𝒔𝝅
𝝅 𝒔𝒆− 𝟐
𝓛 {𝐬𝐢𝐧(𝒕) 𝒖 (𝒕 − )} = 𝟐
𝟐 𝒔 +𝟏

Inverse Form of Unit-Step Function

If 𝑓 (𝑡) = 𝓛−𝟏 {𝑭(𝒔)} and 𝑎 > 0, then,

𝓛−𝟏 {𝒆−𝒂𝒔 𝑭(𝒔)} = 𝒇(𝒕 − 𝒂)𝒖(𝒕 − 𝒂) (15)

Example 4.6
𝝅𝒔
−
𝒆−𝟐𝒔 𝒔𝒆 𝟐
By using (15), evaluate (𝑎)𝓛−𝟏 { }, (𝑏) 𝓛−𝟏 { 𝒔𝟐+𝟗 }
𝒔−𝟒

Solution
1
(a) With the identifications 𝑎 = 2, 𝐹 (𝑠) = 𝑠−4, and ℒ −1 {𝐹 (𝑠)} = 𝑒 4𝑡 , we have

𝒆−𝟐𝒔
𝓛−𝟏 { } = 𝒆𝟒(𝒕−𝟐)𝒖(𝒕 − 𝟐)
𝒔−𝟒

𝜋 𝑠
(b) With 𝑎 = 2 , 𝐹 (𝑠) = 𝑠 2 +9, and ℒ −1 {𝐹 (𝑠)} = 𝑐𝑜𝑠3𝑡, yields
𝝅𝒔
−𝟏
𝒔𝒆− 𝟐 𝝅 𝝅
𝓛 { 𝟐 } = 𝒄𝒐𝒔𝟑 (𝒕 − ) 𝒖 (𝒕 − )
𝒔 +𝟗 𝟐 𝟐

The last expression can be simplified somewhat by using the addition formula for the
cosine. Verify that the result is the same as
𝝅
(−𝒔𝒊𝒏𝟑𝒕)𝒖 (𝒕 − )
𝟐

161
Example 4.7
(𝟏 + 𝒆−𝟐𝒔)𝟐
𝓛−𝟏 { }
𝒔+𝟐

Solution
First, we need to expand the equation (𝟏 + 𝒆−𝟐𝒔 )𝟐

(𝟏 + 𝒆−𝟐𝒔)𝟐 𝟏 + 𝟐𝒆−𝟐𝒔 + 𝒆−𝟒𝒔

𝓛−𝟏 { } = 𝓛−𝟏 { }
𝒔+𝟐 𝒔+𝟐

Then, distribute the inverse Laplace and the denominator in each term in its numerator,
and also factor out the constant

(𝟏 + 𝒆−𝟐𝒔 )𝟐 𝟏 𝒆−𝟐𝒔 𝒆−𝟒𝒔

𝓛−𝟏 { } = 𝓛−𝟏 { } + 𝟐𝓛−𝟏 { } + 𝓛−𝟏 { }
𝒔+𝟐 𝒔+𝟐 𝒔+𝟐 𝒔+𝟐

At 𝑎 = 2

(𝟏 + 𝒆−𝟐𝒔 )𝟐
𝓛−𝟏 { } = 𝒆−𝟐𝒕 + 𝟐𝒆−𝟐(𝒕−𝟐) 𝒖(𝒕 − 𝟐) + 𝒆−𝟐(𝒕−𝟒) 𝒖(𝒕 − 𝟒)
𝒔+𝟐

Example 4.8
𝝅𝒔
−𝟏
𝒔𝒆− 𝟐
𝓛 { 𝟐 }
𝒔 +𝟒

Solution
𝜋
Here, we have 𝑎 = and 𝑓 (𝑡) = 𝑐𝑜𝑠2𝑡
2
𝝅𝒔
−𝟏
𝒔𝒆− 𝟐 𝝅 𝝅
𝓛 { 𝟐 } = 𝒄𝒐𝒔 [𝟐 (𝒕 − )] 𝒖 (𝒕 − )
𝒔 +𝟒 𝟐 𝟐

162
Now simply the equation
𝝅𝒔
−𝟏
𝒔𝒆− 𝟐 𝝅
𝓛 { 𝟐 } = 𝒄𝒐𝒔(𝟐𝒕 − 𝝅)𝒖 (𝒕 − )
𝒔 +𝟒 𝟐

Basically, we are done here, but we know that cos(𝑡 − 𝜋) = −𝑐𝑜𝑠𝑡(𝑡), so

𝝅𝒔
𝒔𝒆− 𝟐 𝝅
𝓛−𝟏 { 𝟐 } = −𝒄𝒐𝒔(𝟐𝒕)𝒖 (𝒕 − )
𝒔 +𝟒 𝟐

Alternative Form of Unit-Step Function

We are frequently confronted with the problem of finding the Laplace transform of a
product of a function 𝑔 and a unit step function 𝑢(𝑡 − 𝑎)where the function 𝑔 lacks the
precise shifted form 𝑓(𝑡 − 𝑎) in unit-step function. To find the Laplace transform of
𝑔(𝑡)𝑢(𝑡 − 𝑎), it is possible to fix up 𝑔(𝑡) into the required form 𝑓(𝑡 − 𝑎) by algebraic
manipulations.

