Advanced Engineering Mathematics I Applied Science Private University Dr.

Moawiah Alhulayil

Faculty of Engineering and Technology

Department of Electrical Engineering

Advanced Engineering Mathematics I

Dr. Moawiah Alhulayil

m_alhulayil@asu.edu.jo
Office No.: 9028

Spring 2023/24

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Revision

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Introduction
➢ Many physical laws and relations can be expressed mathematically in the form of differential
equations. Indeed, many engineering problems appear as differential equations. In particular, If we
want to solve an engineering problem, we first have to formulate the problem as a mathematical
expression (model) in terms of variables, functions, and equations. A model is very often an equation
containing derivatives of an unknown function. Such a model is called a differential equation.

➢ After that, we then want to find a solution (a function that satisfies the equation), explore its
properties, graph it, find values of it, and interpret it in physical terms so that we can understand the
behavior of the physical system in our given problem.

Definition: Differential Equation (DE): An equation contains derivatives (ordinary or partial) of one
or more dependent variables with respect to one or more independent variables.

𝒚 = 𝒇(𝒙) 𝒚 = 𝒇(𝒙, 𝒕, . . )
𝒙: independent variable. 𝒙, 𝒕: independent variables.
𝒚: dependent variable. 𝒚: dependent variable.

𝑑𝑦 𝑑2 𝑦
[𝑑𝑥 , 𝑦 ′ , 𝑑𝑥 2 , 𝑦 ′′ , 𝑒𝑡𝑐] 𝜕𝑦 𝜕𝑦 𝜕 2 𝑦 𝜕 2 𝑦
[ , , 2, , 𝑒𝑡𝑐]
𝜕𝑥 𝜕𝑡 𝜕𝑥 𝜕𝑡 𝜕𝑥
Ordinary Differential Equation (ODE) Partial Differential Equation (PDE)

Example: Determine which of the following equations are differential equations.

1) 𝑦 ′ = 𝑒 𝑥𝑦 2) 𝑦 = 𝑒 𝑥𝑦 3) 𝑦 ′′ + 𝑦 ′ = sin(𝑥)

4) 𝑥 2 𝑦 (4) = tan(𝑥𝑦) 5) 𝑥𝑦 4 = 𝑥 2 𝑒 𝑦 6)
𝑑𝑦
= 5𝑥
𝑑𝑥

Solution:

1) Differential Equation (DE) 2) Non-DE 3) DE

4) DE 5) Non-DE 6) DE

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

➢ Ordinary Differential Equation (ODE): is an equation that contains one or several derivatives of
an unknown function, which we usually call y(x) (or sometimes y(t) if the independent variable is
time t). The equation may also contain y itself, known functions of x (or t), and constants. Below are
some examples of ODEs.
𝑦 ′ = sin (𝑥)
𝑑𝑦
= cos(𝑥)
𝑑𝑥
𝑦 ′′ + 2𝑦 = 𝑒 −2𝑥
2
𝑦 ′ 𝑦 ′′ − 2𝑦 ′ = 0

Remark:
𝒅𝒚 𝒅𝟐 𝒚
𝒚′ = , 𝒚′′ =
𝒅𝒙 𝒅𝒙𝟐

′′′
𝒅𝟑 𝒚 (𝟒)
𝒅𝟒 𝒚
𝒚 = , 𝒚 =
𝒅𝒙𝟑 𝒅𝒙𝟒

𝒚(𝟎) = 𝒚

Remark:
𝟐
𝒚′ ≠ 𝒚′′

Example: If 𝑦(𝑥) = 2𝑥
2
Then 𝑦 ′ = 2, 𝑦′ = 4 𝑎𝑛𝑑 𝑦 ′′ = 0

Differential Equation (DE)

If the DE contains differentials with If the DE contains differentials with

respect to only one independent respect to several independent
variable, then it is called Ordinary variables, then it is called Partial
Differential Equation (ODE). Differential Equation (PDE).
Example: Example:
𝒅𝟐 𝒚 𝝏𝟐 𝒖 𝝏𝒖
𝟐
+ 𝟑𝒙𝒚 = 𝒙𝟐 𝒔𝒊𝒏(𝒚) − 𝟑𝒙 =𝒙
𝒅𝒙 𝝏𝒙𝟐 𝝏𝒚
𝒙: independent variable. 𝒙 and 𝒚: independent variables.
𝒚: dependent variable. 𝒖: dependent variable.
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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Definition: An ODE is said to be of order n if the nth derivative of the unknown function y is the highest
derivative of y in the equation.

The first-order ODEs contain only the first derivative 𝒚′ and may contain 𝒚 and any given functions of 𝒙.
Hence we can write them as:
𝐹(𝑥, 𝑦, 𝑦 ′ ) = 0 (𝐼𝑚𝑝𝑙𝑖𝑐𝑖𝑡 𝑓𝑜𝑟𝑚) … 𝑒. 𝑔. , 𝑥 −3 𝑦 ′ − 4𝑦 2 = 0
Or
𝑦 ′ = 𝑓(𝑥, 𝑦) (𝐸𝑥𝑝𝑙𝑖𝑐𝑖𝑡 𝑓𝑜𝑟𝑚) … 𝑒. 𝑔. , 𝑦 ′ = 4𝑥 3 𝑦 2

Example: What is the order of the following ODEs?

𝟏) 𝑦 ′′ + 3𝑥𝑦 ′ = sin(𝑦 3 ) 𝟐) (𝑦 (3) )2 + 𝑦 (4) = 𝑦 5 + 𝑥 𝟑) √𝑦 ′′ = 𝑥𝑦 3

Solution:
1) n = 2 (2nd order ODE). 2) n = 4 (4th order ODE). 3) n = 2 (2nd order ODE).

Definition: Concept of Solution:

A function 𝒚 = 𝒉(𝒙) is called a solution of a given ODE on some open interval a < x < b if 𝒉(𝒙) is
defined and differentiable throughout the interval and is such that the equation becomes an identity if 𝒚
and 𝒚′ are replaced with 𝒉 and 𝒉′ , respectively.

Example: Solve the following ODEs.

𝟏) 𝑦 ′ = 𝑥 3 𝟐) 𝑦 ′′ = 12𝑥

Solution:
𝟏) 𝑦′ = 𝑥3 𝟐) 𝑦 ′′ = 12𝑥
𝑑𝑦 𝑦 ′ = 6𝑥 2 + 𝑐1
∫ ( ) = ∫ 𝑥3
𝑑𝑥 𝑦 = 2𝑥 3 + 𝑐1 𝑥 + 𝑐2
∫ 𝑑𝑦 = ∫ 𝑥 3 𝑑𝑥
𝑥4
𝑦= +𝑐
4

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➢ The solution of an nth order DE contains n undetermined constants and to find them all, we have n
conditions.
➢ If all are given at the same value for x then they are called initial conditions (I.Cs). Otherwise, they
are called Boundary conditions (B.Cs).

Initial Condition (I.C) Initial Value Problem (IVP)

ODE +

Boundary Condition (B.C) Boundary Value Problem (BVP)

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

First Order Differential Equations

➢ The first-order ODEs contain only the first derivative 𝒚′ and may contain 𝒚 and any given
functions of 𝒙.
➢ There are several methods to solve the first order ODEs.

Definition: First order ODE

In general, there are three forms of the first order ODE:

𝑑𝑦
1) = 𝐹(𝑥, 𝑦)
𝑑𝑥
2) 𝑎1 (𝑥)𝑦 ′ (𝑥) + 𝑎0 𝑦(𝑥) = 𝑓(𝑥)
3) 𝑁(𝑥, 𝑦)𝑑𝑦 + 𝑀(𝑥, 𝑦)𝑑𝑥 = 0

Method #1: Separable 1st order DE:

General Form:
𝑑𝑦
= 𝑓(𝑥). 𝑓(𝑦)
𝑑𝑥
Or
𝑀(𝑥, 𝑦)𝑑𝑥 + 𝑁(𝑥, 𝑦)𝑑𝑦 = 0
Definition: Given that
𝒅𝒚
= 𝑭(𝒙, 𝒚)
𝒅𝒙

If 𝑭(𝒙, 𝒚) = 𝒉(𝒙)𝒈(𝒚) then the ODE is said to be separable.

• To find the solution for such ODEs:

𝒅𝒚
= 𝒉(𝒙)𝒈(𝒚)
𝒅𝒙
1) Get all the 𝒚’s on the left-hand side (LHS) of the equation and all the 𝒙’s on the right-hand side
(RHS).
𝒅𝒚
= 𝒉(𝒙)𝒅𝒙
𝒈(𝒚)
2) Integrate both sides of the equation.

𝒅𝒚
∫ = ∫ 𝒉(𝒙)𝒅𝒙
𝒈(𝒚)

3) Plug in the given values to find the constant of integration.

4) Solve for 𝒚.

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Example: Determine which of the following ODEs are separable.

𝟏) 𝑦 ′ = 𝑦 𝟐) 𝑦 ′ = 𝑥 2 − 𝑦 2 𝟑) 𝑦 ′ = 𝑥 2 𝑒 𝑦

𝟒) 𝑦 ′ = 𝑥 3 𝑒 𝑦 𝟓) 𝑦 ′ = 5 𝟔) 𝑦 ′ = 𝑥 2 − 𝑦

Solution:

1) Separable. 2) Not separable. 3) Separable.

4) Separable. 5) Separable. 6) Not separable.

Example: Find the general solution to the following ODE.

𝟗𝒚 𝒚′ + 𝟒𝒙 = 𝟎

Solution: The ODE can be written as

𝑑𝑦 1
= −4𝑥 ∗
𝑑𝑥 9𝑦
Then, it is separable. The general solution for such ODE can be obtained by following the
following steps.

9𝑦 𝑑𝑦 = −4𝑥 𝑑𝑥
∫ 9𝑦 𝑑𝑦 = ∫ −4𝑥 𝑑𝑥
9 2 4
𝑦 = − 𝑥2 + 𝑐
2 2
4 2
𝑦2 = − 𝑥2 + 𝑐
9 9
4 2
𝑦 = ±√ − 𝑥 2 + 𝑐
9 9

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Solve the following ODE.

𝒚′ = 𝟏 + 𝒚𝟐

Solution: The ODE can be written as

𝑑𝑦
= 1 + 𝑦2
𝑑𝑥
Then, it is separable. The general solution for such ODE can be obtained by following the
following steps.

𝑑𝑦
= 𝑑𝑥
1 + 𝑦2
𝑑𝑦
∫ = ∫ 𝑑𝑥
1 + 𝑦2
tan−1 (𝑦) = 𝑥 + 𝑐
tan (tan−1(𝑦)) = tan (𝑥 + 𝑐)
𝑦 = tan (𝑥 + 𝑐)

You can check the answer as follows:

LHS: 𝑦 ′ = sec 2 (𝑥 + 𝑐)
RHS: 1 + 𝑦 2 = 1 + (tan(𝑥 + 𝑐))2 = 1 + tan2(𝑥 + 𝑐) = sec 2 (𝑥 + 𝑐)

LHS=RHS, the solution satisfies the ODE

Note:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find the general solution for the following ODE.

𝒅𝒚
𝒙 − √(𝟏 − 𝒚𝟐 ) = 𝟎
𝒅𝒙

Solution: The ODE can be written as

𝑑𝑦 1
= √(1 − 𝑦 2 )
𝑑𝑥 𝑥

Then, it is separable. The general solution for such ODE can be obtained by following the
following steps.

𝑑𝑦 1
= 𝑑𝑥
√(1 − 𝑦 2 ) 𝑥
𝑑𝑦 1
∫ = ∫ 𝑑𝑥
√(1 − 𝑦 2 ) 𝑥

𝑠𝑖𝑛−1 (𝑦) = 𝑙𝑛│𝑥│ + 𝑐

𝑦 = 𝑠𝑖𝑛 ( 𝑙𝑛│𝑥│ + 𝑐)

Note:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Method #2: Reduction to Separable Form:

General Form: Certain non-separable ODEs can be made separable by transformations that introduce for
𝒚 a new unkown function. An example of this is a class of ODEs where
𝒅𝒚 𝒚
= 𝒇( )
𝒅𝒙 𝒙

Definition: Given that

𝒅𝒚 𝒚
= 𝒇( )
𝒅𝒙 𝒙

❖ To find the solution for such ODEs:

𝒚
• Substitute 𝒖 = 𝒙.
• Determine 𝒚′ .
• Re-write the original ODE in terms of 𝒖 and 𝒖′ .
• Solve the separable ODE with respect to 𝒖 , then write the solution in terms of 𝒚.

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Example: Find the general solution for the following ODE.

𝒙𝒚′ = 𝒙 + 𝒚

Solution: The ODE can be written as

𝑥 𝑦′ 𝑥 𝑦
= +
𝑥 𝑥 𝑥
′
𝑦
𝑦 =1+
𝑥

𝒚
Let 𝒖 = 𝒙 then, 𝑦 = 𝑥𝑢 and 𝑦 ′ = 𝑥𝑢′ + 𝑢

re-write the original ODE in terms of 𝑢:

𝑥𝑢′ + 𝑢 = 1 + 𝑢
𝑥𝑢′ = 1

𝑑𝑢
𝑥 =1
𝑑𝑥
1
𝑑𝑢 = 𝑑𝑥
𝑥

Thus, the equation is reduced to a Separable ODE in 𝒖. The general solution for such ODE can be obtained
by following the following steps.

1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
𝑥
𝑢 = 𝑙𝑛│𝑥│ + 𝑐
𝒚
Replace 𝒖 with 𝒚 where 𝒖 = 𝒙

𝑦
= 𝑙𝑛│𝑥│ + 𝑐
𝑥

Then, the general solution is

𝑦 = 𝑥(𝑙𝑛|𝑥|+𝑐)

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Example: Find the general solution for the following ODE.

𝒚′ = (𝒙 + 𝒚)𝟐

Solution:

Let 𝒖 = 𝒙 + 𝒚 then, 𝑢′ = 1 + 𝑦 ′

re-write the original ODE in terms of 𝑢:

𝑢′ − 1 = 𝑢2
𝑢′ = 1 + 𝑢2
𝑑𝑢
= 1 + 𝑢2
𝑑𝑥
1
𝑑𝑢 = 𝑑𝑥
1 + 𝑢2

Thus, the equation is reduced to a Separable ODE in 𝒖. The general solution for such ODE can be obtained
by following the following steps.

1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
1 + 𝑢2
𝑡𝑎𝑛−1(𝑢) = 𝑥 + 𝑐
𝑡𝑎𝑛 (𝑡𝑎𝑛−1 (𝑢)) = 𝑡𝑎𝑛 (𝑥 + 𝑐)
𝑢 = 𝑡𝑎𝑛 (𝑥 + 𝑐)

Replace 𝒖 with 𝒚 where 𝒖 = 𝒙 + 𝒚

𝑥 + 𝑦 = 𝑡𝑎𝑛 (𝑥 + 𝑐)

Then, the general solution is

𝑦 = 𝑡𝑎 𝑛(𝑥 + 𝑐) − 𝑥

Note:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find the general solution for the following ODE.

𝒚′ = (𝟒𝒙 + 𝒚)𝟐

Solution:

Let 𝒖 = 𝟒𝒙 + 𝒚 then, 𝑢′ = 4 + 𝑦 ′

re-write the original ODE in terms of 𝑢:

𝑢′ − 4 = 𝑢2
𝑢′ = 4 + 𝑢2
𝑑𝑢
= 4 + 𝑢2
𝑑𝑥
1
𝑑𝑢 = 𝑑𝑥
4 + 𝑢2

Thus, the equation is reduced to a Separable ODE in 𝒖. The general solution for such ODE can be obtained
by following the following steps.

1
∫ 𝑑𝑢 = ∫ 𝑑𝑥
4 + 𝑢2
1 𝑢
𝑡𝑎𝑛−1( ) = 𝑥 + 𝑐
2 2
−1
𝑢
𝑡𝑎𝑛 ( ) = 2(𝑥 + 𝑐)
2
−1
𝑢
𝑡𝑎𝑛 (𝑡𝑎𝑛 ( )) = 𝑡𝑎𝑛 (2(𝑥 + 𝑐))
2
𝑢
= 𝑡𝑎𝑛 (2(𝑥 + 𝑐))
2
𝑢 = 2 𝑡𝑎𝑛 (2(𝑥 + 𝑐))

Replace 𝒖 with 𝒚 where 𝒖 = 𝟒𝒙 + 𝒚

4𝑥 + 𝑦 = 2 𝑡𝑎𝑛 (2(𝑥 + 𝑐))

Then, the general solution is

𝑦 = 2 𝑡𝑎 𝑛(2(𝑥 + 𝑐)) − 4𝑥

Note:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Solve the following initial value problem (IVP).

𝒚
𝒙𝒚′ = 𝒚 + 𝟑𝒙𝟒 𝒄𝒐𝒔𝟐 ( ) , 𝒚(𝟏) = 𝟎
𝒙

Solution: The ODE can be written as

𝒙𝒚′ 𝒚 𝟑𝒙𝟒 𝒚
= + 𝒄𝒐𝒔𝟐 ( )
𝒙 𝒙 𝒙 𝒙
′
𝒚 𝟑 𝟐
𝒚
𝒚 = + 𝟑𝒙 𝒄𝒐𝒔 ( )
𝒙 𝒙

𝒚
Let 𝒖 = 𝒙 then, 𝑦 = 𝑥𝑢 and 𝑦 ′ = 𝑥𝑢′ + 𝑢

re-write the original ODE in terms of 𝑢:

𝑥𝑢′ + 𝑢 = 𝑢 + 3𝑥 3 cos2 (𝑢)

𝑥𝑢′ = 3𝑥 3 𝑐𝑜𝑠 2 (𝑢)
𝑑𝑢
𝑥 = 3𝑥 3 𝑐𝑜𝑠 2 (𝑢)
𝑑𝑥
𝑑𝑢 3𝑥 3
= 𝑑𝑥
𝑐𝑜𝑠 2 (𝑢) 𝑥

𝑠𝑒𝑐 2(𝑢)𝑑𝑢 = 3𝑥 2 𝑑𝑥

Thus, the equation is reduced to a Separable ODE in 𝒖. The general solution for such ODE can be obtained
by following the following steps.

∫ 𝑠𝑒𝑐 2 (𝑢)𝑑𝑢 = ∫ 3𝑥 2 𝑑𝑥
𝑡𝑎𝑛(𝑢) = 𝑥 3 + 𝑐
𝑡𝑎𝑛−1 (𝑡𝑎𝑛(𝑢)) = 𝑡𝑎𝑛−1 (𝑥 3 + 𝑐)
𝑢 = 𝑡𝑎𝑛−1 (𝑥 3 + 𝑐)
𝒚
Replace 𝒖 with 𝒚 where 𝒖 = 𝒙

𝑦
= 𝑡𝑎𝑛−1 (𝑥 3 + 𝑐)
𝑥
𝑦 = 𝑥(𝑡𝑎𝑛−1 (𝑥 3 + 𝑐))

Find the constant 𝒄 where 𝒚(𝟏) = 𝟎:

𝑦(1) = 1 ∗ (𝑡𝑎𝑛−1 ((1)3 + 𝑐)) = 0
(𝑡𝑎𝑛−1((1)3 + 𝑐)) = 0
𝑡𝑎𝑛(𝑡𝑎𝑛−1 ((1)3 + 𝑐)) = tan (0) = 0
1 + 𝑐 = 0 𝑡ℎ𝑒𝑛 𝑐 = −1

Thus, the particular solution is:

𝑦 = 𝑥(𝑡𝑎𝑛−1 (𝑥 3 − 1))

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find the general solution for the following ODE.

𝟐𝒙𝒚𝒚′ = 𝒚𝟐 − 𝒙𝟐

Solution: The ODE can be written as

2𝑥𝑦 𝑦 ′ 𝑦2 𝑥2
= −
2𝑥𝑦 2𝑥𝑦 2𝑥𝑦
𝑦 𝑥
𝑦′ = −
2𝑥 2𝑦

𝒚
Let 𝒖 = 𝒙 then, 𝑦 = 𝑥𝑢 and 𝑦 ′ = 𝑥𝑢′ + 𝑢

re-write the original ODE in terms of 𝑢:

′
𝑥𝑢 𝑥 𝑢 1 2𝑢2 − 2
𝑥𝑢 + 𝑢 = − = − =
2𝑥 2𝑥𝑢 2 2𝑢 4𝑢
2 2
2𝑢 − 2 −𝑢 − 1
𝑥𝑢′ = −𝑢 =
4𝑢 2𝑢

𝑑𝑢 −𝑢2 − 1
𝑥 =
𝑑𝑥 2𝑢
−𝑢2 − 1
𝑥 𝑑𝑢 = ( ) 𝑑𝑥
2𝑢
2𝑢 1
( 2 ) 𝑑𝑢 = 𝑑𝑥
−𝑢 − 1 𝑥

Thus, the equation is reduced to a Separable ODE in 𝒖. The general solution for such ODE can be obtained
by following the following steps.

−2𝑢 1
∫( 2 ) 𝑑𝑢 = ∫ 𝑑𝑥
𝑢 +1 𝑥
2
− 𝑙𝑛(𝑢 + 1) = 𝑙𝑛│𝑥│ + 𝑐
𝑙𝑛(𝑢2 + 1) = −𝑙𝑛│𝑥│ − 𝑐
2
𝑒 𝑙𝑛(𝑢 +1) = 𝑒 −𝑙𝑛│𝑥│−𝑐 = 𝑒 −𝑙𝑛│𝑥│ ∗ 𝑒 −𝑐
𝑘
𝑢2 = − 1, 𝑤ℎ𝑒𝑟𝑒 𝑘 = 𝑒 −𝑐
𝑥
𝒚
Replace 𝒖 with 𝒚 where 𝒖 = 𝒙

𝑦 2 𝑘
( ) = − 1, 𝑤ℎ𝑒𝑟𝑒 𝑘 = 𝑒 −𝑐
𝑥 𝑥

Then, the general solution is

𝑥 2 + 𝑦 2 = 𝑘𝑥

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Method #3: Linear 1st order DE:

Definition: Linearity:

An ODE is linear if it has the following form:

𝑎𝑛 (𝑥)𝑦 (𝑛) + 𝑎𝑛−1 (𝑥)𝑦 (𝑛−1) + ⋯ + 𝑎2 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)

If g(𝑥) = 𝟎: The equation is homogeneous.

If g(𝑥) ≠ 𝟎: The equation is non-homogeneous.

An ODE is said to be linear if the three following conditions are satisfied:

1) The power of all derivates is one.

2) The coefficients of all derivatives are functions of x only or constants.
3) No derivatives multiplying composition.

Example: Which of the following ODEs are linear?

𝑑𝑦
𝟏) 3𝑥𝑦 ′′ + 5𝑥𝑦 ′ + 7𝑦 + 4 = 0 𝟐) √𝑦 − 𝑦 ′′ + 4𝑥 − 𝑦 = 0 𝟑) (𝑥 − 𝑥𝑦)( ) = 𝑦2
𝑑𝑥
𝟒) 𝑦 ′ + 𝑦 = 𝑐𝑜𝑠(𝑥)

Solution:
1) Linear. 2) Non-linear. 3) Non-linear. 4) Linear.

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Standard Form: The standard form of the 1st order linear DE is

𝒅𝒚
+ 𝑷(𝒙)𝒚 = 𝒒(𝒙)
𝒅𝒙
If 𝒒(𝒙) = 𝟎: Homogeneous 𝑑𝑦
+ 𝑃(𝑥)𝑦 = 0 (𝑆𝑒𝑝𝑎𝑟𝑎𝑏𝑙𝑒)
𝑑𝑥
𝑑𝑦
= −𝑃(𝑥)𝑑𝑥
𝑦
• To find the solution for such Linear homogeneous1st order
ODEs:
𝑑𝑦
= −𝑃(𝑥)𝑑𝑥
𝑦
1) Get all the 𝒚’s on the left-hand side (LHS) of the equation
and all the 𝒙’s on the right-hand side (RHS).
𝒅𝒚
= −𝑷(𝒙)𝒅𝒙
𝒚
2) Integrate both sides of the equation.
𝒅𝒚
∫ = ∫ − 𝑷(𝒙)𝒅𝒙
𝒚
3) Solve for 𝒚.

If 𝒒(𝒙) ≠ 𝟎: Non-homogeneous 𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑞(𝑥)
𝑑𝑥
• To find the solution for such Linear non-homogeneous1st
order ODEs:
𝑑𝑦
+ 𝑃(𝑥)𝑦 = 𝑞(𝑥)
𝑑𝑥

1) Find the integrating factor

𝜇(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥

2) The solution is given by

1
𝑦= ∫ 𝜇(𝑥)𝑞(𝑥)𝑑𝑥
𝜇(𝑥)

Example: Classify the following DEs.

𝟏)𝑦 ′′ = 3𝑥 𝟐) 𝑦 ′ = 3𝑥𝑦 𝟑) 𝑦 ′′ − 3 = 0 𝟒) 𝑦 ′′′ − 𝑦 2 = 𝑥

Solution:
1) Linear non-homogeneous. 2) Linear homogeneous.
3) Linear non-homogeneous. 4) Non-linear.

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find the general solution for the following ODE.

𝒚
𝒚′ + 𝒙 𝟐 𝒚 =
𝒙

Solution: The ODE can be written as

𝑦
𝑦′ + 𝑥2𝑦 − = 0
𝑥
1
𝑦 ′ + (𝑥 2 − ) 𝑦 = 0
𝑥

Then, the equation is linear homogeneous ODE since it is in the form of

1
𝑦 ′ + 𝑃(𝑥)𝑦 = 0 𝑤ℎ𝑒𝑟𝑒 𝑃(𝑥) = (𝑥 2 − )
𝑥
Thus, the DE can be reduced as separable DE.

To find the solution:

𝑑𝑦 1
+ (𝑥 2 − ) 𝑦 = 0
𝑑𝑥 𝑥
𝑑𝑦 1
= − (𝑥 2 − ) 𝑦
𝑑𝑥 𝑥
𝑑𝑦 1
= − (𝑥 2 − ) 𝑑𝑥
𝑦 𝑥
𝑑𝑦 1
∫ = ∫ − (𝑥 2 − ) 𝑑𝑥
𝑦 𝑥
3
𝑥
𝑙𝑛 │𝑦│ = −( − 𝑙𝑛│𝑥│) + 𝑐
3
𝑥3 𝑥3
𝑙𝑛 │𝑦│ −( −𝑙𝑛│𝑥│)+𝑐 −
𝑒 = 𝑒 3 =𝑒 3 . 𝑒 𝑙𝑛│𝑥│ . 𝑒 𝑐
𝑥3
𝑦= 𝑘𝑥𝑒 − 3 𝑤ℎ𝑒𝑟𝑒 𝑘 = 𝑒 𝑐

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Solve the following Initial Value Problem (IVP).

𝒚′ + 𝒚 𝒕𝒂𝒏(𝒙) = 𝒔𝒊𝒏(𝟐𝒙), 𝒚(𝟎) = 𝟏

Solution: The ODE can be written as

𝑦 ′ + tan (𝑥)𝑦 = sin (2𝑥)

Then, the equation is linear non-homogeneous DE since it is in the form of

𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑞(𝑥) 𝑤ℎ𝑒𝑟𝑒 𝑃(𝑥) = tan (𝑥)

To find the solution, the integrating factor should be obtained.

𝜇(𝑥) = 𝑒 ∫ 𝑃(𝑥)𝑑𝑥 = 𝑒 ∫ tan (𝑥)𝑑𝑥 = 𝑒 ln │ sec(𝑥)│ = 𝑠𝑒𝑐(𝑥)

1 1 𝑠𝑖𝑛 (2𝑥)
𝑦= ∫ 𝜇(𝑥)𝑞(𝑥)𝑑𝑥 = ∫ 𝑠𝑒𝑐(𝑥)𝑠𝑖𝑛 (2𝑥)𝑑𝑥 = 𝑐𝑜𝑠(𝑥)∫ ( ) 𝑑𝑥
𝜇(𝑥) 𝑠𝑒𝑐(𝑥) 𝑐𝑜𝑠 (𝑥)

2 𝑠𝑖𝑛(𝑥) 𝑐𝑜𝑠(𝑥)
𝑦 = 𝑐𝑜𝑠(𝑥) ∫ ( ) 𝑑𝑥 = 𝑐𝑜𝑠(𝑥)∫ 2𝑠𝑖𝑛 (𝑥)𝑑𝑥
𝑐𝑜𝑠(𝑥)
𝑦 = cos(𝑥) ∗ (−2cos(𝑥) + 𝑐)

Then the general solution is

𝑦 = −2 𝑐𝑜𝑠 2 (𝑥) + 𝑐 ∗ 𝑐𝑜𝑠(𝑥)

For the initial condition y(0)=1

𝑦(0) = −2 𝑐𝑜𝑠 2 (0) + 𝑐 ∗ 𝑐𝑜𝑠(0) = 1

𝑦(0) = −2 ∗(1)2 + 𝑐 ∗ (1) = 1
𝑐=3
The solution of the given IVP is

𝑦 = −2 𝑐𝑜𝑠 2 (𝑥) + 3 ∗ 𝑐𝑜𝑠(𝑥)

Note:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Method #4: Reduction to Linear Form (Bernoulli Equation) :

Definition: Bernoulli Equation:

Numerous applications can be modelled by ODEs that are nonlinear can be transformed to linear ODEs.
One of the most useful ones of these is Bernoulli Equation, which is given by:

𝒅𝒚
+ 𝑷(𝒙)𝒚 = 𝒈(𝒙) 𝒚𝒂 , 𝑤ℎ𝑒𝑟𝑒 𝒂 𝑖𝑠 𝑎𝑛𝑦 𝑟𝑒𝑎𝑙 𝑛𝑢𝑚𝑏𝑒𝑟 𝑎𝑛𝑑 𝒂 ≠ 𝟎 𝑜𝑟 𝟏
𝒅𝒙

Definition: How to solve a Bernoulli Equation?:

𝒅𝒚
+ 𝑷(𝒙)𝒚 = 𝒈(𝒙) 𝒚𝒂
𝒅𝒙

The nonlinear Bernoulli Equation can be reduced to a linear form as follows:

1) Divide both sides of the equation by 𝒚𝒂

𝒚′ 𝑷(𝒙)
+ 𝒂 𝒚 = 𝒈(𝒙) 𝐄𝐪. (∗)
𝒚𝒂 𝒚
𝒚
2) Let 𝒘 = 𝒚𝟏−𝒂 = 𝒚𝒂

′ −𝒂 ′
𝒚′
𝒘 = (𝟏 − 𝒂)𝒚 𝒚 = (𝟏 − 𝒂) 𝒂
𝒚
Then
𝒚′ 𝒘′
=
𝒚𝒂 𝟏 − 𝒂

3) Substitute the previous equation in Eq.(*)

𝒚′ 𝒚
+ 𝑷(𝒙) = 𝒈(𝒙) 𝐄𝐪. (∗)
𝒚𝒂 𝒚𝒂

𝒘′
+ 𝑷(𝒙)𝒘 = 𝒈(𝒙)
𝟏−𝒂
Multiply both sides of the equation by (𝟏 − 𝒂)

𝒘′ + (𝟏 − 𝒂)𝑷(𝒙)𝒘 = (𝟏 − 𝒂)𝒈(𝒙)

This DE is linear with respect to 𝒘 and it can be solved as explained before.

Summary: How to solve a Bernoulli Equation?:

• Determine 𝑷(𝒙), 𝒈(𝒙) and 𝒂.

• Let 𝒘 = 𝒚𝟏−𝒂 to get:

𝒘′ + (𝟏 − 𝒂)𝑷(𝒙)𝒘 = (𝟏 − 𝒂)𝒈(𝒙)
• Solve the linear DE with respect to 𝒘, then write the solution in terms of 𝒚.

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil
Example: Classify the following DEs (Bernoulli or not).

𝟏)𝑦 ′ + 3𝑥𝑦 = 𝑥 2 𝑦 3 𝟐) 𝑦 ′ = 𝑥 3 𝟑) 𝑦 ′ + 3𝑥 = 5𝑦 7

Solution:
1) Bernoulli. 2) Not Bernoulli. 3) Not Bernoulli.

Example: Find the particular solution for the following ODE.

𝟏
𝒚′ + 𝒚 = 𝒚𝟐 , 𝒚(𝟎) = −
𝟑

Solution: The ODE can be written as

𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑔(𝑥)𝑦 𝑎
𝑤ℎ𝑒𝑟𝑒
𝑃(𝑥) = 1
𝑔(𝑥) = 1
𝑎=2

Then, the equation is a Bernoulli Equation.

1
Let 𝑤 = 𝑦 1−𝑎 = 𝑦 1−2 = 𝑦 −1 = 𝑦

𝑤 ′ + (1 − 𝑎)𝑃(𝑥)𝑤 = (1 − 𝑎)𝑔(𝑥)
𝑤 ′ + (1 − 2) ∗ 1 ∗ 𝑤 = (1 − 2) ∗ 1
𝑤 ′ − 𝑤 = −1

Thus, the DE is reduced to a linear non-homogeneous

To find the solution, the integrating factor should be obtained

𝜇(𝑥) = 𝑒 ∫ −𝑑𝑥 = 𝑒 −𝑥
1 1 1 −𝑒 −𝑥 𝑒 −𝑥 𝑐
𝑤= ∫ 𝜇(𝑥) ∗ (−1)𝑑𝑥 = −𝑥 ∫ −𝑒 −𝑥 𝑑𝑥 = −𝑥 ∗ ( + 𝑐) = −𝑥 + −𝑥 = 1 + 𝑐𝑒 𝑥
𝜇(𝑥) 𝑒 𝑒 −1 𝑒 𝑒
𝑥
𝑤 = 1 + 𝑐𝑒

𝟏
Replace 𝒘 with 𝒚 where 𝒘 = 𝒚
1
= 1 + 𝑐𝑒 𝑥
𝑦
𝟏
Where 𝒚(𝟎) = − 𝟑 ,
1
= 1 + 𝑐𝑒 0
𝑦(0)
1
= 1+𝑐
1
−3
𝑐 = −4
1 1
Then, 𝑦 = 1+𝑐𝑒 𝑥 = 1−4𝑒 𝑥

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Example: Find the particular solution for the following ODE.

𝟒
𝒚′ + 𝒚 = 𝒙 𝟑 𝒚𝟐 , 𝒚(𝟏) = −𝟏
𝒙

Solution: The ODE can be written as

𝑦 ′ + 𝑃(𝑥)𝑦 = 𝑔(𝑥)𝑦 𝑎
𝑤ℎ𝑒𝑟𝑒
4
𝑃(𝑥) =
𝑥
𝑔(𝑥) = 𝑥 3
𝑎=2

Then, the equation is a Bernoulli Equation.

1
Let 𝑤 = 𝑦 1−𝑎 = 𝑦 1−2 = 𝑦 −1 = 𝑦

𝑤 ′ + (1 − 𝑎)𝑃(𝑥)𝑤 = (1 − 𝑎)𝑔(𝑥)
4
𝑤 ′ + (1 − 2) ∗ ∗ 𝑤 = (1 − 2) ∗ 𝑥 3
𝑥
4
𝑤 ′ − 𝑤 = −𝑥 3
𝑥

Thus, the DE is reduced to a linear non-homogeneous

To find the solution, the integrating factor should be obtained

−4 −4 1
𝜇(𝑥) = 𝑒 ∫ 𝑥 𝑑𝑥 = 𝑒 −4∗ln (𝑥) = 𝑒 ln (𝑥 ) = 𝑥 −4 = 4
𝑥
1 1
𝑤= ∫ 𝜇(𝑥) ∗ (−𝑥 )𝑑𝑥 = −4 ∫ 𝑥 ∗ (−𝑥 )𝑑𝑥 = −𝑥 ∫ 𝑥 𝑑𝑥 = −𝑥 4 ∗ (ln(│𝑥│) + 𝑐)
3 −4 3 4 −1
𝜇(𝑥) 𝑥

𝑤 = −𝑥 4 ∗ (ln(│𝑥│) + 𝑐) = −𝑥 4 ln(│𝑥│) − 𝑐𝑥 4

𝟏
Replace 𝒘 with 𝒚 where 𝒘 = 𝒚
1
= −𝑥 4 ln(│𝑥│) − 𝑐𝑥 4
𝑦
Where 𝒚(𝟏) = −𝟏 ,
1
= −(1)4 ln(│1│) − 𝑐 ∗ (1)4
𝑦(1)
1
= −𝑐
−1

𝑐=1
1 1
Then, 𝑦= =
−𝑥 4 ln(│𝑥│)−𝑐𝑥 4 −𝑥 4 ln(│𝑥│)−𝑥 4

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Example: Find the general solution for the following ODE.

𝒅𝒚
𝒙𝟐 − 𝒚𝟐 = 𝟐𝒙𝒚
𝒅𝒙

Solution: The ODE can be written as

𝑥 2 𝑦 ′ − 𝑦 2 = 2𝑥𝑦
Simplify the equation to be in any of the standard forms:

𝑦 2 2𝑥𝑦
𝑦′ − 2 = 2
𝑥 𝑥
2 1
𝑦′ − 𝑦 = 2 𝑦2
𝑥 𝑥

Then, the equation is a Bernoulli Equation.

−2
𝑃(𝑥) =
𝑥
1
𝑔(𝑥) = 2
𝑥
𝑎=2

Thus, the DE is reduced to a linear non-homogeneous

1
Let 𝑤 = 𝑦 1−𝑎 = 𝑦 1−2 = 𝑦 −1 = 𝑦

𝑤 ′ + (1 − 𝑎)𝑃(𝑥)𝑤 = (1 − 𝑎)𝑔(𝑥)
−2 1
𝑤 ′ + (1 − 2) ∗ ∗ 𝑤 = (1 − 2) ∗ 2
𝑥 𝑥
′
2 1
𝑤 + 𝑤=− 2
𝑥 𝑥

To find the solution, the integrating factor should be obtained

2 2
𝜇(𝑥) = 𝑒 ∫𝑥𝑑𝑥 = 𝑒 2∗ln (𝑥) = 𝑒 ln (𝑥 ) = 𝑥 2
1 1 1 1 1 1
𝑤= ∫ 𝜇(𝑥) ∗ (− 2 ) 𝑑𝑥 = 2 ∫ 𝑥 2 ∗ (− 2 ) 𝑑𝑥 = 2 ∫ −𝑑𝑥 = 2 ∗ (−𝑥 + 𝑐)
𝜇(𝑥) 𝑥 𝑥 𝑥 𝑥 𝑥

1 1 𝑐
𝑤= 2
∗ (−𝑥 + 𝑐) = − + 2
𝑥 𝑥 𝑥
𝟏
Replace 𝒘 with 𝒚 where 𝒘 = 𝒚
1 1 𝑐
=− + 2
𝑦 𝑥 𝑥
1 𝑐 −1
Then, 𝑦 = (− 𝑥 + 𝑥 2 )

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Method #5: Exact ODEs

Definition: Exactness:

The following differential equation

𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

is said to be exact in a region R if there exists a function 𝜱(𝒙, 𝒚) such that:

𝝏𝜱 𝝏𝜱
= 𝑴, =𝑵
𝝏𝒙 𝝏𝒚
for all (x, y) in R.

Definition: How to test for exactness of an ODE?:

𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

1) Define 𝑴 and 𝑵.
2) Use partial differentiation to find:

𝝏𝑴 𝝏𝑵
𝑴𝒚 = 𝒂𝒏𝒅 𝑵𝒙 =
𝝏𝒚 𝝏𝒙

3) If 𝑴𝒚 = 𝑵𝒙 then the ODE is exact.

Summary: How to solve an exact ODE?:

• Test for exactness.

• Determine the function 𝜱(𝒙, 𝒚) = 𝒄 by finding:
➢ ∫ 𝑴(𝒙, 𝒚)𝒅𝒙 and ∫ 𝑵(𝒙, 𝒚)𝒅𝒚.
➢ 𝜱(𝒙, 𝒚) is the sum of all terms in the previous integrals, but if there is a repeated term in the two
integrals it will be taken once.

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Example: Which of the following DEs are exact.

𝟏) (𝑥𝑦 2 + 3𝑥 𝑠𝑖𝑛(𝑥))𝑑𝑥 + (𝑥 2 𝑦 − 𝑒 𝑦 )𝑑𝑦 = 0

𝟐) (𝑒 𝑥 𝑦 + 𝑡𝑎𝑛(𝑥) + 𝑦)𝑑𝑥 + (𝑒 𝑥 + 𝑦 3 + 𝑥)𝑑𝑦 = 0
𝟑) (𝑦 2 + 1)𝑑𝑥 + (𝑦 𝑥 2 )𝑑𝑦 = 0
𝟒) (𝑦 2 − 𝑥 𝑠𝑖𝑛 (𝑦))𝑑𝑦 + 𝑐𝑜𝑠 (𝑦) 𝑑𝑥 = 0

Solution:
1)
𝑀 = 𝑥𝑦 2 + 3𝑥 𝑠𝑖𝑛(𝑥)
𝑁 = 𝑥2𝑦 − 𝑒 𝑦
𝜕𝑀
𝑀𝑦 = = 2𝑥𝑦
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = 2𝑥𝑦
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

2)
𝑀 = 𝑒 𝑥 𝑦 + 𝑡𝑎𝑛(𝑥) + 𝑦
𝑁 = 𝑒 𝑥 + 𝑦3 + 𝑥
𝜕𝑀
𝑀𝑦 = = 𝑒𝑥 + 1
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = 𝑒𝑥 + 1
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

3)
𝑀 = 𝑦2 + 1
𝑁 = 𝑦 𝑥2
𝜕𝑀
𝑀𝑦 = = 2𝑦
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = 2𝑥𝑦
𝜕𝑥

𝑀𝑦 ≠ 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡

4)
𝑀 = 𝑐𝑜𝑠(𝑦)
𝑁 = 𝑦 2 − 𝑥 𝑠𝑖𝑛(𝑦)
𝜕𝑀
𝑀𝑦 = = −𝑠𝑖𝑛(𝑦)
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = −𝑠𝑖𝑛(𝑦)
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: For the following ODE, test for exactness. If exact, solve it.

(𝟐𝒙𝒚 − 𝟑𝒙𝟐 )𝒅𝒙 + (𝒙𝟐 − 𝟐𝒚)𝒅𝒚 = 𝟎

Solution: Test for exactness:

𝑀 = 2𝑥𝑦 − 3𝑥 2
𝑁 = 𝑥 2 − 2𝑦
𝜕𝑀
𝑀𝑦 = = 2𝑥
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = 2𝑥
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫ (2𝑥𝑦 − 3𝑥 2 )𝑑𝑥 = 𝑥 2 𝑦 − 𝑥 3

∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = ∫ (𝑥 2 − 2𝑦)𝑑𝑦 = 𝑥 2 𝑦 − 𝑦 2

The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
𝛷(𝑥, 𝑦) = 𝑥 2 𝑦 − 𝑥 3 − 𝑦 2 = 𝑐

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: For the following ODE, test for exactness. If exact, solve it.

𝒄𝒐𝒔(𝒙 + 𝒚) 𝒅𝒙 + (𝟑𝒚𝟐 + 𝟐𝒚 + 𝒄𝒐𝒔(𝒙 + 𝒚))𝒅𝒚 = 𝟎

Solution: Test for exactness:

𝑀 = 𝑐𝑜𝑠 (𝑥 + 𝑦)
𝑁 = 3𝑦 2 + 2𝑦 + 𝑐𝑜𝑠 (𝑥 + 𝑦)
𝜕𝑀
𝑀𝑦 = = −𝑠𝑖𝑛 (𝑥 + 𝑦)
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = −𝑠𝑖𝑛 (𝑥 + 𝑦)
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫ (cos(𝑥 + 𝑦))𝑑𝑥 = 𝑠𝑖𝑛 (𝑥 + 𝑦)

∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = ∫ (3𝑦 2 + 2𝑦 + cos(𝑥 + 𝑦))𝑑𝑦 = 𝑦 3 + 𝑦 2 + 𝑠𝑖𝑛 (𝑥 + 𝑦)

The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
𝛷(𝑥, 𝑦) = 𝑠𝑖𝑛(𝑥 + 𝑦) + 𝑦 3 + 𝑦 2 = 𝑐

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find the particular solution for the following differential equation.
𝟐
(𝟐𝒙𝒚 𝒅𝒙 + 𝒅𝒚)𝒆𝒙 = 𝟎, 𝒚(𝟎) = 𝟐

Solution: The differential equation can be written as:

𝟐 𝟐
𝟐𝒙𝒚 𝒆𝒙 𝒅𝒙 + 𝒆𝒙 𝒅𝒚 = 𝟎

Test for exactness:

2
𝑀 = 2𝑥𝑦 𝑒 𝑥
2
𝑁 = 𝑒𝑥
𝜕𝑀 2
𝑀𝑦 = = 2𝑥 𝑒 𝑥
𝜕𝑦
𝜕𝑁 2
𝑁𝑥 = = 2𝑥 𝑒 𝑥
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

2
∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫ (2𝑥𝑦 𝑒 𝑥 )𝑑𝑥

By substitution: Let 𝑢 = 𝑥 2 then 𝑑𝑢 = 2𝑥 𝑑𝑥

2 𝑑𝑢 2
∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫ (2𝑥𝑦 𝑒 𝑥 )𝑑𝑥 = ∫ (2𝑥𝑦 𝑒 𝑢 ) = ∫ (𝑦 𝑒 𝑢 )𝑑𝑢 = 𝑦 𝑒 𝑢 = 𝑦 𝑒 𝑥
2𝑥

2 2
∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = ∫ (𝑒 𝑥 )𝑑𝑦 = 𝑦 𝑒 𝑥

The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
2
𝛷(𝑥, 𝑦) = 𝑦 𝑒 𝑥 = 𝑐

The particular solution where 𝑦(0) = 2:

2
𝛷(0,2) = 𝑦(0) 𝑒 (0) = 𝑐
2 ∗ 1 = 𝑐 then 𝑐 = 2
2
𝑦 𝑒𝑥 = 2
2
𝑦 = 2 𝑒 −𝑥

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Method #6: Reduction to Exact Form:

Definition: Reduction to Exact ODE:

If the following differential equation

𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

is not exact (𝑴𝒚 ≠ 𝑵𝒙 ) and

𝑴𝒚 − 𝑵𝒙
𝒉(𝒙) =
𝑵

Then multiplying the DE by 𝒆∫ 𝒉(𝒙)𝒅𝒙 (integrating factor) makes the DE exact.

OR

If the following differential equation

𝑴(𝒙, 𝒚)𝒅𝒙 + 𝑵(𝒙, 𝒚)𝒅𝒚 = 𝟎

is not exact (𝑴𝒚 ≠ 𝑵𝒙 ) and

𝑴𝒚 − 𝑵𝒙
𝒌(𝒚) =
−𝑴

Then multiplying the DE by 𝒆∫ 𝒌(𝒚)𝒅𝒚 (integrating factor) makes the DE exact.

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Test for exactness for the following ODE. If exact, solve it. If not, find the integrating factor and
then solve it.

−𝒚 𝒅𝒙 + 𝒙 𝒅𝒚 = 𝟎

Solution: Test for exactness:

𝑀 = −𝑦
𝑁=𝑥
𝜕𝑀
𝑀𝑦 = = −1
𝜕𝑦
𝜕𝑁
𝑁𝑥 = =1
𝜕𝑥

𝑀𝑦 ≠ 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡

To find the integrating factor:

𝑀𝑦 − 𝑁𝑥 −1 − 1 −2
ℎ(𝑥) = = =
𝑁 𝑥 𝑥
−2 −2 ) 1
𝐼. 𝐹 = 𝑒 ∫ ℎ(𝑥)𝑑𝑥 = 𝑒 ∫ 𝑥 𝑑𝑥 = 𝑒 −2ln (𝑥) = 𝑒 ln (𝑥 = 𝑥 −2 =
𝑥2
1
Multiplying the original ODE by the 𝐼. 𝐹 = 𝑥 2 yields:

1
∗ (−𝑦𝑑𝑥 + 𝑥 𝑑𝑦 = 0)
𝑥2
𝑦 1
− 2 𝑑𝑥 + 𝑑𝑦 = 0
𝑥 𝑥

Test for exactness again where:

𝑦
𝑀1𝑦 = − 2
𝑥
1
𝑁1𝑥 =
𝑥
𝜕𝑀 1
𝑀1 𝑦 = =− 2
𝜕𝑦 𝑥
𝜕𝑁 1
𝑁1𝑥 = =− 2
𝜕𝑥 𝑥

𝑀1𝑦 = 𝑁1𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Now, we can solve it as we explained before. Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

𝑦 1 1 𝑦
∫ 𝑀1 (𝑥, 𝑦)𝑑𝑥 = ∫ (− 2
) 𝑑𝑥 = −𝑦∫ ( 2 ) 𝑑𝑥 = −𝑦 ∗ (− ) =
𝑥 𝑥 𝑥 𝑥

1 1 𝑦
∫ 𝑁1 (𝑥, 𝑦)𝑑𝑦 = ∫ ( ) 𝑑𝑦 = ( ) ∫ 𝑑𝑦 =
𝑥 𝑥 𝑥

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
𝑦
𝛷(𝑥, 𝑦) = = 𝑐
𝑥
Then,
𝑦 = 𝑐𝑥

Example: If the integrating factor for the following non exact ODE is 𝐹(𝑥, 𝑦) = 𝑒 𝑥+𝑦 . Find the general
solution.

𝒆−𝒚 𝒅𝒙 + 𝒆−𝒙 (−𝒆−𝒚 + 𝟏) 𝒅𝒚 = 𝟎

Solution: Simplify the ODE:

𝑒 −𝑦 𝑑𝑥 + (−𝑒 −(𝑥+𝑦) + 𝑒 −𝑥 ) 𝑑𝑦 = 0

Multiplying the ODE by the integrating factor F(x,y):

𝑒 𝑥+𝑦 ∗ (𝑒 −𝑦 𝑑𝑥 + (−𝑒 −(𝑥+𝑦) + 𝑒 −𝑥 ) 𝑑𝑦 = 0)

𝑒 𝑥 𝑑𝑥 + (−1 + 𝑒 𝑦 ) 𝑑𝑦 = 0
Test for exactness:
𝑀 = 𝑒𝑥
𝑁 = −1 + 𝑒 𝑦
𝜕𝑀
𝑀𝑦 = =0
𝜕𝑦
𝜕𝑁
𝑁𝑥 = =0
𝜕𝑥

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Now, we can solve it as we explained before for exact ODE or separable ODE.

The general solution using separable procedure:

∫ 𝑒 𝑥 𝑑𝑥 = ∫ (1 − 𝑒 𝑦 ) 𝑑𝑦
𝑒 𝑥 = 𝑦 − 𝑒𝑦 + 𝑐
𝑦 = 𝑒 𝑥 + 𝑒𝑦 − 𝑐

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Use the given integrating factor to make the given ODE exact and then solve it.

𝟐𝒙𝒚′ = 𝟑(𝒚 + 𝟏), 𝑭(𝒙, 𝒚) = (𝒚 + 𝟏)𝒙−𝟒

Solution: Simplify the ODE:

𝑑𝑦
2𝑥 = 3(𝑦 + 1)
𝑑𝑥
2𝑥 𝑑𝑦 = 3(𝑦 + 1)𝑑𝑥
3(𝑦 + 1)𝑑𝑥 − 2𝑥 𝑑𝑦 = 0

Multiplying the ODE by the integrating factor F(x,y):

𝑦+1
∗ (3(𝑦 + 1)𝑑𝑥 − 2𝑥 𝑑𝑦 = 0)
𝑥4
3(𝑦 + 1)2 2𝑥(𝑦 + 1)
4
𝑑𝑥 − 𝑑𝑦 = 0)
𝑥 𝑥4
3(𝑦 + 1)2 2(𝑦 + 1)
4
𝑑𝑥 − 𝑑𝑦 = 0)
𝑥 𝑥3

3(𝑦 + 1)2
𝑀=
𝑥4
2(𝑦 + 1)
𝑁=−
𝑥3
𝜕𝑀 3 ∗ 2(𝑦 + 1) 6(𝑦 + 1)
𝑀𝑦 = = =
𝜕𝑦 𝑥4 𝑥4
𝜕𝑁 2(𝑦 + 1) −2(𝑦 + 1)(3𝑥 2 ) 6(𝑦 + 1)
𝑁𝑥 = =− = − =
𝜕𝑥 𝑥3 (𝑥 3 )2 𝑥4

𝑀𝑦 = 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

3(𝑦 + 1)2 2
1 2
1 −(𝑦 + 1)2
∫ 𝑀(𝑥, 𝑦)𝑑𝑥 = ∫ ( ) 𝑑𝑥 = 3(𝑦 + 1) ∫ ( 4 ) 𝑑𝑥 = 3(𝑦 + 1) ∗ ( )=
𝑥4 𝑥 −3 𝑥 3 𝑥3
−(𝑦 2 + 2𝑦 + 1) −𝑦 2 2𝑦 1
= = 3 − 3− 3
𝑥3 𝑥 𝑥 𝑥

2(𝑦 + 1) −2 −2 𝑦2 −𝑦 2 2𝑦
∫ 𝑁(𝑥, 𝑦)𝑑𝑦 = ∫ (− ) 𝑑𝑦 = ( ) ∫ (𝑦 + 1)𝑑𝑦 = ( ) ∗ ( + 𝑦) = − 3
𝑥3 𝑥3 𝑥3 2 𝑥3 𝑥

The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
−𝑦 2 2𝑦 1
𝛷(𝑥, 𝑦) = 3 − 3 − 3 = 𝑐
𝑥 𝑥 𝑥
−(𝑦 + 1)2
𝛷(𝑥, 𝑦) = =𝑐
𝑥3
Then,
𝑦 = ±√−𝑐𝑥 3 − 1

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Test for exactness for the following ODE. If exact, solve it. If not, find the integrating factor and
then solve it. Moreover, find the particular solution that corresponds to the given initial value.

(𝒆𝒙 + 𝒚)𝒆𝒚 𝒅𝒙 + (𝒙𝒆𝒚 − 𝟏)𝒅𝒚 = 𝟎; 𝒚(𝟎) = −𝟏

Solution: Test for exactness:

𝑀 = 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦
𝑁 = 𝑥𝑒 𝑦 − 1
𝜕𝑀
𝑀𝑦 = = 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦 + 𝑒 𝑦
𝜕𝑦
𝜕𝑁
𝑁𝑥 = = 𝑒𝑦
𝜕𝑥

𝑀𝑦 ≠ 𝑁𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑛𝑜𝑡 𝑒𝑥𝑎𝑐𝑡

To find the integrating factor:

𝑀𝑦 − 𝑁𝑥 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦 + 𝑒 𝑦 − 𝑒 𝑦 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦
ℎ(𝑥) = = =
𝑁 𝑥𝑒 𝑦 − 1 𝑥𝑒 𝑦 − 1

OR

𝑀𝑦 − 𝑁𝑥 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦 + 𝑒 𝑦 − 𝑒 𝑦 𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦
𝑘(𝑦) = = = = −1
−𝑀 −(𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦 ) −(𝑒 𝑥 𝑒 𝑦 + 𝑦𝑒 𝑦 )

𝐼. 𝐹 = 𝑒 ∫ 𝑘(𝑦)𝑑𝑦 = 𝑒 ∫(−1)𝑑𝑦 = 𝑒 −𝑦
Multiplying the original ODE by the 𝐼. 𝐹 = 𝑒 −𝑦 yields:

𝑒 −𝑦 ∗ ((𝑒 𝑥 + 𝑦)𝑒 𝑦 𝑑𝑥 + (𝑥𝑒 𝑦 − 1)𝑑𝑦 = 0)

(𝑒 𝑥 + 𝑦) 𝑑𝑥 + (𝑥 − 𝑒 −𝑦 )𝑑𝑦 = 0

Test for exactness again where:

𝑀1𝑦 = 𝑒 𝑥 + 𝑦
𝑁1𝑥 = 𝑥 − 𝑒 −𝑦
𝜕𝑀
𝑀1 𝑦 = =1
𝜕𝑦
𝜕𝑁
𝑁1𝑥 = =1
𝜕𝑥

𝑀1𝑦 = 𝑁1𝑥 𝑡ℎ𝑒𝑛 𝑖𝑡 𝑖𝑠 𝑒𝑥𝑎𝑐𝑡

Now, we can solve it as we explained before. Then, the general solution is 𝛷(𝑥, 𝑦) = 𝑐

∫ 𝑀1 (𝑥, 𝑦)𝑑𝑥 = ∫ (𝑒 𝑥 + 𝑦)𝑑𝑥 = 𝑒 𝑥 + 𝑥𝑦

∫ 𝑁1 (𝑥, 𝑦)𝑑𝑦 = ∫ (𝑥 − 𝑒 −𝑦 )𝑑𝑦 = 𝑥𝑦 + 𝑒 −𝑦

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The general solution is:

𝛷(𝑥, 𝑦) = 𝑐
𝛷(𝑥, 𝑦) = 𝑒 𝑥 + 𝑒 −𝑦 + 𝑥𝑦 = 𝑐

Then, to find the particular solution for the initial value 𝑦(0) = −1:

𝑒 0 + 𝑒 −(−1) + (0)(−1) = 𝑐
𝑐 =1+𝑒
Then, the particular solution is:
𝑒 𝑥 + 𝑒 −𝑦 + 𝑥𝑦 = 1 + 𝑒

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Determinants
➢ Determinants were originally introduced for solving linear systems. They have important engineering
applications in eigenvalue problems, differential equations, vector algebra and in other areas.

Definition: A determinant of order 𝒏 is a scalar associated with 𝒏𝒙𝒏 (hence square!) matrix 𝑨 = [𝒂𝒋𝒌 ],
and is denoted by

𝒂𝟏𝟏 𝒂𝟏𝟐 … 𝒂𝟏𝒏

𝒂𝟏𝟏 𝒂𝟏𝟐 … 𝒂𝟏𝒏
| . . … . |
𝒅𝒆𝒕(𝑨) = │𝑨│ =
| . . … . |
𝒂𝒏𝟏 𝒂𝒏𝟐 … 𝒂𝒏𝒏

Definition: Determinants of matrices

➢ Let us consider the matrix 𝑨 of dimension 1𝒙𝟏:

𝑨 = [𝒂𝟏𝟏 ]

The determinant of the matrix 𝑨 is defined by the relation:

𝒅𝒆𝒕(𝑨) = │𝑨│ = |𝒂𝟏𝟏 |

➢ Let us consider the matrix 𝑨 of dimension 𝟐𝒙𝟐:

𝒂𝟏𝟏 𝒂𝟏𝟐
𝑨 = [𝒂 𝒂𝟐𝟐 ]
𝟐𝟏

The determinant of the matrix 𝑨 is defined by the relation:

𝒂𝟏𝟏 𝒂𝟏𝟐
𝒅𝒆𝒕(𝑨) = │𝑨│ = |𝒂 𝒂𝟐𝟐 | = 𝒂𝟏𝟏 𝒂𝟐𝟐 − 𝒂𝟏𝟐 𝒂𝟐𝟏
𝟐𝟏

➢ Let us consider the matrix 𝑨 of dimension 𝟑𝒙𝟑:

𝒂𝟏𝟏 𝒂𝟏𝟐 𝒂𝟏𝟑

𝑨 = [𝒂𝟐𝟏 𝒂𝟐𝟐 𝒂𝟐𝟑 ]
𝒂𝟑𝟏 𝒂𝟑𝟐 𝒂𝟑𝟑

The determinant of the matrix 𝑨 is defined by the relation:

𝒂𝟐𝟐 𝒂𝟐𝟑 𝒂𝟐𝟏 𝒂𝟐𝟑 𝒂𝟐𝟏 𝒂𝟐𝟐

𝒅𝒆𝒕(𝑨) = │𝑨│ = 𝒂𝟏𝟏 |𝒂 𝒂 | − 𝒂𝟏𝟐 |𝒂 𝒂 | + 𝒂𝟏𝟑 |𝒂 |
𝟑𝟐 𝟑𝟑 𝟑𝟏 𝟑𝟑 𝟑𝟏 𝒂𝟑𝟐
𝒅𝒆𝒕(𝑨) = │𝑨│ = 𝒂𝟏𝟏 (𝒂𝟐𝟐 𝒂𝟑𝟑 − 𝒂𝟐𝟑 𝒂𝟑𝟐 ) − 𝒂𝟏𝟐 (𝒂𝟐𝟏 𝒂𝟑𝟑 − 𝒂𝟐𝟑 𝒂𝟑𝟏 ) + 𝒂𝟏𝟑 (𝒂𝟐𝟏 𝒂𝟑𝟐 − 𝒂𝟐𝟐 𝒂𝟑𝟏 )

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Example: Calculate the determinants of the following matrices.

𝑨 = [𝟒]

𝑩 = [−𝟖]

𝟐 −𝟒
𝑪= [ ]
𝟑 𝟏

𝟑 −𝟏
𝑫= [ ]
𝟎 𝟏

𝟐
𝑬 = [𝒙 𝒔𝒊𝒏(𝒙)]
𝟐𝒙 𝒙−𝟏

Solution:

𝑑𝑒𝑡(𝐴) = │𝐴│ = |𝑎11 | = |4| = 4

𝑑𝑒𝑡(𝐵) = │𝐵│ = |𝑏11 | = |−8| = 8

2 −4
𝑑𝑒𝑡(𝐶) = │𝐶│ = | | = (2 ∗ 1) − (−4 ∗ 3) = 14
3 1
3 −1
𝑑𝑒𝑡(𝐷) = │𝐷│ = | | = (3 ∗ 1) − (−1 ∗ 0) = 3
0 1
2
𝑑𝑒𝑡(𝐸) = │𝐸│ = | 𝑥 sin(𝑥)| = (𝑥 2 ∗ (𝑥 − 1)) − (sin(𝑥) ∗ 2𝑥) = 𝑥 3 − 𝑥 2 − 2𝑥 𝑠𝑖𝑛(𝑥)
2𝑥 𝑥−1

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Definition of a Minor:

➢ Let us consider the matrix 𝑨 of dimension 3𝒙𝟑:

𝒂𝟏𝟏 𝒂𝟏𝟐 𝒂𝟏𝟑

𝑨 = [𝒂𝟐𝟏 𝒂𝟐𝟐 𝒂𝟐𝟑 ]
𝒂𝟑𝟏 𝒂𝟑𝟐 𝒂𝟑𝟑

➢ The 𝒎𝒊𝒏𝒐𝒓 𝑴𝟏𝟐 is the determinant of the matrix obtained by eliminating the first row and the second
column of 𝑨. i.e.,

𝒂𝟐𝟏 𝒂𝟐𝟑
𝑴𝟏𝟐 = |𝒂 𝒂𝟑𝟑 | = 𝒂𝟐𝟏 𝒂𝟑𝟑 − 𝒂𝟐𝟑 𝒂𝟑𝟏
𝟑𝟏

➢ The 𝒎𝒊𝒏𝒐𝒓 𝑴𝟐𝟐 is the determinant of the matrix obtained by eliminating the second row and the second
column of 𝑨. i.e.,

𝒂𝟏𝟏 𝒂𝟏𝟑
𝑴𝟐𝟐 = |𝒂 𝒂𝟑𝟑 | = 𝒂𝟏𝟏 𝒂𝟑𝟑 − 𝒂𝟏𝟑 𝒂𝟑𝟏
𝟑𝟏

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Definition of a Cofactor:

➢ The cofactor 𝑪𝒊𝒋 of a matrix 𝑨 is defined by the relation

𝑪𝒊𝒋 = (−𝟏)𝒊+𝒋 𝑴𝒊𝒋

➢ It can be noticed that the cofactor and the minor always have the same numerical value, with the possible
exception of their sign.

Example: For the given matrix 𝑨, determine 𝑴𝟏𝟐 , 𝑪𝟏𝟐 , 𝑴𝟐𝟐 and 𝑪𝟐𝟐 .

𝟐 𝟏 𝟒
𝑨 = [𝟓 𝟐 𝟑]
𝟖 𝟕 𝟑

Solution:

5 3
𝑀12 = | | = (5 ∗ 3) − (3 ∗ 8) = −9
8 3

𝐶12 = (−1)1+2 𝑀12 = (−1)3 ∗ −9 = 9

2 4
𝑀22 = | | = (2 ∗ 3) − (4 ∗ 8) = −26
8 3

𝐶22 = (−1)2+2 𝑀22 = (−1)4 ∗ −26 = −26

It can be noticed that 𝑀12 = −𝐶12 and 𝑀22 = 𝐶22

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Definition: Determinant of 𝒏𝒙𝒏 matrix

➢ Given a square matrix 𝑨 of 𝒏𝒙𝒏 dimension. The determinant is obtained as follows:

1. Allocate a sign +/- to each element by following the rule: we associate a positive sign to the position
𝒂𝟏𝟏 , then we alternate the signs by moving horizontally or vertically.

2. Choose a row or column of 𝑨 (if possible, it is faster to choose the row or column of 𝑨 containing the
greatest number of zeros).

3. Multiply each element of 𝒂𝒊𝒋 of the row (or column) chosen by its corresponding minor, i.e. the
remaining determinant when we eliminate the row and column in which 𝒂𝒊𝒋 is.

4. Add or subtract these results according to the sign allocated to the elements during the first step.

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Example: Calculate the determinant of the following matrix.

𝟐 𝟏 𝟑
𝑨 = [𝟏 𝟎 𝟐]
𝟐 𝟎 −𝟐

Solution:

Step 1:

Step 2: we will choose the second column because it has the greatest number of zeros.

Steps 3&4 :
𝑑𝑒𝑡(𝐴) = │𝐴│ = −𝑎12 𝑀12 + 𝑎22 𝑀22 − 𝑎32 𝑀32
𝑑𝑒𝑡(𝐴) = │𝐴│ = −1 ∗ 𝑀12 + 0 ∗ 𝑀22 − 0 ∗ 𝑀32
1 2
𝑑𝑒𝑡(𝐴) = │𝐴│ = −𝑀12 = − | | = −(−2 − 4) = 6
2 −2

Note: 𝑀12 is calculated by eliminating the first row and the second column of matrix A.

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Example: Calculate the determinant of the following matrix.

𝟏 𝟑 𝟎
𝑨=[ 𝟐 𝟔 𝟒]
−𝟏 𝟎 𝟐

Solution:
Step 1:

Step 2: we will choose the first row OR the second column because they have the greatest number of zeros.
Here, we will choose the first row.

Steps 3&4:
𝑑𝑒𝑡(𝐴) = │𝐴│ = +𝑎11 𝑀11 − 𝑎12 𝑀12 + 𝑎13 𝑀13
𝑑𝑒𝑡(𝐴) = │𝐴│ = +1 ∗ 𝑀11 − 3 ∗ 𝑀12 + 0 ∗ 𝑀13
𝑑𝑒𝑡(𝐴) = │𝐴│ = 𝑀11 − 3 ∗ 𝑀12
6 4 2 4
𝑑𝑒𝑡(𝐴) = │𝐴│ = | |−3∗| |
0 2 −1 2
𝑑𝑒𝑡(𝐴) = │𝐴│ = (12 − 0) − 3 ∗ (4 + 4) = 12 − 24 = −12

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Example: Calculate the determinant of the following matrix.

𝟏 𝟐 𝟏 𝟎
𝟎 𝟑 𝟏 𝟏
𝑨=[ ]
−𝟏 𝟎 𝟑 𝟏
𝟑 𝟏 𝟐 𝟎

Solution:
Step 1:

Step 2: we will choose the fourth column because it has the greatest number of zeros.

Steps 3&4:
𝑑𝑒𝑡(𝐴) = │𝐴│ = −𝑎14 𝑀14 + 𝑎24 𝑀24 − 𝑎34 𝑀34 + 𝑎44 𝑀44
𝑑𝑒𝑡(𝐴) = │𝐴│ = −0 ∗ 𝑀14 + 1 ∗ 𝑀24 − 1 ∗ 𝑀34 + 0 ∗ 𝑀44

1 2 1 1 2 1
𝑑𝑒𝑡(𝐴) = │𝐴│ = 𝑀24 − 𝑀34 = | −1 0 3| −|0 3 1|
3 1 2 3 1 2
1 2 1
𝑀24 = | −1 0 3 | = 1 ∗ (0 ∗ 2 − 3 ∗ 1) − 2 ∗ (−1 ∗ 2 − 3 ∗ 3) + 1 ∗ (−1 ∗ 1 − 0 ∗ 3) = 18
3 1 2
1 2 1
𝑀34 = | 0 3 1 | = 1 ∗ (3 ∗ 2 − 1 ∗ 1) − 2 ∗ (0 ∗ 2 − 1 ∗ 3) + 1 ∗ (0 ∗ 1 − 3 ∗ 3) = 2
3 1 2

𝑑𝑒𝑡(𝐴) = │𝐴│ = 𝑀24 − 𝑀34 = 18 − 2 = 16

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Practice Problem: Calculate the determinants of the following matrices.

𝟏 𝟎 𝟐
𝑨 = [ −𝟏 𝟐 𝟑]
𝟐 𝟒 −𝟐

𝟏 𝟐 𝟒 −𝟏
𝟎 𝟎 𝟐 𝟐
𝑩=[ ]
𝟑 𝟐 𝟎 −𝟏
𝟏 𝟏 𝟐 −𝟐

Answer:
│𝐴│ = −32
│𝐵│ = −20

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Definitions:

➢ Upper triangular matrix: is a square matrix in which all entries below the main diagonal are zeros.

𝒖𝟏𝟏 𝒖𝟏𝟐 𝒖𝟏𝟑

𝑼=[ 𝟎 𝒖𝟐𝟐 𝒖𝟐𝟑 ]
𝟎 𝟎 𝒖𝟑𝟑

➢ Lower triangular matrix: is a square matrix in which all entries above the main diagonal are zeros.

𝒍𝟏𝟏 𝟎 𝟎
𝑳 = [𝒍𝟐𝟏 𝒍𝟐𝟐 𝟎]
𝒍𝟑𝟏 𝒍𝟑𝟐 𝒍𝟑𝟑

➢ Diagonal matrix: is a square matrix with zero entries except possibly on the main diagonal.

𝒅𝟏𝟏 𝟎 𝟎
𝑫=[ 𝟎 𝒅𝟐𝟐 𝟎 ]
𝟎 𝟎 𝒅𝟑𝟑

➢ Scalar matrix: is a special case of diagonal matrix where all entries on the main diagonal are equal.

⍺ 𝟎 𝟎
𝑺 = [𝟎 ⍺ 𝟎]
𝟎 𝟎 ⍺

➢ Identity matrix: is a special case of diagonal matrix where all entries on the main diagonal are ones.

𝟏 𝟎 𝟎
𝑰 = [𝟎 𝟏 𝟎]
𝟎 𝟎 𝟏

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Theorem: General properties of determinants

(1) Interchange of two rows (or columns)(i.e., switch two rows or columns) multiplies the value of the
determinant by (-1).

Example: For the following matrices A and B. Knowing that det(A)=-2, find det(B).

𝟏 𝟐 𝟑 𝟒
𝑨= [ ], 𝑩= [ ]
𝟑 𝟒 𝟏 𝟐

Solution: Notice that the rows of B are the rows of A but switched. Since two rows of A have been switched.
Then:

𝑑𝑒𝑡(𝐵) = − 𝑑𝑒𝑡(𝐴) = 2

(2) Addition of a multiple of a row (or a column) to another row (or column) does not alter the value of
the determinant.

Example: For the following matrices A and B. Knowing that det(A)=-2, find det(B).

𝟏 𝟐 𝟏 𝟐
𝑨= [ ], 𝑩= [ ]
𝟑 𝟒 𝟓 𝟖

Solution: Notice that the second row of B is two times the first row of A added to the second row. Then:

𝑑𝑒𝑡(𝐵) = 𝑑𝑒𝑡(𝐴) = −2

(3) Multiplication of a row (or a column) by a nonzero constant c multiplies the value of the
determinants by c.

Example: For the following matrices A and B. Knowing that det(A)=-2, find det(B).

𝟏 𝟐 𝟓 𝟏𝟎
𝑨= [ ], 𝑩= [ ]
𝟑 𝟒 𝟑 𝟒

Solution: Notice that the first row of B is 5 times the first row of A, while the second row of B is equal to the
second row of A. Then:

𝑑𝑒𝑡(𝐵) = 5 ∗ 𝑑𝑒𝑡(𝐴) = 5 ∗ −2 = −10

Note: 𝒅𝒆𝒕(𝒄𝑨) = 𝒄𝒏 𝒅𝒆𝒕(𝑨)

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(4) For a given matrix A, if any row (or column) is proportional to another row (or column) then the
determinant of A is zero.

Example: For the following matrix A. Find det(A).

𝟏 𝟐
𝑨= [ ]
𝟐 𝟒

𝑟
Solution: Notice that the second row of A is equal to two times of the first row. This means 𝑟2 = 2. In specific,
1
row 2 is proportional to row 1. Then:

𝑑𝑒𝑡(𝐴) = 0

(5) For a given matrix A, if any row or column is zero then the determinant of A is zero.

Example: For the following matrix A. Find det(A).

𝟎 𝟐
𝑨= [ ]
𝟎 𝟒

Solution: Notice that the first column of A is zero. Then:

𝑑𝑒𝑡(𝐴) = 0

(6) Determinant of a product: 𝒅𝒆𝒕(𝑨 ∗ 𝑩) = 𝒅𝒆𝒕(𝑨) ∗ 𝒅𝒆𝒕(𝑩)

Example: For the following matrices A and B. Find det(AB).