Example 4.9
If we wanted to use unit-step function to find the Laplace transform of
𝒕𝟐 𝒖(𝒕 − 𝟐)
We would have to force 𝑔(𝑡) = 𝑡 2 into the form
𝒇(𝒕 − 𝟐)
You should work through the details and verify that

𝒕𝟐 = (𝒕 − 𝟐)𝟐 + 𝟒(𝒕 − 𝟐) + 𝟒
is an identity. Therefore
𝓛{𝒕𝟐 𝒖(𝒕 − 𝟐)} = 𝓛{(𝒕 − 𝟐)𝟐 𝒖(𝒕 − 𝟐) + 𝟒(𝒕 − 𝟐)𝒖(𝒕 − 𝟐) + 𝟒𝒖(𝒕 − 𝟐)
where each term on the right-hand side can now be evaluated by unit-step function. But
since these manipulations are time consuming and often not obvious, it is simpler to
devise an alternative version using Laplace transform, the definition of 𝑢(𝑡 − 𝑎), and the
substitution of 𝑢 = 𝑡 − 𝑎, we obtain

163
 ∞ ∞
𝓛{𝒈(𝒕)𝒖(𝒕 − 𝒂)} = ∫ 𝒆−𝒔𝒕 𝒈(𝒕)𝒅𝒕 = ∫ 𝒆−𝒔(𝒖+𝒂)𝒈(𝒖 + 𝒂)𝒅𝒖
𝒂 𝟎

That is,
𝓛{𝒈(𝒕)𝒖(𝒕 − 𝒂)} = 𝒆−𝒂𝒔 𝓛{𝒈(𝒕 + 𝒂)} (16)

Example 4.10
Evaluate ℒ{𝑐𝑜𝑠𝑡𝑢(𝑡 − 𝜋)}.
Solution
With 𝑔(𝑡) = 𝑐𝑜𝑠𝑡 and 𝑎 = 𝜋, then
𝒈(𝒕 + 𝝅) = 𝐜𝐨𝐬(𝒕 + 𝝅) = −𝑐𝑜𝑠𝑡
by the additional formula for the cosine function. Hence by (16),
𝓛{𝒄𝒐𝒔𝒕𝒖(𝒕 − 𝝅)} = −𝒆−𝝅𝒔 𝓛{𝒄𝒐𝒔𝒕}
𝒔
𝓛{𝒄𝒐𝒔𝒕𝒖(𝒕 − 𝝅)} = −𝒆−𝝅𝒔 ( )
𝒔𝟐 +𝟏

Example 4.11
𝟎, 𝟎≤𝒕<𝝅
Solve 𝑦 ′ + 𝑦 = 𝑓 (𝑡), 𝑦(0) = 5. 𝑤ℎ𝑒𝑟𝑒 𝑓(𝑡) = { .
𝟑𝒄𝒐𝒔𝒕, 𝒕≥𝝅
Solution
The function 𝑓 can be written as
𝒇(𝒕) = 𝟑𝒄𝒐𝒔𝒕𝒖(𝒕 − 𝝅)
So, by linearity, the result in example 4.6, and the usual partial fractions, we have
𝓛{𝒚′} + 𝓛{𝒚} = 𝟑𝓛{𝒄𝒐𝒔𝒕𝒖(𝒕 − 𝝅)}
𝒔
𝐬𝐘(𝐬) − 𝐲(𝟎) + 𝐘(𝐬) = −𝟑 ( 𝟐
) 𝐞−𝛑𝐬
𝒔 +𝟏
𝟑𝐬𝐞−𝛑𝐬
(𝐬 + 𝟏)𝐘(𝐬) = 𝟓 − 𝟐
𝒔 +𝟏
𝟓 𝟑 𝒆−𝝅𝒔 𝒆−𝝅𝒔 𝒔𝒆−𝝅𝒔
𝐘(𝐬) = − (− + + ) (17)
𝐬+𝟏 𝟐 𝒔+𝟏 𝒔𝟐 +𝟏 𝒔𝟐 +𝟏

164
Now proceeding as, we did in example 4.6, it follows from (15) with 𝑎 = 𝜋 that the
inverses of the terms inside the bracket are