𝟏 𝟐 −𝟏 𝟐
𝑨= [ ], 𝑩= [ ]
𝟑 𝟒 𝟓 𝟑

Solution:
𝑑𝑒𝑡(𝐴𝐵) = 𝑑𝑒𝑡(𝐴) ∗ det (𝐵) = −2 ∗ −13 = 26

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(7) Determinant of the Transpose: 𝒅𝒆𝒕(𝑨𝑻 ) = 𝒅𝒆𝒕(𝑨)

Example: For the following matrix A. Find det(𝐴𝑇 ).

𝟐 𝟓
𝑨= [ ]
𝟒 𝟑

Solution:
2 4
𝐴𝑇 = [ ]
5 3

𝑑𝑒𝑡(𝐴𝑇 ) = −14 = 𝑑𝑒𝑡 (𝐴)

𝟏
(8) Determinant of an invertible matrix: 𝒅𝒆𝒕(𝑨−𝟏 ) = 𝒅𝒆𝒕(𝑨) 𝒘𝒉𝒆𝒓𝒆 𝒅𝒆𝒕(𝑨) ≠ 𝟎

Example: For the following invertible matrix A. Find det(𝐴−1 ).

𝟐 𝟑
𝑨= [ ]
𝟓 𝟏

Solution:

1 1
𝑑𝑒𝑡(𝐴−1 ) = =
𝑑𝑒𝑡 (𝐴) −13

(9) The determinant of Identity matrix is always 1.

Example: For the following matrix I. Find det(𝐼).

𝟏 𝟎 𝟎
𝑰=[𝟎 𝟏 𝟎]
𝟎 𝟎 𝟏

Solution:

𝑑𝑒𝑡(𝐼) = 1

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(10) The determinant of upper, lower or diagonal matrix is the product of all elements on the main
diagonal.

Example: For the following matrix U. Find det(𝑈).

𝟏 𝟒 𝟑
𝑼=[𝟎 𝟐 𝟐]
𝟎 𝟎 𝟏

Solution:

𝑑𝑒𝑡(𝑈) = 1 ∗ 2 ∗ 1 = 2

Example: Calculate the determinant of the following matrix.

𝟏 𝟐 −𝟑 𝟒 𝟔
−𝟏 𝟎 𝟑 𝟐 𝟒
𝑨= 𝟐 𝟐 −𝟔 𝟎 − 𝟎. 𝟓
𝟑 −𝟑 −𝟗 𝟒 𝟑
[ −𝟐 𝟒 𝟔 𝟓 −𝟑 ]

Solution:
𝑐
It can be noticed that column 3 is proportional to column 1. 𝑐3 = −3. Then:
1
𝑑𝑒𝑡(𝐴) = 0 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟒)

Example: Calculate the determinant of the following matrix.

𝟏 𝟐 𝟑 𝟒 𝟔
−𝟏 𝟎 𝟑 𝟐 𝟒
𝑨= 𝟎 𝟎 𝟎 𝟎 𝟎
𝟑 𝟑 −𝟕 𝟒 𝟑
[ −𝟐 𝟒 𝟕 𝟓 −𝟑 ]

Solution:
It can be noticed that all elements in row 3 are zeros. Then:
𝑑𝑒𝑡(𝐴) = 0 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟓)

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Example: Calculate the determinant of the following matrix.

𝟏 𝟐 𝟑 𝟒 𝟔
−𝟏 𝟐 𝟑 𝟐 𝟒
𝑨= 𝟏 𝟎 𝟒 𝟎 𝟎
𝟑 𝟑 −𝟕 𝟒 𝟑
[−𝟐 𝟒 𝟔 𝟒 𝟖 ]

Solution:
𝑟
It can be noticed that row 5 is proportional to row 2. 𝑟5 = 2. Then:
2
𝑑𝑒𝑡(𝐴) = 0 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟒)

Example: Calculate the determinant of the following matrix.

𝟐 𝟎 𝟎
𝑨=[ 𝟒 𝟑 𝟎]
−𝟐 𝟑 −𝟑

Solution:
It can be noticed that A is a lower triangular matrix. Then:

𝑑𝑒𝑡(𝐴) = 2 ∗ 3 ∗ −3 = −18 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟏𝟎)

Example: Calculate the determinant of matrix B knowing that det(A)=70.

𝟏 𝟐 −𝟐 𝟒 𝟏 −𝟐 𝟒 𝟐
−𝟐 𝟑 𝟒 𝟐 𝟐 𝟑 −𝟏 𝟏
𝑨=[ ], 𝑩 = [ ]
𝟒 −𝟏 𝟎 𝟎 −𝟐 𝟒 𝟎 𝟏
𝟐 𝟏 𝟏 𝟑 𝟒 𝟐 𝟎 𝟑

Solution:
It can be noticed that 𝐵 = 𝐴𝑇 . Then:
𝑑𝑒𝑡(𝐵) = 𝑑𝑒𝑡(𝐴) = 70 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟕)

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Calculate the determinant of matrix B knowing that det(A)=79.

𝟏 𝟐 𝟑 𝟑 𝟎
𝟎 𝟐 𝟑 −𝟏 −𝟐
𝑨= 𝟐 𝟐 −𝟑 𝟒 𝟎
−𝟏 𝟐 𝟒 −𝟐 −𝟏
[−𝟐 𝟑 𝟐 𝟎 𝟏 ]
𝟏 𝟑 𝟐 𝟑 𝟎
𝟎 𝟑 𝟐 −𝟏 −𝟐
𝑩= 𝟐 −𝟑 𝟐 𝟒 𝟎
−𝟏 𝟒 𝟐 −𝟐 −𝟏
[−𝟐 𝟐 𝟑 𝟎 𝟏 ]

Solution:
It can be noticed that the elements in matrix A are the same as in matrix B except that column 2 and column
3 are switched. Then:
𝑑𝑒𝑡(𝐵) = − 𝑑𝑒𝑡(𝐴) = −79 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟏)

Example: Calculate the determinant of matrix B knowing that det(A)=70.

𝟏 𝟐 −𝟐 𝟒
−𝟐 𝟑 𝟒 𝟐
𝑨=[ ] , 𝑩 = 𝟑𝑨
𝟒 −𝟏 𝟎 𝟎
𝟐 𝟏 𝟏 𝟑

Solution:
𝑑𝑒𝑡(𝐵) = 𝑑𝑒𝑡(3𝐴) = 34 ∗ 𝑑𝑒𝑡(𝐴) = 34 ∗ 70 = 5670 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟑)

Example: Calculate the determinant of matrix B knowing that det(A)=70.

𝟏 𝟐 −𝟐 𝟒 𝟏 𝟐 −𝟐 𝟒
−𝟐 𝟑 𝟒 𝟐 −𝟐 𝟑 𝟒 𝟐
𝑨=[ ], 𝑩 = [ ]
𝟒 −𝟏 𝟎 𝟎 𝟒 −𝟏 𝟎 𝟎
𝟐 𝟏 𝟏 𝟑 −𝟒 −𝟐 −𝟐 −𝟔

Solution:
𝑑𝑒𝑡(𝐵) = −2 ∗ 𝑑𝑒𝑡(𝐴) = −2 ∗ 70 = −140 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟐)

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Example: Calculate the determinant of matrix B knowing that det(A)=70.

𝟏 𝟐 −𝟐 𝟒 𝟎. 𝟓 𝟏 −𝟏 𝟐
−𝟐 𝟑 𝟒 𝟐 −𝟐 𝟑 𝟒 𝟐
𝑨=[ ], 𝑩 = [ ]
𝟒 −𝟏 𝟎 𝟎 𝟒 −𝟏 𝟎 𝟎
𝟐 𝟏 𝟏 𝟑 −𝟒 −𝟐 −𝟐 −𝟔

Solution:
It can be noticed that all elements in matrix A are the same as in matrix B except that
1
𝑟𝑜𝑤 1 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝐵 = ∗ 𝑟𝑜𝑤 1 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴 𝒂𝒏𝒅 𝑟𝑜𝑤 4 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝐵 = −2 ∗ 𝑟𝑜𝑤 4 𝑖𝑛 𝑚𝑎𝑡𝑟𝑖𝑥 𝐴
2
1 1
𝑑𝑒𝑡(𝐵) = ∗ −2 ∗ 𝑑𝑒𝑡(𝐴) = ∗ −2 ∗ 70 = −70 (𝒑𝒓𝒐𝒑𝒆𝒓𝒕𝒚#𝟐)
2 2

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Second-Order Linear ODEs

➢ Many important applications in mechanical and electrical engineering are modelled by linear ODEs.
➢ The solution formulas for second-order linear ODEs are simpler than those of higher order.
➢ The definitions of homogeneous and non-homogeneous second-order linear ODEs are very similar to those
of first-order ODEs.

Definition: An ODE is linear if it has the following form:

𝑎𝑛 (𝑥)𝑦 (𝑛) + 𝑎𝑛−1 (𝑥)𝑦 (𝑛−1) + ⋯ + 𝑎2 (𝑥)𝑦 ′′ + 𝑎1 (𝑥)𝑦 ′ + 𝑎0 (𝑥)𝑦 = 𝑔(𝑥)

If 𝒈(𝒙) = 𝟎: The equation is homogeneous.

If 𝒈(𝒙) ≠ 𝟎: The equation is non-homogeneous.

Linear first-order ODE 𝒚′ + 𝒑(𝒙)𝒚 = 𝒒(𝒙) If 𝒒(𝒙) = 𝟎: homogeneous.

If 𝒒(𝒙) ≠ 𝟎: non-homogeneous.
Linear second-order ODE 𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒(𝒙)𝒚 = 𝒓(𝒙) If 𝒓(𝒙) = 𝟎: homogeneous.
If 𝒓(𝒙) ≠ 𝟎: non-homogeneous.

Example: Classify the following ODEs if they are linear or non-linear.

𝟏) 𝑦 ′′ + 2𝑦 = 3𝑒 𝑥 𝟐) 𝑦 ′′ + 𝑥𝑦 ′ + 3𝑦 = 0 𝟑) 𝑦 ′′′ − 𝑥𝑦 2 = 𝑥
𝟒) 𝑦 ′′ 𝑦 + 𝑦 ′2 = 0

Solution:

1) Linear non-homogeneous. 2) Linear homogeneous. 3) Non-linear. 4) Non-linear.

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Linear Homogeneous 2nd ODEs

➢ The general form of a linear homogenous ODE is:
𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙)𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟐 (𝒙)𝒚′′ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝟎

➢ The general form of a linear homogenous 2nd ODE is:

𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒(𝒙)𝒚 = 𝟎

Definition: General Solution, Basis, Particular Solution

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙)𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟐 (𝒙)𝒚′′ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝟎 … 𝒆𝒒(𝟏)

A general solution of a linear homogeneous ODE on an open interval I is a solution of eq(1) on I of the form:

𝒚(𝒙) = 𝒄𝟏 𝒚𝟏 (𝒙) + 𝒄𝟐 𝒚𝟐 (𝒙) + ⋯ + 𝒄𝒏 𝒚𝒏 (𝒙) … 𝒆𝒒(𝟐)

where

𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 : arbitrary constants.
𝒚𝟏 , 𝒚𝟐 , … , 𝒚𝒏 : is a basis of solution (or linearly independent solutions of the homogeneous ODE)

A particular solution of eq(1) on I is obtained if we assign specific values to the n constants 𝒄𝟏 , 𝒄𝟐 , … 𝒄𝒏 in

eq(2).

Theorem: Initial Value Problem: Existence and Uniqueness

An initial value problem for the linear homogeneous ODE consists of the ODE and the (n) initial conditions:

𝒚(𝒙𝟎 ) = 𝑲𝟎 , 𝒚′ (𝒙𝟎 ) = 𝑲𝟏 , 𝒚′′(𝒙𝟎 ) = 𝑲𝟐 … 𝒚(𝒏−𝟏) (𝒙𝟎 ) = 𝑲𝒏−𝟏

Where the initial conditions are used to determine the arbitrary constants 𝒄𝟏 , 𝒄𝟐 , … , 𝒄𝒏 in the general solution.

𝒚(𝒙) = 𝒄𝟏 𝒚𝟏 (𝒙) + 𝒄𝟐 𝒚𝟐 (𝒙) + ⋯ + 𝒄𝒏 𝒚𝒏 (𝒙)

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Definition: Wronskian

Let {𝑦1 , 𝑦2 , 𝑦3 , … , 𝑦𝑛 } be a set of functions. Then the Wronskian of 𝑦1 , 𝑦2 , 𝑦3 , … , 𝑦𝑛 is:

𝒚𝟏 𝒚𝟐 … 𝒚𝒏
𝒚′𝟏 𝒚′𝟐 … 𝒚′𝒏
| 𝒚′′ 𝒚′′𝟐 … 𝒚′′𝒏 |
𝟏
𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 , … , 𝒚𝒏 ) =
.
| (𝒏−𝟏) . … . |
(𝒏−𝟏) (𝒏−𝟏)
𝒚𝟏 𝒚 𝟐
… 𝒚𝒏

e.g.,

𝒚𝟏 𝒚𝟐
𝐖(𝒚𝟏 , 𝒚𝟐 ) = |𝒚′ 𝒚′ 𝟐 | = 𝒚𝟏 𝒚′𝟐 − 𝒚𝟐 𝒚′𝟏
𝟏

𝒚𝟏 𝒚𝟐 𝒚𝟑
′
𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) = | 𝒚 𝟏 𝒚′ 𝟐 𝒚′ 𝟑 |
𝒚′′ 𝟏 𝒚′′ 𝟐 𝒚′′ 𝟑

𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) = 𝒚𝟏 (𝒚′ 𝟐 𝒚′′ 𝟑 − 𝒚′ 𝟑 𝒚′′ 𝟐 ) − 𝒚𝟐 (𝒚′ 𝟏 𝒚′′ 𝟑 − 𝒚′ 𝟑 𝒚′′ 𝟏 ) + 𝒚𝟑 (𝒚′ 𝟏 𝒚′′ 𝟐 − 𝒚′ 𝟐 𝒚′′𝟏 )

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Theorem: Linear Dependence and Independence of Solutions

Let
𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒(𝒙) = 𝟎 … 𝒆𝒒(𝟏)

have continuous coefficients 𝑝(𝑥) and 𝑞(𝑥) on an open interval I. Then two solutions 𝑦1 and 𝑦2 of eq(1) on
I are linearly dependent on I if and only if their ‘‘Wronskian’’

𝒚𝟏 𝒚𝟐
𝐖(𝒚𝟏 , 𝒚𝟐 ) = |𝒚′ 𝒚′ 𝟐 | = 𝟎
𝟏

If 𝐖(𝒚𝟏 , 𝒚𝟐 ) ≠ 𝟎, then 𝑦1 and 𝑦2 are linearly independent on I.

❖ Summary:

If 𝐖(𝒚𝟏 , 𝒚𝟐 ) = 𝟎 𝒚𝟏 and 𝒚𝟐 are linearly dependent on I.

If 𝐖(𝒚𝟏 , 𝒚𝟐 ) ≠ 𝟎 𝒚𝟏 and 𝒚𝟐 are linearly independent on I.

Theorem: Linear Dependence and Independence of Solutions

Let

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙)𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟐 (𝒙)𝒚′′ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝟎 … 𝒆𝒒(𝟐)

have continuous coefficients 𝑝0 (𝑥), … , 𝑝𝑛−1 (𝑥) on an open interval I. Then n solutions 𝑦1 , … , 𝑦𝑛 of eq(2) on
I are linearly dependent on I if and only if their ‘‘Wronskians=0’’. Otherwise, if there ‘‘Wronskians≠0’’
then 𝑦1 , … , 𝑦𝑛 are linearly independent on I.

❖ Summary:

If 𝐖(𝒚𝟏 , … , 𝒚𝒏 ) = 𝟎 𝒚𝟏 , … , 𝒚𝒏 are linearly dependent on I.

If 𝐖(𝒚𝟏 , … , 𝒚𝒏 ) ≠ 𝟎 𝒚𝟏 , … , 𝒚𝒏 are linearly independent on I.

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Example: For the following functions, use Wronskian to show that the given functions are solutions and form
a basis on any interval.

𝒚𝟏 = 𝒙; 𝒚𝟐 = 𝒙 𝟐 ; 𝒚𝟑 = 𝒙 𝟑

Solution:

𝒚𝟏 = 𝒙 𝒚𝟐 = 𝒙 𝟐 𝒚𝟑 = 𝒙 𝟑
𝒚′𝟏 = 𝟏 𝒚′𝟐 = 𝟐𝒙 𝒚′𝟑 = 𝟑𝒙𝟐
𝒚′′𝟏 = 𝟎 𝒚′′𝟐 = 𝟐 𝒚′′𝟑 = 𝟔𝒙

𝒙 𝒙𝟐 𝒙𝟑
𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) = |𝟏 𝟐𝒙 𝟑𝒙𝟐 | = 𝒙(𝟏𝟐𝒙𝟐 − 𝟔𝒙𝟐 ) − 𝒙𝟐 (𝟔𝒙 − 𝟎) + 𝒙𝟑 (𝟐 − 𝟎) = 𝟐𝒙𝟑
𝟎 𝟐 𝟔𝒙

𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) ≠ 𝟎; 𝑡ℎ𝑒𝑛 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝒍𝒊𝒏𝒆𝒂𝒓𝒍𝒚 𝒊𝒏𝒅𝒆𝒑𝒆𝒏𝒅𝒆𝒏𝒕 𝑎𝑛𝑑 𝑡ℎ𝑢𝑠 𝑓𝑜𝑟𝑚 𝑎 𝒃𝒂𝒔𝒊𝒔

Example: Show that the following functions are linearly dependent on any interval.

𝒚𝟏 = 𝒙 𝟐 ; 𝒚𝟐 = 𝟓𝒙; 𝒚𝟑 = 𝟐𝒙

Solution:

𝒚𝟏 = 𝒙 𝟐 𝒚𝟐 = 𝟓𝒙 𝒚𝟑 = 𝟐𝒙
𝒚′𝟏 = 𝟐𝒙 𝒚′𝟐 = 𝟓 𝒚′𝟑 = 𝟐
𝒚′′𝟏 = 𝟐 𝒚′′𝟐 = 𝟎 𝒚′′𝟑 = 𝟎

𝒙𝟐 𝟓𝒙 𝟐𝒙
𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) = |𝟐𝒙 𝟓 𝟐 | = 𝒙𝟐 (𝟎 − 𝟎) − 𝟓𝒙(𝟎 − 𝟒) + 𝟐𝒙(𝟎 − 𝟏𝟎) = 𝟎
𝟐 𝟎 𝟎

𝐖(𝒚𝟏 , 𝒚𝟐 , 𝒚𝟑 ) = 𝟎; 𝑡ℎ𝑒𝑛 𝑡ℎ𝑒 𝑓𝑢𝑛𝑐𝑡𝑖𝑜𝑛𝑠 𝑎𝑟𝑒 𝒍𝒊𝒏𝒆𝒂𝒓𝒍𝒚 𝒅𝒆𝒑𝒆𝒏𝒅𝒆𝒏𝒕

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Method #1: Linear 2nd order DE using Reduction of Order

Definition: Reduction of Order Method

➢ This method can be used if the ODE has ONLY 𝒚′ and 𝒚′′ (i.e., NO 𝒚 in the ODE).
➢ For some linear homogeneous ODEs, the equations can be reduced to first-order ODEs and then
they can be solved using any method that have been explained previously.

Example: Reduce the following ODE to a first-order ODE and then solve it.

𝒚′′ = 𝟏 + 𝒚′𝟐

Solution: Let
𝒛 = 𝒚′
Then the ODE will be reduced to:
𝒛′ = 𝟏 + 𝒛𝟐

Thus, this is a first-order ODE and it is separable.

Using separation of variables method:

𝒛′ = 𝟏 + 𝒛𝟐
𝒅𝒛
= 𝟏 + 𝒛𝟐
𝒅𝒙
𝟏
𝒅𝒛 = 𝒅𝒙
𝟏 + 𝒛𝟐
𝟏
∫ 𝒅𝒛 = ∫ 𝒅𝒙
𝟏 + 𝒛𝟐

𝐭𝐚𝐧−𝟏 (𝒛) = 𝒙 + 𝒄

𝒛 = 𝒕𝒂𝒏(𝒙 + 𝒄)

Then, the solution is:

𝒛 = 𝒕𝒂𝒏(𝒙 + 𝒄)
𝒚′ = 𝒕𝒂𝒏(𝒙 + 𝒄)

On the other hand, to find the solution for the last ODE (i.e., 𝒚′ = 𝒕𝒂𝒏(𝒙 + 𝒄)), separation of variables method
will be used again:

𝒚′ = 𝒕𝒂𝒏(𝒙 + 𝒄)
𝒅𝒚
= 𝒕𝒂𝒏(𝒙 + 𝒄)
𝒅𝒙
𝒅𝒚 = 𝒕𝒂𝒏(𝒙 + 𝒄)𝒅𝒙
∫ 𝒅𝒚 = ∫ 𝒕𝒂𝒏(𝒙 + 𝒄)𝒅𝒙
𝒚 = −𝒍𝒏(│𝒄𝒐𝒔(𝒙 + 𝒄)│) + 𝒌

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Example: For the given second-order ODE:

𝟐𝒙𝒚′′ = 𝟒𝒚′

(1) Reduce the following ODE to a first order ODE.

(2) Find the general solution.
(3) Find the particular solution where 𝒚(𝟏) = 𝟐 and 𝒚′(𝟏) = 𝟑.

Solution:

(1) Let
𝒛 = 𝒚′
Then the ODE will be reduced to:
𝟐𝒙𝒛′ = 𝟒𝒛

Thus, this is a first-order ODE and it is separable.

(2) Using separation of variables method:

𝟐𝒙𝒛′ = 𝟒𝒛
𝟏 ′ 𝟒
𝒛 =
𝒛 𝟐𝒙
𝟏 𝒅𝒛 𝟒
=
𝒛 𝒅𝒙 𝟐𝒙
𝟏 𝟒
𝒅𝒛 = ( ) 𝒅𝒙
𝒛 𝟐𝒙

𝟏 𝟐
∫ 𝒅𝒛 = ∫ ( ) 𝒅𝒙
𝒛 𝒙

𝒍𝒏(𝒛) = 𝟐𝒍𝒏(𝒙) + 𝒄
𝟐 𝟐
𝒆 𝒍𝒏(𝒛)
=𝒆 = 𝒆𝒍𝒏(𝒙 )+𝒄 = 𝒆𝒍𝒏(𝒙 ) ∗ 𝒆𝒄
𝟐𝒍𝒏(𝒙)+𝒄

𝒛 = 𝒄𝟏 𝒙𝟐 𝒘𝒉𝒆𝒓𝒆 𝒄𝟏 = 𝒆𝒄
Then, the solution is:

𝒛 = 𝒄𝟏 𝒙𝟐
𝒚 = 𝒄𝟏 𝒙𝟐 … 𝒆𝒒. (∗)
′

On the other hand, to find the solution for the last ODE (i.e., 𝒚′ = 𝒄𝟏 𝒙𝟐 ), separation of variables method will
be used again:

𝒚′ = 𝒄𝟏 𝒙𝟐
𝒅𝒚
= 𝒄𝟏 𝒙𝟐
𝒅𝒙
𝒅𝒚 = 𝒄𝟏 𝒙𝟐 𝒅𝒙
∫ 𝒅𝒚 = ∫ 𝒄𝟏 𝒙𝟐 𝒅𝒙
𝒄𝟏
𝒚 = 𝒙𝟑 + 𝒌 … 𝒆𝒒. (∗∗)
𝟑
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(3) To find the particular solution:

For 𝒚′(𝟏) = 𝟑: use eq.(*)

𝒚′ (𝟏) = 𝒄𝟏 (𝟏)𝟐 = 𝟑 𝑡ℎ𝑒𝑛 𝒄𝟏 = 𝟑

For 𝒚(𝟏) = 𝟐: use eq.(**)

𝒄𝟏
𝒚(𝟏) = (𝟏)𝟑 + 𝒌 = 𝟐
𝟑
𝟑
+ 𝒌 = 𝟐 𝑡ℎ𝑒𝑛 𝒌 = 𝟏
𝟑

Then, the particular solution is:

𝒄𝟏 𝟑
𝒚= 𝒙 +𝒌
𝟑
𝟑 𝟑
𝒚= 𝒙 + 𝟏 = 𝒙𝟑 + 𝟏
𝟑

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Definition: Find a basis if one solution is known

➢ It happens quite often that one solution can be found by inspection or in some other way.
➢ Then, a second linearly independent solution can be obtained by solving a first-order ODE.

❖ For a linear homogeneous 2nd order ODE:

𝒚′′ + 𝒑(𝒙)𝒚′ + 𝒒(𝒙)𝒚 = 𝟎

We assume 𝒚𝟏 is a solution for this ODE on an open interval I, and we want to find a basis. For this, we
need a second linearly independent solution 𝒚𝟐 . To get this solution, we follow the following steps:

1. Write the ODE in the standard form.

2. Assume 𝒚𝟐 = 𝒖𝒚𝟏 .
3. Find 𝒉 = ∫ 𝒑(𝒙)𝒅𝒙
𝟏
4. Find 𝑼 = 𝒚𝟐 𝒆−𝒉
𝟏

5. Find 𝒖 = ∫ 𝑼𝒅𝒙
6. Then 𝒚𝟐 = 𝒖𝒚𝟏.

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Example: For the following ODE:

𝒙𝟐 𝒚′′ − 𝟓𝒙𝒚′ + 𝟗𝒚 = 𝟎, 𝒚𝟏 = 𝒙 𝟑

(1) Find the second basis and write the general solution.
(2) Find the particular solution if 𝒚(𝟏) = 𝟐 and 𝒚′(𝟏) = 𝟕.

Solution:

(1) It can be seen that the first basis is given by 𝒚𝟏 = 𝒙𝟑 . We need to write the ODE in the standard form.

𝒙𝟐 𝒚′′ − 𝟓𝒙𝒚′ + 𝟗𝒚 = 𝟎
𝟓 𝟗
𝒚′′ − 𝒚′ + 𝟐 𝒚 = 𝟎
𝒙 𝒙
𝟓
𝒑(𝒙) = −
𝒙
𝟓
𝒉 = ∫ 𝒑(𝒙)𝒅𝒙 = ∫ − 𝒅𝒙 = −𝟓 𝒍𝒏(𝒙)
𝒙
𝟏 −𝒉 𝟏 𝟏 𝟓 𝒙𝟓 𝟏
𝑼 = 𝟐 𝒆 = 𝟑 𝟐 𝒆−(−𝟓𝒍𝒏(𝒙)) = 𝟔 𝒆𝒍𝒏(𝒙 ) = 𝟔 =
𝒚𝟏 (𝒙 ) 𝒙 𝒙 𝒙

𝟏
𝒖 = ∫ 𝑼𝒅𝒙 = ∫ ( ) 𝒅𝒙 = 𝒍𝒏│𝒙│
𝒙

Then, the second basis is:

𝒚𝟐 = 𝒖𝒚𝟏 = 𝒍𝒏│𝒙│ ∗ 𝒙𝟑

Then, the general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒙𝟑 + 𝒄𝟐 𝒙𝟑 𝒍𝒏│𝒙│

(2) To find the particular solution:

For 𝒚(𝟏) = 𝟐:
𝒚 = 𝒄𝟏 𝒙𝟑 + 𝒄𝟐 𝒙𝟑 𝒍𝒏│𝒙│
𝒚(𝟏) = 𝒄𝟏 (𝟏)𝟑 + 𝒄𝟐 (𝟏)𝟑 𝒍𝒏│𝟏│ = 𝟐 𝑡ℎ𝑒𝑛 𝒄𝟏 = 𝟐

For 𝒚′(𝟏) = 𝟕:

𝟏
𝒚′ = 𝟑𝒄𝟏 𝒙𝟐 + (𝒄𝟐 𝒙𝟑 ) ( ) + (𝒍𝒏│𝒙│)(𝟑𝒄𝟐 𝒙𝟐 )
𝒙
𝟏
𝒚′ (𝟏) = 𝟑 ∗ 𝟐 ∗ (𝟏)𝟐 + (𝒄𝟐 (𝟏)𝟑 ) ( ) + (𝒍𝒏│𝟏│)(𝟑𝒄𝟐 (𝟏)𝟐 ) = 𝟕 𝑡ℎ𝑒𝑛 𝒄𝟐 = 𝟏
𝟏

Then, the particular solution is:

𝒚 = 𝒄𝟏 𝒙𝟑 + 𝒄𝟐 𝒙𝟑 𝒍𝒏│𝒙│ = 𝟐𝒙𝟑 + 𝒙𝟑 𝒍𝒏│𝒙│

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Example: For the following second order ODE:

𝒄𝒐𝒔(𝒙)
𝒙𝒚′′ + 𝟐𝒚′ + 𝒙𝒚 = 𝟎, 𝒚𝟏 =
𝒙

(1) Find the second basis.

(2) Find the general solution.

Solution:

𝒄𝒐𝒔(𝒙)
(1) It can be seen that the first basis is given by 𝒚𝟏 = . We need to write the ODE in the standard
𝒙
form.

𝒙𝒚′′ + 𝟐𝒚′ + 𝒙𝒚 = 𝟎
𝟐
𝒚′′ + 𝒚′ + 𝒚 = 𝟎
𝒙
𝟐
𝒑(𝒙) =
𝒙
𝟐
𝒉 = ∫ 𝒑(𝒙)𝒅𝒙 = ∫ 𝒅𝒙 = 𝟐 𝒍𝒏│𝒙│ = 𝒍𝒏(𝒙𝟐 )
𝒙
𝟐
𝟏 −𝒉 𝟏 𝟐
−(𝒍𝒏(𝒙 ))
𝒙 𝒍𝒏(𝒙−𝟐 )
𝒙𝟐 −𝟐
𝒙𝟐 𝟏 𝟏
𝑼= 𝒆 = 𝟐 𝒆 = 𝒆 = ∗ 𝒙 = ∗ 𝟐=
𝒚𝟐𝟏 𝒄𝒐𝒔(𝒙) 𝟐
𝒄𝒐𝒔 (𝒙) 𝟐
𝒄𝒐𝒔 (𝒙) 𝟐
𝒄𝒐𝒔 (𝒙) 𝒙 𝒄𝒐𝒔𝟐 (𝒙)
( )
𝒙

𝟏
𝒖 = ∫ 𝑼𝒅𝒙 = ∫ ( ) 𝒅𝒙 = ∫ 𝒔𝒆𝒄𝟐 (𝒙)𝒅𝒙 = 𝒕𝒂𝒏(𝒙)
𝒄𝒐𝒔𝟐 (𝒙)

Then, the second basis is:

𝐜𝐨 𝐬(𝒙) 𝐬𝐢 𝐧(𝒙) 𝐜𝐨 𝐬(𝒙) 𝒔𝒊𝒏(𝒙)
𝒚𝟐 = 𝒖𝒚𝟏 = 𝒕𝒂𝒏(𝒙) ∗ = ∗ =
𝒙 𝐜𝐨 𝐬(𝒙) 𝒙 𝒙

(2) Then, the general solution is:

𝐜𝐨 𝐬(𝒙) 𝒔𝒊𝒏(𝒙)
𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 + 𝒄𝟐
𝒙 𝒙

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Method #2: 2nd order Homogeneous Linear ODEs with Constant Coefficients
Definition:

➢ Considering a second-order homogeneous linear ODE whose coefficients a and b are constants:

𝒚′′ + 𝒂𝒚′ + 𝒃𝒚 = 𝟎 … 𝒆𝒒(𝟏)

➢ In order to find a solution for eq(1); we recall from the previous lectures that the solution of the first-
order ODE with a constant k:

𝒚′ + 𝒌𝒚 = 𝟎
is an exponential function and given as:

𝒚 = 𝒆𝝀𝒙 … 𝒆𝒒(𝟐)

➢ Substituting eq(2) and its derivatives into eq(1):

𝒚′ = 𝝀 𝒆𝝀𝒙
𝒚′′ = 𝝀𝟐 𝒆𝝀𝒙

we obtain

(𝝀𝟐 + 𝒂𝝀 + 𝒃) 𝒆𝝀𝒙 = 𝟎

Hence if λ is a solution of the characteristic equation (auxiliary equation)

𝝀𝟐 + 𝒂𝝀 + 𝒃 = 𝟎

Then the exponential function (i.e., eq(2)) is a solution of the ODE of eq(1).

➢ From algebra, we recall that the roots of this quadratic equation are:

−𝟏 + √𝒂𝟐 − 𝟒𝒃
𝝀𝟏 =
𝟐
−𝟏 − √𝒂𝟐 − 𝟒𝒃
𝝀𝟐 =
𝟐

➢ Then the solutions for eq(1) will be:

𝒚 𝟏 = 𝒆 𝝀𝟏 𝒙 and 𝒚 𝟐 = 𝒆 𝝀𝟐 𝒙

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

➢ Based on the sign the discriminant (𝒂𝟐 − 𝟒𝒃), we have three kinds of roots:

𝐂𝐚𝐬𝐞 𝟏: Two distinct real roots 𝑖𝑓 𝑎2 − 4𝑏 > 0

𝐂𝐚𝐬𝐞 𝟐: A real double root 𝑖𝑓 𝑎2 − 4𝑏 = 0
𝐂𝐚𝐬𝐞 𝟑: Complex conjugate roots 𝑖𝑓 𝑎2 − 4𝑏 < 0

❖ 𝐂𝐚𝐬𝐞 𝟏: Two distinct real roots 𝑖𝑓 𝑎2 − 4𝑏 > 0

- In this case, a basis of solutions of eq(1) on any interval is:

𝒚 𝟏 = 𝒆 𝝀𝟏 𝒙 and 𝒚 𝟐 = 𝒆 𝝀𝟐 𝒙

- In this case, the general solution is:

𝒚 = 𝒄𝟏 𝒆𝝀𝟏 𝒙 + 𝒄𝟐 𝒆𝝀𝟐 𝒙

❖ 𝐂𝐚𝐬𝐞 𝟐: A Real double root 𝑖𝑓 𝑎2 − 4𝑏 = 0

- In this case, we only have one root to the CE given by:

𝒂
𝝀 = 𝝀𝟏 = 𝝀𝟐 = −
𝟐
- In this case, a basis of solutions of eq(1) on any interval is:

𝒚𝟏 = 𝒆𝝀𝒙 and 𝒚𝟐 = 𝒙𝒆𝝀𝒙

- In this case, the general solution is:

−𝒂
𝒚 = 𝒄𝟏 𝒆𝝀𝒙 + 𝒄𝟐 𝒙𝒆𝝀𝒙 = (𝒄𝟏 + 𝒄𝟐 𝒙) 𝒆𝝀𝒙 = (𝒄𝟏 + 𝒄𝟐 𝒙) 𝒆( 𝟐
)𝒙

- In this case, 𝒄𝟐 cannot be zero (𝒄𝟐 ≠ 𝟎).

❖ 𝐂𝐚𝐬𝐞 𝟑: Complex conjugate roots 𝑖𝑓 𝑎2 − 4𝑏 < 0

- In this case, we have two complex roots to the CE given by:

𝒂 𝒂
𝝀𝟏 = − + 𝒋𝝎 and 𝝀𝟐 = − − 𝒋𝝎
𝟐 𝟐
√𝟒𝒃 − 𝒂𝟐
𝑤ℎ𝑒𝑟𝑒 𝛚=
𝟐

- In this case, a basis of solutions of eq(1) on any interval is:

𝒂 𝒂
𝒚𝟏 = 𝒆−𝟐𝒙 𝒄𝒐𝒔(𝝎𝒙) and 𝒚𝟐 = 𝒆−𝟐𝒙 𝒔𝒊𝒏(𝝎𝒙)

- In this case, the general solution is:

𝒂
𝒚 = 𝒄𝟏 𝒆𝝀𝟏 𝒙 + 𝒄𝟐 𝒆𝝀𝟐 𝒙 = 𝒆−𝟐𝒙 (𝑨 𝒄𝒐𝒔(𝝎𝒙) + 𝑩 𝒔𝒊𝒏(𝝎𝒙)) 𝑤ℎ𝑒𝑟𝑒 𝐴& 𝐵: 𝑎𝑟𝑏𝑖𝑡𝑟𝑎𝑟𝑦 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡𝑠

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❖ Summary:

To find the basis, the general solution or the particular solution, apply the following steps:

1. Determine the characteristic equation.

2. Find the roots of the characteristic equation.
3. Determine which case.
4. Determine the basis, the general solution or the particular solution as needed.

❖ Summary of the cases:

Case Roots of the CE Basis General solution

1 Two distinct real roots 𝒚𝟏 = 𝒆𝝀𝟏𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
(𝝀𝟏 and 𝝀𝟐 ) 𝒚𝟐 = 𝒆𝝀𝟐𝒙

2 A real double root 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

𝝀𝟏 = 𝝀𝟐 = 𝝀 𝒚𝟐 = 𝒙𝒆𝝀𝒙

3 Complex conjugate roots 𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

𝝀𝟏 = ⍺ + 𝒋𝝎 and 𝝀𝟐 = ⍺ − 𝒋𝝎 𝒚𝟐 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)

Example: Find the general solution for the given second-order ODE.