−𝟏 {
𝒆−𝝅𝒔
𝓛 } = 𝒆−(𝒕−𝝅) 𝒖(𝒕 − 𝝅),
𝒔+𝟏
𝒆−𝝅𝒔
𝓛−𝟏 {𝒔𝟐 +𝟏} = 𝒔𝒊𝒏(𝒕 − 𝝅)𝒖(𝒕 − 𝝅), and

−𝟏 {
𝒆−𝝅𝒔
𝓛 } = 𝒄𝒐𝒔(𝒕 − 𝝅)𝒖(𝒕 − 𝝅).
𝒔𝟐 + 𝟏
Thus, the inverse of (17) is
𝟑 𝟑 𝟑
𝒚(𝒕) = 𝟓𝒆−𝒕 + 𝒆−(𝒕−𝝅) 𝒖(𝒕 − 𝝅) − 𝒔𝒊𝒏(𝒕 − 𝝅)𝒖(𝒕 − 𝝅) − 𝐜𝐨 𝐬(𝒕 − 𝝅) 𝒖(𝒕 − 𝝅)
𝟐 𝟐 𝟐
𝟑
𝒚(𝒕) = 𝟓𝒆−𝒕 + [𝒆−(𝒕−𝝅) − 𝒔𝒊𝒏(𝒕 − 𝝅) − 𝐜𝐨 𝐬(𝒕 − 𝝅)]𝒖(𝒕 − 𝝅)
𝟐
𝟓𝒆−𝒕 , 𝟎≤𝒕<𝝅
𝒚(𝒕) = { −𝒕 𝟑 −(𝒕−𝝅) 𝟑 𝟑 (18)
𝟓𝒆 + 𝒆 + 𝒔𝒊𝒏𝒕 + 𝐜𝐨 𝐬 𝒕, 𝒕≥𝝅
𝟐 𝟐 𝟐

We obtained the graph of (18) shown in Figure 4.6

Figure 4.6

Application of Laplace Transform

The very simple application of Laplace transform in the field of physics could be to find
out the harmonic vibration of the beam that is supported at its two ends. Consider a beam
of length 𝑙 and a uniform cross-section parallel to the 𝑦𝑧 plane so that the normal

165
deflection 𝑤(𝑥, 𝑡) is measured downward if the axis of the beam is 𝑥-axis. The basic
equation defining this phenomenon is as follows:

𝒅𝟒 𝒚
𝑬𝑰 𝒅𝒙𝟒 = 𝒘(𝒙) (19)

Where 𝐸 is Young's modulus of elasticity; where 𝐼 is the moment of inertia of the cross
section with respect to the 𝑦-axis; where 𝑚 is the mass per unit length; and 𝑤 is the
angular frequency. The Laplace transform is particularly useful in solving (19) when 𝑤(𝑥)
is piecewise defined. However, to use the Laplace transform, we must tacitly assume that
𝑦(𝑥) and 𝑤(𝑥) are defined on (0, ∞) rather than on (0, 𝐿). Note, too, that the next example
is a boundary-value problem rather than an initial-value problem.

Example 4.12
A beam of Length 𝐿 is embedded at both ends, as shown in Figure 4.7. Find the deflection
of the beam when the load is given by
2𝑥 𝐿
𝑤0 (1 − ), 0 < 𝑥 <
𝑤 (𝑥 ) = { 𝐿 2
𝐿
0, <𝑥<𝐿
2

Figure 4.7

166
Solution
Recall that because the beam is embedded at both ends, the boundary conditions are

𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟎, 𝒚(𝑳) = 𝟎, 𝒚′(𝑳) = 𝟎.

Now by (10), we can express 𝑤(𝑥) in terms of the unit step function:

𝟐𝒙 𝟐𝒙 𝟐𝒙
𝒘(𝒙) = 𝒘𝟎 (𝟏 − ) − 𝒘𝟎 (𝟏 − ) 𝒖 (𝟏 − )
𝑳 𝑳 𝑳

𝟐𝒘𝟎 𝑳 𝑳 𝑳
𝒘 (𝒙 ) = [ − 𝒙 + (𝒙 − ) 𝒖 (𝒙 − )]
𝑳 𝟐 𝟐 𝟐

Transforming (19) with respect to the variable 𝑥 gives

𝑳𝒔
𝟒 ( ) 𝟑 ( ) 𝟐 ′(𝟎) ′′(𝟎)
𝟐𝒘𝟎 𝑳 𝟏 𝒆− 𝟐
𝑬𝑰[𝒔 𝒀 𝒔 − 𝒔 𝒚 𝟎 − 𝒔 𝒚 − 𝒔𝒚 − 𝒚′′′(𝟎)] = [ − + 𝟐 ]
𝑳 𝟐𝒔 𝒔𝟐 𝒔

Or

𝑳𝒔
𝟒 ′′(𝟎)
𝟐𝒘𝟎 𝑳 𝟏 𝒆− 𝟐
𝒔 𝒀(𝒔) − 𝒔𝒚 − 𝒚′′′(𝟎) = [ − + 𝟐 ]
𝑬𝑰𝑳 𝟐𝒔 𝒔𝟐 𝒔

If we let 𝑐1 = 𝑦′′(0) and 𝑐2 = 𝑦′′′(0), then

𝑳𝒔
𝒄𝟏 𝒄𝟐 𝟐𝒘𝟎 𝑳 𝟏 𝒆− 𝟐
( )
𝒀 𝒔 = + + [ − + 𝟔 ]
𝒔𝟑 𝒔𝟒 𝑬𝑰𝑳 𝟐𝒔𝟓 𝒔𝟔 𝒔

167
And consequently

𝑳𝒔
𝒄𝟏 𝟐! 𝒄𝟐 𝟑! 𝟐𝒘𝟎 𝑳 𝟒! 𝟏 𝟓! 𝟏 𝟓! 𝒆− 𝟐
𝒚(𝒙) = 𝓛−𝟏 { 𝟑 } + 𝓛−𝟏 { 𝟒 } + [ 𝓛−𝟏 { 𝟑 } − 𝓛−𝟏 { 𝟔 } + 𝓛−𝟏 { 𝟔 }]
𝟐! 𝒔 𝟑! 𝒔 𝑬𝑰𝑳 𝟐(𝟒!) 𝒔 𝟓! 𝒔 𝟓! 𝒔