𝒚′′ − 𝒚 = 𝟎

Solution:

Characteristic equation (CE):

𝝀𝟐 − 𝟏 = 𝟎
The roots of the CE are:

(𝝀 − 𝟏)(𝝀 + 𝟏) = 𝟎
𝝀𝟏 = 𝟏 and 𝝀𝟐 = −𝟏 (𝒄𝒂𝒔𝒆 𝟏)

Basis:
𝒚 𝟏 = 𝒆𝒙 and 𝒚𝟐 = 𝒆−𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝒙

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Example: Solve the following initial value problem.

𝒚′′ + 𝒚′ − 𝟐𝒚 = 𝟎, 𝒚(𝟎) = 𝟒, 𝒚′(𝟎) = −𝟓

Solution:

Characteristic equation (CE):

𝝀𝟐 + 𝝀 − 𝟐 = 𝟎
The roots of the CE are:

(𝝀 − 𝟏)(𝝀 + 𝟐) = 𝟎
𝝀𝟏 = 𝟏 and 𝝀𝟐 = −𝟐 (𝒄𝒂𝒔𝒆 𝟏)

Basis:
𝒚 𝟏 = 𝒆𝒙 and 𝒚𝟐 = 𝒆−𝟐𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒆𝒙 + 𝒄𝟐 𝒆−𝟐𝒙

To solve the initial value problem:

𝒚′ = 𝒄𝟏 𝒆𝒙 − 𝟐𝒄𝟐 𝒆−𝟐𝒙

Substitute 𝒚(𝟎) = 𝟒 and 𝒚′ (𝟎) = −𝟓:

𝒚(𝟎) = 𝒄𝟏 𝒆𝟎 + 𝒄𝟐 𝒆−𝟐∗𝟎 = 𝟒 then 𝒄𝟏 + 𝒄𝟐 = 𝟒

𝒚′ (𝟎) = 𝒄𝟏 𝒆𝟎 − 𝟐𝒄𝟐 𝒆−𝟐∗𝟎 = −𝟓 then 𝒄𝟏 − 𝟐𝒄𝟐 = −𝟓

By solving the two equations:

𝒄𝟏 = 𝟏 and 𝒄𝟐 = 𝟑

Then, the particular solution of the IVP is:

𝒚 = 𝒆𝒙 + 𝟑𝒆−𝟐𝒙

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Example: Solve the following initial value problem.

𝒚′′ + 𝒚′ + 𝟎. 𝟐𝟓𝒚 = 𝟎, 𝒚(𝟎) = 𝟑, 𝒚′ (𝟎) = −𝟑. 𝟓

Solution:

Characteristic equation (CE):

𝝀𝟐 + 𝝀 + 𝟎. 𝟐𝟓 = 𝟎
The roots of the CE are:

(𝝀 + 𝟎. 𝟓)(𝝀 + 𝟎. 𝟓) = (𝝀 + 𝟎. 𝟓)𝟐 = 𝟎
𝝀 = 𝝀𝟏 = 𝝀𝟐 = −𝟎. 𝟓 (𝒄𝒂𝒔𝒆 𝟐)

Basis:
𝒚𝟏 = 𝒆−𝟎.𝟓𝒙 and 𝒚𝟐 = 𝒙𝒆−𝟎.𝟓𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒆−𝟎.𝟓𝒙 + 𝒄𝟐 𝒙𝒆−𝟎.𝟓𝒙 = (𝒄𝟏 + 𝒄𝟐 𝒙)𝒆−𝟎.𝟓𝒙

To solve the initial value problem:

𝒚′ = (𝒄𝟏 + 𝒄𝟐 𝒙)(−𝟎. 𝟓𝒆−𝟎.𝟓𝒙 ) + (𝒆−𝟎.𝟓𝒙 )(𝒄𝟐 )

Substitute 𝒚(𝟎) = 𝟑 and 𝒚′ (𝟎) = −𝟑. 𝟓:

𝒚(𝟎) = (𝒄𝟏 + 𝒄𝟐 ∗ 𝟎)𝒆−𝟎.𝟓∗𝟎 = 𝟑 then 𝒄𝟏 = 𝟑

𝒚′ (𝟎) = (𝒄𝟏 + 𝒄𝟐 ∗ 𝟎)(−𝟎. 𝟓𝒆−𝟎.𝟓∗𝟎 ) + (𝒆−𝟎.𝟓∗𝟎 )(𝒄𝟐 ) = −𝟑. 𝟓

−𝟎. 𝟓𝒄𝟏 + 𝒄𝟐 = −𝟑. 𝟓
−𝟎. 𝟓 ∗ 𝟑 + 𝒄𝟐 = −𝟑. 𝟓
𝒄𝟐 = −𝟐

Then, the particular solution of the IVP is:

𝒚 = (𝟑 − 𝟐𝒙)𝒆−𝟎.𝟓𝒙

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Example: Find the general solution of the following second-order ODE.

𝒚′′ + 𝟐𝝅𝒚′ + 𝝅𝟐 𝒚 = 𝟎

Solution:

Characteristic equation (CE):

𝝀𝟐 + 𝟐𝝅𝝀 + 𝝅𝟐 = 𝟎
The roots of the CE are:

(𝝀 + 𝝅)(𝝀 + 𝝅) = (𝝀 + 𝝅)𝟐 = 𝟎
𝝀 = 𝝀𝟏 = 𝝀𝟐 = −𝝅 (𝒄𝒂𝒔𝒆 𝟐)

Basis:
𝒚𝟏 = 𝒆−𝝅𝒙 and 𝒚𝟐 = 𝒙𝒆−𝝅𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒆−𝝅𝒙 + 𝒄𝟐 𝒙𝒆−𝝅𝒙 = (𝒄𝟏 + 𝒄𝟐 𝒙)𝒆−𝝅𝒙

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Example: Solve the following initial value problem.

𝒚′′ + 𝟎. 𝟒𝒚′ + 𝟗. 𝟎𝟒𝒚 = 𝟎, 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟑

Solution:

Characteristic equation (CE):

𝝀𝟐 + 𝟎. 𝟒𝝀 + 𝟗. 𝟎𝟒 = 𝟎
The roots of the CE are:

𝝀𝟏 = −𝟎. 𝟐 + 𝟑𝒋 and 𝝀𝟐 = −𝟎. 𝟐 − 𝟑𝒋 (𝒄𝒂𝒔𝒆 𝟑)

𝑇ℎ𝑒𝑛, ⍺ = −𝟎. 𝟐 and 𝝎 = 𝟑

Basis:
𝒚𝟏 = 𝒆−𝟎.𝟐𝒙 𝒄𝒐𝒔(𝟑𝒙) and 𝒚𝟐 = 𝒆−𝟎.𝟐𝒙 𝒔𝒊𝒏(𝟑𝒙)

The general solution is:

𝒚 = 𝒆−𝟎.𝟐𝒙 (𝑨 𝒄𝒐𝒔(𝟑𝒙) + 𝑩 𝒔𝒊𝒏(𝟑𝒙))

To solve the initial value problem:

𝒚′ = (𝒆−𝟎.𝟐𝒙 ) (−𝟑𝑨 𝒔𝒊𝒏(𝟑𝒙) + 𝟑𝑩 𝒄𝒐𝒔(𝟑𝒙)) + (𝑨 𝒄𝒐𝒔(𝟑𝒙) + 𝑩 𝒔𝒊𝒏(𝟑𝒙))(−𝟎. 𝟐𝒆−𝟎.𝟐𝒙 )

Substitute 𝒚(𝟎) = 𝟎 and 𝒚′ (𝟎) = 𝟑:

𝒚(𝟎) = 𝒆−𝟎.𝟐∗𝟎 (𝑨 𝒄𝒐𝒔(𝟑 ∗ 𝟎) + 𝑩 𝒔𝒊𝒏(𝟑 ∗ 𝟎)) = 𝟎 then 𝑨 = 𝟎

𝒚′(𝟎) = (𝒆−𝟎.𝟐∗𝟎 ) (−𝟑𝑨 𝒔𝒊𝒏(𝟑 ∗ 𝟎) + 𝟑𝑩 𝒄𝒐𝒔(𝟑 ∗ 𝟎)) + (𝑨 𝒄𝒐𝒔(𝟑 ∗ 𝟎) + 𝑩 𝒔𝒊𝒏(𝟑 ∗ 𝟎))(−𝟎. 𝟐𝒆−𝟎.𝟐∗𝟎 ) = 𝟑
𝟑𝑩 − 𝟎. 𝟐𝑨 = 𝟑
𝟑𝑩 − 𝟎. 𝟐 ∗ 𝟎 = 𝟑
𝑩=𝟏

Then, the particular solution of the IVP is:

𝒚 = 𝒆−𝟎.𝟐𝒙 𝒔𝒊𝒏(𝟑𝒙)

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Example: Solve the following initial value problem.

𝒚′′ + 𝟐𝟓𝒚 = 𝟎, 𝒚(𝟎) = 𝟒. 𝟔, 𝒚′ (𝟎) = −𝟏. 𝟐

Solution:

Characteristic equation (CE):

𝝀𝟐 + 𝟐𝟓 = 𝟎
The roots of the CE are:

𝝀𝟏 = 𝟓𝒋 and 𝝀𝟐 = −𝟓𝒋 (𝒄𝒂𝒔𝒆 𝟑)

𝑇ℎ𝑒𝑛, 𝝎=𝟓

Basis:
𝒚𝟏 = 𝒆𝟎∗𝒙 𝒄𝒐𝒔(𝟓𝒙) = 𝒄𝒐𝒔(𝟓𝒙) and 𝒚𝟐 = 𝒆𝟎∗𝒙 𝒔𝒊𝒏(𝟓𝒙) = 𝒔𝒊𝒏(𝟓𝒙)

The general solution is:

𝒚 = 𝑨 𝒄𝒐𝒔(𝟓𝒙) + 𝑩 𝒔𝒊𝒏(𝟓𝒙)

To solve the initial value problem:

𝒚′ = −𝟓𝑨 𝒔𝒊𝒏(𝟓𝒙) + 𝟓𝑩 𝒄𝒐𝒔(𝟓𝒙)

Substitute 𝒚(𝟎) = 𝟒. 𝟔 and 𝒚′ (𝟎) = −𝟏. 𝟐:

𝒚(𝟎) = 𝑨 𝒄𝒐𝒔(𝟓 ∗ 𝟎) + 𝑩 𝒔𝒊𝒏(𝟓 ∗ 𝟎) = 𝟒. 𝟔 then 𝑨 = 𝟒. 𝟔

𝒚′ (𝟎) = −𝟓𝑨 𝒔𝒊𝒏(𝟓 ∗ 𝟎) + 𝟓𝑩 𝒄𝒐𝒔(𝟓 ∗ 𝟎) = −𝟏. 𝟐

𝟓𝑩 = −𝟏. 𝟐
𝑩 = −𝟎. 𝟐𝟒

Then, the particular solution of the IVP is:

𝒚 = 𝟒. 𝟔 𝒄𝒐𝒔(𝟓𝒙) − 𝟎. 𝟐𝟒 𝒔𝒊𝒏(𝟓𝒙)

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Definition: Differential Operators

➢ The differential operator (D) transforms a differentiable function into its derivative.
➢ In differential operator, we use the following notations:

𝒅
𝑫=
𝒅𝒙
𝒅𝒚
𝒚′ = 𝑫𝒚 =
𝒅𝒙
′′
𝒅𝟐 𝒚
𝒚 = 𝑫𝟐𝒚 = 𝑫(𝑫𝒚 ) =
𝒅𝒙𝟐

Example: Write the following DEs using differential operator notation.

𝟏) 𝒙𝟐 𝒚′′ + 𝟐𝒙𝒚′ + 𝟑𝒚 = 𝟎
𝟐) 𝒚′′′ + 𝟐𝒙𝒚′′ + 𝟐𝒚′ = 𝟎
𝟑) 𝒚′′′ + 𝟓𝒚′′ − 𝟐𝒚′ − 𝒚 = 𝟎

Solution:

𝟏) (𝒙𝟐 𝑫𝟐 + 𝟐𝒙𝑫 + 𝟑𝑰)𝒚 = 𝟎

𝟐) (𝑫𝟑 + 𝟐𝒙𝑫𝟐 + 𝟐𝑫)𝒚 = 𝟎
𝟑) (𝑫𝟑 + 𝟓𝑫𝟐 − 𝟐𝑫 − 𝑰)𝒚 = 𝟎

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Higher order Homogeneous Linear ODEs with Constant Coefficients

Definition:

➢ Here, we generalize the results obtained for the second-order homogeneous linear ODEs with constant
coefficients to an nth order homogeneous linear ODEs.
➢ The nth-order homogeneous linear ODE can be written as follows:

𝒚(𝒏) + 𝒂𝒏−𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎 … 𝒆𝒒(𝟏)

➢ We substitute 𝒚 = 𝒆𝝀𝒙 to obtain the characteristic equation

𝝀(𝒏) + 𝒂𝒏−𝟏 𝝀𝒏−𝟏 + … + 𝒂𝟏 𝝀𝟏 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

if 𝝀 is a root of eq(2), then

𝒚 = 𝒆𝝀𝒙
is a solution of eq(1).

➢ To find these roots, you may need a numeric method, such as Newton’s method.

➢ For general n there are more cases than for the second-order (i.e., n=2). We can have one of the
following cases:
1. Distinct real roots.
2. Simple complex roots.
3. Multiple roots.
4. Multiple complex roots.

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𝐧𝐭𝐡 𝐎𝐃𝐄 𝐂𝐚𝐬𝐞𝐬:

Case Roots of the CE Basis General solution

1 n distinct real roots 𝒚𝟏 = 𝒆𝝀𝟏𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + ⋯ + 𝒄𝒏 𝒚𝒏
(𝝀𝟏 , 𝝀𝟐 , … , 𝝀𝒏 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒆𝝀𝟐𝒙
𝒚𝟑 = 𝒆𝝀𝟑𝒙
.
.
𝒚𝒏 = 𝒆𝝀𝒏 𝒙

𝐓𝐡𝐢𝐫𝐝 𝐎𝐃𝐄 𝐂𝐚𝐬𝐞𝐬:

Case Roots of the CE Basis General solution

Three distinct real roots 𝝀𝟏 𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
1 𝒚𝟏 = 𝒆
(𝝀𝟏 , 𝝀𝟐 𝒂𝒏𝒅 𝝀𝟑 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒆𝝀𝟐𝒙
𝒚𝟑 = 𝒆𝝀𝟑𝒙

2 Real double root & one different 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑

(𝝀𝟏 = 𝝀𝟐 = 𝝀 𝒂𝒏𝒅 𝝀𝟑 𝒊𝒔 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒙𝒆𝝀𝒙
𝒚𝟑 = 𝒆𝝀𝟑𝒙

3 Three equal real roots 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑

(𝝀𝟏 = 𝝀𝟐 = 𝝀𝟑 = 𝝀) 𝒚𝟐 = 𝒙𝒆𝝀𝒙
𝒚𝟐 = 𝒙𝟐 𝒆𝝀𝒙

4 Two complex conjugate roots and one 𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑

real root 𝒚𝟐 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)
𝝀𝟏 = ⍺ + 𝒋𝝎 , 𝝀𝟐 = ⍺ − 𝒋𝝎 𝒚𝟑 = 𝒆𝝀𝟑𝒙

and 𝝀𝟑 is 𝒓𝒆𝒂𝒍

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𝐅𝐨𝐮𝐫𝐭𝐡 𝐎𝐃𝐄 𝐂𝐚𝐬𝐞𝐬:

Case Roots of the CE Basis General solution

1 Four distinct real roots 𝒚𝟏 = 𝒆𝝀𝟏𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
(𝝀𝟏 , 𝝀𝟐 , 𝝀𝟑 𝒂𝒏𝒅 𝝀𝟒 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒆𝝀𝟐𝒙
𝒚𝟑 = 𝒆𝝀𝟑𝒙
𝒚𝟒 = 𝒆𝝀𝟒𝒙
2 Two equal real roots & two different 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
real roots 𝒚𝟐 = 𝒙𝒆𝝀𝒙
(𝝀𝟏 = 𝝀𝟐 = 𝝀 𝒂𝒏𝒅 𝝀𝟑 & 𝝀𝟒 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕)
𝒚𝟑 = 𝒆𝝀𝟑𝒙
𝒚𝟒 = 𝒆𝝀𝟒𝒙
3 Three equal real roots & one different 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
real root 𝒚𝟐 = 𝒙𝒆𝝀𝒙
(𝝀𝟏 = 𝝀𝟐 = 𝝀𝟑 = 𝝀 𝒂𝒏𝒅 𝝀𝟒 𝒊𝒔 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕)
𝒚𝟑 = 𝒙𝟐 𝒆𝝀𝒙
𝒚𝟒 = 𝒆𝝀𝟒𝒙
4 Four equal real roots 𝒚𝟏 = 𝒆𝝀𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
(𝝀𝟏 = 𝝀𝟐 = 𝝀𝟑 = 𝝀𝟒 = 𝝀) 𝒚𝟐 = 𝒙𝒆𝝀𝒙
𝒚𝟑 = 𝒙𝟐 𝒆𝝀𝒙
𝒚𝟒 = 𝒙𝟑 𝒆𝝀𝒙
5 Two equal real roots & another two 𝒚𝟏 = 𝒆𝝀𝟏𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
equal real roots 𝒚𝟐 = 𝒙𝒆𝝀𝟏𝒙
(𝝀𝟏 = 𝝀𝟐 𝒂𝒏𝒅 𝝀𝟑 = 𝝀𝟒 ) 𝒚𝟑 = 𝒆𝝀𝟑𝒙
𝒚𝟒 = 𝒙𝒆𝝀𝟑𝒙
6 Two complex conjugate roots & two 𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
unequal real roots 𝒚𝟐 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)
𝝀𝟏 = ⍺ + 𝒋𝝎 , 𝝀𝟐 = ⍺ − 𝒋𝝎 𝒚𝟑 = 𝒆𝝀𝟑𝒙
(𝝀𝟑 and 𝝀𝟒 𝒂𝒓𝒆 𝒓𝒆𝒂𝒍 𝒃𝒖𝒕 𝒏𝒐𝒕 𝒆𝒒𝒖𝒂𝒍) 𝒚𝟒 = 𝒆𝝀𝟒𝒙
7 Two complex conjugate roots & two 𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
equal real roots 𝒚𝟐 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)
𝝀𝟏 = ⍺ + 𝒋𝝎 , 𝝀𝟐 = ⍺ − 𝒋𝝎 𝒚𝟑 = 𝒆𝝀𝒙
𝒚𝟒 = 𝒙𝒆𝝀𝒙
(𝝀𝟑 = 𝝀𝟒 = 𝝀 𝒂𝒓𝒆 𝒓𝒆𝒂𝒍 𝒂𝒏𝒅 𝒆𝒒𝒖𝒂𝒍)

8 Four simple conjugate roots 𝒚𝟏 = 𝒆⍺𝟏 𝒙 𝒄𝒐𝒔(𝝎𝟏 𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒

𝒚𝟐 = 𝒆⍺𝟏 𝒙 𝒔𝒊𝒏(𝝎𝟏 𝒙)
𝝀𝟏 = ⍺𝟏 + 𝒋𝝎𝟏 , 𝝀𝟐 = ⍺𝟏 − 𝒋𝝎𝟏 𝒚𝟑 = 𝒆⍺𝟐 𝒙 𝒄𝒐𝒔(𝝎𝟐 𝒙)
𝝀𝟑 = ⍺𝟐 + 𝒋𝝎𝟐 , 𝝀𝟒 = ⍺𝟐 − 𝒋𝝎𝟐 𝒚𝟒 = 𝒆⍺𝟐 𝒙 𝒔𝒊𝒏(𝝎𝟐 𝒙)

9 Multiple complex roots 𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒

𝒚𝟐 = 𝒙𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙)
𝝀𝟏 = 𝝀𝟐 = ⍺ + 𝒋𝝎 𝒚𝟑 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)
𝝀𝟑 = 𝝀𝟒 = ⍺ − 𝒋𝝎 𝒚𝟒 = 𝒙𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙)

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❖ Summary:

To find the basis, the general solution or the particular solution, apply the following steps:

1. Determine the characteristic equation.

2. Find the roots of the characteristic equation.
3. Determine which case.
4. Determine the basis, the general solution or the particular solution as needed.

Example: Solve the following ODE.

(𝑫𝟓 − 𝟓𝑫𝟑 + 𝟒𝑫)𝒚 = 𝟎

Solution:

Characteristic equation (CE):

𝝀𝟓 − 𝟓𝝀𝟑 + 𝟒𝝀 = 𝟎
The roots of the CE are:
𝝀𝟓 − 𝟓𝝀𝟑 + 𝟒𝝀 = 𝟎
𝝀(𝝀𝟒 − 𝟓𝝀𝟐 + 𝟒) = 𝟎
𝝀(𝝀𝟐 − 𝟒)(𝝀𝟐 − 𝟏) = 𝟎
𝝀(𝝀 − 𝟐)(𝝀 + 𝟐)(𝝀 − 𝟏)(𝝀 + 𝟏) = 𝟎

𝝀𝟏 = 𝟎, 𝝀𝟐 = 𝟐, 𝝀𝟑 = −𝟐, 𝝀𝟒 = 𝟏, 𝝀𝟓 = −𝟏 (𝒄𝒂𝒔𝒆 𝟏 𝒐𝒇 𝒏𝒕𝒉 𝒐𝒓𝒅𝒆𝒓 𝒄𝒂𝒔𝒆𝒔)

Basis:
𝒚𝟏 = 𝒆𝝀𝟏 𝒙 = 𝒆𝟎∗𝒙 = 𝟏
𝒚𝟐 = 𝒆𝝀𝟐 𝒙 = 𝒆𝟐∗𝒙 = 𝒆𝟐𝒙
𝒚𝟑 = 𝒆𝝀𝟑 𝒙 = 𝒆−𝟐∗𝒙 = 𝒆−𝟐𝒙
𝒚𝟒 = 𝒆𝝀𝟒 𝒙 = 𝒆𝟏∗𝒙 = 𝒆𝒙
𝒚𝟓 = 𝒆𝝀𝟓 𝒙 = 𝒆−𝟏∗𝒙 = 𝒆−𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒 + 𝒄𝟓 𝒚𝟓
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝟐𝒙 + 𝒄𝟒 𝒆𝒙 + 𝒄𝟓 𝒆−𝒙

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Example: Solve the following ODE.

𝒚(𝟓) − 𝟑𝒚(𝟒) + 𝟑𝒚′′′ − 𝒚′′ = 𝟎

Solution:

Characteristic equation (CE):

𝝀𝟓 − 𝟑𝝀𝟒 + 𝟑𝝀𝟑 − 𝝀𝟐 = 𝟎
The roots of the CE are:
𝝀𝟓 − 𝟑𝝀𝟒 + 𝟑𝝀𝟑 − 𝝀𝟐 = 𝟎
𝝀𝟐 (𝝀𝟑 − 𝟑𝝀𝟐 + 𝟑𝝀 − 𝟏) = 𝟎
𝝀𝟐 (𝝀 − 𝟏)(𝝀 − 𝟏)(𝝀 − 𝟏) = 𝟎

𝝀𝟏 = 𝟎, 𝝀𝟐 = 𝟎, 𝝀𝟑 = 𝟏, 𝝀𝟒 = 𝟏, 𝝀𝟓 = 𝟏

Basis:
𝒚𝟏 = 𝒆𝝀𝟏 𝒙 = 𝒆𝟎∗𝒙 = 𝟏
𝒚𝟐 = 𝒙𝒆𝝀𝟏 ∗𝒙 = 𝒙𝒆𝟎∗𝒙 = 𝒙

𝒚𝟑 = 𝒆𝝀𝟑 𝒙 = 𝒆𝟏∗𝒙 = 𝒆𝒙
𝒚𝟒 = 𝒙𝒆𝝀𝟑 𝒙 = 𝒙𝒆𝒙
𝒚 𝟓 = 𝒙 𝟐 𝒆 𝝀𝟑 𝒙 = 𝒙 𝟐 𝒆 𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒 + 𝒄𝟓 𝒚𝟓
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒆𝒙 + 𝒄𝟒 𝒙𝒆𝒙 + 𝒄𝟓 𝒙𝟐 𝒆𝒙

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Example: Solve the following IVP.

𝒚′′′ − 𝒚′′ + 𝟏𝟎𝟎𝒚′ − 𝟏𝟎𝟎𝒚 = 𝟎, 𝒚(𝟎) = 𝟒, 𝒚′ (𝟎) = 𝟏𝟏, 𝒚′′ (𝟎) = −𝟐𝟗𝟗

Solution:

Characteristic equation (CE):

𝝀𝟑 − 𝝀𝟐 + 𝟏𝟎𝟎𝝀 − 𝟏𝟎𝟎 = 𝟎
The roots of the CE are:
𝝀𝟑 − 𝝀𝟐 + 𝟏𝟎𝟎𝝀 − 𝟏𝟎𝟎 = 𝟎
(𝝀 − 𝟏𝟎𝒊)(𝝀 + 𝟏𝟎𝒊)(𝝀 − 𝟏) = 𝟎

𝝀𝟏 = 𝟏𝟎𝒊, 𝝀𝟐 = −𝟏𝟎𝒊, 𝝀𝟑 = 𝟏 (𝒄𝒂𝒔𝒆 𝟒 𝒐𝒇 𝟑𝒓𝒅 𝒐𝒓𝒅𝒆𝒓 𝒄𝒂𝒔𝒆𝒔)

Basis:
𝒚𝟏 = 𝒆⍺𝒙 𝒄𝒐𝒔(𝝎𝒙) = 𝒆𝟎∗𝒙 𝒄𝒐𝒔(𝟏𝟎𝒙) = 𝒄𝒐𝒔(𝟏𝟎𝒙)
𝒚𝟐 = 𝒆⍺𝒙 𝒔𝒊𝒏(𝝎𝒙) = 𝒆𝟎∗𝒙 𝒔𝒊𝒏(𝟏𝟎𝒙) = 𝒔𝒊𝒏(𝟏𝟎𝒙)

𝒚𝟑 = 𝒆𝝀𝟑𝒙 = 𝒆𝟏∗𝒙 = 𝒆𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
𝒚 = 𝒄𝟏 𝒄𝒐𝒔(𝟏𝟎𝒙) + 𝒄𝟐 𝒔𝒊𝒏(𝟏𝟎𝒙) + 𝒄𝟑 𝒆𝒙

To solve the initial value problem:

𝒚′ = −𝟏𝟎𝒄𝟏 𝒔𝒊𝒏(𝟏𝟎𝒙) + 𝟏𝟎𝒄𝟐 𝒄𝒐𝒔(𝟏𝟎𝒙) + 𝒄𝟑 𝒆𝒙

𝒚 = −𝟏𝟎𝟎𝒄𝟏 𝒄𝒐𝒔(𝟏𝟎𝒙) − 𝟏𝟎𝟎𝒄𝟐 𝒔𝒊𝒏(𝟏𝟎𝒙) + 𝒄𝟑 𝒆𝒙
′′

Substitute 𝒚(𝟎) = 𝟒 , 𝒚′ (𝟎) = 𝟏𝟏 and 𝒚′′ (𝟎) = −𝟐𝟗𝟗:

𝒚(𝟎) = 𝒄𝟏 𝒄𝒐𝒔(𝟏𝟎 ∗ 𝟎) + 𝒄𝟐 𝒔𝒊𝒏(𝟏𝟎 ∗ 𝟎) + 𝒄𝟑 𝒆𝟎 = 𝟒 then 𝒄𝟏 + 𝒄𝟑 = 𝟒

𝒚′ (𝟎) = −𝟏𝟎𝒄𝟏 𝒔𝒊𝒏(𝟏𝟎 ∗ 𝟎) + 𝟏𝟎𝒄𝟐 𝒄𝒐𝒔(𝟏𝟎 ∗ 𝟎) + 𝒄𝟑 𝒆𝟎 = 𝟏𝟏 then 𝟏𝟎𝒄𝟐 + 𝒄𝟑 = 𝟏𝟏

′(𝟎)
𝒚′ = −𝟏𝟎𝟎𝒄𝟏 𝒄𝒐𝒔(𝟏𝟎 ∗ 𝟎) − 𝟏𝟎𝟎𝒄𝟐 𝒔𝒊𝒏(𝟏𝟎 ∗ 𝟎) + 𝒄𝟑 𝒆𝟎 = −𝟐𝟗𝟗 then − 𝟏𝟎𝟎𝒄𝟏 + 𝒄𝟑 = −𝟐𝟗𝟗

Solve the three previous equations:

𝒄𝟏 = 𝟑, 𝒄𝟐 = 𝟏 and 𝒄𝟑 = 𝟏

Then, the particular solution of the IVP is:

𝒚 = 𝟑𝒄𝒐𝒔(𝟏𝟎𝒙) + 𝒔𝒊𝒏(𝟏𝟎𝒙) + 𝒆𝒙

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Example: Solve the following IVP.

𝑫(𝑫𝟐 − 𝟒𝑫 + 𝟒𝑰)𝒚 = 𝟎, 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = 𝟐, 𝒚′′ (𝟎) = −𝟐

Solution:

Characteristic equation (CE):

𝝀(𝝀𝟐 − 𝟒𝝀 + 𝟒) = 𝟎
The roots of the CE are:
𝝀(𝝀𝟐 − 𝟒𝝀 + 𝟒) = 𝟎
𝝀(𝝀 − 𝟐)(𝝀 − 𝟐) = 𝟎

𝝀𝟏 = 𝟎, 𝝀𝟐 = 𝟐, 𝝀𝟑 = 𝟐 (𝒄𝒂𝒔𝒆 𝟐 𝒐𝒇 𝟑𝒓𝒅 𝒐𝒓𝒅𝒆𝒓 𝒄𝒂𝒔𝒆𝒔)

Basis:
𝒚𝟏 = 𝒆𝝀𝟏𝒙 = 𝒆𝟎∗𝒙 = 𝟏
𝒚𝟐 = 𝒆𝝀𝟐𝒙 = 𝒆𝟐𝒙
𝒚𝟑 = 𝒙𝒆𝝀𝟐𝒙 = 𝒙𝒆𝟐𝒙
The general solution is:
𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒙𝒆𝟐𝒙

To solve the initial value problem:

𝒚′ = 𝟐𝒄𝟐 𝒆𝟐𝒙 + (𝒄𝟑 𝒙)(𝟐𝒆𝟐𝒙 ) + (𝒆𝟐𝒙 )(𝒄𝟑 ) = 𝟐𝒄𝟐 𝒆𝟐𝒙 + 𝟐𝒄𝟑 𝒙𝒆𝟐𝒙 + 𝒄𝟑 𝒆𝟐𝒙
𝒚′′ = 𝟒𝒄𝟐 𝒆𝟐𝒙 + (𝟐𝒄𝟑 𝒙)(𝟐𝒆𝟐𝒙 ) + (𝒆𝟐𝒙 )(𝟐𝒄𝟑 ) + 𝟐𝒄𝟑 𝒆𝟐𝒙 = 𝟒𝒄𝟐 𝒆𝟐𝒙 + 𝟒𝒄𝟑 𝒙𝒆𝟐𝒙 + 𝟒𝒄𝟑 𝒆𝟐𝒙

Substitute 𝒚(𝟎) = 𝟏 , 𝒚′ (𝟎) = 𝟐 and 𝒚′′ (𝟎) = −𝟐:

𝒚(𝟎) = 𝒄𝟏 + 𝒄𝟐 𝒆𝟐∗𝟎 + 𝒄𝟑 ∗ 𝟎 ∗ 𝒆𝟐∗𝟎 = 𝟏 then 𝒄𝟏 + 𝒄𝟐 = 𝟏

𝒚′ (𝟎) = 𝟐𝒄𝟐 𝒆𝟐∗𝟎 + 𝟐𝒄𝟑 ∗ 𝟎 ∗ 𝒆𝟐∗𝟎 + 𝒄𝟑 𝒆𝟐∗𝟎 = 𝟐 then 𝟐𝒄𝟐 + 𝒄𝟑 = 𝟐

𝒚′′ (𝟎) = 𝟒𝒄𝟐 𝒆𝟐∗𝟎 + 𝟒𝒄𝟑 ∗ 𝟎 ∗ 𝒆𝟐∗𝟎 + 𝟒𝒄𝟑 𝒆𝟐∗𝟎 = −𝟐 then 𝟒𝒄𝟐 + 𝟒𝒄𝟑 = −𝟐

Solve the three previous equations:

𝒄𝟏 = −𝟏. 𝟓, 𝒄𝟐 = 𝟐. 𝟓 and 𝒄𝟑 = −𝟑

Then, the particular solution of the IVP is:

𝒚 = −𝟏. 𝟓 + 𝟐. 𝟓 𝒆𝟐𝒙 − 𝟑𝒙𝒆𝟐𝒙

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Example: Solve the following IVP.

𝑫𝟐 (𝑫𝟐 + 𝟐𝑫 + 𝑰)𝒚 = 𝟎, 𝒚(𝟎) = 𝟎, 𝒚′ (𝟎) = 𝟏, 𝒚′′ (𝟎) = −𝟓, 𝒚′′′ (𝟎) = 𝟕

Solution:

Characteristic equation (CE):

𝝀𝟐 (𝝀𝟐 + 𝟐𝝀 + 𝟏) = 𝟎
The roots of the CE are:
𝝀𝟐 (𝝀 + 𝟏)(𝝀 + 𝟏) = 𝟎

𝝀𝟏 = 𝝀𝟐 = 𝟎, 𝝀𝟑 = 𝝀𝟒 = −𝟏 (𝒄𝒂𝒔𝒆 𝟓 𝒐𝒇 𝟒𝒓𝒅 𝒐𝒓𝒅𝒆𝒓 𝒄𝒂𝒔𝒆𝒔)

Basis:
𝒚𝟏 = 𝒆𝝀𝟏𝒙 = 𝒆𝟎∗𝒙 = 𝟏
𝒚𝟐 = 𝒙𝒆𝝀𝟏𝒙 = 𝒙𝒆𝟎∗𝒙 = 𝒙
𝒚𝟑 = 𝒆𝝀𝟑𝒙 = 𝒆−𝒙
𝒚𝟒 = 𝒙𝒆𝝀𝟑𝒙 = 𝒙𝒆−𝒙

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 + 𝒄𝟒 𝒚𝟒
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒆−𝒙 + 𝒄𝟒 𝒙𝒆−𝒙

To solve the initial value problem:

𝒚′ = 𝒄𝟐 − 𝒄𝟑 𝒆−𝒙 − 𝒄𝟒 𝒙𝒆−𝒙 + 𝒄𝟒 𝒆−𝒙

𝒚′′ = 𝒄𝟑 𝒆−𝒙 + 𝒄𝟒 𝒙𝒆−𝒙 − 𝒄𝟒 𝒆−𝒙 − 𝒄𝟒 𝒆−𝒙
𝒚′′′ = −𝒄𝟑 𝒆−𝒙 − 𝒄𝟒 𝒙𝒆−𝒙 + 𝒄𝟒 𝒆−𝒙 + 𝒄𝟒 𝒆−𝒙 + 𝒄𝟒 𝒆−𝒙

Substitute 𝒚(𝟎) = 𝟎 , 𝒚′ (𝟎) = 𝟏, 𝒚′′ (𝟎) = −𝟓 and 𝒚′′′ (𝟎) = 𝟕:

𝒚(𝟎) = 𝒄𝟏 + 𝒄𝟐 ∗ 𝟎 + 𝒄𝟑 𝒆−𝟎 + 𝒄𝟒 ∗ 𝟎 ∗ 𝒆−𝟎 = 𝟎 then 𝒄𝟏 + 𝒄𝟑 = 𝟎

𝒚′ (𝟎) = 𝒄𝟐 − 𝒄𝟑 𝒆−𝟎 − 𝒄𝟒 ∗ 𝟎 ∗ 𝒆−𝟎 + 𝒄𝟒 𝒆−𝟎 = 𝟏 then 𝒄𝟐 − 𝒄𝟑 + 𝒄𝟒 = 𝟏

𝒚′′ (𝟎) = 𝒄𝟑 𝒆−𝟎 + 𝒄𝟒 ∗ 𝟎 ∗ 𝒆−𝟎 − 𝒄𝟒 𝒆−𝟎 − 𝒄𝟒 𝒆−𝟎 = −𝟓 then 𝒄𝟑 − 𝟐𝒄𝟒 = −𝟓

𝒚′′′ (𝟎) = −𝒄𝟑 𝒆−𝟎 − 𝒄𝟒 ∗ 𝟎 ∗ 𝒆−𝟎 + 𝒄𝟒 𝒆−𝟎 + 𝒄𝟒 𝒆−𝟎 + 𝒄𝟒 𝒆−𝟎 = 𝟕 then −𝒄𝟑 + 𝟑𝒄𝟒 = 𝟕

Solve the four previous equations:

𝒄𝟏 = 𝟏, 𝒄𝟐 = −𝟐, 𝒄𝟑 = −𝟏 and 𝒄𝟒 = 𝟐

Then, the particular solution of the IVP is:

𝒚 = 𝟏 − 𝟐𝒙 − 𝒆−𝒙 + 𝟐𝒙𝒆−𝒙

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Second Order Euler-Cauchy Equations

Definition:

➢ Second order Euler-Cauchy equations are ODEs of the form:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎 … 𝒆𝒒(𝟏)

with given constants 𝒂 and 𝒃 and unknown function 𝒚(𝒙). We substitute:

𝒚 = 𝒙𝒎 , 𝒚′ = 𝒎𝒙𝒎−𝟏 , 𝒚′′ = 𝒎(𝒎 − 𝟏)𝒙𝒎−𝟐

into eq(1). This gives:

𝒙𝟐 𝒎(𝒎 − 𝟏)𝒙𝒎−𝟐 + 𝒂𝟏 𝒙𝒎𝒙𝒎−𝟏 + 𝒂𝟎 𝒙𝒎 = 𝟎

and we now see that 𝒚 = 𝒙𝒎 was a rather natural choice because we have obtained a common factor 𝒙𝒎 .
Dropping it, we have the auxiliary equation:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Hence 𝒚 = 𝒙𝒎 is a solution of eq(1) if and only if 𝒎 is a root of eq(2).

➢ The roots of eq(2) are:

−(𝒂𝟏 − 𝟏) + √(𝒂𝟏 − 𝟏)𝟐 − 𝟒𝒂𝟎

𝒎𝟏 =
𝟐

−(𝒂𝟏 − 𝟏) − √(𝒂𝟏 − 𝟏)𝟐 − 𝟒𝒂𝟎

𝒎𝟐 =
𝟐

2nd Order 𝐂𝐚𝐬𝐞𝐬:

Case Roots of the CE Basis General solution

1 Two distinct real roots 𝒚𝟏 = 𝒙𝒎𝟏 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
(𝒎𝟏 𝒂𝒏𝒅 𝒎𝟐 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒙𝒎𝟐

2 Real double root 𝒚𝟏 = 𝒙𝒎 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

(𝒎𝟏 = 𝒎𝟐 = 𝒎) 𝒚𝟐 = 𝒙𝒎 𝒍𝒏│𝒙│

3 Two complex conjugate roots 𝒚𝟏 = 𝒙⍺ 𝒄𝒐𝒔(𝝎𝒍𝒏│𝒙│) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐

𝒎𝟏 = ⍺ + 𝒋𝝎 , 𝒎𝟐 = ⍺ − 𝒋𝝎 𝒚𝟐 = 𝒙⍺ 𝒔𝒊𝒏(𝝎𝒍𝒏│𝒙│)

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Example: Solve the following ODE:

𝒙𝟐 𝒚′′ + 𝟏. 𝟓𝒙𝒚′ − 𝟎. 𝟓𝒚 = 𝟎

Solution:

Auxiliary equation:
𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝒎(𝒎 − 𝟏) + 𝟏. 𝟓𝒎 − 𝟎. 𝟓 = 𝟎
𝒎𝟐 + 𝟎. 𝟓𝒎 − 𝟎. 𝟓 = 𝟎

The roots of the auxiliary equation are:

𝒎𝟐 + 𝟎. 𝟓𝒎 − 𝟎. 𝟓 = 𝟎
(𝒎 − 𝟎. 𝟓)(𝒎 + 𝟏) = 𝟎
𝒎𝟏 = 𝟎. 𝟓 𝒂𝒏𝒅 𝒎𝟐 = −𝟏 (𝒄𝒂𝒔𝒆 𝟏)

Basis:
𝒚𝟏 = 𝒙𝒎𝟏 = 𝒙𝟎.𝟓
𝒚𝟐 = 𝒙𝒎𝟐 = 𝒙−𝟏

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
𝒚 = 𝒄𝟏 𝒙𝟎.𝟓 + 𝒄𝟐 𝒙−𝟏

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Example: Solve the following ODE:

(𝒙𝟐 𝑫𝟐 − 𝟑𝒙𝑫 + 𝟒𝑰)𝒚 = 𝟎

Solution:

Auxiliary equation:
𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝒎(𝒎 − 𝟏) − 𝟑𝒎 + 𝟒 = 𝟎
𝒎𝟐 − 𝟒𝒎 + 𝟒 = 𝟎

The roots of the auxiliary equation are:

𝒎𝟐 − 𝟒𝒎 + 𝟒 = 𝟎
(𝒎 − 𝟐)(𝒎 − 𝟐) = 𝟎
𝒎𝟏 = 𝒎𝟐 = 𝒎 = 𝟐 (𝒄𝒂𝒔𝒆 𝟐)

Basis:
𝒚𝟏 = 𝒙𝒎 = 𝒙𝟐
𝒚𝟐 = 𝒙𝒎 𝒍𝒏│𝒙│ = 𝒙𝟐 𝒍𝒏│𝒙│
The general solution is:
𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
𝒚 = 𝒄𝟏 𝒙𝟐 + 𝒄𝟐 𝒙𝟐 𝒍𝒏│𝒙│

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Example: Solve the following IVP:

(𝒙𝟐 𝑫𝟐 + 𝒙𝑫 + 𝑰)𝒚 = 𝟎, 𝒚(𝟏) = 𝟏, 𝒚′ (𝟏) = 𝟏

Solution:

Auxiliary equation:
𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝒎(𝒎 − 𝟏) + 𝒎 + 𝟏 = 𝟎
𝒎𝟐 + 𝟏 = 𝟎

The roots of the auxiliary equation are:

𝒎𝟐 + 𝟏 = 𝟎

−𝟎 + √𝟎𝟐 − 𝟒 ∗ 𝟏 √−𝟒 √𝟒√−𝟏 𝟐√−𝟏

𝒎𝟏 = = = = =𝒊
𝟐 𝟐 𝟐 𝟐

𝒎𝟐 = −𝒊 (𝒄𝒂𝒔𝒆 𝟑)

Basis:

𝒚𝟏 = 𝒙⍺ 𝒄𝒐𝒔(𝝎𝒍𝒏│𝒙│) = 𝒙𝟎 𝒄𝒐𝒔(𝟏 ∗ 𝒍𝒏│𝒙│) = 𝒄𝒐𝒔(𝒍𝒏│𝒙│)

𝒚𝟏 = 𝒙⍺ 𝒔𝒊𝒏(𝝎𝒍𝒏│𝒙│) = 𝒙𝟎 𝒔𝒊𝒏(𝟏 ∗ 𝒍𝒏│𝒙│) = 𝒔𝒊𝒏(𝒍𝒏│𝒙│)

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐
𝒚 = 𝒄𝟏 𝒄𝒐𝒔(𝒍𝒏│𝒙│) + 𝒄𝟐 𝒔𝒊𝒏(𝒍𝒏│𝒙│)

To solve the initial value problem:

−𝒄𝟏 𝒄𝟐
𝒚′ = 𝒔𝒊𝒏(𝒍𝒏│𝒙│) + 𝒄𝒐𝒔(𝒍𝒏│𝒙│)
𝒙 𝒙

Substitute 𝒚(𝟏) = 𝟏 and 𝒚′ (𝟏) = 𝟏:

𝒚(𝟏) = 𝒄𝟏 𝒄𝒐𝒔(𝒍𝒏│𝟏│) + 𝒄𝟐 𝒔𝒊𝒏(𝒍𝒏│𝟏│) = 𝟏

𝒄𝟏 𝒄𝒐𝒔(𝟎) + 𝒄𝟐 𝒔𝒊𝒏(𝟎) = 𝟏 𝒕𝒉𝒆𝒏 𝒄𝟏 = 𝟏

−𝒄𝟏 𝒄𝟐
𝒚′ (𝟏) = 𝒔𝒊𝒏(𝒍𝒏│𝟏│) + 𝒄𝒐𝒔(𝒍𝒏│𝟏│) = 𝟏
𝟏 𝟏

−𝒄𝟏 𝒔𝒊𝒏(𝟎) + 𝒄𝟐 𝒄𝒐𝒔(𝟎) = 𝟏 𝒕𝒉𝒆𝒏 𝒄𝟐 = 𝟏

Then, the particular solution of the IVP is:

𝒚 = 𝒄𝒐𝒔(𝒍𝒏│𝒙│) + 𝒔𝒊𝒏(𝒍𝒏│𝒙│)

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Third Order Euler-Cauchy Equations

Definition:

➢ Third order Euler-Cauchy equations are ODEs of the form:

𝒙𝟑 𝒚′′′ + 𝒂𝟐 𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎 … 𝒆𝒒(𝟏)

we have the auxiliary equation:

𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

We have three roots for this auxiliary equation with the following possible cases.

3rd Order 𝐂𝐚𝐬𝐞𝐬:

Case Roots of the CE Basis General solution

𝒎𝟏
1 Three distinct real roots 𝒚𝟏 = 𝒙 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
(𝒎𝟏 , 𝒎𝟐 𝒂𝒏𝒅 𝒎𝟑 𝒂𝒓𝒆 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒙𝒎𝟐
𝒚𝟑 = 𝒙𝒎𝟑

2 Real double root & one different 𝒚𝟏 = 𝒙𝒎 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑

(𝒎𝟏 = 𝒎𝟐 = 𝒎 𝒂𝒏𝒅 𝒎𝟑 𝒊𝒔 𝒅𝒊𝒇𝒇𝒆𝒓𝒆𝒏𝒕) 𝒚𝟐 = 𝒙𝒎 𝒍𝒏│𝒙│
𝒚𝟑 = 𝒙𝒎𝟑
3 Three equal real roots 𝒚𝟏 = 𝒙𝒎 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
(𝒎𝟏 = 𝒎𝟐 = 𝒎𝟑 = 𝒎) 𝒚𝟐 = 𝒙𝒎 𝒍𝒏│𝒙│
𝒚𝟑 = 𝒙𝒎 (𝒍𝒏│𝒙│)𝟐

4 Two complex conjugate roots and one real 𝒚𝟏 = 𝒙⍺ 𝒄𝒐𝒔(𝝎𝒍𝒏│𝒙│) 𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑

root 𝒚𝟐 = 𝒙⍺ 𝒔𝒊𝒏(𝝎𝒍𝒏│𝒙│)
𝒎𝟏 = ⍺ + 𝒋𝝎 , 𝒎𝟐 = ⍺ − 𝒋𝝎 𝒚𝟑 = 𝒙𝒎𝟑
and 𝒎𝟑 is 𝒓𝒆𝒂𝒍

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Example: Solve the following IVP:

(𝒙𝟑 𝑫𝟑 + 𝒙𝑫 − 𝑰)𝒚 = 𝟎, 𝒚(𝟏) = 𝟏, 𝒚′ (𝟏) = 𝟑, 𝒚′′ (𝟏) = 𝟏𝟒

Solution: 𝒂𝟐 = 𝟎, 𝒂𝟏 = 𝟏 𝒂𝒏𝒅 𝒂𝟎 = −𝟏
Auxiliary equation:
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒎 − 𝟏 = 𝟎
(𝒎 − 𝟏)[𝒎(𝒎 − 𝟐) + 𝟏] = 𝟎
(𝒎 − 𝟏)[𝒎𝟐 − 𝟐𝒎 + 𝟏] = 𝟎
(𝒎 − 𝟏)(𝒎 − 𝟏)𝟐 = 𝟎
(𝒎 − 𝟏)𝟑 = 𝟎
The roots of the auxiliary equation are:
(𝒎 − 𝟏)𝟑 = 𝟎
𝒎𝟏 = 𝒎𝟐 = 𝒎𝟑 = 𝒎 = 𝟏 (𝒄𝒂𝒔𝒆 𝟑)

Basis:
𝒚𝟏 = 𝒙𝒎 = 𝒙𝟏 = 𝒙
𝒚𝟐 = 𝒙𝒎 𝒍𝒏│𝒙│ = 𝒙𝟏 𝒍𝒏│𝒙│ = 𝒙𝒍𝒏│𝒙│
𝒚𝟑 = 𝒙𝒎 (𝒍𝒏│𝒙│)𝟐 = 𝒙𝟏 (𝒍𝒏│𝒙│)𝟐 = 𝒙(𝒍𝒏│𝒙│)𝟐

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
𝟐
𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝒍𝒏│𝒙│ + 𝒄𝟑 𝒙(𝒍𝒏│𝒙│)

To solve the initial value problem:

𝟏 𝟏 𝟐
𝒚′ = 𝒄𝟏 + (𝒄𝟐 𝒙) ( ) + (𝒍𝒏│𝒙│)(𝒄𝟐 ) + (𝒄𝟑 𝒙) (𝟐 ∗ 𝒍𝒏│𝒙│ ∗ ) + (𝒍𝒏│𝒙│) (𝒄𝟑 )
𝒙 𝒙
𝟐
′
𝒚 = 𝒄𝟏 + 𝒄𝟐 + 𝒄𝟐 𝒍𝒏│𝒙│ + 𝟐𝒄𝟑 𝒍𝒏│𝒙│ + 𝒄𝟑 (𝒍𝒏│𝒙│)

𝒄𝟐 𝟐𝒄𝟑 𝟐𝒄𝟑
𝒚′′ = + + 𝒍𝒏│𝒙│
𝒙 𝒙 𝒙

Substitute 𝒚(𝟏) = 𝟏, 𝒚′ (𝟏) = 𝟑 and 𝒚′′ (𝟏) = 𝟏𝟒:

𝟐
𝒚(𝟏) = 𝒄𝟏 ∗ 𝟏 + 𝒄𝟐 ∗ 𝟏 ∗ 𝒍𝒏│𝟏│ + 𝒄𝟑 ∗ 𝟏 ∗ (𝒍𝒏│𝟏│) = 𝟏 𝒕𝒉𝒆𝒏 𝒄𝟏 = 𝟏

𝟐
𝒚′ (𝟏) = 𝒄𝟏 + 𝒄𝟐 + 𝒄𝟐 𝒍𝒏│𝟏│ + 𝟐𝒄𝟑 𝒍𝒏│𝟏│ + 𝒄𝟑 (𝒍𝒏│𝟏│) = 𝟑 𝒕𝒉𝒆𝒏 𝒄𝟏 + 𝒄𝟐 = 𝟑 𝒕𝒉𝒆𝒏 𝒄𝟐 = 𝟐

𝒄𝟐 𝟐𝒄𝟑 𝟐𝒄𝟑
𝒚′′ (𝟏) = + + 𝒍𝒏│𝟏│ = 𝟏𝟒 𝒕𝒉𝒆𝒏 𝒄𝟐 + 𝟐𝒄𝟑 = 𝟏𝟒 𝒕𝒉𝒆𝒏 𝒄𝟑 = 𝟔
𝟏 𝟏 𝟏
Then, the particular solution of the IVP is:
𝟐
𝒚 = 𝒙 + 𝟐𝒙𝒍𝒏│𝒙│ + 𝟔𝒙(𝒍𝒏│𝒙│)

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Example: Solve the following ODE:

(𝒙𝟑 𝑫𝟑 − 𝒙𝟐 𝑫𝟐 + 𝟏𝟎𝒙𝑫)𝒚 = 𝟎

Solution: 𝒂𝟐 = −𝟏, 𝒂𝟏 = 𝟏𝟎 𝒂𝒏𝒅 𝒂𝟎 = 𝟎

Auxiliary equation:
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) − 𝒎(𝒎 − 𝟏) + 𝟏𝟎𝒎 + 𝟎 = 𝟎
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) − 𝒎(𝒎 − 𝟏) + 𝟏𝟎𝒎 = 𝟎
𝒎[(𝒎 − 𝟏)(𝒎 − 𝟐) − (𝒎 − 𝟏) + 𝟏𝟎] = 𝟎
𝒎[𝒎𝟐 − 𝟐𝒎 − 𝒎 + 𝟐 − 𝒎 + 𝟏 + 𝟏𝟎] = 𝟎
𝒎[𝒎𝟐 − 𝟒𝒎 + 𝟏𝟑] = 𝟎

The roots of the auxiliary equation are:

𝒎[𝒎𝟐 − 𝟒𝒎 + 𝟏𝟑] = 𝟎
𝒎𝟏 = 𝟎

𝟒 + √(−𝟒)𝟐 − 𝟒 ∗ 𝟏𝟑 𝟒 + √−𝟑𝟔 𝟒 + 𝟔𝒊
𝒎𝟐 = = = = 𝟐 + 𝟑𝒊
𝟐 𝟐 𝟐
𝒎𝟑 = 𝟐 − 𝟑𝒊 (𝒄𝒂𝒔𝒆 𝟒)

Basis:
𝒚𝟏 = 𝒙𝒎𝟏 = 𝒙𝟎 = 𝟏
𝒚𝟐 = 𝒙⍺ 𝒄𝒐𝒔(𝝎𝒍𝒏│𝒙│) = 𝒙𝟐 𝒄𝒐𝒔(𝟑𝒍𝒏│𝒙│)
𝒚𝟑 = 𝒙⍺ 𝒔𝒊𝒏(𝝎𝒍𝒏│𝒙│) = 𝒙𝟐 𝒔𝒊𝒏(𝟑𝒍𝒏│𝒙│)

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙𝟐 𝒄𝒐𝒔(𝟑𝒍𝒏│𝒙│) + 𝒄𝟑 𝒙𝟐 𝒔𝒊𝒏(𝟑𝒍𝒏│𝒙│)

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Example: Solve the following ODE:

𝟏𝟕 𝟑𝟒
(𝒙𝟑 𝑫𝟑 + 𝒙𝑫 − 𝑰) 𝒚 = 𝟎
𝟒 𝟒
𝟏𝟕 𝟑𝟒
Solution: 𝒂𝟐 = 𝟎, 𝒂𝟏 = 𝒂𝒏𝒅 𝒂𝟎 = −
𝟒 𝟒

Auxiliary equation:
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝟏𝟕 𝟑𝟒
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒎− =𝟎
𝟒 𝟒
𝟏𝟕
𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + (𝒎 − 𝟐) = 𝟎
𝟒
𝟏𝟕
(𝒎 − 𝟐)[𝒎(𝒎 − 𝟏) + ] = 𝟎
𝟒
𝟏𝟕
(𝒎 − 𝟐)[𝒎𝟐 − 𝒎 + ] = 𝟎
𝟒

The roots of the auxiliary equation are:

𝟏𝟕
(𝒎 − 𝟐)[𝒎𝟐 − 𝒎 + ]=𝟎
𝟒
𝒎𝟏 = 𝟐

𝟏𝟕
𝟏 + √(−𝟏)𝟐 − 𝟒 ∗ ( 𝟒 ) 𝟏 + √−𝟏𝟔 𝟏 + 𝟒𝒊
𝒎𝟐 = = = = 𝟎. 𝟓 + 𝟐𝒊
𝟐 𝟐 𝟐
𝒎𝟑 = 𝟎. 𝟓 − 𝟐𝒊 (𝒄𝒂𝒔𝒆 𝟒)

Basis:
𝒚𝟏 = 𝒙𝒎𝟏 = 𝒙𝟐
𝒚𝟐 = 𝒙 𝒄𝒐𝒔(𝝎𝒍𝒏│𝒙│) = 𝒙𝟎.𝟓 𝒄𝒐𝒔(𝟐𝒍𝒏│𝒙│)
⍺

𝒚𝟑 = 𝒙⍺ 𝒔𝒊𝒏(𝝎𝒍𝒏│𝒙│) = 𝒙𝟎.𝟓 𝒔𝒊𝒏(𝟐𝒍𝒏│𝒙│)

The general solution is:

𝒚 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑
𝟐
𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝟎.𝟓 𝒄𝒐𝒔(𝟐𝒍𝒏│𝒙│) + 𝒄𝟑 𝒙𝟎.𝟓 𝒔𝒊𝒏(𝟐𝒍𝒏│𝒙│)

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Find the ODE if the Basis are known

Example: Find a second-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒙 𝟐 and 𝒚𝟐 = 𝒙𝟐 𝒍𝒏(𝒙)

Solution:
These are basis for Euler-Cauchy ODE. The standard form for Euler-Cauchy second-order ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 and 𝒚𝟐 are for the case of double real roots where 𝒎𝟏 = 𝒎𝟐 = 𝒎 = 𝟐.

Auxiliary equation:
(𝒎 − 𝟐)(𝒎 − 𝟐) = 𝟎
𝟐
𝒎 − 𝟒𝒎 + 𝟒 = 𝟎 … 𝒆𝒒(𝟏)

Auxiliary equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝟐
𝒎 + (𝒂𝟏 − 𝟏)𝒎 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟏 − 𝟏 = −𝟒 then 𝒂𝟏 = −𝟑
𝒂𝟎 = 𝟒

Therefore, the ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎
𝒙𝟐 𝒚′′ − 𝟑𝒙𝒚′ + 𝟒𝒚 = 𝟎

Note: Remember that for the 2nd order Euler-Cauchy ODE:

Auxiliary Equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

Cases:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a third-order homogeneous linear ODE for which the following functions are basis.
𝒙
𝒚 𝟏 = 𝒆𝒙 , 𝒚𝟐 = 𝒆−𝒙 and 𝒚 𝟑 = 𝒆𝟐

Solution:
These are basis for 3rd order ODE with constant coefficients. The standard form for the 3rd order ODE with
constant coefficients is:
𝒚′′′ + 𝒂𝟐 𝒚′′ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎

𝟏
The basis 𝒚𝟏 , 𝒚𝟐 and 𝒚𝟑 are for the case of three distinct real roots where 𝝀𝟏 = 𝟏, 𝝀𝟐 = −𝟏 and 𝝀𝟑 = 𝟐.

Characteristic equation:
𝟏
(𝝀 − 𝟏)(𝝀 + 𝟏)(𝝀 − ) = 𝟎
𝟐
𝟏
(𝝀𝟐 − 𝟏)(𝝀 − ) = 𝟎
𝟐
𝟏 𝟏
𝝀𝟑 − 𝝀𝟐 − 𝝀 + = 𝟎 … 𝒆𝒒(𝟏)
𝟐 𝟐
Characteristic equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝟏 𝟏
𝒂𝟐 = − , 𝒂𝟏 = −𝟏 and 𝒂𝟎 =
𝟐 𝟐

Therefore, the ODE is:

𝟏 𝟏
𝒚′′′ − 𝒚′′ − 𝒚′ + 𝒚 = 𝟎
𝟐 𝟐

Note: Remember that for the 3rd order ODE with constant coefficients:

Characteristic Equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎
Cases:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a second-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝟑𝒙) and 𝒚𝟐 = 𝒆𝟐𝒙 𝒔𝒊𝒏(𝟑𝒙)

Solution:
These are basis for 2nd order ODE with constant coefficients. The standard form for the 2nd order ODE with
constant coefficients is:
𝒚′′ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 and 𝒚𝟐 are for the case of complex roots where 𝝀𝟏 = 𝟐 + 𝒋𝟑 and 𝝀𝟐 = 𝟐 − 𝒋𝟑.

Characteristic equation:
(𝝀 − (𝟐 + 𝒋𝟑))(𝝀 − (𝟐 − 𝒋𝟑)) = 𝟎
𝝀𝟐 − (𝟐 − 𝒋𝟑)𝝀 − (𝟐 + 𝒋𝟑)𝝀 + (𝟐 + 𝒋𝟑)(𝟐 − 𝒋𝟑) = 𝟎
𝝀𝟐 + (−𝟐 + 𝒋𝟑 − 𝟐 − 𝒋𝟑)𝝀 + (𝟐 + 𝒋𝟑)(𝟐 − 𝒋𝟑) = 𝟎
𝝀𝟐 − 𝟒𝝀 + (𝟐 + 𝒋𝟑)(𝟐 − 𝒋𝟑) = 𝟎

𝝀𝟐 − 𝟒𝝀 + 𝟒 − 𝒋𝟔 + 𝒋𝟔 − 𝟗𝒋𝟐 = 𝟎 𝑵𝒐𝒕𝒆: 𝒋𝟐 = 𝒋 ∗ 𝒋 = −𝟏

𝝀𝟐 − 𝟒𝝀 + 𝟏𝟑 = 𝟎 … 𝒆𝒒(𝟏)

Characteristic equation standard form:

𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟏 = −𝟒 and 𝒂𝟎 = 𝟏𝟑

Therefore, the ODE is:

𝒚′′ − 𝟒𝒚′ + 𝟏𝟑𝒚 = 𝟎

Note: Remember that for the 2nd order ODE with constant coefficients:

Characteristic Equation standard form:

𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎
Cases:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a second-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒙𝟐 𝒄𝒐𝒔(𝟒 𝒍𝒏│𝒙│) and 𝒚𝟐 = 𝒙𝟐 𝒔𝒊𝒏(𝟒 𝒍𝒏│𝒙│)

Solution:
These are basis for Euler-Cauchy ODE. The standard form for Euler-Cauchy second-order ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 and 𝒚𝟐 are for the case of complex roots where 𝒎𝟏 = 𝟐 + 𝒋𝟒 and 𝒎𝟐 = 𝟐 − 𝒋𝟒.

Auxiliary equation:
(𝒎 − (𝟐 + 𝒋𝟒))(𝒎 − (𝟐 − 𝒋𝟒)) = 𝟎
𝒎𝟐 − (𝟐 − 𝒋𝟒)𝒎 − (𝟐 + 𝒋𝟒)𝒎 + (𝟐 + 𝒋𝟒)(𝟐 − 𝒋𝟒) = 𝟎
𝒎𝟐 + (−𝟐 + 𝒋𝟒 − 𝟐 − 𝒋𝟒)𝒎 + (𝟒 − 𝒋𝟖 + 𝒋𝟖 + 𝟏𝟔) = 𝟎
𝒎𝟐 − 𝟒𝒎 + 𝟐𝟎 = 𝟎 … 𝒆𝒒(𝟏)

Auxiliary equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝟐
𝒎 + (𝒂𝟏 − 𝟏)𝒎 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟏 − 𝟏 = −𝟒 then 𝒂𝟏 = −𝟑
𝒂𝟎 = 𝟐𝟎

Therefore, the ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎
𝒙𝟐 𝒚′′ − 𝟑𝒙𝒚′ + 𝟐𝟎𝒚 = 𝟎

Note: Remember that for the 2nd order Euler-Cauchy ODE:

Auxiliary Equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

Cases:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a third-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝟏, 𝒚𝟐 = 𝒙 and 𝒚𝟑 = 𝒆−𝟓𝒙

Solution:
These are basis for 3rd order ODE with constant coefficients. The standard form for the 3rd order ODE with
constant coefficients is:
𝒚′′′ + 𝒂𝟐 𝒚′′ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 , 𝒚𝟐 and 𝒚𝟑 are for the case of three real roots where two of them are double real roots and one
is real distinct root where 𝝀𝟏 = 𝝀𝟐 = 𝟎 and 𝝀𝟑 = −𝟓.

Characteristic equation:
(𝝀 − 𝟎)(𝝀 − 𝟎)(𝝀 + 𝟓) = 𝟎
𝝀𝟐 (𝝀 + 𝟓) = 𝟎
𝝀 + 𝟓𝝀𝟐 = 𝟎 … 𝒆𝒒(𝟏)
𝟑

Characteristic equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟐 = 𝟓, 𝒂𝟏 = 𝟎 and 𝒂𝟎 = 𝟎

Therefore, the ODE is:

𝒚′′′ + 𝟓𝒚′′ = 𝟎

Note: Remember that for the 3rd order ODE with constant coefficients:

Characteristic Equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎
Cases:

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Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a third-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒙, 𝒚𝟐 = 𝒙 𝟐 and 𝒚𝟑 = 𝒙−𝟑

Solution:
These are basis for Euler-Cauchy ODE. The standard form for Euler-Cauchy third-order ODE is:

𝒙𝟑 𝒚′′′ + 𝒂𝟐 𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 , 𝒚𝟐 and 𝒚𝟑 are for the case of three distinct real roots where 𝒎𝟏 = 𝟏, 𝒎𝟐 = 𝟐 and 𝒎𝟑 = −𝟑.
Auxiliary equation:
(𝒎 − 𝟏)(𝒎 − 𝟐)(𝒎 + 𝟑) = 𝟎
(𝒎𝟐 − 𝟑𝒎 + 𝟐)(𝒎 + 𝟑) = 𝟎
𝒎𝟑 − 𝟕𝒎 + 𝟔 = 𝟎 … 𝒆𝒒(𝟏)
Auxiliary equation standard form:

𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

𝒎𝟑 − 𝟑𝒎𝟐 + 𝟐𝒎 + 𝒂𝟐 𝒎𝟐 − 𝒂𝟐 𝒎 + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

𝒎𝟑 + (𝒂𝟐 − 𝟑)𝒎𝟐 + (𝟐 − 𝒂𝟐 + 𝒂𝟏 )𝒎 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟐 − 𝟑 = 𝟎 then 𝒂𝟐 = 𝟑
𝟐 − 𝒂𝟐 + 𝒂𝟏 = −𝟕 then 𝒂𝟏 = −𝟔
𝒂𝟎 = 𝟔
Therefore, the ODE is:
𝒙𝟑 𝒚′′′ + 𝒂𝟐 𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎
𝒙𝟑 𝒚′′′ + 𝟑𝒙𝟐 𝒚′′ − 𝟔𝒙𝒚′ + 𝟔𝒚 = 𝟎

Note: Remember that for the 3rd order Euler-Cauchy ODE:

Auxiliary Equation standard form:

𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒂𝟐 𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

Cases:

93
Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a third-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝟏, 𝒚𝟐 = 𝒙 and 𝒚𝟑 = 𝒙 𝟐

Solution:
These are basis for 3rd order ODE with constant coefficients or basis for 3rd order Euler-Cauchy ODE. We
will use the constant coefficients method here. The standard form for the 3rd order ODE with constant
coefficients is:
𝒚′′′ + 𝒂𝟐 𝒚′′ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 , 𝒚𝟐 and 𝒚𝟑 are for the case of three equal real roots where 𝝀𝟏 = 𝟎, 𝝀𝟐 = 𝟎 and 𝝀𝟑 = 𝟎.

Characteristic equation:
(𝝀 − 𝟎)(𝝀 − 𝟎)(𝝀 − 𝟎) = 𝟎
𝝀𝟑 = 𝟎 … 𝒆𝒒(𝟏)
Characteristic equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟐 = 𝟎, 𝒂𝟏 = 𝟎 and 𝒂𝟎 = 𝟎

Therefore, the ODE is:

𝒚′′′ = 𝟎

Note: Remember that for the 3rd order ODE with constant coefficients:

Characteristic Equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎
Cases:

94
Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a second-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒄𝒐𝒔(𝟐𝒍𝒏│𝒙│) and 𝒚𝟐 = 𝒄𝒐𝒔(𝟐𝒍𝒏│𝒙│)

Solution:
These are basis for Euler-Cauchy ODE. The standard form for Euler-Cauchy second-order ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 and 𝒚𝟐 are for the complex roots where 𝒎𝟏 = 𝟎 + 𝒋𝟐 and 𝒎𝟐 = 𝟎 − 𝒋𝟐.

Auxiliary equation:
(𝒎 − 𝒋𝟐)(𝒎 + 𝒋𝟐) = 𝟎
𝒎𝟐 + 𝒋𝟐𝒎 − 𝒋𝟐𝒎 − 𝒋𝟐 𝟒 = 𝟎
𝒎𝟐 + 𝟒 = 𝟎 … 𝒆𝒒(𝟏)

Auxiliary equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎
𝟐
𝒎 + (𝒂𝟏 − 𝟏)𝒎 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟏 − 𝟏 = 𝟎 then 𝒂𝟏 = 𝟏
𝒂𝟎 = 𝟒

Therefore, the ODE is:

𝒙𝟐 𝒚′′ + 𝒂𝟏 𝒙𝒚′ + 𝒂𝟎 𝒚 = 𝟎
𝒙𝟐 𝒚′′ + 𝒙𝒚′ + 𝟒𝒚 = 𝟎

Note: Remember that for the 2nd order Euler-Cauchy ODE:

Auxiliary Equation standard form:

𝒎(𝒎 − 𝟏) + 𝒂𝟏 𝒎 + 𝒂𝟎 = 𝟎

Cases:

95
Advanced Engineering Mathematics I Applied Science Private University Dr. Moawiah Alhulayil

Example: Find a third-order homogeneous linear ODE for which the following functions are basis.

𝒚𝟏 = 𝒆−𝒙 , 𝒚𝟐 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) and 𝒚𝟑 = 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)

Solution:
These are basis for 3rd order ODE with constant coefficients. The standard form for the 3rd order ODE with
constant coefficients is:
𝒚′′′ + 𝒂𝟐 𝒚′′ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝟎

The basis 𝒚𝟏 , 𝒚𝟐 and 𝒚𝟑 are for the case of three roots where one root is real and the other two roots are
complex roots where 𝝀𝟏 = −𝟏 and 𝝀𝟐 = 𝟐 + 𝒋 , 𝝀𝟑 = 𝟐 − 𝒋.

Characteristic equation:
(𝝀 + 𝟏)(𝝀 − (𝟐 + 𝒋))(𝝀 − (𝟐 − 𝒋)) = 𝟎
(𝝀 + 𝟏)(𝝀𝟐 − (𝟐 − 𝒋)𝝀 − (𝟐 + 𝒋)𝝀 + (𝟐 + 𝒋)(𝟐 − 𝒋)) = 𝟎
(𝝀 + 𝟏)(𝝀𝟐 − 𝟒𝝀 + 𝟓) = 𝟎
𝝀𝟑 − 𝟑𝝀𝟐 + 𝝀 + 𝟓 = 𝟎 … 𝒆𝒒(𝟏)

Characteristic equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎 … 𝒆𝒒(𝟐)

Equating eq(1) with eq(2):

𝒂𝟐 = −𝟑, 𝒂𝟏 = 𝟏 and 𝒂𝟎 = 𝟓

Therefore, the ODE is:

𝒚′′′ − 𝟑𝒚′′ + 𝒚′ + 𝟓𝒚 = 𝟎

Note: Remember that for the 3rd order ODE with constant coefficients:

Characteristic Equation standard form:

𝝀𝟑 + 𝒂𝟐 𝝀𝟐 + 𝒂𝟏 𝝀 + 𝒂𝟎 = 𝟎
Cases:

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Non-homogeneous Linear ODEs

Definition:

➢ An 𝑛𝑡ℎ order non-homogeneous linear ODE is given by:

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙) 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝒓(𝒙) where 𝒓(𝒙) ≠ 𝟎 … 𝒆𝒒(𝟏)

A general solution of eq(1) on an open interval 𝐼 of the x-axis is of the form:

𝒚(𝒙) = 𝒚𝒉 (𝒙) + 𝒚𝒑 (𝒙) … 𝒆𝒒(𝟐)

Here 𝒚𝒉 (𝒙) = 𝒄𝟏 𝒚𝟏 (𝒙) + ⋯ + 𝒄𝒏 𝒚𝒏 (𝒙) is a general solution of the corresponding homogeneous ODE

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙) 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝟎 … 𝒆𝒒(𝟑)

also 𝒚𝒑 (𝒙) is any solution of eq(1) on I containing no arbitrary constants. If eq(1) has continuous
coefficients and a continuous 𝒓(𝒙) on I, then a general solution of eq(1) exists and includes all solutions.
Thus eq(1) has no singular solutions.

➢ An initial value problem for eq(1) consists of eq(1) and n initial conditions.

𝒚(𝒙𝒐 ) = 𝑲𝒐 , 𝒚′ (𝒙𝒐 ) = 𝑲𝟏 , … , 𝒚(𝒏−𝟏) (𝒙𝒐 ) = 𝑲𝒏−𝟏 … 𝒆𝒒(𝟒)

➢ We will study two methods to find the solution 𝒚𝒑 (𝒙) of eq(1), these methods are:
1. Method of Variation of Parameters.
2. Method of Undetermined Coefficients.

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1. Method of Variation of Parameters for Non-homogeneous Linear ODEs

Definition:

➢ An 𝑛𝑡ℎ order non-homogeneous linear ODE is given by:

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙) 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝒓(𝒙) where 𝒓(𝒙) ≠ 𝟎 … 𝒆𝒒(𝟏)

➢ To obtain 𝒚𝒑 when 𝒓(𝒙) is not too complicated and has constant coefficients, we can often use the
method of undetermined coefficients. On the other hand, this method is restricted to functions 𝒓(𝒙)
whose derivatives are of a form similar to 𝒓(𝒙) itself (i.e., exponential, powers functions, etc). Thus
it is desirable to have a method valid for more general ODEs. As a result, a new method was developed,
and it is called method of variation of parameters.

➢ Method of Variation of Parameters gives a particular solution 𝒚𝒑 for eq(1) by the formula:

where

𝒚𝟏 , … , 𝒚𝒏 form a basis of the homogeneous ODE.

𝑾𝒋 (𝒋 = 𝟏, … , 𝒏) is obtained from 𝑾 by replacing the 𝒋𝒕𝒉 column of 𝑾 by the column [𝟎 𝟎 … 𝟎 𝟏]𝐓

Thus, for 𝒏 = 𝟐:

𝒚𝟏 𝒚𝟐 𝟎 𝒚𝟐 𝒚𝟏 𝟎
𝐖 = |𝒚′ 𝒚′ 𝟐 | , 𝐖𝟏 = |𝟏 𝒚′ 𝟐 | , 𝐖𝟐 = |𝒚′
𝟏 𝟏
𝟏|

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Example: Solve the following non-homogeneous linear ODE by variation of parameters.