𝒄𝟏 𝒙𝟐 𝒄𝟐 𝒙𝟑 𝒘𝟎 𝟓𝑳𝒙𝟒 𝟓
𝑳 𝟓 𝑳
𝒚(𝒙 ) = + + [ − 𝒙 + (𝒙 − ) 𝒖 (𝒙 − )]
𝟐 𝟔 𝟔𝟎𝑬𝑰𝑳 𝟐 𝟐 𝟐

Applying the conditions 𝑦(𝐿) = 0 and 𝑦 ′ (𝐿) = 0 to the last result yields a system of
equations for 𝑐1 and 𝑐2:

𝒄𝟏 𝑳𝟐 𝒄𝟐 𝑳𝟑 𝟒𝟗𝒘𝟎 𝑳𝟒
+ + =𝟎
𝟐 𝟔 𝟏𝟗𝟐𝟎𝑬𝑰

𝒄𝟐 𝑳𝟐 𝟖𝟓𝒘𝟎 𝑳𝟑
𝒄𝟏 𝑳 + + =𝟎
𝟐 𝟗𝟔𝟎𝑬𝑰
Solving, we find
23𝒘𝟎 𝑳𝟐
𝒄𝟏 =
𝟗𝟔𝟎𝑬𝑰

−9𝒘𝟎 𝑳
𝒄𝟐 =
𝟒𝟎𝑬𝑰

Thus, the deflection is given by

23𝒘𝟎 𝑳𝟐 𝒙𝟐 3𝒘𝟎 𝑳𝒙𝟑 𝒘𝟎 𝟓𝑳𝒙𝟒 𝑳 𝟓 𝑳

𝒚 (𝒙 ) = − + [ − 𝒙𝟓 + (𝒙 − ) 𝒖 (𝒙 − )]
𝟏𝟗𝟐𝟎𝑬𝑰 𝟖𝟎𝑬𝑰 𝟔𝟎𝑬𝑰𝑳 𝟐 𝟐 𝟐

168
Let’s Check
Problem 1
Find either 𝐹 (𝑠) or 𝐹 (𝑡), as indicated.
𝓛{(𝒕 − 𝟏)𝒖(𝒕 − 𝟏)

169
Problem 2
Find either 𝐹 (𝑠) or 𝐹 (𝑡), as indicated.
𝓛{𝒄𝒐𝒔𝟐𝒕𝒖(𝒕 − 𝝅)}

170
Problem 3
Find either 𝐹 (𝑠) or 𝐹 (𝑡), as indicated.
𝒆−𝟐𝒔
𝓛−𝟏 { }
𝒔𝟑

171
Problem 4
Find either 𝐹 (𝑠) or 𝐹 (𝑡), as indicated.

−𝟏 {
𝒆−𝝅𝒔
𝓛 }
𝒔𝟐 + 𝟏

172
Problem 5
Find either 𝐹 (𝑠) or 𝐹 (𝑡), as indicated.

−𝟏 {
𝒆−𝒔
𝓛 }
𝒔(𝒔 + 𝟏)

173
Let’s Analyze
Problem 1
Write each function in terms of unit step functions. Find the Laplace transform of the given
function
2, 0≤𝑡<3
𝑓 (𝑡 ) = {
−2, 𝑡≥3

174
Problem 2
Write each function in terms of unit step functions. Find the Laplace transform of the given
function
1, 0 ≤ 𝑡 < 4
𝑓 (𝑡 ) = { 0, 4 ≤ 𝑡 < 5
1, 𝑡≥5

175
Problem 3
Write each function in terms of unit step functions. Find the Laplace transform of the given
function
0, 0≤𝑡<1
𝑓(𝑡 ) = {
𝑡 2, 𝑡≥1

176
Problem 4
Use the Laplace transform to solve the given initial-value problem.

𝑦 ′ + 2𝑦 = 𝑓 (𝑡 ), 𝑦(0) = 0,
where
𝑡, 0≤𝑡<1
𝑓 (𝑡 ) = {
0, 𝑡≥1

177
Problem 5
Use the Laplace transform to solve the given initial-value problem.

𝑦 ′′ + 4𝑦 − 𝑠𝑖𝑛𝑡𝑢 (𝑡 − 2𝜋 ), 𝑦(0) = 1, 𝑦 ′ (0) = 0

178
In a Nutshell
ACTIVITY 1
A cantilever beam is embedded at its left end and free at its right end. Use the Laplace
transform to find the deflection 𝑦(𝑥) when the load is given by
𝐿
𝑤0 , 0<𝑥<
𝑤 (𝑥) = { 2
𝐿
0, ≤𝑥<𝐿
2

179
ACTIVITY 2
Solve Activity 1 when the load is given by
𝐿
0, 0<𝑥<
3
𝐿 2𝐿
𝑤 (𝑥) = 𝑤0 , <𝑥<
3 3
2𝐿
{ 0, 3
<𝑥<𝐿

180
Activity 3
Discuss how you would fix up each of the following functions so that unit-step function
could be used directly to find the given Laplace transform. Check your answers using (16)
of this section.