𝒚′′ − 𝟒𝒚′ + 𝟓𝒚 = 𝒆𝟐𝒙 𝒄𝒔𝒄(𝒙)

Solution:

Step 1: we have to determine the homogeneous solution 𝒚𝒉 :

𝒚′′ − 𝟒𝒚′ + 𝟓𝒚 = 𝟎

C.E equation:
𝝀𝟐 − 𝟒𝝀 + 𝟓 = 𝟎
The roots of the C.E equation:
𝝀𝟏 = 𝟐 + 𝒋 and 𝝀𝟐 = 𝟐 − 𝒋

The basis:
𝒚𝟏 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) and 𝒚𝟐 = 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝒄𝟏 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) + 𝒄𝟐 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)

Step 2: we have to write the ODE in the standard form to get 𝒓(𝒙):

𝒚′′ − 𝟒𝒚′ + 𝟓𝒚 = 𝒆𝟐𝒙 𝒄𝒔𝒄(𝒙) then 𝒓(𝒙) = 𝒆𝟐𝒙 𝒄𝒔𝒄(𝒙)

Step 3: we have to determine 𝑾, 𝑾𝟏 and 𝑾𝟐 :

𝒚𝟏 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) and 𝒚𝟐 = 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)

𝒚𝟏 ′ = 𝒆𝟐𝒙 (−𝒔𝒊𝒏(𝒙) + 𝟐𝐜𝐨𝐬 (𝒙)) and 𝒚𝟐 ′ = 𝒆𝟐𝒙 (𝒄𝒐𝒔(𝒙) + 𝟐𝒔𝒊𝒏(𝒙))

𝒚𝟏 𝒚𝟐 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)

𝐖 = |𝒚′ ′ | = | 𝟐𝒙
𝒚𝟐 |
𝟏 𝒆 (−𝒔𝒊𝒏(𝒙) + 𝟐𝒄𝒐𝒔(𝒙)) 𝒆𝟐𝒙 (𝒄𝒐𝒔(𝒙) + 𝟐𝒔𝒊𝒏(𝒙))
𝐖 = 𝒆𝟒𝒙 (𝒄𝒐𝒔𝟐 (𝒙) + 𝟐𝒄𝒐𝒔(𝒙)𝒔𝒊𝒏(𝒙)) − 𝒆𝟒𝒙 (−𝒔𝒊𝒏𝟐 (𝒙) + 𝟐𝒔𝒊𝒏(𝒙)𝒄𝒐𝒔(𝒙))
𝐖 = 𝒆𝟒𝒙

𝟎 𝒚𝟐
𝐖𝟏 = |𝟏 𝒚′ | = −𝒚𝟐 = −𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)
𝟐

𝒚𝟏 𝟎 𝟐𝒙
𝐖𝟐 = |𝒚′
𝟏
𝟏| = 𝒚𝟏 = 𝒆 𝒄𝒐𝒔(𝒙)

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The particular solution for the non-homogeneous ODE:

𝑾𝟏 𝑾𝟐
𝒚𝒑 = 𝒚𝟏 ∫ 𝒓(𝒙)𝒅𝒙 + 𝒚𝟐 ∫ 𝒓(𝒙)𝒅𝒙
𝑾 𝑾
−𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙) 𝟐𝒙 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) 𝟐𝒙
𝒚𝒑 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) ∫ 𝒆 𝒄𝒔𝒄(𝒙)𝒅𝒙 + 𝒆 𝟐𝒙
𝒔𝒊𝒏(𝒙) ∫ 𝒆 𝒄𝒔𝒄(𝒙)𝒅𝒙
𝒆𝟒𝒙 𝒆𝟒𝒙
𝟐𝒙
−𝒆𝟒𝒙 𝒔𝒊𝒏(𝒙) 𝟏 𝟐𝒙
𝒆𝟒𝒙 𝒄𝒐𝒔(𝒙) 𝟏
𝒚𝒑 = 𝒆 𝒄𝒐𝒔(𝒙) ∫ ∗ 𝒅𝒙 + 𝒆 𝒔𝒊𝒏(𝒙) ∫ ∗ 𝒅𝒙
𝒆𝟒𝒙 𝒔𝒊𝒏(𝒙) 𝒆𝟒𝒙 𝒔𝒊𝒏(𝒙)
𝒄𝒐𝒔(𝒙)
𝒚𝒑 = 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) ∫ −𝒅𝒙 + 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙) ∫ 𝒅𝒙
𝒔𝒊𝒏(𝒙)
𝒚𝒑 = −𝒙𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) + 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)𝒍𝒏(│𝒔𝒊𝒏(𝒙)│)

The general solution is:

𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝒄𝟏 𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) + 𝒄𝟐 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙) − 𝒙𝒆𝟐𝒙 𝒄𝒐𝒔(𝒙) + 𝒆𝟐𝒙 𝒔𝒊𝒏(𝒙)𝒍𝒏(│𝒔𝒊𝒏(𝒙)│)

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Example: Solve the following initial value problem.

𝒙𝟑 𝒚′′′ + 𝒙𝟐 𝒚′′ = 𝒙𝟐 , 𝒚(𝟏) = 𝟏. 𝟓, 𝒚′ (𝟏) = 𝟒, 𝒚′′ (𝟏) = 𝟐

Solution:

Step 1: we have to determine the homogeneous solution 𝒚𝒉 using Cauchy-Euler method:

𝒙𝟑 𝒚′′′ + 𝒙𝟐 𝒚′′ = 𝟎

𝒂𝟐 = 𝟏, 𝒂𝟏 = 𝟎 𝒂𝒏𝒅 𝒂𝟎 = 𝟎
Auxiliary equation:

𝒎(𝒎 − 𝟏)(𝒎 − 𝟐) + 𝒎(𝒎 − 𝟏) = 𝟎

𝒎(𝒎 − 𝟏)[(𝒎 − 𝟐) + 𝟏] = 𝟎
𝒎(𝒎 − 𝟏)[𝒎 − 𝟏] = 𝟎
The roots of the auxiliary equation:
𝒎𝟏 = 𝟎, 𝒎 𝟐 = 𝒎𝟑 = 𝟏

The basis:
𝒚𝟏 = 𝒙𝒎𝟏 = 𝒙𝟎 = 𝟏
𝒚𝟐 = 𝒙𝒎𝟐 = 𝒙𝟏 = 𝒙
𝒚𝟑 = 𝒙𝒎𝟐 𝒍𝒏│𝒙│ = 𝒙𝟏 𝒍𝒏│𝒙│ = 𝒙𝒍𝒏│𝒙│

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 + 𝒄𝟑 𝒚𝟑 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝒍𝒏│𝒙│

Step 2: we have to write the ODE in the standard form to get 𝒓(𝒙):

𝒙𝟑 𝒚′′′ + 𝒙𝟐 𝒚′′ = 𝒙𝟐
𝟏 𝟏 𝟏
𝒚′′′ + 𝒚′′ = then 𝒓(𝒙) =
𝒙 𝒙 𝒙

Step 3: we have to determine 𝑾, 𝑾𝟏 , 𝑾𝟐 and 𝑾𝟐 :

𝒚𝟏 = 𝟏 , 𝒚𝟐 = 𝒙 and 𝒚𝟑 = 𝒙𝒍𝒏│𝒙│
𝒚′𝟏 = 𝟎 , 𝒚′𝟐 = 𝟏 and 𝒚′𝟑 = 𝟏 + 𝒍𝒏│𝒙│
𝟏
𝒚′′𝟏 = 𝟎 , 𝒚′′𝟐 = 𝟎 and 𝒚′′𝟑 =
𝒙

𝟏 𝒙 𝒙𝒍𝒏│𝒙│

𝐖 = || 𝟎 𝟏 𝟏 + 𝒍𝒏│𝒙│| = 𝟏
|
𝟏 𝒙
𝟎 𝟎
𝒙

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𝟎 𝒙 𝒙𝒍𝒏│𝒙│

𝐖𝟏 = || 𝟎 𝟏 𝟏 + 𝒍𝒏│𝒙│| = −𝒙(𝟎 − 𝟏 − 𝒍𝒏│𝒙│) + 𝒙𝒍𝒏│𝒙│(𝟎 − 𝟏) = 𝒙

|
𝟏
𝟏 𝟎
𝒙

𝟏 𝟎 𝒙𝒍𝒏│𝒙│

𝐖𝟐 = || 𝟎 𝟎 𝟏 + 𝒍𝒏│𝒙│| = −𝟏 − 𝒍𝒏│𝒙│
|
𝟏
𝟎 𝟏
𝒙
𝟏 𝒙 𝟎
𝐖𝟑 = | 𝟎 𝟏 𝟎|=𝟏
𝟎 𝟎 𝟏

The particular solution for the non-homogeneous ODE:

𝑾𝟏 𝑾𝟐 𝑾𝟑
𝒚𝒑 = 𝒚𝟏 ∫ 𝒓(𝒙)𝒅𝒙 + 𝒚𝟐 ∫ 𝒓(𝒙)𝒅𝒙 + 𝒚𝟑 ∫ 𝒓(𝒙)𝒅𝒙
𝑾 𝑾 𝑾
𝒙 𝟏 −𝟏 − 𝒍𝒏│𝒙│ 𝟏 𝟏 𝟏
𝒚𝒑 = ∫ ∗ 𝒅𝒙 + 𝒙 ∫ ∗ 𝒅𝒙 + 𝒙𝒍𝒏│𝒙│ ∫ ∗ 𝒅𝒙
𝟏 𝒙 𝟏 𝒙 𝟏 𝒙
𝒙 𝒙 𝒙
𝒚𝒑 = ∫ 𝒙 𝒅𝒙 + 𝒙 ∫(−𝟏 − 𝒍𝒏│𝒙│)𝒅𝒙 + 𝒙𝒍𝒏│𝒙│ ∫ 𝒅𝒙
𝒙𝟐
𝒚𝒑 = + 𝒙(−𝒙 − (𝒙𝒍𝒏│𝒙│ − 𝒙)) + 𝒙𝟐 𝒍𝒏│𝒙│
𝟐
𝒙𝟐
𝒚𝒑 = − 𝒙𝟐 − 𝒙𝟐 𝒍𝒏│𝒙│ + 𝒙𝟐 + 𝒙𝟐 𝒍𝒏│𝒙│
𝟐
𝒙𝟐
𝒚𝒑 =
𝟐

The general solution is:

𝒙𝟐
𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝒍𝒏│𝒙│ +
𝟐

To solve the IVP:

𝒙𝟐
𝒚 = 𝒄𝟏 + 𝒄𝟐 𝒙 + 𝒄𝟑 𝒙𝒍𝒏│𝒙│ +
𝟐
𝒚′ = 𝒄𝟐 + 𝒄𝟑 + 𝒄𝟑 𝒍𝒏│𝒙│ + 𝒙
𝒄𝟑
𝒚′′ = + 𝟏
𝒙

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(𝟏)𝟐
𝒚(𝟏) = 𝒄𝟏 + 𝒄𝟐 ∗ 𝟏 + 𝒄𝟑 𝒙𝒍𝒏│𝟏│ + = 𝟏. 𝟓 then 𝐜𝟏 + 𝒄𝟐 + 𝟎. 𝟓 = 𝟏. 𝟓
𝟐
𝒚′ (𝟏) = 𝒄𝟐 + 𝒄𝟑 + 𝒄𝟑 𝒍𝒏│𝟏│ + 𝟏 = 𝟒 then 𝒄𝟐 + 𝒄𝟑 + 𝟏 = 𝟒
𝒄𝟑
𝒚′′ (𝟏) = + 𝟏 = 𝟐 then 𝒄𝟑 = 𝟏
𝟏

By solving the previous equations:

𝐜𝟏 = −𝟏, 𝒄𝟐 = 𝟐 and 𝒄𝟑 = 𝟏

The particular solution is:

𝒙𝟐
𝒚 = −𝟏 + 𝟐𝒙 + 𝒙𝒍𝒏│𝒙│ +
𝟐

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Example: For the following ODE:

(𝒙𝟐 𝑫𝟐 − 𝒙𝑫 + 𝑰)𝒚 = 𝒙𝟑

if the basis for the homogeneous ODE are 𝒚𝟏 = 𝒙 and 𝒚𝟐 = 𝒙𝒍𝒏│𝒙│.

(a) Write the solution for the homogeneous ODE.

(b) Find the particular solution for the non-homogenous ODE 𝒚𝒑 and write the general solution for it.
𝟓 𝟑
(c) Find the particular solution knowing that 𝒚(𝟏) = 𝟒 and 𝒚′ (𝟏) = 𝟒.

Solution:

(a) The general solution for the homogeneous ODE:

𝒚𝒉 = 𝒄𝟏 𝒚𝟏 + 𝒄𝟐 𝒚𝟐 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝒍𝒏│𝒙│

(b)

We have to write the ODE in the standard form to get 𝒓(𝒙):

(𝒙𝟐 𝑫𝟐 − 𝒙𝑫 + 𝑰)𝒚 = 𝒙𝟑
𝟏 𝟏
(𝑫𝟐 − 𝑫 + 𝟐 𝑰) 𝒚 = 𝒙 𝑡ℎ𝑒𝑛 𝒓(𝒙) = 𝒙
𝒙 𝒙

we have to determine 𝑾, 𝑾𝟏 and 𝑾𝟐 :

𝒚𝟏 = 𝒙 and 𝒚𝟐 = 𝒙𝒍𝒏│𝒙│
𝒚𝟏 = 𝟏 and 𝒚′𝟐 = 𝟏 + 𝒍𝒏│𝒙│
′

𝒚𝟏 𝒚𝟐 𝒙 𝒙𝒍𝒏│𝒙│
𝐖 = |𝒚′ 𝒚𝟐′ | = | |
𝟏 𝟏 𝟏 + 𝒍𝒏│𝒙│
𝐖 = 𝒙 + 𝒙𝒍𝒏│𝒙│ − 𝒙𝒍𝒏│𝒙│ = 𝒙

𝟎 𝒚𝟐
𝐖𝟏 = |𝟏 𝒚′ 𝟐 | = −𝒚𝟐 = −𝒙𝒍𝒏│𝒙│

𝒚𝟏 𝟎
𝐖𝟐 = |𝒚′
𝟏
𝟏| = 𝒚𝟏 = 𝒙

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The particular solution for the non-homogeneous ODE:

𝑾𝟏 𝑾𝟐
𝒚𝒑 = 𝒚𝟏 ∫ 𝒓(𝒙)𝒅𝒙 + 𝒚𝟐 ∫ 𝒓(𝒙)𝒅𝒙
𝑾 𝑾
−𝒙𝒍𝒏│𝒙│ 𝒙
𝒚𝒑 = 𝒙 ∫ 𝒙 𝒅𝒙 + 𝒙𝒍𝒏│𝒙│ ∫ 𝒙 𝒅𝒙
𝒙 𝒙
𝒚𝒑 = −𝒙 ∫ 𝒙𝒍𝒏│𝒙│ 𝒅𝒙 + 𝒙𝒍𝒏│𝒙│ ∫ 𝒙 𝒅𝒙
𝒙𝟐 𝟏 𝒙𝟑
𝒚𝒑 = −𝒙 [ (𝒍𝒏│𝒙│ − )] + 𝒍𝒏│𝒙│
𝟐 𝟐 𝟐
𝟑
𝒙
𝒚𝒑 =
𝟒

The general solution is:

𝒙𝟑
𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝒍𝒏│𝒙│ +
𝟒

(c)

𝟓 𝟑
To find the particular solution that corresponds to 𝒚(𝟏) = 𝟒 and 𝒚′ (𝟏) = 𝟒 :

𝒙𝟑
𝒚 = 𝒄𝟏 𝒙 + 𝒄𝟐 𝒙𝒍𝒏│𝒙│ +
𝟒
𝟑
𝒚′ = 𝒄𝟏 + 𝒄𝟐 + 𝒙𝒍𝒏│𝒙│ + 𝒙𝟐
𝟒

(𝟏)𝟑 𝟓
𝒚(𝟏) = 𝒄𝟏 ∗ 𝟏 + 𝒄𝟐 ∗ 𝟏 ∗ 𝒍𝒏│𝟏│ + = then 𝒄𝟏 = 𝟏
𝟒 𝟒
𝟑 𝟑 𝟑 𝟑
𝒚′ (𝟏) = 𝒄𝟏 + 𝒄𝟐 + 𝟏 ∗ 𝒍𝒏│𝟏│ + (𝟏)𝟐 = then 𝒄𝟏 + 𝒄𝟐 + = then 𝒄𝟐 = −𝟏
𝟒 𝟒 𝟒 𝟒

The particular solution is:

𝒙𝟑
𝒚 = 𝒙 − 𝒙𝒍𝒏│𝒙│ +
𝟒

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2. Method of Undetermined Coefficients for Non-homogeneous Linear ODEs

Definition:

➢ An 𝑛𝑡ℎ order non-homogeneous linear ODE is given by:

𝒚(𝒏) + 𝒑𝒏−𝟏 (𝒙) 𝒚(𝒏−𝟏) + ⋯ + 𝒑𝟏 (𝒙)𝒚′ + 𝒑𝟎 (𝒙)𝒚 = 𝒓(𝒙) where 𝒓(𝒙) ≠ 𝟎 … 𝒆𝒒(𝟏)

➢ To obtain 𝒚𝒑 when 𝒓(𝒙) is not too complicated and has constant coefficients, we can often use the
method of undetermined coefficients. On the other hand, this method is restricted to functions 𝒓(𝒙)
whose derivatives are of a form similar to 𝒓(𝒙) itself (i.e., exponential, powers functions, etc).

➢ The Method of undetermined coefficients is much simpler than the variation of parameters method.
➢ The Method of undetermined coefficients is suitable for linear ODEs with constant coefficients:

𝒚(𝒏) + 𝒂𝒏−𝟏 𝒚(𝒏−𝟏) + ⋯ + 𝒂𝟏 𝒚′ + 𝒂𝟎 𝒚 = 𝒓(𝒙) where 𝒓(𝒙) ≠ 𝟎 … 𝒆𝒒(𝟐)

➢ Where 𝒓(𝒙) is an exponential function, a power of x, a cosine or sine, or sums or products of such
functions. These functions have derivatives similar 𝒓(𝒙) to itself.

➢ We choose a form for 𝒚𝒑 similar to 𝒓(𝒙), but with unknown coefficients to be determined by
substituting that 𝒚𝒑 and its derivatives into the ODE.

➢ The choice of 𝒚𝒑 for practically important forms of 𝒓(𝒙) is as follows:

Term in 𝒓(𝒙) Choice for 𝒚𝒑

𝑘𝑒 ⍺𝑥 𝑐𝑒 ⍺𝑥
𝑘𝑥 𝑛 , 𝑛 = 0,1,2, … 𝑒𝑡𝑐 𝑐𝑛 𝑥 𝑛 + 𝑐𝑛−1 𝑥 𝑛−1 + ⋯ +𝑐1 𝑥 + 𝑐0
𝑘 𝑐𝑜𝑠 (𝜔𝑥) 𝐶 𝑐𝑜𝑠(𝜔𝑥) + 𝑀 𝑠𝑖𝑛 (𝜔𝑥)
𝑘 𝑠𝑖𝑛 (𝜔𝑥)
𝑘 𝑒 ⍺𝑥 𝑐𝑜𝑠 (𝜔𝑥) 𝑒 ⍺𝑥 (𝐶 𝑐𝑜𝑠(𝜔𝑥) + 𝑀 𝑠𝑖𝑛(𝜔𝑥))
𝑘 𝑒 ⍺𝑥 𝑠𝑖𝑛 (𝜔𝑥)

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❖ Choice Rules for the Method of Undetermined Coefficients:

(A) Basic Rule:

If 𝒓(𝒙) in eq(2) is one of the functions in the first column in the previous table, choose 𝒚𝒑 in the
same line and determine its undetermined coefficients by substituting 𝒚𝒑 and its derivatives into
eq(2).

(B) Modification Rule:

If a term in your choice for 𝒚𝒑 happens to be a solution of the homogeneous ODE corresponding
to eq(2), multiply this term by x (or by 𝒙𝟐 if this solution corresponds to a double root of the
characteristic equation of the homogeneous ODE).

(C) Sum Rule:

If 𝒓(𝒙) is a sum of functions in the first column of the previous table, choose for 𝒚𝒑 the sum of the
functions in the corresponding lines of the second column.

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Example: Solve the following IVP. State which rule you are using.

𝒚′′ + 𝟒𝒚 = 𝟖 𝒙𝟐 , 𝒚(𝟎) = −𝟑, 𝒚′ (𝟎) = 𝟎

Solution:

Step 1: Find 𝒚𝒉 :
𝒚′′ + 𝟒𝒚 = 𝟎
C.E equation:
𝝀𝟐 + 𝟒 = 𝟎
The roots of the C.E equation:
𝝀𝟏 = 𝟐𝒋 and 𝝀𝟐 = −𝟐𝒋

The basis:
𝒚𝟏 = 𝒄𝒐𝒔(𝟐𝒙) and 𝒚𝟐 = 𝒔𝒊𝒏(𝟐𝒙)

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝑨 𝒄𝒐𝒔(𝟐𝒙) + 𝑩 𝒔𝒊𝒏(𝟐𝒙)

Step 2: Find 𝒚𝒑 :

It can be noticed that 𝒓(𝒙) = 𝟖 𝒙𝟐 , and it is only one function and is not basis for 𝒚𝒉 . Then, the Basic Rule
will be used to find 𝒚𝒑 .

𝒚𝒑 = 𝒄𝟐 𝒙𝟐 + 𝒄𝟏 𝒙 + 𝒄𝟎

Step 3: Find the constants in 𝒚𝒑 :

We need to find 𝒚′𝒑 and 𝒚′′

𝒑 and substitute them in the original nonhomogeneous ODE.

𝒚𝒑 = 𝒄𝟐 𝒙𝟐 + 𝒄𝟏 𝒙 + 𝒄𝟎
𝒚′𝒑 = 𝟐𝒄𝟐 𝒙 + 𝒄𝟏
𝒚′′
𝒑 = 𝟐𝒄𝟐

𝒚′′
𝒑 + 𝟒𝒚𝒑 = 𝟖 𝒙
𝟐

𝟐𝒄𝟐 + 𝟒(𝒄𝟐 𝒙𝟐 + 𝒄𝟏 𝒙 + 𝒄𝟎 ) = 𝟖𝒙𝟐

𝟒𝒄𝟐 𝒙𝟐 + 𝟒𝒄𝟏 𝒙 + 𝟐𝒄𝟐 + 𝟒𝒄𝟎 = 𝟖𝒙𝟐

Equating the LHS with the RHS of the previous equation yields:

𝟒𝒄𝟐 = 𝟖 then 𝒄𝟐 = 𝟐
𝟒𝒄𝟏 = 𝟎 then 𝒄𝟏 = 𝟎
𝟐𝒄𝟐 + 𝟒𝒄𝟎 = 𝟎 then 𝒄𝟎 = −𝟏

𝒚𝒑 = 𝟐𝒙𝟐 − 𝟏

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The general solution is:

𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝑨 𝒄𝒐𝒔(𝟐𝒙) + 𝑩 𝒔𝒊𝒏(𝟐𝒙) + 𝟐𝒙𝟐 − 𝟏

To solve the IVP that corresponds to 𝒚(𝟎) = −𝟑 and 𝒚′ (𝟎) = 𝟎 :

𝒚 = 𝑨 𝒄𝒐𝒔(𝟐𝒙) + 𝑩 𝒔𝒊𝒏(𝟐𝒙) + 𝟐𝒙𝟐 − 𝟏

𝒚′ = −𝟐𝑨 𝒔𝒊𝒏(𝟐𝒙) + 𝟐𝑩 𝒄𝒐𝒔(𝟐𝒙) + 𝟒𝒙

𝒚(𝟎) = 𝑨 𝒄𝒐𝒔(𝟐 ∗ 𝟎) + 𝑩 𝒔𝒊𝒏(𝟐 ∗ 𝟎) + 𝟐(𝟎)𝟐 − 𝟏 = −𝟑 then 𝑨 = −𝟐

𝒚′ (𝟎) = −𝟐𝑨 𝒔𝒊𝒏(𝟐 ∗ 𝟎) + 𝟐𝑩 𝒄𝒐𝒔(𝟐 ∗ 𝟎) + 𝟒 ∗ 𝟎 = 𝟎 then 𝑩 = 𝟎

The solution for the IVP is:

𝒚 = −𝟐 𝒄𝒐𝒔(𝟐𝒙) + 𝟐𝒙𝟐 − 𝟏

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Example: Solve the following IVP. State which rule you are using.

𝒚′′ + 𝟔𝒚′ + 𝟗𝒚 = 𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙), 𝒚(𝟎) = 𝟏, 𝒚′ (𝟎) = −𝟏

Solution:

Step 1: Find 𝒚𝒉 :
𝒚′′ + 𝟔𝒚′ + 𝟗𝒚 = 𝟎
C.E equation:
𝝀𝟐 + 𝟔𝝀 + 𝟗 = 𝟎
The roots of the C.E equation:
𝝀𝟏 = −𝟑 and 𝝀𝟐 = −𝟑

The basis:
𝒚𝟏 = 𝒆−𝟑𝒙 and 𝒚𝟐 = 𝒙 𝒆−𝟑𝒙

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝑨 𝒆−𝟑𝒙 + 𝑩 𝒙 𝒆−𝟑𝒙

Step 2: Find 𝒚𝒑 :

It can be noticed that 𝒓(𝒙) = 𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) , and it is only one function and is not basis for 𝒚𝒉 . Then, the Basic
Rule will be used to find 𝒚𝒑 .

𝒚𝒑 = 𝒆−𝒙 (𝑪 𝒄𝒐𝒔(𝟐𝒙) + 𝑴 𝒔𝒊𝒏(𝟐𝒙))

Step 3: Find the constants in 𝒚𝒑 :

We need to find 𝒚′𝒑 and 𝒚′′

𝒑 and substitute them in the original nonhomogeneous ODE.

𝒚𝒑 = 𝒆−𝒙 (𝑪 𝒄𝒐𝒔(𝟐𝒙) + 𝑴 𝒔𝒊𝒏(𝟐𝒙)) = 𝑪𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) + 𝑴𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙)

𝒚′𝒑 = −𝟐𝑪𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) − 𝑪𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) + 𝟐𝑴𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) − 𝑴𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙)

𝒚′𝒑 = (−𝟐𝑪 − 𝑴)𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) + (𝟐𝑴 − 𝑪)𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙)

𝒚′′ −𝒙 −𝒙
𝒑 = 𝟐(−𝟐𝑪 − 𝑴)𝒆 𝒄𝒐𝒔(𝟐𝒙) − (−𝟐𝑪 − 𝑴)𝒔𝒊𝒏(𝟐𝒙) − 𝟐(𝟐𝑴 − 𝑪)𝒆 𝒔𝒊𝒏(𝟐𝒙) − (𝟐𝑴 − 𝑪)𝒄𝒐𝒔(𝟐𝒙)
𝒚′′ −𝒙 −𝒙
𝒑 = (−𝟑𝑪 − 𝟒𝑴)𝒆 𝒄𝒐𝒔(𝟐𝒙) + (𝟒𝑪 − 𝟑𝑴)𝒆 𝒔𝒊𝒏(𝟐𝒙)

𝒚′′ ′ −𝒙
𝒑 + 𝟔𝒚𝒑 + 𝟗𝒚𝒑 = 𝒆 𝒄𝒐𝒔(𝟐𝒙)

(−𝟑𝑪 − 𝟒𝑴)𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) + (𝟒𝑪 − 𝟑𝑴)𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) + 𝟔(−𝟐𝑪 − 𝑴)𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) + 𝟔(𝟐𝑴 − 𝑪)𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙)
+ 𝟗𝑪𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) + 𝟗𝑴𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) = 𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙)

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𝟖𝑴𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙) − 𝟖𝑪𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙) = 𝒆−𝒙 𝒄𝒐𝒔(𝟐𝒙)

Equating the LHS with the RHS of the previous equation yields:

𝟏
𝟖𝑴 = 𝟏 then 𝑴 =
𝟖
−𝟖𝑪 = 𝟎 then 𝑪 = 𝟎

𝟏 −𝒙
𝒚𝒑 = 𝒆 𝒔𝒊𝒏(𝟐𝒙)
𝟖

The general solution is:

𝟏
𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝑨 𝒆−𝟑𝒙 + 𝑩 𝒙 𝒆−𝟑𝒙 + 𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙)
𝟖

To solve the IVP that corresponds to 𝒚(𝟎) = 𝟏 and 𝒚′ (𝟎) = −𝟏 :

𝟏
𝒚 = 𝑨 𝒆−𝟑𝒙 + 𝑩 𝒙 𝒆−𝟑𝒙 + 𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙)
𝟖
′ −𝟑𝒙 −𝟑𝒙 −𝟑𝒙
𝟏 −𝒙 𝟏
𝒚 = −𝟑𝑨 𝒆 − 𝟑𝑩𝒙 𝒆 +𝑩𝒆 + 𝒆 𝒄𝒐𝒔(𝟐𝒙) − 𝒔𝒊𝒏(𝟐𝒙)𝒆−𝒙
𝟒 𝟖

𝟏
𝒚(𝟎) = 𝑨 𝒆𝟑∗𝟎 + 𝑩 ∗ 𝟎 ∗ 𝒆𝟑∗𝟎 + 𝒆−𝟎 𝒔𝒊𝒏(𝟐 ∗ 𝟎) = 𝟏 then 𝑨 = 𝟏
𝟖
𝟏 𝟏 𝟏
𝒚′ (𝟎) = −𝟑𝑨 𝒆−𝟑∗𝟎 − 𝟑𝑩 ∗ 𝟎 ∗ 𝒆−𝟑∗𝟎 + 𝑩 𝒆−𝟑∗𝟎 + 𝒆−𝟎 𝒄𝒐𝒔(𝟐 ∗ 𝟎) − 𝒔𝒊𝒏(𝟐 ∗ 𝟎)𝒆−𝟎 = −𝟏 then − 𝟑𝑨 + 𝑩 + = −𝟏
𝟒 𝟖 𝟒
𝟕
𝑩=
𝟒

The solution for the IVP is:

𝟕 𝟏
𝒚 = 𝒆−𝟑𝒙 + 𝒙 𝒆−𝟑𝒙 + 𝒆−𝒙 𝒔𝒊𝒏(𝟐𝒙)
𝟒 𝟖

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Example: Solve the following IVP. State which rule you are using.

(𝑫𝟐 − 𝟐𝑫)𝒚 = −𝟒𝒆−𝟐𝒙 + 𝟔𝒆𝟐𝒙 , 𝒚(𝟎) = −𝟏, 𝒚′ (𝟎) = 𝟔

Solution:

Step 1: Find 𝒚𝒉 :
(𝑫𝟐 − 𝟐𝑫)𝒚 = 𝟎
C.E equation:
𝝀𝟐 − 𝟐𝝀 = 𝟎
𝝀(𝝀 − 𝟐) = 𝟎

The roots of the C.E equation:

𝝀𝟏 = 𝟎 and 𝝀𝟐 = 𝟐

The basis:
𝒚𝟏 = 𝒆𝟎∗𝒙 = 𝟏 and 𝒚𝟐 = 𝒆𝟐𝒙

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝑨 + 𝑩 𝒆𝟐𝒙

Step 2: Find 𝒚𝒑 :

It can be noticed that 𝒓(𝒙) = −𝟒𝒆−𝟐𝒙 + 𝟔𝒆𝟐𝒙 , and it is a sum of two functions. Then, the Sum Rule will be
used to find 𝒚𝒑 .

𝒚𝒑 = 𝒚𝒑𝟏 + 𝒚𝒑𝟐

𝒆−𝟐𝒙 : 𝑖𝑠 𝒏𝒐𝒕 𝑎 𝑏𝑎𝑠𝑖𝑠 𝑜𝑓 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑂𝐷𝐸. 𝑇ℎ𝑒𝑛, 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑏𝑎𝑠𝑖𝑐 𝑟𝑢𝑙𝑒: 𝒚𝒑𝟏 = 𝑲𝟏 𝒆−𝟐𝒙
𝒆𝟐𝒙 : 𝑖𝑠 𝑎 𝑏𝑎𝑠𝑖𝑠 𝑜𝑓 𝑡ℎ𝑒 ℎ𝑜𝑚𝑜𝑔𝑒𝑛𝑒𝑜𝑢𝑠 𝑂𝐷𝐸. 𝑇ℎ𝑒𝑛, 𝑓𝑟𝑜𝑚 𝑡ℎ𝑒 𝑚𝑜𝑑𝑖𝑓𝑖𝑐𝑎𝑡𝑖𝑜𝑛 𝑟𝑢𝑙𝑒: 𝒚𝒑𝟐 = 𝑲𝟐 𝒙𝒆𝟐𝒙

𝒚𝒑 = 𝑲𝟏 𝒆−𝟐𝒙 + 𝑲𝟐 𝒙𝒆𝟐𝒙

Step 3: Find the constants in 𝒚𝒑 :

We need to find 𝒚′𝒑 and 𝒚′′

𝒑 and substitute them in the original nonhomogeneous ODE.

𝒚𝒑 = 𝑲𝟏 𝒆−𝟐𝒙 + 𝑲𝟐 𝒙𝒆𝟐𝒙

𝒚′𝒑 = −𝟐𝑲𝟏 𝒆−𝟐𝒙 + 𝟐𝑲𝟐 𝒙 𝒆𝟐𝒙 + 𝑲𝟐 𝒆𝟐𝒙 = −𝟐𝑲𝟏 𝒆−𝟐𝒙 + (𝟐𝑲𝟐 𝒙 + 𝑲𝟐 )𝒆𝟐𝒙

𝒚′′
𝒑 = 𝟒𝑲𝟏 𝒆
−𝟐𝒙
+ 𝟐(𝟐𝑲𝟐 𝒙 + 𝑲𝟐 )𝒆𝟐𝒙 + 𝟐𝑲𝟐 𝒆𝟐𝒙

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𝒚′′
𝒑 − 𝟐𝒚𝒑 ′ = −𝟒𝒆
−𝟐𝒙
+ 𝟔𝒆𝟐𝒙

𝟒𝑲𝟏 𝒆−𝟐𝒙 + 𝟐(𝟐𝑲𝟐 𝒙 + 𝑲𝟐 )𝒆𝟐𝒙 + 𝟐𝑲𝟐 𝒆𝟐𝒙 + 𝟒𝑲𝟏 𝒆−𝟐𝒙 − 𝟐(𝟐𝑲𝟐 𝒙 + 𝑲𝟐 )𝒆𝟐𝒙 = −𝟒𝒆−𝟐𝒙 + 𝟔𝒆𝟐𝒙

𝟖𝑲𝟏 𝒆−𝟐𝒙 + 𝟐𝑲𝟐 𝒆𝟐𝒙 = −𝟒𝒆−𝟐𝒙 + 𝟔𝒆𝟐𝒙

Equating the LHS with the RHS of the previous equation yields:

𝟏
𝟖𝑲𝟏 = −𝟒 then 𝑲𝟏 = −
𝟐
𝟐𝑲𝟐 = 𝟔 then 𝑲𝟐 = 𝟑

𝟏
𝒚𝒑 = − 𝒆−𝟐𝒙 + 𝟑𝒙𝒆𝟐𝒙
𝟐

The general solution is:

𝟏
𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝑨 + 𝑩 𝒆𝟐𝒙 − 𝒆−𝟐𝒙 + 𝟑𝒙𝒆𝟐𝒙
𝟐

To solve the IVP that corresponds to 𝒚(𝟎) = −𝟏 and 𝒚′ (𝟎) = 𝟔 :

𝟏
𝒚 = 𝑨 + 𝑩 𝒆𝟐𝒙 − 𝒆−𝟐𝒙 + 𝟑𝒙𝒆𝟐𝒙
𝟐
𝒚′ = 𝟐𝑩 𝒆𝟐𝒙 + 𝒆−𝟐𝒙 + 𝟔𝒙 𝒆𝟐𝒙 + 𝟑𝒆𝟐𝒙

𝟏 𝟏
𝒚(𝟎) = 𝑨 + 𝑩 𝒆𝟐∗𝟎 − 𝒆−𝟐∗𝟎 + 𝟑 ∗ 𝟎 ∗ 𝒆𝟐∗𝟎 = −𝟏 then 𝑨 + 𝑩 = −
𝟐 𝟐
𝒚′ (𝟎) = 𝟐𝑩 𝒆𝟐∗𝟎 + 𝒆−𝟐∗𝟎 + 𝟔 ∗ 𝟎 ∗ 𝒆𝟐∗𝟎 + 𝟑𝒆𝟐∗𝟎 = 𝟔 then 𝑩 = 𝟏
𝑨 = −𝟏. 𝟓

The solution for the IVP is:

𝟏
𝒚 = −𝟏. 𝟓 + 𝒆𝟐𝒙 − 𝒆−𝟐𝒙 + 𝟑𝒙𝒆𝟐𝒙
𝟐

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Example: Find the general solution for the following ODE. State which rule you are using.

(𝟑𝑫𝟐 + 𝟐𝟕𝑰)𝒚 = 𝟏𝟖 𝒄𝒐𝒔(𝟑𝒙)

Solution:

Step 1: Write the ODE in the standard form:

(𝑫𝟐 + 𝟗𝑰)𝒚 = 𝟔 𝒄𝒐𝒔(𝟑𝒙)

Step 2: Find 𝒚𝒉 :
(𝑫𝟐 + 𝟗𝑰)𝒚 = 𝟎
C.E equation:
𝝀𝟐 + 𝟗 = 𝟎
𝟑(𝝀𝟐 − 𝟐𝟕) = 𝟎

The roots of the C.E equation:

𝝀𝟏 = 𝟑𝒋 and 𝝀𝟐 = −𝟑𝒋

The basis:
𝒚𝟏 = 𝒆𝟎∗𝒙 𝒄𝒐𝒔(𝟑𝒙) = 𝒄𝒐𝒔(𝟑𝒙) and 𝒚𝟐 = 𝒆𝟎∗𝒙 𝒔𝒊𝒏(𝟑𝒙) = 𝒔𝒊𝒏(𝟑𝒙)

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝑨 𝒄𝒐𝒔(𝟑𝒙) + 𝑩 𝒔𝒊𝒏(𝟑𝒙)

Step 3: Find 𝒚𝒑 :

It can be noticed that 𝒓(𝒙) = 𝟔 𝒄𝒐𝒔(𝟑𝒙) , and it is only one function and is a basis for 𝒚𝒉 . Then, the
Modification Rule will be used to find 𝒚𝒑 .

𝒚𝒑 = 𝑪𝒙 𝒄𝒐𝒔(𝟑𝒙) + 𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙)

Step 4: Find the constants in 𝒚𝒑 :

We need to find 𝒚′𝒑 and 𝒚′′

𝒑 and substitute them in the original nonhomogeneous ODE.

𝒚𝒑 = 𝑪𝒙 𝒄𝒐𝒔(𝟑𝒙) + 𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙)

𝒚′𝒑 = −𝟑𝑪𝒙 𝒔𝒊𝒏(𝟑𝒙) + 𝑪 𝒄𝒐𝒔(𝟑𝒙) + 𝟑𝑴𝒙 𝒄𝒐𝒔(𝟑𝒙) + 𝑴𝒔𝒊𝒏(𝟑𝒙)

𝒚′𝒑 = (−𝟑𝑪𝒙 + 𝑴) 𝒔𝒊𝒏(𝟑𝒙) + (𝑪 + 𝟑𝑴𝒙) 𝒄𝒐𝒔(𝟑𝒙)

𝒚′′
𝒑 = 𝟑(−𝟑𝑪𝒙 + 𝑴)𝒄𝒐𝒔(𝟑𝒙) − 𝟑𝑪𝒔𝒊𝒏(𝟑𝒙) − 𝟑(𝑪 + 𝟑𝑴𝒙)𝒔𝒊𝒏(𝟑𝒙) + 𝟑𝑴𝒄𝒐𝒔(𝟑𝒙)
′′
𝒚𝒑 = −𝟗𝑪𝒙𝒄𝒐𝒔(𝟑𝒙) + 𝟑𝑴𝒄𝒐𝒔(𝟑𝒙) − 𝟑𝑪𝒔𝒊𝒏(𝟑𝒙) − 𝟑𝑪𝒔𝒊𝒏(𝟑𝒙) − 𝟗𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙) + 𝟑𝑴𝒄𝒐𝒔(𝟑𝒙)

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𝒚′′
𝒑 = −𝟗𝑪𝒙𝒄𝒐𝒔(𝟑𝒙) + 𝟔𝑴𝒄𝒐𝒔(𝟑𝒙) − 𝟔𝑪𝒔𝒊𝒏(𝟑𝒙) − 𝟗𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙)

𝒚′′
𝒑 + 𝟗𝒚𝒑 = 𝟔 𝒄𝒐𝒔(𝟑𝒙)

−𝟗𝑪𝒙𝒄𝒐𝒔(𝟑𝒙) + 𝟔𝑴𝒄𝒐𝒔(𝟑𝒙) − 𝟔𝑪𝒔𝒊𝒏(𝟑𝒙) − 𝟗𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙) + 𝟗𝑪𝒙 𝒄𝒐𝒔(𝟑𝒙) + 𝟗𝑴𝒙 𝒔𝒊𝒏(𝟑𝒙) = 𝟔 𝒄𝒐𝒔(𝟑𝒙)

Equating the LHS with the RHS of the previous equation yields:

𝟔𝑴 = 𝟔 then 𝑴 = 𝟏
−𝟔𝑪 = 𝟎 then 𝑪 = 𝟎

𝒚𝒑 = 𝒙 𝒔𝒊𝒏(𝟑𝒙)

The general solution is:

𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝑨 𝒄𝒐𝒔(𝟑𝒙) + 𝑩 𝒔𝒊𝒏(𝟑𝒙) + 𝒙 𝒔𝒊𝒏(𝟑𝒙)

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Example: Solve the following ODE. State which rule you are using.

(𝑫𝟒 − 𝟓𝑫𝟐 + 𝟒𝑰)𝒚 = 𝟏𝟎 𝒆−𝟑𝒙

Solution:

Step 1: Find 𝒚𝒉 :
(𝑫𝟒 − 𝟓𝑫𝟐 + 𝟒𝑰)𝒚 = 𝟎
C.E equation:
𝝀𝟒 − 𝟓𝝀𝟐 + 𝟒 = 𝟎
(𝝀𝟐 − 𝟒)(𝝀𝟐 − 𝟏) = 𝟎

The roots of the C.E equation:

𝝀𝟏 = −𝟐 , 𝝀𝟐 = 𝟐 , 𝝀𝟑 = −𝟏 and 𝝀𝟒 = 𝟏

The basis:
𝒚𝟏 = 𝒆−𝟐𝒙 , 𝒚𝟐 = 𝒆𝟐𝒙 , 𝒚𝟑 = 𝒆−𝒙 and 𝒚 𝟒 = 𝒆𝒙

The general solution for the homogeneous ODE:

𝒚𝒉 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝒙 + 𝒄𝟒 𝒆𝒙

Step 3: Find 𝒚𝒑 :

It can be noticed that 𝒓(𝒙) = 𝟏𝟎 𝒆−𝟑𝒙 , and it is only one function and is not a basis for 𝒚𝒉 . Then, the Basic
Rule will be used to find 𝒚𝒑 .

𝒚𝒑 = 𝑨 𝒆−𝟑𝒙

Step 4: Find the constants in 𝒚𝒑 :

(𝟒)
We need to find 𝒚′𝒑 , 𝒚′′ ′′′
𝒑 , 𝒚𝒑 and 𝒚𝒑 and substitute them in the original nonhomogeneous ODE.

(𝟒)
𝒚𝒑 = 𝑨 𝒆−𝟑𝒙 , 𝒚′𝒑 = −𝟑𝑨 𝒆−𝟑𝒙 , 𝒚′′
𝒑 = 𝟗𝑨 𝒆
−𝟑𝒙
, 𝒚′′′
𝒑 = −𝟐𝟕𝑨 𝒆
−𝟑𝒙
, 𝒚𝒑 = 𝟖𝟏𝑨 𝒆−𝟑𝒙

(𝟒)
𝒚𝒑 − 𝟓𝒚′′
𝒑 + 𝟒𝒚𝒑 = 𝟏𝟎 𝒆
−𝟑𝒙

𝟖𝟏𝑨 𝒆−𝟑𝒙 − 𝟒𝟓𝑨 𝒆−𝟑𝒙 + 𝟒𝑨 𝒆−𝟑𝒙 = 𝟏𝟎 𝒆−𝟑𝒙

𝟒𝟎𝑨 𝒆−𝟑𝒙 = 𝟏𝟎 𝒆−𝟑𝒙

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Equating the LHS with the RHS of the previous equation yields:

𝟏
𝟒𝟎𝑨 = 𝟏𝟎 then 𝑨 =
𝟒
𝟏 −𝟑𝒙
𝒚𝒑 = 𝒆
𝟒

The general solution is:

𝟏 −𝟑𝒙
𝒚 = 𝒚𝒉 + 𝒚𝒑 = 𝒄𝟏 𝒆−𝟐𝒙 + 𝒄𝟐 𝒆𝟐𝒙 + 𝒄𝟑 𝒆−𝒙 + 𝒄𝟒 𝒆𝒙 + 𝒆
𝟒

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Laplace Transforms (LT)

➢ Laplace Transforms are valuable for any engineer’s mathematical toolbox as they make solving linear ODEs
and related initial value problems, as well as systems of linear ODEs, much easier.

➢ Applications abound: electrical networks, springs, signal processing, and other areas of engineering and
physics.

➢ The key motivation for learning about Laplace transforms is that the process of solving ODE is simplified
to an algebraic problem.

Definition:

The process of solving an ODE using the Laplace Transform (LT) method consists of three steps:

Step 1: The given ODE is transformed into an algebraic equation, called the subsidiary equation.
Step 2: The subsidiary equation is solved by purely algebraic manipulations.
Step 3: The solution in Step 2 is transformed back, resulting in the solution of the given problem.

Definition: Advantages of Laplace Transform

The Laplace Transform method has two main advantages over the methods discussed before:

1. Problems are solved more directly: IVPs are solved without first determining a general solution.
Non-homogeneous ODEs are solved without first solving the corresponding homogeneous ODE.

2. More importantly, the use of the unit step function and Dirac’s delta make the method particularly
powerful for problems with inputs that have discontinuities or represent short impulses or
complicated periodic functions.

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Definition: Laplace Transform (LT) and Inverse Laplace Transform (ILT)

If 𝒇(𝒕) is a function defined for all 𝒕 ≥ 𝟎, its Laplace Transform (LT) is given by:
∞

𝑭(𝒔) = 𝓛{𝒇(𝒕)} = ∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

𝟎

• Here we must assume that is such that the integral exists (that is, has some finite value). This assumption
is usually satisfied in applications.
• Not only is the result 𝑭(𝒔) called the Laplace transform, but the operation just described, which yields
𝑭(𝒔) from a given 𝒇(𝒕), is also called the Laplace transform. It is an ‘integral transform’.
∞

𝑭(𝒔) = ∫ 𝒌(𝒔, 𝒕)𝒇(𝒕)𝒅𝒕

𝟎

with ‘kernel’ 𝒌(𝒔, 𝒕) = 𝒆−𝒔𝒕

• LT is called an integral transform because it transforms (changes) a function in one space to a function in
another space by a process of integration that involves a kernel.
• The kernel function is a function of the variables in the two spaces and defines the integral transform.

On the other hand, the given function 𝒇(𝒕) is called the Inverse Laplace Transform (ILT) of 𝑭(𝒔) and is
denoted by 𝓛−𝟏 {𝑭(𝒔)}. Thus,

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)}

• Notes:

𝓛 (𝓛−𝟏 (𝑭(𝒔))) = 𝑭(𝒔)

𝓛−𝟏 (𝓛(𝒇(𝒕))) = 𝒇(𝒕)

• Original functions depend on 𝒕 and their transforms on 𝒔.

• Original functions are denoted by lowercase letters and their transforms by the same letters in capital,
so that 𝑭(𝒔) denotes the transform of 𝒇(𝒕), and 𝒀(𝒔) denotes the transform of 𝒚(𝒕), and so on.

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Example: Find the Laplace Transform for the function 𝒇(𝒕) = 𝟏.

Solution:
∞

𝑭(𝒔) = 𝓛{𝒇(𝒕)} = ∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

𝟎
∞ ∞
𝟏
𝑭(𝒔) = 𝓛{𝟏} = ∫ 𝒆−𝒔𝒕 ∗ 𝟏 ∗ 𝒅𝒕 = ∫ 𝒆−𝒔𝒕 𝒅𝒕 =
𝒔
𝟎 𝟎

Example: Find the Laplace Transform for the function 𝒇(𝒕) = 𝒆𝒂𝒕 .

Solution:
∞

𝑭(𝒔) = 𝓛{𝒇(𝒕)} = ∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕

𝟎
∞ ∞
𝒂𝒕 } −𝒔𝒕 𝒂𝒕
𝟏
𝑭(𝒔) = 𝓛{𝒆 =∫𝒆 ∗𝒆 ∗ 𝒅𝒕 = ∫ 𝒆(−𝒔+𝒂)𝒕 𝒅𝒕 =
𝒔−𝒂
𝟎 𝟎

Definition: LT for some functions

Laplace Transform Table

𝒇(𝒕) 𝑭(𝒔)
𝑨 𝑨
𝒔
𝒕𝒏 , 𝒏 = 𝟎, 𝟏, … 𝒏!
𝒔𝒏+𝟏
𝒆𝒂𝒕 𝟏
𝒔−𝒂
𝒔𝒊𝒏(𝝎𝒕) 𝝎
𝒔 + 𝝎𝟐
𝟐
𝒄𝒐𝒔(𝝎𝒕) 𝒔
𝒔𝟐 + 𝝎𝟐
𝒔𝒊𝒏𝒉(𝝎𝒕) 𝝎
𝒔 − 𝝎𝟐
𝟐
𝒄𝒐𝒔𝒉(𝝎𝒕) 𝒔
𝒔 − 𝝎𝟐
𝟐

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Theorem 1: Linearity of Laplace Transform

Theorem: Linearity of LT

The Laplace Transform is a linear operation; that is, for any functions 𝒇(𝒕) and 𝒈(𝒕) whose transforms exist
and any constants 𝒂 and 𝒃 the transform of 𝒂𝒇(𝒕) + 𝒃𝒈(𝒕) exists and

𝓛{𝒂𝒇(𝒕) + 𝒃𝒈(𝒕)} = 𝒂 𝓛{𝒇(𝒕)} + 𝒃 𝓛{𝒈(𝒕)}

Proof:
∞ ∞ ∞

𝓛{𝒂𝒇(𝒕) + 𝒃𝒈(𝒕)} = ∫ 𝒆−𝒔𝒕 [𝒂𝒇(𝒕) + 𝒃𝒈(𝒕)]𝒅𝒕 = 𝒂 ∫ 𝒆−𝒔𝒕 𝒇(𝒕)𝒅𝒕 + 𝒃 ∫ 𝒆−𝒔𝒕 𝒈(𝒕)𝒅𝒕 = 𝒂 𝓛{𝒇(𝒕)} + 𝒃𝓛{𝒈(𝒕)}
𝟎 𝟎 𝟎

Example: Find the Laplace Transform for the hyperbolic function 𝒇(𝒕) = 𝒔𝒊𝒏𝒉(𝒂𝒕).

Solution:

𝟏 𝒂𝒕
𝒔𝒊𝒏𝒉(𝒂𝒕) = (𝒆 − 𝒆−𝒂𝒕 )
𝟐

𝟏 𝟏 𝟏 𝟏 𝒂
𝓛{𝒔𝒊𝒏𝒉(𝒂𝒕)} = (𝓛{𝒆𝒂𝒕 } − 𝓛{𝒆−𝒂𝒕 }) = ( − )= 𝟐
𝟐 𝟐 𝒔−𝒂 𝒔+𝒂 𝒔 − 𝒂𝟐

Example: Find the Laplace Transform for the hyperbolic function 𝒇(𝒕) = 𝒄𝒐𝒔𝒉(𝒂𝒕).

Solution:

𝟏 𝒂𝒕
𝒄𝒐𝒔𝒉(𝒂𝒕) = (𝒆 + 𝒆−𝒂𝒕 )
𝟐

𝟏 𝟏 𝟏 𝟏 𝒔
𝓛{𝒄𝒐𝒔𝒉(𝒂𝒕)} = (𝓛{𝒆𝒂𝒕 } + 𝓛{𝒆−𝒂𝒕 }) = ( + )= 𝟐
𝟐 𝟐 𝒔−𝒂 𝒔+𝒂 𝒔 − 𝒂𝟐

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Theorem 2: First Shifting (𝒔-Shifting)

Theorem: Shifting of LT

If 𝒇(𝒕) has the Laplace Transform 𝑭(𝒔) then 𝒆𝒂𝒕 𝒇(𝒕) has the transform 𝑭(𝒔 − 𝒂). In formulas,

𝓛{𝒆𝒂𝒕 𝒇(𝒕)} = 𝑭(𝒔 − 𝒂)

or, if we take the inverse on both sides:

𝒆𝒂𝒕 𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔 − 𝒂)}

Laplace Transform Table

𝒇(𝒕) 𝑭(𝒔)
𝑨 𝑨
𝒔
𝒕𝒏 , 𝒏 = 𝟎, 𝟏, … 𝒏!
𝒔𝒏+𝟏
𝒂𝒕 𝟏
𝒆
𝒔−𝒂
𝒔𝒊𝒏(𝝎𝒕) 𝝎
𝒔 + 𝝎𝟐
𝟐
𝒄𝒐𝒔(𝝎𝒕) 𝒔
𝒔 + 𝝎𝟐
𝟐
𝒔𝒊𝒏𝒉(𝝎𝒕) 𝝎
𝒔 − 𝝎𝟐
𝟐
𝒄𝒐𝒔𝒉(𝝎𝒕) 𝒔
𝒔𝟐 − 𝝎𝟐
𝒂𝒕
𝒆 𝒇(𝒕) 𝑭(𝒔 − 𝒂)
𝒆𝒂𝒕 𝒕𝒏 , 𝒏 = 𝟎, 𝟏, … 𝒏!
(𝒔 − 𝒂)𝒏+𝟏
𝒆𝒂𝒕 𝒔𝒊𝒏(𝝎𝒕) 𝝎
(𝒔 − 𝒂)𝟐 + 𝝎𝟐
𝒂𝒕
𝒆 𝒄𝒐𝒔(𝝎𝒕) 𝒔−𝒂
(𝒔 − 𝒂)𝟐 + 𝝎𝟐
𝒂𝒕
𝒆 𝒔𝒊𝒏𝒉(𝝎𝒕) 𝝎
(𝒔 − 𝒂)𝟐 − 𝝎𝟐
𝒂𝒕
𝒆 𝒄𝒐𝒔𝒉(𝝎𝒕) 𝒔−𝒂
(𝒔 − 𝒂)𝟐 − 𝝎𝟐

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Example: Using the first shifting theorem, find the Laplace Transform for 𝒇(𝒕) = 𝒆𝒂𝒕 𝒔𝒊𝒏(𝝎𝒕).

Solution:

Using the Laplace Transform table:

𝝎
𝑭(𝒔) = 𝓛{𝒔𝒊𝒏(𝝎𝒕)} =
𝒔𝟐
+ 𝝎𝟐
𝝎
𝓛{𝒆𝒂𝒕 𝒔𝒊𝒏(𝝎𝒕)} = 𝑭(𝒔 − 𝒂) =
(𝒔 − 𝒂)𝟐 + 𝝎𝟐

Example: Using the first shifting theorem, find the Laplace Transform for 𝒇(𝒕) = 𝒆𝒂𝒕 𝒄𝒐𝒔(𝝎𝒕).

Solution:

Using the Laplace Transform table:

𝒔
𝑭(𝒔) = 𝓛{𝒄𝒐𝒔(𝝎𝒕)} =
𝒔𝟐
+ 𝝎𝟐
𝒔−𝒂
𝓛{𝒆𝒂𝒕 𝒄𝒐𝒔(𝝎𝒕)} = 𝑭(𝒔 − 𝒂) =
(𝒔 − 𝒂)𝟐 + 𝝎𝟐

Example: Find the Laplace Transform for the function 𝒇(𝒕) = 𝟒 + 𝟓𝒕.

Solution:

Using the Laplace Transform table and the theorems:

𝟒 𝟏
𝓛{𝟒 + 𝟓𝒕} = 𝓛{𝟒} + 𝓛{𝟓𝒕} = +𝟓∗ 𝟐
𝒔 𝒔

Example: Find the Laplace Transform for the function 𝒇(𝒕) = 𝒕𝟒 𝒆−𝟐𝒕 .

Solution:

Using the Laplace Transform table and the theorems:

𝟒! 𝟐𝟒
𝑭𝟏 (𝒔) = 𝓛{𝒕𝟒 } = =
𝒔𝟓 𝒔𝟓
𝟐𝟒
𝑭(𝒔) = 𝓛{𝒕𝟒 𝒆−𝟐𝒕 } = 𝑭𝟏 (𝒔 + 𝟐) =
(𝒔 + 𝟐)𝟓

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Example: Find the Laplace Transform for the function 𝒙(𝒕) = 𝒔𝒊𝒏𝒉(𝟐𝒕) 𝒄𝒐𝒔(𝟓𝒕).

Solution:

Rewrite the function as follows:

𝟏 𝟏 𝟏
𝒙(𝒕) = (𝒆𝟐𝒕 − 𝒆−𝟐𝒕 ) 𝒄𝒐𝒔(𝟓𝒕) = 𝒆𝟐𝒕 𝒄𝒐𝒔(𝟓𝒕) − 𝒆−𝟐𝒕 𝒄𝒐𝒔(𝟓𝒕)
𝟐 𝟐 𝟐

Using the Laplace Transform table and the theorems:

𝒔 𝒔
𝑭𝟏 (𝒔) = 𝓛{𝒄𝒐𝒔(𝟓𝒕)} = =
𝒔𝟐 + 𝟓𝟐 𝒔𝟐 + 𝟐𝟓
𝟏 𝟏 𝟏 𝒔−𝟐 𝟏 𝒔+𝟐
𝑭(𝒔) = 𝑭𝟏 (𝒔 − 𝟐) − 𝑭𝟏 (𝒔 + 𝟐) = ∗ − ∗
𝟐 𝟐 𝟐 (𝒔 − 𝟐) + 𝟐𝟓 𝟐 (𝒔 + 𝟐)𝟐 + 𝟐𝟓
𝟐

𝟐
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = (𝒔−𝟑)𝟑.

Solution:

Using the Laplace Transform table and the theorems:

𝟐
𝓛−𝟏 { 𝟑 } = 𝒕𝟐
𝒔
𝟐
𝓛−𝟏 { } = 𝒕𝟐 𝒆𝟑𝒕
(𝒔 − 𝟑)𝟑

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Example: Find the Inverse Laplace Transform for the following functions:
𝟐
1) 𝑭(𝒔) = 𝒔
𝟓
2) 𝑭(𝒔) = 𝒔+𝟑
𝟏
3) 𝑭(𝒔) = 𝒔𝟐
𝟖
4) 𝑭(𝒔) = 𝒔𝟑
𝟔
5) 𝑭(𝒔) = 𝒔𝟐 +𝟗

Solution:

Using the Laplace Transform table and the theorems:

1) 𝒇(𝒕) = 𝟐
2) 𝒇(𝒕) = 𝟓 𝒆−𝟑𝒕
3) 𝒇(𝒕) = 𝒕
𝟖 𝟐
4) 𝑭(𝒔) = 𝒔𝟑 = 𝟒 ∗ then 𝒇(𝒕) = 𝟒 𝒕𝟐
𝒔𝟑
𝟔 𝟑
5) 𝑭(𝒔) = =𝟐∗ then 𝒇(𝒕) = 𝟐 𝒔𝒊𝒏(𝟑𝒕)
𝒔𝟐 +𝟗 𝒔𝟐 +𝟑𝟐

𝟑𝒔+𝟕
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = 𝒔𝟐 +𝟐𝒔+𝟓.

Solution:

Rewrite the function as follows:

𝟑𝒔 + 𝟕 𝟑𝒔 + 𝟕 𝟑(𝒔 + 𝟏) + 𝟒 𝟑(𝒔 + 𝟏) 𝟒
𝑭(𝒔) = = = = +
𝒔𝟐 + 𝟐𝒔 + 𝟓 (𝒔 + 𝟏) + 𝟒 (𝒔 + 𝟏) + 𝟒 (𝒔 + 𝟏) + 𝟒 (𝒔 + 𝟏)𝟐 + 𝟒
𝟐 𝟐 𝟐

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

𝟒
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = 𝒔𝟐 −𝟐𝒔−𝟑.

Solution:

Rewrite the function as follows:

𝟒
𝑭(𝒔) =
(𝒔 − 𝟏)𝟐 − 𝟒

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} = 𝟐𝒆𝒕 𝒔𝒊𝒏𝒉(𝟐𝒕)

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Theorem: Partial Fraction Technique

If 𝑭(𝒔) has multiple factors of (𝒔 − 𝒂) in the denominator, the Partial Fraction Technique can be used to
factorize 𝑭(𝒔). So that 𝒇(𝒕) can be obtained using the LT table. This may result in one of three cases:
1. Distinct real roots.
2. Repeated real roots.
3. Complex roots.

Factor in Denominator Term in the Partial Fraction Decomposition

A
ax + b
ax + b
A1 A2 Ak
(ax + b) k + +  + ; k = 1, 2, 3
ax + b (ax + b) 2 (ax + b) k
Ax + B
ax 2 + bx + c
ax 2 + bx + c
A1 x + B1 A2 x + B2 Ak x + Bk
(ax 2 + bx + c) k + +  +
ax 2 + bx + c (ax 2 + bx + c) 2 (ax 2 + bx + c) k

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𝒔+𝟑
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = (𝒔+𝟏)(𝒔+𝟐).

Solution:

It can be seen that we cannot get 𝑓(𝑡) by the LT table directly, but we can apply Partial Fraction Technique.

𝒔+𝟑 𝑨 𝑩 𝑨(𝒔 + 𝟐) + 𝑩(𝒔 + 𝟏)

𝑭(𝒔) = = + =
(𝒔 + 𝟏)(𝒔 + 𝟐) 𝒔 + 𝟏 𝒔 + 𝟐 (𝒔 + 𝟏)(𝒔 + 𝟐)

𝒔 + 𝟑 = 𝑨(𝒔 + 𝟐) + 𝑩(𝒔 + 𝟏)

Let 𝒔 = −𝟐:

−𝟐 + 𝟑 = 𝑨(−𝟐 + 𝟐) + 𝑩(−𝟐 + 𝟏)
𝑩 = −𝟏

Let 𝒔 = −𝟏:

−𝟏 + 𝟑 = 𝑨(−𝟏 + 𝟐) + 𝑩(−𝟏 + 𝟏)
𝑨=𝟐

𝑨 𝑩 𝟐 −𝟏
𝑭(𝒔) = + = +
𝒔+𝟏 𝒔+𝟐 𝒔+𝟏 𝒔+𝟐

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} = 𝟐𝒆−𝒕 − 𝒆−𝟐𝒕

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𝒔+𝟑
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = (𝒔+𝟏)𝟐.

Solution:

It can be seen that we cannot get 𝑓(𝑡) by the LT table directly, but we can apply Partial Fraction Technique.

𝒔+𝟑 𝑨 𝑩 𝑨(𝒔 + 𝟏) + 𝑩
𝑭(𝒔) = = + =
(𝒔 + 𝟏)𝟐 𝒔 + 𝟏 (𝒔 + 𝟏)𝟐 (𝒔 + 𝟏)𝟐

𝒔 + 𝟑 = 𝑨(𝒔 + 𝟏) + 𝑩

Let 𝒔 = −𝟏:

−𝟏 + 𝟑 = 𝑨(−𝟏 + 𝟏) + 𝑩
𝑩=𝟐

Let 𝒔 = 𝟎:

𝟎 + 𝟑 = 𝑨(𝟎 + 𝟏) + 𝑩
𝑨=𝟏

𝑨 𝑩 𝟏 𝟐
𝑭(𝒔) = + 𝟐
= +
𝒔 + 𝟏 (𝒔 + 𝟏) 𝒔 + 𝟏 (𝒔 + 𝟏)𝟐

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} = 𝒆−𝒕 + 𝟐𝒕𝒆−𝒕

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𝟏
Example: Find the Inverse Laplace Transform for the function 𝑭(𝒔) = 𝒔 (𝒔𝟐 +𝟒).

Solution:

It can be seen that we cannot get 𝑓(𝑡) by the LT table directly, but we can apply Partial Fraction Technique.

𝟏 𝑨 𝑩𝒔 + 𝑪 𝑨(𝒔𝟐 + 𝟒) + 𝒔(𝑩𝒔 + 𝑪)
𝑭(𝒔) = = + =
𝒔 (𝒔𝟐 + 𝟒) 𝒔 𝒔𝟐 + 𝟒 𝒔 (𝒔𝟐 + 𝟒)

𝟏 = 𝑨(𝒔𝟐 + 𝟒) + 𝒔(𝑩𝒔 + 𝑪)

Let 𝒔 = 𝟎:

𝟏 = 𝑨(𝟎𝟐 + 𝟒) + 𝟎 ∗ (𝑩𝒔 + 𝑪)
𝑨 = 𝟎. 𝟐𝟓

Let 𝒔 = 𝟏:

𝟏 = 𝑨(𝟏𝟐 + 𝟒) + 𝟏 ∗ (𝑩 ∗ 𝟏 + 𝑪)
𝑩 + 𝑪 = −𝟎. 𝟐𝟓 … 𝒆𝒒(𝟏)

Let 𝒔 = −𝟏:

𝟏 = 𝑨((−𝟏)𝟐 + 𝟒) + (−𝟏)(𝑩 ∗ −𝟏 + 𝑪)
𝑩 − 𝑪 = −𝟎. 𝟐𝟓 … 𝒆𝒒(𝟐)

Solve eq(1) and eq(2):

𝑩 = −𝟎. 𝟐𝟓 and 𝑪 = 𝟎

𝑨 𝑩𝒔 + 𝑪 𝟎. 𝟐𝟓 −𝟎. 𝟐𝟓𝒔
𝑭(𝒔) = + = + 𝟐
𝒔 𝒔𝟐 + 𝟒 𝒔 𝒔 +𝟒

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} = 𝟎. 𝟐𝟓 − 𝟎. 𝟐𝟓 𝒄𝒐𝒔(𝟐𝒕)

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LT of Derivatives and Integrals

Definition: LT of Derivatives

The Laplace Transforms of the first, second and nth derivatives of 𝒇(𝒕) are given by:

𝓛{𝒇′(𝒕)} = 𝒔𝓛{𝒇(𝒕)} − 𝒇(𝟎)

𝓛{𝒇′′(𝒕)} = 𝒔𝟐 𝓛{𝒇(𝒕)} − 𝒔𝒇(𝟎) − 𝒇′(𝟎)
𝓛{𝒇(𝒏) (𝒕)} = 𝒔𝒏 𝓛{𝒇(𝒕)} − 𝒔𝒏−𝟏 𝒇(𝟎) − 𝒔𝒏−𝟐 𝒇′ (𝟎) − ⋯ − 𝒇(𝒏−𝟏) (𝟎)

Definition: Differentiation of Transforms

𝓛{𝒕 𝒇(𝒕)} = − 𝑭′(𝒔)

Definition: LT of Integral

The Laplace Transforms of 𝒇(𝝉) is given by:

𝒕 𝒕
𝟏 𝟏
𝓛 {∫ 𝒇(𝝉)𝒅𝝉} = 𝑭(𝒔), 𝒕𝒉𝒖𝒔 ∫ 𝒇(𝝉)𝒅𝝉 = 𝓛−𝟏 { 𝑭(𝒔)}
𝒔 𝒔
𝟎 𝟎

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Example: Use transform by differentiation to find the Laplace Transform of 𝒇(𝒕) = 𝒕𝒆−𝟐𝒕 𝒄𝒐𝒔(𝟑𝒕).

Solution:

𝒔+𝟐
𝓛{𝒆−𝟐𝒕 𝒄𝒐𝒔(𝟑𝒕)} =
(𝒔 + 𝟐)𝟐 + 𝟗
′
𝒔+𝟐 [(𝒔 + 𝟐)𝟐 + 𝟗] − [𝒔 + 𝟐][𝟐(𝒔 + 𝟐)] 𝒔𝟐 + 𝟒𝒔 − 𝟓
𝑭(𝒔) = 𝓛{𝒇(𝒕)} = − [ ] = − =
(𝒔 + 𝟐)𝟐 + 𝟗 ((𝒔 + 𝟐)𝟐 + 𝟗)𝟐 (𝒔𝟐 + 𝟐𝒔 + 𝟏𝟑)𝟐

Example: Use LT of derivative to find the LT of 𝒇(𝒕) = 𝒕 𝒆𝟑𝒕 .

Solution:
𝟏
𝒇′ (𝒕) = 𝟑𝒕 𝒆𝟑𝒕 + 𝒆𝟑𝒕 𝒕𝒉𝒆𝒏 𝓛{𝒇′(𝒕)} = 𝟑𝑭(𝒔) + … (𝟏)
𝒔−𝟑

𝓛{𝒇′(𝒕)} = 𝒔𝑭(𝒔) − 𝒇(𝟎) … (𝟐)

𝑭𝒓𝒐𝒎 (𝟏)𝒂𝒏𝒅 (𝟐):

𝟏
𝟑𝑭(𝒔) + = 𝒔𝑭(𝒔) − 𝒇(𝟎)
𝒔−𝟑
𝟏
(𝟑 − 𝒔)𝑭(𝒔) = −𝒇(𝟎) −
𝒔−𝟑
𝟏
(𝟑 − 𝒔)𝑭(𝒔) = −
𝒔−𝟑
𝟏 𝟏
𝑭(𝒔) = − =
(𝒔 − 𝟑)(𝟑 − 𝒔) (𝒔 − 𝟑)𝟐

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Example: Use LT of derivative to find the LT of 𝒇(𝒕) = 𝟑𝒕 𝒄𝒐𝒔(𝟐𝒕).