𝓛{(𝟐𝒕 + 𝟏)𝒖(𝒕 − 𝟏)}

181
 Big Picture in Focus
ULO-b: knows the solution of system of linear differential equation with initial
values/simultaneous solution to DE

Metalanguage
In this section, system of linear is a big task that you must undertake and master, by this
you can solve situational problems with constant coefficients, and simultaneous algebraic
equations om the transformed functions. Being an engineer, you must contain this basic
knowledge to practice your field. Please refer to these definitions in case you will
encounter difficulty in the in understanding educational concepts. In addition, the
theoretical structure and methods of solution developed in the preceding chapter for linear
differential equation and initial values.

Essential Knowledge
The knowledge that you had gained from the previous topics will play a big role at this
part of the subject. Solving the general solution and particular solution, and deciding what
first order differential equation must be utilized to model/generate the solution.
Also, in this chapter we briefly review this generalization, taking particular note of those
instances where new phenomena may appear, because of the greater variety of
situations that can occur for equations of higher order

182
System of Linear Differential Equations
When the initial conditions are specified, the Laplace transforms each equation. The
system of linear differential equations with constant coefficients reduces the system of
DEs to a set of simultaneous algebraic equations in the transformed functions. We solve
the system of algebraic equations for each of the transformed functions and then find the
inverse Laplace transforms in the usual way.

Coupled Springs

Figure 4.8
Two masses m1 and m2 are connected to two springs 𝐴 and 𝐵 of negligible mass having
spring constants 𝑘1 and 𝑘2 . Turn the two springs together as shown in Figure 4.8. Let
𝑥1 (𝑡) and 𝑥2 (𝑡) denote the vertical displacement of the masses from their equilibrium
positions. When the system is in motion, spring 𝐵 is subject to both elongation and
compression; therefore, its net elongation is 𝑥1 − 𝑥2 It follows from Hooke's law that
springs 𝐴 and 𝐵 exert forces −𝑘1 𝑥1 and 𝑘2 (𝑥1 − 𝑥2 ) respectively on 𝑚1 . If there is no
external force on the system and no damping force present, the net force on 𝑚1 is −𝑘1 𝑥1 +
𝑘2 (𝑥1 − 𝑥2 ). Newton's second law allows us to write

𝒅𝟐 𝒙𝟏
𝒎𝟏 = −𝒌𝟏 𝒙𝟏 + 𝒌𝟐 (𝒙𝟏 − 𝒙𝟐 )
𝒅𝒕𝟐

Similarly, the net force exerted on mass 𝑚2 is due to solely to the net elongation of 𝐵; that
is, −𝑘2 (𝑥2 − 𝑥1 ). Hence we have

183
 𝒅𝟐 𝒙𝟐
𝒎𝟐 = −𝒌𝟐 (𝒙𝟏 − 𝒙𝟐 )
𝒅𝒕𝟐
In other words, the motion of the coupled system is represented by the system of
simultaneous second-order differential equations

𝒎𝟏 𝒙𝒏𝟏 = −𝒌𝟏 𝒙𝟏 + 𝒌𝟐 (𝒙𝟏 − 𝒙𝟐 )

𝒎𝟐 𝒙𝒏𝟐 = −𝒌𝟐 (𝒙𝟏 − 𝒙𝟐 ) (20)

In the next example we solve (20) under the assumptions that 𝒌𝟏 = 𝟔, 𝒌𝟐 = 𝟒, 𝒎𝟏 =

𝟏, 𝒎𝟐 = 𝟏, and that the masses starts from their equilibrium positions with opposite unit
velocities.

Example 4.13
Solve 𝒙𝒏𝟏 + 𝟏𝟎𝒙𝟏 − 𝟒𝒙𝟐 = 𝟎
−𝟒𝒙𝟏 + 𝒙′′
𝟐 + 𝟒𝒙𝟐 = 𝟎 (21)
subject to 𝑥1 (0) = 0, 𝑥1′ (0) = 1, 𝑥2 (0) = 0, 𝑥2′ (0) = −1.
Solution
The Laplace transform of each equation is
𝒔𝟐 𝑿𝟏 (𝒔) − 𝒔 𝒙𝟏 (𝟎) − 𝒙′𝟏 (𝟎) + 𝟏𝟎𝑿𝟏 (𝒔) − 𝟒 𝑿𝟐 (𝒔) = 𝟎
−𝟒𝟐 𝑿𝟏 (𝒔) + 𝒔𝟐 𝑿𝟐 (𝒔)−𝒔𝟐 𝒙𝟐 (𝟎) − 𝒙′𝟐 (𝟎) + 𝟒 𝑿𝟐 (𝒔) = 𝟎
Where 𝑋1 (𝑠) = ℒ{𝑥1 (𝑡)} and 𝑋2 (𝑠) = ℒ {𝑥2 (𝑡)}. The preceding system is the same as
(𝒔𝟐 + 𝟏𝟎)𝑿𝟏(𝒔) − 𝟒𝑿𝟐 (𝒔) = 𝟏

−𝟒𝑿𝟏 (𝒔) + (𝒔𝟐 + 𝟒)𝑿𝟐 (𝒔) = 𝟏 (22)

Solving (22) for 𝑋1 (𝑠) and using partial fraction on the result yields
𝒔𝟐
𝑿𝟏 (𝒔) = 𝟐
(𝒔 + 𝟐)(𝒔𝟐 + 𝟏𝟐)

184
 𝟏 𝟔
𝑿𝟏 (𝒔) = − 𝟐 𝟓 + 𝟓
𝒔 + 𝟐 𝒔𝟏 + 𝟏𝟐
And therefore

𝟏 √𝟐 𝟔 √𝟏𝟐
𝒙𝟏 (𝒕) = − 𝓛−𝟏 { }+ 𝓛−𝟏 { 𝟐 }
𝟓√𝟐 𝒔𝟐+𝟐 𝟓√𝟏𝟐 𝒔 + 𝟏𝟐

√𝟐 √𝟑
𝒙𝟏 (𝒕) = − 𝟏𝟎 𝒔𝒊𝒏√𝟐𝒕 + 𝒔𝒊𝒏𝟐√𝟑𝒕.
𝟓

Substituting the expression for 𝑋1 (𝑠) into the first equation of (22) gives
𝒔𝟐 + 𝟔
𝑿𝟐 (𝒔) = − 𝟐
(𝒔 + 𝟐)(𝒔𝟐 + 𝟏𝟐)
𝟐 𝟑
𝑿𝟐 (𝒔) = − 𝟐 𝟓 − 𝟐 𝟓
𝒔 + 𝟐 𝒔 + 𝟏𝟐
And

𝟐 √𝟐 𝟑 √𝟏𝟐
𝒙𝟐 (𝒕) = − 𝓛−𝟏 { }+ 𝓛−𝟏 { 𝟐 }
𝟓√𝟐 𝒔𝟐+𝟐 𝟓√𝟏𝟐 𝒔 + 𝟏𝟐
√𝟐 √𝟑
𝒙𝟐 (𝒕) = − 𝒔𝒊𝒏√𝟐𝒕 + 𝟏𝟎 𝒔𝒊𝒏𝟐√𝟑𝒕.
𝟓

Finally, the solution to the given system (2) is

√𝟐 √𝟑
𝒙𝟏 (𝒕) = − 𝒔𝒊𝒏√𝟐𝒕 + 𝒔𝒊𝒏𝟐√𝟑𝒕
𝟏𝟎 𝟓
√𝟐 √𝟑
𝒙𝟐 (𝒕) = − 𝒔𝒊𝒏√𝟐𝒕 + 𝟏𝟎 𝒔𝒊𝒏𝟐√𝟑𝒕. (23)
𝟓

The graph of 𝑥1 and 𝑥2 in the Figure 4.8 reveal the complicated oscillatory motion of each
mass.

185
 Figure 4.8
Networks

Figure 4.9
In figure 4.9, we can see the currents 𝑖1 (𝑡) and 𝑖2 (𝑡) in the network containing an inductor,
a resistor, and a capacitor, were governed by the system of first-order differential
equations
𝒅𝒊𝟏
𝑳 + 𝑹𝒊𝟐 = 𝑬(𝒕)
𝒅𝒕

𝒅𝒊𝟐
𝑹𝑪 + 𝒊𝟐 − 𝒊𝟏 = 𝟎. (24)
𝒅𝒕

We solve this system by the Laplace transform in the example

186
Example 4.14
Solve the system in (24) under the conditions 𝐸 (𝑡) = 60𝑉, 𝐿 = 1ℎ, 𝑅 = 50Ω, 𝐶 = 10−4 𝑓,
and the current 𝑖1 and 𝑖2 are initially zero.

Solution
We must solve

𝒅𝒊𝟏
+ 𝟓𝟎𝒊𝟐 = 𝟔𝟎
𝒅𝒕

𝒅𝒊𝟐
𝟓𝟎(𝟏𝟎−𝟒 + 𝒊𝟐 − 𝒊𝟏 = 𝟎
𝒅𝒕

Subject to 𝑖1 (0) = 0, 𝑖2 (0) = 0. Applying the Laplace transform to each equation of the
system and simplifying gives

𝟔𝟎
𝒔𝑰𝟏 (𝒔) + 𝟓𝟎𝑰𝟐 (𝒔) =
𝒔

−𝟐𝟎𝟎𝑰𝟏 (𝒔) + (𝒔 + 𝟐𝟎𝟎)𝑰𝟐 (𝒔) = 𝟎,

Where 𝐼1 (𝑠) = ℒ{𝑖1 (𝑡)} and 𝐼2 (𝑠) = ℒ{𝑖2 (𝑡)}. Solving the system for 𝐼1 and 𝐼2 and
decomposing the results into partial fractions gives