Solution:

𝒇′ (𝒕) = −𝟔𝒕 𝒔𝒊𝒏(𝟐𝒕) + 𝟑𝒄𝒐𝒔(𝟐𝒕)

𝒇′′ (𝒕) = −𝟏𝟐𝒕 𝒄𝒐𝒔(𝟐𝒕) − 𝟔 𝒔𝒊𝒏(𝟐𝒕) − 𝟔 𝒔𝒊𝒏(𝟐𝒕) = −𝟏𝟐𝒕 𝒄𝒐𝒔(𝟐𝒕) − 𝟏𝟐 𝒔𝒊𝒏(𝟐𝒕)
𝒇′′ (𝒕) = −𝟒 ∗ 𝟑𝒕 𝒄𝒐𝒔(𝟐𝒕) − 𝟏𝟐 𝒔𝒊𝒏(𝟐𝒕)

𝟐
𝓛{𝒇′′(𝒕)} = −𝟒𝑭(𝒔) − 𝟏𝟐 … (𝟏)
𝒔𝟐 + 𝟒
𝓛{𝒇′′(𝒕)} = 𝒔𝟐 𝑭(𝒔) − 𝒔𝒇(𝟎) − 𝒇′ (𝟎) = 𝒔𝟐 𝑭(𝒔) − 𝟑 … (𝟐)

Note: 𝒇(𝟎) = 𝟎 and 𝒇′ (𝟎) = 𝟑

𝑭𝒓𝒐𝒎 (𝟏)𝒂𝒏𝒅 (𝟐):

𝟐𝟒
−𝟒𝑭(𝒔) − = 𝒔𝟐 𝑭(𝒔) − 𝟑
𝒔𝟐+𝟒
−𝟐𝟒
(𝒔𝟐 + 𝟒)𝑭(𝒔) = 𝟐 +𝟑
𝒔 +𝟒
𝟑𝒔𝟐 − 𝟏𝟐
(𝒔𝟐 + 𝟒)𝑭(𝒔) = 𝟐
𝒔 +𝟒
𝟑𝒔𝟐 − 𝟏𝟐
𝑭(𝒔) = 𝟐
(𝒔 + 𝟒)𝟐

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𝟐
Example: Use LT of integral to find the Inverse LT of 𝑭(𝒔) = .
𝒔𝟐 +𝟑𝒔

Solution:
𝒕
𝟏 𝟐 𝟐
∫ 𝒇(𝝉)𝒅𝝉 = 𝓛−𝟏 { 𝑭(𝒔)} ; 𝑭(𝒔) = =
𝒔 𝒔𝟐 + 𝟑𝒔 𝒔 (𝒔 + 𝟑)
𝟎

𝟐
𝓛−𝟏 { } = 𝟐 𝒆−𝟑𝒕
𝒔+𝟑
𝒕
𝟐 𝒕 𝟐
−𝟏 𝟐 −𝟑𝝉
𝓛 { } = ∫ 𝟐 𝒆 𝒅𝝉 = {− 𝟑 𝒆 | } = − (𝒆−𝟑𝒕 − 𝟏)
−𝟑𝝉
𝒔 (𝒔 + 𝟑) 𝟑
𝟎 𝟎

𝒔+𝟖
Example: Use LT of integral to find the Inverse LT of 𝑭(𝒔) = .
𝒔𝟒 +𝟒𝒔𝟐

Solution:
𝒕
𝟏 𝒔+𝟖 𝟏 𝟏 𝒔+𝟖
∫ 𝒇(𝝉)𝒅𝝉 = 𝓛−𝟏 { 𝑭(𝒔)} ; 𝑭(𝒔) = = ( ( 𝟐 ))
𝒔 𝒔𝟒+ 𝟒𝒔𝟐 𝒔 𝒔 𝒔 +𝟒
𝟎

𝒔+𝟖 𝒔 𝟖
𝓛−𝟏 { } = 𝓛 −𝟏
{ + } = 𝒄𝒐𝒔(𝟐𝒕) + 𝟒 𝒔𝒊𝒏(𝟐𝒕)
𝒔𝟐 + 𝟒 𝒔𝟐 + 𝟒 𝒔𝟐 + 𝟒
𝒕
𝟏 𝒔+𝟖 𝒕
−𝟏 𝟏 𝟒
𝓛 { ( 𝟐 )} = ∫[𝒄𝒐𝒔(𝟐𝝉) + 𝟒 𝒔𝒊𝒏(𝟐𝝉)]𝒅𝝉 = { 𝒔𝒊𝒏(𝟐𝝉) − 𝒄𝒐𝒔(𝟐𝝉)| }
𝒔 𝒔 +𝟒 𝟐 𝟐
𝟎 𝟎
𝟏
= 𝒔𝒊𝒏(𝟐𝒕) − 𝟐𝒄𝒐𝒔(𝟐𝒕) + 𝟐
𝟐

𝒕
𝟏 𝟏 𝒔+𝟖 𝟏 𝒕
−𝟏 𝟏 𝟐
𝓛 { ( ( 𝟐 ))} = ∫ [ 𝒔𝒊𝒏(𝟐𝝉) − 𝟐𝒄𝒐𝒔(𝟐𝝉) + 𝟐] 𝒅𝝉 = {− 𝒄𝒐𝒔(𝟐𝝉) − 𝒔𝒊𝒏(𝟐𝝉) + 𝟐𝝉| }
𝒔 𝒔 𝒔 +𝟒 𝟐 𝟒 𝟐
𝟎 𝟎
𝟏 𝟏
= − 𝒄𝒐𝒔(𝟐𝒕) − 𝒔𝒊𝒏(𝟐𝒕) + 𝟐𝒕 +
𝟒 𝟒

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𝟑𝒔𝟐
Example: Given that 𝑭(𝒔) = , 𝒇(𝟎) = 𝟏, 𝒇(𝟏) = 𝟒, 𝒇(𝟐) = −𝟐 and 𝒇′ (𝟎) = −𝟔. Determine:
𝒔𝟓 +𝟏

𝟏) 𝓛{𝒕 𝒇(𝒕)}
𝟐) 𝓛{𝒇′′(𝒕)}
𝟑) 𝓛{𝒆−𝟐𝒕 𝒇(𝒕)}

Solution:

′ (𝒔)
(𝒔𝟓 + 𝟏)(𝟔𝒔) − (𝟑𝒔𝟐 )(𝟓𝒔𝟒 ) −𝟗𝒔𝟔 + 𝟔𝒔
𝟏) 𝓛{𝒕 𝒇(𝒕)} = −𝑭 =− =
(𝒔𝟓 + 𝟏)𝟐 (𝒔𝟓 + 𝟏)𝟐

𝟑𝒔𝟐 𝟑𝒔𝟒
𝟐) 𝓛{𝒇′′(𝒕)} = 𝒔𝟐 𝑭(𝒔) − 𝒔𝒇(𝟎) − 𝒇′ (𝟎) = 𝒔𝟐 ∗ − 𝒔 − (−𝟔) = −𝒔+𝟔
𝒔𝟓 + 𝟏 𝒔𝟓 + 𝟏

−𝟐𝒕
𝟑(𝒔 + 𝟐)𝟐
𝟑) 𝓛{𝒆 𝒇(𝒕)} = 𝑭(𝒔 + 𝟐) =
(𝒔 + 𝟐)𝟓 + 𝟏

Example: Solve the following IVP using LT:

𝒚′ + 𝟐𝒚 = 𝒆−𝟐𝒕 , 𝒚(𝟎) = 𝟎

Solution:

𝓛{𝒚′ + 𝟐𝒚} = 𝓛{𝒆−𝟐𝒕 }

𝟏
[𝒔 𝒀(𝒔) − 𝒚(𝟎)] + 𝟐 𝒀(𝒔) =
𝒔+𝟐
𝟏
𝒔 𝒀(𝒔) + 𝟐 𝒀(𝒔) =
𝒔+𝟐
𝟏
𝒀(𝒔)[𝒔 + 𝟐] =
𝒔+𝟐
𝟏
𝒀(𝒔) =
(𝒔 + 𝟐)𝟐

𝒚(𝒕) = 𝓛−𝟏 {𝒀(𝒔)} = 𝒕 𝒆−𝟐𝒕

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Example: Solve the following IVP using LT:

𝒚′′ − 𝟒𝒚′ + 𝟑𝒚 = 𝒄𝒐𝒔𝒉(𝟐𝒕), 𝒚(𝟎) = 𝟏 and 𝒚′ (𝟎) = 𝟒

Solution:
𝓛{𝒚′′ − 𝟒𝒚′ + 𝟑𝒚} = 𝓛{𝒄𝒐𝒔𝒉(𝟐𝒕)}

𝒔
[𝒔𝟐 𝒀(𝒔) − 𝒔 𝒚(𝟎) − 𝒚′(𝟎)] − 𝟒[𝒔 𝒀(𝒔) − 𝒚(𝟎)] + 𝟑 𝒀(𝒔) =
𝒔𝟐 − 𝟒
𝒔
[𝒔𝟐 𝒀(𝒔) − 𝒔 − 𝟒] − 𝟒[𝒔 𝒀(𝒔) − 𝟏] + 𝟑 𝒀(𝒔) =
𝒔𝟐 −𝟒
𝒔
𝒔𝟐 𝒀(𝒔) − 𝒔 − 𝟒 − 𝟒𝒔 𝒀(𝒔) + 𝟒 + 𝟑 𝒀(𝒔) = 𝟐
𝒔 −𝟒
𝟐
𝒔
𝒀(𝒔)[𝒔 − 𝟒𝒔 + 𝟑] = 𝟐 +𝒔
𝒔 −𝟒
𝒔𝟑 − 𝟑𝒔
𝒀(𝒔)[𝒔𝟐 − 𝟒𝒔 + 𝟑] = 𝟐
𝒔 −𝟒
𝒔𝟑 − 𝟑𝒔 𝒔𝟑 − 𝟑𝒔
𝒀(𝒔) = 𝟐 =
(𝒔 − 𝟒𝒔 + 𝟑)(𝒔𝟐 − 𝟒) (𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟐)(𝒔 − 𝟐)

Using Partial Fraction:

𝒔𝟑 − 𝟑𝒔 𝑨 𝑩 𝑪 𝑫
𝒀(𝒔) = = + + +
(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟐)(𝒔 − 𝟐) 𝒔 − 𝟑 𝒔 − 𝟏 𝒔 + 𝟐 𝒔 − 𝟐

𝑨(𝒔 − 𝟏)(𝒔 + 𝟐)(𝒔 − 𝟐) + 𝑩(𝒔 − 𝟑)(𝒔 + 𝟐)(𝒔 − 𝟐) + 𝑪(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 − 𝟐) + 𝑫(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟐)
𝒀(𝒔) =
(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟐)(𝒔 − 𝟐)

𝒔𝟑 − 𝟑𝒔 = 𝑨(𝒔 − 𝟏)(𝒔 + 𝟐)(𝒔 − 𝟐) + 𝑩(𝒔 − 𝟑)(𝒔 + 𝟐)(𝒔 − 𝟐) + 𝑪(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 − 𝟐) + 𝑫(𝒔 − 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟐)

𝑳𝒆𝒕 𝒔 = 𝟑: 𝑨 = 𝟏. 𝟖

𝟏
𝑳𝒆𝒕 𝒔 = 𝟐: 𝑫=−
𝟐

𝟏
𝑳𝒆𝒕 𝒔 = −𝟐: 𝑪=
𝟑𝟎

𝟏
𝑳𝒆𝒕 𝒔 = 𝟏: 𝑩=−
𝟑
𝟏 𝟏 𝟏
𝟏. 𝟖 −𝟑 −𝟐
𝒀(𝒔) = + + 𝟑𝟎 +
𝒔−𝟑 𝒔−𝟏 𝒔+𝟐 𝒔−𝟐

𝟏 𝟏 −𝟐𝒕 𝟏 𝟐𝒕
𝒚(𝒕) = 𝓛−𝟏 {𝒀(𝒔)} = 𝟏. 𝟖 𝒆𝟑𝒕 − 𝒆𝒕 + 𝒆 − 𝒆
𝟑 𝟑𝟎 𝟐

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Example: Solve the following IVP using LT:

𝒚′′ + 𝟒𝒚 = 𝟐, 𝒚(𝟎) = −𝟏 and 𝒚′ (𝟎) = 𝟎

Solution:
𝓛{𝒚′′ + 𝟒𝒚} = 𝓛{𝟐}

𝟐
[𝒔𝟐 𝒀(𝒔) − 𝒔 𝒚(𝟎) − 𝒚′(𝟎)] + 𝟒 𝒀(𝒔) =
𝒔
𝟐
[𝒔𝟐 𝒀(𝒔) + 𝒔] + 𝟒 𝒀(𝒔) =
𝒔
𝟐
𝟐 𝟐 − 𝒔𝟐
(𝒔 + 𝟒)𝒀(𝒔) = − 𝒔 =
𝒔 𝒔
𝟐 − 𝒔𝟐
𝒀(𝒔) =
𝒔 (𝒔𝟐 + 𝟒)

Using Partial Fraction:

𝟐 − 𝒔𝟐 𝑨 𝑩𝒔 + 𝑪 𝑨(𝒔𝟐 + 𝟒) + (𝑩𝒔 + 𝑪)𝒔

𝒀(𝒔) = = + =
𝒔 (𝒔𝟐 + 𝟒) 𝒔 𝒔𝟐 + 𝟒 𝒔 (𝒔𝟐 + 𝟒)

𝟐 − 𝒔𝟐 = 𝑨(𝒔𝟐 + 𝟒) + (𝑩𝒔 + 𝑪)𝒔

𝑳𝒆𝒕 𝒔 = 𝟎: 𝑨 = 𝟎. 𝟓

𝑳𝒆𝒕 𝒔 = 𝟏: 𝑩 + 𝑪 = −𝟏. 𝟓

𝑳𝒆𝒕 𝒔 = −𝟏: 𝑩 − 𝑪 = −𝟏. 𝟓

𝑩𝒚 𝒔𝒐𝒍𝒗𝒊𝒏𝒈 𝒕𝒉𝒆 𝒕𝒘𝒐 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏𝒔: 𝑩 = −𝟏. 𝟓 and 𝑪 = 𝟎

𝟎. 𝟓 −𝟏. 𝟓𝒔
𝒀(𝒔) = + 𝟐
𝒔 𝒔 +𝟒

𝒚(𝒕) = 𝓛−𝟏 {𝒀(𝒔)} = 𝟎. 𝟓 − 𝟏. 𝟓 𝒄𝒐𝒔(𝟐𝒕)

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Example: Solve the following shifted data IVP using LT:

𝒚′ − 𝟓𝒚 = 𝟒 𝒆−𝒕+𝟑 , 𝒚(𝟑) = −𝟒

Solution:

𝑯𝒆𝒓𝒆, 𝒕𝒐 = 𝟑
𝑳𝒆𝒕 𝒕 = 𝒕̃ + 𝒕𝒐 = 𝒕̃ + 𝟑 𝒕𝒉𝒆𝒏 𝒕̃ = 𝒕 − 𝟑

̃(𝟎) = 𝒚(𝟑) = −𝟒
𝒚

The new ODE is:

̃ = 𝟒 𝒆−(𝒕−𝟑) = 𝟒 𝒆−𝒕̃
̃′ − 𝟓𝒚
𝒚

Apply LT:
̃} = 𝓛{𝟒 𝒆−𝒕̃ }
̃′ − 𝟓𝒚
𝓛{𝒚

𝟒
̃ (𝒔) − 𝒚
[𝒔 𝒀 ̃ (𝒔) =
̃(𝟎)] − 𝟓𝒀
𝒔+𝟏
𝟒
̃ (𝒔) + 𝟒] − 𝟓𝒀
[𝒔 𝒀 ̃ (𝒔) =
𝒔+𝟏
𝟒 −𝟒𝒔
(𝒔 − 𝟓) 𝒀̃ (𝒔) = −𝟒=
𝒔+𝟏 𝒔+𝟏
−𝟒𝒔
̃ (𝒔) =
𝒀
(𝒔 + 𝟏)(𝒔 − 𝟓)

Using Partial Fraction:

−𝟒𝒔 𝑨 𝑩 𝑨(𝒔 − 𝟓) + 𝑩(𝒔 + 𝟏)

̃ (𝒔) =
𝒀 = + =
(𝒔 + 𝟏)(𝒔 − 𝟓) 𝒔+𝟏 𝒔−𝟓 (𝒔 + 𝟏)(𝒔 − 𝟓)

−𝟒𝒔 = 𝑨(𝒔 − 𝟓) + 𝑩(𝒔 + 𝟏)

𝟐
𝑳𝒆𝒕 𝒔 = −𝟏: 𝑨=−
𝟑

𝟏𝟎
𝑳𝒆𝒕 𝒔 = 𝟓: 𝑩=−
𝟑
𝟐 𝟏𝟎
−𝟑 − 𝟑
̃ (𝒔) =
𝒀 +
𝒔+𝟏 𝒔−𝟓

𝟐 𝟏𝟎 𝟓𝒕̃
𝒚 ̃ (𝒔)} = − 𝒆−𝒕̃ −
̃(𝒕̃) = 𝓛−𝟏 {𝒀 𝒆
𝟑 𝟑
𝟐 𝟏𝟎 𝟓(𝒕−𝟑)
𝒚(𝒕) = − 𝒆−(𝒕−𝟑) − 𝒆
𝟑 𝟑

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Example: Solve the following shifted data IVP using LT:

𝒚′′ + 𝟔𝒚′ + 𝟓𝒚 = 𝒆−𝟑(𝒕−𝟒) , 𝒚(𝟒) = 𝟎 and 𝒚′ (𝟒) = 𝟏

Solution:
𝑯𝒆𝒓𝒆, 𝒕𝒐 = 𝟒
𝑳𝒆𝒕 𝒕 = 𝒕̃ + 𝒕𝒐 = 𝒕̃ + 𝟒 𝒕𝒉𝒆𝒏 𝒕̃ = 𝒕 − 𝟒

̃(𝟎) = 𝒚(𝟒) = 𝟎
𝒚
̃
𝒚′(𝟎) = 𝒚′(𝟒) = 𝟏

The new ODE is:

̃′′ + 𝟔𝒚
𝒚 ̃ = 𝒆−𝟑(𝒕−𝟒) = 𝒆−𝟑𝒕̃
̃′ + 𝟓𝒚

Apply LT:
̃′′ + 𝟔𝒚
𝓛{𝒚 ̃} = 𝓛{𝒆−𝟑𝒕̃ }
̃′ + 𝟓𝒚
𝟏
̃ (𝒔) − 𝒔 𝒚
[𝒔𝟐 𝒀 ̃(𝟎) − 𝒚 ̃ (𝒔) − 𝒚
̃′(𝟎)] + 𝟔[𝒔 𝒀 ̃ (𝒔) =
̃(𝟎)] + 𝟓𝒀
𝒔+𝟑
𝟏
̃ (𝒔) − 𝟏] + 𝟔[𝒔 𝒀
[𝒔𝟐 𝒀 ̃ (𝒔)] + 𝟓𝒀
̃ (𝒔) =
𝒔+𝟑
𝟏 𝒔+𝟒
̃ (𝒔) =
(𝒔𝟐 + 𝟔𝒔 + 𝟓)𝒀 +𝟏=
𝒔+𝟑 𝒔+𝟑
𝒔+𝟒
̃ (𝒔) =
𝒀
(𝒔 + 𝟑)(𝒔𝟐 + 𝟔𝒔 + 𝟓)

𝒔+𝟒
̃ (𝒔) =
𝒀
(𝒔 + 𝟑)(𝒔 + 𝟓)(𝒔 + 𝟏)

Using Partial Fraction:

𝒔+𝟒 𝑨 𝑩 𝑪 𝑨(𝒔 + 𝟓)(𝒔 + 𝟏) + 𝑩(𝒔 + 𝟑)(𝒔 + 𝟏) + 𝑪(𝒔 + 𝟑)(𝒔 + 𝟓)

̃ (𝒔) =
𝒀 = + + =
(𝒔 + 𝟑)(𝒔 + 𝟓)(𝒔 + 𝟏) 𝒔+𝟑 𝒔+𝟓 𝒔+𝟏 (𝒔 + 𝟏)(𝒔 + 𝟓)(𝒔 + 𝟏)

𝒔 + 𝟒 = 𝑨(𝒔 + 𝟓)(𝒔 + 𝟏) + 𝑩(𝒔 + 𝟑)(𝒔 + 𝟏) + 𝑪(𝒔 + 𝟑)(𝒔 + 𝟓)

𝟑
𝑳𝒆𝒕 𝒔 = −𝟏: 𝑪=
𝟖
𝟏
𝑳𝒆𝒕 𝒔 = −𝟑: 𝑨=−
𝟒
𝟏
𝑳𝒆𝒕 𝒔 = −𝟓: 𝑩=−
𝟖
𝟏 𝟏 𝟑
− −
̃ (𝒔) = 𝟒 𝟖 𝟖
𝒀 + +
𝒔+𝟑 𝒔+𝟓 𝒔+𝟏
𝟏 𝟏 𝟑
̃ (𝒔)} = − 𝒆−𝟑𝒕̃ − 𝒆−𝟓𝒕̃ + 𝒆−𝒕̃
̃(𝒕̃) = 𝓛−𝟏 {𝒀
𝒚
𝟒 𝟖 𝟖
𝟏 𝟏 𝟑
𝒚(𝒕) = − 𝒆−𝟑(𝒕−𝟒) − 𝒆−𝟓(𝒕−𝟒) + 𝒆−(𝒕−𝟒)
𝟒 𝟖 𝟖

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Example: Solve the following shifted data IVP using LT:

𝒚′′ + 𝟒𝒚 = 𝟖(𝒕 + 𝟑), 𝒚(−𝟑) = 𝟒 and 𝒚′ (−𝟑) = 𝟎

Solution:
𝑯𝒆𝒓𝒆, 𝒕𝒐 = −𝟑
𝑳𝒆𝒕 𝒕 = 𝒕̃ + 𝒕𝒐 = 𝒕̃ − 𝟑 𝒕𝒉𝒆𝒏 𝒕̃ = 𝒕 + 𝟑

̃(𝟎) = 𝒚(−𝟑) = 𝟒
𝒚
̃′(𝟎) = 𝒚′(−𝟑) = 𝟎
𝒚
The new ODE is:
̃′′ + 𝟒𝒚
𝒚 ̃ = 𝟖(𝒕 + 𝟑) = 𝟖𝒕̃

Apply LT:
̃′′ + 𝟒𝒚
𝓛{𝒚 ̃} = 𝓛{𝟖𝒕̃}
𝟖
̃ (𝒔) − 𝒔 𝒚
[𝒔𝟐 𝒀 ̃(𝟎) − 𝒚
̃′(𝟎)] + 𝟒𝒀̃ (𝒔) =
𝒔𝟐
𝟖
̃ (𝒔) − 𝟒𝒔] + 𝟒𝒀
[𝒔𝟐 𝒀 ̃ (𝒔) =
𝒔𝟐
𝟖 𝟒𝒔𝟑 + 𝟖
(𝒔𝟐 + 𝟒)𝒀 ̃ (𝒔) = + 𝟒𝒔 =
𝒔𝟐 𝒔𝟐

𝟒𝒔𝟑 + 𝟖
̃ (𝒔) =
𝒀
𝒔𝟐 (𝒔𝟐 + 𝟒)

Using Partial Fraction:

𝟒𝒔𝟑 + 𝟖 𝑨 𝑩 𝑪𝒔 + 𝑫 𝑨𝒔(𝒔𝟐 + 𝟒) + 𝑩(𝒔𝟐 + 𝟒) + (𝑪𝒔 + 𝑫)𝒔𝟐

̃ (𝒔) =
𝒀 = + + =
𝒔𝟐 (𝒔𝟐 + 𝟒) 𝒔 𝒔𝟐 𝒔𝟐 + 𝟒 𝒔𝟐 (𝒔𝟐 + 𝟒)

𝟒𝒔𝟑 + 𝟖 = 𝑨𝒔(𝒔𝟐 + 𝟒) + 𝑩(𝒔𝟐 + 𝟒) + (𝑪𝒔 + 𝑫)𝒔𝟐

𝑳𝒆𝒕 𝒔 = 𝟎: 𝑩=𝟐
𝑳𝒆𝒕 𝒔 = 𝟏: 𝟓𝑨 + 𝑪 + 𝑫 = 𝟐
𝑳𝒆𝒕 𝒔 = −𝟏: − 𝟓𝑨 − 𝑪 + 𝑫 = −𝟔
𝑳𝒆𝒕 𝒔 = 𝟐: 𝟏𝟔𝑨 + 𝟖𝑪 + 𝟒𝑫 = 𝟐𝟒

𝑩𝒚 𝒔𝒐𝒍𝒗𝒊𝒏𝒈 𝒕𝒉𝒆 𝒕𝒉𝒓𝒆𝒆 𝒆𝒒𝒖𝒂𝒕𝒊𝒐𝒏𝒔: 𝑨 = 𝟎, 𝑪 = 𝟒 and 𝑫 = −𝟐

𝟎 𝟐 𝟒𝒔 − 𝟐 𝟐 𝟒𝒔 𝟐
̃ (𝒔) =
𝒀 + 𝟐+ 𝟐 = 𝟐+ 𝟐 − 𝟐
𝒔 𝒔 𝒔 +𝟒 𝒔 𝒔 +𝟒 𝒔 +𝟒
̃ (𝒔)} = 𝟐𝒕̃ + 𝟒 𝒄𝒐𝒔(𝟐𝒕̃) − 𝒔𝒊𝒏(𝟐𝒕̃)
̃(𝒕̃) = 𝓛−𝟏 {𝒀
𝒚

𝒚(𝒕) = 𝟐(𝒕 + 𝟑) + 𝟒 𝒄𝒐𝒔(𝟐(𝒕 + 𝟑)) − 𝒔𝒊𝒏(𝟐(𝒕 + 𝟑))

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Example: Use Laplace Transform to solve the following ODE:

𝒚′𝟏 = 𝟒𝒚𝟐 − 𝟖 𝒄𝒐𝒔(𝟒𝒕), 𝒚′𝟐 = −𝟑𝒚𝟏 − 𝟗 𝒔𝒊𝒏(𝟒𝒕)

𝒚𝟏 (𝟎) = 𝟎, 𝒚𝟐 (𝟎) = 𝟑

Solution:

𝓛{𝒚′𝟏 } = 𝓛{𝟒𝒚𝟐 − 𝟖 𝒄𝒐𝒔(𝟒𝒕)}, 𝓛{𝒚′𝟐 } = 𝓛{−𝟑𝒚𝟏 − 𝟗 𝒔𝒊𝒏(𝟒𝒕)}

𝟖𝒔 𝟑𝟔
𝒔 𝒀𝟏 (𝒔) − 𝒚𝟏 (𝟎) = 𝟒 𝒀𝟐 (𝒔) − 𝟐 , 𝒔 𝒀𝟐 (𝒔) − 𝒚𝟐 (𝟎) = −𝟑 𝒀𝟏 (𝒔) −
𝒔 + 𝟏𝟔 𝒔𝟐 + 𝟏𝟔
𝟐
𝟖𝒔 −𝟑𝟔 𝟑𝒔 + 𝟏𝟐
𝒔 𝒀𝟏 − 𝟒 𝒀𝟐 = − 𝟐 , 𝟑𝒀𝟏 + 𝒔𝒀𝟐 = 𝟐 +𝟑= 𝟐
𝒔 + 𝟏𝟔 𝒔 + 𝟏𝟔 𝒔 + 𝟏𝟔

𝟖𝒔
𝒔 𝒀𝟏 − 𝟒 𝒀𝟐 = −
𝒔𝟐
+ 𝟏𝟔
𝟐
𝟑𝒔 + 𝟏𝟐
𝟑𝒀𝟏 + 𝒔𝒀𝟐 = 𝟐
𝒔 + 𝟏𝟔

Using Cramer’s Rule:

𝟖𝒔
− −𝟒
𝒔𝟐 + 𝟏𝟔
| 𝟐 |
𝟑𝒔 + 𝟏𝟐 −𝟖𝒔𝟐 𝟏𝟐𝒔𝟐 + 𝟒𝟖 𝟒𝒔𝟐 + 𝟒𝟖
𝒔 + 𝟒𝒔𝟐 + 𝟒𝟖
𝒀𝟏 = 𝒔𝟐 + 𝟏𝟔 = 𝒔𝟐+ 𝟏𝟔 𝒔𝟐 + 𝟏𝟔 = 𝒔𝟐 + 𝟏𝟔 = 𝟐
𝒔 −𝟒 𝒔𝟐 + 𝟏𝟐 𝒔𝟐 + 𝟏𝟐 (𝒔 + 𝟏𝟐)(𝒔𝟐 + 𝟏𝟔)
| |
𝟑 𝒔

𝟒 (𝒔𝟐 + 𝟏𝟐) 𝟒
𝒀𝟏 = 𝟐 = 𝒕𝒉𝒖𝒔 𝒚𝟏 (𝒕) = 𝒔𝒊𝒏(𝟒𝒕)
(𝒔 + 𝟏𝟐)(𝒔𝟐 + 𝟏𝟔) (𝒔𝟐 + 𝟏𝟔)

𝟖𝒔
𝒔 −
𝒔𝟐 + 𝟏𝟔
| |
𝟑𝒔𝟐 + 𝟏𝟐 𝟑𝒔𝟑 + 𝟏𝟐𝒔 𝟐𝟒𝒔 𝟑𝒔𝟑 + 𝟑𝟔𝒔
𝟑 + 𝟑𝒔𝟑 + 𝟑𝟔𝒔
𝒀𝟐 = 𝒔𝟐 + 𝟏𝟔 𝟐
= 𝒔 + 𝟏𝟔𝟐 𝒔𝟐 + 𝟏𝟔 = 𝒔𝟐 + 𝟏𝟔 =
𝒔 −𝟒 𝒔 + 𝟏𝟐 𝒔𝟐 + 𝟏𝟐 (𝒔𝟐 + 𝟏𝟐)(𝒔𝟐 + 𝟏𝟔)
| |
𝟑 𝒔

𝟑𝒔 (𝒔𝟐 + 𝟏𝟐) 𝟑𝒔
𝒀𝟐 = 𝟐 𝟐
= 𝟐 𝒕𝒉𝒖𝒔 𝒚𝟐 (𝒕) = 𝟑 𝒄𝒐𝒔(𝟒𝒕)
(𝒔 + 𝟏𝟐)(𝒔 + 𝟏𝟔) (𝒔 + 𝟏𝟔)

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Example: Use Laplace Transform to solve the following ODE:

𝒚′𝟏 = 𝟓𝒚𝟏 + 𝒚𝟐 , 𝒚′𝟐 = 𝒚𝟏 + 𝟓𝒚𝟐

𝒚𝟏 (𝟎) = 𝟏, 𝒚𝟐 (𝟎) = −𝟑

Solution:

𝓛{𝒚′𝟏 } = 𝓛{𝟓𝒚𝟏 + 𝒚𝟐 }, 𝓛{𝒚′𝟐 } = 𝓛{𝒚𝟏 + 𝟓𝒚𝟐 }

𝒔 𝒀𝟏 (𝒔) − 𝒚𝟏 (𝟎) = 𝟓 𝒀𝟏 (𝒔) + 𝒀𝟐 (𝒔), 𝒔 𝒀𝟐 (𝒔) − 𝒚𝟐 (𝟎) = 𝒀𝟏 (𝒔) + 𝟓𝒀𝟐 (𝒔)
(𝒔 − 𝟓)𝒀𝟏 − 𝒀𝟐 = 𝟏, − 𝒀𝟏 + (𝒔 − 𝟓)𝒀𝟐 = −𝟑

(𝒔 − 𝟓)𝒀𝟏 − 𝒀𝟐 = 𝟏
−𝒀𝟏 + (𝒔 − 𝟓)𝒀𝟐 = −𝟑
Using Cramer’s Rule:

𝟏 −𝟏
| | 𝒔−𝟓−𝟑 𝒔−𝟓 𝟑
𝒀𝟏 = −𝟑 𝒔−𝟓 = = −
𝒔−𝟓 −𝟏 (𝒔 − 𝟓)𝟐 − 𝟏 (𝒔 − 𝟓)𝟐 − 𝟏 (𝒔 − 𝟓)𝟐 − 𝟏
| |
−𝟏 𝒔−𝟓

𝒕𝒉𝒖𝒔 𝒚𝟏 (𝒕) = 𝒆𝟓𝒕 𝒄𝒐𝒔𝒉(𝒕) − 𝟑 𝒆𝟓𝒕 𝒔𝒊𝒏𝒉(𝒕)

𝒔−𝟓 𝟏
| | −𝟑(𝒔 − 𝟓) + 𝟏 −𝟑(𝒔 − 𝟓) 𝟏
𝒀𝟐 = −𝟏 −𝟑 = = +
𝒔−𝟓 −𝟏 𝟐
(𝒔 − 𝟓) − 𝟏 𝟐
(𝒔 − 𝟓) − 𝟏 (𝒔 − 𝟓)𝟐 − 𝟏
| |
−𝟏 𝒔−𝟓

𝒕𝒉𝒖𝒔 𝒚𝟐 (𝒕) = −𝟑𝒆𝟓𝒕 𝒄𝒐𝒔𝒉(𝒕) + 𝒆𝟓𝒕 𝒔𝒊𝒏𝒉(𝒕)

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Example: Use Laplace Transform to solve the following ODE:

𝒚′′
𝟏 = −𝟒𝒚𝟏 + 𝟓𝒚𝟐 , 𝒚′′
𝟐 = −𝒚𝟏 + 𝟐𝒚𝟐
𝒚𝟏 (𝟎) = 𝟏, 𝒚𝟐 (𝟎) = 𝟐
𝒚′𝟏 (𝟎) = 𝟎, 𝒚′𝟐 (𝟎) = 𝟎

Solution:

𝓛{𝒚′′
𝟏 } = 𝓛{−𝟒𝒚𝟏 + 𝟓𝒚𝟐 }, 𝓛{𝒚′′
𝟐 } = 𝓛{−𝒚𝟏 + 𝟐𝒚𝟐 }
𝟐
𝒔 𝒀𝟏 − 𝒔 𝒚𝟏 (𝟎) − 𝒚′𝟏 (𝟎) = −𝟒𝒀𝟏 + 𝟓𝒀𝟐 , 𝒔 𝒀𝟐 − 𝒔 𝒚𝟐 (𝟎) − 𝒚′𝟐 (𝟎) = −𝒀𝟏 + 𝟐𝒀𝟐
𝟐

𝒔𝟐 𝒀𝟏 − 𝒔 = −𝟒𝒀𝟏 + 𝟓𝒀𝟐 , 𝒔𝟐 𝒀𝟐 − 𝟐𝒔 = −𝒀𝟏 + 𝟐𝒀𝟐

(𝒔𝟐 + 𝟒) 𝒀𝟏 − 𝟓 𝒀𝟐 = 𝒔, 𝒀𝟏 + (𝒔𝟐 − 𝟐) 𝒀𝟐 = 𝟐𝒔

(𝒔𝟐 + 𝟒) 𝒀𝟏 − 𝟓 𝒀𝟐 = 𝒔
𝒀𝟏 + (𝒔𝟐 − 𝟐) 𝒀𝟐 = 𝟐𝒔
Using Cramer’s Rule:

𝒔 −𝟓
| 𝟐 | 𝒔(𝒔𝟐 − 𝟐) + 𝟏𝟎𝒔 𝒔𝟑 + 𝟖𝒔 𝒔𝟑 + 𝟖𝒔 𝒔𝟑 + 𝟖𝒔
𝒀𝟏 = 𝟐𝟐𝒔 𝒔 −𝟐 = 𝟐 = = =
|𝒔 + 𝟒 −𝟓 | (𝒔 + 𝟒)(𝒔𝟐 − 𝟐) + 𝟓 𝒔𝟒 + 𝟐𝒔𝟐 − 𝟑 (𝒔𝟐 + 𝟑)(𝒔𝟐 − 𝟏) (𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏)
𝟏 𝟐
𝒔 −𝟐

Using Partial Fraction:

𝒔𝟑 + 𝟖𝒔 𝑨𝒔 + 𝑩 𝑪 𝑫 (𝑨𝒔 + 𝑩)(𝒔 − 𝟏)(𝒔 + 𝟏) + 𝑪(𝒔𝟐 + 𝟑)(𝒔 + 𝟏) + 𝑫(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)

𝒀𝟏 = = + + =
(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏) 𝒔𝟐 + 𝟑 𝒔 − 𝟏 𝒔 + 𝟏 (𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏)

𝒔𝟑 + 𝟖𝒔 = (𝑨𝒔 + 𝑩)(𝒔 − 𝟏)(𝒔 + 𝟏) + 𝑪(𝒔𝟐 + 𝟑)(𝒔 + 𝟏) + 𝑫(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)

𝟗
𝑳𝒆𝒕 𝒔 = 𝟏: 𝑪=
𝟖
𝟗
𝑳𝒆𝒕 𝒔 = −𝟏: 𝑫=
𝟖
𝑳𝒆𝒕 𝒔 = 𝟎: 𝑩=𝟎
𝟓
𝑳𝒆𝒕 𝒔 = 𝟐: 𝑨=−
𝟒

𝟓 𝟗 𝟗
−𝟒𝒔 𝟖
𝒀𝟏 = 𝟐 + + 𝟖
𝒔 +𝟑 𝒔−𝟏 𝒔+𝟏

𝟓 𝟗 𝟗
𝒕𝒉𝒖𝒔 𝒚𝟏 (𝒕) = − 𝒄𝒐𝒔(√𝟑 𝒕) + 𝒆𝒕 + 𝒆−𝒕
𝟒 𝟖 𝟖

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Using Cramer’s Rule:

𝟐
|𝒔 + 𝟒 𝒔 | 𝟐𝒔(𝒔𝟐 + 𝟒) − 𝒔 𝟐𝒔𝟑 + 𝟕𝒔 𝟐𝒔𝟑 + 𝟕𝒔 𝟐𝒔𝟑 + 𝟕𝒔
𝒀𝟐 = 𝟐 𝟏 𝟐𝒔 = 𝟐 = = =
|𝒔 + 𝟒 −𝟓 | (𝒔 + 𝟒)(𝒔𝟐 − 𝟐) + 𝟓 𝒔𝟒 + 𝟐𝒔𝟐 − 𝟑 (𝒔𝟐 + 𝟑)(𝒔𝟐 − 𝟏) (𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏)
𝟏 𝒔𝟐 − 𝟐

Using Partial Fraction:

𝟐𝒔𝟑 + 𝟕𝒔 𝑨𝒔 + 𝑩 𝑪 𝑫 (𝑨𝒔 + 𝑩)(𝒔 − 𝟏)(𝒔 + 𝟏) + 𝑪(𝒔𝟐 + 𝟑)(𝒔 + 𝟏) + 𝑫(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)

𝒀𝟐 = = 𝟐 + + =
(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏) 𝒔 +𝟑 𝒔−𝟏 𝒔+𝟏 (𝒔𝟐 + 𝟑)(𝒔 − 𝟏)(𝒔 + 𝟏)

𝟐𝒔𝟑 + 𝟕𝒔 = (𝑨𝒔 + 𝑩)(𝒔 − 𝟏)(𝒔 + 𝟏) + 𝑪(𝒔𝟐 + 𝟑)(𝒔 + 𝟏) + 𝑫(𝒔𝟐 + 𝟑)(𝒔 − 𝟏)

𝟗
𝑳𝒆𝒕 𝒔 = 𝟏: 𝑪=
𝟖
𝟗
𝑳𝒆𝒕 𝒔 = −𝟏: 𝑫=
𝟖
𝑳𝒆𝒕 𝒔 = 𝟎: 𝑩=𝟎
𝟏
𝑳𝒆𝒕 𝒔 = 𝟐: 𝑨=−
𝟒

𝟏 𝟗 𝟗
− 𝒔 𝟖
𝒀𝟐 = 𝟐 𝟒 + + 𝟖
𝒔 +𝟑 𝒔−𝟏 𝒔+𝟏

𝟏 𝟗 𝟗
𝒕𝒉𝒖𝒔 𝒚𝟐 (𝒕) = − 𝒄𝒐𝒔(√𝟑 𝒕) + 𝒆𝒕 + 𝒆−𝒕
𝟒 𝟖 𝟖

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