𝟔 𝟔
𝟔𝟎𝒔 + 𝟏𝟐, 𝟎𝟎𝟎 𝟓 𝟓 𝟔𝟎
𝑰𝟏 (𝒔) = 𝟐
= − −
𝒔(𝒔 + 𝟏𝟎𝟎) 𝒔 𝒔 + 𝟏𝟎𝟎 (𝒔 + 𝟏𝟎𝟎)𝟐

𝟔 𝟔
𝟏𝟐, 𝟎𝟎𝟎 𝟓 𝟓 𝟏𝟐𝟎
𝑰𝟏 (𝒔) = 𝟐
= − −
𝒔(𝒔 + 𝟏𝟎𝟎) 𝒔 𝒔 + 𝟏𝟎𝟎 (𝒔 + 𝟏𝟎𝟎)𝟐

187
Taking the inverse Laplace transform, we find the currents to be
𝟔 𝟔 −𝟏𝟎𝟎𝒕
𝒊𝟏 (𝒕) = − 𝒆 − 𝟔𝟎𝒕𝒆−𝟏𝟎𝟎𝒕
𝟓 𝟓

𝟔 𝟔 −𝟏𝟎𝟎𝒕
𝒊𝟏 (𝒕) = − 𝒆 − 𝟏𝟐𝟎𝒕𝒆−𝟏𝟎𝟎𝒕
𝟓 𝟓

𝐸 6
Note that both 𝑖1 (𝑡) and 𝑖2 (𝑡) in example 4.10 tend toward the value = 5 as 𝑡 → ∞.
𝑅
Furthermore, since the current through the capacitor is 𝑖3 (𝑡) = 𝑖1 (𝑡) − 𝑖2 (𝑡) = 60𝑡𝑒 −100𝑡 ,
we observe that 𝑖3 (𝑡) → 0 as 𝑡 → ∞.

Double Pendulum

Figure 4.10
Consider the dual-pendulum system consisting of the pendulum attached to the pendulum
shown in Figure 4.10. It is assumed that the system oscillates in the vertical plane under
the influence of gravity, that the mass of each rod is negligible, and that no damping forces
act on the system. Figure 4.10 also shows that the displacement angle 𝜃1 is measured
(in radians) from a vertical line extending downward from the pivot of the system and that
𝜃2 is measured from a vertical line extending downward from the center of mass 𝑚1 . The
positive direction to be taken is right, the negative direction to the left. As we might expect
from the analysis leading to non-linear, the differential equation system describes the
differential equations in motion is non-linear:

(𝒎𝟏 + 𝒎𝟐 )𝑰𝟐𝟏 𝜽′′𝟏 + 𝒎𝟐 𝑰𝟏 𝑰𝟐 𝜽′′𝟐 𝒄𝒐𝒔(𝜽𝟏 − 𝜽𝟐 ) + 𝒎𝟐 𝑰𝟏 𝑰𝟐 (𝜽′𝟐 )𝟐 𝒔𝒊𝒏(𝜽𝟏 − 𝜽𝟐 ) + (𝒎𝟏 + 𝒎𝟐 )𝑰𝟏 𝒈𝒔𝒊𝒏𝜽𝟏 = 𝟎

𝒎𝟐 𝑰𝟐𝟐 𝜽′′𝟐 + 𝒎𝟐 𝑰𝟏 𝑰𝟐 𝜽′′𝟐 𝒄𝒐𝒔(𝜽𝟏 − 𝜽𝟐 ) − 𝒎𝟐 𝑰𝟏 𝑰𝟐 (𝜽′𝟏 )𝟐 𝒔𝒊𝒏(𝜽𝟏 − 𝜽𝟐 ) + 𝒎𝟐 𝑰𝟐 𝒈𝒔𝒊𝒏𝜽𝟐 = 𝟎 (25)

188
But if the displacements 𝜃1 (𝑡) and 𝜃2 (𝑡) are assumed to be small, then the approximations
cos(𝜃1 − 𝜃2 ) = 1, sin(𝜃1 − 𝜃2 ) = 0, sin 𝜃1 = 𝜃1 , sin 𝜃2 = 𝜃2 enable us to replace system
(25) by the linearization

(𝒎𝟏 + 𝒎𝟐 )𝑰𝟐𝟏 𝜽′′ ′′

𝟏 + 𝒎𝟐 𝑰𝟏 𝑰𝟐 𝜽𝟏 + (𝒎𝟏 + 𝒎𝟐 )𝑰𝟏 𝒈𝜽𝟏 = 𝟎

𝒎𝟐 𝑰𝟐𝟐 𝜽′′ ′′
𝟐 + 𝒎𝟐 𝑰𝟏 𝑰𝟐 𝜽𝟏 + 𝒎𝟐 𝑰𝟐 𝒈𝒔𝒊𝒏𝜽𝟐 = 𝟎 (26)

Example 4.11
It is left as an exercise to fill in the details of using the Laplace transform to solve system
(26) when 𝑚1 = 3, 𝑚2 = 1, 𝐼1 = 𝐼2 = 16, (0) = 1, 𝜃2 (0) = −1, 𝜃1′(0) = 0, and 𝜃2′ (0) = 0.

Solution
You should find that
1 2 3
𝜃1 (𝑡) = cos 𝑡 + 𝑐𝑜𝑠2𝑡
4 √3 4

1 2 3
𝜃2 (𝑡) = cos 𝑡 − 𝑐𝑜𝑠2𝑡. (26)
2 √3 2

189
Let’s Check
Problem 1
Use the Laplace transform to solve the given system of differential equation
𝑑𝑥 𝑑𝑦
= −𝑥 + 𝑦, = 2𝑥 𝑥(0) = 0, 𝑦(0) = 1
𝑑𝑡 𝑑𝑡

190
Problem 2
Use the Laplace transform to solve the given system of differential equation
𝑑𝑥 𝑑𝑦 𝑑𝑥 𝑑𝑦
2 + − 2𝑥 = 1 , + − 3𝑥 − 3𝑦 = 2
𝑑𝑡 𝑑𝑡 𝑑𝑡 𝑑𝑡
𝑥 (0) = 0, 𝑦(0) = 0

191
Problem 3
Use the Laplace transform to solve the given system of differential equation
𝑑2𝑥 𝑑2𝑦
+𝑥−𝑦 =0 , +𝑦−𝑥 = 0
𝑑𝑡 2 𝑑𝑡 2
𝑥 (0) = 0, 𝑦(0) = 0
𝑥′(0) = 0, 𝑦′(0) = 0

192
Problem 4
Use the Laplace transform to solve the given system of differential equation
𝑑2𝑥 𝑑2𝑦 𝑑2𝑥 𝑑2𝑦
+ = 𝑡2 , − = 4𝑡
𝑑𝑡 2 𝑑𝑡 2 𝑑𝑡 2 𝑑𝑡 2
𝑥 (0) = 8, 𝑦(0) = 0
𝑥′(0) = 0, 𝑦′(0) = 0

193
Problem 5
Use the Laplace transform to solve the given system of differential equation
𝑑 2 𝑥 3𝑑𝑡 𝑑2𝑥
+ + 3𝑦 = 0 , + 3𝑦 = 𝑡𝑒 −𝑡
𝑑𝑡 2 𝑑𝑡 𝑑𝑡 2
𝑥 (0) = 0, 𝑦(0) = 0, 𝑥′(0) = 2,

194
Let’s Analyze
Problem 1
Solve system (20) when 𝑘1 = 3, 𝑘2 = 2, 𝑚1 = 1, 𝑚2 = 1 and 𝑥1 (0) = 0, 𝑥1′ (0) = 1, 𝑥2 (0) =
1, 𝑥2′ (0) = 0.

195
Problem 2

Figure 4.11
(𝑎) Show that the system of differential equations for the currents 𝑖2 (𝑡) and 𝑖3 (𝑡) in the
electrical work shown in Figure 4.11 is
𝑑𝑖2
𝐿1 + 𝑅𝑖2 + 𝑅𝑖3 = 𝐸 (𝑡)
𝑑𝑡
𝑑𝑖3
𝐿2 + 𝑅𝑖2 + 𝑅𝑖3 = 𝐸 (𝑡)
𝑑𝑡

196
(𝑏) Solve the system in part (𝑎) if 𝑅 = 5Ω, 𝐿1 = 0.01ℎ, 𝐿2 = 0.0125ℎ, 𝐸 = 100𝑉, 𝑖2 (0) = 0,
and 𝑖3 (0) = 0.

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(𝑐 ) Determine the current 𝑖1 (𝑡).

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In a Nutshell
Activity 1
Solve (24) when 𝐸 = 60𝑉, 𝐿 = 2ℎ, 𝑅 = 50Ω, 𝐶 = 10−4 𝑓, 𝑖1 (0) = 0, and 𝑖2 (0) = 0.

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Activity 2

Figure 4.12
(𝑎) Show that the system of differential equations for the charge on the capacitor 𝑞(𝑡)
and the current 𝑖3 (𝑡) in the electrical network shown in Figure 4.12 is
𝑑𝑞 1
𝑅1 + 𝑞 + 𝑅1 𝑖3 = 𝐸 (𝑡)
𝑑𝑡 𝐶
𝑑𝑖3 1
𝐿 + 𝑅2 𝑖3 − 𝑞 = 0.
𝑑𝑡 𝐶

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(𝑏) Find the charge on the capacitor when 𝐿 = 1ℎ, 𝑅1 = 1Ω, 𝑅2 = 1Ω, 𝐶 = 1𝑓,
0, 0<𝑡<1
𝐸 (𝑡 ) = { −𝑡
50𝑒 , 𝑡 ≥ 1,
𝑖3 (0) = 0, and 𝑞(0) = 0.

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